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 | 276,500,000 | 276,500,000 | 4.42% | $266.44M |
| FNCL 3 6/24 | 0 | 233,758,963 | 233,758,963 | 3.40% | $205.01M |
| Uniform Mortgage-Backed Security, TBA | 0 | 136,245,000 | 136,245,000 | 2.23% | $134.21M |
| Uniform Mortgage-Backed Security, TBA | 0 | 118,700,000 | 118,700,000 | 1.98% | $119.09M |
| Uniform Mortgage-Backed Security, TBA | 0 | 85,000,000 | 85,000,000 | 1.41% | $85.20M |
| FNCL 5 6/24 | 0 | 85,000,000 | 85,000,000 | 1.39% | $83.66M |
| Uniform Mortgage-Backed Security, TBA | 0 | 82,460,000 | 82,460,000 | 1.29% | $77.75M |
| Uniform Mortgage-Backed Security, TBA | 0 | 75,000,000 | 75,000,000 | 1.20% | $72.31M |
| FNCL 4 6/24 | 0 | 71,000,000 | 71,000,000 | 1.11% | $66.86M |
| FNCL 6 6/24 | 0 | 58,000,000 | 58,000,000 | 0.98% | $59.04M |
| G2SF 5 5/26 | 0 | 56,675,000 | 56,675,000 | 0.93% | $56.02M |
| FNCL 5 4/26 | 0 | 43,300,000 | 43,300,000 | 0.71% | $42.71M |
| FNCL 4.5 4/26 | 0 | 44,000,000 | 44,000,000 | 0.70% | $42.47M |
| FNCL 6 7/25 | 0 | 41,000,000 | 41,000,000 | 0.69% | $41.72M |
| G2SF 4.5 4/26 | 0 | 40,400,000 | 40,400,000 | 0.65% | $39.04M |
| Government National Mortgage Association, TBA | 0 | 35,599,000 | 35,599,000 | 0.55% | $33.33M |
| Government National Mortgage Association, TBA | 0 | 32,060,000 | 32,060,000 | 0.54% | $32.56M |
| US TREASURY N/B | 0 | 27,600,000 | 27,600,000 | 0.44% | $26.38M |
| US TREASURY N/B | 0 | 28,500,000 | 28,500,000 | 0.40% | $24.35M |
| Post CLO Ltd. | 0 | 13,700,000 | 13,700,000 | 0.23% | $13.70M |
| LETRA TESOURO NACIONAL BILLS 10/26 0.00000 | 0 | 71,000,000 | 71,000,000 | 0.21% | $12.84M |
| Government National Mortgage Association, TBA | 0 | 15,300,000 | 15,300,000 | 0.21% | $12.64M |
| FORD MOTOR CRED | 0 | 10,500,000 | 10,500,000 | 0.17% | $10.37M |
| LETRA TESOURO NACIONAL BILLS 07/26 0.00000 | 0 | 43,800,000 | 43,800,000 | 0.14% | $8.19M |
| Avolon Holdings Funding Ltd | 0 | 8,200,000 | 8,200,000 | 0.13% | $8.05M |
| G2SF 4 4/23 | 0 | 8,001,000 | 8,001,000 | 0.12% | $7.50M |
| US TREASURY N/B | 0 | 7,700,000 | 7,700,000 | 0.12% | $7.43M |
| GLOBAL PAY INC | 0 | 6,900,000 | 6,900,000 | 0.11% | $6.87M |
| US TREASURY N/B | 0 | 8,400,000 | 8,400,000 | 0.10% | $6.12M |
| HCA INC | 0 | 5,833,000 | 5,833,000 | 0.10% | $5.75M |
| CONSTL ENRGY GEN | 0 | 5,800,000 | 5,800,000 | 0.10% | $5.73M |
| G2SF 5 4/26 | 0 | 5,750,000 | 5,750,000 | 0.09% | $5.70M |
| Norinchukin Bank (The) | 0 | 5,100,000 | 5,100,000 | 0.08% | $5.04M |
| Lseg US Fin Corp. | 0 | 5,000,000 | 5,000,000 | 0.08% | $4.96M |
| GSG BIDCO LTD SR SECURED 144A 06/36 5.375 | 0 | 4,300,000 | 4,300,000 | 0.08% | $4.94M |
| CRED AGRICOLE SA | 0 | 4,700,000 | 4,700,000 | 0.08% | $4.64M |
| GSG BIDCO LTD SR SECURED 144A 06/31 4.7 | 0 | 4,000,000 | 4,000,000 | 0.08% | $4.59M |
| Takeoff Merger Sub, Inc. | 0 | 4,600,000 | 4,600,000 | 0.08% | $4.57M |
| SAUDI ARAB OIL | 0 | 4,600,000 | 4,600,000 | 0.07% | $4.47M |
| SAUDI INT BOND | 0 | 4,500,000 | 4,500,000 | 0.07% | $4.44M |
| 86333 AA1 | 0 | 4,500,000 | 4,500,000 | 0.07% | $4.43M |
| 86333 AB9 | 0 | 4,500,000 | 4,500,000 | 0.07% | $4.40M |
| US TREASURY N/B | 0 | 6,300,000 | 6,300,000 | 0.07% | $4.36M |
| US TREASURY N/B | 0 | 6,300,000 | 6,300,000 | 0.07% | $4.21M |
| UBS GROUP AG JR SUBORDINA 144A 12/99 VAR | 0 | 3,900,000 | 3,900,000 | 0.06% | $3.80M |
| CONSTL ENRGY GEN | 0 | 3,800,000 | 3,800,000 | 0.06% | $3.77M |
| TREASURY CORP VICTORIA LOCAL GOVT G 11/37 2 | 0 | 7,700,000 | 7,700,000 | 0.06% | $3.59M |
| GSREFT 2026-FL1 A | 0 | 3,200,000 | 3,200,000 | 0.05% | $3.21M |
| RFR GBP SONIO/4.00000 09/16/26-10Y LCH | 0 | 1 | 1 | 0.04% | $2.54M |
| Salesforce Inc | 0 | 2,450,000 | 2,450,000 | 0.04% | $2.46M |
| SALESFORCE INC | 0 | 2,450,000 | 2,450,000 | 0.04% | $2.45M |
| CAPITAL ONE FINL | 0 | 2,300,000 | 2,300,000 | 0.04% | $2.27M |
| PacifiCorp | 0 | 2,200,000 | 2,200,000 | 0.04% | $2.21M |
| BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 09/32 1 | 0 | 1,788,640 | 1,788,640 | 0.03% | $2.10M |
| BUONI POLIENNALI DEL TES SR UNSECURED REGS 08/31 1.1 | 0 | 1,701,105 | 1,701,105 | 0.03% | $1.99M |
| Databricks Inc 2025 1st Amendment Term Loan | 0 | 1,941,101 | 1,941,101 | 0.03% | $1.93M |
| CSGP 2.8 07/15/30 144A | 0 | 2,000,000 | 2,000,000 | 0.03% | $1.81M |
| HCA INC | 0 | 1,850,000 | 1,850,000 | 0.03% | $1.76M |
| HCA INC | 0 | 1,686,000 | 1,686,000 | 0.03% | $1.74M |
| US TREASURY N/B | 0 | 1,775,000 | 1,775,000 | 0.03% | $1.73M |
| Republic of Colombia | 0 | 1,300,000 | 1,300,000 | 0.02% | $1.29M |
| Republic of Colombia | 0 | 1,300,000 | 1,300,000 | 0.02% | $1.27M |
| US TREASURY N/B | 0 | 1,500,000 | 1,500,000 | 0.02% | $1.24M |
| ENERGY TRANS | 0 | 1,000,000 | 1,000,000 | 0.02% | $1.07M |
| RFR USD SOFR/4.00000 06/17/26-30Y LCH | 0 | 1 | 1 | 0.01% | $581.47K |
| JAPAN (30 YEAR ISSUE) BONDS 09/54 2.1 | 0 | 126,700,000 | 126,700,000 | 0.01% | $579.07K |
| JAPAN (20 YEAR ISSUE) BONDS 09/45 2.7 | 0 | 99,550,000 | 99,550,000 | 0.01% | $577.51K |
| IRS EUR 3.00000 09/16/26-30Y LCH | 0 | 1 | 1 | 0.01% | $533.92K |
| NEW S WALES TREASURY CRP LOCAL GOVT G 03/33 2 | 0 | 900,000 | 900,000 | 0.01% | $503.86K |
| IT 3.75 10/01/30 144A | 0 | 530,000 | 530,000 | 0.01% | $482.14K |
| EURO-BUND FUTURE JUN26 | 0 | -121 | -121 | 0.01% | $468.65K |
| DATABRICKS INC 2025 DELAYED DRAW TERM LOAN | 0 | 429,630 | 429,630 | 0.01% | $427.48K |
| CDX IG46 5Y ICE | 0 | 1 | 1 | 0.01% | $387.51K |
| RFR GBP SONIO/4.50000 09/16/26-30Y LCH | 0 | 1 | 1 | 0.01% | $317.58K |
| UNITED MEXICAN | 0 | 300,000 | 300,000 | 0.00% | $293.78K |
| BOEING CO/THE SNR S* ICE | 0 | 1 | 1 | 0.00% | $186.61K |
| VMED O2 UK FINC. I 6.75% | 0 | 200,000 | 200,000 | 0.00% | $178.96K |
| VMED 4.5 08/15/30 144A | 0 | 200,000 | 200,000 | 0.00% | $177.53K |
| VMED O2 UK FINC. I 4.75% | 0 | 200,000 | 200,000 | 0.00% | $172.29K |
| RFR USD SOFR/3.50000 03/18/26-5Y LCH | 0 | 2 | 2 | 0.00% | $159.85K |
| CDX ITRAXX MAIN44 5Y ICE | 0 | 1 | 1 | 0.00% | $114.30K |
| THAMES WATER SUPER SENIOR ISSU 10/27 9.75 | 0 | 72,409 | 72,409 | 0.00% | $105.53K |
| RFR USD SOFR/3.74800 03/03/26-10Y LCH | 0 | 2 | 2 | 0.00% | $100.06K |
| U.S. Treasury Bills | 0 | 100,000 | 100,000 | 0.00% | $99.66K |
| ZCS BRL 14.0671 03/27/26-01/02/31 CME | 0 | 1 | 1 | 0.00% | $83.49K |
| Three Month SONIA Index Futures | 0 | 136 | 136 | 0.00% | $62.84K |
| AT&T INC SNR S* ICE | 0 | 1 | 1 | 0.00% | $36.09K |
| RFR USD SOFR/4.08316 06/30/26-27Y* LCH | 0 | 1 | 1 | 0.00% | $22.67K |
| ZCS BRL 13.681 03/18/26-01/02/31 CME | 0 | 3 | 3 | 0.00% | $10.08K |
| 317UC4OA3 PIMCO SWAPTION 3.25 CALL USD 2026071 | 0 | -163,400,000 | -163,400,000 | 0.00% | $7.70K |
| 317UC50A6 PIMCO SWAPTION 2.54 CALL EUR 2026041 | 0 | -2,200,000 | -2,200,000 | 0.00% | -$337 |
| ZCS BRL 13.657 03/13/26-01/02/31 CME | 0 | 1 | 1 | 0.00% | -$2.03K |
| Options on Euro(OGBL) Bund Futures | 0 | -28 | -28 | 0.00% | -$3.56K |
| 317UC6EA9 PIMCO SWAPTION 3.62 CALL USD 2026042 | 0 | -2,900,000 | -2,900,000 | 0.00% | -$3.62K |
| 317UC4YA2 PIMCO SWAPTION 3.6 CALL USD 20260416 | 0 | -5,400,000 | -5,400,000 | 0.00% | -$4.82K |
| 31750SCK9 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | -6,558,613 | -6,558,613 | 0.00% | -$5.79K |
| 31750SOL4 PIMCO CDSOPT PUT EUR 1.05 20260520 | 0 | -6,000,000 | -6,000,000 | 0.00% | -$7.02K |
| 31750SC03 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | -9,498,000 | -9,498,000 | 0.00% | -$7.79K |
| 317UC4ZA1 PIMCO SWAPTION 2.92 PUT EUR 20260416 | 0 | -2,200,000 | -2,200,000 | 0.00% | -$8.16K |
| 31750S7L3 PIMCO CDSOPT PUT USD 0.65 20260520 | 0 | -12,700,000 | -12,700,000 | 0.00% | -$10.32K |
| 31750SBB0 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | -13,203,886 | -13,203,886 | 0.00% | -$10.55K |
| 317UC8QA2 PIMCO SWAPTION 4.055 PUT USD 2026042 | 0 | -5,600,000 | -5,600,000 | 0.00% | -$15.59K |
| 317UC8RA1 PIMCO SWAPTION 3.695 CALL USD 202604 | 0 | -5,600,000 | -5,600,000 | 0.00% | -$16.10K |
| 317UC6DA0 PIMCO SWAPTION 3.9 PUT USD 20260420 | 0 | -2,900,000 | -2,900,000 | 0.00% | -$16.43K |
| 317UC4LA6 PIMCO SWAPTION 3.5 CALL USD 20260720 | 0 | -170,000,000 | -170,000,000 | 0.00% | -$27.27K |
| 317UC4XA3 PIMCO SWAPTION 3.9 PUT USD 20260416 | 0 | -5,400,000 | -5,400,000 | 0.00% | -$28.21K |
| 317UCACA2 PIMCO SWAPTION 3.669 CALL USD 202604 | 0 | -10,200,000 | -10,200,000 | 0.00% | -$29.29K |
| 31750SIK3 PIMCO CDSOPT PUT USD 0.8 20260617 | 0 | -21,600,000 | -21,600,000 | 0.00% | -$29.44K |
| Options on Euro(OGBL) Bund Futures | 0 | -28 | -28 | 0.00% | -$29.45K |
| 317UCABA3 PIMCO SWAPTION 4.069 PUT USD 2026043 | 0 | -10,200,000 | -10,200,000 | 0.00% | -$30.73K |
| 31750SOZ3 PIMCO CDSOPT CALL USD 97.37500000 20 | 0 | -7,200,000 | -7,200,000 | 0.00% | -$31.01K |
| 317UC53A3 PIMCO SWAPTION 3.06 CALL USD 2026072 | 0 | -202,000,000 | -202,000,000 | 0.00% | -$31.37K |
| RFR USD SOFR/4.00000 03/18/26-10Y LCH | 0 | 1 | 1 | 0.00% | -$87.16K |
| IRS EUR 2.75000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.01% | -$789.47K |
| Long Gilt | 0 | 686 | 686 | -0.06% | -$3.80M |
| FNCL 2 5/26 | 0 | -60,900,000 | -60,900,000 | -0.81% | -$49.04M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Uniform Mortgage-Backed Security, TBA | 274,900,000 | 0 | -274,900,000 | 0.00% | -$268.15M |
| Uniform Mortgage-Backed Security, TBA | 203,700,000 | 0 | -203,700,000 | 0.00% | -$206.37M |
| Uniform Mortgage-Backed Security, TBA | 204,745,000 | 0 | -204,745,000 | 0.00% | -$204.00M |
| FNCL 3 2/26 | 187,758,963 | 0 | -187,758,963 | 0.00% | -$165.97M |
| Uniform Mortgage-Backed Security, TBA | 109,340,000 | 0 | -109,340,000 | 0.00% | -$112.22M |
| Uniform Mortgage-Backed Security, TBA | 115,500,000 | 0 | -115,500,000 | 0.00% | -$109.50M |
| FNCL 6 3/24 | 99,000,000 | 0 | -99,000,000 | 0.00% | -$101.61M |
| FNCL 4.5 1/26 | 52,000,000 | 0 | -52,000,000 | 0.00% | -$50.77M |
| Government National Mortgage Association, TBA | 42,750,000 | 0 | -42,750,000 | 0.00% | -$42.61M |
| Government National Mortgage Association, TBA | 43,600,000 | 0 | -43,600,000 | 0.00% | -$41.18M |
| Government National Mortgage Association, TBA | 40,400,000 | 0 | -40,400,000 | 0.00% | -$39.33M |
| Government National Mortgage Association, TBA | 30,000,000 | 0 | -30,000,000 | 0.00% | -$30.55M |
| G2SF 5 1/26 | 19,675,000 | 0 | -19,675,000 | 0.00% | -$19.63M |
| LETRA TESOURO NACIONAL BILLS 04/26 0.00000 | 108,800,000 | 0 | -108,800,000 | 0.00% | -$19.21M |
| GLOBAL PAY INC | 16,000,000 | 0 | -16,000,000 | 0.00% | -$15.93M |
| SCGAU 3.625 01/28/26 144A | 15,900,000 | 0 | -15,900,000 | 0.00% | -$15.89M |
| BOEING CO | 15,500,000 | 0 | -15,500,000 | 0.00% | -$15.48M |
| FNMA POOL FS1073 FN 03/52 FIXED VAR | 15,916,672 | 0 | -15,916,672 | 0.00% | -$14.10M |
| INVESCO CLO 2022 2, LTD. INVCO 2022 2A A1R 144A | 13,300,000 | 0 | -13,300,000 | 0.00% | -$13.30M |
| Romark CLO V Ltd., Series 2021-5A, Class AR | 13,000,000 | 0 | -13,000,000 | 0.00% | -$13.01M |
| Government National Mortgage Association | 15,300,000 | 0 | -15,300,000 | 0.00% | -$12.67M |
| UMBS | 13,147,967 | 0 | -13,147,967 | 0.00% | -$11.66M |
| CROWN CASTLE INTL CORP 4(2) 144A DISC NT 1/20/2026 | 11,400,000 | 0 | -11,400,000 | 0.00% | -$11.37M |
| TMUST 24-1A A 5.05% 09/20/2029 144A | 9,200,000 | 0 | -9,200,000 | 0.00% | -$9.26M |
| CANADIAN GOVERNMENT /CAD/ REGD 3.00000000 | 12,700,000 | 0 | -12,700,000 | 0.00% | -$9.04M |
| Freddie Mac Pool | 9,346,931 | 0 | -9,346,931 | 0.00% | -$8.28M |
| COOPERATIEVE RAB | 8,000,000 | 0 | -8,000,000 | 0.00% | -$7.97M |
| GOLDMAN SACHS BANK USA SR UNSECURED 03/27 VAR | 7,700,000 | 0 | -7,700,000 | 0.00% | -$7.71M |
| New York Life Global Funding | 7,300,000 | 0 | -7,300,000 | 0.00% | -$7.30M |
| FNMA POOL CB3364 FN 04/52 FIXED 3 | 8,143,491 | 0 | -8,143,491 | 0.00% | -$7.22M |
| CITIBANK NA SR UNSECURED 04/26 VAR | 7,000,000 | 0 | -7,000,000 | 0.00% | -$7.01M |
| Societe Generale SA | 6,100,000 | 0 | -6,100,000 | 0.00% | -$6.10M |
| UBS Group AG | 4,100,000 | 0 | -4,100,000 | 0.00% | -$4.10M |
| INTNED 4.625 01/06/26 144A | 3,700,000 | 0 | -3,700,000 | 0.00% | -$3.70M |
| SUMITOMO MITSUI | 3,200,000 | 0 | -3,200,000 | 0.00% | -$3.20M |
| ACRES Commercial Realty 2021-FL1 Issuer, Ltd. | 3,171,010 | 0 | -3,171,010 | 0.00% | -$3.17M |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL10 A 144A | 3,126,321 | 0 | -3,126,321 | 0.00% | -$3.13M |
| PACIFIC GAS&ELEC | 2,400,000 | 0 | -2,400,000 | 0.00% | -$2.40M |
| G2SF 6 1/25 | 2,060,000 | 0 | -2,060,000 | 0.00% | -$2.10M |
| VERIZON COMM INC | 2,000,000 | 0 | -2,000,000 | 0.00% | -$1.98M |
| DATABRICKS INC LAST OUT TERM LOAN | 1,941,101 | 0 | -1,941,101 | 0.00% | -$1.98M |
| PCG 2.95 03/01/26 | 1,900,000 | 0 | -1,900,000 | 0.00% | -$1.90M |
| PANTHEON SNR DBT SCNDRS IIIUSD TERM LOAN | 1,500,000 | 0 | -1,500,000 | 0.00% | -$1.50M |
| OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A | 1,420,527 | 0 | -1,420,527 | 0.00% | -$1.42M |
| U.S. Treasury Bills | 1,398,000 | 0 | -1,398,000 | 0.00% | -$1.39M |
| IRS EUR 3.00000 03/18/26-30Y LCH | 1 | 0 | -1 | 0.00% | -$1.25M |
| PRJCT ALFA INVSTINDUSTRAL VIII 2025 EUR TERM LOAN 2 | 945,000 | 0 | -945,000 | 0.00% | -$1.11M |
| PROVINCE OF ONTARIO CANADA | 1,139,000 | 0 | -1,139,000 | 0.00% | -$833.36K |
| US TREASURY N/B | 711,000 | 0 | -711,000 | 0.00% | -$716.22K |
| Dryden XXVI Senior Loan Fund, Series 2013-26A, Class AR | 495,976 | 0 | -495,976 | 0.00% | -$496.58K |
| DATABRICKS INC DELAYED DRAW TERM LOAN | 429,630 | 0 | -429,630 | 0.00% | -$437.15K |
| DATABRICKS INC USD DELAYED DRAW TERM LOAN | 429,630 | 0 | -429,630 | 0.00% | -$430.70K |
| Venture XXVII CLO Ltd. | 370,704 | 0 | -370,704 | 0.00% | -$371.16K |
| FUT. EURO-BUND EUX MAR26 | -117 | 0 | 117 | 0.00% | -$241.37K |
| 31750S121 PIMCO FXVAN PUT USD KRW 1375.0000000 | 0 | 0 | 0 | 0.00% | -$177.56K |
| UKG 10YR FUT G H6 03-27-26 | 189 | 0 | -189 | 0.00% | -$165.96K |
| FNMA POOL 940415 FN 06/37 FIXED 6 | 56,233 | 0 | -56,233 | 0.00% | -$58.37K |
| 31750S170 PIMCO FXVAN PUT USD KRW 1375.0000000 | 0 | 0 | 0 | 0.00% | -$32.64K |
| 31750S1B1 PIMCO FXVAN PUT USD KRW 1372.0000000 | 0 | 0 | 0 | 0.00% | -$22.86K |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A3 3A4 | 1,428 | 0 | -1,428 | 0.00% | -$1.42K |
| FED HM LN PC POOL ZK3078 FR 03/26 FIXED 3.5 | 691 | 0 | -691 | 0.00% | -$689 |
| FNMA POOL 256464 FN 09/26 FIXED 4.5 | 663 | 0 | -663 | 0.00% | -$661 |
| FED HM LN PC POOL ZK2981 FR 02/26 FIXED 3.5 | 286 | 0 | -286 | 0.00% | -$286 |
| FNMA POOL 256253 FN 05/26 FIXED 5 | 246 | 0 | -246 | 0.00% | -$245 |
| FED HM LN PC POOL ZK3022 FR 02/26 FIXED 3.5 | 234 | 0 | -234 | 0.00% | -$233 |
| FED HM LN PC POOL ZS6228 FR 04/26 FIXED 3.5 | 113 | 0 | -113 | 0.00% | -$113 |
| FNMA POOL 256125 FN 01/26 FIXED 5 | 35 | 0 | -35 | 0.00% | -$35 |
| FNMA POOL AH2666 FN 01/26 FIXED 4 | 3 | 0 | -3 | 0.00% | -$3 |
| RFR USD SOFR/3.91900 01/14/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.92750 01/20/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| FNCL 5.5 1/26 | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.92500 01/12/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| G2SF 4 1/26 | 0 | 0 | 0 | 0.00% | $0 |
| USD - KRW | 0 | 0 | 0 | 0.00% | $0 |
| FNCL 4 1/26 | 0 | 0 | 0 | 0.00% | $0 |
| USD - KRW | 0 | 0 | 0 | 0.00% | $0 |
| USD - KRW | 0 | 0 | 0 | 0.00% | $0 |
| FNCL 5 1/26 | 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/3.88200 02/02/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.84750 01/06/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| FNCL 3 1/26 | 0 | 0 | 0 | 0.00% | $0 |
| 317UB7ZA5 PIMCO SWAPTION 3.5475 CALL USD 20260 | -5,600,000 | 0 | 5,600,000 | 0.00% | $1 |
| 317UB9VA5 PIMCO SWAPTION 3.58 CALL USD 2026010 | -19,600,000 | 0 | 19,600,000 | 0.00% | $3 |
| 317UB7YA6 PIMCO SWAPTION 3.8475 PUT USD 202601 | -5,600,000 | 0 | 5,600,000 | 0.00% | $493 |
| 317UBA6A0 PIMCO SWAPTION 3.625 CALL USD 202601 | -9,000,000 | 0 | 9,000,000 | 0.00% | $814 |
| EURO-BUND OPTION FEB26C 130.5 EXP 01/23/2026 | -28 | 0 | 28 | 0.00% | $1.32K |
| 317UBA5A1 PIMCO SWAPTION 3.925 PUT USD 2026010 | -9,000,000 | 0 | 9,000,000 | 0.00% | $1.79K |
| 317UBCLA9 PIMCO SWAPTION 3.6475 CALL USD 20260 | -5,800,000 | 0 | 5,800,000 | 0.00% | $4.01K |
| 317UBCKA0 PIMCO SWAPTION 3.9275 PUT USD 202601 | -5,800,000 | 0 | 5,800,000 | 0.00% | $4.65K |
| 317UBC4A8 PIMCO SWAPTION 3.639 CALL USD 202601 | -19,700,000 | 0 | 19,700,000 | 0.00% | $5.01K |
| 317UBEXA2 PIMCO SWAPTION 3.622 CALL USD 202601 | -5,900,000 | 0 | 5,900,000 | 0.00% | $8.06K |
| 317UBC3A9 PIMCO SWAPTION 3.919 PUT USD 2026011 | -19,700,000 | 0 | 19,700,000 | 0.00% | $12.52K |
| 317UB9UA6 PIMCO SWAPTION 3.86 PUT USD 20260105 | -19,600,000 | 0 | 19,600,000 | 0.00% | $15.71K |
| 317UBEWA3 PIMCO SWAPTION 3.882 PUT USD 2026012 | -5,900,000 | 0 | 5,900,000 | 0.00% | $17.45K |
| EURO-BUND OPTION FEB26P 127.5 EXP 01/23/2026 | -28 | 0 | 28 | 0.00% | $19.74K |
| RFR GBP SONIO/4.75000 03/18/26-30Y LCH | 1 | 0 | -1 | 0.00% | $35.39K |
| IRS EUR 2.75000 03/18/26-10Y LCH | 1 | 0 | -1 | 0.00% | $452.36K |
| Uniform Mortgage-Backed Security, TBA | -60,900,000 | 0 | 60,900,000 | 0.00% | $49.23M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND | 17,178,947 | 17,363,973 | 185,026 | 2.83% | $1.78M |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 3,517,797 | 4,637,567 | 1,119,770 | 0.75% | $10.90M |
| US ULTRA BOND CBT Sep25 | 8,654,920 | 32,392,832 | 23,737,912 | 0.53% | $12.34M |
| REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875 | 459,180,000 | 495,080,000 | 35,900,000 | 0.48% | -$182.56K |
| US TREASURY N/B | 35,800,000 | 45,500,000 | 9,700,000 | 0.44% | $5.50M |
| US TREASURY N/B | 19,000,000 | 23,700,000 | 4,700,000 | 0.29% | $3.30M |
| CDX ITRAXX XOV44 5Y 35-100% SP MYC | 5 | 6 | 1 | 0.23% | $3.32M |
| JAPAN (30 YEAR ISSUE) BONDS 03/55 2.4 | 1,769,400,000 | 2,016,400,000 | 247,000,000 | 0.16% | $578.01K |
| JAPAN (30 YEAR ISSUE) BONDS 09/55 3.2 | 530,000,000 | 1,490,000,000 | 960,000,000 | 0.14% | $5.35M |
| JAPAN (30 YEAR ISSUE) BONDS 12/54 2.3 | 1,560,000,000 | 1,614,300,000 | 54,300,000 | 0.13% | -$277.65K |
| Government National Mortgage Association | 7,565,363 | 7,569,778 | 4,415 | 0.13% | $21.27K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 15 A5A | 8,132,815 | 8,134,053 | 1,237 | 0.11% | -$33.79K |
| ALBA PLC ALBA 2007 1 A3 REGS | 3,799,620 | 3,997,290 | 197,670 | 0.09% | $171.24K |
| NEW S WALES TREASURY CRP LOCAL GOVT G REGS 03/34 1.75 | 7,300,000 | 9,500,000 | 2,200,000 | 0.08% | $1.24M |
| CENTENE CORP | 575,000 | 5,175,000 | 4,600,000 | 0.08% | $4.28M |
| GSAA Home Equity Trust, Series 2007-9, Class A2A | 8,783,135 | 8,787,709 | 4,574 | 0.08% | -$60.12K |
| REPUBLIC OF SOUTH AFRICA BONDS 01/37 8.5 | 72,600,000 | 85,000,000 | 12,400,000 | 0.08% | $336.83K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 45T1 1A16 | 5,554,443 | 5,555,031 | 588 | 0.03% | -$72.27K |
| NEW S WALES TREASURY CRP LOCAL GOVT G REGS 02/37 4.75 | 1,400,000 | 2,400,000 | 1,000,000 | 0.03% | $652.68K |
| REPUBLIC OF SOUTH AFRICA BONDS 01/40 9 | 17,900,000 | 20,900,000 | 3,000,000 | 0.02% | $77.28K |
| U.S. Treasury Bills | 719,000 | 1,019,000 | 300,000 | 0.02% | $305.61K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.250 04/15/2028 | 89,556,225 | 89,448,975 | -107,250 | 1.49% | $611.77K |
| U.S. Treasury Inflation-Protected Indexed Bonds | 50,650,515 | 50,589,765 | -60,750 | 0.45% | -$454.26K |
| FNMA POOL CB3122 FN 03/52 FIXED 3 | 30,053,557 | 29,510,153 | -543,404 | 0.43% | -$656.59K |
| BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/28 1 | 18,654,250 | 18,520,705 | -133,545 | 0.37% | -$108.36K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 02/15/2045 | 27,654,400 | 27,621,200 | -33,200 | 0.33% | -$321.41K |
| Government National Mortgage Association | 18,797,245 | 18,499,969 | -297,276 | 0.31% | -$229.26K |
| UMBS | 19,821,228 | 19,226,566 | -594,662 | 0.28% | -$641.04K |
| ONYP 2020-1NYP A | 17,300,000 | 16,329,616 | -970,384 | 0.26% | -$1.20M |
| UMBS | 17,972,081 | 17,733,807 | -238,274 | 0.26% | -$316.38K |
| UMBS | 15,170,069 | 14,791,425 | -378,644 | 0.24% | -$523.43K |
| OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2006 4 A2C | 17,200,902 | 17,088,797 | -112,105 | 0.24% | -$59.07K |
| UMBS | 16,347,233 | 16,241,239 | -105,995 | 0.24% | -$190.12K |
| FR SD8494 | 14,935,401 | 13,910,466 | -1,024,935 | 0.23% | -$1.17M |
| G2 MA8149 | 14,384,654 | 14,097,252 | -287,402 | 0.22% | -$191.20K |
| U.S. Treasury Inflation-Protected Notes 2.125%, Due 02/15/2054 | 14,640,834 | 14,623,308 | -17,526 | 0.21% | -$261.67K |
| FNMA POOL BV4122 FN 03/52 FIXED 2 | 16,020,788 | 15,737,690 | -283,098 | 0.21% | -$226.45K |
| FN MA5420 | 11,492,436 | 10,696,777 | -795,660 | 0.18% | -$901.83K |
| NOMURA RESECURITIZATION TRUST NMRR 2015 2R 3A2 144A | 12,595,947 | 12,228,123 | -367,824 | 0.18% | -$485.67K |
| JP MORGAN MORTGAGE TRUST JPMMT 2022 LTV2 A3 144A | 11,890,551 | 11,711,383 | -179,168 | 0.18% | -$315.30K |
| GS Mortgage-Backed Securities Trust 2021-HP1 | 12,707,492 | 12,511,295 | -196,197 | 0.17% | -$211.67K |
| TPMT 2019-4 A1 | 11,335,621 | 10,730,848 | -604,773 | 0.17% | -$621.96K |
| ONSLOW BAY FINANCIAL LLC OBX 2022 INV2 A1 144A | 12,027,900 | 11,831,247 | -196,653 | 0.17% | -$266.18K |
| New Residential Mortgage Loan Trust 2022-INV1 | 11,691,162 | 11,532,376 | -158,786 | 0.17% | -$185.65K |
| UWM Mortgage Trust 2021-INV4 | 11,868,814 | 11,691,829 | -176,985 | 0.16% | -$192.37K |
| LANDMARK MORTGAGE SECURITIES P LMS 3 A REGS | 7,966,261 | 7,435,226 | -531,035 | 0.16% | -$815.05K |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 4 2A3 | 32,900,432 | 32,841,340 | -59,092 | 0.16% | -$87.29K |
| Uniform Mortgage-Backed Securities | 11,866,282 | 11,703,199 | -163,083 | 0.16% | -$124.68K |
| Government National Mortgage Association | 9,298,336 | 9,249,771 | -48,565 | 0.16% | -$14.23K |
| Government National Mortgage Association | 9,180,711 | 9,031,894 | -148,818 | 0.15% | -$126.55K |
| ALK 4.8 08/15/27 144A | 9,277,758 | 8,679,734 | -598,024 | 0.14% | -$651.24K |
| Soundview Home Loan Trust, Series 2007-OPT5, Class 1A1 | 11,136,844 | 10,897,604 | -239,239 | 0.14% | -$139.06K |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 PJ2 A4 144A | 10,522,256 | 10,382,244 | -140,011 | 0.14% | -$201.85K |
| UNTD AIR 23-1 A | 8,490,036 | 8,286,715 | -203,321 | 0.14% | -$340.76K |
| Government National Mortgage Association | 8,488,856 | 8,429,794 | -59,062 | 0.14% | -$27.22K |
| G2 MA7987 | 9,892,008 | 9,685,334 | -206,674 | 0.14% | -$199.17K |
| FR SD8367 | 8,729,498 | 8,231,394 | -498,104 | 0.14% | -$575.60K |
| Fremont Home Loan Trust, Series 2005-D, Class M1 | 8,836,987 | 8,651,894 | -185,094 | 0.13% | -$167.97K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.25% 02/15/2050 | 13,931,170 | 13,914,450 | -16,720 | 0.13% | -$143.64K |
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A | 6,116,324 | 5,681,603 | -434,721 | 0.12% | -$727.37K |
| UMBS | 9,332,963 | 9,194,922 | -138,041 | 0.12% | -$127.02K |
| UMBS | 6,976,372 | 6,707,198 | -269,173 | 0.12% | -$325.47K |
| AREIT LLC, Series 2022-CRE7, Class A | 7,971,533 | 6,945,392 | -1,026,140 | 0.12% | -$1.02M |
| Freddie Mac Pool | 7,120,772 | 6,863,172 | -257,600 | 0.11% | -$330.15K |
| Freddie Mac Pool | 8,149,396 | 8,003,941 | -145,455 | 0.11% | -$132.22K |
| FNR 2025-18 FM | 7,275,793 | 6,421,935 | -853,858 | 0.11% | -$853.46K |
| Freddie Mac REMICS | 7,192,043 | 6,407,568 | -784,474 | 0.11% | -$783.17K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL3 A1 144A | 7,243,314 | 7,145,865 | -97,449 | 0.11% | -$136.74K |
| NEW CENTURY HOME EQUITY LOAN T NCHET 2004 1 M1 | 6,427,086 | 6,087,094 | -339,992 | 0.11% | -$321.83K |
| FNMA POOL AL9381 FN 06/30 FIXED VAR | 7,135,312 | 6,479,101 | -656,211 | 0.11% | -$670.47K |
| KREF Ltd., Series 2022-FL3, Class A | 7,201,745 | 6,078,264 | -1,123,481 | 0.10% | -$1.13M |
| CUMULUS STATIC CLO CMLST 2024 1A A 144A | 5,817,255 | 5,224,524 | -592,731 | 0.10% | -$800.59K |
| Government National Mortgage Association | 6,022,661 | 5,926,359 | -96,302 | 0.10% | -$74.67K |
| CASTLELAKE LP FIRST LIEN TERM LOAN | 6,564,655 | 6,288,718 | -275,937 | 0.10% | -$380.32K |
| FNMA POOL FS4354 FN 09/52 FIXED VAR | 7,061,244 | 6,006,449 | -1,054,794 | 0.10% | -$1.10M |
| Argentina, Republic of | 6,693,722 | 5,821,248 | -872,474 | 0.10% | -$864.99K |
| SPECIALTY UNDERWRITING + RESID SURF 2006 BC5 A2D | 10,741,483 | 10,537,717 | -203,767 | 0.10% | -$197.59K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 A 144A | 9,739,703 | 5,623,420 | -4,116,284 | 0.09% | -$4.11M |
| FNMA POOL BV3083 FN 02/52 FIXED 2 | 7,050,201 | 6,856,624 | -193,578 | 0.09% | -$167.72K |
| FNMA POOL FS4439 FN 04/53 FIXED VAR | 5,556,634 | 5,484,477 | -72,157 | 0.09% | -$128.74K |
| UMBS | 5,790,778 | 5,753,298 | -37,481 | 0.09% | -$72.99K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A3 | 6,051,964 | 5,915,306 | -136,658 | 0.09% | -$124.46K |
| UMBS | 5,528,410 | 5,420,709 | -107,701 | 0.09% | -$161.61K |
| Uniform Mortgage-Backed Securities | 5,617,905 | 5,436,066 | -181,839 | 0.09% | -$237.85K |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A A 144A | 4,523,245 | 4,065,150 | -458,095 | 0.09% | -$718.84K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 1CB 3A1 | 6,879,796 | 6,755,525 | -124,271 | 0.09% | -$160.33K |
| NSLT 2025-CA A1A | 5,638,353 | 5,291,081 | -347,272 | 0.09% | -$385.36K |
| FR SD8299 | 5,251,070 | 5,117,315 | -133,755 | 0.08% | -$186.67K |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 4 M2 | 5,530,302 | 5,162,019 | -368,283 | 0.08% | -$355.68K |
| ARCLO 2022-FL1 A SOFR30A+145 01/15/2037 144A | 6,099,557 | 4,866,467 | -1,233,089 | 0.08% | -$1.26M |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1 SER 2023-NQM1 CL A1A V/R REGD 144A P/P 6.86400000 | 5,309,107 | 4,821,852 | -487,256 | 0.08% | -$511.20K |
| JP MORGAN REREMIC JPMRR 2009 12 3A2 144A | 7,550,500 | 7,190,257 | -360,243 | 0.08% | -$325.57K |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE5 A2D | 9,681,756 | 9,586,941 | -94,815 | 0.08% | -$116.39K |
| CWALT 2006-OA11 A1B | 4,857,934 | 4,739,558 | -118,376 | 0.08% | -$106.94K |
| FN CB6395 | 4,772,749 | 4,700,969 | -71,780 | 0.08% | -$120.29K |
| Government National Mortgage Association | 4,969,106 | 4,938,548 | -30,559 | 0.08% | -$65.36K |
| CWABS Asset-Backed Certificates Trust, Series 2006-21, Class 2A4 | 4,824,694 | 4,728,721 | -95,973 | 0.07% | -$81.55K |
| FN MA3277 | 4,690,722 | 4,554,234 | -136,488 | 0.07% | -$203.12K |
| CWABS Asset-Backed Certificates Trust, Series 2006-24, Class 1A | 4,808,649 | 4,693,598 | -115,051 | 0.07% | -$93.83K |
| Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC | 4,815,000 | 4,280,000 | -535,000 | 0.07% | -$556.30K |
| American Airlines Pass-Through Trust, Series 2019-1, Class A | 4,840,816 | 4,653,525 | -187,291 | 0.07% | -$177.46K |
| NSLT 2025-CA A1B | 4,491,569 | 4,214,929 | -276,640 | 0.07% | -$278.87K |
| UMBS | 4,342,809 | 4,230,148 | -112,661 | 0.07% | -$154.19K |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R1 M4 | 4,580,196 | 4,218,322 | -361,874 | 0.07% | -$362.21K |
| UMBS | 4,237,244 | 4,137,252 | -99,992 | 0.07% | -$144.47K |
| Option One Mortgage Loan Trust, Series 2007-5, Class 1A1 | 6,812,580 | 6,693,065 | -119,515 | 0.07% | -$87.55K |
| Argent Securities Trust, Series 2006-M1, Class A2C | 15,031,015 | 14,978,979 | -52,036 | 0.07% | -$39.89K |
| FR SD8349 | 4,117,385 | 3,912,165 | -205,220 | 0.07% | -$245.24K |
| Uniform Mortgage-Backed Securities | 3,966,696 | 3,899,718 | -66,978 | 0.06% | -$108.05K |
| JP Morgan Mortgage Trust Series 2008-R1 | 4,478,466 | 4,448,484 | -29,983 | 0.06% | -$24.74K |
| UMBS | 3,873,066 | 3,803,485 | -69,582 | 0.06% | -$109.98K |
| PROJECT FLASH DELAYED DRAW TERM LOAN 2 | 4,000,000 | 3,673,217 | -326,783 | 0.06% | -$326.77K |
| PROJECT FLASH TERM LOAN 1 | 4,000,000 | 3,659,843 | -340,157 | 0.06% | -$340.16K |
| PROJECT FLASH TERM LOAN | 4,000,000 | 3,651,573 | -348,427 | 0.06% | -$348.43K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-7/8% 02/15/2047 | 5,125,668 | 5,119,512 | -6,156 | 0.06% | -$65.08K |
| OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2006 6 A2D | 8,263,548 | 8,211,710 | -51,839 | 0.06% | -$44.64K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR6 1A1A | 3,767,889 | 3,707,328 | -60,561 | 0.06% | -$56.40K |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM4 A1 144A | 3,868,074 | 3,583,242 | -284,833 | 0.06% | -$297.34K |
| Home Equity Loan Trust, Series 2007-FRE1, Class 2AV3 | 3,976,426 | 3,644,288 | -332,137 | 0.06% | -$335.29K |
| BROADCOM INC | 8,900,000 | 3,510,000 | -5,390,000 | 0.06% | -$5.52M |
| WACHOVIA MORTGAGE LOAN TRUST, WMLT 2005 WMC1 M2 | 3,857,637 | 3,799,085 | -58,552 | 0.06% | -$66.61K |
| Government National Mortgage Association | 4,098,011 | 3,452,966 | -645,045 | 0.06% | -$665.94K |
| FREDDIE MAC REMICS SER 4790 CL F V/R 4.28833000 | 3,658,393 | 3,542,423 | -115,971 | 0.06% | -$111.13K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA3 A1 | 3,505,416 | 3,453,045 | -52,371 | 0.05% | $23.60K |
| UMBS | 3,469,491 | 3,407,496 | -61,995 | 0.05% | -$79.34K |
| Cross Mortgage Trust, Series 2024-H2, Class A1 | 3,713,154 | 3,212,368 | -500,786 | 0.05% | -$518.69K |
| GSPA MONETIZATION TRUST PASS THRU CE 144A 10/29 6.422 | 3,379,292 | 3,193,695 | -185,597 | 0.05% | -$206.47K |
| U.S. Treasury Inflation-Protected Indexed Bonds | 3,198,797 | 3,194,953 | -3,844 | 0.05% | -$65.09K |
| Banc of America Merrill Lynch Commercial Mortgage Series 2020-BOC, Class A | 5,500,000 | 3,250,000 | -2,250,000 | 0.05% | -$1.91M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 02/15/2052 | 5,614,368 | 5,607,648 | -6,720 | 0.05% | -$59.36K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A | 4,177,497 | 2,905,962 | -1,271,535 | 0.05% | -$1.27M |
| Option One Mortgage Loan Trust, Series 2007-CP1, Class 1A1 | 3,181,878 | 3,134,402 | -47,476 | 0.05% | -$45.26K |
| FANNIE MAE FNR 2012 7 QF | 2,945,276 | 2,846,291 | -98,984 | 0.05% | -$98.25K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-3/8% 02/15/2044 | 3,353,016 | 3,348,984 | -4,032 | 0.05% | -$40.57K |
| Argent Securities Trust, Series 2006-W2, Class A2B | 4,808,120 | 4,788,366 | -19,754 | 0.04% | -$18.89K |
| GOVERNMENT NAT MTG ASSN HECM TSFR1M+94.448 08/20/2066 | 2,986,550 | 2,696,461 | -290,089 | 0.04% | -$292.66K |
| IndyMac INDX Mortgage Loan Trust, Series 2006-AR9, Class 2A1 | 3,882,110 | 3,819,526 | -62,585 | 0.04% | $1.45K |
| UMBS | 2,969,653 | 2,723,420 | -246,233 | 0.04% | -$252.11K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 2A2 | 2,914,604 | 2,881,237 | -33,367 | 0.04% | -$6.37K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 18CB 2A25 | 4,384,156 | 4,371,441 | -12,716 | 0.04% | -$62.84K |
| Government National Mortgage Association REMICS | 2,644,994 | 2,547,132 | -97,862 | 0.04% | -$99.60K |
| Government National Mortgage Association | 2,913,367 | 2,372,519 | -540,848 | 0.04% | -$546.29K |
| VERUS SECURITIZATION TRUST VERUS 2024 3 A1 144A | 2,583,663 | 2,305,192 | -278,471 | 0.04% | -$288.97K |
| Bear Stearns Asset-Backed Securities I Trust, Series 2006-HE9, Class 1A2 | 2,408,981 | 2,374,530 | -34,450 | 0.04% | -$28.88K |
| Structured Adjustable Rate Mortgage Loan Trust Series 2005-21 | 3,765,516 | 3,628,981 | -136,534 | 0.04% | -$115.96K |
| U.S. Treasury Inflation Linked Bonds | 3,234,875 | 3,231,000 | -3,875 | 0.04% | -$40.03K |
| Freddie Mac REMICS Floating Rate, Due 08/15/2040 | 2,414,721 | 2,299,180 | -115,541 | 0.04% | -$115.25K |
| ACE SECURITIES CORP. ACE 2006 FM2 A2D | 9,343,294 | 9,322,885 | -20,409 | 0.04% | -$14.26K |
| UMBS | 2,149,910 | 2,136,904 | -13,006 | 0.03% | -$38.19K |
| UMBS | 2,164,795 | 2,134,032 | -30,763 | 0.03% | -$56.08K |
| NELNET STUDENT LOAN TRUST NSLT 2023 AA AFX 144A | 2,180,172 | 1,991,382 | -188,790 | 0.03% | -$211.32K |
| Freddie Mac REMICS | 2,176,309 | 2,061,343 | -114,966 | 0.03% | -$114.27K |
| Morgan Stanley Mortgage Loan Trust 2006-16AX | 5,588,065 | 5,557,303 | -30,762 | 0.03% | -$36.88K |
| Pagaya AI Debt Trust, Series 2024-3, Class A | 2,491,375 | 1,956,675 | -534,700 | 0.03% | -$541.96K |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RPL1 A1 144A | 2,099,869 | 2,041,123 | -58,746 | 0.03% | -$87.31K |
| Nelnet Student Loan Trust, Series 2023-AA, Class AFL | 2,041,012 | 1,864,272 | -176,740 | 0.03% | -$181.59K |
| Soundview Home Loan Trust, Series 2007-WMC1, Class 3A1 | 7,231,490 | 7,211,016 | -20,474 | 0.03% | -$17.52K |
| MASTR Asset-Backed Securities Trust, Series 2006-FRE2, Class A5 | 3,165,710 | 3,147,095 | -18,615 | 0.03% | -$21.66K |
| Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-AR2, Class A1 | 1,993,291 | 1,935,795 | -57,496 | 0.03% | -$51.90K |
| STRUCTURED ASSET SECURITIES CO SASC 2007 GEL2 A3 144A | 1,909,739 | 1,831,665 | -78,073 | 0.03% | -$76.71K |
| GSAA Trust, Series 2006-7, Class AF2 | 5,422,265 | 5,343,056 | -79,209 | 0.03% | -$78.29K |
| G2 MA5193 | 1,818,972 | 1,779,605 | -39,366 | 0.03% | -$52.96K |
| INVESCO EURO CLO INVSC 1A A1R 144A | 2,073,659 | 1,500,758 | -572,901 | 0.03% | -$701.41K |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX2 M1 | 1,796,181 | 1,740,791 | -55,390 | 0.03% | -$54.20K |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE4 A3 | 3,438,801 | 3,378,635 | -60,166 | 0.03% | -$56.37K |
| WMHE 2007-HE2 2A3 TSFR1M+25 4/37 | 4,637,514 | 4,603,420 | -34,095 | 0.03% | -$37.61K |
| Government National Mortgage Association | 2,113,995 | 1,642,252 | -471,742 | 0.03% | -$473.14K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY7 4A2 | 1,787,040 | 1,772,240 | -14,800 | 0.03% | $1.22K |
| Government National Mortgage Association | 1,711,656 | 1,599,500 | -112,157 | 0.03% | -$112.83K |
| UMBS | 1,652,035 | 1,570,293 | -81,742 | 0.03% | -$97.77K |
| FNMA POOL AL5548 FN 05/38 FLOATING VAR | 1,591,913 | 1,512,789 | -79,125 | 0.03% | -$87.83K |
| Freddie Mac Pool | 1,648,867 | 1,635,329 | -13,537 | 0.03% | -$27.33K |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 EMX5 A3 | 1,824,408 | 1,734,906 | -89,501 | 0.03% | -$86.42K |
| CENTENE CORP | 2,800,000 | 1,520,000 | -1,280,000 | 0.02% | -$1.29M |
| JP Morgan Mortgage Trust, Series 2024-VIS1, Class A1 | 1,442,912 | 1,364,998 | -77,914 | 0.02% | -$84.24K |
| Government National Mortgage Association | 1,615,431 | 1,358,953 | -256,478 | 0.02% | -$257.89K |
| GSAMP Trust, Series 2006-NC2, Class A2B | 2,529,705 | 2,492,981 | -36,724 | 0.02% | -$41.91K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 02/15/2043 | 1,841,086 | 1,838,876 | -2,210 | 0.02% | -$15.59K |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WMC3 A3 | 1,787,701 | 1,777,096 | -10,604 | 0.02% | -$9.84K |
| ACE SECURITIES CORP. ACE 2006 NC2 A2C | 4,543,713 | 4,488,574 | -55,139 | 0.02% | -$62.69K |
| FHLMC | 1,351,436 | 1,331,571 | -19,865 | 0.02% | -$29.49K |
| Thornburg Mortgage Securities Trust, Series 2007-3, Class 3A1 | 1,516,869 | 1,409,899 | -106,970 | 0.02% | -$102.40K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS12 1A1 | 3,197,592 | 3,193,447 | -4,145 | 0.02% | -$24.02K |
| SAXON ASSET SECURITIES TRUST SAST 2006 3 A3 | 1,536,889 | 1,206,939 | -329,949 | 0.02% | -$323.57K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY5 2A1 | 1,547,118 | 1,432,497 | -114,621 | 0.02% | -$87.67K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.50% 2/15/2053 | 1,533,518 | 1,531,684 | -1,834 | 0.02% | -$21.64K |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 7 B1 | 1,540,999 | 1,518,629 | -22,370 | 0.02% | -$3.55K |
| Enterprise Fleet Financing LLC, Series 2024-2, Class A2 | 3,004,399 | 1,155,265 | -1,849,134 | 0.02% | -$1.86M |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 QH1 A1B 144A | 1,340,362 | 1,212,219 | -128,143 | 0.02% | -$140.24K |
| VMED O2 UK FINANCING I SR SECURED 144A 04/32 7.75 | 1,800,000 | 1,200,000 | -600,000 | 0.02% | -$726.27K |
| CARMX 2023-1 A3 | 2,071,544 | 1,124,142 | -947,402 | 0.02% | -$950.81K |
| UMBS | 1,181,329 | 1,163,308 | -18,021 | 0.02% | -$23.77K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 32T1 A3 | 2,196,602 | 2,155,007 | -41,596 | 0.02% | -$56.35K |
| Citigroup Mortgage Loan Trust, Series 2006-WF2, Class A1 | 2,253,482 | 2,224,819 | -28,663 | 0.02% | -$28.78K |
| MFRA TRUST MFRA 2020 NQM1 A1 144A | 1,300,222 | 1,089,392 | -210,831 | 0.02% | -$204.28K |
| WMHE 2007-HE1 2A3 TSFR1M+26.448 1/37 | 2,358,122 | 2,343,813 | -14,309 | 0.02% | -$18.20K |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE5 A2D | 2,060,492 | 2,045,628 | -14,864 | 0.02% | -$15.84K |
| BCAP LLC Trust, Series 2007-AA2, Class 12A1 | 1,015,093 | 1,005,342 | -9,751 | 0.02% | -$6.79K |
| ACE SECURITIES CORP. ACE 2007 HE2 A2A | 1,769,231 | 1,756,727 | -12,504 | 0.02% | -$8.35K |
| SG MORTGAGE SECURITIES TRUST SGMS 2006 FRE1 A2C | 1,896,890 | 1,882,886 | -14,004 | 0.02% | -$24.55K |
| INDYMAC INDX MTG LN TR 2006-AR35 TSFR1M+45.448 01/25/2037 | 1,045,780 | 994,174 | -51,606 | 0.02% | -$42.96K |
| STEPSTNE GRUP MDCO 2 GMBH THE USD TERM LOAN | 1,038,090 | 1,035,623 | -2,467 | 0.02% | -$62.72K |
| FED HM LN PC POOL ZA5490 FR 06/48 FIXED 3.5 | 981,409 | 973,669 | -7,740 | 0.02% | -$16.08K |
| Banc of America Funding Trust, Series 2007-2, Class 1A2 | 1,123,503 | 1,112,455 | -11,048 | 0.01% | -$11.90K |
| HarborView Mortgage Loan Trust, Series 2005-12, Class 2A12 | 1,188,076 | 1,184,546 | -3,530 | 0.01% | -$6.00K |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 MLN1 A2B | 2,266,013 | 2,244,918 | -21,095 | 0.01% | -$22.75K |
| RFMSI Trust, Series 2007-S6, Class 1A11 | 1,034,288 | 1,006,090 | -28,199 | 0.01% | -$17.37K |
| CFCRE Commercial Mortgage Trust, Series 2016-C7, Class ASB | 1,131,493 | 761,285 | -370,208 | 0.01% | -$368.21K |
| FNMASECY | 799,403 | 752,476 | -46,926 | 0.01% | -$54.74K |
| OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2006 6 A2B | 1,680,536 | 1,669,993 | -10,542 | 0.01% | -$9.07K |
| Merrill Lynch Mortgage Investors Trust Series 2006-WMC2 | 3,929,200 | 3,920,792 | -8,408 | 0.01% | -$9.67K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA12 A1B | 832,477 | 686,922 | -145,555 | 0.01% | -$146.38K |
| GNMA POOL CE4252 GN 10/51 FIXED 4 | 768,385 | 764,328 | -4,057 | 0.01% | -$10.70K |
| GNMA POOL CL6189 GN 03/52 FIXED 4 | 771,500 | 759,823 | -11,677 | 0.01% | -$17.93K |
| FNMA POOL BY2258 FN 05/53 FIXED 5 | 712,361 | 709,638 | -2,723 | 0.01% | -$10.66K |
| JP Morgan Mortgage Acquisition Trust 2006-WMC3 | 920,492 | 915,032 | -5,460 | 0.01% | -$5.32K |
| NovaStar Mortgage Funding Trust, Series 2006-5, Class A2D | 2,263,537 | 2,252,936 | -10,601 | 0.01% | -$7.26K |
| FNMA ACES, Series 2020-M33, Class X2 | 14,921,638 | 14,900,655 | -20,983 | 0.01% | -$76.67K |
| JP Morgan Mortgage Trust, Series 2006-A6, Class 1A4L | 1,016,584 | 969,639 | -46,946 | 0.01% | -$51.26K |
| FNMA POOL BY2483 FN 04/53 FIXED 5 | 941,659 | 662,504 | -279,155 | 0.01% | -$286.05K |
| AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD 5.5% 04/20/2026 144A | 1,300,000 | 650,000 | -650,000 | 0.01% | -$651.63K |
| Government National Mortgage Association | 774,772 | 641,373 | -133,399 | 0.01% | -$134.16K |
| GNMA POOL CL6201 GN 03/52 FIXED 4 | 685,149 | 681,596 | -3,553 | 0.01% | -$9.48K |
| FN MA3211 | 677,970 | 665,561 | -12,409 | 0.01% | -$17.82K |
| Morgan Stanley Mortgage Loan Trust, Series 2005-3AR, Class 3A | 799,915 | 786,405 | -13,510 | 0.01% | -$6.05K |
| FN 725423 | 650,888 | 614,462 | -36,426 | 0.01% | -$42.72K |
| Government National Mortgage Association | 838,863 | 614,080 | -224,783 | 0.01% | -$226.03K |
| G2 MA5138 | 638,153 | 622,453 | -15,700 | 0.01% | -$20.49K |
| VENTURE CDO LTD VENTR 2018 33A A1LR 144A | 1,123,754 | 612,273 | -511,481 | 0.01% | -$511.45K |
| Ameriquest Mortgage Securities, Inc., Series 2005-R9, Class M1 | 786,499 | 605,872 | -180,627 | 0.01% | -$179.08K |
| PPSI 2005-WHQ1 M5 | 829,437 | 605,853 | -223,584 | 0.01% | -$220.61K |
| First Horizon Alternative Mortgage Securities Trust, Series 2005-AA6, Class 3A1 | 707,070 | 703,507 | -3,563 | 0.01% | -$2.79K |
| HarborView Mortgage Loan Trust, Series 2005-14, Class 4A1A | 1,244,627 | 1,214,588 | -30,039 | 0.01% | -$22.35K |
| FNR 2015-38 DF | 598,417 | 563,144 | -35,273 | 0.01% | -$35.19K |
| U.S. Treasury Bills | 577,000 | 545,000 | -32,000 | 0.01% | -$26.99K |
| UNTD AIR 16-1 AA | 577,873 | 551,490 | -26,383 | 0.01% | -$26.09K |
| FG A56718 | 501,996 | 490,275 | -11,722 | 0.01% | -$16.59K |
| GNMA POOL AO7556 GN 08/45 FIXED 3 | 564,723 | 558,534 | -6,188 | 0.01% | -$8.79K |
| Chase Mortgage Finance Trust, Series 2005-A2, Class 3A5 | 570,523 | 559,122 | -11,402 | 0.01% | -$14.57K |
| FR RB5037 | 556,176 | 542,942 | -13,234 | 0.01% | -$13.24K |
| FNMA POOL BY4071 FN 06/53 FIXED 5 | 491,173 | 487,209 | -3,965 | 0.01% | -$9.24K |
| FNMA POOL 990649 FN 09/38 FIXED 6 | 499,879 | 458,551 | -41,328 | 0.01% | -$47.65K |
| FNMA POOL CB5405 FN 10/52 FIXED 4.5 | 503,486 | 493,236 | -10,250 | 0.01% | -$15.40K |
| MLCC MORTGAGE INVESTORS INC MLCC 2005 1 2A5 | 521,129 | 511,118 | -10,011 | 0.01% | -$6.58K |
| Structured Adjustable Rate Mortgage Loan Trust, Series 2007-3, Class 1A1 | 560,542 | 547,290 | -13,253 | 0.01% | -$10.44K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA3 1A1 | 549,041 | 507,103 | -41,938 | 0.01% | -$32.06K |
| G2 MA7986 | 553,332 | 541,754 | -11,578 | 0.01% | -$10.61K |
| FHLMC | 464,548 | 455,815 | -8,733 | 0.01% | -$14.86K |
| Citigroup Mortgage Loan Trust, Inc., Series 2005-6, Class A2 | 514,739 | 432,114 | -82,625 | 0.01% | -$77.72K |
| UMBS | 441,250 | 432,079 | -9,171 | 0.01% | -$17.08K |
| Securitized Asset-Backed Receivables LLC Trust, Series 2007-BR5, Class A2A | 565,987 | 552,024 | -13,963 | 0.01% | -$11.26K |
| FNMA POOL BD3604 FN 05/48 FIXED 4 | 450,624 | 447,763 | -2,862 | 0.01% | -$5.60K |
| RESIDENTIAL ASSET SECURITIZATI RAST 2005 A11 1A1 | 751,997 | 747,256 | -4,741 | 0.01% | -$10.36K |
| GNMA POOL BS5196 GN 01/50 FIXED 4 | 449,960 | 447,232 | -2,728 | 0.01% | -$6.60K |
| UMBS | 413,424 | 403,771 | -9,654 | 0.01% | -$15.89K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1% 02/15/46 | 549,672 | 549,012 | -660 | 0.01% | -$7.26K |
| FNMA UMBS, 30 Year | 407,890 | 388,383 | -19,508 | 0.01% | -$23.47K |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 FRE1 M1 | 400,052 | 389,463 | -10,589 | 0.01% | -$10.77K |
| MortgageIT Trust, Series 2005-5, Class A2 | 404,531 | 380,583 | -23,948 | 0.01% | -$23.62K |
| SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 1 2A1 | 490,605 | 441,874 | -48,731 | 0.01% | -$40.08K |
| FN BM2003 | 393,366 | 383,753 | -9,613 | 0.01% | -$12.56K |
| UMBS | 419,601 | 412,715 | -6,886 | 0.01% | -$8.56K |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2005 FRE1 M1 | 626,551 | 365,819 | -260,732 | 0.01% | -$257.48K |
| First Horizon Mortgage Pass-Through Trust, Series 2005-AR4, Class 2A1 | 403,561 | 397,788 | -5,774 | 0.01% | -$2.84K |
| Bear Stearns Asset-Backed Securities I Trust, Series 2006-HE7, Class 2A2 | 380,219 | 369,358 | -10,861 | 0.01% | -$10.71K |
| GNMA II POOL MA6042 G2 07/49 FIXED 5 | 360,016 | 348,436 | -11,580 | 0.01% | -$15.59K |
| G2 MA8266 | 384,159 | 375,990 | -8,169 | 0.01% | -$7.86K |
| MAN GLG EURO CLO GLGE 5A A1R 144A | 1,704,406 | 296,594 | -1,407,811 | 0.01% | -$1.66M |
| BSSP 2007-R6 V/R 1/26/36 5.66300000 | 486,917 | 478,821 | -8,096 | 0.01% | -$1.33K |
| JP Morgan Mortgage Acquisition Trust, Series 2007-CH3, Class A5 | 353,642 | 334,883 | -18,759 | 0.01% | -$18.34K |
| Bear Stearns Structured Products, Inc. Trust, Series 2007-R6, Class 2A1 | 422,259 | 413,767 | -8,492 | 0.01% | -$14.56K |
| HVMLT 2005-4 3A1 | 431,790 | 422,597 | -9,193 | 0.01% | -$3.52K |
| FNMA POOL AL0520 FN 07/41 FIXED VAR | 318,800 | 308,074 | -10,726 | 0.01% | -$15.56K |
| Accredited Mortgage Loan Trust, Series 2006-2, Class A4 | 423,419 | 312,748 | -110,671 | 0.01% | -$110.10K |
| Thornburg Mortgage Securities Trust, Series 2007-1, Class A2B | 417,080 | 414,595 | -2,485 | 0.00% | -$1.73K |
| FN 725425 | 303,225 | 287,986 | -15,240 | 0.00% | -$18.16K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR1 2A1A | 308,214 | 299,417 | -8,797 | 0.00% | -$7.67K |
| FNMA POOL BY0178 FN 05/53 FIXED 5 | 292,354 | 290,922 | -1,433 | 0.00% | -$4.87K |
| GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 | 301,461 | 295,811 | -5,650 | 0.00% | -$3.76K |
| FN CB3918 | 294,239 | 291,336 | -2,903 | 0.00% | -$6.05K |
| BSARM 2004-8 2A1 | 340,671 | 298,927 | -41,744 | 0.00% | -$35.25K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS13 1A10 | 356,638 | 350,375 | -6,264 | 0.00% | -$6.64K |
| JPMorgan Mortgage Trust, Series 2006-A3, Class 6A1 | 284,093 | 280,081 | -4,012 | 0.00% | -$4.39K |
| Government National Mortgage Association | 307,183 | 262,517 | -44,666 | 0.00% | -$44.35K |
| FNMA POOL BX6086 FN 03/53 FIXED 5 | 260,808 | 259,641 | -1,168 | 0.00% | -$3.69K |
| GNMA II POOL MA8722 G2 03/53 FIXED 3.5 | 279,317 | 273,163 | -6,154 | 0.00% | -$3.42K |
| GNMA POOL CK0445 GN 02/52 FIXED 4 | 268,619 | 260,111 | -8,509 | 0.00% | -$10.43K |
| FNMA POOL 891157 FN 05/36 FIXED 6 | 239,335 | 233,251 | -6,084 | 0.00% | -$8.34K |
| CWMBS, Inc. | 246,133 | 241,887 | -4,246 | 0.00% | -$2.55K |
| FNMA POOL BK3851 FN 04/48 FIXED 4 | 235,749 | 234,183 | -1,567 | 0.00% | -$3.28K |
| Bear Stearns ALT-A Trust, Series 2005-4, Class 23A1 | 248,362 | 231,664 | -16,698 | 0.00% | -$14.32K |
| Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A3 | 240,950 | 231,004 | -9,946 | 0.00% | -$15.58K |
| GNMA POOL BP1508 GN 09/49 FIXED 4 | 221,110 | 219,726 | -1,384 | 0.00% | -$3.29K |
| GNMA POOL AO3585 GN 08/45 FIXED 3 | 230,115 | 227,725 | -2,390 | 0.00% | -$3.46K |
| FG G01820 | 200,839 | 190,318 | -10,521 | 0.00% | -$13.60K |
| FNMA POOL 889982 FN 11/38 FIXED VAR | 180,444 | 172,657 | -7,787 | 0.00% | -$10.54K |
| FNMA POOL 889176 FN 03/38 FIXED VAR | 177,416 | 171,722 | -5,695 | 0.00% | -$8.36K |
| Freddie Mac Gold Pool | 173,899 | 168,058 | -5,840 | 0.00% | -$8.41K |
| FN 888222 | 166,081 | 159,919 | -6,162 | 0.00% | -$7.91K |
| DRYDEN SENIOR LOAN FUND DRSLF 2017 54A AR 144A | 1,586,475 | 164,816 | -1,421,659 | 0.00% | -$1.42M |
| Bear Stearns ALT-A Trust, Series 2005-7, Class 22A1 | 323,593 | 313,269 | -10,325 | 0.00% | -$8.78K |
| FNMA POOL 889274 FN 12/35 FIXED VAR | 162,417 | 158,744 | -3,673 | 0.00% | -$6.00K |
| FNMA POOL MA5247 FN 01/54 FIXED 6 | 179,732 | 160,342 | -19,389 | 0.00% | -$21.29K |
| FN AL9109 | 178,436 | 163,013 | -15,423 | 0.00% | -$16.36K |
| FED HM LN PC POOL RB5010 FR 07/39 FIXED 2.5 | 201,187 | 171,642 | -29,546 | 0.00% | -$27.25K |
| Lehman XS Trust, Series 2006-8, Class 2A1 | 168,604 | 123,908 | -44,696 | 0.00% | -$51.09K |
| Structured Adjustable Rate Mortgage Loan Trust, Series 2004-20, Class 3A1 | 154,216 | 152,479 | -1,736 | 0.00% | -$1.41K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QA13 2A1 | 172,804 | 168,910 | -3,894 | 0.00% | -$2.96K |
| FN 995939 | 147,256 | 141,704 | -5,552 | 0.00% | -$7.79K |
| FREDDIE MAC FHR 3360 FC | 145,830 | 141,046 | -4,784 | 0.00% | -$4.82K |
| JP Morgan Mortgage Trust, Series 2005-S3, Class 1A2 | 311,917 | 311,488 | -428 | 0.00% | -$1.41K |
| Bear Stearns ARM Trust, Series 2004-1, Class 12A5 | 150,179 | 147,646 | -2,533 | 0.00% | -$1.45K |
| FIRST HELP FINANCIAL LLC FHF 2023 1A A2 144A | 221,576 | 132,226 | -89,350 | 0.00% | -$89.96K |
| FN 735227 | 125,268 | 119,268 | -5,999 | 0.00% | -$8.77K |
| GNMA POOL BQ7187 GN 10/49 FIXED 4 | 128,297 | 127,541 | -756 | 0.00% | -$1.86K |
| COREWEAVE CMPTE ACQU CO II LLC 2024 DELAYED DRAW TERM LOAN | 132,562 | 116,450 | -16,112 | 0.00% | -$17.04K |
| CREDIT BASED ASSET SERVICING A CBASS 2006 CB9 A1 | 261,503 | 258,943 | -2,560 | 0.00% | $340 |
| Bear Stearns ARM Trust, Series 2004-3, Class 1A1 | 144,810 | 128,053 | -16,757 | 0.00% | -$16.41K |
| Prime Mortgage Trust, Series 2006-CL1, Class A1 | 149,854 | 117,748 | -32,105 | 0.00% | -$32.10K |
| FNMA, Series 2015-58, Class AI | 2,820,373 | 2,537,182 | -283,192 | 0.00% | -$46.24K |
| FREDDIE MAC GOLD POOL P#C91244 4.50000000 | 128,735 | 114,750 | -13,986 | 0.00% | -$14.43K |
Top 300 of 635, by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 155,300,000 | 155,300,000 | 0 | 1.97% | -$1.19M |
| UNITED KINGDOM GILT BONDS REGS 03/27 3.75 | 45,000,000 | 45,000,000 | 0 | 0.98% | -$1.46M |
| PROJECT CASHMERE CLASS A1 144A | 79,800,000 | 79,800,000 | 0 | 0.91% | $1.80M |
| RPLDCI 6.581 05/30/49 144A | 49,900,000 | 49,900,000 | 0 | 0.85% | -$1.42M |
| US TREASURY N/B | 75,700,000 | 75,700,000 | 0 | 0.81% | -$379.98K |
| US TREASURY N/B | 69,000,000 | 69,000,000 | 0 | 0.79% | -$402.95K |
| US TREASURY N/B | 62,500,000 | 62,500,000 | 0 | 0.74% | -$407.72K |
| US TREASURY N/B | 64,988,500 | 64,988,500 | 0 | 0.67% | -$337.64K |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7 | 98,080,000 | 98,080,000 | 0 | 0.51% | -$2.42M |
| US TREASURY N/B | 50,280,000 | 50,280,000 | 0 | 0.46% | -$183.64K |
| RFR USD SOFR/3.50000 12/21/22-30Y CME | 1 | 1 | 0 | 0.46% | -$49.10K |
| US TREASURY N/B | 27,700,000 | 27,700,000 | 0 | 0.41% | -$259.69K |
| US TREASURY N/B | 30,300,000 | 30,300,000 | 0 | 0.39% | -$228.43K |
| UNITED KINGDOM GILT BONDS REGS 07/54 4.375 | 20,695,000 | 20,695,000 | 0 | 0.38% | -$1.68M |
| EUROPEAN UNION SR UNSECURED REGS 10/29 2.875 | 17,800,000 | 17,800,000 | 0 | 0.34% | -$638.33K |
| US TREASURY N/B | 19,600,000 | 19,600,000 | 0 | 0.31% | -$188.34K |
| DOLP Trust, Series 2021-NYC, Class A | 20,100,000 | 20,100,000 | 0 | 0.30% | -$25.76K |
| QUEBEC PROVINCE CDA 4.45% 09/01/2034 | 23,900,000 | 23,900,000 | 0 | 0.30% | -$344.81K |
| NEXTERA ENERGY | 19,000,000 | 19,000,000 | 0 | 0.29% | -$163.58K |
| US TREASURY N/B | 30,125,000 | 30,125,000 | 0 | 0.28% | -$103.55K |
| JPMORGAN CHASE | 17,000,000 | 17,000,000 | 0 | 0.28% | $98.69K |
| US TREASURY N/B | 20,500,000 | 20,500,000 | 0 | 0.28% | -$176.97K |
| NSANY 1.85 09/16/26 | 17,000,000 | 17,000,000 | 0 | 0.28% | $78.52K |
| MSSG Trust, Series 2017-237P, Class A | 17,400,000 | 17,400,000 | 0 | 0.28% | $16.67K |
| HUNT INGALLS IND | 17,000,000 | 17,000,000 | 0 | 0.27% | $5.82K |
| VW 4 3/4 11/13/28 | 16,100,000 | 16,100,000 | 0 | 0.27% | -$171.91K |
| SUMITOMO MITSUI | 17,000,000 | 17,000,000 | 0 | 0.26% | -$91.59K |
| JPMORGAN CHASE | 16,000,000 | 16,000,000 | 0 | 0.26% | -$8.60K |
| OMW 2020-1MW A 144A 2.13% 09-10-39 | 16,100,000 | 16,100,000 | 0 | 0.26% | $22.42K |
| ROMANIA BONDS REGS 05/30 3.624 | 14,000,000 | 14,000,000 | 0 | 0.26% | -$746.30K |
| BNP PARIBAS | 17,000,000 | 17,000,000 | 0 | 0.26% | -$119.53K |
| SUN COMMUNITIES | 16,000,000 | 16,000,000 | 0 | 0.25% | -$295.62K |
| ENELIM 2.5 07/12/31 144A | 17,000,000 | 17,000,000 | 0 | 0.25% | -$196.39K |
| Nissan Motor Co., Ltd. | 16,600,000 | 16,600,000 | 0 | 0.25% | -$572.09K |
| MORGAN STANLEY DIRECT SR UNSECURED 02/27 4.5 | 15,000,000 | 15,000,000 | 0 | 0.25% | -$58.72K |
| US TREASURY N/B | 16,490,000 | 16,490,000 | 0 | 0.25% | -$193.24K |
| US TREASURY N/B | 15,691,000 | 15,691,000 | 0 | 0.25% | -$177.44K |
| BROADCOM INC | 16,900,000 | 16,900,000 | 0 | 0.25% | -$130.23K |
| AT&T INC | 15,550,000 | 15,550,000 | 0 | 0.24% | -$207.97K |
| REPUBLIC OF CHILE SR UNSECURED 07/31 0.83 | 14,400,000 | 14,400,000 | 0 | 0.24% | -$510.85K |
| GA GLOBAL FUNDING TRUST SECURED 144A 09/28 1.95 | 15,400,000 | 15,400,000 | 0 | 0.24% | -$175.65K |
| US TREASURY N/B | 22,158,000 | 22,158,000 | 0 | 0.23% | -$115.12K |
| DUKE UNIVERSITY | 18,900,000 | 18,900,000 | 0 | 0.23% | $192.61K |
| DANSKE BANK AS (UNGTD) 4.298%/VAR 04/01/2028 144A | 14,000,000 | 14,000,000 | 0 | 0.23% | -$51.00K |
| BMARK 2022-B33 A5 | 15,000,000 | 15,000,000 | 0 | 0.23% | -$91.67K |
| US TREASURY N/B | 17,700,000 | 17,700,000 | 0 | 0.23% | -$133.44K |
| GOODMAN US FIN FIVE LLC COMPANY GUAR 144A 05/32 4.625 | 14,000,000 | 14,000,000 | 0 | 0.23% | -$55.09K |
| SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 A 144A | 13,680,000 | 13,680,000 | 0 | 0.23% | $5.47K |
| ENTERGY LA LLC | 15,500,000 | 15,500,000 | 0 | 0.23% | -$106.54K |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/28 2.1 | 14,200,000 | 14,200,000 | 0 | 0.22% | -$62.49K |
| AMERICAN TOWER | 13,400,000 | 13,400,000 | 0 | 0.22% | $4.23K |
| US TREASURY N/B | 17,900,000 | 17,900,000 | 0 | 0.22% | -$111.88K |
| GRAY OAK PIPELINE LLC SR UNSECURED 144A 10/27 3.45 | 13,300,000 | 13,300,000 | 0 | 0.22% | -$100.79K |
| US TREASURY N/B | 12,869,000 | 12,869,000 | 0 | 0.21% | -$167.90K |
| RFR USD SOFR/3.50000 06/20/24-30Y LCH | 1 | 1 | 0 | 0.21% | -$403.13K |
| EDP FINANCE BV SR UNSECURED 144A 01/28 1.71 | 13,300,000 | 13,300,000 | 0 | 0.21% | -$45.20K |
| Hilton USA Trust, Series 2016-SFP, Class A | 14,400,000 | 14,400,000 | 0 | 0.20% | -$138.58K |
| JP Morgan Chase Commercial Mortgage Securities Trust, Series 2022-DATA, Class A | 13,200,000 | 13,200,000 | 0 | 0.20% | -$115.13K |
| ING GROEP NV | 12,000,000 | 12,000,000 | 0 | 0.20% | -$194.88K |
| NXP BV/NXP FDG | 12,100,000 | 12,100,000 | 0 | 0.20% | -$4.72K |
| US TREASURY N/B | 13,300,000 | 13,300,000 | 0 | 0.20% | -$114.04K |
| EMORY UNIVERSITY | 12,700,000 | 12,700,000 | 0 | 0.19% | -$78.23K |
| WELLS FARGO CO | 11,000,000 | 11,000,000 | 0 | 0.19% | -$167.60K |
| MITSUB UFJ FIN | 11,600,000 | 11,600,000 | 0 | 0.19% | $36.00K |
| SOUTHERN CAL GAS | 11,300,000 | 11,300,000 | 0 | 0.19% | -$30.97K |
| OMEGA HEALTHCARE | 12,000,000 | 12,000,000 | 0 | 0.18% | -$109.13K |
| EXPEDIA GRP INC | 11,700,000 | 11,700,000 | 0 | 0.18% | -$166.87K |
| GOODMAN US FIN THREE REGD 144A P/P 3.70000000 | 11,200,000 | 11,200,000 | 0 | 0.18% | -$69.60K |
| PCG 4.2 03/01/29 | 11,000,000 | 11,000,000 | 0 | 0.18% | -$62.49K |
| Eagle Funding LuxCo S.a.r.l. | 10,700,000 | 10,700,000 | 0 | 0.18% | -$142.74K |
| MARBLE POINT CLO XXII LTD AR TSFR3M+ 07/25/2034 144A | 10,700,000 | 10,700,000 | 0 | 0.18% | -$16.76K |
| JAPAN (20 YEAR ISSUE) BONDS 12/44 2 | 2,040,000,000 | 2,040,000,000 | 0 | 0.18% | -$654.04K |
| LLOYDS BANK PLC SR UNSECURED REGS 04/32 VAR | 14,200,000 | 14,200,000 | 0 | 0.18% | $9.27K |
| DUKE ENERGY PROG | 12,000,000 | 12,000,000 | 0 | 0.18% | -$89.44K |
| US TREASURY N/B | 21,600,000 | 21,600,000 | 0 | 0.18% | -$59.06K |
| UBS GROUP AG SR UNSECURED 144A 04/26 4.125 | 10,300,000 | 10,300,000 | 0 | 0.17% | -$5.41K |
| AUSTRALIAN GOVERNMENT SR UNSECURED REGS 06/35 2.75 | 17,800,000 | 17,800,000 | 0 | 0.17% | $195.08K |
| Bain Capital Credit CLO Ltd., Series 2022-3A, Class A1R | 10,250,000 | 10,250,000 | 0 | 0.17% | -$1.94K |
| SUTTER HEALTH | 13,100,000 | 13,100,000 | 0 | 0.17% | -$238.83K |
| BANK OF AMER CRP | 9,500,000 | 9,500,000 | 0 | 0.16% | -$116.12K |
| QUANTA SERVICES | 9,800,000 | 9,800,000 | 0 | 0.16% | -$68.83K |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 4.75 | 9,700,000 | 9,700,000 | 0 | 0.16% | -$110.99K |
| ALGONQUIN POWER | 9,700,000 | 9,700,000 | 0 | 0.16% | -$39.25K |
| Volkswagen Group of America Finance LLC | 9,700,000 | 9,700,000 | 0 | 0.16% | $6.86K |
| BMW US CAPITAL LLC COMPANY GUAR 144A 03/28 4.75 | 9,500,000 | 9,500,000 | 0 | 0.16% | -$84.43K |
| Mizuho Financial Group, Inc. | 9,300,000 | 9,300,000 | 0 | 0.16% | -$104.90K |
| MASSMUTUAL GLOBAL FUNDIN SR SECURED 144A 10/27 4.3 | 9,500,000 | 9,500,000 | 0 | 0.16% | -$65.34K |
| EDISON INTL | 9,400,000 | 9,400,000 | 0 | 0.16% | -$85.08K |
| RABOBK V5.447 03/05/30 144A | 9,200,000 | 9,200,000 | 0 | 0.16% | -$98.91K |
| JPMORGAN CHASE | 9,200,000 | 9,200,000 | 0 | 0.16% | -$111.13K |
| MORGAN STANLEY | 9,200,000 | 9,200,000 | 0 | 0.16% | -$130.17K |
| BANK OF NY MELLO | 9,200,000 | 9,200,000 | 0 | 0.16% | -$117.11K |
| MORGAN STANLEY BK NA SALT LAKE FRN SOFR+108 01/14/2028 | 9,300,000 | 9,300,000 | 0 | 0.15% | -$23.59K |
| SOUTHERN CAL ED | 9,200,000 | 9,200,000 | 0 | 0.15% | -$73.18K |
| VIRGINIA POWER | 9,200,000 | 9,200,000 | 0 | 0.15% | -$108.49K |
| PACIFICORP | 9,300,000 | 9,300,000 | 0 | 0.15% | -$168.52K |
| GENERAL MTRS FINL CO INC FRN SOFRINDX+135 05/08/2027 | 9,200,000 | 9,200,000 | 0 | 0.15% | $2.20K |
| FED REPUBLIC OF BRAZIL SR UNSECURED 03/34 6.125 | 9,200,000 | 9,200,000 | 0 | 0.15% | -$107.61K |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/30 4.75 | 9,200,000 | 9,200,000 | 0 | 0.15% | -$198.28K |
| MORGAN STANLEY | 9,200,000 | 9,200,000 | 0 | 0.15% | -$115.48K |
| PROLOGIS LP SR UNSECURED 02/33 4.2 | 12,800,000 | 12,800,000 | 0 | 0.15% | -$219.63K |
| BANK OF AMER CRP | 9,200,000 | 9,200,000 | 0 | 0.15% | -$25.13K |
| WELLS FARGO BK NATL ASSN FRN SOFR+107 12/11/2026 | 9,100,000 | 9,100,000 | 0 | 0.15% | -$38.33K |
| MERCEDES BENZ FIN NA COMPANY GUAR 144A 11/27 4.9 | 9,000,000 | 9,000,000 | 0 | 0.15% | -$82.11K |
| AMERICAN EXPRESS | 9,000,000 | 9,000,000 | 0 | 0.15% | -$34.75K |
| Nationwide Building Society | 8,800,000 | 8,800,000 | 0 | 0.15% | -$67.51K |
| BPCE SA REGD V/R 144A P/P 6.61200000 | 8,800,000 | 8,800,000 | 0 | 0.15% | -$70.07K |
| ARES XLIV CLO Ltd. Floating Rate, Due 04/15/2034 | 8,800,000 | 8,800,000 | 0 | 0.15% | $6.57K |
| NATWEST GROUP | 8,500,000 | 8,500,000 | 0 | 0.15% | -$202.92K |
| ENEL FINANCE INTL NV COMPANY GUAR 144A 06/29 5.125 | 8,600,000 | 8,600,000 | 0 | 0.14% | -$105.95K |
| BNP PARIBAS | 8,400,000 | 8,400,000 | 0 | 0.14% | -$89.80K |
| NOMURA HOLDINGS | 9,400,000 | 9,400,000 | 0 | 0.14% | -$98.16K |
| PACIFIC GAS&ELEC | 8,700,000 | 8,700,000 | 0 | 0.14% | -$81.11K |
| ALLY V6.848 01/03/30 | 8,000,000 | 8,000,000 | 0 | 0.14% | -$141.15K |
| JPM V6.07 10/22/27 | 8,200,000 | 8,200,000 | 0 | 0.14% | -$52.24K |
| BANCO SANTANDER | 8,200,000 | 8,200,000 | 0 | 0.14% | -$70.67K |
| US TREASURY N/B | 10,100,000 | 10,100,000 | 0 | 0.14% | -$80.88K |
| HA SUST INF CAP | 8,100,000 | 8,100,000 | 0 | 0.14% | -$77.03K |
| GSMS 2017-GPTX A | 9,079,386 | 9,079,386 | 0 | 0.14% | $232.92K |
| HSBC HOLDINGS | 8,000,000 | 8,000,000 | 0 | 0.13% | -$72.09K |
| GLP CAP/FIN II | 7,900,000 | 7,900,000 | 0 | 0.13% | -$109.37K |
| MASSMUTUAL GLOBAL FUNDIN SR SECURED 144A 12/27 5.05 | 7,900,000 | 7,900,000 | 0 | 0.13% | -$50.32K |
| T-MOBILE USA INC | 8,000,000 | 8,000,000 | 0 | 0.13% | -$62.47K |
| TORONTO DOM BANK | 8,000,000 | 8,000,000 | 0 | 0.13% | -$2.75K |
| CHARTER COMM OPT | 7,600,000 | 7,600,000 | 0 | 0.13% | -$61.39K |
| EOG RESOURCES IN | 7,800,000 | 7,800,000 | 0 | 0.13% | -$63.96K |
| CUBESMART LP | 8,200,000 | 8,200,000 | 0 | 0.13% | -$40.23K |
| CIGNA GROUP/THE | 7,500,000 | 7,500,000 | 0 | 0.13% | -$67.44K |
| HSBC HOLDINGS | 7,200,000 | 7,200,000 | 0 | 0.12% | -$106.68K |
| BENEFIT STREET PARTNERS CLO XXII LTD AR2 TSFR3M+115 04/20/2035 144A | 7,500,000 | 7,500,000 | 0 | 0.12% | $575 |
| AMGEN INC | 7,300,000 | 7,300,000 | 0 | 0.12% | -$82.79K |
| REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 | 24,370,000 | 24,370,000 | 0 | 0.12% | -$500.59K |
| US TREASURY N/B | 9,900,000 | 9,900,000 | 0 | 0.12% | -$66.90K |
| AMERICAN MEDICAL SYST EU COMPANY GUAR 03/29 3.375 | 6,300,000 | 6,300,000 | 0 | 0.12% | -$243.69K |
| NOMURA HOLDINGS INC SR UNSECURED 07/27 VAR | 7,200,000 | 7,200,000 | 0 | 0.12% | -$13.33K |
| ROYAL BK CANADA | 7,200,000 | 7,200,000 | 0 | 0.12% | -$37.82K |
| SANTANDER UK GRP | 7,300,000 | 7,300,000 | 0 | 0.12% | -$75.07K |
| CAIXABANK SA SR UNSECURED 144A 03/30 VAR | 7,000,000 | 7,000,000 | 0 | 0.12% | -$79.67K |
| Aircastle Ltd. / Aircastle Ireland DAC | 7,200,000 | 7,200,000 | 0 | 0.12% | -$93.00K |
| WELLS FARGO CO | 7,100,000 | 7,100,000 | 0 | 0.12% | -$49.04K |
| LA LOCAL GOVT -A1-A3 | 6,900,000 | 6,900,000 | 0 | 0.12% | -$68.32K |
| ROCKFORD TOWER CLO LTD ROCKT 2022 1A A1R 144A | 7,050,000 | 7,050,000 | 0 | 0.12% | -$3.03K |
| JP Morgan Chase Commercial Mortgage Securities Trust 2023-CCDC | 6,800,000 | 6,800,000 | 0 | 0.12% | -$129.70K |
| ATHENE GLOBAL FU | 7,100,000 | 7,100,000 | 0 | 0.12% | -$127.81K |
| CSAIL Commercial Mortgage Trust, Series 2019-C18, Class A4 | 7,446,000 | 7,446,000 | 0 | 0.12% | -$34.97K |
| IVORY COAST SR UNSECURED 144A 10/31 5.875 | 6,200,000 | 6,200,000 | 0 | 0.12% | -$332.35K |
| KKR FINANCIAL CLO LTD KKR 2022 41A A1 144A | 7,000,000 | 7,000,000 | 0 | 0.12% | -$3.13K |
| OWL 3 1/8 06/10/31 | 8,100,000 | 8,100,000 | 0 | 0.12% | -$361.74K |
| NATWEST MARKETS PLC SR UNSECURED 144A 03/30 5.022 | 6,900,000 | 6,900,000 | 0 | 0.12% | -$102.93K |
| EVERSOURCE ENERG | 6,700,000 | 6,700,000 | 0 | 0.12% | -$63.66K |
| REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95 | 22,241,000 | 22,241,000 | 0 | 0.11% | -$424.93K |
| CONAGRA BRANDS | 6,900,000 | 6,900,000 | 0 | 0.11% | -$129.58K |
| US TREASURY N/B | 7,100,000 | 7,100,000 | 0 | 0.11% | -$85.28K |
| US TREASURY N/B | 9,800,000 | 9,800,000 | 0 | 0.11% | -$67.76K |
| MPLX LP | 6,900,000 | 6,900,000 | 0 | 0.11% | -$40.40K |
| ABU DHABI NATL ENERGY CO PJSC 4.375% 10/09/2031 144A | 7,000,000 | 7,000,000 | 0 | 0.11% | -$218.43K |
| U.S. Treasury STRIPS Coupon | 15,100,000 | 15,100,000 | 0 | 0.11% | $28.55K |
| JACKSON NATL LIFE GLOBAL SECURED 144A 09/30 4.55 | 6,900,000 | 6,900,000 | 0 | 0.11% | -$113.97K |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 07/29 VAR | 6,700,000 | 6,700,000 | 0 | 0.11% | -$38.37K |
| Newcastle Mortgage Securities Trust, Series 2006-1, Class M5 | 6,757,000 | 6,757,000 | 0 | 0.11% | -$12.34K |
| WELLTOWER INC | 7,000,000 | 7,000,000 | 0 | 0.11% | -$55.80K |
| JAPAN (30 YEAR ISSUE) BONDS 06/55 2.8 | 1,240,000,000 | 1,240,000,000 | 0 | 0.11% | -$465.45K |
| ABU DHABI DEVELO | 6,800,000 | 6,800,000 | 0 | 0.11% | -$176.19K |
| CVS HEALTH CORP | 6,500,000 | 6,500,000 | 0 | 0.11% | -$53.57K |
| SAGB 7 02/28/31 R213 | 118,900,000 | 118,900,000 | 0 | 0.11% | -$438.83K |
| SANDERS RE III LTD UNSECURED 144A 04/29 VAR | 10,000,000 | 10,000,000 | 0 | 0.11% | $600.00K |
| US TREASURY N/B | 11,825,000 | 11,825,000 | 0 | 0.11% | -$40.65K |
| MARS INC | 6,400,000 | 6,400,000 | 0 | 0.11% | -$73.27K |
| RTX CORP SR UNSECURED 11/26 5.75 | 6,400,000 | 6,400,000 | 0 | 0.11% | -$34.78K |
| TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/32 FIXED 3.151 | 7,095,000 | 7,095,000 | 0 | 0.11% | -$25.50K |
| SANUK V4.858 09/11/30 | 6,375,000 | 6,375,000 | 0 | 0.11% | -$66.02K |
| AERCAP IRELAND | 6,450,000 | 6,450,000 | 0 | 0.11% | $15.88K |
| JAPAN (20 YEAR ISSUE) BONDS 03/45 2.4 | 1,140,000,000 | 1,140,000,000 | 0 | 0.11% | -$390.00K |
| US TREASURY N/B | 10,093,000 | 10,093,000 | 0 | 0.10% | -$47.51K |
| AMDOCS LTD | 6,900,000 | 6,900,000 | 0 | 0.10% | -$94.77K |
| MORGAN STANLEY | 6,100,000 | 6,100,000 | 0 | 0.10% | -$58.86K |
| BAYER US FINANCE | 5,898,000 | 5,898,000 | 0 | 0.10% | -$79.96K |
| AES CORP/THE SR UNSECURED 144A 07/30 3.95 | 6,400,000 | 6,400,000 | 0 | 0.10% | -$133.42K |
| BANK OF AMER CRP | 6,000,000 | 6,000,000 | 0 | 0.10% | -$79.97K |
| TX NATURAL GAS SECZ | 5,777,421 | 5,777,421 | 0 | 0.10% | -$12.46K |
| GOLDMAN SACHS GP | 5,900,000 | 5,900,000 | 0 | 0.10% | -$21.52K |
| CD 2017-CD5 A4 | 5,900,000 | 5,900,000 | 0 | 0.10% | -$13.03K |
| AVOCA CLO AVOCA 25A A 144A | 5,000,000 | 5,000,000 | 0 | 0.10% | -$113.15K |
| MORGAN STANLEY B | 5,700,000 | 5,700,000 | 0 | 0.10% | -$33.41K |
| ICG US CLO LTD ICG 2021 3A AR 144A | 5,700,000 | 5,700,000 | 0 | 0.09% | $4.10K |
| US TREASURY N/B | 6,100,000 | 6,100,000 | 0 | 0.09% | -$55.28K |
| WELLS FARGO + COMPANY SR UNSECURED REGS 05/30 VAR | 5,200,000 | 5,200,000 | 0 | 0.09% | -$175.98K |
| BARCLAYS PLC | 5,700,000 | 5,700,000 | 0 | 0.09% | -$62.46K |
| FOX CORP | 5,600,000 | 5,600,000 | 0 | 0.09% | -$57.71K |
| CENTENE CORP | 6,400,000 | 6,400,000 | 0 | 0.09% | -$118.20K |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/29 5.3 | 5,500,000 | 5,500,000 | 0 | 0.09% | -$69.17K |
| T-MOBILE USA INC | 5,475,000 | 5,475,000 | 0 | 0.09% | -$54.11K |
| CROWN CASTLE INT | 6,200,000 | 6,200,000 | 0 | 0.09% | -$71.81K |
| BGC GROUP INC | 5,000,000 | 5,000,000 | 0 | 0.09% | -$72.29K |
| BANK OF AMER CRP | 5,250,000 | 5,250,000 | 0 | 0.09% | -$25.33K |
| GREENSAIF PIPELI | 4,900,000 | 4,900,000 | 0 | 0.08% | -$277.60K |
| BARCLAYS PLC | 4,500,000 | 4,500,000 | 0 | 0.08% | -$113.63K |
| MORGAN STANLEY B | 5,000,000 | 5,000,000 | 0 | 0.08% | -$14.09K |
| RFR USD SOFR/3.25000 06/18/25-30Y LCH | 1 | 1 | 0 | 0.08% | -$110.17K |
| ROYAL BK SCOTLAND INTL LTD USD SR NT SER E | 5,000,000 | 5,000,000 | 0 | 0.08% | -$59.77K |
| CIXCN 7 1/2 05/30/29 | 4,700,000 | 4,700,000 | 0 | 0.08% | -$67.09K |
| New York Life Global Funding | 4,900,000 | 4,900,000 | 0 | 0.08% | -$7.64K |
| ORACLE CORP | 4,900,000 | 4,900,000 | 0 | 0.08% | -$21.70K |
| HSBC HOLDINGS | 4,600,000 | 4,600,000 | 0 | 0.08% | -$130.60K |
| Venture Global LNG, Inc. | 4,500,000 | 4,500,000 | 0 | 0.08% | $183.51K |
| WPT 2017-WWP A | 6,000,000 | 6,000,000 | 0 | 0.08% | -$29.45K |
| ORACLE CORP | 4,900,000 | 4,900,000 | 0 | 0.08% | -$68.01K |
| CARLYLE FINANCE SUBSIDIARY LLC 144A 3.500000% 09/19/2029 | 4,900,000 | 4,900,000 | 0 | 0.08% | -$46.21K |
| DTE ENERGY CO | 4,600,000 | 4,600,000 | 0 | 0.08% | -$37.14K |
| BAE SYSTEMS PLC SR UNSECURED 144A 02/31 1.9 | 5,300,000 | 5,300,000 | 0 | 0.08% | -$30.44K |
| Toyota Auto Loan Extended Note Trust, Series 2023-1A, Class A | 4,600,000 | 4,600,000 | 0 | 0.08% | -$37.35K |
| SALES TAX SECURITIZATION CORP STSGEN 01/31 FIXED 2.857 | 5,000,000 | 5,000,000 | 0 | 0.08% | -$31.53K |
| REP OF POLAND | 4,600,000 | 4,600,000 | 0 | 0.08% | -$93.15K |
| HSBC V5.546 03/04/30 | 4,500,000 | 4,500,000 | 0 | 0.08% | -$54.83K |
| Alliant Energy Finance LLC | 4,400,000 | 4,400,000 | 0 | 0.08% | -$39.83K |
| MORGAN STANLEY | 4,500,000 | 4,500,000 | 0 | 0.08% | -$58.27K |
| AM AIRLIN 16-3 A | 4,704,169 | 4,704,169 | 0 | 0.08% | $10.74K |
| DANSKE BANK AS (UNGTD) 5.427%/VAR 03/01/2028 144A | 4,500,000 | 4,500,000 | 0 | 0.08% | -$27.43K |
| BAYER US FIN LLC 6.375% 11/21/2030 144A | 4,300,000 | 4,300,000 | 0 | 0.08% | -$75.86K |
| NOMURA HOLDINGS INC SR UNSECURED 01/28 5.842 | 4,400,000 | 4,400,000 | 0 | 0.07% | -$47.33K |
| Government of Canada | 6,311,000 | 6,311,000 | 0 | 0.07% | -$73.92K |
| ALEXANDRIA REAL | 4,500,000 | 4,500,000 | 0 | 0.07% | -$28.95K |
| BANCO SANTANDER | 4,400,000 | 4,400,000 | 0 | 0.07% | -$37.02K |
| ENERGY TRANS | 4,400,000 | 4,400,000 | 0 | 0.07% | -$30.70K |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.25% 03-15-30 | 4,300,000 | 4,300,000 | 0 | 0.07% | -$44.27K |
| AMEREN MISSOURI | 4,335,693 | 4,335,693 | 0 | 0.07% | -$43.77K |
| WEC ENERGY GROUP | 4,525,000 | 4,525,000 | 0 | 0.07% | -$6.17K |
| CS AT1 CLAIMS US22546DAB29 CREDIT SUISSE GROUP AG | 12,300,000 | 12,300,000 | 0 | 0.07% | $676.50K |
| MARSH & MCLENNAN | 4,200,000 | 4,200,000 | 0 | 0.07% | -$55.77K |
| PACIFIC GAS&ELEC | 3,900,000 | 3,900,000 | 0 | 0.07% | -$71.83K |
| ADNOC MURBAN RSC LTD SR UNSECURED 144A 09/29 4.25 | 4,200,000 | 4,200,000 | 0 | 0.07% | -$90.75K |
| EPR PROPERTIES | 4,300,000 | 4,300,000 | 0 | 0.07% | -$51.07K |
| VENTAS REALTY LP | 4,100,000 | 4,100,000 | 0 | 0.07% | -$798 |
| GEORGIA POWER | 4,000,000 | 4,000,000 | 0 | 0.07% | -$23.03K |
| QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 08/32 1 | 7,300,000 | 7,300,000 | 0 | 0.07% | $89.33K |
| ORACLE CORP | 4,000,000 | 4,000,000 | 0 | 0.07% | -$18.33K |
| ALLY V5.548 07/31/33 | 4,000,000 | 4,000,000 | 0 | 0.07% | -$100.61K |
| BANK OF AMER CRP | 3,849,000 | 3,849,000 | 0 | 0.06% | -$30.51K |
| JAPAN (40 YEAR ISSUE) BONDS 03/64 2.2 | 886,000,000 | 886,000,000 | 0 | 0.06% | -$248.19K |
| SYNOPSYS INC | 3,800,000 | 3,800,000 | 0 | 0.06% | -$53.31K |
| FISERV INC | 3,900,000 | 3,900,000 | 0 | 0.06% | -$41.76K |
| US TREASURY N/B | 4,300,000 | 4,300,000 | 0 | 0.06% | -$46.36K |
| GENERAL ELECTRIC CO SR UNSECURED 05/26 VAR | 3,771,000 | 3,771,000 | 0 | 0.06% | -$5.83K |
| CHENIERE ENERGYP | 4,100,000 | 4,100,000 | 0 | 0.06% | -$40.22K |
| BARCLAYS PLC SR UNSECURED 03/28 VAR | 3,700,000 | 3,700,000 | 0 | 0.06% | -$12.57K |
| Renaissance Home Equity Loan Trust, Series 2006-4, Class AF2 | 12,617,230 | 12,617,230 | 0 | 0.06% | -$80.63K |
| DAIMLER TRUCK | 3,700,000 | 3,700,000 | 0 | 0.06% | -$17.29K |
| LLOYDS BK GR PLC | 3,700,000 | 3,700,000 | 0 | 0.06% | -$23.92K |
| NATL GRID PLC | 3,500,000 | 3,500,000 | 0 | 0.06% | -$77.71K |
| MORGAN STANLEY B | 3,600,000 | 3,600,000 | 0 | 0.06% | -$32.35K |
| UNITED MEXICAN STATES SR UNSECURED 09/29 3.5 | 3,200,000 | 3,200,000 | 0 | 0.06% | -$113.86K |
| NATIONWIDE BUILDING SOCIETY 144A 3.960000% 07/18/2030 | 3,700,000 | 3,700,000 | 0 | 0.06% | -$31.91K |
| UNITED MEXICAN STATES SR UNSECURED 03/34 4.5 | 3,200,000 | 3,200,000 | 0 | 0.06% | -$145.84K |
| CITIGROUP INC | 3,905,000 | 3,905,000 | 0 | 0.06% | -$39.02K |
| BPCE | 3,500,000 | 3,500,000 | 0 | 0.06% | -$39.69K |
| HIGHWOODS REALTY | 3,600,000 | 3,600,000 | 0 | 0.06% | -$20.83K |
| US TREASURY N/B | 6,800,000 | 6,800,000 | 0 | 0.06% | -$22.58K |
| SUMITOMO TR&BK | 3,500,000 | 3,500,000 | 0 | 0.06% | -$6.33K |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 07/29 5.375 | 3,400,000 | 3,400,000 | 0 | 0.06% | -$29.77K |
| NATL GRID PLC | 3,300,000 | 3,300,000 | 0 | 0.06% | -$29.87K |
| US TREASURY N/B | 3,488,000 | 3,488,000 | 0 | 0.06% | -$39.10K |
| BCC 2022-2A A1R | 3,350,000 | 3,350,000 | 0 | 0.06% | -$1.40K |
| COLUMBIA PIPE OC | 3,100,000 | 3,100,000 | 0 | 0.05% | -$38.20K |
| ELECTRICITE DE FRANCE SA SR UNSECURED 144A 04/64 6 | 3,400,000 | 3,400,000 | 0 | 0.05% | -$110.87K |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 5.125 | 3,200,000 | 3,200,000 | 0 | 0.05% | -$36.17K |
| PACIFIC GAS&ELEC | 4,300,000 | 4,300,000 | 0 | 0.05% | -$47.55K |
| FORD MOTOR CRED | 3,246,000 | 3,246,000 | 0 | 0.05% | -$15.98K |
| PACIFIC GAS&ELEC | 3,100,000 | 3,100,000 | 0 | 0.05% | -$22.04K |
| SOUTH AFRICA REPUBLIC OF 7.1% 11/19/2036 144A | 3,000,000 | 3,000,000 | 0 | 0.05% | -$157.71K |
| PACIFIC GAS&ELEC | 3,100,000 | 3,100,000 | 0 | 0.05% | -$4.33K |
| FORD MOTOR CRED | 3,000,000 | 3,000,000 | 0 | 0.05% | -$24.44K |
| US TREASURY N/B | 4,100,000 | 4,100,000 | 0 | 0.05% | -$26.75K |
| U.S. Treasury STRIPS Coupon | 6,800,000 | 6,800,000 | 0 | 0.05% | $10.13K |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A B 144A | 2,259,000 | 2,259,000 | 0 | 0.05% | -$61.75K |
| DRILLCO HLDG LUX S A COMMON STOCK | 128,056 | 128,056 | 0 | 0.05% | $56.02K |
| ENBRIDGE INC | 2,900,000 | 2,900,000 | 0 | 0.05% | -$18.28K |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/35 6 | 9,950,000 | 9,950,000 | 0 | 0.05% | -$272.52K |
| PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000 | 3,700,000 | 3,700,000 | 0 | 0.05% | $40.13K |
| GS Mortgage Securities Trust, Series 2016-GS3, Class WMB | 3,037,000 | 3,037,000 | 0 | 0.05% | $100.34K |
| MID-AMER APT LP | 3,000,000 | 3,000,000 | 0 | 0.05% | -$26.71K |
| US TREASURY N/B | 3,800,000 | 3,800,000 | 0 | 0.04% | -$25.98K |
| UNITED MEXICAN | 2,700,000 | 2,700,000 | 0 | 0.04% | -$53.60K |
| US TREASURY N/B | 3,500,000 | 3,500,000 | 0 | 0.04% | -$24.34K |
| BANC OF AMERICA FUNDING CORPOR BAFC 2014 R2 3A2 144A | 19,509,917 | 19,509,917 | 0 | 0.04% | -$75.23K |
| BAYER US FINANCE | 2,600,000 | 2,600,000 | 0 | 0.04% | -$14.05K |
| NATWEST GROUP | 2,600,000 | 2,600,000 | 0 | 0.04% | -$9.28K |
| GREENSAIF PIPELI | 2,500,000 | 2,500,000 | 0 | 0.04% | -$124.33K |
| AMERICAN ASTS LP | 2,800,000 | 2,800,000 | 0 | 0.04% | -$28.20K |
| Hyundai Capital America | 2,400,000 | 2,400,000 | 0 | 0.04% | -$37.20K |
| PACIFIC GAS&ELEC | 2,790,000 | 2,790,000 | 0 | 0.04% | -$13.26K |
| State of Kuwait | 2,500,000 | 2,500,000 | 0 | 0.04% | -$40.35K |
| US TREASURY N/B | 2,900,000 | 2,900,000 | 0 | 0.04% | -$26.17K |
| VMED O2 UK FINANCING I SR SECURED 144A 04/32 5.625 | 2,300,000 | 2,300,000 | 0 | 0.04% | -$276.36K |
| State of Kuwait | 2,500,000 | 2,500,000 | 0 | 0.04% | -$55.82K |
| HCA INC | 2,300,000 | 2,300,000 | 0 | 0.04% | -$43.05K |
| EIX 6.25 03/15/30 | 2,250,000 | 2,250,000 | 0 | 0.04% | -$21.46K |
| KONA SPC LTD COMPANY GUAR 144A 09/26 VAR | 2,000,000 | 2,000,000 | 0 | 0.04% | -$32.08K |
| PROJECT HUDSON II FIXED TERM LOAN | 2,300,000 | 2,300,000 | 0 | 0.04% | -$12.79K |
| American Airlines Pass-Through Trust, Series 2016-3, Class A | 2,407,273 | 2,407,273 | 0 | 0.04% | -$17.87K |
| DALLAS FORT WORTH TX INTERNATI DALAPT 11/31 FIXED 2.246 | 2,500,000 | 2,500,000 | 0 | 0.04% | -$21.51K |
Top 300 of 459, by weight.
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