FundWatcher
PCRPX
PIMCO CommodityRealReturn Strategy Fund
PIMCO Funds

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 0 185,000,000 185,000,000 3.38% $178.27M
FNCL 6 6/24 0 82,300,000 82,300,000 1.59% $83.77M
U.S. Treasury Bills 0 84,117,000 84,117,000 1.58% $83.36M
UNITED KINGDOM GILT BONDS REGS 10/31 4 0 58,300,000 58,300,000 1.43% $75.26M
Uniform Mortgage-Backed Security, TBA 0 75,000,000 75,000,000 1.37% $72.31M
LETRA TESOURO NACIONAL BILLS 10/26 0.00000 0 351,100,000 351,100,000 1.20% $63.50M
FNCL 4 6/24 0 55,290,291 55,290,291 0.99% $52.07M
FNCL 6 7/25 0 46,000,000 46,000,000 0.89% $46.80M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/32 0 50,095,640 50,095,640 0.87% $46.12M
LETRA TESOURO NACIONAL BILLS 07/26 0.00000 0 217,400,000 217,400,000 0.77% $40.65M
Uniform Mortgage-Backed Security, TBA 0 38,000,000 38,000,000 0.74% $39.28M
FNCL 4 4/26 0 27,409,709 27,409,709 0.49% $25.87M
U.S. Treasury Bills 0 25,200,000 25,200,000 0.48% $25.20M
U.S. Treasury Bills 0 23,700,000 23,700,000 0.45% $23.50M
JAPAN (30 YEAR ISSUE) BONDS 12/55 3.4 0 3,660,000,000 3,660,000,000 0.42% $22.04M
Uniform Mortgage-Backed Security, TBA 0 21,700,000 21,700,000 0.41% $21.77M
FREDDIE MAC FHR 5648 CF 0 15,200,000 15,200,000 0.29% $15.12M
GNMA II TBA 30 YR 3.5 JUMBOS 0 14,000,000 14,000,000 0.24% $12.85M
FANNIE MAE REMICS SER 2026-19 CL FA V/R 4.77223000 0 11,000,000 11,000,000 0.21% $10.99M
U.S. Treasury Bills 0 10,023,000 10,023,000 0.19% $9.97M
FANNIE MAE FNR 2026 21 YF 0 9,787,843 9,787,843 0.19% $9.76M
FS Rialto Issuer LLC, Series 2026-FL11, Class A 0 9,100,000 9,100,000 0.17% $9.10M
SEQUOIA MORTGAGE TRUST SEMT 2026 INV2 A26F 144A 0 8,500,000 8,500,000 0.16% $8.52M
FANNIE MAE FNR 2026 21 DF 0 7,628,635 7,628,635 0.14% $7.61M
UNITY-PEACE PARK CLO LTD 22-1A A1R TSFR3M+106 04/20/2035 144A 0 6,500,000 6,500,000 0.12% $6.50M
EURO-OAT FUTURE JUN26 0 -1,293 -1,293 0.11% $5.63M
Anchorage Credit Funding 20 Ltd 0 5,300,000 5,300,000 0.10% $5.30M
MARBLE POINT CLO XXIV LTD A1R TSFR3M+109 04/20/2035 144A 0 5,200,000 5,200,000 0.10% $5.20M
U.S. Treasury Bills 0 4,469,000 4,469,000 0.08% $4.45M
GSREFT 2026-FL1 A 0 4,200,000 4,200,000 0.08% $4.21M
Post CLO Ltd. 0 4,000,000 4,000,000 0.08% $4.00M
PALMER SQUARE LOAN FUNDING 2024-3 LTD PSTAT 2024-3A A1R 0 4,000,000 4,000,000 0.08% $4.00M
U.S. Treasury Bills 0 4,000,000 4,000,000 0.08% $4.00M
Trimaran Cavu 2021-2 Ltd 0 3,800,000 3,800,000 0.07% $3.80M
MADISON PARK EURO FUNDING MDPKE 14A A1R 144A 0 3,167,940 3,167,940 0.07% $3.66M
GSG BIDCO LTD SR SECURED 144A 06/51 6.375 0 3,100,000 3,100,000 0.07% $3.56M
FAIR OAKS LOAN FUNDING FOAKS 5A AR 144A 0 3,000,000 3,000,000 0.07% $3.47M
MARGAY CLO MARGA 2A AR 144A 0 3,000,000 3,000,000 0.07% $3.46M
PALMER SQUARE EUROPEAN LOAN FU PSTET 2026 1A A 144A 0 2,600,000 2,600,000 0.06% $3.01M
IRS EUR 3.00000 09/16/26-30Y LCH 0 1 1 0.05% $2.86M
PMT Loan Trust 2026-INV3 0 2,700,000 2,700,000 0.05% $2.71M
GSG BIDCO LTD SR SECURED 144A 06/36 5.375 0 2,300,000 2,300,000 0.05% $2.64M
GSG BIDCO LTD SR SECURED 144A 06/31 4.7 0 2,200,000 2,200,000 0.05% $2.52M
Freddie Mac REMICS 0 2,047,999 2,047,999 0.04% $2.06M
Capital Four US CLO I Ltd 0 1,800,000 1,800,000 0.03% $1.80M
U.S. Treasury Bills 0 1,700,000 1,700,000 0.03% $1.70M
US TREASURY N/B 0 1,600,000 1,600,000 0.03% $1.56M
PFP Ltd., Series 2026-13, Class A 0 1,500,000 1,500,000 0.03% $1.50M
GALXY 2016-22A AR4 0 1,500,000 1,500,000 0.03% $1.50M
RFR USD SOFR/3.40694 07/06/26-4Y* LCH 0 4 4 0.03% $1.40M
U.S. Treasury Bills 0 1,100,000 1,100,000 0.02% $1.10M
LOW SU GASOIL G SEP26 IFEU 20260910 0 37 37 0.02% $1.04M
TRS R 3.78/91282CFR7 BPS 0 1 1 0.02% $852.80K
EURO-BOBL FUTURE JUN26 0 -544 -544 0.01% $713.88K
U.S. Treasury Bills 0 690,000 690,000 0.01% $686.66K
RFR USD SOFR/3.74863 03/31/26-9Y* LCH 0 4 4 0.01% $672.96K
SGX IODEX Iron Ore 0 985 985 0.01% $573.02K
EURO-BUND FUTURE JUN26 0 -322 -322 0.01% $507.87K
LME PRI ALUM FUTR SEP26 XLME 20260914 0 49 49 0.01% $348.71K
FNCL 6.5 6/24 0 300,000 300,000 0.01% $310.11K
IRS EUR 3.05000 01/13/26-30Y LCH 0 1 1 0.00% $245.59K
TRS R 3.78/91282CGW5 BPS 0 1 1 0.00% $227.30K
LME PRI ALUM FUTR MAY26 XLME 20260518 0 28 28 0.00% $200.07K
United States Treasury Bill 0 200,000 200,000 0.00% $198.62K
ICE RTD MONTH COA Sep26 0 5 5 0.00% $131.20K
ICE RTD MONTH COA Aug26 0 5 5 0.00% $123.95K
ICE RTD MONTH COA Jul26 0 5 5 0.00% $114.70K
RFR USD SOFR/4.08316 06/30/26-27Y* LCH 0 4 4 0.00% $100.97K
Lead 0 -98 -98 0.00% $69.41K
LME Lead Future 0 -25 -25 0.00% $55.07K
BRENT CRUDE FUTR DEC29 IFEU 20291031 0 -16 -16 0.00% $54.87K
SNG KEROS V SNG GASEP26 IFEU 20260930 0 -6 -6 0.00% $38.60K
SNG KEROS V SNG GAAUG26 IFEU 20260831 0 -6 -6 0.00% $38.00K
SNG KEROS V SNG GAJUL26 IFEU 20260731 0 -6 -6 0.00% $37.10K
BRT/DUBAI 1ST LN MAY26 IFEU 20260529 0 -16 -16 0.00% $27.31K
RFR USD SOFR/4.0520* 03/16/26-30Y* LCH 0 1 1 0.00% $25.56K
CRUDE OIL OPT IPE JUN26P 60 EXP 04/27/2026 0 159 159 0.00% $15.90K
BRT/DUBAI 1ST LN SEP26 IFEU 20260930 0 10 10 0.00% -$2.99K
BRT/DUBAI 1ST LN AUG26 IFEU 20260831 0 10 10 0.00% -$2.99K
BRT/DUBAI 1ST LN JUL26 IFEU 20260731 0 10 10 0.00% -$2.99K
UK NATURAL GAS FUTJUN26 IFEU 20260528 0 16 16 0.00% -$4.02K
BRT/DUBAI 1ST LN JUN26 IFEU 20260630 0 12 12 0.00% -$8.08K
LME ZINC FUTURE SEP26 XLME 20260914 0 4 4 0.00% -$10.63K
31750S7L3 PIMCO CDSOPT PUT USD 0.65 20260520 0 -14,400,000 -14,400,000 0.00% -$11.70K
UK Natural Gas FutMay26 0 4 4 0.00% -$13.66K
WTI CRUDE FUTURE SEP26 IFEU 20260819 0 -3 -3 0.00% -$30.47K
LME ZINC FUTURE MAY26 XLME 20260518 0 15 15 0.00% -$42.01K
LME NICKEL FUTURE MAY26 XLME 20260518 0 9 9 0.00% -$42.04K
BRENT CRUDE FUTR DEC28 IFEU 20281031 0 -17 -17 0.00% -$45.22K
IODEX IO FUT JUL26 XSIM 20260731 0 496 496 0.00% -$52.51K
LME Nickel Future 0 28 28 0.00% -$66.54K
CRUDE OIL OPT IPE JUL26C 100 EXP 05/26/2026 0 -10 -10 0.00% -$112.60K
CRUDE OIL OPT IPE JUN26C 98 EXP 04/27/2026 0 -10 -10 0.00% -$135.70K
EURO-BUXL 30Y BND JUN26 0 179 179 -0.01% -$273.30K
BRENT CRUDE FUTR MAY27 IFEU 20270331 0 -28 -28 -0.01% -$297.15K
TRS R SOFRRATE+11.5/91282CJH5 SOG 0 1 1 -0.01% -$346.81K
BRENT CRUDE FUTR APR27 IFEU 20270226 0 -38 -38 -0.01% -$411.10K
U.S. Treasury Inflation-Protected Notes 0.50%, Due 01/15/2028 0 1 1 -0.01% -$530.78K
BRENT CRUDE FUTR MAR27 IFEU 20270129 0 -67 -67 -0.01% -$586.21K
U.S. Treasury Notes 0.125%, Due 1/15/30 0 1 1 -0.01% -$624.26K
TRS R 3.8/91282CNB3 MYC 0 1 1 -0.01% -$648.41K
TRS R 3.78/91282CPH8 BPS 0 1 1 -0.02% -$1.01M
EURO-SCHATZ FUT JUN26 DUM6 0 2,831 2,831 -0.02% -$1.15M
RFR GBP SONIO/3.50000 03/18/26-2Y LCH 0 1 1 -0.03% -$1.71M
CRUDE OIL OPT IPE JUN26C 79 EXP 04/27/2026 0 -159 -159 -0.08% -$4.18M
EURO-BTP (ITALY GOVT) JUN 26 0 1,255 1,255 -0.08% -$4.42M
IRS EUR 2.75000 09/16/26-10Y LCH 0 1 1 -0.23% -$12.21M
Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
Uniform Mortgage-Backed Security, TBA 260,000,000 0 -260,000,000 0.00% -$253.61M
LETRA TESOURO NACIONAL BILLS 04/26 0.00000 539,800,000 0 -539,800,000 0.00% -$95.29M
Uniform Mortgage-Backed Security, TBA 80,732,125 0 -80,732,125 0.00% -$82.86M
U.S. Treasury Bills 40,810,000 0 -40,810,000 0.00% -$40.77M
Uniform Mortgage-Backed Security, TBA 38,300,000 0 -38,300,000 0.00% -$39.81M
FNCL 6 3/24 35,000,000 0 -35,000,000 0.00% -$35.92M
FRANCE (GOVT OF) BONDS 144A REGS 03/26 0.1 26,518,752 0 -26,518,752 0.00% -$31.05M
Uniform Mortgage-Backed Security, TBA 21,700,000 0 -21,700,000 0.00% -$21.98M
FNCL 6 1/26 12,567,875 0 -12,567,875 0.00% -$12.91M
Government National Mortgage Association, TBA 14,000,000 0 -14,000,000 0.00% -$12.74M
Palmer Square CLO Ltd., Series 2015-1A, Class A1A5 8,400,000 0 -8,400,000 0.00% -$8.40M
MADISON PARK EURO FUNDING MDPKE 13A AR 144A 4,415,162 0 -4,415,162 0.00% -$5.19M
IRS EUR 3.00000 03/18/26-30Y LCH 1 0 -1 0.00% -$4.28M
U.S. Treasury Bills 3,411,000 0 -3,411,000 0.00% -$3.39M
INF SWAP EM NI 2.7 04/15/23-30Y LCH 2 0 -2 0.00% -$2.56M
INF SWAP EM NI 2.763 09/15/23-30Y LCH 1 0 -1 0.00% -$1.96M
FUT. EUR FOAT MAR26 -1,312 0 1,312 0.00% -$1.93M
FUT. EURO-BUND EUX MAR26 -909 0 909 0.00% -$1.82M
U.S. Treasury Bills 1,818,000 0 -1,818,000 0.00% -$1.80M
CAIRN CLO BV CRNCL 2018 10A AR 144A 1,533,321 0 -1,533,321 0.00% -$1.80M
U.S. Treasury Bills 1,574,000 0 -1,574,000 0.00% -$1.56M
INF SWAP EM NI 2.736 10/15/23-30Y LCH 2 0 -2 0.00% -$1.49M
MADISON PARK FUNDING XXXV LTD SER 2019-35A CL A1R V/R REGD 144A P/P 5.13605000 1,483,429 0 -1,483,429 0.00% -$1.48M
Cedar Funding V CLO Ltd., Series 2016-5A, Class A1R 1,086,577 0 -1,086,577 0.00% -$1.09M
INF SWAP US IT 2.41875 03/05/21-5Y LCH 1 0 -1 0.00% -$947.09K
Low Sulphur Gasoil -362 0 362 0.00% -$911.80K
VMWARE LLC 900,000 0 -900,000 0.00% -$900.92K
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A 749,460 0 -749,460 0.00% -$881.31K
RFR GBP SONIO/3.75000 09/17/25-5Y LCH 1 0 -1 0.00% -$878.18K
SGX IRON ORE 62% FUT MAR26 SCOH6 1,727 0 -1,727 0.00% -$853.45K
XIB 0 03/03/26 367,000 0 -367,000 0.00% -$364.84K
VOYA CLO LTD INGIM 2012 4A A1R3 144A 361,277 0 -361,277 0.00% -$361.72K
U.S. Treasury Bills 336,000 0 -336,000 0.00% -$333.83K
Saranac CLO VI Ltd., Series 2018-6A, Class A1R 293,047 0 -293,047 0.00% -$293.21K
LME NICKEL FUTURE MAR26 XLME 20260316 46 0 -46 0.00% -$292.71K
LME ZINC FUTURE MAR26 XLME 20260316 147 0 -147 0.00% -$290.72K
UST BILLS 0% 02/12/2026 264,000 0 -264,000 0.00% -$262.92K
Dryden XXVI Senior Loan Fund, Series 2013-26A, Class AR 244,113 0 -244,113 0.00% -$244.41K
SGX IODEX Iron Ore 862 0 -862 0.00% -$236.49K
LCM XVII LP 226,475 0 -226,475 0.00% -$226.75K
Atlas Senior Loan Fund XIII 148,729 0 -148,729 0.00% -$148.91K
MOUNTAIN VIEW CLO LTD MVW 2015 9A A1R 144A 139,128 0 -139,128 0.00% -$139.30K
ICE Brent Crude Oil Future -48 0 48 0.00% -$138.28K
SOUND POINT CLO XVIII LTD SER 2017-4A CL A1 V/R REGD 144A P/P 5.26605000 90,432 0 -90,432 0.00% -$90.54K
Venture XXIX CLO Ltd 80,539 0 -80,539 0.00% -$80.58K
RFR USD SOFR/3.37500 03/31/26-4Y* LCH 1 0 -1 0.00% -$74.51K
Venture XXVII CLO Ltd. 70,193 0 -70,193 0.00% -$70.28K
INF SWAP US IT 3.0425 02/21/25-1Y LCH 1 0 -1 0.00% -$60.96K
Brent Crude Future -49 0 49 0.00% -$55.36K
U.S. Treasury Bills 38,000 0 -38,000 0.00% -$37.91K
WTI CRUDE FUTURE JUN26 IFEU 20260518 -40 0 40 0.00% -$31.80K
INF SWAP US IT 2.842 02/13/25-1Y LCH 1 0 -1 0.00% -$18.82K
INF SWAP US IT 2.82 02/05/25-1Y LCH 1 0 -1 0.00% -$13.13K
LME LEAD FUTURE MAR26 XLME 20260316 -101 0 101 0.00% -$8.10K
WTI Crude Oil -8 0 8 0.00% -$4.23K
TTF NAT GAS F FUT FEB26 TZTG6 1 0 -1 0.00% -$471
IRS EUR R 2.50000 01/18/27-2Y LCH 0 0 0 0.00% $0
IRS EUR R 2.44000 01/27/27-2Y LCH 0 0 0 0.00% $0
IRS EUR R 2.35000 01/11/27-2Y LCH 0 0 0 0.00% $0
DUTCH TTF OPT FSM FEB26C 45 EXP 01/27/2026 -4 0 4 0.00% $161
DUTCH TTF OPT FSM MAR26C 45 EXP 02/24/2026 -4 0 4 0.00% $475
CRUDE OIL OPT IPE MAR26C 69 EXP 01/27/2026 -4 0 4 0.00% $680
CRUDE OIL OPT IPE MAR26C 71 EXP 01/27/2026 -6 0 6 0.00% $720
CRUDE OIL OPT IPE MAR26C 68 EXP 01/27/2026 -5 0 5 0.00% $1.05K
CRUDE OIL OPT IPE MAR26C 70 EXP 01/27/2026 -10 0 10 0.00% $1.40K
CRUDE OIL OPT IPE MAR26C 67 EXP 01/27/2026 -7 0 7 0.00% $1.89K
SNG KEROS V SNG GADEC25 IFEU 20251231 8 0 -8 0.00% $2.31K
CRUDE OIL OPT IPE MAR26C 66 EXP 01/27/2026 -7 0 7 0.00% $2.45K
CRUDE OIL OPT IPE APR26C 67 EXP 02/24/2026 -5 0 5 0.00% $3.50K
CRUDE OIL OPT IPE APR26C 70 EXP 02/24/2026 -10 0 10 0.00% $4.20K
SNG KEROS V SNG GAFEB26 IFEU 20260227 2 0 -2 0.00% $5.13K
CRUDE OIL OPT IPE APR26C 66 EXP 02/24/2026 -7 0 7 0.00% $5.88K
SNG KEROS V SNG GAJAN26 IFEU 20260130 18 0 -18 0.00% $6.22K
TTF NAT GAS F APR26 NDEX 20260330 1 0 -1 0.00% $9.17K
CRUDE OIL OPT IPE APR26C 68 EXP 02/24/2026 -16 0 16 0.00% $9.44K
ARGEURBOBRTBVSBR1LDEC25 IFEU 20251231 -7 0 7 0.00% $12.30K
ICE RTD MONTH COA JUN26 IFEU 20260626 5 0 -5 0.00% $21.55K
ICE RTD MONTH COA MAY26 IFEU 20260529 5 0 -5 0.00% $23.05K
ICE RTD MONTH COA APR26 IFEU 20260424 5 0 -5 0.00% $24.05K
UK NATURAL GAS FUTMAR26 IFEU 20260226 -120 0 120 0.00% $33.41K
TTF NAT GAS F MAR26 NDEX 20260226 -194 0 194 0.00% $85.05K
LME PRIMARY ALUMINUM FUTURE 0326 -35 0 35 0.00% $98.61K
FGBM Mar 2026 169 0 -169 0.00% $165.04K
ITA GB 10YR FUT IKH6 03-06-26 411 0 -411 0.00% $239.53K
FUT. EURX E-SCHATZ MAR26 1,596 0 -1,596 0.00% $278.41K
ICE Brent Crude Oil Future 502 0 -502 0.00% $535.53K
FUT. EURO BUXL BND MAR26 236 0 -236 0.00% $640.82K
INF SWAP EM NI 2.049 08/15/24-10Y LCH 1 0 -1 0.00% $1.21M
RFR USD SOFR/3.50000 02/13/24-10Y LCH 1 0 -1 0.00% $1.22M
IRS EUR 2.75000 03/18/26-10Y LCH 1 0 -1 0.00% $5.76M
Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
U.S. Treasury Inflation-Protected Indexed Notes 248,970,474 269,343,130 20,372,656 5.19% $22.21M
U.S. TREASURY INFLATION-PROTECTED SECURITIES .125 07/15/2030 85,277,142 246,392,528 161,115,385 4.45% $154.11M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 10/15/2026 64,278,823 164,118,927 99,840,104 3.14% $101.85M
U.S. TREASURY INFLATION-PROTECTED SECURITIES .25% 07/15/29 124,131,340 155,894,028 31,762,688 2.88% $32.03M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 2.375% 10/15/2028 75,050,624 131,128,595 56,077,971 2.57% $58.49M
U.S. Treasury Notes 0.125%, Due 1/15/2030 70,870,240 129,057,463 58,187,223 2.34% $56.32M
JAPAN GOVT CPI LINKED BONDS 03/29 0.1 11,130,314,560 11,146,991,480 16,676,920 1.33% -$2.20M
U.S. Treasury Notes 58,610,934 65,023,044 6,412,110 1.23% $6.25M
JAPAN GOVT CPI LINKED BONDS 03/28 0.1 3,843,071,112 3,848,857,239 5,786,127 0.46% -$627.24K
U.S. Treasury Bills 23,110,000 23,410,000 300,000 0.44% $499.58K
PIMCO PRV SHORT TERM FLT III MUTUAL FUND 188,551 1,555,533 1,366,982 0.29% $13.31M
JAPAN GOVT CPI LINKED BONDS 03/35 0.005 1,123,056,000 1,124,739,000 1,683,000 0.13% -$222.40K
RESIDENTIAL ASSET SECURITIZATI RAST 2007 A6 2A1 11,799,002 11,799,009 7 0.04% -$5.51K
BRENT CRUDE FUTR DEC27 IFEU 20271029 -39 407 446 0.03% $1.59M
BRENT CRUDE FUTR NOV26 IFEU 20260930 -56 101 157 0.03% $1.47M
LOW SU GASOIL G JUN26 IFEU 20260611 -159 24 183 0.02% $1.13M
JAPAN GOVT CPI LINKED BONDS 03/34 0.005 126,199,200 126,388,800 189,600 0.01% -$22.65K
BRENT CRUDE FUTR JAN27 IFEU 20261130 -49 56 105 0.01% $631.58K
LME PRI ALUM FUTR JUL26 XLME 20260713 13 116 103 0.01% $318.91K
BRENT CRUDE FUTR FEB27 IFEU 20261230 -53 21 74 0.00% $148.03K
MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 AF1 AV1 198,708 198,710 1 0.00% -$1.20K
American Home Mortgage Assets Trust, Series 2006-1, Class 2A1 67,433 67,465 32 0.00% -$236
Zinc 41 62 21 0.00% -$25.57K
WTI CRUDE FUTURE DEC26 IFEU 20261119 -9 -1 8 0.00% -$26.80K
TTF NAT GAS F MAY26 NDEX 20260429 1 3 2 0.00% $276
SNG KEROS V SNG GAMAR26 IFEU 20260331 10 32 22 0.00% -$20.67K
Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
US ULTRA BOND CBT Sep25 -152,879,905,736 -157,298,818,325 -4,418,912,589 6.73% $797.28M
U.S. Treasury Inflation-Protected Security 0.375%, due 01/15/27 274,438,548 274,108,716 -329,832 5.21% $3.59M
U.S. Treasury Notes 255,277,325 254,969,350 -307,975 4.97% $1.11M
U.S. TREASURY INFLATION-PROTECTED SECURITIES .875% 01/15/2029 192,008,039 191,777,244 -230,795 3.61% $1.33M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 07/15/2028 173,401,675 173,194,471 -207,204 3.28% $1.38M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-5/8% 10/15/27 119,039,028 118,897,155 -141,873 2.29% $820.64K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.250 04/15/2028 186,602,607 113,410,458 -73,192,149 2.16% -$72.00M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 07/15/2027 110,478,810 110,346,010 -132,800 2.09% $1.13M
U.S. Treasury Notes 194,750,640 108,190,617 -86,560,023 2.07% -$86.47M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2031 95,098,458 94,984,169 -114,289 1.68% $633.38K
U.S. Treasury Inflation-Linked Notes 193,269,120 77,114,180 -116,154,940 1.45% -$113.92M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/2031 80,426,440 80,329,990 -96,450 1.43% $554.68K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-3/4% 01/15/28 62,058,450 61,984,182 -74,268 1.19% $357.53K
FRANCE (GOVT OF) BONDS 144A REGS 07/31 0.1 53,119,584 52,739,424 -380,160 1.12% $42.60K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 2-1/2% 01/15/29 56,127,886 56,060,527 -67,358 1.10% $219.88K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/2% 01/15/2028 54,120,820 54,056,040 -64,780 1.02% $472.11K
U.S. Treasury Inflation-Protected Indexed Notes 46,591,383 46,535,707 -55,676 0.89% -$12.69K
G2 MA8345 50,272,252 49,343,436 -928,816 0.87% -$593.17K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.375 07/15/33 34,950,460 34,908,406 -42,054 0.65% $56.47K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033 19,457,002 19,433,506 -23,496 0.36% $47.88K
U.S. Treasury Inflation-Protected Indexed Notes 18,261,798 18,239,850 -21,948 0.35% -$36.83K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-7/8% 04/15/29 16,144,197 16,124,797 -19,399 0.33% $4.51K
Government of Canada 21,079,968 21,041,664 -38,304 0.30% -$238.48K
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/30 0 11,096,075 11,016,687 -79,388 0.24% -$80.64K
FNMA, Series 2025-40, Class FP 11,389,683 11,097,336 -292,347 0.21% -$259.54K
FANNIE MAE FNR 2025 87 FC 9,785,801 9,656,039 -129,762 0.18% -$109.11K
Freddie Mac REMICS 9,640,505 9,212,632 -427,873 0.18% -$410.07K
FEDERAL NAT MTG ASN GTD REM PA 25-99 KF SOFR30A+100 11/25/2055 8,410,800 8,322,167 -88,633 0.16% -$92.81K
G2 MA8044 8,341,069 8,162,727 -178,342 0.14% -$133.28K
Citigroup Mortgage Loan Trust, Inc., Series 2007-AMC3, Class A2B 8,130,671 7,922,497 -208,174 0.13% -$252.92K
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH3 M3 7,400,000 7,023,724 -376,276 0.13% -$367.52K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-3/8% 02/15/2044 7,935,471 7,925,929 -9,542 0.12% -$96.01K
ARCLO 2022-FL1 A SOFR30A+145 01/15/2037 144A 8,179,869 6,526,223 -1,653,646 0.12% -$1.69M
MASTR SPECIALIZED LOAN TRUST MASD 2007 1 A 144A 17,067,692 16,843,400 -224,292 0.12% -$184.38K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 04/15/2027 6,227,334 6,219,828 -7,506 0.12% $69.42K
FNMA, Series 2025-88, Class KF 5,957,171 5,882,522 -74,649 0.11% -$69.50K
EURO GALAXY CLO DAC EGLXY 2013 3A ARRR 144A 5,921,833 5,090,695 -831,138 0.11% -$1.08M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 02/15/2042 7,637,194 7,628,025 -9,169 0.11% -$69.36K
FREDDIE MAC REMICS SER 5607 CL FA V/R 5.09515000 6,448,870 5,855,394 -593,477 0.11% -$583.77K
SECURITIZED ASSET BACKED RECEI SABR 2006 WM3 A3 17,434,420 17,303,109 -131,311 0.11% -$114.30K
JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WMC2 A4 11,646,712 11,608,239 -38,473 0.10% $679
U.S. TREASURY INFLATION-PROTECTED SECURITIES 2 1/8% 02/15/40 5,573,865 5,567,205 -6,660 0.10% -$69.02K
RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1 12,991,434 12,939,474 -51,960 0.10% -$91.01K
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1 4,168,720 4,138,880 -29,840 0.09% -$79.09K
Government National Mortgage Association 4,738,899 4,370,556 -368,343 0.08% -$356.20K
Citigroup Mortgage Loan Trust, Inc., Series 2007-AMC3, Class A2D 5,073,757 4,943,851 -129,906 0.08% -$157.85K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2018-H15 CL FG V/R 4.92655000 4,291,721 4,205,615 -86,106 0.08% -$82.68K
ARES EURO CLO ARESE 12A AR 144A 4,104,644 3,232,619 -872,025 0.07% -$1.09M
FREDDIE MAC REMICS SER 5513 CL MF V/R 5.01180000 4,055,340 3,610,565 -444,775 0.07% -$438.43K
TORO EUROPEAN CLO TCLO 6A AR 144A 3,852,940 3,117,957 -734,983 0.07% -$925.76K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1% 02/15/46 4,809,630 4,803,855 -5,775 0.07% -$63.53K
ARGENT SECURITIES INC. ARSI 2006 M1 A1 3,618,782 3,540,013 -78,769 0.06% -$66.85K
TRTX Issuer Ltd., Series 2022-FL5, Class A 3,731,219 3,210,443 -520,776 0.06% -$506.03K
Popular ABS Mortgage Pass-Through Trust, Series 2006-A, Class M2 3,542,687 3,301,168 -241,518 0.06% -$233.17K
FHLMC MULTIFAMILY STRUCTURED P FHMS Q039 A 3,200,000 3,190,212 -9,788 0.06% -$12.01K
Venture CLO Ltd., Series 2019-36A, Class A1AR 4,088,587 3,018,157 -1,070,430 0.06% -$1.07M
FREDDIE MAC FHR 5582 FA 2,977,282 2,943,966 -33,316 0.06% -$34.36K
GOVERNMENT NATIONAL MORTGAGE A GNR 2025 156 FV 3,100,094 2,894,212 -205,882 0.05% -$204.99K
GOVERNMENT NATIONAL MORTGAGE A GNR 2025 172 GF 2,984,353 2,856,046 -128,307 0.05% -$126.47K
HSI ASSET SECURITIZATION CORPO HASC 2006 WMC1 A3 6,679,911 6,656,417 -23,494 0.05% -$28.89K
GOVERNMENT NATIONAL MORTGAGE A GNR 2025 2 F 2,825,444 2,717,202 -108,242 0.05% -$105.58K
CIT Mortgage Loan Trust, Series 2007-1, Class 1M1 2,806,789 2,648,060 -158,729 0.05% -$165.88K
ASSET BACKED FUNDING CERTIFICA ABFC 2006 OPT2 A2 2,706,439 2,641,850 -64,589 0.05% -$56.98K
Government National Mortgage Association Guaranteed Remic Pass-Through Securities, The 2,430,951 2,307,700 -123,251 0.04% -$116.96K
NovaStar Mortgage Funding Trust, Series 2006-5, Class A2C 7,545,124 7,509,787 -35,337 0.04% -$24.15K
FANNIE MAE FNR 2025 40 F 2,479,316 2,181,584 -297,732 0.04% -$292.35K
Banc of America Funding Trust, Series 2006-J, Class 2A1 2,589,439 2,525,957 -63,482 0.04% -$39.39K
CWABS Asset-Backed Certificates Trust, Series 2007-1, Class 1A 2,217,878 2,165,737 -52,141 0.04% -$46.05K
U.S. Treasury Bills 2,703,000 2,003,000 -700,000 0.04% -$676.18K
TPMT 2019-HY2 A1 144A FRN 05-25-58 2,148,985 1,943,351 -205,635 0.04% -$210.90K
Securitized Asset Backed Receivables LLC Trust 2006-FR3 3,530,803 3,485,017 -45,786 0.04% -$36.40K
FLATIRON CLO LTD FLAT 2019 1A AR2 144A 2,138,273 1,810,823 -327,450 0.03% -$327.30K
Lehman XS Trust, Series 2006-8, Class 3A4 2,037,379 1,830,206 -207,172 0.03% -$226.45K
GSAMP TRUST GSAMP 2007 HE2 A2D 2,281,883 2,271,408 -10,475 0.03% -$37.94K
IndyMac INDX Mortgage Loan Trust 2006-AR12 1,802,541 1,786,014 -16,527 0.03% -$4.80K
JP Morgan Alternative Loan Trust, Series 2006-A7, Class 1A4 1,921,439 1,763,735 -157,704 0.03% -$88.07K
Countrywide Asset-Backed Certificates, Series 2006-19, Class 2A3 1,868,832 1,625,448 -243,384 0.03% -$239.73K
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA19 A1 2,017,202 1,954,495 -62,707 0.03% -$58.06K
CIM TRUST CIM 2021 R3 A1A 144A 1,797,195 1,686,944 -110,251 0.03% -$112.59K
Popular ABS Mortgage Pass-Through Trust 2007-A 1,657,657 1,593,269 -64,388 0.03% -$64.95K
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A 3,298,888 1,134,835 -2,164,054 0.02% -$2.57M
JYSKE REALKREDIT A/S COVERED 10/53 2 10,237,365 10,229,342 -8,023 0.02% -$33.88K
Home Equity Asset Trust, Series 2005-8, Class M2 1,389,806 1,297,746 -92,060 0.02% -$91.02K
LoanCore Issuer Ltd., Series 2022-CRE7, Class A 2,168,170 1,282,253 -885,917 0.02% -$890.66K
SECURITIZED ASSET BACKED RECEI SABR 2007 NC1 A1 144A 1,367,504 1,334,052 -33,452 0.02% -$25.33K
TCI SYMPHONY CLO TSYMP 2016 1A AR2 144A 2,192,943 1,229,645 -963,298 0.02% -$963.17K
NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 9,538,539 9,462,140 -76,399 0.02% -$41.03K
BEAR STEARNS ALT A TRUST II BSAAT 2007 1 1A1 2,480,187 2,479,290 -897 0.02% -$3.16K
GSAMP TRUST GSAMP 2006 SD3 A 144A 1,279,736 1,215,705 -64,031 0.02% -$62.12K
IndyMac INDB Mortgage Loan Trust, Series 2006-1, Class A1 3,697,156 3,670,312 -26,844 0.02% -$18.03K
Alliance Bancorp Trust, Series 2007-OA1, Class A1 1,266,816 1,258,194 -8,622 0.02% -$2.37K
BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE7 2A1 1,186,176 1,146,162 -40,014 0.02% -$66.87K
CWABS Asset-Backed Certificates Trust, Series 2007-6, Class 1A 1,164,273 1,147,960 -16,313 0.02% -$14.46K
INDYMAC RESIDENTIAL ASSET BACK INABS 2007 A 1A 1,390,915 1,358,999 -31,915 0.02% -$22.83K
American Home Mortgage Assets Trust, Series 2006-5, Class A1 4,591,645 4,581,012 -10,632 0.02% -$39.97K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 02/15/2045 1,382,720 1,381,060 -1,660 0.02% -$16.07K
New Century Home Equity Loan Trust, Series 2004-4, Class M1 1,034,363 999,668 -34,694 0.02% -$31.93K
GSAMP TRUST GSAMP 2005 HE2 M2 948,590 940,516 -8,073 0.02% -$8.43K
PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 1A AR 144A 851,330 715,165 -136,165 0.02% -$172.35K
Lehman XS Trust, Series 2006-7, Class 1A1A 942,567 919,883 -22,684 0.02% -$17.68K
Structured Asset Mortgage Investments II Trust 2006-AR5 2,431,031 2,430,268 -763 0.01% -$92.88K
OZLM XXIV Ltd., Series 2019-24A, Class A1AR 1,209,257 764,882 -444,375 0.01% -$444.43K
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR19 1A 803,833 779,200 -24,633 0.01% -$21.31K
CSMC Mortgage-Backed Trust, Series 2007-6, Class A1 1,217,574 1,207,236 -10,337 0.01% -$18.47K
IndyMac IMSC Mortgage Loan Trust, Series 2007-HOA1, Class A11 995,878 972,977 -22,901 0.01% -$22.68K
NORDEA KREDIT REALKREDIT COVERED 144A REGS 10/53 2 5,090,296 5,089,144 -1,152 0.01% -$15.86K
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 HE3 A2D 876,943 871,724 -5,219 0.01% -$3.93K
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA7 A1A 651,452 646,545 -4,907 0.01% -$2.40K
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 3A1A 888,197 885,384 -2,813 0.01% -$7.17K
WELLS FARGO HOME EQUITY TRUST WFHET 2005 2 M9 680,658 548,959 -131,699 0.01% -$132.30K
First Horizon Alternative Mortgage Securities Trust, Series 2006-FA8, Class 1A7 1,565,358 1,565,152 -206 0.01% -$8.79K
Argent Securities Trust, Series 2006-W4, Class A2C 2,289,387 2,273,274 -16,113 0.01% -$12.61K
NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 4,274,512 4,273,527 -986 0.01% -$11.61K
FN MA4733 541,364 530,669 -10,695 0.01% -$16.25K
JYSKE REALKREDIT A/S COVERED 10/53 1.5 4,277,196 4,274,554 -2,642 0.01% -$11.87K
BAIN CAPITAL EURO CLO BCCE 2018 2A AR 144A 1,959,263 437,931 -1,521,332 0.01% -$1.80M
RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QH1 A1 545,909 540,148 -5,761 0.01% -$4.55K
REALKREDIT DANMARK COVERED REGS 10/53 2 4,135,314 4,132,114 -3,199 0.01% -$5.05K
RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX7 A4 541,911 537,157 -4,754 0.01% -$2.83K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-7/8% 02/15/2047 674,430 673,620 -810 0.01% -$8.56K
RFMSI Series 2005-SA4 Trust 785,990 768,721 -17,269 0.01% -$14.43K
MASTR Asset-Backed Securities Trust, Series 2006-WMC4, Class A5 1,415,317 1,406,979 -8,338 0.01% -$13.11K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 02/15/2043 594,812 594,098 -714 0.01% -$5.04K
MLMBS 2007-1 2A1 501,325 496,326 -4,999 0.01% -$278
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR10 1A1 488,085 480,651 -7,434 0.01% -$2.08K
BCAP LLC Trust, Series 2006-AA2, Class A1 457,750 437,882 -19,867 0.01% -$18.94K
LCM Ltd., Series 29A, Class AR 599,165 413,018 -186,147 0.01% -$186.09K
BCAP LLC TRUST BCAP 2011 RR5 10A6 144A 446,495 437,216 -9,278 0.01% -$5.22K
VENTURE CDO LTD VENTR 2018 33A A1LR 144A 715,715 389,955 -325,761 0.01% -$325.74K
RESIDENTIAL ASSET SECURITIZATI RAST 2005 A5 A3 682,931 679,108 -3,824 0.01% -$14.52K
JUBILEE CDO BV JUBIL 2016 17A A2RR 144A 549,306 335,986 -213,321 0.01% -$257.04K
ARES EUROPEAN CLO ARESE 10A AR 144A 732,913 321,113 -411,800 0.01% -$490.35K
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR15 2A 432,380 431,537 -843 0.01% -$30.62K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.25% 02/15/2050 633,235 632,475 -760 0.01% -$6.53K
Fremont Home Loan Trust, Series 2006-C, Class 1A1 391,815 382,442 -9,373 0.01% -$7.88K
HSI Asset Securitization Corp Trust 2006-OPT3 491,974 354,538 -137,436 0.01% -$135.67K
FRANCE (GOVT OF) BONDS 144A REGS 07/38 0.1 362,193 359,601 -2,592 0.01% $2.02K
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 1A1A 381,276 374,723 -6,553 0.01% -$3.75K
Chase Mortgage Finance Trust Series 2007-A1 354,733 342,979 -11,754 0.01% -$8.83K
NRZT 2019-RPL3 A1 144A FRN 07-25-59 352,416 329,231 -23,184 0.01% -$22.67K
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 29CB A4 585,035 577,841 -7,195 0.01% -$10.14K
MORGAN STANLEY MORTGAGE LOAN T MSM 2006 15XS A6A 1,445,400 1,442,463 -2,937 0.01% -$6.01K
STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC2 A2 321,733 262,094 -59,640 0.01% -$59.18K
FNMA POOL FS3519 FN 11/52 FIXED VAR 292,841 289,493 -3,347 0.01% -$6.45K
MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A1 305,074 298,185 -6,889 0.01% -$6.28K
Structured Adjustable Rate Mortgage Loan Trust Series 2005-19XS 288,452 282,373 -6,080 0.01% -$5.50K
GSR MORTGAGE LOAN TRUST GSR 2005 AR7 5A1 322,825 318,652 -4,173 0.01% -$1.12K
RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO1 A1 377,817 376,507 -1,309 0.00% -$3.73K
RFMSI Trust, Series 2007-S6, Class 1A10 328,278 319,328 -8,950 0.00% -$5.51K
LUMINENT MORTGAGE TRUST LUM 2006 6 A1 286,280 265,813 -20,467 0.00% -$18.16K
SNG KEROS V SNG GAMAY26 IFEU 20260529 4 -7 -11 0.00% $227.84K
HarborView Mortgage Loan Trust, Series 2005-2, Class 2A1A 227,185 225,234 -1,951 0.00% -$2.37K
BRENT CRUDE FUTR OCT26 IFEU 20260828 42 12 -30 0.00% $211.26K
Chase Mortgage Finance Trust Series 2006-A1 248,974 243,140 -5,834 0.00% -$3.84K
CSMC Trust, Series 2007-4R, Class 1A1 234,766 224,331 -10,435 0.00% -$10.54K
JP MORGAN MORTGAGE TRUST JPMMT 2006 A4 2A2 298,107 296,012 -2,096 0.00% -$1.58K
Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A3 209,522 200,873 -8,649 0.00% -$13.54K
INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR14 1A3A 197,432 193,712 -3,719 0.00% -$3.09K
Bear Stearns ARM Trust, Series 2006-2, Class 3A2 220,360 216,270 -4,090 0.00% -$2.49K
GSAA HOME EQUITY TRUST GSAA 2007 4 A3A 473,696 469,498 -4,199 0.00% -$2.48K
RESIDENTIAL ASSET SECURITIZATI RAST 2006 A10 A5 641,745 627,129 -14,616 0.00% -$6.63K
Fannie Mae REMICS 188,333 176,295 -12,038 0.00% -$12.05K
RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA2 2A1 198,151 196,438 -1,713 0.00% -$1.70K
COUNTRYWIDE HOME LOANS CWHL 2007 HY4 1A1 187,541 182,096 -5,445 0.00% -$2.91K
IndyMac INDX Mortgage Loan Trust 2004-AR6 167,974 163,191 -4,783 0.00% -$3.75K
NYKREDIT REALKREDIT A/S COVERED REGS 10/53 1.5 1,493,423 1,493,235 -188 0.00% -$2.93K
Morgan Stanley Mortgage Loan Trust 2007-7AX 557,571 550,950 -6,620 0.00% -$3.82K
Washington Mutual Mortgage Pass-Through Certificates, Series 2006-AR9 Trust 151,323 150,211 -1,112 0.00% $1.31K
MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3C 593,418 588,788 -4,630 0.00% -$3.19K
VOYA CLO LTD VOYA 2014 4A A1RA 144A 335,571 134,873 -200,697 0.00% -$200.74K
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA17 1A1A 154,257 148,685 -5,573 0.00% -$4.48K
Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-6 158,459 156,863 -1,596 0.00% -$1.58K
RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QA9 NB21 388,478 388,191 -287 0.00% -$561
Bear Stearns ALT-A Trust, Series 2006-8, Class 3A1 155,312 138,938 -16,374 0.00% -$15.45K
MAN GLG EURO CLO GLGE 5A A1R 144A 654,591 113,909 -540,681 0.00% -$637.96K
COUNTRYWIDE HOME LOANS CWHL 2006 6 A4 263,640 260,484 -3,156 0.00% -$4.64K
WFMBS 2006-AR4 2A4 4/36 131,296 122,326 -8,970 0.00% -$8.15K
Bear Stearns ARM Trust 2005-10 124,761 120,412 -4,348 0.00% -$4.06K
FREDDIE MAC REMICS SER 5484 CL FA V/R 5.27180000 138,136 119,198 -18,938 0.00% -$18.44K
Countrywide Alternative Loan Trust 148,051 136,030 -12,021 0.00% -$9.58K
SEQUOIA MORTGAGE TRUST SEMT 2007 1 1A1 175,957 171,033 -4,924 0.00% -$3.50K
ARMT 2005-5 2A1 164,995 127,304 -37,691 0.00% -$34.97K
JP Morgan Mortgage Trust, Series 2008-R2, Class 1A1 119,577 115,411 -4,165 0.00% -$5.03K
Soundview Home Loan Trust, Series 2006-NLC1, Class A1 408,466 406,023 -2,443 0.00% -$2.40K
IndyMac INDX Mortgage Loan Trust, Series 2005-AR14, Class 1A1A 149,383 147,749 -1,634 0.00% -$2.78K
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 63 3A1 112,979 111,296 -1,684 0.00% -$702
CitiMortgage Alternative Loan Trust Series 2007-A6 116,375 113,569 -2,806 0.00% -$3.06K
Citigroup Mortgage Loan Trust Inc 169,448 168,090 -1,357 0.00% -$482
IndyMac INDX Mortgage Loan Trust 2005-AR15 123,734 122,485 -1,249 0.00% -$912
Structured Adjustable Rate Mortgage Loan Trust Series 2006-1 185,504 181,158 -4,345 0.00% -$4.23K
MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 HF1 A1 225,048 223,472 -1,575 0.00% -$2.04K
BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 J 2A4 93,455 92,132 -1,323 0.00% -$546
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 2CB 1A13 172,571 172,012 -559 0.00% -$1.89K
WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 7 3CB 95,442 94,200 -1,242 0.00% -$1.34K
BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 F 2A2 85,326 79,730 -5,596 0.00% -$4.86K
RFMSI Series 2003-S9 Trust 78,669 75,238 -3,431 0.00% -$3.68K
Bear Stearns ARM Trust 2005-12 77,285 76,627 -657 0.00% $61
Bear Stearns ALT-A Trust, Series 2005-7, Class 22A1 130,481 126,318 -4,163 0.00% -$3.54K
Merrill Lynch Mortgage Investors Trust, Series 2005-A5, Class A9 67,824 66,312 -1,512 0.00% -$1.05K
MERRILL LYNCH MORTGAGE INVESTO MLMI 2004 A3 2A 71,487 70,817 -669 0.00% -$12
BANC OF AMERICA FUNDING CORPOR BAFC 2007 C 1A3 72,840 72,147 -693 0.00% -$107
GSR MORTGAGE LOAN TRUST GSR 2005 AR7 4A1 146,153 146,084 -69 0.00% -$516
WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 3A2 69,541 68,977 -564 0.00% $133
COUNTRYWIDE HOME LOANS CWHL 2008 1 A4 59,203 58,440 -763 0.00% -$1.06K
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR5 A12A 63,942 62,631 -1,311 0.00% -$1.03K
BEAR STEARNS ALT A TRUST BALTA 2004 9 6A1 59,810 59,102 -708 0.00% -$159
JPMorgan Mortgage Trust, Series 2005-A8, Class 1A1 75,369 73,790 -1,579 0.00% -$1.15K
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 26CB A3 82,627 81,518 -1,110 0.00% -$1.57K
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 1T1 1A1 177,274 176,888 -387 0.00% -$2.99K
RFMSI Trust, Series 2007-S6, Class 1A11 72,160 70,192 -1,967 0.00% -$1.21K
GSR MORTGAGE LOAN TRUST GSR 2005 AR7 2A1 62,274 57,363 -4,911 0.00% -$4.46K
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA6 1A2 57,992 57,360 -632 0.00% -$415
U.S. Treasury Bills 345,000 52,000 -293,000 0.00% -$289.43K
CIM TRUST CIM 2019 INV1 A2 144A 51,426 48,842 -2,583 0.00% -$2.49K
MORGN 2018-3A AR CLO 144A FRN 10-20-31 524,893 46,322 -478,571 0.00% -$478.78K
BANC OF AMERICA FUNDING CORPOR BAFC 2005 E 1A1 48,654 47,719 -935 0.00% -$646
NRZT 2018-3A A1 144A FRN 05-25-58 48,509 46,619 -1,890 0.00% -$2.11K
MLMI 2005-A7 2A1 57,398 56,795 -603 0.00% -$285
INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR7 4A1 46,541 46,125 -416 0.00% -$42
Banc of America Funding Trust, Series 2006-J, Class 4A1 51,475 50,698 -777 0.00% -$317
Structured Asset Mortgage Investments II Trust, Series 2006-AR4, Class 2A1 44,566 43,514 -1,053 0.00% -$1.53K
JP MORGAN MORTGAGE TRUST JPMMT 2006 A5 3A4 54,175 53,606 -569 0.00% -$295
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR8 3A1 46,291 40,664 -5,627 0.00% -$4.54K
Deutsche Alt-B Securities Mortgage Loan Trust, Series 2006-AB4, Class A1B1 40,625 39,787 -838 0.00% -$818
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 5 A1A 39,007 37,142 -1,866 0.00% -$1.49K
ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 7 4A1 36,961 35,060 -1,901 0.00% -$1.62K
Washington Mutual Mortgage Pass-Through Certificates Series 2002-AR17 Trust 36,362 33,480 -2,882 0.00% -$2.76K
JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 7A1 28,698 27,912 -785 0.00% -$622
WMLT 2005-A 2A1 49,622 29,123 -20,499 0.00% -$18.93K
CMLTI 2007-AMC2 A3A 35,556 35,115 -441 0.00% -$356
FANNIE MAE FNR 2006 15 FC 26,895 26,171 -724 0.00% -$693
COUNTRYWIDE HOME LOANS CWHL 2005 24 A1 49,975 49,577 -398 0.00% -$765
FED HM LN PC POOL 847213 FH 01/34 FLOATING VAR 24,040 22,633 -1,407 0.00% -$1.53K
ECX EMISSION FUT DEC26 MOZ26 149 12 -137 0.00% -$625.33K
COUNTRYWIDE HOME LOANS CWHL 2005 2 2A1 20,164 19,628 -536 0.00% -$505
REALKREDIT DANMARK COVERED REGS 10/53 2 146,492 146,359 -133 0.00% -$418
SNG KEROS V SNG GADEC26 IFEU 20261231 4 2 -2 0.00% $19.18K
SNG KEROS V SNG GANOV26 IFEU 20261130 4 2 -2 0.00% $18.62K
SNG KEROS V SNG GAOCT26 IFEU 20261030 4 2 -2 0.00% $18.06K
BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 5 4A 18,181 17,725 -455 0.00% -$625
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 6 5A1A 17,195 16,923 -272 0.00% -$265
JP Morgan Mortgage Acquisition Trust 2006-CH2 23,095 15,955 -7,140 0.00% -$7.13K
TTF NAT GAS F JUN26 NDEX 20260528 1 -5 -6 0.00% $24.12K
Washington Mutual Mortgage Pass-Through Certificates Series 2003-AR9 Trust 15,044 14,717 -327 0.00% -$245
FED HM LN PC POOL 847524 FH 06/33 FLOATING VAR 23,162 13,837 -9,325 0.00% -$9.59K
CWALT 2005-J1 3A1 14,228 12,674 -1,555 0.00% -$1.60K
CMLTI 2006-AR1 2A1 11,737 11,444 -294 0.00% -$310
Chase Mortgage Finance Trust Series 2005-A1 29,164 10,373 -18,791 0.00% -$17.75K
Citigroup Mortgage Loan Trust, Series 2005-11, Class A1A 8,494 8,265 -229 0.00% -$235
ACE SECURITIES CORP. ACE 2006 HE4 A2A 16,904 16,618 -286 0.00% -$225
Bank of America Corporation 6,828 5,986 -842 0.00% -$659
Bear Stearns ARM Trust, Series 2003-3, Class 3A2 5,959 5,190 -769 0.00% -$730
Sequoia Mortgage Trust, Series 5, Class A 4,524 4,378 -146 0.00% -$129
Citigroup Mortgage Loan Trust, Inc. 3,937 3,855 -82 0.00% -$81
Structured Asset Mortgage Investments II Trust, Series 2006-AR3, Class 11A1 4,320 4,149 -171 0.00% -$144
MLCC MORTGAGE INVESTORS INC MLCC 2006 2 4A 4,606 3,397 -1,209 0.00% -$1.18K
NYKREDIT REALKREDIT A/S COVERED REGS 10/53 2 19,201 19,180 -21 0.00% -$66
WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR15 A1 2,657 2,426 -231 0.00% -$208
JYSKE REALKREDIT A/S COVERED 10/47 2.5 9,505 9,408 -97 0.00% -$44
NYKREDIT REALKREDIT A/S COVERED REGS 10/47 2.5 8,182 8,097 -85 0.00% -$36
REALKREDIT DANMARK COVERED REGS 04/47 2.5 7,686 7,605 -81 0.00% -$35
JYSKE REALKREDIT A/S COVERED 10/43 0.5 5,113 5,033 -79 0.00% -$24
NORDEA KREDIT REALKREDIT COVERED 10/47 2.5 1,936 1,916 -21 0.00% -$9
SNG KEROS V SNG GAAPR26 IFEU 20260430 4 1 -3 0.00% -$644
JYSKE REALKREDIT A/S COVERED 10/53 1.5 2 2 -0 0.00% -$0
NYKREDIT REALKREDIT A/S COVERED REGS 10/53 1.5 2 2 -0 0.00% -$0
NORDEA KREDIT REALKREDIT COVERED 10/43 0.5 2 2 -0 0.00% -$0
NYKREDIT REALKREDIT A/S COVERED REGS 10/43 0.5 2 2 -0 0.00% -$0
REALKREDIT DANMARK COVERED REGS 10/53 1.5 1 1 -0 0.00% -$0
BRENT CRUDE FUTR SEP26 IFEU 20260731 154 18 -136 0.00% $157.39K
Nickel 36 33 -3 0.00% -$311.67K
BRENT CRUDE FUTR DEC26 IFEU 20261030 500 21 -479 0.00% $946.65K
Brent Crude Future 112 -36 -148 -0.01% -$237.12K
BRENT CRUDE FUTR JUN26 IFEU 20260430 15 -60 -75 -0.01% -$611.52K
BRENT CRUDE FUTR AUG26 IFEU 20260630 112 -53 -165 -0.02% -$476.16K
BRENT CRUDE FUTR JUN27 IFEU 20270430 -85 -97 -12 -0.02% -$1.31M
Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
PROJECT CASHMERE CLASS A1 144A 56,500,000 56,500,000 0 0.74% $1.28M
RFR USD SOFR/2.86500 02/13/24-30Y LCH 1 1 0 0.36% -$1.47M
RPLDCI 6.581 05/30/49 144A 17,400,000 17,400,000 0 0.34% -$495.52K
IRS EUR 0.19500 11/04/22-30Y LCH 2 2 0 0.21% -$634.36K
IRS EUR 0.19700 11/08/22-30Y LCH 1 1 0 0.21% -$633.11K
OCP EURO CLO OCPE 2020 4A ARR 144A 8,300,000 8,300,000 0 0.18% -$172.73K
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 SHL1 M1 144A 11,000,000 11,000,000 0 0.18% $40.81K
RFRF USD SOFR/2.28500 11/15/23-30Y LCH 1 1 0 0.17% -$306.51K
RESIDENTIAL ASSET SECURITIES C RASC 2006 KS7 M2 8,702,899 8,702,899 0 0.15% $1.29K
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2025 1A A1 144A 7,000,000 7,000,000 0 0.15% -$145.62K
RFRF USD SOFR/2.23650 11/21/23-30Y LCH 1 1 0 0.14% -$237.67K
CWABS ASSET-BACKED CERTIFICATES TRUST 2004-7 SER 2004-7 CL MV5 V/R REGD 5.79376000 7,501,961 7,501,961 0 0.13% -$63.23K
BAIN CAPITAL EURO CLO BCCE 2022 2A ARR 144A 5,000,000 5,000,000 0 0.11% -$104.54K
CAIRN CLO BV CRNCL 2019 11A AR 144A 4,600,000 4,600,000 0 0.10% -$97.47K
GROSVENOR PLACE CLO BV GROSV 2025 4A A 144A 4,525,000 4,525,000 0 0.10% -$87.69K
CORDATUS CLO PLC CORDA 12A ARR 144A 4,500,000 4,500,000 0 0.10% -$94.03K
HARVEST CLO HARVT 16A AR3 144A 4,400,000 4,400,000 0 0.10% -$88.44K
OCTR 2021-11A AR 7/34 4,700,000 4,700,000 0 0.09% $12.52K
INVESCO EURO CLO XI DAC INVSC 11A A1R 144A 4,000,000 4,000,000 0 0.09% -$84.21K
JP MORGAN MORTGAGE ACQUISITION JPMAC 2007 CH5 M2 4,500,000 4,500,000 0 0.08% -$1.81K
RAD CLO LTD RAD 2021 10A A 144A 4,000,000 4,000,000 0 0.08% -$6.27K
WIND RIVER CLO LTD WINDR 2016 1KRA A1R3 144A 3,876,406 3,876,406 0 0.07% $11.39K
Bank of America Corp., Series FF 3,840,000 3,840,000 0 0.07% -$30.07K
Atlas Senior Loan Fund XVI Ltd., Series 2021-16A, Class AR 3,600,000 3,600,000 0 0.07% $2.33K
APIDOS CLO APID 2012 11A AR4 144A 3,500,000 3,500,000 0 0.07% $341
CORDATUS CLO PLC CORDA 30A AR 144A 3,000,000 3,000,000 0 0.07% -$63.17K
RFR USD SOFR/3.50000 06/20/24-30Y LCH 1 1 0 0.06% -$101.35K
VOYA EURO CLO VOYE 4A AR 144A 2,800,000 2,800,000 0 0.06% -$62.45K
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 WFH2 M3 3,200,000 3,200,000 0 0.06% -$3.10K
PARK PLACE SECURITIES INC PPSI 2004 WWF1 M6 3,099,568 3,099,568 0 0.06% -$4.82K
AGL CLO 14 Ltd., Series 2021-14A, Class AR 2,800,000 2,800,000 0 0.05% $2.55K
TRINITAS CLO VII LTD 2,600,000 2,600,000 0 0.05% $873
ROCKFORD TOWER EUROPE CLO RFTE 2018 1A A1RR 144A 2,200,000 2,200,000 0 0.05% -$46.14K
BARINGS EURO CLO DAC BABSE 2025 1A A 144A 2,200,000 2,200,000 0 0.05% -$47.44K
RFR JPY MUTK/0.50000 12/15/21-10Y LCH 1 1 0 0.04% $282.03K
Ares LXII CLO Ltd 2,100,000 2,100,000 0 0.04% $655
AMMC CLO 27 Ltd., Series 2022-27A, Class A1R 2,000,000 2,000,000 0 0.04% $803
THAYER PARK CLO, LTD. THAYR 2017 1A A1RR 144A 2,000,000 2,000,000 0 0.04% $23
LEHMAN ABS MANUFACTURED HOUSIN LABMH 2001 B M2 2,025,266 2,025,266 0 0.04% $1.33K
Madison Park Funding XLIX Ltd., Series 2021-49A, Class AR 1,600,000 1,600,000 0 0.03% $672
INF SWAP US IT 2.31125 02/24/21-10Y LCH 1 1 0 0.03% $90.14K
TIKEHAU TIKEH 5A AR 144A 1,300,000 1,300,000 0 0.03% -$26.73K
KKR FINANCIAL CLO LTD KKR 33A AR 144A 1,400,000 1,400,000 0 0.03% $1.09K
PPM CLO, LTD. PPMC 2021 5A AR 144A 1,300,000 1,300,000 0 0.02% $1.51K
Guggenheim CLO Ltd., Series 2022-2A, Class A1R 1,300,000 1,300,000 0 0.02% $2.07K
RFR JPY MUTK/0.55000 09/14/23-5Y LCH 1 1 0 0.02% $160.36K
WELLFLEET CLO LTD WELF 2021 1A A1R 144A 1,200,000 1,200,000 0 0.02% -$113
WHETSTONE PARK CLO LTD WHTPK 2021 1A A1R 144A 1,200,000 1,200,000 0 0.02% -$602
Madison Park Funding XLVI Ltd., Series 2020-46A, Class ARR 1,100,000 1,100,000 0 0.02% $33
INF SWAP US IT 2.7675 05/13/21-5Y LCH 1 1 0 0.02% $24.15K
UNITED MEXICAN 900,000 900,000 0 0.02% -$22.05K
UNITED MEXICAN 900,000 900,000 0 0.02% -$21.43K
ST PAULS CLO SPAUL 2A AR4 144A 700,000 700,000 0 0.02% -$14.98K
OCTAGON INVESTMENT PARTNERS 40 OCT40 2019 1A A1RR 144A 700,000 700,000 0 0.01% $401
CREDICORP CAPITAL SOCIED /PEN/ REGD 144A P/P 9.70000000 2,200,000 2,200,000 0 0.01% -$21.16K
INF SWAP EM NI 2.59 12/15/22-30Y LCH 1 1 0 0.01% -$405.08K
UBS GROUP AG SR UNSECURED REGS 01/28 VAR 400,000 400,000 0 0.01% -$7.08K
NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 3,300,000 3,300,000 0 0.01% -$8.24K
IRS EUR 1.83000 09/17/25-2Y LCH 1 1 0 0.01% -$243.70K
JP MORGAN CHASE COMMERCIAL MORTGAGE SE SER 2019-FL12 CL A V/R REGD 144A P/P 5.45601000 275,649 275,649 0 0.01% $209
US TREASURY N/B 258,000 258,000 0 0.00% -$2.82K
IRS EUR 2.46500 12/08/25-2Y LCH 1 1 0 0.00% $440.21K
RFR JPY MUT+5.89/0.3000 09/20/17-10Y LCH 1 1 0 0.00% -$13.28K
AVOLON HDGS 234,000 234,000 0 0.00% -$905
US TREASURY N/B 212,000 212,000 0 0.00% -$2.77K
RFR USD SOFR/4.16066 03/31/26-28Y* LCH 1 1 0 0.00% -$48.68K
INF SWAP EM NI 2.034 09/15/24-10Y LCH 1 1 0 0.00% $259.80K
INF SWAP EM NI 2.72 06/15/22-10Y LCH 1 1 0 0.00% $1.08M
INF SWAP EM NI 2.6 05/15/22-10Y LCH 1 1 0 0.00% $96.00K
INF SWAP EM NI 2.59 03/15/22-30Y LCH 2 2 0 0.00% -$431.95K
RFR JPY MUT+5.89/0.3000 03/20/18-10Y LCH 1 1 0 0.00% -$396
INF SWAP EM NI 2.55 04/15/22-30Y LCH 1 1 0 0.00% -$146.72K
TTF NAT GAS F DEC26 NDEX 20261127 1 1 0 0.00% $20.00K
TTF NAT GAS F OCT26 NDEX 20260929 1 1 0 0.00% $20.25K
TTF NAT GAS F NOV26 NDEX 20261029 1 1 0 0.00% $19.41K
TTF NAT GAS F SEP26 NDEX 20260827 1 1 0 0.00% $9.72K
REALKREDIT DANMARK COVERED REGS 10/53 1.5 2 2 0 0.00% $0
NYKREDIT REALKREDIT A/S COVERED REGS 10/52 1.5 2 2 0 0.00% $0
NYKREDIT REALKREDIT A/S COVERED REGS 10/53 2 2 2 0 0.00% $0
TTF NAT GAS F JUL26 NDEX 20260629 1 1 0 0.00% $9.09K
TTF NAT GAS F AUG26 NDEX 20260730 1 1 0 0.00% $8.98K
SNG KEROS V SNG GAJUN26 IFEU 20260630 4 4 0 0.00% -$2.88K
INF SWAP US IT 3.3 06/04/2025-1Y LCH 1 1 0 0.00% -$97.43K
317U84SA4 PIMCO SWAPTION 2.44 CALL EUR 2027012 -12,900,000 -12,900,000 0 0.00% $12.09K
317U7XVA7 PIMCO FPPSWAPTION 2.35 CALL EUR -34,200,000 -34,200,000 0 0.00% $25.29K
INF SWAP EM NI 2.421 05/15/22-30Y LCH 1 1 0 0.00% -$162.74K
INF SWAP GB NI 3.466 09/15/24-10Y LCH 1 1 0 0.00% -$407.99K
INF SWAP GB NI 3.5 08/15/24-10Y LCH 1 1 0 0.00% -$967.84K
317U84TA3 PIMCO SWAPTION 2.44 PUT EUR 20270125 -12,900,000 -12,900,000 0 0.00% -$103.22K
INF SWAP FR NI 1.91 01/15/18-20Y LCH 1 1 0 0.00% -$113.66K
317U80NA7 PIMCO FPPSWAPTION 2.5 CALL EUR -86,900,000 -86,900,000 0 -0.01% $109.14K
317U7XUA8 PIMCO FPPSWAPTION 2.35 PUT EUR -34,200,000 -34,200,000 0 -0.01% -$288.98K
RFRF USD SOFR/2.34000 11/21/23-5Y LCH 1 1 0 -0.01% $73.00K
317U80OA6 PIMCO FPPSWAPTION 2.5 PUT EUR -86,900,000 -86,900,000 0 -0.02% -$684.12K
INF SWAP EM NI 1.38 03/15/21-10Y LCH 1 1 0 -0.10% -$657.63K
RFR GBP SONIO/3.75000 03/18/26-5Y LCH 1 1 0 -0.10% -$5.75M
RFRF USD SOFR/2.30000 11/15/23-5Y LCH 1 1 0 -0.13% $612.73K

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