Portfolio moves
Net position changes between two of this fund's N-PORT snapshots. These are differences between point-in-time reports — not a trade log — and share counts can be affected by splits and other corporate actions.
Dec 31, 2025 → Mar 31, 2026
Expand a category to see the positions behind it, ranked by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Uniform Mortgage-Backed Security, TBA | 0 | 430,804,696 | 430,804,696 | 10.07% | $424.37M |
| FNCL 6 6/24 | 0 | 265,900,000 | 265,900,000 | 6.42% | $270.66M |
| FNCL 6 7/25 | 0 | 190,000,000 | 190,000,000 | 4.59% | $193.32M |
| G2SF 5 5/26 | 0 | 149,000,000 | 149,000,000 | 3.49% | $147.28M |
| Government National Mortgage Association, TBA | 0 | 123,908,000 | 123,908,000 | 2.99% | $125.86M |
| FNCL 5 6/24 | 0 | 99,000,000 | 99,000,000 | 2.31% | $97.44M |
| FNCL 6.5 6/24 | 0 | 75,417,000 | 75,417,000 | 1.85% | $77.96M |
| Uniform Mortgage-Backed Security, TBA | 0 | 69,800,000 | 69,800,000 | 1.60% | $67.26M |
| LETRA TESOURO NACIONAL BILLS 10/26 0.00000 | 0 | 339,300,000 | 339,300,000 | 1.46% | $61.37M |
| Uniform Mortgage-Backed Security, TBA | 0 | 60,150,000 | 60,150,000 | 1.43% | $60.29M |
| Uniform Mortgage-Backed Security, TBA | 0 | 42,900,000 | 42,900,000 | 0.96% | $40.45M |
| LETRA TESOURO NACIONAL BILLS 07/26 0.00000 | 0 | 209,900,000 | 209,900,000 | 0.93% | $39.24M |
| FNCL 4 6/24 | 0 | 37,000,000 | 37,000,000 | 0.83% | $34.84M |
| FNCL 5 4/26 | 0 | 23,195,304 | 23,195,304 | 0.54% | $22.88M |
| FNCL 3 6/24 | 0 | 25,100,000 | 25,100,000 | 0.52% | $22.01M |
| FWD0Z35T8 COLOMBIA GOVT | 0 | 82,274,600,000 | 82,274,600,000 | 0.48% | $20.38M |
| FWD0JVF55 COLOMBIA GOVT NDF | 0 | 73,384,900,000 | 73,384,900,000 | 0.38% | $16.06M |
| G2SF 5 4/26 | 0 | 11,400,000 | 11,400,000 | 0.27% | $11.29M |
| Uniform Mortgage-Backed Security, TBA | 0 | 10,583,000 | 10,583,000 | 0.26% | $10.94M |
| EGYPT GOVERNMENT BOND BONDS 10/30 19.698 | 0 | 528,000,000 | 528,000,000 | 0.23% | $9.51M |
| US TREASURY N/B | 0 | 7,290,000 | 7,290,000 | 0.17% | $7.18M |
| Ford Motor Credit Co LLC | 0 | 6,700,000 | 6,700,000 | 0.16% | $6.58M |
| FEDEX FREIGHT HO | 0 | 6,600,000 | 6,600,000 | 0.15% | $6.49M |
| YORKSHIRE WATER FINANCE SR SECURED REGS 04/30 5.25 | 0 | 4,900,000 | 4,900,000 | 0.15% | $6.39M |
| ROYAL CARIBBEAN | 0 | 5,500,000 | 5,500,000 | 0.13% | $5.31M |
| HCA INC CP 0% 05/11/2026 | 0 | 5,100,000 | 5,100,000 | 0.12% | $5.07M |
| TORO EUROPEAN CLO TCLO 2A ARRE 144A | 0 | 4,300,000 | 4,300,000 | 0.12% | $4.97M |
| DWR CYMRU FINANCING UK SUBORDINATED REGS 03/34 2.375 | 0 | 4,950,000 | 4,950,000 | 0.12% | $4.88M |
| ANGLIAN WATER OSPREY FIN SR SECURED REGS 08/31 6.75 | 0 | 3,325,000 | 3,325,000 | 0.11% | $4.45M |
| Morgan Stanley | 0 | 4,300,000 | 4,300,000 | 0.10% | $4.27M |
| Global Payments, Inc. | 0 | 3,800,000 | 3,800,000 | 0.09% | $3.80M |
| Government National Mortgage Association, TBA | 0 | 4,400,000 | 4,400,000 | 0.09% | $3.78M |
| Post CLO Ltd. | 0 | 3,700,000 | 3,700,000 | 0.09% | $3.70M |
| Constellation Energy Generation LLC | 0 | 3,600,000 | 3,600,000 | 0.09% | $3.60M |
| Air Lease Corporation 0% CP 02/04/2026 | 0 | 3,600,000 | 3,600,000 | 0.09% | $3.60M |
| SW (FINANCE) I PLC SR SECURED REGS 11/30 5.75 | 0 | 2,500,000 | 2,500,000 | 0.08% | $3.24M |
| GSG BIDCO LTD SR SECURED 144A 06/36 5.375 | 0 | 2,700,000 | 2,700,000 | 0.07% | $3.10M |
| SW (FINANCE) I PLC SR SECURED REGS 05/28 2.375 | 0 | 2,500,000 | 2,500,000 | 0.07% | $3.08M |
| Takeoff Merger Sub Inc | 0 | 3,100,000 | 3,100,000 | 0.07% | $3.06M |
| G2SF 6 4/25 | 0 | 2,992,000 | 2,992,000 | 0.07% | $3.04M |
| GSG BIDCO LTD SR SECURED 144A 06/31 4.7 | 0 | 2,600,000 | 2,600,000 | 0.07% | $2.98M |
| UBS AG/Stamford CT | 0 | 2,900,000 | 2,900,000 | 0.07% | $2.89M |
| HCA, Inc. | 0 | 2,900,000 | 2,900,000 | 0.07% | $2.89M |
| GLENCORE FUNDING LLC | 0 | 2,700,000 | 2,700,000 | 0.06% | $2.69M |
| PHILLIPS 66 GTD DISC 4/02/2026 0.00000000 | 0 | 2,550,000 | 2,550,000 | 0.06% | $2.55M |
| GLENCORE FUNDING LLC | 0 | 2,550,000 | 2,550,000 | 0.06% | $2.54M |
| Phillips 66 0% CP 08/04/2026 | 0 | 2,450,000 | 2,450,000 | 0.06% | $2.45M |
| FIDELITY NATL INFORMATION SVCS | 0 | 2,400,000 | 2,400,000 | 0.06% | $2.40M |
| JABIL INC | 0 | 2,050,000 | 2,050,000 | 0.05% | $2.04M |
| Constellation Energy Generation LLC | 0 | 2,000,000 | 2,000,000 | 0.05% | $2.00M |
| PHILLIPS 66 | 0 | 2,000,000 | 2,000,000 | 0.05% | $1.99M |
| Phillips 66 | 0 | 1,950,000 | 1,950,000 | 0.05% | $1.95M |
| Keurig Dr Pepper Inc | 0 | 1,850,000 | 1,850,000 | 0.04% | $1.85M |
| Phillips 66 | 0 | 1,850,000 | 1,850,000 | 0.04% | $1.85M |
| HCA Inc | 0 | 1,850,000 | 1,850,000 | 0.04% | $1.84M |
| GLOBAL PMTS INC | 0 | 1,800,000 | 1,800,000 | 0.04% | $1.80M |
| HCA INC DISC COML PAPER | 0 | 1,800,000 | 1,800,000 | 0.04% | $1.80M |
| JTI Financial Services North America LLC | 0 | 1,750,000 | 1,750,000 | 0.04% | $1.74M |
| TORO EUROPEAN CLO TCLO 3A ARRE 144A | 0 | 1,500,000 | 1,500,000 | 0.04% | $1.73M |
| Phillips 66 | 0 | 1,700,000 | 1,700,000 | 0.04% | $1.69M |
| Keurig Dr Pepper Inc | 0 | 1,600,000 | 1,600,000 | 0.04% | $1.59M |
| CDX HY46 5Y ICE | 0 | 1 | 1 | 0.04% | $1.50M |
| Electricite de France SA | 0 | 1,450,000 | 1,450,000 | 0.03% | $1.45M |
| PacifiCorp | 0 | 1,400,000 | 1,400,000 | 0.03% | $1.40M |
| FREDDIEMAC STRIP FHS 424 C5 | 0 | 6,307,857 | 6,307,857 | 0.03% | $1.39M |
| Alimentation Couche-Tard Inc | 0 | 1,300,000 | 1,300,000 | 0.03% | $1.30M |
| EURO-BUND FUTURE JUN26 | 0 | -334 | -334 | 0.03% | $1.29M |
| VMED O2 UK FINC. I 4.75% | 0 | 1,500,000 | 1,500,000 | 0.03% | $1.29M |
| CAPITAL ONE FINL | 0 | 1,300,000 | 1,300,000 | 0.03% | $1.28M |
| BOSTON PPTYS LTD PARTNERSHIP D | 0 | 1,270,000 | 1,270,000 | 0.03% | $1.27M |
| ERAC USA Finance LLC 0% CP 20/04/2026 | 0 | 1,250,000 | 1,250,000 | 0.03% | $1.25M |
| Sanders Re III Ltd., Series A | 0 | 1,200,000 | 1,200,000 | 0.03% | $1.21M |
| Emera US Finance LLC | 0 | 1,200,000 | 1,200,000 | 0.03% | $1.20M |
| ERAC USA FINANCE LLC | 0 | 1,150,000 | 1,150,000 | 0.03% | $1.15M |
| Air Lease Corp. | 0 | 1,100,000 | 1,100,000 | 0.03% | $1.10M |
| CBRE SVCS INC DISC COML PAPER 06/26 ZCP | 0 | 1,100,000 | 1,100,000 | 0.03% | $1.09M |
| Republic of Colombia | 0 | 1,100,000 | 1,100,000 | 0.03% | $1.08M |
| CONSTELLATION ENERGY 04/26 ZCP | 0 | 1,050,000 | 1,050,000 | 0.02% | $1.05M |
| AMETEK INC DISC COML 04/26 ZCP | 0 | 950,000 | 950,000 | 0.02% | $947.89K |
| COSTA RICA GOVERNMENT BONDS REGS 01/36 6.001 | 0 | 750,000 | 750,000 | 0.02% | $893.38K |
| YI4360438 NIGERIA OMO BILL | 0 | 1,396,100,000 | 1,396,100,000 | 0.02% | $880.15K |
| TURKIYE CENTR BANK BILL BILLS 04/26 0.00000 | 0 | 39,000,000 | 39,000,000 | 0.02% | $871.08K |
| YI4360529 NIGERIA OMO BILL | 0 | 1,346,200,000 | 1,346,200,000 | 0.02% | $843.55K |
| YI4360503 NIGERIA OMO BILL | 0 | 1,341,600,000 | 1,341,600,000 | 0.02% | $843.22K |
| CROWN CASTLE | 0 | 800,000 | 800,000 | 0.02% | $798.04K |
| Alamo Re Ltd., Series A | 0 | 750,000 | 750,000 | 0.02% | $760.12K |
| ALIMENTATION COUCHE TARD INC | 0 | 750,000 | 750,000 | 0.02% | $749.92K |
| JONES LANG LASALLE FIN BV | 0 | 750,000 | 750,000 | 0.02% | $749.33K |
| FIDELITY NATL INFORMATION SVCS | 0 | 750,000 | 750,000 | 0.02% | $748.33K |
| S+P GLOBAL INC | 0 | 700,000 | 700,000 | 0.02% | $699.54K |
| ROGERS COMMUNICATIONS | 0 | 700,000 | 700,000 | 0.02% | $699.30K |
| Elevance Health Inc | 0 | 700,000 | 700,000 | 0.02% | $698.98K |
| IRS EUR 3.00000 09/16/26-30Y LCH | 0 | 1 | 1 | 0.01% | $628.66K |
| Vitality Re XVII Ltd., Series A | 0 | 600,000 | 600,000 | 0.01% | $600.03K |
| Keurig Dr Pepper Inc 0% CP 23/04/2026 | 0 | 600,000 | 600,000 | 0.01% | $598.37K |
| GENUINE PTS CO DISC COML PAPER | 0 | 600,000 | 600,000 | 0.01% | $598.37K |
| Nature Coast Re Ltd | 0 | 600,000 | 600,000 | 0.01% | $598.32K |
| U.S. Treasury Bills | 0 | 557,000 | 557,000 | 0.01% | $553.91K |
| HCA INC CP 0% 04/22/2026 | 0 | 550,000 | 550,000 | 0.01% | $548.56K |
| Global Payments, Inc. | 0 | 500,000 | 500,000 | 0.01% | $499.94K |
| NEXTERA ENERGY DISC 04/07/26 0.00000000 | 0 | 500,000 | 500,000 | 0.01% | $499.61K |
| HCA INC | 0 | 500,000 | 500,000 | 0.01% | $499.06K |
| EURO-SCHATZ FUT JUN26 DUM6 | 0 | -389 | -389 | 0.01% | $458.36K |
| ERAC USA Finance LLC 0% CP 10/04/2026 | 0 | 450,000 | 450,000 | 0.01% | $449.50K |
| ERAC USA Finance LLC 0% CP 17/04/2026 | 0 | 450,000 | 450,000 | 0.01% | $449.13K |
| BAITEREK NATL INV HOLD SR UNSECURED REGS 04/31 16.95 | 0 | 201,000,000 | 201,000,000 | 0.01% | $421.93K |
| BAITEREK NATL INV HOLD SR UNSECURED REGS 04/29 16.95 | 0 | 201,000,000 | 201,000,000 | 0.01% | $417.38K |
| EURO-BOBL FUTURE JUN26 | 0 | -165 | -165 | 0.01% | $412.90K |
| PURPLE RE LTD | 0 | 400,000 | 400,000 | 0.01% | $406.60K |
| Locke Tavern Re Ltd., Series A | 0 | 400,000 | 400,000 | 0.01% | $400.00K |
| THE AES CORPORATION | 0 | 400,000 | 400,000 | 0.01% | $399.21K |
| EXTRA SPACE STORAGE LP | 0 | 400,000 | 400,000 | 0.01% | $399.01K |
| BAYOU RE LTD | 0 | 365,000 | 365,000 | 0.01% | $370.66K |
| HARLEY DAVIDSON FND CP | 0 | 350,000 | 350,000 | 0.01% | $349.72K |
| AES CORP DISC 04/13/26 0.00000000 | 0 | 350,000 | 350,000 | 0.01% | $349.48K |
| AMETEK INC DISC COML 04/26 ZCP | 0 | 350,000 | 350,000 | 0.01% | $348.95K |
| Keurig Dr Pepper Inc 0% CP 07/05/2026 | 0 | 350,000 | 350,000 | 0.01% | $348.45K |
| Mayflower Re Ltd., Series B | 0 | 300,000 | 300,000 | 0.01% | $303.90K |
| CITRUS RE LTD | 0 | 300,000 | 300,000 | 0.01% | $300.00K |
| LOCKE TAVERN RE LTD UNSECURED 144A 04/33 VAR | 0 | 300,000 | 300,000 | 0.01% | $300.00K |
| THE AES CORPORATION | 0 | 300,000 | 300,000 | 0.01% | $299.93K |
| PHILLIPS 66 GTD DISC 04/20/26 0.00000000 | 0 | 300,000 | 300,000 | 0.01% | $299.33K |
| 31750SEV3 PIMCO FXVAN PUT USD BRL 5.12000000 | 0 | 0 | 0 | 0.01% | $250.40K |
| Vitality Re XVII 2026 Class C | 0 | 250,000 | 250,000 | 0.01% | $250.01K |
| Vitality Re XVII 2026 Class B | 0 | 250,000 | 250,000 | 0.01% | $250.01K |
| Citrus Re Ltd., Series A | 0 | 250,000 | 250,000 | 0.01% | $250.00K |
| GATEWAY RE LTD UNSECURED 144A 07/29 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 |
| AMETEK INC DISC COML | 0 | 250,000 | 250,000 | 0.01% | $249.83K |
| GENUINE PARTS CO | 0 | 250,000 | 250,000 | 0.01% | $249.83K |
| JABIL INC | 0 | 250,000 | 250,000 | 0.01% | $249.75K |
| Fidelity National Information Services Inc | 0 | 250,000 | 250,000 | 0.01% | $249.75K |
| Alimentation Couche-Tard Inc. 0% CP 10/04/2026 | 0 | 250,000 | 250,000 | 0.01% | $249.72K |
| PHILLIPS 66 | 0 | 250,000 | 250,000 | 0.01% | $249.61K |
| Edison International | 0 | 250,000 | 250,000 | 0.01% | $249.51K |
| Jabil Inc | 0 | 250,000 | 250,000 | 0.01% | $249.50K |
| ERAC USA Finance LLC 0% CP 23/04/2026 | 0 | 250,000 | 250,000 | 0.01% | $249.34K |
| FIDELITY NATL INFORMATION SVCS | 0 | 250,000 | 250,000 | 0.01% | $249.33K |
| JTI Financial Services North America LLC | 0 | 250,000 | 250,000 | 0.01% | $249.11K |
| HCA INC CP 0% 05/13/2026 | 0 | 250,000 | 250,000 | 0.01% | $248.69K |
| RFR JPY MUTK/1.50000 09/16/26-2Y LCH | 0 | 1 | 1 | 0.01% | $213.72K |
| Three Month SONIA Index Futures | 0 | 439 | 439 | 0.00% | $202.83K |
| HARLEY DAVIDSON FND CP | 0 | 200,000 | 200,000 | 0.00% | $199.82K |
| EGYPT TREASURY BILL BILLS 10/26 0.00000 | 0 | 8,600,000 | 8,600,000 | 0.00% | $138.28K |
| RFR GBP SONIO/4.25000 03/18/26-10Y LCH | 0 | 1 | 1 | 0.00% | $135.39K |
| US TREASURY N/B | 0 | 100,000 | 100,000 | 0.00% | $97.55K |
| THAMES WATER SUPER SENIOR ISSU 10/27 9.75 | 0 | 64,369 | 64,369 | 0.00% | $93.81K |
| CDX IG46 5Y ICE | 0 | 1 | 1 | 0.00% | $89.73K |
| RFR USD SOFR/3.74800 03/03/26-10Y LCH | 0 | 2 | 2 | 0.00% | $84.51K |
| RFR USD SOFR/3.7547* 03/13/26-10Y* LCH | 0 | 2 | 2 | 0.00% | $66.84K |
| RFR USD SOFR/3.40694 07/06/26-4Y* LCH | 0 | 3 | 3 | 0.00% | $47.05K |
| RFR USD SOFR/4.08316 06/30/26-27Y* LCH | 0 | 4 | 4 | 0.00% | $36.92K |
| RFR USD SOFR/3.71199 06/30/26-9Y* LCH | 0 | 1 | 1 | 0.00% | $15.16K |
| 31750SBB0 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $11.96K |
| BSARM 2004-7 1A1 | 0 | 11,145 | 11,145 | 0.00% | $8.60K |
| 31750SCK9 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $8.59K |
| RFR USD SOFR/4.0520* 03/16/26-30Y* LCH | 0 | 1 | 1 | 0.00% | $1.42K |
| 317UC50A6 PIMCO SWAPTION 2.54 CALL EUR 2026041 | 0 | -2,300,000 | -2,300,000 | 0.00% | -$353 |
| 317UC4YA2 PIMCO SWAPTION 3.6 CALL USD 20260416 | 0 | -1,600,000 | -1,600,000 | 0.00% | -$1.43K |
| Options on Euro(OGBL) Bund Futures | 0 | -15 | -15 | 0.00% | -$1.91K |
| 317UC6EA9 PIMCO SWAPTION 3.62 CALL USD 2026042 | 0 | -2,900,000 | -2,900,000 | 0.00% | -$3.62K |
| 317UC8QA2 PIMCO SWAPTION 4.055 PUT USD 2026042 | 0 | -2,800,000 | -2,800,000 | 0.00% | -$7.79K |
| 317UC8RA1 PIMCO SWAPTION 3.695 CALL USD 202604 | 0 | -2,800,000 | -2,800,000 | 0.00% | -$8.05K |
| 317UC4XA3 PIMCO SWAPTION 3.9 PUT USD 20260416 | 0 | -1,600,000 | -1,600,000 | 0.00% | -$8.36K |
| 317UC4ZA1 PIMCO SWAPTION 2.92 PUT EUR 20260416 | 0 | -2,300,000 | -2,300,000 | 0.00% | -$8.53K |
| 31750SEW1 PIMCO FXVAN CALL USD BRL 5.70000000 | 0 | -10,750,000 | -10,750,000 | 0.00% | -$12.20K |
| Options on Euro(OGBL) Bund Futures | 0 | -15 | -15 | 0.00% | -$15.78K |
| 317UC6DA0 PIMCO SWAPTION 3.9 PUT USD 20260420 | 0 | -2,900,000 | -2,900,000 | 0.00% | -$16.43K |
| 31750SFE0 PIMCO FXVAN CALL USD JPY 157.7000000 | 0 | -13,082,500 | -13,082,500 | 0.00% | -$152.03K |
| OIS COP IBR/9.82000 11/14/25-9Y* CME | 0 | 1 | 1 | -0.01% | -$271.30K |
| IRS EUR 2.50000 09/16/26-5Y LCH | 0 | 1 | 1 | -0.01% | -$369.07K |
| NRG ENERGY INC REGD 144A P/P 3.62500000 | 0 | -500,000 | -500,000 | -0.01% | -$460.69K |
| EURIBOR 90DAY FUT ERZ6 12-14-26 | 0 | 918 | 918 | -0.02% | -$841.67K |
| MINERAL RESOURCES LTD SR UNSECURED 144A 04/31 7 | 0 | -1,000,000 | -1,000,000 | -0.02% | -$1.02M |
| Windstream Services LLC | 0 | -1,000,000 | -1,000,000 | -0.02% | -$1.04M |
| Six Flags Operations Inc. | 0 | -1,100,000 | -1,100,000 | -0.03% | -$1.06M |
| ASBURY AUTOMOTIVE GROUP REGD SER WI 4.75000000 | 0 | -1,100,000 | -1,100,000 | -0.03% | -$1.06M |
| Vistra Operations Co. LLC | 0 | -1,100,000 | -1,100,000 | -0.03% | -$1.07M |
| TOPBUILD CORP REGD 144A P/P 5.62500000 | 0 | -1,100,000 | -1,100,000 | -0.03% | -$1.08M |
| AMN HEALTHCARE INC REGD 144A P/P 6.50000000 | 0 | -1,100,000 | -1,100,000 | -0.03% | -$1.08M |
| CORPBOND | 0 | -1,200,000 | -1,200,000 | -0.03% | -$1.08M |
| Wyndham Hotels & Resorts Inc | 0 | -1,100,000 | -1,100,000 | -0.03% | -$1.08M |
| MUSA 4 3/4 09/15/29 | 0 | -1,100,000 | -1,100,000 | -0.03% | -$1.09M |
| WESCO Distribution, Inc. | 0 | -1,100,000 | -1,100,000 | -0.03% | -$1.09M |
| RHP Hotel Properties LP / RHP Finance Corp | 0 | -1,100,000 | -1,100,000 | -0.03% | -$1.09M |
| TLN 6.25 02/01/34 144A | 0 | -1,100,000 | -1,100,000 | -0.03% | -$1.09M |
| WESCO Distribution Inc | 0 | -1,100,000 | -1,100,000 | -0.03% | -$1.10M |
| USA PART/USA FIN | 0 | -1,100,000 | -1,100,000 | -0.03% | -$1.10M |
| Bath & Body Works Inc | 0 | -1,100,000 | -1,100,000 | -0.03% | -$1.10M |
| Six Flags Entertainment Corp.'s Wonderland Co./Millennium Operations LLC | 0 | -1,100,000 | -1,100,000 | -0.03% | -$1.10M |
| TLN 6.5 02/01/36 144A | 0 | -1,100,000 | -1,100,000 | -0.03% | -$1.11M |
| BALL CORP SR UNSEC 6.0% 06-15-29 | 0 | -1,100,000 | -1,100,000 | -0.03% | -$1.12M |
| DaVita Inc. | 0 | -1,100,000 | -1,100,000 | -0.03% | -$1.12M |
| EPC 4 1/8 04/01/29 | 0 | -1,200,000 | -1,200,000 | -0.03% | -$1.13M |
| Howard Hughes Corp/The | 0 | -1,200,000 | -1,200,000 | -0.03% | -$1.15M |
| AMCX 10.5 07/15/32 144A | 0 | -1,171,000 | -1,171,000 | -0.03% | -$1.16M |
| UNITI GRP. LP / UNI 6.50% | 0 | -1,200,000 | -1,200,000 | -0.03% | -$1.17M |
| Long Gilt | 0 | 210 | 210 | -0.03% | -$1.32M |
| DVA 4.625 06/01/30 144A | 0 | -1,400,000 | -1,400,000 | -0.03% | -$1.35M |
| Newell Brands Inc. | 0 | -1,400,000 | -1,400,000 | -0.03% | -$1.37M |
| IRS EUR 2.75000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.03% | -$1.43M |
| Advanced Drainage Systems Inc | 0 | -1,500,000 | -1,500,000 | -0.03% | -$1.46M |
| Chemours Co/The 4.63 11/15/2029 | 0 | -1,900,000 | -1,900,000 | -0.04% | -$1.78M |
| MXCN 5 1/4 12/15/29 | 0 | -2,000,000 | -2,000,000 | -0.05% | -$1.98M |
| GTN 7.25 08/15/33 144A | 0 | -2,100,000 | -2,100,000 | -0.05% | -$2.12M |
| GTN 4.75 10/15/30 144A | 0 | -2,800,000 | -2,800,000 | -0.05% | -$2.16M |
| LNW 6.25 10/01/33 144A | 0 | -2,800,000 | -2,800,000 | -0.07% | -$2.75M |
| COMMERCIAL METALS CO SR UNSECURED 144A 12/35 6 | 0 | -2,800,000 | -2,800,000 | -0.07% | -$2.76M |
| DaVita Inc. | 0 | -2,800,000 | -2,800,000 | -0.07% | -$2.87M |
| DVA 3.75 02/15/31 144A | 0 | -3,500,000 | -3,500,000 | -0.08% | -$3.21M |
| RFR GBP SONIO/3.75000 03/18/26-5Y LCH | 0 | 1 | 1 | -0.10% | -$4.39M |
| FNCL 2 4/26 | 0 | -19,000,000 | -19,000,000 | -0.36% | -$15.31M |
| FNCL 2 5/26 | 0 | -126,000,000 | -126,000,000 | -2.41% | -$101.46M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Uniform Mortgage-Backed Security, TBA | 495,900,000 | 0 | -495,900,000 | 0.00% | -$494.10M |
| FNCL 6 3/24 | 310,000,000 | 0 | -310,000,000 | 0.00% | -$318.18M |
| Government National Mortgage Association, TBA | 149,000,000 | 0 | -149,000,000 | 0.00% | -$148.50M |
| Government National Mortgage Association, TBA | 125,852,000 | 0 | -125,852,000 | 0.00% | -$128.18M |
| Uniform Mortgage-Backed Security, TBA | 99,000,000 | 0 | -99,000,000 | 0.00% | -$101.60M |
| Uniform Mortgage-Backed Security, TBA | 106,200,000 | 0 | -106,200,000 | 0.00% | -$100.68M |
| LETRA TESOURO NACIONAL BILLS 04/26 0.00000 | 521,500,000 | 0 | -521,500,000 | 0.00% | -$92.06M |
| Uniform Mortgage-Backed Security, TBA | 75,417,000 | 0 | -75,417,000 | 0.00% | -$78.40M |
| FNCL 4.5 1/26 | 69,800,000 | 0 | -69,800,000 | 0.00% | -$68.15M |
| Uniform Mortgage-Backed Security, TBA | 60,150,000 | 0 | -60,150,000 | 0.00% | -$60.94M |
| FNCL 3 2/26 | 25,100,000 | 0 | -25,100,000 | 0.00% | -$22.19M |
| FWD035949 COLOMBIA GOVT NDF | 82,274,600,000 | 0 | -82,274,600,000 | 0.00% | -$20.26M |
| FWD0324T6 COLOMBIA GOVT NDF | 73,384,900,000 | 0 | -73,384,900,000 | 0.00% | -$15.96M |
| G2SF 5 1/26 | 11,400,000 | 0 | -11,400,000 | 0.00% | -$11.38M |
| Uniform Mortgage-Backed Security, TBA | 10,583,000 | 0 | -10,583,000 | 0.00% | -$11.01M |
| CROWN CASTLE INTL CORP 4(2) 144A DISC NT 1/20/2026 | 5,400,000 | 0 | -5,400,000 | 0.00% | -$5.39M |
| VOYA CLO LTD VOYA 2017 3A A1RR 144A | 3,900,000 | 0 | -3,900,000 | 0.00% | -$3.90M |
| Government National Mortgage Association | 4,400,000 | 0 | -4,400,000 | 0.00% | -$3.80M |
| CAIRN CLO BV CRNCL 2018 10A AR 144A | 2,967,717 | 0 | -2,967,717 | 0.00% | -$3.49M |
| Madison Park Funding XLVI Ltd., Series 2020-46A, Class ARR | 3,300,000 | 0 | -3,300,000 | 0.00% | -$3.30M |
| Bain Capital Credit CLO Ltd., Series 2019-4A, Class A1RR | 3,200,000 | 0 | -3,200,000 | 0.00% | -$3.20M |
| Ares LXII CLO Ltd | 2,700,000 | 0 | -2,700,000 | 0.00% | -$2.70M |
| ALTICE FRANCE SA SR SECURED 144A 07/32 5.625 | 2,079,270 | 0 | -2,079,270 | 0.00% | -$2.33M |
| SOUTHERN CALIFORNIA EDISON CO CP 0% 01/05/2026 | 2,200,000 | 0 | -2,200,000 | 0.00% | -$2.20M |
| X Corp., Term Loan B | 2,200,000 | 0 | -2,200,000 | 0.00% | -$2.20M |
| FACTSET RESEARCH | 2,200,000 | 0 | -2,200,000 | 0.00% | -$2.05M |
| Neuberger Berman Loan Advisers CLO Ltd., Series 2021-45A, Class AR | 1,800,000 | 0 | -1,800,000 | 0.00% | -$1.80M |
| ORACLE CORPORATION 01/26 ZCP | 1,750,000 | 0 | -1,750,000 | 0.00% | -$1.75M |
| HCA INC DISC COML PAPER 01/26 ZCP | 1,750,000 | 0 | -1,750,000 | 0.00% | -$1.75M |
| HCA INC DISC COML PAPER 02/26 ZCP | 1,750,000 | 0 | -1,750,000 | 0.00% | -$1.74M |
| AMETEK INC DISC COML 01/26 ZCP | 1,700,000 | 0 | -1,700,000 | 0.00% | -$1.70M |
| KEURIG DR PEPPER INC | 1,650,000 | 0 | -1,650,000 | 0.00% | -$1.65M |
| JABIL INC DISC 01/14/26 0.00000000 | 1,650,000 | 0 | -1,650,000 | 0.00% | -$1.65M |
| AIR LEASE CORP DISC COML 01/26 ZCP | 1,600,000 | 0 | -1,600,000 | 0.00% | -$1.60M |
| United Airlines Pass Through Certificates, Series 2015-1 | 1,600,000 | 0 | -1,600,000 | 0.00% | -$1.59M |
| Cedar Funding VI CLO Ltd., Series 2016-6A, Class AR3 | 1,500,000 | 0 | -1,500,000 | 0.00% | -$1.50M |
| PACIFIC GAS&ELEC | 1,500,000 | 0 | -1,500,000 | 0.00% | -$1.50M |
| CROWN CASTLE INTL 0.0 22JAN26 144A | 1,400,000 | 0 | -1,400,000 | 0.00% | -$1.40M |
| AMETEK INC NEW CP 0% 01/12/2026 | 1,350,000 | 0 | -1,350,000 | 0.00% | -$1.35M |
| POST CLO LTD POST 2021 1A AR 144A | 1,250,000 | 0 | -1,250,000 | 0.00% | -$1.25M |
| INTERCONTINENT | 1,400,000 | 0 | -1,400,000 | 0.00% | -$1.19M |
| FACTSET RESEARCH | 1,200,000 | 0 | -1,200,000 | 0.00% | -$1.18M |
| JABIL INC DISC 01/07/26 0.00000000 | 1,100,000 | 0 | -1,100,000 | 0.00% | -$1.10M |
| G2SF 6 1/25 | 1,048,000 | 0 | -1,048,000 | 0.00% | -$1.07M |
| CONAGRA FOODS IN DISC 01/07/26 0.00000000 | 1,050,000 | 0 | -1,050,000 | 0.00% | -$1.05M |
| BOOZ ALLEN & HAM | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.04M |
| Nissan Motor Co., Ltd. | 1,100,000 | 0 | -1,100,000 | 0.00% | -$1.04M |
| Atlas Senior Loan Fund XVII Ltd., Series 2021-17A, Class AR | 1,000,000 | 0 | -1,000,000 | 0.00% | -$997.75K |
| BARCLAYS PLC | 900,000 | 0 | -900,000 | 0.00% | -$900.07K |
| Keurig Dr Pepper Inc | 900,000 | 0 | -900,000 | 0.00% | -$899.34K |
| ENBRIDGE U S INC DISC 01/07/26 0.00000000 | 900,000 | 0 | -900,000 | 0.00% | -$899.33K |
| AIR LEASE CORP DISCOUNT_______ COMMERCIAL PAPER 0.00000000 | 850,000 | 0 | -850,000 | 0.00% | -$849.24K |
| Vibrant CLO XI Ltd., Series 2019-11A, Class A1R1 | 811,852 | 0 | -811,852 | 0.00% | -$812.28K |
| HCA INC DISC COML PAPER 02/26 ZCP | 750,000 | 0 | -750,000 | 0.00% | -$747.19K |
| CGMS 2020-2A A1R2 1/35 | 700,000 | 0 | -700,000 | 0.00% | -$699.99K |
| EDISON INTERNATIONAL 01/26 ZCP | 700,000 | 0 | -700,000 | 0.00% | -$699.84K |
| EDISON INTERNATIONAL 01/26 ZCP | 700,000 | 0 | -700,000 | 0.00% | -$699.60K |
| RFR GBP SONIO/3.75000 09/17/25-5Y LCH | 1 | 0 | -1 | 0.00% | -$683.51K |
| HA SUSTAINABLE INFRASTRUCTURE 01/26 ZCP | 650,000 | 0 | -650,000 | 0.00% | -$649.38K |
| FUT. EURO-BUND EUX MAR26 | -323 | 0 | 323 | 0.00% | -$646.37K |
| U.S. Treasury Bills | 618,000 | 0 | -618,000 | 0.00% | -$612.71K |
| CROWN CASTLE INTL CORP | 600,000 | 0 | -600,000 | 0.00% | -$598.54K |
| NSANY 2.45 09/15/28 | 600,000 | 0 | -600,000 | 0.00% | -$557.93K |
| ALIMENTATION COUCHETARD INC | 550,000 | 0 | -550,000 | 0.00% | -$549.53K |
| AIR LEASE CORP DISCOUNT_______ COMMERCIAL PAPER 0.00000000 | 550,000 | 0 | -550,000 | 0.00% | -$549.45K |
| American Airlines Inc/AAdvantage Loyalty IP Ltd | 500,000 | 0 | -500,000 | 0.00% | -$509.47K |
| Marriott International Inc/MD | 500,000 | 0 | -500,000 | 0.00% | -$499.89K |
| ERAC USA FIN LLC DISC 01/12/26 0.00000000 | 500,000 | 0 | -500,000 | 0.00% | -$499.35K |
| JABIL INC DISC 01/12/2026 0.00000000 | 500,000 | 0 | -500,000 | 0.00% | -$499.27K |
| HCA INC DISC COML PAPER 02/26 ZCP | 500,000 | 0 | -500,000 | 0.00% | -$498.02K |
| ENBRIDGE (US) INC | 450,000 | 0 | -450,000 | 0.00% | -$449.91K |
| RFR USD SOFR/4.10000 02/10/25-1Y LCH | 1 | 0 | -1 | 0.00% | -$439.75K |
| BECTON DICKINSON&CO. | 400,000 | 0 | -400,000 | 0.00% | -$399.40K |
| Wells Fargo & Co., Series BB | 400,000 | 0 | -400,000 | 0.00% | -$398.89K |
| IRS EUR 2.75000 03/18/26-10Y LCH | 1 | 0 | -1 | 0.00% | -$359.77K |
| NISSAN MOTOR CO SR UNSECURED REGS 03/26 2.652 | 300,000 | 0 | -300,000 | 0.00% | -$351.92K |
| FIDELITY NATL INFORMATION SVCS | 350,000 | 0 | -350,000 | 0.00% | -$349.48K |
| Air Lease Corporation 0% CP 14/01/2026 | 350,000 | 0 | -350,000 | 0.00% | -$349.45K |
| JABIL INC DISC 01/13/26 0.00000000 | 350,000 | 0 | -350,000 | 0.00% | -$349.45K |
| SAN DIEGO GAS + ELEC | 350,000 | 0 | -350,000 | 0.00% | -$349.20K |
| HCA INC DISC COML PAPER 01/26 ZCP | 350,000 | 0 | -350,000 | 0.00% | -$348.98K |
| CONAGRA FOODS IN DISC 01/05/26 0.00000000 | 300,000 | 0 | -300,000 | 0.00% | -$299.84K |
| United Airlines Pass Through Certificates, Series 2015-1 | 300,000 | 0 | -300,000 | 0.00% | -$299.81K |
| EDISON INTERNATIONAL 01/26 ZCP | 300,000 | 0 | -300,000 | 0.00% | -$299.79K |
| EDISON INTL DISCOUNT__________ COMMERCIAL PAPER 0.00000000 | 300,000 | 0 | -300,000 | 0.00% | -$299.75K |
| HCA INC DISC COML PAPER 01/26 ZCP | 300,000 | 0 | -300,000 | 0.00% | -$299.57K |
| HCA INC DISC COML PAPER 01/26 ZCP | 300,000 | 0 | -300,000 | 0.00% | -$299.30K |
| HA SUSTAINABLE INFRASTRUCTURE 01/26 ZCP | 250,000 | 0 | -250,000 | 0.00% | -$249.82K |
| FIDELITY NATL INFORMATION SVCS | 250,000 | 0 | -250,000 | 0.00% | -$249.81K |
| EQUIFAX INC DISC 01/09/26 0.00000000 | 250,000 | 0 | -250,000 | 0.00% | -$249.76K |
| CONAGRA FOODS INC. | 250,000 | 0 | -250,000 | 0.00% | -$249.67K |
| CONAGRA FOODS IN DISC 01/13/26 0.00000000 | 250,000 | 0 | -250,000 | 0.00% | -$249.64K |
| SO. CALIF EDISON | 250,000 | 0 | -250,000 | 0.00% | -$249.58K |
| UKG 10YR FUT G H6 03-27-26 | 206 | 0 | -206 | 0.00% | -$185.00K |
| FGBM Mar 2026 | -174 | 0 | 174 | 0.00% | -$182.78K |
| AVOLON HOLDINGS FUNDING LTD 2.125% 02/21/2026 144A | 161,000 | 0 | -161,000 | 0.00% | -$160.49K |
| Romark CLO Ltd., Series 2017-1A, Class A1R | 149,196 | 0 | -149,196 | 0.00% | -$149.38K |
| FUT. EURX E-SCHATZ MAR26 | -386 | 0 | 386 | 0.00% | -$70.64K |
| 31750RZW0 PIMCO FXVAN PUT USD KRW 1385.0000000 | 0 | 0 | 0 | 0.00% | -$40.04K |
| 31750RZZ3 PIMCO FXVAN PUT USD BRL 5.12000000 | 0 | 0 | 0 | 0.00% | -$35.67K |
| GSAA Home Equity Trust, Series 2007-8, Class A3 | 14,996 | 0 | -14,996 | 0.00% | -$14.91K |
| CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-4, Class M1 | 9,578 | 0 | -9,578 | 0.00% | -$10.92K |
| FNMA POOL 986863 FN 08/38 FIXED 6.5 | 551 | 0 | -551 | 0.00% | -$579 |
| GNMA II POOL 008781 G2 01/26 FLOATING VAR | 16 | 0 | -16 | 0.00% | -$16 |
| 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 |
| USD - BRL | 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/3.75700 09/22/26-1Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| USD - ZAR | 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/3.88200 02/02/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| USD - KRW | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.84750 01/06/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| 317UB7ZA5 PIMCO SWAPTION 3.5475 CALL USD 20260 | -5,600,000 | 0 | 5,600,000 | 0.00% | $1 |
| 317UB9VA5 PIMCO SWAPTION 3.58 CALL USD 2026010 | -14,100,000 | 0 | 14,100,000 | 0.00% | $2 |
| 317UB7YA6 PIMCO SWAPTION 3.8475 PUT USD 202601 | -5,600,000 | 0 | 5,600,000 | 0.00% | $493 |
| 317UBA6A0 PIMCO SWAPTION 3.625 CALL USD 202601 | -5,600,000 | 0 | 5,600,000 | 0.00% | $507 |
| EURO-BUND OPTION FEB26C 130.5 EXP 01/23/2026 | -15 | 0 | 15 | 0.00% | $705 |
| 317UBA5A1 PIMCO SWAPTION 3.925 PUT USD 2026010 | -5,600,000 | 0 | 5,600,000 | 0.00% | $1.11K |
| 317UBCLA9 PIMCO SWAPTION 3.6475 CALL USD 20260 | -2,000,000 | 0 | 2,000,000 | 0.00% | $1.38K |
| 317UBCKA0 PIMCO SWAPTION 3.9275 PUT USD 202601 | -2,000,000 | 0 | 2,000,000 | 0.00% | $1.60K |
| 317UBC4A8 PIMCO SWAPTION 3.639 CALL USD 202601 | -15,100,000 | 0 | 15,100,000 | 0.00% | $3.98K |
| 317UBC3A9 PIMCO SWAPTION 3.919 PUT USD 2026011 | -15,100,000 | 0 | 15,100,000 | 0.00% | $9.26K |
| EURO-BUND OPTION FEB26P 127.5 EXP 01/23/2026 | -15 | 0 | 15 | 0.00% | $10.58K |
| 317UB9UA6 PIMCO SWAPTION 3.86 PUT USD 20260105 | -14,100,000 | 0 | 14,100,000 | 0.00% | $12.41K |
| 317UBEXA2 PIMCO SWAPTION 3.622 CALL USD 202601 | -9,100,000 | 0 | 9,100,000 | 0.00% | $12.43K |
| 317UBEWA3 PIMCO SWAPTION 3.882 PUT USD 2026012 | -9,100,000 | 0 | 9,100,000 | 0.00% | $26.91K |
| IRS EUR 2.50000 03/18/26-5Y LCH | 1 | 0 | -1 | 0.00% | $95.95K |
| 31750RZX8 PIMCO FXVAN CALL USD BRL 5.64000000 | -10,514,000 | 0 | 10,514,000 | 0.00% | $98.79K |
| COMMSCOPE LLC SR SECURED 144A 09/29 4.75 | -269,000 | 0 | 269,000 | 0.00% | $268.83K |
| ROGERS COMMUNICATIONS IN SUBORDINATED 144A 03/82 VAR | -352,000 | 0 | 352,000 | 0.00% | $352.11K |
| Cleveland-Cliffs Inc. | -600,000 | 0 | 600,000 | 0.00% | $615.75K |
| NRG ENERGY INC REGD 144A P/P 5.25000000 | -900,000 | 0 | 900,000 | 0.00% | $905.89K |
| THC 6 1/8 10/01/28 | -935,000 | 0 | 935,000 | 0.00% | $939.75K |
| ATKR 4.25 06/01/31 144A | -1,100,000 | 0 | 1,100,000 | 0.00% | $1.06M |
| ALBERTSONS COS/SAFEWAY SR UNSECURED 144A 03/34 5.75 | -1,100,000 | 0 | 1,100,000 | 0.00% | $1.11M |
| CSTM 3.75 04/15/29 144A | -1,150,000 | 0 | 1,150,000 | 0.00% | $1.11M |
| Cinemark USA Inc | -1,114,000 | 0 | 1,114,000 | 0.00% | $1.11M |
| K Hovnanian Enterprises Inc | -1,100,000 | 0 | 1,100,000 | 0.00% | $1.12M |
| Caesars Entertainment Inc | -1,100,000 | 0 | 1,100,000 | 0.00% | $1.13M |
| CORPBOND | -1,100,000 | 0 | 1,100,000 | 0.00% | $1.13M |
| WLSC 7.375 10/01/31 144A | -1,100,000 | 0 | 1,100,000 | 0.00% | $1.15M |
| AXTA 3 3/8 02/15/29 | -1,200,000 | 0 | 1,200,000 | 0.00% | $1.16M |
| CLF 7.5 09/15/31 144A | -1,100,000 | 0 | 1,100,000 | 0.00% | $1.16M |
| CZR 6 10/15/32 144A | -1,200,000 | 0 | 1,200,000 | 0.00% | $1.17M |
| Graphic Packaging International, LLC | -1,400,000 | 0 | 1,400,000 | 0.00% | $1.43M |
| ENERGIZER HOLDINGS INC REGD 144A P/P 4.75000000 | -1,700,000 | 0 | 1,700,000 | 0.00% | $1.69M |
| Cascades Inc./Cascades USA Inc. | -1,800,000 | 0 | 1,800,000 | 0.00% | $1.88M |
| Chemours Co/The 5.38 05/15/2027 | -2,268,000 | 0 | 2,268,000 | 0.00% | $2.28M |
| ADNT 8.25 04/15/31 144A | -2,275,000 | 0 | 2,275,000 | 0.00% | $2.39M |
| TREEHOUSE FOODS INC SR UNSEC 4.0% 09-01-28 | -2,400,000 | 0 | 2,400,000 | 0.00% | $2.39M |
| Acadia Healthcare Co Inc | -2,370,000 | 0 | 2,370,000 | 0.00% | $2.40M |
| SIRIUS XM RADIO LLC REGD 144A P/P 3.12500000 | -2,500,000 | 0 | 2,500,000 | 0.00% | $2.49M |
| OLN 6.625 04/01/33 144A | -2,747,000 | 0 | 2,747,000 | 0.00% | $2.73M |
| KENNEDY-WILSON INC SR UNSEC 4.75% 02-01-30 | -3,140,000 | 0 | 3,140,000 | 0.00% | $2.96M |
| KENNEDY-WILSON INC SR UNSEC 5.0% 03-01-31 | -3,225,000 | 0 | 3,225,000 | 0.00% | $3.04M |
| DARLING INGREDIENTS INC REGD 144A P/P 6.00000000 | -4,775,000 | 0 | 4,775,000 | 0.00% | $4.86M |
| FNCL 2 1/26 | -38,000,000 | 0 | 38,000,000 | 0.00% | $30.73M |
| Uniform Mortgage-Backed Security, TBA | -107,000,000 | 0 | 107,000,000 | 0.00% | $86.50M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND | 13,031,067 | 13,171,418 | 140,351 | 3.07% | $1.35M |
| TITULOS DE TESORERIA BONDS 01/31 6.5 | 81,967,982,880 | 86,148,413,956 | 4,180,431,076 | 0.53% | $873.89K |
| REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875 | 305,300,000 | 316,400,000 | 11,100,000 | 0.44% | -$863.03K |
| NEW ZEALAND GVT ILB BONDS REGS 09/30 3 | 5,875,387 | 5,920,696 | 45,309 | 0.09% | $18.45K |
| RFR USD SOFR/3.25500 08/18/39-10Y LCH | 0 | 63,800,000 | 63,800,000 | 0.08% | $3.53M |
| RFR USD SOFR/3.80000 07/14/34-10Y LCH | 1 | 59,400,001 | 59,400,000 | 0.08% | $3.33M |
| Ineos US Finance LLC, TLB | 1,865,278 | 3,780,682 | 1,915,404 | 0.08% | $1.80M |
| RFR USD SOFR/3.80800 08/02/34-10Y LCH | 0 | 29,400,000 | 29,400,000 | 0.04% | $1.65M |
| CWABS Asset-Backed Certificates Trust 2007-6 | 1,684,891 | 1,685,724 | 833 | 0.03% | $2.86K |
| RFR USD SOFR/4.47000 06/06/35-10Y LCH | 0 | 19,600,000 | 19,600,000 | 0.03% | $1.08M |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 45T1 1A15 | 1,541,781 | 1,541,944 | 163 | 0.01% | -$20.09K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 22 2A16 | 1,059,801 | 1,060,357 | 556 | 0.01% | $18.99K |
| RESIDENTIAL ASSET SECURITIZATI RAST 2006 R1 A2 | 1,464,557 | 1,464,645 | 88 | 0.01% | -$12.19K |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 S2 3A4 | 1,228,740 | 1,228,747 | 7 | 0.01% | -$1.59K |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 11 M5 | 627,300 | 629,065 | 1,765 | 0.01% | -$8.43K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 20CB A16 | 793,557 | 793,578 | 21 | 0.01% | -$7.12K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 5T2 A7 | 542,496 | 542,502 | 6 | 0.01% | -$2.07K |
| American Home Mortgage Assets Trust, Series 2006-1, Class 2A1 | 192,385 | 192,478 | 93 | 0.00% | -$672 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 2CB A14 | 38,043 | 38,077 | 35 | 0.00% | -$262 |
| Clarivate Science Holdings Corp. | -4,440,000 | -140,000 | 4,300,000 | 0.00% | $4.08M |
| VAC 4.5 06/15/29 144A | -1,200,000 | -400,000 | 800,000 | -0.01% | $767.84K |
| SONIC AUTOMOTIVE INC REGD 144A P/P 4.62500000 | -3,000,000 | -500,000 | 2,500,000 | -0.01% | $2.46M |
| NBR 9 1/8 01/31/30 | -600,000 | -500,000 | 100,000 | -0.01% | $104.27K |
| CELANESE US HLDS | -649,000 | -593,000 | 56,000 | -0.01% | $62.46K |
| SERVICE PROPS. TRU 4.375% | -2,275,000 | -775,000 | 1,500,000 | -0.02% | $1.24M |
| OWENS-BROCKWAY REGD 144A P/P 7.25000000 | -3,125,000 | -725,000 | 2,400,000 | -0.02% | $2.50M |
| Select Medical Corp. | -2,400,000 | -900,000 | 1,500,000 | -0.02% | $1.49M |
| MGM RESORTS INTL REGD 6.50000000 | -1,990,000 | -890,000 | 1,100,000 | -0.02% | $1.15M |
| Acadia Healthcare Co Inc | -2,260,000 | -960,000 | 1,300,000 | -0.02% | $1.24M |
| TEX 6.25 10/15/32 144A | -3,375,000 | -1,075,000 | 2,300,000 | -0.03% | $2.38M |
| Amneal Pharmaceuticals LLC | -1,525,000 | -1,125,000 | 400,000 | -0.03% | $453.24K |
| NRG Energy Inc | -2,200,000 | -1,200,000 | 1,000,000 | -0.03% | $1.04M |
| WESCO DISTRIBUTION INC REGD 144A P/P 6.37500000 | -3,450,000 | -1,250,000 | 2,200,000 | -0.03% | $2.33M |
| NCL Corp. Ltd. | -1,800,000 | -1,700,000 | 100,000 | -0.04% | $155.82K |
| SALLY HOLDINGS/SALLY CAP REGD 6.75000000 | -2,875,000 | -1,675,000 | 1,200,000 | -0.04% | $1.29M |
| MASTERBRAND INC REGD 144A P/P 7.00000000 | -3,091,000 | -1,891,000 | 1,200,000 | -0.04% | $1.36M |
| MXCN 5 1/8 10/15/27 | -2,100,000 | -2,000,000 | 100,000 | -0.05% | $124.48K |
| Kioxia Holdings Corp. | -3,200,000 | -2,000,000 | 1,200,000 | -0.05% | $1.26M |
| AMNTEC 7.25 08/01/32 144A | -3,142,000 | -2,200,000 | 942,000 | -0.05% | $1.04M |
| CLEAR CHANNEL OUTDOOR HO REGD 144A P/P 7.50000000 | -3,820,000 | -2,620,000 | 1,200,000 | -0.06% | $1.16M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 44,842,600 | 41,309,167 | -3,533,433 | 9.54% | -$34.50M |
| US ULTRA BOND CBT Sep25 | 482,015,241 | 212,096,953 | -269,918,288 | 4.88% | -$106.00M |
| FNMA POOL FM3241 FN 03/50 FIXED VAR | 59,423,884 | 58,153,274 | -1,270,610 | 1.23% | -$1.48M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033 | 50,719,376 | 50,658,128 | -61,248 | 1.16% | $124.80K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 07/15/2032 | 47,375,479 | 47,318,830 | -56,648 | 1.06% | $199.75K |
| U.S. Treasury Inflation-Protected Indexed Notes | 40,157,829 | 40,109,841 | -47,988 | 0.96% | -$10.94K |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7 | 97,900,000 | 96,110,000 | -1,790,000 | 0.72% | -$2.98M |
| UMBS | 20,937,921 | 20,130,060 | -807,860 | 0.50% | -$976.81K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.375 07/15/33 | 20,584,320 | 20,559,552 | -24,768 | 0.48% | $33.26K |
| LEHMAN XS TRUST LXS 2006 9 A1C | 20,272,125 | 20,046,066 | -226,059 | 0.45% | $360.46K |
| SIERRA MADRE FUNDING LTD MADRE 2004 1A ALTB 144A | 24,515,825 | 24,113,525 | -402,301 | 0.31% | -$629.56K |
| U.S. Treasury Inflation-Protected Notes 1.75%, Due 01/15/2034 | 11,969,525 | 11,955,174 | -14,351 | 0.28% | $3.03K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY3 2A1 | 11,888,717 | 11,794,672 | -94,044 | 0.25% | $8.53K |
| TPMT 2019-4 A1 | 10,278,687 | 9,730,303 | -548,384 | 0.22% | -$563.97K |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX5 A4 | 10,419,293 | 10,188,169 | -231,124 | 0.22% | -$202.00K |
| MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2C | 16,676,658 | 16,560,433 | -116,225 | 0.21% | -$121.50K |
| ASSET BACKED FUNDING CERTIFICA ABFC 2007 NC1 A2 144A | 8,321,026 | 8,140,186 | -180,840 | 0.18% | -$201.15K |
| CIT Mortgage Loan Trust, Series 2007-1, Class 1M1 | 7,270,859 | 6,859,679 | -411,180 | 0.17% | -$429.70K |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 2A A 144A | 6,246,429 | 5,973,238 | -273,192 | 0.16% | -$433.98K |
| THORNBURG MORTGAGE SECURITIES TMST 2007 2 A2A | 7,824,757 | 7,752,112 | -72,645 | 0.16% | -$69.24K |
| NRZT 2020-RPL1 A1 144A FRN 11-25-59 | 7,206,185 | 6,812,537 | -393,648 | 0.16% | -$419.91K |
| FNMA POOL BM4855 FN 04/48 FIXED VAR | 6,637,940 | 6,413,932 | -224,008 | 0.15% | -$275.78K |
| IRB Holding Corp, Term Loan B | 6,203,486 | 6,137,245 | -66,241 | 0.15% | -$95.38K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 NC2 A2B | 7,854,004 | 7,750,044 | -103,960 | 0.14% | -$117.26K |
| SIERRA MADRE FUNDING LTD MADRE 2004 1A A1A 144A | 10,504,490 | 10,332,112 | -172,378 | 0.13% | -$270.45K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A2C | 13,295,507 | 13,171,758 | -123,749 | 0.13% | -$361.29K |
| T/L LIFEPOINT HEALTH INC REGD ZCP TERM LOAN 0.00000000 | 5,190,003 | 5,176,897 | -13,106 | 0.12% | -$28.49K |
| FREMONT HOME LOAN TRUST FHLT 2006 A 2A4 | 7,739,190 | 7,699,197 | -39,993 | 0.12% | -$16.99K |
| AURIUM CLO ACLO 4A AR 144A | 4,665,044 | 4,142,045 | -522,999 | 0.11% | -$693.38K |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE5 A2C | 9,305,170 | 9,238,042 | -67,128 | 0.11% | -$70.12K |
| EUROSAIL PLC ESAIL 2006 1X C1A REGS | 4,517,702 | 3,859,428 | -658,274 | 0.11% | -$838.71K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA5 2A1 | 6,057,847 | 6,032,608 | -25,238 | 0.09% | -$3.15K |
| NRZT 2019-RPL3 A1 144A FRN 07-25-59 | 4,391,642 | 4,102,728 | -288,914 | 0.09% | -$282.46K |
| T/L AADVANTAGE LOYALTY IP LTD. REGD 0.00000000 | 3,880,500 | 3,870,750 | -9,750 | 0.09% | -$52.85K |
| STRUCTURED ASSET SECURITIES CO SASC 2005 AR1 M2 | 4,041,839 | 3,830,581 | -211,258 | 0.09% | -$201.83K |
| FANNIEMAE STRIP FNS 440 C54 | 17,177,045 | 16,746,617 | -430,428 | 0.09% | -$117.68K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC1 A2C | 7,425,613 | 7,380,804 | -44,809 | 0.08% | -$49.65K |
| FREDDIEMAC STRIP FHS 401 C15 | 16,748,576 | 16,276,043 | -472,533 | 0.08% | -$253.26K |
| VMED O2 UK FINANCING I SR SECURED 144A 04/32 7.75 | 4,800,000 | 3,300,000 | -1,500,000 | 0.08% | -$1.84M |
| HOMEBANC MORTGAGE TRUST HMBT 2006 1 3A2 | 3,427,276 | 3,367,706 | -59,571 | 0.07% | -$18.46K |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE6 A2C | 8,830,677 | 8,783,750 | -46,927 | 0.07% | -$43.56K |
| FREDDIE MAC FHR 5411 IB | 17,790,071 | 17,560,841 | -229,230 | 0.07% | -$38.68K |
| COUNTRYWIDE HOME LOANS CWHL 2007 12 A9 | 5,966,551 | 5,868,006 | -98,544 | 0.07% | -$176.76K |
| ARES EUROPEAN CLO ARESE 10A AR 144A | 4,886,089 | 2,140,754 | -2,745,335 | 0.06% | -$3.27M |
| RGCARE TL B 1L USD | 2,468,817 | 2,462,583 | -6,234 | 0.06% | -$11.61K |
| FREMONT HOME LOAN TRUST FHLT 2004 B M1 | 2,410,047 | 2,400,681 | -9,367 | 0.06% | -$10.33K |
| ARES EURO CLO ARESE 12A AR 144A | 2,604,870 | 2,051,470 | -553,400 | 0.06% | -$692.87K |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2007 2 A4 | 2,830,613 | 2,800,991 | -29,622 | 0.06% | -$34.39K |
| SG MORTGAGE SECURITIES TRUST SGMS 2006 FRE1 A2C | 4,704,899 | 4,670,164 | -34,735 | 0.05% | -$60.89K |
| FANNIE MAE FNR 2023 66 AI | 9,934,239 | 9,696,343 | -237,897 | 0.05% | -$48.88K |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A A 144A | 1,819,093 | 1,634,863 | -184,230 | 0.05% | -$289.09K |
| FREDDIEMAC STRIP FHS 408 C46 | 17,585,623 | 17,310,018 | -275,605 | 0.05% | -$79.29K |
| FREDDIEMAC STRIP FHS 399 C37 | 13,342,465 | 13,050,674 | -291,792 | 0.05% | -$77.76K |
| FREDDIEMAC STRIP FHS 382 C1 | 14,183,962 | 13,946,093 | -237,869 | 0.05% | -$76.10K |
| NovaStar Mortgage Funding Trust, Series 2006-5, Class A2C | 6,743,455 | 6,711,872 | -31,582 | 0.05% | -$21.59K |
| FREDDIE MAC FHR 5122 BI | 10,478,605 | 10,239,881 | -238,724 | 0.05% | -$77.85K |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OA3 4A1 | 2,294,398 | 2,270,207 | -24,191 | 0.05% | -$17.10K |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3W AF5 | 2,704,163 | 2,693,348 | -10,815 | 0.05% | -$15.79K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC1 A2D | 4,014,987 | 3,990,759 | -24,228 | 0.05% | -$26.86K |
| American Home Mortgage Assets Trust, Series 2006-5, Class A1 | 8,119,803 | 8,101,001 | -18,802 | 0.05% | -$70.68K |
| JP Morgan Alternative Loan Trust 2007-A2 | 3,622,465 | 3,611,728 | -10,737 | 0.04% | -$11.06K |
| Bear Stearns Asset-Backed Securities I Trust, Series 2006-HE7, Class 2A2 | 1,901,093 | 1,846,789 | -54,304 | 0.04% | -$53.57K |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3W AF6 | 2,560,769 | 2,550,528 | -10,242 | 0.04% | -$14.96K |
| CONSECO FINANCE SECURITIZATION CNF 2000 6 A5 | 1,935,572 | 1,749,665 | -185,906 | 0.04% | -$195.32K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 43CB 3A1 | 6,941,143 | 6,566,768 | -374,375 | 0.04% | -$138.34K |
| FANNIE MAE FNR 2024 6 IO | 10,207,085 | 9,971,652 | -235,432 | 0.04% | -$63.46K |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX6 A4 | 1,975,559 | 1,927,363 | -48,196 | 0.04% | -$41.97K |
| UNTD AIR 20-1 A | 1,734,298 | 1,660,592 | -73,706 | 0.04% | -$90.08K |
| GSAMP TRUST GSAMP 2007 NC1 A2B | 3,337,332 | 3,302,185 | -35,147 | 0.04% | -$29.87K |
| SG MORTGAGE SECURITIES TRUST SGMS 2006 OPT2 A3C | 1,845,984 | 1,684,500 | -161,484 | 0.04% | -$138.69K |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2008 R3 3A1 144A | 2,126,932 | 2,052,869 | -74,063 | 0.04% | -$91.44K |
| HSI ASSET SECURITIZATION CORPO HASC 2006 HE2 2A4 | 6,925,842 | 6,866,788 | -59,054 | 0.04% | -$53.88K |
| FREMONT HOME LOAN TRUST FHLT 2006 D 2A2 | 4,496,504 | 4,469,822 | -26,681 | 0.04% | -$20.85K |
| FREDDIE MAC FHR 4923 SE | 12,588,959 | 12,319,671 | -269,288 | 0.04% | -$65.68K |
| CREDIT BASED ASSET SERVICING A CBASS 2007 CB3 A4 | 4,286,455 | 4,261,289 | -25,166 | 0.04% | -$27.07K |
| FANNIE MAE FNR 2021 75 BI | 9,044,832 | 8,800,027 | -244,806 | 0.04% | -$70.68K |
| CARRINGTON MTG LN TR 06 NC2 A4 TSFR1M+59.448 06/25/2036 | 1,708,395 | 1,548,078 | -160,317 | 0.04% | -$139.39K |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 WF1 A4 | 1,548,869 | 1,475,355 | -73,513 | 0.03% | -$73.48K |
| FANNIE MAE FNR 2021 78 HI | 8,171,517 | 7,954,048 | -217,469 | 0.03% | -$63.98K |
| T-MOBILE USA INC | 2,100,000 | 1,500,000 | -600,000 | 0.03% | -$604.28K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA3 1A1 | 1,632,521 | 1,568,182 | -64,338 | 0.03% | -$53.18K |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 11 A5 | 1,830,819 | 1,748,001 | -82,817 | 0.03% | -$69.93K |
| Structured Adjustable Rate Mortgage Loan Trust Series 2005-19XS | 1,497,498 | 1,465,936 | -31,562 | 0.03% | -$28.57K |
| Securitized Asset Backed Receivables LLC Trust 2006-FR2 | 2,213,111 | 2,183,081 | -30,030 | 0.03% | -$17.52K |
| FANNIE MAE FNR 2024 9 AI | 8,506,306 | 8,335,001 | -171,305 | 0.03% | -$34.66K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE3 A2A | 2,740,138 | 2,722,561 | -17,577 | 0.03% | -$13.85K |
| FREDDIE MAC FHR 5392 GI | 12,153,066 | 11,931,542 | -221,525 | 0.03% | -$52.36K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A2C | 2,334,970 | 2,306,341 | -28,629 | 0.03% | -$25.78K |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2007 B 2A3 | 2,433,900 | 2,402,690 | -31,210 | 0.03% | -$27.78K |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT4 2A2 | 1,613,957 | 1,559,241 | -54,716 | 0.03% | -$41.30K |
| MASTR Asset-Backed Securities Trust, Series 2006-FRE2, Class A5 | 2,263,603 | 2,250,293 | -13,311 | 0.03% | -$15.49K |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2007 B 2A2 | 2,359,123 | 2,328,872 | -30,251 | 0.03% | -$26.95K |
| FREDDIEMAC STRIP FHS 389 C45 | 7,738,107 | 7,597,998 | -140,110 | 0.03% | -$42.78K |
| Long Beach Mortgage Loan Trust, Series 2006-1, Class 2A4 | 1,390,263 | 1,380,404 | -9,859 | 0.03% | -$4.41K |
| ASSET BACKED FUNDING CERTIFICA ABFC 2006 HE1 A2B | 2,232,012 | 2,215,116 | -16,896 | 0.03% | -$18.07K |
| GSAMP TRUST GSAMP 2006 FM1 A2D | 1,889,905 | 1,861,567 | -28,337 | 0.03% | -$71.39K |
| FANNIE MAE REMICS FNR 2023-39 AI | 9,834,974 | 9,671,196 | -163,778 | 0.03% | -$41.36K |
| IXIS REAL ESTATE CAPITAL TRUST IXIS 2006 HE3 A4 | 3,773,336 | 3,762,850 | -10,486 | 0.03% | -$30.75K |
| SPECIALTY UNDERWRITING + RESID SURF 2006 BC4 A2C | 3,636,497 | 3,584,382 | -52,115 | 0.03% | -$49.73K |
| FN 890765 | 1,295,366 | 1,266,099 | -29,267 | 0.03% | -$40.49K |
| Quikrete Term Loan B-3 (Incremental) 225 2032-01-23 | 1,191,000 | 1,188,000 | -3,000 | 0.03% | -$8.76K |
| Opteum Mortgage Acceptance Corp. Asset-Backed Pass-Through Certificates, Series 2005-5, Class 1A1D | 1,245,218 | 1,192,866 | -52,353 | 0.03% | -$50.64K |
| FANNIEMAE STRIP FNS 428 C16 | 6,808,191 | 6,655,544 | -152,647 | 0.03% | -$36.67K |
| OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2006 4 A2C | 1,397,798 | 1,388,688 | -9,110 | 0.03% | -$4.80K |
| ACE SECURITIES CORP. ACE 2006 NC3 A2D | 4,731,754 | 4,705,143 | -26,611 | 0.03% | -$23.54K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 37T1 A5 | 1,948,908 | 1,906,013 | -42,896 | 0.03% | -$50.94K |
| MASTR ASSET BACKED SECURITIES MABS 2006 AM3 A4 | 1,298,225 | 1,252,719 | -45,507 | 0.03% | -$34.27K |
| FREDDIE MAC FHR 5167 MI | 8,848,824 | 8,575,593 | -273,231 | 0.03% | -$60.74K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2019 110 PS | 9,436,706 | 9,250,353 | -186,353 | 0.03% | -$52.99K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR15 A5 | 1,136,965 | 1,103,749 | -33,216 | 0.03% | -$28.70K |
| FREDDIEMAC STRIP FHS 408 C51 | 6,558,869 | 6,421,873 | -136,995 | 0.03% | -$38.39K |
| NOVASTAR HOME EQUITY LOAN NHEL 2006 4 A2C | 2,815,625 | 2,792,739 | -22,886 | 0.03% | -$26.80K |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2012 3R 1A11 144A | 1,160,444 | 1,150,331 | -10,113 | 0.03% | $1.01K |
| RBSGC Structured Trust 2008-A | 1,325,527 | 1,288,823 | -36,704 | 0.03% | -$41.72K |
| RBSSP RESECURITIZATION TRUST RBSSP 2011 4 6A1 144A | 1,175,129 | 1,063,345 | -111,784 | 0.03% | -$112.22K |
| CREDIT BASED ASSET SERVICING A CBASS 2007 CB3 A3 | 2,951,346 | 2,934,018 | -17,327 | 0.03% | -$18.64K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 HE3 A2C | 1,518,432 | 1,509,396 | -9,037 | 0.03% | -$6.88K |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2007 A 2A3 | 1,582,296 | 1,548,732 | -33,564 | 0.03% | -$28.85K |
| GSAMP TRUST GSAMP 2007 NC1 A2C | 2,147,256 | 2,124,643 | -22,614 | 0.03% | -$19.22K |
| Soundview Home Loan Trust, Series 2007-WMC1, Class 3A1 | 3,970,337 | 3,959,096 | -11,241 | 0.02% | -$9.62K |
| 317UAHOA6 PIMCO SWAPTION 3.757 PUT USD 2026091 | 618,200,000 | 467,700,000 | -150,500,000 | 0.02% | $716.60K |
| Structured Asset Mortgage Investments II Trust 2006-AR6 | 1,234,624 | 1,107,351 | -127,274 | 0.02% | -$82.38K |
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A | 2,447,562 | 841,974 | -1,605,588 | 0.02% | -$1.90M |
| FREMONT HOME LOAN TRUST FHLT 2006 3 2A4 | 3,271,862 | 3,253,214 | -18,648 | 0.02% | -$24.52K |
| First Horizon Alternative Mortgage Securities Trust 2005-AA11 | 1,969,987 | 1,969,471 | -516 | 0.02% | $1.55K |
| BEAR STEARNS MORTGAGE FUNDING BSMF 2006 AR5 2A1 | 987,323 | 972,865 | -14,458 | 0.02% | -$11.60K |
| ChaseFlex Trust Multi-Class Mortgage Pass-Through Certificates Series 2007-M1 | 1,116,812 | 1,090,513 | -26,298 | 0.02% | -$28.67K |
| FREDDIE MAC FHR 4973 IK | 4,528,143 | 4,408,603 | -119,540 | 0.02% | -$38.84K |
| FANNIE MAE FNR 2021 96 GI | 5,314,703 | 5,256,828 | -57,876 | 0.02% | -$18.57K |
| HSI Asset Securitization Corp Trust 2007-HE1 | 1,288,402 | 1,284,847 | -3,555 | 0.02% | -$15.22K |
| GE-WMC Mortgage Securities Trust 2006-1 | 2,171,044 | 2,154,661 | -16,383 | 0.02% | -$15.78K |
| CENTENE CORP | 1,700,000 | 923,000 | -777,000 | 0.02% | -$783.85K |
| FREDDIE MAC FHR 4959 IO | 5,814,288 | 5,646,493 | -167,796 | 0.02% | -$42.28K |
| CARLYLE EURO CLO CGMSE 2019 2A A1R 144A | 1,312,710 | 770,015 | -542,695 | 0.02% | -$653.64K |
| DEUTSCHE ALT A SECURITIES INC DBALT 2006 AR3 A2 | 972,745 | 939,240 | -33,505 | 0.02% | -$29.66K |
| NOVASTAR HOME EQUITY LOAN NHEL 2006 6 A2D | 2,675,904 | 2,657,191 | -18,713 | 0.02% | -$16.27K |
| ARGENT SECURITIES INC. ARSI 2006 W5 A2C | 3,267,144 | 3,237,553 | -29,591 | 0.02% | -$33.21K |
| Washington Mutural Asset-Backed Certificates WMABS Series 2006-HE2 Trust | 1,110,618 | 1,083,021 | -27,597 | 0.02% | -$25.39K |
| FREDDIE MAC FHR 5096 NI | 5,324,763 | 5,174,878 | -149,885 | 0.02% | -$32.82K |
| FANNIEMAE STRIP FNS 438 C28 | 4,150,082 | 4,032,842 | -117,240 | 0.02% | -$38.58K |
| FIELDSTONE MORTGAGE INVESTMENT FMIC 2006 3 2A3 | 1,235,147 | 1,223,051 | -12,096 | 0.02% | -$8.02K |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 KS7 M6 | 866,267 | 797,043 | -69,224 | 0.02% | -$69.33K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 51 4A1 | 900,402 | 890,290 | -10,112 | 0.02% | -$16.55K |
| HSI Asset Securitization Corp Trust 2006-HE2 | 3,236,099 | 3,208,507 | -27,593 | 0.02% | -$23.23K |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 7 1A1 | 2,252,796 | 1,982,616 | -270,180 | 0.02% | -$231.77K |
| Structured Adjustable Rate Mortgage Loan Trust Series 2007-5 | 811,049 | 799,396 | -11,653 | 0.02% | -$6.67K |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE5 A2B | 1,542,147 | 1,531,022 | -11,125 | 0.02% | -$11.58K |
| FREDDIEMAC STRIP FHS 365 C55 | 4,232,764 | 4,112,492 | -120,271 | 0.02% | -$26.71K |
| MI Windows & Doors LLC | 788,040 | 786,060 | -1,980 | 0.02% | -$62.99K |
| Bear Stearns ALT-A Trust, Series 2006-2, Class 11A1 | 807,549 | 792,910 | -14,639 | 0.02% | -$12.20K |
| FREDDIE MAC FHR 5426 AI | 17,249,949 | 16,463,617 | -786,332 | 0.02% | -$56.59K |
| NOMURA HOME EQUITY LOAN INC NHELI 2006 AF1 A4 | 3,973,750 | 3,963,872 | -9,878 | 0.02% | -$8.58K |
| Lehman XS Trust Series 2006-12N | 721,242 | 705,517 | -15,725 | 0.02% | -$12.43K |
| SFRFP 6.875 07/15/32 144A | 2,156,280 | 734,148 | -1,422,132 | 0.02% | -$1.37M |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA11 A1C | 811,987 | 811,882 | -105 | 0.02% | $4.00K |
| TITULOS DE TESORERIA SR UNSECURED 04/29 2.25 | 5,480,417,460 | 2,877,422,680 | -2,602,994,780 | 0.02% | -$602.82K |
| FREDDIE MAC FHR 5123 IN | 4,088,997 | 3,987,892 | -101,105 | 0.02% | -$12.05K |
| CARRINGTON MORTGAGE LOAN TRUST CARR 2004 NC1 M1 | 649,534 | 639,566 | -9,969 | 0.02% | -$11.83K |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 FLX1 A3 | 1,043,745 | 1,016,835 | -26,910 | 0.02% | -$17.87K |
| BEAR STEARNS ALT A TRUST BALTA 2006 4 11A1 | 739,318 | 733,192 | -6,126 | 0.02% | $23.83K |
| COUNTRYWIDE HOME LOANS CWHL 2007 9 A12 | 1,449,680 | 1,449,678 | -1 | 0.02% | -$7.78K |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 6 2A4 | 1,011,826 | 985,495 | -26,331 | 0.02% | -$33.94K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA1 A21 | 968,146 | 941,270 | -26,876 | 0.01% | -$14.89K |
| ACE SECURITIES CORP. ACE 2006 FM2 A2B | 2,788,039 | 2,781,949 | -6,090 | 0.01% | -$4.47K |
| FNMA POOL BK6093 FN 05/48 FIXED 3.5 | 659,511 | 653,158 | -6,352 | 0.01% | -$12.10K |
| FANNIE MAE FNR 2018 45 SA | 5,341,456 | 5,205,503 | -135,953 | 0.01% | -$34.71K |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE7 A2C | 1,470,342 | 1,441,849 | -28,493 | 0.01% | -$26.30K |
| ASSET BACKED FUNDING CERTIFICA ABFC 2006 HE1 A2C | 1,072,394 | 1,064,276 | -8,118 | 0.01% | -$8.87K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE4 A2B | 1,908,629 | 1,896,017 | -12,612 | 0.01% | -$15.76K |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 A 1A1 | 625,022 | 611,016 | -14,006 | 0.01% | -$17.68K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 6CB 1A2 | 793,312 | 765,860 | -27,452 | 0.01% | -$27.57K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY6 2A1 | 696,603 | 659,098 | -37,505 | 0.01% | -$28.79K |
| MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 1 A2 | 1,214,149 | 1,205,369 | -8,780 | 0.01% | -$9.10K |
| FREMONT HOME LOAN TRUST FHLT 2006 E 2A3 | 1,256,486 | 1,249,020 | -7,466 | 0.01% | -$7.48K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA4 A | 639,541 | 618,337 | -21,203 | 0.01% | -$20.25K |
| MSM 2007-15AR 5A1 | 880,319 | 872,769 | -7,550 | 0.01% | -$4.26K |
| Carrington Mortgage Loan Trust Series 2006-FRE2 | 695,726 | 680,443 | -15,283 | 0.01% | $11.02K |
| AM AIRLN 17-1 AA | 591,250 | 567,500 | -23,750 | 0.01% | -$28.93K |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WMC2 A4 | 1,171,701 | 1,167,831 | -3,871 | 0.01% | $68 |
| GSAMP Trust, Series 2006-HE6, Class A4 | 634,456 | 616,222 | -18,233 | 0.01% | -$16.74K |
| Argent Securities Trust, Series 2006-M1, Class A2C | 1,942,784 | 1,936,059 | -6,726 | 0.01% | -$5.16K |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 3A1A | 802,930 | 800,387 | -2,543 | 0.01% | -$6.48K |
| FREDDIE MAC FHR 4923 QS | 4,142,848 | 4,038,799 | -104,049 | 0.01% | -$25.69K |
| PEOPLE S FINANCIAL REALTY MORT PFRMS 2006 1 2A2 | 2,186,863 | 2,165,027 | -21,835 | 0.01% | -$19.81K |
| ASSET BACKED FUNDING CERTIFICA ABFC 2004 FF1 M1 | 524,061 | 517,411 | -6,650 | 0.01% | -$7.16K |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 I 5A1 | 580,732 | 574,344 | -6,388 | 0.01% | $2.69K |
| BEAR STEARNS ALT A TRUST BALTA 2005 4 23A2 | 550,536 | 513,522 | -37,014 | 0.01% | -$31.89K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A2A | 1,239,815 | 1,228,275 | -11,540 | 0.01% | -$33.67K |
| FSPC T-61 1A1 | 524,482 | 505,266 | -19,216 | 0.01% | -$17.35K |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 4 2A3 | 859,540 | 852,342 | -7,198 | 0.01% | -$4.47K |
| RESIDENTIAL ASSET SECURITIZATI RAST 2007 A7 A1 | 1,357,582 | 1,347,585 | -9,996 | 0.01% | -$10.54K |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 6 2A2 | 747,557 | 728,103 | -19,454 | 0.01% | -$25.08K |
| MASTR Asset Backed Securities Trust 2006-AM1 | 480,209 | 471,019 | -9,190 | 0.01% | -$7.40K |
| NOVASTAR HOME EQUITY LOAN NHEL 2006 3 A2D | 1,016,750 | 1,010,724 | -6,026 | 0.01% | -$8.05K |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF2 M5 | 463,584 | 410,492 | -53,092 | 0.01% | -$50.00K |
| FREDDIEMAC STRIP FHS 362 C4 | 2,819,092 | 2,747,387 | -71,705 | 0.01% | -$13.81K |
| GSAMP TRUST GSAMP 2006 FM2 A2C | 1,330,268 | 1,319,380 | -10,887 | 0.01% | -$8.59K |
| IndyMac INDX Mortgage Loan Trust 2004-AR6 | 482,084 | 468,358 | -13,726 | 0.01% | -$10.77K |
| GSAMP TRUST GSAMP 2007 NC1 A2A | 914,490 | 904,859 | -9,631 | 0.01% | -$8.18K |
| FANNIE MAE FNR 2011 144 LS | 3,446,896 | 3,275,858 | -171,038 | 0.01% | -$45.60K |
| GSAMP TRUST GSAMP 2004 OPT M1 | 490,295 | 457,060 | -33,235 | 0.01% | -$31.00K |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 D 1A5 | 550,201 | 527,987 | -22,214 | 0.01% | -$17.90K |
| FREDDIE MAC FHR 5163 KI | 2,925,089 | 2,823,683 | -101,406 | 0.01% | -$24.26K |
| AM AIRLN 16-1 AA | 457,548 | 438,560 | -18,988 | 0.01% | -$20.33K |
| FN BM2003 | 460,512 | 449,258 | -11,254 | 0.01% | -$14.70K |
| J.P. Morgan Alternative Loan Trust, Series 2007-A2, Class 2A1 | 499,955 | 489,216 | -10,739 | 0.01% | -$10.07K |
| FREDDIE MAC FHR 5072 EI | 11,304,550 | 10,962,859 | -341,691 | 0.01% | -$26.13K |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 10 2A1 | 456,690 | 451,576 | -5,113 | 0.01% | -$5.91K |
| FREDDIEMAC STRIP FHS 365 C10 | 2,387,430 | 2,347,303 | -40,128 | 0.01% | -$55.38K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE4 A2D | 1,371,827 | 1,362,762 | -9,065 | 0.01% | -$11.40K |
| COUNTRYWIDE HOME LOANS CWHL 2004 25 2A3 | 456,296 | 446,405 | -9,891 | 0.01% | -$8.12K |
| JPMorgan Alternative Loan Trust, Series 2006-S3, Class A4 | 446,463 | 423,974 | -22,489 | 0.01% | -$21.87K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 48T1 A6 | 775,995 | 775,994 | -1 | 0.01% | -$7.00K |
| Credit Suisse First Boston Mortgage Securities Corp | 642,343 | 641,899 | -444 | 0.01% | $23.85K |
| RMAC SECURITIES PLC RMACS 2007 NS1X A2A REGS | 328,370 | 315,091 | -13,280 | 0.01% | -$22.89K |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 3 2A2 | 822,161 | 804,977 | -17,184 | 0.01% | -$8.35K |
| Argent Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2004-W3, Class A3 | 370,258 | 364,665 | -5,593 | 0.01% | -$4.09K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 7CB 1A1 | 1,001,611 | 996,542 | -5,069 | 0.01% | -$17.22K |
| FNMA POOL AS6923 FN 04/46 FIXED 3.5 | 426,029 | 414,760 | -11,268 | 0.01% | -$14.66K |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE4 A4 | 791,346 | 777,500 | -13,846 | 0.01% | -$13.26K |
| FN AS6763 | 415,976 | 409,799 | -6,177 | 0.01% | -$9.82K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QA2 NB2 | 426,152 | 421,605 | -4,547 | 0.01% | $767 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 1 2A4 | 653,530 | 646,141 | -7,389 | 0.01% | -$9.11K |
| GSR MORTGAGE LOAN TRUST GSR 2006 1F 5A1 | 1,076,763 | 1,074,321 | -2,442 | 0.01% | -$11.13K |
| FANNIE MAE FNR 2020 37 WI | 5,383,323 | 5,213,946 | -169,376 | 0.01% | -$14.34K |
| WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA2 3A1 | 513,958 | 508,354 | -5,605 | 0.01% | -$4.32K |
| Structured Asset Mortgage Investments II Trust 2006-AR7 | 448,520 | 437,708 | -10,812 | 0.01% | -$8.42K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY11 A1 | 380,725 | 375,615 | -5,110 | 0.01% | -$3.86K |
| CSMC Mortgage-Backed Trust, Series 2007-5, Class 1A11 | 793,380 | 793,294 | -85 | 0.01% | -$3.22K |
| FN BH4959 | 419,482 | 382,773 | -36,709 | 0.01% | -$38.32K |
| CREDIT BASED ASSET SERVICING A CBASS 2006 CB9 A3 | 774,296 | 766,717 | -7,580 | 0.01% | $1.04K |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR7 A11 | 435,729 | 425,589 | -10,140 | 0.01% | $23.88K |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 5A1 | 373,305 | 369,004 | -4,301 | 0.01% | -$2.98K |
| FREDDIE MAC FHR 5058 JX | 4,365,282 | 4,283,166 | -82,115 | 0.01% | -$18.71K |
| Bear Stearns Asset Backed Securities I Trust 2004-AC6 | 396,069 | 385,124 | -10,945 | 0.01% | -$12.76K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR5 A12A | 364,472 | 356,999 | -7,473 | 0.01% | -$5.86K |
| ACE SECURITIES CORP. ACE 2006 FM2 A2C | 1,494,927 | 1,491,662 | -3,265 | 0.01% | -$2.27K |
| IndyMac INDX Mortgage Loan Trust, Series 2006-AR11, Class 2A1 | 383,246 | 376,004 | -7,242 | 0.01% | -$4.04K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 76 1A1 | 351,389 | 346,923 | -4,466 | 0.01% | -$3.45K |
| Freddie Mac REMICS Floating Rate, Due 08/15/2040 | 357,736 | 340,619 | -17,117 | 0.01% | -$17.07K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 12 MV5 | 609,281 | 334,215 | -275,066 | 0.01% | -$275.04K |
| BEAR STEARNS ALT A TRUST BALTA 2006 2 24A1 | 654,142 | 599,084 | -55,059 | 0.01% | -$48.63K |
| FANNIEMAE WHOLE LOAN FNW 2003 W8 1IO2 | 6,186,927 | 5,808,513 | -378,414 | 0.01% | -$21.38K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 12CB A10 | 887,908 | 885,944 | -1,965 | 0.01% | -$8.20K |
| JP Morgan Mortgage Trust, Series 2005-S3, Class 1A2 | 738,203 | 737,189 | -1,014 | 0.01% | -$3.33K |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WF1 A3B | 1,208,512 | 1,195,571 | -12,941 | 0.01% | -$12.73K |
| AM AIRLN 19-1AA | 350,784 | 337,212 | -13,572 | 0.01% | -$17.57K |
| FNMA POOL BC2669 FN 02/46 FIXED 3.5 | 329,277 | 325,866 | -3,412 | 0.01% | -$6.40K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 41CB 1A3 | 636,443 | 628,583 | -7,860 | 0.01% | -$12.31K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE3 A2C | 606,300 | 602,411 | -3,889 | 0.01% | -$3.10K |
| BEAR STEARNS ALT A TRUST BALTA 2005 10 24A1 | 311,870 | 309,045 | -2,825 | 0.01% | -$496 |
| SPECIALTY UNDERWRITING + RESID SURF 2007 AB1 A2A | 576,073 | 571,211 | -4,862 | 0.01% | -$3.89K |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2007 A1 1A1A | 337,396 | 335,203 | -2,193 | 0.01% | -$440 |
| CREDIT BASED ASSET SERVICING A CBASS 2007 CB1 AF3 | 1,081,926 | 1,072,350 | -9,576 | 0.01% | -$7.36K |
| CHASEFLEX TRUST CFLX 2007 3 2A1 | 330,126 | 327,743 | -2,383 | 0.01% | -$3.15K |
| GSR MORTGAGE LOAN TRUST GSR 2007 2F 3A3 | 624,301 | 613,945 | -10,356 | 0.01% | -$18.42K |
| Ownit Mortgage Loan Trust, Series 2006-1, Class AF2 | 526,715 | 514,262 | -12,453 | 0.01% | -$11.43K |
| CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 2A A2 144A | 294,753 | 291,226 | -3,527 | 0.01% | -$2.76K |
| INDYMAC INDA MORTGAGE LOAN TRU INDA 2005 AR2 2A1 | 297,375 | 295,342 | -2,032 | 0.01% | -$638 |
| BEAR STEARNS ALT A TRUST BALTA 2006 5 1A1 | 316,451 | 307,442 | -9,009 | 0.01% | -$8.67K |
| SKYMILES TL 10/20/2028 10/20/2028 | 275,963 | 275,273 | -690 | 0.01% | -$1.73K |
| MORGAN STANLEY CAPITAL INC MSAC 2003 NC8 M1 | 278,005 | 264,656 | -13,349 | 0.01% | -$12.21K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 51 1A1 | 286,194 | 282,144 | -4,050 | 0.01% | -$4.48K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR12 3A3 | 341,481 | 299,185 | -42,296 | 0.01% | -$36.42K |
| MASTR ASSET BACKED SECURITIES MABS 2006 WMC4 A3 | 837,902 | 832,965 | -4,936 | 0.01% | -$8.41K |
| MASTR ASSET BACKED SECURITIES MABS 2006 NC2 A4 | 765,651 | 757,915 | -7,737 | 0.01% | -$7.03K |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 8 4A1 | 330,126 | 326,766 | -3,361 | 0.01% | -$4.03K |
| EMF NL BV EMFNL 2008 APRX A2 REGS | 310,688 | 226,744 | -83,944 | 0.01% | -$102.56K |
| ARSI 2006-M2 A2C | 809,661 | 807,288 | -2,373 | 0.01% | -$1.98K |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 3 XA1 | 273,020 | 266,819 | -6,201 | 0.01% | -$7.09K |
| Washington Mutual Mortgage Pass-Through Certificates Series 2003-AR9 Trust | 266,346 | 262,946 | -3,400 | 0.01% | -$1.43K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 11T1 A4 | 797,882 | 797,855 | -27 | 0.01% | $7.06K |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2004 R3 A1 144A | 301,339 | 293,613 | -7,726 | 0.01% | -$8.06K |
| INDYMAC IMSC MTG LN TR 2007-AR1 VAR 06/25/2037 | 430,235 | 427,247 | -2,988 | 0.01% | -$3.51K |
| PARK PLACE SECURITIES INC PPSI 2004 MHQ1 M4 | 287,561 | 252,798 | -34,763 | 0.01% | -$34.25K |
| Merrill Lynch Mortgage Investors Trust Series 2006-A1 | 568,452 | 545,040 | -23,412 | 0.01% | -$15.27K |
| GNMA POOL 692571 GN 05/39 FIXED 5 | 244,603 | 241,320 | -3,283 | 0.01% | -$5.06K |
| JP Morgan Mortgage Acquisition Trust 2006-WF1 | 961,889 | 951,590 | -10,300 | 0.01% | -$9.81K |
| ASSET BACKED SECURITIES CORP H ABSHE 2005 HE2 M3 | 246,178 | 229,466 | -16,712 | 0.01% | -$15.12K |
| Reperforming Loan REMIC Trust, Series 2005-R2, Class 1AF1 | 260,950 | 231,419 | -29,531 | 0.01% | -$28.29K |
| HarborView Mortgage Loan Trust, Series 2005-13, Class 2A11 | 548,463 | 548,067 | -396 | 0.01% | -$4.43K |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 8AR 4A1 | 241,530 | 227,436 | -14,094 | 0.01% | -$12.13K |
| CitiMortgage Alternative Loan Trust Series 2007-A6 | 246,592 | 240,645 | -5,947 | 0.01% | -$6.48K |
| HarborView Mortgage Loan Trust, Series 2005-12, Class 2A12 | 306,020 | 305,110 | -909 | 0.01% | -$1.54K |
| ASSET BACKED FUNDING CERTIFICA ABFC 2004 OPT5 A1 | 227,965 | 217,590 | -10,375 | 0.01% | -$10.14K |
| Merrill Lynch Mortgage Investors Trust Series 2007-SD1 | 382,810 | 377,430 | -5,379 | 0.01% | -$4.01K |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 8 3CB1 | 275,708 | 271,886 | -3,822 | 0.01% | -$3.37K |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 2 3A3 | 451,109 | 442,346 | -8,763 | 0.01% | -$7.16K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 30T1 1A2 | 298,991 | 297,285 | -1,706 | 0.01% | -$3.78K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 19 1A1 | 467,480 | 467,405 | -75 | 0.01% | -$1.94K |
| HSI Asset Securitization Corp Trust 2006-HE2 | 935,925 | 927,944 | -7,980 | 0.01% | -$7.31K |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR14 1A3A | 219,368 | 215,236 | -4,132 | 0.00% | -$3.44K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 1T1 1A1 | 661,824 | 660,380 | -1,443 | 0.00% | -$11.15K |
| FNMA POOL BH2712 FN 04/47 FIXED 3.5 | 224,900 | 223,121 | -1,779 | 0.00% | -$3.65K |
| GSAMP TRUST GSAMP 2007 NC1 A2D | 412,934 | 408,585 | -4,349 | 0.00% | -$3.70K |
| STRUCTURED ASSET INVESTMENT LO SAIL 2005 8 M1 | 211,718 | 199,889 | -11,829 | 0.00% | -$11.54K |
| SECURITIZED ASSET BACKED RECEIVABLES LLC TRUS SER 2004-OP1 CL M1 V/R REGD 4.61121000 | 223,019 | 196,791 | -26,229 | 0.00% | -$26.08K |
| Bear Stearns Asset Backed Securities Trust 2007-SD2 | 213,196 | 206,380 | -6,817 | 0.00% | -$12.07K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR17 A1A2 | 216,674 | 210,689 | -5,985 | 0.00% | -$5.26K |
| MLCC MORTGAGE INVESTORS INC MLCC 2006 1 2A1 | 196,172 | 195,980 | -192 | 0.00% | $1.01K |
Top 300 of 649, by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 95,900,000 | 95,900,000 | 0 | 2.27% | -$1.04M |
| REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 | 150,200,000 | 150,200,000 | 0 | 1.07% | -$3.09M |
| SAGB 7 02/28/31 R213 | 629,025,000 | 629,025,000 | 0 | 0.83% | -$2.32M |
| PROJECT CASHMERE CLASS A1 144A | 39,600,000 | 39,600,000 | 0 | 0.65% | $894.97K |
| RPLDCI 6.581 05/30/49 144A | 26,500,000 | 26,500,000 | 0 | 0.65% | -$754.67K |
| REPUBLIC OF PERU SR UNSECURED 144A 08/31 6.95 | 68,961,000 | 68,961,000 | 0 | 0.51% | -$1.32M |
| RFR USD SOFR/3.50000 12/21/22-30Y CME | 1 | 1 | 0 | 0.48% | -$36.35K |
| TITULOS DE TESORERIA BONDS 01/35 11.75 | 74,010,300,000 | 74,010,300,000 | 0 | 0.44% | $101.44K |
| GSAA HOME EQUITY TRUST GSAA 2007 7 A5 | 31,411,890 | 31,411,890 | 0 | 0.41% | $61.78K |
| GOLDMAN SACHS GP | 16,100,000 | 16,100,000 | 0 | 0.38% | -$58.72K |
| REPUBLIC OF SOUTH AFRICA BONDS 01/37 8.5 | 280,500,000 | 280,500,000 | 0 | 0.37% | -$1.34M |
| REPUBLIC OF SOUTH AFRICA BONDS 01/40 9 | 266,700,000 | 266,700,000 | 0 | 0.35% | -$1.33M |
| JAPAN (20 YEAR ISSUE) BONDS 12/44 2 | 2,710,000,000 | 2,710,000,000 | 0 | 0.34% | -$868.85K |
| NATIONWIDE BUILDING SOCIETY | 13,500,000 | 13,500,000 | 0 | 0.32% | -$111.75K |
| REPUBLIC OF PERU SR UNSECURED REGS 08/37 6.9 | 44,400,000 | 44,400,000 | 0 | 0.30% | -$1.14M |
| TITULOS DE TESORERIA BONDS 08/29 11 | 48,111,500,000 | 48,111,500,000 | 0 | 0.29% | $89.33K |
| REPUBLIC OF PERU SR UNSECURED REGS 08/34 5.4 | 42,200,000 | 42,200,000 | 0 | 0.27% | -$1.01M |
| STATE OF ISRAEL | 10,500,000 | 10,500,000 | 0 | 0.25% | -$154.05K |
| RFR USD SOFR/1.87400 09/19/23-30Y CME | 2 | 2 | 0 | 0.25% | -$27.85K |
| SOUTH AFRICA REPUBLIC OF 4.85% 09/30/2029 | 10,000,000 | 10,000,000 | 0 | 0.23% | -$206.19K |
| JAPAN (30 YEAR ISSUE) BONDS 12/54 2.3 | 2,030,000,000 | 2,030,000,000 | 0 | 0.23% | -$699.26K |
| WELLS FARGO CO | 9,700,000 | 9,700,000 | 0 | 0.23% | -$16.53K |
| CHENIERE CORP CH | 9,500,000 | 9,500,000 | 0 | 0.23% | -$43.92K |
| REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95 | 29,285,000 | 29,285,000 | 0 | 0.22% | -$559.51K |
| REPUBLIC OF SOUTH AFRICA BONDS 01/30 8 | 149,700,000 | 149,700,000 | 0 | 0.21% | -$493.12K |
| JPMORGAN CHASE | 9,200,000 | 9,200,000 | 0 | 0.20% | -$96.09K |
| RFRF USD SOFR/2.06000 10/27/23-30Y LCH | 1 | 1 | 0 | 0.19% | -$245.39K |
| HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR | 6,200,000 | 6,200,000 | 0 | 0.19% | -$195.35K |
| JPMORGAN CHASE | 8,200,000 | 8,200,000 | 0 | 0.19% | -$5.06K |
| BPCE SA REGD V/R 144A P/P 6.61200000 | 7,800,000 | 7,800,000 | 0 | 0.19% | -$62.11K |
| Ares XXXIX CLO Ltd., Series 2016-39A, Class AR3 | 7,000,000 | 7,000,000 | 0 | 0.17% | -$7.01K |
| KKR FINANCIAL CLO LTD KKR 16 A1R3 144A | 6,995,182 | 6,995,182 | 0 | 0.17% | $4.79K |
| TELECOM SERBIA EUR TERM LOAN A | 6,000,000 | 6,000,000 | 0 | 0.16% | -$129.35K |
| GEORGIA POWER | 6,900,000 | 6,900,000 | 0 | 0.16% | -$99.83K |
| CIFC Funding Ltd., Series 2022-1A, Class A | 6,900,000 | 6,900,000 | 0 | 0.16% | -$9.07K |
| CDX HY45 5Y ICE | 1 | 1 | 0 | 0.16% | -$5.49M |
| RFR USD SOFR/1.99850 07/03/23-30Y LCH | 1 | 1 | 0 | 0.16% | -$21.37K |
| BCP MODULAR SERVICES SR SECURED REGS 11/28 4.75 | 6,000,000 | 6,000,000 | 0 | 0.16% | -$129.35K |
| US TREASURY N/B | 6,300,000 | 6,300,000 | 0 | 0.15% | $3.49K |
| HLT 3.75 05/01/29 144A | 6,500,000 | 6,500,000 | 0 | 0.15% | -$111.19K |
| HNDA Float 08/13/27 | 6,100,000 | 6,100,000 | 0 | 0.14% | -$18.60K |
| BNP PARIBAS | 6,400,000 | 6,400,000 | 0 | 0.14% | -$29.13K |
| KENNEDY LEWIS CLO LTD KLLM 8A A1R2 144A | 6,000,000 | 6,000,000 | 0 | 0.14% | -$8.68K |
| RFR USD SOFR/3.25000 06/18/25-30Y LCH | 1 | 1 | 0 | 0.14% | -$125.11K |
| SOUTHERN CAL GAS | 5,900,000 | 5,900,000 | 0 | 0.14% | -$16.17K |
| UBS V6.327 12/22/27 144A | 5,700,000 | 5,700,000 | 0 | 0.14% | -$43.81K |
| TURKIYE REP OF | 5,500,000 | 5,500,000 | 0 | 0.13% | -$389.22K |
| Hyundai Capital America | 5,500,000 | 5,500,000 | 0 | 0.13% | -$38.51K |
| STATE OF ISRAEL | 5,400,000 | 5,400,000 | 0 | 0.13% | -$105.54K |
| PCG 4.2 03/01/29 | 5,500,000 | 5,500,000 | 0 | 0.13% | -$31.24K |
| DEUTSCHE BANK NY | 5,600,000 | 5,600,000 | 0 | 0.12% | -$80.38K |
| JAPAN (40 YEAR ISSUE) BONDS 03/64 2.2 | 1,181,000,000 | 1,181,000,000 | 0 | 0.12% | -$330.83K |
| NIGERIA OMO BILL OMO260629 | 7,462,756,000 | 7,462,756,000 | 0 | 0.12% | $456.58K |
| Eagle Funding LuxCo S.a.r.l. | 5,100,000 | 5,100,000 | 0 | 0.12% | -$68.03K |
| TITULOS DE TESORERIA BONDS 11/40 12.75 | 19,313,300,000 | 19,313,300,000 | 0 | 0.12% | $104.64K |
| BELLE HAVEN ABS CDO LTD BLHV 2004 1A A1SB 144A | 20,259,488 | 20,259,488 | 0 | 0.12% | -$176.87K |
| NSANY 4.345 09/17/27 144A | 5,200,000 | 5,200,000 | 0 | 0.12% | -$70.95K |
| BANCO SANTANDER | 5,000,000 | 5,000,000 | 0 | 0.12% | -$23.97K |
| WEYERHAEUSER CO | 5,100,000 | 5,100,000 | 0 | 0.12% | -$67.26K |
| WELLS FARGO CO | 4,950,000 | 4,950,000 | 0 | 0.12% | -$14.89K |
| FLORA FOOD MANAGEMENT BV SR SECURED 144A 07/29 6.875 | 4,500,000 | 4,500,000 | 0 | 0.12% | -$374.84K |
| STEPSTONE GROUP M 2 GMBH THE EUR TERM LOAN B | 4,700,000 | 4,700,000 | 0 | 0.11% | -$461.39K |
| ASHTEAD CAPITAL | 4,600,000 | 4,600,000 | 0 | 0.11% | -$126.61K |
| NIGERIA OMO BILL OMO260626 | 6,856,986,000 | 6,856,986,000 | 0 | 0.11% | $419.89K |
| VIRGIN MEDIA SECURED FIN SR SECURED REGS 05/29 5.25 | 3,700,000 | 3,700,000 | 0 | 0.11% | -$148.28K |
| BP CAPITAL MARKETS B.V. 09/31 3.36 | 4,100,000 | 4,100,000 | 0 | 0.11% | -$180.04K |
| LAS VEGAS SAN | 4,600,000 | 4,600,000 | 0 | 0.11% | -$56.50K |
| HAYFIN EMERALD CLO HAYEM 6A AR 144A | 4,000,000 | 4,000,000 | 0 | 0.11% | -$84.12K |
| GOLDMAN SACHS GP | 4,600,000 | 4,600,000 | 0 | 0.11% | -$11.51K |
| AMERICAN TOWER | 4,500,000 | 4,500,000 | 0 | 0.11% | -$13.90K |
| TITULOS DE TESORERIA BONDS 02/33 13.25 | 16,001,700,000 | 16,001,700,000 | 0 | 0.10% | -$2.98K |
| SUMITOMO MITSUI | 4,800,000 | 4,800,000 | 0 | 0.10% | -$68.01K |
| AMGFIN V0 01/15/67 144A | 6,600,000 | 6,600,000 | 0 | 0.10% | -$269.64K |
| FYBR 8.75 05/15/30 144A | 4,000,000 | 4,000,000 | 0 | 0.10% | -$73.78K |
| Wells Fargo & Co., Series L, Conv. Pfd. | 3,500 | 3,500 | 0 | 0.10% | -$199.50K |
| GOLDMAN SACHS GP | 4,100,000 | 4,100,000 | 0 | 0.10% | -$2.92K |
| BARCLAYS PLC | 4,400,000 | 4,400,000 | 0 | 0.09% | -$77.89K |
| BNP PARIBAS SA 144A 01/31 VAR | 4,100,000 | 4,100,000 | 0 | 0.09% | -$34.00K |
| Venture Global Plaquemines LNG, LLC | 3,400,000 | 3,400,000 | 0 | 0.09% | $88.11K |
| MORGAN STANLEY CAPITAL INC MSAC 2005 WMC5 M6 | 4,000,000 | 4,000,000 | 0 | 0.09% | -$8.70K |
| PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000 | 4,800,000 | 4,800,000 | 0 | 0.09% | $52.06K |
| Venture Global Plaquemines LNG, LLC | 3,400,000 | 3,400,000 | 0 | 0.09% | $63.69K |
| ATHENE GLOBAL FUNDING SECURED REGS 02/27 VAR | 3,200,000 | 3,200,000 | 0 | 0.09% | -$76.08K |
| RFRF USD SF+26.161/0.7* 03/30/21-10Y LCH | 1 | 1 | 0 | 0.09% | $35.87K |
| ROMANIA UNSECURED 144A 07/30 1.75 | 3,600,000 | 3,600,000 | 0 | 0.09% | -$160.08K |
| MIZUHO V3.261 05/22/30 | 3,800,000 | 3,800,000 | 0 | 0.09% | -$20.97K |
| Avolon Holdings Funding Ltd. | 3,600,000 | 3,600,000 | 0 | 0.09% | -$31.96K |
| EPH FIN INTERNATIONAL AS COMPANY GUAR REGS 11/28 6.651 | 2,850,000 | 2,850,000 | 0 | 0.08% | -$131.27K |
| ING GROEP NV | 3,500,000 | 3,500,000 | 0 | 0.08% | -$17.11K |
| BELLE HAVEN ABS CDO LTD BLHV 2004 1A A1ST 144A | 13,512,989 | 13,512,989 | 0 | 0.08% | -$119.78K |
| REPUBLIC OF SOUTH AFRICA BONDS 03/32 8.25 | 58,600,000 | 58,600,000 | 0 | 0.08% | -$248.65K |
| VW 4.95 03/25/27 144A | 3,300,000 | 3,300,000 | 0 | 0.08% | -$14.98K |
| STZ 4.35 05/09/27 | 3,300,000 | 3,300,000 | 0 | 0.08% | -$16.36K |
| INTRALOT CAPITAL LUX SR SECURED 144A 10/31 6.75 | 2,955,000 | 2,955,000 | 0 | 0.08% | -$192.45K |
| TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/47 ZEROCPNOID 0 | 34,905,000 | 34,905,000 | 0 | 0.08% | -$124.01K |
| CAPITAL FOUR CLO CFOUR 10A A 144A | 2,800,000 | 2,800,000 | 0 | 0.08% | -$62.47K |
| BLUEMOUNTAIN CLO XXXIV LTD SER 2022-34A CL AR V/R REGD 144A P/P 5.03444000 | 3,200,000 | 3,200,000 | 0 | 0.08% | -$834 |
| BAMLL COML MTG SECS TR 2024 04/42 1 | 3,760,000 | 3,760,000 | 0 | 0.08% | -$17.38K |
| RBSSP RESECURITIZATION TRUST RBSSP 2011 4 6A2 144A | 3,500,000 | 3,500,000 | 0 | 0.07% | $13.46K |
| MV CREDIT EURO CLO MVCLO 3A AR 144A | 2,700,000 | 2,700,000 | 0 | 0.07% | -$52.30K |
| Southern California Edison Co., Series D | 3,100,000 | 3,100,000 | 0 | 0.07% | -$22.89K |
| BROADCOM INC | 3,100,000 | 3,100,000 | 0 | 0.07% | -$17.61K |
| BANCA MONTE DEI PASCHI S SUBORDINATED REGS 01/28 VAR | 2,500,000 | 2,500,000 | 0 | 0.07% | -$122.22K |
| BROADCOM INC | 3,100,000 | 3,100,000 | 0 | 0.07% | -$35.49K |
| UBS GROUP | 3,250,000 | 3,250,000 | 0 | 0.07% | -$37.22K |
| GSK CONSUMER | 3,000,000 | 3,000,000 | 0 | 0.07% | -$7.25K |
| UBS GROUP | 3,000,000 | 3,000,000 | 0 | 0.07% | -$36.44K |
| RFRF USD SF+26.161/1.7* 12/21/16-10Y LCH | 1 | 1 | 0 | 0.07% | -$1.76M |
| DRYDEN SENIOR LOAN FUND DRSLF 2021 95A AR 144A | 2,900,000 | 2,900,000 | 0 | 0.07% | $1.62K |
| FAIRFAX FINL HLD | 2,900,000 | 2,900,000 | 0 | 0.07% | -$22.54K |
| EQUINIX INC SR UNSECURED 04/32 3.9 | 3,000,000 | 3,000,000 | 0 | 0.07% | -$50.93K |
| UNITED MEXICAN | 2,700,000 | 2,700,000 | 0 | 0.07% | -$41.85K |
| STYROLUTION SR SECURED REGS 01/27 2.25 | 2,450,000 | 2,450,000 | 0 | 0.07% | $58.51K |
| HOME EQUITY LOAN TRUST HELT 2007 FRE1 2AV4 | 3,000,000 | 3,000,000 | 0 | 0.06% | -$15.60K |
| UNITED MEXICAN | 2,600,000 | 2,600,000 | 0 | 0.06% | -$68.77K |
| GROSVENOR PLACE CLO BV GROSV 2025 4A A 144A | 2,300,000 | 2,300,000 | 0 | 0.06% | -$44.57K |
| PETROLEOS MEXICANOS SR UNSEC 10.0% 02-07-33 | 2,300,000 | 2,300,000 | 0 | 0.06% | -$44.80K |
| PACIFIC GAS&ELEC | 2,800,000 | 2,800,000 | 0 | 0.06% | -$26.06K |
| PACIFIC GAS&ELEC | 2,600,000 | 2,600,000 | 0 | 0.06% | -$5.13K |
| GOLUB CAPITAL PARTNERS CLO, LT GCBSL 2020 50A A1R2 144A | 2,500,000 | 2,500,000 | 0 | 0.06% | $839 |
| VIPER ENERGY PAR | 2,450,000 | 2,450,000 | 0 | 0.06% | -$31.23K |
| HARDWOOD FUNDING LLC CORP0HRF2 | 2,400,000 | 2,400,000 | 0 | 0.06% | -$39.47K |
| SANTANDER HOLD | 2,400,000 | 2,400,000 | 0 | 0.06% | $897 |
| POLESTAR RE LTD UNSECURED 144A 01/27 VAR | 2,300,000 | 2,300,000 | 0 | 0.06% | -$21.62K |
| CAPE LOOKOUT RE LTD UNSECURED 144A 04/27 VAR | 2,300,000 | 2,300,000 | 0 | 0.06% | -$47.72K |
| BARINGS EURO CLO DAC BABSE 2025 1A A 144A | 2,000,000 | 2,000,000 | 0 | 0.05% | -$43.13K |
| PENTA CLO S.A. PENTA 2021 9A A 144A | 2,000,000 | 2,000,000 | 0 | 0.05% | -$44.53K |
| SAUDI INT BOND | 2,200,000 | 2,200,000 | 0 | 0.05% | -$59.04K |
| NATWEST GROUP PLC JR SUBORDINA 12/99 VAR | 1,700,000 | 1,700,000 | 0 | 0.05% | -$63.04K |
| NATWEST GROUP | 2,200,000 | 2,200,000 | 0 | 0.05% | -$22.88K |
| TRINITAS CLO VI LTD / TRINITAS CLO VI LLC 2017-6A AR4 TSFR3M+111 01/25/2034 144A | 2,200,000 | 2,200,000 | 0 | 0.05% | $690 |
| SYMPHONY CLO LTD SYMP 2025 52A AR 144A | 2,200,000 | 2,200,000 | 0 | 0.05% | -$166 |
| REPUBLIC OF PANAMA EUR TERM LOAN | 1,900,000 | 1,900,000 | 0 | 0.05% | -$39.03K |
| SIRIUS REAL ESTATE LTD SR UNSECURED REGS 06/26 1.125 | 1,900,000 | 1,900,000 | 0 | 0.05% | -$30.57K |
| RFR USD SOFR/3.50000 06/20/24-30Y LCH | 1 | 1 | 0 | 0.05% | -$64.59K |
| GOLDEN ST TOBACCO-A1 | 2,500,000 | 2,500,000 | 0 | 0.05% | $19.43K |
| SPEAK 2020-8A A1R | 2,125,000 | 2,125,000 | 0 | 0.05% | -$1.17K |
| PETROLEOS MEXICANOS SR UNSEC 5.95% 01-28-31 | 2,200,000 | 2,200,000 | 0 | 0.05% | -$25.56K |
| Atlas Senior Loan Fund XVI Ltd., Series 2021-16A, Class AR | 2,100,000 | 2,100,000 | 0 | 0.05% | $1.36K |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 07/29 5.375 | 2,000,000 | 2,000,000 | 0 | 0.05% | -$17.51K |
| BARCLAYS PLC | 1,800,000 | 1,800,000 | 0 | 0.05% | -$45.45K |
| Avolon Holdings Funding Ltd. | 2,000,000 | 2,000,000 | 0 | 0.05% | -$25.65K |
| INTESA SANPAOLO SPA JR SUBORDINA REGS 12/99 VAR | 1,700,000 | 1,700,000 | 0 | 0.05% | -$75.11K |
| BAYER US FIN LLC 6.375% 11/21/2030 144A | 1,900,000 | 1,900,000 | 0 | 0.05% | -$33.52K |
| HOST HOTELS | 2,000,000 | 2,000,000 | 0 | 0.05% | -$40.19K |
| LAZARD GROUP LLC | 1,900,000 | 1,900,000 | 0 | 0.05% | -$39.97K |
| LAS VEGAS SAN | 1,900,000 | 1,900,000 | 0 | 0.05% | -$54.55K |
| Eni S.p.A. | 1,900,000 | 1,900,000 | 0 | 0.05% | -$11.96K |
| Aircastle Ltd / Aircastle Ireland DAC | 1,900,000 | 1,900,000 | 0 | 0.05% | -$35.14K |
| BNP V1.904 09/30/28 144A | 2,000,000 | 2,000,000 | 0 | 0.05% | -$2.84K |
| COOP RAB UA/NY | 1,900,000 | 1,900,000 | 0 | 0.05% | -$11.21K |
| BARCLAYS PLC | 1,900,000 | 1,900,000 | 0 | 0.05% | -$20.24K |
| ZIMMER BIOMET HOLDINGS SR UNSECURED 11/27 1.164 | 1,700,000 | 1,700,000 | 0 | 0.05% | -$38.09K |
| SMBC Aviation Capital Finance DAC | 2,000,000 | 2,000,000 | 0 | 0.05% | -$9.15K |
| AMERICAN ASTS LP | 2,100,000 | 2,100,000 | 0 | 0.04% | -$21.15K |
| ONEOK INC | 1,800,000 | 1,800,000 | 0 | 0.04% | -$30.67K |
| LLOYDS BK GR PLC | 1,900,000 | 1,900,000 | 0 | 0.04% | -$6.47K |
| SG MORTGAGE SECURITIES TRUST SGMS 2006 OPT2 A3D | 2,300,000 | 2,300,000 | 0 | 0.04% | $21.10K |
| KONA SPC LTD COMPANY GUAR 144A 09/26 VAR | 1,600,000 | 1,600,000 | 0 | 0.04% | -$25.66K |
| ALAMO RE LTD UNSECURED 144A 06/26 VAR | 1,800,000 | 1,800,000 | 0 | 0.04% | -$45.00K |
| UNITED MEXICAN | 1,800,000 | 1,800,000 | 0 | 0.04% | -$42.86K |
| RFR JPY MUTK/1.00000 03/18/26-2Y LCH | 1 | 1 | 0 | 0.04% | $1.17M |
| NXP BV/NXP FDG | 1,800,000 | 1,800,000 | 0 | 0.04% | -$8.16K |
| CS AT1 CLAIMS US22546DAB29 CREDIT SUISSE GROUP AG | 5,100,000 | 5,100,000 | 0 | 0.04% | $280.50K |
| BOSTON GAS CO | 1,900,000 | 1,900,000 | 0 | 0.04% | -$21.26K |
| COSTA RICA GOVERNMENT BONDS 144A 11/30 5.4995 | 1,500,000 | 1,500,000 | 0 | 0.04% | -$32.74K |
| Presidencia de la Republica Dominicana | 2,050,000 | 2,050,000 | 0 | 0.04% | -$113.16K |
| DEUTSCHE BANK NY | 1,700,000 | 1,700,000 | 0 | 0.04% | -$32.66K |
| CORDATUS CLO PLC CORDA 12A ARR 144A | 1,500,000 | 1,500,000 | 0 | 0.04% | -$31.34K |
| BANK OF AMER CRP | 1,700,000 | 1,700,000 | 0 | 0.04% | -$19.36K |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 11 M2 | 1,712,587 | 1,712,587 | 0 | 0.04% | $10.56K |
| BONOS TESORERIA PESOS BONDS 144A REGS 10/29 5.8 | 1,495,000,000 | 1,495,000,000 | 0 | 0.04% | -$83.90K |
| OWL 3 1/8 06/10/31 | 1,900,000 | 1,900,000 | 0 | 0.04% | -$84.85K |
| FORD MOTOR CRED | 1,600,000 | 1,600,000 | 0 | 0.04% | -$17.23K |
| SPA HOLDINGS 3 OY TERM LOAN B | 1,621,041 | 1,621,041 | 0 | 0.04% | -$24.45K |
| DEUTSCHE BANK NY | 1,700,000 | 1,700,000 | 0 | 0.04% | -$27.05K |
| EQUINIX INC SR UNSECURED 03/27 0.25 | 1,400,000 | 1,400,000 | 0 | 0.04% | -$29.67K |
| Bear Stearns Asset Backed Securities Trust 2007-SD1 | 4,755,756 | 4,755,756 | 0 | 0.04% | -$55.07K |
| SANDS CHINA LTD | 1,500,000 | 1,500,000 | 0 | 0.04% | -$17.39K |
| RAD CLO LTD RAD 2022 16A A1R 144A | 1,500,000 | 1,500,000 | 0 | 0.04% | -$2.71K |
| AMERICAN TOWER | 1,700,000 | 1,700,000 | 0 | 0.04% | -$18.60K |
| NAVESINK CLO, LIMITED NAVS 2024 2A A1R 144A | 1,500,000 | 1,500,000 | 0 | 0.04% | $69 |
| SANTANDER UK GRP | 1,500,000 | 1,500,000 | 0 | 0.04% | -$15.42K |
| MARRIOTT INTL | 1,700,000 | 1,700,000 | 0 | 0.03% | -$16.63K |
| CAPE LOOKOUT RE LTD UNSECURED 144A 03/32 VAR | 1,400,000 | 1,400,000 | 0 | 0.03% | -$22.40K |
| URSA RE LTD UNSECURED 144A 02/28 VAR | 1,400,000 | 1,400,000 | 0 | 0.03% | $3.85K |
| SABINE PASS LIQU | 1,423,000 | 1,423,000 | 0 | 0.03% | -$7.07K |
| NTT FINANCE CORP SR UNSECURED 144A 07/27 4.567 | 1,400,000 | 1,400,000 | 0 | 0.03% | -$9.13K |
| WIND RIVER CLO LTD WINDR 2021 2A A1R 144A | 1,400,000 | 1,400,000 | 0 | 0.03% | $532 |
| MORGAN STANLEY | 1,400,000 | 1,400,000 | 0 | 0.03% | -$14.02K |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2018 1745 A 144A | 1,400,000 | 1,400,000 | 0 | 0.03% | $4.34K |
| CREDICORP CAPITAL SOCIED /PEN/ REGD 144A P/P 9.70000000 | 4,300,000 | 4,300,000 | 0 | 0.03% | -$41.35K |
| NTT FINANCE | 1,300,000 | 1,300,000 | 0 | 0.03% | -$12.35K |
| HARDWOOD FUNDING LLC CORP0HRD7 | 1,300,000 | 1,300,000 | 0 | 0.03% | -$12.62K |
| AM AIRLN 17-2 AA | 1,306,983 | 1,306,983 | 0 | 0.03% | -$5.11K |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT | 1,300,000 | 1,300,000 | 0 | 0.03% | $4.73K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 36T2 1A9 | 4,028,399 | 4,028,399 | 0 | 0.03% | -$15.13K |
| SYNNEX CORP | 1,300,000 | 1,300,000 | 0 | 0.03% | -$4.00K |
| T-MOBILE USA INC | 1,400,000 | 1,400,000 | 0 | 0.03% | -$9.75K |
| ICBC STANDARD BANK PLC SR UNSECURED 144A 12/29 20 | 14,960,000,000 | 14,960,000,000 | 0 | 0.03% | -$17.76K |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A B 144A | 910,000 | 910,000 | 0 | 0.03% | -$24.87K |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/35 6 | 4,100,000 | 4,100,000 | 0 | 0.03% | -$112.30K |
| VIPER ENERGY PAR | 1,200,000 | 1,200,000 | 0 | 0.03% | -$13.09K |
| BCC 2022-4A A1R | 1,200,000 | 1,200,000 | 0 | 0.03% | -$2.94K |
| CI FINANCIAL CORP COMPANY GUAR 144A 12/31 4.625 | 1,000,000 | 1,000,000 | 0 | 0.03% | -$26.75K |
| BNP PARIBAS REGS 09/28 VAR | 1,200,000 | 1,200,000 | 0 | 0.03% | -$1.70K |
| CTP NV SR UNSECURED REGS 09/26 0.625 | 1,000,000 | 1,000,000 | 0 | 0.03% | -$17.10K |
| EXTRA SPACE STOR | 1,300,000 | 1,300,000 | 0 | 0.03% | -$22.53K |
| NSANY 1.85 09/16/26 | 1,100,000 | 1,100,000 | 0 | 0.03% | $5.08K |
| BAMLL COML MTG SECS TR 2024 04/42 1 | 1,410,000 | 1,410,000 | 0 | 0.03% | -$4.45K |
| PCG 4.4 03/01/32 | 1,100,000 | 1,100,000 | 0 | 0.03% | -$12.74K |
| JP MORGAN CHASE | 1,050,000 | 1,050,000 | 0 | 0.03% | -$5.50K |
| BARCLAYS PLC | 1,000,000 | 1,000,000 | 0 | 0.02% | -$15.49K |
| RLJ LODGING TRUST, L.P. | 1,100,000 | 1,100,000 | 0 | 0.02% | -$13.19K |
| Presidencia de la Republica Dominicana | 58,800,000 | 58,800,000 | 0 | 0.02% | $7.26K |
| ASHTEAD CAPITAL | 1,000,000 | 1,000,000 | 0 | 0.02% | -$29.14K |
| DEVELOPMENT BK KAZAKHSTAN JSC 18.4% 10/16/2028 144A | 474,000,000 | 474,000,000 | 0 | 0.02% | $47.97K |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2017 CALI A 144A | 1,200,000 | 1,200,000 | 0 | 0.02% | $50.66K |
| UNITED MEXICAN | 1,000,000 | 1,000,000 | 0 | 0.02% | -$9.00K |
| NIGERIA OMO BILL OMO110626 | 1,457,309,000 | 1,457,309,000 | 0 | 0.02% | $89.68K |
| NIGERIA OMO BILL OMO120626 | 1,455,979,000 | 1,455,979,000 | 0 | 0.02% | $89.56K |
| BENEFIT STREET PARTNERS CLO XXII LTD AR2 TSFR3M+115 04/20/2035 144A | 1,000,000 | 1,000,000 | 0 | 0.02% | $77 |
| Magnetite Xlii Ltd | 1,000,000 | 1,000,000 | 0 | 0.02% | -$3.64K |
| DBGS MORTGAGE TRUST DBGS 2021 W52 A 144A | 1,000,000 | 1,000,000 | 0 | 0.02% | -$1.85K |
| PROJECT FLASH DELAYED DRAW TERM LOAN | 1,000,000 | 1,000,000 | 0 | 0.02% | $669 |
| PACIFIC GAS&ELEC | 1,000,000 | 1,000,000 | 0 | 0.02% | -$9.32K |
| KKR GROUP FINAN CO XII COMPANY GUAR 144A 05/32 4.85 | 1,000,000 | 1,000,000 | 0 | 0.02% | -$22.67K |
| PACIFIC GAS&ELEC | 1,000,000 | 1,000,000 | 0 | 0.02% | -$5.67K |
| AM AIRLN 14-1 A | 966,088 | 966,088 | 0 | 0.02% | $261 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2022-NLP, Class A | 939,275 | 939,275 | 0 | 0.02% | $1.95K |
| MITSUB UFJ FIN | 1,000,000 | 1,000,000 | 0 | 0.02% | -$8.84K |
| RENAISSANCE HOME EQUITY LOAN TRUST 2007-1 SER 2007-1 CL AF3 V/R REGD 5.61200000 | 3,801,188 | 3,801,188 | 0 | 0.02% | -$27.02K |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R10 M2 | 870,374 | 870,374 | 0 | 0.02% | $592 |
| State of Illinois, Series 5 | 785,714 | 785,714 | 0 | 0.02% | -$10.90K |
| RFRF USD SF+26.161/1.50 06/21/17-10Y LCH | 1 | 1 | 0 | 0.02% | -$154.06K |
| VERIZON COMMUNICATIONS JR SUBORDINA 06/56 VAR | 650,000 | 650,000 | 0 | 0.02% | -$44.42K |
| NATURE COAST RE LTD UNSECURED 144A 04/33 VAR | 800,000 | 800,000 | 0 | 0.02% | -$3.04K |
| BARCLAYS PLC | 800,000 | 800,000 | 0 | 0.02% | -$5.33K |
| AVOLON HOLDINGS FUNDING LTD 4.95% 10/15/2032 144A | 800,000 | 800,000 | 0 | 0.02% | -$13.41K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 60T1 A3 | 2,004,907 | 2,004,907 | 0 | 0.02% | -$12.27K |
| BONOS TESORERIA PESOS UNSECURED 144A REGS 09/30 4.7 | 710,000,000 | 710,000,000 | 0 | 0.02% | -$36.31K |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A PRC 144A | 71 | 71 | 0 | 0.02% | -$48.33K |
| VERIZON COMMUNICATIONS JR SUBORDINA 06/56 VAR | 650,000 | 650,000 | 0 | 0.02% | -$32.59K |
| PURPLE RE LTD UNSECURED 144A 06/27 VAR | 700,000 | 700,000 | 0 | 0.02% | -$15.12K |
| NATIONWIDE BUILDING SOC CCDS COMMON STOCK | 4,096 | 4,096 | 0 | 0.02% | -$26.57K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 25T1 A5 | 1,135,485 | 1,135,485 | 0 | 0.02% | -$7.97K |
| AMERICAN TOWER | 700,000 | 700,000 | 0 | 0.02% | -$10.63K |
| SANTANDER UK GRP | 650,000 | 650,000 | 0 | 0.02% | -$4.06K |
| LONGLEAF PINE RE LTD UNSECURED 144A 05/31 VAR | 600,000 | 600,000 | 0 | 0.02% | -$24.54K |
| FANNIE MAE FNR 2014 78 IT | 4,973,067 | 4,973,067 | 0 | 0.02% | -$17.97K |
| AMERICAN TOWER | 700,000 | 700,000 | 0 | 0.01% | -$5.52K |
| GREENGROVE RE LTD UNSECURED 144A 04/32 VAR | 600,000 | 600,000 | 0 | 0.01% | -$2.40K |
| TORREY PINES RE LTD UNSECURED 144A 06/32 VAR | 600,000 | 600,000 | 0 | 0.01% | -$7.86K |
| CORP0HRG0 HRDFDG 5.33 06/09/35 | 600,000 | 600,000 | 0 | 0.01% | -$11.01K |
| PROJECT NOVA TERM LOAN | 600,000 | 600,000 | 0 | 0.01% | $0 |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A C 144A | 455,000 | 455,000 | 0 | 0.01% | -$12.57K |
| Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp 5.25 05/15/2027 | 600,000 | 600,000 | 0 | 0.01% | -$4.51K |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 11 M4 | 684,250 | 684,250 | 0 | 0.01% | $4.79K |
| BAYER US FIN II LLC 4.375% 12/15/2028 144A | 600,000 | 600,000 | 0 | 0.01% | -$6.68K |
| AIR CANADA SR SECURED 144A 08/29 4.625 | 800,000 | 800,000 | 0 | 0.01% | -$14.24K |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 11 M3 | 605,777 | 605,777 | 0 | 0.01% | $5.70K |
| PACIFIC GAS&ELEC | 700,000 | 700,000 | 0 | 0.01% | -$10.50K |
| BONOS TESORERIA PESOS BONDS 144A REGS 04/33 6 | 475,000,000 | 475,000,000 | 0 | 0.01% | -$28.73K |
| ARMOR RE II LTD SR UNSECURED 144A 05/31 VAR | 500,000 | 500,000 | 0 | 0.01% | -$11.45K |
| POLESTAR RE LTD UNSECURED 144A 01/28 VAR | 500,000 | 500,000 | 0 | 0.01% | -$2.02K |
| Venture Global LNG Inc | 500,000 | 500,000 | 0 | 0.01% | $22.74K |
| BAYOU RE LTD UNSECURED 144A 04/31 VAR | 500,000 | 500,000 | 0 | 0.01% | -$10.70K |
| JPMORGAN CHASE | 500,000 | 500,000 | 0 | 0.01% | -$3.50K |
| BCAP LLC TRUST BCAP 2011 RR4 8A1 144A | 1,307,638 | 1,307,638 | 0 | 0.01% | -$15.61K |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 S3 1A13 | 1,411,565 | 1,411,565 | 0 | 0.01% | -$3.26K |
| GLOBAL PAY INC | 500,000 | 500,000 | 0 | 0.01% | -$9.63K |
| PACIFIC GAS&ELEC | 600,000 | 600,000 | 0 | 0.01% | -$11.24K |
| MSCI INC COMPANY GUAR 144A 08/33 3.25 | 500,000 | 500,000 | 0 | 0.01% | -$12.80K |
| CS AT1 CLAIMS US225401AL29 CREDIT SUISSE GROUP AG | 1,200,000 | 1,200,000 | 0 | 0.01% | $66.00K |
| CS AT1 CLAIMS US225401AJ72 CREDIT SUISSE GROUP AG | 1,200,000 | 1,200,000 | 0 | 0.01% | $66.00K |
| TORREY PINES RE LTD UNSECURED 144A 06/32 VAR | 400,000 | 400,000 | 0 | 0.01% | -$2.82K |
| PALM RE LTD UNSECURED 144A 06/32 VAR | 400,000 | 400,000 | 0 | 0.01% | -$5.88K |
| EVERGLADES RE II LTD UNSECURED 144A 05/31 VAR | 400,000 | 400,000 | 0 | 0.01% | -$17.60K |
| EVERGLADES RE II LTD SR UNSECURED 144A 05/31 VAR | 400,000 | 400,000 | 0 | 0.01% | -$15.60K |
| EVERGLADES RE II LTD UNSECURED 144A 05/31 VAR | 400,000 | 400,000 | 0 | 0.01% | -$16.32K |
| FORD MOTOR CRED | 400,000 | 400,000 | 0 | 0.01% | -$3.26K |
| VENTURE GLOBAL LNG INC SR SECURED 144A 06/28 8.125 | 370,000 | 370,000 | 0 | 0.01% | $3.62K |
| UBS Group AG | 400,000 | 400,000 | 0 | 0.01% | -$13.97K |
| BARCLAYS PLC | 350,000 | 350,000 | 0 | 0.01% | -$2.98K |
| TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/34 FIXED 3.401 | 400,000 | 400,000 | 0 | 0.01% | -$1.95K |
| TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/35 FIXED 3.501 | 400,000 | 400,000 | 0 | 0.01% | -$2.09K |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A D 144A | 260,000 | 260,000 | 0 | 0.01% | -$7.30K |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A E 144A | 260,000 | 260,000 | 0 | 0.01% | -$7.49K |
| UNTD AIR 19-2 AA | 365,681 | 365,681 | 0 | 0.01% | $422 |
| SES, SA CVR RT | 22,273 | 22,273 | 0 | 0.01% | -$12.06K |
| PCG 4.45 04/15/42 | 400,000 | 400,000 | 0 | 0.01% | -$1.87K |
| U.S. Treasury Bills | 324,000 | 324,000 | 0 | 0.01% | $2.80K |
| JETBLUE AIRWAYS | 336,408 | 336,408 | 0 | 0.01% | -$1.60K |
| NCMS 2017-75B A | 330,000 | 330,000 | 0 | 0.01% | $19.99K |
| THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75 | 215,576 | 215,576 | 0 | 0.01% | -$23.67K |
| VERAISON RE LTD UNSECURED 144A 03/33 VAR | 300,000 | 300,000 | 0 | 0.01% | -$4.04K |
| EXPAND ENERGY CORP REGD 144A P/P 5.87500000 | 300,000 | 300,000 | 0 | 0.01% | $168 |
| VITALITY RE XVI LTD UNSECURED 144A 01/30 VAR | 300,000 | 300,000 | 0 | 0.01% | -$2.62K |
| VITALITY RE XVI LTD UNSECURED 144A 01/30 VAR | 300,000 | 300,000 | 0 | 0.01% | -$2.10K |
| CONSTELLATION BR | 300,000 | 300,000 | 0 | 0.01% | -$3.56K |
Top 300 of 432, by weight.
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