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.
Nov 30, 2025 → Feb 28, 2026
Expand a category to see the positions behind it, ranked by weight.
| Security | Shares Nov 2025 | Shares Feb 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FNCL 5 4/26 | 0 | 30,960,000 | 30,960,000 | 12.39% | $31.07M |
| FUTURE CONTRACT ON US 10YR ULTRA FUT JUN26 0.00000000 | 0 | 127 | 127 | 5.91% | $14.83M |
| FUTURE CONTRACT ON LONG GILT FUTURE JUN26 /GBP/ 0.00000000 | 0 | 97 | 97 | 4.88% | $12.25M |
| FNCL 6.5 4/26 | 0 | 10,100,000 | 10,100,000 | 4.18% | $10.50M |
| FUTURE CONTRACT ON CAN 10YR BOND FUT JUN26 /CAD/ 0.00000000 | 0 | 82 | 82 | 2.94% | $7.38M |
| FUTURE CONTRACT ON EURO-SCHATZ FUT MAR26 /EUR/ 0.00000000 | 0 | 53 | 53 | 2.67% | $6.70M |
| FUTURE CONTRACT ON US 5YR NOTE (CBT) JUN26 0.00000000 | 0 | 46 | 46 | 2.02% | $5.07M |
| FUTURE CONTRACT ON AUST 3YR BOND FUT MAR26 /AUD/ 0.00000000 | 0 | 54 | 54 | 1.61% | $4.03M |
| Uniform Mortgage-Backed Security, TBA | 0 | 3,637,000 | 3,637,000 | 1.43% | $3.60M |
| FUTURE CONTRACT ON EURO-OAT FUTURE MAR26 /EUR/ 0.00000000 | 0 | 24 | 24 | 1.40% | $3.51M |
| FUTURE CONTRACT ON US 10YR NOTE (CBT)JUN26 0.00000000 | 0 | 17 | 17 | 0.77% | $1.93M |
| RPLDCI 6.581 05/30/49 144A | 0 | 1,800,000 | 1,800,000 | 0.76% | $1.91M |
| G2SF 6.5 4/25 | 0 | 1,800,000 | 1,800,000 | 0.75% | $1.87M |
| FUTURE CONTRACT ON EURO-BUXL 30Y BND MAR26 /EUR/ 0.00000000 | 0 | 11 | 11 | 0.59% | $1.48M |
| GNMA II TBA 30 YR 3.5 JUMBOS | 0 | 700,000 | 700,000 | 0.26% | $657.89K |
| FAIR OAKS LOAN FUNDING V DAC SER 5A CL AR V/R REGD 144A P/P /EUR/ 3.25100000 | 0 | 500,000 | 500,000 | 0.24% | $592.12K |
| ICG EURO CLO 2023-2 DAC SER 2023-2A CL A1R V/R REGD 144A P/P /EUR/ 3.32000000 | 0 | 500,000 | 500,000 | 0.24% | $591.30K |
| PROVIDUS CLO VII DAC SER 7A CL ARR V/R REGD 144A P/P /EUR/ 3.18100000 | 0 | 500,000 | 500,000 | 0.24% | $591.15K |
| CAPITAL FOUR CLO IV DAC SER 4A CL ARR V/R REGD 144A P/P /EUR/ 3.17500000 | 0 | 500,000 | 500,000 | 0.24% | $591.10K |
| KEURIG DR PEPPER INC CP 0% 03/11/2026 | 0 | 550,000 | 550,000 | 0.22% | $549.41K |
| TITULOS DE TESORERIA /COP/ REGD SER B 12.75000000 | 0 | 2,176,300,000 | 2,176,300,000 | 0.22% | $541.98K |
| TITULOS DE TESORERIA /COP/ REGD SER B 11.00000000 | 0 | 2,158,400,000 | 2,158,400,000 | 0.21% | $526.03K |
| TITULOS DE TESORERIA /COP/ REGD SER B 11.75000000 | 0 | 2,053,500,000 | 2,053,500,000 | 0.20% | $499.85K |
| AMETEK INC NEW CP 0% 03/09/2026 | 0 | 500,000 | 500,000 | 0.20% | $499.57K |
| TITULOS DE TESORERIA /COP/ REGD SER B 13.25000000 | 0 | 1,884,100,000 | 1,884,100,000 | 0.19% | $486.50K |
| JTI FINANCIAL SERVICES NORTH AMERICA LLC CP 0% 03/20/2026 | 0 | 450,000 | 450,000 | 0.18% | $449.09K |
| Imperial Brands Finance Plc 0% CP 04/03/2026 | 0 | 350,000 | 350,000 | 0.14% | $349.89K |
| Uniform Mortgage-Backed Security, TBA | 0 | 344,000 | 344,000 | 0.13% | $334.48K |
| BANK OF AMER CRP | 0 | 300,000 | 300,000 | 0.12% | $304.44K |
| WELLS FARGO CO | 0 | 300,000 | 300,000 | 0.12% | $300.96K |
| ALIMENTATION COUCHE-TARD INC YCP 0% 03/10/2026 | 0 | 300,000 | 300,000 | 0.12% | $299.71K |
| NEW S WALES TREASURY CRP /AUD/ REGD REG S SER 37 3.50000000 | 0 | 500,000 | 500,000 | 0.12% | $297.95K |
| BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.50000000 | 0 | 240,000 | 240,000 | 0.12% | $294.80K |
| Government National Mortgage Association, TBA | 0 | 300,000 | 300,000 | 0.11% | $264.78K |
| U.S. Treasury Bills | 0 | 264,000 | 264,000 | 0.10% | $263.04K |
| THAILAND GOVERNMENT BOND /THB/ REGD 2.70000000 | 0 | 7,300,000 | 7,300,000 | 0.10% | $251.60K |
| ALIMENTATION COUCHE-TARD INC YCP 0% 03/09/2026 | 0 | 250,000 | 250,000 | 0.10% | $249.79K |
| BECTON DICKINSON and CO CP 0% 03/13/2026 | 0 | 250,000 | 250,000 | 0.10% | $249.71K |
| FNCL 5.5 4/26 | 0 | 240,000 | 240,000 | 0.10% | $243.65K |
| NORTHERN TERRITORY TREAS /AUD/ REGD REG S 6.00000000 | 0 | 300,000 | 300,000 | 0.09% | $218.73K |
| US TREASURY N/B | 0 | 200,000 | 200,000 | 0.08% | $199.69K |
| UNITED KINGDOM GILT /GBP/ REGD REG S 4.37500000 | 0 | 100,000 | 100,000 | 0.05% | $121.28K |
| SO V1.875 09/15/81 | 0 | 100,000 | 100,000 | 0.05% | $115.73K |
| THAILAND GOVERNMENT BOND /THB/ REGD 0.00000000 | 0 | 3,217,000 | 3,217,000 | 0.04% | $104.57K |
| BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.45000000 | 0 | 36,000 | 36,000 | 0.02% | $41.58K |
| THAILAND GOVERNMENT BOND /THB/ REGD 2.98000000 | 0 | 1,000,000 | 1,000,000 | 0.01% | $34.40K |
| OTC EPUT USD VS KRW 1400.0 MBC 0.00000000 | 0 | 1,434,000 | 1,434,000 | 0.01% | $16.40K |
| OTC EPUT USD VS KRW 1400.0 BOA 0.00000000 | 0 | 459,000 | 459,000 | 0.00% | $5.26K |
| OTC EPUT EUR VS CZK @ 24.04 BPS 0.00000000 | 0 | 372,000 | 372,000 | 0.00% | $906 |
| ORO USD 10Y P 4.01500 L 02/27/26 JPM 0.00000000 | 0 | -500,000 | -500,000 | 0.00% | -$0 |
| OTC EPUT USD VS KRW 1350.0 BOA 0.00000000 | 0 | -459,000 | -459,000 | 0.00% | -$1.78K |
| OTC EPUT USD VS KRW 1350.0 MBC 0.00000000 | 0 | -1,434,000 | -1,434,000 | 0.00% | -$5.55K |
| ORO USD 10Y C 3.77500 L 02/27/26 JPM 0.00000000 | 0 | -500,000 | -500,000 | 0.00% | -$10.05K |
| CASH COLLATERAL ISDA BRC 3.99000000 | 0 | -330,000 | -330,000 | -0.13% | -$330.00K |
| FUTURE CONTRACT ON US LONG BOND(CBT) JUN26 0.00000000 | 0 | -4 | -4 | -0.19% | -$473.88K |
| Uniform Mortgage-Backed Security, TBA | 0 | -700,000 | -700,000 | -0.24% | -$606.67K |
| RC R/P DEUTSC 3.780% 03/02/26 3.78000000 | 0 | -786,000 | -786,000 | -0.31% | -$786.00K |
| FNCL 3.5 4/26 | 0 | -1,500,000 | -1,500,000 | -0.56% | -$1.41M |
| FUTURE CONTRACT ON US ULTRA BOND CBT JUN26 0.00000000 | 0 | -13 | -13 | -0.63% | -$1.58M |
| FNCL 3 4/26 | 0 | -1,900,000 | -1,900,000 | -0.68% | -$1.72M |
| Uniform Mortgage-Backed Security, TBA | 0 | -2,100,000 | -2,100,000 | -0.78% | -$1.96M |
| RC R/P DEUTSC 3.760% 03/05/26 3.76000000 | 0 | -2,662,625 | -2,662,625 | -1.06% | -$2.66M |
| Uniform Mortgage-Backed Security, TBA | 0 | -3,600,000 | -3,600,000 | -1.49% | -$3.74M |
| FUTURE CONTRACT ON EURO-BUND FUTURE MAR26 /EUR/ 0.00000000 | 0 | -27 | -27 | -1.66% | -$4.15M |
| FUTURE CONTRACT ON AUST 10Y BOND FUT MAR26 /AUD/ 0.00000000 | 0 | -83 | -83 | -2.60% | -$6.53M |
| FUTURE CONTRACT ON US 2YR NOTE (CBT) JUN26 0.00000000 | 0 | -35 | -35 | -2.92% | -$7.32M |
| FNCL 6 3/24 | 0 | -9,765,000 | -9,765,000 | -3.99% | -$10.02M |
| FUTURE CONTRACT ON JPN 10Y BOND(OSE) MAR26 /JPY/ 0.00000000 | 0 | -13 | -13 | -4.41% | -$11.06M |
| Uniform Mortgage-Backed Security, TBA | 0 | -18,050,000 | -18,050,000 | -5.97% | -$14.96M |
| Security | Shares Nov 2025 | Shares Feb 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FUTURE CONTRACT ON EURO-BTP FUTURE DEC25 /EUR/ 0.00000000 | 162 | 0 | -162 | 0.00% | -$22.80M |
| FNCL 6.5 1/26 | 12,000,000 | 0 | -12,000,000 | 0.00% | -$12.44M |
| FUTURE CONTRACT ON LONG GILT FUTURE MAR26 /GBP/ 0.00000000 | 98 | 0 | -98 | 0.00% | -$11.88M |
| FNCL 5 1/26 | 9,700,000 | 0 | -9,700,000 | 0.00% | -$9.67M |
| FUTURE CONTRACT ON US 10YR ULTRA FUT MAR26 0.00000000 | 71 | 0 | -71 | 0.00% | -$8.25M |
| FUTURE CONTRACT ON CAN 10YR BOND FUT MAR26 /CAD/ 0.00000000 | 82 | 0 | -82 | 0.00% | -$7.21M |
| FUTURE CONTRACT ON EURO-SCHATZ FUT DEC25 /EUR/ 0.00000000 | 53 | 0 | -53 | 0.00% | -$6.57M |
| FUTURE CONTRACT ON US 5YR NOTE (CBT) MAR26 0.00000000 | 46 | 0 | -46 | 0.00% | -$5.05M |
| FUTURE CONTRACT ON AUST 3YR BOND FUT DEC25 /AUD/ 0.00000000 | 54 | 0 | -54 | 0.00% | -$3.74M |
| FUTURE CONTRACT ON EURO-OAT FUTURE DEC25 /EUR/ 0.00000000 | 23 | 0 | -23 | 0.00% | -$3.28M |
| FUTURE CONTRACT ON US 10YR NOTE (CBT)MAR26 0.00000000 | 17 | 0 | -17 | 0.00% | -$1.93M |
| G2SF 6.5 1/24 | 1,800,000 | 0 | -1,800,000 | 0.00% | -$1.85M |
| FUTURE CONTRACT ON EURO-BUXL 30Y BND DEC25 /EUR/ 0.00000000 | 11 | 0 | -11 | 0.00% | -$1.45M |
| ORACLE CORPORATION 01/26 ZCP | 1,200,000 | 0 | -1,200,000 | 0.00% | -$1.19M |
| G2SF 3 1/26 | 1,200,000 | 0 | -1,200,000 | 0.00% | -$1.08M |
| SINGAPORE GOVERNMENT /SGD/ REGD REG S 3.25000000 | 769,000 | 0 | -769,000 | 0.00% | -$728.74K |
| SPGB 2 1/2 05/31/27 | 600,000 | 0 | -600,000 | 0.00% | -$700.04K |
| Government National Mortgage Association, TBA | 700,000 | 0 | -700,000 | 0.00% | -$607.60K |
| Bain Capital Credit CLO Ltd., Series 2020-2A, Class ARR | 500,000 | 0 | -500,000 | 0.00% | -$500.69K |
| FNCL 4 1/26 | 344,000 | 0 | -344,000 | 0.00% | -$327.55K |
| CANADIAN NAT RE DISC 12/08/25 0.00000000 | 250,000 | 0 | -250,000 | 0.00% | -$249.80K |
| ENBRIDGE U S INC DISC 12/22/25 0.00000000 | 250,000 | 0 | -250,000 | 0.00% | -$249.39K |
| PHILIP MORRIS IN | 200,000 | 0 | -200,000 | 0.00% | -$207.75K |
| REP OF POLAND | 200,000 | 0 | -200,000 | 0.00% | -$204.79K |
| PRET LLC, Series 2021-RN3, Class A1 | 179,312 | 0 | -179,312 | 0.00% | -$179.54K |
| ROMANIA /EUR/ REGD 144A P/P MTN 2.87500000 | 200,000 | 0 | -200,000 | 0.00% | -$155.35K |
| CAIRN CLO X DAC SER 2018-10A CL AR V/R REGD 144A P/P /EUR/ 2.78900000 | 123,655 | 0 | -123,655 | 0.00% | -$143.51K |
| ROMANIA /EUR/ REGD P/P 2.00000000 | 100,000 | 0 | -100,000 | 0.00% | -$94.77K |
| ROMANIA /EUR/ REGD REG S 6.50000000 | 30,000 | 0 | -30,000 | 0.00% | -$34.66K |
| OTC EPUT USD VS BRL @ 5.4 BOA 0.00000000 | 900,000 | 0 | -900,000 | 0.00% | -$14.22K |
| OTC EPUT USD VS BRL @ 5.475 GLM 12/10/2025 0.00000000 | 435,000 | 0 | -435,000 | 0.00% | -$10.58K |
| OTC EPUT EUR VS CZK @ 24.2 JPM 0.00000000 | 1,287,127 | 0 | -1,287,127 | 0.00% | -$8.81K |
| OTC EPUT USD VS KRW @ 1419.0 BOA 0.00000000 | 717,000 | 0 | -717,000 | 0.00% | -$3.50K |
| OTC EPUT USD VS KRW @ 1417.0 BOA 0.00000000 | 717,000 | 0 | -717,000 | 0.00% | -$3.30K |
| OTC EPUT EUR VS CZK @ 24.2 BOA 03/11/2026 0.00000000 | 372,000 | 0 | -372,000 | 0.00% | -$2.62K |
| OTC EPUT EUR VS HUF @ 382.0 BOA 0.00000000 | 294,000 | 0 | -294,000 | 0.00% | -$2.39K |
| OTC EPUT USD VS KRW @ 1419.0 BOA 0.00000000 | 459,000 | 0 | -459,000 | 0.00% | -$2.30K |
| OTC EPUT EUR VS HUF @ 380.0 JPM 0.00000000 | 272,000 | 0 | -272,000 | 0.00% | -$1.67K |
| FANNIE MAE POOL UMBS P#889649 6.50000000 | 1,449 | 0 | -1,449 | 0.00% | -$1.48K |
| OTC EPUT EUR VS USD DIGI 1.0975 MBC 0.00000000 | 45,500 | 0 | -45,500 | 0.00% | -$81 |
| OTC EPUT EUR VS USD DIGI 1.1 GLM 0.00000000 | 45,500 | 0 | -45,500 | 0.00% | -$56 |
| ORO USD 10Y P 3.78500 L 11/28/25 BOA 0.00000000 | -700,000 | 0 | 700,000 | 0.00% | $0 |
| ORO USD 10Y C 3.53500 L 11/28/25 BOA 0.00000000 | -700,000 | 0 | 700,000 | 0.00% | $0 |
| OTC ECAL USD VS BRL @ 5.8 GLM 12/10/2025 0.00000000 | -435,000 | 0 | 435,000 | 0.00% | $61 |
| ORO USD 10Y P 3.78000 L 12/08/25 BPS 0.00000000 | -700,000 | 0 | 700,000 | 0.00% | $180 |
| ORO USD 10Y C 3.48000 L 12/08/25 BPS 0.00000000 | -700,000 | 0 | 700,000 | 0.00% | $357 |
| ORO USD 10Y P 3.84500 L 12/17/25 GLM 0.00000000 | -700,000 | 0 | 700,000 | 0.00% | $417 |
| OTC EPUT USD VS BRL @ 5.275 GLM 12/10/2025 0.00000000 | -435,000 | 0 | 435,000 | 0.00% | $487 |
| OTC EPUT USD VS KRW @ 1383.0 BOA 0.00000000 | -459,000 | 0 | 459,000 | 0.00% | $777 |
| OTC EPUT USD VS KRW @ 1380.0 BOA 0.00000000 | -717,000 | 0 | 717,000 | 0.00% | $1.07K |
| OTC EPUT USD VS KRW @ 1382.0 BOA 0.00000000 | -717,000 | 0 | 717,000 | 0.00% | $1.14K |
| OTC EPUT USD VS BRL @ 5.16 BOA 0.00000000 | -900,000 | 0 | 900,000 | 0.00% | $1.53K |
| ORO USD 10Y C 3.54500 L 12/17/25 GLM 0.00000000 | -700,000 | 0 | 700,000 | 0.00% | $2.15K |
| OTC ECAL USD VS BRL @ 5.69 BOA 0.00000000 | -900,000 | 0 | 900,000 | 0.00% | $6.25K |
| FUTURE CONTRACT ON US LONG BOND(CBT) MAR26 0.00000000 | -1 | 0 | 1 | 0.00% | $117.44K |
| FNCL 3.5 1/26 | -300,000 | 0 | 300,000 | 0.00% | $277.43K |
| RC R/P DEUTSC 4.200% 12/05/25 4.20000000 | -293,250 | 0 | 293,250 | 0.00% | $293.25K |
| FNCL 6 1/26 | -365,000 | 0 | 365,000 | 0.00% | $373.68K |
| CASH COLLATERAL CME FAR 3.78000000 | -560,000 | 0 | 560,000 | 0.00% | $560.00K |
| FNCL 2.5 1/26 | -700,000 | 0 | 700,000 | 0.00% | $595.82K |
| FNCL 5.5 12/24 | -700,000 | 0 | 700,000 | 0.00% | $708.93K |
| RC R/P DEUTSC 4.180% 12/01/25 4.18000000 | -1,914,250 | 0 | 1,914,250 | 0.00% | $1.91M |
| FNCL 4.5 1/26 | -1,963,000 | 0 | 1,963,000 | 0.00% | $1.92M |
| Uniform Mortgage-Backed Security, TBA | -2,100,000 | 0 | 2,100,000 | 0.00% | $1.94M |
| FNCL 3 1/26 | -2,500,000 | 0 | 2,500,000 | 0.00% | $2.22M |
| RC R/P BNP 4.22% 12/05/25/GBP 4.22000000 | -1,954,511 | 0 | 1,954,511 | 0.00% | $2.59M |
| FUTURE CONTRACT ON US ULTRA BOND CBT MAR26 0.00000000 | -29 | 0 | 29 | 0.00% | $3.51M |
| FUTURE CONTRACT ON EURO-BUND FUTURE DEC25 /EUR/ 0.00000000 | -28 | 0 | 28 | 0.00% | $4.18M |
| FUTURE CONTRACT ON US 2YR NOTE (CBT) MAR26 0.00000000 | -35 | 0 | 35 | 0.00% | $7.31M |
| FUTURE CONTRACT ON AUST 10Y BOND FUT DEC25 /AUD/ 0.00000000 | -120 | 0 | 120 | 0.00% | $8.78M |
| FUTURE CONTRACT ON JPN 10Y BOND(OSE) DEC25 /JPY/ 0.00000000 | -13 | 0 | 13 | 0.00% | $11.25M |
| Uniform Mortgage-Backed Security, TBA | -18,050,000 | 0 | 18,050,000 | 0.00% | $14.69M |
| Security | Shares Nov 2025 | Shares Feb 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FUTURE CONTRACT ON EURO-BTP FUTURE MAR26 /EUR/ 0.00000000 | 14 | 175 | 161 | 10.13% | $23.44M |
| CHINA DEVELOPMENT BANK /CNY/ REGD SER 2405 2.63000000 | 11,720,000 | 22,220,000 | 10,500,000 | 1.36% | $1.66M |
| G2 MA8098 | 2,268,854 | 2,476,301 | 207,447 | 0.91% | $224.04K |
| CASH COLLATERAL BCY USD /CCBCYXUS0/ 3.78000000 | 1,550,000 | 1,744,000 | 194,000 | 0.70% | $194.00K |
| CASH COLLATERAL LCH BCY USD REGD 0.50000000 | 852,000 | 1,329,000 | 477,000 | 0.53% | $477.00K |
| PERUGB 6.85 08/12/35 | 700,000 | 3,400,000 | 2,700,000 | 0.43% | $863.25K |
| JAPAN GOVT CPI LINKED /JPY/ REGD SER 23 0.10000000 | 166,215,840 | 167,409,480 | 1,193,640 | 0.43% | -$7.74K |
| G2 MA8043 | 466,871 | 1,103,777 | 636,906 | 0.40% | $592.07K |
| QUEENSLAND TREASURY CORP /AUD/ REGD 5.25000000 | 300,000 | 1,000,000 | 700,000 | 0.28% | $514.32K |
| CASH COLATERAL ISDA BPS USD 3.78000000 | 405,000 | 464,000 | 59,000 | 0.18% | $59.00K |
| JGB 3.2 09/20/55 88 | 30,000,000 | 60,000,000 | 30,000,000 | 0.15% | $185.72K |
| JAPAN GOVT CPI LINKED /JPY/ REGD SER 24 0.10000000 | 52,776,770 | 53,155,590 | 378,820 | 0.14% | -$1.88K |
| SPGB 4 10/31/54 | 100,000 | 200,000 | 100,000 | 0.10% | $125.64K |
| ALBA 2007-1 PLC SER 2007-1 CL A3 V/R REGD REG S /GBP/ 4.27269000 | 145,404 | 152,208 | 6,804 | 0.08% | $12.65K |
| CHL MTG PASS THRU TR 2007-4 1A47 6% 05/25/2037 | 490,277 | 490,325 | 48 | 0.08% | -$4.52K |
| CASH COLLATERAL V/R 12/31/49 3.78000000 | 109,000 | 139,000 | 30,000 | 0.06% | $30.00K |
| RESIDENTIAL ASSET SECURITIZATI RAST 2006 R1 A2 | 36,573 | 36,614 | 41 | 0.00% | $166 |
| CSMC TRUST 2007-5R SER 2007-5R CL A5 REGD 6.50000000 | 34,400 | 34,401 | 1 | 0.00% | -$39 |
| CASH COLLATERAL ISDA JPM USD 0.00000000 | -180,000 | -150,000 | 30,000 | -0.06% | $30.00K |
| US ULTRA BOND CBT Sep25 | 379 | 392 | 13 | -0.07% | -$956.66K |
| Security | Shares Nov 2025 | Shares Feb 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Government National Mortgage Association | 5,626,663 | 5,561,687 | -64,976 | 2.09% | $67.01K |
| Uniform Mortgage-Backed Securities | 5,367,345 | 4,949,752 | -417,593 | 2.04% | -$402.54K |
| FN MA5217 | 3,246,667 | 2,726,930 | -519,737 | 1.13% | -$532.05K |
| FR SD8369 | 2,500,660 | 2,189,012 | -311,649 | 0.91% | -$319.38K |
| FNMA POOL MA5109 FN 08/53 FIXED 6.5 | 1,877,738 | 1,653,858 | -223,880 | 0.69% | -$228.02K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033 | 1,526,546 | 1,523,032 | -3,514 | 0.60% | $16.88K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/2% 01/15/2028 | 1,316,760 | 1,313,740 | -3,020 | 0.52% | $8.79K |
| JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 48 1.40000000 | 280,000,000 | 240,000,000 | -40,000,000 | 0.47% | -$227.47K |
| FR SD8463 | 1,164,422 | 1,032,880 | -131,542 | 0.42% | -$132.01K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2031 | 1,090,665 | 1,088,154 | -2,511 | 0.41% | $12.72K |
| G2 MA7937 | 1,007,608 | 985,267 | -22,342 | 0.36% | -$5.28K |
| FNMA POOL DB5507 FN 06/54 FIXED 5 | 852,807 | 849,357 | -3,451 | 0.34% | $1.97K |
| FN MA5389 | 899,239 | 808,246 | -90,993 | 0.33% | -$91.04K |
| UMBS | 829,029 | 807,635 | -21,394 | 0.32% | -$15.85K |
| FREDDIE MAC POOL UMBS P#QI1549 5.00000000 | 802,237 | 799,441 | -2,796 | 0.32% | $3.49K |
| CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 1.65000000 | 14,900,000 | 5,600,000 | -9,300,000 | 0.32% | -$1.27M |
| ONSLOW BAY FINANCIAL LLC OBX 2024 HYB1 A1 144A | 794,666 | 765,734 | -28,933 | 0.31% | -$25.98K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/32 | 820,197 | 818,307 | -1,890 | 0.31% | $9.58K |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 INV4 A2 144A | 862,273 | 845,482 | -16,791 | 0.30% | -$179 |
| SOUNDVIEW HOME LOAN TRUST 2006-3 SER 2006-3 CL A4 V/R REGD 4.56876000 | 791,949 | 773,779 | -18,170 | 0.30% | -$14.24K |
| UMBS | 750,811 | 696,419 | -54,392 | 0.29% | -$55.23K |
| GCAT Trust, Series 2023-NQM4, Class A1 | 747,511 | 733,887 | -13,624 | 0.29% | -$3.73K |
| FREDDIE MAC REMICS SER 5513 CL MF V/R 5.01180000 | 757,725 | 680,706 | -77,020 | 0.27% | -$74.57K |
| JP MORGAN MORTGAGE TRUST JPMMT 2022 LTV2 A3 144A | 691,818 | 685,993 | -5,825 | 0.26% | $8.40K |
| FANNIE MAE REMICS SER 2024-90 CL FA V/R 5.57180000 | 750,025 | 629,144 | -120,881 | 0.25% | -$119.08K |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 INV8 A2 144A | 713,478 | 701,819 | -11,659 | 0.25% | $502 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 PJ4 A4 144A | 712,161 | 701,214 | -10,947 | 0.24% | $3.18K |
| FREDDIE MAC POOL UMBS P#QF0820 4.50000000 | 605,361 | 602,896 | -2,465 | 0.24% | $3.90K |
| FREDDIE MAC POOL UMBS P#SD4998 5.00000000 | 571,614 | 531,513 | -40,101 | 0.21% | -$36.47K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2025 RPL1 A1A 144A | 580,141 | 567,047 | -13,093 | 0.21% | -$8.35K |
| FR SD8364 | 554,922 | 491,702 | -63,220 | 0.20% | -$64.28K |
| FNMA POOL CB7220 FN 09/53 FIXED 5.5 | 489,380 | 482,357 | -7,024 | 0.20% | -$5.63K |
| JP MORGAN MORTGAGE TRUST JPMMT 2022 INV1 A3 144A | 548,714 | 539,989 | -8,725 | 0.19% | -$362 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H07 CL JF V/R 4.88888000 | 472,766 | 466,814 | -5,952 | 0.19% | -$2.99K |
| CVC CORDATUS OPPORTUNITY LOAN FUND-R DAC SER 1A CL AR V/R REGD 144A P/P /EUR/ 2.90400000 | 417,172 | 395,844 | -21,328 | 0.19% | -$15.60K |
| G2 MB0022 | 494,662 | 490,839 | -3,823 | 0.18% | $7.66K |
| FREDDIE MAC POOL UMBS P#QF8822 6.50000000 | 580,882 | 432,601 | -148,281 | 0.18% | -$153.15K |
| ST PAULS CLO SER 11A CL AR V/R REGD 144A P/P /EUR/ 2.86600000 | 425,945 | 379,600 | -46,344 | 0.18% | -$45.58K |
| FANNIE MAE POOL UMBS P#BU8670 4.50000000 | 444,627 | 425,017 | -19,610 | 0.17% | -$15.06K |
| Towd Point Mortgage Funding plc, Series 2024-GR6A, Class A1 | 336,062 | 312,176 | -23,886 | 0.17% | -$23.88K |
| NOVASTAR MORTGAGE FUNDING TRUST SERIES 2006-1 SER 2006-1 CL A2D V/R REGD 4.60876000 | 400,000 | 398,280 | -1,720 | 0.16% | $826 |
| GNMA II POOL MB0201 G2 02/55 FIXED 3.5 | 396,343 | 393,074 | -3,268 | 0.15% | $5.87K |
| G2 MA7706 | 410,822 | 402,576 | -8,246 | 0.15% | -$1.55K |
| BULGARIA /EUR/ REGD REG S SER 10Y 3.37500000 | 400,000 | 300,000 | -100,000 | 0.14% | -$106.43K |
| BNPP AM EURO CLO 2019 DAC SER 2019-1A CL AR V/R REGD 144A P/P /EUR/ 2.83500000 | 299,462 | 293,960 | -5,502 | 0.14% | -$38 |
| TPMT 2019-4 A1 | 374,739 | 356,101 | -18,638 | 0.14% | -$15.48K |
| FANNIE MAE REMICS SER 2025-6 CL GF V/R 5.47180000 | 382,283 | 330,044 | -52,238 | 0.13% | -$51.09K |
| FREDDIE MAC POOL UMBS P#QF1922 4.50000000 | 333,491 | 332,045 | -1,446 | 0.13% | $2.06K |
| FNCL UMBS 2.0 BV4128 03-01-52 | 390,772 | 383,796 | -6,976 | 0.13% | -$865 |
| PRPM Trust, Series 2023-NQM3, Class A1 | 332,271 | 304,278 | -27,993 | 0.12% | -$27.88K |
| NGATE 07-1X A3 V/R 12/1/50 4.26661000 | 248,693 | 226,831 | -21,863 | 0.12% | -$21.67K |
| FR SD8384 | 325,262 | 290,481 | -34,781 | 0.12% | -$34.72K |
| FR RA6433 | 345,011 | 341,050 | -3,961 | 0.12% | $2.10K |
| LUDGATE FUNDING PLC SER 2007-1 CL A2A V/R REGD /GBP/ 4.25988000 | 228,828 | 219,075 | -9,753 | 0.12% | -$6.92K |
| FNCL UMBS 4.5 BT8263 06-01-52 | 286,780 | 285,440 | -1,340 | 0.11% | $1.50K |
| MFRA TRUST MFRA 2023 NQM4 A1 144A | 307,732 | 277,807 | -29,925 | 0.11% | -$29.31K |
| ONYP 2020-1NYP A | 300,000 | 283,173 | -16,827 | 0.11% | -$11.48K |
| RMAC SECURITIES NO 1 PLC SER 2006-NS3X CL A2A V/R REGD REG S /GBP/ 4.25369000 | 214,144 | 206,451 | -7,693 | 0.11% | -$3.16K |
| PRKCM Trust, Series 2023-AFC4, Class A1 | 299,566 | 267,313 | -32,253 | 0.11% | -$33.61K |
| CarVal CLO Ltd., Series 2018-1A, Class AR | 391,416 | 268,763 | -122,653 | 0.11% | -$122.73K |
| ARGENT SECURITIES INC. ARSI 2005 W1 A1 | 295,397 | 287,248 | -8,149 | 0.11% | -$5.07K |
| FNMA POOL BY0545 FN 05/53 FIXED 5 | 268,447 | 260,280 | -8,167 | 0.10% | -$6.39K |
| DEUTSCHE ALT-A SECURITIES MORTGAGE LOAN TRUST SERIES SER 2007-3 CL 2A1 V/R REGD 5.56876000 | 333,948 | 328,218 | -5,730 | 0.10% | -$2.70K |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 10 A3 144A | 298,575 | 294,827 | -3,748 | 0.10% | $1.50K |
| ELLINGTON LOAN ACQUISITION TRUST 2007-2 SER 2007-2 CL A1 V/R REGD 144A P/P 5.11876000 | 262,019 | 240,402 | -21,617 | 0.10% | -$20.92K |
| ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIE SER 2005-HE5 CL M4 V/R REGD 4.96876000 | 254,463 | 236,734 | -17,729 | 0.10% | -$17.12K |
| GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A | 280,943 | 232,251 | -48,692 | 0.09% | -$48.69K |
| Northwoods Capital XII-B Ltd., Series 2018-12BA, Class AR | 267,760 | 226,119 | -41,640 | 0.09% | -$41.46K |
| FNMA POOL CA4346 FN 10/49 FIXED 3 | 245,561 | 243,107 | -2,454 | 0.09% | $1.82K |
| CWABS ASSET-BACKED CERTIFICATES TRUST 2007-13 SER 2007-13 CL 1A V/R REGD 4.90876000 | 217,620 | 211,074 | -6,546 | 0.08% | -$5.49K |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1B V/R REGD 144A P/P 5.59202000 | 196,634 | 186,532 | -10,101 | 0.08% | -$10.21K |
| CWABS ASSET-BACKED CERTIFICATES TRUST 2007-8 SER 2007-9 CL 2A4 V/R REGD 4.31876000 | 188,977 | 183,307 | -5,670 | 0.07% | -$4.76K |
| FANNIE MAE POOL UMBS P#FM4086 3.50000000 | 187,398 | 185,891 | -1,507 | 0.07% | $1.23K |
| G2 MA8487 | 187,693 | 183,695 | -3,997 | 0.07% | $719 |
| FNCL UMBS 6.0 DB6905 07-01-54 | 175,480 | 159,443 | -16,038 | 0.07% | -$15.98K |
| FNMA 30YR 6.5% 07/01/2053#BU4106 | 135,871 | 135,178 | -692 | 0.06% | -$210 |
| RLOC 2007-1X A3B | 113,134 | 107,524 | -5,610 | 0.06% | -$3.94K |
| RMACS 06-NS1X A2A V/R 6/12/44 4.25369000 | 112,244 | 107,135 | -5,110 | 0.06% | -$3.50K |
| FREDDIE MAC POOL UMBS P#QF0819 4.50000000 | 178,351 | 140,360 | -37,991 | 0.06% | -$35.94K |
| CAIRN CLO VII DAC SER 2016-7A CL A1R V/R REGD 144A P/P /EUR/ 2.73600000 | 141,798 | 112,317 | -29,481 | 0.05% | -$31.63K |
| ARCLO 2022-FL1 A SOFR30A+145 01/15/2037 144A | 170,118 | 128,913 | -41,204 | 0.05% | -$41.22K |
| DRYDEN 27 R EURO CLO 2017 DAC SER 2017-27A CL AR V/R REGD 144A P/P /EUR/ 2.68600000 | 164,582 | 106,594 | -57,988 | 0.05% | -$64.72K |
| FNMA POOL FM7441 FN 05/51 FIXED VAR | 133,907 | 132,086 | -1,821 | 0.05% | $674 |
| BFAT 2007-SR1A V/R 03/25/37 4.51876000 | 119,256 | 115,243 | -4,012 | 0.05% | -$3.94K |
| NRZT 2020-RPL1 A1 144A FRN 11-25-59 | 119,533 | 112,995 | -6,538 | 0.04% | -$5.92K |
| FREDDIE MAC POOL UMBS P#QF6516 6.50000000 | 106,828 | 103,089 | -3,739 | 0.04% | -$3.65K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 07/15/2032 | 111,789 | 111,532 | -257 | 0.04% | $1.25K |
| EUROSAIL-UK 2007-4BL PLC SER 2007-4X CL A3 V/R REGD REG S /GBP/ 5.05310000 | 90,400 | 75,925 | -14,475 | 0.04% | -$17.26K |
| NRZT 2019-RPL3 A1 144A FRN 07-25-59 | 110,222 | 103,330 | -6,891 | 0.04% | -$6.07K |
| FN MA5071 | 89,309 | 86,878 | -2,431 | 0.03% | -$1.84K |
| BDS Ltd., Series 2021-FL10, Class A | 113,230 | 83,447 | -29,784 | 0.03% | -$29.76K |
| UMBS | 92,623 | 79,420 | -13,204 | 0.03% | -$13.49K |
| TPMT 2020-1 A1 | 88,219 | 81,897 | -6,322 | 0.03% | -$5.59K |
| Government National Mortgage Association | 87,330 | 85,407 | -1,923 | 0.03% | -$436 |
| FANNIE MAE POOL UMBS P#FS5955 6.50000000 | 77,638 | 70,123 | -7,515 | 0.03% | -$7.43K |
| STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2007-AR4 SER 2007-AR4 CL A3 V/R REGD 4.50876000 | 82,554 | 80,006 | -2,548 | 0.03% | -$1.84K |
| FR SD8307 | 73,908 | 72,237 | -1,671 | 0.03% | -$1.18K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR1 A | 73,541 | 71,336 | -2,205 | 0.03% | -$2.16K |
| FREDDIE MAC POOL UMBS P#RJ1757 5.00000000 | 70,150 | 69,639 | -511 | 0.03% | -$32 |
| FREDDIE MAC POOL UMBS P#QH5912 6.50000000 | 66,477 | 66,292 | -185 | 0.03% | -$59 |
| Uniform Mortgage-Backed Securities | 72,731 | 69,909 | -2,822 | 0.03% | -$1.35K |
| UWM MORTGAGE TRUST 2021-INV5 SER 2021-INV5 CL A12 V/R REGD 144A P/P 3.00000000 | 77,760 | 76,519 | -1,241 | 0.03% | $330 |
| BlueMountain CLO Ltd., Series 2016-3A, Class A1R2 | 119,207 | 65,732 | -53,475 | 0.03% | -$53.48K |
| FREDDIE MAC POOL UMBS P#QD8207 2.00000000 | 79,363 | 78,443 | -921 | 0.03% | $252 |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV1 SER 2021-INV1 CL A2 V/R REGD 144A P/P 2.50000000 | 73,447 | 72,366 | -1,081 | 0.02% | $277 |
| Dryden 55 CLO Ltd., Series 2018-55A, Class A1 | 99,793 | 61,413 | -38,379 | 0.02% | -$38.37K |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR3 SER 2021-GR3 CL A2 V/R REGD 144A P/P 2.50000000 | 72,346 | 71,231 | -1,115 | 0.02% | $320 |
| FREDDIE MAC POOL UMBS P#QI1359 5.00000000 | 64,238 | 58,075 | -6,163 | 0.02% | -$5.79K |
| JYSKE REALKREDIT A/S /DKK/ REGD SER CCE 1.50000000 | 446,941 | 443,531 | -3,410 | 0.02% | -$63 |
| CSMC 2021-INV1TRUST SER 2021-INV1 CL A3 V/R REGD 144A P/P 2.50000000 | 68,078 | 66,423 | -1,655 | 0.02% | -$389 |
| FNMA POOL DB3354 FN 06/54 FIXED 5 | 53,634 | 53,437 | -197 | 0.02% | $228 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS6 1A1 | 62,540 | 60,469 | -2,071 | 0.02% | -$1.31K |
| HarborView Mortgage Loan Trust, Series 2007-1, Class 2A1A | 51,303 | 50,368 | -934 | 0.02% | -$864 |
| FN FM3243 | 47,501 | 46,615 | -886 | 0.02% | -$20 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2016-H15 CL FA V/R 5.02039000 | 47,701 | 43,088 | -4,613 | 0.02% | -$4.57K |
| MFRA TRUST MFRA 2020 NQM2 A1 144A | 48,907 | 42,909 | -5,998 | 0.02% | -$5.77K |
| Option One Mortgage Loan Trust, Series 2007-CP1, Class 1A1 | 45,081 | 44,954 | -127 | 0.02% | $184 |
| FREDDIE MAC REMICS SER 4579 CL FD V/R 4.77904000 | 45,579 | 42,122 | -3,457 | 0.02% | -$3.38K |
| Structured Asset Mortgage Investments II Trust 2007-AR6 | 45,158 | 44,845 | -313 | 0.02% | $12 |
| FANNIE MAE REMICS SER 2009-104 CL FA V/R 4.98628000 | 37,335 | 35,890 | -1,445 | 0.01% | -$1.38K |
| HARBORVIEW MORTGAGE LOAN TRUST SER 2006-SB1 CL A1A V/R REGD 4.92810000 | 36,369 | 36,060 | -309 | 0.01% | -$95 |
| WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2002 AR3 1A7 | 34,337 | 33,424 | -913 | 0.01% | -$795 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 RF1 1A 144A | 39,788 | 38,883 | -905 | 0.01% | -$601 |
| COUNTRYWIDE HOME LOANS CWHL 2005 2 1A1 | 34,428 | 33,956 | -471 | 0.01% | -$209 |
| CWABS INC ASSET-BACKED CERTIFICATES SERIES 2007-12 SER 2007-12 CL 1A1 V/R REGD 4.80876000 | 30,957 | 29,736 | -1,222 | 0.01% | -$1.10K |
| COUNTRYWIDE HOME LOANS CWHL 2005 9 1A3 | 32,666 | 31,911 | -756 | 0.01% | -$656 |
| Washington Mutual Mortgage Pass-Through Certificates Series 2003-AR9 Trust | 27,913 | 27,313 | -601 | 0.01% | -$489 |
| FN AC1317 | 28,673 | 26,859 | -1,814 | 0.01% | -$1.74K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 2A | 28,178 | 27,632 | -546 | 0.01% | -$413 |
| FNMA POOL BJ8703 FN 05/49 FIXED 3.5 | 27,054 | 26,725 | -329 | 0.01% | $96 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR7 2A1 | 27,783 | 25,630 | -2,154 | 0.01% | -$2.01K |
| NORDEA KREDIT REALKREDIT /DKK/ REGD SER CC2 1.50000000 | 178,227 | 176,799 | -1,428 | 0.01% | -$101 |
| FREDDIE MAC POOL UMBS P#RB5012 3.50000000 | 23,499 | 22,629 | -870 | 0.01% | -$647 |
| FREDDIE MAC POOL UMBS P#QI5805 5.00000000 | 21,802 | 21,592 | -211 | 0.01% | -$57 |
| FNW 2004-W12 1A1 6% 7/25/44 6.00000000 | 17,762 | 17,303 | -458 | 0.01% | -$425 |
| EUROHOME UK MORTGAGES 2007 -1 PLC SER 2007-1 CL A V/R REGD REG S /GBP/ 4.25310000 | 18,100 | 13,228 | -4,872 | 0.01% | -$6.08K |
| BSSP 2007-R6 V/R 1/26/36 5.66300000 | 25,071 | 24,654 | -417 | 0.01% | $20 |
| CSAB MORTGAGE BACKED TRUST CSAB 2006 4 A6A | 120,850 | 120,493 | -356 | 0.01% | -$274 |
| Structured Adjustable Rate Mortgage Loan Trust, Series 2004-19, Class 2A1 | 17,539 | 17,266 | -273 | 0.01% | -$162 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR10 2A1 | 18,201 | 18,012 | -189 | 0.01% | -$57 |
| Structured Asset Mortgage Investments II Trust, Series 2005-AR2, Class 2A1 | 16,746 | 16,066 | -679 | 0.01% | -$610 |
| STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2005-AR8 SER 2005-AR8 CL A1A V/R REGD 4.62876000 | 18,329 | 17,825 | -504 | 0.01% | -$386 |
| FREDDIE MAC REMICS SER 2614 CL SJ V/R 7.95712500 | 12,804 | 12,058 | -746 | 0.01% | -$754 |
| Massachusetts Educational Financing Authority, Series 2008-1, Class A1 | 14,483 | 13,535 | -948 | 0.01% | -$951 |
| FNMA POOL FM1796 FN 10/34 FIXED VAR | 14,006 | 13,007 | -999 | 0.01% | -$935 |
| FSPC T-62 1A1 V/R 10/25/44 5.27810000 | 12,975 | 12,470 | -505 | 0.00% | -$391 |
| Structured Asset Mortgage Investments II Trust, Series 2006-AR5, Class 1A1 | 15,709 | 15,369 | -340 | 0.00% | -$273 |
| CWALT 2007-11T V/R 05/25/37 4.41876000 | 32,788 | 32,787 | -1 | 0.00% | $294 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 7T2 A9 | 25,376 | 24,901 | -475 | 0.00% | -$207 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 3 2A1A | 10,217 | 9,186 | -1,031 | 0.00% | -$966 |
| Washington Mutual Mortgage Pass-Through Certificates Series 2003-AR9 Trust | 9,447 | 9,088 | -360 | 0.00% | -$326 |
| WMALT 2006-AR5 3A | 13,787 | 13,702 | -85 | 0.00% | -$24 |
| FNMA, REMIC | 8,022 | 7,490 | -533 | 0.00% | -$497 |
| HarborView Mortgage Loan Trust, Series 2005-2, Class 2A1A | 7,925 | 7,904 | -21 | 0.00% | $2 |
| COUNTRYWIDE HOME LOANS CWHL 2005 11 3A1 | 10,894 | 10,729 | -165 | 0.00% | -$531 |
| GMAC MORTGAGE CORPORATION LOAN TRUST | 6,357 | 6,126 | -231 | 0.00% | -$126 |
| CIFC Funding Ltd., Series 2017-4A, Class A1R | 62,252 | 4,511 | -57,742 | 0.00% | -$57.78K |
| FSPC T-35 A V/R 9/25/31 4.46628000 | 4,907 | 4,488 | -418 | 0.00% | -$397 |
| BEAR STEARNS ARM TRUST 2004-2 SER 2004-2 CL 22A V/R REGD 0.00000000 | 4,331 | 4,233 | -98 | 0.00% | -$82 |
| Banc of America Funding Trust, Series 2006-A, Class 1A1 | 4,187 | 4,097 | -89 | 0.00% | -$71 |
| JYSKE REALKREDIT A/S /DKK/ REGD SER CCE. 1.00000000 | 31,658 | 31,614 | -44 | 0.00% | $88 |
| CWABS, Inc. | 4,300 | 3,918 | -383 | 0.00% | -$337 |
| FANNIE MAE REMICS SER 2006-48 CL TF V/R 4.58628000 | 3,246 | 3,091 | -155 | 0.00% | -$148 |
| FNGT 2004-T3 1A1 6% 2/25/44 6.00000000 | 3,022 | 2,964 | -58 | 0.00% | -$53 |
| FANNIE MAE REMICS SER 2003-34 CL A1 6.00000000 | 3,005 | 2,927 | -78 | 0.00% | -$74 |
| Washington Mutual Mortgage Securities Corp. | 2,388 | 2,154 | -234 | 0.00% | -$225 |
| FREDDIE MAC REMICS SER 4579 CL SD V/R 1.67118500 | 45,579 | 42,122 | -3,457 | 0.00% | -$275 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2017-121 CL PE 3.00000000 | 2,226 | 2,035 | -191 | 0.00% | -$182 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 21CB A3 | 2,758 | 2,672 | -85 | 0.00% | -$81 |
| FREDDIE MAC REMICS SER 2391 CL FJ V/R 4.75650000 | 2,265 | 1,702 | -563 | 0.00% | -$562 |
| BEAR STEARNS ARM TRUST 2004-2 SER 2004-2 CL 23A V/R REGD 0.00000000 | 1,428 | 1,422 | -6 | 0.00% | $7 |
| GSR Mortgage Loan Trust, Series 2003-1, Class A2 | 1,265 | 1,231 | -34 | 0.00% | -$33 |
| BEAR STEARNS ARM TRUST 2003-5 SER 2003-5 CL 1A2 V/R REGD 5.03283000 | 1,296 | 1,254 | -42 | 0.00% | -$38 |
| Structured Asset Securities Corporation | 1,237 | 1,205 | -33 | 0.00% | -$28 |
| Merrill Lynch Mortgage Investors Trust, Series MLCC 2003-C | 1,272 | 1,222 | -49 | 0.00% | -$44 |
| BSARM 2003-7 6A | 1,218 | 1,183 | -35 | 0.00% | -$30 |
| Washington Mutual Mortgage Pass-Through Certificates Series 2002-AR17 Trust | 831 | 815 | -16 | 0.00% | -$13 |
| GNMA II POOL 004239 G2 09/38 FIXED 6 | 545 | 538 | -7 | 0.00% | -$9 |
| JP MORGAN MORTGAGE TRUST JPMMT 2003 A2 3A1 | 558 | 539 | -19 | 0.00% | -$15 |
| STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SERIES SER 2004-4 CL 3A2 V/R REGD 6.09072000 | 438 | 416 | -23 | 0.00% | -$21 |
| CWHL 2005-3 2A1 V/R 4/25/35 4.64876000 | 424 | 395 | -29 | 0.00% | -$27 |
| JP Morgan Mortgage Trust, Series 2005-A1, Class 6T1 | 316 | 310 | -7 | 0.00% | -$6 |
| NORDEA KREDIT REALKREDIT /DKK/ REGD SER CC2 1.00000000 | 15 | 15 | -0 | 0.00% | $0 |
| JYSKE REALKREDIT A/S /DKK/ REGD REG S SER CCE 1.00000000 | 8 | 8 | -0 | 0.00% | $0 |
| NYKREDIT REALKREDIT A/S /DKK/ REGD REG S SER CCE 1.00000000 | 4 | 4 | -0 | 0.00% | $0 |
| NORDEA KREDIT REALKREDIT /DKK/ REGD REG S SER CC2 1.00000000 | 3 | 3 | -0 | 0.00% | $0 |
| NYKREDIT REALKREDIT A/S /DKK/ REGD REG S SER 01EE 1.00000000 | 3 | 3 | -0 | 0.00% | $0 |
| NYKREDIT REALKREDIT A/S /DKK/ REGD REG S SER 01E 1.00000000 | 3 | 3 | -0 | 0.00% | $0 |
| REALKREDIT DANMARK /DKK/ REGD REG S SER 27S 1.50000000 | 2 | 2 | -0 | 0.00% | $0 |
| NORDEA KREDIT REALKREDIT /DKK/ REGD SER CC2 1.50000000 | 1 | 1 | -0 | 0.00% | $0 |
| NYKREDIT REALKREDIT A/S /DKK/ REGD REG S SER 01E 1.50000000 | 1 | 1 | -0 | 0.00% | $0 |
| NYKREDIT REALKREDIT A/S /DKK/ REGD REG S SER 01E* 1.00000000 | 1 | 1 | -0 | 0.00% | $0 |
| NYKREDIT REALKREDIT A/S /DKK/ REGD REG S SER 01EE 1.50000000 | 1 | 1 | -0 | 0.00% | $0 |
| REALKREDIT DANMARK /DKK/ REGD REG S SER CCS 1.00000000 | 1 | 1 | -0 | 0.00% | $0 |
| Security | Shares Nov 2025 | Shares Feb 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FRANCE (GOVT OF) /EUR/ REGD SER OAT 2.75000000 | 6,000,000 | 6,000,000 | 0 | 2.86% | $179.93K |
| SPGB 3.45 10/31/34 | 5,180,000 | 5,180,000 | 0 | 2.54% | $181.28K |
| UNITED KINGDOM GILT /GBP/ REGD REG S 4.37500000 | 4,200,000 | 4,200,000 | 0 | 2.31% | $144.45K |
| LETRA TESOURO NACIONAL /BRL/ REGD ZCP SER LTN 0.00000000 | 20,000,000 | 20,000,000 | 0 | 1.54% | $271.19K |
| US TREASURY N/B | 3,900,000 | 3,900,000 | 0 | 1.52% | $21.63K |
| MGS 3.519 04/20/28 0223 | 12,523,000 | 12,523,000 | 0 | 1.30% | $185.82K |
| SPGB 3.15 04/30/35 | 2,560,000 | 2,560,000 | 0 | 1.22% | $92.11K |
| BONOS Y OBLIG DEL ESTADO /EUR/ REGD 2.40000000 | 2,200,000 | 2,200,000 | 0 | 1.04% | $51.09K |
| SAGB 8.875 02/28/35 2035 | 38,400,000 | 38,400,000 | 0 | 1.02% | $251.27K |
| PROJECT CASHMERE CLASS A1 144A /AUD/ REGD 4.54260000 | 2,800,000 | 2,800,000 | 0 | 0.79% | $159.18K |
| US TREASURY N/B | 1,900,000 | 1,900,000 | 0 | 0.76% | $10.61K |
| CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.19000000 | 12,700,000 | 12,700,000 | 0 | 0.71% | $12.42K |
| CANADIAN GOVERNMENT /CAD/ REGD 3.00000000 | 2,100,000 | 2,100,000 | 0 | 0.61% | $44.33K |
| UK TSY 3 1/4% 2044 /GBP/ REGD 3.25000000 | 1,350,000 | 1,350,000 | 0 | 0.58% | $63.10K |
| EUROPEAN UNION /EUR/ REGD REG S EMTN SER UFA 3.75000000 | 1,000,000 | 1,000,000 | 0 | 0.48% | $41.50K |
| CHINA DEVELOPMENT BANK /CNY/ REGD SER 2310 2.82000000 | 7,600,000 | 7,600,000 | 0 | 0.47% | $35.40K |
| JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 155 1.00000000 | 200,000,000 | 200,000,000 | 0 | 0.46% | -$29.37K |
| JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 44 1.70000000 | 210,000,000 | 210,000,000 | 0 | 0.45% | -$25.55K |
| HAYFIN EMERALD CLO XIV DAC SER 14A CL A V/R REGD 144A P/P /EUR/ 3.22500000 | 900,000 | 900,000 | 0 | 0.42% | $21.13K |
| JGB 2.2 06/20/54 83 | 202,000,000 | 202,000,000 | 0 | 0.41% | -$5.49K |
| Eagle Funding LuxCo S.a.r.l. | 1,000,000 | 1,000,000 | 0 | 0.41% | $4.81K |
| JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 191 2.00000000 | 180,000,000 | 180,000,000 | 0 | 0.40% | -$22.45K |
| STATE OF ISRAEL | 900,000 | 900,000 | 0 | 0.37% | $564 |
| US TREASURY N/B | 975,000 | 975,000 | 0 | 0.37% | $9.29K |
| Standard Chartered PLC | 900,000 | 900,000 | 0 | 0.37% | -$3.58K |
| CRED AGRICOLE SA | 800,000 | 800,000 | 0 | 0.34% | $1.88K |
| CANADIAN IMPERIAL BANK REGD 144A P/P 4.87600000 | 800,000 | 800,000 | 0 | 0.33% | $1.18K |
| BARCLAYS PLC | 800,000 | 800,000 | 0 | 0.32% | -$3.48K |
| UNITED KINGDOM GILT /GBP/ REGD REG S 1.25000000 | 1,300,000 | 1,300,000 | 0 | 0.32% | $40.74K |
| US TREASURY N/B | 1,100,000 | 1,100,000 | 0 | 0.32% | $10.33K |
| ROMANIA /EUR/ REGD REG S EMTN 6.62500000 | 600,000 | 600,000 | 0 | 0.31% | $22.38K |
| UNITED KINGDOM GILT /GBP/ REGD REG S 3.50000000 | 700,000 | 700,000 | 0 | 0.31% | $33.71K |
| REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95 | 2,321,000 | 2,321,000 | 0 | 0.31% | $10.36K |
| JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 154 1.20000000 | 131,000,000 | 131,000,000 | 0 | 0.31% | -$18.93K |
| UNITED KINGDOM GILT /GBP/ REGD REG S 0.62500000 | 1,400,000 | 1,400,000 | 0 | 0.29% | $36.56K |
| Toronto-Dominion Bank/The | 700,000 | 700,000 | 0 | 0.28% | -$790 |
| JGB 1.8 09/20/44 190 | 130,000,000 | 130,000,000 | 0 | 0.28% | -$15.73K |
| Jamestown CLO XVI Ltd., Series 2021-16A, Class AR | 700,000 | 700,000 | 0 | 0.28% | $721 |
| CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.19000000 | 4,090,000 | 4,090,000 | 0 | 0.28% | $7.68K |
| NEW S WALES TREASURY CRP /AUD/ REGD REG S 1.75000000 | 1,200,000 | 1,200,000 | 0 | 0.27% | $55.17K |
| US TREASURY N/B | 800,000 | 800,000 | 0 | 0.26% | $6.72K |
| BANK OF AMER CRP | 700,000 | 700,000 | 0 | 0.25% | $4.83K |
| BANK OF AMER CRP | 600,000 | 600,000 | 0 | 0.25% | -$3.48K |
| JGB 0.7 12/20/51 73 | 180,000,000 | 180,000,000 | 0 | 0.25% | -$9.03K |
| GOLDMAN SACHS GP | 600,000 | 600,000 | 0 | 0.25% | -$1.51K |
| LINCOLN GLOBAL | 600,000 | 600,000 | 0 | 0.25% | -$4.24K |
| JPMORGAN CHASE | 600,000 | 600,000 | 0 | 0.24% | $1.40K |
| WFC V3.9 07/22/32 EMTN | 500,000 | 500,000 | 0 | 0.24% | $12.11K |
| WELLS FARGO CO | 600,000 | 600,000 | 0 | 0.24% | $187 |
| JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 52 0.50000000 | 152,000,000 | 152,000,000 | 0 | 0.24% | -$12.15K |
| CARLYLE GLOBAL MARKET STRATEGIES CLO SER 2016-3A CL ARRR V/R REGD 144A P/P 4.97444000 | 600,000 | 600,000 | 0 | 0.24% | $112 |
| Dryden Senior Loan Fund, Series 2016-43A, Class AR3 | 600,000 | 600,000 | 0 | 0.24% | $281 |
| SAUDI INTERNATIONAL BOND /EUR/ REGD 144A P/P 3.37500000 | 500,000 | 500,000 | 0 | 0.24% | $11.88K |
| GROSVENOR PLACE CLO 2024-2 DAC SER 2024-2A CL A V/R REGD 144A P/P /EUR/ 3.24900000 | 500,000 | 500,000 | 0 | 0.24% | $13.14K |
| PROVIDUS CLO II DAC SER 2A CL ARR V/R REGD 144A P/P /EUR/ 3.16900000 | 500,000 | 500,000 | 0 | 0.24% | $11.52K |
| NSWTC 2 03/08/33 | 1,000,000 | 1,000,000 | 0 | 0.24% | $47.61K |
| PALMER SQUARE EUROPEAN LOAN FUNDING SER 2025-3A CL A V/R REGD 144A P/P /EUR/ 3.04700000 | 500,000 | 500,000 | 0 | 0.24% | $10.85K |
| TREASURY CORP VICTORIA /AUD/ REGD REG S 2.25000000 | 1,000,000 | 1,000,000 | 0 | 0.24% | $46.80K |
| Vmed O2 UK Financing I PLC | 500,000 | 500,000 | 0 | 0.23% | -$13.90K |
| SAGB 8 01/31/30 2030 | 8,800,000 | 8,800,000 | 0 | 0.23% | $46.10K |
| JGB 2.2 03/20/64 17 | 120,000,000 | 120,000,000 | 0 | 0.23% | $8.83K |
| ITALY GOV'T INT BOND /GBP/ REGD EMTN 6.00000000 | 400,000 | 400,000 | 0 | 0.22% | $11.77K |
| GOLDMAN SACHS GP | 500,000 | 500,000 | 0 | 0.21% | -$3.68K |
| SANTANDER UK GRP | 500,000 | 500,000 | 0 | 0.21% | -$1.20K |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 07/36 VAR | 500,000 | 500,000 | 0 | 0.21% | $817 |
| BANK OF AMER CRP | 500,000 | 500,000 | 0 | 0.20% | -$456 |
| ABU DHABI DEVELO | 500,000 | 500,000 | 0 | 0.20% | $1.51K |
| BARCLAYS PLC /EUR/ REGD V/R REG S EMTN 4.91800000 | 400,000 | 400,000 | 0 | 0.20% | $7.71K |
| ATH F 07/16/26 144A | 500,000 | 500,000 | 0 | 0.20% | -$440 |
| ICG US CLO LTD ICG 2021 3A AR 144A | 500,000 | 500,000 | 0 | 0.20% | $234 |
| Elevation CLO Ltd., Series 2018-3A, Class A1R2 | 500,000 | 500,000 | 0 | 0.20% | $750 |
| JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 173 0.40000000 | 100,000,000 | 100,000,000 | 0 | 0.19% | -$12.88K |
| BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.45000000 | 400,000 | 400,000 | 0 | 0.19% | $9.42K |
| JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 71 0.70000000 | 125,000,000 | 125,000,000 | 0 | 0.18% | -$5.64K |
| PERUGB 7.3 08/12/33 | 1,300,000 | 1,300,000 | 0 | 0.18% | $5.81K |
| JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 192 2.40000000 | 74,000,000 | 74,000,000 | 0 | 0.17% | -$9.62K |
| GOLDMAN SACHS GP | 400,000 | 400,000 | 0 | 0.17% | -$1.67K |
| JPMORGAN CHASE | 400,000 | 400,000 | 0 | 0.17% | -$1.53K |
| REPUBLIC OF PERU SR UNSECURED REGS 08/34 5.4 | 1,400,000 | 1,400,000 | 0 | 0.17% | $5.55K |
| US TREASURY N/B | 400,000 | 400,000 | 0 | 0.17% | $1.75K |
| GOLDMAN SACHS GP | 400,000 | 400,000 | 0 | 0.16% | -$2.14K |
| ROYAL BK CANADA | 400,000 | 400,000 | 0 | 0.16% | $1.25K |
| ROYAL BK CANADA | 400,000 | 400,000 | 0 | 0.16% | $2.26K |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 5.125 | 400,000 | 400,000 | 0 | 0.16% | -$213 |
| BPCE SA REGD V/R 144A P/P 6.61200000 | 400,000 | 400,000 | 0 | 0.16% | -$1.63K |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 4.75 | 400,000 | 400,000 | 0 | 0.16% | $54 |
| KOREA NATIONAL OIL CORP SR UNSECURED 144A 09/29 4.25 | 400,000 | 400,000 | 0 | 0.16% | $2.08K |
| BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.90000000 | 500,000 | 500,000 | 0 | 0.16% | $16.31K |
| State of Kuwait | 400,000 | 400,000 | 0 | 0.16% | $2.05K |
| NYO Commercial Mortgage Trust, Series 2021-1290, Class A | 400,000 | 400,000 | 0 | 0.16% | $683 |
| DEUTSCHE BANK NY | 400,000 | 400,000 | 0 | 0.16% | $2.56K |
| JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 61 0.70000000 | 98,000,000 | 98,000,000 | 0 | 0.15% | -$7.05K |
| UNITED KINGDOM GILT /GBP/ REGD REG S 1.75000000 | 500,000 | 500,000 | 0 | 0.15% | $18.16K |
| HONHAI 1.875 08/25/28 EMTN | 400,000 | 400,000 | 0 | 0.15% | $3.84K |
| ROCKFORD TOWER EUROPE CLO 2018-1 DAC SER 2018-1A CL A1RR V/R REGD 144A P/P /EUR/ 3.32600000 | 300,000 | 300,000 | 0 | 0.14% | $7.15K |
| PHILIP MORRIS INTL INC /EUR/ REGD 3.25000000 | 300,000 | 300,000 | 0 | 0.14% | $9.03K |
| QUEENSLAND TREASURY CORP /AUD/ REGD 2.00000000 | 600,000 | 600,000 | 0 | 0.14% | $28.20K |
| JGB 1.8 03/20/54 82 | 69,400,000 | 69,400,000 | 0 | 0.13% | -$1.77K |
| LLOYDS BK GR PLC | 300,000 | 300,000 | 0 | 0.13% | $356 |
| STATE OF ISRAEL | 300,000 | 300,000 | 0 | 0.12% | $36 |
| JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 171 0.40000000 | 50,000,000 | 50,000,000 | 0 | 0.12% | -$1.57K |
| STATE OF ISRAEL | 300,000 | 300,000 | 0 | 0.12% | $19 |
| EXPORT DEVELOPMNT CANADA /INR/ REGD 144A P/P MTN 7.13000000 | 27,900,000 | 27,900,000 | 0 | 0.12% | -$7.77K |
| CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 1.92000000 | 2,300,000 | 2,300,000 | 0 | 0.12% | $1.49K |
| ATHENE GLOBAL FUNDING SR SECURED 144A 03/27 5.516 | 300,000 | 300,000 | 0 | 0.12% | $175 |
| State of Kuwait | 300,000 | 300,000 | 0 | 0.12% | $1.61K |
| UBS GROUP | 300,000 | 300,000 | 0 | 0.12% | $1.35K |
| NATIONWIDE BUILDING SOC(UNGTD) 2.972%/VAR 02/16/2028 144A | 300,000 | 300,000 | 0 | 0.12% | $1.30K |
| STATE OF ISRAEL | 300,000 | 300,000 | 0 | 0.12% | $951 |
| PERUGB 7.6 08/12/39 | 900,000 | 900,000 | 0 | 0.12% | -$2.84K |
| OMW 2020-1MW A 144A 2.13% 09-10-39 | 300,000 | 300,000 | 0 | 0.12% | $2.22K |
| TREASURY CORP VICTORIA /AUD/ REGD 4.25000000 | 400,000 | 400,000 | 0 | 0.11% | $20.37K |
| US TREASURY N/B | 400,000 | 400,000 | 0 | 0.10% | $2.92K |
| UBS GROUP | 250,000 | 250,000 | 0 | 0.10% | $310 |
| UBS GROUP | 250,000 | 250,000 | 0 | 0.10% | $788 |
| US TREASURY N/B | 350,000 | 350,000 | 0 | 0.09% | $2.54K |
| BULGARIA /EUR/ REGD REG S SER 20Y 4.12500000 | 200,000 | 200,000 | 0 | 0.09% | $5.86K |
| US TREASURY N/B | 300,000 | 300,000 | 0 | 0.09% | $2.50K |
| MALAYSIA INVESTMNT ISSUE /MYR/ REGD SER 0122 4.19300000 | 860,000 | 860,000 | 0 | 0.09% | $13.47K |
| MGS 2.632 04/15/31 0220 | 900,000 | 900,000 | 0 | 0.09% | $13.51K |
| UNITED KINGDOM GILT /GBP/ REGD REG S 1.12500000 | 500,000 | 500,000 | 0 | 0.09% | $9.65K |
| ROMANIA /EUR/ REGD 144A P/P MTN 1.75000000 | 200,000 | 200,000 | 0 | 0.09% | $8.87K |
| JGB 0.7 12/20/50 69 | 60,000,000 | 60,000,000 | 0 | 0.09% | -$2.69K |
| Maricopa County Industrial Development Authority, Series 2024 | 200,000 | 200,000 | 0 | 0.09% | $5.48K |
| TREASURY CORP VICTORIA /AUD/ REGD 2.00000000 | 400,000 | 400,000 | 0 | 0.09% | $17.57K |
| JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 70 0.70000000 | 60,000,000 | 60,000,000 | 0 | 0.09% | -$2.50K |
| PACIFICORP | 200,000 | 200,000 | 0 | 0.08% | $1.22K |
| Sumitomo Mitsui Trust Bank, Ltd. | 200,000 | 200,000 | 0 | 0.08% | $472 |
| KBC GROUP NV | 200,000 | 200,000 | 0 | 0.08% | $53 |
| PHILIP MORRIS IN | 200,000 | 200,000 | 0 | 0.08% | $990 |
| CHILE | 200,000 | 200,000 | 0 | 0.08% | $340 |
| SANDS CHINA LTD | 200,000 | 200,000 | 0 | 0.08% | $1.05K |
| SAUDI INT BOND | 200,000 | 200,000 | 0 | 0.08% | -$231 |
| ABU DHABI DEVELOPMENT HO SR UNSECURED 144A 05/30 4.5 | 200,000 | 200,000 | 0 | 0.08% | $408 |
| US TREASURY N/B | 200,000 | 200,000 | 0 | 0.08% | $184 |
| State of Kuwait | 200,000 | 200,000 | 0 | 0.08% | $762 |
| HSBC HOLDINGS | 200,000 | 200,000 | 0 | 0.08% | $487 |
| NOMURA HOLDINGS | 200,000 | 200,000 | 0 | 0.08% | $1.24K |
| QATAR ENERGY | 200,000 | 200,000 | 0 | 0.07% | $1.49K |
| SAGB 9 01/31/40 2040 | 2,300,000 | 2,300,000 | 0 | 0.06% | $18.80K |
| GA GLOBAL FUNDING TRUST SECURED 144A 01/27 2.25 | 150,000 | 150,000 | 0 | 0.06% | $910 |
| JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 62 0.50000000 | 38,700,000 | 38,700,000 | 0 | 0.06% | -$2.74K |
| US TREASURY N/B | 175,000 | 175,000 | 0 | 0.05% | $1.47K |
| US TREASURY N/B | 200,000 | 200,000 | 0 | 0.05% | $1.90K |
| GENERALITAT DE CATALUNYA /EUR/ REGD 4.22000000 | 100,000 | 100,000 | 0 | 0.05% | $4.87K |
| FAIRFAX FINL HLDGS LTD /EUR/ REGD REG S 2.75000000 | 100,000 | 100,000 | 0 | 0.05% | $2.60K |
| BANCA MONTE DEI PASCHI S /EUR/ REGD REG S 0.87500000 | 100,000 | 100,000 | 0 | 0.05% | $2.53K |
| Serbia International Bond | 100,000 | 100,000 | 0 | 0.04% | $3.05K |
| QUEENSLAND TREASURY CORP /AUD/ REGD 1.75000000 | 200,000 | 200,000 | 0 | 0.04% | $9.07K |
| JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 156 0.40000000 | 20,000,000 | 20,000,000 | 0 | 0.04% | -$2.75K |
| REP OF POLAND | 100,000 | 100,000 | 0 | 0.04% | $522 |
| REP OF POLAND | 100,000 | 100,000 | 0 | 0.04% | $1.06K |
| REP OF POLAND | 100,000 | 100,000 | 0 | 0.04% | $557 |
| REPUBLIC OF SERBIA /EUR/ REGD 144A P/P 1.65000000 | 100,000 | 100,000 | 0 | 0.04% | $4.44K |
| GOLDMAN SACHS BK | 100,000 | 100,000 | 0 | 0.04% | -$266 |
| SAGB 6.25 03/31/36 R209 | 1,600,000 | 1,600,000 | 0 | 0.04% | $10.07K |
| AUSTRALIAN GOVERNMENT /AUD/ REGD SER 155 2.50000000 | 100,000 | 100,000 | 0 | 0.03% | $4.91K |
| COUNTRYWIDE HOME LOANS CWHL 2007 19 2A1 | 91,937 | 91,937 | 0 | 0.02% | $267 |
| MGS 3.582 07/15/32 0122 | 160,000 | 160,000 | 0 | 0.02% | $2.46K |
| AUSTRALIAN GOVERNMENT /AUD/ REGD SER 162 1.75000000 | 50,000 | 50,000 | 0 | 0.01% | $1.39K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QO2 A1 | 40,184 | 40,184 | 0 | 0.00% | -$327 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 16CB 5A1 | 16,428 | 16,428 | 0 | 0.00% | -$36 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2005 A15 5A1 | 13,319 | 13,319 | 0 | 0.00% | $116 |
| ESC LEHMAN BRTH HLD 0.00000000 | 1,300,000 | 1,300,000 | 0 | 0.00% | $0 |
| OTC ECAL USD VS SGD @ 1.315 BOA 0.00000000 | 462,000 | 462,000 | 0 | 0.00% | -$1.62K |
| OTC ECAL USD VS HKD 7.8 BOA 0.00000000 | 661,000 | 661,000 | 0 | 0.00% | -$75 |
| OTC ECAL USD VS HKD @ 7.8 BOA 0.00000000 | 422,000 | 422,000 | 0 | 0.00% | -$28 |
| OTC ECAL USD VS HKD 7.8 MBC 0.00000000 | 379,000 | 379,000 | 0 | 0.00% | -$25 |
| OTC ECAL USD VS HKD @ 7.8 MBC 0.00000000 | 198,000 | 198,000 | 0 | 0.00% | -$22 |
| OTC ECAL USD VS HKD @ 7.8 GLM 0.00000000 | 103,000 | 103,000 | 0 | 0.00% | -$7 |
| NORDEA KREDIT REALKREDIT /DKK/ REGD 1.50000000 | 10 | 10 | 0 | 0.00% | $0 |
| OTC ECAL USD VS HKD @ 7.85 GLM 0.00000000 | -103,000 | -103,000 | 0 | 0.00% | $17 |
| OTC ECAL USD VS HKD @ 7.85 MBC 0.00000000 | -198,000 | -198,000 | 0 | 0.00% | $35 |
| OTC ECAL USD VS HKD 7.85 MBC 0.00000000 | -379,000 | -379,000 | 0 | 0.00% | $62 |
| OTC ECAL USD VS HKD @ 7.85 BOA 0.00000000 | -422,000 | -422,000 | 0 | 0.00% | $69 |
| OTC ECAL USD VS HKD 7.85 BOA 0.00000000 | -661,000 | -661,000 | 0 | 0.00% | $116 |
| OTC EPUT USD VS SGD @ 1.2365 BOA 0.00000000 | -462,000 | -462,000 | 0 | 0.00% | -$1.79K |
| FUTURE CONTRACT ON EURO-BOBL FUTURE MAR26 /EUR/ 0.00000000 | -30 | -30 | 0 | -1.66% | -$95.44K |
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.