Portfolio moves
Net position changes between two of this fund's N-PORT snapshots. These are differences between point-in-time reports — not a trade log — and share counts can be affected by splits and other corporate actions.
Dec 31, 2025 → Mar 31, 2026
Expand a category to see the positions behind it, ranked by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FNCL 6 6/24 | 0 | 35,100,000 | 35,100,000 | 4.85% | $35.73M |
| FNCL 4 4/26 | 0 | 16,600,000 | 16,600,000 | 2.13% | $15.67M |
| Uniform Mortgage-Backed Security, TBA | 0 | 14,500,000 | 14,500,000 | 1.94% | $14.28M |
| Uniform Mortgage-Backed Security, TBA | 0 | 7,400,000 | 7,400,000 | 0.95% | $6.98M |
| G2SF 4 4/23 | 0 | 7,300,000 | 7,300,000 | 0.93% | $6.84M |
| US TREASURY N/B | 0 | 9,400,000 | 9,400,000 | 0.90% | $6.63M |
| FNCL 5 4/26 | 0 | 4,500,000 | 4,500,000 | 0.60% | $4.44M |
| US TREASURY N/B | 0 | 4,650,000 | 4,650,000 | 0.47% | $3.47M |
| Government National Mortgage Association, TBA | 0 | 1,700,000 | 1,700,000 | 0.22% | $1.64M |
| SEQUOIA MORTGAGE TRUST SEMT 2026 INV2 A26F 144A | 0 | 1,300,000 | 1,300,000 | 0.18% | $1.30M |
| NELNET STUDENT LOAN TRUST 2026-A SER 2026-A CL A1A REGD 144A P/P 4.61000000 | 0 | 1,246,785 | 1,246,785 | 0.17% | $1.23M |
| PMT Loan Trust 2026-INV3 | 0 | 1,000,000 | 1,000,000 | 0.14% | $1.00M |
| US TREASURY N/B | 0 | 1,100,000 | 1,100,000 | 0.11% | $817.87K |
| FNCL 4 6/24 | 0 | 500,000 | 500,000 | 0.06% | $470.84K |
| FNCL 3.5 4/26 | 0 | 500,000 | 500,000 | 0.06% | $458.44K |
| RFR USD SOFR/3.50000 06/17/26-7Y LCH | 0 | 1 | 1 | 0.01% | $101.98K |
| RFR USD SOFR/4.00000 06/17/26-30Y LCH | 0 | 1 | 1 | 0.01% | $60.96K |
| RFR USD SOFR/3.75000 06/17/26-10Y LCH | 0 | 1 | 1 | 0.01% | $58.04K |
| RFR USD SOFR/3.74800 03/03/26-10Y LCH | 0 | 2 | 2 | 0.00% | $10.95K |
| 317UC6EA9 PIMCO SWAPTION 3.62 CALL USD 2026042 | 0 | -400,000 | -400,000 | 0.00% | -$500 |
| 317UC8QA2 PIMCO SWAPTION 4.055 PUT USD 2026042 | 0 | -700,000 | -700,000 | 0.00% | -$1.95K |
| 317UC8RA1 PIMCO SWAPTION 3.695 CALL USD 202604 | 0 | -700,000 | -700,000 | 0.00% | -$2.01K |
| 317UC6DA0 PIMCO SWAPTION 3.9 PUT USD 20260420 | 0 | -400,000 | -400,000 | 0.00% | -$2.27K |
| Uniform Mortgage-Backed Security, TBA | 0 | -100,000 | -100,000 | -0.01% | -$84.05K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Uniform Mortgage-Backed Security, TBA | 35,100,000 | 0 | -35,100,000 | 0.00% | -$36.02M |
| Uniform Mortgage-Backed Security, TBA | 14,500,000 | 0 | -14,500,000 | 0.00% | -$14.14M |
| Uniform Mortgage-Backed Security, TBA | 10,100,000 | 0 | -10,100,000 | 0.00% | -$10.06M |
| US TREASURY N/B | 10,100,000 | 0 | -10,100,000 | 0.00% | -$9.90M |
| Government National Mortgage Association, TBA | 7,300,000 | 0 | -7,300,000 | 0.00% | -$6.89M |
| US TREASURY N/B | 4,300,000 | 0 | -4,300,000 | 0.00% | -$4.28M |
| Uniform Mortgage-Backed Security, TBA | 4,000,000 | 0 | -4,000,000 | 0.00% | -$4.16M |
| Uniform Mortgage-Backed Security, TBA | 3,200,000 | 0 | -3,200,000 | 0.00% | -$3.03M |
| Government National Mortgage Association, TBA | 1,700,000 | 0 | -1,700,000 | 0.00% | -$1.65M |
| RFR USD SOFR/3.91900 01/14/26-10Y LCH | 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 |
| RFR USD SOFR/3.86000 01/07/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.84750 01/06/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.92750 01/20/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| FNCL 6 1/26 | 0 | 0 | 0 | 0.00% | $0 |
| 317UB7ZA5 PIMCO SWAPTION 3.5475 CALL USD 20260 | -800,000 | 0 | 800,000 | 0.00% | $0 |
| 317UB9VA5 PIMCO SWAPTION 3.58 CALL USD 2026010 | -3,500,000 | 0 | 3,500,000 | 0.00% | $0 |
| 317UB7YA6 PIMCO SWAPTION 3.8475 PUT USD 202601 | -800,000 | 0 | 800,000 | 0.00% | $70 |
| 317UBA6A0 PIMCO SWAPTION 3.625 CALL USD 202601 | -1,000,000 | 0 | 1,000,000 | 0.00% | $90 |
| 317UBA5A1 PIMCO SWAPTION 3.925 PUT USD 2026010 | -1,000,000 | 0 | 1,000,000 | 0.00% | $198 |
| 317UBCLA9 PIMCO SWAPTION 3.6475 CALL USD 20260 | -500,000 | 0 | 500,000 | 0.00% | $346 |
| 317UBCKA0 PIMCO SWAPTION 3.9275 PUT USD 202601 | -500,000 | 0 | 500,000 | 0.00% | $401 |
| 317UBC4A8 PIMCO SWAPTION 3.639 CALL USD 202601 | -2,400,000 | 0 | 2,400,000 | 0.00% | $569 |
| 317UBEXA2 PIMCO SWAPTION 3.622 CALL USD 202601 | -700,000 | 0 | 700,000 | 0.00% | $956 |
| 317UBC3A9 PIMCO SWAPTION 3.919 PUT USD 2026011 | -2,400,000 | 0 | 2,400,000 | 0.00% | $1.63K |
| 317UBEWA3 PIMCO SWAPTION 3.882 PUT USD 2026012 | -700,000 | 0 | 700,000 | 0.00% | $2.07K |
| 317UB9UA6 PIMCO SWAPTION 3.86 PUT USD 20260105 | -3,500,000 | 0 | 3,500,000 | 0.00% | $3.54K |
| FNCL 2.5 1/26 | -100,000 | 0 | 100,000 | 0.00% | $84.55K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FREDDIE MAC FHR 4745 CZ | 661,295 | 667,099 | 5,803 | 0.08% | $2.06K |
| FANNIE MAE FNR 2007 39 ZB | 110,383 | 111,560 | 1,177 | 0.01% | -$84 |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| U.S. Treasury Inflation-Protected Notes 1.75%, Due 01/15/2034 | 11,016,200 | 11,002,992 | -13,208 | 1.49% | $2.79K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033 | 8,504,240 | 8,493,971 | -10,270 | 1.11% | $20.93K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 07/15/2032 | 7,508,355 | 7,499,377 | -8,978 | 0.96% | $31.66K |
| Freddie Mac REMICS | 3,824,769 | 3,733,511 | -91,258 | 0.48% | -$123.35K |
| US ULTRA BOND CBT Sep25 | -515 | -602 | -87 | 0.37% | $1.87M |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 725,744 | 188,034 | -537,710 | 0.25% | -$5.24M |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER Q034 CL APT2 V/R 2.90299700 | 1,271,368 | 1,211,541 | -59,827 | 0.16% | -$60.55K |
| FNMA POOL AM7912 FN 02/40 FIXED 3.6 | 1,128,925 | 1,114,896 | -14,029 | 0.14% | -$13.88K |
| U.S. Treasury Inflation-Protected Indexed Notes | 1,031,740 | 1,030,500 | -1,240 | 0.14% | -$2.08K |
| Dell Equipment Finance Trust, Series 2025-1, Class A2 | 1,300,000 | 910,743 | -389,257 | 0.12% | -$392.50K |
| FREDDIE MAC REMICS SER 4790 CL F V/R 4.28833000 | 670,705 | 649,444 | -21,261 | 0.09% | -$20.37K |
| U.S. Treasury Inflation-Protected Indexed Notes | 622,602 | 621,858 | -744 | 0.08% | -$170 |
| ATRIUM HOTEL PORTFOLIO TRUST AHPT 2017 ATRM A 144A | 352,578 | 330,295 | -22,284 | 0.04% | -$22.01K |
| VESSEL MANAGEMENT SERVIC US GOVT GUAR 08/36 3.432 | 348,000 | 332,000 | -16,000 | 0.04% | -$9.81K |
| MASTR ASSET BACKED SECURITIES MABS 2004 WMC3 M1 | 294,548 | 273,019 | -21,529 | 0.04% | -$19.72K |
| MLMI 2004-WMC5 M1 | 272,307 | 254,849 | -17,458 | 0.03% | -$15.79K |
| NRZT 2020-RPL1 A1 144A FRN 11-25-59 | 234,347 | 221,546 | -12,802 | 0.03% | -$13.66K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2003 65 ZA | 198,120 | 190,163 | -7,956 | 0.03% | -$7.96K |
| FSPC T-62 1A1 V/R 10/25/44 5.27810000 | 208,068 | 200,026 | -8,042 | 0.03% | -$7.11K |
| Freddie Mac Structured Pass-Through Certificates | 130,825 | 125,473 | -5,352 | 0.02% | -$4.72K |
| FREDDIE MAC FHR 2797 ZA | 114,111 | 107,795 | -6,316 | 0.01% | -$6.92K |
| ECMC GROUP STUDENT LOAN TRUST ECMC 2018 1A A 144A | 110,700 | 105,548 | -5,152 | 0.01% | -$5.13K |
| Freddie Mac Structured Pass-Through Certificates | 106,119 | 101,919 | -4,201 | 0.01% | -$3.86K |
| UMBS | 100,192 | 98,506 | -1,686 | 0.01% | -$1.91K |
| FR SD8526 | 87,004 | 71,795 | -15,209 | 0.01% | -$16.16K |
| Fannie Mae REMICS | 75,610 | 70,055 | -5,555 | 0.01% | -$6.29K |
| Freddie Mac REMICS | 69,100 | 65,385 | -3,715 | 0.01% | -$4.47K |
| IMPAC CMB TRUST SERIES 2004-4 SER 2004-4 CL 2A2 S/UP REGD 5.74900000 | 53,454 | 51,433 | -2,020 | 0.01% | -$2.27K |
| ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF A 144A | 62,735 | 51,011 | -11,723 | 0.01% | -$11.66K |
| NRZT 2019-RPL3 A1 144A FRN 07-25-59 | 54,218 | 50,651 | -3,567 | 0.01% | -$3.49K |
| Washington Mutual Mortgage Pass-Through Certificates, Series 2006-AR9 Trust | 45,855 | 45,518 | -337 | 0.01% | $396 |
| FNMA, REMIC, Series 2005-110, Class GL | 28,262 | 27,002 | -1,260 | 0.00% | -$1.77K |
| Structured Adjustable Rate Mortgage Loan Trust Series 2007-4 | 27,189 | 26,648 | -541 | 0.00% | -$440 |
| COUNTRYWIDE HOME LOANS CWHL 2005 2 1A1 | 23,725 | 22,768 | -957 | 0.00% | -$854 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 2A | 16,868 | 16,545 | -323 | 0.00% | -$275 |
| FANNIE MAE FNR 2003 18 TB | 14,381 | 13,468 | -913 | 0.00% | -$1.02K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS7 A1 | 14,228 | 13,958 | -271 | 0.00% | -$541 |
| JP MORGAN MORTGAGE TRUST JPMMT 2019 6 A11 144A | 11,816 | 11,251 | -564 | 0.00% | -$306 |
| CWALT 2005-14 2A1 | 11,325 | 11,131 | -195 | 0.00% | -$173 |
| JPMorgan Mortgage Trust, Series 2007-A1, Class 5A5 | 10,545 | 10,313 | -232 | 0.00% | -$192 |
| HarborView Mortgage Loan Trust, Series 2005-2, Class 2A1A | 10,567 | 10,476 | -91 | 0.00% | -$110 |
| FANNIE MAE FNR 2001 28 PZ | 9,493 | 8,131 | -1,362 | 0.00% | -$1.44K |
| Sequoia Mortgage Trust, Series 2003-4, Class 2A1 | 8,302 | 8,061 | -241 | 0.00% | -$230 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2003 1 A1 | 8,132 | 7,357 | -775 | 0.00% | -$884 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2003 AR1 A3 | 6,694 | 6,324 | -369 | 0.00% | -$347 |
| Bear Stearns ARM Trust, Series 2003-1, Class 6A1 | 4,301 | 4,244 | -57 | 0.00% | -$37 |
| FNMA POOL BK8819 FN 08/48 FIXED 4 | 4,153 | 4,007 | -146 | 0.00% | -$176 |
| WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 AR2 1A2 | 3,670 | 3,642 | -28 | 0.00% | -$33 |
| FANNIE MAE FNR 2003 71 AC | 3,232 | 3,098 | -134 | 0.00% | -$165 |
| Structured Asset Mortgage Investments Trust, Series 2002-AR3, Class A1 | 3,026 | 2,666 | -361 | 0.00% | -$352 |
| FNMA POOL 677530 FN 01/33 FLOATING VAR | 1,973 | 1,918 | -55 | 0.00% | -$61 |
| FNMA, Series 2007-73, Class A1 | 2,019 | 1,933 | -86 | 0.00% | -$85 |
| Renaissance Home Equity Loan Trust 2003-2 | 1,635 | 1,529 | -106 | 0.00% | -$91 |
| FED HM LN PC POOL C61507 FG 12/31 FIXED 7 | 1,319 | 1,257 | -62 | 0.00% | -$65 |
| Freddie Mac REMICS | 1,229 | 1,142 | -87 | 0.00% | -$87 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 AR28 1A2 | 1,126 | 1,079 | -47 | 0.00% | -$40 |
| GNMA II POOL 080444 G2 08/30 FLOATING VAR | 337 | 302 | -35 | 0.00% | -$37 |
| WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2002 AR1 2A2 | 75 | 70 | -6 | 0.00% | -$5 |
| Fannie Mae REMICS | 78 | 60 | -19 | 0.00% | -$19 |
| WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 AR1 1A | 43 | 41 | -1 | 0.00% | -$1 |
| FREDDIE MAC FHR 1935 FJ | 48 | 30 | -19 | 0.00% | -$19 |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 73,040,000 | 73,040,000 | 0 | 8.52% | -$600.58K |
| US TREASURY N/B | 94,680,000 | 94,680,000 | 0 | 8.01% | -$451.21K |
| US TREASURY N/B | 65,070,000 | 65,070,000 | 0 | 6.45% | -$406.69K |
| US TREASURY N/B | 47,900,000 | 47,900,000 | 0 | 5.10% | -$361.12K |
| US TREASURY N/B | 22,710,000 | 22,710,000 | 0 | 3.05% | -$275.89K |
| US TREASURY N/B | 36,908,200 | 36,908,200 | 0 | 2.92% | -$149.94K |
| US TREASURY N/B | 25,610,000 | 25,610,000 | 0 | 2.85% | -$221.09K |
| US TREASURY N/B | 21,300,000 | 21,300,000 | 0 | 2.32% | -$153.51K |
| US TREASURY N/B | 23,180,000 | 23,180,000 | 0 | 2.31% | -$151.21K |
| U.S. Treasury STRIPS Coupon | 25,270,000 | 25,270,000 | 0 | 2.28% | $123.56K |
| US TREASURY N/B | 15,900,000 | 15,900,000 | 0 | 2.16% | -$135.40K |
| US TREASURY N/B | 17,400,000 | 17,400,000 | 0 | 2.14% | -$203.91K |
| US TREASURY N/B | 15,600,000 | 15,600,000 | 0 | 1.88% | -$168.19K |
| US TREASURY N/B | 14,400,000 | 14,400,000 | 0 | 1.86% | -$136.69K |
| US TREASURY N/B | 21,220,000 | 21,220,000 | 0 | 1.86% | -$106.51K |
| U.S. Treasury STRIPS Coupon | 18,000,000 | 18,000,000 | 0 | 1.54% | $67.96K |
| US TREASURY N/B | 14,200,000 | 14,200,000 | 0 | 1.40% | -$95.41K |
| US TREASURY N/B | 13,900,000 | 13,900,000 | 0 | 1.34% | -$76.02K |
| US TREASURY N/B | 9,920,000 | 9,920,000 | 0 | 1.30% | -$111.21K |
| US TREASURY N/B | 11,300,000 | 11,300,000 | 0 | 1.28% | -$111.68K |
| US TREASURY N/B | 8,800,000 | 8,800,000 | 0 | 1.13% | -$99.52K |
| US TREASURY N/B | 12,820,000 | 12,820,000 | 0 | 1.10% | -$59.09K |
| US TREASURY N/B | 10,100,000 | 10,100,000 | 0 | 1.04% | -$82.85K |
| US TREASURY N/B | 7,500,000 | 7,500,000 | 0 | 0.99% | -$90.09K |
| US TREASURY N/B | 8,000,000 | 8,000,000 | 0 | 0.99% | -$84.53K |
| US TREASURY N/B | 7,300,000 | 7,300,000 | 0 | 0.95% | -$32.37K |
| US TREASURY N/B | 6,300,000 | 6,300,000 | 0 | 0.84% | -$42.33K |
| US TREASURY N/B | 7,330,000 | 7,330,000 | 0 | 0.75% | -$50.97K |
| US TREASURY N/B | 7,900,000 | 7,900,000 | 0 | 0.74% | -$50.30K |
| US TREASURY N/B | 5,800,000 | 5,800,000 | 0 | 0.74% | -$12.80K |
| US TREASURY N/B | 6,500,000 | 6,500,000 | 0 | 0.64% | -$47.61K |
| RPLDCI 6.581 05/30/49 144A | 4,580,000 | 4,580,000 | 0 | 0.64% | -$130.43K |
| US TREASURY N/B | 5,600,000 | 5,600,000 | 0 | 0.58% | -$43.53K |
| US TREASURY N/B | 3,460,000 | 3,460,000 | 0 | 0.47% | -$45.14K |
| US TREASURY N/B | 2,900,000 | 2,900,000 | 0 | 0.39% | -$31.72K |
| US TREASURY N/B | 3,000,000 | 3,000,000 | 0 | 0.38% | -$27.19K |
| US TREASURY N/B | 2,690,000 | 2,690,000 | 0 | 0.37% | -$33.10K |
| US TREASURY N/B | 3,680,000 | 3,680,000 | 0 | 0.34% | -$24.01K |
| US TREASURY N/B | 2,600,000 | 2,600,000 | 0 | 0.34% | -$32.91K |
| US TREASURY N/B | 4,000,000 | 4,000,000 | 0 | 0.34% | -$20.78K |
| BMARK 2019-B9 A5 | 2,300,000 | 2,300,000 | 0 | 0.31% | -$14.82K |
| US TREASURY N/B | 3,300,000 | 3,300,000 | 0 | 0.30% | -$20.50K |
| Hilton USA Trust, Series 2016-HHV, Class A | 2,100,000 | 2,100,000 | 0 | 0.28% | $3.22K |
| DBWF MORTGAGE TRUST DBWF 2016 85T A 144A | 2,100,000 | 2,100,000 | 0 | 0.28% | $433 |
| US TREASURY N/B | 2,400,000 | 2,400,000 | 0 | 0.28% | -$22.03K |
| VNO MORTGAGE TRUST VNDO 2016 350P A 144A | 1,900,000 | 1,900,000 | 0 | 0.26% | $10.35K |
| OIS USD SOFR/1.75000 10/23/23-30Y CME | 1 | 1 | 0 | 0.25% | -$3.86K |
| FANNIE MAE FNR 2016 61 DL | 2,263,718 | 2,263,718 | 0 | 0.23% | -$15.25K |
| U.S. Treasury STRIPS Coupon | 2,700,000 | 2,700,000 | 0 | 0.23% | $11.37K |
| FNMA POOL AM9431 FN 08/30 FIXED 3.58 | 1,700,000 | 1,700,000 | 0 | 0.23% | $6.94K |
| COMM Mortgage Trust, Series 2016-667M, Class A | 1,700,000 | 1,700,000 | 0 | 0.22% | $22.90K |
| US TREASURY N/B | 2,650,000 | 2,650,000 | 0 | 0.20% | -$9.68K |
| US TREASURY N/B | 1,500,000 | 1,500,000 | 0 | 0.19% | -$14.41K |
| RFRF USD SOFR/2.33000 10/25/23-30Y CME | 1 | 1 | 0 | 0.19% | -$47.14K |
| U.S. Treasury STRIPS Coupon | 1,700,000 | 1,700,000 | 0 | 0.17% | $8.69K |
| US TREASURY N/B | 1,550,000 | 1,550,000 | 0 | 0.15% | -$10.11K |
| SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 A 144A | 1,000,000 | 1,000,000 | 0 | 0.14% | $400 |
| Freddie Mac REMICS | 1,243,549 | 1,243,549 | 0 | 0.13% | -$6.42K |
| BBCMS MTG TR 2025-5C37 5.015% 09/15/2058 | 900,000 | 900,000 | 0 | 0.12% | -$10.10K |
| U.S. Treasury STRIPS Coupon | 1,270,000 | 1,270,000 | 0 | 0.12% | $6.16K |
| BMARK 2024-V6 A3 | 800,000 | 800,000 | 0 | 0.11% | -$10.23K |
| US TREASURY N/B | 1,000,000 | 1,000,000 | 0 | 0.11% | -$10.04K |
| CSMC Trust, Series 2021-ADV, Class A | 865,000 | 865,000 | 0 | 0.10% | -$6.27K |
| Hertz Vehicle Financing LLC, Series 2022-2A, Class A | 700,000 | 700,000 | 0 | 0.09% | $541 |
| TENN VALLEY AUTH BONDS 05/30 0.00000 | 800,000 | 800,000 | 0 | 0.09% | -$1.10K |
| RFRF USD SF+26.161/1.4* 07/21/21-10Y LCH | 1 | 1 | 0 | 0.09% | $20.30K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2014 2 NG | 643,000 | 643,000 | 0 | 0.08% | -$5.08K |
| TPMT 2020-1 A2A | 600,000 | 600,000 | 0 | 0.08% | -$44 |
| RESOLUTION FUNDING STRIP BONDS 10/28 0.00000 | 600,000 | 600,000 | 0 | 0.07% | $1.72K |
| BANK 2018-BN11 A3 | 500,000 | 500,000 | 0 | 0.07% | -$3.18K |
| NATIXIS COMMERCIAL MORTGAGE SE NCMS 2019 LVL A 144A | 500,000 | 500,000 | 0 | 0.07% | -$1.53K |
| US TREASURY N/B | 540,000 | 540,000 | 0 | 0.06% | -$4.13K |
| US TREASURY N/B | 400,000 | 400,000 | 0 | 0.05% | -$3.97K |
| US TREASURY N/B | 400,000 | 400,000 | 0 | 0.05% | -$3.54K |
| US TREASURY N/B | 470,000 | 470,000 | 0 | 0.05% | -$4.04K |
| U.S. Treasury STRIPS Coupon | 500,000 | 500,000 | 0 | 0.05% | $2.30K |
| US TREASURY N/B | 440,000 | 440,000 | 0 | 0.05% | -$3.32K |
| US TREASURY N/B | 450,000 | 450,000 | 0 | 0.04% | -$3.11K |
| US TREASURY N/B | 300,000 | 300,000 | 0 | 0.04% | -$3.47K |
| US TREASURY N/B | 300,000 | 300,000 | 0 | 0.04% | -$3.23K |
| RFR USD SOFR/3.50000 12/18/24-30Y LCH | 1 | 1 | 0 | 0.04% | -$10.18K |
| US TREASURY N/B | 400,000 | 400,000 | 0 | 0.04% | -$2.12K |
| US TREASURY N/B | 400,000 | 400,000 | 0 | 0.03% | -$1.63K |
| WPT 2017-WWP A | 300,000 | 300,000 | 0 | 0.03% | -$1.47K |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SE SER 2019-FL12 CL A V/R REGD 144A P/P 5.45601000 | 220,520 | 220,520 | 0 | 0.03% | $167 |
| FREDDIE MAC FHR 4677 KT | 247,946 | 247,946 | 0 | 0.03% | -$5.51K |
| US TREASURY N/B | 200,000 | 200,000 | 0 | 0.03% | -$1.83K |
| US TREASURY N/B | 200,000 | 200,000 | 0 | 0.03% | -$1.70K |
| US TREASURY N/B | 200,000 | 200,000 | 0 | 0.03% | -$1.69K |
| U.S. Treasury STRIPS Coupon | 320,000 | 320,000 | 0 | 0.02% | $605 |
| U.S. Treasury STRIPS Coupon | 260,000 | 260,000 | 0 | 0.02% | $390 |
| RFR USD SOFR/3.94474 03/31/25-30Y* LCH | 2 | 2 | 0 | 0.02% | -$18.33K |
| RFR USD SOFR/3.52738 09/03/24-25Y* CME | 3 | 3 | 0 | 0.01% | -$1.48K |
| US TREASURY N/B | 100,000 | 100,000 | 0 | 0.01% | -$896 |
| US TREASURY N/B | 100,000 | 100,000 | 0 | 0.01% | -$504 |
| RFR USD SOFR/3.30000 12/02/24-29Y* CME | 1 | 1 | 0 | 0.01% | -$1.49K |
| RFR USD SOFR/3.80740 03/01/24-4Y* LCH | 6 | 6 | 0 | 0.01% | $234.87K |
| RFR USD SOFR/3.30000 12/02/24-7Y* CME | 1 | 1 | 0 | 0.01% | $17.20K |
| RFR USD SOFR/3.76877 09/03/24-7Y* LCH | 2 | 2 | 0 | 0.00% | $14.43K |
| U.S. Treasury STRIPS Coupon | 80,000 | 80,000 | 0 | 0.00% | $119 |
| RFR USD SOFR/4.12982 02/14/25-30Y* LCH | 1 | 1 | 0 | 0.00% | -$4.40K |
| RFR USD SOFR/3.23200 09/10/24-10Y LCH | 1 | 1 | 0 | 0.00% | $4.24K |
| RFR USD SOFR/3.28000 09/16/24-10Y LCH | 1 | 1 | 0 | 0.00% | $3.62K |
| RFR USD SOFR/4.16066 03/31/26-28Y* LCH | 2 | 2 | 0 | 0.00% | -$4.86K |
| RFR USD SOFR/3.64300 08/28/24-10Y LCH | 4 | 4 | 0 | 0.00% | $7.22K |
| RFR USD SOFR/3.53200 08/20/24-10Y LCH | 1 | 1 | 0 | 0.00% | $3.02K |
| RFR USD SOFR/3.52500 09/04/24-10Y LCH | 1 | 1 | 0 | 0.00% | $2.41K |
| U.S. Treasury STRIPS Coupon | 20,000 | 20,000 | 0 | 0.00% | $23 |
| U.S. Treasury STRIPS Coupon | 20,000 | 20,000 | 0 | 0.00% | $14 |
| U.S. Small Business Administration | 8,172 | 8,172 | 0 | 0.00% | -$26 |
| RFR USD SOFR/3.61000 12/12/22-10Y LCH | 1 | 1 | 0 | 0.00% | $7.64K |
| RFR USD SOFR/3.67900 08/13/24-10Y LCH | 1 | 1 | 0 | 0.00% | $3.62K |
| U.S. Treasury STRIPS Coupon | 10,000 | 10,000 | 0 | 0.00% | $8 |
| RFR USD SOFR/3.60000 01/17/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$299 |
| RFR USD SOFR/3.67000 01/08/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$209 |
| RFR USD SOFR/3.85000 08/05/24-10Y LCH | 1 | 1 | 0 | 0.00% | $3.00K |
| RFR USD SOFR/3.81000 01/02/24-10Y LCH | 2 | 2 | 0 | 0.00% | $966 |
| RFR USD SOFR/4.03000 12/15/23-10Y LCH | 1 | 1 | 0 | 0.00% | $640 |
| RFR USD SOFR/3.89000 03/03/25-10Y LCH | 1 | 1 | 0 | 0.00% | $782 |
| RFR USD SOFR/3.87400 03/05/25-10Y LCH | 1 | 1 | 0 | 0.00% | $1.06K |
| RFR USD SOFR/3.84200 12/26/23-10Y LCH | 1 | 1 | 0 | 0.00% | $2.56K |
| RFR USD SOFR/3.85400 12/29/23-10Y LCH | 1 | 1 | 0 | 0.00% | $2.56K |
| RFR USD SOFR/3.88400 03/25/25-10Y LCH | 1 | 1 | 0 | 0.00% | $1.78K |
| RFR USD SOFR/3.90750 03/04/25-10Y LCH | 1 | 1 | 0 | 0.00% | $1.21K |
| RFR USD SOFR/3.84200 03/04/25-5Y LCH | 1 | 1 | 0 | 0.00% | $2.04K |
| RFR USD SOFR/3.75000 06/20/24-7Y LCH | 1 | 1 | 0 | 0.00% | $32.25K |
| RFR USD SOFR/3.80000 06/03/24-7Y* LCH | 1 | 1 | 0 | 0.00% | $10.65K |
| RFR USD SOFR/3.75000 12/18/24-5Y LCH | 1 | 1 | 0 | 0.00% | $43.25K |
| RFR USD SOFR/3.83400 03/01/24-7Y* LCH | 2 | 2 | 0 | -0.01% | $64.90K |
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.