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 |
|---|---|---|---|---|---|
| FNCL 6.5 6/24 | 0 | 670,810,000 | 670,810,000 | 12.58% | $693.41M |
| FNCL 6 6/24 | 0 | 362,855,745 | 362,855,745 | 6.70% | $369.34M |
| U.S. Treasury Bills | 0 | 302,875,000 | 302,875,000 | 5.44% | $300.16M |
| FNCL 6 7/25 | 0 | 261,000,000 | 261,000,000 | 4.82% | $265.57M |
| Uniform Mortgage-Backed Security, TBA | 0 | 250,250,000 | 250,250,000 | 4.47% | $246.51M |
| G2SF 5 5/26 | 0 | 96,130,000 | 96,130,000 | 1.72% | $95.02M |
| Government National Mortgage Association, TBA | 0 | 101,230,000 | 101,230,000 | 1.72% | $94.78M |
| FANNIE MAE FNR 2026 21 YF | 0 | 81,700,000 | 81,700,000 | 1.48% | $81.47M |
| Uniform Mortgage-Backed Security, TBA | 0 | 83,380,000 | 83,380,000 | 1.43% | $78.62M |
| FNCL 5 6/24 | 0 | 75,020,000 | 75,020,000 | 1.34% | $73.84M |
| FNCL 4 6/24 | 0 | 71,000,000 | 71,000,000 | 1.21% | $66.86M |
| TITULOS DE TESORERIA BONDS 01/35 11.75 | 0 | 236,373,600,000 | 236,373,600,000 | 1.06% | $58.61M |
| Uniform Mortgage-Backed Security, TBA | 0 | 57,460,000 | 57,460,000 | 1.00% | $55.40M |
| GNMA II TBA 30 YR 3.5 JUMBOS | 0 | 59,452,988 | 59,452,988 | 0.99% | $54.56M |
| Uniform Mortgage-Backed Security, TBA | 0 | 49,090,000 | 49,090,000 | 0.92% | $50.75M |
| Government National Mortgage Association, TBA | 0 | 49,740,000 | 49,740,000 | 0.87% | $48.00M |
| Government National Mortgage Association, TBA | 0 | 47,610,000 | 47,610,000 | 0.87% | $47.82M |
| Government National Mortgage Association, TBA | 0 | 46,990,000 | 46,990,000 | 0.87% | $47.73M |
| HCA INC CP 0% 05/11/2026 | 0 | 44,350,000 | 44,350,000 | 0.80% | $44.13M |
| Government National Mortgage Association | 0 | 47,949,956 | 47,949,956 | 0.80% | $44.03M |
| FNCL 5.5 4/26 | 0 | 42,900,000 | 42,900,000 | 0.78% | $43.10M |
| LETRA TESOURO NACIONAL BILLS 10/26 0.00000 | 0 | 227,300,000 | 227,300,000 | 0.75% | $41.11M |
| Uniform Mortgage-Backed Security, TBA | 0 | 38,194,255 | 38,194,255 | 0.71% | $38.89M |
| LETRA TESOURO NACIONAL BILLS 07/26 0.00000 | 0 | 140,700,000 | 140,700,000 | 0.48% | $26.31M |
| Crown Castle, Inc. | 0 | 26,300,000 | 26,300,000 | 0.48% | $26.25M |
| FNCL 5 4/26 | 0 | 21,575,000 | 21,575,000 | 0.39% | $21.28M |
| Global Payments, Inc. | 0 | 19,600,000 | 19,600,000 | 0.36% | $19.59M |
| Edison International | 0 | 19,500,000 | 19,500,000 | 0.35% | $19.44M |
| GLENCORE FUNDING LLC | 0 | 19,100,000 | 19,100,000 | 0.35% | $19.03M |
| U.S. Treasury Bill | 0 | 18,049,000 | 18,049,000 | 0.32% | $17.85M |
| PHILLIPS 66 | 0 | 16,200,000 | 16,200,000 | 0.29% | $16.09M |
| KEURIG DR PEPPER | 0 | 15,700,000 | 15,700,000 | 0.28% | $15.63M |
| KEURIG DR PEPPER | 0 | 14,000,000 | 14,000,000 | 0.25% | $13.95M |
| United States Treasury Bill | 0 | 12,823,000 | 12,823,000 | 0.23% | $12.73M |
| Crown Castle Inc | 0 | 12,600,000 | 12,600,000 | 0.23% | $12.58M |
| ERAC USA FINANCE LLC | 0 | 11,300,000 | 11,300,000 | 0.20% | $11.27M |
| BRSP 2026-FL3 LTD SER 2026-FL3 CL A V/R REGD 144A P/P 5.15000000 | 0 | 8,400,000 | 8,400,000 | 0.15% | $8.38M |
| U.S. Treasury Bills | 0 | 8,400,000 | 8,400,000 | 0.15% | $8.33M |
| Palmer Square Loan Funding Ltd., Series 2024-2A, Class A1R | 0 | 7,800,000 | 7,800,000 | 0.14% | $7.79M |
| FS Rialto Issuer LLC, Series 2026-FL11, Class A | 0 | 7,600,000 | 7,600,000 | 0.14% | $7.60M |
| Takeoff Merger Sub, Inc. | 0 | 7,500,000 | 7,500,000 | 0.14% | $7.45M |
| U.S. Treasury Bills | 0 | 7,463,000 | 7,463,000 | 0.13% | $7.42M |
| Keurig Dr Pepper Inc 0% CP 07/05/2026 | 0 | 7,200,000 | 7,200,000 | 0.13% | $7.17M |
| MARBLE POINT CLO XXIV LTD A1R TSFR3M+109 04/20/2035 144A | 0 | 7,100,000 | 7,100,000 | 0.13% | $7.10M |
| EURO-OAT FUTURE JUN26 | 0 | -1,563 | -1,563 | 0.12% | $6.80M |
| Trimaran Cavu 2021-2 Ltd | 0 | 6,700,000 | 6,700,000 | 0.12% | $6.70M |
| ERAC USA Finance LLC 0% CP 23/04/2026 | 0 | 6,400,000 | 6,400,000 | 0.12% | $6.38M |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2026 1A A 144A | 0 | 5,500,000 | 5,500,000 | 0.12% | $6.36M |
| GLOBAL PMTS INC | 0 | 6,100,000 | 6,100,000 | 0.11% | $6.10M |
| Post CLO Ltd. | 0 | 5,700,000 | 5,700,000 | 0.10% | $5.70M |
| PALMER SQUARE LOAN FUNDING 2024-3 LTD PSTAT 2024-3A A1R | 0 | 5,700,000 | 5,700,000 | 0.10% | $5.70M |
| ACORE 2026-FL1 ISSUER LLC SER 2026-FL1 CL A V/R REGD 144A P/P 5.15000000 | 0 | 5,300,000 | 5,300,000 | 0.10% | $5.30M |
| BOSPHORUS CLO BOPHO 9A AR 144A | 0 | 4,500,000 | 4,500,000 | 0.09% | $5.20M |
| Air Lease Corp. | 0 | 4,750,000 | 4,750,000 | 0.09% | $4.74M |
| WELLS FARGO CO | 0 | 4,600,000 | 4,600,000 | 0.08% | $4.56M |
| PHILLIPS 66 GTD DISC 04/20/26 0.00000000 | 0 | 4,300,000 | 4,300,000 | 0.08% | $4.29M |
| EGYPT GOVERNMENT BOND BONDS 10/30 19.698 | 0 | 231,000,000 | 231,000,000 | 0.08% | $4.16M |
| BONOS DE TESORERIA SR UNSECURED 08/32 6.15 | 0 | 13,500,000 | 13,500,000 | 0.07% | $4.06M |
| TITULOS DE TESORERIA BONDS 08/29 11 | 0 | 15,714,000,000 | 15,714,000,000 | 0.07% | $3.96M |
| FANNIE MAE POOL UMBS P#FA3799 6.00000000 | 0 | 3,425,041 | 3,425,041 | 0.06% | $3.56M |
| MADISON PARK EURO FUNDING MDPKE 14A A1R 144A | 0 | 3,068,942 | 3,068,942 | 0.06% | $3.54M |
| PRET 2026-NPL4 A1 | 0 | 3,200,000 | 3,200,000 | 0.06% | $3.20M |
| REPUBLIC OF COLOMBIA SR UNSECURED 06/45 5 | 0 | 4,400,000 | 4,400,000 | 0.06% | $3.17M |
| FREDDIE MAC POOL UMBS P#SD7117 6.00000000 | 0 | 2,978,409 | 2,978,409 | 0.06% | $3.10M |
| FANNIE MAE POOL UMBS P#FA3584 6.00000000 | 0 | 2,936,818 | 2,936,818 | 0.06% | $3.05M |
| FED HM LN PC POOL SL1081 FR 04/55 FIXED 6 | 0 | 2,937,793 | 2,937,793 | 0.06% | $3.05M |
| FANNIE MAE POOL UMBS P#FA3583 6.00000000 | 0 | 2,924,905 | 2,924,905 | 0.06% | $3.04M |
| IRS EUR 3.00000 09/16/26-30Y LCH | 0 | 1 | 1 | 0.05% | $3.01M |
| PRPM LLC, Series 2026-1, Class A1 | 0 | 2,941,457 | 2,941,457 | 0.05% | $2.91M |
| VCAT ASSET SECURITIZATION LLC STEP 02/25/2056 144A | 0 | 2,917,519 | 2,917,519 | 0.05% | $2.91M |
| INVESCO EURO CLO XII DAC INVSC 12A A1R 144A | 0 | 2,400,000 | 2,400,000 | 0.05% | $2.77M |
| U.S. Treasury Bills | 0 | 2,700,000 | 2,700,000 | 0.05% | $2.69M |
| PT. Perusahaan Listrik Negara | 0 | 2,455,000 | 2,455,000 | 0.04% | $2.44M |
| Global Payments, Inc. | 0 | 2,200,000 | 2,200,000 | 0.04% | $2.20M |
| U.S. Treasury Bills | 0 | 2,100,000 | 2,100,000 | 0.04% | $2.09M |
| G2 MB0682 | 0 | 2,271,959 | 2,271,959 | 0.04% | $2.09M |
| BONOS TESORERIA PESOS UNSECURED 144A REGS 09/30 4.7 | 0 | 1,875,000,000 | 1,875,000,000 | 0.04% | $1.98M |
| FANNIE MAE POOL UMBS P#FA3798 6.00000000 | 0 | 1,861,020 | 1,861,020 | 0.04% | $1.94M |
| Phillips 66 | 0 | 1,900,000 | 1,900,000 | 0.03% | $1.89M |
| HCA INC | 0 | 1,800,000 | 1,800,000 | 0.03% | $1.80M |
| U.S. Treasury Bills | 0 | 1,800,000 | 1,800,000 | 0.03% | $1.79M |
| FANNIE MAE POOL UMBS P#FA3797 6.00000000 | 0 | 1,584,194 | 1,584,194 | 0.03% | $1.65M |
| 317UBRFA3 PIMCO FPPSWAPTION 4.296 CALL USD | 0 | 20,000,000 | 20,000,000 | 0.03% | $1.58M |
| FREDDIE MAC POOL UMBS P#SL2994 6.00000000 | 0 | 1,506,696 | 1,506,696 | 0.03% | $1.57M |
| PFP Ltd., Series 2026-13, Class A | 0 | 1,500,000 | 1,500,000 | 0.03% | $1.50M |
| ACRES Commercial Realty Issuer LLC, Series 2026-FL4, Class A | 0 | 1,500,000 | 1,500,000 | 0.03% | $1.50M |
| TITULOS DE TESORERIA BONDS 11/40 12.75 | 0 | 4,890,800,000 | 4,890,800,000 | 0.02% | $1.30M |
| U.S. Treasury Bills | 0 | 1,200,000 | 1,200,000 | 0.02% | $1.19M |
| 317UBQXA5 PIMCO FPPSWAPTION 4.296 PUT USD | 0 | 20,000,000 | 20,000,000 | 0.02% | $1.18M |
| U.S. Treasury Bills | 0 | 1,120,000 | 1,120,000 | 0.02% | $1.12M |
| Keurig Dr Pepper Inc 0% CP 09/04/2026 | 0 | 1,000,000 | 1,000,000 | 0.02% | $998.96K |
| Republic of Colombia | 0 | 1,000,000 | 1,000,000 | 0.02% | $980.50K |
| RFR USD SOFR/3.75000 09/16/26-10Y LCH | 0 | 1 | 1 | 0.02% | $922.11K |
| BONOS TESORERIA PESOS BONDS 144A REGS 10/29 5.8 | 0 | 815,000,000 | 815,000,000 | 0.02% | $896.04K |
| 31750SIS6 PIMCO CDSOPT PUT USD 96.58984375 202 | 0 | 76,000,000 | 76,000,000 | 0.01% | $637.36K |
| Vitality Re XVII 2026 Class B | 0 | 500,000 | 500,000 | 0.01% | $500.02K |
| U.S. Treasury Bills | 0 | 500,000 | 500,000 | 0.01% | $498.54K |
| UNICREDIT SPA | 0 | 500,000 | 500,000 | 0.01% | $497.70K |
| Three Month SONIA Index Futures | 0 | 1,043 | 1,043 | 0.01% | $481.90K |
| CDX IG46 5Y ICE | 0 | 1 | 1 | 0.01% | $444.61K |
| G2 MB0868 | 0 | 475,032 | 475,032 | 0.01% | $436.04K |
| Keurig Dr Pepper Inc 0% CP 13/04/2026 | 0 | 400,000 | 400,000 | 0.01% | $399.40K |
| Societe Generale SA | 0 | 405,000 | 405,000 | 0.01% | $399.25K |
| CDX HY46 5Y ICE | 0 | 1 | 1 | 0.01% | $371.83K |
| RFR USD SOFR/3.50000 06/17/26-7Y LCH | 0 | 1 | 1 | 0.01% | $371.57K |
| AerCap Ireland Capital Designated Activity Company | 0 | 350,000 | 350,000 | 0.01% | $356.67K |
| United States Treasury Bill | 0 | 300,000 | 300,000 | 0.01% | $298.76K |
| REPUBLIC OF SOUTH AFRICA BONDS 01/40 9 | 0 | 5,200,000 | 5,200,000 | 0.01% | $289.21K |
| 31750SKZ7 PIMCO CDSOPT PUT USD 99.09765625 202 | 0 | 300,200,000 | 300,200,000 | 0.00% | $259.80K |
| 31750SEV3 PIMCO FXVAN PUT USD BRL 5.12000000 | 0 | 0 | 0 | 0.00% | $244.34K |
| TITULOS DE TESORERIA BONDS 05/42 9.25 | 0 | 1,147,000,000 | 1,147,000,000 | 0.00% | $234.36K |
| 317UC1RA6 PIMCO SWAPTION 4.75 PUT USD 20260904 | 0 | 91,100,000 | 91,100,000 | 0.00% | $217.26K |
| TITULOS DE TESORERIA BONDS 07/46 11.5 | 0 | 762,500,000 | 762,500,000 | 0.00% | $183.95K |
| RFR USD SOFR/3.75000 06/17/26-10Y LCH | 0 | 1 | 1 | 0.00% | $178.02K |
| 317UCAEA0 PIMCO SWAPTION 4.219 PUT USD 2026060 | 0 | 38,800,000 | 38,800,000 | 0.00% | $134.23K |
| 317UC7LA9 PIMCO SWAPTION 3.651 CALL USD 202606 | 0 | 400,000 | 400,000 | 0.00% | $132.18K |
| 317UC76A6 PIMCO SWAPTION 4.0325 PUT USD 202605 | 0 | 26,200,000 | 26,200,000 | 0.00% | $116.36K |
| TITULOS DE TESORERIA BONDS 03/58 12 | 0 | 415,500,000 | 415,500,000 | 0.00% | $102.11K |
| U.S. Treasury Bills | 0 | 100,000 | 100,000 | 0.00% | $99.78K |
| UST BILLS 0% 05/14/2026 | 0 | 100,000 | 100,000 | 0.00% | $99.57K |
| 317UC0UA4 PIMCO SWAPTION 3.3 CALL USD 20260602 | 0 | 42,900,000 | 42,900,000 | 0.00% | $97.43K |
| RFR USD SOFR/3.40694 07/06/26-4Y* LCH | 0 | 2 | 2 | 0.00% | $90.81K |
| RFR USD SOFR/3.75000 03/18/26-7Y LCH | 0 | 1 | 1 | 0.00% | $75.99K |
| 3 Month Euro Euribor Future | 0 | -40 | -40 | 0.00% | $73.35K |
| RFR USD SOFR/3.74800 03/03/26-10Y LCH | 0 | 2 | 2 | 0.00% | $71.21K |
| EGYPT TREASURY BILL BILLS 10/26 0.00000 | 0 | 3,750,000 | 3,750,000 | 0.00% | $60.30K |
| GNMA II POOL MB0201 G2 02/55 FIXED 3.5 | 0 | 50,002 | 50,002 | 0.00% | $45.91K |
| 317UBKMA0 PIMCO SWAPTION 3.4625 CALL USD 20260 | 0 | 45,600,000 | 45,600,000 | 0.00% | $37.22K |
| 317UC8DA6 PIMCO SWAPTION 3.599 CALL USD 202606 | 0 | -900,000 | -900,000 | 0.00% | $30.06K |
| 31750SJW6 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $28.63K |
| IRS CLP 4.71000 01/14/26-5Y* CME | 0 | 2 | 2 | 0.00% | $26.60K |
| 31750SBB0 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $13.87K |
| IRS CLP 4.59000 01/09/26-4Y* CME | 0 | 1 | 1 | 0.00% | $10.89K |
| 31750SCK9 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $9.50K |
| 317UBSFA1 PIMCO SWAPTION 3.449 CALL USD 202604 | 0 | 55,700,000 | 55,700,000 | 0.00% | $395 |
| DISCOVERY GLOBAL HOLDINGS INC SNR S* ICE | 0 | 1 | 1 | 0.00% | $110 |
| FNCL 2.5 4/26 | 0 | 0 | 0 | 0.00% | $0 |
| 31750SLD5 PIMCO CDSOPT CALL USD 99.89062500 20 | 0 | -55,000,000 | -55,000,000 | 0.00% | -$1.24K |
| EURO-BUXL 30Y BND JUN26 | 0 | 1 | 1 | 0.00% | -$1.53K |
| 317UC6EA9 PIMCO SWAPTION 3.62 CALL USD 2026042 | 0 | -2,000,000 | -2,000,000 | 0.00% | -$2.50K |
| 317UC9LA5 PIMCO SWAPTION 4.095 PUT USD 2026040 | 0 | 16,300,000 | 16,300,000 | 0.00% | -$2.98K |
| 317UC4YA2 PIMCO SWAPTION 3.6 CALL USD 20260416 | 0 | -4,100,000 | -4,100,000 | 0.00% | -$3.66K |
| 31750SCV5 PIMCO CDSOPT PUT USD 103.53125000 20 | 0 | -10,000,000 | -10,000,000 | 0.00% | -$10.14K |
| 317UC6DA0 PIMCO SWAPTION 3.9 PUT USD 20260420 | 0 | -2,000,000 | -2,000,000 | 0.00% | -$11.33K |
| 317UC8QA2 PIMCO SWAPTION 4.055 PUT USD 2026042 | 0 | -4,100,000 | -4,100,000 | 0.00% | -$11.41K |
| 317UC8RA1 PIMCO SWAPTION 3.695 CALL USD 202604 | 0 | -4,100,000 | -4,100,000 | 0.00% | -$11.79K |
| 31750SEW1 PIMCO FXVAN CALL USD BRL 5.70000000 | 0 | -10,490,000 | -10,490,000 | 0.00% | -$11.91K |
| CDX ITRAXX MAIN44 5Y ICE | 0 | 1 | 1 | 0.00% | -$16.80K |
| 317UC4XA3 PIMCO SWAPTION 3.9 PUT USD 20260416 | 0 | -4,100,000 | -4,100,000 | 0.00% | -$21.42K |
| IRS EUR 2.50000 09/16/26-5Y LCH | 0 | 1 | 1 | 0.00% | -$23.51K |
| 317UCAAA4 PIMCO SWAPTION 3.889 PUT USD 2026043 | 0 | -2,200,000 | -2,200,000 | 0.00% | -$36.06K |
| CDX ITRAXX MAIN45 5Y ICE | 0 | 1 | 1 | 0.00% | -$39.31K |
| 31750SCO1 PIMCO CDSOPT PUT USD 101.11328125 20 | 0 | -6,400,000 | -6,400,000 | 0.00% | -$43.63K |
| 31750SKX2 PIMCO CDSOPT CALL USD 0.55 20260617 | 0 | -50,900,000 | -50,900,000 | 0.00% | -$59.19K |
| 31750SC52 PIMCO CDSOPT PUT USD 102.32812500 20 | 0 | -31,400,000 | -31,400,000 | 0.00% | -$120.13K |
| 31750SOX8 PIMCO CDSOPT PUT USD 96.10156250 202 | 0 | -70,800,000 | -70,800,000 | 0.00% | -$133.74K |
| 317UC75A7 PIMCO SWAPTION 3.7325 CALL USD 20260 | 0 | -30,300,000 | -30,300,000 | 0.00% | -$145.76K |
| 31750SKH7 PIMCO CDSOPT CALL USD 102.31250000 2 | 0 | -63,200,000 | -63,200,000 | 0.00% | -$178.29K |
| 31750SNE1 PIMCO CDSOPT CALL USD 94.81250000 20 | 0 | -58,800,000 | -58,800,000 | 0.00% | -$185.02K |
| 317UBKLA1 PIMCO SWAPTION 3.7625 PUT USD 202604 | 0 | -51,100,000 | -51,100,000 | 0.00% | -$189.90K |
| 317UC62A2 PIMCO SWAPTION 3.7825 PUT USD 202606 | 0 | -800,000 | -800,000 | 0.00% | -$242.80K |
| IRS AUD 5.00000 09/16/26-10Y LCH | 0 | 1 | 1 | 0.00% | -$243.96K |
| RFR USD SOFR/4.00000 03/18/26-30Y LCH | 0 | 1 | 1 | 0.00% | -$264.26K |
| ZCS BRL 13.015 01/27/26-01/02/31 CME | 0 | 1 | 1 | -0.01% | -$367.65K |
| OIS CAD CAONREPO/3.0000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.01% | -$377.89K |
| 31750SOZ3 PIMCO CDSOPT CALL USD 97.37500000 20 | 0 | -91,200,000 | -91,200,000 | -0.01% | -$382.06K |
| ZCS BRL 12.82 01/27/26-01/02/29 CME | 0 | 1 | 1 | -0.01% | -$467.18K |
| 31750SNB7 PIMCO CDSOPT PUT USD 101.37500000 20 | 0 | -133,900,000 | -133,900,000 | -0.01% | -$489.27K |
| 317UBYBA2 PIMCO SWAPTION 3.967 PUT USD 2026050 | 0 | -123,000,000 | -123,000,000 | -0.01% | -$504.24K |
| 317UC0TA6 PIMCO SWAPTION 3.6 PUT USD 20260602 | 0 | -51,300,000 | -51,300,000 | -0.01% | -$734.11K |
| RFR JPY MUTK/2.00000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.03% | -$1.46M |
| RFR GBP SONIO/4.00000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.07% | -$3.88M |
| EURO-BUND FUTURE JUN26 | 0 | 1,503 | 1,503 | -0.10% | -$5.44M |
| IRS EUR 2.75000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.12% | -$6.56M |
| FNCL 3 6/24 | 0 | -8,900,000 | -8,900,000 | -0.14% | -$7.81M |
| G2SF 3 4/26 | 0 | -11,200,000 | -11,200,000 | -0.18% | -$10.00M |
| Uniform Mortgage-Backed Security, TBA | 0 | -31,764,904 | -31,764,904 | -0.58% | -$31.87M |
| FNCL 2 5/26 | 0 | -71,120,000 | -71,120,000 | -1.04% | -$57.27M |
| Uniform Mortgage-Backed Security, TBA | 0 | -76,300,000 | -76,300,000 | -1.27% | -$69.80M |
| Uniform Mortgage-Backed Security, TBA | 0 | -100,770,000 | -100,770,000 | -1.54% | -$84.70M |
| Government National Mortgage Association, TBA | 0 | -99,000,000 | -99,000,000 | -1.60% | -$88.32M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FNCL 6 3/24 | 367,194,255 | 0 | -367,194,255 | 0.00% | -$376.88M |
| Uniform Mortgage-Backed Security, TBA | 327,110,000 | 0 | -327,110,000 | 0.00% | -$340.33M |
| Uniform Mortgage-Backed Security, TBA | 315,355,745 | 0 | -315,355,745 | 0.00% | -$323.65M |
| Uniform Mortgage-Backed Security, TBA | 299,100,000 | 0 | -299,100,000 | 0.00% | -$310.92M |
| Uniform Mortgage-Backed Security, TBA | 227,895,000 | 0 | -227,895,000 | 0.00% | -$227.07M |
| Uniform Mortgage-Backed Security, TBA | 114,960,000 | 0 | -114,960,000 | 0.00% | -$112.14M |
| Government National Mortgage Association, TBA | 110,200,000 | 0 | -110,200,000 | 0.00% | -$100.29M |
| FNCL 6.5 1/26 | 93,690,000 | 0 | -93,690,000 | 0.00% | -$97.38M |
| FNMA POOL BZ5550 FN 12/32 FIXED 4.3 | 96,700,000 | 0 | -96,700,000 | 0.00% | -$96.45M |
| Uniform Mortgage-Backed Security, TBA | 96,880,000 | 0 | -96,880,000 | 0.00% | -$91.85M |
| Government National Mortgage Association, TBA | 95,000,000 | 0 | -95,000,000 | 0.00% | -$89.72M |
| LETRA TESOURO NACIONAL BILLS 04/26 0.00000 | 349,300,000 | 0 | -349,300,000 | 0.00% | -$61.66M |
| Government National Mortgage Association, TBA | 60,013,000 | 0 | -60,013,000 | 0.00% | -$59.81M |
| Government National Mortgage Association, TBA | 49,740,000 | 0 | -49,740,000 | 0.00% | -$48.42M |
| TBA GNMA 30 YR 5.50000000 | 47,610,000 | 0 | -47,610,000 | 0.00% | -$48.04M |
| Government National Mortgage Association, TBA | 46,990,000 | 0 | -46,990,000 | 0.00% | -$47.86M |
| MEX BONOS DESARR FIX RT BONDS 03/29 8.5 | 735,400,000 | 0 | -735,400,000 | 0.00% | -$41.24M |
| FNMA POOL BZ5186 FN 11/30 FIXED 4.065 | 39,074,000 | 0 | -39,074,000 | 0.00% | -$38.94M |
| G2SF 5 1/26 | 36,117,000 | 0 | -36,117,000 | 0.00% | -$36.04M |
| FNMA POOL BM7581 FN 09/31 VARIABLE | 25,571,000 | 0 | -25,571,000 | 0.00% | -$26.12M |
| FNMA POOL BZ5167 FN 11/32 FIXED 4.3 | 16,750,000 | 0 | -16,750,000 | 0.00% | -$16.70M |
| FNMA POOL BM7579 FN 10/29 VARIABLE | 13,952,000 | 0 | -13,952,000 | 0.00% | -$14.06M |
| FNMA POOL BS9867 FN 11/30 FIXED 5.3 | 12,480,000 | 0 | -12,480,000 | 0.00% | -$13.07M |
| FNMA POOL BZ4174 FN 06/30 FIXED 4.58 | 9,895,000 | 0 | -9,895,000 | 0.00% | -$10.09M |
| ALBACORE EURO CLO ALBAC 1A AR 144A | 8,400,000 | 0 | -8,400,000 | 0.00% | -$9.89M |
| FNMA POOL BZ2582 FN 12/29 FIXED 4.3 | 9,321,000 | 0 | -9,321,000 | 0.00% | -$9.40M |
| U.S. Treasury Bills | 8,995,000 | 0 | -8,995,000 | 0.00% | -$8.91M |
| FNMA POOL BZ4620 FN 08/30 FIXED 4.62 | 7,932,000 | 0 | -7,932,000 | 0.00% | -$8.09M |
| FNMA POOL BS9669 FN 10/28 FIXED 4.72 | 7,716,000 | 0 | -7,716,000 | 0.00% | -$7.89M |
| FNMA POOL BZ5210 FN 10/30 FIXED 4.46 | 7,425,000 | 0 | -7,425,000 | 0.00% | -$7.48M |
| SWOP CDX IG45 (V1 ONLY) 5Y SP | 1 | 0 | -1 | 0.00% | -$6.79M |
| CROWN CASTLE INTL 0.0 22JAN26 144A | 6,500,000 | 0 | -6,500,000 | 0.00% | -$6.48M |
| BANK NOVA SCOTIA | 6,200,000 | 0 | -6,200,000 | 0.00% | -$6.46M |
| FNMA POOL BZ1029 FN 06/29 FIXED 4.93 | 6,254,000 | 0 | -6,254,000 | 0.00% | -$6.44M |
| FNMA POOL BZ4364 FN 08/30 FIXED 4.71 | 6,045,000 | 0 | -6,045,000 | 0.00% | -$6.19M |
| G2SF 4 1/26 | 6,230,000 | 0 | -6,230,000 | 0.00% | -$5.89M |
| PRET LLC, Series 2024-NPL7, Class A1 | 5,699,062 | 0 | -5,699,062 | 0.00% | -$5.71M |
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 2A A1R 144A | 5,200,000 | 0 | -5,200,000 | 0.00% | -$5.21M |
| FNMA POOL BZ5136 FN 10/32 FIXED 4.44 | 5,044,000 | 0 | -5,044,000 | 0.00% | -$5.06M |
| CORDATUS CLO PLC CORDA 24A A 144A | 3,905,899 | 0 | -3,905,899 | 0.00% | -$4.60M |
| FNMA POOL BZ2331 FN 08/30 FIXED 4.86 | 4,388,000 | 0 | -4,388,000 | 0.00% | -$4.51M |
| FNMA POOL BS9613 FN 10/28 FIXED 4.77 | 3,996,000 | 0 | -3,996,000 | 0.00% | -$4.08M |
| U.S. Treasury Bills | 3,750,000 | 0 | -3,750,000 | 0.00% | -$3.72M |
| HENLEY FUNDING LTD. HNLY 7A AR 144A | 3,088,029 | 0 | -3,088,029 | 0.00% | -$3.63M |
| U.S. Treasury Bills | 3,251,000 | 0 | -3,251,000 | 0.00% | -$3.22M |
| CSMC Trust, Series 2021-RPL7, Class A1 | 2,711,111 | 0 | -2,711,111 | 0.00% | -$2.70M |
| SOUTHERN CALIFORNIA EDISON CO CP 0% 01/05/2026 | 2,700,000 | 0 | -2,700,000 | 0.00% | -$2.70M |
| AVOCA STATIC CLO AVOST 1A AR 144A | 2,023,295 | 0 | -2,023,295 | 0.00% | -$2.38M |
| FNMA POOL BS9220 FN 08/30 FIXED 4.72 | 1,656,376 | 0 | -1,656,376 | 0.00% | -$1.69M |
| U.S. Treasury Bills | 1,688,000 | 0 | -1,688,000 | 0.00% | -$1.68M |
| FUT. EUR FOAT MAR26 | -1,138 | 0 | 1,138 | 0.00% | -$1.67M |
| GRIFFITH PARK CLO GRIPK 1A A1RA 144A | 1,155,850 | 0 | -1,155,850 | 0.00% | -$1.36M |
| SAN DIEGO GAS + ELEC | 1,100,000 | 0 | -1,100,000 | 0.00% | -$1.10M |
| U.S. Treasury Bills | 988,000 | 0 | -988,000 | 0.00% | -$981.62K |
| MARS INC | 900,000 | 0 | -900,000 | 0.00% | -$925.38K |
| CROWN CASTLE INTL CORP 4(2) 144A DISC NT 1/20/2026 | 900,000 | 0 | -900,000 | 0.00% | -$897.91K |
| CROWN CASTLE INTL CORP | 900,000 | 0 | -900,000 | 0.00% | -$897.80K |
| PACIFIC GAS&ELEC | 800,000 | 0 | -800,000 | 0.00% | -$795.15K |
| M360 2021-CRE3 Ltd | 292,509 | 0 | -292,509 | 0.00% | -$287.65K |
| OIS MXN TIIE1/7.01100 10/20/25-3Y* CME | 1 | 0 | -1 | 0.00% | -$264.75K |
| 317UBDPA3 PIMCO SWAPTION 3.407 CALL USD 202603 | 65,200,000 | 0 | -65,200,000 | 0.00% | -$227.41K |
| U.S. Treasury Bills | 218,000 | 0 | -218,000 | 0.00% | -$216.28K |
| 317UAQQA4 PIMCO SWAPTION 3.7505 PUT USD 202610 | 332,500,000 | 0 | -332,500,000 | 0.00% | -$207.25K |
| WLAKE 2024-1A A3 144A 5.44% 05-17-27 | 195,376 | 0 | -195,376 | 0.00% | -$195.49K |
| GSAMP TRUST GSAMP 2006 HE2 M1 | 185,507 | 0 | -185,507 | 0.00% | -$185.17K |
| 317UAM5A6 PIMCO SWAPTION 3.23 CALL USD 2026033 | 38,400,000 | 0 | -38,400,000 | 0.00% | -$109.28K |
| Pagaya AI Debt Trust, Series 2024-1, Class A | 96,263 | 0 | -96,263 | 0.00% | -$96.51K |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC5 M3 | 68,604 | 0 | -68,604 | 0.00% | -$68.60K |
| OIS MXN TIIE1/8.74000 03/19/25-10Y* CME | 1 | 0 | -1 | 0.00% | -$55.79K |
| 31750RZZ3 PIMCO FXVAN PUT USD BRL 5.12000000 | 0 | 0 | 0 | 0.00% | -$48.88K |
| 31750RZW0 PIMCO FXVAN PUT USD KRW 1385.0000000 | 0 | 0 | 0 | 0.00% | -$45.47K |
| CDX HY40 5Y ICE | 1 | 0 | -1 | 0.00% | -$20.14K |
| U.S. Treasury Bills | 16,000 | 0 | -16,000 | 0.00% | -$15.97K |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 3 M1 | 10,735 | 0 | -10,735 | 0.00% | -$10.74K |
| CDX HY41 5Y ICE | 1 | 0 | -1 | 0.00% | -$7.50K |
| STRUCTURED ASSET SECURITIES CO SASC 2006 BC5 A4 | 5,449 | 0 | -5,449 | 0.00% | -$5.45K |
| OIS MXN TIIE1/7.76000 04/09/25-4Y* CME | 1 | 0 | -1 | 0.00% | -$3.57K |
| 317UA3NA8 PIMCO SWAPTION 4.75 PUT USD 20260218 | 97,900,000 | 0 | -97,900,000 | 0.00% | -$617 |
| 317UAN5A4 PIMCO SWAPTION 3.1885 CALL USD 20260 | 31,900,000 | 0 | -31,900,000 | 0.00% | -$3 |
| 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 | -5,900,000 | 0 | 5,900,000 | 0.00% | $1 |
| 317UAN4A5 PIMCO SWAPTION 3.6885 PUT USD 202601 | -35,800,000 | 0 | 35,800,000 | 0.00% | $247 |
| 317UBA6A0 PIMCO SWAPTION 3.625 CALL USD 202601 | -5,100,000 | 0 | 5,100,000 | 0.00% | $462 |
| 317UBA5A1 PIMCO SWAPTION 3.925 PUT USD 2026010 | -5,100,000 | 0 | 5,100,000 | 0.00% | $1.01K |
| 317UB9UA6 PIMCO SWAPTION 3.86 PUT USD 20260105 | -5,900,000 | 0 | 5,900,000 | 0.00% | $1.12K |
| FUT. EURO BUXL BND MAR26 | 1 | 0 | -1 | 0.00% | $2.07K |
| 317UBCLA9 PIMCO SWAPTION 3.6475 CALL USD 20260 | -3,800,000 | 0 | 3,800,000 | 0.00% | $2.63K |
| 317UBCKA0 PIMCO SWAPTION 3.9275 PUT USD 202601 | -3,800,000 | 0 | 3,800,000 | 0.00% | $3.04K |
| 317UBC4A8 PIMCO SWAPTION 3.639 CALL USD 202601 | -12,700,000 | 0 | 12,700,000 | 0.00% | $3.17K |
| 317UBEXA2 PIMCO SWAPTION 3.622 CALL USD 202601 | -4,700,000 | 0 | 4,700,000 | 0.00% | $6.42K |
| 317UBC3A9 PIMCO SWAPTION 3.919 PUT USD 2026011 | -12,700,000 | 0 | 12,700,000 | 0.00% | $8.23K |
| 317UBEWA3 PIMCO SWAPTION 3.882 PUT USD 2026012 | -4,700,000 | 0 | 4,700,000 | 0.00% | $13.90K |
| 317UB80A1 PIMCO SWAPTION 4.066 PUT USD 2026020 | -127,000,000 | 0 | 127,000,000 | 0.00% | $48.17K |
| 31750RZX8 PIMCO FXVAN CALL USD BRL 5.64000000 | -9,620,000 | 0 | 9,620,000 | 0.00% | $74.97K |
| 31750S4Q5 PIMCO CDSOPT CALL USD 0.525 20260218 | -86,500,000 | 0 | 86,500,000 | 0.00% | $129.13K |
| OIS MXN TIIE1/9.39000 12/12/25-9Y* CME | 1 | 0 | -1 | 0.00% | $144.99K |
| OIS MXN TIIE1+24/9.4300 12/25/25-9Y* CME | 1 | 0 | -1 | 0.00% | $207.15K |
| IRS ZAR 7.20500 08/26/25-6Y* CME | 1 | 0 | -1 | 0.00% | $465.60K |
| OIS MXN TIIE1/9.00000 12/24/24-4Y* CME | 1 | 0 | -1 | 0.00% | $597.76K |
| 31750S3C7 PIMCO CDSOPT CALL USD 0.525 20260121 | -343,970,000 | 0 | 343,970,000 | 0.00% | $730.26K |
| FNCL 2.5 1/26 | -1,770,000 | 0 | 1,770,000 | 0.00% | $1.50M |
| FUT. EURO-BUND EUX MAR26 | 1,022 | 0 | -1,022 | 0.00% | $2.12M |
| FNCL 3 2/26 | -8,900,000 | 0 | 8,900,000 | 0.00% | $7.87M |
| Uniform Mortgage-Backed Security, TBA | -31,764,904 | 0 | 31,764,904 | 0.00% | $32.18M |
| Uniform Mortgage-Backed Security, TBA | -71,120,000 | 0 | 71,120,000 | 0.00% | $57.49M |
| Uniform Mortgage-Backed Security, TBA | -99,000,000 | 0 | 99,000,000 | 0.00% | $83.69M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 30YR TBA FEB | -110,200,000 | 0 | 110,200,000 | 0.00% | $98.91M |
| FNCL 3.5 2/26 | -178,530,000 | 0 | 178,530,000 | 0.00% | $164.51M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 22,249,360 | 45,934,127 | 23,684,767 | 8.11% | $230.62M |
| PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND | 17,382,518 | 17,569,736 | 187,218 | 3.13% | $1.80M |
| REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875 | 278,800,000 | 328,700,000 | 49,900,000 | 0.35% | $1.52M |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7 | 48,900,000 | 60,600,000 | 11,700,000 | 0.35% | $2.48M |
| CDX ITRAXX XOV44 5Y 35-100% SP MYC | 5 | 6 | 1 | 0.33% | -$1.85M |
| RFR USD SOFR/4.11000 08/25/27-30Y LCH | 1 | 200,200,001 | 200,200,000 | 0.22% | $12.24M |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/35 6 | 22,900,000 | 33,200,000 | 10,300,000 | 0.18% | $2.40M |
| REPUBLIC OF SOUTH AFRICA BONDS 01/37 8.5 | 51,900,000 | 59,100,000 | 7,200,000 | 0.06% | $148.85K |
| RFR USD SOFR/4.52000 08/15/35-10Y LCH | 0 | 42,800,000 | 42,800,000 | 0.04% | $2.37M |
| RFR USD SOFR/4.09300 01/06/27-1Y LCH | 0 | 795,000,000 | 795,000,000 | 0.02% | $1.22M |
| RFR USD SOFR/4.65600 08/22/35-10Y LCH | 0 | 10,300,000 | 10,300,000 | 0.01% | $583.59K |
| FORD MOTOR CRED | 200,000 | 500,000 | 300,000 | 0.01% | $298.79K |
| American Home Mortgage Assets Trust, Series 2006-1, Class 2A1 | 245,388 | 245,506 | 118 | 0.00% | -$857 |
| RFR USD SOFR/3.74200 03/26/26-7Y LCH | 0 | 1 | 1 | 0.00% | $71.47K |
| RFR USD SOFR/3.32500 08/18/26-10Y LCH | 0 | 5,800,000 | 5,800,000 | 0.00% | $15.30K |
| RFR USD SOFR/5.00000 04/01/26-7Y LCH | 0 | 1 | 1 | 0.00% | -$2.29K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FR SD8475 | 145,937,768 | 137,419,865 | -8,517,903 | 2.51% | -$9.89M |
| iShares Core S&P 500 ETF | 491,296 | 195,983 | -295,313 | 2.32% | -$208.49M |
| FREDDIE MAC FHR 5568 FE | 24,850,639 | 23,753,042 | -1,097,597 | 0.43% | -$997.72K |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+ 09/25/2055 | 23,330,084 | 22,446,230 | -883,854 | 0.41% | -$797.21K |
| FNMA POOL CB8013 FN 02/54 FIXED 6.5 | 21,896,256 | 20,153,767 | -1,742,489 | 0.38% | -$1.86M |
| FHLG 30YR 5.5% 01/01/2055#SL0307 | 19,810,290 | 19,268,331 | -541,959 | 0.36% | -$741.19K |
| FED HM LN PC POOL RJ0195 FR 11/53 FIXED 6.5 | 19,405,175 | 18,334,633 | -1,070,542 | 0.35% | -$1.23M |
| FANNIE MAE FNR 2025 66 FL | 19,755,836 | 18,954,172 | -801,664 | 0.35% | -$704.58K |
| FN MA5613 | 19,513,203 | 18,837,625 | -675,578 | 0.34% | -$878.91K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SOFR30A+85 09/20/2055 | 22,365,786 | 18,535,710 | -3,830,075 | 0.34% | -$3.80M |
| FREDDIE MAC FHR 5580 FA | 18,357,136 | 17,636,614 | -720,523 | 0.32% | -$750.45K |
| FREDDIE MAC POOL UMBS P#SL2468 5.50000000 | 15,313,464 | 14,923,341 | -390,123 | 0.28% | -$496.12K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2025-159 CL FJ V/R 5.26888000 | 15,140,678 | 14,822,194 | -318,484 | 0.27% | -$310.05K |
| FREDDIE MAC FHR 5580 FE | 15,911,149 | 14,295,881 | -1,615,268 | 0.26% | -$1.58M |
| FED HM LN PC POOL RJ0137 FR 12/53 FIXED 5 | 13,792,083 | 13,459,966 | -332,117 | 0.24% | -$476.51K |
| FREDDIE MAC FHR 5580 FC | 12,992,024 | 11,703,088 | -1,288,936 | 0.21% | -$1.35M |
| FANNIE MAE FNR 2025 78 FA | 12,147,144 | 11,443,030 | -704,114 | 0.21% | -$696.05K |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+115 09/25/2055 | 10,993,348 | 10,614,988 | -378,359 | 0.19% | -$337.12K |
| FNMA POOL FS7160 FN 02/54 FIXED VAR | 10,563,471 | 10,071,522 | -491,948 | 0.19% | -$535.01K |
| NSLT 2025-CA A1A | 11,181,140 | 10,492,482 | -688,658 | 0.19% | -$764.20K |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 NS1 A4 | 10,414,795 | 10,080,481 | -334,313 | 0.18% | -$323.40K |
| HSI ASSET SECURITIZATION CORPO HASC 2006 OPT4 M1 | 10,707,892 | 10,596,283 | -111,609 | 0.18% | -$85.91K |
| Government National Mortgage Association | 10,425,577 | 9,615,223 | -810,354 | 0.18% | -$783.65K |
| FREDDIE MAC POOL UMBS P#SL2469 5.50000000 | 9,462,733 | 9,300,542 | -162,191 | 0.17% | -$248.15K |
| FREDDIE MAC FHR 5571 FB | 9,760,939 | 9,379,892 | -381,047 | 0.17% | -$332.77K |
| GNMA II POOL MB0620 G2 09/55 FIXED 4 | 9,947,846 | 9,884,984 | -62,862 | 0.17% | -$134.75K |
| FREDDIE MAC REMICS SER 5513 CL MF V/R 5.01180000 | 10,219,456 | 9,098,624 | -1,120,832 | 0.17% | -$1.10M |
| MERRION SQUARE RESIDENTIAL MERRI 2024 1A A 144A | 8,140,784 | 7,848,359 | -292,426 | 0.17% | -$483.50K |
| FANNIE MAE FNR 2025 87 FC | 8,807,221 | 8,690,435 | -116,786 | 0.16% | -$98.20K |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER Q034 CL APT2 V/R 2.90299700 | 9,290,766 | 8,853,568 | -437,198 | 0.16% | -$442.47K |
| FNMA POOL CB7799 FN 01/54 FIXED 6.5 | 8,646,078 | 8,079,519 | -566,559 | 0.15% | -$610.55K |
| FNMA POOL CB9479 FN 11/54 FIXED 5.5 | 8,197,815 | 7,996,999 | -200,817 | 0.15% | -$268.56K |
| FREDDIE MAC POOL UMBS P#RJ4826 5.50000000 | 8,137,566 | 7,974,098 | -163,468 | 0.15% | -$235.96K |
| NSLT 2025-CA A1B | 8,505,312 | 7,981,461 | -523,851 | 0.15% | -$528.07K |
| LUGO FUNDING DAC LUGO 2024 1A A 144A | 7,126,657 | 6,827,342 | -299,315 | 0.14% | -$504.11K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2025-H22 CL F V/R 4.87888000 | 7,581,278 | 7,533,961 | -47,317 | 0.14% | -$18.29K |
| FREDDIE MAC FHR 5573 FD | 7,977,292 | 7,527,342 | -449,950 | 0.14% | -$421.52K |
| FNMA POOL FS7963 FN 05/54 FIXED VAR | 7,416,308 | 7,146,133 | -270,174 | 0.14% | -$297.80K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH2 M2 | 7,856,584 | 7,502,980 | -353,604 | 0.14% | -$346.74K |
| FREDDIE MAC FHR 5565 FC | 7,412,021 | 7,157,803 | -254,218 | 0.13% | -$217.23K |
| CIM TRUST CIM 2023 R2 A1 144A | 7,463,027 | 7,184,877 | -278,149 | 0.13% | -$343.50K |
| FNMA POOL CB9023 FN 08/54 FIXED 6.5 | 7,154,542 | 6,732,366 | -422,176 | 0.13% | -$458.23K |
| BNPP AM EURO CLO BNPAM 2019 1A AR 144A | 5,989,230 | 5,879,200 | -110,031 | 0.12% | -$235.58K |
| AVON FINANCE AVON 4A A 144A | 5,394,564 | 5,118,522 | -276,042 | 0.12% | -$501.10K |
| MASTR Asset Backed Securities Trust 2006-AM1 | 6,872,391 | 6,740,865 | -131,526 | 0.12% | -$105.88K |
| INDYMAC IMSC MORTGAGE LOAN TRU IMSC 2007 AR2 A1 | 10,599,777 | 10,506,992 | -92,785 | 0.12% | -$191.58K |
| AURIUM CLO ACLO 4A AR 144A | 6,336,105 | 5,625,763 | -710,342 | 0.12% | -$941.76K |
| GSAMP TRUST GSAMP 2006 HE3 A2D | 6,941,599 | 6,632,600 | -308,999 | 0.12% | -$292.10K |
| HSI Asset Securitization Corp Trust 2007-OPT1 | 7,415,480 | 7,302,585 | -112,894 | 0.12% | -$65.86K |
| FNMA POOL CB9318 FN 10/54 FIXED 5.5 | 6,192,010 | 6,049,664 | -142,346 | 0.11% | -$193.01K |
| FNMA POOL FS9843 FN 11/54 FIXED VAR | 6,230,259 | 5,829,177 | -401,082 | 0.11% | -$443.58K |
| FNMA, Series 2024-77, Class FM | 7,144,504 | 5,946,870 | -1,197,634 | 0.11% | -$1.19M |
| Option One Mortgage Loan Trust, Series 2006-1, Class M1 | 6,483,908 | 6,163,105 | -320,803 | 0.11% | -$296.79K |
| FHLG 30YR 6.5% 04/01/2054#SD5901 | 5,868,068 | 5,532,205 | -335,863 | 0.11% | -$365.09K |
| VERUS SECURITIZATION TRUST VERUS 2025 6 A1 144A | 6,324,677 | 5,800,043 | -524,635 | 0.11% | -$558.41K |
| FREDDIE MAC POOL UMBS P#RJ4828 5.50000000 | 5,729,883 | 5,635,366 | -94,517 | 0.10% | -$142.31K |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 KS6 M1 | 6,678,869 | 5,775,249 | -903,620 | 0.10% | -$889.60K |
| VERUS SECURITIZATION TRUST VERUS 2024 INV1 A1 144A | 5,733,851 | 5,394,339 | -339,511 | 0.10% | -$367.16K |
| Aegis Asset Backed Securities Trust Mortgage Pass-Through Ctfs Ser 2005-4 | 5,683,735 | 5,562,652 | -121,082 | 0.10% | -$72.08K |
| STRUCTURED ASSET INVESTMENT LO SAIL 2005 5 M4 | 5,878,819 | 5,529,962 | -348,857 | 0.10% | -$331.04K |
| FN MA5420 | 5,713,624 | 5,318,051 | -395,573 | 0.10% | -$448.36K |
| CRVNA 2021-N3 E | 6,513,172 | 5,421,743 | -1,091,429 | 0.10% | -$1.05M |
| FNMA POOL FA2807 FN 01/49 FIXED VAR | 5,649,695 | 5,504,370 | -145,326 | 0.10% | -$187.73K |
| GSAMP TRUST GSAMP 2005 HE3 M4 | 5,574,383 | 5,392,253 | -182,130 | 0.10% | -$183.10K |
| FHLG 30YR 6.5% 08/01/2054#SD7277 | 5,182,231 | 4,897,323 | -284,908 | 0.09% | -$318.01K |
| WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES6 A1A 144A | 5,865,243 | 5,091,741 | -773,502 | 0.09% | -$813.37K |
| FREDDIE MAC REMICS SER 5584 CL DF V/R 4.97180000 | 5,387,643 | 5,068,751 | -318,892 | 0.09% | -$317.00K |
| ONSLOW BAY FINANCIAL LLC OBX 2025 NQM13 A1 144A | 5,647,450 | 5,062,111 | -585,339 | 0.09% | -$619.16K |
| FREDDIE MAC FHR 5575 FC | 5,548,869 | 5,012,944 | -535,925 | 0.09% | -$529.42K |
| ACE SECURITIES CORP. ACE 2007 HE2 A2C | 9,557,826 | 9,490,274 | -67,552 | 0.09% | -$45.20K |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1 SER 2023-NQM1 CL A1A V/R REGD 144A P/P 6.86400000 | 5,488,066 | 4,984,386 | -503,680 | 0.09% | -$528.43K |
| Sequoia Mortgage Trust, Series 2024-HYB1, Class A1A | 5,247,706 | 5,022,052 | -225,653 | 0.09% | -$248.29K |
| Freddie Mac REMICS | 5,677,656 | 4,968,971 | -708,685 | 0.09% | -$717.14K |
| CREDIT BASED ASSET SERVICING A CBASS 2006 CB1 AF3 | 5,793,156 | 5,692,529 | -100,627 | 0.09% | -$117.75K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QO1 A1 | 5,263,294 | 5,138,477 | -124,817 | 0.09% | -$103.99K |
| FR SD8446 | 5,052,749 | 4,731,098 | -321,650 | 0.09% | -$368.04K |
| CSMC Trust | 5,472,502 | 5,292,952 | -179,549 | 0.09% | -$191.70K |
| LEHMAN XS TRUST LXS 2006 14N 2A | 4,679,721 | 4,573,139 | -106,583 | 0.08% | -$78.96K |
| Angel Oak Mortgage Trust, Series 2024-3, Class A1 | 4,708,895 | 4,521,034 | -187,861 | 0.08% | -$204.95K |
| MASTR ASSET BACKED SECURITIES MABS 2006 HE4 A2 | 15,814,748 | 15,728,209 | -86,539 | 0.08% | -$125.53K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 8 M6 | 4,654,726 | 4,457,881 | -196,845 | 0.08% | -$193.19K |
| SAGB 7 02/28/31 R213 | 389,320,000 | 78,880,000 | -310,440,000 | 0.08% | -$18.63M |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL2 A1 144A | 4,915,932 | 4,829,448 | -86,485 | 0.08% | -$111.22K |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 MLN1 A2B | 11,646,928 | 11,538,503 | -108,425 | 0.08% | -$116.93K |
| AREIT LLC, Series 2022-CRE7, Class A | 4,960,065 | 4,321,577 | -638,487 | 0.08% | -$637.59K |
| IFC EMERGING MARKETS SECURITIZ IFCEMS 2025 1A A 144A | 4,900,000 | 4,305,214 | -594,786 | 0.08% | -$589.37K |
| FHLG 30YR 6.5% 06/01/2054#SL0034 | 4,198,603 | 4,035,190 | -163,413 | 0.08% | -$181.49K |
| Freddie Mac Pool | 4,561,329 | 4,489,287 | -72,043 | 0.08% | -$108.11K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 184 JF | 4,422,095 | 4,219,764 | -202,331 | 0.08% | -$191.41K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR17 A1A2 | 4,699,098 | 4,569,292 | -129,806 | 0.08% | -$114.10K |
| FNMA POOL FA0713 FN 07/54 FIXED VAR | 3,941,363 | 3,898,848 | -42,516 | 0.07% | -$57.56K |
| ONSLOW BAY FINANCIAL LLC OBX 2024 HYB2 A1 144A | 4,240,391 | 4,111,387 | -129,004 | 0.07% | -$112.87K |
| SLM STUDENT LOAN TRUST SLMA 2010 C A5 144A | 4,005,981 | 3,855,770 | -150,211 | 0.07% | -$167.26K |
| BINOM SECURITIZATION TRUST BINOM 2022 INV1 A1 144A | 4,334,115 | 4,113,456 | -220,659 | 0.07% | -$244.14K |
| FED HM LN PC POOL QI4559 FR 05/54 FIXED 6.5 | 4,142,534 | 3,775,797 | -366,738 | 0.07% | -$391.49K |
| REPUBLIC OF COLOMBIA SR UNSECURED 11/54 8.375 | 6,500,000 | 3,800,000 | -2,700,000 | 0.07% | -$2.98M |
| FN MA3218 | 4,298,328 | 4,033,556 | -264,772 | 0.07% | -$279.13K |
| FNMA POOL FS6765 FN 12/53 FIXED VAR | 3,919,474 | 3,622,394 | -297,080 | 0.07% | -$326.55K |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 4 2A1 | 3,964,913 | 3,895,832 | -69,082 | 0.07% | -$45.31K |
| BANK OF INDUSTRY LIMITED 2024 EUR TERM LOAN B1 | 4,400,000 | 3,300,000 | -1,100,000 | 0.07% | -$1.35M |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL3 A1 144A | 4,295,454 | 4,237,664 | -57,790 | 0.07% | -$81.09K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 25-124 HF SOFR30A+115 07/20/2055 | 4,076,039 | 3,664,499 | -411,540 | 0.07% | -$402.95K |
| FN MA5388 | 3,804,287 | 3,551,244 | -253,044 | 0.06% | -$289.62K |
| FNMA POOL FS6402 FN 11/53 FIXED VAR | 3,475,045 | 3,372,769 | -102,276 | 0.06% | -$132.30K |
| FHLM 30YR 6.5% 02/01/2055#RJ3573 | 3,432,383 | 3,325,412 | -106,971 | 0.06% | -$169.61K |
| ATLX TRUST ATLX 2024 RPL1 A1 144A | 3,628,021 | 3,555,597 | -72,424 | 0.06% | -$89.17K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL1 A1A 144A | 3,973,320 | 3,908,819 | -64,502 | 0.06% | -$104.93K |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 2A13 | 3,596,353 | 3,520,769 | -75,584 | 0.06% | -$27.01K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 10A AV 144A | 3,791,016 | 3,524,337 | -266,679 | 0.06% | -$288.44K |
| College Ave Student Loans LLC, Series 2021-C, Class A2 | 3,910,355 | 3,664,110 | -246,245 | 0.06% | -$163.00K |
| REPUBLIC OF ECUADOR SR UNSECURED REGS 07/30 0.0000 | 4,501,514 | 4,051,363 | -450,151 | 0.06% | -$461.74K |
| NYMT Loan Trust, Series 2025-CP1, Class A1 | 3,620,118 | 3,484,603 | -135,514 | 0.06% | -$141.26K |
| FHLG 30YR 5% 10/01/2053#RJ0049 | 3,422,283 | 3,384,656 | -37,627 | 0.06% | -$72.44K |
| FHLM 30YR 6.5% 01/01/2055#RJ3342 | 3,329,935 | 3,147,873 | -182,063 | 0.06% | -$203.88K |
| Atlas Senior Loan Fund XV Ltd., Series 2019-15A, Class A1R | 4,581,575 | 3,312,343 | -1,269,231 | 0.06% | -$1.27M |
| ARES EURO CLO ARESE 12A AR 144A | 3,631,031 | 2,859,624 | -771,407 | 0.06% | -$965.82K |
| GreenPoint Mortgage Funding Trust 2006-OH1 | 3,561,271 | 3,451,181 | -110,090 | 0.06% | -$104.43K |
| NOMURA HOME EQUITY LOAN INC NHELI 2006 HE2 M1 | 3,476,522 | 3,384,403 | -92,119 | 0.06% | -$84.02K |
| Structured Asset Mortgage Investments II Trust, Series 2006-AR7, Class A1BG | 3,630,544 | 3,532,436 | -98,108 | 0.06% | -$112.14K |
| FED HM LN PC POOL QZ5154 FR 10/55 FIXED 6 | 3,084,302 | 3,073,425 | -10,877 | 0.06% | -$30.92K |
| FHLMC REMI 30YR 6.5% 03/01/2055#RJ3702 | 2,977,924 | 2,937,357 | -40,567 | 0.06% | -$52.89K |
| STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC9 2A | 3,324,167 | 3,141,778 | -182,389 | 0.06% | -$180.26K |
| FNMA POOL DA9819 FN 02/54 FIXED 6.5 | 3,369,559 | 2,918,376 | -451,184 | 0.06% | -$477.22K |
| FNMA POOL FS8455 FN 08/53 FIXED VAR | 3,023,167 | 2,966,611 | -56,556 | 0.05% | -$85.17K |
| Verdelite Static CLO Ltd., Series 2024-1A, Class A | 3,476,013 | 3,006,374 | -469,639 | 0.05% | -$467.49K |
| ALBACORE EURO CLO ALBAC 4A AR 144A | 2,599,775 | 2,599,571 | -204 | 0.05% | -$49.62K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH9 A1 | 3,629,360 | 3,557,302 | -72,059 | 0.05% | -$24.30K |
| FNMA POOL BW2319 FN 08/52 FIXED 4.5 | 3,018,127 | 3,004,773 | -13,355 | 0.05% | -$46.01K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR3 A1A | 3,146,543 | 3,123,767 | -22,776 | 0.05% | -$10.37K |
| FED HM LN PC POOL RA8521 FR 02/53 FIXED 5 | 3,003,926 | 2,920,912 | -83,014 | 0.05% | -$113.19K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 6 A11 144A | 3,293,539 | 2,875,915 | -417,624 | 0.05% | -$418.91K |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 11 2A3 | 8,444,428 | 8,421,085 | -23,343 | 0.05% | -$26.34K |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 1 A5 | 3,152,064 | 3,009,680 | -142,384 | 0.05% | -$145.28K |
| MFRA TRUST MFRA 2023 NQM2 A1 144A | 2,946,328 | 2,853,897 | -92,431 | 0.05% | -$89.00K |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 KS10 M3 | 3,130,290 | 2,883,222 | -247,068 | 0.05% | -$239.68K |
| PRET LLC, Series 2025-NPL9, Class A1 | 2,844,192 | 2,785,434 | -58,758 | 0.05% | -$63.67K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO10 A1 | 3,027,792 | 2,933,613 | -94,179 | 0.05% | -$84.51K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 3 2A3 | 2,811,133 | 2,765,917 | -45,216 | 0.05% | -$14.26K |
| MFRA TRUST MFRA 2021 RPL1 A1 144A | 3,071,338 | 2,907,254 | -164,085 | 0.05% | -$167.98K |
| TOWD POINT MORTGAGE TRUST TPMT 2024 CES3 A1 144A | 2,894,550 | 2,607,478 | -287,072 | 0.05% | -$300.40K |
| Symphony CLO XXII Ltd., Series 2020-22A, Class A1AR | 3,100,865 | 2,617,261 | -483,604 | 0.05% | -$483.02K |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM3 A1 144A | 2,724,004 | 2,605,930 | -118,074 | 0.05% | -$126.23K |
| SMB Private Education Loan Trust (Private Loans) 5.06 03/16/2054 | 2,690,025 | 2,546,098 | -143,927 | 0.05% | -$161.06K |
| VOYA CLO LTD VOYA 2019 2A AR 144A | 3,043,518 | 2,539,269 | -504,249 | 0.05% | -$507.30K |
| WAMU ASSET BACKED CERTIFICATES WMHE 2007 HE3 1A | 2,712,577 | 2,630,291 | -82,286 | 0.05% | -$74.84K |
| VERUS SECURITIZATION TRUST VERUS 2023 6 A1 144A | 2,897,028 | 2,490,686 | -406,342 | 0.05% | -$420.51K |
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM9 A1 144A | 2,629,539 | 2,380,485 | -249,054 | 0.04% | -$266.38K |
| FED HM LN PC POOL SL1540 FR 02/55 FIXED 5.5 | 2,463,335 | 2,325,717 | -137,618 | 0.04% | -$155.68K |
| FNMA POOL DB0984 FN 04/54 FIXED 6.5 | 2,257,062 | 2,238,205 | -18,857 | 0.04% | -$22.47K |
| FNMA POOL BZ5410 FN 09/39 FIXED 5 | 2,337,966 | 2,331,802 | -6,164 | 0.04% | -$8.36K |
| U.S. Treasury Bills | 5,078,000 | 2,358,000 | -2,720,000 | 0.04% | -$2.67M |
| UPX HIL Issuer Trust, Series 2025-1, Class A | 2,604,172 | 2,340,612 | -263,560 | 0.04% | -$293.65K |
| COLT Mortgage Loan Trust, Series 2024-3, Class A1 | 2,531,677 | 2,302,061 | -229,616 | 0.04% | -$241.65K |
| VERUS SECURITIZATION TRUST VERUS 2024 5 A1 144A | 2,555,110 | 2,291,181 | -263,929 | 0.04% | -$275.17K |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR8 2A | 2,611,712 | 2,595,666 | -16,046 | 0.04% | -$12.50K |
| CIM Trust, Series 2024-R1, Class A1 | 2,562,008 | 2,346,918 | -215,089 | 0.04% | -$241.38K |
| FNMA POOL BZ5382 FN 10/35 FIXED 4.91 | 2,243,917 | 2,237,153 | -6,764 | 0.04% | -$14.46K |
| PRPM 2025-RCF1 LLC SER 2025-RCF1 CL A1 V/R REGD 144A P/P 4.50000000 | 2,534,885 | 2,280,133 | -254,751 | 0.04% | -$273.62K |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2006 OA2 2A1 | 2,486,642 | 2,411,127 | -75,515 | 0.04% | -$75.53K |
| MADISON PARK EURO FUNDING CADOG 10A A1 144A | 1,903,963 | 1,870,109 | -33,854 | 0.04% | -$80.05K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 22 1A | 2,366,498 | 2,314,774 | -51,724 | 0.04% | -$44.24K |
| Government National Mortgage Association | 2,283,717 | 2,104,499 | -179,218 | 0.04% | -$178.39K |
| PRKCM Trust, Series 2024-HOME1, Class A1 | 2,228,857 | 2,076,870 | -151,987 | 0.04% | -$161.38K |
| FNMA POOL CB7320 FN 09/53 FIXED 4.5 | 2,167,869 | 2,159,515 | -8,354 | 0.04% | -$31.87K |
| FREDDIE MAC FHR 5549 BF | 2,344,597 | 2,049,924 | -294,673 | 0.04% | -$285.12K |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE5 A2B | 4,195,258 | 4,164,993 | -30,265 | 0.04% | -$31.50K |
| AOMT 2024-2 A1 144A 5.985% 01-25-69 | 2,121,379 | 2,014,280 | -107,100 | 0.04% | -$117.20K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR1 A2 | 2,299,302 | 2,201,639 | -97,663 | 0.04% | -$84.49K |
| PRPM LLC, Series 2024-RPL1, Class A1 | 2,024,359 | 1,947,450 | -76,909 | 0.03% | -$84.74K |
| NRZT 2019-RPL3 A1 144A FRN 07-25-59 | 2,107,175 | 1,968,550 | -138,625 | 0.03% | -$135.53K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC2 A1 144A | 2,147,029 | 2,108,117 | -38,912 | 0.03% | -$35.04K |
| SECURITIZED ASSET BACKED RECEI SABR 2006 HE2 A2D | 5,053,980 | 5,022,365 | -31,614 | 0.03% | -$25.49K |
| G2 MB0553 | 2,027,337 | 2,015,216 | -12,122 | 0.03% | -$26.34K |
| SoFi Professional Loan Program Trust, Series 2020-A, Class A2FX | 2,073,865 | 1,913,009 | -160,856 | 0.03% | -$158.06K |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM5 A1A 144A | 2,033,344 | 1,832,186 | -201,159 | 0.03% | -$211.04K |
| MASTR Adjustable Rate Mortgages Trust 2006-OA2 | 2,407,520 | 2,339,482 | -68,038 | 0.03% | -$39.22K |
| SDART 2024-3 A3 | 3,030,852 | 1,779,495 | -1,251,357 | 0.03% | -$1.26M |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM4 A1 144A | 1,908,920 | 1,768,353 | -140,567 | 0.03% | -$146.74K |
| CMLTI 2024-1 A11 | 1,927,961 | 1,739,492 | -188,469 | 0.03% | -$189.70K |
| BINOM SECURITIZATION TRUST BINOM 2022 RPL1 A1 144A | 1,908,130 | 1,855,489 | -52,641 | 0.03% | -$66.25K |
| Cross Mortgage Trust, Series 2024-H2, Class A1 | 1,980,349 | 1,713,263 | -267,086 | 0.03% | -$276.63K |
| CWABS Asset-Backed Certificates Trust 2007-8 | 1,875,348 | 1,846,063 | -29,285 | 0.03% | -$23.81K |
| FED HM LN PC POOL RA9797 FR 09/53 FIXED 5 | 1,718,504 | 1,683,010 | -35,495 | 0.03% | -$52.73K |
| GLS Auto Select Receivables Trust, Series 2023-1A, Class A3 | 2,170,367 | 1,607,133 | -563,234 | 0.03% | -$570.70K |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 OAR3 A1 | 1,813,998 | 1,769,112 | -44,886 | 0.03% | -$37.91K |
| PRPM 2024-RPL3 LLC | 1,661,119 | 1,624,228 | -36,891 | 0.03% | -$43.89K |
| GCAT GCAT 2024 NQM2 A1 144A | 1,775,322 | 1,574,819 | -200,503 | 0.03% | -$208.37K |
| FREDDIE MAC FHR 5471 FH | 1,818,358 | 1,570,964 | -247,394 | 0.03% | -$247.87K |
| Lehman XS Trust, Series 2006-7, Class 1A1A | 1,791,742 | 1,748,622 | -43,121 | 0.03% | -$33.61K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA1 A3 | 1,739,538 | 1,718,786 | -20,752 | 0.03% | -$15.29K |
| PRKCM Trust, Series 2024-AFC1, Class A1 | 1,783,159 | 1,525,191 | -257,968 | 0.03% | -$264.54K |
| VERUS SECURITIZATION TRUST VERUS 2024 R1 A1 144A | 1,601,866 | 1,527,826 | -74,040 | 0.03% | -$72.12K |
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM8 A1 144A | 1,667,251 | 1,494,393 | -172,857 | 0.03% | -$180.14K |
| HSI Asset Securitization Corp Trust 2006-WMC1 | 3,555,982 | 3,543,475 | -12,507 | 0.03% | -$15.39K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 BC5 1A | 1,600,710 | 1,585,296 | -15,414 | 0.03% | -$14.18K |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR9 1A | 1,627,746 | 1,598,933 | -28,813 | 0.03% | -$7.10K |
| ACE Securities Corp Home Equity Loan Trust Series 2007-ASAP1 | 3,439,292 | 3,403,291 | -36,002 | 0.03% | -$29.77K |
| Fremont Home Loan Trust, Series 2006-C, Class 1A1 | 1,589,846 | 1,551,814 | -38,032 | 0.03% | -$31.95K |
| GSMSC Pass-Through Trust 2009-4R | 1,986,861 | 1,943,586 | -43,275 | 0.03% | -$42.77K |
| CARLYLE EURO CLO CGMSE 2019 2A A1R 144A | 2,088,403 | 1,225,024 | -863,379 | 0.03% | -$1.04M |
| ARGENT SECURITIES INC. ARSI 2005 W1 A1 | 1,560,167 | 1,521,395 | -38,772 | 0.03% | -$24.00K |
| Freddie Mac REMICS | 1,455,171 | 1,390,586 | -64,585 | 0.03% | -$61.90K |
| CALIFORNIA ST PUBLIC WKS BRD LEASE REVENUE | 1,265,000 | 1,220,000 | -45,000 | 0.02% | -$42.40K |
| CSMC Trust, Series 2022-RPL4, Class A1 | 1,420,122 | 1,377,291 | -42,831 | 0.02% | -$50.03K |
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES4 A1A 144A | 1,467,793 | 1,301,446 | -166,347 | 0.02% | -$175.05K |
| Fannie Mae REMICS Floating Rate, Due 11/25/2054 | 1,340,319 | 1,276,701 | -63,618 | 0.02% | -$62.51K |
| FNMA POOL BM5807 FN 04/48 FIXED VAR | 1,363,880 | 1,338,313 | -25,567 | 0.02% | -$35.53K |
| Government National Mortgage Association | 1,315,827 | 1,217,390 | -98,436 | 0.02% | -$98.18K |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-C SER 2022-C CL A1B V/R REGD 144A P/P 5.83385000 | 1,255,723 | 1,179,328 | -76,394 | 0.02% | -$76.10K |
| FNR 2025-54 FM | 1,277,065 | 1,190,230 | -86,835 | 0.02% | -$84.68K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 10 2A4 | 1,249,102 | 1,221,259 | -27,843 | 0.02% | -$27.46K |
| CMLTI 2007-10 22AA 9/37 | 1,214,720 | 1,202,890 | -11,830 | 0.02% | $490 |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 12A A1 144A | 1,200,000 | 1,141,701 | -58,299 | 0.02% | -$69.93K |
| FIRST HELP FINANCIAL LLC FHF 2024 3A A2 144A | 1,292,488 | 1,091,619 | -200,869 | 0.02% | -$200.84K |
| KREF Ltd., Series 2022-FL3, Class A | 1,248,303 | 1,053,566 | -194,737 | 0.02% | -$196.00K |
| RESIDENTIAL ASSET SECURITIZATI RAST 2005 A10 A4 | 2,542,828 | 2,503,208 | -39,621 | 0.02% | -$42.55K |
| FREDDIE MAC REMICS SER 5475 CL FG V/R 5.22180000 | 1,140,691 | 998,029 | -142,663 | 0.02% | -$141.95K |
| TOWD PT MTG TR 2024-CES2 6.125% 02/25/2064 144A | 1,089,926 | 981,849 | -108,077 | 0.02% | -$113.41K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2004 QA4 CB1 | 1,008,181 | 955,243 | -52,938 | 0.02% | -$50.59K |
| UNTD AIR 24-1 AA | 965,521 | 939,745 | -25,776 | 0.02% | -$35.23K |
| SECURITIZED ASSET BACKED RECEI SABR 2005 FR2 M3 | 1,016,125 | 951,020 | -65,105 | 0.02% | -$65.56K |
| Structured Asset Mortgage Investments II Trust, Series 2006-AR6, Class 1A3 | 1,246,202 | 1,152,154 | -94,049 | 0.02% | -$60.80K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS4 3A1 | 1,135,562 | 1,101,911 | -33,652 | 0.02% | -$31.95K |
| VERUS SECURITIZATION TRUST VERUS 2024 4 A1 144A | 1,027,639 | 931,510 | -96,129 | 0.02% | -$101.91K |
| FREDDIE MAC FHR 5482 CF | 969,455 | 914,831 | -54,624 | 0.02% | -$55.11K |
| GSAA HOME EQUITY TRUST GSAA 2005 10 M5 | 952,137 | 885,993 | -66,143 | 0.02% | -$65.48K |
| CWABS Asset-Backed Certificates Trust, Series 2007-BC3, Class 1A | 893,327 | 852,338 | -40,989 | 0.01% | -$32.68K |
| GNMA POOL AL2279 GN 03/45 FIXED 3.5 | 883,495 | 871,355 | -12,140 | 0.01% | -$5.75K |
| MORGAN STANLEY RESIDENTIAL MTG LN TR 2024-RPL1 A1 4% 06/25/2064 | 877,530 | 837,549 | -39,981 | 0.01% | -$45.29K |
| MILL CITY MORTGAGE TRUST MCMLT 2019 GS2 A1 144A | 906,293 | 817,925 | -88,368 | 0.01% | -$87.24K |
| JP Morgan Alternative Loan Trust Series 2008-R4 | 1,723,226 | 1,712,042 | -11,185 | 0.01% | -$25.76K |
| BEAR STEARNS ALT A TRUST BALTA 2005 5 22A1 | 1,404,211 | 1,360,449 | -43,762 | 0.01% | -$34.26K |
| Hertz Vehicle Financing LLC, Series 2023-1A, Class A | 1,500,000 | 750,000 | -750,000 | 0.01% | -$753.61K |
| SMB Private Education Loan Trust, Series 2023-C, Class A1B | 773,471 | 714,737 | -58,734 | 0.01% | -$59.45K |
| FNMA, Series 2024-83, Class FA | 789,852 | 709,289 | -80,564 | 0.01% | -$80.20K |
| Securitized Asset Backed Receivables LLC Trust 2005-FR5 | 913,004 | 903,849 | -9,156 | 0.01% | -$12.26K |
| TPMT 2019-HY3 A1A 144A FRN 10-25-59 | 801,717 | 698,137 | -103,580 | 0.01% | -$104.43K |
| VERUS SECURITIZATION TRUST VERUS 2023 4 A1 144A | 773,389 | 689,990 | -83,399 | 0.01% | -$85.34K |
| FNMA POOL CB6418 FN 05/53 FIXED 5 | 625,408 | 608,279 | -17,129 | 0.01% | -$23.39K |
| MORGAN STANLEY CAPITAL INC MSAC 2005 HE1 M2 | 604,376 | 588,801 | -15,575 | 0.01% | -$12.87K |
| FIRST HELP FINANCIAL LLC FHF 2023 1A A2 144A | 981,264 | 585,570 | -395,694 | 0.01% | -$398.38K |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RPL1 A1 144A | 622,183 | 604,777 | -17,406 | 0.01% | -$25.87K |
| STRUCTURED ASSET INVESTMENT LO SAIL 2006 4 A2 | 782,438 | 767,178 | -15,260 | 0.01% | -$13.05K |
| Government National Mortgage Association | 575,950 | 538,311 | -37,639 | 0.01% | -$37.20K |
| J.P. Morgan Mortgage Acquisition Trust, Series 2006-CW1, Class M1 | 550,359 | 527,046 | -23,313 | 0.01% | -$29.77K |
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A | 1,294,725 | 445,392 | -849,333 | 0.01% | -$1.01M |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J3 1A1 | 705,496 | 696,751 | -8,745 | 0.01% | -$12.08K |
| Long Beach Mortgage Loan Trust, Series 2005-3, Class 1A | 530,694 | 514,035 | -16,659 | 0.01% | -$16.33K |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A1 | 567,830 | 551,473 | -16,356 | 0.01% | -$14.33K |
| Freddie Mac REMICS | 542,437 | 491,712 | -50,726 | 0.01% | -$50.94K |
| Freddie Mac REMICS | 507,367 | 481,864 | -25,504 | 0.01% | -$21.87K |
| Pagaya AI Debt Trust, Series 2024-2, Class A | 622,037 | 477,023 | -145,013 | 0.01% | -$146.97K |
| Nelnet Student Loan Trust, Series 2023-AA, Class AFL | 510,253 | 466,068 | -44,185 | 0.01% | -$45.40K |
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES1 A1A 144A | 534,026 | 464,785 | -69,240 | 0.01% | -$71.76K |
| FNMA POOL FS2661 FN 07/52 FIXED VAR | 483,678 | 471,430 | -12,248 | 0.01% | -$19.54K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA3 2A1 | 474,574 | 467,140 | -7,434 | 0.01% | -$7.28K |
| NELNET STUDENT LOAN TRUST NSLT 2023 AA AFX 144A | 463,866 | 423,698 | -40,168 | 0.01% | -$44.96K |
| Fannie Mae REMICS | 447,104 | 416,719 | -30,385 | 0.01% | -$30.56K |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2009 3R 29A2 144A | 628,017 | 616,069 | -11,948 | 0.01% | -$5.65K |
| PARK PLACE SECURITIES INC PPSI 2004 MHQ1 M4 | 448,072 | 393,905 | -54,167 | 0.01% | -$53.36K |
| FNMA POOL DD3087 FN 02/55 FIXED 5 | 388,195 | 386,692 | -1,503 | 0.01% | -$5.61K |
| FN MA5585 | 395,637 | 385,134 | -10,503 | 0.01% | -$14.67K |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 NC1 AII | 424,923 | 410,784 | -14,139 | 0.01% | -$13.99K |
| G2 MB0305 | 403,821 | 401,238 | -2,583 | 0.01% | -$5.41K |
| ACHV ABS TRUST ACHV 2025 1PL B 144A | 463,502 | 374,933 | -88,569 | 0.01% | -$89.74K |
| Freddie Mac REMICS | 400,196 | 354,032 | -46,165 | 0.01% | -$46.43K |
| CWABS Asset-Backed Certificates Trust 2007-6 | 332,230 | 319,884 | -12,345 | 0.01% | -$8.70K |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE7 A2C | 810,867 | 795,153 | -15,714 | 0.01% | -$14.50K |
| BofA Auto Trust, Series 2024-1A, Class A3 | 419,952 | 329,071 | -90,881 | 0.01% | -$92.96K |
| Park Place Securities, Inc., Series 2004-WCW2, Class M3 | 396,703 | 329,917 | -66,786 | 0.01% | -$66.04K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA1 2A1 | 340,261 | 338,835 | -1,426 | 0.01% | -$869 |
| Research-Driven Pagaya Motor Asset Trust IV | 382,972 | 321,308 | -61,665 | 0.01% | -$59.74K |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 1A A 144A | 363,050 | 315,419 | -47,631 | 0.01% | -$47.94K |
| BOF URSA FUNDING BVABS 2024 SN1 A3 144A | 635,024 | 301,047 | -333,976 | 0.01% | -$335.65K |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A3 144A | 370,015 | 298,987 | -71,028 | 0.01% | -$71.91K |
| IndyMac INDX Mortgage Loan Trust 2006-AR4 | 323,665 | 316,979 | -6,686 | 0.01% | -$5.46K |
| SDART 2023-6 A3 | 879,436 | 293,710 | -585,726 | 0.01% | -$588.20K |
| FNMA POOL BR3688 FN 02/51 FIXED 4.5 | 285,753 | 284,391 | -1,362 | 0.01% | -$4.45K |
| GNMA POOL AL2172 GN 02/45 FIXED 3.5 | 381,230 | 283,837 | -97,393 | 0.00% | -$89.29K |
| FANNIE MAE FNR 2025 6 FE | 282,159 | 245,012 | -37,147 | 0.00% | -$37.33K |
| Structured Asset Mortgage Investments II Trust 2005-AR8 | 293,934 | 285,419 | -8,515 | 0.00% | -$7.30K |
| FNMA POOL BU9823 FN 02/52 FIXED 4.5 | 244,906 | 243,752 | -1,154 | 0.00% | -$3.80K |
| ASSET BACKED SECURITIES CORP H ABSHE 2005 HE2 M3 | 239,162 | 222,926 | -16,235 | 0.00% | -$14.69K |
| FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2023 2 A2 144A | 572,915 | 226,090 | -346,826 | 0.00% | -$348.51K |
| FANNIE MAE REMICS FNR 2024-49 FC | 232,355 | 205,157 | -27,199 | 0.00% | -$27.28K |
| STRUCTURED ASSET SECURITIES CO SASC 2006 BC1 A2 | 214,686 | 212,160 | -2,526 | 0.00% | -$2.91K |
| Washington Mutual Mortgage Pass-Through Certificates Series 2003-AR9 Trust | 210,613 | 206,678 | -3,936 | 0.00% | -$3.58K |
| UPSTART PASS THROUGH TRUST UPSPT 2022 ST3 A 144A | 287,196 | 197,766 | -89,430 | 0.00% | -$89.30K |
| BEAR STEARNS ALT A TRUST BALTA 2006 R1 2E21 | 297,092 | 293,528 | -3,564 | 0.00% | -$2.38K |
| Securitized Asset-Backed Receivables LLC Trust, Series 2006-FR4, Class A2B | 556,875 | 552,926 | -3,949 | 0.00% | -$3.26K |
| FNMA POOL DE2026 FN 06/55 FIXED 5 | 180,154 | 178,992 | -1,162 | 0.00% | -$3.03K |
| GSAR 2024-1A A2 144A 5.24% 03-15-30 | 222,513 | 175,461 | -47,052 | 0.00% | -$47.57K |
| GNMA II POOL 787954 G2 02/55 FIXED 6 | 258,341 | 168,915 | -89,426 | 0.00% | -$91.28K |
| LoanCore Issuer Ltd., Series 2022-CRE7, Class A | 289,089 | 170,967 | -118,122 | 0.00% | -$118.76K |
| HOMEBANC MORTGAGE TRUST HMBT 2006 1 3A2 | 186,942 | 183,693 | -3,249 | 0.00% | -$1.01K |
| FNMA POOL AJ7493 FN 12/26 FIXED 3 | 227,534 | 164,699 | -62,835 | 0.00% | -$62.30K |
| Freddie Mac REMICS | 167,898 | 157,354 | -10,544 | 0.00% | -$10.53K |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 WMC1 3A2 | 590,221 | 588,550 | -1,671 | 0.00% | -$1.52K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA9 2A1A | 174,085 | 168,075 | -6,009 | 0.00% | -$4.59K |
| Federal National Mortgage Association, Inc. | 149,156 | 133,243 | -15,913 | 0.00% | -$15.87K |
Top 300 of 363, by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 | 220,800,000 | 220,800,000 | 0 | 1.20% | -$4.54M |
| US TREASURY N/B | 41,600,000 | 41,600,000 | 0 | 0.75% | -$377.81K |
| PROJECT CASHMERE CLASS A1 144A | 55,700,000 | 55,700,000 | 0 | 0.70% | $1.26M |
| US TREASURY N/B | 32,400,000 | 32,400,000 | 0 | 0.57% | -$389.18K |
| REPUBLIC OF SOUTH AFRICA BONDS 03/36 6.25 | 494,990,000 | 494,990,000 | 0 | 0.43% | -$2.04M |
| Eagle Funding LuxCo S.a.r.l. | 16,100,000 | 16,100,000 | 0 | 0.29% | -$214.77K |
| RPLDCI 6.581 05/30/49 144A | 15,500,000 | 15,500,000 | 0 | 0.29% | -$441.41K |
| REPUBLIC OF PERU SR UNSECURED REGS 08/34 5.4 | 54,200,000 | 54,200,000 | 0 | 0.27% | -$1.29M |
| PARK PLACE SECURITIES INC PPSI 2004 WCW1 M4 | 15,000,000 | 15,000,000 | 0 | 0.25% | -$27.25K |
| 317UA5IA9 PIMCO FPPSWAPTION 3.1625 PUT USD | 2,245,000,000 | 2,245,000,000 | 0 | 0.25% | $3.50M |
| Birch Grove CLO Ltd., Series 19A, Class A1RR | 13,400,000 | 13,400,000 | 0 | 0.24% | -$21.73K |
| ATHENE GLOBAL FU | 13,000,000 | 13,000,000 | 0 | 0.23% | -$234.02K |
| HERTZ VEHICLE FINANCING LLC HERTZ 2024 1A A 144A | 12,400,000 | 12,400,000 | 0 | 0.23% | -$87.35K |
| RFR USD SOFR/3.50000 12/18/24-30Y LCH | 1 | 1 | 0 | 0.21% | -$368.92K |
| STWD Ltd., Series 2022-FL3, Class AS | 10,800,000 | 10,800,000 | 0 | 0.20% | -$55.40K |
| JAPAN (30 YEAR ISSUE) BONDS 03/55 2.4 | 2,100,000,000 | 2,100,000,000 | 0 | 0.19% | -$747.23K |
| HOME EQUITY LOAN TRUST HELT 2007 FRE1 2AV4 | 10,740,000 | 10,740,000 | 0 | 0.18% | -$55.86K |
| GOLUB CAPITAL PARTNERS CLO, LT GCBSL 2020 50A BR2 144A | 9,400,000 | 9,400,000 | 0 | 0.17% | -$79.12K |
| GOLUB CAPITAL PARTNERS CLO, LT GCBSL 2020 50A A1R2 144A | 8,700,000 | 8,700,000 | 0 | 0.16% | $2.92K |
| ARES STRATEGIC I | 8,600,000 | 8,600,000 | 0 | 0.15% | -$163.50K |
| Capital Four US CLO II Ltd., Series 2022-1A, Class AR | 8,000,000 | 8,000,000 | 0 | 0.15% | -$32.62K |
| KKR FINANCIAL CLO LTD KKR 16 A1R3 144A | 7,800,000 | 7,800,000 | 0 | 0.14% | $5.35K |
| ROMANIA SR UNSECURED REGS 07/39 6.75 | 6,723,000 | 6,723,000 | 0 | 0.14% | -$470.63K |
| 317UA5JA8 PIMCO FPPSWAPTION 3.1625 CALL USD | 2,245,000,000 | 2,245,000,000 | 0 | 0.14% | $324.63K |
| AREIT CRE TRUST AREIT 2022 CRE7 AS 144A | 7,461,000 | 7,461,000 | 0 | 0.14% | -$4.05K |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 HE2 M1 | 7,512,000 | 7,512,000 | 0 | 0.13% | $5.16K |
| Jamestown CLO XVIII Ltd., Series 2022-18A, Class A1R | 7,200,000 | 7,200,000 | 0 | 0.13% | -$1.16K |
| ROMARK CREDIT FUNDING LTD SER 2025-4A CL A REGD 144A P/P 5.42300000 | 7,000,000 | 7,000,000 | 0 | 0.13% | -$6.12K |
| RFR USD SOFR/2.75000 06/21/23-30Y LCH | 1 | 1 | 0 | 0.13% | -$60.16K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 AS 144A | 7,000,000 | 7,000,000 | 0 | 0.13% | $8.16K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2025 19A A 144A | 6,800,000 | 6,800,000 | 0 | 0.12% | -$61.19K |
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2025 1A A1 144A | 5,800,000 | 5,800,000 | 0 | 0.12% | -$120.65K |
| KKR FINANCIAL CLO LTD KKR 36A AR 144A | 6,600,000 | 6,600,000 | 0 | 0.12% | $5.86K |
| Verdelite Static CLO Ltd., Series 2024-1A, Class B | 6,600,000 | 6,600,000 | 0 | 0.12% | $14.51K |
| TRINITAS CLO VI LTD / TRINITAS CLO VI LLC 2017-6A AR4 TSFR3M+111 01/25/2034 144A | 6,500,000 | 6,500,000 | 0 | 0.12% | $2.04K |
| ROCKFORD TOWER CLO LTD ROCKT 2022 1A A1R 144A | 6,500,000 | 6,500,000 | 0 | 0.12% | -$2.79K |
| Benchmark Mortgage Trust, Series 2025-V16, Class A3 | 6,300,000 | 6,300,000 | 0 | 0.12% | -$80.05K |
| BLUEMOUNTAIN CLO XXXIV LTD SER 2022-34A CL AR V/R REGD 144A P/P 5.03444000 | 6,400,000 | 6,400,000 | 0 | 0.12% | -$1.67K |
| Trinitas CLO XVII Ltd., Series 2021-17A, Class AR | 6,200,000 | 6,200,000 | 0 | 0.11% | $5.52K |
| LFT 2021-1A A | 6,326,000 | 6,326,000 | 0 | 0.11% | $28.95K |
| PROVIDUS CLO PRVD 5A AR 144A | 5,300,000 | 5,300,000 | 0 | 0.11% | -$111.43K |
| RFR USD SOFR/3.50000 06/21/23-10Y LCH | 1 | 1 | 0 | 0.11% | $753.96K |
| REPUBLIC OF SOUTH AFRICA BONDS 01/30 8 | 96,700,000 | 96,700,000 | 0 | 0.10% | -$318.54K |
| Ares XXVII CLO Ltd., Series 2013-2A, Class AR3 | 5,300,000 | 5,300,000 | 0 | 0.10% | $4.74K |
| IVORY COAST SR UNSECURED REGS 03/48 6.625 | 5,100,000 | 5,100,000 | 0 | 0.09% | -$340.32K |
| DIAMETER CAPITAL CLO DCLO 2024 6A A1 144A | 5,000,000 | 5,000,000 | 0 | 0.09% | -$10.78K |
| TCI SYMPHONY CLO TSYMP 2016 1A BR2 144A | 5,000,000 | 5,000,000 | 0 | 0.09% | -$8.92K |
| BARCLAYS PLC | 4,400,000 | 4,400,000 | 0 | 0.09% | -$111.10K |
| TIKEHAU CLO IX DAC TIKEH 9A AR 144A | 4,200,000 | 4,200,000 | 0 | 0.09% | -$85.49K |
| Cedar Funding VI CLO Ltd., Series 2016-6A, Class AR3 | 4,700,000 | 4,700,000 | 0 | 0.09% | $1.99K |
| Symphony CLO XXIV, Ltd., Series 2020-24A, Class A1R | 4,600,000 | 4,600,000 | 0 | 0.08% | -$5.06K |
| CVC CORDATUS OPPORTUNITY LOAN COLFR 1A BR 144A | 3,950,000 | 3,950,000 | 0 | 0.08% | -$97.40K |
| TCW CLO 2019 1 AMR, LTD. TCW 2019 1A ASNR 144A | 4,500,000 | 4,500,000 | 0 | 0.08% | $2.25K |
| INVESCO EURO CLO INVSC 3A AR | 3,850,000 | 3,850,000 | 0 | 0.08% | -$78.36K |
| GOLUB CAPITAL PARTNERS CLO, LT GCBSL 2020 50A AJR2 144A | 4,400,000 | 4,400,000 | 0 | 0.08% | -$15.32K |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 B 144A | 4,363,000 | 4,363,000 | 0 | 0.08% | -$17.34K |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2023-7A CL A REGD 144A P/P 5.90000000 | 4,300,000 | 4,300,000 | 0 | 0.08% | -$25.22K |
| 317U9Y7A0 PIMCO FPPSWAPTION 4.485 PUT USD | 70,500,000 | 70,500,000 | 0 | 0.08% | -$2.26K |
| SUNBT 2025-1 A | 4,000,000 | 4,000,000 | 0 | 0.07% | -$22.67K |
| LCM Ltd., Series 36A, Class A1R | 4,000,000 | 4,000,000 | 0 | 0.07% | $6.54K |
| STELLANTIS FIN US INC REGD 144A P/P 2.69100000 | 4,600,000 | 4,600,000 | 0 | 0.07% | -$145.36K |
| 37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A | 3,700,000 | 3,700,000 | 0 | 0.07% | -$1.55K |
| SOUTHERN CAL ED | 3,600,000 | 3,600,000 | 0 | 0.07% | -$28.63K |
| 317U9Y8A9 PIMCO FPPSWAPTION 4.485 CALL USD | 70,500,000 | 70,500,000 | 0 | 0.07% | $404.80K |
| PARK PL SECS INC STEP 09/25/2034 | 3,625,390 | 3,625,390 | 0 | 0.06% | $7.67K |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 1A B 144A | 3,000,000 | 3,000,000 | 0 | 0.06% | -$59.23K |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 3A A 144A | 3,000,000 | 3,000,000 | 0 | 0.06% | -$58.11K |
| REPUBLIC OF PANAMA EUR TERM LOAN 2 | 2,900,000 | 2,900,000 | 0 | 0.06% | -$63.53K |
| RFR USD SOFR/1.75000 06/15/22-10Y LCH | 1 | 1 | 0 | 0.06% | $195.27K |
| PETRPE 5.625 06/19/47 REGS | 4,700,000 | 4,700,000 | 0 | 0.06% | $309.74K |
| MORGAN STANLEY CAPITAL INC MSAC 2006 WMC1 M1 | 3,683,627 | 3,683,627 | 0 | 0.06% | $4.52K |
| WISE CLO LTD WYZE 2025 2A B 144A | 3,120,000 | 3,120,000 | 0 | 0.06% | -$14.99K |
| PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000 | 3,990,000 | 3,990,000 | 0 | 0.06% | $43.27K |
| GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A B1R 144A | 3,100,000 | 3,100,000 | 0 | 0.06% | -$4.24K |
| RENAISSANCE HOME EQUITY LOAN TRUST 2007-1 SER 2007-1 CL AF3 V/R REGD 5.61200000 | 12,593,058 | 12,593,058 | 0 | 0.06% | -$89.52K |
| LCM LTD PARTNERSHIP LCM 31A AR 144A | 3,000,000 | 3,000,000 | 0 | 0.05% | -$952 |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 3A B 144A | 2,500,000 | 2,500,000 | 0 | 0.05% | -$44.38K |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R10 M2 | 2,887,280 | 2,887,280 | 0 | 0.05% | $1.96K |
| RFR USD SOFR/3.70000 02/20/24-25Y LCH | 1 | 1 | 0 | 0.05% | -$287.67K |
| RFR USD SOFR/3.75000 09/17/25-10Y LCH | 2 | 2 | 0 | 0.05% | $1.68M |
| State of Illinois, Series 5 | 2,500,000 | 2,500,000 | 0 | 0.05% | -$34.68K |
| 317UAAMA3 PIMCO FPPSWAPTION 4.11 PUT USD | 38,500,000 | 38,500,000 | 0 | 0.04% | -$289.09K |
| 317UA48A3 PIMCO FPPSWAPTION 4.628 CALL USD | 44,100,000 | 44,100,000 | 0 | 0.04% | $258.58K |
| TURKIYE GOVERNMENT BOND BONDS 09/28 VAR | 106,900,000 | 106,900,000 | 0 | 0.04% | -$91.54K |
| VIPER ENERGY PAR | 2,360,000 | 2,360,000 | 0 | 0.04% | -$30.08K |
| RFR USD SOFR/3.00000 03/19/25-5Y LCH | 1 | 1 | 0 | 0.04% | -$514.01K |
| REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95 | 7,440,000 | 7,440,000 | 0 | 0.04% | -$142.15K |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 1A BR 144A | 2,000,000 | 2,000,000 | 0 | 0.04% | -$42.17K |
| TURKIYE GOVERNMENT BOND BONDS 05/28 VAR | 103,000,000 | 103,000,000 | 0 | 0.04% | -$88.02K |
| VW 5.05 03/27/28 144A | 2,200,000 | 2,200,000 | 0 | 0.04% | -$20.04K |
| CARLYLE EURO CLO CGMSE 2019 2A A2EB 144A | 2,000,000 | 2,000,000 | 0 | 0.04% | -$69.85K |
| REPUBLIC OF SOUTH AFRICA BONDS 03/32 8.25 | 37,900,000 | 37,900,000 | 0 | 0.04% | -$160.82K |
| CROWN POINT CLO LTD CRNPT 2021 10A B 144A | 2,150,000 | 2,150,000 | 0 | 0.04% | -$5.37K |
| GOLDMAN SACHS GP | 2,100,000 | 2,100,000 | 0 | 0.04% | -$50.12K |
| Progress Residential Trust, Series 2021-SFR9, Class A | 2,168,390 | 2,168,390 | 0 | 0.04% | -$6.47K |
| SBA TOWER TRUST | 2,000,000 | 2,000,000 | 0 | 0.04% | $14.17K |
| HPS CORPORATE LE | 2,000,000 | 2,000,000 | 0 | 0.04% | -$96.30K |
| JPMORGAN CHASE | 1,900,000 | 1,900,000 | 0 | 0.03% | -$39.57K |
| FORD MOTOR CRED | 1,800,000 | 1,800,000 | 0 | 0.03% | -$12.81K |
| KONA SPC LTD COMPANY GUAR 144A 09/26 VAR | 1,500,000 | 1,500,000 | 0 | 0.03% | -$24.06K |
| NOMURA HOLDINGS | 1,900,000 | 1,900,000 | 0 | 0.03% | -$19.84K |
| GOLDMAN SACHS GP | 1,700,000 | 1,700,000 | 0 | 0.03% | -$40.95K |
| PETROLEOS MEXICANOS SR UNSEC 6.35% 02-12-48 | 2,200,000 | 2,200,000 | 0 | 0.03% | -$43.35K |
| SOUTHERN CAL ED | 2,000,000 | 2,000,000 | 0 | 0.03% | -$26.10K |
| RFR USD SOFR/3.75000 12/17/25-30Y LCH | 1 | 1 | 0 | 0.03% | -$106.40K |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 WL2 M4 | 1,800,000 | 1,800,000 | 0 | 0.03% | -$427 |
| 317UAANA2 PIMCO FPPSWAPTION 4.11 CALL USD | 29,400,000 | 29,400,000 | 0 | 0.03% | $113.32K |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 2A B 144A | 1,400,000 | 1,400,000 | 0 | 0.03% | -$29.77K |
| US TREASURY N/B | 1,539,000 | 1,539,000 | 0 | 0.03% | -$16.83K |
| 37 CAPITAL CLO LTD PUTNM 2022 1A A1R 144A | 1,500,000 | 1,500,000 | 0 | 0.03% | -$1.29K |
| ARES CLO LTD ARES 2022 65A A2R 144A | 1,500,000 | 1,500,000 | 0 | 0.03% | -$4.43K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 9A AV 144A | 1,398,617 | 1,398,617 | 0 | 0.03% | -$5.88K |
| DEVELOPMENT BK KAZAKHSTAN JSC 18.4% 10/16/2028 144A | 619,000,000 | 619,000,000 | 0 | 0.02% | $62.64K |
| FORD MOTOR CRED | 1,300,000 | 1,300,000 | 0 | 0.02% | -$13.75K |
| RFR USD SOFR/3.00000 06/21/23-7Y LCH | 1 | 1 | 0 | 0.02% | $301.29K |
| PROJECT CASHMERE CLASS A2 144A | 1,900,000 | 1,900,000 | 0 | 0.02% | $42.94K |
| CS AT1 CLAIMS US22546DAB29 CREDIT SUISSE GROUP AG | 3,700,000 | 3,700,000 | 0 | 0.02% | $203.50K |
| SUMITOMO MITSUI | 1,100,000 | 1,100,000 | 0 | 0.02% | -$31.16K |
| DUBAEE 3.375 03/20/28 144A | 1,100,000 | 1,100,000 | 0 | 0.02% | -$12.71K |
| ANCHORAGE CR FDG 4 LTD / LLC AR 2.723% 04/27/2039 144A | 1,100,000 | 1,100,000 | 0 | 0.02% | -$989 |
| FNMA POOL BZ5147 FN 10/35 FIXED 4.96 | 1,018,000 | 1,018,000 | 0 | 0.02% | -$2.89K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2024 FL14 A 144A | 1,000,000 | 1,000,000 | 0 | 0.02% | -$2.51K |
| VICI PROPERTIE | 1,000,000 | 1,000,000 | 0 | 0.02% | -$25.88K |
| VICI PROPERTIE | 1,000,000 | 1,000,000 | 0 | 0.02% | -$20.26K |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/39 7 | 3,300,000 | 3,300,000 | 0 | 0.02% | -$89.36K |
| CS AT1 CLAIMS US225401AJ72 CREDIT SUISSE GROUP AG | 2,800,000 | 2,800,000 | 0 | 0.02% | $154.00K |
| PACIFIC GAS&ELEC | 1,000,000 | 1,000,000 | 0 | 0.02% | -$1.97K |
| US TREASURY N/B | 921,500 | 921,500 | 0 | 0.02% | -$12.02K |
| RFR GBP SONIO/4.50000 09/17/25-30Y LCH | 1 | 1 | 0 | 0.02% | $1.08M |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SE SER 2019-FL12 CL A V/R REGD 144A P/P 5.45601000 | 909,643 | 909,643 | 0 | 0.02% | $689 |
| PROJECT CASHMERE CLASS B 144A | 1,300,000 | 1,300,000 | 0 | 0.02% | $29.38K |
| 317UA83A9 PIMCO FPPSWAPTION 4.693 CALL USD | 15,400,000 | 15,400,000 | 0 | 0.02% | $91.10K |
| CS AT1 CLAIMS US225401AL29 CREDIT SUISSE GROUP AG | 2,500,000 | 2,500,000 | 0 | 0.02% | $137.50K |
| 317UA82A0 PIMCO FPPSWAPTION 4.693 PUT USD | 15,400,000 | 15,400,000 | 0 | 0.02% | $869 |
| CDX HY45 5Y ICE | 1 | 1 | 0 | 0.01% | -$839.44K |
| 317UAOYA0 PIMCO SWAPTION 3.857 PUT USD 2026100 | 414,000,000 | 414,000,000 | 0 | 0.01% | $605.31K |
| RFR USD SOFR/3.25000 06/21/23-5Y LCH | 1 | 1 | 0 | 0.01% | $399.21K |
| ANCHORAGE CR FDG 13 LTD / LLC A1 2.875% 07/27/2039 144A | 800,000 | 800,000 | 0 | 0.01% | -$4.66K |
| CREDICORP CAPITAL SOCIED /PEN/ REGD 144A P/P 9.70000000 | 2,300,000 | 2,300,000 | 0 | 0.01% | -$22.12K |
| PROJECT NOVA TERM LOAN | 700,000 | 700,000 | 0 | 0.01% | $0 |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2021 14A A 144A | 700,000 | 700,000 | 0 | 0.01% | -$3.88K |
| RFR USD SOFR/3.75000 12/18/24-10Y LCH | 1 | 1 | 0 | 0.01% | $786.22K |
| US TREASURY N/B | 874,400 | 874,400 | 0 | 0.01% | -$5.70K |
| 317U9ZDA0 PIMCO FPPSWAPTION 4.427 PUT USD | 10,400,000 | 10,400,000 | 0 | 0.01% | -$451 |
| 317UA0VA5 PIMCO FPPSWAPTION 4.485 PUT USD | 10,600,000 | 10,600,000 | 0 | 0.01% | -$241 |
| F+G GLOBAL FUNDING SECURED 144A 01/30 5.875 | 600,000 | 600,000 | 0 | 0.01% | -$15.15K |
| FORD MOTOR CRED | 600,000 | 600,000 | 0 | 0.01% | -$2.98K |
| GLP CAP/FIN II | 600,000 | 600,000 | 0 | 0.01% | -$18.03K |
| 317UA49A2 PIMCO FPPSWAPTION 4.628 PUT USD | 10,300,000 | 10,300,000 | 0 | 0.01% | $408 |
| 317UAMPA4 PIMCO SWAPTION 4.141 PUT USD 2026123 | 408,800,000 | 408,800,000 | 0 | 0.01% | $403.20K |
| HSBC HOLDINGS | 600,000 | 600,000 | 0 | 0.01% | -$6.44K |
| 317UA0WA4 PIMCO FPPSWAPTION 4.485 CALL USD | 10,600,000 | 10,600,000 | 0 | 0.01% | $60.87K |
| 317U9ZEA9 PIMCO FPPSWAPTION 4.427 CALL USD | 10,400,000 | 10,400,000 | 0 | 0.01% | $59.17K |
| GOLDEN ST TOBACCO -B | 560,000 | 560,000 | 0 | 0.01% | $3.64K |
| PROJECT CASHMERE CLASS C 144A | 700,000 | 700,000 | 0 | 0.01% | $15.82K |
| CS AT1 CLAIMS US225436AA21 CREDIT SUISSE GROUP AG | 1,300,000 | 1,300,000 | 0 | 0.01% | $71.50K |
| United States International Development Finance Corp | 447,200 | 447,200 | 0 | 0.01% | -$3.07K |
| BAYER US FIN LLC 6.375% 11/21/2030 144A | 400,000 | 400,000 | 0 | 0.01% | -$7.06K |
| LUCA RE LTD UNSECURED 144A 07/31 VAR | 400,000 | 400,000 | 0 | 0.01% | -$1.14K |
| NTT FINANCE | 400,000 | 400,000 | 0 | 0.01% | -$4.80K |
| MORGAN STANLEY | 400,000 | 400,000 | 0 | 0.01% | -$10.38K |
| FORD MOTOR CRED | 400,000 | 400,000 | 0 | 0.01% | -$71 |
| 317U9YNA2 PIMCO SWAPTION 3.505 CALL USD 202608 | 89,200,000 | 89,200,000 | 0 | 0.01% | -$166.23K |
| PROJECT CASHMERE CLASS D 144A | 500,000 | 500,000 | 0 | 0.01% | $11.30K |
| CS AT1 CLAIMS XS0989394589 CREDIT SUISSE GROUP AG | 800,000 | 800,000 | 0 | 0.01% | $44.00K |
| INF SWAP US IT2.505 03/25/25-5Y LCH | 1 | 1 | 0 | 0.00% | $808.70K |
| RFR USD SOFR/3.75000 12/17/25-10Y LCH | 1 | 1 | 0 | 0.00% | $147.62K |
| 317U9YOA1 PIMCO SWAPTION 4.255 PUT USD 2026080 | 42,000,000 | 42,000,000 | 0 | 0.00% | -$36.76K |
| BLUE RIDGE RE LTD UNSECURED 144A 01/29 VAR | 250,000 | 250,000 | 0 | 0.00% | $1.52K |
| POLESTAR RE LTD UNSECURED 144A 01/29 VAR | 250,000 | 250,000 | 0 | 0.00% | $600 |
| VITALITY RE XVI LTD UNSECURED 144A 01/30 VAR | 250,000 | 250,000 | 0 | 0.00% | -$2.19K |
| RFR USD SOFR/3.50000 12/20/23-7Y LCH | 1 | 1 | 0 | 0.00% | $320.37K |
| RFR USD SOFR/3.50000 12/20/23-10Y LCH | 1 | 1 | 0 | 0.00% | $75.03K |
| BAYER US FIN LLC 6.5% 11/21/2033 144A | 200,000 | 200,000 | 0 | 0.00% | -$3.82K |
| BAYER US FINANCE | 200,000 | 200,000 | 0 | 0.00% | -$2.71K |
| VICI PROPERTIE | 200,000 | 200,000 | 0 | 0.00% | -$4.58K |
| NHI 5.35 02/01/33 | 200,000 | 200,000 | 0 | 0.00% | -$2.88K |
| FORD MOTOR CRED | 200,000 | 200,000 | 0 | 0.00% | -$985 |
| FORD MOTOR CRED | 200,000 | 200,000 | 0 | 0.00% | -$812 |
| CDX HY43 5Y ICE | 1 | 1 | 0 | 0.00% | -$185.53K |
| RFR USD SOFR/3.75000 06/20/24-10Y LCH | 1 | 1 | 0 | 0.00% | $138.32K |
| 31750RIL3 PIMCO FXVAN PUT USD ZAR 17.00000000 | -16,250,000 | -16,250,000 | 0 | 0.00% | $39.26K |
| 31750RIW9 PIMCO FXVAN CALL USD HKD 7.85000000 | 0 | 0 | 0 | 0.00% | $93.18K |
| 31750RI33 PIMCO FXVAN CALL USD HKD 7.85000000 | 0 | 0 | 0 | 0.00% | $92.04K |
| PENNSYLVANIA ST ECON DEV FING PASDEV 06/39 FIXED 6.532 | 95,000 | 95,000 | 0 | 0.00% | -$849 |
| HYATT HOTELS | 100,000 | 100,000 | 0 | 0.00% | -$2.04K |
| RFR USD SOFR/3.80740 03/01/24-4Y* LCH | 4 | 4 | 0 | 0.00% | $264.00K |
| IRS EUR 2.52000 04/09/25-10Y LCH | 2 | 2 | 0 | 0.00% | $29.15K |
| CDX IG44 5Y ICE | 1 | 1 | 0 | 0.00% | -$2.74M |
| RFR USD SOFR/4.07100 01/15/25-10Y LCH | 3 | 3 | 0 | 0.00% | -$12.71K |
| RFR USD SOFR/3.28000 09/16/24-10Y LCH | 2 | 2 | 0 | 0.00% | $10.63K |
| American Home Mortgage Assets Trust, Series 2006-4, Class 1A12 | 132,873 | 132,873 | 0 | 0.00% | $308 |
| IRS EUR 2.40000 02/12/25-10Y LCH | 1 | 1 | 0 | 0.00% | $29.43K |
| IRS PLN 4.72250 12/01/30-5Y CME | 1 | 1 | 0 | 0.00% | $68.94K |
| IRS EUR 2.39000 10/01/24-10Y LCH | 1 | 1 | 0 | 0.00% | $13.81K |
| INF SWAP US IT 2.5225 03/27/25-5Y LCH | 1 | 1 | 0 | 0.00% | $244.87K |
| IRS EUR 2.45000 05/05/25-10Y LCH | 1 | 1 | 0 | 0.00% | $15.74K |
| IRS EUR 2.28000 03/04/25-5Y LCH | 1 | 1 | 0 | 0.00% | $56.16K |
| RFR USD SOFR/3.90000 01/08/25-10Y LCH | 5 | 5 | 0 | 0.00% | -$9.83K |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR7 1A1 | 146,566 | 146,566 | 0 | 0.00% | -$2.21K |
| BANK OF AMERICA CORPORATION SNR S* ICE | 1 | 1 | 0 | 0.00% | -$15.27K |
| RFR USD SOFR/4.09000 01/22/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$7.10K |
| IRS EUR 2.53000 04/23/25-10Y LCH | 1 | 1 | 0 | 0.00% | $15.04K |
| IRS EUR 2.55000 04/16/25-10Y LCH | 1 | 1 | 0 | 0.00% | $15.16K |
| 317UAV0A1 PIMCO SWAPTION 3.26 CALL USD 2026042 | 45,800,000 | 45,800,000 | 0 | 0.00% | -$119.72K |
| IRS EUR 2.58000 08/29/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$2.81K |
| RFR USD SOFR/3.52500 09/04/24-10Y LCH | 1 | 1 | 0 | 0.00% | $6.63K |
| RFR GBP SONIO/3.70000 03/28/24-10Y LCH | 1 | 1 | 0 | 0.00% | $17.72K |
| RFR USD SOFR/4.10000 01/21/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$4.35K |
| RFR USD SOFR/3.23200 09/10/24-10Y LCH | 1 | 1 | 0 | 0.00% | $3.33K |
| RFR USD SOFR/3.86600 11/14/24-10Y LCH | 2 | 2 | 0 | 0.00% | -$28.39K |
| TURKIYE GOVERNMENT BOND BONDS 05/26 VAR | 1,000,000 | 1,000,000 | 0 | 0.00% | -$921 |
| RFR USD SOFR/3.93300 01/06/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$3.31K |
| TURKIYE GOVERNMENT BOND BONDS 08/26 VAR | 800,000 | 800,000 | 0 | 0.00% | -$813 |
| INF SWAP US IT 2.5145 10/29/25-5Y LCH | 1 | 1 | 0 | 0.00% | $154.71K |
| 317UA1MA3 PIMCO SWAPTION 3.067 CALL USD 202608 | 6,000,000 | 6,000,000 | 0 | 0.00% | -$6.49K |
| GENERAL ELECTRIC COMPANY SNR S* ICE | 1 | 1 | 0 | 0.00% | -$4.56K |
| RFR USD SOFR/3.88000 01/13/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$3.26K |
| RFR USD SOFR/4.01500 12/30/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$5.10K |
| 317U9ZXA8 PIMCO SWAPTION 2.989 CALL USD 202608 | 7,500,000 | 7,500,000 | 0 | 0.00% | -$6.80K |
| RFR USD SOFR/4.00000 06/20/24-2Y LCH | 1 | 1 | 0 | 0.00% | $63.61K |
| 317UA10A7 PIMCO SWAPTION 3.0475 CALL USD 20260 | 6,000,000 | 6,000,000 | 0 | 0.00% | -$6.25K |
| 317UA1DA3 PIMCO SWAPTION 3.038 CALL USD 202608 | 6,000,000 | 6,000,000 | 0 | 0.00% | -$6.08K |
| 317UA0IA0 PIMCO SWAPTION 2.995 CALL USD 202608 | 5,700,000 | 5,700,000 | 0 | 0.00% | -$5.23K |
| IRS PLN 4.68500 12/02/30-5Y CME | 1 | 1 | 0 | 0.00% | $10.40K |
| 317U9Z8A6 PIMCO SWAPTION 2.972 CALL USD 202608 | 5,600,000 | 5,600,000 | 0 | 0.00% | -$4.94K |
| 317U9ZIA5 PIMCO SWAPTION 2.965 CALL USD 202608 | 5,600,000 | 5,600,000 | 0 | 0.00% | -$4.77K |
| IRS EUR 2.40000 04/09/25-5Y LCH | 1 | 1 | 0 | 0.00% | $27.06K |
| IRS EUR 2.35000 04/29/25-5Y LCH | 1 | 1 | 0 | 0.00% | $15.54K |
| IRS EUR 2.67000 04/03/24-10Y LCH | 1 | 1 | 0 | 0.00% | $10.98K |
| CDX EM36 ICE | 1 | 1 | 0 | 0.00% | -$8.48K |
| IRS EUR 2.68000 08/07/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$845 |
| RFR USD SOFR/3.64300 08/28/24-10Y LCH | 1 | 1 | 0 | 0.00% | $2.41K |
| IRS PLN 4.73000 12/31/30-5Y CME | 1 | 1 | 0 | 0.00% | $6.25K |
| RFR USD SOFR/3.85500 11/19/24-10Y LCH | 2 | 2 | 0 | 0.00% | -$23.16K |
| IRS EUR 2.91000 12/29/23-10Y LCH | 1 | 1 | 0 | 0.00% | $12.59K |
| RFR USD SOFR/3.50000 12/17/25-2Y LCH | 1 | 1 | 0 | 0.00% | $4.20K |
| MORGAN STANLEY SNR S* ICE | 1 | 1 | 0 | 0.00% | -$2.05K |
| CDX EM38 ICE | 1 | 1 | 0 | 0.00% | -$617 |
| RFR GBP SONIO/4.32000 10/20/23-10Y LCH | 1 | 1 | 0 | 0.00% | -$29.01K |
| RFR USD SOFR/3.86500 11/20/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$1.16K |
| IRS EUR 2.97000 12/15/23-10Y LCH | 1 | 1 | 0 | 0.00% | $258 |
| CDX EM39 ICE | 1 | 1 | 0 | 0.00% | -$1.34K |
| CDX EM41 ICE | 1 | 1 | 0 | 0.00% | -$1.33K |
| SOFTBANK GROUP CORP SNR JP SP GST | 1 | 1 | 0 | 0.00% | $1.23K |
| IRS CZK 4.53000 12/31/30-5Y CME | 1 | 1 | 0 | 0.00% | -$3.04K |
| RFR USD SOFR/3.84200 12/26/23-10Y LCH | 1 | 1 | 0 | 0.00% | $2.76K |
| IRS EUR 2.99000 12/08/23-10Y LCH | 1 | 1 | 0 | 0.00% | $15.61K |
| IRS CZK 4.48500 12/02/30-5Y CME | 1 | 1 | 0 | 0.00% | -$5.11K |
| RFR USD SOFR/3.89000 03/03/25-10Y LCH | 1 | 1 | 0 | 0.00% | $2.46K |
| IRS CZK 3.76000 11/01/24-10Y CME | 1 | 1 | 0 | 0.00% | -$4.26K |
| IRS EUR 3.06300 12/06/23-10Y LCH | 1 | 1 | 0 | 0.00% | $11.83K |
| IRS EUR 3.28000 11/22/23-10Y LCH | 1 | 1 | 0 | 0.00% | $5.45K |
| RFR USD SOFR/4.00000 02/26/25-10Y LCH | 1 | 1 | 0 | 0.00% | $2.58K |
| IRS EUR 3.12800 12/04/23-10Y LCH | 1 | 1 | 0 | 0.00% | $10.62K |
| RFR USD SOFR/3.88400 03/25/25-10Y LCH | 1 | 1 | 0 | 0.00% | $6.62K |
| RFR USD SOFR/3.89900 03/11/25-10Y LCH | 1 | 1 | 0 | 0.00% | $5.41K |
| RFR USD SOFR/3.90500 03/12/25-10Y LCH | 1 | 1 | 0 | 0.00% | $5.58K |
| IRS EUR 3.30500 11/27/23-10Y LCH | 1 | 1 | 0 | 0.00% | $6.83K |
| RFR USD SOFR/3.87400 03/05/25-10Y LCH | 2 | 2 | 0 | 0.00% | $7.57K |
| RFR USD SOFR/3.90750 03/04/25-10Y LCH | 1 | 1 | 0 | 0.00% | $5.59K |
| IRS EUR 3.14800 11/20/23-10Y LCH | 1 | 1 | 0 | 0.00% | $17.42K |
| CDX EM44 ICE | 1 | 1 | 0 | 0.00% | -$11.40K |
| IRS CZK 4.52250 12/01/30-5Y CME | 1 | 1 | 0 | 0.00% | -$34.50K |
| IRS EUR 3.25000 11/06/23-10Y LCH | 1 | 1 | 0 | 0.00% | $15.03K |
| RFR USD SOFR/3.93000 03/24/25-10Y LCH | 1 | 1 | 0 | 0.00% | $11.03K |
| ZCS BRL 14.0087 05/12/25-01/04/27 CME | 1 | 1 | 0 | 0.00% | -$20.12K |
| RFR USD SOFR/3.75000 05/07/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$20.12K |
| IRS EUR 2.42000 03/07/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$17.46K |
| RFR USD SOFR/3.97500 03/21/25-10Y LCH | 1 | 1 | 0 | 0.00% | $10.84K |
| RFR USD SOFR/3.84200 03/04/25-5Y LCH | 1 | 1 | 0 | 0.00% | $15.32K |
| IRS EUR 2.61000 03/24/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$34.46K |
| IRS EUR 2.46000 04/01/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$14.38K |
| SAUDI ARABIA GOVT EM SP BRC | 1 | 1 | 0 | 0.00% | -$35.31K |
| RFR GBP SONIO/3.93000 01/06/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$54.33K |
| IRS EUR 2.38000 12/31/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$11.51K |
| CMBX.NA.AAA.16 SP SAL | 1 | 1 | 0 | 0.00% | -$21.80K |
| IRS EUR 2.52000 03/27/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$45.12K |
| IRS EUR 2.46000 03/13/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$38.35K |
| RFR USD SOFR/3.75000 09/17/25-7Y LCH | 1 | 1 | 0 | 0.00% | $290.19K |
| SAUDI ARABIA GOVT EM SP JPM | 1 | 1 | 0 | 0.00% | -$71.95K |
| IRS EUR 2.22000 01/08/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$29.72K |
| RFR USD SOFR/3.75000 06/20/24-5Y LCH | 1 | 1 | 0 | 0.00% | $358.28K |
| IRS EUR 2.50000 03/18/26-5Y LCH | 1 | 1 | 0 | 0.00% | -$90.04K |
| RFR USD SOFR/3.75000 12/18/24-7Y LCH | 1 | 1 | 0 | 0.00% | $257.88K |
| RFR USD SOFR/3.75000 12/17/25-7Y LCH | 1 | 1 | 0 | 0.00% | $640.79K |
| ZCS BRL 13.9271 05/08/25-01/04/27 CME | 2 | 2 | 0 | -0.01% | -$160.37K |
| INF SWAP US IT 2.48 10/29/25-10Y LCH | 1 | 1 | 0 | -0.01% | $24.96K |
| ZCS BRL 13.32 05/08/25-01/02/29 CME | 2 | 2 | 0 | -0.01% | -$379.59K |
| RFR USD SOFR/3.75000 12/18/24-5Y LCH | 1 | 1 | 0 | -0.01% | $618.61K |
| RFR USD SOFR/3.75000 09/17/25-5Y LCH | 1 | 1 | 0 | -0.01% | $748.37K |
| 317UAUZA5 PIMCO SWAPTION 3.56 PUT USD 20260428 | -46,700,000 | -46,700,000 | 0 | -0.01% | -$46.28K |
| ZCS BRL 13.245 09/02/25-01/02/29 CME | 1 | 1 | 0 | -0.01% | -$612.33K |
| ZCS BRL 13.3 12/18/25-01/02/29 CME | 1 | 1 | 0 | -0.01% | -$577.45K |
| RFR USD SOFR/4.0535* 09/02/25-27Y* LCH | 2 | 2 | 0 | -0.01% | $178.49K |
| IRS AUD 4.50000 09/20/23-10Y LCH | 1 | 1 | 0 | -0.02% | -$830.37K |
| RFR GBP SONIO/4.00000 09/17/25-10Y LCH | 1 | 1 | 0 | -0.02% | -$1.31M |
| RFR USD SOFR/3.75000 12/17/25-5Y LCH | 1 | 1 | 0 | -0.03% | $1.76M |
| RFR USD SOFR/3.16250 08/25/27-1Y LCH | 1 | 1 | 0 | -0.03% | -$1.06M |
| IRS AUD 4.50000 06/18/25-10Y LCH | 1 | 1 | 0 | -0.03% | -$894.69K |
Top 300 of 303, by weight.
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