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 | 63,430,000 | 63,430,000 | 9.93% | $65.57M |
| FNCL 6 6/24 | 0 | 41,980,000 | 41,980,000 | 6.47% | $42.73M |
| FNCL 6 7/25 | 0 | 30,000,000 | 30,000,000 | 4.62% | $30.52M |
| PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND | 0 | 2,920,705 | 2,920,705 | 4.34% | $28.67M |
| FNCL 5 4/26 | 0 | 24,960,000 | 24,960,000 | 3.73% | $24.62M |
| Uniform Mortgage-Backed Security, TBA | 0 | 17,600,000 | 17,600,000 | 2.67% | $17.66M |
| G2SF 4 4/23 | 0 | 14,840,000 | 14,840,000 | 2.11% | $13.90M |
| G2SF 5 5/26 | 0 | 13,880,000 | 13,880,000 | 2.08% | $13.72M |
| FNCL 4 4/26 | 0 | 12,460,000 | 12,460,000 | 1.78% | $11.76M |
| Uniform Mortgage-Backed Security, TBA | 0 | 11,850,000 | 11,850,000 | 1.77% | $11.67M |
| G2 MB0143 | 0 | 11,999,993 | 11,999,993 | 1.67% | $11.02M |
| G2SF 4.5 4/26 | 0 | 6,410,000 | 6,410,000 | 0.94% | $6.19M |
| Government National Mortgage Association, TBA | 0 | 6,140,000 | 6,140,000 | 0.93% | $6.17M |
| Government National Mortgage Association, TBA | 0 | 6,060,000 | 6,060,000 | 0.93% | $6.16M |
| LETRA TESOURO NACIONAL BILLS 10/26 0.00000 | 0 | 33,400,000 | 33,400,000 | 0.91% | $6.04M |
| FNCL 5.5 4/26 | 0 | 5,020,000 | 5,020,000 | 0.76% | $5.04M |
| Phillips 66 | 0 | 4,000,000 | 4,000,000 | 0.60% | $3.99M |
| HCA, Inc. | 0 | 4,000,000 | 4,000,000 | 0.60% | $3.99M |
| LETRA TESOURO NACIONAL BILLS 07/26 0.00000 | 0 | 20,400,000 | 20,400,000 | 0.58% | $3.81M |
| U.S. Treasury Bills | 0 | 2,208,000 | 2,208,000 | 0.33% | $2.20M |
| Boyce Park Clo Ltd | 0 | 2,100,000 | 2,100,000 | 0.32% | $2.10M |
| ACORE 2026-FL1 ISSUER LLC SER 2026-FL1 CL A V/R REGD 144A P/P 5.15000000 | 0 | 2,000,000 | 2,000,000 | 0.30% | $2.00M |
| CORDATUS CLO PLC CORDA 33A A1 144A | 0 | 1,700,000 | 1,700,000 | 0.30% | $1.96M |
| Uniform Mortgage-Backed Security, TBA | 0 | 2,020,000 | 2,020,000 | 0.29% | $1.95M |
| ICG EURO CLO ICGE 2023 2A A1R 144A | 0 | 1,300,000 | 1,300,000 | 0.23% | $1.50M |
| FNCL 3 6/24 | 0 | 1,680,000 | 1,680,000 | 0.22% | $1.47M |
| FNCL 4 6/24 | 0 | 1,300,000 | 1,300,000 | 0.19% | $1.22M |
| U.S. Treasury Bills | 0 | 1,225,000 | 1,225,000 | 0.18% | $1.22M |
| ACRES Commercial Realty Issuer LLC, Series 2026-FL4, Class A | 0 | 1,100,000 | 1,100,000 | 0.17% | $1.10M |
| Keurig Dr Pepper Inc 0% CP 07/05/2026 | 0 | 1,100,000 | 1,100,000 | 0.17% | $1.10M |
| KEURIG DR PEPPER | 0 | 1,000,000 | 1,000,000 | 0.15% | $997.65K |
| Global Payments, Inc. | 0 | 800,000 | 800,000 | 0.12% | $799.91K |
| Takeoff Merger Sub, Inc. | 0 | 800,000 | 800,000 | 0.12% | $795.00K |
| EURO-OAT FUTURE JUN26 | 0 | -167 | -167 | 0.11% | $724.70K |
| U.S. Treasury Bills | 0 | 700,000 | 700,000 | 0.11% | $695.65K |
| Sanders Re III Ltd., Series A | 0 | 500,000 | 500,000 | 0.08% | $505.75K |
| Mayflower Re Ltd., Series A | 0 | 500,000 | 500,000 | 0.08% | $504.85K |
| U.S. Treasury Bills | 0 | 500,000 | 500,000 | 0.08% | $495.88K |
| YI4360503 NIGERIA OMO BILL | 0 | 751,500,000 | 751,500,000 | 0.07% | $472.33K |
| EGYPT GOVERNMENT BOND BONDS 10/30 19.698 | 0 | 25,100,000 | 25,100,000 | 0.07% | $452.14K |
| BONOS DE TESORERIA SR UNSECURED 08/32 6.15 | 0 | 1,500,000 | 1,500,000 | 0.07% | $450.78K |
| REPUBLIC OF COLOMBIA SR UNSECURED 06/45 5 | 0 | 500,000 | 500,000 | 0.05% | $360.06K |
| TITULOS DE TESORERIA BONDS 10/34 7.25 | 0 | 1,827,800,000 | 1,827,800,000 | 0.05% | $350.34K |
| IRS EUR 3.00000 09/16/26-30Y LCH | 0 | 1 | 1 | 0.05% | $339.40K |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/35 6 | 0 | 1,100,000 | 1,100,000 | 0.05% | $322.76K |
| BARCLAYS PLC | 0 | 300,000 | 300,000 | 0.05% | $302.87K |
| PT. Perusahaan Listrik Negara | 0 | 300,000 | 300,000 | 0.05% | $298.03K |
| TURKIYE CENTR BANK BILL BILLS 04/26 0.00000 | 0 | 13,000,000 | 13,000,000 | 0.04% | $290.36K |
| YI4360438 NIGERIA OMO BILL | 0 | 429,400,000 | 429,400,000 | 0.04% | $270.71K |
| Vitality Re XVII 2026 Class C | 0 | 250,000 | 250,000 | 0.04% | $250.01K |
| LOCKE TAVERN RE LTD UNSECURED 144A 04/33 VAR | 0 | 250,000 | 250,000 | 0.04% | $250.00K |
| Windrose Re 2026-1 Class A | 0 | 250,000 | 250,000 | 0.04% | $249.28K |
| U.S. Treasury Bills | 0 | 200,000 | 200,000 | 0.03% | $199.42K |
| U.S. Treasury Bills | 0 | 200,000 | 200,000 | 0.03% | $198.99K |
| YI4360529 NIGERIA OMO BILL | 0 | 314,700,000 | 314,700,000 | 0.03% | $197.19K |
| G2SF 3.5 4/24 | 0 | 200,000 | 200,000 | 0.03% | $183.47K |
| 317UBRFA3 PIMCO FPPSWAPTION 4.296 CALL USD | 0 | 2,100,000 | 2,100,000 | 0.03% | $166.38K |
| 317UBQXA5 PIMCO FPPSWAPTION 4.296 PUT USD | 0 | 2,100,000 | 2,100,000 | 0.02% | $123.70K |
| RFR USD SOFR/3.75000 09/16/26-10Y LCH | 0 | 1 | 1 | 0.02% | $100.05K |
| U.S. Treasury Bills | 0 | 100,000 | 100,000 | 0.02% | $99.73K |
| U.S. Treasury Bills | 0 | 100,000 | 100,000 | 0.02% | $99.42K |
| U.S. Treasury Bills | 0 | 100,000 | 100,000 | 0.02% | $99.22K |
| U.S. Treasury Bills | 0 | 100,000 | 100,000 | 0.02% | $99.15K |
| U.S. Treasury Bills | 0 | 90,000 | 90,000 | 0.01% | $89.99K |
| EURO-BOBL FUTURE JUN26 | 0 | -39 | -39 | 0.01% | $82.00K |
| BONOS TESORERIA PESOS UNSECURED 144A REGS 09/30 4.7 | 0 | 70,000,000 | 70,000,000 | 0.01% | $74.04K |
| 31750SIS6 PIMCO CDSOPT PUT USD 96.58984375 202 | 0 | 8,000,000 | 8,000,000 | 0.01% | $67.09K |
| Three Month SONIA Index Futures | 0 | 119 | 119 | 0.01% | $54.98K |
| 31750SIK3 PIMCO CDSOPT PUT USD 0.8 20260617 | 0 | 22,200,000 | 22,200,000 | 0.01% | $53.18K |
| RFR USD SOFR/3.50000 06/17/26-7Y LCH | 0 | 1 | 1 | 0.01% | $44.56K |
| 31750SKZ7 PIMCO CDSOPT PUT USD 99.09765625 202 | 0 | 33,600,000 | 33,600,000 | 0.00% | $29.12K |
| 31750SEV3 PIMCO FXVAN PUT USD BRL 5.12000000 | 0 | 0 | 0 | 0.00% | $26.55K |
| 317UC1RA6 PIMCO SWAPTION 4.75 PUT USD 20260904 | 0 | 10,100,000 | 10,100,000 | 0.00% | $24.09K |
| RFR USD SOFR/3.75000 06/17/26-10Y LCH | 0 | 1 | 1 | 0.00% | $20.81K |
| CDX HY46 5Y ICE | 0 | 1 | 1 | 0.00% | $19.83K |
| 317UC7LA9 PIMCO SWAPTION 3.651 CALL USD 202606 | 0 | 0 | 0 | 0.00% | $15.17K |
| 317UC76A6 PIMCO SWAPTION 4.0325 PUT USD 202605 | 0 | 3,100,000 | 3,100,000 | 0.00% | $13.77K |
| RFR USD SOFR/3.75000 03/18/26-7Y LCH | 0 | 1 | 1 | 0.00% | $10.92K |
| 317UC0UA4 PIMCO SWAPTION 3.3 CALL USD 20260602 | 0 | 4,500,000 | 4,500,000 | 0.00% | $10.22K |
| RFR USD SOFR/3.74800 03/03/26-10Y LCH | 0 | 2 | 2 | 0.00% | $7.62K |
| 3 Month Euro Euribor Future | 0 | -4 | -4 | 0.00% | $7.33K |
| EGYPT TREASURY BILL BILLS 10/26 0.00000 | 0 | 375,000 | 375,000 | 0.00% | $6.03K |
| 317UBKMA0 PIMCO SWAPTION 3.4625 CALL USD 20260 | 0 | 4,800,000 | 4,800,000 | 0.00% | $3.92K |
| 317UC8DA6 PIMCO SWAPTION 3.599 CALL USD 202606 | 0 | -100,000 | -100,000 | 0.00% | $3.69K |
| 31750SJW6 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $3.26K |
| 31750SBB0 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $1.52K |
| IRS CLP 4.59000 01/09/26-4Y* CME | 0 | 1 | 1 | 0.00% | $1.13K |
| IRS CLP 4.71000 01/14/26-5Y* CME | 0 | 1 | 1 | 0.00% | $1.05K |
| 31750SCK9 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $1.00K |
| 317UBSFA1 PIMCO SWAPTION 3.449 CALL USD 202604 | 0 | 6,100,000 | 6,100,000 | 0.00% | $43 |
| 317UC6EA9 PIMCO SWAPTION 3.62 CALL USD 2026042 | 0 | -200,000 | -200,000 | 0.00% | -$250 |
| 317UC4YA2 PIMCO SWAPTION 3.6 CALL USD 20260416 | 0 | -500,000 | -500,000 | 0.00% | -$446 |
| 31750SCV5 PIMCO CDSOPT PUT USD 103.53125000 20 | 0 | -1,100,000 | -1,100,000 | 0.00% | -$1.12K |
| 317UC6DA0 PIMCO SWAPTION 3.9 PUT USD 20260420 | 0 | -200,000 | -200,000 | 0.00% | -$1.13K |
| 317UC9LA5 PIMCO SWAPTION 4.095 PUT USD 2026040 | 0 | -3,900,000 | -3,900,000 | 0.00% | -$1.25K |
| 31750SEW1 PIMCO FXVAN CALL USD BRL 5.70000000 | 0 | -1,140,000 | -1,140,000 | 0.00% | -$1.29K |
| 317UC8QA2 PIMCO SWAPTION 4.055 PUT USD 2026042 | 0 | -500,000 | -500,000 | 0.00% | -$1.39K |
| 317UC8RA1 PIMCO SWAPTION 3.695 CALL USD 202604 | 0 | -500,000 | -500,000 | 0.00% | -$1.44K |
| CDX ITRAXX MAIN44 5Y ICE | 0 | 1 | 1 | 0.00% | -$1.91K |
| IRS EUR 2.50000 09/16/26-5Y LCH | 0 | 1 | 1 | 0.00% | -$2.35K |
| 317UC4XA3 PIMCO SWAPTION 3.9 PUT USD 20260416 | 0 | -500,000 | -500,000 | 0.00% | -$2.61K |
| 317UCAAA4 PIMCO SWAPTION 3.889 PUT USD 2026043 | 0 | -300,000 | -300,000 | 0.00% | -$4.49K |
| CDX ITRAXX MAIN45 5Y ICE | 0 | 1 | 1 | 0.00% | -$4.71K |
| 31750SOX8 PIMCO CDSOPT PUT USD 96.10156250 202 | 0 | -3,600,000 | -3,600,000 | 0.00% | -$7.77K |
| 31750SC52 PIMCO CDSOPT PUT USD 102.32812500 20 | 0 | -2,200,000 | -2,200,000 | 0.00% | -$9.12K |
| 31750SNE1 PIMCO CDSOPT CALL USD 94.81250000 20 | 0 | -4,900,000 | -4,900,000 | 0.00% | -$15.85K |
| 317UC75A7 PIMCO SWAPTION 3.7325 CALL USD 20260 | 0 | -3,600,000 | -3,600,000 | 0.00% | -$17.32K |
| 31750SKX2 PIMCO CDSOPT CALL USD 0.55 20260617 | 0 | -33,600,000 | -33,600,000 | 0.00% | -$17.65K |
| 31750SKH7 PIMCO CDSOPT CALL USD 102.31250000 2 | 0 | -7,000,000 | -7,000,000 | 0.00% | -$19.75K |
| 317UBKLA1 PIMCO SWAPTION 3.7625 PUT USD 202604 | 0 | -5,400,000 | -5,400,000 | 0.00% | -$20.07K |
| ZCS BRL 13.015 01/27/26-01/02/31 CME | 0 | 1 | 1 | 0.00% | -$25.32K |
| IRS AUD 5.00000 09/16/26-10Y LCH | 0 | 1 | 1 | 0.00% | -$25.96K |
| 317UC62A2 PIMCO SWAPTION 3.7825 PUT USD 202606 | 0 | -100,000 | -100,000 | 0.00% | -$27.72K |
| RFR USD SOFR/4.00000 03/18/26-30Y LCH | 0 | 1 | 1 | 0.00% | -$28.26K |
| ZCS BRL 12.82 01/27/26-01/02/29 CME | 0 | 1 | 1 | 0.00% | -$32.33K |
| OIS CAD CAONREPO/3.0000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.01% | -$42.78K |
| 31750SOZ3 PIMCO CDSOPT CALL USD 97.37500000 20 | 0 | -10,400,000 | -10,400,000 | -0.01% | -$43.58K |
| 31750SNB7 PIMCO CDSOPT PUT USD 101.37500000 20 | 0 | -15,200,000 | -15,200,000 | -0.01% | -$54.64K |
| 317UBYBA2 PIMCO SWAPTION 3.967 PUT USD 2026050 | 0 | -13,500,000 | -13,500,000 | -0.01% | -$54.89K |
| 317UC0TA6 PIMCO SWAPTION 3.6 PUT USD 20260602 | 0 | -5,400,000 | -5,400,000 | -0.01% | -$77.27K |
| RFR JPY MUTK/2.00000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.03% | -$186.38K |
| RFR GBP SONIO/4.00000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.06% | -$429.12K |
| EURO-BUND FUTURE JUN26 | 0 | 162 | 162 | -0.09% | -$586.62K |
| IRS EUR 2.75000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.11% | -$715.25K |
| CDX IG46 5Y ICE | 0 | 1 | 1 | -0.18% | -$1.17M |
| FNCL 2 5/26 | 0 | -9,060,000 | -9,060,000 | -1.10% | -$7.30M |
| Uniform Mortgage-Backed Security, TBA | 0 | -12,840,000 | -12,840,000 | -1.63% | -$10.79M |
| G2SF 3 4/26 | 0 | -12,200,000 | -12,200,000 | -1.65% | -$10.89M |
| Uniform Mortgage-Backed Security, TBA | 0 | -14,170,000 | -14,170,000 | -1.96% | -$12.96M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FNCL 6 3/24 | 71,980,000 | 0 | -71,980,000 | 0.00% | -$73.88M |
| iShares Core S&P 500 ETF | 69,585 | 0 | -69,585 | 0.00% | -$47.66M |
| Uniform Mortgage-Backed Security, TBA | 44,260,000 | 0 | -44,260,000 | 0.00% | -$46.01M |
| FNCL 5 1/26 | 27,170,000 | 0 | -27,170,000 | 0.00% | -$27.10M |
| Uniform Mortgage-Backed Security, TBA | 19,170,000 | 0 | -19,170,000 | 0.00% | -$19.94M |
| Uniform Mortgage-Backed Security, TBA | 17,600,000 | 0 | -17,600,000 | 0.00% | -$17.83M |
| Government National Mortgage Association, TBA | 14,840,000 | 0 | -14,840,000 | 0.00% | -$14.02M |
| FNMA POOL BZ5550 FN 12/32 FIXED 4.3 | 13,900,000 | 0 | -13,900,000 | 0.00% | -$13.86M |
| G2SF 5 1/26 | 13,880,000 | 0 | -13,880,000 | 0.00% | -$13.85M |
| Government National Mortgage Association, TBA | 12,200,000 | 0 | -12,200,000 | 0.00% | -$11.10M |
| Uniform Mortgage-Backed Security, TBA | 11,660,000 | 0 | -11,660,000 | 0.00% | -$11.05M |
| LETRA TESOURO NACIONAL BILLS 04/26 0.00000 | 51,000,000 | 0 | -51,000,000 | 0.00% | -$9.00M |
| Government National Mortgage Association, TBA | 6,410,000 | 0 | -6,410,000 | 0.00% | -$6.24M |
| G2SF 5.5 1/25 | 6,140,000 | 0 | -6,140,000 | 0.00% | -$6.20M |
| Government National Mortgage Association, TBA | 6,060,000 | 0 | -6,060,000 | 0.00% | -$6.17M |
| FNMA POOL BM7581 FN 09/31 VARIABLE | 4,700,000 | 0 | -4,700,000 | 0.00% | -$4.80M |
| MEX BONOS DESARR FIX RT BONDS 03/29 8.5 | 82,800,000 | 0 | -82,800,000 | 0.00% | -$4.64M |
| Uniform Mortgage-Backed Security, TBA | 4,120,000 | 0 | -4,120,000 | 0.00% | -$4.02M |
| U.S. Treasury Bills | 3,301,000 | 0 | -3,301,000 | 0.00% | -$3.30M |
| BONOS TESORERIA PESOS BONDS 144A REGS 10/28 5 | 2,340,000,000 | 0 | -2,340,000,000 | 0.00% | -$2.65M |
| FNMA POOL BM7579 FN 10/29 VARIABLE | 2,400,000 | 0 | -2,400,000 | 0.00% | -$2.42M |
| FNMA POOL BS9867 FN 11/30 FIXED 5.3 | 2,100,000 | 0 | -2,100,000 | 0.00% | -$2.20M |
| POLAND GOVERNMENT BOND BONDS 07/29 4.75 | 6,640,000 | 0 | -6,640,000 | 0.00% | -$1.88M |
| FNMA POOL BZ2582 FN 12/29 FIXED 4.3 | 1,604,000 | 0 | -1,604,000 | 0.00% | -$1.62M |
| U.S. Treasury Bills | 1,600,000 | 0 | -1,600,000 | 0.00% | -$1.60M |
| FNCL 3 2/26 | 1,680,000 | 0 | -1,680,000 | 0.00% | -$1.49M |
| FNMA POOL BS9669 FN 10/28 FIXED 4.72 | 1,200,000 | 0 | -1,200,000 | 0.00% | -$1.23M |
| FNMA POOL BZ1029 FN 06/29 FIXED 4.93 | 1,100,000 | 0 | -1,100,000 | 0.00% | -$1.13M |
| U.S. Treasury Bills | 1,079,000 | 0 | -1,079,000 | 0.00% | -$1.08M |
| CORDATUS CLO PLC CORDA 24A A 144A | 896,436 | 0 | -896,436 | 0.00% | -$1.06M |
| FNMA POOL BS9613 FN 10/28 FIXED 4.77 | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.02M |
| FNMA POOL BZ2331 FN 08/30 FIXED 4.86 | 700,000 | 0 | -700,000 | 0.00% | -$719.31K |
| U.S. Treasury Bills | 563,000 | 0 | -563,000 | 0.00% | -$563.00K |
| U.S. Treasury Bills | 203,000 | 0 | -203,000 | 0.00% | -$201.69K |
| U.S. Treasury Bills | 202,000 | 0 | -202,000 | 0.00% | -$201.37K |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 01/26 4.389 | 200,000 | 0 | -200,000 | 0.00% | -$200.01K |
| FUT. EUR FOAT MAR26 | -128 | 0 | 128 | 0.00% | -$168.13K |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2023-3 7.13% 01/26/2032 144A | 157,230 | 0 | -157,230 | 0.00% | -$157.49K |
| FGBM Mar 2026 | -41 | 0 | 41 | 0.00% | -$43.33K |
| 317UBDPA3 PIMCO SWAPTION 3.407 CALL USD 202603 | 7,200,000 | 0 | -7,200,000 | 0.00% | -$25.11K |
| OIS MXN TIIE1/7.01100 10/20/25-3Y* CME | 1 | 0 | -1 | 0.00% | -$24.94K |
| 317UAQQA4 PIMCO SWAPTION 3.7505 PUT USD 202610 | 36,800,000 | 0 | -36,800,000 | 0.00% | -$22.94K |
| 317UAM5A6 PIMCO SWAPTION 3.23 CALL USD 2026033 | 4,500,000 | 0 | -4,500,000 | 0.00% | -$12.81K |
| OIS MXN TIIE1/8.74000 03/19/25-10Y* CME | 1 | 0 | -1 | 0.00% | -$10.01K |
| Citigroup Mortgage Loan Trust Inc | 6,892 | 0 | -6,892 | 0.00% | -$6.89K |
| 31750RZZ3 PIMCO FXVAN PUT USD BRL 5.12000000 | 0 | 0 | 0 | 0.00% | -$6.30K |
| 31750RZW0 PIMCO FXVAN PUT USD KRW 1385.0000000 | 0 | 0 | 0 | 0.00% | -$4.90K |
| 317UA3NA8 PIMCO SWAPTION 4.75 PUT USD 20260218 | 12,200,000 | 0 | -12,200,000 | 0.00% | -$77 |
| 317UAN5A4 PIMCO SWAPTION 3.1885 CALL USD 20260 | 3,700,000 | 0 | -3,700,000 | 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/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 |
| RFR USD SOFR/3.92750 01/20/26-10Y 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/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 |
| RFR USD SOFR/3.70700 03/20/26-7Y 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 |
| USD - ZAR | 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 |
| 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/3.75050 10/16/26-1Y 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 |
| USD - KRW | 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/3.31700 08/14/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| 317UB9VA5 PIMCO SWAPTION 3.58 CALL USD 2026010 | -600,000 | 0 | 600,000 | 0.00% | $0 |
| 317UAN4A5 PIMCO SWAPTION 3.6885 PUT USD 202601 | -4,100,000 | 0 | 4,100,000 | 0.00% | $28 |
| 317UBA6A0 PIMCO SWAPTION 3.625 CALL USD 202601 | -600,000 | 0 | 600,000 | 0.00% | $54 |
| 317UB9UA6 PIMCO SWAPTION 3.86 PUT USD 20260105 | -600,000 | 0 | 600,000 | 0.00% | $114 |
| 317UBA5A1 PIMCO SWAPTION 3.925 PUT USD 2026010 | -600,000 | 0 | 600,000 | 0.00% | $119 |
| 317UBC4A8 PIMCO SWAPTION 3.639 CALL USD 202601 | -1,400,000 | 0 | 1,400,000 | 0.00% | $337 |
| 317UBCLA9 PIMCO SWAPTION 3.6475 CALL USD 20260 | -500,000 | 0 | 500,000 | 0.00% | $346 |
| 317UBCKA0 PIMCO SWAPTION 3.9275 PUT USD 202601 | -500,000 | 0 | 500,000 | 0.00% | $401 |
| 317UBEXA2 PIMCO SWAPTION 3.622 CALL USD 202601 | -400,000 | 0 | 400,000 | 0.00% | $546 |
| IRS CLP 4.58000 09/12/25-3Y* CME | 1 | 0 | -1 | 0.00% | $688 |
| 317UBC3A9 PIMCO SWAPTION 3.919 PUT USD 2026011 | -1,400,000 | 0 | 1,400,000 | 0.00% | $937 |
| 317UBEWA3 PIMCO SWAPTION 3.882 PUT USD 2026012 | -400,000 | 0 | 400,000 | 0.00% | $1.18K |
| 317UB80A1 PIMCO SWAPTION 4.066 PUT USD 2026020 | -14,100,000 | 0 | 14,100,000 | 0.00% | $5.37K |
| 31750S8M0 PIMCO CDSOPT PUT USD 0.525 20260218 | -5,700,000 | 0 | 5,700,000 | 0.00% | $5.97K |
| IRS PLN 4.13600 09/30/25-4Y* CME | 1 | 0 | -1 | 0.00% | $6.75K |
| 31750RZX8 PIMCO FXVAN CALL USD BRL 5.64000000 | -1,240,000 | 0 | 1,240,000 | 0.00% | $9.66K |
| OIS MXN TIIE1/9.39000 12/12/25-9Y* CME | 1 | 0 | -1 | 0.00% | $22.91K |
| 31750S4Q5 PIMCO CDSOPT CALL USD 0.525 20260218 | -25,100,000 | 0 | 25,100,000 | 0.00% | $37.47K |
| OIS MXN TIIE1+24/9.4300 12/25/25-9Y* CME | 1 | 0 | -1 | 0.00% | $41.35K |
| IRS ZAR 7.20500 08/26/25-6Y* CME | 1 | 0 | -1 | 0.00% | $55.73K |
| OIS MXN TIIE1/9.00000 12/24/24-4Y* CME | 1 | 0 | -1 | 0.00% | $74.31K |
| 31750S3C7 PIMCO CDSOPT CALL USD 0.525 20260121 | -38,260,000 | 0 | 38,260,000 | 0.00% | $81.14K |
| FUT. EURO-BUND EUX MAR26 | 115 | 0 | -115 | 0.00% | $239.05K |
| SWOP CDX IG45 (V1 ONLY) 5Y SP | 1 | 0 | -1 | 0.00% | $346.53K |
| FNCL 2 1/26 | -9,060,000 | 0 | 9,060,000 | 0.00% | $7.33M |
| Uniform Mortgage-Backed Security, TBA | -12,840,000 | 0 | 12,840,000 | 0.00% | $10.85M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 30YR TBA FEB | -12,200,000 | 0 | 12,200,000 | 0.00% | $10.95M |
| FNCL 3.5 2/26 | -25,370,000 | 0 | 25,370,000 | 0.00% | $23.38M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| TITULOS DE TESORERIA BONDS 01/35 11.75 | 3,642,700,000 | 17,740,000,000 | 14,097,300,000 | 0.67% | $3.50M |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7 | 7,300,000 | 8,600,000 | 1,300,000 | 0.41% | $229.51K |
| REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875 | 35,200,000 | 36,900,000 | 1,700,000 | 0.32% | -$75.10K |
| RFR USD SOFR/4.11000 08/25/27-30Y LCH | 1 | 25,300,001 | 25,300,000 | 0.23% | $1.54M |
| BONOS TESORERIA PESOS BONDS 144A REGS 10/29 5.8 | 390,000,000 | 475,000,000 | 85,000,000 | 0.08% | $71.56K |
| RFR USD SOFR/4.52000 08/15/35-10Y LCH | 0 | 5,400,000 | 5,400,000 | 0.05% | $299.08K |
| 31750S7L3 PIMCO CDSOPT PUT USD 0.65 20260520 | 62,300,000 | 77,300,000 | 15,000,000 | 0.02% | $60.24K |
| RFR USD SOFR/4.09300 01/06/27-1Y LCH | 0 | 91,100,000 | 91,100,000 | 0.02% | $139.29K |
| RFR USD SOFR/4.65600 08/22/35-10Y LCH | 0 | 1,300,000 | 1,300,000 | 0.01% | $73.66K |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 11 2A2 | 82,603 | 82,613 | 10 | 0.00% | -$385 |
| Countrywide Alternative Loan Trust 2007-24 | 99,682 | 100,407 | 724 | 0.00% | -$498 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 1,655 | 1,671 | 16 | 0.00% | $153 |
| RFR USD SOFR/3.74200 03/26/26-7Y LCH | 0 | 1 | 1 | 0.00% | $7.63K |
| RFR USD SOFR/3.32500 08/18/26-10Y LCH | 0 | 700,000 | 700,000 | 0.00% | $1.79K |
| RFR USD SOFR/5.00000 04/01/26-7Y LCH | 0 | 1 | 1 | 0.00% | -$243 |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US ULTRA BOND CBT Sep25 | 119,072,967 | 61,202,391 | -57,870,576 | 10.59% | $90.99M |
| FN 190445 | 20,849,497 | 17,781,910 | -3,067,587 | 2.79% | -$3.28M |
| FREDDIE MAC FHR 5580 FC | 6,359,732 | 5,728,784 | -630,948 | 0.87% | -$659.07K |
| FREDDIE MAC FHR 5565 FC | 5,486,821 | 5,298,633 | -188,187 | 0.81% | -$160.81K |
| FREDDIE MAC FHR 5575 FC | 4,702,431 | 4,248,258 | -454,174 | 0.65% | -$448.66K |
| TITULOS DE TESORERIA BONDS 08/29 11 | 17,875,600,000 | 14,681,300,000 | -3,194,300,000 | 0.56% | -$772.19K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR1 1A1A | 3,993,266 | 3,915,749 | -77,517 | 0.54% | -$78.12K |
| COUNTRYWIDE PARTNERSHIP TRUST CPT 2004 EC1 M1 | 2,940,407 | 2,868,381 | -72,026 | 0.43% | -$64.36K |
| UMBS | 2,323,471 | 2,313,869 | -9,601 | 0.34% | -$34.72K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR11 A1A | 2,278,389 | 2,237,826 | -40,563 | 0.32% | -$148.62K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 25-124 HF SOFR30A+115 07/20/2055 | 2,254,830 | 2,027,170 | -227,660 | 0.31% | -$222.91K |
| FREDDIE MAC POOL UMBS P#SL2468 5.50000000 | 2,048,298 | 1,996,116 | -52,182 | 0.31% | -$66.36K |
| AVON FINANCE AVON 4A A 144A | 1,568,187 | 1,487,942 | -80,245 | 0.30% | -$145.67K |
| FNMA, Series 2025-16, Class FM | 2,189,537 | 1,934,050 | -255,488 | 0.29% | -$251.96K |
| LUMINENT MORTGAGE TRUST LUM 2006 3 22A1 | 3,035,851 | 2,959,198 | -76,653 | 0.29% | -$70.96K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 NC2 A2B | 2,474,144 | 2,441,395 | -32,749 | 0.29% | -$36.94K |
| NOMURA RESECURITIZATION TRUST NMRR 2018 1R 1A1 144A | 1,991,577 | 1,924,381 | -67,196 | 0.28% | -$66.31K |
| Freddie Mac REMICS | 2,018,275 | 1,827,040 | -191,235 | 0.28% | -$185.10K |
| FN MA5420 | 1,935,261 | 1,801,276 | -133,985 | 0.27% | -$151.86K |
| FNMA POOL CB9479 FN 11/54 FIXED 5.5 | 1,692,235 | 1,650,781 | -41,454 | 0.26% | -$55.44K |
| PK ALIFT LOAN FUNDING PKAIR 2024 2 A 144A | 1,747,580 | 1,634,830 | -112,750 | 0.25% | -$115.13K |
| Option One Mortgage Loan Trust, Series 2006-1, Class M1 | 1,723,224 | 1,637,964 | -85,260 | 0.24% | -$78.88K |
| SLM STUDENT LOAN TRUST SLMA 2010 C A5 144A | 1,456,720 | 1,402,098 | -54,622 | 0.22% | -$60.82K |
| FED HM LN PC POOL RA9796 FR 09/53 FIXED 4.5 | 1,404,326 | 1,393,731 | -10,595 | 0.20% | -$25.28K |
| FNMA POOL CB8355 FN 04/54 FIXED 6.5 | 1,388,022 | 1,286,961 | -101,061 | 0.20% | -$107.81K |
| FREDDIE MAC REMICS SER 5513 CL MF V/R 5.01180000 | 1,459,922 | 1,299,803 | -160,119 | 0.20% | -$157.84K |
| HSI ASSET SECURITIZATION CORPO HASC 2005 I1 1A | 1,415,413 | 1,366,021 | -49,392 | 0.20% | -$44.40K |
| FREDDIE MAC POOL UMBS P#SL2469 5.50000000 | 1,268,201 | 1,246,464 | -21,737 | 0.19% | -$33.26K |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER Q034 CL APT2 V/R 2.90299700 | 1,271,368 | 1,211,541 | -59,827 | 0.18% | -$60.55K |
| Lendbuzz Securitization Trust, Series 2023-3A, Class A2 | 1,393,798 | 1,134,816 | -258,982 | 0.17% | -$265.66K |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 KS11 M3 | 1,202,539 | 1,149,133 | -53,406 | 0.17% | -$52.87K |
| FED HM LN PC POOL RJ0136 FR 12/53 FIXED 4.5 | 1,172,111 | 1,167,211 | -4,900 | 0.17% | -$17.57K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO10 A1 | 1,270,330 | 1,230,817 | -39,513 | 0.17% | -$35.46K |
| SMB Private Education Loan Trust, Series 2021-A, Class A2A1 | 1,203,246 | 1,135,800 | -67,446 | 0.17% | -$66.64K |
| FREDDIE MAC POOL UMBS P#RJ4826 5.50000000 | 1,061,421 | 1,040,100 | -21,322 | 0.16% | -$30.78K |
| CSMC Trust | 1,216,111 | 1,176,212 | -39,900 | 0.16% | -$42.60K |
| ARCLO 2022-FL1 A SOFR30A+145 01/15/2037 144A | 1,292,621 | 1,031,304 | -261,317 | 0.16% | -$267.06K |
| FNMA POOL FS2661 FN 07/52 FIXED VAR | 1,072,898 | 1,045,729 | -27,170 | 0.15% | -$43.34K |
| FNMA, Series 2024-77, Class FM | 1,192,581 | 992,668 | -199,913 | 0.15% | -$199.35K |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-A SMB 2021-A APT1 | 1,132,046 | 1,068,591 | -63,455 | 0.15% | -$55.89K |
| FG G18659 | 1,065,339 | 997,905 | -67,434 | 0.15% | -$71.72K |
| TRTX Issuer Ltd., Series 2022-FL5, Class A | 1,125,288 | 968,229 | -157,059 | 0.15% | -$152.61K |
| VERUS SECURITIZATION TRUST VERUS 2023 INV2 A1 144A | 1,034,399 | 961,639 | -72,760 | 0.15% | -$76.99K |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM9 A1 144A | 987,883 | 921,784 | -66,099 | 0.14% | -$71.49K |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2007 FF2 A1 | 1,715,988 | 1,698,363 | -17,626 | 0.14% | $5.24K |
| SAGB 7 02/28/31 R213 | 53,350,000 | 16,340,000 | -37,010,000 | 0.14% | -$2.25M |
| VERUS SECURITIZATION TRUST VERUS 2022 2 A1 144A | 906,570 | 877,648 | -28,922 | 0.13% | -$29.15K |
| MFRA TRUST MFRA 2023 INV2 A1 144A | 836,580 | 808,865 | -27,716 | 0.12% | -$31.22K |
| GSAMP TRUST GSAMP 2007 FM2 A2B | 1,338,276 | 1,311,579 | -26,697 | 0.12% | -$21.57K |
| CREDIT BASED ASSET SERVICING A CBASS 2006 CB3 AV4 | 878,557 | 855,780 | -22,778 | 0.12% | -$23.36K |
| SMB Private Education Loan Trust, Series 2024-D, Class A1B | 824,612 | 782,215 | -42,397 | 0.12% | -$37.36K |
| FREDDIE MAC POOL UMBS P#RJ4828 5.50000000 | 769,686 | 756,990 | -12,696 | 0.12% | -$19.12K |
| FREDDIE MAC FHR 4079 WZ | 813,904 | 798,224 | -15,680 | 0.11% | -$22.20K |
| NSLT 2021-CA AFL 144A FRN 04-20-62 | 811,969 | 744,682 | -67,287 | 0.11% | -$68.98K |
| Ellington Loan Acquisition Trust, Series 2007-1, Class A1 | 840,755 | 750,590 | -90,165 | 0.11% | -$88.74K |
| Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2005-W3 | 899,356 | 741,882 | -157,475 | 0.11% | -$152.85K |
| ASSET BACKED SECURITIES CORP H ABSHE 2004 HE3 M1 | 680,385 | 673,760 | -6,625 | 0.11% | -$2.94K |
| NRZT 2018-RPL1 A1 144A FRN 12-25-57 | 759,307 | 727,220 | -32,088 | 0.11% | -$34.18K |
| VERUS SECURITIZATION TRUST VERUS 2023 6 A1 144A | 819,914 | 704,911 | -115,002 | 0.11% | -$119.01K |
| GSAMP TRUST GSAMP 2007 NC1 A1 | 1,272,450 | 1,259,049 | -13,401 | 0.10% | -$14.43K |
| FN MA3442 | 700,952 | 685,628 | -15,324 | 0.10% | -$19.57K |
| SPACE COAST CREDIT UNION SCCU 2023 1A A3 144A | 906,505 | 616,656 | -289,849 | 0.09% | -$293.29K |
| Merrill Lynch Mortgage Investors Trust Series 2007-HE2 | 2,245,221 | 2,225,329 | -19,892 | 0.09% | -$17.51K |
| FREDDIE MAC REMICS SER 5480 CL FG V/R 5.02419000 | 679,308 | 607,082 | -72,226 | 0.09% | -$70.29K |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 1 A5 | 652,365 | 622,897 | -29,468 | 0.09% | -$30.07K |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OA3 2A | 628,816 | 618,756 | -10,060 | 0.09% | -$6.58K |
| VERUS SECURITIZATION TRUST VERUS 2023 4 A1 144A | 636,909 | 568,227 | -68,682 | 0.09% | -$70.28K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA18 A1 | 613,737 | 609,924 | -3,814 | 0.08% | -$1.44K |
| CAIRN CLO BV CRNCL 2016 7A A1R 144A | 606,897 | 480,717 | -126,180 | 0.08% | -$157.30K |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR14 1A3A | 572,771 | 561,981 | -10,790 | 0.08% | -$8.97K |
| GLS Auto Select Receivables Trust, Series 2023-1A, Class A3 | 716,293 | 530,407 | -185,886 | 0.08% | -$188.35K |
| VERUS SECURITIZATION TRUST VERUS 2023 5 A1 144A | 582,768 | 526,730 | -56,038 | 0.08% | -$58.33K |
| Freddie Mac REMICS | 545,689 | 521,470 | -24,219 | 0.08% | -$23.21K |
| REPUBLIC OF COLOMBIA SR UNSECURED 11/54 8.375 | 800,000 | 500,000 | -300,000 | 0.08% | -$333.06K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL2 A1 144A | 752,110 | 740,563 | -11,547 | 0.08% | -$9.23K |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3B | 2,118,501 | 2,101,973 | -16,528 | 0.07% | -$11.58K |
| CARLYLE EURO CLO CGMSE 2019 2A A1R 144A | 716,024 | 420,008 | -296,016 | 0.07% | -$356.53K |
| CSMC 2010-16 B9 | 539,347 | 525,917 | -13,430 | 0.07% | -$17.38K |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 8 A 144A | 599,803 | 463,573 | -136,230 | 0.07% | -$137.31K |
| REPUBLIC OF ECUADOR SR UNSECURED REGS 07/30 0.0000 | 600,000 | 540,000 | -60,000 | 0.07% | -$61.54K |
| JUBILEE CDO BV JUBIL 2016 17A A2RR 144A | 617,970 | 377,984 | -239,986 | 0.07% | -$289.17K |
| Bear Stearns Asset Backed Securities I Trust 2007-HE6 | 478,595 | 473,335 | -5,259 | 0.07% | -$6.21K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR1 A1B | 441,212 | 423,656 | -17,556 | 0.06% | -$17.55K |
| FED HM LN PC POOL QZ5154 FR 10/55 FIXED 6 | 395,544 | 394,149 | -1,395 | 0.06% | -$3.97K |
| Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-RAMP1 | 466,153 | 454,155 | -11,998 | 0.06% | -$10.14K |
| Government National Mortgage Association | 409,806 | 391,832 | -17,975 | 0.06% | -$15.29K |
| FED HM LN PC POOL QX9934 FR 04/55 FIXED 6.5 | 396,098 | 380,752 | -15,346 | 0.06% | -$17.50K |
| SoFi Professional Loan Program Trust, Series 2020-A, Class A2FX | 435,252 | 401,492 | -33,760 | 0.06% | -$33.17K |
| FREMONT HOME LOAN TRUST FHLT 2006 C 2A2 | 985,752 | 974,578 | -11,174 | 0.06% | -$10.62K |
| FNMA POOL FS8455 FN 08/53 FIXED VAR | 377,896 | 370,827 | -7,069 | 0.06% | -$10.65K |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF10 A5 | 402,059 | 397,551 | -4,508 | 0.06% | -$3.92K |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 H 4A1 | 416,373 | 410,850 | -5,523 | 0.06% | -$1.92K |
| MASTR Adjustable Rate Mortgages Trust 2004-13 | 385,482 | 372,287 | -13,194 | 0.06% | -$11.66K |
| WMALT 2006-AR1 A1A | 429,175 | 423,268 | -5,907 | 0.05% | -$4.36K |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 10 2A1 | 440,928 | 439,409 | -1,519 | 0.05% | $1.04K |
| BNPP AM EURO CLO BNPAM 2017 1A AR 144A | 343,845 | 292,536 | -51,309 | 0.05% | -$65.75K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 24CB A7 | 629,202 | 619,167 | -10,035 | 0.05% | -$4.69K |
| MORGAN STANLEY CAPITAL INC MSAC 2005 WMC6 M4 | 327,437 | 319,906 | -7,532 | 0.05% | -$7.36K |
| Bluemountain CLO XXX Ltd | 480,690 | 305,837 | -174,853 | 0.05% | -$175.12K |
| FN BH4101 | 326,843 | 321,215 | -5,627 | 0.05% | -$8.25K |
| FED HM LN PC POOL SL1540 FR 02/55 FIXED 5.5 | 307,916 | 290,714 | -17,202 | 0.05% | -$19.46K |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT5 2A3 | 379,209 | 373,757 | -5,452 | 0.04% | -$4.23K |
| SMB Private Education Loan Trust, Series 2023-C, Class A1B | 309,388 | 285,895 | -23,493 | 0.04% | -$23.78K |
| LEHMAN XS TRUST LXS 2006 GP4 3A5 | 269,984 | 267,373 | -2,612 | 0.04% | -$1.37K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A1 | 757,303 | 754,014 | -3,289 | 0.04% | -$17.10K |
| CPS AUTO TRUST CPS 2022 B D 144A | 739,136 | 280,988 | -458,148 | 0.04% | -$458.67K |
| FED HM LN PC POOL Q53756 FG 01/48 FIXED 4 | 296,334 | 290,200 | -6,134 | 0.04% | -$8.48K |
| Fremont Home Loan Trust, Series 2006-3, Class 2A3 | 906,076 | 900,912 | -5,164 | 0.04% | -$6.80K |
| Hertz Vehicle Financing LLC, Series 2023-1A, Class A | 500,000 | 250,000 | -250,000 | 0.04% | -$251.20K |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 1 1A | 270,261 | 249,456 | -20,805 | 0.04% | -$20.50K |
| NovaStar Mortgage Funding Trust Series 2007-2 | 259,379 | 239,698 | -19,681 | 0.04% | -$19.20K |
| CSAB MORTGAGE BACKED TRUST CSAB 2006 4 A6A | 1,789,362 | 1,778,141 | -11,221 | 0.04% | -$15.86K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J5 1A7 | 293,399 | 290,751 | -2,649 | 0.03% | -$4.58K |
| NOVASTAR MORTGAGE BACKED NOTES NMFT 2006 MTA1 1A1 | 614,536 | 610,770 | -3,766 | 0.03% | -$1.64K |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 1 M1 | 232,277 | 227,322 | -4,955 | 0.03% | -$4.64K |
| HarborView Mortgage Loan Trust, Series 2006-12, Class 1A1A | 262,024 | 258,616 | -3,409 | 0.03% | $3.80K |
| First Horizon Alternative Mortgage Securities Trust 2006-AA3 | 278,565 | 270,702 | -7,864 | 0.03% | -$4.49K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH8 A | 265,338 | 264,531 | -806 | 0.03% | -$130 |
| Countrywide Asset-Backed Certificates | 219,638 | 217,317 | -2,321 | 0.03% | -$1.88K |
| UNTD AIR 24-1 AA | 193,104 | 187,949 | -5,155 | 0.03% | -$7.05K |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2007 A 1A | 246,928 | 241,262 | -5,666 | 0.03% | -$4.05K |
| CWABS INC ASSET-BACKED CERTIFICATES SERIES 2007-12 SER 2007-12 CL 1A1 V/R REGD 4.80876000 | 206,083 | 190,965 | -15,118 | 0.03% | -$16.00K |
| FR SD8455 | 213,666 | 179,605 | -34,061 | 0.03% | -$36.26K |
| SPECIALTY UNDERWRITING + RESID SURF 2006 AB1 A4 | 204,990 | 187,173 | -17,817 | 0.03% | -$17.24K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 65CB 2A6 | 256,122 | 250,257 | -5,865 | 0.03% | -$7.35K |
| U.S. Treasury Bills | 1,572,000 | 172,000 | -1,400,000 | 0.03% | -$1.39M |
| FNMA POOL BJ2692 FN 04/48 FIXED 3.5 | 186,161 | 183,189 | -2,972 | 0.03% | -$4.29K |
| FN BH5752 | 183,651 | 180,866 | -2,785 | 0.03% | -$4.16K |
| Fremont Home Loan Trust, Series 2006-D, Class 1A1 | 278,694 | 275,155 | -3,540 | 0.02% | -$2.80K |
| IndyMac MBS, Inc. | 164,702 | 156,918 | -7,785 | 0.02% | -$7.14K |
| GSAA HOME EQUITY TRUST GSAA 2007 5 2A3A | 345,879 | 342,739 | -3,140 | 0.02% | -$2.13K |
| FN MA3305 | 152,331 | 149,679 | -2,652 | 0.02% | -$4.05K |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 1A A 144A | 158,835 | 137,996 | -20,839 | 0.02% | -$20.98K |
| FNMA POOL BN0508 FN 09/48 FIXED 3.5 | 154,532 | 147,813 | -6,719 | 0.02% | -$8.00K |
| NELNET STUDENT LOAN TRUST NSLT 2023 AA AFX 144A | 139,160 | 127,109 | -12,050 | 0.02% | -$13.49K |
| Nelnet Student Loan Trust, Series 2023-AA, Class AFL | 139,160 | 127,109 | -12,050 | 0.02% | -$12.38K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR14 1A3 | 134,459 | 130,246 | -4,213 | 0.02% | -$3.24K |
| MortgageIT Trust, Series 2005-5, Class A1 | 128,229 | 120,638 | -7,591 | 0.02% | -$7.41K |
| CitiMortgage Alternative Loan Trust Series 2007-A4 | 144,212 | 140,296 | -3,916 | 0.02% | -$3.74K |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 7 A1B | 458,870 | 457,070 | -1,800 | 0.02% | -$2.05K |
| RFMSI Series 2007-SA2 Trust | 131,710 | 126,957 | -4,752 | 0.02% | -$4.82K |
| GNMA II POOL MA2391 G2 11/44 FLOATING VAR | 105,681 | 104,885 | -797 | 0.02% | -$1.28K |
| Research-Driven Pagaya Motor Asset Trust IV | 127,657 | 107,103 | -20,555 | 0.02% | -$19.91K |
| FN BH9277 | 114,539 | 112,309 | -2,231 | 0.02% | -$3.06K |
| COUNTRYWIDE HOME LOANS CWHL 2006 19 1A7 | 226,734 | 224,745 | -1,989 | 0.02% | -$3.78K |
| Starwood Mortgage Residential Trust, Series 2020-3, Class A1 | 127,914 | 100,596 | -27,318 | 0.01% | -$26.50K |
| COUNTRYWIDE HOME LOANS CWHL 2006 20 1A21 | 221,890 | 220,390 | -1,500 | 0.01% | -$2.82K |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1 | 224,671 | 223,772 | -899 | 0.01% | -$1.57K |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2007 3 21A1 | 99,780 | 95,759 | -4,020 | 0.01% | -$3.81K |
| Chase Mortgage Finance Trust Series 2006-A1 | 103,113 | 100,697 | -2,416 | 0.01% | -$1.59K |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF12 A5 | 90,891 | 89,769 | -1,122 | 0.01% | -$973 |
| IMPAC CMB TRUST IMM 2004 10 1A1 | 85,832 | 82,795 | -3,038 | 0.01% | -$2.87K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY6 2A1 | 94,487 | 89,400 | -5,087 | 0.01% | -$3.90K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY6 2A3 | 90,165 | 86,512 | -3,653 | 0.01% | -$2.85K |
| LEHMAN MORTGAGE TRUST LMT 2006 7 1A2 | 169,304 | 167,996 | -1,309 | 0.01% | -$1.82K |
| GSAA HOME EQUITY TRUST GSAA 2006 10 AF4 | 335,036 | 333,899 | -1,137 | 0.01% | -$1.47K |
| FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2023 2 A2 144A | 179,738 | 70,930 | -108,808 | 0.01% | -$109.34K |
| FED HM LN PC POOL V85233 FG 03/49 FIXED 4 | 71,467 | 70,928 | -539 | 0.01% | -$1.06K |
| FNMA POOL AJ7522 FN 01/27 FIXED 3 | 96,109 | 67,607 | -28,502 | 0.01% | -$28.25K |
| GSAMP TRUST GSAMP 2007 NC1 A2B | 130,074 | 128,704 | -1,370 | 0.01% | -$1.16K |
| ILLINOIS ST-BABS | 65,385 | 58,846 | -6,538 | 0.01% | -$7.48K |
| BEAR STEARNS ALT A TRUST BALTA 2006 4 13A1 | 66,772 | 66,139 | -633 | 0.01% | -$396 |
| CENTEX HOME EQUITY CXHE 2004 B M1 | 61,064 | 58,924 | -2,140 | 0.01% | -$2.18K |
| GSAA Home Equity Trust, Series 2006-5, Class 2A1 | 184,312 | 183,099 | -1,213 | 0.01% | -$903 |
| MASTR ASSET SECURITIZATION TRU MASTR 2006 2 1A26 | 106,268 | 106,061 | -207 | 0.01% | -$716 |
| JP Morgan Mortgage Trust, Series 2008-R2, Class 1A1 | 59,370 | 57,302 | -2,068 | 0.01% | -$2.50K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2018 19 WF | 53,890 | 51,950 | -1,940 | 0.01% | -$1.88K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS4 3A2 | 62,566 | 60,712 | -1,854 | 0.01% | -$1.67K |
| RESIDENTIAL ASSET SECURITIES C RASC 2003 KS4 AIIB | 52,892 | 52,161 | -730 | 0.01% | -$661 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR2 A1A | 52,343 | 51,653 | -689 | 0.01% | -$475 |
| TPMT 2018-1 A1 144A FRN 01-25-58 | 86,735 | 47,872 | -38,863 | 0.01% | -$38.60K |
| SEQUOIA MORTGAGE TRUST SEMT 2007 1 4A1 | 69,447 | 67,485 | -1,962 | 0.01% | -$1.33K |
| FNMA POOL 905864 FN 11/36 FIXED 6 | 43,033 | 42,353 | -680 | 0.01% | -$1.07K |
| FNMA POOL BJ3928 FN 12/47 FIXED 3.5 | 47,591 | 47,067 | -524 | 0.01% | -$916 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR3 A1A | 47,587 | 47,243 | -344 | 0.01% | -$157 |
| FN MA3238 | 48,241 | 47,198 | -1,042 | 0.01% | -$1.46K |
| UPSTART STRUCTURED PASS THROUG USPTT 2022 2A A 144A | 63,207 | 42,456 | -20,751 | 0.01% | -$20.70K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 48T1 A2 | 78,594 | 78,594 | -0 | 0.01% | -$709 |
| Thornburg Mortgage Securities Trust, Series 2004-4, Class 3A | 47,335 | 41,654 | -5,681 | 0.01% | -$5.12K |
| NOMURA HOME EQUITY LOAN INC NHELI 2006 AF1 A1 | 239,472 | 238,876 | -595 | 0.01% | -$376 |
| FN MA3276 | 44,399 | 43,494 | -905 | 0.01% | -$1.22K |
| FNMA POOL BJ2758 FN 05/48 FIXED 3.5 | 44,762 | 43,063 | -1,698 | 0.01% | -$1.94K |
| Citigroup Mortgage Loan Trust, Series 2006-WF2, Class A1 | 82,873 | 81,819 | -1,054 | 0.01% | -$1.06K |
| FN MA3332 | 43,916 | 43,054 | -862 | 0.01% | -$1.31K |
| FNMA POOL BJ3965 FN 01/48 FIXED 3.5 | 43,066 | 42,655 | -411 | 0.01% | -$759 |
| FNMA POOL CA2028 FN 04/48 FIXED 3.5 | 43,547 | 39,848 | -3,700 | 0.01% | -$3.85K |
| Uniform Mortgage-Backed Securities | 39,529 | 38,817 | -712 | 0.01% | -$1.06K |
| FNMA POOL MA3414 FN 07/48 FIXED 3.5 | 38,792 | 37,830 | -962 | 0.01% | -$1.19K |
| FNMA POOL AL3681 FN 10/40 FIXED VAR | 33,973 | 32,708 | -1,265 | 0.01% | -$1.62K |
| FNMA POOL BJ3960 FN 01/48 FIXED 3.5 | 35,867 | 35,604 | -263 | 0.01% | -$517 |
| FNMA POOL BJ0163 FN 12/47 FIXED 3.5 | 34,645 | 34,376 | -268 | 0.00% | -$543 |
| FN MA3383 | 35,026 | 34,433 | -593 | 0.00% | -$828 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR14 A1 | 32,332 | 31,499 | -833 | 0.00% | -$655 |
| JP Morgan Mortgage Acquisition Trust 2006-CH2 | 44,516 | 30,753 | -13,763 | 0.00% | -$13.74K |
| FNMA POOL BJ9279 FN 02/48 FIXED 3.5 | 34,690 | 32,598 | -2,092 | 0.00% | -$2.21K |
| FNMA POOL BH2712 FN 04/47 FIXED 3.5 | 31,336 | 31,088 | -248 | 0.00% | -$509 |
| FNMA POOL BJ3996 FN 02/48 FIXED 3.5 | 31,762 | 30,086 | -1,676 | 0.00% | -$1.83K |
| Thornburg Mortgage Securities Trust, Series 2004-1, Class II2A | 29,093 | 28,077 | -1,016 | 0.00% | -$908 |
| FNMA POOL BJ3937 FN 01/48 FIXED 3.5 | 26,652 | 26,437 | -215 | 0.00% | -$406 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2005 1 1A4 | 23,577 | 22,219 | -1,358 | 0.00% | -$1.40K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS1 1A1 | 27,342 | 26,773 | -569 | 0.00% | -$581 |
| FNMA POOL 806513 FN 12/34 FLOATING VAR | 21,405 | 20,819 | -586 | 0.00% | -$646 |
| FNMA POOL AD0461 FN 09/36 FIXED VAR | 20,067 | 19,372 | -695 | 0.00% | -$794 |
| FNMA POOL BK1792 FN 03/48 FIXED 3.5 | 20,398 | 20,233 | -165 | 0.00% | -$309 |
| Structured Adjustable Rate Mortgage Loan Trust | 24,596 | 23,173 | -1,423 | 0.00% | -$1.01K |
| FNMA POOL BJ4012 FN 02/48 FIXED 3.5 | 19,533 | 19,360 | -172 | 0.00% | -$313 |
| FNMA ACES, Series 2020-M33, Class X2 | 388,544 | 387,998 | -546 | 0.00% | -$2.00K |
| FNMA POOL AU0949 FN 08/43 FIXED 3.5 | 19,141 | 18,460 | -681 | 0.00% | -$814 |
| GSPA MONETIZATION TRUST PASS THRU CE 144A 10/29 6.422 | 18,031 | 17,040 | -990 | 0.00% | -$1.10K |
| FNMA POOL AL3351 FN 04/41 FIXED VAR | 15,895 | 15,591 | -303 | 0.00% | -$459 |
| United States Small Business Administration, Series 2008-20H, Class 1 | 20,314 | 15,822 | -4,492 | 0.00% | -$4.70K |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 F1 2A6 | 52,562 | 52,393 | -169 | 0.00% | -$688 |
| FNMA POOL 910669 FN 02/37 FIXED 6 | 15,595 | 15,354 | -241 | 0.00% | -$421 |
| FED HM LN PC POOL G05737 FG 05/35 FIXED 6.5 | 15,695 | 14,930 | -765 | 0.00% | -$850 |
| FNMA POOL BJ3977 FN 01/48 FIXED 3.5 | 15,323 | 15,205 | -118 | 0.00% | -$235 |
| FNMA POOL BH5201 FN 09/47 FIXED 3.5 | 14,881 | 14,750 | -131 | 0.00% | -$263 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR12 1A6 | 15,331 | 14,600 | -731 | 0.00% | -$613 |
| FNMA POOL AL2935 FN 02/43 FIXED VAR | 14,623 | 14,118 | -506 | 0.00% | -$670 |
| FNMA POOL 902066 FN 12/36 FIXED 6 | 12,577 | 12,382 | -195 | 0.00% | -$341 |
| Structured Adjustable Rate Mortgage Loan Trust Series 2005-17 | 24,940 | 24,879 | -61 | 0.00% | -$116 |
| FNMA POOL 908098 FN 12/36 FIXED 6 | 11,450 | 11,265 | -185 | 0.00% | -$466 |
| FREMONT HOME LOAN TRUST FHLT 2005 A M3 | 18,777 | 10,757 | -8,019 | 0.00% | -$8.02K |
| BEAR STEARNS ALT A TRUST BALTA 2005 4 23A2 | 11,714 | 10,927 | -788 | 0.00% | -$678 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AP2 A5 | 22,514 | 22,176 | -338 | 0.00% | -$335 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 A1A1 | 9,861 | 9,519 | -342 | 0.00% | -$313 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH7 1A1 | 10,481 | 8,886 | -1,595 | 0.00% | -$1.55K |
| CMLTI 2007-10 22AA 9/37 | 8,464 | 8,382 | -82 | 0.00% | $3 |
| FNMA POOL AE0245 FN 12/38 FIXED VAR | 6,980 | 6,802 | -178 | 0.00% | -$248 |
| FNMA POOL 907746 FN 01/37 FIXED 6 | 9,223 | 6,745 | -2,478 | 0.00% | -$2.65K |
| FN MA2994 | 7,494 | 7,315 | -180 | 0.00% | -$238 |
| FNMA POOL 970853 FN 12/38 FIXED 6 | 6,298 | 6,035 | -263 | 0.00% | -$326 |
| FNMA POOL BJ2553 FN 12/47 FIXED 3.5 | 6,656 | 6,593 | -63 | 0.00% | -$118 |
| FNMA POOL 917555 FN 04/37 FIXED 6 | 5,564 | 5,480 | -84 | 0.00% | -$137 |
| FNMA POOL BJ0179 FN 01/48 FIXED 3.5 | 6,164 | 6,109 | -54 | 0.00% | -$97 |
| MLCC MORTGAGE INVESTORS INC MLCC 2005 1 2A2 | 6,204 | 6,085 | -119 | 0.00% | -$80 |
| FN BH9215 | 5,983 | 5,859 | -124 | 0.00% | -$167 |
| FNMA POOL BJ3934 FN 12/47 FIXED 3.5 | 5,833 | 5,743 | -90 | 0.00% | -$136 |
| FNMA POOL 906311 FN 01/37 FIXED 6 | 5,096 | 4,988 | -108 | 0.00% | -$155 |
| FNMA POOL 776488 FN 03/34 FLOATING VAR | 5,245 | 4,933 | -312 | 0.00% | -$332 |
| FNMA POOL 917129 FN 06/37 FIXED 6 | 4,870 | 4,774 | -96 | 0.00% | -$216 |
| JP Morgan Mortgage Trust, Series 2005-S3, Class 1A2 | 10,917 | 10,902 | -15 | 0.00% | -$49 |
| FNMA POOL BJ4581 FN 02/48 FIXED 3.5 | 3,742 | 3,570 | -172 | 0.00% | -$191 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR12 2A1 | 2,765 | 2,725 | -41 | 0.00% | -$23 |
| FNMA POOL 745822 FN 09/36 FIXED VAR | 2,433 | 2,276 | -156 | 0.00% | -$185 |
| FNMA POOL 908588 FN 02/37 FIXED 6 | 2,349 | 2,095 | -254 | 0.00% | -$275 |
| FNMA POOL 916326 FN 04/37 FIXED 6 | 2,105 | 2,069 | -37 | 0.00% | -$63 |
| FNMA POOL BJ8558 FN 03/48 FIXED 3.5 | 2,210 | 2,189 | -22 | 0.00% | -$38 |
| UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2008-20C 1 | 2,524 | 1,988 | -536 | 0.00% | -$553 |
| FNMA POOL 893641 FN 09/36 FIXED 6 | 1,226 | 1,197 | -28 | 0.00% | -$40 |
| MLCC MORTGAGE INVESTORS INC MLCC 2006 1 2A1 | 981 | 980 | -1 | 0.00% | $5 |
| FNMA POOL BJ3970 FN 01/48 FIXED 3.5 | 1,001 | 976 | -25 | 0.00% | -$38 |
| FNMA POOL 870821 FN 10/36 FIXED 6 | 717 | 706 | -12 | 0.00% | -$18 |
| FNMA POOL 902110 FN 10/36 FIXED 6 | 597 | 588 | -10 | 0.00% | -$14 |
| FNMA POOL 970785 FN 11/38 FIXED 6 | 321 | 317 | -4 | 0.00% | -$7 |
| Thornburg Mortgage Securities Trust | 268 | 260 | -7 | 0.00% | -$7 |
| FNMA POOL 898930 FN 08/36 FIXED 6 | 243 | 238 | -4 | 0.00% | -$7 |
| FNMA POOL 900134 FN 09/36 FIXED 6 | 116 | 114 | -2 | 0.00% | -$3 |
| FNMA POOL 892612 FN 09/36 FIXED 6 | 60 | 56 | -4 | 0.00% | -$4 |
| FNMA POOL 894959 FN 08/36 FIXED 6 | 48 | 47 | -1 | 0.00% | -$1 |
| RFR USD SOFR/3.64600 04/17/26-7Y LCH | 0 | -600,000 | -600,000 | 0.00% | -$25.58K |
| RFR USD SOFR/3.67400 04/29/26-7Y LCH | 0 | -300,000 | -300,000 | -0.01% | -$39.76K |
| 31750S949 PIMCO CDSOPT CALL USD 0.5 20260520 | -70,200,000 | -97,700,000 | -27,500,000 | -0.01% | $74.96K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 | 34,600,000 | 34,600,000 | 0 | 1.57% | -$710.73K |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CH1 M5 | 6,824,000 | 6,824,000 | 0 | 1.01% | $6.22K |
| US TREASURY N/B | 6,000,000 | 6,000,000 | 0 | 0.91% | -$54.49K |
| RFR USD SOFR/1.75000 06/15/22-10Y LCH | 1 | 1 | 0 | 0.87% | $335.27K |
| US TREASURY N/B | 5,700,000 | 5,700,000 | 0 | 0.84% | -$68.47K |
| RFR USD SOFR/1.75000 06/15/22-30Y LCH | 1 | 1 | 0 | 0.79% | -$6.09K |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 KS12 M4 | 5,075,000 | 5,075,000 | 0 | 0.74% | -$6.80K |
| STWD Ltd., Series 2022-FL3, Class AS | 4,300,000 | 4,300,000 | 0 | 0.65% | -$22.06K |
| PARK PLACE SECURITIES INC PPSI 2004 WHQ2 M5 | 4,155,173 | 4,155,173 | 0 | 0.59% | $581 |
| Aegis Asset Backed Securities Trust 2005-3 | 4,370,000 | 4,370,000 | 0 | 0.59% | $8.33K |
| REPUBLIC OF SOUTH AFRICA BONDS 03/36 6.25 | 63,750,000 | 63,750,000 | 0 | 0.46% | -$263.13K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH4 M3 | 3,100,000 | 3,100,000 | 0 | 0.45% | $865 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 AS 144A | 2,700,000 | 2,700,000 | 0 | 0.41% | $3.15K |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE6 1A2 | 3,000,000 | 3,000,000 | 0 | 0.40% | -$26.20K |
| WELLS FARGO + COMPANY WELLS FARGO + COMPANY | 2,200,000 | 2,200,000 | 0 | 0.39% | -$89.63K |
| Atlas Senior Loan Fund XIV | 2,500,000 | 2,500,000 | 0 | 0.38% | -$4.56K |
| CDX ITRAXX XOV44 5Y 35-100% SP MYC | 5 | 5 | 0 | 0.38% | -$441.40K |
| REPUBLIC OF PERU SR UNSECURED REGS 08/34 5.4 | 8,600,000 | 8,600,000 | 0 | 0.36% | -$205.32K |
| ATRIUM HOTEL PORTFOLIO TRUST AHPT 2017 ATRM B 144A | 2,300,000 | 2,300,000 | 0 | 0.34% | $5.61K |
| HERTZ VEHICLE FINANCING LLC HERTZ 2024 1A A 144A | 2,200,000 | 2,200,000 | 0 | 0.34% | -$15.50K |
| ARBOUR CLO ARBR 7A AR 144A | 1,900,000 | 1,900,000 | 0 | 0.33% | -$37.72K |
| Eagle Funding LuxCo S.a.r.l. | 2,100,000 | 2,100,000 | 0 | 0.32% | -$28.01K |
| NAVESINK CLO, LIMITED NAVS 2024 2A A1R 144A | 2,000,000 | 2,000,000 | 0 | 0.30% | $92 |
| PACIFIC GAS&ELEC | 2,118,000 | 2,118,000 | 0 | 0.29% | -$10.07K |
| ATHENE GLOBAL FU | 1,800,000 | 1,800,000 | 0 | 0.27% | -$32.40K |
| 317UA5IA9 PIMCO FPPSWAPTION 3.1625 PUT USD | 284,300,000 | 284,300,000 | 0 | 0.27% | $443.65K |
| RPLDCI 6.581 05/30/49 144A | 1,700,000 | 1,700,000 | 0 | 0.26% | -$48.41K |
| RFR USD SOFR/3.50000 12/18/24-30Y LCH | 1 | 1 | 0 | 0.25% | -$53.04K |
| LRECS 2025 CRE1 LLC LRECS 2025 CRE1 A 144A | 1,500,000 | 1,500,000 | 0 | 0.23% | -$5.44K |
| SAXON ASSET SECURITIES TRUST SAST 2006 2 M2 | 1,700,000 | 1,700,000 | 0 | 0.22% | $4.37K |
| Elmwood CLO 15 Ltd., Series 2022-2A, Class A1R | 1,450,000 | 1,450,000 | 0 | 0.22% | $118 |
| JAPAN (30 YEAR ISSUE) BONDS 03/55 2.4 | 290,000,000 | 290,000,000 | 0 | 0.21% | -$103.19K |
| HSBC HOLDINGS | 1,569,000 | 1,569,000 | 0 | 0.21% | -$11.99K |
| NOMURA HOLDINGS | 1,491,000 | 1,491,000 | 0 | 0.21% | -$15.57K |
| SECURITIZED ASSET BACKED RECEI SABR 2005 OP2 M3 | 1,509,000 | 1,509,000 | 0 | 0.20% | $4.66K |
| CGMS 2020-2A A1R2 1/35 | 1,350,000 | 1,350,000 | 0 | 0.20% | -$2.66K |
| CITIGROUP MORTGAGE LOAN TRUST INC SER 2005-HE3 CL M4 V/R REGD 4.74621000 | 1,370,000 | 1,370,000 | 0 | 0.20% | $966 |
| US TREASURY N/B | 1,500,000 | 1,500,000 | 0 | 0.20% | -$16.17K |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2023-7A CL A REGD 144A P/P 5.90000000 | 1,300,000 | 1,300,000 | 0 | 0.20% | -$7.63K |
| TOWD POINT MORTGAGE TRUST TPMT 2017 6 B1 144A | 1,479,000 | 1,479,000 | 0 | 0.19% | $8.98K |
| PARK PLACE SECURITIES INC PPSI 2005 WCW2 M4 | 1,400,000 | 1,400,000 | 0 | 0.19% | -$5.04K |
| GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A B1R 144A | 1,200,000 | 1,200,000 | 0 | 0.18% | -$1.64K |
| BARINGS EURO CLO DAC BABSE 2025 1A A 144A | 1,000,000 | 1,000,000 | 0 | 0.17% | -$21.57K |
| Atlas Senior Loan Fund XVI Ltd., Series 2021-16A, Class AR | 1,100,000 | 1,100,000 | 0 | 0.17% | $711 |
| WHETSTONE PARK CLO LTD WHTPK 2021 1A A1R 144A | 1,100,000 | 1,100,000 | 0 | 0.17% | -$552 |
| ARES STRATEGIC I | 1,100,000 | 1,100,000 | 0 | 0.16% | -$20.91K |
| TITULOS DE TESORERIA BONDS 11/40 12.75 | 3,860,500,000 | 3,860,500,000 | 0 | 0.15% | $20.92K |
| 317UA5JA8 PIMCO FPPSWAPTION 3.1625 CALL USD | 284,300,000 | 284,300,000 | 0 | 0.15% | $41.11K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 HE2 M3 | 1,000,000 | 1,000,000 | 0 | 0.14% | -$730 |
| ROMANIA SR UNSECURED REGS 07/39 6.75 | 800,000 | 800,000 | 0 | 0.14% | -$56.00K |
| KKR FINANCIAL CLO LTD KKR 16 A1R3 144A | 900,000 | 900,000 | 0 | 0.14% | $617 |
| TITULOS DE TESORERIA BONDS 02/33 13.25 | 3,341,700,000 | 3,341,700,000 | 0 | 0.14% | -$623 |
| US TREASURY N/B | 1,000,000 | 1,000,000 | 0 | 0.13% | -$8.28K |
| REPUBLIC OF SOUTH AFRICA BONDS 01/30 8 | 14,500,000 | 14,500,000 | 0 | 0.13% | -$47.76K |
| SOUTHERN CAL ED | 800,000 | 800,000 | 0 | 0.12% | -$6.36K |
| FORD MOTOR CRED | 800,000 | 800,000 | 0 | 0.12% | -$5.70K |
| GreenSky Home Improvement Trust, Series 2024-1, Class A3 | 700,000 | 700,000 | 0 | 0.11% | -$6.49K |
| EGYPT GOVERNMENT BOND BONDS 03/28 21.954 | 36,400,000 | 36,400,000 | 0 | 0.10% | -$112.15K |
| FANNIE MAE FNR 2010 99 CL | 649,000 | 649,000 | 0 | 0.10% | -$6.63K |
| IVORY COAST SR UNSECURED REGS 03/48 6.625 | 600,000 | 600,000 | 0 | 0.09% | -$40.04K |
| DUBAEE 3.375 03/20/28 144A | 600,000 | 600,000 | 0 | 0.09% | -$6.93K |
| GROSVENOR PLACE CLO BV GROSV 2025 4A A 144A | 500,000 | 500,000 | 0 | 0.09% | -$9.69K |
| CORDATUS CLO PLC CORDA 12A ARR 144A | 500,000 | 500,000 | 0 | 0.09% | -$10.45K |
| RFR USD SOFR/3.00000 06/21/23-7Y LCH | 1 | 1 | 0 | 0.09% | $131.09K |
| 317U9Y7A0 PIMCO FPPSWAPTION 4.485 PUT USD | 8,900,000 | 8,900,000 | 0 | 0.08% | -$285 |
| RFR USD SOFR/3.50000 06/21/23-10Y LCH | 1 | 1 | 0 | 0.08% | $63.80K |
| REPUBLIC OF SOUTH AFRICA BONDS 01/37 8.5 | 9,100,000 | 9,100,000 | 0 | 0.08% | -$43.63K |
| UNITED MEXICAN | 500,000 | 500,000 | 0 | 0.08% | -$11.90K |
| SYMPHONY CLO LTD SYMP 2025 52A AR 144A | 500,000 | 500,000 | 0 | 0.08% | -$38 |
| 317U9Y8A9 PIMCO FPPSWAPTION 4.485 CALL USD | 8,900,000 | 8,900,000 | 0 | 0.07% | $51.10K |
| PETRPE 5.625 06/19/47 REGS | 600,000 | 600,000 | 0 | 0.06% | $39.54K |
| REPUBLIC OF SOUTH AFRICA BONDS 03/32 8.25 | 7,300,000 | 7,300,000 | 0 | 0.06% | -$30.98K |
| TURKIYE GOVERNMENT BOND BONDS 05/28 VAR | 18,700,000 | 18,700,000 | 0 | 0.06% | -$15.98K |
| RFR USD SOFR/3.75000 09/17/25-10Y LCH | 2 | 2 | 0 | 0.06% | $251.06K |
| REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95 | 1,281,000 | 1,281,000 | 0 | 0.06% | -$24.47K |
| GSAMP TRUST GSAMP 2006 HE8 A2D | 410,000 | 410,000 | 0 | 0.06% | $1.28K |
| QUERCUS II RE DAC UNSECURED 144A 01/31 VAR | 300,000 | 300,000 | 0 | 0.05% | -$5.84K |
| RFR USD SOFR/3.70000 02/20/24-25Y LCH | 1 | 1 | 0 | 0.05% | -$34.57K |
| 317UAAMA3 PIMCO FPPSWAPTION 4.11 PUT USD | 5,000,000 | 5,000,000 | 0 | 0.05% | -$37.54K |
| HEALTHCARE RLTY HLDGS LP COMPANY GUAR 03/30 2.4 | 346,000 | 346,000 | 0 | 0.05% | $1.09K |
| 317UA48A3 PIMCO FPPSWAPTION 4.628 CALL USD | 5,600,000 | 5,600,000 | 0 | 0.05% | $32.84K |
| FORD MOTOR CRED | 300,000 | 300,000 | 0 | 0.05% | -$3.17K |
| ANCHORAGE CR FDG 13 LTD / LLC A1 2.875% 07/27/2039 144A | 300,000 | 300,000 | 0 | 0.04% | -$1.75K |
| INTEGRITY RE III UNSECURED 144A 06/28 VAR | 250,000 | 250,000 | 0 | 0.04% | -$4.12K |
| GREENGROVE RE LTD UNSECURED 144A 04/32 VAR | 250,000 | 250,000 | 0 | 0.04% | -$1.00K |
| GOLDEN BEAR RE LTD UNSECURED 144A 01/29 VAR | 250,000 | 250,000 | 0 | 0.04% | $4.34K |
| HESTIA RE LTD UNSECURED 144A 03/32 VAR | 250,000 | 250,000 | 0 | 0.04% | -$3.88K |
| SOUTHERN CAL ED | 400,000 | 400,000 | 0 | 0.04% | -$3.35K |
| PETROLEOS MEXICANOS SR UNSEC 6.35% 02-12-48 | 300,000 | 300,000 | 0 | 0.03% | -$5.91K |
| US TREASURY N/B | 218,000 | 218,000 | 0 | 0.03% | -$2.38K |
| RFR USD SOFR/3.75000 12/17/25-30Y LCH | 1 | 1 | 0 | 0.03% | -$13.75K |
| 317UAANA2 PIMCO FPPSWAPTION 4.11 CALL USD | 3,800,000 | 3,800,000 | 0 | 0.03% | $14.65K |
| CS AT1 CLAIMS US225401AL29 CREDIT SUISSE GROUP AG | 574,000 | 574,000 | 0 | 0.03% | $31.57K |
| FORD MOTOR CRED | 200,000 | 200,000 | 0 | 0.03% | -$812 |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SE SER 2019-FL12 CL A V/R REGD 144A P/P 5.45601000 | 190,749 | 190,749 | 0 | 0.03% | $145 |
| MMIFS RE LTD SECURED 144A 01/33 VAR | 250,000 | 250,000 | 0 | 0.03% | -$2.87K |
| CS AT1 CLAIMS US225436AA21 CREDIT SUISSE GROUP AG | 500,000 | 500,000 | 0 | 0.03% | $27.50K |
| State of Illinois, Series 3 | 142,308 | 142,308 | 0 | 0.02% | -$1.77K |
| SOUTH AFRICAN T BILLS BILLS 06/26 0.00000 | 2,500,000 | 2,500,000 | 0 | 0.02% | -$780 |
| OIS COP IBR/8.59000 09/02/25-4Y* CME | 1 | 1 | 0 | 0.02% | $7.50K |
| RFR GBP SONIO/4.50000 09/17/25-30Y LCH | 1 | 1 | 0 | 0.02% | $143.25K |
| 317UA83A9 PIMCO FPPSWAPTION 4.693 CALL USD | 2,000,000 | 2,000,000 | 0 | 0.02% | $11.83K |
| RFR USD SOFR/3.50000 12/20/23-7Y LCH | 1 | 1 | 0 | 0.02% | $145.24K |
| US TREASURY N/B | 110,000 | 110,000 | 0 | 0.02% | -$1.44K |
| 317UA82A0 PIMCO FPPSWAPTION 4.693 PUT USD | 2,000,000 | 2,000,000 | 0 | 0.02% | $113 |
| CS AT1 CLAIMS XS0989394589 CREDIT SUISSE GROUP AG | 300,000 | 300,000 | 0 | 0.02% | $16.50K |
| GLP CAP/FIN II | 100,000 | 100,000 | 0 | 0.01% | -$3.01K |
| 317UAOYA0 PIMCO SWAPTION 3.857 PUT USD 2026100 | 46,000,000 | 46,000,000 | 0 | 0.01% | $67.26K |
| 317U9ZDA0 PIMCO FPPSWAPTION 4.427 PUT USD | 1,300,000 | 1,300,000 | 0 | 0.01% | -$56 |
| 317UA0VA5 PIMCO FPPSWAPTION 4.485 PUT USD | 1,300,000 | 1,300,000 | 0 | 0.01% | -$30 |
| 317UA49A2 PIMCO FPPSWAPTION 4.628 PUT USD | 1,300,000 | 1,300,000 | 0 | 0.01% | $51 |
| 317UA0WA4 PIMCO FPPSWAPTION 4.485 CALL USD | 1,300,000 | 1,300,000 | 0 | 0.01% | $7.46K |
| 317UAMPA4 PIMCO SWAPTION 4.141 PUT USD 2026123 | 48,000,000 | 48,000,000 | 0 | 0.01% | $47.34K |
| 317U9ZEA9 PIMCO FPPSWAPTION 4.427 CALL USD | 1,300,000 | 1,300,000 | 0 | 0.01% | $7.40K |
| RFR USD SOFR/3.75000 06/20/24-10Y LCH | 1 | 1 | 0 | 0.01% | $64.99K |
| American Home Mortgage Assets Trust 2006-4 | 110,145 | 110,145 | 0 | 0.01% | $296 |
| 317U9YNA2 PIMCO SWAPTION 3.505 CALL USD 202608 | 11,300,000 | 11,300,000 | 0 | 0.01% | -$21.04K |
| RFR USD SOFR/3.98235 12/02/24-2Y* LCH | 1 | 1 | 0 | 0.01% | -$38.85K |
| CDX HY45 5Y ICE | 1 | 1 | 0 | 0.01% | -$50.25K |
| RFR USD SOFR/3.80740 03/01/24-4Y* LCH | 2 | 2 | 0 | 0.01% | $96.39K |
| 317U9YOA1 PIMCO SWAPTION 4.255 PUT USD 2026080 | 5,300,000 | 5,300,000 | 0 | 0.01% | -$4.64K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 13T1 A11 | 45,490 | 45,490 | 0 | 0.00% | -$321 |
| RFR USD SOFR/3.75000 12/17/25-10Y LCH | 1 | 1 | 0 | 0.00% | $10.52K |
| 31750RIL3 PIMCO FXVAN PUT USD ZAR 17.00000000 | -2,090,000 | -2,090,000 | 0 | 0.00% | $5.05K |
| 31750RIW9 PIMCO FXVAN CALL USD HKD 7.85000000 | 0 | 0 | 0 | 0.00% | $11.74K |
| 31750RI33 PIMCO FXVAN CALL USD HKD 7.85000000 | 0 | 0 | 0 | 0.00% | $11.58K |
| IRS EUR 2.52000 04/09/25-10Y LCH | 2 | 2 | 0 | 0.00% | $4.32K |
| RFR USD SOFR/4.07100 01/15/25-10Y LCH | 3 | 3 | 0 | 0.00% | -$1.90K |
| IRS EUR 2.40000 02/12/25-10Y LCH | 1 | 1 | 0 | 0.00% | $4.91K |
| IRS EUR 2.39000 10/01/24-10Y LCH | 1 | 1 | 0 | 0.00% | $2.30K |
| RFR USD SOFR/3.75000 12/18/24-10Y LCH | 1 | 1 | 0 | 0.00% | $10.40K |
| IRS EUR 2.45000 05/05/25-10Y LCH | 1 | 1 | 0 | 0.00% | $2.10K |
| IRS PLN 4.72250 12/01/30-5Y CME | 1 | 1 | 0 | 0.00% | $7.74K |
| IRS EUR 2.28000 03/04/25-5Y LCH | 1 | 1 | 0 | 0.00% | $8.02K |
| RFR USD SOFR/3.90000 01/08/25-10Y LCH | 5 | 5 | 0 | 0.00% | -$1.42K |
| RFR USD SOFR/4.09000 01/22/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$1.06K |
| IRS EUR 2.58000 08/29/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$563 |
| IRS EUR 2.53000 04/23/25-10Y LCH | 1 | 1 | 0 | 0.00% | $2.15K |
| IRS EUR 2.59000 08/19/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$592 |
| RFR GBP SONIO/3.70000 03/28/24-10Y LCH | 1 | 1 | 0 | 0.00% | $3.54K |
| IRS EUR 2.55000 04/16/25-10Y LCH | 1 | 1 | 0 | 0.00% | $2.17K |
| AVOLON HDGS | 5,000 | 5,000 | 0 | 0.00% | -$19 |
| TURKIYE GOVERNMENT BOND BONDS 05/26 VAR | 200,000 | 200,000 | 0 | 0.00% | -$184 |
| RFR USD SOFR/4.10000 01/21/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$726 |
| RFR USD SOFR/4.00000 06/20/24-2Y LCH | 1 | 1 | 0 | 0.00% | $17.29K |
| 317UAV0A1 PIMCO SWAPTION 3.26 CALL USD 2026042 | 5,000,000 | 5,000,000 | 0 | 0.00% | -$13.07K |
| RFR USD SOFR/4.01500 12/30/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$1.13K |
| RFR USD SOFR/3.93300 01/06/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$495 |
| IRS EUR 2.71000 08/06/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$363 |
| TURKIYE GOVERNMENT BOND BONDS 08/26 VAR | 100,000 | 100,000 | 0 | 0.00% | -$102 |
| RFR USD SOFR/3.88000 01/13/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$501 |
| IRS EUR 2.65000 01/08/24-10Y LCH | 1 | 1 | 0 | 0.00% | $2.38K |
| 317U9ZXA8 PIMCO SWAPTION 2.989 CALL USD 202608 | 1,000,000 | 1,000,000 | 0 | 0.00% | -$886 |
| CDX EM36 ICE | 1 | 1 | 0 | 0.00% | -$2.20K |
| 317UA1MA3 PIMCO SWAPTION 3.067 CALL USD 202608 | 700,000 | 700,000 | 0 | 0.00% | -$733 |
| IRS EUR 2.67000 04/03/24-10Y LCH | 1 | 1 | 0 | 0.00% | $2.44K |
| IRS EUR 2.35000 04/29/25-5Y LCH | 1 | 1 | 0 | 0.00% | $2.83K |
| 317UA10A7 PIMCO SWAPTION 3.0475 CALL USD 20260 | 700,000 | 700,000 | 0 | 0.00% | -$706 |
| 317UA1DA3 PIMCO SWAPTION 3.038 CALL USD 202608 | 700,000 | 700,000 | 0 | 0.00% | -$687 |
| 317UA0IA0 PIMCO SWAPTION 2.995 CALL USD 202608 | 700,000 | 700,000 | 0 | 0.00% | -$622 |
| 317U9Z8A6 PIMCO SWAPTION 2.972 CALL USD 202608 | 700,000 | 700,000 | 0 | 0.00% | -$595 |
| 317U9ZIA5 PIMCO SWAPTION 2.965 CALL USD 202608 | 700,000 | 700,000 | 0 | 0.00% | -$582 |
| IRS EUR 2.68000 08/07/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$141 |
| IRS EUR 2.40000 04/09/25-5Y LCH | 1 | 1 | 0 | 0.00% | $2.85K |
| IRS PLN 4.68500 12/02/30-5Y CME | 1 | 1 | 0 | 0.00% | $904 |
| INF SWAP US IT 2.4825 11/30/23-10Y LCH | 1 | 1 | 0 | 0.00% | $4.70K |
| IRS EUR 2.91000 12/29/23-10Y LCH | 1 | 1 | 0 | 0.00% | $2.52K |
| IRS PLN 4.73000 12/31/30-5Y CME | 1 | 1 | 0 | 0.00% | $447 |
| RFR GBP SONIO/4.32000 10/20/23-10Y LCH | 1 | 1 | 0 | 0.00% | -$8.29K |
| AMBAC ASSURANCE CORP SUBORDINATED 144A 12/99 5.1 | 19 | 19 | 0 | 0.00% | $0 |
| 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% | -$446 |
| RFR USD SOFR/3.89000 03/03/25-10Y LCH | 1 | 1 | 0 | 0.00% | $335 |
| IRS CZK 3.76000 11/01/24-10Y CME | 1 | 1 | 0 | 0.00% | -$688 |
| RFR USD SOFR/3.89900 03/11/25-10Y LCH | 1 | 1 | 0 | 0.00% | $492 |
| RFR USD SOFR/3.90750 03/04/25-10Y LCH | 1 | 1 | 0 | 0.00% | $486 |
| RFR USD SOFR/4.00000 02/26/25-10Y LCH | 1 | 1 | 0 | 0.00% | $322 |
| IRS EUR 3.06300 12/06/23-10Y LCH | 1 | 1 | 0 | 0.00% | $2.63K |
| RFR USD SOFR/3.88400 03/25/25-10Y LCH | 1 | 1 | 0 | 0.00% | $1.02K |
| RFR USD SOFR/3.90500 03/12/25-10Y LCH | 1 | 1 | 0 | 0.00% | $761 |
| RFR USD SOFR/3.87400 03/05/25-10Y LCH | 2 | 2 | 0 | 0.00% | $1.05K |
| IRS CZK 4.52250 12/01/30-5Y CME | 1 | 1 | 0 | 0.00% | -$3.87K |
| IRS EUR 3.30500 11/27/23-10Y LCH | 1 | 1 | 0 | 0.00% | $1.37K |
| IRS EUR 3.12800 12/04/23-10Y LCH | 1 | 1 | 0 | 0.00% | $2.66K |
| IRS EUR 2.50000 03/18/26-5Y LCH | 1 | 1 | 0 | 0.00% | -$1.86K |
| RFR USD SOFR/3.75000 09/17/25-7Y LCH | 1 | 1 | 0 | 0.00% | $16.19K |
| ZCS BRL 14.0087 05/12/25-01/04/27 CME | 1 | 1 | 0 | 0.00% | -$2.70K |
| RFR USD SOFR/3.75000 05/07/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$2.72K |
| RFR USD SOFR/3.97500 03/21/25-10Y LCH | 1 | 1 | 0 | 0.00% | $1.35K |
| RFR USD SOFR/3.93000 03/24/25-10Y LCH | 1 | 1 | 0 | 0.00% | $1.79K |
| IRS EUR 2.42000 03/07/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$2.49K |
| IRS EUR 3.28000 11/22/23-10Y LCH | 1 | 1 | 0 | 0.00% | $2.73K |
| IRS EUR 2.46000 04/01/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$2.21K |
| IRS EUR 2.61000 03/24/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$5.74K |
| RFR USD SOFR/3.84200 03/04/25-5Y LCH | 1 | 1 | 0 | 0.00% | $2.72K |
| IRS EUR 3.25000 11/06/23-10Y LCH | 1 | 1 | 0 | 0.00% | $4.10K |
| RFR GBP SONIO/3.93000 01/06/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$7.76K |
| IRS EUR 2.52000 03/27/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$5.64K |
| IRS EUR 2.46000 03/13/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$5.11K |
| CDX EM44 ICE | 1 | 1 | 0 | 0.00% | -$5.03K |
| IRS EUR 2.38000 12/31/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$2.09K |
| IRS EUR 2.22000 01/08/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$4.57K |
| RFR USD SOFR/3.75000 12/17/25-7Y LCH | 1 | 1 | 0 | 0.00% | $196.84K |
| RFR USD SOFR/3.75000 09/17/25-5Y LCH | 1 | 1 | 0 | 0.00% | $31.95K |
| INF SWAP US IT 2.46625 06/17/25-10Y LCH | 1 | 1 | 0 | 0.00% | $19.54K |
| RFR USD SOFR/3.75000 12/18/24-7Y LCH | 1 | 1 | 0 | 0.00% | $44.88K |
| ZCS BRL 13.9271 05/08/25-01/04/27 CME | 2 | 2 | 0 | -0.01% | -$21.07K |
| ZCS BRL 13.32 05/08/25-01/02/29 CME | 2 | 2 | 0 | -0.01% | -$52.85K |
| 317UAUZA5 PIMCO SWAPTION 3.56 PUT USD 20260428 | -5,100,000 | -5,100,000 | 0 | -0.01% | -$5.05K |
| ZCS BRL 13.3 12/18/25-01/02/29 CME | 1 | 1 | 0 | -0.01% | -$63.87K |
| ZCS BRL 13.245 09/02/25-01/02/29 CME | 1 | 1 | 0 | -0.01% | -$78.96K |
| IRS AUD 4.50000 06/18/25-10Y LCH | 1 | 1 | 0 | -0.01% | -$42.97K |
| RFR USD SOFR/4.0535* 09/02/25-27Y* LCH | 2 | 2 | 0 | -0.02% | $23.68K |
| RFR USD SOFR/3.75000 12/17/25-5Y LCH | 1 | 1 | 0 | -0.02% | $133.45K |
| RFR GBP SONIO/4.00000 09/17/25-10Y LCH | 1 | 1 | 0 | -0.02% | -$171.52K |
| RFR USD SOFR/3.16250 08/25/27-1Y LCH | 1 | 1 | 0 | -0.03% | -$144.97K |
| IRS AUD 4.50000 09/20/23-10Y LCH | 1 | 1 | 0 | -0.05% | -$245.37K |
| RFR JPY MUTK/2.50000 12/17/25-30Y LCH | 1 | 1 | 0 | -0.05% | -$112.26K |
| RFR USD SOFR/3.25000 06/18/25-7Y LCH | 1 | 1 | 0 | -0.08% | -$123.41K |
| RFR GBP SONIO/3.75000 09/17/25-5Y LCH | 1 | 1 | 0 | -0.13% | -$1.04M |
| RFR USD SOFR/3.50000 09/17/25-30Y LCH | 1 | 1 | 0 | -0.26% | $60.73K |
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.