PIMCO · 2023-01-18 成立 · 规模、费率、NAV、资金流、完整持仓和风险收益使用各自可追溯公开源。
| 日期 | 估算净流 | 申购 / 销售 | 赎回 | 净资产 | 口径 |
|---|---|---|---|---|---|
| 2026-07-31 | +$417,430 | — | — | $222.5M | 每日估算 |
| 2026-07-27 | +$14,179 | — | — | $222.7M | 每日估算 |
| 2026-07-26 | -$374,827 | — | — | $222.5M | 每日估算 |
| 2026-03-31 | -$10.2M | $0 | $10.2M | $203.5M | SEC 月度 |
| 2026-02-28 | +$3.1M | $3.1M | $0 | — |
| 持仓 | 资产类别 | 数量 | 市值 | 权重 |
|---|---|---|---|---|
REPO BANK AMERICA REPO REPO BANK AMERICA REPO | RA | 4,700,000 | $4.7M | 2.31% |
JPMORGAN CHASE + CO JR SUBORDINA 12/99 VAR JPMORGAN CHASE + CO JR SUBORDINA 12/99 VAR | EP | 3,600,000 | $3.7M | 1.82% |
ROYAL BANK OF CANADA JR SUBORDINA 05/84 VAR ROYAL BANK OF CANADA JR SUBORDINA 05/84 VAR | DBT | 3,400,000 | $3.5M | 1.71% |
行情与风险截至 2026-07-30；NAV 的发布时间可能和交易所收盘错位。完整持仓是延迟监管披露，不代表当前盘中组合。
已使用：nasdaq_etf_screener、yahoo_chart、yahoo_quote_summary、sec_nport。缺口标记：nav_timestamp_unverified。
| SEC 月度 |
| 2026-01-31 | +$12.4M | $12.4M | $0 | — | SEC 月度 |
| EP |
| 3,418,000 |
| $3.4M |
| 1.68% |
WELLS FARGO + COMPANY JR SUBORDINA 12/99 VAR WELLS FARGO + COMPANY JR SUBORDINA 12/99 VAR | EP | 3,200,000 | $3.3M | 1.63% |
CITIGROUP INC JR SUBORDINA 12/99 VAR CITIGROUP INC JR SUBORDINA 12/99 VAR | EP | 3,200,000 | $3.2M | 1.59% |
ENBRIDGE INC SUBORDINATED 07/80 VAR ENBRIDGE INC SUBORDINATED 07/80 VAR | DBT | 2,815,000 | $2.8M | 1.38% |
BARCLAYS PLC JR SUBORDINA 12/99 8 BARCLAYS PLC JR SUBORDINA 12/99 8 | DBT | 2,400,000 | $2.5M | 1.22% |
BP CAPITAL MARKETS PLC COMPANY GUAR 12/99 VAR BP CAPITAL MARKETS PLC COMPANY GUAR 12/99 VAR | DBT | 2,300,000 | $2.4M | 1.18% |
NATWEST GROUP PLC JR SUBORDINA 12/99 VAR NATWEST GROUP PLC JR SUBORDINA 12/99 VAR | DBT | 2,200,000 | $2.4M | 1.17% |
BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR | EP | 2,300,000 | $2.4M | 1.16% |
CANADIAN IMPERIAL BANK JR SUBORDINA 01/85 VAR CANADIAN IMPERIAL BANK JR SUBORDINA 01/85 VAR | DBT | 2,300,000 | $2.3M | 1.13% |
METLIFE CAPITAL TRUST IV JR SUBORDINA 144A 12/67 7.875 METLIFE CAPITAL TRUST IV JR SUBORDINA 144A 12/67 7.875 | DBT | 2,100,000 | $2.3M | 1.12% |
CITIGROUP INC JR SUBORDINA 12/99 VAR CITIGROUP INC JR SUBORDINA 12/99 VAR | EP | 2,200,000 | $2.2M | 1.08% |
GOLDMAN SACHS GROUP INC JR SUBORDINA 12/99 VAR GOLDMAN SACHS GROUP INC JR SUBORDINA 12/99 VAR | EP | 2,000,000 | $2.1M | 1.02% |
BANCO SANTANDER SA JR SUBORDINA 12/99 VAR BANCO SANTANDER SA JR SUBORDINA 12/99 VAR | DBT | 1,800,000 | $2.1M | 1.02% |
ELECTRICITE DE FRANCE SA JR SUBORDINA 144A 12/99 VAR ELECTRICITE DE FRANCE SA JR SUBORDINA 144A 12/99 VAR | DBT | 1,715,000 | $2.0M | 0.98% |
NIPPON LIFE INSURANCE SUBORDINATED 144A 04/55 VAR NIPPON LIFE INSURANCE SUBORDINATED 144A 04/55 VAR | DBT | 1,900,000 | $2.0M | 0.97% |
STATE STREET CORP JR SUBORDINA 12/99 VAR STATE STREET CORP JR SUBORDINA 12/99 VAR | EP | 1,900,000 | $1.9M | 0.95% |
BBVA MEX BANCA GRUPO TX SUBORDINATED 144A 01/39 VAR BBVA MEX BANCA GRUPO TX SUBORDINATED 144A 01/39 VAR | DBT | 1,800,000 | $1.9M | 0.93% |
SEMPRA JR SUBORDINA 10/54 VAR SEMPRA JR SUBORDINA 10/54 VAR | DBT | 1,850,000 | $1.9M | 0.92% |
NEXTERA ENERGY CAPITAL COMPANY GUAR 06/54 VAR NEXTERA ENERGY CAPITAL COMPANY GUAR 06/54 VAR | DBT | 1,800,000 | $1.9M | 0.92% |
ENERGY TRANSFER LP JR SUBORDINA 12/99 VAR ENERGY TRANSFER LP JR SUBORDINA 12/99 VAR | EP | 1,800,000 | $1.8M | 0.90% |
COMMERZBANK AG JR SUBORDINA REGS 12/99 VAR COMMERZBANK AG JR SUBORDINA REGS 12/99 VAR | DBT | 1,800,000 | $1.8M | 0.90% |
TORONTO DOMINION BANK JR SUBORDINA 10/82 VAR TORONTO DOMINION BANK JR SUBORDINA 10/82 VAR | DBT | 1,728,000 | $1.8M | 0.88% |
CITIGROUP INC JR SUBORDINA 12/99 VAR CITIGROUP INC JR SUBORDINA 12/99 VAR | EP | 1,700,000 | $1.7M | 0.86% |
TRANSCANADA TRUST COMPANY GUAR 03/82 VAR TRANSCANADA TRUST COMPANY GUAR 03/82 VAR | DBT | 1,736,000 | $1.7M | 0.84% |
LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 12/51 VAR LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 12/51 VAR | DBT | 1,700,000 | $1.7M | 0.82% |
VODAFONE GROUP PLC JR SUBORDINA 04/79 VAR VODAFONE GROUP PLC JR SUBORDINA 04/79 VAR | DBT | 1,600,000 | $1.6M | 0.81% |
DNB BANK ASA DNB BANK ASA DNB BANK ASA DNB BANK ASA | DBT | 1,600,000 | $1.6M | 0.80% |
LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR | DBT | 1,533,000 | $1.6M | 0.79% |
TRANSCANADA TRUST COMPANY GUAR 09/79 VAR TRANSCANADA TRUST COMPANY GUAR 09/79 VAR | DBT | 1,600,000 | $1.6M | 0.78% |
CAPITAL ONE FINANCIAL CO JR SUBORDINA 12/99 VAR CAPITAL ONE FINANCIAL CO JR SUBORDINA 12/99 VAR | EP | 1,600,000 | $1.6M | 0.77% |
COMPEER FINANCIAL ACA JR SUBORDINA 144A 12/99 VAR COMPEER FINANCIAL ACA JR SUBORDINA 144A 12/99 VAR | EP | 1,500,000 | $1.5M | 0.76% |
PRUDENTIAL FINANCIAL INC JR SUBORDINA 09/52 VAR PRUDENTIAL FINANCIAL INC JR SUBORDINA 09/52 VAR | DBT | 1,518,000 | $1.5M | 0.75% |
BANK OF NOVA SCOTIA JR SUBORDINA 04/85 VAR BANK OF NOVA SCOTIA JR SUBORDINA 04/85 VAR | DBT | 1,500,000 | $1.5M | 0.74% |
CHARLES SCHWAB CORP JR SUBORDINA 12/99 VAR CHARLES SCHWAB CORP JR SUBORDINA 12/99 VAR | EP | 1,636,000 | $1.5M | 0.74% |
CREDIT AGRICOLE SA JR SUBORDINA REGS 12/99 VAR CREDIT AGRICOLE SA JR SUBORDINA REGS 12/99 VAR | DBT | 1,500,000 | $1.5M | 0.74% |
BANCO MERCANTIL DE NORTE JR SUBORDINA REGS 12/99 VAR BANCO MERCANTIL DE NORTE JR SUBORDINA REGS 12/99 VAR | DBT | 1,500,000 | $1.5M | 0.74% |
ING GROEP NV JR SUBORDINA 12/99 VAR ING GROEP NV JR SUBORDINA 12/99 VAR | DBT | 1,500,000 | $1.5M | 0.74% |
HUNTINGTON BANCSHARES JR SUBORDINA 12/99 VAR HUNTINGTON BANCSHARES JR SUBORDINA 12/99 VAR | EP | 1,500,000 | $1.5M | 0.73% |
ING GROEP NV JR SUBORDINA REGS 12/49 VAR ING GROEP NV JR SUBORDINA REGS 12/49 VAR | DBT | 1,400,000 | $1.5M | 0.73% |
BANK OF MONTREAL JR SUBORDINA 05/84 VAR BANK OF MONTREAL JR SUBORDINA 05/84 VAR | DBT | 1,400,000 | $1.4M | 0.71% |
AMERICAN EXPRESS CO JR SUBORDINA 12/99 VAR AMERICAN EXPRESS CO JR SUBORDINA 12/99 VAR | EP | 1,400,000 | $1.4M | 0.68% |
DOMINION ENERGY INC JR SUBORDINA 02/56 VAR DOMINION ENERGY INC JR SUBORDINA 02/56 VAR | DBT | 1,300,000 | $1.3M | 0.63% |
SEMPRA JR SUBORDINA 04/55 VAR SEMPRA JR SUBORDINA 04/55 VAR | DBT | 1,250,000 | $1.3M | 0.62% |
UBS GROUP AG JR SUBORDINA REGS 12/99 VAR UBS GROUP AG JR SUBORDINA REGS 12/99 VAR | DBT | 1,100,000 | $1.2M | 0.61% |
NEXTERA ENERGY CAPITAL COMPANY GUAR 09/54 VAR NEXTERA ENERGY CAPITAL COMPANY GUAR 09/54 VAR | DBT | 1,200,000 | $1.2M | 0.60% |
COREBRIDGE FINANCIAL INC JR SUBORDINA 12/99 VAR COREBRIDGE FINANCIAL INC JR SUBORDINA 12/99 VAR | EP | 1,200,000 | $1.2M | 0.60% |
DOMINION ENERGY INC JR SUBORDINA 05/55 VAR DOMINION ENERGY INC JR SUBORDINA 05/55 VAR | DBT | 1,200,000 | $1.2M | 0.60% |
HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR | DBT | 1,200,000 | $1.2M | 0.59% |
PNC FINANCIAL SERVICES JR SUBORDINA 12/99 VAR PNC FINANCIAL SERVICES JR SUBORDINA 12/99 VAR | EP | 1,200,000 | $1.2M | 0.59% |
WELLS FARGO + COMPANY JR SUBORDINA 12/99 VAR WELLS FARGO + COMPANY JR SUBORDINA 12/99 VAR | EP | 1,133,000 | $1.2M | 0.59% |
GOLDMAN SACHS GROUP INC JR SUBORDINA 12/99 VAR GOLDMAN SACHS GROUP INC JR SUBORDINA 12/99 VAR | EP | 1,200,000 | $1.2M | 0.58% |
ENBRIDGE INC SUBORDINATED 01/83 VAR ENBRIDGE INC SUBORDINATED 01/83 VAR | DBT | 1,100,000 | $1.2M | 0.58% |
CMS ENERGY CORP JR SUBORDINA 12/50 VAR CMS ENERGY CORP JR SUBORDINA 12/50 VAR | DBT | 1,300,000 | $1.2M | 0.58% |
COREBRIDGE FINANCIAL INC COREBRIDGE FINANCIAL INC COREBRIDGE FINANCIAL INC COREBRIDGE FINANCIAL INC | DBT | 1,200,000 | $1.2M | 0.58% |
BANK OF NOVA SCOTIA JR SUBORDINA 01/84 VAR BANK OF NOVA SCOTIA JR SUBORDINA 01/84 VAR | DBT | 1,100,000 | $1.2M | 0.57% |
PRUDENTIAL FINANCIAL INC JR SUBORDINA 03/52 VAR PRUDENTIAL FINANCIAL INC JR SUBORDINA 03/52 VAR | DBT | 1,200,000 | $1.1M | 0.56% |
ALLSTATE CORP SUBORDINATED 08/53 VAR ALLSTATE CORP SUBORDINATED 08/53 VAR | DBT | 1,146,000 | $1.1M | 0.56% |
ENERGY TRANSFER LP JR SUBORDINA 12/99 VAR ENERGY TRANSFER LP JR SUBORDINA 12/99 VAR | EP | 1,146,000 | $1.1M | 0.56% |
AES CORP/THE JR SUBORDINA 07/55 VAR AES CORP/THE JR SUBORDINA 07/55 VAR | DBT | 1,200,000 | $1.1M | 0.55% |
WELLS FARGO + COMPANY JR SUBORDINA 12/99 VAR WELLS FARGO + COMPANY JR SUBORDINA 12/99 VAR | EP | 1,100,000 | $1.1M | 0.54% |
BARCLAYS PLC JR SUBORDINA 12/99 VAR BARCLAYS PLC JR SUBORDINA 12/99 VAR | DBT | 1,000,000 | $1.1M | 0.54% |
EUSHI FINANCE INC COMPANY GUAR 04/56 VAR EUSHI FINANCE INC COMPANY GUAR 04/56 VAR | DBT | 1,100,000 | $1.1M | 0.53% |
XCEL ENERGY INC JR SUBORDINA 12/56 VAR XCEL ENERGY INC JR SUBORDINA 12/56 VAR | DBT | 1,100,000 | $1.1M | 0.53% |
BNP PARIBAS JR SUBORDINA 144A 12/99 VAR BNP PARIBAS JR SUBORDINA 144A 12/99 VAR | DBT | 1,000,000 | $1.0M | 0.51% |
UBS GROUP AG JR SUBORDINA 144A 12/99 VAR UBS GROUP AG JR SUBORDINA 144A 12/99 VAR | DBT | 1,000,000 | $1.0M | 0.51% |
BANCO BILBAO VIZCAYA ARG JR SUBORDINA 12/99 VAR BANCO BILBAO VIZCAYA ARG JR SUBORDINA 12/99 VAR | DBT | 1,000,000 | $1.0M | 0.50% |
NIPPON LIFE INSURANCE SUBORDINATED 144A 09/53 VAR NIPPON LIFE INSURANCE SUBORDINATED 144A 09/53 VAR | DBT | 1,000,000 | $1.0M | 0.50% |
BNP PARIBAS JR SUBORDINA 144A 12/99 VAR BNP PARIBAS JR SUBORDINA 144A 12/99 VAR | DBT | 969,000 | $1.0M | 0.50% |
EQUITABLE HOLDINGS INC JR SUBORDINA 03/55 VAR EQUITABLE HOLDINGS INC JR SUBORDINA 03/55 VAR | DBT | 1,000,000 | $1.0M | 0.50% |
VODAFONE GROUP PLC JR SUBORDINA 06/81 VAR VODAFONE GROUP PLC JR SUBORDINA 06/81 VAR | DBT | 1,300,000 | $1.0M | 0.50% |
HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR | DBT | 1,000,000 | $1.0M | 0.50% |
SOUTHERN CO JR SUBORDINA 04/58 VAR SOUTHERN CO JR SUBORDINA 04/58 VAR | DBT | 1,000,000 | $1.0M | 0.49% |
GOLDMAN SACHS GROUP INC JR SUBORDINA 12/99 VAR GOLDMAN SACHS GROUP INC JR SUBORDINA 12/99 VAR | EP | 1,000,000 | $991,300 | 0.49% |
SVENSKA HANDELSBANKEN AB JR SUBORDINA REGS 12/99 VAR SVENSKA HANDELSBANKEN AB JR SUBORDINA REGS 12/99 VAR | DBT | 1,000,000 | $983,680 | 0.48% |
VOYA FINANCIAL INC JR SUBORDINA 12/99 VAR VOYA FINANCIAL INC JR SUBORDINA 12/99 VAR | EP | 925,000 | $962,074 | 0.47% |
AMERICAN NATIONAL GROUP JR SUBORDINA 12/55 VAR AMERICAN NATIONAL GROUP JR SUBORDINA 12/55 VAR | DBT | 1,000,000 | $949,137 | 0.47% |
CENTERPOINT ENERGY INC JR SUBORDINA 02/55 VAR CENTERPOINT ENERGY INC JR SUBORDINA 02/55 VAR | DBT | 900,000 | $946,294 | 0.46% |
BNP PARIBAS JR SUBORDINA REGS 12/99 VAR BNP PARIBAS JR SUBORDINA REGS 12/99 VAR | DBT | 900,000 | $941,665 | 0.46% |
JPMORGAN CHASE + CO JR SUBORDINA 12/99 VAR JPMORGAN CHASE + CO JR SUBORDINA 12/99 VAR | EP | 900,000 | $936,891 | 0.46% |
DUKE ENERGY CORP JR SUBORDINA 09/54 VAR DUKE ENERGY CORP JR SUBORDINA 09/54 VAR | DBT | 900,000 | $931,682 | 0.46% |
SVENSKA HANDELSBANKEN AB JR SUBORDINA REGS 12/99 VAR SVENSKA HANDELSBANKEN AB JR SUBORDINA REGS 12/99 VAR | DBT | 1,000,000 | $928,931 | 0.46% |
SOCIETE GENERALE JR SUBORDINA 144A 12/99 VAR SOCIETE GENERALE JR SUBORDINA 144A 12/99 VAR | DBT | 884,000 | $924,778 | 0.45% |
PRUDENTIAL FINANCIAL INC JR SUBORDINA 03/54 VAR PRUDENTIAL FINANCIAL INC JR SUBORDINA 03/54 VAR | DBT | 900,000 | $922,291 | 0.45% |
GOLDMAN SACHS GROUP INC JR SUBORDINA 12/99 VAR GOLDMAN SACHS GROUP INC JR SUBORDINA 12/99 VAR | EP | 900,000 | $917,343 | 0.45% |
CMS ENERGY CORP JR SUBORDINA 06/55 VAR CMS ENERGY CORP JR SUBORDINA 06/55 VAR | DBT | 900,000 | $916,659 | 0.45% |
COOPERATIEVE RABOBANK UA JR SUBORDINA REGS 12/99 VAR COOPERATIEVE RABOBANK UA JR SUBORDINA REGS 12/99 VAR | DBT | 800,000 | $915,188 | 0.45% |
DEUTSCHE BANK AG JR SUBORDINA REGS 12/99 VAR DEUTSCHE BANK AG JR SUBORDINA REGS 12/99 VAR | DBT | 800,000 | $912,544 | 0.45% |
CANADIAN IMPERIAL BANK JR SUBORDINA 10/85 VAR CANADIAN IMPERIAL BANK JR SUBORDINA 10/85 VAR | DBT | 900,000 | $910,223 | 0.45% |
MORGAN STANLEY PREFERRED STOCK 6.625 MORGAN STANLEY PREFERRED STOCK 6.625 | EP | 36,000 | $908,640 | 0.45% |
BANK OF NY MELLON CORP JR SUBORDINA 12/99 VAR BANK OF NY MELLON CORP JR SUBORDINA 12/99 VAR | EP | 900,000 | $903,492 | 0.44% |
REINSURANCE GRP OF AMER SUBORDINATED 09/55 VAR REINSURANCE GRP OF AMER SUBORDINATED 09/55 VAR | DBT | 900,000 | $899,391 | 0.44% |
VENTURE GLOBAL LNG INC JR SUBORDINA 144A 12/99 VAR VENTURE GLOBAL LNG INC JR SUBORDINA 144A 12/99 VAR | EP | 900,000 | $896,751 | 0.44% |
LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR | DBT | 900,000 | $895,440 | 0.44% |
BANCO SANTANDER SA JR SUBORDINA 12/99 VAR BANCO SANTANDER SA JR SUBORDINA 12/99 VAR | DBT | 800,000 | $862,153 | 0.42% |
STANDARD CHARTERED PLC JR SUBORDINA 144A 12/99 VAR STANDARD CHARTERED PLC JR SUBORDINA 144A 12/99 VAR | DBT | 800,000 | $831,757 | 0.41% |
NISOURCE INC JR SUBORDINA 03/55 VAR NISOURCE INC JR SUBORDINA 03/55 VAR | DBT | 800,000 | $821,403 | 0.40% |
BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR | EP | 833,000 | $820,730 | 0.40% |
EVERGY INC JR SUBORDINA 06/55 VAR EVERGY INC JR SUBORDINA 06/55 VAR | DBT | 810,000 | $816,086 | 0.40% |
NATWEST GROUP PLC JR SUBORDINA 12/99 VAR NATWEST GROUP PLC JR SUBORDINA 12/99 VAR | DBT | 800,000 | $812,994 | 0.40% |
NOMURA HOLDINGS INC JR SUBORDINA 12/99 VAR NOMURA HOLDINGS INC JR SUBORDINA 12/99 VAR | DBT | 800,000 | $806,058 | 0.40% |
DAI ICHI LIFE INSURANCE SUBORDINATED 144A 12/99 VAR DAI ICHI LIFE INSURANCE SUBORDINATED 144A 12/99 VAR | DBT | 800,000 | $805,077 | 0.40% |
UBS GROUP AG JR SUBORDINA 144A 12/99 VAR UBS GROUP AG JR SUBORDINA 144A 12/99 VAR | DBT | 800,000 | $793,300 | 0.39% |
WELLS FARGO + COMPANY PREFERRED STOCK 4.75 WELLS FARGO + COMPANY PREFERRED STOCK 4.75 | EP | 41,300 | $784,700 | 0.39% |
JPMORGAN CHASE + CO PREFERRED STOCK 4.625 JPMORGAN CHASE + CO PREFERRED STOCK 4.625 | EP | 40,500 | $774,360 | 0.38% |
AMERICAN ELECTRIC POWER JR SUBORDINA 12/54 VAR AMERICAN ELECTRIC POWER JR SUBORDINA 12/54 VAR | DBT | 700,000 | $743,097 | 0.37% |
ENBRIDGE INC SUBORDINATED 01/84 VAR ENBRIDGE INC SUBORDINATED 01/84 VAR | DBT | 700,000 | $741,244 | 0.36% |
STATE STREET CORP JR SUBORDINA 12/99 VAR STATE STREET CORP JR SUBORDINA 12/99 VAR | EP | 700,000 | $720,461 | 0.35% |
SEMPRA JR SUBORDINA 10/54 VAR SEMPRA JR SUBORDINA 10/54 VAR | DBT | 700,000 | $698,047 | 0.34% |
METLIFE INC JR SUBORDINA 12/99 VAR METLIFE INC JR SUBORDINA 12/99 VAR | EP | 700,000 | $697,242 | 0.34% |
SIERRA PACIFIC POWER CO JR SUBORDINA 09/56 VAR SIERRA PACIFIC POWER CO JR SUBORDINA 09/56 VAR | DBT | 700,000 | $694,490 | 0.34% |
AMERICAN ELECTRIC POWER JR SUBORDINA 03/56 VAR AMERICAN ELECTRIC POWER JR SUBORDINA 03/56 VAR | DBT | 700,000 | $694,053 | 0.34% |
PG+E CORP JR SUBORDINA 09/56 VAR PG+E CORP JR SUBORDINA 09/56 VAR | DBT | 700,000 | $691,994 | 0.34% |
US BANCORP JR SUBORDINA 12/99 VAR US BANCORP JR SUBORDINA 12/99 VAR | EP | 688,000 | $684,766 | 0.34% |
SIERRA PACIFIC POWER CO JR SUBORDINA 12/55 VAR SIERRA PACIFIC POWER CO JR SUBORDINA 12/55 VAR | DBT | 700,000 | $681,311 | 0.33% |
ALLY FINANCIAL INC JR SUBORDINA 12/99 VAR ALLY FINANCIAL INC JR SUBORDINA 12/99 VAR | EP | 716,000 | $663,438 | 0.33% |
TRUIST FINANCIAL CORP JR SUBORDINA 12/99 VAR TRUIST FINANCIAL CORP JR SUBORDINA 12/99 VAR | EP | 648,000 | $648,661 | 0.32% |
SOCIETE GENERALE JR SUBORDINA 144A 12/99 VAR SOCIETE GENERALE JR SUBORDINA 144A 12/99 VAR | DBT | 600,000 | $648,393 | 0.32% |
BANCO SANTANDER SA BANCO SANTANDER SA BANCO SANTANDER SA BANCO SANTANDER SA | DBT | 600,000 | $632,975 | 0.31% |
BURFORD CAPITAL GLBL FIN COMPANY GUAR 144A 07/31 9.25 BURFORD CAPITAL GLBL FIN COMPANY GUAR 144A 07/31 9.25 | DBT | 695,000 | $628,068 | 0.31% |
FARM CREDIT BK OF TEXAS JR SUBORDINA 12/99 VAR FARM CREDIT BK OF TEXAS JR SUBORDINA 12/99 VAR | EP | 600,000 | $616,734 | 0.30% |
AERCAP IRELAND CAP/GLOBA COMPANY GUAR 03/55 VAR AERCAP IRELAND CAP/GLOBA COMPANY GUAR 03/55 VAR | DBT | 600,000 | $614,422 | 0.30% |
EXELON CORP JR SUBORDINA 03/55 VAR EXELON CORP JR SUBORDINA 03/55 VAR | DBT | 600,000 | $612,146 | 0.30% |
BP CAPITAL MARKETS PLC COMPANY GUAR 12/99 VAR BP CAPITAL MARKETS PLC COMPANY GUAR 12/99 VAR | DBT | 600,000 | $605,389 | 0.30% |
BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR | EP | 600,000 | $601,890 | 0.30% |
PACIFICORP JR SUBORDINA 08/56 VAR PACIFICORP JR SUBORDINA 08/56 VAR | DBT | 600,000 | $566,990 | 0.28% |
AT+T INC PREFERRED STOCK 4.75 AT+T INC PREFERRED STOCK 4.75 | EP | 30,700 | $564,880 | 0.28% |
UBS GROUP AG JR SUBORDINA 144A 12/99 VAR UBS GROUP AG JR SUBORDINA 144A 12/99 VAR | DBT | 500,000 | $533,228 | 0.26% |
GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 10/54 VAR GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 10/54 VAR | DBT | 550,000 | $530,061 | 0.26% |
DOMINION ENERGY INC JR SUBORDINA 06/54 VAR DOMINION ENERGY INC JR SUBORDINA 06/54 VAR | DBT | 500,000 | $529,038 | 0.26% |
FARM CREDIT BK OF TEXAS JR SUBORDINA 12/99 VAR FARM CREDIT BK OF TEXAS JR SUBORDINA 12/99 VAR | EP | 500,000 | $522,715 | 0.26% |
BANK OF NOVA SCOTIA JR SUBORDINA 10/82 VAR BANK OF NOVA SCOTIA JR SUBORDINA 10/82 VAR | DBT | 500,000 | $520,010 | 0.26% |
BBVA MEX BANCA GRUPO TX SUBORDINATED 144A 02/35 VAR BBVA MEX BANCA GRUPO TX SUBORDINATED 144A 02/35 VAR | DBT | 500,000 | $517,500 | 0.25% |
SOUTHERN CO JR SUBORDINA 03/55 VAR SOUTHERN CO JR SUBORDINA 03/55 VAR | DBT | 500,000 | $514,468 | 0.25% |
METLIFE INC SUBORDINATED 03/55 VAR METLIFE INC SUBORDINATED 03/55 VAR | DBT | 500,000 | $507,608 | 0.25% |
BNP PARIBAS JR SUBORDINA REGS 12/99 VAR BNP PARIBAS JR SUBORDINA REGS 12/99 VAR | DBT | 500,000 | $507,188 | 0.25% |
SWISS RE SUB FIN PLC COMPANY GUAR 144A 04/35 VAR SWISS RE SUB FIN PLC COMPANY GUAR 144A 04/35 VAR | DBT | 500,000 | $506,619 | 0.25% |
HUNTINGTON BANCSHARES JR SUBORDINA 12/99 VAR HUNTINGTON BANCSHARES JR SUBORDINA 12/99 VAR | EP | 500,000 | $505,120 | 0.25% |
BANK OF MONTREAL JR SUBORDINA 11/85 VAR BANK OF MONTREAL JR SUBORDINA 11/85 VAR | DBT | 500,000 | $504,963 | 0.25% |
NATWEST GROUP PLC JR SUBORDINA 12/99 VAR NATWEST GROUP PLC JR SUBORDINA 12/99 VAR | DBT | 400,000 | $504,654 | 0.25% |
CITIGROUP INC JR SUBORDINA 12/99 VAR CITIGROUP INC JR SUBORDINA 12/99 VAR | EP | 500,000 | $503,770 | 0.25% |
ROYAL BANK OF CANADA JR SUBORDINA 08/85 VAR ROYAL BANK OF CANADA JR SUBORDINA 08/85 VAR | DBT | 500,000 | $502,150 | 0.25% |
BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR | EP | 500,000 | $501,700 | 0.25% |
ENBRIDGE INC SUBORDINATED 03/78 VAR ENBRIDGE INC SUBORDINATED 03/78 VAR | DBT | 500,000 | $500,581 | 0.25% |
SOCIETE GENERALE JR SUBORDINA 144A 12/99 VAR SOCIETE GENERALE JR SUBORDINA 144A 12/99 VAR | DBT | 500,000 | $498,396 | 0.24% |
HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR | DBT | 500,000 | $498,029 | 0.24% |
PLAINS ALL AMERICAN PIPE JR SUBORDINA 12/99 VAR PLAINS ALL AMERICAN PIPE JR SUBORDINA 12/99 VAR | DBT | 498,000 | $497,089 | 0.24% |
HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR | DBT | 500,000 | $494,800 | 0.24% |
BANK OF NOVA SCOTIA JR SUBORDINA 10/85 VAR BANK OF NOVA SCOTIA JR SUBORDINA 10/85 VAR | DBT | 500,000 | $491,429 | 0.24% |
STANDARD CHARTERED PLC JR SUBORDINA 144A 12/99 VAR STANDARD CHARTERED PLC JR SUBORDINA 144A 12/99 VAR | DBT | 500,000 | $490,749 | 0.24% |
ENTERPRISE PRODUCTS OPER COMPANY GUAR 08/77 VAR ENTERPRISE PRODUCTS OPER COMPANY GUAR 08/77 VAR | DBT | 489,000 | $488,832 | 0.24% |
MORGAN STANLEY PREFERRED STOCK 4.875 MORGAN STANLEY PREFERRED STOCK 4.875 | EP | 24,700 | $488,072 | 0.24% |
AFRICAN DEVELOPMENT BANK JR SUBORDINA 12/99 VAR AFRICAN DEVELOPMENT BANK JR SUBORDINA 12/99 VAR | DBT | 500,000 | $486,250 | 0.24% |
SYNCHRONY FINANCIAL PREFERRED STOCK VAR SYNCHRONY FINANCIAL PREFERRED STOCK VAR | EP | 19,200 | $483,456 | 0.24% |
BPCE SA SUBORDINATED 144A 01/47 VAR BPCE SA SUBORDINATED 144A 01/47 VAR | DBT | 500,000 | $478,861 | 0.24% |
VOYA FINANCIAL INC PREFERRED STOCK VAR VOYA FINANCIAL INC PREFERRED STOCK VAR | EP | 20,700 | $475,065 | 0.23% |
GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 03/56 VAR GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 03/56 VAR | DBT | 500,000 | $471,716 | 0.23% |
SOCIETE GENERALE JR SUBORDINA 144A 12/99 VAR SOCIETE GENERALE JR SUBORDINA 144A 12/99 VAR | DBT | 500,000 | $468,973 | 0.23% |
DEUTSCHE BANK AG JR SUBORDINA REGS 12/99 VAR DEUTSCHE BANK AG JR SUBORDINA REGS 12/99 VAR | DBT | 400,000 | $468,697 | 0.23% |
METLIFE INC PREFERRED STOCK 4.75 METLIFE INC PREFERRED STOCK 4.75 | EP | 25,100 | $460,836 | 0.23% |
GOLDMAN SACHS GROUP INC PREFERRED STOCK VAR GOLDMAN SACHS GROUP INC PREFERRED STOCK VAR | EP | 23,700 | $451,722 | 0.22% |
DRESDNER FNDG TRUST I JR SUBORDINA REGS 06/31 8.151 DRESDNER FNDG TRUST I JR SUBORDINA REGS 06/31 8.151 | DBT | 400,000 | $428,850 | 0.21% |
MITSUBISHI UFJ FIN GRP JR SUBORDINA 12/99 VAR MITSUBISHI UFJ FIN GRP JR SUBORDINA 12/99 VAR | DBT | 400,000 | $428,400 | 0.21% |
CVS HEALTH CORP JR SUBORDINA 03/55 VAR CVS HEALTH CORP JR SUBORDINA 03/55 VAR | DBT | 400,000 | $412,507 | 0.20% |
ALLSTATE CORP JR SUBORDINA 05/67 VAR ALLSTATE CORP JR SUBORDINA 05/67 VAR | DBT | 400,000 | $409,340 | 0.20% |
MORGAN STANLEY JR SUBORDINA VAR MORGAN STANLEY JR SUBORDINA VAR | EP | 400,000 | $404,140 | 0.20% |
COBANK ACB JR SUBORDINA 12/99 VAR COBANK ACB JR SUBORDINA 12/99 VAR | EP | 400,000 | $403,164 | 0.20% |
BNP PARIBAS JR SUBORDINA 144A 12/99 VAR BNP PARIBAS JR SUBORDINA 144A 12/99 VAR | DBT | 400,000 | $401,268 | 0.20% |
TXNM ENERGY INC JR SUBORDINA 144A 07/56 VAR TXNM ENERGY INC JR SUBORDINA 144A 07/56 VAR | DBT | 400,000 | $399,019 | 0.20% |
ENERGY TRANSFER LP JR SUBORDINA 02/56 VAR ENERGY TRANSFER LP JR SUBORDINA 02/56 VAR | DBT | 400,000 | $395,446 | 0.19% |
CHARLES SCHWAB CORP JR SUBORDINA 12/99 VAR CHARLES SCHWAB CORP JR SUBORDINA 12/99 VAR | EP | 400,000 | $394,048 | 0.19% |
CDX HY45 5Y ICE CDX HY45 5Y ICE | DCR | 1 | $392,630 | 0.19% |
AMERICAN ELECTRIC POWER JR SUBORDINA 02/62 VAR AMERICAN ELECTRIC POWER JR SUBORDINA 02/62 VAR | DBT | 400,000 | $392,174 | 0.19% |
BANCO BILBAO VIZCAYA ARG JR SUBORDINA 12/99 VAR BANCO BILBAO VIZCAYA ARG JR SUBORDINA 12/99 VAR | DBT | 361,000 | $390,292 | 0.19% |
BRITISH TELECOMMUNICATIO COMPANY GUAR 144A 11/81 VAR BRITISH TELECOMMUNICATIO COMPANY GUAR 144A 11/81 VAR | DBT | 400,000 | $383,187 | 0.19% |
LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR | DBT | 400,000 | $382,134 | 0.19% |
INTESA SANPAOLO SPA 144A 11/33 VAR INTESA SANPAOLO SPA 144A 11/33 VAR | DBT | 300,000 | $345,843 | 0.17% |
INTESA SANPAOLO SPA 144A 06/54 VAR INTESA SANPAOLO SPA 144A 06/54 VAR | DBT | 300,000 | $342,372 | 0.17% |
TORONTO DOMINION BANK JR SUBORDINA 07/84 VAR TORONTO DOMINION BANK JR SUBORDINA 07/84 VAR | DBT | 300,000 | $306,353 | 0.15% |
EDISON INTERNATIONAL JR SUBORDINA 06/53 VAR EDISON INTERNATIONAL JR SUBORDINA 06/53 VAR | DBT | 300,000 | $305,620 | 0.15% |
PUGET ENERGY INC PUGET ENERGY INC PUGET ENERGY INC PUGET ENERGY INC | DBT | 300,000 | $297,809 | 0.15% |
ENTERGY CORP JR SUBORDINA 06/56 VAR ENTERGY CORP JR SUBORDINA 06/56 VAR | DBT | 300,000 | $296,221 | 0.15% |
EVERSOURCE ENERGY JR SUBORDINA 08/56 VAR EVERSOURCE ENERGY JR SUBORDINA 08/56 VAR | DBT | 300,000 | $296,126 | 0.15% |
PNC FINANCIAL SERVICES JR SUBORDINA 12/99 VAR PNC FINANCIAL SERVICES JR SUBORDINA 12/99 VAR | EP | 300,000 | $295,563 | 0.15% |
SCE TRUST VII PREFERRED STOCK 7.5 SCE TRUST VII PREFERRED STOCK 7.5 | EP | 12,000 | $294,960 | 0.14% |
METLIFE INC SUBORDINATED 03/56 VAR METLIFE INC SUBORDINATED 03/56 VAR | DBT | 300,000 | $294,601 | 0.14% |
UBS GROUP AG JR SUBORDINA 144A 12/99 VAR UBS GROUP AG JR SUBORDINA 144A 12/99 VAR | DBT | 300,000 | $292,252 | 0.14% |
SOCIETE GENERALE JR SUBORDINA 144A 12/99 VAR SOCIETE GENERALE JR SUBORDINA 144A 12/99 VAR | DBT | 300,000 | $288,512 | 0.14% |
CS AT1 CLAIMS US225401AX66 CREDIT SUISSE GROUP AG CS AT1 CLAIMS US225401AX66 CREDIT SUISSE GROUP AG | DBT | 800,000 | $280,000 | 0.14% |
LLOYDS BANKING GROUP PLC JR SUBORDINA REGS 12/49 VAR LLOYDS BANKING GROUP PLC JR SUBORDINA REGS 12/49 VAR | DBT | 200,000 | $270,691 | 0.13% |
CENTERPOINT ENERGY INC JR SUBORDINA 02/55 VAR CENTERPOINT ENERGY INC JR SUBORDINA 02/55 VAR | DBT | 250,000 | $258,194 | 0.13% |
RFR USD SOFR/3.25000 03/19/25-10Y LCH RFR USD SOFR/3.25000 03/19/25-10Y LCH | DIR | 1 | $246,702 | 0.12% |
DRESDNER FNDG TRUST I JR SUBORDINA 144A 06/31 8.151 DRESDNER FNDG TRUST I JR SUBORDINA 144A 06/31 8.151 | DBT | 200,000 | $214,425 | 0.11% |
NEXTERA ENERGY CAPITAL COMPANY GUAR 08/55 VAR NEXTERA ENERGY CAPITAL COMPANY GUAR 08/55 VAR | DBT | 200,000 | $203,859 | 0.10% |
HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR | DBT | 200,000 | $201,480 | 0.10% |
PNC FINANCIAL SERVICES JR SUBORDINA 12/99 VAR PNC FINANCIAL SERVICES JR SUBORDINA 12/99 VAR | EP | 200,000 | $200,748 | 0.10% |
EMERA US FINANCE LLC COMPANY GUAR 10/56 VAR EMERA US FINANCE LLC COMPANY GUAR 10/56 VAR | DBT | 200,000 | $200,078 | 0.10% |
NIPPON LIFE INSURANCE SUBORDINATED 144A 04/54 VAR NIPPON LIFE INSURANCE SUBORDINATED 144A 04/54 VAR | DBT | 200,000 | $200,060 | 0.10% |
NORDEA BANK ABP JR SUBORDINA 144A 12/99 VAR NORDEA BANK ABP JR SUBORDINA 144A 12/99 VAR | DBT | 200,000 | $199,072 | 0.10% |
CITIZENS FINANCIAL GROUP JR SUBORDINA 12/99 VAR CITIZENS FINANCIAL GROUP JR SUBORDINA 12/99 VAR | EP | 200,000 | $198,260 | 0.10% |
CREDIT AGRICOLE SA JR SUBORDINA 144A 12/99 VAR CREDIT AGRICOLE SA JR SUBORDINA 144A 12/99 VAR | DBT | 200,000 | $197,043 | 0.10% |
EMERA US FINANCE LLC COMPANY GUAR 10/56 VAR EMERA US FINANCE LLC COMPANY GUAR 10/56 VAR | DBT | 100,000 | $100,165 | 0.05% |
CDX HY46 5Y ICE CDX HY46 5Y ICE | DCR | 1 | $89,239 | 0.04% |
COBANK ACB JR SUBORDINA 12/99 VAR COBANK ACB JR SUBORDINA 12/99 VAR | EP | 75,000 | $77,300 | 0.04% |
RFR USD SOFR/3.25000 03/19/25-30Y LCH RFR USD SOFR/3.25000 03/19/25-30Y LCH | DIR | 1 | $60,515 | 0.03% |
SOLD EUR BOUGHT USD 20260402 SOLD EUR BOUGHT USD 20260402 | DFE | 1 | $58,477 | 0.03% |
FVM6 US 5YR NOTE (CBT) JUN26 XCBT 20260630 | DIR | -64 | $50,524 | 0.02% |
RFR USD SOFR/3.25000 06/18/25-5Y LCH RFR USD SOFR/3.25000 06/18/25-5Y LCH | DIR | 1 | $47,814 | 0.02% |
TREASURY BILL 05/26 0.00000 TREASURY BILL 05/26 0.00000 | DBT | 31,000 | $30,828 | 0.02% |
SOLD GBP BOUGHT USD 20260402 SOLD GBP BOUGHT USD 20260402 | DFE | 1 | $22,615 | 0.01% |
EURO-BUND FUTURE JUN26 XEUR 20260608 EURO-BUND FUTURE JUN26 XEUR 20260608 | DIR | -6 | $22,153 | 0.01% |
EURO-BOBL FUTURE JUN26 XEUR 20260608 EURO-BOBL FUTURE JUN26 XEUR 20260608 | DIR | -8 | $16,820 | 0.01% |
RFR USD SOFR/3.00000 03/19/25-5Y LCH RFR USD SOFR/3.00000 03/19/25-5Y LCH | DIR | 1 | $6,513 | 0.00% |
CDX HY44 5Y ICE CDX HY44 5Y ICE | DCR | 1 | $5,935 | 0.00% |
RFR USD SOFR/3.75000 09/17/25-10Y LCH RFR USD SOFR/3.75000 09/17/25-10Y LCH | DIR | 1 | $5,738 | 0.00% |
RFR USD SOFR/3.75000 12/18/24-5Y LCH RFR USD SOFR/3.75000 12/18/24-5Y LCH | DIR | 1 | $4,803 | 0.00% |
SOLD GBP BOUGHT USD 20260505 SOLD GBP BOUGHT USD 20260505 | DFE | 1 | $4,690 | 0.00% |
BOUGHT EUR SOLD USD 20260402 BOUGHT EUR SOLD USD 20260402 | DFE | 1 | $3,990 | 0.00% |
SVB FINL TR SVB FINL TR | EP | 48,000 | $3,120 | 0.00% |
SOLD EUR BOUGHT USD 20260402 SOLD EUR BOUGHT USD 20260402 | DFE | 1 | $1,080 | 0.00% |
SOLD GBP BOUGHT USD 20260402 SOLD GBP BOUGHT USD 20260402 | DFE | 1 | $910 | 0.00% |
RFR USD SOFR/3.75000 12/18/24-2Y LCH RFR USD SOFR/3.75000 12/18/24-2Y LCH | DIR | 1 | $369 | 0.00% |
TUM6 US 2YR NOTE (CBT) JUN26 XCBT 20260630 | DIR | 1 | -$317 | -0.00% |
BOUGHT GBP SOLD USD 20260402 BOUGHT GBP SOLD USD 20260402 | DFE | 1 | -$440 | -0.00% |
RFR USD SOFR/3.75000 06/20/24-10Y LCH RFR USD SOFR/3.75000 06/20/24-10Y LCH | DIR | 1 | -$491 | -0.00% |
RFR USD SOFR/3.75000 12/18/24-10Y LCH RFR USD SOFR/3.75000 12/18/24-10Y LCH | DIR | 1 | -$1,629 | -0.00% |
RFR USD SOFR/3.75000 06/20/24-7Y LCH RFR USD SOFR/3.75000 06/20/24-7Y LCH | DIR | 1 | -$2,083 | -0.00% |
SOLD EUR BOUGHT USD 20260504 SOLD EUR BOUGHT USD 20260504 | DFE | 1 | -$3,895 | -0.00% |
BOUGHT GBP SOLD USD 20260402 BOUGHT GBP SOLD USD 20260402 | DFE | 1 | -$4,689 | -0.00% |
UXYM6 US 10YR ULTRA FUT JUN26 XCBT 20260618 | DIR | 24 | -$10,737 | -0.01% |
RFR USD SOFR/3.50000 06/20/24-30Y LCH RFR USD SOFR/3.50000 06/20/24-30Y LCH | DIR | 1 | -$11,314 | -0.01% |
RFR USD SOFR/3.50000 12/17/25-2Y LCH RFR USD SOFR/3.50000 12/17/25-2Y LCH | DIR | 1 | -$11,480 | -0.01% |
RFR USD SOFR/3.00000 03/19/25-2Y LCH RFR USD SOFR/3.00000 03/19/25-2Y LCH | DIR | 1 | -$14,518 | -0.01% |
RFR USD SOFR/3.75000 06/20/24-5Y LCH RFR USD SOFR/3.75000 06/20/24-5Y LCH | DIR | 1 | -$14,635 | -0.01% |
USM6 US LONG BOND(CBT) JUN26 XCBT 20260618 | DIR | 50 | -$189,482 | -0.09% |
REVERSE REPO MERRILL LYNCH REVERSE REPO MERRILL LYNCH | RA | -297,113 | -$297,228 | -0.15% |
TYM6 US 10YR NOTE (CBT)JUN26 XCBT 20260618 | DIR | 207 | -$459,477 | -0.23% |
WNM6 US ULTRA BOND CBT JUN26 XCBT 20260618 | DIR | 120 | -$499,277 | -0.25% |
REVERSE REPO BANK OF AMERICA REVERSE REPO REVERSE REPO BANK OF AMERICA REVERSE REPO | RA | -1,082,173 | -$1.1M | -0.53% |