JNL/Neuberger Berman Strategic Income Fund
JNL Series Trust

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 4.5 4/26 0 31,420,000 31,420,000 2.60% $30.30M
FNCL 5.5 4/26 0 27,455,000 27,455,000 2.37% $27.57M
FNCL 6 4/26 0 19,990,000 19,990,000 1.75% $20.37M
G2SF 5 4/26 0 14,600,000 14,600,000 1.24% $14.45M
G2SF 5.5 4/25 0 11,565,000 11,565,000 1.00% $11.63M
FNCL 5 4/26 0 8,785,000 8,785,000 0.74% $8.66M
JBS/FOODS/FOOD 0 3,530,000 3,530,000 0.30% $3.52M
UNITED MEXICAN 0 3,580,000 3,580,000 0.30% $3.49M
FNCL 3.5 4/26 0 3,690,000 3,690,000 0.29% $3.38M
FNCL 4 4/26 0 3,515,000 3,515,000 0.28% $3.31M
ORACLE CORP 0 3,380,000 3,380,000 0.27% $3.13M
Province of British Columbia Canada 0 4,300,000 4,300,000 0.26% $3.01M
Fannie Mae Connecticut Avenue Securities 0 2,675,000 2,675,000 0.23% $2.68M
Benefit Street Partners CLO 48 Ltd 0 2,600,000 2,600,000 0.22% $2.59M
Glencore Funding LLC 0 2,425,000 2,425,000 0.21% $2.43M
Province of Alberta Canada 0 4,255,000 4,255,000 0.20% $2.35M
Glencore Funding LLC 0 2,330,000 2,330,000 0.20% $2.33M
G2SF 4.5 4/26 0 2,330,000 2,330,000 0.19% $2.25M
TURKIYE GOVERNMENT BOND TRY 26.2% 10-05-33 0 110,000,000 110,000,000 0.18% $2.10M
FNMA, 30 Year 0 2,077,491 2,077,491 0.16% $1.91M
STLA 6.45 03/18/35 144A 0 1,895,000 1,895,000 0.16% $1.87M
FN MA5736 0 1,775,287 1,775,287 0.16% $1.81M
Freddie Mac Pool 0 1,703,969 1,703,969 0.15% $1.74M
Province of Ontario Canada 0 3,060,000 3,060,000 0.13% $1.55M
Glencore Funding LLC 0 1,520,000 1,520,000 0.13% $1.52M
BAKER HUGHES 0 1,555,000 1,555,000 0.13% $1.52M
BAKER HUGHES 0 1,530,000 1,530,000 0.13% $1.50M
Province of Ontario Canada 0 2,110,000 2,110,000 0.13% $1.49M
Wells Fargo & Co. 0 1,455,000 1,455,000 0.13% $1.46M
OCP CLO Ltd., Series 2020-19A, Class A1R2 0 1,450,000 1,450,000 0.12% $1.45M
FR SD8505 0 1,431,517 1,431,517 0.12% $1.41M
HONEYWELL AEROSP 0 1,395,000 1,395,000 0.12% $1.38M
FN MA5793 0 1,357,027 1,357,027 0.12% $1.38M
PNC FINANCIAL 0 1,350,000 1,350,000 0.11% $1.32M
HONEYWELL AEROSP 0 1,330,000 1,330,000 0.11% $1.32M
SIERRA PAC POWER 0 1,295,000 1,295,000 0.11% $1.28M
LPATH 2026-1A A2 0 1,264,000 1,264,000 0.11% $1.26M
CHILE 0 1,340,000 1,340,000 0.10% $1.21M
PK Alift Loan Funding 8 LP 0 1,210,000 1,210,000 0.10% $1.20M
CVS Health Corp. 0 1,170,000 1,170,000 0.10% $1.18M
FN MA5551 0 1,166,937 1,166,937 0.10% $1.13M
UMBS 0 1,160,285 1,160,285 0.10% $1.12M
Black Pearl Compute LLC 0 1,070,000 1,070,000 0.09% $1.09M
SV RNO Property Owner 1 LLC 0 1,095,000 1,095,000 0.09% $1.08M
Compass Datacenters Issuer III LLC 0 1,073,000 1,073,000 0.09% $1.07M
A&D Mortgage Trust 2026-NQM2 0 1,079,000 1,079,000 0.09% $1.07M
FIDELITY NATL IN 0 1,050,000 1,050,000 0.09% $1.04M
CHI Commercial Mortgage Trust 2025-SFT 0 1,005,000 1,005,000 0.09% $1.03M
QTS Issuer ABS II LLC 0 1,012,000 1,012,000 0.09% $1.01M
Gabx Leasing LLC 0 1,015,000 1,015,000 0.09% $995.70K
QTS Issuer ABS II LLC 0 979,000 979,000 0.08% $978.92K
Fannie Mae Pool 0 1,058,512 1,058,512 0.08% $973.38K
FN MA4731 0 1,012,530 1,012,530 0.08% $929.19K
SLG 2026-OMA D 0 925,000 925,000 0.08% $924.71K
VB-S1 Issuer LLC 0 895,000 895,000 0.08% $886.72K
Federal National Mortgage Association, Inc. 0 873,375 873,375 0.08% $880.34K
FN MA5271 0 870,301 870,301 0.08% $876.42K
Benchmark 2026-V21 Mortgage Trust 0 861,000 861,000 0.07% $849.21K
BX Commercial Mortgage Trust 2026-XL6 0 844,000 844,000 0.07% $839.78K
ORACLE CORP 0 865,000 865,000 0.07% $832.15K
WPP 2025 LLC 0 825,000 825,000 0.07% $812.59K
Compass Datacenters Issuer III LLC 0 807,000 807,000 0.07% $797.53K
Lightpath Fiber Issuer LLC 0 793,000 793,000 0.07% $788.60K
FN MA5971 0 793,571 793,571 0.07% $782.56K
USCLN 2026-RVM1 B1 0 771,000 771,000 0.07% $774.34K
Province of Ontario Canada 0 1,175,000 1,175,000 0.07% $770.16K
LEXT 2026-450 D 0 760,000 760,000 0.07% $759.99K
PANAMA 0 760,000 760,000 0.06% $742.90K
Columbus McKinnon Corporation/NY 0 705,000 705,000 0.06% $703.02K
Fannie Mae Pool 0 736,567 736,567 0.06% $697.24K
Federal Home Loan Mortgage Corporation 0 700,000 700,000 0.06% $676.53K
VERTIV HLDNG CO 0 660,000 660,000 0.05% $638.15K
MEXICO UNITED MEXICAN STATES 7.75% 11/13/2042 0 13,440,000 13,440,000 0.05% $624.17K
Republic of Poland Government Bond 0 2,330,000 2,330,000 0.05% $606.01K
FN MA4644 0 632,109 632,109 0.05% $596.96K
GALAXY PIPELINE 0 732,091 732,091 0.05% $591.30K
Rogers Communications Inc 0 576,000 576,000 0.05% $578.07K
Credit Agricole SA 0 585,000 585,000 0.05% $574.26K
EVERSOURCE ENERG 0 580,000 580,000 0.05% $572.49K
Federal Home Loan Mortgage Corporation 0 571,637 571,637 0.05% $564.78K
CELSA OPCO SA VARIABLE RATE 12/15/2030 0 468,000 468,000 0.05% $527.46K
CIFC Funding Ltd., Series 2014-3A, Class A1R 0 500,000 500,000 0.04% $498.30K
VF CORP /EUR/ REGD 0.62500000 0 551,000 551,000 0.04% $496.91K
TransDigm Inc 0 505,000 505,000 0.04% $495.96K
EATON CORP 0 495,000 495,000 0.04% $488.69K
EVERSOURCE ENERG 0 490,000 490,000 0.04% $483.22K
SOTHEBY S ARTFI MASTER TRUST 0 484,000 484,000 0.04% $483.04K
Federal National Mortgage Association, Inc. 0 470,474 470,474 0.04% $464.83K
Fidelity National Information Services Inc 0 465,000 465,000 0.04% $462.27K
PG&E Corp 0 455,000 455,000 0.04% $448.17K
HSBC Holdings PLC 0 445,000 445,000 0.04% $441.66K
Fannie Mae Pool 0 498,912 498,912 0.04% $440.04K
OAK-Eagle Acquireco Inc 0 415,000 415,000 0.04% $430.04K
APLD ComputeCo 2 LLC 0 430,000 430,000 0.04% $428.22K
Sotheby's Artfi Master Trust, Series 2026-1A, Class D 0 427,000 427,000 0.04% $425.36K
RYASPE 5.875 08/01/32 144A 0 430,000 430,000 0.04% $425.21K
UBS GROUP AG JR SUBORDINA 144A 12/99 VAR 0 430,000 430,000 0.04% $417.10K
EATON CORP 0 425,000 425,000 0.04% $411.94K
CoreWeave, Inc. 0 420,000 420,000 0.04% $408.45K
HSBC Holdings PLC 0 410,000 410,000 0.03% $404.88K
UBS V7 PERP 144 0 415,000 415,000 0.03% $399.96K
Eircom Limited 0 335,000 335,000 0.03% $384.58K
Republic of Cote d'Ivoire 0 430,000 430,000 0.03% $376.25K
ROMANIA REPUBLIC OF 6.7% 02/25/2032 0 1,675,000 1,675,000 0.03% $368.50K
Cyprium Corp / Cyprium Holdings Luxembourg Sarl 0 375,000 375,000 0.03% $364.14K
ORACLE CORP 0 390,000 390,000 0.03% $358.77K
ALBERTSONS COS INC SR UNSECURED 144A 03/32 5.625 0 365,000 365,000 0.03% $358.60K
CECONOMY AG 0 295,000 295,000 0.03% $349.83K
MHED 8 08/01/29 144A 0 350,000 350,000 0.03% $349.51K
CVS HEALTH CORP 0 395,000 395,000 0.03% $347.53K
TKC Holdings Inc 0 345,000 345,000 0.03% $346.72K
STATE OF ISRAEL 0 365,000 365,000 0.03% $343.84K
LSF12 HELIX PARENT LLC SR SECURED 144A 02/33 7.125 0 350,000 350,000 0.03% $338.05K
LANXESS AG 0 300,000 300,000 0.03% $331.36K
Wyndham Hotels & Resorts Inc 0 335,000 335,000 0.03% $329.68K
WOOF 8.25 02/01/31 144A 0 330,000 330,000 0.03% $329.57K
Performance Food Group Inc 0 335,000 335,000 0.03% $322.76K
TEP 6.75 03/15/34 144A 0 310,000 310,000 0.03% $310.78K
HOWMID 6 5/8 01/15/34 0 310,000 310,000 0.03% $309.91K
MKS, Inc. 0 280,000 280,000 0.03% $309.14K
Michaels Cos Inc/The 0 315,000 315,000 0.03% $306.63K
RHP Hotel Properties LP / RHP Finance Corp 0 310,000 310,000 0.03% $305.91K
Gatwick Airport Finance PLC 0 235,000 235,000 0.03% $305.79K
Elior Group SA 0 260,000 260,000 0.03% $304.66K
First Quantum Minerals Ltd 0 315,000 315,000 0.03% $301.39K
ENBRIDGE INC SUBORDINATED 07/80 VAR 0 299,000 299,000 0.03% $298.72K
Esab Corp 0 295,000 295,000 0.03% $297.06K
ANGOL 9.375 03/31/33 144A 0 300,000 300,000 0.03% $295.88K
Genesis Energy LP / Genesis Energy Finance Corp 0 295,000 295,000 0.03% $293.64K
VMED O2 UK FINANCING I PLC 5.625% 04/15/2032 REGS 0 275,000 275,000 0.03% $291.40K
REPUBLIC OF NIGERIA SR UNSECURED 144A 01/36 8.6308 0 280,000 280,000 0.02% $290.85K
ALPHA GENERATION LLC REGD 144A P/P 6.25000000 0 295,000 295,000 0.02% $289.75K
KRC Materials, Inc. 0 270,000 270,000 0.02% $279.35K
Gabx Leasing LLC 0 275,000 275,000 0.02% $271.25K
Macy's Retail Holdings, LLC 0 265,000 265,000 0.02% $271.05K
WULF COMPUTE LLC SR SECURED 144A 10/30 7.75 0 250,000 250,000 0.02% $264.25K
VF CORPORATION 4.25% 03/07/2029 0 230,000 230,000 0.02% $262.80K
PETROLEOS MEXICANOS SR UNSEC 6.75% 09-21-47 0 330,000 330,000 0.02% $262.29K
Federative Republic of Brazil 0 260,000 260,000 0.02% $255.45K
GO DADDY OP/FIN 0 270,000 270,000 0.02% $251.10K
Magnetite LI Ltd 0 250,000 250,000 0.02% $249.46K
CHTR 7 02/01/33 144A 0 235,000 235,000 0.02% $235.88K
JBS/FOODS/FOOD 0 225,000 225,000 0.02% $233.39K
Cyprium Corp / Cyprium Holdings Luxembourg Sarl 0 235,000 235,000 0.02% $232.09K
CoreWeave, Inc. 0 240,000 240,000 0.02% $230.40K
OMAN SULTANATE 6.75% 01/17/2048 144A 0 220,000 220,000 0.02% $228.49K
SOUTH AFRICA REPUBLIC OF 7.25% 12/11/2055 144A 0 250,000 250,000 0.02% $228.44K
Velocity Commercial Capital LLC 0 225,000 225,000 0.02% $224.44K
Petrobras Global Finance BV 0 280,000 280,000 0.02% $223.98K
GRUPPO SAN DONATO SPA 6.5% 10/31/2031 REGS 0 200,000 200,000 0.02% $223.81K
Magnera Corp. 0 240,000 240,000 0.02% $222.14K
Comision Federal de Electricidad 0 230,000 230,000 0.02% $221.74K
Six Flags Entertainment Corp.'s Wonderland Co./Millennium Operations LLC 0 220,000 220,000 0.02% $220.33K
USA PART/USA FIN 0 220,000 220,000 0.02% $218.59K
SFRFP 6.5 10/15/31 144A 0 225,000 225,000 0.02% $212.62K
Infinity Natural Resources LLC 0 210,000 210,000 0.02% $211.10K
EGYPT GOVERNMENT INTERNATIONAL BOND 144A LIFE 7.625% 05-29-32 0 220,000 220,000 0.02% $210.92K
OAK-Eagle Acquireco Inc 0 200,000 200,000 0.02% $209.50K
UAL 4.875 03/01/29 0 210,000 210,000 0.02% $206.06K
Advanced Drainage Systems Inc 0 210,000 210,000 0.02% $204.20K
INSTALLED BUILDING PRODUCTS IN COMPANY GUAR 144A 02/34 5.625 0 205,000 205,000 0.02% $200.15K
LHMC Finco 2 Sarl 0 165,000 165,000 0.02% $199.22K
ZF North America Capital Inc 6.88 04/23/2032 0 210,000 210,000 0.02% $198.76K
SAUDI ARAB OIL 0 210,000 210,000 0.02% $198.16K
TEAMSYSTEM SPA 5% 07/01/2031 REGS 0 185,000 185,000 0.02% $197.08K
ALLWYN ENTERTAINMENT FINANCING UK PLC 4.125% 02/15/2031 REGS 0 180,000 180,000 0.02% $195.78K
Emera U.S. Finance LLC 0 195,000 195,000 0.02% $195.23K
Aegis Lux 1a Sarl 0 170,000 170,000 0.02% $193.55K
Eroski S Coop 0 165,000 165,000 0.02% $192.18K
CWENA 5.75 01/15/34 144A 0 195,000 195,000 0.02% $190.86K
SFRFP 6.5 04/15/32 144A 0 200,000 200,000 0.02% $189.70K
BANCO BRADESCO SA/CAYMAN ISLAN SR UNSECURED 144A 01/31 5.375 0 190,000 190,000 0.02% $187.86K
Michaels Cos Inc/The 0 195,000 195,000 0.02% $181.84K
Romanian Government International Bond 0 190,000 190,000 0.02% $178.96K
L BRANDS INC 0 175,000 175,000 0.01% $172.18K
AXON ENT. INC 6.25% 0 160,000 160,000 0.01% $163.19K
Freedom Mortgage Holdings LLC 0 165,000 165,000 0.01% $162.42K
Corporacion Nacional del Cobre de Chile 0 160,000 160,000 0.01% $156.65K
Belden Inc 0 140,000 140,000 0.01% $155.64K
OneMain Finance Corp. 0 160,000 160,000 0.01% $155.27K
Belden, Inc. 0 140,000 140,000 0.01% $153.64K
SFRFP 6.875 07/15/32 144A 0 160,000 160,000 0.01% $151.60K
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC 0 135,000 135,000 0.01% $150.96K
OLYMPUS WATER US HOLDING CORPORATION 6.125% 02/15/2033 REGS 0 135,000 135,000 0.01% $149.91K
STWD 5.75 01/15/31 144A 0 150,000 150,000 0.01% $148.24K
Madison IAQ LLC 0 150,000 150,000 0.01% $146.42K
FR SD0778 0 168,747 168,747 0.01% $141.97K
FR SD8262 0 166,619 166,619 0.01% $140.57K
NEXTERA ENERGY 0 135,000 135,000 0.01% $139.94K
MARRIOTT INTL 0 145,000 145,000 0.01% $137.90K
UNITED AIRLINES HOLDINGS INC SR UNSEC 5.375% 03-01-31 0 140,000 140,000 0.01% $137.10K
ADVANCE AUTO PARTS REGD 144A P/P 7.37500000 0 130,000 130,000 0.01% $131.66K
Advance Auto Parts, Inc. 0 130,000 130,000 0.01% $131.62K
GRIFOLS SA REGD 144A P/P 4.75000000 0 130,000 130,000 0.01% $127.37K
PANAMA 0 130,000 130,000 0.01% $125.45K
Matador Resources Co 0 125,000 125,000 0.01% $124.06K
CHTR 7.375 02/01/36 144A 0 120,000 120,000 0.01% $119.41K
Venture Global LNG, Inc. 0 115,000 115,000 0.01% $114.57K
Nissan Motor Co. Ltd. 0 100,000 100,000 0.01% $114.56K
TKC Holdings Inc 0 110,000 110,000 0.01% $113.44K
Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC 0 110,000 110,000 0.01% $112.00K
WR GRACE HOLDINGS LLC SR SECURED 144A 08/33 7 0 115,000 115,000 0.01% $111.78K
Nomad Foods Bondco PLC 0 100,000 100,000 0.01% $111.01K
Graphic Packaging International, LLC 0 110,000 110,000 0.01% $109.55K
NORDSTROM INC SR SECURED 08/31 4.25 0 120,000 120,000 0.01% $108.11K
CSTM 6.375 08/15/32 144a 0 105,000 105,000 0.01% $105.87K
SOUTH AFRICA REPUBLIC OF 7.3% 04/20/2052 0 110,000 110,000 0.01% $101.75K
NWL 8.5 06/01/28 144A 0 95,000 95,000 0.01% $97.87K
UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 8.625% 06/15/2032 144A 0 90,000 90,000 0.01% $91.56K
Bath & Body Works, Inc. 0 90,000 90,000 0.01% $90.51K
INEOS FINANCE PLC SR SECURED 144A 05/28 6.75 0 90,000 90,000 0.01% $87.08K
STAPLES INC SR SECURED 144A 09/29 10.75 0 90,000 90,000 0.01% $83.51K
Dominican Republic International Bond 0 90,000 90,000 0.01% $83.48K
BMRN 5 1/2 02/15/34 0 85,000 85,000 0.01% $83.41K
HUB INTL LTD 0 85,000 85,000 0.01% $82.84K
Newell Brands Inc. 0 85,000 85,000 0.01% $81.62K
FTAI Aviation Ltd 0 75,000 75,000 0.01% $76.50K
WESCO Distribution Inc 0 70,000 70,000 0.01% $69.57K
TOUCAN FINCO LTD/TOUCAN FINCO SR SECURED 144A 05/30 9.5 0 75,000 75,000 0.01% $66.00K
ZAYO GRP. HLDGS. INC PIK 0 70,000 70,000 0.01% $65.38K
Kodiak Gas Services LLC 0 60,000 60,000 0.01% $60.35K
NORDSTROM INC SR SECURED 04/30 4.375 0 60,000 60,000 0.00% $56.04K
WESCO Distribution, Inc. 0 55,000 55,000 0.00% $54.21K
INEOS FINANCE PLC SR SECURED 144A 04/29 7.5 0 55,000 55,000 0.00% $53.35K
Bath & Body Works Inc 0 55,000 55,000 0.00% $52.66K
EquipmentShare.com Inc 0 50,000 50,000 0.00% $52.00K
Carnival Corp. 0 45,000 45,000 0.00% $45.56K
FMC CORP 0 40,000 40,000 0.00% $35.81K
ORGANON + CO/ORGANON FOR SR SECURED 144A 05/34 6.75 0 40,000 40,000 0.00% $35.50K
FMC CORP 0 40,000 40,000 0.00% $30.10K
SCIH SALT HOLDINGS INC SR SECURED 144A 05/28 4.875 0 30,000 30,000 0.00% $29.60K
ORGANON & CO/ORGANON FOR REGD 144A P/P 7.87500000 0 35,000 35,000 0.00% $28.81K
FMC V8.45 11/01/55 0 30,000 30,000 0.00% $19.28K
TITIM 6 09/30/34 0 15,000 15,000 0.00% $15.24K
JH North America Holdings Inc. 0 10,000 10,000 0.00% $9.97K
FN MA5972 0 2,395 2,395 0.00% $2.41K
UNITED STATES DOLLAR 0 44,007 44,007 0.00% $202
FUTURE - PHYSICALLY DELIVERED 0 327 327 -0.01% -$59.54K
TRS LQD 3M 04/15/2026/118708964/CHASGB2LXXX_C 0 64,522 64,522 -0.01% -$101.30K
Long: HYGMSS TRS USD R V 01MFEDL HYGMSS TRS USD R V 01MFEDL / Short: HYGMSS TRS USD P E HYG US SWAP 0 334,627 334,627 -0.03% -$351.74K
Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
FNCL 4 1/26 23,215,000 0 -23,215,000 0.00% -$22.02M
G2SF 5 1/26 14,715,000 0 -14,715,000 0.00% -$14.68M
FNCL 4.5 1/26 14,525,000 0 -14,525,000 0.00% -$14.18M
FNCL 5.5 1/26 13,745,000 0 -13,745,000 0.00% -$13.94M
G2SF 5.5 1/25 13,620,000 0 -13,620,000 0.00% -$13.75M
FNCL 3.5 1/26 9,600,000 0 -9,600,000 0.00% -$8.87M
FNCL 5 1/26 5,385,000 0 -5,385,000 0.00% -$5.37M
JBS USA/FOOD/GRP 3,530,000 0 -3,530,000 0.00% -$3.60M
STACR 2022-DNA6 M1B 144A FRN 09-25-42 3,266,000 0 -3,266,000 0.00% -$3.41M
FR SD8384 3,103,122 0 -3,103,122 0.00% -$3.19M
FNCL 2.5 1/26 3,145,000 0 -3,145,000 0.00% -$2.66M
UMBS, 30 Year 2,375,205 0 -2,375,205 0.00% -$2.44M
Republic of Indonesia, The Government of, The 35,178,000,000 0 -35,178,000,000 0.00% -$2.21M
BX Trust, Series 2025-LIFE, Class A 2,080,000 0 -2,080,000 0.00% -$2.11M
MPLX LP 2,140,000 0 -2,140,000 0.00% -$2.07M
Uniform Mortgage-Backed Securities 1,981,973 0 -1,981,973 0.00% -$2.04M
BANK OF AMER CRP 1,920,000 0 -1,920,000 0.00% -$2.00M
JPMORGAN CHASE 1,920,000 0 -1,920,000 0.00% -$1.98M
ENERGY TRANS 1,920,000 0 -1,920,000 0.00% -$1.98M
US BANCORP 1,920,000 0 -1,920,000 0.00% -$1.96M
WELLS FARGO CO 1,920,000 0 -1,920,000 0.00% -$1.95M
TRUIST FINANCIAL 1,920,000 0 -1,920,000 0.00% -$1.95M
CITIGROUP INC 1,920,000 0 -1,920,000 0.00% -$1.95M
Freddie Mac REMICS 1,893,314 0 -1,893,314 0.00% -$1.90M
MORGAN STANLEY 1,920,000 0 -1,920,000 0.00% -$1.89M
AT&T INC 1,920,000 0 -1,920,000 0.00% -$1.83M
SOUTHERN CO 1,760,000 0 -1,760,000 0.00% -$1.76M
Milos CLO, Ltd. 1,750,000 0 -1,750,000 0.00% -$1.75M
Federal Home Loan Mortgage Corporation 1,660,000 0 -1,660,000 0.00% -$1.70M
MFA 2025-NQM5 Trust 1,675,559 0 -1,675,559 0.00% -$1.68M
FR SD8368 1,612,284 0 -1,612,284 0.00% -$1.66M
FN MA5445 1,603,268 0 -1,603,268 0.00% -$1.65M
FR SD8447 1,600,413 0 -1,600,413 0.00% -$1.64M
WESTERN MIDSTRM 1,840,000 0 -1,840,000 0.00% -$1.58M
KINDER MORGAN 1,575,000 0 -1,575,000 0.00% -$1.52M
CHARTER COMM OPT 1,555,000 0 -1,555,000 0.00% -$1.49M
Federal National Mortgage Association, Inc. 1,436,655 0 -1,436,655 0.00% -$1.46M
Federal National Mortgage Association REMICS 1,442,670 0 -1,442,670 0.00% -$1.45M
Hilton Grand Vacations Trust, Series 2025-2A, Class B 1,410,186 0 -1,410,186 0.00% -$1.42M
Navient Private Education Refi Loan Trust, Series 2024-A, Class A 1,355,968 0 -1,355,968 0.00% -$1.39M
Gracie Point International Funding LLC, Series 2024-1A, Class A 1,365,000 0 -1,365,000 0.00% -$1.37M
DIAMONDBACK ENER 1,325,000 0 -1,325,000 0.00% -$1.36M
CVS Health Corp. 1,295,000 0 -1,295,000 0.00% -$1.36M
ENTERPRISE PRODU 1,325,000 0 -1,325,000 0.00% -$1.35M
Egypt Government International Bond 1,350,000 0 -1,350,000 0.00% -$1.34M
ONEOK INC 1,325,000 0 -1,325,000 0.00% -$1.34M
BVCLN 2025-EDU1 B 1,279,074 0 -1,279,074 0.00% -$1.28M
FYBR 2023-1 A2 144A 6.6% 08-20-53 1,237,000 0 -1,237,000 0.00% -$1.25M
Federal National Mortgage Association, Inc. 1,308,042 0 -1,308,042 0.00% -$1.24M
ATHENE HOLDING 1,195,000 0 -1,195,000 0.00% -$1.19M
MSWF 2023-2 A5 1,080,000 0 -1,080,000 0.00% -$1.17M
BMARK 2024-V8 B FRN 07-15-57 1,088,000 0 -1,088,000 0.00% -$1.15M
FR RQ0056 1,130,011 0 -1,130,011 0.00% -$1.15M
EXPAND ENRGY 1,100,000 0 -1,100,000 0.00% -$1.14M
Frontier Issuer LLC, Series 2024-1, Class B 1,091,000 0 -1,091,000 0.00% -$1.14M
Nationwide Building Society 4.13 10/18/2032 1,115,000 0 -1,115,000 0.00% -$1.11M
SDAL Trust 2025-DAL 1,087,000 0 -1,087,000 0.00% -$1.10M
C V3.875 PERP X 1,081,000 0 -1,081,000 0.00% -$1.08M
HILTON USA TRUST 2016-HHV HILT 2016-HHV D 1,081,000 0 -1,081,000 0.00% -$1.07M
ENBRIDGE INC 1,015,000 0 -1,015,000 0.00% -$1.05M
Sotheby's Artfi Master Trust, Series 2024-1A, Class D 1,045,000 0 -1,045,000 0.00% -$1.05M
LV Trust 2024-SHOW 1,016,000 0 -1,016,000 0.00% -$1.02M
BLP Commercial Mortgage Trust, Series 2025-IND, Class A 1,020,546 0 -1,020,546 0.00% -$1.02M
FN CB7736 986,866 0 -986,866 0.00% -$1.01M
TICP CLO VII, Ltd. 1,000,000 0 -1,000,000 0.00% -$1.00M
TPMT 2024-CES1 A1A 961,806 0 -961,806 0.00% -$965.35K
Federal National Mortgage Association, Inc. 930,027 0 -930,027 0.00% -$956.34K
Republic of Indonesia, The Government of, The 15,241,000,000 0 -15,241,000,000 0.00% -$944.26K
TENNESSEE GAS PIPELINE REGD 144A P/P 2.90000000 985,000 0 -985,000 0.00% -$929.30K
NAVSL 2021-A A 144A 0.84% 05-15-69 1,004,450 0 -1,004,450 0.00% -$926.20K
VIRGIN MEDIA VFN 705,000 0 -705,000 0.00% -$924.17K
BANK OF AMER CRP 880,000 0 -880,000 0.00% -$909.08K
ELM Trust, Series 2024-ELM, Class D10 900,000 0 -900,000 0.00% -$904.81K
HPEFS EQUIP TR 2024-2A D 5.82% 04/20/2032 144A 886,000 0 -886,000 0.00% -$904.50K
FN FA0685 868,096 0 -868,096 0.00% -$892.66K
BAYVIEW OPPORTUNITY MASTER FUND VII 2025-EDU1 LLC BVCLN 2025-EDU1 A 865,991 0 -865,991 0.00% -$868.27K
FR SD8350 753,728 0 -753,728 0.00% -$776.12K
PROVINCE OF ALBERTA CANADA 1,220,000 0 -1,220,000 0.00% -$774.83K
MVW LLC 773,259 0 -773,259 0.00% -$772.43K
FREDDIE MAC POOL FR SD6652 835,170 0 -835,170 0.00% -$771.90K
CORPORACION NACIONAL DEL COBRE DE CHILE 3.15% 01/14/2030 144A 805,000 0 -805,000 0.00% -$764.04K
UMBS, 30 Year 719,090 0 -719,090 0.00% -$740.45K
FR SD8489 757,783 0 -757,783 0.00% -$740.10K
ONE 2021-PARK MORTGAGE TRUST TSFR1M+186.448 03/15/2036 144A 776,000 0 -776,000 0.00% -$733.48K
Imperial Brands Finance PLC 710,000 0 -710,000 0.00% -$729.07K
AVIS BUDGET RENTCAR FDG AE LLC 4.95% 02/20/2030 144A 727,000 0 -727,000 0.00% -$728.06K
LYB INT FIN III 725,000 0 -725,000 0.00% -$722.61K
PFS FINANCING CORP SER 2025-B CL A REGD 144A P/P 4.85000000 708,000 0 -708,000 0.00% -$720.97K
Global Atlantic (Fin) Co. 685,000 0 -685,000 0.00% -$707.29K
FREDDIE MAC POOL FR SD8487 736,909 0 -736,909 0.00% -$699.15K
OCCIDENTAL PETE 675,000 0 -675,000 0.00% -$689.77K
Republic of Indonesia, The Government of, The 11,056,000,000 0 -11,056,000,000 0.00% -$685.84K
FR SD8496 662,861 0 -662,861 0.00% -$680.43K
Federal National Mortgage Association, Inc. 690,612 0 -690,612 0.00% -$675.15K
Avis Budget Rental Car Funding AESOP LLC, Series 2024-1A, Class C 650,000 0 -650,000 0.00% -$671.60K
Wells Fargo & Co., Series BB 625,000 0 -625,000 0.00% -$622.68K
DEVON ENERGY CORP SR UNSECURED 09/54 5.75 675,000 0 -675,000 0.00% -$620.47K
SPACE COAST CREDIT UNION SCCU 2025 1A A4 144A 608,000 0 -608,000 0.00% -$617.16K
Crown Communication Inc. 616,000 0 -616,000 0.00% -$612.20K
Foundation Finance Trust, Series 2025-1A, Class A 604,491 0 -604,491 0.00% -$611.13K
SYNH 9 10/01/30 144A 560,000 0 -560,000 0.00% -$597.75K
EQS 2024-1C A 144A 6.05% 01-20-31 580,333 0 -580,333 0.00% -$587.22K
WESTERN GAS PART 665,000 0 -665,000 0.00% -$585.85K
Wells Fargo Commercial Mortgage Trust, Series 2024-1CHI, Class C 579,000 0 -579,000 0.00% -$584.89K
Government National Mortgage Association 570,863 0 -570,863 0.00% -$572.66K
Space Coast Credit Union 556,000 0 -556,000 0.00% -$560.28K
FR SD8432 542,232 0 -542,232 0.00% -$556.63K
IP Mortgage Trust, Series 2025-IP, Class A 515,000 0 -515,000 0.00% -$523.97K
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 505,000 0 -505,000 0.00% -$523.03K
Avis Budget Rental Car Funding AESOP LLC, Series 2025-2A, Class B 495,000 0 -495,000 0.00% -$504.20K
PACIFIC GAS&ELEC 485,000 0 -485,000 0.00% -$499.12K
BANK5 2025-5YR17 C FRN 11-15-58 494,000 0 -494,000 0.00% -$495.18K
BVCLN 2025-EDU1 C 493,661 0 -493,661 0.00% -$493.66K
FR RQ0057 480,384 0 -480,384 0.00% -$493.11K
Government National Mortgage Association, Series 2020-151, Class MI 3,418,843 0 -3,418,843 0.00% -$489.14K
U.S. Bank National Association 486,372 0 -486,372 0.00% -$484.35K
TRFIG 2024-1A A2 477,000 0 -477,000 0.00% -$483.04K
Republic of Indonesia, The Government of, The 7,626,000,000 0 -7,626,000,000 0.00% -$482.80K
UMBS 452,274 0 -452,274 0.00% -$465.71K
MVW LLC, Series 2025-1A, Class B 454,901 0 -454,901 0.00% -$461.69K
SUMITOMO MITSUI 455,000 0 -455,000 0.00% -$451.77K
Bayview Opportunity Master Fund VII 2025-EDU1 LLC 451,056 0 -451,056 0.00% -$451.05K
HSBC Holdings PLC 450,000 0 -450,000 0.00% -$450.00K
COMMSCOPE LLC REGD 144A P/P 9.50000000 445,000 0 -445,000 0.00% -$449.45K
EXTRA SPACE STOR 435,000 0 -435,000 0.00% -$439.32K
Uniform Mortgage-Backed Securities 415,710 0 -415,710 0.00% -$428.06K
MINERVA MERGER SUB INC 425,000 0 -425,000 0.00% -$425.42K
RCM 6.875 11/15/31 144A 410,000 0 -410,000 0.00% -$422.50K
CONE Trust, Series 2024-DFW1, Class A 416,000 0 -416,000 0.00% -$415.35K
BANK5 2024-5YR5 394,000 0 -394,000 0.00% -$410.95K
VM CONSOLIDATED INC REGD 144A P/P 5.50000000 405,000 0 -405,000 0.00% -$403.14K
Comstock Resources, Inc. 401,000 0 -401,000 0.00% -$400.59K
BX Commercial Mortgage Trust 2024-XL4 390,703 0 -390,703 0.00% -$390.46K
WEC ENERGY GROUP 385,000 0 -385,000 0.00% -$387.37K
SDART 2024-1 C 5.45% 03-15-30 379,000 0 -379,000 0.00% -$383.39K
SoftBank Group Corp. 310,000 0 -310,000 0.00% -$371.85K
USCLN 2025-SUP1 D 363,003 0 -363,003 0.00% -$362.10K
PNC Financial Services Group, Inc. (The) 360,000 0 -360,000 0.00% -$357.18K
MSWF Commercial Mortgage Trust 2023-1 329,000 0 -329,000 0.00% -$341.55K
UMBS 327,294 0 -327,294 0.00% -$337.45K
BMARK 2023-B40 C FRN 12-15-56 321,000 0 -321,000 0.00% -$336.15K
SPX FLOW INC REGD 144A P/P 8.75000000 320,000 0 -320,000 0.00% -$329.82K
Arqiva Broadcast Finance PLC 237,000 0 -237,000 0.00% -$329.23K
BROPAR 5.875 04/15/29 144A 320,000 0 -320,000 0.00% -$318.91K
FNMA UMBS, 30 Year 310,940 0 -310,940 0.00% -$315.37K
FNMA UMBS, 30 Year 330,202 0 -330,202 0.00% -$314.73K
VSTJET 6.375% Sr Unsecured Nts due 2030 144A 325,000 0 -325,000 0.00% -$309.16K
Avis Budget Rental Car Funding AESOP LLC, Series 2025-2A, Class C 299,000 0 -299,000 0.00% -$308.03K
FR SD8343 298,774 0 -298,774 0.00% -$307.65K
CORPBOND 295,000 0 -295,000 0.00% -$305.36K
BX Commercial Mortgage Trust, Series 2023-XL3, Class D 304,304 0 -304,304 0.00% -$304.11K
Opal Bidco SAS 290,000 0 -290,000 0.00% -$296.31K
CVS HEALTH CORP 315,000 0 -315,000 0.00% -$296.04K
Freddie Mac REMICS 1,508,429 0 -1,508,429 0.00% -$290.26K
FNMA Pool #FS3526 299,424 0 -299,424 0.00% -$285.58K
NOBLE FIN. II LLC 8.00% 275,000 0 -275,000 0.00% -$285.40K
BANK 2021-BNK38 3.21677%/VAR 12/15/2064 343,000 0 -343,000 0.00% -$280.51K
Iron Mountain Incorporated 244,000 0 -244,000 0.00% -$278.17K
GSAR 2025-1A B 269,000 0 -269,000 0.00% -$274.82K
CROSSCOUNTRY INTER SR UNSECURED 144A 10/30 6.5 270,000 0 -270,000 0.00% -$274.56K
HE 6 10/01/33 144A 270,000 0 -270,000 0.00% -$272.70K
ONE 2021-PARK MORTGAGE TRUST TSFR1M+161.448 03/15/2036 144A 278,000 0 -278,000 0.00% -$266.27K
Maison Finco PLC 199,000 0 -199,000 0.00% -$265.94K
BVCLN 2024-EDU1 C 256,805 0 -256,805 0.00% -$256.67K
Telefonica Europe BV 200,000 0 -200,000 0.00% -$254.43K
TIHLLC 7 1/8 06/01/31 245,000 0 -245,000 0.00% -$253.97K
MSWF COMMERCIAL MORTGAGE TRUST 23-2 C VAR 12/15/2056 240,000 0 -240,000 0.00% -$253.67K
Engineering S.R.L. 200,000 0 -200,000 0.00% -$248.22K
PFSI 6.875 02/15/33 144A 235,000 0 -235,000 0.00% -$244.87K
JBS USA/FOOD/GRP 225,000 0 -225,000 0.00% -$236.92K
NAVCOR 6.875 10/01/33 144A 245,000 0 -245,000 0.00% -$236.88K
GTE 9 1/2 10/15/29 340,000 0 -340,000 0.00% -$236.30K
RB Global Holdings Inc. 220,000 0 -220,000 0.00% -$229.76K
Fedrigoni S.P.A. 200,000 0 -200,000 0.00% -$229.05K
NAVSL 2021-BA A 144A 0.94% 07-15-69 237,984 0 -237,984 0.00% -$217.01K
TKC HOLDINGS INC REGD 144A P/P 6.87500000 215,000 0 -215,000 0.00% -$216.56K
JP Morgan Mortgage Trust Series 2024-4 209,225 0 -209,225 0.00% -$209.34K
Gobierno de la Republica del Ecuador 210,438 0 -210,438 0.00% -$207.70K
PFSI 6.75 02/15/34 144A 200,000 0 -200,000 0.00% -$206.43K
TRUIST FINANCIAL 205,000 0 -205,000 0.00% -$206.31K
HWDGRP 7.25 02/15/31 144A 200,000 0 -200,000 0.00% -$205.99K
NBR 7.625 11/15/32 144A 205,000 0 -205,000 0.00% -$201.35K
FN MA5529 206,123 0 -206,123 0.00% -$201.31K
BLP Commercial Mortgage Trust 2025-IND 202,013 0 -202,013 0.00% -$200.63K
LVLT 4.875 06/15/29 144A 200,000 0 -200,000 0.00% -$195.00K
FNMA POOL MA5792 FN 08/55 FIXED 5.5 191,592 0 -191,592 0.00% -$194.32K
SM ENERGY CO SR UNSECURED 144A 08/32 7 190,000 0 -190,000 0.00% -$186.38K
Freddie Mac Pool 4.50 11/01/2054 177,266 0 -177,266 0.00% -$173.13K
NOVELIS CORP REGD 144A P/P 6.37500000 170,000 0 -170,000 0.00% -$172.20K
GOLDSTORY SASU 6.75% 02/01/2030 REGS 140,000 0 -140,000 0.00% -$170.49K
GRMPAC 7 1/8 08/15/28 170,000 0 -170,000 0.00% -$169.64K
Federal National Mortgage Association, Inc. 1,500,097 0 -1,500,097 0.00% -$163.27K
IQVIA INC REGD 144A P/P 6.50000000 155,000 0 -155,000 0.00% -$160.59K
IQVIA INC REGD 144A P/P 6.25000000 150,000 0 -150,000 0.00% -$156.75K
FR SD6654 160,092 0 -160,092 0.00% -$148.02K
HOWDEN UK REFINANCE / US REGD 144A P/P 8.12500000 140,000 0 -140,000 0.00% -$144.20K
MIK 7.875 05/01/29 144A 155,000 0 -155,000 0.00% -$142.30K
Sierra Timeshare Receivables Funding LLC, Series 2021-1A, Class B 138,643 0 -138,643 0.00% -$138.36K
TKC HOLDINGS INC REGD 144A P/P 10.50000000 135,000 0 -135,000 0.00% -$138.13K
CCG RECEIVABLES TRUST. 4.69% 10/14/2032 144A 135,000 0 -135,000 0.00% -$136.58K
ACRISURE LLC / FIN INC SR UNSECURED 144A 06/29 8.5 130,000 0 -130,000 0.00% -$135.68K
Fiber Midco SpA 148,599 0 -148,599 0.00% -$132.50K
MIK 5.25 05/01/28 144A 135,000 0 -135,000 0.00% -$129.79K
Food Service Project SL 110,000 0 -110,000 0.00% -$129.43K
Motion Finco SARL 120,000 0 -120,000 0.00% -$127.63K
Goldstory SAS 100,000 0 -100,000 0.00% -$121.59K
ONEMAIN FIN. CORP 6.50% 120,000 0 -120,000 0.00% -$120.90K
GTES 6.875 07/01/29 144A 115,000 0 -115,000 0.00% -$119.14K
Cheplapharm Arzneimittel GmbH 100,000 0 -100,000 0.00% -$116.64K
BVCLN 2024-EDU1 D 108,562 0 -108,562 0.00% -$110.92K
TIBX 6.625 08/15/33 144A 105,000 0 -105,000 0.00% -$103.95K
CROSSCOUNTRY INTER REGD 144A P/P 6.75000000 95,000 0 -95,000 0.00% -$96.49K
Sierra Timeshare Receivables Funding LLC, Series 2021-2A, Class C 94,801 0 -94,801 0.00% -$93.81K
ONEMAIN FIN. CORP 6.75% 90,000 0 -90,000 0.00% -$91.14K
BCP V Modular Services Finance PLC 100,000 0 -100,000 0.00% -$90.75K
Sierra Timeshare Receivables Funding LLC, Series 2021-2A, Class D 80,848 0 -80,848 0.00% -$80.04K
NAVCOR 8.5 03/15/30 144A 75,000 0 -75,000 0.00% -$78.50K
JPM V3.65 PERP KK 65,000 0 -65,000 0.00% -$64.62K
Republic of Indonesia, The Government of, The 1,062,000,000 0 -1,062,000,000 0.00% -$63.83K
AXALTA COATING SYSTEMS DUTCH HOLDING B BV 7.25% 02/15/2031 144A 60,000 0 -60,000 0.00% -$63.13K
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 6.50 10/01/2031 50,000 0 -50,000 0.00% -$51.53K
WYNN RESORTS FIN LLC / CAP CORP 6.25% 03/15/2033 144A 50,000 0 -50,000 0.00% -$51.01K
SM Energy Company 40,000 0 -40,000 0.00% -$41.22K
ACRISURE LLC / FIN INC SR UNSECURED 144A 02/29 8.25 15,000 0 -15,000 0.00% -$15.54K
TRS 245,163 0 -245,163 0.00% $4.60K
TOTAL RETURN SWAP - INDEX 64,522 0 -64,522 0.00% $47.10K
Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
JNL Government Money Market Fund 22,595,993 44,996,629 22,400,636 3.87% $22.40M
JNL Government Money Market Fund - Class SL 12,801,997 20,021,394 7,219,397 1.72% $7.22M
V/E JPM EM L C B 422,681 631,131 208,450 1.36% $4.93M
SAUDI ARAB OIL 1,530,000 2,555,000 1,025,000 0.22% $959.99K
Qatar, The Amiri Diwan of The State of 985,000 2,010,000 1,025,000 0.17% $1.00M
The PNC Financial Services Group, Inc. 1,990,000 2,060,000 70,000 0.17% $74.30K
Republic of Cote d'Ivoire 280,000 1,950,000 1,670,000 0.17% $1.67M
SOUTH AFRICA REPUBLIC OF 5.75% 09/30/2049 2,310,000 2,530,000 220,000 0.17% $8.25K
Dominican Republic International Bond 1,420,000 1,720,000 300,000 0.15% $225.75K
ALLIANT ENERGY 1,145,000 1,695,000 550,000 0.14% $504.53K
Egypt Government International Bonds 805,000 1,740,000 935,000 0.14% $807.10K
Peruvian Government International Bond 4,837,000 5,269,000 432,000 0.13% $17.77K
UNITED STATES DOLLAR 1,672,341,752 6,303,437,200 4,631,095,448 0.13% $1.66M
Presidencia da Republica 440,000 1,370,000 930,000 0.12% $906.45K
SAUDI INT BOND 275,000 1,280,000 1,005,000 0.11% $1.03M
REPUBLIC OF COLOMBIA SR UNSECURED 11/54 8.375 280,000 1,195,000 915,000 0.11% $944.51K
CHARTER COMM OPT 620,000 1,621,000 1,001,000 0.10% $739.27K
Egypt Government International Bond 8.50 01/31/2047 895,000 1,325,000 430,000 0.10% $261.82K
Rogers Communications Inc. 430,000 1,070,000 640,000 0.09% $641.07K
SOUTH AFRICA REPUBLIC OF 7.1% 11/19/2036 144A 850,000 1,020,000 170,000 0.09% $131.11K
REPUBLIC OF GHANA SR UNSECURED 144A 07/29 VAR 525,000 1,089,375 564,375 0.09% $520.46K
Republic of Cote d'Ivoire 50,000 980,000 930,000 0.09% $947.74K
MDGH GMTN RSC Ltd 440,000 1,025,000 585,000 0.08% $533.12K
ALPHA GENERATION LLC SR UNSECURED 144A 10/32 6.75 895,000 915,000 20,000 0.08% $2.73K
AMKR 5.875 10/01/33 144A 460,000 915,000 455,000 0.08% $440.71K
Carnival Corp. 650,000 900,000 250,000 0.08% $235.32K
Rocket Cos., Inc. 230,000 865,000 635,000 0.07% $632.95K
WAND NEWCO 3 INC SR SECURED 144A 01/32 7.625 400,000 850,000 450,000 0.07% $446.53K
POWSOL 6.75 09/15/32 144A 505,000 855,000 350,000 0.07% $338.04K
Global Medical Response Inc 480,000 825,000 345,000 0.07% $357.46K
Venture Global LNG Inc 610,000 795,000 185,000 0.07% $220.43K
WINDSOR HOLDINGS III LLC SR SECURED 144A 06/30 8.5 560,000 785,000 225,000 0.07% $219.66K
AMNTEC 7.25 08/01/32 144A 550,000 775,000 225,000 0.07% $223.59K
1261229 BC Ltd 640,000 760,000 120,000 0.07% $112.21K
EquipmentShare.com Inc 270,000 745,000 475,000 0.07% $485.97K
CAPSTONE COPPER CORP REGD 144A P/P 6.75000000 425,000 740,000 315,000 0.06% $294.13K
PATRICK INDUSTRIES INC REGD 144A P/P 6.37500000 435,000 720,000 285,000 0.06% $273.85K
HRI 7.25 06/15/33 144A 417,000 682,000 265,000 0.06% $256.48K
SEMPRA 660,000 695,000 35,000 0.06% $23.44K
GOAT HOLDCO LLC SR SECURED 144A 02/32 6.75 325,000 695,000 370,000 0.06% $363.75K
IHO Verwaltungs GmbH 415,000 585,000 170,000 0.06% $182.24K
FORVIA SE SR UNSECURED 144A 09/33 6.75 335,000 705,000 370,000 0.06% $343.54K
Unibail-Rodamco-Westfield SE 500,000 600,000 100,000 0.06% $87.36K
CACI International Inc. 190,000 670,000 480,000 0.06% $485.55K
FIEMEX Energia - Banco Actinver S.A. Institucion de Banca Multiple 183,244 678,498 495,254 0.06% $486.68K
Benteler International Aktiengesellschaft 365,000 565,000 200,000 0.06% $217.59K
ARGENTINA 740,000 920,000 180,000 0.06% $112.95K
SCIH SALT HOLDINGS INC REGD 144A P/P 6.62500000 155,000 655,000 500,000 0.06% $496.51K
PSDO 7.5 06/01/31 144A 330,000 650,000 320,000 0.06% $301.98K
MAUSER PACKAGING SOLUT SR SECURED 144A 04/30 7.875 410,000 630,000 220,000 0.05% $221.49K
XPO INC REGD 144A P/P 7.12500000 540,000 605,000 65,000 0.05% $55.37K
TRIVIUM PACK FIN 235,000 593,000 358,000 0.05% $369.22K
United Parks And Resorts Inc. 430,000 640,000 210,000 0.05% $193.05K
GOLAR LNG LTD SR UNSECURED 144A 10/30 7.5 375,000 600,000 225,000 0.05% $245.21K
LB 6.25 12/01/30 144A 295,000 590,000 295,000 0.05% $295.71K
BEACH ACQUISITION BIDCO LLC 5.25% 07/15/2032 REGS 375,000 533,000 158,000 0.05% $139.19K
Presidencia da Republica 205,000 3,205,000 3,000,000 0.05% $536.42K
AVNT 6.25 11/01/31 144A 310,000 565,000 255,000 0.05% $250.78K
Olympus Water US Holding Corporation 300,000 595,000 295,000 0.05% $268.86K
AHEDBB 6.625 05/01/28 144A 375,000 570,000 195,000 0.05% $181.36K
Six Flags Operations Inc. 345,000 545,000 200,000 0.05% $196.49K
MTW 9.25 10/01/31 144A 280,000 515,000 235,000 0.05% $237.20K
SHIFT4 PAYMENTS LLC / SHIFT4 P COMPANY GUAR 144A 08/32 6.75 410,000 545,000 135,000 0.05% $113.14K
TEX 6.25 10/15/32 144A 460,000 525,000 65,000 0.05% $56.59K
KALU 5.875 03/01/34 144A 360,000 530,000 170,000 0.04% $157.50K
Fnac Darty SA 325,000 425,000 100,000 0.04% $109.52K
EDGE FINCO PLC 8.125% 08/15/2031 REGS 260,000 360,000 100,000 0.04% $120.02K
CVT 8 06/15/30 144A 420,000 515,000 95,000 0.04% $59.37K
WR GRACE HOLDINGS LLC SR SECURED 144A 08/32 6.625 200,000 495,000 295,000 0.04% $280.27K
Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl 275,000 375,000 100,000 0.04% $118.87K
TRANSOCEAN LTD 215,000 450,000 235,000 0.04% $255.47K
Mehilainen Yhtiot OYJ 315,000 415,000 100,000 0.04% $102.20K
American Airlines Inc/AAdvantage Loyalty IP Ltd 415,000 480,000 65,000 0.04% $53.99K
GWCN 6.5 01/15/31 144A 245,000 470,000 225,000 0.04% $224.88K
REZI 6.5 07/15/32 144A 335,000 480,000 145,000 0.04% $129.61K
Blackstone Mortgage Trust Inc 380,000 445,000 65,000 0.04% $61.81K
New Immo Holding SA 300,000 400,000 100,000 0.04% $95.14K
Cloud Software Group, Inc. 310,000 475,000 165,000 0.04% $147.17K
Deutsche Lufthansa Aktiengesellschaft 300,000 400,000 100,000 0.04% $86.26K
UWM HOLDINGS LLC REGD 144A P/P 6.25000000 85,000 495,000 410,000 0.04% $365.57K
SKX 10 07/15/33 144a 400,000 421,619 21,619 0.04% $7.61K
Wintershall Dea GmbH 300,000 400,000 100,000 0.04% $102.50K
ST 6.625 07/15/32 144A 390,000 420,000 30,000 0.04% $20.35K
FOCUS FINL. PARTNER 6.75% 195,000 430,000 235,000 0.04% $226.74K
GEN DIGITAL INC SR UNSECURED 144A 04/33 6.25 385,000 430,000 45,000 0.04% $23.06K
Froneri Lux Topco S.a r.l. 280,000 380,000 100,000 0.04% $84.02K
TransDigm Inc 320,000 410,000 90,000 0.04% $81.60K
Windstream Services LLC 195,000 395,000 200,000 0.04% $209.71K
ELLUCIAN HOLDINGS INC SR SECURED 144A 12/29 6.5 150,000 420,000 270,000 0.04% $257.14K
South Africa, Parliament of 4,261,691 7,540,098 3,278,407 0.03% $156.87K
ARDAGH METAL PACKAGING SR SECURED 144A 01/31 6.25 90,000 400,000 310,000 0.03% $304.47K
WBI Operations LLC 175,000 395,000 220,000 0.03% $217.47K
CELANESE US HOLDINGS LLC /EUR/ REGD 5.00000000 245,000 345,000 100,000 0.03% $108.77K
SOFTBANK GROUP CORP 5.25% 10/10/2029 REGS 235,000 335,000 100,000 0.03% $100.72K
REPUBLIC OF ANGOLA SR UNSECURED 144A 10/35 9.875 190,000 380,000 190,000 0.03% $191.90K
USD/CAD FORWARD 4,107,534 26,781,810 22,674,275 0.03% $370.14K
ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP 6% 06/01/2029 144A 260,000 390,000 130,000 0.03% $119.84K
CORPBOND 305,000 370,000 65,000 0.03% $58.22K
ALBERTSONS COS/SAFEWAY SR UNSECURED 144A 03/34 5.75 270,000 380,000 110,000 0.03% $100.82K
CQP HOLDCO LP/BIP V CHIN SR SECURED 144A 06/31 5.5 315,000 380,000 65,000 0.03% $58.90K
HUB INTL. LTD 7.375% 60,000 360,000 300,000 0.03% $304.10K
PETSMART LLC/PETSMART FI SR SECURED 144A 09/32 7.5 325,000 355,000 30,000 0.03% $26.34K
Ontex Group NV 235,000 335,000 100,000 0.03% $81.87K
Jane Street Group / JSG Finance Inc. 100,000 335,000 235,000 0.03% $235.76K
Level 3 Financing, Inc. 235,000 325,000 90,000 0.03% $90.07K
Jane Street Group / JSG Finance Inc. 235,000 315,000 80,000 0.03% $76.94K
TRANSOCEAN LTD 155,000 305,000 150,000 0.03% $158.85K
TransDigm, Inc. 275,000 310,000 35,000 0.03% $26.68K
Romanian Government International Bond 60,000 310,000 250,000 0.03% $244.36K
UKRAINE GOVT MULTI 2/35 189,913 584,913 395,000 0.03% $192.14K
Zayo Group Holdings Inc 262,146 282,146 20,000 0.02% $31.08K
CIACN 7.875 07/15/32 144A 255,000 265,000 10,000 0.02% $4.91K
TRIVIUM PACK FIN 195,000 250,000 55,000 0.02% $57.51K
CCO Holdings, LLC/CCO Holdings Capital Corp. 245,000 265,000 20,000 0.02% $18.05K
Atos SE 175,000 224,662 49,662 0.02% $41.21K
Venture Global LNG Inc 90,000 235,000 145,000 0.02% $153.57K
United Group BV 100,000 200,000 100,000 0.02% $111.87K
SFRFP 6.875 10/15/30 144A 154,020 242,439 88,419 0.02% $82.40K
VZ SECURED FINANCING BV 5.25% 01/15/2033 REGS 135,000 215,000 80,000 0.02% $73.42K
UNITI GRP. LP / UNI 6.50% 225,000 235,000 10,000 0.02% $11.56K
CIPHER COMPUTE LLC SR SECURED 144A 11/30 7.125 180,000 185,000 5,000 0.02% $8.14K
GMABDC 6.25 12/15/32 144A 115,000 165,000 50,000 0.01% $51.26K
CELANESE US HLDS 25,000 155,000 130,000 0.01% $138.66K
CELANESE US HLDS 25,000 155,000 130,000 0.01% $135.79K
CYH 10.875 01/15/32 144A 50,000 149,000 99,000 0.01% $105.08K
CELANESE US HLDS 55,000 150,000 95,000 0.01% $100.60K
PFGC 6.125 09/15/32 144A 115,000 125,000 10,000 0.01% $6.74K
Venture Global LNG, Inc. 70,000 95,000 25,000 0.01% $30.15K
K Hovnanian Enterprises Inc 90,000 95,000 5,000 0.01% $2.31K
UNITED STATES DOLLAR 37,512,465 448,411,802 410,899,337 0.00% $2.33K
UNITED STATES DOLLAR 506,209,054 1,016,992,360 510,783,306 0.00% -$11.74K
OPTION BOOKED AS A FUTURE 46 48 2 0.00% -$13.78K
WHEAT SEP 26 764 1,072 308 -0.06% -$395.28K
Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
JAPAN GOVT 30-YR 1,712,600,000 859,700,000 -852,900,000 0.43% -$5.62M
GOLDMAN SACHS GP 5,230,000 3,850,000 -1,380,000 0.32% -$1.46M
STARWOOD MORTGAGE RESIDENTIAL TRUST 2021 5 3,824,308 3,781,849 -42,459 0.28% -$84.71K
MS V4.892 10/22/36 I 3,765,000 2,905,000 -860,000 0.24% -$924.83K
FR SD8438 2,854,289 2,665,826 -188,463 0.23% -$214.09K
Verus Securitization Trust, Series 2021-6, Class A1 3,164,078 3,038,235 -125,842 0.23% -$144.61K
JPMORGAN CHASE 3,560,000 2,700,000 -860,000 0.23% -$913.61K
FN MA5530 2,664,077 2,583,362 -80,715 0.22% -$110.15K
Federal National Mortgage Association, Inc. 2,805,703 2,476,437 -329,266 0.21% -$338.24K
Freddie Mac REMICS 2,619,417 2,473,580 -145,837 0.21% -$158.64K
FN MA5106 2,493,985 2,425,904 -68,081 0.21% -$94.40K
Federal National Mortgage Association, Inc. 2,851,210 2,799,353 -51,856 0.20% -$55.66K
Sedgwick CMS Term Loan B 250 2031-07-01 2,425,162 2,413,006 -12,156 0.20% -$66.19K
Federal National Mortgage Association, Inc. 2,491,065 2,457,501 -33,563 0.20% -$55.01K
Freddie Mac Pool 2,437,310 2,387,360 -49,950 0.20% -$77.63K
Federal National Mortgage Association REMICS 2,605,296 2,299,549 -305,747 0.20% -$311.63K
FN MA4978 2,401,977 2,330,343 -71,633 0.20% -$99.18K
Federal National Mortgage Association REMICS 2,506,377 2,236,550 -269,827 0.19% -$272.67K
FREDDIE MAC FHLMC_5551 2,512,240 2,193,325 -318,915 0.19% -$316.36K
FR SD8431 2,352,894 2,198,884 -154,010 0.19% -$176.37K
Federal National Mortgage Association, Inc. 2,212,870 2,111,842 -101,028 0.19% -$116.69K
FNMA POOL FS1381 FN 03/52 FIXED VAR 2,486,832 2,437,077 -49,756 0.18% -$56.07K
FNMA UMBS, 30 Year 2,245,069 2,189,512 -55,557 0.18% -$78.72K
FN MA5700 2,270,557 2,108,410 -162,146 0.18% -$184.31K
Federal Home Loan Mortgage Corporation 2,514,012 2,090,809 -423,203 0.18% -$423.90K
Lyra Music Assets Delaware LP, Series 2025-1A, Class A2 2,416,000 2,072,393 -343,607 0.18% -$341.35K
FN MA5470 2,130,752 1,978,821 -151,930 0.17% -$174.17K
FR SD8288 2,022,638 1,975,640 -46,998 0.17% -$70.07K
BANK OF AMER CRP 2,720,000 1,860,000 -860,000 0.16% -$936.07K
FN MA5353 1,945,599 1,832,762 -112,837 0.16% -$131.24K
GA GLOBAL FNDING 2,055,000 1,789,000 -266,000 0.15% -$325.19K
Freddie Mac REMICS 1,855,107 1,738,759 -116,348 0.15% -$113.49K
Freddie Mac Pool 1,754,131 1,702,382 -51,748 0.15% -$68.15K
Federal National Mortgage Association, Inc. 2,056,778 2,023,043 -33,734 0.15% -$37.04K
FN MA4868 1,738,133 1,687,444 -50,689 0.14% -$68.06K
Uniform Mortgage-Backed Securities 1,896,670 1,869,543 -27,127 0.14% -$34.92K
Freddie Mac Pool 1,691,542 1,656,079 -35,463 0.14% -$54.14K
FR SD8299 1,652,696 1,610,598 -42,097 0.14% -$58.95K
UMBS 1,619,480 1,598,364 -21,116 0.14% -$40.02K
FR SD8245 1,667,823 1,634,050 -33,774 0.14% -$53.25K
FNMA POOL BY3521 FN 06/53 FIXED 5.5 1,674,455 1,560,815 -113,640 0.14% -$130.53K
CLAST 2025-2A A 1,612,021 1,579,787 -32,234 0.14% -$37.37K
BX Trust 2025-ROIC 1,613,706 1,581,145 -32,561 0.14% -$33.40K
Freddie Mac REMICS 1,703,361 1,531,915 -171,446 0.13% -$174.89K
Federal National Mortgage Association, Inc. 1,668,125 1,618,209 -49,916 0.13% -$59.52K
Federal National Mortgage Association, Inc. 1,652,913 1,427,231 -225,683 0.13% -$242.50K
Federal National Mortgage Association REMICS 1,618,430 1,434,971 -183,459 0.12% -$184.13K
FNR 2024-67 FA 9/54 1,608,600 1,438,599 -170,000 0.12% -$170.80K
Verus Securitization Trust 2025-6 1,570,785 1,440,491 -130,294 0.12% -$140.76K
Federal National Mortgage Association, Inc. 1,511,040 1,487,535 -23,505 0.12% -$40.85K
Freddie Mac REMICS 1,612,706 1,410,018 -202,688 0.12% -$206.58K
Freddie Mac REMICS 1,590,151 1,397,450 -192,701 0.12% -$195.76K
FN MA5822 2,711,765 1,400,110 -1,311,654 0.12% -$1.34M
PK ALIFT LOAN FUNDING PKAIR 2025 1 A 144A 1,485,816 1,400,709 -85,106 0.12% -$90.38K
Sandor-Palota 804,990,000 658,320,000 -146,670,000 0.12% -$380.37K
FN CB9469 1,412,880 1,377,918 -34,962 0.12% -$52.99K
Federal National Mortgage Association, Inc. 1,371,542 1,346,744 -24,798 0.12% -$38.12K
ONSLOW BAY FINANCIAL LLC OBX 2021 NQM4 A1 144A 1,624,171 1,582,439 -41,732 0.12% -$50.35K
FREDDIE MAC POOL UMBS P#RA7921 4.00000000 1,445,915 1,412,383 -33,532 0.11% -$46.93K
Freddie Mac REMICS 1,499,414 1,308,475 -190,939 0.11% -$189.82K
FR SD8258 1,343,617 1,313,992 -29,625 0.11% -$43.11K
FR SD8289 1,348,707 1,291,269 -57,438 0.11% -$71.48K
Freddie Mac Pool 1,287,632 1,281,803 -5,830 0.11% -$19.54K
Petroleos Mexicanos 1,725,000 1,495,000 -230,000 0.11% -$250.09K
FREDDIE MAC POOL FR 09/52 FIXED 4 1,383,344 1,350,278 -33,066 0.11% -$41.66K
FNMA, 30 Year 1,401,689 1,372,761 -28,927 0.11% -$38.02K
Freddie Mac Pool 1,266,530 1,228,801 -37,729 0.11% -$48.85K
FN MA4869 1,316,205 1,246,776 -69,430 0.11% -$83.15K
FNMA, 30 Year 3,291,025 1,371,665 -1,919,360 0.11% -$1.78M
FNMA 30YR 5.5% 06/01/2053#FS4874 1,332,095 1,239,295 -92,800 0.11% -$106.65K
Federal Home Loan Mortgage Corporation 1,293,714 1,259,855 -33,859 0.11% -$48.47K
Freddie Mac Pool 1,293,695 1,217,773 -75,922 0.11% -$86.25K
Federal National Mortgage Association REMICS 1,353,498 1,238,368 -115,130 0.11% -$116.39K
UMBS, 30 Year 1,261,086 1,231,618 -29,467 0.11% -$41.35K
Federal National Mortgage Association, Inc. 1,217,248 1,200,628 -16,621 0.10% -$25.31K
Federal National Mortgage Association, Inc. 1,297,022 1,175,749 -121,273 0.10% -$131.20K
Freddie Mac Pool 1,212,138 1,177,103 -35,035 0.10% -$46.74K
LLOYDS BK GR PLC 1,955,000 1,143,000 -812,000 0.10% -$892.17K
Federal National Mortgage Association, Inc. 1,393,790 1,356,483 -37,307 0.10% -$39.11K
FR SD7323 1,185,128 1,162,985 -22,143 0.10% -$34.67K
JP Morgan Mortgage Trust Series 2025-NQM3 1,224,833 1,145,560 -79,273 0.10% -$86.39K
Federal National Mortgage Association, Inc. 1,178,627 1,133,215 -45,412 0.10% -$60.20K
MEXICO UNITED MEXICAN STATES 7.75% 11/23/2034 147,568,700 22,210,000 -125,358,700 0.10% -$6.47M
FN BX5440 1,141,096 1,114,593 -26,503 0.10% -$36.74K
BOEING CO 3,045,000 1,165,000 -1,880,000 0.10% -$1.88M
FN MA5138 1,164,314 1,093,338 -70,976 0.09% -$82.16K
FNMA 30YR 2.5% 04/01/2052#FS3205 1,318,975 1,288,707 -30,269 0.09% -$32.03K
FNCL UMBS 6.0 FS4225 02-01-53 1,128,706 1,053,434 -75,272 0.09% -$85.27K
Federal National Mortgage Association, Inc. 1,190,957 1,169,375 -21,582 0.09% -$31.01K
Government National Mortgage Association REMICS 1,409,999 1,400,363 -9,637 0.09% -$23.63K
FN MA5531 1,116,373 1,055,188 -61,185 0.09% -$71.11K
OBX Trust, Series 2025-HE1, Class A1 1,138,892 1,053,858 -85,034 0.09% -$89.06K
Chase Home Lending Mortgage Trust 2025-10 1,163,233 1,061,875 -101,358 0.09% -$113.47K
Republic of Costa Rica 2,070,000 995,000 -1,075,000 0.09% -$1.21M
Freddie Mac Pool 1,037,976 1,031,377 -6,599 0.09% -$17.76K
Federal National Mortgage Association, Inc. 1,129,670 1,102,983 -26,687 0.09% -$35.10K
FN MA4701 1,099,241 1,076,825 -22,416 0.09% -$35.58K
TOWD POINT MTGE. TS 3.75% 1,120,068 1,088,513 -31,555 0.09% -$39.65K
OWN Equipment Fund I LLC, Series 2024-2M, Class A 1,089,245 1,029,038 -60,207 0.09% -$68.77K
Federal National Mortgage Association, Inc. 1,113,907 1,028,166 -85,741 0.09% -$84.85K
FN MA4841 1,041,947 1,017,858 -24,089 0.09% -$34.54K
Government National Mortgage Association REMICS 1,255,604 1,226,228 -29,375 0.09% -$36.17K
US BANCORP 1,845,000 985,000 -860,000 0.09% -$901.16K
Government National Mortgage Association REMICS 1,222,503 1,201,288 -21,215 0.09% -$35.18K
FN MA5585 1,030,525 1,003,168 -27,357 0.09% -$38.15K
CLI Funding VI LLC Series 2020-1 Class B 1,080,914 1,024,941 -55,973 0.08% -$49.25K
Federal National Mortgage Association, Inc. 1,032,646 943,503 -89,143 0.08% -$97.62K
Federal National Mortgage Association, Inc. 1,103,659 1,081,407 -22,253 0.08% -$26.29K
Verus Securitization Trust 2021-6 1,137,830 1,092,589 -45,241 0.08% -$52.24K
Freddie Mac Pool 1,013,737 932,574 -81,164 0.08% -$92.54K
BX Commercial Mortgage Trust 2024-GPA2 979,000 954,168 -24,832 0.08% -$23.07K
FREDDIE MAC POOL 5.50% 972,771 946,438 -26,333 0.08% -$38.91K
FN FS1172 1,080,377 1,061,822 -18,555 0.08% -$23.14K
Federal National Mortgage Association, Inc. 955,377 923,438 -31,940 0.08% -$41.80K
Uniform Mortgage-Backed Securities 1,004,732 979,744 -24,987 0.08% -$33.02K
PRKCM 2025-AFC1 Trust 960,021 933,122 -26,899 0.08% -$34.22K
FR SD8300 968,918 917,697 -51,220 0.08% -$62.60K
Federal National Mortgage Association, Inc. 1,049,661 1,028,937 -20,724 0.08% -$25.24K
UMBS 1,041,186 1,027,400 -13,786 0.08% -$17.00K
Uniform Mortgage-Backed Securities 922,637 902,486 -20,151 0.08% -$30.48K
Ellington Financial Mortgage Trust 2,626,165 911,154 -1,715,011 0.08% -$1.72M
FR SD8267 925,181 902,275 -22,906 0.08% -$32.18K
NZES 2025-FHT1 A 144A 6.545% 03-25-32 929,429 890,175 -39,254 0.08% -$51.58K
MFA Trust 935,728 895,216 -40,511 0.08% -$44.79K
Ally Bank Auto Credit-Linked Notes, Series 2025-A, Class C 997,216 886,865 -110,351 0.08% -$111.94K
FN BW9903 926,162 908,877 -17,285 0.08% -$27.77K
Freddie Mac Multiclass Certificates Series 2020-RR04 19,720,165 19,600,047 -120,118 0.08% -$98.97K
Federal National Mortgage Association, Inc. 913,486 870,540 -42,946 0.08% -$52.15K
Freddie Mac Pool 890,693 866,819 -23,874 0.08% -$31.99K
Federal National Mortgage Association, Inc. 884,931 871,903 -13,028 0.07% -$25.38K
Federal National Mortgage Association, Inc. 988,619 980,036 -8,583 0.07% -$10.92K
TOWD PT MTG TR 2024-CES2 6.125% 02/25/2064 144A 954,775 860,100 -94,675 0.07% -$97.44K
Government National Mortgage Association REMICS 947,277 852,799 -94,478 0.07% -$93.30K
UMBS 1,016,107 1,009,009 -7,098 0.07% -$12.39K
Chase Home Lending Mortgage Trust Series 2024-11 895,502 831,427 -64,075 0.07% -$69.22K
Altice France SA 763,939 756,098 -7,841 0.07% -$19.78K
JPMBB 2015-C30 AS 1,000,383 844,807 -155,576 0.07% -$153.88K
UMBS 994,276 977,008 -17,268 0.07% -$18.54K
FN MA4919 864,183 815,851 -48,333 0.07% -$57.94K
Federal National Mortgage Association, Inc. 901,943 889,934 -12,009 0.07% -$18.95K
Freddie Mac Pool 939,060 927,305 -11,755 0.07% -$15.81K
Federal National Mortgage Association, Inc. 818,161 779,293 -38,868 0.07% -$45.53K
FNCL UMBS 6.0 FS4933 06-01-53 827,165 778,898 -48,266 0.07% -$54.86K
FNMA UMBS, 30 Year 881,239 862,604 -18,635 0.07% -$25.14K
NZES 2024-FNT1 A 824,016 778,917 -45,099 0.07% -$48.25K
FR SD5368 941,857 928,880 -12,977 0.07% -$15.10K
BRAVO Residential Funding Trust 2025-NQM5 874,306 771,806 -102,500 0.07% -$106.53K
Freddie Mac REMICS 836,795 762,149 -74,647 0.07% -$74.03K
AOMT 2022-3 A3 841,277 817,080 -24,197 0.07% -$34.50K
FN MA4737 768,691 748,626 -20,065 0.06% -$28.26K
FNMA POOL FS3642 FN 11/52 FIXED VAR 771,410 740,051 -31,359 0.06% -$39.74K
FN BV7959 740,665 723,241 -17,424 0.06% -$25.33K
Federal National Mortgage Association, Inc. 747,292 724,370 -22,922 0.06% -$32.26K
Chase Home Lending Mortgage Trust Series 2024-3 831,058 708,129 -122,928 0.06% -$126.21K
Freddie Mac Pool 700,908 698,334 -2,573 0.06% -$9.11K
CITIGROUP INC 1,570,000 710,000 -860,000 0.06% -$872.42K
PNC FINANCIAL 1,550,000 690,000 -860,000 0.06% -$890.64K
FR SD8213 798,768 785,738 -13,030 0.06% -$16.12K
Verus Securitization Trust, Series 2024-7, Class A1 751,945 689,589 -62,356 0.06% -$66.11K
Freddie Mac Pool 3.00 781,826 766,012 -15,814 0.06% -$19.32K
FN MA4599 760,914 748,531 -12,383 0.06% -$13.62K
FREDDIE MAC POOL 5.50% 652,526 649,233 -3,293 0.06% -$11.26K
Federal National Mortgage Association, Inc. 706,917 688,655 -18,262 0.06% -$22.28K
Ally Bank Auto Credit-Linked Notes, Series 2025-A, Class D 722,380 642,442 -79,938 0.06% -$81.89K
Federal National Mortgage Association, Inc. 651,752 641,889 -9,863 0.05% -$17.47K
ZF Friedrichshafen AG 800,000 600,000 -200,000 0.05% -$248.78K
MAD COMMERCIAL MORTGAGE TRUST MAD 2025 11MD D 144A 1,760,000 625,000 -1,135,000 0.05% -$1.14M
Federal National Mortgage Association, Inc. 634,272 615,122 -19,150 0.05% -$25.99K
Federal Home Loan Mortgage Corporation 668,147 657,684 -10,462 0.05% -$15.58K
NYMT Loan Trust 2024-INV1 658,162 617,511 -40,652 0.05% -$45.37K
Federal National Mortgage Association, Inc. 630,186 599,761 -30,425 0.05% -$35.68K
FN CB3600 677,433 662,135 -15,298 0.05% -$19.57K
Freddie Mac Pool 1,562,624 638,870 -923,754 0.05% -$887.80K
FN CB5906 615,982 587,422 -28,559 0.05% -$33.84K
FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2019-1 M 626,629 601,751 -24,878 0.05% -$22.74K
HUB International Ltd. 610,000 570,000 -40,000 0.05% -$54.59K
Bayer Aktiengesellschaft 600,000 500,000 -100,000 0.05% -$148.28K
FNMA UMBS, 30 Year 686,957 673,129 -13,827 0.05% -$13.91K
Government National Mortgage Association 4,591,133 4,527,508 -63,624 0.05% -$6.60K
Techem Verwaltungsgesellschaft 675 mbH 586,000 486,000 -100,000 0.05% -$140.56K
Hilton Grand Vacations Trust, Series 2025-2A, Class C 631,731 559,578 -72,153 0.05% -$74.61K
ADLER FINANCING SARL PIK VAR 12/31/2028 446,990 437,421 -9,569 0.05% -$16.52K
THE HUNTINGTON NATIONAL BANK HACLN 2024 1 B1 144A 636,659 546,442 -90,217 0.05% -$91.95K
FNMA POOL FS3747 FN 12/52 FIXED VAR 555,581 538,461 -17,120 0.05% -$22.68K
Freddie Mac Pool 552,013 529,813 -22,200 0.05% -$26.01K
OBX Trust 602,400 536,979 -65,421 0.05% -$71.27K
Federal National Mortgage Association, Inc. 565,971 518,793 -47,178 0.05% -$52.12K
Verus Securitization Trust 2025-4 5.75 579,078 534,129 -44,949 0.05% -$49.44K
FNCL UMBS 6.0 FS5850 09-01-53 543,448 517,987 -25,461 0.05% -$29.32K
FR SL0707 587,364 574,919 -12,445 0.05% -$15.82K
UMBS Pool, 30 Year 535,792 522,812 -12,980 0.05% -$19.74K
ONSLOW BAY FINANCIAL LLC OBX 2024 NQM1 A1 144A 569,003 524,136 -44,866 0.05% -$48.01K
MED Commercial Mortgage Trust 2024-MOB 760,000 535,000 -225,000 0.04% -$228.47K
Government National Mortgage Association 699,396 677,235 -22,162 0.04% -$25.06K
Willis Engine Structured Trust VIII 526,507 521,667 -4,840 0.04% -$10.63K
SRFC 2025-1A D 589,945 520,004 -69,941 0.04% -$75.33K
MORGAN STANLEY BK AMER TR 2025-C35 6.349% 08/15/2058 956,000 511,000 -445,000 0.04% -$468.28K
Sierra Timeshare Receivables Funding LLC, Series 2024-3A, Class C 577,382 508,874 -68,507 0.04% -$69.16K
Business Jet Securities LLC, Series 2024-1A, Class A 576,721 496,457 -80,263 0.04% -$87.45K
EIG PEARL HOLDINGS SARL REG S SR SEC 1ST LIEN SF 3.545% 08-31-36 570,402 562,551 -7,850 0.04% -$26.94K
Freddie Mac Pool 501,276 485,276 -16,000 0.04% -$20.09K
NAVSL 2021-EA A 144A 0.97% 12-16-69 1,217,329 550,447 -666,882 0.04% -$602.35K
BBCMS Mortgage Trust, Series 2022-C17, Class XA 8,170,806 8,162,816 -7,990 0.04% -$21.32K
VERUS SECURITIZATION TRUST 2024-7 VERUS 2024-7 A3 523,364 479,965 -43,399 0.04% -$44.44K
Volofin Finance (Ireland) Designated Activity Company 604,246 479,293 -124,953 0.04% -$134.63K
FR SD8290 501,698 464,107 -37,591 0.04% -$43.58K
Freddie Mac Pool 508,137 499,758 -8,379 0.04% -$12.96K
GS Mortgage-Backed Securities Trust 2025-PJ8 539,769 466,870 -72,899 0.04% -$79.11K
ATOS SE STEP 12/18/2029 REGS 426,873 356,873 -70,000 0.04% -$108.25K
Federal National Mortgage Association, Inc. 2,744,944 2,672,597 -72,347 0.04% -$9.06K
Foundation Finance Trust 2024-2 476,023 445,105 -30,918 0.04% -$31.34K
Freddie Mac Pool 456,651 453,774 -2,877 0.04% -$7.27K
NAVSL 2021-GA A 144A 1.58% 04-15-70 1,084,224 491,378 -592,845 0.04% -$545.45K
Chase Home Lending Mortgage Trust Series 2024-2 6.00 514,292 434,239 -80,053 0.04% -$81.59K
MVW LLC, Series 2024-2A, Class C 489,847 436,224 -53,624 0.04% -$55.61K
Darling Global Finance BV 476,000 376,000 -100,000 0.04% -$134.69K
Hilton Grand Vacations Trust, Series 2024-2A, Class C 462,252 424,744 -37,508 0.04% -$41.68K
Sierra Timeshare Receivables Funding LLC, Series 2025-2A, Class B 494,115 424,877 -69,238 0.04% -$71.69K
Federal National Mortgage Association, Inc. 434,615 414,862 -19,753 0.04% -$23.40K
Excelerate Energy L.P. 470,000 400,000 -70,000 0.04% -$78.91K
ULTI 6.875 02/01/31 144A 530,000 415,000 -115,000 0.03% -$141.07K
Freddie Mac REMICS Floating Rate, Due 11/25/2054 451,504 393,743 -57,762 0.03% -$58.18K
Freddie Mac Pool 448,556 443,840 -4,716 0.03% -$6.65K
Chase Home Lending Mortgage Trust Series 2024-4 921,064 385,062 -536,002 0.03% -$540.90K
Freddie Mac Pool 425,910 418,625 -7,285 0.03% -$10.14K
Sierra Timeshare Receivables Funding LLC, Series 2025-2A, Class D 445,538 383,107 -62,431 0.03% -$67.05K
FREDDIE MAC POOL 5.50% 382,246 375,510 -6,736 0.03% -$11.41K
NAVSL 2021-FA A 144A 1.11% 02-18-70 934,392 423,524 -510,868 0.03% -$455.50K
FN MA5214 379,264 367,314 -11,951 0.03% -$16.28K
Business Jet Securities LLC, Series 2024-2A, Class B 378,797 362,751 -16,046 0.03% -$15.73K
Freddie Mac Pool 376,774 369,334 -7,440 0.03% -$11.97K
SRFC 2024-2A C 397,142 347,980 -49,162 0.03% -$51.11K
PRESTIGE AUTO RECEIVABLES TRUST 2021-1 PART 2021-1A D 475,246 347,890 -127,356 0.03% -$127.14K
Gestamp Automocion Sociedad Anonima 400,000 300,000 -100,000 0.03% -$130.61K
Accor SA 500,000 300,000 -200,000 0.03% -$260.17K
Cougar JV Subsidiary, LLC 440,000 330,000 -110,000 0.03% -$128.76K
MVW LLC, Series 2025-1A, Class C 367,229 337,133 -30,096 0.03% -$32.47K
MVW LLC 373,771 342,186 -31,585 0.03% -$33.23K
Federal National Mortgage Association, Inc. 1,896,361 1,842,260 -54,102 0.03% -$2.09K
MOLINA HEALTHCARE INC SR UNSECURED 144A 01/33 6.25 615,000 340,000 -275,000 0.03% -$297.45K
Morgan Stanley Residential Mortgage Loan Trust 2024-NQM3 369,711 330,268 -39,443 0.03% -$41.85K
CSC HOLDINGS LLC REGD 144A P/P 11.25000000 515,000 400,000 -115,000 0.03% -$76.45K
Freddie Mac Pool 326,447 323,238 -3,210 0.03% -$5.76K
Sierra Timeshare Receivables Funding LLC, Series 2025-2A, Class C 374,192 321,758 -52,434 0.03% -$55.23K
Chase Home Lending Mortgage Trust Series 2024-11 337,167 320,555 -16,612 0.03% -$20.45K
WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES10 A1A 144A 340,736 320,537 -20,199 0.03% -$22.75K
JP Morgan Mortgage Trust 2024-HE1 340,491 315,149 -25,342 0.03% -$25.80K
Sequoia Mortgage Trust 2024-4 556,571 316,481 -240,091 0.03% -$241.62K
NYMT Loan Trust, Series 2024-INV1, Class A1 329,499 309,148 -20,352 0.03% -$22.06K
FNMA Connecticut Avenue Securities Trust, Series 2021-R03, Class 1M2 311,000 307,894 -3,106 0.03% -$4.43K
Cross Mortgage Trust, Series 2024-H8, Class A1 335,975 303,630 -32,344 0.03% -$34.45K
Republica de Angola 640,000 340,000 -300,000 0.03% -$261.92K
SRFC 2023-3A D 325,435 291,089 -34,346 0.03% -$36.55K
Uniform Mortgage-Backed Securities 352,690 348,398 -4,292 0.03% -$5.03K
J P MORGAN MTG TR 2023-HE3 A1 SOFR30A+160 05/25/2054 144A 315,105 292,562 -22,543 0.03% -$23.39K
Federal National Mortgage Association, Inc. 303,194 277,955 -25,239 0.02% -$28.43K
FNMA 30YR 2.5% 07/01/2052#FA2839 344,686 339,337 -5,350 0.02% -$6.10K
UMBS 328,528 321,576 -6,953 0.02% -$7.93K
Morgan Stanley Residential Mortgage Loan Trust 2024-3 6.00 405,903 276,492 -129,411 0.02% -$130.62K
Freddie Mac Pool 282,138 272,278 -9,860 0.02% -$11.80K
Cloud Software Group Inc 490,000 275,000 -215,000 0.02% -$244.84K
Federal National Mortgage Association, Inc. 270,911 269,422 -1,489 0.02% -$4.69K
ELFI Graduate Loan Program LLC, Series 2024-A, Class A 563,730 252,230 -311,500 0.02% -$321.24K
Kronos International, Inc. 400,000 255,000 -145,000 0.02% -$180.51K
LCM Investments Holdings II, LLC 285,000 245,000 -40,000 0.02% -$48.52K
Sierra Timeshare Receivables Funding LLC, Series 2024-1A, Class C 278,734 249,433 -29,300 0.02% -$30.14K
FNMA 30YR 3% 02/01/2052#CB2886 287,594 282,682 -4,912 0.02% -$5.88K
Business Jet Securities LLC, Series 2024-1A, Class C 294,778 244,950 -49,828 0.02% -$52.76K
UMBS 258,303 252,990 -5,314 0.02% -$8.32K
JP Morgan Mortgage Trust 2024-HE1 258,468 239,231 -19,237 0.02% -$19.58K
Ally Bank Auto Credit-Linked Notes, Series 2024-B, Class E 267,264 234,708 -32,556 0.02% -$33.67K
Cross 2024-H8 Mortgage Trust 255,818 231,191 -24,628 0.02% -$26.55K
THE HUNTINGTON NATIONAL BANK HACLN 2024 2 B1 144A 258,474 225,062 -33,412 0.02% -$33.61K
OneMain Finance Corp. 300,000 230,000 -70,000 0.02% -$84.91K
Federal National Mortgage Association, Inc. 273,541 267,151 -6,390 0.02% -$6.44K
Sudzucker International Finance BV 300,000 200,000 -100,000 0.02% -$113.78K
Select Medical Corp. 340,000 230,000 -110,000 0.02% -$112.70K
USCLN 2023-1 B 295,608 216,432 -79,176 0.02% -$80.48K
PFSI 6.875 05/15/32 144A 255,000 225,000 -30,000 0.02% -$49.68K
MVW LLC, Series 2024-1A, Class C 237,844 212,883 -24,961 0.02% -$26.18K
CMA CGM SA 293,000 193,000 -100,000 0.02% -$128.86K
UMBS 259,441 254,617 -4,823 0.02% -$5.22K
SRFC 2024-3A D 244,239 215,260 -28,979 0.02% -$29.67K
Bausch Health Cos. Inc. 290,000 210,000 -80,000 0.02% -$86.36K
WR GRACE HOLDINGS LLC SR UNSECURED 144A 08/29 5.625 345,000 230,000 -115,000 0.02% -$115.46K
MVWOT 2021-1WA C 250,240 227,587 -22,653 0.02% -$31.68K
MVW LLC, Series 2023-2A, Class C 226,645 205,647 -20,998 0.02% -$22.47K
FN MA5497 218,445 203,193 -15,252 0.02% -$17.39K
DEATIR 8 02/01/28 144A 215,000 210,000 -5,000 0.02% -$9.96K
Motel One GmbH/Muenchen 180,000 160,000 -20,000 0.02% -$33.65K
AMYNTA BOR/WNTY 315,000 200,000 -115,000 0.02% -$131.22K
Volofin Finance (Ireland) Designated Activity Company 249,448 184,113 -65,335 0.02% -$68.92K
Nissan Motor Co., Ltd. 395,000 160,000 -235,000 0.02% -$292.97K
OneMain Finance Corp. 220,000 180,000 -40,000 0.02% -$47.47K
REPUBLIC OF ECUADOR REGD S/UP 144A P/P 6.90000000 280,371 204,377 -75,994 0.02% -$67.23K
WAYFAIR LLC SR SECURED 144A 11/32 6.75 325,000 175,000 -150,000 0.02% -$157.38K
Globalworth Real Estate Investments Ltd 328,781 145,247 -183,533 0.01% -$222.81K
MOHEGN 8.25 04/15/30 144A 270,000 165,000 -105,000 0.01% -$113.14K
Sierra Timeshare Receivables Funding LLC, Series 2023-2A, Class D 176,268 156,991 -19,277 0.01% -$21.41K
Huntington National Bank, The 183,989 160,206 -23,783 0.01% -$23.76K

Top 300 of 347, by weight.

Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
Magnetite XXIV Ltd 5,200,000 5,200,000 0 0.45% -$9.50K
STACR 2022-DNA2 M2 3,799,000 3,799,000 0 0.33% -$40.49K
USB V3.7 PERP 3,760,000 3,760,000 0 0.32% $8.60K
VDC 2025-1A A2 3,718,000 3,718,000 0 0.32% -$22.15K
MOROCCO KINGDOM OF 6.5% 09/08/2033 144A 3,300,000 3,300,000 0 0.30% -$111.38K
CITIGROUP INC 3,175,000 3,175,000 0 0.27% -$57.22K
WELLS FARGO CO 3,110,000 3,110,000 0 0.26% -$76.75K
BOBA 2024-1A D1 3,000,000 3,000,000 0 0.26% -$35.73K
FNMA Connecticut Avenue Securities Trust, Series 2022-R04, Class 1M2 2,733,000 2,733,000 0 0.24% -$17.57K
522 Funding CLO 2019-5, Ltd. 2,850,000 2,850,000 0 0.23% -$62.36K
PERU REPUBLIC OF 6.15% 08/12/2032 8,562,000 8,562,000 0 0.22% -$153.22K
CORPBOND 2,655,000 2,655,000 0 0.22% -$11.96K
Fannie Mae Connecticut Avenue Securities 2,600,000 2,600,000 0 0.22% -$15.59K
STACR 2022-HQA1 M2 2,460,000 2,460,000 0 0.22% -$31.88K
CCO Holdings, LLC/CCO Holdings Capital Corp. 2,740,000 2,740,000 0 0.21% -$6.58K
WELLS FARGO CO 2,365,000 2,365,000 0 0.21% -$59.33K
Presidencia da Republica 14,700,000 14,700,000 0 0.20% $106.79K
Fannie Mae Connecticut Avenue Securities 2,304,000 2,304,000 0 0.20% -$10.34K
DOMINION ENERGY 2,280,000 2,280,000 0 0.20% -$48.76K
FNMA Connecticut Avenue Securities Trust, Series 2022-R03, Class 1M2 2,252,000 2,252,000 0 0.20% -$18.87K
Federal National Mortgage Association Connecticut Avenue Securities Trust 2,146,000 2,146,000 0 0.19% -$30.92K
NWG 4.6 PERP 2,530,000 2,530,000 0 0.19% -$94.88K
MILLICOM INTL CELLULAR SR UNSECURED 144A 01/28 5.125 2,268,000 2,268,000 0 0.19% -$18.86K
MNET 2025-2A A2 2,167,000 2,167,000 0 0.19% -$4.47K
CyrusOne Data Centers Issuer I LLC, Series 2024-2A, Class A2 2,160,000 2,160,000 0 0.18% -$6.71K
Summit Issuer LLC, Series 2025-1A, Class A2 2,096,000 2,096,000 0 0.18% -$6.27K
SCHW V4 PERP H 2,257,000 2,257,000 0 0.18% -$18.21K
FNMA Connecticut Avenue Securities Trust, Series 2022-R02, Class 2B1 2,035,000 2,035,000 0 0.18% -$19.40K
MERCADOLIBRE INC SR UNSEC 3.125% 01-14-31 2,280,000 2,280,000 0 0.18% -$33.11K
Allianz SE 2,200,000 2,200,000 0 0.18% -$22.09K
PNC FINANCIAL 2,010,000 2,010,000 0 0.17% -$48.51K
GOLDMAN SACHS GP 1,920,000 1,920,000 0 0.17% -$27.69K
CENTERPOINT ENER 2,025,000 2,025,000 0 0.17% -$38.35K
Imperial Brands PLC 5.875 07/01/2034 1,920,000 1,920,000 0 0.17% -$32.94K
CMS ENERGY 1,945,000 1,945,000 0 0.17% -$25.09K
SDART 2025-1 D 1,939,000 1,939,000 0 0.17% -$1.87K
Trestles CLO IX Ltd 2,000,000 2,000,000 0 0.17% -$41.44K
Signal Peak CLO 4, Ltd. 2,000,000 2,000,000 0 0.17% -$40.22K
CVS HEALTH CORP 2,275,000 2,275,000 0 0.17% -$54.52K
PACIFIC GAS&ELEC 2,020,000 2,020,000 0 0.17% -$39.48K
T-MOBILE USA INC 1,975,000 1,975,000 0 0.17% -$15.19K
STACR 2022-DNA3 M2 1,869,000 1,869,000 0 0.17% -$21.40K
Glencore Finance (Canada) Limited 1,865,000 1,865,000 0 0.16% -$31.12K
SEMPRA 1,885,000 1,885,000 0 0.16% -$41.50K
CENTERPOINT ENER 1,840,000 1,840,000 0 0.16% -$28.15K
ROMANIA GOVT 8,250,000 8,250,000 0 0.16% -$90.71K
BNP Paribas SA 2,075,000 2,075,000 0 0.16% -$70.66K
ROCK Trust, Series 2024-CNTR, Class D 1,689,000 1,689,000 0 0.15% -$12.85K
LHOME Mortgage Trust, Series 2024-RTL4, Class A1 1,690,000 1,690,000 0 0.15% -$9.66K
CONSOLIDATED COMMUNICATIONS LL CNSL 2025 1A A2 144A 1,648,000 1,648,000 0 0.14% -$13.61K
CHI Commercial Mortgage Trust, Series 2025-110W, Class D 1,682,000 1,682,000 0 0.14% -$41.93K
AMER ELEC PWR 1,585,000 1,585,000 0 0.14% -$23.95K
STACR 2022-HQA1 B1 1,550,000 1,550,000 0 0.14% -$24.61K
FREDDIE MAC STACR REMIC TRUST STACR 2024 HQA1 M2 144A 1,613,000 1,613,000 0 0.14% $554
UBS V9.25 PERP 144A 1,415,000 1,415,000 0 0.14% -$70.75K
QTS Data Centers - BX 2025-VLT7 D 1,600,000 1,600,000 0 0.14% -$17.14K
Federal National Mortgage Association Connecticut Avenue Securities Trust 1,526,000 1,526,000 0 0.14% -$17.44K
WELLS FARGO CO 1,530,000 1,530,000 0 0.13% -$21.98K
British Telecommunications Public Limited Company 1,119,000 1,119,000 0 0.13% -$62.22K
PRM Trust, Series 2025-PRM6, Class E 1,565,000 1,565,000 0 0.13% -$12.73K
GOLDMAN SACHS GP 1,585,000 1,585,000 0 0.13% -$25.62K
BX Trust, Series 2025-ARIA, Class C 1,552,000 1,552,000 0 0.13% -$22.08K
WLAKE 2025-2A D 144A 5.08% 05-15-31 1,535,000 1,535,000 0 0.13% -$8.37K
US BANCORP 1,500,000 1,500,000 0 0.13% -$27.05K
REPUBLIC OF KAZAKHSTAN REGD 144A P/P 5.50000000 1,525,000 1,525,000 0 0.13% -$32.36K
The Goldman Sachs Group, Inc. 1,535,000 1,535,000 0 0.13% $3.42K
OMAN SULTANATE 6% 08/01/2029 144A 1,475,000 1,475,000 0 0.13% -$31.44K
STACR 2021-DNA6 B1 1,482,000 1,482,000 0 0.13% -$9.41K
STACR 2022-HQA3 M1B 1,457,000 1,457,000 0 0.13% -$18.03K
ELECTRICITE DE FRANCE SA MTN 7.500000% MATURITY: PERPETUAL 1,200,000 1,200,000 0 0.13% -$53.74K
FREEPORT-MC C&G 1,520,000 1,520,000 0 0.12% -$33.87K
Fannie Mae Connecticut Avenue Securities 1,431,000 1,431,000 0 0.12% -$4.82K
BX Trust, Series 2025-VOLT, Class D 1,395,000 1,395,000 0 0.12% -$8.29K
METRONET INFRASTRUCTURE ISSUER MNET 2025 2A C 144A 1,306,000 1,306,000 0 0.11% -$11.30K
Bank of America Corp., Series RR 1,345,000 1,345,000 0 0.11% -$5.52K
STACR 2022-DNA5 M1B 144A FRN 06-25-42 1,265,000 1,265,000 0 0.11% -$17.89K
Eagle Funding LuxCo S.a.r.l. 1,270,000 1,270,000 0 0.11% -$18.08K
Goldman Sachs Group, Inc. (The), Series X 1,220,000 1,220,000 0 0.11% -$16.98K
Compass Datacenters Issuer II LLC, Series 2024-2A, Class A1 1,257,000 1,257,000 0 0.11% -$3.24K
NSLT 2021-CA D 144A 4.44% 04-20-62 1,400,000 1,400,000 0 0.11% -$3.90K
UNITEDHEALTH GRP 1,235,000 1,235,000 0 0.11% -$14.62K
STACK INFRASTRUCTURE ISSUER LLC SIDC 2025-1A A2 1,265,000 1,265,000 0 0.11% -$8.74K
NATIONWIDE BLDG 1,225,000 1,225,000 0 0.11% -$37.27K
ROMANIA GOVT 5,140,000 5,140,000 0 0.11% -$54.77K
FREDDIE MAC STACR REMIC TRUST STACR 2025 DNA4 M2 144A 1,221,000 1,221,000 0 0.10% -$2.77K
CONSOLIDATED COMMUNICATIONS LLC / FIDIUM FIBER FIN HOLDCO LLC 9.408% 05/20/2055 144A 1,150,000 1,150,000 0 0.10% $2.13K
EQUITABLE HLDGS 1,195,000 1,195,000 0 0.10% -$43.78K
BX Trust, Series 2025-GW, Class D 1,196,000 1,196,000 0 0.10% -$749
NISOURCE INC 1,215,000 1,215,000 0 0.10% -$30.20K
DEUTSCHE BANK NY 1,180,000 1,180,000 0 0.10% -$15.19K
BLP Commercial Mortgage Trust, Series 2025-IND2, Class D 1,168,000 1,168,000 0 0.10% $365
EOG RESOURCES IN 1,125,000 1,125,000 0 0.10% -$15.06K
Bank of America Corp. 1,110,000 1,110,000 0 0.10% -$14.35K
Urzad Rady Ministrow 4,134,000 4,134,000 0 0.10% -$95.47K
Schaeffler AG 1,000,000 1,000,000 0 0.10% -$67.29K
CMO 1,129,000 1,129,000 0 0.10% -$14.77K
NAVSL 2019-FA B 1,225,000 1,225,000 0 0.10% $11.32K
Ministerio De Hacienda Y Credito Publico 5,873,800,000 5,873,800,000 0 0.10% $17.20K
ELECTRICITE DE FRANCE SA EUR PRP REG S SUB (H) (B) 2.625% 12-31-79/06-01-28 1,000,000 1,000,000 0 0.10% -$22.17K
BRAVO Residential Funding Trust 2025-NQM5 1,117,000 1,117,000 0 0.10% -$12.46K
Stack Infrastructure Issuer, LLC, Series 2023-3A, Class A2 1,101,000 1,101,000 0 0.10% -$4.89K
WILLIAMS COS INC 1,100,000 1,100,000 0 0.09% -$20.02K
SOUTH AFRICA REPUBLIC OF 6.5% 02/28/2041 24,789,224 24,789,224 0 0.09% -$97.69K
Ecopetrol SA 1,030,000 1,030,000 0 0.09% -$8.76K
IRV Trust, Series 2025-200P, Class C 1,094,000 1,094,000 0 0.09% -$12.34K
TRTX Issuer Ltd., Series 2025-FL6, Class A 1,078,000 1,078,000 0 0.09% -$632
BX Trust, Series 2024-BIO, Class C 1,086,000 1,086,000 0 0.09% -$127
ONNI Commerical Mortgage Trust 2024-APT 1,053,000 1,053,000 0 0.09% -$8.40K
FREDDIE MAC STACR REMIC TRUST STACR 2025 DNA3 M2 144A 1,070,000 1,070,000 0 0.09% -$4.70K
MEXICO UNITED MEXICAN STATES 7.5% 06/03/2027 19,090,000 19,090,000 0 0.09% $6.80K
SMRT SMRT 2022 MINI E 144A 1,069,635 1,069,635 0 0.09% $1.34K
Sandor-Palota 428,520,000 428,520,000 0 0.09% -$50.58K
WLAKE 2025-2A C 144A 4.85% 01-15-31 1,054,000 1,054,000 0 0.09% $2.22K
MTB V3.5 PERP 1,095,000 1,095,000 0 0.09% -$2.42K
BX Trust, Series 2024-VLT4, Class E 1,070,000 1,070,000 0 0.09% -$8.55K
COMM Mortgage Trust 1,000,000 1,000,000 0 0.09% -$4.83K
WELLS FARGO CO 1,040,000 1,040,000 0 0.09% -$26.79K
GRIFOLS SA 7.5% 05/01/2030 REGS 881,000 881,000 0 0.09% -$34.23K
TOWN 2025-STAY C 144A FRN 03-15-42 1,052,000 1,052,000 0 0.09% -$3.29K
THE BAHA TRUST 6.17072% 12/10/2041 144A 1,025,000 1,025,000 0 0.09% -$17.23K
TELUS CORP REGD V/R SER ... 6.62500000 1,070,000 1,070,000 0 0.09% -$26.90K
Rogers Communications Inc. 1,020,000 1,020,000 0 0.09% -$44.96K
Wireless PropCo Funding LLC, Series 2025-1A, Class C 1,000,000 1,000,000 0 0.09% -$11.42K
GALAXY PIPELINE ASSETS BIDCO LTD 2.625% 03/31/2036 144A 1,190,000 1,190,000 0 0.09% -$42.50K
INTNED 3 7/8 PERP 1,045,000 1,045,000 0 0.09% -$10.45K
TRFIG 2024-1A B 996,000 996,000 0 0.09% -$12.98K
Federal National Mortgage Association Connecticut Avenue Securities Trust 964,000 964,000 0 0.09% -$6.93K
Gulf International Bank BSC 990,000 990,000 0 0.09% -$34.15K
KZOKZ 5 3/8 04/24/30 980,000 980,000 0 0.09% -$12.36K
ISLN 2025-1A A 981,000 981,000 0 0.08% -$4.79K
Cloud Capital Holdco LP, Series 2024-1A, Class A2 984,000 984,000 0 0.08% -$4.51K
MAD Commercial Mortgage Trust, Series 2025-11MD, Class E 994,000 994,000 0 0.08% -$13.10K
TRESTLES CLO III Ltd., Series 2020-3A, Class D1R 1,000,000 1,000,000 0 0.08% -$19.31K
WLAKE 2025-1A D 144A 5.54% 11-15-30 966,000 966,000 0 0.08% $1.50K
BBVASM V7.75 PERP 960,000 960,000 0 0.08% -$50.40K
MORGAN STANLEY 975,000 975,000 0 0.08% -$26.59K
FNMA Connecticut Avenue Securities Trust, Series 2021-R01, Class 1B1 960,000 960,000 0 0.08% -$6.78K
UNITI FIBER ABS ISSUER LLC UNIT 2025 1A B 144A 944,000 944,000 0 0.08% -$6.91K
Battalion CLO XXI Ltd. 1,000,000 1,000,000 0 0.08% -$15.68K
NORDEA BANK ABP JR SUBORDINA 144A 12/99 VAR 1,015,000 1,015,000 0 0.08% -$17.76K
SUZANO AUSTRIA 950,000 950,000 0 0.08% -$13.58K
HUDSON YARDS 2025-SPRL MORTGAG HY 2025 SPRL C 144A 913,000 913,000 0 0.08% -$6.65K
GRIFOLS WORLDWIDE OPERATIONS U USD 2019 TERM LOAN B 932,676 932,676 0 0.08% -$1.04K
NRMLT 2024-RTL2 A1 929,000 929,000 0 0.08% -$8.06K
BX Commercial Mortgage Trust 2024-KING 930,747 930,747 0 0.08% -$2.32K
Teva Pharmaceutical Finance Netherlands II BV 802,000 802,000 0 0.08% -$39.46K
The PNC Financial Services Group, Inc. 915,000 915,000 0 0.08% -$20.37K
AERCAP IRELAND 900,000 900,000 0 0.08% -$22.18K
Citigroup Inc., Series Y 935,000 935,000 0 0.08% -$853
SCHW V4 PERP I 925,000 925,000 0 0.08% $631
ABN AMRO BANK NV REGD V/R 144A P/P 5.51500000 900,000 900,000 0 0.08% -$18.92K
FIFTH THIRD BANC 945,000 945,000 0 0.08% -$13.59K
BARCLAYS PLC REGD V/R /PERP/ 8.00000000 880,000 880,000 0 0.08% -$28.60K
FREDDIE MAC STACR REMIC TRUST 2022-DNA1 STACR 2022-DNA1 M2 897,000 897,000 0 0.08% -$5.90K
Federal National Mortgage Association Connecticut Avenue Securities Trust 899,000 899,000 0 0.08% -$3.11K
Pinnacle Bidco PLC 651,000 651,000 0 0.08% -$29.87K
Verisure Midholding AB 771,000 771,000 0 0.08% -$22.55K
BX Commercial Mortgage Trust, Series 2024-XL5, Class D 872,900 872,900 0 0.07% -$1.49K
Vodafone Group Public Limited Company 804,000 804,000 0 0.07% -$37.04K
SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 D 144A 880,000 880,000 0 0.07% -$2.29K
ING Groep NV, Series NC10 1,005,000 1,005,000 0 0.07% -$32.66K
1211 AVENUE OF THE AMERICAS TRUST 2015-1211 SER 2015-1211 CL B V/R REGD 144A P/P 4.09150000 912,000 912,000 0 0.07% -$6.21K
ELLINGTON FINANCIAL MORTGAGE TRUST 2020-1 EFMT 2020-1 B1 870,000 870,000 0 0.07% -$19.78K
CONOCOPHIL CO 900,000 900,000 0 0.07% -$2.18K
CSAIL 2016-C7 Commercial Mortgage Trust 930,000 930,000 0 0.07% $1.66K
BX Trust, Series 2019-OC11, Class E 923,000 923,000 0 0.07% -$194
BSTRM 2024-1A A2 842,000 842,000 0 0.07% -$592
Bell Canada 840,000 840,000 0 0.07% -$17.84K
RCKT Mortgage Trust 2025-CES10 856,000 856,000 0 0.07% -$5.54K
ING Groep NV (pfd) 5.75% 11/16/2174 Perpetual 846,000 846,000 0 0.07% -$5.29K
BPCE 805,000 805,000 0 0.07% -$15.56K
Urzad Rady Ministrow 3,204,000 3,204,000 0 0.07% -$70.64K
ROCK Trust, Series 2024-CNTR, Class B 800,000 800,000 0 0.07% -$9.49K
Urzad Rady Ministrow 3,733,000 3,733,000 0 0.07% -$59.61K
BX Commercial Mortgage Trust 2024-KING 815,267 815,267 0 0.07% -$1.02K
Ooredoo International Finance Ltd. 830,000 830,000 0 0.07% -$16.69K
OMAN SULTANATE 6.25% 01/25/2031 144A 780,000 780,000 0 0.07% -$21.64K
Maya 698,000 698,000 0 0.07% -$20.60K
G1279ML95 BP CAPITAL MAR V/R /PERP//EUR 700,000 700,000 0 0.07% -$16.54K
Heimstaden AB 670,000 670,000 0 0.07% -$43.06K
TITULOS DE TESORERIA 7.000000% 06/30/2032 3,917,500,000 3,917,500,000 0 0.07% $8.89K
Province of Ontario Canada 1,465,000 1,465,000 0 0.07% -$22.04K
Grunenthal GmbH 683,000 683,000 0 0.07% -$36.10K
BX Trust 767,689 767,689 0 0.07% -$1.90K
COLT 2025-6 Mortgage Loan Trust 763,000 763,000 0 0.07% -$4.25K
Fannie Mae Connecticut Avenue Securities 750,000 750,000 0 0.07% -$4.80K
Exeter Select Automobile Receivables Trust, Series 2025-2, Class C 752,000 752,000 0 0.06% -$4.65K
EGYPT GOVERNMENT INTERNATIONAL SR UNSECURED 144A 02/33 9.45 719,000 719,000 0 0.06% -$70.10K
JP Morgan Chase Commercial Mortgage Securities Trust, Series 2022-OPO, Class D 935,000 935,000 0 0.06% $2.46K
Presidencia da Republica 4,439,000 4,439,000 0 0.06% $35.84K
MEXICAN BONOS MXN 7.75% 05-29-31 14,096,800 14,096,800 0 0.06% -$7.73K
Optics BidCo S.p.A. 620,000 620,000 0 0.06% -$28.06K
RAY Financing LLC 650,000 650,000 0 0.06% -$28.84K
SOUTH AFRICA REPUBLIC OF 8% 01/31/2030 12,672,097 12,672,097 0 0.06% -$41.78K
BARCLAYS PLC 680,000 680,000 0 0.06% -$22.64K
AMER ELEC PWR 745,000 745,000 0 0.06% $6.21K
Federal National Mortgage Association Connecticut Avenue Securities Trust 743,000 743,000 0 0.06% -$6.78K
SPIRE INC 735,000 735,000 0 0.06% -$1.80K
APA Infrastructure Ltd. 595,000 595,000 0 0.06% -$30.62K
BLACKSTONE PRIVA 754,000 754,000 0 0.06% -$32.73K
BX Trust, Series 2019-OC11, Class D 775,000 775,000 0 0.06% -$7.14K
TRTX 2025-FL7 Issuer, Ltd. 725,000 725,000 0 0.06% -$158
Antero Midstream Partners L.P./ Antero Midstream Finance Corp. 710,000 710,000 0 0.06% -$10.58K
Province of Ontario Canada 1,710,000 1,710,000 0 0.06% -$21.36K
CORPORACION NACIONAL DEL COBRE DE CHILE 6.33% 01/13/2035 144A 690,000 690,000 0 0.06% -$17.71K
PANAMA 690,000 690,000 0 0.06% -$13.80K
OBX 2024-NQM14 Trust 715,000 715,000 0 0.06% -$9.12K
BARCLAYS PLC REGD V/R /PERP/ 9.62500000 645,000 645,000 0 0.06% -$27.41K
VODAFONE GROUP 740,000 740,000 0 0.06% -$18.95K
ORL Trust, Series 2024-GLKS, Class D 697,000 697,000 0 0.06% -$644
USA PART/USA FIN 680,000 680,000 0 0.06% -$7.59K
TRTX 2025-FL7 Issuer, Ltd. 693,000 693,000 0 0.06% -$366
Fannie Mae Connecticut Avenue Securities 670,000 670,000 0 0.06% -$3.38K
GS MTG SECS TR 2019-GC42 CSTR 09/01/2052 823,000 823,000 0 0.06% -$25.03K
EDP, S.A. 600,000 600,000 0 0.06% -$33.00K
Telefonica Europe BV 600,000 600,000 0 0.06% -$14.05K
PROVINCE OF ALBERTA CANADA UNSECURED 06/50 3.1 1,225,000 1,225,000 0 0.06% -$16.77K
New Residential Mortgage Loan Trust 2025-NQM3 670,000 670,000 0 0.06% -$7.32K
IP Mortgage Trust 672,000 672,000 0 0.06% -$9.42K
LIBMUT V4.125 12/15/51 144A 690,000 690,000 0 0.06% -$2.87K
AMSTED INDUSTRIES REGD 144A P/P 6.37500000 670,000 670,000 0 0.06% -$14.51K
BARCLAYS PLC REGD V/R /PERP/ 4.37500000 710,000 710,000 0 0.06% -$14.20K
LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR 640,000 640,000 0 0.06% -$22.40K
Citigroup Inc., Series DD 650,000 650,000 0 0.06% -$16.87K
BAMLL Trust, Series 2024-BHP, Class B 656,000 656,000 0 0.06% -$3.28K
MSC 2018-L1 AS 669,000 669,000 0 0.06% -$7.00K
VEOLIA ENVIRONNEMENT SA 2.500000% MATURITY: PERPETUAL 600,000 600,000 0 0.06% -$22.42K
Wells Fargo & Co. 630,000 630,000 0 0.06% -$6.02K
BBCMS Mortgage Trust, Series 2018-TALL, Class A 680,000 680,000 0 0.06% $1.42K
THC 6 11/15/33 144A 635,000 635,000 0 0.06% -$10.66K
Cloud Capital Holdco LP, Series 2024-2A, Class A2 638,000 638,000 0 0.06% -$5.04K
CIGNA GROUP/THE 680,000 680,000 0 0.05% -$12.53K
CITIGROUP COMMERCIAL MORTGAGE TRUST 2023-SMRT C 6.43808% 06/10/2028 144A 635,000 635,000 0 0.05% -$7.96K
MINERAL RESOURCES LTD SR UNSECURED 144A 04/31 7 625,000 625,000 0 0.05% -$13.46K
NYC Commercial Mortgage Trust, Series 2025-3BP, Class D 635,000 635,000 0 0.05% $2.38K
Optics BidCo S.p.A. 508,000 508,000 0 0.05% -$22.32K
CHARTER COMM OPT 895,000 895,000 0 0.05% -$8.13K
ELM Trust, Series 2024-ELM, Class D15 628,000 628,000 0 0.05% -$2.70K
Imperial Brands Finance PLC 630,000 630,000 0 0.05% -$18.64K
DISH DBS CORP REGD 7.37500000 645,000 645,000 0 0.05% $4.08K
DC Office Trust 2019-MTC 725,000 725,000 0 0.05% $3.59K
CPI PROPERTY GROUP SA 6% 01/27/2032 REGS 568,000 568,000 0 0.05% -$46.61K
Federal National Mortgage Association Connecticut Avenue Securities Trust 624,000 624,000 0 0.05% -$4.60K
AUSNET SERVICES HOLDINGS PTY LTD 1.625%/VAR 03/11/2081 REGS 543,000 543,000 0 0.05% -$7.20K
BX Trust, Series 2025-DELC, Class E 622,000 622,000 0 0.05% -$3.88K
SOUTH AFRICA REPUBLIC OF 7.95% 11/19/2054 144A 625,000 625,000 0 0.05% -$53.12K
UBS Group AG 625,000 625,000 0 0.05% -$20.31K
Fressnapf Holding SE 546,000 546,000 0 0.05% -$23.11K
MADISON IAQ LLC SR UNSECURED 144A 06/29 5.875 630,000 630,000 0 0.05% -$8.40K
PACIFIC GAS&ELEC 633,000 633,000 0 0.05% -$14.48K
Vodafone Group Public Limited Company 500,000 500,000 0 0.05% -$27.86K
ROMANIA REPUBLIC OF 4.85% 07/25/2029 2,860,000 2,860,000 0 0.05% -$13.38K
Nidda Healthcare Holding GmbH 521,000 521,000 0 0.05% -$25.27K
Veolia Environnement SA 500,000 500,000 0 0.05% -$22.56K
Eurofins Scientific SE 501,000 501,000 0 0.05% -$24.04K
The Southern Company 536,000 536,000 0 0.05% -$10.83K
NBK SPC Ltd. 590,000 590,000 0 0.05% -$13.36K
FREDDIE MAC STACR REMIC TRUST STACR 2024 DNA1 M2 144A 593,000 593,000 0 0.05% -$2.77K
Forvia SE 509,000 509,000 0 0.05% -$30.32K
SANTAN 4 3/4 PERP 600,000 600,000 0 0.05% -$3.00K
AEROPUERTOS DOMINI SIG XXI SA 7% 06/30/2034 144A 580,000 580,000 0 0.05% -$20.26K
MELCO RESORTS FINANCE REGD 144A P/P 5.62500000 595,000 595,000 0 0.05% -$5.00K
ABU DHABI DEVELO 600,000 600,000 0 0.05% -$17.63K
Freddie Mac Multiclass Certificates Series 2020-RR03 18,440,000 18,440,000 0 0.05% -$72.87K
EDP, S.A. 500,000 500,000 0 0.05% -$24.40K
Abertis Infraestructuras Finance BV 500,000 500,000 0 0.05% -$25.06K
Eutelsat SA 500,000 500,000 0 0.05% -$3.67K
Doha Finance Ltd. 600,000 600,000 0 0.05% -$11.64K
WESTLAKE CORP 580,000 580,000 0 0.05% $467
VOLKSWAGEN INTL FINANCE NV 3.748%/VAR PERP REGS 500,000 500,000 0 0.05% -$15.43K
Transportes Aereos Portugueses SA 500,000 500,000 0 0.05% -$41.09K
Holding d'Infrastructures des Metiers de l'Environnement SAS 483,000 483,000 0 0.05% -$21.12K
CCG Receivables Trust 2024-1 560,000 560,000 0 0.05% -$4.07K
The Goldman Sachs Group, Inc. 570,000 570,000 0 0.05% -$14.04K
CREDIT AGRICOLE SA SUBORDINATED 144A 01/35 VAR 545,000 545,000 0 0.05% -$13.80K
Orsted AS 490,000 490,000 0 0.05% -$23.85K
JPMorgan Chase & Co., Series NN 540,000 540,000 0 0.05% -$5.55K
VIKING CRUISES LTD SR UNSECURED 144A 10/33 5.875 570,000 570,000 0 0.05% -$14.22K
CyrusOne Data Centers Issuer I LLC, Series 2023-1A, Class A2 576,000 576,000 0 0.05% -$2.04K
Fannie Mae Connecticut Avenue Securities, Series 2022-R08, Class 1M2 552,286 552,286 0 0.05% -$11.67K
VMED O2 UK Financing I PLC 500,000 500,000 0 0.05% -$41.93K
CENTURY ALUMINUM COMPANY REGD 144A P/P 6.87500000 535,000 535,000 0 0.05% $1.72K
NYC Commercial Mortgage Trust 2025-3BP 553,000 553,000 0 0.05% -$176
CAPITAL ONE FINL 540,000 540,000 0 0.05% -$15.31K
NextEra Energy Capital Holdings, Inc. 540,000 540,000 0 0.05% -$9.09K
BNP V5.906 11/19/35 144A 540,000 540,000 0 0.05% -$12.63K
UNITED MEXICAN 590,000 590,000 0 0.05% -$13.73K
FITB V0 PERP H 547,000 547,000 0 0.05% -$3.69K
Dufry One BV 475,000 475,000 0 0.05% -$28.48K
Citigroup Commercial Mortgage Trust 2023-PRM3 532,000 532,000 0 0.05% -$5.21K
Castlelake Aircraft Structured Trust, Series 2025-1A, Class C 549,909 549,909 0 0.05% $2.69K
HSBC HOLDINGS 540,000 540,000 0 0.05% -$15.05K
C V6.625 PERP 540,000 540,000 0 0.05% -$8.33K
HOWMID 7 3/8 07/15/32 525,000 525,000 0 0.05% -$13.45K
TMNL Holding BV 480,000 480,000 0 0.05% -$23.60K
UNICREDIT SPA 450,000 450,000 0 0.05% -$19.03K
ENEL SPA EUAMDB05+NA PERP REGS 450,000 450,000 0 0.05% -$24.23K
NRG ENERGY INC REGD 144A P/P 5.75000000 540,000 540,000 0 0.05% -$2.98K
STWD 6.5 07/01/30 144A 530,000 530,000 0 0.05% -$14.71K
Genesis Energy L.P./ Genesis Energy Finance Corp. 520,000 520,000 0 0.05% -$1.14K

Top 300 of 845, by weight.

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