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 | 58,490,000 | 58,490,000 | 16.96% | $60.46M |
| FNCL 6 6/24 | 0 | 45,420,000 | 45,420,000 | 12.97% | $46.23M |
| FNCL 5 4/26 | 0 | 15,750,000 | 15,750,000 | 4.36% | $15.54M |
| U.S. Treasury Bills | 0 | 13,318,000 | 13,318,000 | 3.70% | $13.20M |
| G2SF 4 4/23 | 0 | 7,220,000 | 7,220,000 | 1.90% | $6.76M |
| G2SF 3.5 4/24 | 0 | 6,400,000 | 6,400,000 | 1.65% | $5.87M |
| G2SF 5 5/26 | 0 | 5,310,000 | 5,310,000 | 1.47% | $5.25M |
| Uniform Mortgage-Backed Security, TBA | 0 | 3,690,000 | 3,690,000 | 1.02% | $3.63M |
| Uniform Mortgage-Backed Security, TBA | 0 | 3,700,000 | 3,700,000 | 0.98% | $3.49M |
| Uniform Mortgage-Backed Security, TBA | 0 | 3,610,000 | 3,610,000 | 0.98% | $3.48M |
| FNCL 4 6/24 | 0 | 3,450,000 | 3,450,000 | 0.91% | $3.25M |
| G2SF 4.5 4/26 | 0 | 3,150,000 | 3,150,000 | 0.85% | $3.04M |
| Government National Mortgage Association, TBA | 0 | 3,010,000 | 3,010,000 | 0.85% | $3.02M |
| Government National Mortgage Association, TBA | 0 | 2,970,000 | 2,970,000 | 0.85% | $3.02M |
| LETRA TESOURO NACIONAL BILLS 10/26 0.00000 | 0 | 16,100,000 | 16,100,000 | 0.82% | $2.91M |
| FNCL 5.5 4/26 | 0 | 2,680,000 | 2,680,000 | 0.76% | $2.69M |
| TITULOS DE TESORERIA BONDS 01/35 11.75 | 0 | 9,071,300,000 | 9,071,300,000 | 0.63% | $2.25M |
| Keurig Dr Pepper Inc 0% CP 13/04/2026 | 0 | 2,200,000 | 2,200,000 | 0.62% | $2.20M |
| LETRA TESOURO NACIONAL BILLS 07/26 0.00000 | 0 | 9,900,000 | 9,900,000 | 0.52% | $1.85M |
| U.S. Treasury Bill | 0 | 1,749,000 | 1,749,000 | 0.49% | $1.73M |
| Uniform Mortgage-Backed Security, TBA | 0 | 1,370,000 | 1,370,000 | 0.39% | $1.37M |
| TITULOS DE TESORERIA BONDS 02/33 13.25 | 0 | 4,570,000,000 | 4,570,000,000 | 0.34% | $1.23M |
| Boyce Park Clo Ltd | 0 | 1,200,000 | 1,200,000 | 0.34% | $1.20M |
| HCA, Inc. | 0 | 1,000,000 | 1,000,000 | 0.28% | $996.27K |
| CAPITAL FOUR CLO CFOUR 4A ARR 144A | 0 | 700,000 | 700,000 | 0.23% | $806.64K |
| HCA INC | 0 | 600,000 | 600,000 | 0.17% | $598.87K |
| US TREASURY N/B | 0 | 500,000 | 500,000 | 0.14% | $492.23K |
| EURO-OAT FUTURE JUN26 | 0 | -97 | -97 | 0.12% | $420.76K |
| TITULOS DE TESORERIA BONDS 11/40 12.75 | 0 | 1,456,500,000 | 1,456,500,000 | 0.11% | $386.04K |
| Uniform Mortgage-Backed Security, TBA | 0 | 400,000 | 400,000 | 0.11% | $385.44K |
| TITULOS DE TESORERIA BONDS 10/34 7.25 | 0 | 1,818,200,000 | 1,818,200,000 | 0.10% | $348.50K |
| FNCL 3 6/24 | 0 | 370,000 | 370,000 | 0.09% | $324.49K |
| Takeoff Merger Sub, Inc. | 0 | 300,000 | 300,000 | 0.08% | $298.13K |
| YI4360503 NIGERIA OMO BILL | 0 | 428,600,000 | 428,600,000 | 0.08% | $269.38K |
| BONOS DE TESORERIA SR UNSECURED 08/32 6.15 | 0 | 800,000 | 800,000 | 0.07% | $240.42K |
| REPUBLIC OF COLOMBIA SR UNSECURED 06/45 5 | 0 | 300,000 | 300,000 | 0.06% | $216.03K |
| PT. Perusahaan Listrik Negara | 0 | 200,000 | 200,000 | 0.06% | $198.68K |
| IRS EUR 3.00000 09/16/26-30Y LCH | 0 | 1 | 1 | 0.05% | $188.72K |
| TURKIYE CENTR BANK BILL BILLS 04/26 0.00000 | 0 | 8,000,000 | 8,000,000 | 0.05% | $178.68K |
| YI4360438 NIGERIA OMO BILL | 0 | 244,900,000 | 244,900,000 | 0.04% | $154.39K |
| YI4360529 NIGERIA OMO BILL | 0 | 179,400,000 | 179,400,000 | 0.03% | $112.41K |
| 317UBRFA3 PIMCO FPPSWAPTION 4.296 CALL USD | 0 | 1,200,000 | 1,200,000 | 0.03% | $95.07K |
| 317UBQXA5 PIMCO FPPSWAPTION 4.296 PUT USD | 0 | 1,200,000 | 1,200,000 | 0.02% | $70.69K |
| BONOS TESORERIA PESOS BONDS 144A REGS 10/29 5.8 | 0 | 55,000,000 | 55,000,000 | 0.02% | $60.47K |
| RFR USD SOFR/3.75000 09/16/26-10Y LCH | 0 | 1 | 1 | 0.02% | $57.86K |
| BONOS TESORERIA PESOS UNSECURED 144A REGS 09/30 4.7 | 0 | 45,000,000 | 45,000,000 | 0.01% | $47.60K |
| 31750SIS6 PIMCO CDSOPT PUT USD 96.58984375 202 | 0 | 4,800,000 | 4,800,000 | 0.01% | $40.25K |
| Three Month SONIA Index Futures | 0 | 65 | 65 | 0.01% | $30.03K |
| 31750SIK3 PIMCO CDSOPT PUT USD 0.8 20260617 | 0 | 12,500,000 | 12,500,000 | 0.01% | $29.94K |
| RFR USD SOFR/3.50000 06/17/26-7Y LCH | 0 | 1 | 1 | 0.01% | $24.92K |
| 31750SKZ7 PIMCO CDSOPT PUT USD 99.09765625 202 | 0 | 19,100,000 | 19,100,000 | 0.00% | $16.56K |
| 31750SEV3 PIMCO FXVAN PUT USD BRL 5.12000000 | 0 | 0 | 0 | 0.00% | $14.67K |
| 317UC1RA6 PIMCO SWAPTION 4.75 PUT USD 20260904 | 0 | 5,700,000 | 5,700,000 | 0.00% | $13.59K |
| RFR USD SOFR/3.40694 07/06/26-4Y* LCH | 0 | 1 | 1 | 0.00% | $12.30K |
| RFR USD SOFR/3.75000 06/17/26-10Y LCH | 0 | 1 | 1 | 0.00% | $11.16K |
| 317UC7LA9 PIMCO SWAPTION 3.651 CALL USD 202606 | 0 | 0 | 0 | 0.00% | $8.19K |
| RFR USD SOFR/3.7547* 03/13/26-10Y* LCH | 0 | 1 | 1 | 0.00% | $7.46K |
| 317UC76A6 PIMCO SWAPTION 4.0325 PUT USD 202605 | 0 | 1,600,000 | 1,600,000 | 0.00% | $7.11K |
| RFR USD SOFR/3.75000 03/18/26-7Y LCH | 0 | 1 | 1 | 0.00% | $6.45K |
| 317UC0UA4 PIMCO SWAPTION 3.3 CALL USD 20260602 | 0 | 2,700,000 | 2,700,000 | 0.00% | $6.13K |
| RFR USD SOFR/3.74800 03/03/26-10Y LCH | 0 | 2 | 2 | 0.00% | $4.28K |
| 3 Month Euro Euribor Future | 0 | -2 | -2 | 0.00% | $3.67K |
| 317UBKMA0 PIMCO SWAPTION 3.4625 CALL USD 20260 | 0 | 2,700,000 | 2,700,000 | 0.00% | $2.20K |
| 31750SJW6 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $1.94K |
| 317UC8DA6 PIMCO SWAPTION 3.599 CALL USD 202606 | 0 | -100,000 | -100,000 | 0.00% | $1.65K |
| 31750SBB0 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $821 |
| IRS CLP 4.59000 01/09/26-4Y* CME | 0 | 1 | 1 | 0.00% | $736 |
| IRS CLP 4.71000 01/14/26-5Y* CME | 0 | 1 | 1 | 0.00% | $675 |
| 31750SCK9 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $563 |
| 317UBSFA1 PIMCO SWAPTION 3.449 CALL USD 202604 | 0 | 3,300,000 | 3,300,000 | 0.00% | $23 |
| 317UC4YA2 PIMCO SWAPTION 3.6 CALL USD 20260416 | 0 | -200,000 | -200,000 | 0.00% | -$179 |
| 317UC6EA9 PIMCO SWAPTION 3.62 CALL USD 2026042 | 0 | -200,000 | -200,000 | 0.00% | -$250 |
| 31750SCV5 PIMCO CDSOPT PUT USD 103.53125000 20 | 0 | -600,000 | -600,000 | 0.00% | -$608 |
| 317UC9LA5 PIMCO SWAPTION 4.095 PUT USD 2026040 | 0 | -2,100,000 | -2,100,000 | 0.00% | -$674 |
| 31750SEW1 PIMCO FXVAN CALL USD BRL 5.70000000 | 0 | -630,000 | -630,000 | 0.00% | -$715 |
| 317UC8QA2 PIMCO SWAPTION 4.055 PUT USD 2026042 | 0 | -300,000 | -300,000 | 0.00% | -$835 |
| 317UC8RA1 PIMCO SWAPTION 3.695 CALL USD 202604 | 0 | -300,000 | -300,000 | 0.00% | -$863 |
| 317UC4XA3 PIMCO SWAPTION 3.9 PUT USD 20260416 | 0 | -200,000 | -200,000 | 0.00% | -$1.04K |
| 317UC6DA0 PIMCO SWAPTION 3.9 PUT USD 20260420 | 0 | -200,000 | -200,000 | 0.00% | -$1.13K |
| 317UCAAA4 PIMCO SWAPTION 3.889 PUT USD 2026043 | 0 | -100,000 | -100,000 | 0.00% | -$2.12K |
| 31750SOX8 PIMCO CDSOPT PUT USD 96.10156250 202 | 0 | -2,000,000 | -2,000,000 | 0.00% | -$4.31K |
| 31750SC52 PIMCO CDSOPT PUT USD 102.32812500 20 | 0 | -1,200,000 | -1,200,000 | 0.00% | -$4.98K |
| 31750SNE1 PIMCO CDSOPT CALL USD 94.81250000 20 | 0 | -2,500,000 | -2,500,000 | 0.00% | -$8.08K |
| 317UC75A7 PIMCO SWAPTION 3.7325 CALL USD 20260 | 0 | -1,800,000 | -1,800,000 | 0.00% | -$8.66K |
| 31750SKX2 PIMCO CDSOPT CALL USD 0.55 20260617 | 0 | -19,000,000 | -19,000,000 | 0.00% | -$9.96K |
| 31750SKH7 PIMCO CDSOPT CALL USD 102.31250000 2 | 0 | -4,000,000 | -4,000,000 | 0.00% | -$11.28K |
| 317UBKLA1 PIMCO SWAPTION 3.7625 PUT USD 202604 | 0 | -3,100,000 | -3,100,000 | 0.00% | -$11.52K |
| 317UC62A2 PIMCO SWAPTION 3.7825 PUT USD 202606 | 0 | 0 | 0 | 0.00% | -$14.82K |
| IRS AUD 5.00000 09/16/26-10Y LCH | 0 | 1 | 1 | 0.00% | -$15.19K |
| RFR USD SOFR/4.00000 03/18/26-30Y LCH | 0 | 1 | 1 | 0.00% | -$16.11K |
| 31750SOZ3 PIMCO CDSOPT CALL USD 97.37500000 20 | 0 | -5,800,000 | -5,800,000 | -0.01% | -$24.30K |
| ZCS BRL 13.015 01/27/26-01/02/31 CME | 0 | 1 | 1 | -0.01% | -$24.63K |
| OIS CAD CAONREPO/3.0000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.01% | -$24.95K |
| 31750SNB7 PIMCO CDSOPT PUT USD 101.37500000 20 | 0 | -8,500,000 | -8,500,000 | -0.01% | -$31.14K |
| ZCS BRL 12.82 01/27/26-01/02/29 CME | 0 | 1 | 1 | -0.01% | -$31.34K |
| 317UBYBA2 PIMCO SWAPTION 3.967 PUT USD 2026050 | 0 | -7,800,000 | -7,800,000 | -0.01% | -$31.96K |
| 317UC0TA6 PIMCO SWAPTION 3.6 PUT USD 20260602 | 0 | -3,200,000 | -3,200,000 | -0.01% | -$45.79K |
| RFR JPY MUTK/2.00000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.03% | -$105.29K |
| RFR GBP SONIO/4.00000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.07% | -$251.19K |
| EURO-BUND FUTURE JUN26 | 0 | 92 | 92 | -0.09% | -$333.24K |
| FNCL 4.5 4/26 | 0 | -400,000 | -400,000 | -0.11% | -$386.10K |
| IRS EUR 2.75000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.11% | -$406.74K |
| CDX IG46 5Y ICE | 0 | 1 | 1 | -0.12% | -$415.58K |
| FNCL 2 5/26 | 0 | -4,490,000 | -4,490,000 | -1.01% | -$3.62M |
| Uniform Mortgage-Backed Security, TBA | 0 | -6,050,000 | -6,050,000 | -1.43% | -$5.09M |
| G2SF 3 4/26 | 0 | -6,400,000 | -6,400,000 | -1.60% | -$5.71M |
| Uniform Mortgage-Backed Security, TBA | 0 | -7,080,000 | -7,080,000 | -1.82% | -$6.48M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Uniform Mortgage-Backed Security, TBA | 52,690,000 | 0 | -52,690,000 | 0.00% | -$54.77M |
| Uniform Mortgage-Backed Security, TBA | 41,820,000 | 0 | -41,820,000 | 0.00% | -$42.92M |
| Uniform Mortgage-Backed Security, TBA | 13,840,000 | 0 | -13,840,000 | 0.00% | -$13.79M |
| FNMA POOL BZ5550 FN 12/32 FIXED 4.3 | 8,200,000 | 0 | -8,200,000 | 0.00% | -$8.18M |
| Government National Mortgage Association, TBA | 7,220,000 | 0 | -7,220,000 | 0.00% | -$6.82M |
| Government National Mortgage Association, TBA | 6,400,000 | 0 | -6,400,000 | 0.00% | -$5.82M |
| Uniform Mortgage-Backed Security, TBA | 5,810,000 | 0 | -5,810,000 | 0.00% | -$5.67M |
| G2SF 5 1/26 | 5,310,000 | 0 | -5,310,000 | 0.00% | -$5.30M |
| LETRA TESOURO NACIONAL BILLS 04/26 0.00000 | 24,800,000 | 0 | -24,800,000 | 0.00% | -$4.38M |
| Uniform Mortgage-Backed Security, TBA | 3,450,000 | 0 | -3,450,000 | 0.00% | -$3.27M |
| Government National Mortgage Association, TBA | 3,150,000 | 0 | -3,150,000 | 0.00% | -$3.07M |
| G2SF 5.5 1/25 | 3,010,000 | 0 | -3,010,000 | 0.00% | -$3.04M |
| Government National Mortgage Association, TBA | 2,970,000 | 0 | -2,970,000 | 0.00% | -$3.02M |
| MEX BONOS DESARR FIX RT BONDS 03/29 8.5 | 43,000,000 | 0 | -43,000,000 | 0.00% | -$2.41M |
| FNMA POOL BM7581 FN 09/31 VARIABLE | 2,000,000 | 0 | -2,000,000 | 0.00% | -$2.04M |
| BONOS TESORERIA PESOS BONDS 144A REGS 10/28 5 | 1,305,000,000 | 0 | -1,305,000,000 | 0.00% | -$1.48M |
| Uniform Mortgage-Backed Security, TBA | 1,370,000 | 0 | -1,370,000 | 0.00% | -$1.39M |
| FNMA POOL BM7579 FN 10/29 VARIABLE | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.01M |
| POLAND GOVERNMENT BOND BONDS 07/29 4.75 | 3,480,000 | 0 | -3,480,000 | 0.00% | -$986.36K |
| FNMA POOL BS9867 FN 11/30 FIXED 5.3 | 900,000 | 0 | -900,000 | 0.00% | -$942.40K |
| FNMA POOL BZ2582 FN 12/29 FIXED 4.3 | 702,000 | 0 | -702,000 | 0.00% | -$708.09K |
| FNMA POOL BS9613 FN 10/28 FIXED 4.77 | 600,000 | 0 | -600,000 | 0.00% | -$613.16K |
| Sandstone Peak Ltd., Series 2021-1A, Class A1R | 600,000 | 0 | -600,000 | 0.00% | -$601.09K |
| SOUTHERN CALIFORNIA EDISON CO CP 0% 01/05/2026 | 600,000 | 0 | -600,000 | 0.00% | -$599.67K |
| HENLEY FUNDING LTD. HNLY 7A AR 144A | 482,504 | 0 | -482,504 | 0.00% | -$567.55K |
| FNMA POOL BS9669 FN 10/28 FIXED 4.72 | 500,000 | 0 | -500,000 | 0.00% | -$511.11K |
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 2A A1R 144A | 500,000 | 0 | -500,000 | 0.00% | -$500.54K |
| BANK NOVA SCOTIA | 400,000 | 0 | -400,000 | 0.00% | -$416.96K |
| FNMA POOL BZ1029 FN 06/29 FIXED 4.93 | 400,000 | 0 | -400,000 | 0.00% | -$411.72K |
| FNCL 3 2/26 | 370,000 | 0 | -370,000 | 0.00% | -$327.06K |
| SBNA Auto Receivables Trust, Series 2025-SF1, Class B | 232,192 | 0 | -232,192 | 0.00% | -$232.34K |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2023-3 7.13% 01/26/2032 144A | 157,230 | 0 | -157,230 | 0.00% | -$157.49K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL10 A 144A | 122,122 | 0 | -122,122 | 0.00% | -$122.31K |
| FUT. EUR FOAT MAR26 | -64 | 0 | 64 | 0.00% | -$54.07K |
| OIS MXN TIIE1/7.01100 10/20/25-3Y* CME | 1 | 0 | -1 | 0.00% | -$13.18K |
| 317UBDPA3 PIMCO SWAPTION 3.407 CALL USD 202603 | 3,700,000 | 0 | -3,700,000 | 0.00% | -$12.91K |
| 317UAQQA4 PIMCO SWAPTION 3.7505 PUT USD 202610 | 19,100,000 | 0 | -19,100,000 | 0.00% | -$11.91K |
| 317UAM5A6 PIMCO SWAPTION 3.23 CALL USD 2026033 | 2,300,000 | 0 | -2,300,000 | 0.00% | -$6.55K |
| 31750RZZ3 PIMCO FXVAN PUT USD BRL 5.12000000 | 0 | 0 | 0 | 0.00% | -$3.10K |
| 31750RZW0 PIMCO FXVAN PUT USD KRW 1385.0000000 | 0 | 0 | 0 | 0.00% | -$2.69K |
| OIS MXN TIIE1/7.76000 04/09/25-4Y* CME | 1 | 0 | -1 | 0.00% | -$2.38K |
| 317UA3NA8 PIMCO SWAPTION 4.75 PUT USD 20260218 | 6,100,000 | 0 | -6,100,000 | 0.00% | -$38 |
| 317UAN5A4 PIMCO SWAPTION 3.1885 CALL USD 20260 | 1,900,000 | 0 | -1,900,000 | 0.00% | -$0 |
| USD - ZAR | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.91900 01/14/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.23900 08/10/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/4.48500 08/09/35-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.23000 04/01/26-5Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.85700 10/09/26-1Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/4.25500 08/05/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/4.18600 02/09/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| USD - HKD | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.86000 01/07/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.28800 08/13/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.92750 01/20/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.75050 10/16/26-1Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.22200 08/06/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/4.46000 08/08/35-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| USD - HKD | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/4.69300 08/29/35-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.92500 01/12/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/4.75000 02/20/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/4.14100 01/04/27-1Y 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/3.68850 01/06/26-7Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.56000 04/30/26-7Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| USD - KRW | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.70700 03/20/26-7Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.19400 03/06/26-7Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.21500 08/07/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.29750 08/12/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.24500 08/11/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/4.48500 08/02/35-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| USD - BRL | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.31700 08/14/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| 317UB9VA5 PIMCO SWAPTION 3.58 CALL USD 2026010 | -400,000 | 0 | 400,000 | 0.00% | $0 |
| 317UAN4A5 PIMCO SWAPTION 3.6885 PUT USD 202601 | -2,100,000 | 0 | 2,100,000 | 0.00% | $14 |
| 317UBA6A0 PIMCO SWAPTION 3.625 CALL USD 202601 | -300,000 | 0 | 300,000 | 0.00% | $27 |
| 317UBA5A1 PIMCO SWAPTION 3.925 PUT USD 2026010 | -300,000 | 0 | 300,000 | 0.00% | $60 |
| 317UB9UA6 PIMCO SWAPTION 3.86 PUT USD 20260105 | -400,000 | 0 | 400,000 | 0.00% | $76 |
| 317UBCLA9 PIMCO SWAPTION 3.6475 CALL USD 20260 | -200,000 | 0 | 200,000 | 0.00% | $138 |
| 317UBCKA0 PIMCO SWAPTION 3.9275 PUT USD 202601 | -200,000 | 0 | 200,000 | 0.00% | $160 |
| 317UBC4A8 PIMCO SWAPTION 3.639 CALL USD 202601 | -700,000 | 0 | 700,000 | 0.00% | $179 |
| 317UBEXA2 PIMCO SWAPTION 3.622 CALL USD 202601 | -300,000 | 0 | 300,000 | 0.00% | $410 |
| 317UBC3A9 PIMCO SWAPTION 3.919 PUT USD 2026011 | -700,000 | 0 | 700,000 | 0.00% | $444 |
| IRS CLP 4.58000 09/12/25-3Y* CME | 1 | 0 | -1 | 0.00% | $459 |
| 317UBEWA3 PIMCO SWAPTION 3.882 PUT USD 2026012 | -300,000 | 0 | 300,000 | 0.00% | $887 |
| 317UB80A1 PIMCO SWAPTION 4.066 PUT USD 2026020 | -7,600,000 | 0 | 7,600,000 | 0.00% | $2.88K |
| 31750S8M0 PIMCO CDSOPT PUT USD 0.525 20260218 | -2,900,000 | 0 | 2,900,000 | 0.00% | $3.04K |
| 31750RZX8 PIMCO FXVAN CALL USD BRL 5.64000000 | -610,000 | 0 | 610,000 | 0.00% | $4.75K |
| IRS PLN 4.13600 09/30/25-4Y* CME | 1 | 0 | -1 | 0.00% | $5.77K |
| 31750S4Q5 PIMCO CDSOPT CALL USD 0.525 20260218 | -13,400,000 | 0 | 13,400,000 | 0.00% | $20.00K |
| IRS ZAR 7.20500 08/26/25-6Y* CME | 1 | 0 | -1 | 0.00% | $28.78K |
| 31750S3C7 PIMCO CDSOPT CALL USD 0.525 20260121 | -20,240,000 | 0 | 20,240,000 | 0.00% | $42.90K |
| OIS MXN TIIE1/9.00000 12/24/24-4Y* CME | 1 | 0 | -1 | 0.00% | $47.60K |
| FUT. EURO-BUND EUX MAR26 | 57 | 0 | -57 | 0.00% | $118.49K |
| SWOP CDX IG45 (V1 ONLY) 5Y SP | 1 | 0 | -1 | 0.00% | $294.21K |
| FNCL 2 1/26 | -4,490,000 | 0 | 4,490,000 | 0.00% | $3.63M |
| FNCL 2.5 1/26 | -6,050,000 | 0 | 6,050,000 | 0.00% | $5.12M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 30YR TBA FEB | -6,400,000 | 0 | 6,400,000 | 0.00% | $5.74M |
| FNCL 3.5 2/26 | -12,870,000 | 0 | 12,870,000 | 0.00% | $11.86M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND | 1,608,578 | 3,755,937 | 2,147,359 | 10.34% | $21.07M |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7 | 3,200,000 | 3,900,000 | 700,000 | 0.34% | $141.58K |
| REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875 | 17,700,000 | 18,600,000 | 900,000 | 0.30% | -$35.14K |
| RFR USD SOFR/4.11000 08/25/27-30Y LCH | 1 | 12,700,001 | 12,700,000 | 0.22% | $781.12K |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/35 6 | 1,100,000 | 1,700,000 | 600,000 | 0.14% | $145.92K |
| COUNTRYWIDE HOME LOANS CWHL 2007 19 1A1 | 1,252,397 | 1,252,417 | 20 | 0.13% | -$3.08K |
| RFR USD SOFR/4.52000 08/15/35-10Y LCH | 0 | 2,800,000 | 2,800,000 | 0.04% | $155.08K |
| 31750S7L3 PIMCO CDSOPT PUT USD 0.65 20260520 | 32,300,000 | 40,300,000 | 8,000,000 | 0.02% | $31.93K |
| RFR USD SOFR/4.09300 01/06/27-1Y LCH | 0 | 47,300,000 | 47,300,000 | 0.02% | $72.31K |
| RFR USD SOFR/4.65600 08/22/35-10Y LCH | 0 | 600,000 | 600,000 | 0.01% | $34.00K |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 3,435 | 3,468 | 33 | 0.01% | $317 |
| RFR USD SOFR/3.74200 03/26/26-7Y LCH | 0 | 1 | 1 | 0.00% | $4.08K |
| RFR USD SOFR/3.32500 08/18/26-10Y LCH | 0 | 300,000 | 300,000 | 0.00% | $795 |
| RFR USD SOFR/5.00000 04/01/26-7Y LCH | 0 | 1 | 1 | 0.00% | -$132 |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US ULTRA BOND CBT Sep25 | 62,979,648 | 32,701,391 | -30,278,257 | 2.56% | -$866.98K |
| FR SD8475 | 9,215,143 | 8,677,286 | -537,857 | 2.45% | -$624.39K |
| iShares Core S&P 500 ETF | 44,559 | 11,692 | -32,867 | 2.14% | -$22.88M |
| FREDDIE MAC FHR 5575 FC | 6,771,501 | 6,117,491 | -654,010 | 1.73% | -$646.07K |
| Government National Mortgage Association | 4,611,905 | 4,391,143 | -220,762 | 1.24% | -$229.03K |
| GSRPM MORTGAGE LOAN TRUST GSRPM 2006 1 M2 144A | 3,189,000 | 3,094,073 | -94,927 | 0.98% | -$56.64K |
| FREDDIE MAC FHR 5580 FA | 3,188,345 | 3,063,201 | -125,143 | 0.87% | -$130.34K |
| SBNA AUTO RECEIVABLES TRUST SBAT 2025 SF1 C 144A | 2,350,000 | 2,056,043 | -293,957 | 0.58% | -$297.12K |
| FNMA POOL FA1296 FN 08/51 FIXED VAR | 1,936,699 | 1,882,249 | -54,451 | 0.51% | -$77.25K |
| FNMA POOL FS2937 FN 04/43 FIXED VAR | 1,608,380 | 1,559,910 | -48,470 | 0.42% | -$66.98K |
| TITULOS DE TESORERIA BONDS 08/29 11 | 7,673,700,000 | 5,928,600,000 | -1,745,100,000 | 0.42% | -$425.75K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 2A | 1,478,663 | 1,450,313 | -28,350 | 0.39% | -$24.07K |
| GSAA Trust, Series 2006-7, Class AF2 | 4,178,023 | 4,116,990 | -61,033 | 0.39% | -$60.33K |
| MASTR SPECIALIZED LOAN TRUST MASD 2005 3 M1 144A | 1,406,877 | 1,391,848 | -15,029 | 0.38% | -$14.91K |
| FED HM LN PC POOL RJ0137 FR 12/53 FIXED 5 | 1,317,715 | 1,285,984 | -31,731 | 0.36% | -$45.53K |
| GSAA HOME EQUITY TRUST GSAA 2007 4 A2 | 4,509,419 | 4,483,306 | -26,113 | 0.34% | -$17.24K |
| LEHMAN XS TRUST LXS 2006 GP4 3A5 | 1,133,120 | 1,122,160 | -10,961 | 0.33% | -$5.76K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 25-124 HF SOFR30A+115 07/20/2055 | 1,300,863 | 1,169,521 | -131,342 | 0.33% | -$128.60K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A2B | 2,872,814 | 2,846,075 | -26,739 | 0.32% | -$77.63K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR15 2A | 1,374,227 | 1,371,549 | -2,678 | 0.32% | -$97.32K |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2007 11 1A1 | 1,164,716 | 1,154,556 | -10,160 | 0.28% | -$1.73K |
| BX TRUST BX 2022 AHP B 144A | 1,000,000 | 983,916 | -16,084 | 0.28% | -$15.19K |
| FREDDIE MAC POOL UMBS P#SL2468 5.50000000 | 975,380 | 950,531 | -24,849 | 0.27% | -$31.60K |
| FREMONT HOME LOAN TRUST FHLT 2006 E 1A1 | 1,809,394 | 1,795,215 | -14,179 | 0.26% | -$10.87K |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 3A1A | 1,437,173 | 1,432,622 | -4,551 | 0.26% | -$11.61K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QA13 2A1 | 1,040,537 | 1,017,088 | -23,449 | 0.25% | -$17.81K |
| FNMA POOL CB9479 FN 11/54 FIXED 5.5 | 890,650 | 868,832 | -21,818 | 0.25% | -$29.18K |
| FN MA5420 | 921,553 | 857,751 | -63,802 | 0.24% | -$72.32K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A | 1,158,270 | 847,043 | -311,228 | 0.24% | -$311.58K |
| RESIDENTIAL ASSET SECURITIZATI RAST 2007 A1 A1 | 2,834,699 | 2,796,383 | -38,316 | 0.24% | -$22.42K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QS10 3A1 | 1,254,748 | 1,224,950 | -29,798 | 0.23% | -$29.59K |
| BEAR STEARNS ALT A TRUST BALTA 2006 4 13A1 | 876,363 | 868,050 | -8,313 | 0.22% | -$5.19K |
| MERRION SQUARE RESIDENTIAL MERRI 2024 1A A 144A | 691,199 | 666,370 | -24,829 | 0.22% | -$41.05K |
| Option One Mortgage Loan Trust, Series 2007-5, Class 1A1 | 1,244,201 | 1,222,374 | -21,827 | 0.21% | -$15.99K |
| Freddie Mac REMICS | 792,894 | 717,766 | -75,128 | 0.20% | -$72.72K |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 7 5A3 | 2,736,009 | 2,724,284 | -11,725 | 0.20% | $29.58K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A2FP | 1,193,949 | 1,179,310 | -14,639 | 0.19% | -$13.18K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA8 A2 | 716,891 | 694,748 | -22,143 | 0.18% | -$16.99K |
| AVON FINANCE AVON 4A A 144A | 501,820 | 476,142 | -25,678 | 0.18% | -$46.61K |
| Freddie Mac REMICS | 691,288 | 627,289 | -63,999 | 0.18% | -$63.43K |
| TRTX Issuer Ltd., Series 2022-FL5, Class A | 688,499 | 592,403 | -96,096 | 0.17% | -$93.37K |
| SPECIALTY UNDERWRITING + RESID SURF 2006 AB3 A2B | 839,112 | 828,608 | -10,503 | 0.16% | -$10.05K |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 7 A5 | 2,144,506 | 2,136,096 | -8,410 | 0.16% | -$8.45K |
| Lendbuzz Securitization Trust, Series 2023-3A, Class A2 | 660,220 | 537,544 | -122,676 | 0.15% | -$125.84K |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 3A A 144A | 535,120 | 469,833 | -65,288 | 0.15% | -$85.90K |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER Q034 CL APT2 V/R 2.90299700 | 586,785 | 559,173 | -27,613 | 0.15% | -$27.95K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY6 2A3 | 616,956 | 591,962 | -24,994 | 0.15% | -$19.52K |
| FREDDIE MAC POOL UMBS P#RJ4826 5.50000000 | 530,711 | 520,050 | -10,661 | 0.15% | -$15.39K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 QH2 A1 144A | 593,124 | 586,279 | -6,845 | 0.15% | -$5.03K |
| FREDDIE MAC REMICS SER 5513 CL MF V/R 5.01180000 | 567,748 | 505,479 | -62,268 | 0.14% | -$61.38K |
| CarVal CLO Ltd., Series 2018-1A, Class AR | 652,360 | 447,939 | -204,421 | 0.13% | -$204.29K |
| LEHMAN MORTGAGE TRUST LMT 2006 7 1A2 | 1,004,808 | 997,042 | -7,766 | 0.12% | -$10.81K |
| NORTHWOODS CAPITAL XIV-B LTD AR TSFR3M+125 11/13/2031 144A | 537,607 | 433,716 | -103,891 | 0.12% | -$103.69K |
| FNMA, Series 2024-77, Class FM | 496,909 | 413,612 | -83,297 | 0.12% | -$83.06K |
| Citigroup Mortgage Loan Trust, Series 2006-WF2, Class A1 | 858,429 | 847,511 | -10,919 | 0.12% | -$10.96K |
| SAGB 7 02/28/31 R213 | 26,360,000 | 7,220,000 | -19,140,000 | 0.11% | -$1.16M |
| COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR A 144A | 429,236 | 387,951 | -41,285 | 0.11% | -$39.07K |
| GSPA MONETIZATION TRUST PASS THRU CE 144A 10/29 6.422 | 401,937 | 379,862 | -22,075 | 0.11% | -$24.56K |
| CSMC Mortgage-Backed Trust, Series 2007-6, Class A1 | 684,244 | 678,435 | -5,809 | 0.11% | -$10.38K |
| FG G18659 | 414,298 | 388,074 | -26,224 | 0.11% | -$27.89K |
| COUNTRYWIDE HOME LOANS CWHL 2006 12 A1 | 810,961 | 810,958 | -4 | 0.10% | -$5.82K |
| SECURITIZED ASSET BACKED RECEI SABR 2006 HE2 A2D | 936,336 | 930,479 | -5,857 | 0.10% | -$4.72K |
| Hertz Vehicle Financing LLC, Series 2023-1A, Class A | 700,000 | 350,000 | -350,000 | 0.10% | -$351.68K |
| FHLG 30YR 5% 10/01/2053#RJ0049 | 351,003 | 347,144 | -3,859 | 0.10% | -$7.43K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2018 19 WF | 337,499 | 325,351 | -12,148 | 0.09% | -$11.77K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 5A1 | 333,039 | 329,380 | -3,659 | 0.09% | -$690 |
| Argentina, Republic of | 356,999 | 310,467 | -46,532 | 0.09% | -$46.13K |
| GCAT Trust, Series 2024-NQM1, Class A1 | 324,717 | 300,020 | -24,697 | 0.08% | -$26.01K |
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES4 A1A 144A | 333,589 | 295,783 | -37,806 | 0.08% | -$39.78K |
| VERUS SECURITIZATION TRUST VERUS 2024 4 A1 144A | 321,137 | 291,097 | -30,040 | 0.08% | -$31.85K |
| IXIS REAL ESTATE CAPITAL TRUST IXIS 2006 HE1 A3 | 562,282 | 557,992 | -4,289 | 0.08% | -$3.44K |
| FED HM LN PC POOL RA8521 FR 02/53 FIXED 5 | 265,053 | 257,728 | -7,325 | 0.07% | -$9.99K |
| HOMEBANC MORTGAGE TRUST HMBT 2005 1 A2 | 304,134 | 298,679 | -5,455 | 0.07% | -$4.46K |
| HVMLT 2005-9 2A1A TSFR1M+79.448 6/35 | 261,170 | 256,330 | -4,840 | 0.07% | -$4.22K |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2007 3 21A1 | 273,388 | 262,373 | -11,015 | 0.07% | -$10.43K |
| SPACE COAST CREDIT UNION SCCU 2023 1A A3 144A | 348,656 | 237,175 | -111,480 | 0.07% | -$112.80K |
| REPUBLIC OF ECUADOR SR UNSECURED REGS 07/30 0.0000 | 300,000 | 270,000 | -30,000 | 0.06% | -$30.77K |
| REPUBLIC OF COLOMBIA SR UNSECURED 11/54 8.375 | 400,000 | 200,000 | -200,000 | 0.06% | -$218.31K |
| IMPAC CMB TRUST IMM 2004 10 1A1 | 217,426 | 209,732 | -7,695 | 0.06% | -$7.27K |
| FED HM LN PC POOL QZ5154 FR 10/55 FIXED 6 | 197,773 | 197,075 | -697 | 0.06% | -$1.98K |
| SEQUOIA MORTGAGE TRUST SEMT 2004 6 A2 | 175,739 | 170,760 | -4,979 | 0.05% | -$4.73K |
| Morgan Stanley Mortgage Loan Trust 2005-3AR | 180,984 | 179,884 | -1,100 | 0.05% | $162 |
| ARCLO 2022-FL1 A SOFR30A+145 01/15/2037 144A | 201,972 | 161,142 | -40,831 | 0.05% | -$41.73K |
| GLS Auto Select Receivables Trust, Series 2023-1A, Class A3 | 214,888 | 159,122 | -55,766 | 0.04% | -$56.50K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA3 1A1 | 194,777 | 179,899 | -14,878 | 0.04% | -$11.37K |
| BHG Securitization Trust, Series 2022-C, Class B | 311,037 | 141,022 | -170,016 | 0.04% | -$170.70K |
| NELNET STUDENT LOAN TRUST NSLT 2023 AA AFX 144A | 139,160 | 127,109 | -12,050 | 0.04% | -$13.49K |
| Nelnet Student Loan Trust, Series 2023-AA, Class AFL | 139,160 | 127,109 | -12,050 | 0.04% | -$12.38K |
| First Horizon Mortgage Pass-Through Trust, Series 2005-AR4, Class 2A1 | 137,715 | 135,745 | -1,970 | 0.03% | -$969 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR18 2A3 | 125,583 | 124,533 | -1,050 | 0.03% | $351 |
| FNMA ACES, Series 2020-M33, Class X2 | 2,277,972 | 2,274,769 | -3,203 | 0.03% | -$11.70K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A | 147,441 | 102,563 | -44,878 | 0.03% | -$44.70K |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 1A A 144A | 113,453 | 98,568 | -14,885 | 0.03% | -$14.98K |
| UNTD AIR 24-1 AA | 96,552 | 93,975 | -2,578 | 0.03% | -$3.52K |
| Fannie Mae REMICS | 92,847 | 88,249 | -4,599 | 0.02% | -$4.62K |
| Freddie Mac REMICS | 89,127 | 85,356 | -3,771 | 0.02% | -$3.81K |
| BlueMountain CLO XXII Ltd., Series 2018-22A, Class A1 | 123,655 | 73,064 | -50,591 | 0.02% | -$50.58K |
| PUBLIC PWR GENERATION AGY NE R PUBPWR 01/41 FIXED 7.242 | 65,000 | 60,000 | -5,000 | 0.02% | -$5.07K |
| IndyMac INDX Mortgage Loan Trust, Series 2005-AR10, Class A1 | 84,876 | 82,616 | -2,260 | 0.02% | -$1.99K |
| Freddie Mac REMICS | 68,609 | 66,423 | -2,186 | 0.02% | -$2.20K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 3A3 | 71,817 | 71,242 | -575 | 0.02% | $118 |
| SDART 2023-6 A3 | 175,887 | 58,742 | -117,145 | 0.02% | -$117.64K |
| FIRST HELP FINANCIAL LLC FHF 2023 1A A2 144A | 94,961 | 56,668 | -38,293 | 0.02% | -$38.55K |
| MLMI 2005-A7 2A1 | 71,432 | 70,681 | -750 | 0.02% | -$355 |
| DSLA MORTGAGE LOAN TRUST DSLA 2004 AR1 A2A | 60,650 | 59,795 | -856 | 0.02% | -$675 |
| LoanCore Issuer Ltd., Series 2021-CRE6, Class A | 111,876 | 51,722 | -60,154 | 0.01% | -$60.68K |
| Freddie Mac REMICS | 49,157 | 47,533 | -1,624 | 0.01% | -$1.64K |
| FREDDIE MAC FHR 3360 FC | 45,824 | 44,321 | -1,503 | 0.01% | -$1.51K |
| JP Morgan Mortgage Trust, Series 2005-A6, Class 7A1 | 48,464 | 47,963 | -501 | 0.01% | -$156 |
| CMLTI 2006-AR1 2A1 | 42,437 | 41,375 | -1,062 | 0.01% | -$1.12K |
| FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2023 2 A2 144A | 56,168 | 22,166 | -34,003 | 0.01% | -$34.17K |
| FANNIE MAE FNR 2005 75 AF | 23,049 | 21,961 | -1,088 | 0.01% | -$1.08K |
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 A 4A1 | 21,298 | 20,594 | -704 | 0.01% | -$533 |
| FNMA POOL AJ7522 FN 01/27 FIXED 3 | 24,027 | 16,902 | -7,125 | 0.00% | -$7.06K |
| Fannie Mae REMICS | 13,472 | 13,245 | -227 | 0.00% | -$227 |
| FREDDIE MAC FHR 3376 FD | 12,843 | 12,474 | -369 | 0.00% | -$373 |
| UPSTART STRUCTURED PASS THROUG USPTT 2022 2A A 144A | 18,059 | 12,130 | -5,929 | 0.00% | -$5.91K |
| BOAMS 2005-E 2A1 | 9,058 | 8,902 | -157 | 0.00% | -$225 |
| FNMA, Series 2007-63, Class FC | 6,255 | 5,987 | -268 | 0.00% | -$266 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 5A1 | 5,942 | 5,874 | -68 | 0.00% | -$47 |
| JP Morgan Mortgage Trust, Series 2005-S3, Class 1A2 | 10,397 | 10,383 | -14 | 0.00% | -$47 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR6 1A1 | 567 | 517 | -50 | 0.00% | -$49 |
| RFR USD SOFR/3.64600 04/17/26-7Y LCH | 0 | -200,000 | -200,000 | 0.00% | -$12.39K |
| RFR USD SOFR/3.67400 04/29/26-7Y LCH | 0 | -100,000 | -100,000 | -0.01% | -$21.03K |
| 31750S949 PIMCO CDSOPT CALL USD 0.5 20260520 | -36,500,000 | -51,300,000 | -14,800,000 | -0.01% | $38.78K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 | 15,300,000 | 15,300,000 | 0 | 1.29% | -$314.28K |
| US TREASURY N/B | 2,400,000 | 2,400,000 | 0 | 0.67% | -$21.80K |
| US TREASURY N/B | 2,400,000 | 2,400,000 | 0 | 0.65% | -$28.83K |
| REPUBLIC OF SOUTH AFRICA BONDS 03/36 6.25 | 31,570,000 | 31,570,000 | 0 | 0.42% | -$130.30K |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 2A B 144A | 1,000,000 | 1,000,000 | 0 | 0.32% | -$21.27K |
| CDX ITRAXX XOV44 5Y 35-100% SP MYC | 5 | 5 | 0 | 0.32% | -$37.05K |
| Eagle Funding LuxCo S.a.r.l. | 1,000,000 | 1,000,000 | 0 | 0.28% | -$13.34K |
| ROMARK CREDIT FUNDING LTD SER 2025-4A CL A REGD 144A P/P 5.42300000 | 1,000,000 | 1,000,000 | 0 | 0.28% | -$875 |
| 37 CAPITAL CLO LTD PUTNM 2022 1A A1R 144A | 1,000,000 | 1,000,000 | 0 | 0.28% | -$858 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2025 FL17 AS 144A | 1,000,000 | 1,000,000 | 0 | 0.28% | -$1.74K |
| ARBOUR CLO ARBR 6A AR 144A | 800,000 | 800,000 | 0 | 0.26% | -$17.13K |
| RFR USD SOFR/1.75000 06/15/22-10Y LCH | 1 | 1 | 0 | 0.26% | $53.79K |
| HERTZ VEHICLE FINANCING LLC HERTZ 2024 1A A 144A | 900,000 | 900,000 | 0 | 0.26% | -$6.34K |
| RPLDCI 6.581 05/30/49 144A | 880,000 | 880,000 | 0 | 0.25% | -$25.06K |
| REPUBLIC OF PERU SR UNSECURED REGS 08/34 5.4 | 3,300,000 | 3,300,000 | 0 | 0.25% | -$78.79K |
| CQS US CLO Ltd., Series 2021-1A, Class AR | 900,000 | 900,000 | 0 | 0.25% | -$577 |
| BDS LTD BDS 2025 FL14 AS 144A | 900,000 | 900,000 | 0 | 0.25% | -$2.20K |
| 317UA5IA9 PIMCO FPPSWAPTION 3.1625 PUT USD | 141,600,000 | 141,600,000 | 0 | 0.25% | $220.97K |
| LMNT CRE 2025-FL3 LLC SER 2025-FL3 CL A V/R REGD 144A P/P 0.00000000 | 800,000 | 800,000 | 0 | 0.22% | -$907 |
| LRECS 2025 CRE1 LLC LRECS 2025 CRE1 A 144A | 800,000 | 800,000 | 0 | 0.22% | -$2.90K |
| RFR USD SOFR/3.50000 06/21/23-10Y LCH | 1 | 1 | 0 | 0.21% | $93.30K |
| Elmwood CLO 15 Ltd., Series 2022-2A, Class A1R | 700,000 | 700,000 | 0 | 0.20% | $57 |
| RFR USD SOFR/3.50000 12/18/24-30Y LCH | 1 | 1 | 0 | 0.19% | -$22.08K |
| JAPAN (30 YEAR ISSUE) BONDS 03/55 2.4 | 130,000,000 | 130,000,000 | 0 | 0.18% | -$46.26K |
| Capital Four US CLO II Ltd., Series 2022-1A, Class AR | 600,000 | 600,000 | 0 | 0.17% | -$2.45K |
| ATHENE GLOBAL FU | 600,000 | 600,000 | 0 | 0.17% | -$10.80K |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 2A B 144A | 500,000 | 500,000 | 0 | 0.16% | -$10.90K |
| INVESCO EURO CLO INVSC 3A AR | 500,000 | 500,000 | 0 | 0.16% | -$10.18K |
| BARCLAYS PLC | 500,000 | 500,000 | 0 | 0.15% | -$12.73K |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 B 144A | 500,000 | 500,000 | 0 | 0.14% | -$1.99K |
| REPUBLIC OF SOUTH AFRICA BONDS 01/30 8 | 8,600,000 | 8,600,000 | 0 | 0.14% | -$28.33K |
| 37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A | 500,000 | 500,000 | 0 | 0.14% | -$209 |
| Jamestown CLO XVIII Ltd., Series 2022-18A, Class A1R | 500,000 | 500,000 | 0 | 0.14% | -$81 |
| TCW CLO 2019 1 AMR, LTD. TCW 2019 1A ASNR 144A | 500,000 | 500,000 | 0 | 0.14% | $250 |
| WELLFLEET CLO LTD WELF 2021 1A A1R 144A | 500,000 | 500,000 | 0 | 0.14% | -$47 |
| KKR FINANCIAL CLO LTD KKR 16 A1R3 144A | 500,000 | 500,000 | 0 | 0.14% | $343 |
| OCTAGON INVESTMENT PARTNERS 40 OCT40 2019 1A A1RR 144A | 500,000 | 500,000 | 0 | 0.14% | $287 |
| ARES STRATEGIC I | 500,000 | 500,000 | 0 | 0.14% | -$9.51K |
| 317UA5JA8 PIMCO FPPSWAPTION 3.1625 CALL USD | 141,600,000 | 141,600,000 | 0 | 0.13% | $20.48K |
| RFR USD SOFR/2.75000 06/21/23-30Y LCH | 1 | 1 | 0 | 0.13% | -$4.09K |
| ROMANIA SR UNSECURED REGS 07/39 6.75 | 400,000 | 400,000 | 0 | 0.13% | -$28.00K |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2023-7A CL A REGD 144A P/P 5.90000000 | 400,000 | 400,000 | 0 | 0.11% | -$2.35K |
| SOUTHERN CAL ED | 400,000 | 400,000 | 0 | 0.11% | -$3.18K |
| IVORY COAST SR UNSECURED REGS 03/48 6.625 | 300,000 | 300,000 | 0 | 0.08% | -$20.02K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2021 14A A 144A | 300,000 | 300,000 | 0 | 0.08% | -$1.66K |
| REPUBLIC OF SOUTH AFRICA BONDS 01/37 8.5 | 4,900,000 | 4,900,000 | 0 | 0.08% | -$23.50K |
| 317U9Y7A0 PIMCO FPPSWAPTION 4.485 PUT USD | 4,500,000 | 4,500,000 | 0 | 0.07% | -$144 |
| 317U9Y8A9 PIMCO FPPSWAPTION 4.485 CALL USD | 4,500,000 | 4,500,000 | 0 | 0.06% | $25.84K |
| TURKIYE GOVERNMENT BOND BONDS 05/28 VAR | 9,500,000 | 9,500,000 | 0 | 0.06% | -$8.12K |
| PETRPE 5.625 06/19/47 REGS | 300,000 | 300,000 | 0 | 0.06% | $19.77K |
| FORD MOTOR CRED | 200,000 | 200,000 | 0 | 0.06% | -$2.12K |
| FORD MOTOR CRED | 200,000 | 200,000 | 0 | 0.06% | -$1.42K |
| UNITED MEXICAN | 200,000 | 200,000 | 0 | 0.06% | -$4.76K |
| VICI PROPERTIE | 200,000 | 200,000 | 0 | 0.06% | -$1.77K |
| REPUBLIC OF SOUTH AFRICA BONDS 03/32 8.25 | 3,400,000 | 3,400,000 | 0 | 0.06% | -$14.43K |
| FORD MOTOR CRED | 200,000 | 200,000 | 0 | 0.06% | -$985 |
| RFR USD SOFR/3.00000 06/21/23-7Y LCH | 1 | 1 | 0 | 0.05% | $42.15K |
| REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95 | 561,000 | 561,000 | 0 | 0.05% | -$10.72K |
| RFR USD SOFR/3.75000 09/17/25-10Y LCH | 2 | 2 | 0 | 0.05% | $102.00K |
| 317UAAMA3 PIMCO FPPSWAPTION 4.11 PUT USD | 2,500,000 | 2,500,000 | 0 | 0.05% | -$18.77K |
| 317UA48A3 PIMCO FPPSWAPTION 4.628 CALL USD | 2,700,000 | 2,700,000 | 0 | 0.04% | $15.83K |
| RFR USD SOFR/3.70000 02/20/24-25Y LCH | 1 | 1 | 0 | 0.04% | -$14.41K |
| RFR USD SOFR/1.75000 06/15/22-30Y LCH | 1 | 1 | 0 | 0.03% | -$142 |
| RFR USD SOFR/3.25000 06/21/23-5Y LCH | 1 | 1 | 0 | 0.03% | $59.88K |
| 317UAANA2 PIMCO FPPSWAPTION 4.11 CALL USD | 1,900,000 | 1,900,000 | 0 | 0.03% | $7.32K |
| MORGAN STANLEY | 100,000 | 100,000 | 0 | 0.03% | -$2.60K |
| HOST HOTELS | 100,000 | 100,000 | 0 | 0.03% | -$2.01K |
| RFR USD SOFR/3.75000 12/17/25-30Y LCH | 1 | 1 | 0 | 0.03% | -$6.08K |
| US TREASURY N/B | 96,000 | 96,000 | 0 | 0.03% | -$1.05K |
| SOUTHERN CAL ED | 100,000 | 100,000 | 0 | 0.02% | -$1.30K |
| RFR USD SOFR/3.86166 12/02/24-4Y* LCH | 1 | 1 | 0 | 0.02% | -$37.84K |
| PETROLEOS MEXICANOS SR UNSEC 6.35% 02-12-48 | 100,000 | 100,000 | 0 | 0.02% | -$1.97K |
| SOUTH AFRICAN T BILLS BILLS 06/26 0.00000 | 1,300,000 | 1,300,000 | 0 | 0.02% | -$406 |
| OIS COP IBR/8.59000 09/02/25-4Y* CME | 1 | 1 | 0 | 0.02% | $4.35K |
| RFR GBP SONIO/4.50000 09/17/25-30Y LCH | 1 | 1 | 0 | 0.02% | $71.99K |
| US TREASURY N/B | 59,000 | 59,000 | 0 | 0.02% | -$770 |
| 317UA83A9 PIMCO FPPSWAPTION 4.693 CALL USD | 1,000,000 | 1,000,000 | 0 | 0.02% | $5.92K |
| 317UA82A0 PIMCO FPPSWAPTION 4.693 PUT USD | 1,000,000 | 1,000,000 | 0 | 0.02% | $56 |
| 317UAOYA0 PIMCO SWAPTION 3.857 PUT USD 2026100 | 24,100,000 | 24,100,000 | 0 | 0.01% | $35.24K |
| 317U9ZDA0 PIMCO FPPSWAPTION 4.427 PUT USD | 700,000 | 700,000 | 0 | 0.01% | -$30 |
| 317UA0VA5 PIMCO FPPSWAPTION 4.485 PUT USD | 700,000 | 700,000 | 0 | 0.01% | -$16 |
| RFR USD SOFR/3.75000 12/18/24-10Y LCH | 1 | 1 | 0 | 0.01% | $47.66K |
| 317UA0WA4 PIMCO FPPSWAPTION 4.485 CALL USD | 700,000 | 700,000 | 0 | 0.01% | $4.02K |
| 317U9ZEA9 PIMCO FPPSWAPTION 4.427 CALL USD | 700,000 | 700,000 | 0 | 0.01% | $3.98K |
| 317UAMPA4 PIMCO SWAPTION 4.141 PUT USD 2026123 | 24,600,000 | 24,600,000 | 0 | 0.01% | $24.26K |
| RFR USD SOFR/3.50000 12/20/23-10Y LCH | 1 | 1 | 0 | 0.01% | $11.64K |
| 317UA49A2 PIMCO FPPSWAPTION 4.628 PUT USD | 600,000 | 600,000 | 0 | 0.01% | $24 |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/39 7 | 100,000 | 100,000 | 0 | 0.01% | -$2.71K |
| 317U9YNA2 PIMCO SWAPTION 3.505 CALL USD 202608 | 5,600,000 | 5,600,000 | 0 | 0.01% | -$10.40K |
| RFR USD SOFR/3.50000 06/20/24-30Y LCH | 1 | 1 | 0 | 0.01% | -$687 |
| RFR USD SOFR/3.75000 06/20/24-10Y LCH | 1 | 1 | 0 | 0.01% | $25.41K |
| 317U9YOA1 PIMCO SWAPTION 4.255 PUT USD 2026080 | 2,600,000 | 2,600,000 | 0 | 0.00% | -$2.28K |
| INF SWAP US IT 2.5195 04/04/24-5Y LCH | 1 | 1 | 0 | 0.00% | $12.18K |
| RFR USD SOFR/3.75000 12/17/25-10Y LCH | 1 | 1 | 0 | 0.00% | $5.51K |
| RFR USD SOFR/3.28000 09/16/24-10Y LCH | 2 | 2 | 0 | 0.00% | $1.21K |
| 31750RIL3 PIMCO FXVAN PUT USD ZAR 17.00000000 | -1,030,000 | -1,030,000 | 0 | 0.00% | $2.45K |
| 31750RIW9 PIMCO FXVAN CALL USD HKD 7.85000000 | 0 | 0 | 0 | 0.00% | $5.95K |
| 31750RI33 PIMCO FXVAN CALL USD HKD 7.85000000 | 0 | 0 | 0 | 0.00% | $5.70K |
| RFR USD SOFR/3.52500 09/04/24-10Y LCH | 3 | 3 | 0 | 0.00% | $1.81K |
| INF SWAP US IT2.505 03/25/25-5Y LCH | 1 | 1 | 0 | 0.00% | $17.77K |
| RFR USD SOFR/3.64300 08/28/24-10Y LCH | 4 | 4 | 0 | 0.00% | $2.41K |
| RFR USD SOFR/3.41000 09/05/24-10Y LCH | 2 | 2 | 0 | 0.00% | $1.21K |
| IRS EUR 2.52000 04/09/25-10Y LCH | 2 | 2 | 0 | 0.00% | $2.16K |
| IRS EUR 2.40000 02/12/25-10Y LCH | 1 | 1 | 0 | 0.00% | $2.45K |
| RFR USD SOFR/3.23200 09/10/24-10Y LCH | 1 | 1 | 0 | 0.00% | $727 |
| IRS EUR 2.39000 10/01/24-10Y LCH | 1 | 1 | 0 | 0.00% | $1.15K |
| INF SWAP US IT 2.5225 03/27/25-5Y LCH | 1 | 1 | 0 | 0.00% | $23.85K |
| IRS EUR 2.28000 03/04/25-5Y LCH | 1 | 1 | 0 | 0.00% | $5.35K |
| RFR USD SOFR/3.24800 09/18/24-10Y LCH | 1 | 1 | 0 | 0.00% | $604 |
| IRS EUR 2.45000 05/05/25-10Y LCH | 1 | 1 | 0 | 0.00% | $1.05K |
| IRS PLN 4.72250 12/01/30-5Y CME | 1 | 1 | 0 | 0.00% | $4.10K |
| RFR USD SOFR/4.07100 01/15/25-10Y LCH | 2 | 2 | 0 | 0.00% | -$578 |
| IRS EUR 2.53000 04/23/25-10Y LCH | 1 | 1 | 0 | 0.00% | $1.07K |
| GENERAL ELECTRIC COMPANY SNR S* ICE | 1 | 1 | 0 | 0.00% | -$868 |
| RFR USD SOFR/3.90000 01/08/25-10Y LCH | 5 | 5 | 0 | 0.00% | -$573 |
| IRS EUR 2.65000 01/08/24-10Y LCH | 1 | 1 | 0 | 0.00% | $2.98K |
| TURKIYE GOVERNMENT BOND BONDS 08/26 VAR | 100,000 | 100,000 | 0 | 0.00% | -$102 |
| RFR USD SOFR/4.10000 01/21/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$363 |
| RFR USD SOFR/4.09000 01/22/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$355 |
| IRS EUR 2.58000 08/29/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$187 |
| RFR USD SOFR/3.93300 01/06/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$331 |
| IRS EUR 2.59000 08/19/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$197 |
| 317UAV0A1 PIMCO SWAPTION 3.26 CALL USD 2026042 | 2,600,000 | 2,600,000 | 0 | 0.00% | -$6.80K |
| United States Small Business Administration | 1,654 | 1,654 | 0 | 0.00% | -$12 |
| RFR USD SOFR/3.59500 08/19/24-10Y LCH | 1 | 1 | 0 | 0.00% | $603 |
| RFR USD SOFR/3.61300 08/22/24-10Y LCH | 1 | 1 | 0 | 0.00% | $603 |
| RFR USD SOFR/3.59400 01/09/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$93 |
| MORGAN STANLEY SNR S* ICE | 1 | 1 | 0 | 0.00% | -$1.23K |
| RFR USD SOFR/3.88000 01/13/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$251 |
| 317U9ZXA8 PIMCO SWAPTION 2.989 CALL USD 202608 | 500,000 | 500,000 | 0 | 0.00% | -$474 |
| RFR USD SOFR/3.67900 08/13/24-10Y LCH | 1 | 1 | 0 | 0.00% | $603 |
| 317UA1MA3 PIMCO SWAPTION 3.067 CALL USD 202608 | 400,000 | 400,000 | 0 | 0.00% | -$409 |
| RFR USD SOFR/3.86600 11/14/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$1.16K |
| 317UA10A7 PIMCO SWAPTION 3.0475 CALL USD 20260 | 400,000 | 400,000 | 0 | 0.00% | -$394 |
| 317UA1DA3 PIMCO SWAPTION 3.038 CALL USD 202608 | 400,000 | 400,000 | 0 | 0.00% | -$383 |
| IRS EUR 2.35000 04/29/25-5Y LCH | 1 | 1 | 0 | 0.00% | $1.41K |
| RFR USD SOFR/3.67000 01/08/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$42 |
| 317UA0IA0 PIMCO SWAPTION 2.995 CALL USD 202608 | 300,000 | 300,000 | 0 | 0.00% | -$275 |
| 317U9Z8A6 PIMCO SWAPTION 2.972 CALL USD 202608 | 300,000 | 300,000 | 0 | 0.00% | -$264 |
| 317U9ZIA5 PIMCO SWAPTION 2.965 CALL USD 202608 | 300,000 | 300,000 | 0 | 0.00% | -$258 |
| RFR USD SOFR/3.68400 01/03/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$15 |
| IRS EUR 2.40000 04/09/25-5Y LCH | 1 | 1 | 0 | 0.00% | $1.42K |
| IRS PLN 4.68500 12/02/30-5Y CME | 1 | 1 | 0 | 0.00% | $452 |
| IRS PLN 4.73000 12/31/30-5Y CME | 1 | 1 | 0 | 0.00% | $447 |
| IRS EUR 2.91000 12/29/23-10Y LCH | 1 | 1 | 0 | 0.00% | $1.26K |
| RFR USD SOFR/3.85500 11/19/24-10Y LCH | 2 | 2 | 0 | 0.00% | -$1.74K |
| RFR GBP SONIO/4.32000 10/20/23-10Y LCH | 1 | 1 | 0 | 0.00% | -$4.14K |
| RFR USD SOFR/3.79500 08/06/24-10Y LCH | 1 | 1 | 0 | 0.00% | $602 |
| SOFTBANK GROUP CORP SNR JP SP GST | 1 | 1 | 0 | 0.00% | $176 |
| IRS CZK 4.53000 12/31/30-5Y CME | 1 | 1 | 0 | 0.00% | -$200 |
| IRS CZK 4.48500 12/02/30-5Y CME | 1 | 1 | 0 | 0.00% | -$243 |
| RFR USD SOFR/3.89000 03/03/25-10Y LCH | 1 | 1 | 0 | 0.00% | $112 |
| RFR USD SOFR/3.81000 01/02/24-10Y LCH | 1 | 1 | 0 | 0.00% | $110 |
| IRS EUR 2.99000 12/08/23-10Y LCH | 1 | 1 | 0 | 0.00% | $1.30K |
| IRS CZK 3.76000 11/01/24-10Y CME | 1 | 1 | 0 | 0.00% | -$275 |
| RFR USD SOFR/3.84200 12/26/23-10Y LCH | 1 | 1 | 0 | 0.00% | $641 |
| RFR USD SOFR/3.89900 03/11/25-10Y LCH | 1 | 1 | 0 | 0.00% | $246 |
| RFR USD SOFR/3.90500 03/12/25-10Y LCH | 1 | 1 | 0 | 0.00% | $254 |
| RFR USD SOFR/3.90750 03/04/25-10Y LCH | 1 | 1 | 0 | 0.00% | $243 |
| RFR USD SOFR/4.00000 02/26/25-10Y LCH | 1 | 1 | 0 | 0.00% | $161 |
| RFR USD SOFR/3.87400 03/05/25-10Y LCH | 1 | 1 | 0 | 0.00% | $423 |
| IRS EUR 3.06300 12/06/23-10Y LCH | 1 | 1 | 0 | 0.00% | $1.31K |
| RFR USD SOFR/3.88400 03/25/25-10Y LCH | 1 | 1 | 0 | 0.00% | $510 |
| IRS CZK 4.52250 12/01/30-5Y CME | 1 | 1 | 0 | 0.00% | -$2.05K |
| IRS EUR 3.12800 12/04/23-10Y LCH | 1 | 1 | 0 | 0.00% | $1.33K |
| RFR USD SOFR/3.93000 03/24/25-10Y LCH | 1 | 1 | 0 | 0.00% | $596 |
| IRS EUR 3.14800 11/20/23-10Y LCH | 1 | 1 | 0 | 0.00% | $1.34K |
| RFR USD SOFR/3.75000 05/07/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$1.09K |
| RFR USD SOFR/3.84200 03/04/25-5Y LCH | 1 | 1 | 0 | 0.00% | $681 |
| RFR USD SOFR/4.06000 07/02/24-10Y LCH | 1 | 1 | 0 | 0.00% | $603 |
| RFR USD SOFR/3.75000 06/20/24-5Y LCH | 1 | 1 | 0 | 0.00% | $5.78K |
| ZCS BRL 14.0087 05/12/25-01/04/27 CME | 1 | 1 | 0 | 0.00% | -$1.28K |
| RFR USD SOFR/3.75000 09/17/25-7Y LCH | 1 | 1 | 0 | 0.00% | $7.99K |
| RFR USD SOFR/3.97500 03/21/25-10Y LCH | 1 | 1 | 0 | 0.00% | $678 |
| SAUDI ARABIA GOVT EM SP BRC | 1 | 1 | 0 | 0.00% | -$1.72K |
| IRS EUR 3.25000 11/06/23-10Y LCH | 1 | 1 | 0 | 0.00% | $1.37K |
| IRS EUR 3.30500 11/27/23-10Y LCH | 1 | 1 | 0 | 0.00% | $1.23K |
| IRS EUR 2.46000 04/01/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$1.11K |
| RFR GBP SONIO/3.93000 01/06/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$3.88K |
| IRS EUR 2.52000 03/27/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$2.82K |
| IRS EUR 2.46000 03/13/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$2.56K |
| SAUDI ARABIA GOVT EM SP JPM | 1 | 1 | 0 | 0.00% | -$4.23K |
| IRS EUR 2.42000 03/07/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$2.49K |
| IRS EUR 2.38000 12/31/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$1.05K |
| IRS EUR 2.22000 01/08/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$2.29K |
| RFR USD SOFR/3.75000 09/17/25-5Y LCH | 1 | 1 | 0 | 0.00% | $15.72K |
| RFR USD SOFR/3.75000 12/18/24-7Y LCH | 1 | 1 | 0 | 0.00% | $22.08K |
| RFR USD SOFR/3.75000 12/17/25-7Y LCH | 1 | 1 | 0 | 0.00% | $52.54K |
| ZCS BRL 13.9271 05/08/25-01/04/27 CME | 2 | 2 | 0 | 0.00% | -$9.25K |
| ZCS BRL 13.32 05/08/25-01/02/29 CME | 2 | 2 | 0 | -0.01% | -$23.44K |
| 317UAUZA5 PIMCO SWAPTION 3.56 PUT USD 20260428 | -2,700,000 | -2,700,000 | 0 | -0.01% | -$2.68K |
| ZCS BRL 13.3 12/18/25-01/02/29 CME | 1 | 1 | 0 | -0.01% | -$33.36K |
| ZCS BRL 13.245 09/02/25-01/02/29 CME | 1 | 1 | 0 | -0.01% | -$39.13K |
| RFR USD SOFR/4.0535* 09/02/25-27Y* LCH | 2 | 2 | 0 | -0.01% | $10.78K |
| RFR USD SOFR/3.75000 12/17/25-5Y LCH | 1 | 1 | 0 | -0.01% | $62.18K |
| IRS AUD 4.50000 06/18/25-10Y LCH | 1 | 1 | 0 | -0.02% | -$39.17K |
| RFR GBP SONIO/4.00000 09/17/25-10Y LCH | 1 | 1 | 0 | -0.02% | -$85.76K |
| RFR USD SOFR/3.16250 08/25/27-1Y LCH | 1 | 1 | 0 | -0.03% | -$71.55K |
| IRS AUD 4.50000 09/20/23-10Y LCH | 1 | 1 | 0 | -0.03% | -$79.62K |
| CDX IG44 5Y ICE | 1 | 1 | 0 | -0.04% | $31.46K |
| RFR JPY MUTK/2.50000 12/17/25-30Y LCH | 1 | 1 | 0 | -0.05% | -$58.38K |
| RFR GBP SONIO/3.75000 09/17/25-5Y LCH | 1 | 1 | 0 | -0.12% | -$499.50K |
| RFR USD SOFR/3.50000 09/17/25-30Y LCH | 1 | 1 | 0 | -0.16% | $20.84K |
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.