Portfolio moves
Net position changes between two of this fund's N-PORT snapshots. These are differences between point-in-time reports — not a trade log — and share counts can be affected by splits and other corporate actions.
Dec 31, 2025 → Mar 31, 2026
Expand a category to see the positions behind it, ranked by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Uniform Mortgage-Backed Security, TBA | 0 | 85,140,000 | 85,140,000 | 14.48% | $83.87M |
| Government National Mortgage Association, TBA | 0 | 20,100,000 | 20,100,000 | 3.60% | $20.83M |
| Uniform Mortgage-Backed Security, TBA | 0 | 15,150,000 | 15,150,000 | 2.52% | $14.61M |
| FNCL 5 4/26 | 0 | 14,000,000 | 14,000,000 | 2.38% | $13.81M |
| G2 MB0868 | 0 | 15,000,000 | 15,000,000 | 2.38% | $13.77M |
| G2 MA8098 | 0 | 13,825,224 | 13,825,224 | 2.13% | $12.36M |
| FRANCE (GOVT OF) BONDS 144A REGS 02/29 2.75 | 0 | 6,800,000 | 6,800,000 | 1.35% | $7.82M |
| EUROPEAN UNION SR UNSECURED REGS 12/35 3.375 | 0 | 3,700,000 | 3,700,000 | 0.74% | $4.27M |
| THAILAND GOVERNMENT BOND SR UNSECURED 06/40 2.7 | 0 | 108,100,000 | 108,100,000 | 0.56% | $3.23M |
| WELLS FARGO CO | 0 | 2,700,000 | 2,700,000 | 0.46% | $2.69M |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 05/29 3.5 | 0 | 2,100,000 | 2,100,000 | 0.43% | $2.48M |
| TITULOS DE TESORERIA BONDS 02/33 13.25 | 0 | 8,911,000,000 | 8,911,000,000 | 0.41% | $2.39M |
| TREASURY CORP VICTORIA LOCAL GOVT G 11/37 2 | 0 | 4,700,000 | 4,700,000 | 0.38% | $2.19M |
| G2SF 2.5 4/24 | 0 | 2,500,000 | 2,500,000 | 0.37% | $2.15M |
| GNII II 3.5% 12/20/2055#MB0810 | 0 | 2,299,999 | 2,299,999 | 0.36% | $2.11M |
| TITULOS DE TESORERIA BONDS 11/40 12.75 | 0 | 7,484,600,000 | 7,484,600,000 | 0.34% | $1.98M |
| Goldman Sachs Group Inc/The | 0 | 1,900,000 | 1,900,000 | 0.33% | $1.89M |
| Uniform Mortgage-Backed Security, TBA | 0 | 1,600,000 | 1,600,000 | 0.29% | $1.65M |
| CROWN CASTLE | 0 | 1,500,000 | 1,500,000 | 0.26% | $1.50M |
| FIDELITY NATL INFORMATION SVCS | 0 | 1,500,000 | 1,500,000 | 0.26% | $1.50M |
| HCA INC DISC COML PAPER | 0 | 1,500,000 | 1,500,000 | 0.26% | $1.50M |
| CAPITAL FOUR CLO CFOUR 4A ARR 144A | 0 | 1,200,000 | 1,200,000 | 0.24% | $1.38M |
| JPMORGAN CHASE | 0 | 1,400,000 | 1,400,000 | 0.24% | $1.37M |
| HCA, Inc. | 0 | 1,350,000 | 1,350,000 | 0.23% | $1.34M |
| ASB BANK LIMITED COVERED REGS 05/31 0.25 | 0 | 1,331,000 | 1,331,000 | 0.23% | $1.32M |
| PROVIDUS CLO PRVD 7A ARR 144A | 0 | 1,100,000 | 1,100,000 | 0.22% | $1.27M |
| THAILAND GOVERNMENT BOND SR UNSECURED 05/36 1.84 | 0 | 41,805,000 | 41,805,000 | 0.21% | $1.23M |
| THAILAND GOVERNMENT BOND SR UNSECURED 06/45 2.98 | 0 | 38,444,000 | 38,444,000 | 0.19% | $1.12M |
| GNMA | 0 | 1,199,998 | 1,199,998 | 0.19% | $1.10M |
| Keurig Dr. Pepper, Inc. | 0 | 1,100,000 | 1,100,000 | 0.19% | $1.10M |
| SANDSTONE PEAK LTD. SAND 2021 1A A1R2 144A | 0 | 1,000,000 | 1,000,000 | 0.17% | $997.59K |
| G2 MB0255 | 0 | 1,000,000 | 1,000,000 | 0.16% | $918.15K |
| G2 MB0742 | 0 | 1,000,000 | 1,000,000 | 0.16% | $917.91K |
| SOUTH AUST GOVT FIN AUTH LOCAL GOVT G REGS 05/35 4.75 | 0 | 1,100,000 | 1,100,000 | 0.12% | $716.14K |
| FNCL 4 6/24 | 0 | 750,000 | 750,000 | 0.12% | $706.27K |
| SOUTH AFRICAN T BILLS BILLS 01/27 0.00000 | 0 | 11,000,000 | 11,000,000 | 0.11% | $615.99K |
| U.S. Treasury Bill | 0 | 615,000 | 615,000 | 0.10% | $608.18K |
| TURKIYE CENTR BANK BILL BILLS 04/26 0.00000 | 0 | 27,000,000 | 27,000,000 | 0.10% | $603.06K |
| EURO-BOBL FUTURE JUN26 | 0 | -225 | -225 | 0.10% | $563.51K |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 04/29 1 | 0 | 466,000 | 466,000 | 0.09% | $517.89K |
| EURO-OAT FUTURE JUN26 | 0 | -115 | -115 | 0.09% | $499.93K |
| OIS SGD SIBSORA/1.75000 09/16/26-5Y LCH | 0 | 2 | 2 | 0.08% | $479.61K |
| EGYPT GOVERNMENT BOND BONDS 10/30 19.698 | 0 | 26,400,000 | 26,400,000 | 0.08% | $475.55K |
| G2SF 3.5 4/24 | 0 | 500,000 | 500,000 | 0.08% | $458.68K |
| BOSTON PPTYS LTD PARTNERSHIP D | 0 | 450,000 | 450,000 | 0.08% | $448.63K |
| U.S. Treasury Bills | 0 | 431,000 | 431,000 | 0.07% | $427.13K |
| TITULOS DE TESORERIA BONDS 03/58 12 | 0 | 1,686,100,000 | 1,686,100,000 | 0.07% | $414.37K |
| RFR USD SOFR/3.40694 07/06/26-4Y* LCH | 0 | 4 | 4 | 0.06% | $360.55K |
| SOUTHERN CO JR SUBORDINA 09/81 VAR | 0 | 300,000 | 300,000 | 0.06% | $336.41K |
| TITULOS DE TESORERIA BONDS 01/35 11.75 | 0 | 1,276,800,000 | 1,276,800,000 | 0.05% | $316.56K |
| QUEBEC PROVINCE CDA 4.45% 09/01/2034 | 0 | 400,000 | 400,000 | 0.05% | $300.38K |
| COSTA RICA GOVERNMENT BONDS 144A 01/36 6.001 | 0 | 250,000 | 250,000 | 0.05% | $297.79K |
| United States Treasury Bill | 0 | 283,000 | 283,000 | 0.05% | $281.05K |
| BARCLAYS PLC JR SUBORDINA REGS 12/99 VAR | 0 | 200,000 | 200,000 | 0.05% | $272.40K |
| LLOYDS BANKING GROUP PLC JR SUBORDINA REGS 12/49 VAR | 0 | 200,000 | 200,000 | 0.05% | $270.69K |
| EXTRA SPACE STORAGE LP | 0 | 250,000 | 250,000 | 0.04% | $249.38K |
| US TREASURY N/B | 0 | 200,000 | 200,000 | 0.03% | $196.89K |
| US TREASURY N/B | 0 | 200,000 | 200,000 | 0.03% | $192.83K |
| RFR GBP SONIO/3.50000 03/18/26-2Y LCH | 0 | 1 | 1 | 0.02% | $142.64K |
| EURO-BUND FUTURE JUN26 | 0 | -62 | -62 | 0.02% | $142.20K |
| RFR JPY MUTK/1.75000 09/16/26-5Y LCH | 0 | 1 | 1 | 0.02% | $113.29K |
| IRS EUR 2.35000 12/15/27-1Y (GRN) LCH | 0 | 1 | 1 | 0.02% | $106.39K |
| RFR JPY MUTK/1.50000 09/16/26-2Y LCH | 0 | 1 | 1 | 0.02% | $106.00K |
| US TREASURY N/B | 0 | 100,000 | 100,000 | 0.02% | $97.55K |
| RFR GBP SONIO/4.50000 09/16/26-30Y LCH | 0 | 1 | 1 | 0.02% | $91.62K |
| GNMA II POOL MB0741 G2 11/55 FIXED 3 | 0 | 99,512 | 99,512 | 0.02% | $88.97K |
| OIS THB THORON/1.25000 09/16/26-5Y LCH | 0 | 1 | 1 | 0.01% | $79.66K |
| RFR USD SOFR/3.75000 06/17/26-10Y LCH | 0 | 1 | 1 | 0.01% | $72.01K |
| RFR USD SOFR/4.08316 06/30/26-27Y* LCH | 0 | 6 | 6 | 0.01% | $60.52K |
| EURO-SCHATZ FUT JUN26 DUM6 | 0 | -56 | -56 | 0.01% | $57.99K |
| FWD0M1442 COLOMBIA GOVT | 0 | 273,200,000 | 273,200,000 | 0.01% | $57.26K |
| FWD0Z3AA3 COLOMBIA GOVT NDF | 0 | 137,100,000 | 137,100,000 | 0.01% | $36.39K |
| CCS USD R USSOFR/JPYMUTKCALM -45 FAR | 0 | 2 | 2 | 0.00% | $28.90K |
| IRS PLN 4.70000 01/20/31-5Y CME | 0 | 1 | 1 | 0.00% | $14.20K |
| TITULOS DE TESORERIA BONDS 07/46 11.5 | 0 | 36,000,000 | 36,000,000 | 0.00% | $8.68K |
| 31750SBB0 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $7.09K |
| EGYPT TREASURY BILL BILLS 10/26 0.00000 | 0 | 400,000 | 400,000 | 0.00% | $6.43K |
| 31750SC03 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $4.72K |
| RFR USD SOFR/4.0658* 03/13/26-20Y* LCH | 0 | 2 | 2 | 0.00% | $2.59K |
| RFR USD SOFR/3.7547* 03/13/26-10Y* LCH | 0 | 1 | 1 | 0.00% | $1.73K |
| RFR USD SOFR/4.0520* 03/16/26-30Y* LCH | 0 | 1 | 1 | 0.00% | $1.42K |
| RFR USD SOFR/3.71199 06/30/26-9Y* LCH | 0 | 1 | 1 | 0.00% | $1.08K |
| SINGAPORE REPUBLIC OF 3.375% 05/01/2034 | 0 | 1 | 1 | 0.00% | $964 |
| RFR USD SOFR/3.56436 06/30/26-7Y* LCH | 0 | 1 | 1 | 0.00% | $840 |
| 31750SCK9 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $574 |
| 31750SHO6 PIMCO FXVAN PUT EUR CZK 24.04000000 | 0 | 528,000 | 528,000 | 0.00% | $308 |
| IRS NOK 4.50000 09/16/26-5Y LCH | 0 | 1 | 1 | 0.00% | -$852 |
| IRS CZK 4.35000 01/20/31-5Y CME | 0 | 1 | 1 | 0.00% | -$10.70K |
| RFR CHF SRFXON3/0.25000 09/16/26-5Y LCH | 0 | 1 | 1 | 0.00% | -$10.80K |
| RFR CHF SRFXON3/0.25000 03/18/26-5Y LCH | 0 | 1 | 1 | 0.00% | -$18.87K |
| EURO-BUXL 30Y BND JUN26 | 0 | 13 | 13 | 0.00% | -$19.83K |
| IRS SEK 2.75000 09/16/26-5Y LCH | 0 | 1 | 1 | 0.00% | -$20.99K |
| RFR USD SOFR/4.22201 03/31/26-27Y* LCH | 0 | 12 | 12 | -0.01% | -$36.00K |
| IRS EUR 3.00000 09/16/26-30Y LCH | 0 | 1 | 1 | -0.01% | -$43.84K |
| RFR GBP SONIO/4.00000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.01% | -$57.57K |
| CDX IG46 5Y ICE | 0 | 1 | 1 | -0.01% | -$58.06K |
| IRS EUR 2.82500 09/19/45-10Y LCH | 0 | 1 | 1 | -0.01% | -$66.46K |
| IRS SEK 2.50000 03/18/26-5Y LCH | 0 | 1 | 1 | -0.01% | -$81.99K |
| IRS NOK 3.75000 03/18/26-5Y LCH | 0 | 1 | 1 | -0.02% | -$96.66K |
| RFR EUR ESTRON/2.17000 12/15/27-1Y LCH | 0 | 1 | 1 | -0.02% | -$102.86K |
| RFR USD SOFR/3.25000 06/17/26-5Y LCH | 0 | 1 | 1 | -0.02% | -$127.47K |
| IRS CNY R 1.50000 03/17/27-5Y BOA | 0 | 4 | 4 | -0.04% | -$214.98K |
| RFR USD SOFR/3.00000 06/17/26-2Y LCH | 0 | 1 | 1 | -0.04% | -$247.73K |
| FNCL 6 6/24 | 0 | -300,000 | -300,000 | -0.05% | -$305.36K |
| RFR GBP SONIO/3.50000 09/16/26-2Y LCH | 0 | 1 | 1 | -0.07% | -$395.91K |
| CDX ITRAXX MAIN45 5Y ICE | 0 | 1 | 1 | -0.07% | -$410.95K |
| RFR GBP SONIO/3.50000 09/16/26-5Y LCH | 0 | 1 | 1 | -0.09% | -$521.50K |
| EURIBOR 90DAY FUT ERZ6 12-14-26 | 0 | 787 | 787 | -0.13% | -$780.85K |
| Long Gilt | 0 | 167 | 167 | -0.17% | -$971.44K |
| IRS EUR 2.75000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.19% | -$1.07M |
| IRS EUR 2.50000 09/16/26-5Y LCH | 0 | 1 | 1 | -0.19% | -$1.10M |
| IRS EUR 2.25000 09/16/26-2Y LCH | 0 | 1 | 1 | -0.24% | -$1.38M |
| EURO-BTP (ITALY GOVT) JUN 26 | 0 | 339 | 339 | -0.31% | -$1.82M |
| G2SF 3 4/26 | 0 | -3,100,000 | -3,100,000 | -0.48% | -$2.77M |
| FNCL 3 6/24 | 0 | -4,600,000 | -4,600,000 | -0.70% | -$4.03M |
| Uniform Mortgage-Backed Security, TBA | 0 | -5,400,000 | -5,400,000 | -0.78% | -$4.54M |
| Uniform Mortgage-Backed Security, TBA | 0 | -5,200,000 | -5,200,000 | -0.82% | -$4.76M |
| FNMA-15YR | 0 | -10,800,000 | -10,800,000 | -1.72% | -$9.94M |
| Uniform Mortgage-Backed Security, TBA | 0 | -11,040,000 | -11,040,000 | -1.91% | -$11.08M |
| FNCL 2 5/26 | 0 | -47,950,000 | -47,950,000 | -6.66% | -$38.61M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Uniform Mortgage-Backed Security, TBA | 70,300,000 | 0 | -70,300,000 | 0.00% | -$73.08M |
| Uniform Mortgage-Backed Security, TBA | 71,000,000 | 0 | -71,000,000 | 0.00% | -$70.74M |
| Uniform Mortgage-Backed Security, TBA | 28,900,000 | 0 | -28,900,000 | 0.00% | -$29.66M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 16,100,000 | 0 | -16,100,000 | 0.00% | -$16.63M |
| G2SF 3 1/26 | 14,100,000 | 0 | -14,100,000 | 0.00% | -$12.67M |
| GNMA II POOL MB0304 G2 04/55 FIXED 3.5 | 9,678,860 | 0 | -9,678,860 | 0.00% | -$8.82M |
| FRANCE (GOVT OF) BONDS 144A REGS 02/28 0.75 | 5,700,000 | 0 | -5,700,000 | 0.00% | -$6.48M |
| FRANCE (GOVT OF) BONDS 144A REGS 10/27 2.75 | 5,200,000 | 0 | -5,200,000 | 0.00% | -$6.17M |
| THAILAND GOVERNMENT BOND SR UNSECURED 11/29 2.5 | 147,710,000 | 0 | -147,710,000 | 0.00% | -$4.92M |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 01/28 0.00000 | 4,150,000 | 0 | -4,150,000 | 0.00% | -$4.66M |
| GNMA II POOL MB0481 G2 07/55 FIXED 3.5 | 4,448,865 | 0 | -4,448,865 | 0.00% | -$4.05M |
| JAPAN (2 YEAR ISSUE) BONDS 01/26 0.1 | 530,000,000 | 0 | -530,000,000 | 0.00% | -$3.38M |
| BUONI POLIENNALI DEL TES SR UNSECURED REGS 08/27 2.1 | 2,700,000 | 0 | -2,700,000 | 0.00% | -$3.17M |
| BBAM EUROPEAN CLO BBAME 1A AR 144A | 2,000,000 | 0 | -2,000,000 | 0.00% | -$2.35M |
| Government National Mortgage Association | 2,500,000 | 0 | -2,500,000 | 0.00% | -$2.16M |
| Government National Mortgage Association | 2,360,917 | 0 | -2,360,917 | 0.00% | -$2.15M |
| Toronto-Dominion Bank/The | 2,100,000 | 0 | -2,100,000 | 0.00% | -$2.14M |
| BARCLAYS PLC | 2,000,000 | 0 | -2,000,000 | 0.00% | -$2.03M |
| BANK OF NEW ZEALAND COVERED REGS 12/28 3.7075 | 1,572,000 | 0 | -1,572,000 | 0.00% | -$1.91M |
| Bain Capital Credit CLO Ltd., Series 2020-2A, Class ARR | 1,600,000 | 0 | -1,600,000 | 0.00% | -$1.60M |
| MORGAN STANLEY SR UNSECURED 03/27 VAR | 1,300,000 | 0 | -1,300,000 | 0.00% | -$1.53M |
| AIR LEASE CORP DISC COML 01/26 ZCP | 1,500,000 | 0 | -1,500,000 | 0.00% | -$1.50M |
| THAILAND GOVERNMENT BOND SR UNSECURED 06/32 3.775 | 38,570,000 | 0 | -38,570,000 | 0.00% | -$1.41M |
| Regatta XVI Funding Ltd., Series 2019-2A, Class A1R | 1,383,959 | 0 | -1,383,959 | 0.00% | -$1.38M |
| Government National Mortgage Association, TBA | 1,500,000 | 0 | -1,500,000 | 0.00% | -$1.37M |
| IRS EUR 2.21300 03/12/40-15Y LCH | 1 | 0 | -1 | 0.00% | -$1.30M |
| CANADIAN GOVERNMENT BONDS 03/29 4 | 1,600,000 | 0 | -1,600,000 | 0.00% | -$1.21M |
| HCA INC DISC COML PAPER 02/26 ZCP | 1,000,000 | 0 | -1,000,000 | 0.00% | -$995.12K |
| G2 MB0420 | 989,492 | 0 | -989,492 | 0.00% | -$901.24K |
| G2 MB0022 | 985,962 | 0 | -985,962 | 0.00% | -$898.91K |
| G2 MB0088 | 985,555 | 0 | -985,555 | 0.00% | -$897.89K |
| Sandstone Peak Ltd., Series 2021-1A, Class A1R | 800,000 | 0 | -800,000 | 0.00% | -$801.46K |
| U.S. Treasury Bills | 679,000 | 0 | -679,000 | 0.00% | -$673.19K |
| ROMANIA SR UNSECURED 144A 02/34 3.75 | 600,000 | 0 | -600,000 | 0.00% | -$635.88K |
| BRISTOL-MYERS | 600,000 | 0 | -600,000 | 0.00% | -$623.94K |
| U.S. Treasury Bills | 628,000 | 0 | -628,000 | 0.00% | -$622.19K |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 2A AR 144A | 524,374 | 0 | -524,374 | 0.00% | -$616.57K |
| BFCM 5.088 01/23/27 144A | 600,000 | 0 | -600,000 | 0.00% | -$606.53K |
| ROMANIA SR UNSECURED 144A 05/37 5.625 | 500,000 | 0 | -500,000 | 0.00% | -$572.62K |
| THAILAND GOVERNMENT BOND SR UNSECURED 03/35 2.41 | 15,560,000 | 0 | -15,560,000 | 0.00% | -$528.13K |
| REP OF POLAND | 500,000 | 0 | -500,000 | 0.00% | -$510.95K |
| NOMURA HOLDINGS | 500,000 | 0 | -500,000 | 0.00% | -$491.35K |
| ROMANIA UNSECURED 144A 04/33 2 | 500,000 | 0 | -500,000 | 0.00% | -$478.22K |
| CORDATUS CLO PLC CORDA 24A A 144A | 320,156 | 0 | -320,156 | 0.00% | -$376.95K |
| OIS SGD SIBSORA/2.00000 03/18/26-5Y LCH | 1 | 0 | -1 | 0.00% | -$329.35K |
| ROMANIA SR UNSECURED 144A 12/40 2.625 | 400,000 | 0 | -400,000 | 0.00% | -$310.11K |
| UKG 10YR FUT G H6 03-27-26 | 262 | 0 | -262 | 0.00% | -$265.27K |
| U.S. Treasury Bills | 264,000 | 0 | -264,000 | 0.00% | -$261.19K |
| Air Lease Corporation 0% CP 02/01/2026 | 250,000 | 0 | -250,000 | 0.00% | -$249.94K |
| HCA INC DISC COML PAPER 01/26 ZCP | 250,000 | 0 | -250,000 | 0.00% | -$249.41K |
| HCA INC DISC COML PAPER 02/26 ZCP | 250,000 | 0 | -250,000 | 0.00% | -$249.01K |
| FGBM Mar 2026 | -237 | 0 | 237 | 0.00% | -$248.99K |
| ROMANIA SR UNSECURED 144A 09/34 6.25 | 200,000 | 0 | -200,000 | 0.00% | -$246.97K |
| ROMANIA SR UNSECURED REGS 09/31 5.125 | 200,000 | 0 | -200,000 | 0.00% | -$240.67K |
| GNMA II POOL MB0201 G2 02/55 FIXED 3.5 | 197,634 | 0 | -197,634 | 0.00% | -$180.12K |
| Saranac CLO VI Ltd., Series 2018-6A, Class A1R | 177,922 | 0 | -177,922 | 0.00% | -$178.02K |
| FUT. EURO-BUND EUX MAR26 | -84 | 0 | 84 | 0.00% | -$173.32K |
| FUT. EUR FOAT MAR26 | -115 | 0 | 115 | 0.00% | -$150.91K |
| AURIUM CLO ACLO 3A AR 144A | 101,414 | 0 | -101,414 | 0.00% | -$119.24K |
| IRS NZD 3.50000 03/18/26-5Y LCH | 1 | 0 | -1 | 0.00% | -$87.74K |
| Government of Canada | 100,000 | 0 | -100,000 | 0.00% | -$72.42K |
| IRS NZD 2.50000 03/12/26-2Y LCH | 1 | 0 | -1 | 0.00% | -$59.65K |
| OIS SGD SIBSORA/1.25000 03/18/26-1Y LCH | 1 | 0 | -1 | 0.00% | -$44.23K |
| RFR USD SOFR/3.37500 03/31/26-4Y* LCH | 1 | 0 | -1 | 0.00% | -$20.05K |
| FUT. EURX E-SCHATZ MAR26 | -104 | 0 | 104 | 0.00% | -$17.91K |
| RFR GBP SONIO/3.75000 09/17/25-5Y LCH | 1 | 0 | -1 | 0.00% | -$17.23K |
| 31750RZO8 PIMCO FXVAN PUT USD KRW 1380.0000000 | 0 | 0 | 0 | 0.00% | -$17.05K |
| RFR GBP SONIO/3.50000 09/17/25-2Y LCH | 1 | 0 | -1 | 0.00% | -$16.94K |
| 31750RZZ3 PIMCO FXVAN PUT USD BRL 5.12000000 | 0 | 0 | 0 | 0.00% | -$11.19K |
| 31750RLA3 PIMCO FXVAN PUT EUR CZK 24.20000000 | 1,535,117 | 0 | -1,535,117 | 0.00% | -$8.92K |
| 31750RZW0 PIMCO FXVAN PUT USD KRW 1385.0000000 | 0 | 0 | 0 | 0.00% | -$5.69K |
| 31750RNL7 PIMCO FXVAN PUT EUR CZK 24.10000000 | 1,389,000 | 0 | -1,389,000 | 0.00% | -$5.48K |
| 31750RXM4 PIMCO FXVAN PUT USD BRL 5.40000000 | 0 | 0 | 0 | 0.00% | -$5.10K |
| 31750RMC8 PIMCO FXVAN PUT EUR CZK 24.20000000 | 528,000 | 0 | -528,000 | 0.00% | -$3.18K |
| 31750RFD4 PIMCO FXVAN PUT EUR CZK 24.20000000 | 562,000 | 0 | -562,000 | 0.00% | -$2.82K |
| 31750S493 PIMCO FXVAN PUT EUR HUF 378.00000000 | 670,000 | 0 | -670,000 | 0.00% | -$2.00K |
| 31750S584 PIMCO FXVAN PUT EUR HUF 376.00000000 | 813,000 | 0 | -813,000 | 0.00% | -$1.72K |
| 31750S543 PIMCO FXVAN PUT EUR HUF 375.00000000 | 876,000 | 0 | -876,000 | 0.00% | -$1.51K |
| RFR USD SOFR/3.91900 01/14/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| EUR - CZK | 0 | 0 | 0 | 0.00% | $0 |
| USD - KRW | 0 | 0 | 0 | 0.00% | $0 |
| EUR - CZK | 0 | 0 | 0 | 0.00% | $0 |
| EUR - HUF | 0 | 0 | 0 | 0.00% | $0 |
| USD - BRL | 0 | 0 | 0 | 0.00% | $0 |
| EUR - CZK | 0 | 0 | 0 | 0.00% | $0 |
| USD - SGD | 0 | 0 | 0 | 0.00% | $0 |
| USD - BRL | 0 | 0 | 0 | 0.00% | $0 |
| EUR - CZK | 0 | 0 | 0 | 0.00% | $0 |
| USD - HKD | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.86000 01/07/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| USD - HKD | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.92500 01/12/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.88200 02/02/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| USD - KRW | 0 | 0 | 0 | 0.00% | $0 |
| EUR - HUF | 0 | 0 | 0 | 0.00% | $0 |
| EUR - HUF | 0 | 0 | 0 | 0.00% | $0 |
| EUR - CZK | 0 | 0 | 0 | 0.00% | $0 |
| 317UB9VA5 PIMCO SWAPTION 3.58 CALL USD 2026010 | -1,900,000 | 0 | 1,900,000 | 0.00% | $0 |
| 317UBA6A0 PIMCO SWAPTION 3.625 CALL USD 202601 | -2,000,000 | 0 | 2,000,000 | 0.00% | $181 |
| 317UBA5A1 PIMCO SWAPTION 3.925 PUT USD 2026010 | -2,000,000 | 0 | 2,000,000 | 0.00% | $397 |
| 317UBC4A8 PIMCO SWAPTION 3.639 CALL USD 202601 | -1,300,000 | 0 | 1,300,000 | 0.00% | $408 |
| 317UBC3A9 PIMCO SWAPTION 3.919 PUT USD 2026011 | -1,300,000 | 0 | 1,300,000 | 0.00% | $637 |
| 317UB9UA6 PIMCO SWAPTION 3.86 PUT USD 20260105 | -1,900,000 | 0 | 1,900,000 | 0.00% | $2.84K |
| RFR GBP SONIO/4.50000 09/17/25-30Y LCH | 1 | 0 | -1 | 0.00% | $3.43K |
| 317UBEXA2 PIMCO SWAPTION 3.622 CALL USD 202601 | -3,200,000 | 0 | 3,200,000 | 0.00% | $4.37K |
| 31750RXK8 PIMCO FXVAN CALL USD BRL 5.69000000 | -910,000 | 0 | 910,000 | 0.00% | $7.07K |
| 317UBEWA3 PIMCO SWAPTION 3.882 PUT USD 2026012 | -3,200,000 | 0 | 3,200,000 | 0.00% | $9.46K |
| RFR GBP SONIO/4.00000 09/17/25-10Y LCH | 1 | 0 | -1 | 0.00% | $10.96K |
| 31750RZX8 PIMCO FXVAN CALL USD BRL 5.64000000 | -1,800,000 | 0 | 1,800,000 | 0.00% | $12.79K |
| FUT. EURO BUXL BND MAR26 | 15 | 0 | -15 | 0.00% | $31.00K |
| IRS CNY R 1.50000 03/18/26-5Y SCX | 3 | 0 | -3 | 0.00% | $118.66K |
| ITA GB 10YR FUT IKH6 03-06-26 | 312 | 0 | -312 | 0.00% | $167.45K |
| IRS EUR 2.00000 03/18/26-2Y LCH | 1 | 0 | -1 | 0.00% | $170.12K |
| IRS EUR 3.00000 03/18/26-30Y LCH | 1 | 0 | -1 | 0.00% | $214.07K |
| Uniform Mortgage-Backed Security, TBA | -250,000 | 0 | 250,000 | 0.00% | $237.01K |
| IRS AUD 4.25000 03/18/26-10Y LCH | 1 | 0 | -1 | 0.00% | $419.10K |
| IRS EUR 2.50000 03/18/26-5Y LCH | 1 | 0 | -1 | 0.00% | $490.46K |
| IRS EUR 2.75000 03/18/26-10Y LCH | 1 | 0 | -1 | 0.00% | $769.86K |
| FNCL 4.5 1/26 | -800,000 | 0 | 800,000 | 0.00% | $781.10K |
| Uniform Mortgage-Backed Security, TBA | -1,300,000 | 0 | 1,300,000 | 0.00% | $1.32M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 30YR TBA FEB | -3,100,000 | 0 | 3,100,000 | 0.00% | $2.78M |
| FNCL 3 2/26 | -3,700,000 | 0 | 3,700,000 | 0.00% | $3.27M |
| FNCL 2.5 1/26 | -5,400,000 | 0 | 5,400,000 | 0.00% | $4.57M |
| FNCL 3.5 2/26 | -5,200,000 | 0 | 5,200,000 | 0.00% | $4.79M |
| FNCI 2 1/26 | -10,800,000 | 0 | 10,800,000 | 0.00% | $10.00M |
| Uniform Mortgage-Backed Security, TBA | -47,950,000 | 0 | 47,950,000 | 0.00% | $38.76M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| CHINA DEVELOPMENT BANK UNSECURED 01/34 2.63 | 97,210,000 | 126,910,000 | 29,700,000 | 3.35% | $4.85M |
| JAPAN GOVT CPI LINKED BONDS 03/28 0.1 | 725,750,640 | 726,843,330 | 1,092,690 | 0.79% | -$118.45K |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 170,157 | 386,958 | 216,802 | 0.65% | $2.11M |
| CDX ITRAXX XOV44 5Y 35-100% SP MYC | 4 | 5 | 1 | 0.15% | $554.12K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/2% 01/15/2028 | 7,920,120 | 7,910,640 | -9,480 | 1.36% | $69.09K |
| QUEBEC PROVINCE CDA 3.6% 09/01/2033 | 8,500,000 | 8,100,000 | -400,000 | 1.00% | -$397.57K |
| FNMA POOL CB7197 FN 07/53 FIXED 5.5 | 5,718,828 | 5,524,562 | -194,266 | 0.96% | -$249.11K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033 | 4,372,360 | 4,367,080 | -5,280 | 0.73% | $10.76K |
| CHINA GOVERNMENT BOND BONDS 05/35 1.65 | 55,600,000 | 28,900,000 | -26,700,000 | 0.72% | -$3.68M |
| STRATTON MORTGAGE FUNDING PLC STRA 2024 1A A 144A | 2,513,499 | 2,371,133 | -142,366 | 0.54% | -$249.95K |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 INV4 A2 144A | 3,641,397 | 3,574,243 | -67,154 | 0.54% | -$78.18K |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 INV8 A2 144A | 3,116,609 | 3,063,486 | -53,123 | 0.46% | -$70.71K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2031 | 2,551,185 | 2,548,119 | -3,066 | 0.41% | $16.99K |
| FNMA POOL BY6161 FN 07/53 FIXED 5.5 | 2,417,355 | 2,304,082 | -113,273 | 0.40% | -$136.60K |
| FREDDIE MAC FHR 5511 FB | 2,570,526 | 2,169,698 | -400,827 | 0.38% | -$406.42K |
| JP MORGAN MORTGAGE TRUST JPMMT 2022 INV1 A3 144A | 2,418,064 | 2,372,472 | -45,592 | 0.36% | -$50.94K |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 PJ4 A4 144A | 2,517,480 | 2,481,064 | -36,416 | 0.36% | -$36.75K |
| G2 MA7988 | 1,992,735 | 1,949,559 | -43,176 | 0.30% | -$51.15K |
| CANADIAN GOVERNMENT /CAD/ REGD 3.00000000 | 6,300,000 | 2,300,000 | -4,000,000 | 0.28% | -$2.87M |
| FREDDIE MAC REMICS SER 5513 CL MF V/R 5.01180000 | 1,703,243 | 1,516,437 | -186,806 | 0.26% | -$184.14K |
| ONYP 2020-1NYP A | 1,600,000 | 1,510,254 | -89,746 | 0.25% | -$110.84K |
| FREDDIE MAC FHR 5563 FV | 1,487,454 | 1,314,911 | -172,543 | 0.23% | -$170.47K |
| TPMT 2019-4 A1 | 1,453,285 | 1,375,750 | -77,535 | 0.23% | -$79.74K |
| FREDDIE MAC POOL FR 01/52 FIXED 2.5 | 1,584,864 | 1,557,965 | -26,899 | 0.23% | -$26.46K |
| ONSLOW BAY FINANCIAL LLC OBX 2022 INV2 A1 144A | 1,503,487 | 1,478,906 | -24,582 | 0.22% | -$33.27K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 INV1 A3B 144A | 1,484,745 | 1,462,063 | -22,683 | 0.22% | -$34.28K |
| ANGEL OAK MORTGAGE TRUST AOMT 2025 R1 A1 144A | 1,333,957 | 1,276,102 | -57,855 | 0.22% | -$68.50K |
| CHESHIRE CHESH 2025 1 A REGS | 1,000,000 | 893,751 | -106,249 | 0.20% | -$165.89K |
| TOGETHER ASSET BACKED SECURITI TOGET 2025 1ST1A A 144A | 964,091 | 886,192 | -77,899 | 0.20% | -$127.70K |
| TOWD POINT MORTGAGE FUNDING TPMF 2023 V3 A1 REGS | 947,115 | 881,792 | -65,323 | 0.20% | -$110.93K |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 KS9 AI4 | 1,355,714 | 1,324,989 | -30,725 | 0.20% | -$39.21K |
| VERUS SECURITIZATION TRUST VERUS 2024 R1 A1 144A | 1,201,400 | 1,145,870 | -55,530 | 0.20% | -$54.09K |
| Avolon TLB Borrower 1 (US) LLC, Term Loan B6 | 1,149,561 | 1,143,769 | -5,791 | 0.20% | -$10.34K |
| CANADIAN GOVERNMENT BONDS 12/33 3.25 | 5,300,000 | 1,600,000 | -3,700,000 | 0.20% | -$2.71M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-7/8% 04/15/29 | 990,320 | 989,130 | -1,190 | 0.18% | $277 |
| CVC CORDATUS OPPORTUNITY LOAN COLFR 1A AR 144A | 917,779 | 870,858 | -46,921 | 0.17% | -$72.04K |
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A | 806,548 | 749,222 | -57,326 | 0.17% | -$95.92K |
| GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A | 1,179,962 | 975,455 | -204,507 | 0.17% | -$204.13K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/32 | 1,057,149 | 1,055,880 | -1,269 | 0.17% | $5.73K |
| FNR 2025-19 FC | 1,041,271 | 953,180 | -88,091 | 0.17% | -$84.36K |
| Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM9, Class A1 | 980,552 | 932,479 | -48,073 | 0.16% | -$51.80K |
| GPMT Ltd., Series 2021-FL4, Class A | 1,046,504 | 910,397 | -136,107 | 0.16% | -$138.88K |
| Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2005-W4 | 1,115,210 | 1,100,906 | -14,304 | 0.16% | -$16.18K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL3 A1 144A | 1,010,695 | 997,097 | -13,598 | 0.15% | -$19.08K |
| FED HM LN PC POOL QG4720 FR 06/53 FIXED 5.5 | 870,740 | 857,865 | -12,875 | 0.15% | -$21.07K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 OPT4 M6 | 933,269 | 866,359 | -66,909 | 0.15% | -$63.21K |
| G2 MA7828 | 940,706 | 921,878 | -18,828 | 0.14% | -$23.48K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 BC5 1A | 880,140 | 871,665 | -8,475 | 0.14% | -$7.80K |
| SOUNDVIEW HOME LOAN TRUST 2006-3 SER 2006-3 CL A4 V/R REGD 4.56876000 | 848,834 | 815,449 | -33,385 | 0.14% | -$31.43K |
| GSAMP TRUST GSAMP 2005 WMC2 M1 | 788,443 | 770,974 | -17,469 | 0.13% | -$15.14K |
| FR SD8331 | 795,696 | 755,876 | -39,820 | 0.13% | -$47.03K |
| FNMA POOL CB6989 FN 06/53 FIXED 5.5 | 784,551 | 749,502 | -35,048 | 0.13% | -$42.41K |
| FNMA POOL CA4346 FN 10/49 FIXED 3 | 857,115 | 842,483 | -14,632 | 0.13% | -$18.03K |
| ARGENT SECURITIES INC. ARSI 2005 W1 A1 | 792,958 | 773,252 | -19,706 | 0.12% | -$12.20K |
| KREF Ltd., Series 2022-FL3, Class A | 816,198 | 688,870 | -127,328 | 0.12% | -$128.15K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 A 144A | 1,168,764 | 674,810 | -493,954 | 0.12% | -$493.51K |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM9 A1 144A | 713,471 | 665,733 | -47,738 | 0.12% | -$51.63K |
| FNMA POOL BF0334 FN 01/59 FIXED 3.5 | 746,609 | 733,751 | -12,859 | 0.11% | -$15.67K |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1B V/R REGD 144A P/P 5.59202000 | 677,331 | 641,571 | -35,760 | 0.11% | -$36.21K |
| ACE SECURITIES CORP. ACE 2006 NC2 A1 | 838,623 | 825,749 | -12,874 | 0.11% | -$8.60K |
| Citigroup Mortgage Loan Trust Inc | 602,370 | 548,195 | -54,175 | 0.09% | -$53.58K |
| STRUCTURED ASSET INVESTMENT LO SAIL 2006 1 A4 | 547,944 | 540,876 | -7,067 | 0.09% | -$6.75K |
| CWABS Asset-Backed Certificates Trust 2006-25 | 552,380 | 536,326 | -16,054 | 0.09% | -$14.93K |
| NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 | 4,099,213 | 4,066,380 | -32,833 | 0.09% | -$17.63K |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC7 A2 | 579,144 | 567,116 | -12,028 | 0.08% | -$15.56K |
| TPMT 2020-2 A1A | 537,826 | 513,710 | -24,116 | 0.08% | -$24.58K |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE5 A2C | 933,412 | 926,679 | -6,734 | 0.08% | -$7.03K |
| BULGARIA SR UNSECURED REGS 07/35 3.375 | 800,000 | 400,000 | -400,000 | 0.08% | -$481.73K |
| NRZT 2019-RPL3 A1 144A FRN 07-25-59 | 460,851 | 430,533 | -30,318 | 0.07% | -$29.64K |
| UWM MORTGAGE TRUST 2021-INV5 SER 2021-INV5 CL A12 V/R REGD 144A P/P 3.00000000 | 464,607 | 456,677 | -7,930 | 0.07% | -$10.25K |
| CANADIAN GOVERNMENT RRB BONDS 12/44 1.5 | 571,972 | 570,936 | -1,036 | 0.07% | -$3.15K |
| FNMA POOL FM3972 FN 07/50 FIXED VAR | 422,174 | 413,593 | -8,581 | 0.07% | -$11.18K |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1 SER 2023-NQM1 CL A1A V/R REGD 144A P/P 6.86400000 | 417,570 | 379,247 | -38,324 | 0.07% | -$40.21K |
| CSMC Mortgage-Backed Trust 2006-7 | 556,853 | 526,806 | -30,046 | 0.07% | -$6.61K |
| NRZT 2020-RPL1 A1 144A FRN 11-25-59 | 410,108 | 387,705 | -22,403 | 0.06% | -$23.90K |
| DRYDEN LEVERAGED LOAN CDO DRYD 2017 27A AR 144A | 493,747 | 319,783 | -173,964 | 0.06% | -$210.48K |
| FNMA POOL BF0463 FN 03/60 FIXED 3 | 412,816 | 409,451 | -3,365 | 0.06% | -$5.41K |
| BDS Ltd., Series 2021-FL10, Class A | 481,229 | 354,648 | -126,581 | 0.06% | -$126.58K |
| G2 MA7368 | 401,692 | 393,247 | -8,445 | 0.06% | -$10.08K |
| Northwoods Capital XII-B Ltd., Series 2018-12BA, Class AR | 587,911 | 346,641 | -241,270 | 0.06% | -$241.64K |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF10 A1 | 362,655 | 359,120 | -3,535 | 0.06% | -$3.14K |
| Government National Mortgage Association | 391,624 | 336,495 | -55,129 | 0.06% | -$55.48K |
| TPMT 2020-1 A1 | 364,779 | 340,389 | -24,390 | 0.06% | -$24.08K |
| MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 1 A2 | 693,799 | 688,782 | -5,017 | 0.06% | -$5.20K |
| DEUTSCHE ALT-A SECURITIES MORTGAGE LOAN TRUST SERIES SER 2007-3 CL 2A1 V/R REGD 5.56876000 | 421,959 | 409,032 | -12,926 | 0.06% | -$8.61K |
| FNCL UMBS 2.5 RA4542 02-01-51 | 386,096 | 380,454 | -5,642 | 0.06% | -$6.41K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 07/15/2032 | 336,195 | 335,793 | -402 | 0.05% | $1.42K |
| FNMA POOL DA0866 FN 09/53 FIXED 5.5 | 312,461 | 302,753 | -9,708 | 0.05% | -$12.63K |
| Uniform Mortgage-Backed Securities | 332,454 | 319,180 | -13,274 | 0.05% | -$14.28K |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR3 SER 2021-GR3 CL A2 V/R REGD 144A P/P 2.50000000 | 360,385 | 354,503 | -5,882 | 0.05% | -$5.82K |
| LoanCore Issuer Ltd., Series 2022-CRE7, Class A | 491,452 | 290,644 | -200,808 | 0.05% | -$201.88K |
| REALKREDIT DANMARK COVERED REGS 10/53 1.5 | 2,315,307 | 2,296,723 | -18,584 | 0.05% | -$10.12K |
| NovaStar Mortgage Funding Trust Series 2007-1 | 437,434 | 427,220 | -10,214 | 0.05% | -$7.55K |
| Morgan Stanley Home Equity Loan Trust 2007-2 | 547,600 | 541,830 | -5,770 | 0.05% | -$5.85K |
| HSI ASSET SECURITIZATION CORPO HASC 2007 HE2 2A3 | 559,456 | 550,121 | -9,335 | 0.05% | -$8.37K |
| CarVal CLO Ltd., Series 2018-1A, Class AR | 391,416 | 268,763 | -122,653 | 0.05% | -$122.57K |
| RMAC SECURITIES PLC RMACS 2006 NS3X A2A REGS | 194,306 | 187,622 | -6,684 | 0.04% | -$11.46K |
| JUBILEE CDO BV JUBIL 2016 17A A2RR 144A | 343,316 | 209,991 | -133,325 | 0.04% | -$160.65K |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2007 A 2A3 | 361,668 | 353,996 | -7,672 | 0.04% | -$6.59K |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV1 SER 2021-INV1 CL A2 V/R REGD 144A P/P 2.50000000 | 292,020 | 287,915 | -4,105 | 0.04% | -$4.53K |
| STRUCTURED ASSET SECURITIES CO SASC 2006 RF4 1A1 144A | 282,565 | 279,213 | -3,352 | 0.04% | -$2.84K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS6 1A1 | 285,049 | 279,173 | -5,875 | 0.04% | -$5.52K |
| CREDIT BASED ASSET SERVICING A CBASS 2006 CB3 AV4 | 253,918 | 247,335 | -6,583 | 0.04% | -$6.75K |
| SAXON ASSET SECURITIES TRUST SAST 2007 4 A2 144A | 252,623 | 250,982 | -1,641 | 0.04% | -$856 |
| PREFERRED TERM SECS XVII SECURED 144A 06/35 VAR | 220,827 | 218,593 | -2,235 | 0.04% | $35 |
| CWABS Asset-Backed Certificates Trust 2006-25 | 230,112 | 223,611 | -6,501 | 0.04% | -$6.26K |
| JYSKE REALKREDIT A/S COVERED 10/53 1.5 | 1,698,376 | 1,685,418 | -12,958 | 0.04% | -$7.33K |
| FNMA POOL CB6030 FN 04/53 FIXED 4.5 | 216,508 | 215,479 | -1,029 | 0.04% | -$3.33K |
| STRUCTURED ASSET INVESTMENT LO SAIL 2006 4 A2 | 273,805 | 268,465 | -5,340 | 0.03% | -$4.57K |
| CWABS Asset-Backed Certificates Trust 2006-11 | 213,463 | 210,315 | -3,148 | 0.03% | -$2.99K |
| FN MA5445 | 218,129 | 190,842 | -27,287 | 0.03% | -$29.30K |
| FN FM3243 | 211,984 | 207,290 | -4,694 | 0.03% | -$6.04K |
| Citigroup Mortgage Loan Trust, Series 2007-AMC1, Class A1 | 341,290 | 336,452 | -4,839 | 0.03% | -$4.00K |
| STWD Ltd., Series 2021-FL2, Class A | 712,263 | 176,234 | -536,030 | 0.03% | -$536.62K |
| CWABS Asset-Backed Certificates Trust, Series 2006-24, Class 1A | 192,237 | 187,638 | -4,599 | 0.03% | -$3.75K |
| Government National Mortgage Association | 205,087 | 169,775 | -35,312 | 0.03% | -$35.51K |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 1 1A1 | 260,540 | 257,991 | -2,549 | 0.03% | -$2.11K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 22 1A | 181,611 | 177,642 | -3,969 | 0.03% | -$3.40K |
| IndyMac INDX Mortgage Loan Trust 2006-AR4 | 179,888 | 176,172 | -3,716 | 0.03% | -$3.03K |
| NEWGATE FUNDING PLC NGATE 2007 3X A3 REGS | 126,441 | 122,320 | -4,121 | 0.03% | -$8.16K |
| FR SD8385 | 175,993 | 150,483 | -25,510 | 0.03% | -$27.29K |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 NC1 AII | 168,566 | 162,957 | -5,609 | 0.03% | -$5.55K |
| FR SD8439 | 165,842 | 146,887 | -18,955 | 0.03% | -$20.44K |
| TPMT 2019-HY2 A1 144A FRN 05-25-58 | 151,033 | 136,581 | -14,452 | 0.02% | -$14.82K |
| REPUBLIC OF ARGENTINA SR UNSECURED 07/30 VAR | 183,990 | 165,591 | -18,399 | 0.02% | -$18.14K |
| CWABS Asset-Backed Certificates Trust, Series 2007-1, Class 1A | 152,348 | 148,766 | -3,582 | 0.02% | -$3.16K |
| COUNTRYWIDE HOME LOANS CWHL 2004 J9 2A5 | 136,395 | 134,117 | -2,278 | 0.02% | -$2.96K |
| MFRA TRUST MFRA 2020 NQM2 A1 144A | 149,902 | 131,543 | -18,359 | 0.02% | -$17.89K |
| STRUCTURED ASSET SECURITIES CO SASC 2006 RF1 1A 144A | 148,522 | 145,137 | -3,384 | 0.02% | -$3.46K |
| NEWGATE FUNDING PLC NGATE 2007 1X A3 REGS | 97,213 | 89,435 | -7,778 | 0.02% | -$12.34K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H24 F | 126,455 | 108,640 | -17,815 | 0.02% | -$17.92K |
| FREDDIE MAC POOL UMBS P#RB5012 3.50000000 | 114,935 | 111,887 | -3,048 | 0.02% | -$3.36K |
| FNMA POOL BR1297 FN 02/51 FIXED 2.5 | 128,492 | 124,934 | -3,558 | 0.02% | -$3.55K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH8 A | 126,512 | 126,127 | -384 | 0.02% | -$62 |
| FNMA POOL BJ8703 FN 05/49 FIXED 3.5 | 107,687 | 106,478 | -1,209 | 0.02% | -$2.14K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 15 MV5 | 114,046 | 93,843 | -20,203 | 0.02% | -$19.95K |
| FN 713701 | 87,014 | 83,152 | -3,862 | 0.01% | -$4.32K |
| EUROSAIL PLC ESAIL 2007 3X A3A REGS | 66,586 | 58,227 | -8,359 | 0.01% | -$12.69K |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A1 | 80,615 | 78,293 | -2,322 | 0.01% | -$2.03K |
| FREDDIE MAC REMICS SER 4579 CL FD V/R 4.77904000 | 71,247 | 66,206 | -5,041 | 0.01% | -$4.94K |
| Citigroup Mortgage Loan Trust Inc Mortgage Pass-Through Ctfs Series 2005-7 | 68,586 | 67,645 | -940 | 0.01% | -$329 |
| AIR CDA PASS THRU TR 2017-1 3.3% 07/15/2031 144A | 64,160 | 61,600 | -2,560 | 0.01% | -$2.42K |
| FED HM LN PC POOL RJ1661 FR 03/54 FIXED 6 | 63,213 | 57,387 | -5,826 | 0.01% | -$6.25K |
| FNMA POOL FM7441 FN 05/51 FIXED VAR | 66,686 | 65,738 | -949 | 0.01% | -$1.18K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 4 A6 | 58,092 | 54,242 | -3,850 | 0.01% | -$3.88K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 2A1 | 56,840 | 56,189 | -651 | 0.01% | -$124 |
| FNMA POOL FM1796 FN 10/34 FIXED VAR | 54,393 | 50,681 | -3,712 | 0.01% | -$4.00K |
| MFRA TRUST MFRA 2020 NQM2 A3 144A | 54,510 | 47,834 | -6,676 | 0.01% | -$6.53K |
| Bear Stearns ALT-A Trust, Series 2006-2, Class 23A1 | 45,744 | 45,395 | -349 | 0.01% | $195 |
| STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2007-AR4 SER 2007-AR4 CL A3 V/R REGD 4.50876000 | 40,978 | 39,905 | -1,073 | 0.01% | -$846 |
| Soundview Home Loan Trust 2007-OPT1 | 50,590 | 49,710 | -880 | 0.01% | -$603 |
| MANSARD MORTGAGES PLC MANSD 2007 2X A1 REGS | 27,013 | 23,621 | -3,392 | 0.01% | -$5.14K |
| CSMC Mortgage-Backed Trust 2007-1 | 141,990 | 141,482 | -508 | 0.01% | -$440 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR3 A1A | 30,214 | 29,995 | -219 | 0.00% | -$100 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR2 3A1 | 25,767 | 25,214 | -552 | 0.00% | -$422 |
| Structured Asset Mortgage Investments II Trust 2006-AR3 | 31,664 | 30,427 | -1,238 | 0.00% | -$1.05K |
| Morgan Stanley Mortgage Loan Trust, Series 2007-1XS, Class 2A3 | 126,449 | 125,936 | -513 | 0.00% | -$487 |
| MAN GLG EURO CLO GLGE 5A A1R 144A | 123,508 | 21,492 | -102,015 | 0.00% | -$120.37K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA1 2A1 | 24,432 | 24,330 | -102 | 0.00% | -$62 |
| JP Morgan Mortgage Trust, Series 2008-R2, Class 1A1 | 23,915 | 23,082 | -833 | 0.00% | -$1.01K |
| CIFC Funding Ltd., Series 2017-4A, Class A1R | 280,135 | 20,297 | -259,838 | 0.00% | -$260.16K |
| Real Estate Asset Liquidity Trust | 64,100 | 27,227 | -36,873 | 0.00% | -$26.98K |
| FN BM3910 | 28,367 | 17,777 | -10,590 | 0.00% | -$10.54K |
| EUROHOME UK MORTGAGES PLC EHMU 2007 1 A REGS | 24,567 | 11,704 | -12,863 | 0.00% | -$17.62K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 81 A1 | 18,383 | 18,154 | -228 | 0.00% | -$190 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A2 7A1 | 18,701 | 18,510 | -191 | 0.00% | -$51 |
| NOMURA HOME EQUITY LOAN INC NHELI 2006 WF1 M2 | 45,314 | 14,760 | -30,554 | 0.00% | -$30.55K |
| Countrywide Alternative Loan Trust | 17,273 | 15,870 | -1,402 | 0.00% | -$1.12K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 2A1A | 14,642 | 13,427 | -1,216 | 0.00% | -$1.20K |
| Structured Asset Mortgage Investments II Trust 2007-AR6 | 15,011 | 14,870 | -142 | 0.00% | -$101 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR5 A12A | 12,788 | 12,526 | -262 | 0.00% | -$206 |
| TERWIN MORTGAGE TRUST TMTS 2003 6HE A1 | 13,894 | 12,603 | -1,291 | 0.00% | -$1.22K |
| WACHOVIA MORTGAGE LOAN TRUST, WMLT 2005 B 2A4 | 10,870 | 10,626 | -244 | 0.00% | -$189 |
| Banc of America Mortgage Trust, Series 2006-A, Class 2A1 | 12,705 | 10,874 | -1,832 | 0.00% | -$1.75K |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 4 1A1 | 10,388 | 10,123 | -264 | 0.00% | -$253 |
| FSPC T-62 1A1 V/R 10/25/44 5.27810000 | 10,951 | 10,528 | -423 | 0.00% | -$374 |
| GSR MORTGAGE LOAN TRUST GSR 2006 AR1 2A1 | 10,645 | 10,252 | -393 | 0.00% | -$317 |
| WMALT 2006-AR5 3A | 13,759 | 13,672 | -88 | 0.00% | -$40 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR3 A2 | 8,909 | 8,732 | -177 | 0.00% | -$362 |
| Bear Stearns ALT-A Trust, Series 2006-8, Class 3A1 | 9,707 | 8,684 | -1,023 | 0.00% | -$966 |
| COUNTRYWIDE HOME LOANS CWHL 2005 9 1A3 | 8,836 | 8,507 | -328 | 0.00% | -$316 |
| Bear Stearns Structured Products, Inc. Trust, Series 2007-R6, Class 2A1 | 9,597 | 9,404 | -193 | 0.00% | -$331 |
| Morgan Stanley Mortgage Loan Trust, Series 2006-8AR, Class 5A4 | 7,737 | 7,181 | -556 | 0.00% | -$528 |
| COUNTRYWIDE HOME LOANS CWHL 2005 1 1A1 | 8,329 | 7,943 | -386 | 0.00% | -$390 |
| BEAR STEARNS ALT A TRUST BALTA 2005 9 24A1 | 9,312 | 9,067 | -245 | 0.00% | -$225 |
| FED HM LN PC POOL 1G0173 FH 04/35 FLOATING VAR | 6,637 | 6,512 | -126 | 0.00% | -$150 |
| IndyMac MBS, Inc. | 7,037 | 6,704 | -333 | 0.00% | -$305 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR4 A5 | 6,047 | 5,928 | -119 | 0.00% | -$79 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A1 3A2 | 8,433 | 8,239 | -194 | 0.00% | -$166 |
| Bear Stearns ALT-A Trust, Series 2005-7, Class 22A1 | 10,438 | 10,105 | -333 | 0.00% | -$283 |
| Structured Asset Mortgage Investments II Trust, Series 2005-AR2, Class 2A1 | 5,562 | 5,337 | -225 | 0.00% | -$218 |
| FANNIE MAE REMICS SER 2006-48 CL TF V/R 4.58628000 | 5,240 | 5,114 | -127 | 0.00% | -$124 |
| COUNTRYWIDE HOME LOANS CWHL 2005 2 1A1 | 5,272 | 5,060 | -213 | 0.00% | -$190 |
| FANNIEMAE WHOLE LOAN FNW 2003 W6 F | 4,784 | 4,589 | -195 | 0.00% | -$194 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2017-121 CL PE 3.00000000 | 4,387 | 3,899 | -487 | 0.00% | -$487 |
| FNMA, REMIC | 3,938 | 3,666 | -272 | 0.00% | -$296 |
| GSR MORTGAGE LOAN TRUST GSR 2004 14 1A1 | 3,968 | 3,893 | -75 | 0.00% | -$50 |
| FREDDIE MAC REMICS SER 4579 CL SD V/R 1.67118500 | 71,247 | 66,206 | -5,041 | 0.00% | -$477 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 56 2A3 | 3,424 | 3,385 | -39 | 0.00% | $35 |
| REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1 | 4,032 | 3,528 | -504 | 0.00% | -$500 |
| FNW 2004-W12 1A1 6% 7/25/44 6.00000000 | 2,928 | 2,864 | -64 | 0.00% | -$100 |
| FNMA POOL 806506 FN 10/44 FLOATING VAR | 2,935 | 2,864 | -70 | 0.00% | -$72 |
| Structured Asset Mortgage Investments II Trust, Series 2006-AR5, Class 1A1 | 3,927 | 3,842 | -85 | 0.00% | -$71 |
| Thornburg Mortgage Securities Trust 2007-3 | 3,000 | 2,646 | -354 | 0.00% | -$351 |
| Thornburg Mortgage Securities Trust, Series 2007-3, Class 3A1 | 2,986 | 2,775 | -211 | 0.00% | -$202 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 133 EC | 2,599 | 2,538 | -60 | 0.00% | -$74 |
| Washington Mutual Mortgage Securities Corp. | 2,309 | 2,255 | -54 | 0.00% | -$53 |
| COUNTRYWIDE HOME LOANS CWHL 2004 25 1A1 | 2,133 | 2,066 | -66 | 0.00% | -$73 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 21CB A3 | 2,746 | 2,649 | -97 | 0.00% | -$112 |
| COUNTRYWIDE HOME LOANS CWHL 2005 2 2A1 | 2,016 | 1,963 | -54 | 0.00% | -$51 |
| Freddie Mac REMICS | 1,797 | 1,757 | -40 | 0.00% | -$40 |
| CWMBS, Inc. | 1,548 | 1,521 | -27 | 0.00% | -$16 |
| FNMA, Series 2006-5, Class 3A2 | 1,279 | 1,218 | -61 | 0.00% | -$69 |
| Freddie Mac REMICS | 1,090 | 1,026 | -63 | 0.00% | -$63 |
| Structured Asset Mortgage Investments II Trust 2004-AR1 | 770 | 744 | -26 | 0.00% | -$23 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR2 A | 679 | 625 | -54 | 0.00% | -$52 |
| Citigroup Mortgage Loan Trust, Inc., Series 2005-6, Class A1 | 560 | 543 | -17 | 0.00% | -$17 |
| FNMA POOL 800171 FN 12/34 FLOATING VAR | 549 | 535 | -14 | 0.00% | -$16 |
| MRFC Mortgage Pass-Through Trust, Series 2000-TBC3, Class A1 | 587 | 545 | -42 | 0.00% | -$41 |
| AMRESCO RESIDENTIAL SECURITIES AMRES 1999 1 A | 484 | 472 | -11 | 0.00% | -$12 |
| BEAR STEARNS ARM TRUST 2003-5 SER 2003-5 CL 1A2 V/R REGD 5.03283000 | 366 | 354 | -12 | 0.00% | -$11 |
| Fannie Mae REMICS | 244 | 224 | -20 | 0.00% | -$20 |
| AMORTIZING RESIDENTIAL COLLATE ARC 2001 BC6 A | 229 | 213 | -16 | 0.00% | -$16 |
| GNMA II POOL 080414 G2 06/30 FLOATING VAR | 224 | 212 | -12 | 0.00% | -$13 |
| Credit Suisse First Boston Mortgage Securities Corp., Series 2001-HE17, Class A1 | 211 | 204 | -7 | 0.00% | -$8 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR3 1A2 | 218 | 192 | -26 | 0.00% | -$25 |
| FNMA, Series 2004-63, Class FA | 155 | 151 | -5 | 0.00% | -$5 |
| GNMA II POOL 080409 G2 05/30 FLOATING VAR | 128 | 121 | -6 | 0.00% | -$7 |
| Structured Asset Mortgage Investments Trust, Series 2002-AR3, Class A1 | 121 | 107 | -14 | 0.00% | -$14 |
| Credit Suisse First Boston Mortgage Securities Corp | 68 | 67 | -1 | 0.00% | -$0 |
| Government National Mortgage Association | 66 | 63 | -4 | 0.00% | -$4 |
| STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SERIES SER 2004-4 CL 3A2 V/R REGD 6.09072000 | 62 | 59 | -3 | 0.00% | -$3 |
| GNMA II POOL 080187 G2 04/28 FLOATING VAR | 39 | 34 | -5 | 0.00% | -$5 |
| NYKREDIT REALKREDIT A/S COVERED REGS 10/53 1.5 | 15 | 15 | -0 | 0.00% | -$0 |
| NORDEA KREDIT REALKREDIT COVERED 10/50 1 | 15 | 15 | -0 | 0.00% | -$0 |
| NYKREDIT REALKREDIT A/S COVERED REGS 10/50 1 | 14 | 14 | -0 | 0.00% | -$0 |
| NYKREDIT REALKREDIT A/S COVERED REGS 10/53 1 | 13 | 13 | -0 | 0.00% | -$0 |
| JYSKE REALKREDIT A/S COVERED REGS 10/50 1 | 7 | 7 | -0 | 0.00% | -$0 |
| NORDEA KREDIT REALKREDIT COVERED REGS 10/50 1 | 3 | 3 | -0 | 0.00% | -$0 |
| REALKREDIT DANMARK COVERED REGS 10/53 1 | 2 | 2 | -0 | 0.00% | -$0 |
| REALKREDIT DANMARK COVERED REGS 10/50 1 | 2 | 2 | -0 | 0.00% | -$0 |
| JYSKE REALKREDIT A/S COVERED 07/50 1.5 | 1 | 1 | -0 | 0.00% | $0 |
| US ULTRA BOND CBT Sep25 | -28,983,560 | -35,513,074 | -6,529,514 | -5.22% | $2.44M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| CHINA DEVELOPMENT BANK UNSECURED 05/33 2.82 | 95,780,000 | 95,780,000 | 0 | 2.56% | $285.09K |
| UNITED KINGDOM GILT BONDS REGS 03/30 4.375 | 11,000,000 | 11,000,000 | 0 | 2.51% | -$549.71K |
| FRANCE (GOVT OF) BONDS 144A REGS 02/30 2.75 | 10,400,000 | 10,400,000 | 0 | 2.05% | -$356.01K |
| US TREASURY N/B | 12,300,000 | 12,300,000 | 0 | 1.98% | -$111.47K |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 10/34 3 | 7,360,000 | 7,360,000 | 0 | 1.48% | -$268.57K |
| MALAYSIA GOVERNMENT BONDS 04/28 3.519 | 30,997,000 | 30,997,000 | 0 | 1.33% | -$24.61K |
| REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875 | 115,500,000 | 115,500,000 | 0 | 1.16% | -$570.40K |
| PROVINCE OF ONTARIO CANADA | 8,800,000 | 8,800,000 | 0 | 1.10% | -$121.90K |
| KOREA TREASURY BOND BONDS 06/28 2.625 | 9,018,720,000 | 9,018,720,000 | 0 | 1.01% | -$389.59K |
| PROJECT CASHMERE CLASS A1 144A | 8,400,000 | 8,400,000 | 0 | 1.00% | $189.84K |
| RPLDCI 6.581 05/30/49 144A | 5,300,000 | 5,300,000 | 0 | 0.94% | -$150.93K |
| US TREASURY N/B | 5,700,000 | 5,700,000 | 0 | 0.94% | -$54.11K |
| JAPAN (20 YEAR ISSUE) BONDS 09/35 1.2 | 920,000,000 | 920,000,000 | 0 | 0.91% | -$184.53K |
| COMMONWEALTH BANK AUST COVERED 144A 01/30 4.971 | 4,900,000 | 4,900,000 | 0 | 0.87% | -$48.17K |
| CHINA GOVERNMENT BOND BONDS 10/51 3.53 | 28,000,000 | 28,000,000 | 0 | 0.86% | $37.89K |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/30 4.75 | 4,800,000 | 4,800,000 | 0 | 0.83% | -$103.45K |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 04/35 3 | 4,210,000 | 4,210,000 | 0 | 0.82% | -$147.17K |
| CANADIAN IMPERIAL BANK REGD 144A P/P 4.87600000 | 3,700,000 | 3,700,000 | 0 | 0.66% | -$36.02K |
| EUROPEAN UNION SR UNSECURED REGS 10/45 3.75 | 3,300,000 | 3,300,000 | 0 | 0.64% | -$132.57K |
| US TREASURY N/B | 3,875,000 | 3,875,000 | 0 | 0.61% | -$40.94K |
| KOREA TREASURY BOND BONDS 12/28 2.375 | 5,299,000,000 | 5,299,000,000 | 0 | 0.58% | -$234.69K |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7 | 10,500,000 | 10,500,000 | 0 | 0.57% | -$258.65K |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 05/28 2.4 | 2,850,000 | 2,850,000 | 0 | 0.56% | -$88.96K |
| Eagle Funding LuxCo S.a.r.l. | 3,000,000 | 3,000,000 | 0 | 0.52% | -$40.02K |
| HAYFIN EMERALD CLO HAYEM 14A A 144A | 2,600,000 | 2,600,000 | 0 | 0.52% | -$52.83K |
| JAPAN (20 YEAR ISSUE) BONDS 12/44 2 | 545,000,000 | 545,000,000 | 0 | 0.49% | -$174.73K |
| CHINA GOVERNMENT BOND BONDS 09/54 2.19 | 20,000,000 | 20,000,000 | 0 | 0.48% | $34.72K |
| NEW S WALES TREASURY CRP LOCAL GOVT G REGS 03/34 1.75 | 4,900,000 | 4,900,000 | 0 | 0.45% | $50.12K |
| NEW S WALES TREASURY CRP LOCAL GOVT G 03/33 2 | 4,100,000 | 4,100,000 | 0 | 0.40% | $45.14K |
| PSP CAPITAL INC COMPANY GUAR 09/31 4.5 | 3,300,000 | 3,300,000 | 0 | 0.38% | $43.28K |
| OFSI FUND LTD OFSBS 2021 10A AR 144A | 2,100,000 | 2,100,000 | 0 | 0.36% | -$184 |
| ROCKFORD TOWER EUROPE CLO RFTE 2018 1A A1RR 144A | 1,800,000 | 1,800,000 | 0 | 0.36% | -$37.75K |
| NATWEST GROUP | 2,000,000 | 2,000,000 | 0 | 0.36% | -$47.75K |
| US TREASURY N/B | 2,600,000 | 2,600,000 | 0 | 0.35% | -$19.60K |
| MITSUB UFJ FIN | 2,000,000 | 2,000,000 | 0 | 0.35% | -$25.92K |
| MS F 04/13/28 MTN | 2,000,000 | 2,000,000 | 0 | 0.35% | -$1.23K |
| CHINA GOVERNMENT BOND BONDS 01/55 1.92 | 14,900,000 | 14,900,000 | 0 | 0.34% | -$4.45K |
| JAPAN (40 YEAR ISSUE) BONDS 03/64 2.2 | 440,000,000 | 440,000,000 | 0 | 0.33% | -$123.25K |
| CRED AGRICOLE SA | 1,800,000 | 1,800,000 | 0 | 0.32% | -$44.84K |
| JAPAN (5 YEAR ISSUE) BONDS 06/29 0.4 | 300,000,000 | 300,000,000 | 0 | 0.31% | -$30.22K |
| SOUTH AFRICA TREASURY BILL 7.99 06.05.2026 | 30,800,000 | 30,800,000 | 0 | 0.31% | -$10.37K |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2021 20A A1R 144A | 1,800,000 | 1,800,000 | 0 | 0.31% | $542 |
| JAPAN (30 YEAR ISSUE) BONDS 12/48 0.7 | 498,000,000 | 498,000,000 | 0 | 0.31% | -$129.42K |
| JPMORGAN CHASE | 1,700,000 | 1,700,000 | 0 | 0.30% | -$19.22K |
| VMED O2 UK FINANCING I SR SECURED 144A 04/32 5.625 | 1,600,000 | 1,600,000 | 0 | 0.29% | -$192.25K |
| BARCLAYS PLC SR UNSECURED REGS 08/30 VAR | 1,400,000 | 1,400,000 | 0 | 0.29% | -$62.86K |
| MSC 2021-230P A | 1,700,000 | 1,700,000 | 0 | 0.28% | $8.26K |
| EMIRATE OF ABU DHABI 5.5% 04/30/2054 144A | 1,700,000 | 1,700,000 | 0 | 0.28% | -$108.26K |
| WELLS FARGO CO | 1,600,000 | 1,600,000 | 0 | 0.28% | -$11.05K |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 4.75 | 1,600,000 | 1,600,000 | 0 | 0.28% | -$18.31K |
| Bank of America Corp. | 1,600,000 | 1,600,000 | 0 | 0.28% | -$5.10K |
| UNITED KINGDOM GILT BONDS REGS 01/41 5.25 | 1,200,000 | 1,200,000 | 0 | 0.27% | -$88.66K |
| REPUBLIC OF SOUTH AFRICA BONDS 01/30 8 | 26,200,000 | 26,200,000 | 0 | 0.26% | -$86.30K |
| TREASURY CORP VICTORIA LOCAL GOVT G REGS 09/33 2.25 | 2,700,000 | 2,700,000 | 0 | 0.26% | $29.76K |
| GROSVENOR PLACE CLO BV GROSV 2024 2A A 144A | 1,300,000 | 1,300,000 | 0 | 0.26% | -$25.73K |
| REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 | 5,000,000 | 5,000,000 | 0 | 0.26% | -$102.71K |
| QUEENSLAND TREASURY CORP LOCAL GOVT G 08/33 2 | 2,700,000 | 2,700,000 | 0 | 0.26% | $30.87K |
| QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 07/36 5 | 2,200,000 | 2,200,000 | 0 | 0.25% | $24.20K |
| GOLDMAN SACHS GP | 1,400,000 | 1,400,000 | 0 | 0.25% | -$20.44K |
| JAPAN (30 YEAR ISSUE) BONDS 03/49 0.5 | 428,000,000 | 428,000,000 | 0 | 0.25% | -$105.57K |
| BPCE SA REGD V/R 144A P/P 5.71600000 | 1,400,000 | 1,400,000 | 0 | 0.25% | -$14.39K |
| LLOYDS BK GR PLC | 1,400,000 | 1,400,000 | 0 | 0.25% | -$41.11K |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 5.125 | 1,400,000 | 1,400,000 | 0 | 0.24% | -$15.82K |
| STANDARD CHARTERED PLC SR UNSECURED 144A 07/27 VAR | 1,400,000 | 1,400,000 | 0 | 0.24% | -$8.75K |
| CAIRN CLO BV CRNCL 2019 11A AR 144A | 1,200,000 | 1,200,000 | 0 | 0.24% | -$25.43K |
| STANDARD CHARTERED PLC SR UNSECURED 144A 01/28 VAR | 1,400,000 | 1,400,000 | 0 | 0.24% | $809 |
| GOLDMAN SACHS GROUP INC SR UNSECURED REGS 01/33 VAR | 1,200,000 | 1,200,000 | 0 | 0.23% | -$51.19K |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 10/35 3 | 1,200,000 | 1,200,000 | 0 | 0.23% | -$42.74K |
| OMW 2020-1MW A 144A 2.13% 09-10-39 | 1,400,000 | 1,400,000 | 0 | 0.23% | $1.95K |
| JPMORGAN CHASE | 1,300,000 | 1,300,000 | 0 | 0.23% | -$28.41K |
| JAPAN (30 YEAR ISSUE) BONDS 06/54 2.2 | 283,300,000 | 283,300,000 | 0 | 0.23% | -$93.52K |
| GLENCORE FDG LLC | 1,300,000 | 1,300,000 | 0 | 0.23% | -$14.95K |
| BANK OF AMER CRP | 1,300,000 | 1,300,000 | 0 | 0.23% | -$14.81K |
| CARLYLE GLOBAL MARKET STRATEGIES CLO SER 2016-3A CL ARRR V/R REGD 144A P/P 4.97444000 | 1,300,000 | 1,300,000 | 0 | 0.22% | $126 |
| AMMC CLO 24 LTD SER 2021-24A CL AR V/R REGD 144A P/P 5.08444000 | 1,300,000 | 1,300,000 | 0 | 0.22% | $93 |
| FOXCONN FAR EAST LTD COMPANY GUAR 08/28 1.875 | 1,400,000 | 1,400,000 | 0 | 0.22% | -$7.01K |
| RFR USD SOFR/1.75000 06/15/22-30Y LCH | 1 | 1 | 0 | 0.22% | -$1.92K |
| State of Kuwait | 1,300,000 | 1,300,000 | 0 | 0.22% | -$20.98K |
| TREASURY CORP VICTORIA LOCAL GOVT G REGS 09/33 2.25 | 2,300,000 | 2,300,000 | 0 | 0.22% | $25.35K |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 3A A 144A | 1,100,000 | 1,100,000 | 0 | 0.22% | -$21.31K |
| BANK OF NOVA SCOTIA COVERED REGS 09/29 0.01 | 1,200,000 | 1,200,000 | 0 | 0.22% | -$28.67K |
| MORGAN STANLEY | 1,200,000 | 1,200,000 | 0 | 0.21% | -$15.92K |
| WELLS FARGO CO | 1,200,000 | 1,200,000 | 0 | 0.21% | -$17.08K |
| STATE OF ISRAEL | 1,200,000 | 1,200,000 | 0 | 0.21% | -$27.70K |
| JAPAN (20 YEAR ISSUE) BONDS 03/45 2.4 | 217,000,000 | 217,000,000 | 0 | 0.21% | -$74.24K |
| NATIONWIDE BUILDING SOC(UNGTD) 2.972%/VAR 02/16/2028 144A | 1,200,000 | 1,200,000 | 0 | 0.20% | -$2.51K |
| UBS GROUP | 1,200,000 | 1,200,000 | 0 | 0.20% | -$14.58K |
| UNITED KINGDOM GILT BONDS REGS 07/51 1.25 | 2,100,000 | 2,100,000 | 0 | 0.20% | -$93.90K |
| SCULPTOR EUROPEAN CLO SCULE 6A AR 144A | 1,000,000 | 1,000,000 | 0 | 0.20% | -$19.69K |
| GA GLOBAL FUNDING TRUST SECURED 144A 01/30 5.4 | 1,100,000 | 1,100,000 | 0 | 0.19% | -$26.48K |
| WELLS FARGO CO | 1,100,000 | 1,100,000 | 0 | 0.19% | -$28.57K |
| GOLDMAN SACHS GP | 1,100,000 | 1,100,000 | 0 | 0.19% | -$26.25K |
| KOREA TREASURY BOND BONDS 06/30 1.375 | 1,811,520,000 | 1,811,520,000 | 0 | 0.19% | -$81.91K |
| BAIN CAPITAL EURO CLO BCCE 2022 2A ARR 144A | 900,000 | 900,000 | 0 | 0.18% | -$18.82K |
| ROMANIA SR UNSECURED 144A 09/31 5.125 | 900,000 | 900,000 | 0 | 0.18% | -$49.87K |
| SOUTH AFRICA TREASURY BILL SOUTH AFRICAN T BILLS 7.775 2 | 17,350,000 | 17,350,000 | 0 | 0.17% | -$5.49K |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/35 6 | 3,400,000 | 3,400,000 | 0 | 0.17% | -$93.12K |
| HSBC HOLDINGS | 1,000,000 | 1,000,000 | 0 | 0.17% | -$3.40K |
| SUMITOMO MITSUI TRUST BANK LTD SR UNSECURED 144A 09/30 4.35 | 1,000,000 | 1,000,000 | 0 | 0.17% | -$10.67K |
| REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9 | 3,400,000 | 3,400,000 | 0 | 0.17% | -$87.29K |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/39 7 | 3,200,000 | 3,200,000 | 0 | 0.16% | -$86.65K |
| NIGERIA OMO BILL OMO260629 | 1,380,052,000 | 1,380,052,000 | 0 | 0.16% | $84.43K |
| WELLS FARGO CO | 900,000 | 900,000 | 0 | 0.16% | -$13.71K |
| JAPAN (20 YEAR ISSUE) BONDS 09/44 1.8 | 180,000,000 | 180,000,000 | 0 | 0.16% | -$55.73K |
| ABN AMRO BANK NV REGD V/R 144A P/P 5.51500000 | 900,000 | 900,000 | 0 | 0.16% | -$16.93K |
| REP OF POLAND | 900,000 | 900,000 | 0 | 0.16% | -$18.23K |
| CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 05/26 5.75 | 900,000 | 900,000 | 0 | 0.16% | -$3.74K |
| UNITED KINGDOM GILT BONDS REGS 01/44 3.25 | 900,000 | 900,000 | 0 | 0.15% | -$56.38K |
| COSTA RICA GOVERNMENT BONDS 144A 11/30 5.4995 | 750,000 | 750,000 | 0 | 0.15% | -$16.37K |
| UNITED KINGDOM GILT BONDS REGS 01/49 1.75 | 1,300,000 | 1,300,000 | 0 | 0.15% | -$66.66K |
| GSAMP TRUST GSAMP 2005 HE6 M3 | 1,000,000 | 1,000,000 | 0 | 0.15% | $5.33K |
| EXPORT DEVELOPMNT CANADA EXPORT DEVELOPMNT CANADA | 84,800,000 | 84,800,000 | 0 | 0.15% | -$75.55K |
| BULGARIA SR UNSECURED REGS 07/45 4.125 | 800,000 | 800,000 | 0 | 0.15% | -$37.26K |
| State of Kuwait | 900,000 | 900,000 | 0 | 0.15% | -$35.45K |
| GOLDMAN SACHS GROUP INC SR UNSECURED REGS 05/29 0.875 | 800,000 | 800,000 | 0 | 0.15% | -$27.11K |
| QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 07/34 1 | 1,600,000 | 1,600,000 | 0 | 0.14% | $17.53K |
| GOLDMAN SACHS GP | 800,000 | 800,000 | 0 | 0.14% | -$10.45K |
| KBC GROUP NV | 800,000 | 800,000 | 0 | 0.14% | -$8.38K |
| SAUDI INT BOND | 800,000 | 800,000 | 0 | 0.14% | -$21.47K |
| GLENCORE FDG LLC | 800,000 | 800,000 | 0 | 0.14% | -$11.42K |
| US TREASURY N/B | 1,300,000 | 1,300,000 | 0 | 0.14% | -$6.75K |
| ISPIM V8.248 11/21/33 144A | 700,000 | 700,000 | 0 | 0.14% | -$19.94K |
| HSBC HOLDINGS | 800,000 | 800,000 | 0 | 0.14% | -$8.07K |
| UBS GROUP | 800,000 | 800,000 | 0 | 0.14% | -$4.79K |
| TREASURY CORP VICTORIA LOCAL GOVT G 12/32 4.25 | 1,200,000 | 1,200,000 | 0 | 0.13% | $12.00K |
| SOUTH AFRICAN T BILLS BILLS 04/26 0.00000 | 13,190,000 | 13,190,000 | 0 | 0.13% | -$4.36K |
| JAPAN (30 YEAR ISSUE) BONDS 09/46 0.5 | 202,000,000 | 202,000,000 | 0 | 0.13% | -$54.71K |
| US TREASURY N/B | 1,000,000 | 1,000,000 | 0 | 0.13% | -$6.76K |
| MALAYSIA INVESTMNT ISSUE BONDS 10/32 4.193 | 2,860,000 | 2,860,000 | 0 | 0.13% | -$2.09K |
| UBS GROUP | 700,000 | 700,000 | 0 | 0.12% | -$9.63K |
| US TREASURY N/B | 700,000 | 700,000 | 0 | 0.12% | -$5.00K |
| SERBIA REPUBLIC OF 6% 06/12/2034 144A | 700,000 | 700,000 | 0 | 0.12% | -$23.65K |
| REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95 | 2,241,000 | 2,241,000 | 0 | 0.12% | -$42.82K |
| JAPAN (30 YEAR ISSUE) BONDS 09/55 3.2 | 120,000,000 | 120,000,000 | 0 | 0.12% | -$47.91K |
| REAL ESTATE ASSET LIQUIDITY TR REALT 2020 1A A2 144A | 1,000,000 | 1,000,000 | 0 | 0.12% | -$7.75K |
| State of Kuwait | 700,000 | 700,000 | 0 | 0.12% | -$15.63K |
| ONTARIO (PROVINCE OF) SR UNSECURED REGS 01/27 3.5 | 1,000,000 | 1,000,000 | 0 | 0.12% | $20.48K |
| MORGAN STANLEY SR UNSECURED 11/31 VAR | 600,000 | 600,000 | 0 | 0.12% | -$24.58K |
| US TREASURY N/B | 700,000 | 700,000 | 0 | 0.12% | -$6.74K |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 03/32 3.375 | 600,000 | 600,000 | 0 | 0.12% | -$36.40K |
| MORGAN STANLEY SR UNSECURED 11/36 VAR | 600,000 | 600,000 | 0 | 0.12% | -$26.10K |
| BLACKSTONE HOLDINGS FINA COMPANY GUAR 144A 06/34 3.5 | 600,000 | 600,000 | 0 | 0.11% | -$41.06K |
| MALAYSIA GOVERNMENT BONDS 04/31 2.632 | 2,700,000 | 2,700,000 | 0 | 0.11% | -$1.08K |
| UNITED KINGDOM GILT BONDS REGS 07/53 1.5 | 1,100,000 | 1,100,000 | 0 | 0.11% | -$51.93K |
| BOEING CO/THE | 600,000 | 600,000 | 0 | 0.11% | -$5.35K |
| PACIFICORP | 600,000 | 600,000 | 0 | 0.11% | -$9.67K |
| CHILE | 600,000 | 600,000 | 0 | 0.10% | -$5.94K |
| TREASURY CORP VICTORIA LOCAL GOVT G 09/35 2 | 1,200,000 | 1,200,000 | 0 | 0.10% | $11.35K |
| US TREASURY N/B | 600,000 | 600,000 | 0 | 0.10% | -$6.87K |
| SANUSA V6.124 05/31/27 | 600,000 | 600,000 | 0 | 0.10% | -$2.93K |
| VENTURE CDO LTD VENTR 2021 44A A1NR 144A | 600,000 | 600,000 | 0 | 0.10% | $425 |
| ROMANIA SR UNSECURED 144A 09/26 5 | 514,000 | 514,000 | 0 | 0.10% | -$16.18K |
| UNITED KINGDOM GILT BONDS REGS 10/50 0.625 | 1,300,000 | 1,300,000 | 0 | 0.10% | -$49.09K |
| GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/26 FIXED 2.158 | 600,000 | 600,000 | 0 | 0.10% | $2.74K |
| GACI FIRST INVESTMENT COMPANY GUAR REGS 01/34 5.25 | 600,000 | 600,000 | 0 | 0.10% | -$20.75K |
| AERCAP IRELAND | 600,000 | 600,000 | 0 | 0.10% | $1.48K |
| PCG 4.2 03/01/29 | 600,000 | 600,000 | 0 | 0.10% | -$3.41K |
| CREDICORP CAPITAL SOCIED /PEN/ REGD P/P 10.10000000 | 1,900,000 | 1,900,000 | 0 | 0.10% | -$22.35K |
| AERCAP IRELAND | 600,000 | 600,000 | 0 | 0.10% | -$4.15K |
| ROMANIA ROMANIA | 500,000 | 500,000 | 0 | 0.10% | -$30.27K |
| FAIRFAX FINL HLDGS LTD SR UNSECURED REGS 03/28 2.75 | 500,000 | 500,000 | 0 | 0.10% | -$17.20K |
| SOUTH AFRICA TREASURY BILL 7.93 13.05.2026 | 9,500,000 | 9,500,000 | 0 | 0.10% | -$3.18K |
| RFR USD SOFR/3.25000 03/19/25-10Y LCH | 1 | 1 | 0 | 0.09% | -$48.45K |
| BANK OF AMER CRP | 600,000 | 600,000 | 0 | 0.09% | -$16.34K |
| ITALY GOV T INT BOND SR UNSECURED REGS 08/28 6 | 400,000 | 400,000 | 0 | 0.09% | -$18.07K |
| JAPAN (30 YEAR ISSUE) BONDS 12/50 0.7 | 160,000,000 | 160,000,000 | 0 | 0.09% | -$35.86K |
| JAPAN (30 YEAR ISSUE) BONDS 03/51 0.7 | 160,000,000 | 160,000,000 | 0 | 0.09% | -$34.52K |
| MORGAN STANLEY | 500,000 | 500,000 | 0 | 0.09% | -$8.13K |
| GOLDMAN SACHS GP | 500,000 | 500,000 | 0 | 0.09% | -$10.77K |
| WEST VA HEALTH | 800,000 | 800,000 | 0 | 0.09% | $164 |
| SANDS CHINA LTD | 500,000 | 500,000 | 0 | 0.09% | -$5.80K |
| SAUDI INT BOND | 500,000 | 500,000 | 0 | 0.09% | -$13.92K |
| ROMANIA SR UNSECURED 144A 03/30 5.25 | 400,000 | 400,000 | 0 | 0.08% | -$22.62K |
| SWOP CDX IG45 (V1 ONLY) 5Y SP | 1 | 1 | 0 | 0.08% | -$193.32K |
| UBS GROUP | 500,000 | 500,000 | 0 | 0.08% | -$5.73K |
| ROMANIA SR UNSECURED 144A 03/28 2.125 | 400,000 | 400,000 | 0 | 0.08% | -$13.84K |
| US TREASURY N/B | 700,000 | 700,000 | 0 | 0.08% | -$3.64K |
| REPUBLIC OF SERBIA SR UNSECURED 144A 09/36 2.05 | 500,000 | 500,000 | 0 | 0.08% | -$20.27K |
| CITIGROUP INC SR UNSECURED REGS 06/38 6.8 | 300,000 | 300,000 | 0 | 0.07% | -$28.22K |
| CANADIAN GOVERNMENT /CAD/ REGD 1.75000000 | 910,000 | 910,000 | 0 | 0.07% | -$7.55K |
| REP OF POLAND | 400,000 | 400,000 | 0 | 0.07% | -$3.37K |
| MDGH GMTN RSC LTD COMPANY GUAR 144A 04/33 5.5 | 400,000 | 400,000 | 0 | 0.07% | -$17.37K |
| KSA SUKUK LTD SR UNSECURED 144A 10/28 5.268 | 400,000 | 400,000 | 0 | 0.07% | -$7.30K |
| MORGAN STANLEY | 400,000 | 400,000 | 0 | 0.07% | -$5.02K |
| GA GLOBAL FUNDING TRUST SECURED 144A 01/27 2.25 | 400,000 | 400,000 | 0 | 0.07% | $552 |
| STATE OF ISRAEL | 400,000 | 400,000 | 0 | 0.07% | -$8.43K |
| Citigroup Mortgage Loan Trust, Inc., Series 2006-8, Class A3 | 906,141 | 906,141 | 0 | 0.07% | -$6.92K |
| REPUBLIC OF SOUTH AFRICA NOTES 12/26 10.5 | 6,300,000 | 6,300,000 | 0 | 0.07% | -$11.93K |
| REPUBLIC OF SOUTH AFRICA BONDS 02/48 8.75 | 7,100,000 | 7,100,000 | 0 | 0.07% | -$34.10K |
| NIGERIA OMO BILL OMO110626 | 535,000,000 | 535,000,000 | 0 | 0.06% | $32.92K |
| NIGERIA OMO BILL OMO120626 | 534,000,000 | 534,000,000 | 0 | 0.06% | $32.85K |
| REPUBLIC OF PERU | 700,000 | 700,000 | 0 | 0.06% | -$10.88K |
| ROMANIA SR UNSECURED 144A 09/29 6.625 | 300,000 | 300,000 | 0 | 0.06% | -$15.79K |
| US TREASURY N/B | 500,000 | 500,000 | 0 | 0.06% | -$3.26K |
| CCS USD R USSOFR/JPYMUTKCALM-35.65 CBK | 2 | 2 | 0 | 0.06% | $5.52K |
| RFR USD SOFR/3.25000 12/20/23-30Y LCH | 1 | 1 | 0 | 0.06% | -$6.70K |
| REPHUN 6.25 09/22/32 144A | 300,000 | 300,000 | 0 | 0.05% | -$7.48K |
| JAPAN (20 YEAR ISSUE) BONDS 09/40 0.4 | 70,000,000 | 70,000,000 | 0 | 0.05% | -$16.21K |
| REP OF POLAND | 300,000 | 300,000 | 0 | 0.05% | -$5.56K |
| ROMANIA UNSECURED 144A 07/30 1.75 | 300,000 | 300,000 | 0 | 0.05% | -$13.34K |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2006 3 AF6 | 967,199 | 967,199 | 0 | 0.05% | -$5.28K |
| SAUDI ARAB OIL | 300,000 | 300,000 | 0 | 0.05% | -$15.05K |
| US TREASURY N/B | 300,000 | 300,000 | 0 | 0.05% | -$2.66K |
| DEVELOPMENT BK KAZAKHSTAN JSC 18.4% 10/16/2028 144A | 134,000,000 | 134,000,000 | 0 | 0.05% | $13.56K |
| SOUTH AFRICAN T BILLS BILLS 06/26 0.00000 | 4,900,000 | 4,900,000 | 0 | 0.05% | -$1.53K |
| VMED O2 UK FINC. I 6.75% | 300,000 | 300,000 | 0 | 0.05% | -$29.25K |
| QATAR ENERGY | 300,000 | 300,000 | 0 | 0.05% | -$5.97K |
| PETRONAS CAP LTD 3.404% 04/28/2061 144A | 400,000 | 400,000 | 0 | 0.05% | -$8.98K |
| TX NATURAL GAS SECZ | 251,192 | 251,192 | 0 | 0.04% | -$542 |
| RFR USD SOFR/3.86092 03/14/25-30Y* LCH | 5 | 5 | 0 | 0.04% | -$36.04K |
| JAPAN (30 YEAR ISSUE) BONDS 12/54 2.3 | 52,300,000 | 52,300,000 | 0 | 0.04% | -$18.02K |
| Renaissance Home Equity Loan Trust, Series 2007-2, Class AF2 | 1,052,817 | 1,052,817 | 0 | 0.04% | -$5.48K |
| REPUBLIC OF SOUTH AFRICA BONDS 03/36 6.25 | 5,000,000 | 5,000,000 | 0 | 0.04% | -$20.64K |
| GENERALITAT DE CATALUNYA SR UNSECURED 04/35 4.22 | 200,000 | 200,000 | 0 | 0.04% | -$5.44K |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 03/37 3.75 | 200,000 | 200,000 | 0 | 0.04% | -$13.33K |
| RFR GBP SONIO/4.25000 03/18/26-10Y LCH | 1 | 1 | 0 | 0.04% | $190.69K |
| BARCLAYS PLC | 200,000 | 200,000 | 0 | 0.04% | -$2.62K |
| UNITED MEXICAN | 200,000 | 200,000 | 0 | 0.04% | -$4.90K |
| RFR USD SOFR/3.25000 03/19/25-30Y LCH | 1 | 1 | 0 | 0.03% | -$17.33K |
| NEW ZEALAND GOVERNMENT UNSECURED 05/31 1.5 | 400,000 | 400,000 | 0 | 0.03% | -$2.76K |
| UNITED MEXICAN | 200,000 | 200,000 | 0 | 0.03% | -$4.76K |
| US TREASURY N/B | 200,000 | 200,000 | 0 | 0.03% | -$2.61K |
| US TREASURY N/B | 200,000 | 200,000 | 0 | 0.03% | -$2.19K |
| PACIFIC GAS&ELEC | 200,000 | 200,000 | 0 | 0.03% | -$1.86K |
| ABU DHABI DEVELOPMENT HO SR UNSECURED 144A 05/30 4.5 | 200,000 | 200,000 | 0 | 0.03% | -$4.41K |
| ABU DHABI DEVELOPMENT HO SR UNSECURED 144A 05/35 5 | 200,000 | 200,000 | 0 | 0.03% | -$8.44K |
| RFR USD SOFR/3.00000 03/19/25-2Y LCH | 1 | 1 | 0 | 0.03% | -$227.87K |
| RFR USD SOFR/3.75000 12/17/25-10Y LCH | 1 | 1 | 0 | 0.03% | $110.37K |
| SAUDI INTERNATIONAL BOND SR UNSECURED REGS 10/30 3.25 | 200,000 | 200,000 | 0 | 0.03% | -$3.51K |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2006 4 AF3 | 635,400 | 635,400 | 0 | 0.03% | -$4.07K |
| DOCTORS CO INTERINSURANC SUBORDINATED 144A 01/32 4.5 | 200,000 | 200,000 | 0 | 0.03% | $2.28K |
| RFR USD SOFR/3.25000 06/18/25-10Y LCH | 1 | 1 | 0 | 0.03% | $18.55K |
| PETRONAS CAP LTD 4.8% 04/21/2060 144A | 200,000 | 200,000 | 0 | 0.03% | -$6.38K |
| PETRONAS CAPITAL LTD REGD 144A P/P MTN 4.55000000 | 200,000 | 200,000 | 0 | 0.03% | -$4.22K |
| RFR USD SOFR/3.74863 03/31/26-9Y* LCH | 3 | 3 | 0 | 0.03% | $77.19K |
| AM AIRLIN 16-3 A | 172,104 | 172,104 | 0 | 0.03% | $393 |
| RFR USD SOFR/3.50000 09/17/25-30Y LCH | 1 | 1 | 0 | 0.03% | -$5.60K |
| RFR USD SOFR/3.50000 03/18/26-5Y LCH | 1 | 1 | 0 | 0.03% | $157.36K |
| ROMANIA SR UNSECURED 144A 12/29 1.375 | 140,000 | 140,000 | 0 | 0.02% | -$6.53K |
| RFR USD SOFR/2.96478 10/05/22-4Y* LCH | 1 | 1 | 0 | 0.02% | $43.33K |
| MALAYSIA GOVERNMENT BONDS 07/32 3.582 | 530,000 | 530,000 | 0 | 0.02% | -$1.05K |
| IRS EUR 0.06350 11/17/22-30Y LCH | 1 | 1 | 0 | 0.02% | -$283.53K |
| RFR USD SOFR/4.12982 02/14/25-30Y* LCH | 7 | 7 | 0 | 0.02% | -$28.38K |
| CS AT1 CLAIMS US22546DAB29 CREDIT SUISSE GROUP AG | 300,000 | 300,000 | 0 | 0.02% | $16.50K |
| ROMANIA SR UNSECURED REGS 07/31 2.124 | 100,000 | 100,000 | 0 | 0.02% | -$3.85K |
| PACIFIC GAS&ELEC | 100,000 | 100,000 | 0 | 0.02% | -$52 |
| ROMANIA SR UNSECURED REGS 01/32 2 | 100,000 | 100,000 | 0 | 0.02% | -$4.52K |
| RFR USD SOFR/3.75000 09/17/25-10Y LCH | 2 | 2 | 0 | 0.02% | $45.44K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO3 A1 | 369,377 | 369,377 | 0 | 0.02% | -$1.57K |
| BANK OF AMER CRP | 100,000 | 100,000 | 0 | 0.02% | -$772 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2002 3 M2 | 87,666 | 87,666 | 0 | 0.01% | $106 |
| IRS EUR 3.00000 03/19/25-2Y LCH | 1 | 1 | 0 | 0.01% | -$552.78K |
| PACIFIC GAS&ELEC | 100,000 | 100,000 | 0 | 0.01% | -$2.00K |
| RFR USD SOFR/3.77259 03/04/25-30Y LCH | 1 | 1 | 0 | 0.01% | -$9.59K |
| RFR USD SOFR/3.25000 06/18/25-5Y LCH | 1 | 1 | 0 | 0.01% | $23.22K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO6 A1 | 230,739 | 230,739 | 0 | 0.01% | -$716 |
| RFR USD SOFR/3.64300 08/28/24-10Y LCH | 2 | 2 | 0 | 0.01% | $19.24K |
| RFR USD SOFR/3.96000 06/27/25-30Y LCH | 1 | 1 | 0 | 0.01% | -$5.41K |
| RFR USD SOFR/3.93000 06/25/25-30Y LCH | 1 | 1 | 0 | 0.01% | -$4.51K |
| RFR USD SOFR/3.52500 09/04/24-10Y LCH | 1 | 1 | 0 | 0.01% | $7.83K |
| OIS INR MIBOR/5.75000 03/18/26-5Y LCH | 1 | 1 | 0 | 0.01% | $25.39K |
| RFR USD SOFR/3.70000 02/20/24-25Y LCH | 1 | 1 | 0 | 0.00% | -$2.88K |
| REPUBLIC OF PERU SR UNSECURED REGS 08/34 5.4 | 100,000 | 100,000 | 0 | 0.00% | -$2.39K |
| RFR USD SOFR/3.59500 08/19/24-10Y LCH | 2 | 2 | 0 | 0.00% | $8.44K |
| IRS PLN 4.72250 12/01/30-5Y CME | 1 | 1 | 0 | 0.00% | $25.50K |
| RFR CHF SRFXON3/0.29400 02/10/22-5Y LCH | 1 | 1 | 0 | 0.00% | -$24.77K |
| RFR GBP SONIO/4.75000 03/18/26-30Y LCH | 1 | 1 | 0 | 0.00% | $29.98K |
| JAPAN (30 YEAR ISSUE) BONDS 03/55 2.4 | 4,000,000 | 4,000,000 | 0 | 0.00% | -$1.42K |
| AUSTRALIAN GOVERNMENT SR UNSECURED REGS 06/51 1.75 | 50,000 | 50,000 | 0 | 0.00% | $237 |
| RFR USD SOFR/3.75000 06/20/24-10Y LCH | 1 | 1 | 0 | 0.00% | $20.15K |
| CCS USD R USSOFR/JPYMUTKCALM-44.2 FAR | 1 | 1 | 0 | 0.00% | -$5.90K |
| RFR USD SOFR/4.16066 03/31/26-28Y* LCH | 1 | 1 | 0 | 0.00% | -$3.48K |
| BEAR STEARNS ALT A TRUST BALTA 2006 5 2A2 | 23,094 | 23,094 | 0 | 0.00% | $14 |
| RFR USD SOFR/4.00500 09/29/25-30Y LCH | 1 | 1 | 0 | 0.00% | -$2.19K |
| RFR USD SOFR/4.06500 06/26/25-30Y LCH | 1 | 1 | 0 | 0.00% | -$3.22K |
| RFR USD SOFR/3.53200 08/20/24-10Y LCH | 1 | 1 | 0 | 0.00% | $2.42K |
| OIS CAD CAONREPO/3.00000 06/18/25-5Y LCH | 1 | 1 | 0 | 0.00% | -$3.72K |
| RFR CHF SRFXON3/0.28250 02/14/22-5Y LCH | 1 | 1 | 0 | 0.00% | -$7.48K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QO2 A1 | 20,092 | 20,092 | 0 | 0.00% | -$199 |
| 31750RXQ5 PIMCO FXVAN CALL USD SGD 1.31500000 | 1,378,000 | 1,378,000 | 0 | 0.00% | $679 |
| TBW Mortgage-Backed Trust Series 2006-4 | 189,270 | 189,270 | 0 | 0.00% | -$143 |
| OIS CAD CAONREPO/2.8500 12/31/24-5Y* LCH | 1 | 1 | 0 | 0.00% | -$19.19K |
| 31750RI33 PIMCO FXVAN CALL USD HKD 7.85000000 | 0 | 0 | 0 | 0.00% | $2.43K |
| OIS CAD CAONREPO/2.8500 12/19/24-8Y* LCH | 1 | 1 | 0 | 0.00% | $477 |
| 31750RIW9 PIMCO FXVAN CALL USD HKD 7.85000000 | 0 | 0 | 0 | 0.00% | $2.08K |
| RFR USD SOFR/4.00000 06/20/24-2Y LCH | 1 | 1 | 0 | 0.00% | $9.36K |
| RFR USD SOFR/3.75000 09/17/25-2Y LCH | 1 | 1 | 0 | 0.00% | -$154.61K |
| RFR USD SOFR/4.00000 03/18/26-30Y LCH | 1 | 1 | 0 | 0.00% | $3.45K |
| OIS CAD CAONREPO/3.0000 01/13/25-8Y* LCH | 1 | 1 | 0 | 0.00% | $886 |
| 31750S451 PIMCO FXVAN PUT EUR CZK 23.90000000 | 940,000 | 940,000 | 0 | 0.00% | -$2.90K |
| NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 | 10 | 10 | 0 | 0.00% | -$0 |
| NYKREDIT REALKREDIT A/S COVERED REGS 10/50 1 | 3 | 3 | 0 | 0.00% | $0 |
| JYSKE REALKREDIT A/S COVERED 10/50 1 | 2 | 2 | 0 | 0.00% | -$0 |
| JYSKE REALKREDIT A/S COVERED 10/53 1.5 | 2 | 2 | 0 | 0.00% | $0 |
| REALKREDIT DANMARK COVERED REGS 10/53 1.5 | 1 | 1 | 0 | 0.00% | $0 |
| NORDEA KREDIT REALKREDIT COVERED 10/50 1.5 | 1 | 1 | 0 | 0.00% | -$0 |
| NYKREDIT REALKREDIT A/S COVERED REGS 10/52 1.5 | 1 | 1 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.90500 08/15/25-1Y LCH | 2 | 2 | 0 | 0.00% | $5.36K |
| RFR USD SOFR/3.75000 06/20/24-7Y LCH | 1 | 1 | 0 | 0.00% | $8.60K |
| RFR USD SOFR/3.94000 08/22/25-1Y LCH | 1 | 1 | 0 | 0.00% | $7.62K |
Top 300 of 362, by weight.
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