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.
Sep 30, 2024 → Dec 31, 2024
Expand a category to see the positions behind it, ranked by weight.
| Security | Shares Sep 2024 | Shares Dec 2024 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FRANCE TREASURY BILL BTF | 0 | 4,890,783 | 4,890,783 | 1.74% | $5.06M |
| G2SF 5.5 1/25 | 0 | 3,802,367 | 3,802,367 | 1.30% | $3.77M |
| G2SF 4.5 1/26 | 0 | 3,988,355 | 3,988,355 | 1.30% | $3.77M |
| FNCL 5.5 1/26 | 0 | 2,770,000 | 2,770,000 | 0.94% | $2.73M |
| Japan Treasury Discount Bill | 0 | 418,850,000 | 418,850,000 | 0.91% | $2.66M |
| People's Republic of China | 0 | 17,110,000 | 17,110,000 | 0.83% | $2.42M |
| G2SF 5 1/26 | 0 | 2,228,183 | 2,228,183 | 0.74% | $2.16M |
| Japan Treasury Discount Bill | 0 | 304,750,000 | 304,750,000 | 0.67% | $1.94M |
| Government National Mortgage Association, TBA | 0 | 2,240,555 | 2,240,555 | 0.64% | $1.87M |
| French Republic Government Bonds OAT | 0 | 1,675,783 | 1,675,783 | 0.60% | $1.74M |
| FNCL 6.5 1/26 | 0 | 1,529,672 | 1,529,672 | 0.54% | $1.56M |
| CANADIAN GOVERNMENT /CAD/ REGD 3.50000000 | 0 | 2,137,000 | 2,137,000 | 0.52% | $1.52M |
| French Republic Government Bonds OAT | 0 | 1,439,640 | 1,439,640 | 0.50% | $1.47M |
| G2SF 6 1/25 | 0 | 1,372,595 | 1,372,595 | 0.47% | $1.38M |
| FNCL 5 1/26 | 0 | 1,370,000 | 1,370,000 | 0.45% | $1.32M |
| FNCL 3 1/26 | 0 | 1,515,000 | 1,515,000 | 0.44% | $1.29M |
| G2SF 4 1/26 | 0 | 1,332,257 | 1,332,257 | 0.42% | $1.23M |
| FNCL 6 1/26 | 0 | 1,125,000 | 1,125,000 | 0.39% | $1.13M |
| Japan Treasury Discount Bill | 0 | 176,700,000 | 176,700,000 | 0.39% | $1.12M |
| US TREASURY N/B | 0 | 1,049,000 | 1,049,000 | 0.36% | $1.04M |
| G2SF 3 1/26 | 0 | 1,067,961 | 1,067,961 | 0.32% | $925.96K |
| FNCL 3.5 1/26 | 0 | 955,000 | 955,000 | 0.29% | $844.62K |
| Japan Treasury Discount Bill | 0 | 114,900,000 | 114,900,000 | 0.25% | $729.68K |
| US TREASURY N/B | 0 | 714,000 | 714,000 | 0.25% | $713.97K |
| FNCL 2.5 1/26 | 0 | 835,000 | 835,000 | 0.23% | $680.00K |
| JAPAN GOVERNMENT OF 0% 05/20/2025 | 0 | 84,700,000 | 84,700,000 | 0.18% | $537.87K |
| MICRON TECH | 0 | 495,000 | 495,000 | 0.17% | $500.30K |
| ROCK Trust, Series 2024-CNTR, Class A | 0 | 500,000 | 500,000 | 0.17% | $498.61K |
| Japan Treasury Discount Bill | 0 | 72,550,000 | 72,550,000 | 0.16% | $460.85K |
| FNCL 4 1/26 | 0 | 500,000 | 500,000 | 0.16% | $457.19K |
| CarVal CLO Ltd., Series 2019-1A, Class AR2 | 0 | 450,000 | 450,000 | 0.15% | $450.87K |
| US TREASURY N/B | 0 | 423,000 | 423,000 | 0.14% | $405.88K |
| U.S. Treasury Inflation-Protected Notes 2.125%, Due 02/15/2054 | 0 | 419,336 | 419,336 | 0.13% | $388.33K |
| BOEING CO | 0 | 385,000 | 385,000 | 0.13% | $379.96K |
| QUEBEC PROVINCE | 0 | 535,000 | 535,000 | 0.12% | $335.86K |
| BOEING CO/THE | 0 | 317,000 | 317,000 | 0.11% | $328.69K |
| BOEING CO/THE | 0 | 300,000 | 300,000 | 0.11% | $314.27K |
| US TREASURY N/B | 0 | 325,000 | 325,000 | 0.11% | $309.46K |
| Goldentree Loan Management US CLO Ltd., Series 2020-7A, Class ARR | 0 | 302,820 | 302,820 | 0.10% | $302.87K |
| NATWEST GROUP PLC EUR REG S SUB (B) 1.043% 09-14-32/27 | 0 | 307,000 | 307,000 | 0.10% | $298.53K |
| G2SF 2 1/26 | 0 | 350,000 | 350,000 | 0.10% | $279.86K |
| ANGLIAN WAT FIN | 0 | 222,000 | 222,000 | 0.10% | $278.28K |
| Intesa Sanpaolo SpA | 0 | 255,000 | 255,000 | 0.09% | $267.28K |
| SOUTH AFRICA REPUBLIC OF 8.75% 02/28/2048 | 0 | 6,151,529 | 6,151,529 | 0.09% | $261.98K |
| Chartwell Retirement Residences | 0 | 352,000 | 352,000 | 0.08% | $245.51K |
| COMM Mortgage Trust Series 2015-3BP, Class A | 0 | 250,000 | 250,000 | 0.08% | $244.60K |
| Fiserv, Inc. | 0 | 219,000 | 219,000 | 0.08% | $241.29K |
| Province of Ontario Canada | 0 | 320,000 | 320,000 | 0.08% | $238.55K |
| VICTORIA TREASURY CORP OF 5% 11/20/2040 | 0 | 407,000 | 407,000 | 0.08% | $235.07K |
| Smurfit Kappa Treasury ULC | 0 | 222,000 | 222,000 | 0.08% | $234.07K |
| MSCI INC REGD 144A P/P 3.87500000 | 0 | 245,000 | 245,000 | 0.08% | $224.90K |
| Cooperatieve Rabobank UA | 0 | 200,000 | 200,000 | 0.07% | $215.24K |
| ISRAEL ELECTRIC CORP LTD SR SECURED 144A REGS 08/28 4.2 | 0 | 221,000 | 221,000 | 0.07% | $211.67K |
| BPCE SA 3.65 01/14/2037 | 0 | 250,000 | 250,000 | 0.07% | $209.14K |
| Shurgard Luxembourg Sarl | 0 | 200,000 | 200,000 | 0.07% | $205.50K |
| DEUTSCHE BANK NY | 0 | 230,000 | 230,000 | 0.07% | $200.75K |
| BANCO BILBAO VIZ | 0 | 200,000 | 200,000 | 0.07% | $200.03K |
| BAE SYSTEMS PLC | 0 | 200,000 | 200,000 | 0.07% | $199.13K |
| NATIONWIDE BUILDING SOC(UNGTD) 3.828%/VAR 07/24/2032 REGS | 0 | 187,000 | 187,000 | 0.07% | $198.21K |
| Segro PLC | 0 | 190,000 | 190,000 | 0.07% | $195.90K |
| SOUTH AFRICA REPUBLIC OF 7.95% 11/19/2054 144A | 0 | 200,000 | 200,000 | 0.07% | $191.01K |
| US BANCORP | 0 | 190,000 | 190,000 | 0.07% | $189.60K |
| WINTERSHALL FIN | 0 | 200,000 | 200,000 | 0.06% | $179.94K |
| NOTA DO TESOURO NACIONAL 6.000000% 08/15/2050 | 0 | 1,294,418 | 1,294,418 | 0.06% | $176.89K |
| AS Mileage Plan IP Ltd. | 0 | 180,000 | 180,000 | 0.06% | $175.32K |
| JPMORGAN CHASE | 0 | 180,000 | 180,000 | 0.06% | $173.56K |
| PNC FINANCIAL | 0 | 177,000 | 177,000 | 0.06% | $172.37K |
| BRASKEM NL | 0 | 200,000 | 200,000 | 0.06% | $167.97K |
| DANSKE BANK AS (UNGTD) 3.875%/VAR 01/09/2032 REGS | 0 | 145,000 | 145,000 | 0.05% | $154.48K |
| EVERSOURCE ENERG | 0 | 155,000 | 155,000 | 0.05% | $153.89K |
| GEN MOTORS FIN | 0 | 143,000 | 143,000 | 0.05% | $153.69K |
| ROCK Trust, Series 2024-CNTR, Class C | 0 | 150,000 | 150,000 | 0.05% | $151.55K |
| HUNTINGTON BANCS | 0 | 150,000 | 150,000 | 0.05% | $150.01K |
| NatWest Group PLC | 0 | 150,000 | 150,000 | 0.05% | $142.04K |
| M&T BANK CORP | 0 | 131,000 | 131,000 | 0.05% | $140.33K |
| FORD MOTOR CREDIT CO LLC 6.125% 05/15/2028 | 0 | 123,000 | 123,000 | 0.05% | $137.60K |
| G2SF 3.5 1/26 | 0 | 150,000 | 150,000 | 0.05% | $134.07K |
| Avolon Holdings Funding Ltd. | 0 | 135,000 | 135,000 | 0.05% | $133.77K |
| WESCO DISTRIBUTION INC REGD 144A P/P 6.62500000 | 0 | 130,000 | 130,000 | 0.05% | $131.87K |
| US FOODS INC SR UNSECURED 144A 04/33 5.75 | 0 | 135,000 | 135,000 | 0.05% | $131.17K |
| LABORATORY CORP | 0 | 136,000 | 136,000 | 0.05% | $131.14K |
| Caesars Entertainment Inc | 0 | 130,000 | 130,000 | 0.04% | $130.63K |
| PFGC 6.125 09/15/32 144A | 0 | 130,000 | 130,000 | 0.04% | $129.93K |
| Restaurant Brands International Limited Partnership | 0 | 145,000 | 145,000 | 0.04% | $129.26K |
| IRON MOUNTAIN INC REGD 144A P/P 5.62500000 | 0 | 135,000 | 135,000 | 0.04% | $128.96K |
| TEX 6.25 10/15/32 144A | 0 | 130,000 | 130,000 | 0.04% | $127.58K |
| CVS Health Corp. | 0 | 125,000 | 125,000 | 0.04% | $125.49K |
| CARDINAL HEALTH | 0 | 124,000 | 124,000 | 0.04% | $121.38K |
| CONOCOPHIL CO | 0 | 120,000 | 120,000 | 0.04% | $113.97K |
| DSV FINANCE BV | 0 | 125,000 | 125,000 | 0.04% | $111.12K |
| CON EDISON CO | 0 | 115,000 | 115,000 | 0.04% | $110.80K |
| CADENT FINANCE PLC MTN 3.750000% 04/16/2033 | 0 | 106,000 | 106,000 | 0.04% | $110.50K |
| Schlumberger Finance BV | 0 | 127,000 | 127,000 | 0.04% | $109.98K |
| NATWEST GROUP PLC 4.771%/VAR 02/16/2029 REGS | 0 | 100,000 | 100,000 | 0.04% | $108.69K |
| BANCO SANTANDER SA | 0 | 100,000 | 100,000 | 0.04% | $106.21K |
| DEUTSCHE BANK AG 4.125%/VAR 04/04/2030 REGS | 0 | 100,000 | 100,000 | 0.04% | $106.02K |
| MOTABILITY OPS | 0 | 100,000 | 100,000 | 0.04% | $105.77K |
| SEVERN TRENT WATER UTIL FIN 4% 03/05/2034 REGS | 0 | 100,000 | 100,000 | 0.04% | $105.75K |
| SSE PLC | 0 | 100,000 | 100,000 | 0.04% | $103.34K |
| ORANGE SA EUR REG S SR UNSEC (B) 2.0% 01-15-29 | 0 | 100,000 | 100,000 | 0.03% | $100.50K |
| STACR 2024-DNA3 M2 144A FRN 10-25-44 | 0 | 100,000 | 100,000 | 0.03% | $100.33K |
| Lendmark Funding Trust, Series 2024-2A, Class B | 0 | 103,000 | 103,000 | 0.03% | $100.20K |
| EUROGRID GMBH | 0 | 100,000 | 100,000 | 0.03% | $99.14K |
| FNCL 7 1/24 | 0 | 95,000 | 95,000 | 0.03% | $98.50K |
| Teollisuuden Voima Oyj | 0 | 100,000 | 100,000 | 0.03% | $97.54K |
| VEOLIA ENVRNMT | 0 | 100,000 | 100,000 | 0.03% | $96.38K |
| GERMANY FEDERAL REPUBLIC OF 2.5% 07/04/2044 REGS | 0 | 94,000 | 94,000 | 0.03% | $96.03K |
| CHENIERE ENERGY | 0 | 95,000 | 95,000 | 0.03% | $95.16K |
| Tennet Netherlands BV | 0 | 100,000 | 100,000 | 0.03% | $92.41K |
| BP Capital Markets PLC | 0 | 94,000 | 94,000 | 0.03% | $92.36K |
| C V5.592 11/19/34 | 0 | 93,000 | 93,000 | 0.03% | $92.26K |
| FNR 2024-41 DA | 0 | 87,978 | 87,978 | 0.03% | $87.91K |
| GOLDMAN SACHS GP | 0 | 90,000 | 90,000 | 0.03% | $86.96K |
| PETROLEOS MEXICANOS SR UNSEC 6.5% 03-13-27 | 0 | 85,000 | 85,000 | 0.03% | $81.91K |
| Jane Street Group / JSG Finance Inc. | 0 | 80,000 | 80,000 | 0.03% | $79.10K |
| MARSH & MCLENNAN | 0 | 80,000 | 80,000 | 0.03% | $76.83K |
| BOEING CO | 0 | 82,000 | 82,000 | 0.03% | $73.16K |
| Republic of Austria Government Bonds | 0 | 85,000 | 85,000 | 0.02% | $70.73K |
| INTEL CORP | 0 | 75,000 | 75,000 | 0.02% | $70.18K |
| ARTHUR J GALLAGH | 0 | 70,000 | 70,000 | 0.02% | $67.21K |
| TRUIST FINANCIAL CORP SR UNSECURED 08/32 VAR | 0 | 67,000 | 67,000 | 0.02% | $66.12K |
| DEUTSCHLAND REP | 0 | 117,000 | 117,000 | 0.02% | $63.74K |
| ARTHUR J GALLAGH | 0 | 65,000 | 65,000 | 0.02% | $63.36K |
| MORGAN STANLEY | 0 | 65,000 | 65,000 | 0.02% | $62.76K |
| GOLDMAN SACHS GP | 0 | 65,000 | 65,000 | 0.02% | $62.35K |
| CVS HEALTH CORP | 0 | 65,000 | 65,000 | 0.02% | $61.14K |
| Titulos de Tesoreria | 0 | 410,200,000 | 410,200,000 | 0.02% | $59.63K |
| SOUTHERN CAL ED | 0 | 70,000 | 70,000 | 0.02% | $50.09K |
| M&T BANK CORP | 0 | 50,000 | 50,000 | 0.02% | $49.79K |
| Lamb Weston Holdings, Inc. | 0 | 55,000 | 55,000 | 0.02% | $49.76K |
| INTEL CORP | 0 | 55,000 | 55,000 | 0.02% | $48.28K |
| DUKE ENERGY CAR | 0 | 50,000 | 50,000 | 0.02% | $47.55K |
| CAPITAL ONE FINL | 0 | 45,000 | 45,000 | 0.02% | $43.87K |
| Uniform Mortgage-Backed Security, TBA | 0 | 55,000 | 55,000 | 0.01% | $40.63K |
| CZECH REPUBLIC GOVERNMENT BOND CZK 4.9% 04-14-34 | 0 | 880,000 | 880,000 | 0.01% | $38.06K |
| JPY/USD FORWARD | 0 | 2 | 2 | 0.01% | $37.32K |
| HUNTINGTON BANCS | 0 | 25,000 | 25,000 | 0.01% | $25.09K |
| OVV 7.2 11/01/31 | 0 | 21,000 | 21,000 | 0.01% | $22.53K |
| CVS Health Corp. | 0 | 18,000 | 18,000 | 0.01% | $17.66K |
| ANHEUSER BUSCH INBEV SA NV 2% 03/17/2028 REGS | 0 | 16,000 | 16,000 | 0.01% | $16.28K |
| RWE AG | 0 | 15,000 | 15,000 | 0.01% | $15.95K |
| E.ON International Finance BV | 0 | 16,000 | 16,000 | 0.01% | $15.93K |
| EnBW International Finance BV | 0 | 15,000 | 15,000 | 0.01% | $15.89K |
| ZAR/USD FORWARD | 0 | 1 | 1 | 0.00% | $1.53K |
| ZURN ELKAY WATER SOLUTIONS CORP | 0 | 1 | 1 | 0.00% | $629 |
| ZAR/USD FORWARD | 0 | 2 | 2 | 0.00% | -$820 |
| FNCI 4 1/25 | 0 | -35,000 | -35,000 | -0.01% | -$33.60K |
| USD/SGD FORWARD | 0 | 3 | 3 | -0.01% | -$37.18K |
| FNCI 3.5 1/25 | 0 | -50,000 | -50,000 | -0.02% | -$47.25K |
| FNCI 2.5 1/24 | 0 | -65,000 | -65,000 | -0.02% | -$59.01K |
| Uniform Mortgage-Backed Security, TBA | 0 | -75,000 | -75,000 | -0.03% | -$75.49K |
| FNCI 4.5 1/25 | 0 | -100,000 | -100,000 | -0.03% | -$97.80K |
| FNCI 3 1/25 | 0 | -110,000 | -110,000 | -0.04% | -$102.34K |
| FNCL 2 1/26 | 0 | -155,000 | -155,000 | -0.04% | -$120.57K |
| FNCI 2 1/26 | 0 | -175,000 | -175,000 | -0.05% | -$154.50K |
| FNCL 4.5 1/26 | 0 | -1,071,000 | -1,071,000 | -0.35% | -$1.01M |
| Security | Shares Sep 2024 | Shares Dec 2024 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 12,291,500 | 0 | -12,291,500 | 0.00% | -$12.50M |
| UNITED KINGDOM GILT GBP REG S 3.25% 01-31-33 | 5,641,000 | 0 | -5,641,000 | 0.00% | -$7.18M |
| FNCL 6 10/25 | 6,204,752 | 0 | -6,204,752 | 0.00% | -$6.34M |
| US TREASURY N/B | 6,000,000 | 0 | -6,000,000 | 0.00% | -$5.78M |
| G2SF 5.5 10/25 | 5,362,367 | 0 | -5,362,367 | 0.00% | -$5.41M |
| FNCL 6.5 10/25 | 4,704,672 | 0 | -4,704,672 | 0.00% | -$4.85M |
| Kreditanstalt fuer Wiederaufbau | 4,000,000 | 0 | -4,000,000 | 0.00% | -$4.51M |
| FNCL 3 10/25 | 5,015,000 | 0 | -5,015,000 | 0.00% | -$4.50M |
| G2SF 4.5 10/25 | 3,997,355 | 0 | -3,997,355 | 0.00% | -$3.95M |
| FNCL 5.5 10/25 | 3,702,000 | 0 | -3,702,000 | 0.00% | -$3.74M |
| G2SF 2.5 10/25 | 3,805,555 | 0 | -3,805,555 | 0.00% | -$3.35M |
| G2SF 5 10/25 | 3,123,183 | 0 | -3,123,183 | 0.00% | -$3.13M |
| FNCL 3.5 10/25 | 3,030,000 | 0 | -3,030,000 | 0.00% | -$2.82M |
| US TREASURY N/B | 2,732,800 | 0 | -2,732,800 | 0.00% | -$2.51M |
| US TREASURY N/B | 3,297,000 | 0 | -3,297,000 | 0.00% | -$2.34M |
| China Government Bonds | 14,300,000 | 0 | -14,300,000 | 0.00% | -$2.08M |
| Benefit Street Partners Clo XXXIII Ltd | 2,000,000 | 0 | -2,000,000 | 0.00% | -$2.01M |
| FNCL 4.5 10/25 | 1,804,000 | 0 | -1,804,000 | 0.00% | -$1.77M |
| G2SF 3 10/23 | 1,942,961 | 0 | -1,942,961 | 0.00% | -$1.77M |
| G2SF 6 10/25 | 1,467,595 | 0 | -1,467,595 | 0.00% | -$1.49M |
| KREDITANSTALT FUER WIEDERAUFBAU | 1,190,000 | 0 | -1,190,000 | 0.00% | -$1.37M |
| European Investment Bank | 1,190,000 | 0 | -1,190,000 | 0.00% | -$1.36M |
| Japan Treasury Discount Bill | 176,700,000 | 0 | -176,700,000 | 0.00% | -$1.23M |
| GERMANY FEDERAL REPUBLIC OF 2.2% 02/15/2034 REGS | 1,088,750 | 0 | -1,088,750 | 0.00% | -$1.22M |
| FORDL 2024-A A2A | 1,183,174 | 0 | -1,183,174 | 0.00% | -$1.19M |
| JAPAN GOVT 5-YR | 171,000,000 | 0 | -171,000,000 | 0.00% | -$1.18M |
| FNCL 2.5 10/25 | 1,235,000 | 0 | -1,235,000 | 0.00% | -$1.07M |
| BARINGS CLO LTD 2024-I SER 2024-1A CL B V/R REGD 144A P/P 5.98444000 | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.01M |
| G2 MA8428 | 982,262 | 0 | -982,262 | 0.00% | -$985.35K |
| FNCL 2 10/25 | 1,187,629 | 0 | -1,187,629 | 0.00% | -$981.65K |
| FORDR 2024-1 A 144A FRN 08-15-36 | 875,000 | 0 | -875,000 | 0.00% | -$893.40K |
| Hungary Government International Bonds | 850,000 | 0 | -850,000 | 0.00% | -$886.18K |
| CELANESE US HLDS | 825,000 | 0 | -825,000 | 0.00% | -$855.20K |
| MSWF 2023-2 A5 | 750,000 | 0 | -750,000 | 0.00% | -$826.19K |
| BANK OF NOVA SCOTIA/THE 0.010000% 01/14/2027 | 727,000 | 0 | -727,000 | 0.00% | -$764.60K |
| FNMA POOL DA2948 FN 10/53 FIXED 5.5 | 745,626 | 0 | -745,626 | 0.00% | -$754.90K |
| STACR 2024-HQA2 A1 | 743,750 | 0 | -743,750 | 0.00% | -$742.82K |
| Ontario Teachers' Finance Trust | 817,000 | 0 | -817,000 | 0.00% | -$721.28K |
| NEW S WALES TREA | 1,010,000 | 0 | -1,010,000 | 0.00% | -$656.84K |
| EUROPEAN UNION | 613,000 | 0 | -613,000 | 0.00% | -$656.47K |
| Commercial Mortgage Trust, Series 2024-WCL1, Class A | 650,000 | 0 | -650,000 | 0.00% | -$647.36K |
| COMET 2022-A2 A | 650,000 | 0 | -650,000 | 0.00% | -$645.66K |
| UTD KINGDOM GILT GBP REG S 3.75% 01-29-38 | 497,493 | 0 | -497,493 | 0.00% | -$635.27K |
| US TREASURY N/B | 600,000 | 0 | -600,000 | 0.00% | -$612.61K |
| J.P. Morgan Mortgage Trust 2024-1 | 602,774 | 0 | -602,774 | 0.00% | -$607.58K |
| China Government Bond | 3,940,000 | 0 | -3,940,000 | 0.00% | -$597.04K |
| HalseyPoint CLO I Ltd., Series 2019-1A, Class A1A1 | 591,000 | 0 | -591,000 | 0.00% | -$591.42K |
| PCG 4.2 03/01/29 | 595,000 | 0 | -595,000 | 0.00% | -$586.14K |
| BX Trust, Series 2022-PSB, Class A | 578,543 | 0 | -578,543 | 0.00% | -$579.99K |
| BX, Series 2024-BRVE, Class A | 575,000 | 0 | -575,000 | 0.00% | -$574.64K |
| J.P. Morgan Mortgage Trust, Series 2023-DSC1, Class A1 | 572,793 | 0 | -572,793 | 0.00% | -$561.43K |
| SAPUTO INC | 695,000 | 0 | -695,000 | 0.00% | -$552.84K |
| EUROPEAN UNION MTN 3.000000% 12/04/2034 | 486,500 | 0 | -486,500 | 0.00% | -$552.10K |
| Southwestern Energy Company | 540,000 | 0 | -540,000 | 0.00% | -$537.80K |
| WB Commercial Mortgage Trust 2024-HQ | 525,000 | 0 | -525,000 | 0.00% | -$531.79K |
| VERUS SECURITIZATION TRUST VERUS 2022 2 A1 144A | 513,792 | 0 | -513,792 | 0.00% | -$498.01K |
| PLAINS ALL AMER | 443,000 | 0 | -443,000 | 0.00% | -$490.43K |
| Republic of Indonesia, The Government of, The | 7,341,000,000 | 0 | -7,341,000,000 | 0.00% | -$490.14K |
| BNP PARIBAS | 493,000 | 0 | -493,000 | 0.00% | -$480.09K |
| DEUTSCHE BANK AG | 400,000 | 0 | -400,000 | 0.00% | -$473.14K |
| CANADIAN GOVERNMENT /CAD/ REGD 3.50000000 | 620,000 | 0 | -620,000 | 0.00% | -$469.87K |
| US TREASURY N/B | 748,500 | 0 | -748,500 | 0.00% | -$469.10K |
| CarVal CLO II Ltd | 460,257 | 0 | -460,257 | 0.00% | -$460.49K |
| FHMS K-160 A2 | 450,000 | 0 | -450,000 | 0.00% | -$459.94K |
| GOLDENTREE LOAN MANAGEMENT US GLM 2020 7A AR 144A | 452,820 | 0 | -452,820 | 0.00% | -$453.14K |
| EUROPEAN UNION REG S SR UNSEC EUR (B) 0.7% 07-06-51 | 730,000 | 0 | -730,000 | 0.00% | -$453.06K |
| OMERS FINANCE TRUST COMPANY GUAR 144A 11/33 5.5 | 414,000 | 0 | -414,000 | 0.00% | -$448.96K |
| BOEING CO/THE | 426,000 | 0 | -426,000 | 0.00% | -$448.10K |
| Volkswagen International Finance NV | 400,000 | 0 | -400,000 | 0.00% | -$440.47K |
| SUMITOMO MITSUI | 418,000 | 0 | -418,000 | 0.00% | -$438.95K |
| Danske Bank A/S | 436,000 | 0 | -436,000 | 0.00% | -$435.32K |
| BPCE SA | 400,000 | 0 | -400,000 | 0.00% | -$433.22K |
| ALTRIA GROUP INC EUR SR UNSEC 3.125% 06-15-31 | 398,000 | 0 | -398,000 | 0.00% | -$430.22K |
| Neuberger Berman Loan Advisers CLO Ltd., Series 2022-51A, Class AR | 425,000 | 0 | -425,000 | 0.00% | -$425.00K |
| SAUDI ARABIAN OIL CO SR UNSECURED 144A 07/54 5.75 | 418,000 | 0 | -418,000 | 0.00% | -$423.02K |
| NEW ZEALAND GVT | 684,000 | 0 | -684,000 | 0.00% | -$420.58K |
| CAIXABANK SA SR UNSECURED 144A 06/35 VAR | 395,000 | 0 | -395,000 | 0.00% | -$419.61K |
| HAROT 2023-4 A3 | 400,000 | 0 | -400,000 | 0.00% | -$409.29K |
| CAIXABANK SA REGD V/R 144A P/P 6.20800000 | 385,000 | 0 | -385,000 | 0.00% | -$403.09K |
| AGL CLO 12 Ltd., Series 2021-12A, Class A1 | 402,000 | 0 | -402,000 | 0.00% | -$402.60K |
| MSC 2022-L8 A5 | 425,000 | 0 | -425,000 | 0.00% | -$398.89K |
| G2SF 4 10/23 | 407,257 | 0 | -407,257 | 0.00% | -$393.72K |
| STACR 2024-HQA1 M1 | 392,321 | 0 | -392,321 | 0.00% | -$392.93K |
| T-MOBILE USA INC | 416,000 | 0 | -416,000 | 0.00% | -$391.88K |
| BANCO SANTANDER | 400,000 | 0 | -400,000 | 0.00% | -$391.34K |
| GEN MOTORS FIN | 367,000 | 0 | -367,000 | 0.00% | -$381.77K |
| Ally Bank Auto Credit-Linked Notes, Series 2024-A, Class A2 | 374,861 | 0 | -374,861 | 0.00% | -$381.30K |
| BPCE SA REGD V/R 144A P/P 3.11600000 | 442,000 | 0 | -442,000 | 0.00% | -$380.47K |
| Magnetite Xxx Ltd | 377,969 | 0 | -377,969 | 0.00% | -$378.43K |
| Freddie Mac Pool | 434,283 | 0 | -434,283 | 0.00% | -$378.36K |
| NETFLIX INC | 314,000 | 0 | -314,000 | 0.00% | -$374.25K |
| REGAL REXNORD | 361,000 | 0 | -361,000 | 0.00% | -$367.12K |
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM5 A1 144A | 359,760 | 0 | -359,760 | 0.00% | -$364.45K |
| FINNING INTL INC | 479,000 | 0 | -479,000 | 0.00% | -$363.32K |
| ORACLE CORP | 389,000 | 0 | -389,000 | 0.00% | -$353.84K |
| NEXA RESOURCES SA 6.75% 04/09/2034 144A | 330,000 | 0 | -330,000 | 0.00% | -$349.39K |
| CREDIT AGRICOLE ITALIA SPA 3.5% 01/15/2030 REGS | 300,000 | 0 | -300,000 | 0.00% | -$345.71K |
| COMISION FEDERAL DE ELECTRICIDAD REG S SR UNSEC 3.875% 07-26-33 | 406,000 | 0 | -406,000 | 0.00% | -$342.97K |
| CRED MUTUEL HOME LOAN SF /EUR/ REGD REG S EMTN | 300,000 | 0 | -300,000 | 0.00% | -$342.74K |
| AKER BP ASA | 325,000 | 0 | -325,000 | 0.00% | -$340.01K |
| UBS GROUP | 328,000 | 0 | -328,000 | 0.00% | -$338.45K |
| AIB GROUP PLC EUR REG S SUB (B) 2.875% 05-30-31/26 | 307,000 | 0 | -307,000 | 0.00% | -$336.61K |
| SM Energy Company | 320,000 | 0 | -320,000 | 0.00% | -$334.43K |
| SPCM SA | 350,000 | 0 | -350,000 | 0.00% | -$331.19K |
| Fannie Mae Connecticut Avenue Securities | 325,000 | 0 | -325,000 | 0.00% | -$330.56K |
| SCG Mortgage Trust, Series 2024-MSP, Class A | 325,000 | 0 | -325,000 | 0.00% | -$322.87K |
| Westpac Banking Corp | 284,000 | 0 | -284,000 | 0.00% | -$321.37K |
| Societe Generale SFH SA | 300,000 | 0 | -300,000 | 0.00% | -$320.73K |
| Freddie Mac Pool | 323,911 | 0 | -323,911 | 0.00% | -$312.45K |
| QUEBEC PROVINCE | 288,000 | 0 | -288,000 | 0.00% | -$308.34K |
| G2 MA7135 | 354,109 | 0 | -354,109 | 0.00% | -$300.49K |
| BUNGE LTD FIN CP | 300,000 | 0 | -300,000 | 0.00% | -$299.14K |
| Verus Securitization Trust 2020-2 | 300,000 | 0 | -300,000 | 0.00% | -$298.12K |
| JPMORGAN CHASE | 285,000 | 0 | -285,000 | 0.00% | -$297.33K |
| Sweden Inflation Linked Bond | 3,024,643 | 0 | -3,024,643 | 0.00% | -$294.66K |
| Japan Finance Organization for Municipalities | 265,000 | 0 | -265,000 | 0.00% | -$293.52K |
| INTESA SANPAOLO SPA EUR REG S SR NON PREF (B) 5.625% 03-08-33 | 230,000 | 0 | -230,000 | 0.00% | -$289.28K |
| AOMT 2021-6 A1 | 342,868 | 0 | -342,868 | 0.00% | -$286.90K |
| Fannie Mae Pool | 297,669 | 0 | -297,669 | 0.00% | -$286.34K |
| PR 7 01/15/32 144A | 275,000 | 0 | -275,000 | 0.00% | -$285.93K |
| JABIL INC | 318,000 | 0 | -318,000 | 0.00% | -$285.29K |
| SIEMENS FINAN | 300,000 | 0 | -300,000 | 0.00% | -$284.79K |
| HASBRO INC | 290,000 | 0 | -290,000 | 0.00% | -$284.31K |
| UNITEDHEALTH GRP | 275,000 | 0 | -275,000 | 0.00% | -$284.18K |
| BRASKEM NETHERLANDS FINANCE BV REG S SR UNSEC 4.5% 01-10-28 | 301,000 | 0 | -301,000 | 0.00% | -$283.32K |
| MEDIOBANCA SPA | 275,000 | 0 | -275,000 | 0.00% | -$282.77K |
| JP Morgan Mortgage Trust Series 2024-5 6.00 | 279,695 | 0 | -279,695 | 0.00% | -$282.27K |
| OZLM XVIII Ltd., Series 2018-18A, Class A | 279,362 | 0 | -279,362 | 0.00% | -$279.38K |
| NEW S WALES TREA | 406,000 | 0 | -406,000 | 0.00% | -$273.88K |
| VF CORP /EUR/ REGD 0.62500000 | 335,000 | 0 | -335,000 | 0.00% | -$273.30K |
| SCFET 2024-1A A2 144A 5.88% 11-20-29 | 269,000 | 0 | -269,000 | 0.00% | -$271.50K |
| AMERICAN HONDA FINANCE CORP | 238,000 | 0 | -238,000 | 0.00% | -$269.74K |
| US TREASURY N/B | 268,200 | 0 | -268,200 | 0.00% | -$267.15K |
| BPCE SA REGD V/R 144A P/P 2.27700000 | 314,000 | 0 | -314,000 | 0.00% | -$266.93K |
| DBJPM 2020-C9 A5 | 308,000 | 0 | -308,000 | 0.00% | -$266.66K |
| FORD MOTOR CO | 312,000 | 0 | -312,000 | 0.00% | -$265.80K |
| PENSKE TRUCK LE | 250,000 | 0 | -250,000 | 0.00% | -$263.04K |
| CITIBANK NA | 250,000 | 0 | -250,000 | 0.00% | -$255.80K |
| SAUDI INT BOND | 250,000 | 0 | -250,000 | 0.00% | -$255.00K |
| BINOM SECURITIZATION TRUST BINOM 2022 INV1 A1 144A | 257,080 | 0 | -257,080 | 0.00% | -$252.48K |
| ALLIANZ SE | 200,000 | 0 | -200,000 | 0.00% | -$251.27K |
| Octagon Investment Partners 40 Ltd | 250,000 | 0 | -250,000 | 0.00% | -$250.29K |
| Regatta XXIV Funding Ltd., Series 2021-5A, Class A1 | 250,000 | 0 | -250,000 | 0.00% | -$250.10K |
| BK OF NY MELLON | 250,000 | 0 | -250,000 | 0.00% | -$250.04K |
| ENA MASTER TRUST 144A 4.000000% 05/19/2048 | 323,000 | 0 | -323,000 | 0.00% | -$245.40K |
| AT&T INC | 245,000 | 0 | -245,000 | 0.00% | -$244.98K |
| Structured Agency Credit Risk Debt Note (STACR) | 212,000 | 0 | -212,000 | 0.00% | -$241.87K |
| Bank of Ireland Group PLC | 199,000 | 0 | -199,000 | 0.00% | -$240.94K |
| MEXICO CITY AIRPORT TRUST REG S SR SEC 1ST LIEN 5.5% 10-31-46 | 280,000 | 0 | -280,000 | 0.00% | -$240.27K |
| UBS GROUP AG 4.75%/VAR 03/17/2032 REGS | 200,000 | 0 | -200,000 | 0.00% | -$239.45K |
| CORPORACION NACIONAL DEL COBRE DE CHILE 5.125% 02/02/2033 144A | 240,000 | 0 | -240,000 | 0.00% | -$239.18K |
| Periama Holdings LLC/DE | 236,000 | 0 | -236,000 | 0.00% | -$235.48K |
| UBS V9.25 PERP 144a | 210,000 | 0 | -210,000 | 0.00% | -$232.05K |
| VARNO 8 11/15/32 144A | 200,000 | 0 | -200,000 | 0.00% | -$231.36K |
| JP Morgan Mortgage Trust Series 2024-4 | 225,000 | 0 | -225,000 | 0.00% | -$231.11K |
| DEUTSCHE BANK AG | 200,000 | 0 | -200,000 | 0.00% | -$230.34K |
| BECTON DICKINSON & CO 3.828000% 06/07/2032 | 200,000 | 0 | -200,000 | 0.00% | -$229.80K |
| BANCO BILBAO VIZ | 200,000 | 0 | -200,000 | 0.00% | -$229.52K |
| CELANESE US HLDS | 215,000 | 0 | -215,000 | 0.00% | -$227.16K |
| KROGER CO | 225,000 | 0 | -225,000 | 0.00% | -$226.97K |
| NWG 8 1/8 PERP | 208,000 | 0 | -208,000 | 0.00% | -$226.45K |
| SOUTH AFRICA REPUBLIC OF 4.85% 09/30/2029 | 233,000 | 0 | -233,000 | 0.00% | -$226.01K |
| Schaeffler AG | 200,000 | 0 | -200,000 | 0.00% | -$222.56K |
| Sigma Foods SAB de CV | 200,000 | 0 | -200,000 | 0.00% | -$222.19K |
| BARCLAYS PLC | 217,000 | 0 | -217,000 | 0.00% | -$218.66K |
| CAPITAL ONE FINL | 210,000 | 0 | -210,000 | 0.00% | -$217.62K |
| GPN 4.875 03/17/31 | 180,000 | 0 | -180,000 | 0.00% | -$213.24K |
| SANTANDER UK GRP | 200,000 | 0 | -200,000 | 0.00% | -$211.68K |
| CK HUTCHISON GROUP TELECOM FINANCE SA | 216,000 | 0 | -216,000 | 0.00% | -$210.60K |
| Bangkok Bank Public Company Limited | 200,000 | 0 | -200,000 | 0.00% | -$209.77K |
| BANK OF AMER CRP | 234,000 | 0 | -234,000 | 0.00% | -$209.64K |
| AMGEN INC | 200,000 | 0 | -200,000 | 0.00% | -$208.57K |
| State of North Rhine-Westphalia Germany | 248,000 | 0 | -248,000 | 0.00% | -$207.88K |
| FORD MOTOR CRED | 202,000 | 0 | -202,000 | 0.00% | -$205.71K |
| WINTERSHALL FIN | 200,000 | 0 | -200,000 | 0.00% | -$203.87K |
| UNITED MEXICAN | 200,000 | 0 | -200,000 | 0.00% | -$203.60K |
| Fannie Mae Pool | 208,501 | 0 | -208,501 | 0.00% | -$201.82K |
| Lloyds Banking Group PLC (pfd) 7.50% 12/27/2173 Perpetual | 200,000 | 0 | -200,000 | 0.00% | -$201.75K |
| KYNDRYL HOLDINGS | 211,000 | 0 | -211,000 | 0.00% | -$200.63K |
| CANADIAN GOVERNMENT BONDS 09/28 3.25 | 266,000 | 0 | -266,000 | 0.00% | -$200.45K |
| UBER TECHNOLOGIE | 200,000 | 0 | -200,000 | 0.00% | -$199.29K |
| BANCO SANTANDER | 200,000 | 0 | -200,000 | 0.00% | -$197.97K |
| RMLT 2019-2 B1 | 200,000 | 0 | -200,000 | 0.00% | -$197.21K |
| CIFC 2018-2A A1 | 194,461 | 0 | -194,461 | 0.00% | -$194.55K |
| SANTANDER UK GRP | 200,000 | 0 | -200,000 | 0.00% | -$193.94K |
| BBVASM 6 1/8 PERP | 200,000 | 0 | -200,000 | 0.00% | -$193.75K |
| Interpublic Group of Cos Inc/The 5.38 06/15/2033 | 188,000 | 0 | -188,000 | 0.00% | -$192.15K |
| AKER BP ASA SR UNSECURED 144A 07/26 2 | 200,000 | 0 | -200,000 | 0.00% | -$191.67K |
| STANDARD CHARTERED PLC SR UNSECURED 144A 01/27 VAR | 200,000 | 0 | -200,000 | 0.00% | -$191.55K |
| ABN AMRO BANK NV REGD V/R 144A P/P 1.54200000 | 200,000 | 0 | -200,000 | 0.00% | -$190.66K |
| BOEING CO/THE | 176,000 | 0 | -176,000 | 0.00% | -$188.82K |
| CBRE SERVICES IN | 175,000 | 0 | -175,000 | 0.00% | -$187.86K |
| RABOBANK | 140,000 | 0 | -140,000 | 0.00% | -$182.81K |
| ENEL FIN INTL NV | 210,000 | 0 | -210,000 | 0.00% | -$182.47K |
| L3HARRIS TECH IN | 175,000 | 0 | -175,000 | 0.00% | -$182.13K |
| MORGAN STANLEY | 146,000 | 0 | -146,000 | 0.00% | -$181.71K |
| Bellemeade Re 2021-2 Ltd | 180,876 | 0 | -180,876 | 0.00% | -$181.13K |
| BARCLAYS PLC MTN 5.262000% 01/29/2034 | 145,000 | 0 | -145,000 | 0.00% | -$178.61K |
| VF CORPORATION 4.25% 03/07/2029 | 162,000 | 0 | -162,000 | 0.00% | -$176.85K |
| Toronto-Dominion Bank/The | 175,000 | 0 | -175,000 | 0.00% | -$176.79K |
| HARLEY DAVIDSON FINL SER COMPANY GUAR 144A 02/27 3.05 | 184,000 | 0 | -184,000 | 0.00% | -$176.66K |
| HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 3.375% 06-15-34 | 147,000 | 0 | -147,000 | 0.00% | -$167.07K |
| FN BZ0594 | 165,000 | 0 | -165,000 | 0.00% | -$166.48K |
| CITIZENS FIN GRP | 160,000 | 0 | -160,000 | 0.00% | -$166.44K |
| CHENIERE ENERGY | 160,000 | 0 | -160,000 | 0.00% | -$165.68K |
| RTX CORP | 156,000 | 0 | -156,000 | 0.00% | -$165.14K |
| COLT 2021-HX1 Mortgage Loan Trust | 191,876 | 0 | -191,876 | 0.00% | -$164.66K |
| UNIV OF CALIFORNIA-BG | 175,000 | 0 | -175,000 | 0.00% | -$163.74K |
| JAPAN GOVT 40-YR | 40,050,000 | 0 | -40,050,000 | 0.00% | -$162.20K |
| TENCENT HOLDINGS LTD REG S SR UNSEC 3.84% 04-22-51 | 200,000 | 0 | -200,000 | 0.00% | -$162.06K |
| WELLS FARGO CO | 210,000 | 0 | -210,000 | 0.00% | -$160.37K |
| ERAC USA FINANCE | 155,000 | 0 | -155,000 | 0.00% | -$159.64K |
| BMO 2022-C3 A5 | 150,000 | 0 | -150,000 | 0.00% | -$156.65K |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/28 5.68 | 150,000 | 0 | -150,000 | 0.00% | -$155.61K |
| Loblaw Cos Ltd | 184,000 | 0 | -184,000 | 0.00% | -$155.17K |
| FNMA Connecticut Avenue Securities Trust, Series 2023-R02, Class 1M1 | 151,950 | 0 | -151,950 | 0.00% | -$155.02K |
| Fannie Mae Pool | 150,000 | 0 | -150,000 | 0.00% | -$154.75K |
| Fannie Mae Pool | 150,000 | 0 | -150,000 | 0.00% | -$152.70K |
| MPT OPER PARTNERSP/FINL /GBP/ REGD 3.69200000 | 145,000 | 0 | -145,000 | 0.00% | -$151.64K |
| AUXILIOR TERM FUNDING LLC XCAP 2023 1A A2 144A | 149,229 | 0 | -149,229 | 0.00% | -$150.64K |
| FNCL 7 10/24 | 145,000 | 0 | -145,000 | 0.00% | -$150.63K |
| BX TST. 2024-PAT FRN | 150,000 | 0 | -150,000 | 0.00% | -$150.47K |
| Chase Home Lending Mortgage Trust Series 2024-3 | 150,000 | 0 | -150,000 | 0.00% | -$149.60K |
| BANK IRELAND GROUP PLC 0.375%/VAR 05/10/2027 REGS | 140,000 | 0 | -140,000 | 0.00% | -$149.58K |
| US TREASURY N/B | 276,000 | 0 | -276,000 | 0.00% | -$147.70K |
| Kroger Co/The | 145,000 | 0 | -145,000 | 0.00% | -$145.94K |
| PETROLEOS MEXICANOS SR UNSEC SF 6.7% 02-16-32 | 161,000 | 0 | -161,000 | 0.00% | -$143.96K |
| European Stability Mechanism | 130,000 | 0 | -130,000 | 0.00% | -$143.76K |
| WORKDAY INC | 146,000 | 0 | -146,000 | 0.00% | -$142.62K |
| GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TR 2023-4 5.89% 11/16/2026 | 139,340 | 0 | -139,340 | 0.00% | -$139.92K |
| DISCOVERY COMMUN | 148,000 | 0 | -148,000 | 0.00% | -$139.91K |
| NISOURCE INC | 129,000 | 0 | -129,000 | 0.00% | -$133.59K |
| DIAMONDBACK ENER | 130,000 | 0 | -130,000 | 0.00% | -$133.44K |
| ORACLE CORP | 130,000 | 0 | -130,000 | 0.00% | -$133.00K |
| Freddie Mac Gold Pool | 139,843 | 0 | -139,843 | 0.00% | -$132.15K |
| DCP MIDSTREAM OP | 127,000 | 0 | -127,000 | 0.00% | -$130.66K |
| ENBRIDGE INC | 120,000 | 0 | -120,000 | 0.00% | -$130.61K |
| GE HealthCare Technologies Inc 5.55 11/15/2024 | 130,000 | 0 | -130,000 | 0.00% | -$130.02K |
| FNCL 5 10/25 | 130,000 | 0 | -130,000 | 0.00% | -$129.91K |
| INTEL CORP | 125,000 | 0 | -125,000 | 0.00% | -$127.67K |
| FN BC9083 | 138,801 | 0 | -138,801 | 0.00% | -$127.35K |
| UNITEDHEALTH GRP | 160,000 | 0 | -160,000 | 0.00% | -$126.26K |
| REGIONS FINL CORP NEW T5Y+NA PERP | 125,000 | 0 | -125,000 | 0.00% | -$124.50K |
| META PLATFORMS | 120,000 | 0 | -120,000 | 0.00% | -$122.68K |
| G2 MA4586 | 128,420 | 0 | -128,420 | 0.00% | -$121.98K |
| Republic of Austria Government Bonds | 170,000 | 0 | -170,000 | 0.00% | -$118.74K |
| CREDIT AGRICOLE SA | 100,000 | 0 | -100,000 | 0.00% | -$118.49K |
| Celanese US Holdings LLC | 100,000 | 0 | -100,000 | 0.00% | -$118.47K |
| TEOLLISUUDEN VOIMA OYJ | 100,000 | 0 | -100,000 | 0.00% | -$117.47K |
| PENSKE TRUCK LE | 113,000 | 0 | -113,000 | 0.00% | -$116.31K |
| HP ENTERPRISE | 116,000 | 0 | -116,000 | 0.00% | -$116.10K |
| JPMORGAN CHASE | 111,000 | 0 | -111,000 | 0.00% | -$116.06K |
| Banco de Sabadell SA | 100,000 | 0 | -100,000 | 0.00% | -$115.23K |
| CREDIT AGRICOLE ASSURANCES SA 4.750000% 09/27/2048 | 100,000 | 0 | -100,000 | 0.00% | -$115.07K |
| ROMANIAN GOVERNMENT INTERNATIONAL BOND EUR 144A LIFE 5.375% 03-22-31 | 100,000 | 0 | -100,000 | 0.00% | -$113.82K |
| DEVELOPMENT BK OF JAPAN 3.125% 04/13/2028 REGS | 100,000 | 0 | -100,000 | 0.00% | -$113.58K |
| NORWEGIAN GOV'T | 1,365,000 | 0 | -1,365,000 | 0.00% | -$113.34K |
| SOCIETE NATIONALE DES CDF FRAN 3.125% 11/02/2027 REGS | 100,000 | 0 | -100,000 | 0.00% | -$112.92K |
| FNMA Connecticut Avenue Securities Trust, Series 2023-R01, Class 1M1 | 108,880 | 0 | -108,880 | 0.00% | -$111.83K |
| FNMA Connecticut Avenue Securities Trust, Series 2023-R06, Class 1M1 | 111,390 | 0 | -111,390 | 0.00% | -$111.80K |
| AON NORTH AMER | 105,000 | 0 | -105,000 | 0.00% | -$111.15K |
| Freddie Mac Multifamily Structured Pass Through Certificates | 111,127 | 0 | -111,127 | 0.00% | -$110.29K |
| Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC | 115,000 | 0 | -115,000 | 0.00% | -$108.62K |
| KROGER CO | 107,000 | 0 | -107,000 | 0.00% | -$107.92K |
| SANTANDER UK PLC | 100,000 | 0 | -100,000 | 0.00% | -$107.56K |
| SBNA Auto Lease Trust, Series 2023-A, Class A2 | 105,882 | 0 | -105,882 | 0.00% | -$106.40K |
| G2 MA4509 | 115,410 | 0 | -115,410 | 0.00% | -$106.32K |
| Quest Diagnostics Inc. | 95,000 | 0 | -95,000 | 0.00% | -$106.20K |
| PHILIP MORRIS IN | 100,000 | 0 | -100,000 | 0.00% | -$106.12K |
| BROADCOM INC | 106,000 | 0 | -106,000 | 0.00% | -$105.89K |
| L3HARRIS TECH IN | 100,000 | 0 | -100,000 | 0.00% | -$104.39K |
| HCA INC | 100,000 | 0 | -100,000 | 0.00% | -$104.35K |
| DELL INT / EMC | 99,000 | 0 | -99,000 | 0.00% | -$103.01K |
| Chase Home Lending Mortgage Trust Series 2024-3 | 100,000 | 0 | -100,000 | 0.00% | -$102.60K |
| HOWMET AEROSPACE | 100,000 | 0 | -100,000 | 0.00% | -$102.20K |
| Thames Water Utilities Finance PLC | 100,000 | 0 | -100,000 | 0.00% | -$102.10K |
| CADENCE DESIGN | 100,000 | 0 | -100,000 | 0.00% | -$100.30K |
| UBER TECHNOLOGIE | 100,000 | 0 | -100,000 | 0.00% | -$99.89K |
| CARRIER GLOBAL | 91,000 | 0 | -91,000 | 0.00% | -$99.29K |
| MARRIOTT INTL | 98,000 | 0 | -98,000 | 0.00% | -$98.91K |
| JPMORGAN CHASE + CO SR UNSECURED 02/26 VAR | 97,000 | 0 | -97,000 | 0.00% | -$97.18K |
| ROMANIA REPUBLIC OF 4% 02/14/2051 144A | 132,000 | 0 | -132,000 | 0.00% | -$95.83K |
| HCA INC | 90,000 | 0 | -90,000 | 0.00% | -$94.50K |
| UBER TECHNOLOGIE | 95,000 | 0 | -95,000 | 0.00% | -$94.23K |
| LAS VEGAS SAN | 90,000 | 0 | -90,000 | 0.00% | -$94.19K |
| CREDIT AGRICOLE ITALIA SPA 0.375% 01/20/2032 REGS | 100,000 | 0 | -100,000 | 0.00% | -$93.69K |
| MORGAN STANLEY | 90,000 | 0 | -90,000 | 0.00% | -$93.51K |
| ENGIE | 100,000 | 0 | -100,000 | 0.00% | -$91.77K |
| ACGCAP 5.5 12/15/24 144A | 91,000 | 0 | -91,000 | 0.00% | -$90.90K |
| ANHEUSER-BUSCH | 90,000 | 0 | -90,000 | 0.00% | -$90.29K |
| MPW 4.625 08/01/29 | 109,000 | 0 | -109,000 | 0.00% | -$87.75K |
| ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 5.500000% 09/18/2028 | 75,000 | 0 | -75,000 | 0.00% | -$87.34K |
| FG G08779 | 92,063 | 0 | -92,063 | 0.00% | -$86.97K |
| DIAMONDBACK ENER | 85,000 | 0 | -85,000 | 0.00% | -$85.64K |
| CZECH REPUBLIC GOVERNMENT BOND CZK REG S 2.5% 08-25-28 | 1,980,000 | 0 | -1,980,000 | 0.00% | -$84.57K |
| FN MA3120 | 89,218 | 0 | -89,218 | 0.00% | -$84.19K |
| BOEING CO | 88,000 | 0 | -88,000 | 0.00% | -$83.40K |
| AT&T INC | 98,000 | 0 | -98,000 | 0.00% | -$82.61K |
| MORGAN STANLEY | 79,000 | 0 | -79,000 | 0.00% | -$82.60K |
| DUKE ENERGY COR | 80,000 | 0 | -80,000 | 0.00% | -$79.14K |
Top 300 of 397, by weight.
| Security | Shares Sep 2024 | Shares Dec 2024 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| iShares Trust CORE US AGGREGATE BD ETF | 66,637 | 67,004 | 367 | 2.23% | -$255.64K |
| UNITED KINGDOM GILT GBP REG S 4.125% 07-22-29 | 691,000 | 2,351,064 | 1,660,064 | 1.00% | $1.98M |
| USD/TWD FORWARD | -53,699,841 | 128 | 53,699,969 | 0.67% | $3.80M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.50% 2/15/2053 | 1,301,524 | 1,306,174 | 4,649 | 0.36% | -$131.26K |
| MEXICO UNITED MEXICAN STATES 7% 09/03/2026 | 10,549,500 | 17,914,600 | 7,365,100 | 0.28% | $309.93K |
| ITALY REPUBLIC OF 4.15% 10/01/2039 144A REGS | 120,000 | 665,000 | 545,000 | 0.25% | $574.47K |
| QUEENSLAND TREASURY CORP 4.5% 08/22/2035 144A REGS | 292,000 | 1,004,000 | 712,000 | 0.20% | $391.86K |
| U.S. Secured Overnight Financing Rate | 9 | 13 | 4 | 0.15% | $585.44K |
| ZIJIN MINING GROUP LTD H | -7,239,932 | 50 | 7,239,982 | 0.14% | $768.87K |
| ZOOM COMMUNICATIONS INC | 12 | 13 | 1 | 0.12% | $48.09K |
| MEXICO UNITED MEXICAN STATES 8% 07/31/2053 | 3,427,200 | 7,630,100 | 4,202,900 | 0.09% | $130.36K |
| OCCIDENTAL PETE | 133,000 | 248,000 | 115,000 | 0.08% | $107.98K |
| FIDELITY NATL INFO SERV /EUR/ REGD 2.00000000 | 140,000 | 247,000 | 107,000 | 0.08% | $95.71K |
| FIFTH THIRD BANC | 60,000 | 229,000 | 169,000 | 0.08% | $165.12K |
| Republic of Indonesia, The Government of, The | 2,510,000,000 | 3,169,000,000 | 659,000,000 | 0.07% | $24.88K |
| Sweden Inflation Linked Bond | 1,678,542 | 1,681,451 | 2,908 | 0.06% | -$17.17K |
| ZAR/USD FORWARD | -3,739,963 | 3,428,613 | 7,168,576 | 0.06% | $115.47K |
| CAPITAL ONE FINL | 144,000 | 150,000 | 6,000 | 0.05% | $121 |
| ZURICH INSURANCE GROUP AG TRS 0.0000% 05-15-2033 | -5,649,936 | 37 | 5,649,973 | 0.05% | $422.28K |
| Ministerio De Hacienda Y Credito Publico | 443,800,000 | 644,100,000 | 200,300,000 | 0.04% | $20.67K |
| CHARTER COMM OPT | 105,000 | 155,000 | 50,000 | 0.03% | $30.94K |
| SPI 200 | -111 | -52 | 59 | 0.02% | $11.17K |
| KOREA TRSY BD | 4,120,000 | 94,650,000 | 90,530,000 | 0.02% | $57.67K |
| S&P/TSX 60 IX | 8 | 12 | 4 | 0.01% | $29.61K |
| INTEL CORP | 15,000 | 40,000 | 25,000 | 0.01% | $13.15K |
| INTEL CORP | 15,000 | 30,000 | 15,000 | 0.01% | $8.70K |
| ZAR/USD FORWARD | -3,709,971 | 13 | 3,709,984 | 0.01% | $37.87K |
| TPX BANKS INDEX | -23 | -6 | 17 | 0.01% | $49.17K |
| USD/SGD FORWARD | 6 | 8 | 2 | 0.00% | -$20.78K |
| WTI CRUDE MAR 26 | -55 | 62 | 117 | -0.01% | -$235.16K |
| ZURICH INSURANCE GROUP AG | -3,599,999 | 2,690,001 | 6,290,000 | -0.02% | $53.79K |
| VSTOXX | 160 | 161 | 1 | -0.02% | $58.02K |
| ZAR/USD FORWARD | 10 | 24 | 14 | -0.08% | -$221.92K |
| Security | Shares Sep 2024 | Shares Dec 2024 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| VANGUARD TOTAL INTERNATIONAL BOND ETF | 134,189 | 132,124 | -2,065 | 2.23% | -$266.34K |
| JAPAN GOVT 5-YR | 468,100,000 | 288,800,000 | -179,300,000 | 0.62% | -$1.43M |
| JAPAN GOVT 20-YR | 476,000,000 | 296,000,000 | -180,000,000 | 0.58% | -$1.36M |
| JAPAN GOVT 30-YR | 680,800,000 | 346,400,000 | -334,400,000 | 0.51% | -$1.79M |
| French Republic Government Bonds OAT | 3,103,613 | 1,393,613 | -1,710,000 | 0.47% | -$1.91M |
| UNITED KINGDOM GILT GBP REG S 4.75% 10-22-43 | 2,063,000 | 1,072,000 | -991,000 | 0.44% | -$1.56M |
| AUSTRALIAN GOVT. | 5,729,000 | 3,619,000 | -2,110,000 | 0.41% | -$1.03M |
| JAPAN GOVT 10-YR | 316,000,000 | 187,000,000 | -129,000,000 | 0.41% | -$1.05M |
| GERMANY FEDERAL REPUBLIC OF 3.25% 07/04/2042 REGS | 2,082,675 | 1,053,396 | -1,029,279 | 0.41% | -$1.39M |
| DREY-GVT CSH-I | 2,312,787 | 1,154,403 | -1,158,384 | 0.40% | -$1.16M |
| TITULOS DE TESORERIA 13.250000% 02/09/2033 | 7,776,500,000 | 4,448,000,000 | -3,328,500,000 | 0.37% | -$1.10M |
| (PIPA070) PGIM Core Government Money Market Fund | 3,514,380 | 1,072,863 | -2,441,517 | 0.37% | -$2.44M |
| Commonwealth of Australia | 3,838,000 | 1,670,000 | -2,168,000 | 0.35% | -$1.70M |
| United Kingdom of Great Britain and Northern Ireland | 1,755,451 | 867,511 | -887,940 | 0.33% | -$1.30M |
| Republic of Indonesia | 22,253,000,000 | 15,414,000,000 | -6,839,000,000 | 0.33% | -$557.42K |
| JAPAN GOVT 20-YR | 242,200,000 | 153,800,000 | -88,400,000 | 0.32% | -$709.08K |
| VICTORIA TREASURY CORP OF 2% 09/17/2035 | 2,618,000 | 2,022,000 | -596,000 | 0.32% | -$438.12K |
| UNITED KINGDOM GILT 4.250000% 07/31/2034 | 1,154,437 | 744,437 | -410,000 | 0.31% | -$664.14K |
| ITALY REPUBLIC OF 4.1% 02/01/2029 REGS | 1,290,000 | 820,000 | -470,000 | 0.31% | -$625.14K |
| NEW ZEALAND GVT | 3,621,000 | 1,621,000 | -2,000,000 | 0.31% | -$1.45M |
| ITALY REPUBLIC OF 3.5% 02/15/2031 144A REGS | 1,357,000 | 823,000 | -534,000 | 0.30% | -$682.56K |
| JAPAN GOVT 30-YR | 470,500,000 | 123,300,000 | -347,200,000 | 0.30% | -$2.81M |
| FR SD7563 | 910,898 | 886,805 | -24,093 | 0.29% | -$60.87K |
| US TREASURY N/B | 2,674,300 | 1,472,000 | -1,202,300 | 0.29% | -$880.62K |
| SPANISH GOV'T | 1,347,000 | 746,000 | -601,000 | 0.28% | -$784.35K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.375 07/15/33 | 1,505,450 | 865,276 | -640,174 | 0.28% | -$674.55K |
| KOREA TRSY BD | 2,430,000,000 | 1,071,770,000 | -1,358,230,000 | 0.27% | -$1.24M |
| French Republic Government Bonds OAT | 954,000 | 724,000 | -230,000 | 0.26% | -$320.66K |
| SPANISH GOV'T | 822,000 | 695,000 | -127,000 | 0.26% | -$208.57K |
| UMBS | 914,931 | 898,589 | -16,343 | 0.26% | -$58.26K |
| U.S. Treasury Inflation-Protected Notes 1.75%, Due 01/15/2034 | 1,021,213 | 680,841 | -340,372 | 0.22% | -$380.18K |
| French Republic Government Bonds OAT | 1,990,193 | 596,710 | -1,393,483 | 0.22% | -$1.70M |
| ZSCALER INC | 58 | 49 | -9 | 0.21% | $812.66K |
| MSILF-GOVT-INS | 1,666,871 | 603,624 | -1,063,247 | 0.21% | -$1.06M |
| United Kingdom Inflation-Linked Gilt | 810,939 | 491,208 | -319,731 | 0.21% | -$502.42K |
| ZAR/USD FORWARD | 54 | 34 | -20 | 0.21% | $618.33K |
| Atlas Senior Loan Fund XIV | 631,802 | 589,620 | -42,182 | 0.20% | -$42.03K |
| French Republic Government Bonds OAT | 758,000 | 553,000 | -205,000 | 0.20% | -$273.48K |
| GLENCORE FDG LLC | 790,000 | 570,000 | -220,000 | 0.20% | -$241.90K |
| JP Morgan Mortgage Trust Series 2024-3 | 656,931 | 634,424 | -22,508 | 0.19% | -$32.15K |
| ONTARIO TEACHERS' FINANCE TRUST MTN 0.100000% 05/19/2028 | 1,189,000 | 591,000 | -598,000 | 0.19% | -$648.74K |
| MEXICO UNITED MEXICAN STATES 7.75% 11/23/2034 | 41,672,800 | 13,916,700 | -27,756,100 | 0.19% | -$1.34M |
| COOPERATIEVE RABOBANK UA 0.125% 12/01/2031 REGS | 900,000 | 600,000 | -300,000 | 0.18% | -$324.22K |
| JP Morgan Mortgage Trust Series 2024-VIS1 | 544,232 | 517,413 | -26,819 | 0.18% | -$31.67K |
| Republic of Austria Government Bonds | 807,000 | 554,000 | -253,000 | 0.18% | -$292.66K |
| WARNERMEDIA HLDG | 552,000 | 522,000 | -30,000 | 0.17% | -$30.80K |
| UNITED KINGDOM GILT GBP REG S 0.875% 01-31-46 | 1,350,542 | 861,412 | -489,130 | 0.17% | -$415.22K |
| Hellenic Republic Government Bonds | 730,000 | 464,000 | -266,000 | 0.17% | -$339.05K |
| BOOKING HOLDINGS INC /EUR/ REGD 4.50000000 | 731,000 | 444,000 | -287,000 | 0.17% | -$388.86K |
| PROVINCE OF ONTARIO CANADA UNSECURED 06/45 3.45 | 1,220,000 | 788,000 | -432,000 | 0.17% | -$329.56K |
| JAPAN GOVT 40-YR | 190,050,000 | 119,000,000 | -71,050,000 | 0.17% | -$410.65K |
| ITALY REPUBLIC OF 4.2% 03/01/2034 REGS | 666,000 | 428,000 | -238,000 | 0.16% | -$323.43K |
| JAPAN GOVT 40-YR | 176,850,000 | 104,850,000 | -72,000,000 | 0.16% | -$446.01K |
| JAPAN GOVT 30-YR | 188,350,000 | 81,600,000 | -106,750,000 | 0.16% | -$757.14K |
| TARGA RESOURCES | 825,000 | 445,000 | -380,000 | 0.16% | -$417.41K |
| FR SD7531 | 543,551 | 531,512 | -12,039 | 0.16% | -$37.92K |
| JAPAN GOVT 40-YR | 161,400,000 | 70,850,000 | -90,550,000 | 0.16% | -$709.84K |
| MONTE DEI PASCHI | 645,000 | 425,000 | -220,000 | 0.16% | -$289.61K |
| AKER BP ASA REGD 144A P/P 5.60000000 | 765,000 | 430,000 | -335,000 | 0.15% | -$356.16K |
| EUROPEAN UNION /EUR/ REGD REG S EMTN SER UFA 3.37500000 | 691,243 | 411,243 | -280,000 | 0.15% | -$347.74K |
| BANK OF AMER CRP | 687,000 | 438,000 | -249,000 | 0.14% | -$242.55K |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA EUR REG S SUB (B) 3.875% 06-16-32/27 | 800,000 | 400,000 | -400,000 | 0.14% | -$470.40K |
| JP Morgan Mortgage Trust, Series 2024-VIS1, Class A1 | 425,921 | 404,931 | -20,990 | 0.14% | -$24.94K |
| French Republic Government Bonds OAT | 738,000 | 428,000 | -310,000 | 0.14% | -$362.46K |
| ZAR/USD FORWARD | 38 | 24 | -14 | 0.14% | $582.92K |
| Kingdom of Belgium Government Bonds | 546,000 | 329,070 | -216,930 | 0.13% | -$312.61K |
| Malaysia Government Bond | 2,071,000 | 1,701,000 | -370,000 | 0.13% | -$123.71K |
| SPANISH GOV'T | 597,000 | 349,000 | -248,000 | 0.13% | -$321.08K |
| SPANISH GOV'T | 560,000 | 390,000 | -170,000 | 0.13% | -$199.92K |
| UBS Group AG | 440,000 | 304,000 | -136,000 | 0.12% | -$201.86K |
| BRITISH TELECOMM | 500,000 | 330,000 | -170,000 | 0.12% | -$221.61K |
| NASSAU 2019-II LTD AN TSFR3M+171.161 10/15/2032 144A | 349,992 | 347,486 | -2,507 | 0.12% | -$2.72K |
| VICTORIA TREASURY CORP OF 2% 11/20/2037 | 947,000 | 826,000 | -121,000 | 0.12% | -$108.64K |
| FNMA 30YR 2% 07/01/2051#FS5871 | 915,426 | 440,614 | -474,812 | 0.12% | -$415.38K |
| Westpac Banking Corp | 539,000 | 366,000 | -173,000 | 0.12% | -$198.50K |
| PTC INC COMPANY GUAR 144A 02/25 3.625 | 535,000 | 335,000 | -200,000 | 0.11% | -$199.20K |
| KOREA TRSY BD | 741,060,000 | 524,620,000 | -216,440,000 | 0.11% | -$188.84K |
| ONTARIO TEACHERS FINANCE TRUST | 654,000 | 404,000 | -250,000 | 0.11% | -$225.83K |
| ATKR 4.25 06/01/31 144A | 595,000 | 370,000 | -225,000 | 0.11% | -$216.05K |
| ING GROEP NV 4.5%/VAR 05/23/2029 REGS | 500,000 | 300,000 | -200,000 | 0.11% | -$257.03K |
| Finland Government Bonds | 1,575,000 | 310,000 | -1,265,000 | 0.11% | -$1.45M |
| BANCO BPI | 1,200,000 | 300,000 | -900,000 | 0.11% | -$1.06M |
| ATHENE GLOBAL FUNDING SECURED 144A 07/31 5.526 | 511,000 | 319,000 | -192,000 | 0.11% | -$205.50K |
| IRS ZAR | 138 | 126 | -12 | 0.11% | -$156.01K |
| US TREASURY N/B | 820,000 | 396,000 | -424,000 | 0.11% | -$405.57K |
| SANDOZ FINANCE BV 4.220000% 04/17/2030 | 695,000 | 290,000 | -405,000 | 0.11% | -$495.74K |
| Italy Buoni Poliennali Del Tesoro | 1,321,000 | 291,000 | -1,030,000 | 0.11% | -$1.23M |
| GWT 2024-WOLF A 144A FRN 03-15-39 | 557,000 | 307,000 | -250,000 | 0.11% | -$248.45K |
| JPMorgan Chase & Co | 370,000 | 270,000 | -100,000 | 0.10% | -$142.09K |
| SWEDBANK AB | 385,000 | 285,000 | -100,000 | 0.10% | -$133.33K |
| NEW ZEALAND GVT | 1,064,000 | 644,000 | -420,000 | 0.10% | -$265.94K |
| United Mexican States | 860,000 | 530,000 | -330,000 | 0.10% | -$253.60K |
| American Tower Corp | 403,000 | 303,000 | -100,000 | 0.10% | -$120.81K |
| HLTN Commercial Mortgage Trust, Series 2024-DPLO, Class A | 491,172 | 283,539 | -207,633 | 0.10% | -$206.18K |
| STACR_21-HQA4 | 298,692 | 283,654 | -15,038 | 0.10% | -$14.10K |
| SS&C Technologies, Inc. | 450,000 | 280,000 | -170,000 | 0.10% | -$182.66K |
| UMBS | 348,401 | 341,332 | -7,069 | 0.10% | -$23.78K |
| BROADCOM INC | 750,000 | 341,000 | -409,000 | 0.10% | -$362.66K |
| SPANISH GOV'T | 884,000 | 314,000 | -570,000 | 0.10% | -$562.37K |
| Province of Ontario Canada | 796,000 | 491,000 | -305,000 | 0.10% | -$208.33K |
| CVS HEALTH CORP | 450,000 | 283,000 | -167,000 | 0.09% | -$174.29K |
| JPMORGAN CHASE | 450,000 | 287,000 | -163,000 | 0.09% | -$165.99K |
| EUROPEAN INVT BK | 685,000 | 255,000 | -430,000 | 0.09% | -$511.94K |
| CHINA GOVT BOND | 12,510,000 | 1,900,000 | -10,610,000 | 0.09% | -$1.52M |
| BANK OF AMER CRP | 430,000 | 270,000 | -160,000 | 0.09% | -$178.41K |
| BOSTON GAS CO | 437,000 | 287,000 | -150,000 | 0.09% | -$145.25K |
| AERCAP IRELAND | 425,000 | 267,000 | -158,000 | 0.09% | -$157.25K |
| MORGAN STANLEY | 417,000 | 257,000 | -160,000 | 0.09% | -$170.83K |
| SOCIETE GENERALE SA | 451,000 | 251,000 | -200,000 | 0.09% | -$231.69K |
| JM SMUCKER CO | 647,000 | 244,000 | -403,000 | 0.09% | -$435.93K |
| NETHERLANDS GOVT | 1,142,000 | 348,000 | -794,000 | 0.09% | -$646.98K |
| NRTH Mortgage Trust, Series 2024-PARK, Class A | 583,000 | 249,000 | -334,000 | 0.09% | -$334.11K |
| QUEBEC PROVINCE | 484,000 | 259,000 | -225,000 | 0.09% | -$222.40K |
| SBNA Auto Receivables Trust, Series 2024-A, Class A2 | 451,816 | 248,516 | -203,300 | 0.09% | -$203.80K |
| FANNIE MAE POOL FN 08/52 FIXED 5 | 267,823 | 255,232 | -12,591 | 0.08% | -$21.79K |
| SPAIN KINGDOM OF 2.8% 05/31/2026 | 743,000 | 236,000 | -507,000 | 0.08% | -$586.39K |
| MGM RESORTS INTL REGD 6.50000000 | 395,000 | 245,000 | -150,000 | 0.08% | -$158.06K |
| Freddie Mac- Stacr 01/25/2042 VAR% | 503,542 | 243,851 | -259,692 | 0.08% | -$258.35K |
| UBS GROUP AG 1%/VAR 06/24/2027 REGS | 382,000 | 242,000 | -140,000 | 0.08% | -$166.54K |
| Fannie Mae 05/25/2042 VAR% 144A | 493,074 | 236,880 | -256,194 | 0.08% | -$263.30K |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1A 144A | 433,792 | 238,941 | -194,851 | 0.08% | -$198.08K |
| FNMA POOL CB1109 FN 07/51 FIXED 2 | 316,626 | 307,973 | -8,653 | 0.08% | -$22.27K |
| FN FM1389 | 260,693 | 253,104 | -7,589 | 0.08% | -$18.17K |
| Republic of Austria Government Bonds | 613,000 | 221,000 | -392,000 | 0.08% | -$482.15K |
| DEVON ENERGY | 284,000 | 212,000 | -72,000 | 0.08% | -$94.79K |
| G1279ML95 BP CAPITAL MAR V/R /PERP//EUR | 395,000 | 231,000 | -164,000 | 0.08% | -$196.34K |
| STANDARD CHARTERED PLC SR UNSECURED 144A 01/28 VAR | 562,000 | 250,000 | -312,000 | 0.08% | -$298.31K |
| JPMORGAN CHASE | 375,000 | 226,000 | -149,000 | 0.08% | -$165.02K |
| Imperial Brands PLC 5.875 07/01/2034 | 433,000 | 233,000 | -200,000 | 0.08% | -$216.29K |
| Digital Dutch Finco BV | 354,000 | 254,000 | -100,000 | 0.08% | -$110.74K |
| HARLEY DAVIDSON FINANCIAL SERVICES INC | 350,000 | 230,000 | -120,000 | 0.08% | -$128.40K |
| BAT INTL FINANCE PLC 2.25% 06/26/2028 REGS | 308,000 | 202,000 | -106,000 | 0.08% | -$144.86K |
| FNMA, Series 2020-62, Class GI | 1,177,027 | 1,147,789 | -29,238 | 0.08% | -$7.70K |
| Sweden Inflation Linked Bond | 2,597,285 | 2,592,855 | -4,431 | 0.08% | -$23.01K |
| ANHEUSER-BUSCH | 270,000 | 250,000 | -20,000 | 0.08% | -$37.33K |
| BANK OF AMER CRP | 488,000 | 220,000 | -268,000 | 0.08% | -$288.10K |
| BP CAP MKY BV | 350,000 | 211,000 | -139,000 | 0.08% | -$177.94K |
| MALAYSIA GOVT OF 4.642% 11/07/2033 | 1,554,000 | 946,000 | -608,000 | 0.08% | -$178.28K |
| DEUTSCHE BANK AG 5.000000% 09/05/2030 | 300,000 | 200,000 | -100,000 | 0.08% | -$134.28K |
| BANCO SANTANDER SA MTN 5.750000% 08/23/2033 | 300,000 | 200,000 | -100,000 | 0.08% | -$135.16K |
| Meituan | 460,000 | 227,000 | -233,000 | 0.08% | -$238.03K |
| Province of Alberta Canada | 632,000 | 319,000 | -313,000 | 0.08% | -$245.51K |
| MEXICO UNITED MEXICAN STATES 7.5% 06/03/2027 | 6,786,500 | 4,776,400 | -2,010,100 | 0.07% | -$113.76K |
| Fannie Mae Pool | 749,549 | 275,295 | -474,254 | 0.07% | -$411.12K |
| Fannie Mae Pool | 268,391 | 262,289 | -6,102 | 0.07% | -$18.24K |
| AL 5.3 02/01/28 | 350,000 | 214,000 | -136,000 | 0.07% | -$143.62K |
| KBC GROUP NV | 300,000 | 200,000 | -100,000 | 0.07% | -$130.44K |
| EDP SA | 300,000 | 200,000 | -100,000 | 0.07% | -$131.34K |
| APTIV SWISS HOLD | 425,000 | 225,000 | -200,000 | 0.07% | -$204.88K |
| CITIGROUP INC | 350,000 | 220,000 | -130,000 | 0.07% | -$136.09K |
| TotalEnergies SE, Series NC7 | 423,000 | 216,000 | -207,000 | 0.07% | -$228.41K |
| BPCE SFH SA | 800,000 | 200,000 | -600,000 | 0.07% | -$695.39K |
| SIRIUS XM RADIO LLC REGD 144A P/P 3.87500000 | 400,000 | 250,000 | -150,000 | 0.07% | -$139.01K |
| TRINET GROUP INC SR UNSECURED 144A 08/31 7.125 | 325,000 | 205,000 | -120,000 | 0.07% | -$129.55K |
| COMMONSPIRIT | 635,000 | 235,000 | -400,000 | 0.07% | -$369.06K |
| BNG BANK NV | 816,000 | 348,000 | -468,000 | 0.07% | -$339.71K |
| XROAD 2024-A A2 144A 5.9% 08-20-30 | 404,000 | 204,471 | -199,529 | 0.07% | -$203.44K |
| INDONESIA (REP) | 383,000 | 200,000 | -183,000 | 0.07% | -$220.30K |
| ICG US CLO LTD ICG 2018 1A A1 144A | 294,182 | 206,692 | -87,490 | 0.07% | -$87.52K |
| CPGX 6.042 08/15/28 | 490,000 | 200,000 | -290,000 | 0.07% | -$307.55K |
| SMYRNA READY MIX CONCRET REGD 144A P/P 8.87500000 | 310,000 | 195,000 | -115,000 | 0.07% | -$129.97K |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/28 2.1 | 320,000 | 228,000 | -92,000 | 0.07% | -$87.44K |
| Citigroup Inc., Series Y | 256,000 | 213,000 | -43,000 | 0.07% | -$42.62K |
| LCM Investments Holdings II, LLC | 310,000 | 195,000 | -115,000 | 0.07% | -$127.04K |
| UNICREDIT SPA | 411,000 | 211,000 | -200,000 | 0.07% | -$190.80K |
| GO DADDY OP/FIN | 325,000 | 205,000 | -120,000 | 0.07% | -$122.86K |
| ECMC Group Student Loan Trust 5.18867 12/27/2066 | 201,528 | 199,832 | -1,696 | 0.07% | -$538 |
| EUROPEAN INVESTMENT BANK 0.75% 07/15/2027 | 880,000 | 354,000 | -526,000 | 0.07% | -$356.53K |
| THE CAMPBELLS CO | 325,000 | 199,000 | -126,000 | 0.07% | -$135.85K |
| Ball Corp. | 310,000 | 195,000 | -115,000 | 0.07% | -$121.15K |
| Romanian Government International Bond | 317,000 | 197,000 | -120,000 | 0.07% | -$155.90K |
| DANSKE BANK AS (UNGTD) 4.75%/VAR 06/21/2030 REGS | 190,000 | 179,000 | -11,000 | 0.07% | -$27.72K |
| INTER-AMERICAN DEVELOPMENT BANK 7.0% 01-25-29 | 47,000,000 | 17,000,000 | -30,000,000 | 0.07% | -$369.36K |
| Societe Nationale SNCF SACA | 300,000 | 200,000 | -100,000 | 0.07% | -$120.34K |
| International Bank for Reconstruction & Development | 47,100,000 | 17,200,000 | -29,900,000 | 0.07% | -$360.13K |
| Service Public Federal Chancellerie Du Premier Ministre | 284,644 | 189,644 | -95,000 | 0.07% | -$125.20K |
| CIE FIN FONCIER | 500,000 | 200,000 | -300,000 | 0.07% | -$327.21K |
| MALAYSIA GOVT | 1,349,000 | 854,000 | -495,000 | 0.07% | -$139.64K |
| Dexia SA | 400,000 | 200,000 | -200,000 | 0.07% | -$219.38K |
| AXTA 3 3/8 02/15/29 | 360,000 | 210,000 | -150,000 | 0.07% | -$146.02K |
| SPANISH GOV'T | 217,000 | 185,000 | -32,000 | 0.07% | -$50.76K |
| DUKE UNIVERSITY | 500,000 | 300,000 | -200,000 | 0.06% | -$163.65K |
| BUPA Finance PLC | 265,000 | 165,000 | -100,000 | 0.06% | -$131.65K |
| VERALTO CORP | 510,000 | 183,000 | -327,000 | 0.06% | -$345.77K |
| SUMITOMO MITSUI FINL GRP INC 0.632% 10/23/2029 REGS | 300,000 | 199,000 | -101,000 | 0.06% | -$110.65K |
| CELANESE US HLDS | 495,000 | 180,000 | -315,000 | 0.06% | -$341.34K |
| FR SD8121 | 453,378 | 233,040 | -220,338 | 0.06% | -$194.80K |
| EXPEDIA GRP INC | 296,000 | 183,000 | -113,000 | 0.06% | -$116.00K |
| MORGAN STANLEY 0.495%/VAR 10/26/2029 | 330,000 | 193,000 | -137,000 | 0.06% | -$149.35K |
| HCA INC | 673,000 | 177,000 | -496,000 | 0.06% | -$524.67K |
| MTZ 4 1/2 08/15/28 | 295,000 | 185,000 | -110,000 | 0.06% | -$110.60K |
| KINGDOM OF DENMARK 4.500000% 11/15/2039 | 1,771,000 | 1,008,000 | -763,000 | 0.06% | -$159.22K |
| HCA INC | 303,000 | 196,000 | -107,000 | 0.06% | -$107.56K |
| LKQ Dutch Bond BV | 378,000 | 168,000 | -210,000 | 0.06% | -$247.78K |
| PORTUGUESE OT'S | 285,000 | 171,000 | -114,000 | 0.06% | -$144.47K |
| BOOKING HOLDINGS INC | 260,000 | 160,000 | -100,000 | 0.06% | -$131.02K |
| HONEYWELL INTL | 326,000 | 160,000 | -166,000 | 0.06% | -$209.27K |
| BPER BANCA | 525,000 | 160,000 | -365,000 | 0.06% | -$437.04K |
| CIGNA GROUP/THE | 300,000 | 202,000 | -98,000 | 0.06% | -$93.33K |
| INTL FLAVOR & FRAGRANCES REGD 144A P/P 2.30000000 | 298,000 | 201,000 | -97,000 | 0.06% | -$90.64K |
| Urad Vlady Ceske Republiky | 6,640,000 | 4,850,000 | -1,790,000 | 0.06% | -$86.45K |
| Kingdom of Belgium Government Bonds | 560,000 | 162,000 | -398,000 | 0.06% | -$464.74K |
| UNITED KINGDOM GILT 3.750000% 03/07/2027 | 500,000 | 137,000 | -363,000 | 0.06% | -$495.80K |
| T-MOBILE USA INC | 275,000 | 170,000 | -105,000 | 0.06% | -$106.53K |
| FANNIE MAE POOL UMBS P#CB5113 5.50000000 | 173,826 | 170,581 | -3,245 | 0.06% | -$7.47K |
| HSBC HOLDINGS PLC 6.364%/VAR 11/16/2032 REGS | 300,000 | 150,000 | -150,000 | 0.06% | -$193.19K |
| HSBC HOLDINGS PLC 3%/VAR 07/22/2028 | 240,000 | 140,000 | -100,000 | 0.06% | -$137.87K |
| ITALY REPUBLIC OF 2.15% 09/01/2052 144A REGS | 500,000 | 230,000 | -270,000 | 0.06% | -$221.18K |
| UMBS | 204,932 | 199,803 | -5,129 | 0.06% | -$14.72K |
| G2 MA7051 | 210,161 | 205,656 | -4,506 | 0.06% | -$13.56K |
| CANADIAN GOVERNMENT REAL RETURN BOND | 345,903 | 198,305 | -147,598 | 0.06% | -$140.04K |
| Bell Telephone Co of Canada or Bell Canada | 491,000 | 214,000 | -277,000 | 0.06% | -$238.99K |
| Kingdom of Belgium Government Bonds | 199,000 | 158,000 | -41,000 | 0.06% | -$62.37K |
| DOLP Trust, Series 2021-NYC, Class A | 663,000 | 188,000 | -475,000 | 0.06% | -$429.32K |
| JAPAN GOVT 20-YR | 44,100,000 | 28,800,000 | -15,300,000 | 0.05% | -$114.86K |
| Autostrade per l'Italia SpA | 250,000 | 145,000 | -105,000 | 0.05% | -$135.83K |
| ADAPTHEALTH LLC REGD 144A P/P 5.12500000 | 280,000 | 175,000 | -105,000 | 0.05% | -$103.65K |
| T-MOBILE USA INC | 255,000 | 161,000 | -94,000 | 0.05% | -$94.61K |
| ITALY BUONI POLIENNALI DEL TESORO | 768,000 | 158,000 | -610,000 | 0.05% | -$662.15K |
| J.P. Morgan Mortgage Trust, Series 2021-LTV2, Class A1 | 195,125 | 191,408 | -3,717 | 0.05% | -$8.23K |
| Permanent TSB Group Holdings PLC | 237,000 | 136,000 | -101,000 | 0.05% | -$136.14K |
| FREDDIE MAC POOL UMBS P#RJ1858 6.00000000 | 159,066 | 153,110 | -5,956 | 0.05% | -$8.84K |
| G2 MA7313 | 182,428 | 177,956 | -4,472 | 0.05% | -$11.91K |
| ENERGY TRANS | 250,000 | 156,000 | -94,000 | 0.05% | -$95.92K |
| JPMORGAN CHASE | 310,000 | 185,000 | -125,000 | 0.05% | -$112.72K |
| WILLIAMS COS INC | 266,000 | 178,000 | -88,000 | 0.05% | -$81.77K |
| MORGAN STANLEY | 203,000 | 155,000 | -48,000 | 0.05% | -$57.06K |
| SEKISUI HOUSE US | 192,000 | 153,000 | -39,000 | 0.05% | -$51.63K |
| AMGEN INC | 300,000 | 150,000 | -150,000 | 0.05% | -$157.94K |
| HYATT HOTELS | 250,000 | 152,000 | -98,000 | 0.05% | -$104.47K |
| Urzad Rady Ministrow | 1,412,000 | 812,000 | -600,000 | 0.05% | -$140.97K |
| NEW ZEALAND GVT | 4,193,000 | 277,000 | -3,916,000 | 0.05% | -$2.47M |
| FREDDIE MAC POOL UMBS P#RJ2244 6.00000000 | 149,290 | 145,752 | -3,538 | 0.05% | -$6.44K |
| EUROPEAN FINANCIAL STBLTY FCTY 1.45% 09/05/2040 REGS | 278,000 | 178,000 | -100,000 | 0.05% | -$101.92K |
| CAN HOUSING TRUS | 300,000 | 200,000 | -100,000 | 0.05% | -$90.78K |
| MFT_24-1A | 204,119 | 144,594 | -59,525 | 0.05% | -$60.09K |
| TELUS CORP | 468,000 | 192,000 | -276,000 | 0.05% | -$234.11K |
| SWEDISH GOVRNMNT | 2,720,000 | 1,660,000 | -1,060,000 | 0.05% | -$120.82K |
| FREDDIE MAC POOL FR 08/51 FIXED 2 | 186,393 | 181,072 | -5,322 | 0.05% | -$13.38K |
| PROVINCE OF ONTARIO CANADA | 361,000 | 226,000 | -135,000 | 0.05% | -$103.55K |
| CANADIAN GOVERNMENT /CAD/ REGD 1.75000000 | 359,000 | 290,000 | -69,000 | 0.05% | -$52.37K |
| NEW ZEALAND GVT | 791,000 | 258,000 | -533,000 | 0.05% | -$359.82K |
| UNITED KINGDOM GILT GBP REG S 4.375% 01-31-40 | 163,080 | 119,939 | -43,141 | 0.05% | -$77.46K |
| Fannie Mae REMICS | 1,483,149 | 1,439,994 | -43,156 | 0.05% | -$64.49K |
| Sierra Timeshare Receivables Funding LLC, Series 2024-2A, Class A | 162,030 | 139,135 | -22,894 | 0.05% | -$24.46K |
| ABBVIE INC | 201,000 | 161,000 | -40,000 | 0.05% | -$48.00K |
| COREBRIDGE GF | 225,000 | 137,000 | -88,000 | 0.05% | -$94.52K |
| CAPITAL ONE FINL | 205,000 | 120,000 | -85,000 | 0.05% | -$103.66K |
| ROGERS COMMUNIC | 224,000 | 138,000 | -86,000 | 0.05% | -$91.65K |
| FREDDIE MAC POOL UMBS P#RA5921 2.50000000 | 723,454 | 164,329 | -559,125 | 0.05% | -$497.71K |
| Kreditanstalt fuer Wiederaufbau | 370,000 | 220,000 | -150,000 | 0.05% | -$119.91K |
| ORIX CORP | 219,000 | 136,000 | -83,000 | 0.05% | -$86.62K |
| SOUTHERN GAS | 170,000 | 130,000 | -40,000 | 0.05% | -$49.32K |
| J P MORGAN MTG TR 2023-HE3 A1 SOFR30A+160 05/25/2054 144A | 149,417 | 131,892 | -17,525 | 0.05% | -$17.46K |
| ARKO CORP REGD 144A P/P 5.12500000 | 230,000 | 145,000 | -85,000 | 0.05% | -$81.61K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 138,263 | 134,236 | -4,027 | 0.05% | -$8.45K |
| Freddie Mac REMICS | 142,276 | 137,493 | -4,783 | 0.04% | -$7.79K |
| FN MA4326 | 161,704 | 158,742 | -2,962 | 0.04% | -$10.02K |
| Fannie Mae Pool | 157,664 | 151,792 | -5,872 | 0.04% | -$12.48K |
| STANDARD INDUSTR INC/NJ SR UNSECURED 144A 08/32 6.5 | 210,000 | 130,000 | -80,000 | 0.04% | -$87.56K |
| GXO LOGISTICS | 209,000 | 127,000 | -82,000 | 0.04% | -$89.82K |
| SDART 2024-1 A2 | 224,558 | 129,809 | -94,749 | 0.04% | -$95.09K |
| UMBS | 159,435 | 156,602 | -2,833 | 0.04% | -$10.55K |
| HINTT 2024-A A | 145,912 | 128,159 | -17,752 | 0.04% | -$19.77K |
| FNMDI4 3.5 BF0219 09-01-57 | 148,335 | 145,357 | -2,978 | 0.04% | -$9.48K |
| FN MA4306 | 158,765 | 155,978 | -2,787 | 0.04% | -$9.85K |
| AMMC CLO XI Ltd | 179,242 | 127,479 | -51,764 | 0.04% | -$51.78K |
| G2 MA7767 | 155,452 | 151,841 | -3,611 | 0.04% | -$10.10K |
| HYUNDAI CAP AMER | 375,000 | 134,000 | -241,000 | 0.04% | -$228.81K |
| FANNIE MAE POOL UMBS P#FP0013 4.00000000 | 139,159 | 135,387 | -3,771 | 0.04% | -$9.81K |
| OWENS CORNING | 210,000 | 135,000 | -75,000 | 0.04% | -$74.16K |
| G2 MA9966 | 250,000 | 124,359 | -125,641 | 0.04% | -$129.18K |
| FNMA Connecticut Avenue Securities Trust, Series 2022-R03, Class 1M2 | 230,661 | 119,032 | -111,629 | 0.04% | -$117.46K |
| International Finance Corp. | 330,000 | 200,000 | -130,000 | 0.04% | -$106.50K |
| ENBRIDGE INC | 180,000 | 115,000 | -65,000 | 0.04% | -$83.27K |
| FN BM5010 | 140,747 | 136,300 | -4,447 | 0.04% | -$10.61K |
| Danske Kiinnitysluottopankki Oyj | 570,000 | 115,000 | -455,000 | 0.04% | -$535.86K |
| CITIGROUP INC | 200,000 | 123,000 | -77,000 | 0.04% | -$82.49K |
| ORACLE CORP | 200,000 | 127,000 | -73,000 | 0.04% | -$71.68K |
| Fannie Mae Pool | 478,455 | 146,339 | -332,116 | 0.04% | -$298.23K |
| Fannie Mae Pool | 128,447 | 126,987 | -1,460 | 0.04% | -$6.77K |
| HUNTINGTON BANCS | 260,000 | 117,000 | -143,000 | 0.04% | -$154.30K |
| FN FM7377 | 142,463 | 139,585 | -2,878 | 0.04% | -$9.32K |
| ENBRIDGE INC | 191,000 | 116,000 | -75,000 | 0.04% | -$82.71K |
| Electricite de France SA | 293,000 | 93,000 | -200,000 | 0.04% | -$284.59K |
| BRDCOM CRP / FIN | 195,000 | 123,000 | -72,000 | 0.04% | -$71.96K |
| PERU REPUBLIC OF 5.4% 08/12/2034 | 694,000 | 485,000 | -209,000 | 0.04% | -$57.80K |
| NMEF Funding LLC, Series 2023-A, Class A2 | 140,266 | 115,574 | -24,693 | 0.04% | -$25.45K |
| FNCL UMBS 3.0 CB0191 04-01-51 | 138,884 | 136,173 | -2,711 | 0.04% | -$8.89K |
| NSANY 2.45 09/15/28 | 227,000 | 131,000 | -96,000 | 0.04% | -$86.57K |
| TransDigm, Inc. | 185,000 | 115,000 | -70,000 | 0.04% | -$75.45K |
| Kingdom of Belgium Government Bonds | 240,000 | 110,000 | -130,000 | 0.04% | -$160.41K |
| QUANTA SERVICES | 186,000 | 115,000 | -71,000 | 0.04% | -$73.17K |
| QUEENSLAND TREASURY CORP 5% 07/21/2037 144A REGS | 315,000 | 190,000 | -125,000 | 0.04% | -$103.06K |
| ZAR/USD FORWARD | 38 | 20 | -18 | 0.04% | $98.54K |
| SPANISH GOV'T | 325,000 | 155,000 | -170,000 | 0.04% | -$141.05K |
| Fannie Mae Pool | 136,382 | 135,439 | -943 | 0.04% | -$7.35K |
| OCCIDENTAL PETE | 307,000 | 112,000 | -195,000 | 0.04% | -$200.89K |
| BANK OF AMER CRP | 175,000 | 108,000 | -67,000 | 0.04% | -$71.39K |
| STACR 2021-DNA5 M2 1/34 | 119,776 | 107,392 | -12,384 | 0.04% | -$12.25K |
Top 300 of 697, by weight.
| Security | Shares Sep 2024 | Shares Dec 2024 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 3,979,000 | 3,979,000 | 0 | 0.82% | -$231.28K |
| CHINA GOVT BOND | 12,970,000 | 12,970,000 | 0 | 0.63% | -$34.36K |
| CDP Financial, Inc. | 1,287,000 | 1,287,000 | 0 | 0.44% | -$92.35K |
| US TREASURY N/B | 1,647,600 | 1,647,600 | 0 | 0.40% | -$109.93K |
| Diameter Capital CLO 7 Ltd., Series 2024-7A, Class A1A | 1,100,000 | 1,100,000 | 0 | 0.38% | $9.37K |
| Ontario Teachers' Finance Trust | 1,056,000 | 1,056,000 | 0 | 0.37% | -$72.01K |
| Nederlandse Waterschapsbank NV | 1,026,000 | 1,026,000 | 0 | 0.35% | -$70.45K |
| CANADIAN GOVERNMENT BOND CAD 2.75% 12-01-48 | 1,533,000 | 1,533,000 | 0 | 0.33% | -$92.79K |
| CPPIB CAPITAL INC MTN 0.250000% 04/06/2027 | 951,000 | 951,000 | 0 | 0.32% | -$65.07K |
| United Kingdom Gilt | 840,000 | 840,000 | 0 | 0.32% | -$143.14K |
| NMOTR 2024-B A | 875,000 | 875,000 | 0 | 0.30% | -$11.12K |
| Switzerland Government Bond | 673,000 | 673,000 | 0 | 0.29% | -$60.27K |
| Australia Government Bonds | 1,412,000 | 1,412,000 | 0 | 0.28% | -$93.56K |
| SPANISH GOV'T | 769,000 | 769,000 | 0 | 0.27% | -$56.65K |
| Republic of Austria Government Bonds | 820,000 | 820,000 | 0 | 0.27% | -$57.13K |
| Credit Agricole Home Loan SFH SA | 700,000 | 700,000 | 0 | 0.26% | -$59.89K |
| Province of Ontario Canada | 605,000 | 605,000 | 0 | 0.24% | -$44.89K |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp. | 670,000 | 670,000 | 0 | 0.23% | -$8.05K |
| ESM | 665,000 | 665,000 | 0 | 0.23% | -$45.62K |
| Golub Capital Partners CLO Ltd., Series 2024-74A, Class A | 650,000 | 650,000 | 0 | 0.23% | $5.45K |
| Cie de Financement Foncier SA | 600,000 | 600,000 | 0 | 0.22% | -$56.04K |
| CGMS 2024-2A B | 600,000 | 600,000 | 0 | 0.21% | $841 |
| AMXCA 2022-2 A | 600,000 | 600,000 | 0 | 0.21% | $1.65K |
| PROVINCE OF BRITISH COLUMBIA CANADA MTN 5.250000% 05/23/2034 | 920,000 | 920,000 | 0 | 0.20% | -$79.52K |
| Japan Finance Organization for Municipalities | 600,000 | 600,000 | 0 | 0.20% | -$39.16K |
| BPCE SA REGD V/R P/P 1.65200000 | 590,000 | 590,000 | 0 | 0.20% | $3.23K |
| AUSTRALIAN GOVT. | 946,000 | 946,000 | 0 | 0.20% | -$74.00K |
| BCC 2023-3A A | 550,000 | 550,000 | 0 | 0.19% | -$1.20K |
| WFCM 2024-1CHI A | 550,000 | 550,000 | 0 | 0.19% | -$2.63K |
| BCC 2017-2A BR3 | 544,000 | 544,000 | 0 | 0.19% | $1.88K |
| NEW YORK LIFE GLOBAL FUNDING MTN 5.000000% 06/06/2029 | 533,000 | 533,000 | 0 | 0.18% | -$17.07K |
| DIAMONDBACK ENER | 530,000 | 530,000 | 0 | 0.18% | -$5.63K |
| UBER TECHNOLOGIES INC REGD 144A P/P 4.50000000 | 550,000 | 550,000 | 0 | 0.18% | -$13.64K |
| Apex Credit CLO 2024-I Ltd | 525,000 | 525,000 | 0 | 0.18% | -$151 |
| JAPAN GOVT 30-YR | 96,300,000 | 96,300,000 | 0 | 0.18% | -$69.80K |
| Realty Income Corp | 415,000 | 415,000 | 0 | 0.18% | -$44.90K |
| ONYP 2020-1NYP A | 550,000 | 550,000 | 0 | 0.18% | -$688 |
| ONEOK INC | 530,000 | 530,000 | 0 | 0.18% | -$8.13K |
| JAPAN GOVT 30-YR | 98,300,000 | 98,300,000 | 0 | 0.18% | -$66.92K |
| UBS GROUP AG 0.65%/VAR 01/14/2028 REGS | 527,000 | 527,000 | 0 | 0.18% | -$32.93K |
| French Republic Government Bonds OAT | 523,000 | 523,000 | 0 | 0.18% | -$53.78K |
| Kingdom of Belgium Government Bonds | 590,000 | 590,000 | 0 | 0.18% | -$43.32K |
| CHARTER COMM OPT | 495,000 | 495,000 | 0 | 0.17% | -$4.46K |
| GMREV 2024-1 A | 500,000 | 500,000 | 0 | 0.17% | -$9.06K |
| Diameter Capital CLO 7 Ltd | 500,000 | 500,000 | 0 | 0.17% | $626 |
| PSTAT 2022-3A A1BR | 500,000 | 500,000 | 0 | 0.17% | $1.90K |
| Toronto-Dominion Bank/The | 500,000 | 500,000 | 0 | 0.17% | -$35.38K |
| PACIFIC GAS&ELEC | 485,000 | 485,000 | 0 | 0.17% | -$10.87K |
| ENBRIDGE INC | 485,000 | 485,000 | 0 | 0.17% | -$6.78K |
| OMERS FINANCE TR | 465,000 | 465,000 | 0 | 0.17% | -$38.15K |
| OCP CLO Ltd., Series 2016-11A, Class A1R2 | 475,000 | 475,000 | 0 | 0.16% | $620 |
| PSP CAPITAL INC 144A 3.250000% 07/02/2034 | 450,000 | 450,000 | 0 | 0.16% | -$41.92K |
| AIB GROUP PLC EUSA5+NA PERP REGS | 450,000 | 450,000 | 0 | 0.16% | -$35.22K |
| Apidos Loan Fund Ltd., Series 2024-1A, Class B | 462,266 | 462,266 | 0 | 0.16% | $1.87K |
| BX 2024-BRVE BX 2024 BRVE B 144A | 450,000 | 450,000 | 0 | 0.15% | $843 |
| BNP PARIBAS SA 144A 5.176000% 01/09/2030 | 450,000 | 450,000 | 0 | 0.15% | -$13.11K |
| United Kingdom Gilt 1.75 09/07/2037 | 490,311 | 490,311 | 0 | 0.15% | -$57.97K |
| FNMA Connecticut Avenue Securities Trust, Series 2023-R08, Class 1B1 | 420,000 | 420,000 | 0 | 0.15% | -$373 |
| Fannie Mae Connecticut Avenue Securities | 425,000 | 425,000 | 0 | 0.15% | $6.20K |
| WELLS FARGO CO | 390,000 | 390,000 | 0 | 0.14% | -$21.75K |
| ITALY REPUBLIC OF 3.35% 07/01/2029 REGS | 390,000 | 390,000 | 0 | 0.14% | -$32.63K |
| US TREASURY N/B | 547,100 | 547,100 | 0 | 0.14% | -$42.31K |
| PACIFIC GAS&ELEC | 395,000 | 395,000 | 0 | 0.14% | -$8.64K |
| JAPAN GOVT 30-YR | 91,650,000 | 91,650,000 | 0 | 0.14% | -$50.38K |
| Kreditanstalt fuer Wiederaufbau | 396,000 | 396,000 | 0 | 0.14% | -$27.23K |
| Sixth Street CLO XVII Ltd | 405,000 | 405,000 | 0 | 0.14% | $669 |
| ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 3.1% 08-28-26 | 384,000 | 384,000 | 0 | 0.14% | -$30.04K |
| Barings CLO Ltd 2024-I | 400,000 | 400,000 | 0 | 0.14% | $758 |
| DROCK 2023-1 A | 400,000 | 400,000 | 0 | 0.14% | -$1.92K |
| BX Commercial Mortgage Trust 2024-WPT | 400,000 | 400,000 | 0 | 0.14% | $759 |
| CPPIB CAPITAL INC MTN 5.200000% 03/04/2034 | 625,000 | 625,000 | 0 | 0.13% | -$53.93K |
| UNITED KINGDOM GILT GBP REG S 3.5% 07-22-68 | 421,000 | 421,000 | 0 | 0.13% | -$71.82K |
| VICTORIA TREASURY CORP OF 2.25% 11/20/2034 | 807,000 | 807,000 | 0 | 0.13% | -$53.83K |
| BARCLAYS PLC | 400,000 | 400,000 | 0 | 0.13% | -$1.21K |
| Province of Ontario Canada | 579,000 | 579,000 | 0 | 0.13% | -$26.29K |
| CISCO SYSTEMS | 360,000 | 360,000 | 0 | 0.12% | -$5.44K |
| INTESA SANPAOLO SPA REGD 144A P/P 7.20000000 | 334,000 | 334,000 | 0 | 0.12% | -$18.78K |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO | 375,000 | 375,000 | 0 | 0.12% | $396 |
| STACR 2021-DNA7 M2 | 339,435 | 339,435 | 0 | 0.12% | -$344 |
| SWITZERLAND CONFEDERATION 3.5% 04/08/2033 REGS | 242,000 | 242,000 | 0 | 0.12% | -$22.16K |
| CANADIAN GOVERNMENT /CAD/ REGD 4.00000000 | 445,000 | 445,000 | 0 | 0.12% | -$30.32K |
| SLG Office Trust, Series 2021-OVA, Class A | 400,000 | 400,000 | 0 | 0.12% | -$11.41K |
| CAN IMPERIAL BK | 335,000 | 335,000 | 0 | 0.11% | -$3.94K |
| European Investment Bank | 315,000 | 315,000 | 0 | 0.11% | -$29.02K |
| Greenko Wind Projects Mauritius Ltd | 333,000 | 333,000 | 0 | 0.11% | $278 |
| KOREA TRSY BD | 519,680,000 | 519,680,000 | 0 | 0.11% | -$37.92K |
| WFCM 2024-1CHI B | 325,000 | 325,000 | 0 | 0.11% | -$1.76K |
| Exeter Automobile Receivables Trust 2024-2 | 325,000 | 325,000 | 0 | 0.11% | -$464 |
| Aegea Finance Sarl | 335,000 | 335,000 | 0 | 0.11% | -$14.76K |
| Prosus NV | 360,000 | 360,000 | 0 | 0.11% | -$15.75K |
| NATL AUSTRALIABK | 345,000 | 345,000 | 0 | 0.11% | -$23.45K |
| Assa Abloy AB | 300,000 | 300,000 | 0 | 0.11% | -$24.13K |
| EUROPEAN UNION /EUR/ REGD REG S SER UFA 1.00000000 | 340,000 | 340,000 | 0 | 0.11% | -$25.16K |
| COMM 2024-277P MORTGAGE TRUST SER 2024-277P CL A REGD 144A P/P 6.33800000 | 300,000 | 300,000 | 0 | 0.11% | -$6.15K |
| CARRIER GLOBAL CORP /EUR/ REGD 4.12500000 | 285,000 | 285,000 | 0 | 0.11% | -$21.84K |
| J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2022-NLP, Class B | 317,291 | 317,291 | 0 | 0.11% | $726 |
| PROVINCE OF MANITOBA CANADA MTN 4.850000% 08/28/2034 | 495,000 | 495,000 | 0 | 0.10% | -$41.18K |
| Elmwood CLO IX Ltd., Series 2021-2A, Class A | 300,000 | 300,000 | 0 | 0.10% | $168 |
| BACARDI LTD REGD 144A P/P 4.70000000 | 304,000 | 304,000 | 0 | 0.10% | -$4.21K |
| Parallel 2020-1 Ltd | 296,000 | 296,000 | 0 | 0.10% | $169 |
| STACR 2021-DNA6 M2 | 295,199 | 295,199 | 0 | 0.10% | $142 |
| Elmwood CLO 15 Ltd., Series 2022-2A, Class A1 | 290,000 | 290,000 | 0 | 0.10% | $487 |
| CIE FIN FONCIER | 300,000 | 300,000 | 0 | 0.10% | -$21.13K |
| BANK OF IRELAND GROUP SR UNSECURED 144A 09/26 VAR | 287,000 | 287,000 | 0 | 0.10% | -$1.12K |
| FED REPUBLIC OF BRAZIL SR UNSECURED 03/34 6.125 | 310,000 | 310,000 | 0 | 0.10% | -$26.82K |
| AERCAP IRELAND | 300,000 | 300,000 | 0 | 0.10% | -$535 |
| OCP SA | 280,000 | 280,000 | 0 | 0.10% | -$14.90K |
| SNCF RESEAU | 300,000 | 300,000 | 0 | 0.10% | -$22.57K |
| Loblaw Cos Ltd | 371,000 | 371,000 | 0 | 0.10% | -$19.26K |
| SUMITOMO MITSUI TST 4.45% | 282,000 | 282,000 | 0 | 0.10% | -$4.52K |
| BBCMS 2024-C24 A5 | 275,000 | 275,000 | 0 | 0.10% | -$12.38K |
| PULTE HOMES INC | 244,000 | 244,000 | 0 | 0.10% | -$13.28K |
| Mizuho Financial Group, Inc. | 274,000 | 274,000 | 0 | 0.10% | -$7.35K |
| PROVINCE OF ALBERTA CANADA | 432,000 | 432,000 | 0 | 0.09% | -$37.29K |
| FNMA Connecticut Avenue Securities Trust, Series 2022-R02, Class 2M2 | 255,972 | 255,972 | 0 | 0.09% | -$4 |
| HCA INC | 275,000 | 275,000 | 0 | 0.09% | -$8.25K |
| Sotheby's Artfi Master Trust | 262,000 | 262,000 | 0 | 0.09% | -$42 |
| ECOPETROL SA SR UNSEC 8.625% 01-19-29 | 247,000 | 247,000 | 0 | 0.09% | -$3.98K |
| NETHERLANDS GOVT | 220,000 | 220,000 | 0 | 0.09% | -$22.83K |
| Logicor Financing Sarl | 247,000 | 247,000 | 0 | 0.09% | -$15.01K |
| Silver Point Clo 3 Ltd | 250,000 | 250,000 | 0 | 0.09% | $731 |
| DC Trust, Series 2024-HLTN, Class A | 250,000 | 250,000 | 0 | 0.09% | -$3.31K |
| Tesla Auto Lease Trust, Series 2024-A, Class A3 | 250,000 | 250,000 | 0 | 0.09% | -$1.15K |
| BARCLAYS PLC 7.125%/VAR PERP | 200,000 | 200,000 | 0 | 0.09% | -$16.95K |
| Palmer Square CLO Ltd., Series 2021-4A, Class A | 250,000 | 250,000 | 0 | 0.09% | $138 |
| Barclays PLC (pfd) 6.38% 03/15/2174 Perpetual | 200,000 | 200,000 | 0 | 0.09% | -$14.43K |
| BALLYROCK LTD BALLY 2021 17A A1A 144A | 250,000 | 250,000 | 0 | 0.09% | -$260 |
| CIGNA GROUP (THE) 5.685% 03/15/2026 | 245,000 | 245,000 | 0 | 0.08% | -$187 |
| Republic of Indonesia | 4,033,000,000 | 4,033,000,000 | 0 | 0.08% | -$25.98K |
| QUEBEC PROVINCE | 350,000 | 350,000 | 0 | 0.08% | -$15.66K |
| Enbridge, Inc. | 350,000 | 350,000 | 0 | 0.08% | -$15.04K |
| BAYER US FIN II | 243,000 | 243,000 | 0 | 0.08% | $189 |
| BBCMS Mortgage Trust 2022-C17 | 250,000 | 250,000 | 0 | 0.08% | -$6.73K |
| GALAXY PIPELINE ASSETS BIDCO LTD REG S SR SEC 1ST LIEN SF 2.94% 09-30-40 | 305,912 | 305,912 | 0 | 0.08% | -$16.45K |
| HILT Commercial Mortgage Trust, Series 2024-ORL, Class A | 239,000 | 239,000 | 0 | 0.08% | $523 |
| ONTARIO PROVINCE | 243,000 | 243,000 | 0 | 0.08% | -$1.02K |
| MSWF Commercial Mortgage Trust, Series 2023-2, Class A2 | 225,000 | 225,000 | 0 | 0.08% | -$5.20K |
| LLOYDS BK GR PLC | 211,000 | 211,000 | 0 | 0.08% | -$18.72K |
| CREDICORP CAPITAL SOCIED /PEN/ REGD P/P 10.10000000 | 845,000 | 845,000 | 0 | 0.08% | $802 |
| STILLWATER MINING CO REG S SR UNSEC 4.0% 11-16-26 | 246,000 | 246,000 | 0 | 0.08% | -$2.46K |
| BNG BANK NV | 379,000 | 379,000 | 0 | 0.08% | -$27.99K |
| OVINTIV INC | 225,000 | 225,000 | 0 | 0.08% | -$4.17K |
| PIRAEUS BANK SA EUR REG S SR UNSEC (B) 7.25% 07-13-28/27 | 200,000 | 200,000 | 0 | 0.08% | -$18.00K |
| BBCMS MTG TR 2019-C3 4.178% 05/15/2052 | 263,000 | 263,000 | 0 | 0.08% | -$1.80K |
| BANK, Series 2022-BNK40, Class A4 | 250,000 | 250,000 | 0 | 0.08% | -$9.67K |
| ING Groep NV (pfd) 5.75% 11/16/2174 Perpetual | 225,000 | 225,000 | 0 | 0.08% | -$844 |
| RAIFFEISEN BK IN | 200,000 | 200,000 | 0 | 0.08% | -$14.87K |
| KOREA TRSY BD | 321,060,000 | 321,060,000 | 0 | 0.07% | -$25.99K |
| BBCMS Mortgage Trust, Series 2018-TALL, Class C | 250,000 | 250,000 | 0 | 0.07% | -$3.70K |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA | 200,000 | 200,000 | 0 | 0.07% | -$16.60K |
| EUROPEAN INVT BK | 252,000 | 252,000 | 0 | 0.07% | -$17.82K |
| European Investment Bank | 365,000 | 365,000 | 0 | 0.07% | -$25.16K |
| UBS GROUP AG MTN 4.625000% 03/17/2028 | 200,000 | 200,000 | 0 | 0.07% | -$16.67K |
| AUTOSTRADE PER L'ITALIA SPA 2.000000% 01/15/2030 | 220,000 | 220,000 | 0 | 0.07% | -$14.80K |
| BMARK 2021-B31 A5 | 250,000 | 250,000 | 0 | 0.07% | -$8.58K |
| BPCE SFH SA | 200,000 | 200,000 | 0 | 0.07% | -$16.69K |
| SK HYNIX INC REG S SR UNSEC 6.5% 01-17-33 | 200,000 | 200,000 | 0 | 0.07% | -$9.77K |
| Republic of Indonesia, The Government of, The | 3,381,000,000 | 3,381,000,000 | 0 | 0.07% | -$17.52K |
| FINNISH GOV'T | 220,000 | 220,000 | 0 | 0.07% | -$17.61K |
| AFRICAN EXPORT IMPORT BA SR UNSECURED 144A 05/26 2.634 | 219,000 | 219,000 | 0 | 0.07% | $511 |
| EFSF EUR REG S (B) 0.0% 10-15-25 | 205,000 | 205,000 | 0 | 0.07% | -$14.08K |
| NETHERLANDS GOVT | 200,000 | 200,000 | 0 | 0.07% | -$18.49K |
| Province of Ontario Canada | 281,000 | 281,000 | 0 | 0.07% | -$17.08K |
| BANK 2023-BNK46 A4 | 200,000 | 200,000 | 0 | 0.07% | -$9.83K |
| WARNERMEDIA HLDG | 220,000 | 220,000 | 0 | 0.07% | -$3.75K |
| N02598N68 ABN AMRO BANK V/R /PERP//EUR | 200,000 | 200,000 | 0 | 0.07% | -$10.68K |
| POSCO 5.75% 01/17/2028 144A | 200,000 | 200,000 | 0 | 0.07% | -$3.91K |
| SANTANDER UK GRP | 200,000 | 200,000 | 0 | 0.07% | -$1.40K |
| ELECTRICITE DE FRANCE SA EUR PRP REG S SUB (H) (B) 2.875% 12-31-79/03-15-27 | 200,000 | 200,000 | 0 | 0.07% | -$11.77K |
| NATIONWIDE BUILDING SOC(UNGTD) FRN SOFR+129 02/16/2028 144A | 200,000 | 200,000 | 0 | 0.07% | $200 |
| CCCIT 2023-A1 A1 | 200,000 | 200,000 | 0 | 0.07% | -$841 |
| REPUBLIC OF COLOMBIA SR UNSECURED 11/35 8 | 200,000 | 200,000 | 0 | 0.07% | -$11.70K |
| Intesa Sanpaolo SpA (pfd) 7.70% 03/17/2174 Perpetual | 200,000 | 200,000 | 0 | 0.07% | $250 |
| Banco Bilbao Vizcaya Argentaria SA, Series 9 | 200,000 | 200,000 | 0 | 0.07% | -$150 |
| DCENT 2023-A1 A | 200,000 | 200,000 | 0 | 0.07% | -$803 |
| PERPETUAL BONDS | 200,000 | 200,000 | 0 | 0.07% | -$250 |
| FL ST BRD ADMIN FIN-A | 197,000 | 197,000 | 0 | 0.07% | -$8.66K |
| AIB GROUP PLC | 195,000 | 195,000 | 0 | 0.07% | -$13.91K |
| Presidencia de la Republica Dominicana | 200,000 | 200,000 | 0 | 0.07% | -$3.99K |
| ABN AMRO BANK NV | 300,000 | 300,000 | 0 | 0.07% | -$17.18K |
| DANSKE BANK AS (UNGTD) 4.298%/VAR 04/01/2028 144A | 200,000 | 200,000 | 0 | 0.07% | -$2.35K |
| SPCM SA | 225,000 | 225,000 | 0 | 0.07% | -$5.52K |
| GEN MOTORS FIN | 195,000 | 195,000 | 0 | 0.07% | -$806 |
| VALE OVERSEAS | 200,000 | 200,000 | 0 | 0.07% | -$14.54K |
| INDONESIA (REP) | 200,000 | 200,000 | 0 | 0.07% | -$5.25K |
| GREENSAIF PIPELI | 200,000 | 200,000 | 0 | 0.07% | -$11.42K |
| Bank Gospodarstwa Krajowego 5.38 05/22/2033 | 200,000 | 200,000 | 0 | 0.07% | -$9.89K |
| European Financial Stability Facility | 190,000 | 190,000 | 0 | 0.07% | -$13.18K |
| VERALTO CORP | 190,000 | 190,000 | 0 | 0.07% | -$1.91K |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.375% 11-26-25 | 190,000 | 190,000 | 0 | 0.07% | -$1.28K |
| Hungary Government International Bonds | 200,000 | 200,000 | 0 | 0.07% | -$13.20K |
| COLUMBIA PIPE OC | 185,000 | 185,000 | 0 | 0.07% | -$5.49K |
| Clarus Capital Funding LLC, Series 2024-1A, Class A2 | 191,000 | 191,000 | 0 | 0.07% | -$593 |
| WARNERMEDIA HOLDINGS INC | 190,000 | 190,000 | 0 | 0.07% | $34 |
| BBCMS Mortgage Trust, Series 2018-TALL, Class A | 200,000 | 200,000 | 0 | 0.07% | $250 |
| SOUTHERN CO | 185,000 | 185,000 | 0 | 0.06% | -$5.37K |
| BNP Paribas SA | 200,000 | 200,000 | 0 | 0.06% | -$1.66K |
| OBX 2022-NQM1 TRUST OBX 2022-NQM1 A2 | 250,000 | 250,000 | 0 | 0.06% | -$7.91K |
| HONEYWELL INTL | 180,000 | 180,000 | 0 | 0.06% | -$13.20K |
| UNITED KINGDOM GILT GBP REG S 1.75% 07-22-57 | 305,000 | 305,000 | 0 | 0.06% | -$33.48K |
| ADANI TRANSMISSION STEP-ONE LTD REG S SR SEC 1ST LIEN 4.0% 08-03-26 | 200,000 | 200,000 | 0 | 0.06% | -$11.06K |
| Nationwide Building Society | 185,000 | 185,000 | 0 | 0.06% | -$13.11K |
| NJ Trust, Series 2023-GSP, Class A | 175,000 | 175,000 | 0 | 0.06% | -$3.48K |
| BARCLAYS PLC 3.25% 01/17/2033 | 170,000 | 170,000 | 0 | 0.06% | -$15.18K |
| FREDDIE MAC STACR REMIC TRUST STACR 2024 HQA1 M2 144A | 175,000 | 175,000 | 0 | 0.06% | $1.79K |
| Fannie Mae Connecticut Avenue Securities, Series 2024-R03, Class 2M2 | 175,000 | 175,000 | 0 | 0.06% | $570 |
| Fannie Mae Connecticut Avenue Securities | 175,000 | 175,000 | 0 | 0.06% | $1 |
| TELUS CORP | 239,000 | 239,000 | 0 | 0.06% | -$12.24K |
| INTEL CORP SR UNSECURED 02/26 4.875 | 175,000 | 175,000 | 0 | 0.06% | -$830 |
| SNCF RESEAU | 150,000 | 150,000 | 0 | 0.06% | -$16.81K |
| PROLOGIS EURO FINANCE LLC EUR SR UNSEC 4.625% 05-23-33 | 155,000 | 155,000 | 0 | 0.06% | -$12.71K |
| NETHERLANDS GOVT | 165,000 | 165,000 | 0 | 0.06% | -$14.21K |
| STATE STREET CRP | 170,000 | 170,000 | 0 | 0.06% | -$2.06K |
| Adani Ports & Special Economic Zone Ltd. | 200,000 | 200,000 | 0 | 0.06% | -$16.88K |
| JOHN DEERE CAP | 170,000 | 170,000 | 0 | 0.06% | -$1.64K |
| JPMorgan Chase Bank NA | 2,772,000,000 | 2,772,000,000 | 0 | 0.06% | -$11.12K |
| ENTG 4.75 04/15/29 144A | 177,000 | 177,000 | 0 | 0.06% | -$4.97K |
| WFCM 2020-C58 A4 | 200,000 | 200,000 | 0 | 0.06% | -$4.82K |
| PANAMA | 200,000 | 200,000 | 0 | 0.06% | -$11.31K |
| UBS GROUP AG 0.625% 01/18/2033 REGS | 200,000 | 200,000 | 0 | 0.06% | -$10.39K |
| BANK OF AMER CRP | 165,000 | 165,000 | 0 | 0.06% | -$134 |
| JPMORGAN CHASE | 165,000 | 165,000 | 0 | 0.06% | -$3.09K |
| BMO 2022-C2 A5 | 166,000 | 166,000 | 0 | 0.06% | -$6.52K |
| SCHW FLOAT 05/13/26 | 159,000 | 159,000 | 0 | 0.05% | -$126 |
| Enel SpA, Series 6.5Y | 162,000 | 162,000 | 0 | 0.05% | -$9.19K |
| ORACLE CORP | 170,000 | 170,000 | 0 | 0.05% | -$13.32K |
| Ford Credit Canada Co/Canada | 211,000 | 211,000 | 0 | 0.05% | -$9.68K |
| JAPAN GOVT 20-YR | 29,550,000 | 29,550,000 | 0 | 0.05% | -$18.35K |
| SLM Corp | 158,000 | 158,000 | 0 | 0.05% | -$118 |
| PFIZER INVSTMNT | 155,000 | 155,000 | 0 | 0.05% | -$1.34K |
| Fannie Mae Pool | 150,000 | 150,000 | 0 | 0.05% | -$3.26K |
| Fannie Mae Connecticut Avenue Securities | 150,000 | 150,000 | 0 | 0.05% | -$244 |
| Fannie Mae Pool | 150,000 | 150,000 | 0 | 0.05% | -$3.28K |
| Fannie Mae Connecticut Avenue Securities | 150,000 | 150,000 | 0 | 0.05% | -$56 |
| Connecticut Avenue Securities Trust, Series 2021-R02, Class 2M2 | 148,271 | 148,271 | 0 | 0.05% | $503 |
| Anglo American Capital PLC | 135,000 | 135,000 | 0 | 0.05% | -$11.26K |
| BMARK 2021-B26 A5 | 175,000 | 175,000 | 0 | 0.05% | -$4.48K |
| American Tower Corp | 150,000 | 150,000 | 0 | 0.05% | -$9.75K |
| BRASKEM IDESA SAPI SR SECURED 144A 02/32 6.99 | 200,000 | 200,000 | 0 | 0.05% | -$10.50K |
| Bell Telephone Co of Canada or Bell Canada | 223,000 | 223,000 | 0 | 0.05% | -$9.96K |
| Croatia Government International Bond | 150,000 | 150,000 | 0 | 0.05% | -$9.72K |
| UNIV OF CALIFORNIA-BG | 170,000 | 170,000 | 0 | 0.05% | -$4.00K |
| WARNERMEDIA HLDG | 145,000 | 145,000 | 0 | 0.05% | $452 |
| GSMS 2017-GS7 A4 | 150,000 | 150,000 | 0 | 0.05% | -$1.37K |
| BX Commercial Mortgage Trust, Series 2024-AIR2, Class A | 142,000 | 142,000 | 0 | 0.05% | $532 |
| Republic of Austria Government Bonds | 135,000 | 135,000 | 0 | 0.05% | -$12.10K |
| MORGAN STANLEY 4.656%/VAR 03/02/2029 | 130,000 | 130,000 | 0 | 0.05% | -$10.75K |
| AKER BP ASA SR UNSECURED 144A 10/34 5.125 | 150,000 | 150,000 | 0 | 0.05% | -$6.94K |
| Nelnet Student Loan Trust, Series 2021-CA, Class B | 168,841 | 168,841 | 0 | 0.05% | -$3.64K |
| Fannie Mae Pool | 141,800 | 141,800 | 0 | 0.05% | -$3.68K |
| MET TRANSPRTN AUTH NY REVENUE MTATRN 11/31 FIXED 6.548 | 135,000 | 135,000 | 0 | 0.05% | -$4.70K |
| Metro Inc/CN | 193,000 | 193,000 | 0 | 0.05% | -$9.12K |
| CLARUS CAPITAL FUNDING LLC CLARUS 2024 1A B 144A | 140,000 | 140,000 | 0 | 0.05% | -$1.79K |
| BBCMS Mortgage Trust, Series 2018-TALL, Class B | 150,000 | 150,000 | 0 | 0.05% | -$3.75K |
| UNITEDHEALTH GRP | 130,000 | 130,000 | 0 | 0.05% | -$3.20K |
| PORTUGUESE OT'S | 129,000 | 129,000 | 0 | 0.05% | -$10.21K |
| SYK 3.375 09/11/32 | 125,000 | 125,000 | 0 | 0.04% | -$9.88K |
| BBCMS 2023-C21 AS | 125,000 | 125,000 | 0 | 0.04% | -$5.05K |
| ESSENTIAL PROPER | 151,000 | 151,000 | 0 | 0.04% | -$2.77K |
| CPGX 6.055 08/15/26 144A | 125,000 | 125,000 | 0 | 0.04% | -$1.32K |
| Empresa Nacional de Telecomunicaciones SA | 150,000 | 150,000 | 0 | 0.04% | -$3.80K |
| DTP COMMERCIAL MORTGAGE TRUST 2023 STE2 | 122,000 | 122,000 | 0 | 0.04% | -$1.80K |
| 407 INTL INC | 200,000 | 200,000 | 0 | 0.04% | -$7.57K |
| SVENSKA HNDLSBKN | 100,000 | 100,000 | 0 | 0.04% | -$8.34K |
| LAS VEGAS SAN | 120,000 | 120,000 | 0 | 0.04% | -$3.12K |
| ITALY REPUBLIC OF 0% 04/01/2026 REGS | 120,000 | 120,000 | 0 | 0.04% | -$7.94K |
| AON NORTH AMER | 120,000 | 120,000 | 0 | 0.04% | -$4.58K |
| French Republic Government Bonds OAT | 127,000 | 127,000 | 0 | 0.04% | -$12.97K |
| BLACKSTONE PROP PARTNERS EUR HOLD 1.75% 03/12/2029 REGS | 125,000 | 125,000 | 0 | 0.04% | -$7.14K |
| CaixaBank SA | 100,000 | 100,000 | 0 | 0.04% | -$8.70K |
| NJ ECON-SER A | 107,000 | 107,000 | 0 | 0.04% | -$2.32K |
| LIBERTY STREET TRUST LBTY 2016 225L E 144A | 137,096 | 137,096 | 0 | 0.04% | $4.13K |
| INEOS Quattro Finance 2 Plc | 100,000 | 100,000 | 0 | 0.04% | -$6.72K |
| VERALTO CORP | 110,000 | 110,000 | 0 | 0.04% | -$4.87K |
| CREDIT AGRICOLE SA 3.875% 11/28/2034 REGS | 100,000 | 100,000 | 0 | 0.04% | -$9.54K |
| Brenntag Finance BV | 100,000 | 100,000 | 0 | 0.04% | -$7.70K |
| Solvay SA | 100,000 | 100,000 | 0 | 0.04% | -$7.84K |
| CITIZENS FIN GRP | 100,000 | 100,000 | 0 | 0.04% | -$4.24K |
| National Grid Electricity Distribution East Midlands PLC | 100,000 | 100,000 | 0 | 0.04% | -$7.81K |
| ONEOK INC | 110,000 | 110,000 | 0 | 0.04% | -$4.21K |
| INDONESIA TREASURY BOND IDR 6.375% 08-15-28 | 1,703,000,000 | 1,703,000,000 | 0 | 0.04% | -$9.79K |
| Blackstone Property Partners Europe Holdings Sarl | 100,000 | 100,000 | 0 | 0.04% | -$6.15K |
| Enel SpA, Series 63.5 | 100,000 | 100,000 | 0 | 0.04% | -$6.64K |
| CaixaBank SA | 100,000 | 100,000 | 0 | 0.04% | -$6.95K |
| Romanian Government International Bond | 114,000 | 114,000 | 0 | 0.03% | -$11.47K |
| AMERICAN EXPRESS | 100,000 | 100,000 | 0 | 0.03% | -$3.46K |
| BX Trust, Series 2024-PAT, Class B | 100,000 | 100,000 | 0 | 0.03% | $29 |
| Banco de Sabadell SA | 100,000 | 100,000 | 0 | 0.03% | -$6.93K |
| BROADCOM INC | 115,000 | 115,000 | 0 | 0.03% | -$3.98K |
| WELLS FARGO CO | 95,000 | 95,000 | 0 | 0.03% | -$2.62K |
| STANDARD CHARTERED PLC 144A MATURITY: PERPETUAL | 100,000 | 100,000 | 0 | 0.03% | -$2.25K |
| ONEOK INC | 90,000 | 90,000 | 0 | 0.03% | -$3.21K |
| Korea Treasury Bond | 135,280,000 | 135,280,000 | 0 | 0.03% | -$10.60K |
| SPANISH GOV'T | 92,000 | 92,000 | 0 | 0.03% | -$7.47K |
| GOLDMAN SACHS GP | 90,000 | 90,000 | 0 | 0.03% | -$1.53K |
| Israel Government Bonds - Fixed | 317,000 | 317,000 | 0 | 0.03% | $2.62K |
| COREBRIDGE FIN | 85,000 | 85,000 | 0 | 0.03% | $360 |
| WELLS FARGO CO | 80,000 | 80,000 | 0 | 0.03% | -$2.38K |
| AMGEN INC | 85,000 | 85,000 | 0 | 0.03% | -$6.36K |
| EVERSOURCE ENERG | 80,000 | 80,000 | 0 | 0.03% | -$594 |
Top 300 of 408, by weight.
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