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 | 31,400,000 | 31,400,000 | 20.82% | $30.93M |
| Uniform Mortgage-Backed Security, TBA | 0 | 9,900,000 | 9,900,000 | 6.42% | $9.55M |
| Government National Mortgage Association, TBA | 0 | 5,500,000 | 5,500,000 | 3.84% | $5.70M |
| G2SF 3 4/26 | 0 | 3,800,000 | 3,800,000 | 2.28% | $3.39M |
| LETRA TESOURO NACIONAL BILLS 10/26 0.00000 | 0 | 12,300,000 | 12,300,000 | 1.50% | $2.22M |
| GNMA II, 30 Year | 0 | 2,000,000 | 2,000,000 | 1.24% | $1.84M |
| GNMA | 0 | 1,599,999 | 1,599,999 | 0.99% | $1.47M |
| TITULOS DE TESORERIA BONDS 01/35 11.75 | 0 | 5,307,100,000 | 5,307,100,000 | 0.89% | $1.32M |
| FRANCE (GOVT OF) BONDS 144A REGS 02/29 2.75 | 0 | 1,000,000 | 1,000,000 | 0.77% | $1.15M |
| TITULOS DE TESORERIA BONDS 02/33 13.25 | 0 | 3,730,000,000 | 3,730,000,000 | 0.67% | $1.00M |
| FNCL 3 6/24 | 0 | 1,100,000 | 1,100,000 | 0.65% | $964.71K |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 05/29 3.5 | 0 | 800,000 | 800,000 | 0.64% | $943.97K |
| G2 MB0420 | 0 | 966,208 | 966,208 | 0.60% | $887.12K |
| POLARIS PLRS 2026 1A A 144A | 0 | 499,991 | 499,991 | 0.44% | $660.23K |
| ELSTREE FUNDING ELSTR 252 1ST A REGS | 0 | 491,627 | 491,627 | 0.44% | $649.36K |
| Uniform Mortgage-Backed Security, TBA | 0 | 600,000 | 600,000 | 0.42% | $620.26K |
| Keurig Dr. Pepper, Inc. | 0 | 600,000 | 600,000 | 0.40% | $598.00K |
| ICG EURO CLO ICGE 2023 2A A1R 144A | 0 | 500,000 | 500,000 | 0.39% | $577.81K |
| FAIR OAKS LOAN FUNDING FOAKS 5A AR 144A | 0 | 500,000 | 500,000 | 0.39% | $577.60K |
| PROVIDUS CLO PRVD 7A ARR 144A | 0 | 500,000 | 500,000 | 0.39% | $576.19K |
| CAPITAL FOUR CLO CFOUR 4A ARR 144A | 0 | 500,000 | 500,000 | 0.39% | $576.17K |
| FNCL 4 6/24 | 0 | 600,000 | 600,000 | 0.38% | $565.01K |
| Government National Mortgage Association, TBA | 0 | 600,000 | 600,000 | 0.35% | $515.95K |
| Republic of Colombia | 0 | 500,000 | 500,000 | 0.33% | $492.50K |
| THAILAND GOVERNMENT BOND SR UNSECURED 06/40 2.7 | 0 | 15,500,000 | 15,500,000 | 0.31% | $462.81K |
| G2SF 3.5 4/24 | 0 | 500,000 | 500,000 | 0.31% | $458.68K |
| LETRA TESOURO NACIONAL BILLS 07/26 0.00000 | 0 | 2,300,000 | 2,300,000 | 0.29% | $430.01K |
| CDX IG46 5Y ICE | 0 | 1 | 1 | 0.29% | $427.54K |
| HCA Inc | 0 | 400,000 | 400,000 | 0.27% | $397.65K |
| CBRE SVCS INC DISC COML PAPER 06/26 ZCP | 0 | 400,000 | 400,000 | 0.27% | $396.68K |
| EURO-OAT FUTURE JUN26 | 0 | -85 | -85 | 0.25% | $370.20K |
| GNMA II, Single Family, 30 Year | 0 | 400,000 | 400,000 | 0.25% | $367.17K |
| ALIMENTATION COUCHE TARD INC | 0 | 350,000 | 350,000 | 0.24% | $349.96K |
| COSTA RICA GOVERNMENT BONDS 144A 01/36 6.001 | 0 | 250,000 | 250,000 | 0.20% | $297.79K |
| NEW S WALES TREASURY CRP LOCAL GOVT G REGS 11/37 3.5 | 0 | 500,000 | 500,000 | 0.19% | $278.95K |
| CROWN CASTLE | 0 | 250,000 | 250,000 | 0.17% | $249.39K |
| EGYPT GOVERNMENT BOND BONDS 10/30 19.698 | 0 | 13,200,000 | 13,200,000 | 0.16% | $237.78K |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 04/29 1 | 0 | 179,000 | 179,000 | 0.13% | $198.93K |
| US TREASURY N/B | 0 | 200,000 | 200,000 | 0.13% | $196.89K |
| OIS SGD SIBSORA/1.75000 09/16/26-5Y LCH | 0 | 2 | 2 | 0.13% | $195.27K |
| TREASURY CORP VICTORIA LOCAL GOVT G 09/36 4.75 | 0 | 300,000 | 300,000 | 0.13% | $191.67K |
| IRS EUR 2.50000 09/16/26-5Y LCH | 0 | 1 | 1 | 0.12% | $183.36K |
| EURO-BUND FUTURE JUN26 | 0 | -53 | -53 | 0.11% | $162.33K |
| TREASURY CORP VICTORIA LOCAL GOVT G 11/37 2 | 0 | 300,000 | 300,000 | 0.09% | $139.95K |
| THAILAND GOVERNMENT BOND SR UNSECURED 06/45 2.98 | 0 | 4,595,000 | 4,595,000 | 0.09% | $134.29K |
| IRS EUR 2.35000 12/15/27-1Y (GRN) LCH | 0 | 1 | 1 | 0.09% | $134.15K |
| EURO-BOBL FUTURE JUN26 | 0 | -50 | -50 | 0.08% | $125.55K |
| SOUTHERN CO JR SUBORDINA 09/81 VAR | 0 | 100,000 | 100,000 | 0.08% | $112.14K |
| TITULOS DE TESORERIA BONDS 11/40 12.75 | 0 | 386,300,000 | 386,300,000 | 0.07% | $102.39K |
| HARLEY DAVIDSON FND CP | 0 | 100,000 | 100,000 | 0.07% | $99.91K |
| RFR USD SOFR/3.40694 07/06/26-4Y* LCH | 0 | 4 | 4 | 0.06% | $94.01K |
| EURO-SCHATZ FUT JUN26 DUM6 | 0 | -80 | -80 | 0.06% | $86.99K |
| IRS EUR 3.00000 09/16/26-30Y LCH | 0 | 1 | 1 | 0.06% | $84.91K |
| RFR JPY MUTK/1.75000 09/16/26-5Y LCH | 0 | 1 | 1 | 0.04% | $56.27K |
| TITULOS DE TESORERIA BONDS 03/58 12 | 0 | 213,600,000 | 213,600,000 | 0.04% | $52.49K |
| RFR JPY MUTK/1.50000 09/16/26-2Y LCH | 0 | 1 | 1 | 0.03% | $47.55K |
| RFR GBP SONIO/4.50000 09/16/26-30Y LCH | 0 | 1 | 1 | 0.03% | $42.02K |
| THAILAND GOVERNMENT BOND SR UNSECURED 05/36 1.84 | 0 | 1,375,000 | 1,375,000 | 0.03% | $40.31K |
| RFR USD SOFR/3.75000 06/17/26-10Y LCH | 0 | 1 | 1 | 0.01% | $18.38K |
| RFR USD SOFR/4.00000 03/18/26-30Y LCH | 0 | 1 | 1 | 0.01% | $14.09K |
| OIS THB THORON/1.25000 09/16/26-5Y LCH | 0 | 1 | 1 | 0.01% | $12.82K |
| RFR USD SOFR/3.71199 06/30/26-9Y* LCH | 0 | 3 | 3 | 0.01% | $9.90K |
| FWD0M1442 COLOMBIA GOVT | 0 | 34,700,000 | 34,700,000 | 0.00% | $7.27K |
| RFR USD SOFR/4.08316 06/30/26-27Y* LCH | 0 | 1 | 1 | 0.00% | $5.61K |
| FWD0Z3AA3 COLOMBIA GOVT NDF | 0 | 17,300,000 | 17,300,000 | 0.00% | $4.59K |
| RFR GBP SONIO/3.50000 03/18/26-2Y LCH | 0 | 1 | 1 | 0.00% | $3.86K |
| EGYPT TREASURY BILL BILLS 10/26 0.00000 | 0 | 200,000 | 200,000 | 0.00% | $3.22K |
| EURO-BUXL 30Y BND JUN26 | 0 | -2 | -2 | 0.00% | $3.03K |
| 31750SBB0 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $2.63K |
| 31750SC03 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $1.76K |
| RFR USD SOFR/3.7547* 03/13/26-10Y* LCH | 0 | 1 | 1 | 0.00% | $1.73K |
| TITULOS DE TESORERIA BONDS 07/46 11.5 | 0 | 4,700,000 | 4,700,000 | 0.00% | $1.13K |
| 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% | $211 |
| SINGAPORE REPUBLIC OF 3.375% 05/01/2034 | 0 | 1 | 1 | 0.00% | $193 |
| 31750SHO6 PIMCO FXVAN PUT EUR CZK 24.04000000 | 0 | 198,000 | 198,000 | 0.00% | $115 |
| CCS USD R USSOFR/JPYMUTKCALM -45 FAR | 0 | 2 | 2 | 0.00% | $36 |
| IRS NOK 4.50000 09/16/26-5Y LCH | 0 | 1 | 1 | 0.00% | -$221 |
| 317UC8QA2 PIMCO SWAPTION 4.055 PUT USD 2026042 | 0 | -100,000 | -100,000 | 0.00% | -$278 |
| 317UC8RA1 PIMCO SWAPTION 3.695 CALL USD 202604 | 0 | -100,000 | -100,000 | 0.00% | -$288 |
| RFR CHF SRFXON3/0.25000 09/16/26-5Y LCH | 0 | 1 | 1 | 0.00% | -$2.31K |
| IRS SEK 2.75000 09/16/26-5Y LCH | 0 | 1 | 1 | 0.00% | -$5.34K |
| RFR CHF SRFXON3/0.25000 03/18/26-5Y LCH | 0 | 1 | 1 | -0.01% | -$12.58K |
| RFR USD SOFR/3.25000 06/17/26-5Y LCH | 0 | 1 | 1 | -0.01% | -$18.70K |
| IRS EUR 2.82500 09/19/45-10Y LCH | 0 | 1 | 1 | -0.02% | -$27.76K |
| RFR USD SOFR/3.00000 06/17/26-2Y LCH | 0 | 1 | 1 | -0.02% | -$36.20K |
| RFR GBP SONIO/4.00000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.03% | -$47.10K |
| IRS SEK 2.50000 03/18/26-5Y LCH | 0 | 1 | 1 | -0.05% | -$73.99K |
| CDX ITRAXX MAIN45 5Y ICE | 0 | 1 | 1 | -0.06% | -$89.34K |
| Long Gilt | 0 | 24 | 24 | -0.08% | -$117.86K |
| RFR EUR ESTRON/2.17000 12/15/27-1Y LCH | 0 | 1 | 1 | -0.09% | -$130.16K |
| RFR GBP SONIO/3.50000 09/16/26-5Y LCH | 0 | 1 | 1 | -0.12% | -$179.68K |
| IRS NOK 3.75000 03/18/26-5Y LCH | 0 | 1 | 1 | -0.13% | -$195.29K |
| RFR GBP SONIO/3.50000 09/16/26-2Y LCH | 0 | 1 | 1 | -0.14% | -$201.31K |
| Uniform Mortgage-Backed Security, TBA | 0 | -260,000 | -260,000 | -0.18% | -$260.86K |
| EURO-BTP (ITALY GOVT) JUN 26 | 0 | 56 | 56 | -0.18% | -$264.89K |
| EURIBOR 90DAY FUT ERZ6 12-14-26 | 0 | 295 | 295 | -0.20% | -$293.09K |
| IRS EUR 2.25000 09/16/26-2Y LCH | 0 | 1 | 1 | -0.22% | -$328.95K |
| IRS EUR 2.75000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.26% | -$379.45K |
| Uniform Mortgage-Backed Security, TBA | 0 | -800,000 | -800,000 | -0.45% | -$672.41K |
| Uniform Mortgage-Backed Security, TBA | 0 | -800,000 | -800,000 | -0.49% | -$731.82K |
| FNMA-15YR | 0 | -2,300,000 | -2,300,000 | -1.42% | -$2.12M |
| FNCL 2 5/26 | 0 | -12,200,000 | -12,200,000 | -6.61% | -$9.82M |
| FNCL 6 6/24 | 0 | -16,300,000 | -16,300,000 | -11.17% | -$16.59M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Uniform Mortgage-Backed Security, TBA | 24,900,000 | 0 | -24,900,000 | 0.00% | -$24.81M |
| Uniform Mortgage-Backed Security, TBA | 20,600,000 | 0 | -20,600,000 | 0.00% | -$21.41M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 4,500,000 | 0 | -4,500,000 | 0.00% | -$4.65M |
| G2SF 3 1/26 | 3,800,000 | 0 | -3,800,000 | 0.00% | -$3.42M |
| BUONI POLIENNALI DEL TES SR UNSECURED REGS 08/27 2.1 | 2,300,000 | 0 | -2,300,000 | 0.00% | -$2.70M |
| LETRA TESOURO NACIONAL BILLS 04/26 0.00000 | 13,900,000 | 0 | -13,900,000 | 0.00% | -$2.45M |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 01/28 0.00000 | 1,650,000 | 0 | -1,650,000 | 0.00% | -$1.85M |
| Government National Mortgage Association | 1,574,099 | 0 | -1,574,099 | 0.00% | -$1.43M |
| FED HM LN PC POOL QZ5749 FR 10/55 FIXED 6.5 | 981,429 | 0 | -981,429 | 0.00% | -$1.02M |
| FNCL 3 2/26 | 1,100,000 | 0 | -1,100,000 | 0.00% | -$972.34K |
| FRANCE (GOVT OF) BONDS 144A REGS 10/27 2.75 | 800,000 | 0 | -800,000 | 0.00% | -$948.48K |
| FRANCE (GOVT OF) BONDS 144A REGS 02/28 0.75 | 800,000 | 0 | -800,000 | 0.00% | -$909.76K |
| BBAM EUROPEAN CLO BBAME 1A AR 144A | 500,000 | 0 | -500,000 | 0.00% | -$587.69K |
| DEVELOPMENT BK OF JAPAN SR UNSECURED REGS 09/26 2.125 | 500,000 | 0 | -500,000 | 0.00% | -$587.54K |
| Uniform Mortgage-Backed Security, TBA | 600,000 | 0 | -600,000 | 0.00% | -$568.82K |
| Government National Mortgage Association | 600,000 | 0 | -600,000 | 0.00% | -$517.52K |
| MORGAN STANLEY SR UNSECURED 03/27 VAR | 400,000 | 0 | -400,000 | 0.00% | -$470.89K |
| Government National Mortgage Association, TBA | 500,000 | 0 | -500,000 | 0.00% | -$455.04K |
| IRS EUR 2.21300 03/12/40-15Y LCH | 1 | 0 | -1 | 0.00% | -$454.29K |
| HA SUSTAINABLE INFRASTRUCTURE 01/26 ZCP | 400,000 | 0 | -400,000 | 0.00% | -$399.71K |
| CONAGRA FOODS IN DISC 01/07/26 0.00000000 | 400,000 | 0 | -400,000 | 0.00% | -$399.69K |
| HCA INC DISC COML PAPER 01/26 ZCP | 400,000 | 0 | -400,000 | 0.00% | -$399.69K |
| AIR LEASE CORP DISC COML 01/26 ZCP | 400,000 | 0 | -400,000 | 0.00% | -$399.69K |
| JABIL INC DISC 01/12/2026 0.00000000 | 400,000 | 0 | -400,000 | 0.00% | -$399.42K |
| BANCA MONTE DEI PASCHI S COVERED REGS 10/27 0.875 | 300,000 | 0 | -300,000 | 0.00% | -$349.23K |
| BULGARIA SR UNSECURED REGS 07/35 3.375 | 200,000 | 0 | -200,000 | 0.00% | -$231.09K |
| IRS EUR 3.00000 03/18/26-30Y LCH | 1 | 0 | -1 | 0.00% | -$204.53K |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 03/37 3.75 | 100,000 | 0 | -100,000 | 0.00% | -$115.64K |
| ROMANIA SR UNSECURED 144A 05/37 5.625 | 100,000 | 0 | -100,000 | 0.00% | -$114.52K |
| FUT. EURO-BUND EUX MAR26 | -54 | 0 | 54 | 0.00% | -$111.45K |
| ROMANIA SR UNSECURED REGS 01/32 2 | 100,000 | 0 | -100,000 | 0.00% | -$100.55K |
| OIS SGD SIBSORA/2.00000 03/18/26-5Y LCH | 1 | 0 | -1 | 0.00% | -$98.46K |
| ROMANIA UNSECURED 144A 04/33 2 | 100,000 | 0 | -100,000 | 0.00% | -$95.64K |
| FNMA POOL MA5546 FN 11/54 FIXED 6.5 | 90,930 | 0 | -90,930 | 0.00% | -$94.52K |
| ROMANIA SR UNSECURED 144A 04/42 2.875 | 100,000 | 0 | -100,000 | 0.00% | -$77.65K |
| FUT. EUR FOAT MAR26 | -85 | 0 | 85 | 0.00% | -$72.11K |
| UKG 10YR FUT G H6 03-27-26 | 77 | 0 | -77 | 0.00% | -$63.90K |
| ROMANIA SR UNSECURED REGS 10/45 6.5 | 50,000 | 0 | -50,000 | 0.00% | -$58.51K |
| FGBM Mar 2026 | -52 | 0 | 52 | 0.00% | -$54.95K |
| IRS NZD 3.50000 03/18/26-5Y LCH | 1 | 0 | -1 | 0.00% | -$34.60K |
| IRS NZD 2.50000 03/12/26-2Y LCH | 1 | 0 | -1 | 0.00% | -$25.15K |
| FUT. EURX E-SCHATZ MAR26 | -98 | 0 | 98 | 0.00% | -$16.89K |
| OIS SGD SIBSORA/1.25000 03/18/26-1Y LCH | 1 | 0 | -1 | 0.00% | -$9.76K |
| RFR GBP SONIO/4.25000 03/18/26-10Y LCH | 1 | 0 | -1 | 0.00% | -$6.82K |
| 31750RZO8 PIMCO FXVAN PUT USD KRW 1380.0000000 | 0 | 0 | 0 | 0.00% | -$6.36K |
| RFR USD SOFR/3.37500 03/31/26-4Y* LCH | 1 | 0 | -1 | 0.00% | -$5.10K |
| 31750RZZ3 PIMCO FXVAN PUT USD BRL 5.12000000 | 0 | 0 | 0 | 0.00% | -$4.35K |
| FUT. EURO BUXL BND MAR26 | -2 | 0 | 2 | 0.00% | -$4.11K |
| RFR GBP SONIO/3.75000 09/17/25-5Y LCH | 1 | 0 | -1 | 0.00% | -$3.33K |
| 31750RLA3 PIMCO FXVAN PUT EUR CZK 24.20000000 | 560,740 | 0 | -560,740 | 0.00% | -$3.26K |
| 31750RZW0 PIMCO FXVAN PUT USD KRW 1385.0000000 | 0 | 0 | 0 | 0.00% | -$2.09K |
| 31750RNL7 PIMCO FXVAN PUT EUR CZK 24.10000000 | 508,000 | 0 | -508,000 | 0.00% | -$2.01K |
| 31750RXM4 PIMCO FXVAN PUT USD BRL 5.40000000 | 0 | 0 | 0 | 0.00% | -$1.68K |
| 31750RMC8 PIMCO FXVAN PUT EUR CZK 24.20000000 | 198,000 | 0 | -198,000 | 0.00% | -$1.19K |
| 31750RFD4 PIMCO FXVAN PUT EUR CZK 24.20000000 | 210,000 | 0 | -210,000 | 0.00% | -$1.05K |
| 31750S493 PIMCO FXVAN PUT EUR HUF 378.00000000 | 250,000 | 0 | -250,000 | 0.00% | -$746 |
| 31750S584 PIMCO FXVAN PUT EUR HUF 376.00000000 | 318,000 | 0 | -318,000 | 0.00% | -$673 |
| 31750S543 PIMCO FXVAN PUT EUR HUF 375.00000000 | 327,000 | 0 | -327,000 | 0.00% | -$565 |
| RFR GBP SONIO/3.50000 09/17/25-2Y LCH | 1 | 0 | -1 | 0.00% | -$529 |
| 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 | -500,000 | 0 | 500,000 | 0.00% | $0 |
| 317UBA6A0 PIMCO SWAPTION 3.625 CALL USD 202601 | -500,000 | 0 | 500,000 | 0.00% | $45 |
| 317UBA5A1 PIMCO SWAPTION 3.925 PUT USD 2026010 | -500,000 | 0 | 500,000 | 0.00% | $99 |
| 317UBC4A8 PIMCO SWAPTION 3.639 CALL USD 202601 | -500,000 | 0 | 500,000 | 0.00% | $157 |
| 317UBC3A9 PIMCO SWAPTION 3.919 PUT USD 2026011 | -500,000 | 0 | 500,000 | 0.00% | $245 |
| 317UB9UA6 PIMCO SWAPTION 3.86 PUT USD 20260105 | -500,000 | 0 | 500,000 | 0.00% | $746 |
| 317UBEXA2 PIMCO SWAPTION 3.622 CALL USD 202601 | -700,000 | 0 | 700,000 | 0.00% | $956 |
| RFR GBP SONIO/4.50000 09/17/25-30Y LCH | 1 | 0 | -1 | 0.00% | $1.14K |
| 317UBEWA3 PIMCO SWAPTION 3.882 PUT USD 2026012 | -700,000 | 0 | 700,000 | 0.00% | $2.07K |
| 31750RXK8 PIMCO FXVAN CALL USD BRL 5.69000000 | -300,000 | 0 | 300,000 | 0.00% | $2.33K |
| 31750RZX8 PIMCO FXVAN CALL USD BRL 5.64000000 | -700,000 | 0 | 700,000 | 0.00% | $4.97K |
| ITA GB 10YR FUT IKH6 03-06-26 | 52 | 0 | -52 | 0.00% | $18.57K |
| IRS EUR 2.50000 03/18/26-5Y LCH | 1 | 0 | -1 | 0.00% | $25.44K |
| IRS EUR 2.00000 03/18/26-2Y LCH | 1 | 0 | -1 | 0.00% | $42.18K |
| IRS AUD 4.25000 03/18/26-10Y LCH | 1 | 0 | -1 | 0.00% | $48.24K |
| RFR USD SOFR/1.69500 06/30/22-9Y* LCH | 1 | 0 | -1 | 0.00% | $129.59K |
| IRS EUR 2.75000 03/18/26-10Y LCH | 1 | 0 | -1 | 0.00% | $188.34K |
| FNCL 4.5 1/26 | -200,000 | 0 | 200,000 | 0.00% | $195.28K |
| Uniform Mortgage-Backed Security, TBA | -260,000 | 0 | 260,000 | 0.00% | $263.41K |
| FNCL 2.5 1/26 | -800,000 | 0 | 800,000 | 0.00% | $676.44K |
| FNCL 3.5 2/26 | -800,000 | 0 | 800,000 | 0.00% | $737.16K |
| FNCI 2 1/26 | -2,300,000 | 0 | 2,300,000 | 0.00% | $2.13M |
| Uniform Mortgage-Backed Security, TBA | -4,500,000 | 0 | 4,500,000 | 0.00% | $4.62M |
| FNCL 2 1/26 | -12,200,000 | 0 | 12,200,000 | 0.00% | $9.86M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 149,289 | 448,014 | 298,725 | 2.94% | $2.91M |
| JAPAN GOVT CPI LINKED BONDS 03/28 0.1 | 196,486,480 | 196,782,310 | 295,830 | 0.84% | -$32.07K |
| American Home Mortgage Assets Trust, Series 2006-1, Class 2A1 | 80,919 | 80,958 | 39 | 0.05% | -$283 |
| IRS AUD 3.75000 03/18/26-5Y LCH | 1 | 2 | 1 | -0.73% | -$104.66K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-3/4% 01/15/28 | 2,175,908 | 2,173,304 | -2,604 | 1.48% | $12.54K |
| UMBS | 1,617,922 | 1,421,571 | -196,351 | 0.98% | -$209.14K |
| FED HM LN PC POOL QI5489 FR 05/54 FIXED 6 | 1,364,906 | 1,270,064 | -94,842 | 0.87% | -$106.50K |
| FNMA POOL DB0827 FN 04/54 FIXED 6 | 1,292,585 | 1,170,551 | -122,035 | 0.81% | -$131.68K |
| FNMA POOL DB0770 FN 03/54 FIXED 6 | 1,170,490 | 1,133,886 | -36,604 | 0.78% | -$45.11K |
| FHLG 30YR 6% 05/01/2054#QI6798 | 1,154,792 | 1,105,723 | -49,069 | 0.76% | -$54.79K |
| FED HM LN PC POOL QI6291 FR 05/54 FIXED 6 | 1,242,823 | 1,099,806 | -143,017 | 0.76% | -$155.02K |
| FED HM LN PC POOL QI8171 FR 06/54 FIXED 6 | 1,135,754 | 1,084,775 | -50,979 | 0.75% | -$65.12K |
| FNMA POOL DA7802 FN 01/54 FIXED 6 | 992,657 | 969,961 | -22,696 | 0.67% | -$28.89K |
| FED HM LN PC POOL QJ1916 FR 08/54 FIXED 6 | 1,049,901 | 955,868 | -94,033 | 0.67% | -$102.74K |
| GNMA II POOL MB0481 G2 07/55 FIXED 3.5 | 4,448,865 | 1,033,792 | -3,415,074 | 0.64% | -$3.10M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033 | 874,472 | 873,416 | -1,056 | 0.57% | $2.15K |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE5 A2D | 1,638,839 | 1,622,790 | -16,049 | 0.54% | -$19.70K |
| FED HM LN PC POOL QI4035 FR 04/54 FIXED 6 | 823,628 | 772,955 | -50,673 | 0.53% | -$57.40K |
| FED HM LN PC POOL SI2117 FR 01/54 FIXED 6.5 | 774,996 | 644,535 | -130,461 | 0.45% | -$138.78K |
| TOWER BRIDGE FUNDING TWRBG 2024 3A A 144A | 481,250 | 469,252 | -11,998 | 0.42% | -$28.17K |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 INV8 A2 144A | 708,320 | 696,247 | -12,073 | 0.41% | -$16.07K |
| G2 MA8345 | 645,853 | 633,920 | -11,933 | 0.39% | -$7.62K |
| FED HM LN PC POOL QI8811 FR 06/54 FIXED 6 | 606,346 | 549,840 | -56,507 | 0.38% | -$61.50K |
| TPMT 2024-4 A1A | 559,215 | 523,974 | -35,240 | 0.35% | -$36.56K |
| NOVASTAR MORTGAGE FUNDING TRUST SERIES 2006-1 SER 2006-1 CL A2D V/R REGD 4.60876000 | 499,318 | 497,134 | -2,184 | 0.33% | -$2.69K |
| FREDDIE MAC FHR 5511 FB | 571,228 | 482,155 | -89,073 | 0.33% | -$90.32K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H07 CL JF V/R 4.88888000 | 471,423 | 464,991 | -6,432 | 0.32% | -$4.32K |
| TPMT 2019-4 A1 | 502,044 | 475,259 | -26,785 | 0.31% | -$27.55K |
| CVC CORDATUS OPPORTUNITY LOAN COLFR 1A AR 144A | 417,172 | 395,844 | -21,328 | 0.31% | -$32.75K |
| ONYP 2020-1NYP A | 500,000 | 471,954 | -28,046 | 0.31% | -$34.64K |
| GCAT Trust, Series 2023-NQM4, Class A1 | 497,326 | 482,260 | -15,066 | 0.31% | -$20.13K |
| FREDDIE MAC REMICS SER 5513 CL MF V/R 5.01180000 | 486,641 | 433,268 | -53,373 | 0.29% | -$52.61K |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 INV4 A2 144A | 499,800 | 490,582 | -9,217 | 0.29% | -$10.73K |
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A | 336,062 | 312,176 | -23,886 | 0.28% | -$39.97K |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 INV6 A2 144A | 473,861 | 465,905 | -7,956 | 0.27% | -$11.25K |
| JP MORGAN MORTGAGE TRUST JPMMT 2022 INV1 A3 144A | 468,012 | 459,188 | -8,824 | 0.27% | -$9.86K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 25 2A4 | 405,177 | 394,304 | -10,873 | 0.26% | -$10.44K |
| FREDDIE MAC REMICS SER 5517 CL FE V/R 4.82419000 | 397,145 | 372,618 | -24,526 | 0.25% | -$23.54K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 INV1 A3A 144A | 444,367 | 438,151 | -6,217 | 0.25% | -$7.42K |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION | 416,272 | 404,474 | -11,798 | 0.24% | -$12.91K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 OPT4 M6 | 388,862 | 360,983 | -27,879 | 0.24% | -$26.34K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-7/8% 04/15/29 | 316,902 | 316,522 | -381 | 0.23% | $89 |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2031 | 364,455 | 364,017 | -438 | 0.23% | $2.43K |
| AOMT 2024-2 A1 144A 5.985% 01-25-69 | 353,563 | 335,713 | -17,850 | 0.23% | -$19.53K |
| SOUNDVIEW HOME LOAN TRUST 2006-3 SER 2006-3 CL A4 V/R REGD 4.56876000 | 363,786 | 349,478 | -14,308 | 0.23% | -$13.47K |
| FNMA POOL DC3060 FN 09/54 FIXED 6 | 329,850 | 322,124 | -7,726 | 0.22% | -$10.15K |
| FNMA POOL DB0829 FN 04/54 FIXED 6 | 329,148 | 309,104 | -20,043 | 0.22% | -$22.36K |
| Verdelite Static CLO Ltd., Series 2024-1A, Class A | 347,601 | 300,637 | -46,964 | 0.20% | -$46.75K |
| PRPM Trust, Series 2023-NQM3, Class A1 | 322,310 | 291,752 | -30,559 | 0.20% | -$31.85K |
| ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIE SER 2005-HE5 CL M4 V/R REGD 4.96876000 | 302,553 | 291,346 | -11,207 | 0.20% | -$11.27K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A2A | 722,239 | 715,516 | -6,722 | 0.19% | -$19.62K |
| FED HM LN PC POOL QI3936 FR 04/54 FIXED 6 | 296,679 | 269,391 | -27,288 | 0.19% | -$29.98K |
| GCAT Trust, Series 2022-INV2, Class A5 | 315,032 | 310,147 | -4,884 | 0.18% | -$6.75K |
| MFRA TRUST MFRA 2023 NQM4 A1 144A | 301,210 | 267,798 | -33,412 | 0.18% | -$34.53K |
| GSAMP TRUST GSAMP 2006 HE3 A2D | 282,408 | 269,837 | -12,571 | 0.18% | -$11.88K |
| FREDDIE MAC FHR 5563 FV | 278,898 | 246,546 | -32,352 | 0.17% | -$31.96K |
| PMT LOAN TRUST 2021-INV2 SER 2021-INV1 CL A3 V/R REGD 144A P/P 2.50000000 | 295,936 | 290,731 | -5,205 | 0.16% | -$5.64K |
| FNMA POOL BF0334 FN 01/59 FIXED 3.5 | 248,870 | 244,584 | -4,286 | 0.15% | -$5.22K |
| FNMA POOL CA4346 FN 10/49 FIXED 3 | 244,890 | 240,709 | -4,180 | 0.14% | -$5.15K |
| OCEANVIEW MORTGAGE TRUST BVINV 2021 5 A1 144A | 213,109 | 210,049 | -3,060 | 0.12% | -$3.81K |
| Citigroup Mortgage Loan Trust, Series 2021-INV3, Class A3 | 208,500 | 205,008 | -3,492 | 0.11% | -$3.95K |
| FR SD8385 | 187,536 | 160,353 | -27,183 | 0.11% | -$29.08K |
| FNCL UMBS 2.5 RA4542 02-01-51 | 193,048 | 190,227 | -2,821 | 0.11% | -$3.20K |
| FN MA5295 | 177,710 | 157,409 | -20,301 | 0.11% | -$22.08K |
| HARVEST CLO HARVT 21A A2R 144A | 201,372 | 135,082 | -66,290 | 0.10% | -$79.65K |
| TRTX Issuer Ltd., Series 2022-FL5, Class A | 177,677 | 152,878 | -24,799 | 0.10% | -$24.10K |
| CONSECO FINANCE SECURITIZATION CNF 2001 1 A5 | 169,537 | 146,948 | -22,590 | 0.10% | -$23.51K |
| BCAP LLC TRUST BCAP 2011 RR4 7A1 144A | 280,313 | 277,346 | -2,967 | 0.10% | -$5.84K |
| NRZT 2019-RPL3 A1 144A FRN 07-25-59 | 162,653 | 151,953 | -10,701 | 0.10% | -$10.46K |
| TPMT 2020-2 A1A | 168,071 | 160,534 | -7,536 | 0.10% | -$7.68K |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1B V/R REGD 144A P/P 5.59202000 | 145,142 | 137,479 | -7,663 | 0.09% | -$7.76K |
| COUNTRYWIDE HOME LOANS CWHL 2005 4 1A1 | 160,083 | 145,383 | -14,700 | 0.09% | -$15.16K |
| Northwoods Capital XII-B Ltd., Series 2018-12BA, Class AR | 226,119 | 133,323 | -92,796 | 0.09% | -$92.94K |
| NRZT 2020-RPL1 A1 144A FRN 11-25-59 | 146,467 | 138,466 | -8,001 | 0.09% | -$8.53K |
| Luminent Mortgage Trust, Series 2006-1, Class A1 | 141,033 | 139,267 | -1,766 | 0.08% | -$1.30K |
| CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 3A A1 144A | 137,385 | 132,356 | -5,030 | 0.08% | -$4.42K |
| KREF Ltd., Series 2022-FL3, Class A | 144,035 | 121,565 | -22,470 | 0.08% | -$22.62K |
| JUBILEE CDO BV JUBIL 2016 17A A2RR 144A | 171,658 | 104,996 | -66,663 | 0.08% | -$80.33K |
| COUNTRYWIDE HOME LOANS CWHL 2005 11 6A1 | 278,019 | 254,497 | -23,522 | 0.08% | -$26.39K |
| FNMA POOL BF0463 FN 03/60 FIXED 3 | 137,605 | 136,484 | -1,122 | 0.08% | -$1.80K |
| FREDDIE MAC GOLD POOL FG G08631 | 132,483 | 129,815 | -2,667 | 0.08% | -$3.28K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA17 1A1A | 132,220 | 127,444 | -4,776 | 0.08% | -$3.84K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 A 144A | 194,794 | 112,468 | -82,326 | 0.08% | -$82.25K |
| Structured Asset Mortgage Investments II Trust 2006-AR3 | 137,212 | 131,849 | -5,363 | 0.07% | -$4.57K |
| LCM LTD PARTNERSHIP LCM 30A AR 144A | 160,744 | 108,633 | -52,111 | 0.07% | -$52.10K |
| STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2007-AR4 SER 2007-AR4 CL A3 V/R REGD 4.50876000 | 122,934 | 119,714 | -3,219 | 0.07% | -$2.54K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/32 | 117,461 | 117,320 | -141 | 0.07% | $637 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 5A1 | 114,276 | 112,960 | -1,316 | 0.07% | -$912 |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 07/15/2032 | 112,065 | 111,931 | -134 | 0.07% | $472 |
| Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2007-OA1, Class A1A | 113,204 | 110,295 | -2,909 | 0.07% | -$2.51K |
| FNMA POOL FM3972 FN 07/50 FIXED VAR | 113,132 | 110,832 | -2,299 | 0.07% | -$3.00K |
| Structured Asset Mortgage Investments II Trust, Series 2006-AR6, Class 2A1 | 148,058 | 143,812 | -4,246 | 0.07% | -$3.01K |
| MASTR Adjustable Rate Mortgages Trust 2004-4 | 105,958 | 103,830 | -2,128 | 0.07% | -$1.60K |
| CANADIAN GOVERNMENT RRB BONDS 12/44 1.5 | 142,993 | 142,734 | -259 | 0.07% | -$787 |
| ARCLO 2022-FL1 A SOFR30A+145 01/15/2037 144A | 121,183 | 96,685 | -24,498 | 0.07% | -$25.04K |
| TPMT 2020-1 A1 | 107,288 | 100,115 | -7,174 | 0.07% | -$7.08K |
| STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2005-AR8 SER 2005-AR8 CL A1A V/R REGD 4.62876000 | 108,909 | 105,754 | -3,155 | 0.06% | -$2.73K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS17 A4 | 107,928 | 106,412 | -1,517 | 0.06% | -$1.79K |
| Suntrust Alternative Loan Trust Series 2005-1F | 103,650 | 101,539 | -2,111 | 0.06% | -$2.04K |
| Uniform Mortgage-Backed Securities | 95,319 | 91,513 | -3,806 | 0.06% | -$4.09K |
| BDS Ltd., Series 2021-FL10, Class A | 113,230 | 83,447 | -29,784 | 0.06% | -$29.78K |
| BCAP LLC Trust, Series 2006-AA2, Class A1 | 81,156 | 77,634 | -3,522 | 0.05% | -$3.36K |
| FNMA POOL DA6046 FN 05/54 FIXED 6 | 70,932 | 70,595 | -337 | 0.05% | -$686 |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-B 1.29% 07/15/2053 144A | 84,473 | 75,020 | -9,453 | 0.05% | -$9.07K |
| EUROSAIL PLC ESAIL 2007 3X A3A REGS | 61,464 | 53,748 | -7,716 | 0.05% | -$11.72K |
| Citigroup Mortgage Loan Trust, Series 2006-AR1, Class 1A1 | 70,799 | 69,524 | -1,275 | 0.05% | -$1.11K |
| NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 | 534,680 | 530,397 | -4,283 | 0.04% | -$2.30K |
| FN FM3243 | 70,661 | 69,097 | -1,565 | 0.04% | -$2.01K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR7 3A | 66,691 | 66,196 | -495 | 0.04% | -$441 |
| FREDDIE MAC REFERENCE REMIC SER R006 CL ZA 6.00000000 | 61,377 | 58,408 | -2,970 | 0.04% | -$3.80K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA9 2A1A | 71,862 | 69,381 | -2,481 | 0.04% | -$1.89K |
| Deutsche Alt-B Securities Mortgage Loan Trust Series 2006-AB4 | 70,730 | 69,270 | -1,460 | 0.04% | -$1.60K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 63 3A1 | 64,560 | 63,598 | -962 | 0.04% | -$401 |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV1 SER 2021-INV1 CL A2 V/R REGD 144A P/P 2.50000000 | 73,005 | 71,979 | -1,026 | 0.04% | -$1.13K |
| AIR CDA PASS THRU TR 2017-1 3.3% 07/15/2031 144A | 64,160 | 61,600 | -2,560 | 0.04% | -$2.42K |
| CSMC 2021-INV1TRUST SER 2021-INV1 CL A3 V/R REGD 144A P/P 2.50000000 | 67,624 | 65,840 | -1,784 | 0.04% | -$1.83K |
| IndyMac INDX Mortgage Loan Trust 2005-AR15 | 64,813 | 64,159 | -654 | 0.04% | -$478 |
| STWD Ltd., Series 2021-FL2, Class A | 209,489 | 51,834 | -157,656 | 0.03% | -$157.83K |
| FNMA POOL BJ8703 FN 05/49 FIXED 3.5 | 53,843 | 53,239 | -605 | 0.03% | -$1.07K |
| FREDDIE MAC REMICS SER 4579 CL FD V/R 4.77904000 | 53,435 | 49,655 | -3,781 | 0.03% | -$3.71K |
| STRUCTURED ASSET SECURITIES CO SASC 2006 RF1 1A 144A | 59,409 | 58,055 | -1,354 | 0.03% | -$1.38K |
| BSARM 2007-3 1A1 | 53,747 | 52,120 | -1,626 | 0.03% | -$1.08K |
| ONSLOW BAY FINANCIAL LLC OBX 2018 1 A2 144A | 47,127 | 43,614 | -3,513 | 0.03% | -$3.08K |
| HARBORVIEW MORTGAGE LOAN TRUST SER 2006-SB1 CL A1A V/R REGD 4.92810000 | 45,405 | 44,910 | -495 | 0.03% | -$230 |
| REPUBLIC OF ARGENTINA BONDS 07/30 VAR | 54,400 | 48,960 | -5,440 | 0.03% | $4.49K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 15CB A1 | 87,896 | 87,891 | -4 | 0.03% | -$223 |
| STWD Ltd., Series 2022-FL3, Class A | 108,773 | 39,134 | -69,639 | 0.03% | -$69.91K |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A7 2A2 | 47,530 | 46,337 | -1,192 | 0.03% | $388 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA1 2A1 | 40,721 | 40,550 | -171 | 0.03% | -$104 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 81 A1 | 45,957 | 45,386 | -571 | 0.03% | -$475 |
| IAGLN 3.35 06/15/29 144A | 39,185 | 36,386 | -2,799 | 0.02% | -$2.80K |
| CWABS INC ASSET-BACKED CERTIFICATES SERIES 2007-12 SER 2007-12 CL 1A1 V/R REGD 4.80876000 | 38,305 | 35,495 | -2,810 | 0.02% | -$2.97K |
| REALKREDIT DANMARK COVERED REGS 10/53 1.5 | 267,151 | 265,006 | -2,144 | 0.02% | -$1.17K |
| FREDDIE MAC POOL UMBS P#RB5012 3.50000000 | 34,386 | 33,474 | -912 | 0.02% | -$1.00K |
| COUNTRYWIDE HOME LOANS CWHL 2007 HYB2 2A1 | 37,444 | 36,220 | -1,224 | 0.02% | -$824 |
| FR SD8439 | 34,692 | 30,727 | -3,965 | 0.02% | -$4.28K |
| BEAR STEARNS ALT A TRUST BALTA 2005 9 24A1 | 37,249 | 36,267 | -981 | 0.02% | -$901 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 I 4A1 | 37,991 | 32,621 | -5,369 | 0.02% | -$5.43K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR10 2A1 | 27,227 | 26,943 | -284 | 0.02% | -$89 |
| EUROHOME UK MORTGAGES PLC EHMU 2007 1 A REGS | 35,905 | 17,106 | -18,800 | 0.02% | -$25.76K |
| Bear Stearns Structured Products, Inc. Trust, Series 2007-R6, Class 2A1 | 28,790 | 28,211 | -578 | 0.01% | -$992 |
| Bear Stearns ALT-A Trust, Series 2005-7, Class 22A1 | 41,754 | 40,422 | -1,332 | 0.01% | -$1.13K |
| Banc of America Funding Trust, Series 2006-A, Class 1A1 | 22,175 | 21,670 | -506 | 0.01% | -$367 |
| Structured Asset Mortgage Investments II Trust, Series 2006-AR5, Class 1A1 | 27,491 | 26,896 | -595 | 0.01% | -$500 |
| SMB Private Education Loan Trust | 21,118 | 18,755 | -2,363 | 0.01% | -$2.37K |
| FN AP7553 | 20,558 | 20,090 | -468 | 0.01% | -$606 |
| COUNTRYWIDE HOME LOANS CWHL 2005 9 1A3 | 20,616 | 19,850 | -766 | 0.01% | -$738 |
| WMALT 2006-AR5 3A | 27,519 | 27,343 | -175 | 0.01% | -$81 |
| GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 | 17,864 | 17,530 | -335 | 0.01% | -$223 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY6 2A1 | 19,590 | 18,535 | -1,055 | 0.01% | -$810 |
| COUNTRYWIDE HOME LOANS CWHL 2005 1 1A1 | 19,221 | 18,330 | -891 | 0.01% | -$900 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 7T2 A9 | 37,375 | 37,352 | -23 | 0.01% | -$366 |
| RFMSI Series 2005-S7 Trust | 19,879 | 18,764 | -1,115 | 0.01% | -$1.09K |
| COUNTRYWIDE HOME LOANS CWHL 2005 18 A3 | 29,321 | 29,183 | -138 | 0.01% | -$345 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR19 A6 | 14,428 | 13,340 | -1,088 | 0.01% | -$1.06K |
| Merrill Lynch Mortgage Investors Trust MLMI Series 2005-A10 | 13,145 | 12,721 | -425 | 0.01% | -$407 |
| FNMA POOL FM1796 FN 10/34 FIXED VAR | 13,598 | 12,670 | -928 | 0.01% | -$1.00K |
| Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A2 | 12,225 | 11,476 | -748 | 0.01% | -$1.05K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY2 1A1 | 11,661 | 11,403 | -258 | 0.01% | -$509 |
| CWALT 2007-11T V/R 05/25/37 4.41876000 | 32,788 | 32,787 | -1 | 0.01% | $289 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 8 3A4 | 10,004 | 9,592 | -413 | 0.01% | -$464 |
| WASHINGTON MUTUAL ASSET BACKED WMABS 2006 HE5 2A1 | 27,689 | 27,399 | -290 | 0.01% | -$192 |
| FSPC T-62 1A1 V/R 10/25/44 5.27810000 | 9,126 | 8,773 | -353 | 0.01% | -$312 |
| UMBS | 8,711 | 8,466 | -245 | 0.01% | -$302 |
| MAN GLG EURO CLO GLGE 5A A1R 144A | 37,052 | 6,448 | -30,605 | 0.01% | -$36.11K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 A1A1 | 7,373 | 7,117 | -256 | 0.00% | -$234 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR18 1A1 | 8,020 | 7,845 | -175 | 0.00% | -$89 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A2 7A1 | 8,631 | 8,543 | -88 | 0.00% | -$24 |
| FNMA POOL AP7739 FN 11/42 FIXED 3 | 7,458 | 7,359 | -99 | 0.00% | -$154 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 56 2A2 | 6,853 | 6,776 | -77 | 0.00% | $69 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 56 2A3 | 6,848 | 6,771 | -77 | 0.00% | $71 |
| TERWIN MORTGAGE TRUST TMTS 2003 6HE A1 | 7,481 | 6,786 | -695 | 0.00% | -$655 |
| FNW 2004-W12 1A1 6% 7/25/44 6.00000000 | 5,856 | 5,727 | -128 | 0.00% | -$200 |
| CIFC Funding Ltd., Series 2017-4A, Class A1R | 77,815 | 5,638 | -72,177 | 0.00% | -$72.27K |
| CREDIT BASED ASSET SERVICING A CBASS 2006 CB9 A1 | 11,905 | 11,788 | -117 | 0.00% | $15 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR1 A | 4,145 | 4,020 | -125 | 0.00% | -$125 |
| FNMA POOL AP5145 FN 08/42 FIXED 3 | 4,525 | 4,448 | -76 | 0.00% | -$110 |
| FANNIE MAE REMICS SER 2006-48 CL TF V/R 4.58628000 | 4,192 | 4,091 | -101 | 0.00% | -$100 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 21CB A3 | 5,492 | 5,299 | -193 | 0.00% | -$224 |
| FNMA, REMIC | 3,938 | 3,666 | -272 | 0.00% | -$296 |
| MASTR Alternative Loan Trust 2006-2 | 43,285 | 43,218 | -67 | 0.00% | -$196 |
| BEAR STEARNS ARM TRUST 2004-2 SER 2004-2 CL 22A V/R REGD 0.00000000 | 3,224 | 3,150 | -74 | 0.00% | -$56 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AR5 2A1 | 3,422 | 3,375 | -47 | 0.00% | -$32 |
| FNMA POOL AO7562 FN 10/42 FIXED 3 | 3,294 | 3,223 | -70 | 0.00% | -$93 |
| CWMBS, Inc. | 3,096 | 3,043 | -53 | 0.00% | -$32 |
| GreenPoint Mortgage Funding Trust, Series 2005-AR5, Class 1A1 | 2,767 | 2,582 | -185 | 0.00% | -$174 |
| FREDDIE MAC REMICS SER 4579 CL SD V/R 1.67118500 | 53,435 | 49,655 | -3,781 | 0.00% | -$357 |
| FNMA POOL AB6314 FN 09/42 FIXED 3 | 2,607 | 2,568 | -39 | 0.00% | -$59 |
| MLMBS 2007-1 2A1 | 2,541 | 2,516 | -25 | 0.00% | -$1 |
| SECURITIZED ASSET BACKED RECEI SABR 2007 NC1 A2A | 4,416 | 4,404 | -12 | 0.00% | -$14 |
| FSPC T-35 A V/R 9/25/31 4.46628000 | 2,323 | 1,978 | -345 | 0.00% | -$335 |
| COUNTRYWIDE HOME LOANS CWHL 2004 25 1A1 | 2,133 | 2,066 | -66 | 0.00% | -$73 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2017-121 CL PE 3.00000000 | 2,193 | 1,950 | -244 | 0.00% | -$244 |
| COUNTRYWIDE HOME LOANS CWHL 2005 2 2A1 | 2,016 | 1,963 | -54 | 0.00% | -$51 |
| FED HM LN PC POOL 1B3362 FH 04/37 FLOATING VAR | 1,824 | 1,712 | -112 | 0.00% | -$121 |
| BEAR STEARNS ARM TRUST 2003-5 SER 2003-5 CL 1A2 V/R REGD 5.03283000 | 1,648 | 1,594 | -55 | 0.00% | -$51 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 1A1 | 1,663 | 1,627 | -36 | 0.00% | -$21 |
| FNMA POOL AP6402 FN 09/42 FIXED 3 | 1,517 | 1,496 | -21 | 0.00% | -$33 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR1 A1A | 1,410 | 1,354 | -56 | 0.00% | -$56 |
| Merrill Lynch Mortgage Investors Trust, Series MLCC 2003-C | 1,463 | 1,407 | -56 | 0.00% | -$51 |
| BEAR STEARNS ARM TRUST 2004-2 SER 2004-2 CL 23A V/R REGD 0.00000000 | 1,426 | 1,419 | -7 | 0.00% | $13 |
| ARMT 2005-5 2A1 | 1,919 | 1,480 | -438 | 0.00% | -$407 |
| Washington Mutual Mortgage Pass-Through Certificates Series 2002-AR17 Trust | 1,238 | 1,185 | -53 | 0.00% | -$51 |
| Structured Asset Securities Corporation | 1,228 | 1,192 | -36 | 0.00% | -$30 |
| Citigroup Mortgage Loan Trust, Inc., Series 2005-6, Class A2 | 1,361 | 1,142 | -218 | 0.00% | -$205 |
| COUNTRYWIDE HOME LOANS CWHL 2004 16 1A4A | 1,016 | 994 | -21 | 0.00% | -$19 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 2A1A | 843 | 773 | -70 | 0.00% | -$69 |
| GSR MORTGAGE LOAN TRUST GSR 2004 7 1A1 | 806 | 795 | -11 | 0.00% | -$5 |
| BSARM 2003-7 6A | 804 | 781 | -23 | 0.00% | -$18 |
| GNMA II POOL 004239 G2 09/38 FIXED 6 | 737 | 728 | -9 | 0.00% | -$11 |
| Structured Asset Mortgage Investments II Trust 2004-AR1 | 770 | 744 | -26 | 0.00% | -$23 |
| Bear Stearns ARM Trust 2004-1 | 728 | 678 | -51 | 0.00% | -$48 |
| JP Morgan Mortgage Trust, Series 2005-A1, Class 6T1 | 628 | 615 | -14 | 0.00% | -$11 |
| Washington Mutual Mortgage Securities Corp. | 674 | 607 | -67 | 0.00% | -$65 |
| 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 |
| GSR Mortgage Loan Trust, Series 2003-1, Class A2 | 538 | 522 | -16 | 0.00% | -$15 |
| JP MORGAN MORTGAGE TRUST JPMMT 2003 A2 3A1 | 552 | 530 | -21 | 0.00% | -$17 |
| CWHL 2005-3 2A1 V/R 4/25/35 4.64876000 | 552 | 514 | -38 | 0.00% | -$36 |
| STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SERIES SER 2004-4 CL 3A2 V/R REGD 6.09072000 | 247 | 234 | -13 | 0.00% | -$12 |
| Fannie Mae REMICS | 244 | 224 | -20 | 0.00% | -$20 |
| AMORTIZING RESIDENTIAL COLLATE ARC 2001 BC6 A | 229 | 213 | -16 | 0.00% | -$16 |
| 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 |
| Credit Suisse First Boston Mortgage Securities Corp., Series 2001-HE17, Class A1 | 106 | 102 | -3 | 0.00% | -$4 |
| Credit Suisse First Boston Mortgage Securities Corp | 68 | 67 | -1 | 0.00% | -$0 |
| NYKREDIT REALKREDIT A/S COVERED REGS 10/53 1 | 69 | 69 | -0 | 0.00% | -$0 |
| NORDEA KREDIT REALKREDIT COVERED 10/50 1 | 16 | 16 | -0 | 0.00% | -$0 |
| NYKREDIT REALKREDIT A/S COVERED REGS 10/53 1.5 | 15 | 15 | -0 | 0.00% | -$0 |
| JYSKE REALKREDIT A/S COVERED REGS 10/50 1 | 4 | 4 | -0 | 0.00% | -$0 |
| REALKREDIT DANMARK COVERED REGS 10/50 1 | 1 | 1 | -0 | 0.00% | -$0 |
| NYKREDIT REALKREDIT A/S COVERED REGS 10/50 1 | 1 | 1 | -0 | 0.00% | -$0 |
| IRS AUD 4.50000 03/19/25-10Y LCH | 2 | 1 | -1 | -0.02% | $14.43K |
| US ULTRA BOND CBT Sep25 | -7,495,014 | -10,800,350 | -3,305,336 | -7.54% | -$4.36M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| UNITED KINGDOM GILT BONDS REGS 03/30 4.375 | 4,000,000 | 4,000,000 | 0 | 3.56% | -$199.89K |
| FRANCE (GOVT OF) BONDS 144A REGS 02/30 2.75 | 4,300,000 | 4,300,000 | 0 | 3.31% | -$147.19K |
| US TREASURY N/B | 3,650,000 | 3,650,000 | 0 | 2.23% | -$38.57K |
| US TREASURY N/B | 3,100,000 | 3,100,000 | 0 | 1.95% | -$28.09K |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 10/34 3 | 2,490,000 | 2,490,000 | 0 | 1.95% | -$90.86K |
| JAPAN FIN ORG MUNICIPAL SR UNSECURED REGS 09/27 2.375 | 2,300,000 | 2,300,000 | 0 | 1.78% | -$64.46K |
| REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875 | 43,900,000 | 43,900,000 | 0 | 1.72% | -$216.80K |
| UNEDIC GOVT GUARANT REGS 05/28 0.875 | 2,000,000 | 2,000,000 | 0 | 1.49% | -$51.77K |
| US TREASURY N/B | 2,000,000 | 2,000,000 | 0 | 1.28% | -$18.98K |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7 | 6,000,000 | 6,000,000 | 0 | 1.27% | -$147.80K |
| PROJECT CASHMERE CLASS A1 144A | 2,100,000 | 2,100,000 | 0 | 0.98% | $47.46K |
| RPLDCI 6.581 05/30/49 144A | 1,400,000 | 1,400,000 | 0 | 0.97% | -$39.87K |
| KFW GOVT GUARANT REGS 12/27 0.0000 | 1,200,000 | 1,200,000 | 0 | 0.89% | -$26.58K |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 05/28 2.4 | 1,050,000 | 1,050,000 | 0 | 0.81% | -$32.77K |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/30 4.75 | 1,100,000 | 1,100,000 | 0 | 0.74% | -$23.71K |
| US TREASURY N/B | 1,400,000 | 1,400,000 | 0 | 0.74% | -$10.55K |
| CANADIAN GOVERNMENT /CAD/ REGD 3.00000000 | 1,500,000 | 1,500,000 | 0 | 0.71% | -$16.95K |
| SWOP CDX IG45 (V1 ONLY) 5Y SP | 1 | 1 | 0 | 0.64% | -$783.47K |
| CANADIAN IMPERIAL BANK REGD 144A P/P 4.87600000 | 900,000 | 900,000 | 0 | 0.62% | -$8.76K |
| EUROPEAN UNION SR UNSECURED REGS 10/45 3.75 | 800,000 | 800,000 | 0 | 0.60% | -$32.14K |
| Eagle Funding LuxCo S.a.r.l. | 800,000 | 800,000 | 0 | 0.54% | -$10.67K |
| REPUBLIC OF SOUTH AFRICA BONDS 01/30 8 | 13,000,000 | 13,000,000 | 0 | 0.51% | -$42.82K |
| RFR JPY MUT+5.89/0.4000 06/19/19-20Y LCH | 1 | 1 | 0 | 0.48% | $61.43K |
| STATE OF ISRAEL | 700,000 | 700,000 | 0 | 0.48% | -$13.68K |
| HAYFIN EMERALD CLO HAYEM 14A A 144A | 600,000 | 600,000 | 0 | 0.47% | -$12.19K |
| ROCKFORD TOWER EUROPE CLO RFTE 2021 2A A 144A | 600,000 | 600,000 | 0 | 0.47% | -$14.53K |
| JAPAN (5 YEAR ISSUE) BONDS 06/29 0.4 | 110,000,000 | 110,000,000 | 0 | 0.45% | -$11.08K |
| QUEENSLAND TREASURY CORP LOCAL GOVT G 08/33 2 | 1,200,000 | 1,200,000 | 0 | 0.44% | $13.72K |
| GROSVENOR PLACE CLO BV GROSV 2024 2A A 144A | 500,000 | 500,000 | 0 | 0.39% | -$9.90K |
| WELLS FARGO CO | 500,000 | 500,000 | 0 | 0.34% | -$8.22K |
| MORGAN STANLEY | 500,000 | 500,000 | 0 | 0.34% | -$3.92K |
| Toronto-Dominion Bank/The | 500,000 | 500,000 | 0 | 0.34% | -$3.20K |
| OFSI FUND LTD OFSBS 2021 10A AR 144A | 500,000 | 500,000 | 0 | 0.34% | -$44 |
| ICG US CLO LTD ICG 2021 3A AR 144A | 500,000 | 500,000 | 0 | 0.34% | $360 |
| NIGERIA OMO BILL OMO260629 | 710,770,000 | 710,770,000 | 0 | 0.33% | $43.49K |
| QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 07/36 5 | 700,000 | 700,000 | 0 | 0.31% | $7.70K |
| VMED O2 UK FINANCING I SR SECURED 144A 04/32 5.625 | 400,000 | 400,000 | 0 | 0.29% | -$48.06K |
| JAPAN (20 YEAR ISSUE) BONDS 12/44 2 | 80,000,000 | 80,000,000 | 0 | 0.28% | -$25.65K |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/39 7 | 1,400,000 | 1,400,000 | 0 | 0.28% | -$37.91K |
| JPMORGAN CHASE | 400,000 | 400,000 | 0 | 0.27% | -$6.10K |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 5.125 | 400,000 | 400,000 | 0 | 0.27% | -$4.52K |
| NATWEST GROUP | 400,000 | 400,000 | 0 | 0.27% | -$4.16K |
| TRINITAS CLO VI LTD / TRINITAS CLO VI LLC 2017-6A AR4 TSFR3M+111 01/25/2034 144A | 400,000 | 400,000 | 0 | 0.27% | $125 |
| JPMORGAN CHASE | 400,000 | 400,000 | 0 | 0.27% | -$3.96K |
| NYO Commercial Mortgage Trust, Series 2021-1290, Class A | 400,000 | 400,000 | 0 | 0.27% | -$314 |
| WELLS FARGO CO | 400,000 | 400,000 | 0 | 0.27% | -$10.39K |
| UNITED KINGDOM GILT BONDS REGS 01/56 5.375 | 300,000 | 300,000 | 0 | 0.26% | -$28.35K |
| OMW 2020-1MW A 144A 2.13% 09-10-39 | 400,000 | 400,000 | 0 | 0.26% | $557 |
| EMIRATE OF ABU DHABI 5.5% 04/30/2054 144A | 400,000 | 400,000 | 0 | 0.26% | -$25.47K |
| JAPAN (20 YEAR ISSUE) BONDS 06/40 0.4 | 80,000,000 | 80,000,000 | 0 | 0.24% | -$18.57K |
| REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9 | 1,200,000 | 1,200,000 | 0 | 0.23% | -$30.81K |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 03/32 3.375 | 300,000 | 300,000 | 0 | 0.23% | -$18.20K |
| CRED AGRICOLE SA | 300,000 | 300,000 | 0 | 0.21% | -$4.11K |
| SANTANDER UK GRP | 300,000 | 300,000 | 0 | 0.21% | -$3.90K |
| SUMITOMO MITSUI | 300,000 | 300,000 | 0 | 0.21% | -$2.96K |
| BANK OF AMER CRP | 300,000 | 300,000 | 0 | 0.21% | -$6.93K |
| WELLS FARGO CO | 300,000 | 300,000 | 0 | 0.21% | -$7.70K |
| ABN AMRO BANK NV REGD V/R 144A P/P 5.51500000 | 300,000 | 300,000 | 0 | 0.20% | -$5.64K |
| MORGAN STANLEY B | 300,000 | 300,000 | 0 | 0.20% | -$2.70K |
| KRATON CORP COMPANY GUAR 144A 07/27 5 | 300,000 | 300,000 | 0 | 0.20% | -$2.22K |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 4.75 | 300,000 | 300,000 | 0 | 0.20% | -$3.43K |
| DEVELOPMENT BK OF JAPAN SR UNSECURED 144A 08/27 4 | 300,000 | 300,000 | 0 | 0.20% | -$1.45K |
| State of Kuwait | 300,000 | 300,000 | 0 | 0.20% | -$4.84K |
| US TREASURY N/B | 400,000 | 400,000 | 0 | 0.20% | -$2.70K |
| COMMONSPIRIT | 300,000 | 300,000 | 0 | 0.20% | -$3.69K |
| SOUTH AFRICA TREASURY BILL SOUTH AFRICAN T BILLS 0 19/08 | 4,860,000 | 4,860,000 | 0 | 0.19% | -$1.72K |
| TREASURY CORP VICTORIA LOCAL GOVT G REGS 09/33 2.25 | 500,000 | 500,000 | 0 | 0.19% | $5.51K |
| QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 08/32 1 | 500,000 | 500,000 | 0 | 0.19% | $6.12K |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/35 6 | 900,000 | 900,000 | 0 | 0.18% | -$24.65K |
| JAPAN (40 YEAR ISSUE) BONDS 03/64 2.2 | 60,000,000 | 60,000,000 | 0 | 0.18% | -$16.81K |
| JAPAN (20 YEAR ISSUE) BONDS 03/45 2.4 | 47,000,000 | 47,000,000 | 0 | 0.18% | -$16.08K |
| ROMANIA SR UNSECURED 144A 09/26 5 | 220,000 | 220,000 | 0 | 0.17% | -$6.93K |
| AUSTRALIAN GOVERNMENT BONDS 05/30 2.5 | 400,000 | 400,000 | 0 | 0.17% | $5.24K |
| COUNTRYWIDE HOME LOANS CWHL 2006 OA4 A2 | 900,138 | 900,138 | 0 | 0.17% | -$6.82K |
| SOUTH AFRICA TREASURY BILL SOUTH AFRICAN T BILLS 7.775 2 | 4,300,000 | 4,300,000 | 0 | 0.17% | -$1.36K |
| US TREASURY N/B | 400,000 | 400,000 | 0 | 0.17% | -$2.08K |
| HSBC HOLDINGS PLC SR UNSECURED REGS 03/32 VAR | 200,000 | 200,000 | 0 | 0.16% | -$9.05K |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 04/35 3 | 200,000 | 200,000 | 0 | 0.15% | -$6.99K |
| CDX ITRAXX XOV44 5Y 35-100% SP MYC | 3 | 3 | 0 | 0.15% | $125.86K |
| BULGARIA SR UNSECURED REGS 07/45 4.125 | 200,000 | 200,000 | 0 | 0.15% | -$9.31K |
| NEW S WALES TREASURY CRP LOCAL GOVT G REGS 03/34 1.75 | 400,000 | 400,000 | 0 | 0.14% | $4.09K |
| US TREASURY N/B | 300,000 | 300,000 | 0 | 0.14% | -$1.75K |
| RFR USD SOFR/3.25000 03/19/25-10Y LCH | 1 | 1 | 0 | 0.14% | -$18.13K |
| SAUDI INT BOND | 200,000 | 200,000 | 0 | 0.14% | -$5.37K |
| ROMANIA UNSECURED 144A 07/30 1.75 | 200,000 | 200,000 | 0 | 0.14% | -$8.89K |
| STATE OF ISRAEL | 200,000 | 200,000 | 0 | 0.14% | -$2.93K |
| STATE OF ISRAEL | 200,000 | 200,000 | 0 | 0.14% | -$4.62K |
| CHILE | 200,000 | 200,000 | 0 | 0.14% | -$1.98K |
| KSA SUKUK LTD SR UNSECURED 144A 10/28 5.268 | 200,000 | 200,000 | 0 | 0.14% | -$3.65K |
| GLP CAP/FIN II | 200,000 | 200,000 | 0 | 0.14% | -$1.28K |
| KOMMUNALBANKEN AS SR UNSECURED REGS 01/27 1.9 | 300,000 | 300,000 | 0 | 0.14% | $6.75K |
| ATHENE GLOBAL FUNDING SR SECURED 144A 03/27 5.516 | 200,000 | 200,000 | 0 | 0.14% | -$1.51K |
| REP OF POLAND | 200,000 | 200,000 | 0 | 0.14% | -$4.05K |
| CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 05/26 5.75 | 200,000 | 200,000 | 0 | 0.13% | -$832 |
| SAUDI ARAB OIL | 200,000 | 200,000 | 0 | 0.13% | -$10.03K |
| HSBC HOLDINGS | 200,000 | 200,000 | 0 | 0.13% | -$679 |
| MITSUB UFJ FIN | 200,000 | 200,000 | 0 | 0.13% | -$2.97K |
| ABU DHABI DEVELOPMENT HO SR UNSECURED 144A 05/30 4.5 | 200,000 | 200,000 | 0 | 0.13% | -$4.41K |
| STANDARD CHARTERED PLC SR UNSECURED 144A 01/28 VAR | 200,000 | 200,000 | 0 | 0.13% | $116 |
| State of Kuwait | 200,000 | 200,000 | 0 | 0.13% | -$4.47K |
| TREASURY CORP VICTORIA LOCAL GOVT G 12/32 4.25 | 300,000 | 300,000 | 0 | 0.13% | $3.00K |
| RFR USD SOFR/3.00000 03/19/25-2Y LCH | 1 | 1 | 0 | 0.13% | -$228.68K |
| SOUTH AFRICAN T BILLS BILLS 04/26 0.00000 | 3,270,000 | 3,270,000 | 0 | 0.13% | -$1.08K |
| State of Kuwait | 200,000 | 200,000 | 0 | 0.13% | -$7.88K |
| US TREASURY N/B | 300,000 | 300,000 | 0 | 0.13% | -$1.56K |
| STATE OF ISRAEL | 200,000 | 200,000 | 0 | 0.13% | -$6.51K |
| NIGERIA OMO BILL OMO110626 | 263,000,000 | 263,000,000 | 0 | 0.12% | $16.18K |
| NIGERIA OMO BILL OMO120626 | 262,000,000 | 262,000,000 | 0 | 0.12% | $16.12K |
| QATAR ENERGY | 200,000 | 200,000 | 0 | 0.12% | -$3.98K |
| MALAYSIA GOVERNMENT BONDS 04/31 2.632 | 700,000 | 700,000 | 0 | 0.11% | -$280 |
| RFR USD SOFR/3.25000 12/20/23-30Y LCH | 1 | 1 | 0 | 0.11% | -$3.32K |
| QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 07/34 1 | 300,000 | 300,000 | 0 | 0.10% | $3.29K |
| RFR JPY MUTK/2.50000 12/17/25-30Y LCH | 1 | 1 | 0 | 0.10% | $48.34K |
| PHILIP MORRIS IN | 150,000 | 150,000 | 0 | 0.10% | -$1.98K |
| PACIFICORP | 150,000 | 150,000 | 0 | 0.10% | -$1.17K |
| TREASURY CORP VICTORIA LOCAL GOVT G 09/35 2 | 300,000 | 300,000 | 0 | 0.10% | $2.84K |
| RFR USD SOFR/3.25000 03/19/25-30Y LCH | 1 | 1 | 0 | 0.10% | -$12.67K |
| GA GLOBAL FUNDING TRUST SECURED 144A 01/27 2.25 | 150,000 | 150,000 | 0 | 0.10% | $207 |
| SOUTH AFRICA TREASURY BILL 7.93 13.05.2026 | 2,400,000 | 2,400,000 | 0 | 0.09% | -$803 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2006 4 AF3 | 453,857 | 453,857 | 0 | 0.09% | -$2.90K |
| JAPAN (30 YEAR ISSUE) BONDS 12/54 2.3 | 27,200,000 | 27,200,000 | 0 | 0.09% | -$9.37K |
| US TREASURY N/B | 175,000 | 175,000 | 0 | 0.09% | -$1.14K |
| RFR USD SOFR/3.75000 12/17/25-30Y LCH | 1 | 1 | 0 | 0.08% | -$150.02K |
| AVOLON HDGS | 124,000 | 124,000 | 0 | 0.08% | -$479 |
| BX TRUST BX 2021 21M A 144A | 119,007 | 119,007 | 0 | 0.08% | -$9 |
| GENERALITAT DE CATALUNYA SR UNSECURED 04/35 4.22 | 100,000 | 100,000 | 0 | 0.08% | -$2.72K |
| ROMANIA SR UNSECURED 144A 03/30 5.25 | 100,000 | 100,000 | 0 | 0.08% | -$5.66K |
| ROMANIA ROMANIA | 100,000 | 100,000 | 0 | 0.08% | -$6.05K |
| FAIRFAX FINL HLDGS LTD SR UNSECURED REGS 03/28 2.75 | 100,000 | 100,000 | 0 | 0.08% | -$3.44K |
| NEW S WALES TREASURY CRP LOCAL GOVT G 03/33 2 | 200,000 | 200,000 | 0 | 0.08% | $2.20K |
| CCS USD R USSOFR/JPYMUTKCALM-35.65 CBK | 2 | 2 | 0 | 0.07% | $2.08K |
| OIS CAD CAONREPO/3.92500 06/19/25-1Y LCH | 2 | 2 | 0 | 0.07% | -$346 |
| REPUBLIC OF SERBIA SR UNSECURED 144A 09/28 1 | 100,000 | 100,000 | 0 | 0.07% | -$2.92K |
| American Home Mortgage Assets Trust, Series 2006-4, Class 1A12 | 206,605 | 206,605 | 0 | 0.07% | $479 |
| REP OF POLAND | 100,000 | 100,000 | 0 | 0.07% | -$841 |
| REP OF POLAND | 100,000 | 100,000 | 0 | 0.07% | -$1.85K |
| BOEING CO/THE | 100,000 | 100,000 | 0 | 0.07% | -$891 |
| US TREASURY N/B | 100,000 | 100,000 | 0 | 0.07% | -$1.09K |
| LA LOCAL GOVT ENVRN-A | 100,000 | 100,000 | 0 | 0.07% | -$556 |
| ROMANIA SR UNSECURED REGS 07/31 2.124 | 100,000 | 100,000 | 0 | 0.07% | -$3.85K |
| HSBC HOLDINGS | 100,000 | 100,000 | 0 | 0.07% | -$881 |
| REPUBLIC OF SOUTH AFRICA BONDS 02/48 8.75 | 1,800,000 | 1,800,000 | 0 | 0.06% | -$8.64K |
| REPUBLIC OF SERBIA SR UNSECURED 144A 09/36 2.05 | 100,000 | 100,000 | 0 | 0.06% | -$4.05K |
| TX NATURAL GAS SECZ | 83,731 | 83,731 | 0 | 0.06% | -$181 |
| RFR USD SOFR/3.86092 03/14/25-30Y* LCH | 4 | 4 | 0 | 0.06% | -$11.92K |
| SOUTH AFRICAN T BILLS SOUTH AFRICAN T BILLS | 1,440,000 | 1,440,000 | 0 | 0.05% | -$854 |
| REPUBLIC OF SOUTH AFRICA BONDS 03/36 6.25 | 1,700,000 | 1,700,000 | 0 | 0.05% | -$7.02K |
| RFR USD SOFR/3.25000 06/18/25-10Y LCH | 1 | 1 | 0 | 0.05% | $8.18K |
| PACIFIC GAS&ELEC | 100,000 | 100,000 | 0 | 0.05% | -$2.00K |
| RFR USD SOFR/3.75000 12/17/25-5Y LCH | 1 | 1 | 0 | 0.05% | -$94.56K |
| SOUTH AFRICAN T BILLS BILLS 06/26 0.00000 | 1,200,000 | 1,200,000 | 0 | 0.05% | -$375 |
| IRS EUR 0.06350 11/17/22-30Y LCH | 1 | 1 | 0 | 0.04% | -$3.68K |
| IRS PLN 4.72250 12/01/30-5Y CME | 1 | 1 | 0 | 0.04% | $58.28K |
| Countrywide Asset-Backed Certificates | 53,476 | 53,476 | 0 | 0.04% | -$10 |
| RFR USD SOFR/3.75000 12/17/25-10Y LCH | 1 | 1 | 0 | 0.03% | $29.69K |
| JAPAN (30 YEAR ISSUE) BONDS 06/51 0.7 | 14,000,000 | 14,000,000 | 0 | 0.03% | -$2.96K |
| BEAR STEARNS ALT A TRUST BALTA 2006 5 2A2 | 92,378 | 92,378 | 0 | 0.03% | $57 |
| RFR USD SOFR/3.50000 03/18/26-5Y LCH | 1 | 1 | 0 | 0.03% | $40.03K |
| US TREASURY N/B | 38,000 | 38,000 | 0 | 0.03% | -$496 |
| RFR USD SOFR/2.96478 10/05/22-4Y* LCH | 1 | 1 | 0 | 0.02% | $10.72K |
| OIS CAD CAONREPO/3.2500 06/21/23-30Y LCH | 1 | 1 | 0 | 0.02% | -$455 |
| RFR USD SOFR/4.12982 02/14/25-30Y* LCH | 5 | 5 | 0 | 0.02% | -$7.67K |
| RFR USD SOFR/3.77259 03/04/25-30Y LCH | 1 | 1 | 0 | 0.02% | -$4.36K |
| REPUBLIC OF ARGENTINA BONDS 07/35 VAR | 44,000 | 44,000 | 0 | 0.02% | -$935 |
| REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 | 100,000 | 100,000 | 0 | 0.02% | -$2.05K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO3 A1 | 116,645 | 116,645 | 0 | 0.02% | -$497 |
| RFR USD SOFR/3.74863 03/31/26-9Y* LCH | 3 | 3 | 0 | 0.02% | $12.70K |
| RFR USD SOFR/3.50000 09/17/25-30Y LCH | 1 | 1 | 0 | 0.01% | -$800 |
| CSMC TRUST 2007-5R SER 2007-5R CL A5 REGD 6.50000000 | 103,204 | 103,204 | 0 | 0.01% | -$297 |
| RFR USD SOFR/3.75000 09/17/25-10Y LCH | 1 | 1 | 0 | 0.01% | $12.24K |
| IRS EUR 3.00000 03/19/25-2Y LCH | 1 | 1 | 0 | 0.01% | -$143.47K |
| RFR JPY MUTK/2.00000 06/18/25-30Y LCH | 1 | 1 | 0 | 0.01% | $2.68K |
| AUSTRALIAN GOVERNMENT SR UNSECURED REGS 06/51 1.75 | 50,000 | 50,000 | 0 | 0.01% | $237 |
| OIS CAD CAONREPO/3.5000 06/19/24-10Y LCH | 1 | 1 | 0 | 0.01% | -$943 |
| IRS PLN 4.68500 12/02/30-5Y CME | 1 | 1 | 0 | 0.01% | $14.92K |
| RFR USD SOFR/3.98104 09/01/23-4Y* LCH | 1 | 1 | 0 | 0.01% | -$15.47K |
| RFR USD SOFR/3.52500 09/04/24-10Y LCH | 1 | 1 | 0 | 0.01% | $3.01K |
| RFR USD SOFR/4.16066 03/31/26-28Y* LCH | 1 | 1 | 0 | 0.01% | -$3.48K |
| RFR USD SOFR/3.75000 12/18/24-10Y LCH | 1 | 1 | 0 | 0.01% | $14.93K |
| RFR USD SOFR/3.96000 06/27/25-30Y LCH | 1 | 1 | 0 | 0.01% | -$1.46K |
| RFR USD SOFR/3.93000 06/25/25-30Y LCH | 1 | 1 | 0 | 0.01% | -$1.13K |
| CDX IG44 5Y ICE | 1 | 1 | 0 | 0.00% | -$299.60K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 16CB 5A1 | 16,428 | 16,428 | 0 | 0.00% | -$80 |
| RFR GBP SONIO/4.75000 03/18/26-30Y LCH | 1 | 1 | 0 | 0.00% | $9.73K |
| CCS USD R USSOFR/JPYMUTKCALM-44.2 FAR | 1 | 1 | 0 | 0.00% | -$1.40K |
| 31750RXQ5 PIMCO FXVAN CALL USD SGD 1.31500000 | 509,000 | 509,000 | 0 | 0.00% | $251 |
| RFR USD SOFR/4.00500 09/29/25-30Y LCH | 1 | 1 | 0 | 0.00% | -$402 |
| RFR USD SOFR/4.06500 06/26/25-30Y LCH | 1 | 1 | 0 | 0.00% | -$679 |
| 31750RI33 PIMCO FXVAN CALL USD HKD 7.85000000 | 0 | 0 | 0 | 0.00% | $907 |
| 31750RIW9 PIMCO FXVAN CALL USD HKD 7.85000000 | 0 | 0 | 0 | 0.00% | $777 |
| RFR USD SOFR/3.75000 09/17/25-2Y LCH | 1 | 1 | 0 | 0.00% | -$58.28K |
| RFR USD SOFR/4.02000 05/15/25-1Y LCH | 1 | 1 | 0 | 0.00% | $277 |
| RFR USD SOFR/4.00000 06/20/24-2Y LCH | 1 | 1 | 0 | 0.00% | $313 |
| 31750S451 PIMCO FXVAN PUT EUR CZK 23.90000000 | 352,000 | 352,000 | 0 | 0.00% | -$1.09K |
| 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 |
| NYKREDIT REALKREDIT A/S COVERED REGS 10/50 1.5 | 1 | 1 | 0 | 0.00% | -$0 |
| NORDEA KREDIT REALKREDIT COVERED 10/50 1.5 | 1 | 1 | 0 | 0.00% | -$0 |
| RFR USD SOFR/3.90500 08/15/25-1Y LCH | 1 | 1 | 0 | 0.00% | $1.27K |
| RFR USD SOFR/3.75000 12/18/24-2Y LCH | 1 | 1 | 0 | 0.00% | $8.66K |
| IRS KRW 2.75000 03/18/26-10Y LCH | 1 | 1 | 0 | 0.00% | -$678 |
| 31750RXR3 PIMCO FXVAN PUT USD SGD 1.23650000 | -509,000 | -509,000 | 0 | 0.00% | $1.15K |
| DEUTSCHE BANK AKTIENGESELLSCH SLA SE ICE | 1 | 1 | 0 | 0.00% | -$3.44K |
| SOUTH KOREA GOVT AS BP MYC | 1 | 1 | 0 | 0.00% | $978 |
| RFR USD SOFR/3.50000 03/18/26-2Y LCH | 1 | 1 | 0 | 0.00% | -$6.19K |
| IRS CZK 4.48500 12/02/30-5Y CME | 1 | 1 | 0 | 0.00% | -$7.46K |
| CDX IG45 10Y ICE | 1 | 1 | 0 | 0.00% | $84.01K |
| IRS AUD 4.50000 06/18/25-10Y LCH | 1 | 1 | 0 | -0.01% | -$3.79K |
| RFR USD SOFR/3.86166 12/02/24-4Y* LCH | 2 | 2 | 0 | -0.01% | $4.19K |
| RFR JPY MUTK/0.60000 12/18/24-5Y LCH | 1 | 1 | 0 | -0.01% | -$1.35K |
| RFR JPY MUTK/1.00000 12/18/24-10Y LCH | 1 | 1 | 0 | -0.01% | -$2.07K |
| SOUTH KOREA GOVT AS BP MYC | 2 | 2 | 0 | -0.01% | $3.19K |
| RFR USD SOFR/3.25000 06/18/25-2Y LCH | 1 | 1 | 0 | -0.01% | -$7.09K |
| IRS CZK 4.52250 12/01/30-5Y CME | 1 | 1 | 0 | -0.01% | -$25.46K |
| IRS AUD 1.75000 03/16/22-5Y LCH | 1 | 1 | 0 | -0.01% | $1.83K |
| IRS PLN 2.58500 10/14/21-8Y CME | 1 | 1 | 0 | -0.02% | -$8.66K |
| RFR GBP SONIO/3.75000 03/18/26-5Y LCH | 1 | 1 | 0 | -0.02% | -$64.92K |
| ZCS BRL 13.3 12/18/25-01/02/29 CME | 1 | 1 | 0 | -0.03% | -$47.63K |
| ZCS BRL 12.97 11/06/25-01/02/29 CME | 1 | 1 | 0 | -0.04% | -$41.59K |
| RFR USD SOFR/4.00000 03/18/26-10Y LCH | 1 | 1 | 0 | -0.04% | -$57.61K |
| RFR JPY MUTK/1.25000 06/18/25-10Y LCH | 1 | 1 | 0 | -0.05% | -$21.77K |
| RFR EUR ESTRON/1.92859 03/10/25-5Y* LCH | 2 | 2 | 0 | -0.05% | -$39.41K |
| IRS EUR 0.45100 05/27/25-25Y LCH | 1 | 1 | 0 | -0.07% | $5.64K |
| RFR JPY MUTK/1.25000 12/17/25-5Y LCH | 1 | 1 | 0 | -0.09% | -$55.33K |
| RFR JPY MUTK/1.00000 09/18/24-10Y LCH | 1 | 1 | 0 | -0.12% | -$35.87K |
| RFR JPY MUTK/1.00000 03/19/25-7Y LCH | 1 | 1 | 0 | -0.15% | -$72.15K |
| RFR GBP SONIO/3.00000 06/17/25-2Y LCH | 1 | 1 | 0 | -0.15% | -$96.66K |
| RFR JPY MUTK/1.25000 09/17/25-10Y LCH | 1 | 1 | 0 | -0.20% | -$77.05K |
| IRS AUD 4.50000 09/17/25-10Y LCH | 2 | 2 | 0 | -0.20% | -$107.53K |
| RFR JPY MUTK/1.00000 03/19/25-10Y LCH | 1 | 1 | 0 | -0.21% | -$77.11K |
| RFR USD SOFR/3.10000 03/31/23-10Y* LCH | 1 | 1 | 0 | -0.23% | -$64.56K |
| RFR JPY MUTK/1.00000 06/19/24-20Y LCH | 1 | 1 | 0 | -0.37% | -$55.06K |
| FRANCE (GOVT OF) BONDS 144A REGS 06/49 3 | -800,000 | -800,000 | 0 | -0.50% | $14.64K |
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.