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 | 45,560,000 | 45,560,000 | 16.14% | $47.10M |
| FNCL 6 6/24 | 0 | 38,570,000 | 38,570,000 | 13.45% | $39.26M |
| FNCL 5 4/26 | 0 | 15,380,000 | 15,380,000 | 5.20% | $15.17M |
| U.S. Treasury Bills | 0 | 14,260,000 | 14,260,000 | 4.84% | $14.13M |
| G2SF 4 4/23 | 0 | 6,190,000 | 6,190,000 | 1.99% | $5.80M |
| G2SF 3.5 4/24 | 0 | 5,900,000 | 5,900,000 | 1.85% | $5.41M |
| G2SF 5 5/26 | 0 | 4,970,000 | 4,970,000 | 1.68% | $4.91M |
| Uniform Mortgage-Backed Security, TBA | 0 | 4,300,000 | 4,300,000 | 1.45% | $4.24M |
| FNCL 4 6/24 | 0 | 4,250,000 | 4,250,000 | 1.37% | $4.00M |
| Uniform Mortgage-Backed Security, TBA | 0 | 3,780,000 | 3,780,000 | 1.30% | $3.79M |
| G2SF 4.5 4/26 | 0 | 3,360,000 | 3,360,000 | 1.11% | $3.25M |
| TITULOS DE TESORERIA BONDS 01/35 11.75 | 0 | 11,500,500,000 | 11,500,500,000 | 0.98% | $2.85M |
| Government National Mortgage Association, TBA | 0 | 2,570,000 | 2,570,000 | 0.88% | $2.58M |
| Government National Mortgage Association, TBA | 0 | 2,540,000 | 2,540,000 | 0.88% | $2.58M |
| LETRA TESOURO NACIONAL BILLS 10/26 0.00000 | 0 | 12,600,000 | 12,600,000 | 0.78% | $2.28M |
| FNCL 5.5 4/26 | 0 | 2,240,000 | 2,240,000 | 0.77% | $2.25M |
| FHLBanks Office of Finance | 0 | 1,900,000 | 1,900,000 | 0.65% | $1.88M |
| Uniform Mortgage-Backed Security, TBA | 0 | 1,660,000 | 1,660,000 | 0.55% | $1.60M |
| LETRA TESOURO NACIONAL BILLS 07/26 0.00000 | 0 | 7,900,000 | 7,900,000 | 0.51% | $1.48M |
| Keurig Dr Pepper Inc | 0 | 900,000 | 900,000 | 0.31% | $896.77K |
| U.S. Treasury Bill | 0 | 641,000 | 641,000 | 0.22% | $633.89K |
| EURO-OAT FUTURE JUN26 | 0 | -85 | -85 | 0.13% | $368.20K |
| TITULOS DE TESORERIA BONDS 11/40 12.75 | 0 | 1,127,500,000 | 1,127,500,000 | 0.10% | $298.84K |
| Takeoff Merger Sub, Inc. | 0 | 300,000 | 300,000 | 0.10% | $298.13K |
| EGYPT GOVERNMENT BOND BONDS 10/30 19.698 | 0 | 12,300,000 | 12,300,000 | 0.08% | $221.56K |
| REPUBLIC OF COLOMBIA SR UNSECURED 06/45 5 | 0 | 300,000 | 300,000 | 0.07% | $216.03K |
| BONOS DE TESORERIA SR UNSECURED 08/32 6.15 | 0 | 700,000 | 700,000 | 0.07% | $210.36K |
| IRS EUR 3.00000 09/16/26-30Y LCH | 0 | 1 | 1 | 0.05% | $153.95K |
| BONOS TESORERIA PESOS UNSECURED 144A REGS 09/30 4.7 | 0 | 105,000,000 | 105,000,000 | 0.04% | $111.06K |
| FNCL 3 6/24 | 0 | 120,000 | 120,000 | 0.04% | $105.24K |
| TITULOS DE TESORERIA BONDS 07/46 11.5 | 0 | 403,500,000 | 403,500,000 | 0.03% | $97.34K |
| 317UBRFA3 PIMCO FPPSWAPTION 4.296 CALL USD | 0 | 1,100,000 | 1,100,000 | 0.03% | $87.15K |
| 317UBQXA5 PIMCO FPPSWAPTION 4.296 PUT USD | 0 | 1,100,000 | 1,100,000 | 0.02% | $64.80K |
| RFR USD SOFR/3.75000 09/16/26-10Y LCH | 0 | 1 | 1 | 0.02% | $48.21K |
| BONOS TESORERIA PESOS BONDS 144A REGS 10/29 5.8 | 0 | 40,000,000 | 40,000,000 | 0.02% | $43.98K |
| 31750SIS6 PIMCO CDSOPT PUT USD 96.58984375 202 | 0 | 4,000,000 | 4,000,000 | 0.01% | $33.55K |
| 31750SIK3 PIMCO CDSOPT PUT USD 0.8 20260617 | 0 | 11,000,000 | 11,000,000 | 0.01% | $26.35K |
| Three Month SONIA Index Futures | 0 | 54 | 54 | 0.01% | $24.95K |
| 31750SKZ7 PIMCO CDSOPT PUT USD 99.09765625 202 | 0 | 15,500,000 | 15,500,000 | 0.00% | $13.44K |
| 31750SEV3 PIMCO FXVAN PUT USD BRL 5.12000000 | 0 | 0 | 0 | 0.00% | $13.04K |
| 317UC1RA6 PIMCO SWAPTION 4.75 PUT USD 20260904 | 0 | 4,700,000 | 4,700,000 | 0.00% | $11.21K |
| TITULOS DE TESORERIA BONDS 03/58 12 | 0 | 39,000,000 | 39,000,000 | 0.00% | $9.58K |
| RFR USD SOFR/3.75000 06/17/26-10Y LCH | 0 | 1 | 1 | 0.00% | $9.42K |
| 317UC7LA9 PIMCO SWAPTION 3.651 CALL USD 202606 | 0 | 0 | 0 | 0.00% | $6.67K |
| 317UC76A6 PIMCO SWAPTION 4.0325 PUT USD 202605 | 0 | 1,400,000 | 1,400,000 | 0.00% | $6.22K |
| 317UC0UA4 PIMCO SWAPTION 3.3 CALL USD 20260602 | 0 | 2,300,000 | 2,300,000 | 0.00% | $5.22K |
| RFR USD SOFR/3.74800 03/03/26-10Y LCH | 0 | 2 | 2 | 0.00% | $4.06K |
| 3 Month Euro Euribor Future | 0 | -2 | -2 | 0.00% | $3.67K |
| EGYPT TREASURY BILL BILLS 10/26 0.00000 | 0 | 200,000 | 200,000 | 0.00% | $3.22K |
| 317UBKMA0 PIMCO SWAPTION 3.4625 CALL USD 20260 | 0 | 2,400,000 | 2,400,000 | 0.00% | $1.96K |
| RFR USD SOFR/3.50000 06/17/26-7Y LCH | 0 | 1 | 1 | 0.00% | $1.91K |
| 317UC8DA6 PIMCO SWAPTION 3.599 CALL USD 202606 | 0 | 0 | 0 | 0.00% | $1.88K |
| IRS CLP 4.71000 01/14/26-5Y* CME | 0 | 2 | 2 | 0.00% | $1.47K |
| 31750SJW6 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $1.44K |
| 31750SBB0 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $732 |
| IRS CLP 4.59000 01/09/26-4Y* CME | 0 | 1 | 1 | 0.00% | $530 |
| 31750SCK9 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $495 |
| 317UBSFA1 PIMCO SWAPTION 3.449 CALL USD 202604 | 0 | 2,800,000 | 2,800,000 | 0.00% | $20 |
| 317UC6EA9 PIMCO SWAPTION 3.62 CALL USD 2026042 | 0 | -100,000 | -100,000 | 0.00% | -$125 |
| 317UC4YA2 PIMCO SWAPTION 3.6 CALL USD 20260416 | 0 | -200,000 | -200,000 | 0.00% | -$179 |
| 31750SCV5 PIMCO CDSOPT PUT USD 103.53125000 20 | 0 | -500,000 | -500,000 | 0.00% | -$507 |
| 317UC8QA2 PIMCO SWAPTION 4.055 PUT USD 2026042 | 0 | -200,000 | -200,000 | 0.00% | -$557 |
| 317UC6DA0 PIMCO SWAPTION 3.9 PUT USD 20260420 | 0 | -100,000 | -100,000 | 0.00% | -$566 |
| 317UC8RA1 PIMCO SWAPTION 3.695 CALL USD 202604 | 0 | -200,000 | -200,000 | 0.00% | -$575 |
| 317UC9LA5 PIMCO SWAPTION 4.095 PUT USD 2026040 | 0 | -1,800,000 | -1,800,000 | 0.00% | -$578 |
| 31750SEW1 PIMCO FXVAN CALL USD BRL 5.70000000 | 0 | -560,000 | -560,000 | 0.00% | -$636 |
| CDX ITRAXX MAIN44 5Y ICE | 0 | 1 | 1 | 0.00% | -$866 |
| 317UC4XA3 PIMCO SWAPTION 3.9 PUT USD 20260416 | 0 | -200,000 | -200,000 | 0.00% | -$1.04K |
| 317UCAAA4 PIMCO SWAPTION 3.889 PUT USD 2026043 | 0 | -100,000 | -100,000 | 0.00% | -$1.83K |
| CDX ITRAXX MAIN45 5Y ICE | 0 | 1 | 1 | 0.00% | -$2.11K |
| 31750SOX8 PIMCO CDSOPT PUT USD 96.10156250 202 | 0 | -1,600,000 | -1,600,000 | 0.00% | -$3.45K |
| 31750SC52 PIMCO CDSOPT PUT USD 102.32812500 20 | 0 | -1,100,000 | -1,100,000 | 0.00% | -$4.56K |
| 31750SNE1 PIMCO CDSOPT CALL USD 94.81250000 20 | 0 | -2,100,000 | -2,100,000 | 0.00% | -$6.79K |
| 317UC75A7 PIMCO SWAPTION 3.7325 CALL USD 20260 | 0 | -1,600,000 | -1,600,000 | 0.00% | -$7.70K |
| 31750SKX2 PIMCO CDSOPT CALL USD 0.55 20260617 | 0 | -16,500,000 | -16,500,000 | 0.00% | -$8.52K |
| 31750SKH7 PIMCO CDSOPT CALL USD 102.31250000 2 | 0 | -3,200,000 | -3,200,000 | 0.00% | -$9.03K |
| 317UBKLA1 PIMCO SWAPTION 3.7625 PUT USD 202604 | 0 | -2,700,000 | -2,700,000 | 0.00% | -$10.03K |
| 317UC62A2 PIMCO SWAPTION 3.7825 PUT USD 202606 | 0 | 0 | 0 | 0.00% | -$11.96K |
| IRS AUD 5.00000 09/16/26-10Y LCH | 0 | 1 | 1 | 0.00% | -$13.23K |
| RFR USD SOFR/4.00000 03/18/26-30Y LCH | 0 | 1 | 1 | 0.00% | -$14.13K |
| 31750SOZ3 PIMCO CDSOPT CALL USD 97.37500000 20 | 0 | -4,600,000 | -4,600,000 | -0.01% | -$19.27K |
| OIS CAD CAONREPO/3.0000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.01% | -$19.61K |
| ZCS BRL 13.015 01/27/26-01/02/31 CME | 0 | 1 | 1 | -0.01% | -$20.81K |
| 31750SNB7 PIMCO CDSOPT PUT USD 101.37500000 20 | 0 | -7,000,000 | -7,000,000 | -0.01% | -$25.49K |
| 317UBYBA2 PIMCO SWAPTION 3.967 PUT USD 2026050 | 0 | -6,400,000 | -6,400,000 | -0.01% | -$26.30K |
| ZCS BRL 12.82 01/27/26-01/02/29 CME | 0 | 1 | 1 | -0.01% | -$26.72K |
| 317UC0TA6 PIMCO SWAPTION 3.6 PUT USD 20260602 | 0 | -2,700,000 | -2,700,000 | -0.01% | -$38.64K |
| RFR JPY MUTK/2.00000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.03% | -$78.36K |
| RFR GBP SONIO/4.00000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.07% | -$198.86K |
| EURO-BUND FUTURE JUN26 | 0 | 81 | 81 | -0.10% | -$293.55K |
| CDX IG46 5Y ICE | 0 | 1 | 1 | -0.11% | -$327.08K |
| IRS EUR 2.75000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.11% | -$329.98K |
| FNCL 2 5/26 | 0 | -3,800,000 | -3,800,000 | -1.05% | -$3.06M |
| Uniform Mortgage-Backed Security, TBA | 0 | -5,400,000 | -5,400,000 | -1.56% | -$4.54M |
| G2SF 3 4/26 | 0 | -5,900,000 | -5,900,000 | -1.80% | -$5.27M |
| Uniform Mortgage-Backed Security, TBA | 0 | -10,440,000 | -10,440,000 | -3.27% | -$9.55M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Uniform Mortgage-Backed Security, TBA | 38,570,000 | 0 | -38,570,000 | 0.00% | -$39.58M |
| Uniform Mortgage-Backed Security, TBA | 31,250,000 | 0 | -31,250,000 | 0.00% | -$32.51M |
| Uniform Mortgage-Backed Security, TBA | 14,310,000 | 0 | -14,310,000 | 0.00% | -$14.88M |
| Uniform Mortgage-Backed Security, TBA | 13,780,000 | 0 | -13,780,000 | 0.00% | -$13.73M |
| Government National Mortgage Association, TBA | 6,190,000 | 0 | -6,190,000 | 0.00% | -$5.85M |
| Government National Mortgage Association, TBA | 5,900,000 | 0 | -5,900,000 | 0.00% | -$5.37M |
| G2SF 5 1/26 | 4,970,000 | 0 | -4,970,000 | 0.00% | -$4.96M |
| Uniform Mortgage-Backed Security, TBA | 3,780,000 | 0 | -3,780,000 | 0.00% | -$3.83M |
| LETRA TESOURO NACIONAL BILLS 04/26 0.00000 | 19,500,000 | 0 | -19,500,000 | 0.00% | -$3.44M |
| Uniform Mortgage-Backed Security, TBA | 3,360,000 | 0 | -3,360,000 | 0.00% | -$3.28M |
| Government National Mortgage Association, TBA | 3,360,000 | 0 | -3,360,000 | 0.00% | -$3.27M |
| G2SF 5.5 1/25 | 2,570,000 | 0 | -2,570,000 | 0.00% | -$2.60M |
| G2SF 6 1/25 | 2,540,000 | 0 | -2,540,000 | 0.00% | -$2.59M |
| FNMA POOL BZ4544 FN 08/30 FIXED 4.56 | 2,500,000 | 0 | -2,500,000 | 0.00% | -$2.55M |
| Uniform Mortgage-Backed Security, TBA | 2,550,000 | 0 | -2,550,000 | 0.00% | -$2.42M |
| MEX BONOS DESARR FIX RT BONDS 03/29 8.5 | 38,500,000 | 0 | -38,500,000 | 0.00% | -$2.16M |
| FNMA POOL BM7581 FN 09/31 VARIABLE | 1,700,000 | 0 | -1,700,000 | 0.00% | -$1.74M |
| FNMA POOL BM7579 FN 10/29 VARIABLE | 900,000 | 0 | -900,000 | 0.00% | -$907.13K |
| POLAND GOVERNMENT BOND BONDS 07/29 4.75 | 3,120,000 | 0 | -3,120,000 | 0.00% | -$884.32K |
| FNMA POOL BS9867 FN 11/30 FIXED 5.3 | 800,000 | 0 | -800,000 | 0.00% | -$837.69K |
| ALBACORE EURO CLO ALBAC 1A AR 144A | 700,000 | 0 | -700,000 | 0.00% | -$823.75K |
| FNMA POOL BZ2582 FN 12/29 FIXED 4.3 | 601,000 | 0 | -601,000 | 0.00% | -$606.21K |
| PACIFIC GAS&ELEC | 500,000 | 0 | -500,000 | 0.00% | -$528.35K |
| CORDATUS CLO PLC CORDA 24A A 144A | 320,156 | 0 | -320,156 | 0.00% | -$376.95K |
| BANK NOVA SCOTIA | 300,000 | 0 | -300,000 | 0.00% | -$312.72K |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2023-3 7.13% 01/26/2032 144A | 157,230 | 0 | -157,230 | 0.00% | -$157.49K |
| FNCL 3 2/26 | 120,000 | 0 | -120,000 | 0.00% | -$106.07K |
| PACIFIC GAS&ELEC | 100,000 | 0 | -100,000 | 0.00% | -$102.87K |
| PACIFIC GAS&ELEC | 100,000 | 0 | -100,000 | 0.00% | -$99.39K |
| FUT. EUR FOAT MAR26 | -64 | 0 | 64 | 0.00% | -$54.07K |
| OIS MXN TIIE1/7.01100 10/20/25-3Y* CME | 1 | 0 | -1 | 0.00% | -$13.18K |
| 317UBDPA3 PIMCO SWAPTION 3.407 CALL USD 202603 | 3,500,000 | 0 | -3,500,000 | 0.00% | -$12.21K |
| 317UAQQA4 PIMCO SWAPTION 3.7505 PUT USD 202610 | 18,400,000 | 0 | -18,400,000 | 0.00% | -$11.47K |
| 317UAM5A6 PIMCO SWAPTION 3.23 CALL USD 2026033 | 2,100,000 | 0 | -2,100,000 | 0.00% | -$5.98K |
| 31750RZZ3 PIMCO FXVAN PUT USD BRL 5.12000000 | 0 | 0 | 0 | 0.00% | -$2.74K |
| 31750RZW0 PIMCO FXVAN PUT USD KRW 1385.0000000 | 0 | 0 | 0 | 0.00% | -$2.39K |
| OIS MXN TIIE1/7.76000 04/09/25-4Y* CME | 1 | 0 | -1 | 0.00% | -$2.28K |
| 317UA3NA8 PIMCO SWAPTION 4.75 PUT USD 20260218 | 5,400,000 | 0 | -5,400,000 | 0.00% | -$34 |
| 317UAN5A4 PIMCO SWAPTION 3.1885 CALL USD 20260 | 1,800,000 | 0 | -1,800,000 | 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 | -300,000 | 0 | 300,000 | 0.00% | $0 |
| 317UAN4A5 PIMCO SWAPTION 3.6885 PUT USD 202601 | -2,000,000 | 0 | 2,000,000 | 0.00% | $14 |
| 317UBA6A0 PIMCO SWAPTION 3.625 CALL USD 202601 | -300,000 | 0 | 300,000 | 0.00% | $27 |
| 317UB9UA6 PIMCO SWAPTION 3.86 PUT USD 20260105 | -300,000 | 0 | 300,000 | 0.00% | $57 |
| 317UBA5A1 PIMCO SWAPTION 3.925 PUT USD 2026010 | -300,000 | 0 | 300,000 | 0.00% | $60 |
| 317UBCLA9 PIMCO SWAPTION 3.6475 CALL USD 20260 | -200,000 | 0 | 200,000 | 0.00% | $138 |
| 317UBCKA0 PIMCO SWAPTION 3.9275 PUT USD 202601 | -200,000 | 0 | 200,000 | 0.00% | $160 |
| 317UBC4A8 PIMCO SWAPTION 3.639 CALL USD 202601 | -700,000 | 0 | 700,000 | 0.00% | $179 |
| 317UBEXA2 PIMCO SWAPTION 3.622 CALL USD 202601 | -200,000 | 0 | 200,000 | 0.00% | $273 |
| 317UBC3A9 PIMCO SWAPTION 3.919 PUT USD 2026011 | -700,000 | 0 | 700,000 | 0.00% | $444 |
| 317UBEWA3 PIMCO SWAPTION 3.882 PUT USD 2026012 | -200,000 | 0 | 200,000 | 0.00% | $592 |
| 317UB80A1 PIMCO SWAPTION 4.066 PUT USD 2026020 | -6,700,000 | 0 | 6,700,000 | 0.00% | $2.55K |
| 31750S8M0 PIMCO CDSOPT PUT USD 0.525 20260218 | -2,700,000 | 0 | 2,700,000 | 0.00% | $2.83K |
| 31750RZX8 PIMCO FXVAN CALL USD BRL 5.64000000 | -540,000 | 0 | 540,000 | 0.00% | $4.21K |
| IRS PLN 4.13600 09/30/25-4Y* CME | 1 | 0 | -1 | 0.00% | $5.48K |
| 31750S4Q5 PIMCO CDSOPT CALL USD 0.525 20260218 | -12,100,000 | 0 | 12,100,000 | 0.00% | $18.06K |
| IRS ZAR 7.20500 08/26/25-6Y* CME | 1 | 0 | -1 | 0.00% | $25.16K |
| 31750S3C7 PIMCO CDSOPT CALL USD 0.525 20260121 | -18,350,000 | 0 | 18,350,000 | 0.00% | $38.87K |
| OIS MXN TIIE1/9.00000 12/24/24-4Y* CME | 1 | 0 | -1 | 0.00% | $42.86K |
| FUT. EURO-BUND EUX MAR26 | 57 | 0 | -57 | 0.00% | $118.49K |
| SWOP CDX IG45 (V1 ONLY) 5Y SP | 1 | 0 | -1 | 0.00% | $207.69K |
| FNCL 2 1/26 | -3,800,000 | 0 | 3,800,000 | 0.00% | $3.07M |
| FNCL 2.5 1/26 | -5,400,000 | 0 | 5,400,000 | 0.00% | $4.57M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 30YR TBA FEB | -5,900,000 | 0 | 5,900,000 | 0.00% | $5.30M |
| FNCL 3.5 2/26 | -11,770,000 | 0 | 11,770,000 | 0.00% | $10.85M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND | 1,133,754 | 2,147,951 | 1,014,198 | 7.22% | $9.95M |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7 | 2,800,000 | 3,400,000 | 600,000 | 0.37% | $119.95K |
| REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875 | 15,300,000 | 16,100,000 | 800,000 | 0.32% | -$29.09K |
| CDX ITRAXX XOV44 5Y 35-100% SP MYC | 5 | 6 | 1 | 0.32% | -$47.19K |
| RFR USD SOFR/4.11000 08/25/27-30Y LCH | 1 | 11,100,001 | 11,100,000 | 0.23% | $678.14K |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/35 6 | 100,000 | 700,000 | 600,000 | 0.07% | $173.31K |
| RFR USD SOFR/4.52000 08/15/35-10Y LCH | 0 | 2,400,000 | 2,400,000 | 0.05% | $132.92K |
| 31750S7L3 PIMCO CDSOPT PUT USD 0.65 20260520 | 30,100,000 | 37,800,000 | 7,700,000 | 0.03% | $29.77K |
| RFR USD SOFR/4.09300 01/06/27-1Y LCH | 0 | 44,200,000 | 44,200,000 | 0.02% | $67.57K |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 4,702 | 4,748 | 46 | 0.02% | $434 |
| RFR USD SOFR/4.65600 08/22/35-10Y LCH | 0 | 600,000 | 600,000 | 0.01% | $34.00K |
| RFR USD SOFR/3.74200 03/26/26-7Y LCH | 0 | 1 | 1 | 0.00% | $3.82K |
| RFR USD SOFR/3.32500 08/18/26-10Y LCH | 0 | 300,000 | 300,000 | 0.00% | $795 |
| RFR USD SOFR/5.00000 04/01/26-7Y LCH | 0 | 1 | 1 | 0.00% | -$124 |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FR SD8475 | 7,992,725 | 7,526,217 | -466,509 | 2.59% | -$541.56K |
| iShares Core S&P 500 ETF | 37,320 | 11,135 | -26,185 | 2.49% | -$18.29M |
| Freddie Mac REMICS | 2,326,013 | 2,190,805 | -135,209 | 0.76% | -$135.13K |
| FNMA POOL FA1296 FN 08/51 FIXED VAR | 2,278,470 | 2,214,410 | -64,060 | 0.73% | -$90.89K |
| FREDDIE MAC FHR 5569 FB | 2,053,606 | 1,811,179 | -242,427 | 0.63% | -$233.54K |
| FNMA POOL FS2937 FN 04/43 FIXED VAR | 1,892,213 | 1,835,189 | -57,024 | 0.61% | -$78.79K |
| LUMINENT MORTGAGE TRUST LUM 2006 6 A1 | 1,907,833 | 1,771,439 | -136,395 | 0.56% | -$121.03K |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+140 09/25/2055 | 1,628,785 | 1,560,698 | -68,088 | 0.54% | -$69.38K |
| WMHE 2007-HE2 2A4 TSFR1M+36 4/37 | 3,864,595 | 3,836,183 | -28,412 | 0.47% | -$31.78K |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+ 09/25/2055 | 1,263,713 | 1,215,837 | -47,875 | 0.42% | -$43.18K |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+115 08/25/2055 | 1,147,528 | 1,041,375 | -106,153 | 0.36% | -$104.97K |
| FED HM LN PC POOL SD7399 FR 12/54 FIXED 4.5 | 1,066,478 | 1,053,587 | -12,891 | 0.35% | -$25.87K |
| Freddie Mac REMICS | 1,103,989 | 966,189 | -137,800 | 0.33% | -$139.44K |
| FREDDIE MAC FHR 5580 FA | 966,165 | 928,243 | -37,922 | 0.32% | -$39.50K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A2C | 1,849,015 | 1,833,603 | -15,412 | 0.29% | -$13.42K |
| FR SD8446 | 826,813 | 774,180 | -52,634 | 0.27% | -$60.23K |
| AREIT LLC, Series 2022-CRE7, Class A | 885,726 | 771,710 | -114,016 | 0.26% | -$113.86K |
| CHASEFLEX TRUST CFLX 2007 3 2A1 | 824,538 | 818,586 | -5,952 | 0.25% | -$7.87K |
| SG MORTGAGE SECURITIES TRUST SGMS 2006 FRE1 A2B | 1,496,923 | 1,485,872 | -11,051 | 0.25% | -$18.87K |
| FNMA POOL CB9627 FN 12/54 FIXED 4.5 | 749,186 | 733,425 | -15,761 | 0.25% | -$24.26K |
| BEAR STEARNS ALT A TRUST BALTA 2005 9 21A1 | 759,390 | 751,363 | -8,027 | 0.24% | -$1.11K |
| EART 2024-5A B | 700,000 | 690,314 | -9,686 | 0.24% | -$9.47K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 8 M6 | 724,361 | 693,728 | -30,633 | 0.23% | -$30.06K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 HY3 1A1 | 850,750 | 839,807 | -10,943 | 0.23% | -$6.82K |
| Argent Securities Trust, Series 2006-W4, Class A2C | 2,709,778 | 2,690,706 | -19,072 | 0.22% | -$14.93K |
| Option One Mortgage Loan Trust, Series 2006-1, Class M1 | 696,477 | 662,017 | -34,459 | 0.22% | -$31.88K |
| AVON FINANCE AVON 4A A 144A | 501,820 | 476,142 | -25,678 | 0.22% | -$46.61K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 NC2 A2B | 772,073 | 761,854 | -10,220 | 0.20% | -$11.53K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OH2 A2A | 622,374 | 607,174 | -15,200 | 0.20% | -$11.23K |
| Freddie Mac REMICS | 614,478 | 557,590 | -56,888 | 0.19% | -$56.38K |
| CRVNA 2021-N3 E | 682,833 | 568,409 | -114,424 | 0.19% | -$109.81K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A1 | 1,430,715 | 1,424,500 | -6,214 | 0.18% | -$32.30K |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2021 N2 E 144A | 631,221 | 518,871 | -112,350 | 0.17% | -$109.20K |
| FREDDIE MAC REMICS SER 5513 CL MF V/R 5.01180000 | 567,748 | 505,479 | -62,268 | 0.17% | -$61.38K |
| Merrill Lynch Mortgage Investors Trust Series 2007-HE2 | 1,821,153 | 1,805,017 | -16,135 | 0.17% | -$14.20K |
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 R2 B 144A | 600,000 | 498,681 | -101,319 | 0.17% | -$104.49K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR11 3A1A | 539,570 | 524,284 | -15,286 | 0.17% | -$13.40K |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE5 A2C | 983,925 | 976,827 | -7,098 | 0.16% | -$7.41K |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR14 1A3A | 492,263 | 482,989 | -9,273 | 0.16% | -$7.71K |
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 1 B 144A | 499,957 | 463,260 | -36,697 | 0.16% | -$40.05K |
| Lendbuzz Securitization Trust, Series 2023-3A, Class A2 | 550,183 | 447,954 | -102,230 | 0.16% | -$104.87K |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER Q034 CL APT2 V/R 2.90299700 | 488,988 | 465,977 | -23,010 | 0.16% | -$23.29K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS4 3A1 | 523,301 | 507,793 | -15,508 | 0.15% | -$14.72K |
| Pagaya AI Debt Trust 2025-4 | 499,982 | 424,828 | -75,154 | 0.15% | -$77.64K |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 1 M1 | 439,389 | 430,015 | -9,374 | 0.14% | -$8.78K |
| CWALT 2004-27CB A1 | 441,307 | 433,267 | -8,040 | 0.13% | -$10.39K |
| FANNIE MAE FNR 2012 31 NL | 419,442 | 381,520 | -37,922 | 0.13% | -$40.12K |
| ARGENT SECURITIES INC. ARSI 2006 M1 A1 | 410,185 | 401,257 | -8,928 | 0.13% | -$7.58K |
| Soundview Home Loan Trust, Series 2007-WMC1, Class 3A1 | 1,376,475 | 1,372,578 | -3,897 | 0.12% | -$3.33K |
| NOVASTAR HOME EQUITY LOAN NHEL 2006 4 A2D | 938,542 | 930,913 | -7,629 | 0.12% | -$8.94K |
| Symphony CLO XXII Ltd., Series 2020-22A, Class A1AR | 419,036 | 353,684 | -65,352 | 0.12% | -$65.27K |
| FED HM LN PC POOL RJ0136 FR 12/53 FIXED 4.5 | 360,650 | 359,142 | -1,508 | 0.12% | -$5.41K |
| PRKCM Trust, Series 2023-AFC3, Class A1 | 390,382 | 342,800 | -47,581 | 0.12% | -$49.08K |
| SAGB 7 02/28/31 R213 | 22,590,000 | 5,860,000 | -16,730,000 | 0.11% | -$1.01M |
| FG G18659 | 355,113 | 332,635 | -22,478 | 0.11% | -$23.91K |
| NAVIENT STUDENT LOAN TRUST NAVSL 2020 IA A1A 144A | 370,655 | 346,651 | -24,004 | 0.11% | -$28.96K |
| HSI ASSET SECURITIZ TR 07 HE1 TSFR1M+25.448 01/25/2037 | 409,158 | 404,794 | -4,364 | 0.11% | -$6.12K |
| Hertz Vehicle Financing LLC, Series 2023-1A, Class A | 600,000 | 300,000 | -300,000 | 0.10% | -$301.44K |
| Soundview Home Loan Trust 2007-OPT1 | 430,196 | 422,715 | -7,482 | 0.10% | -$5.13K |
| CARLYLE EURO CLO CGMSE 2019 2A A1R 144A | 417,681 | 245,005 | -172,676 | 0.10% | -$207.98K |
| TPMT 2017-4 A1 144A FRN 06-25-57 | 321,523 | 281,620 | -39,903 | 0.10% | -$39.01K |
| VERUS SECURITIZATION TRUST VERUS 2023 INV2 A1 144A | 287,333 | 267,122 | -20,211 | 0.09% | -$21.39K |
| FNMA POOL CB9448 FN 11/54 FIXED 4.5 | 277,949 | 272,933 | -5,016 | 0.09% | -$8.43K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 5 1A | 282,602 | 278,348 | -4,254 | 0.09% | -$4.18K |
| ARGENT SECURITIES INC. ARSI 2003 W10 M1 | 275,663 | 272,604 | -3,059 | 0.09% | -$2.09K |
| TPMT 2018-3 A1 144A FRN 05-25-58 | 284,002 | 264,716 | -19,286 | 0.09% | -$20.21K |
| FED HM LN PC POOL RA8521 FR 02/53 FIXED 5 | 265,053 | 257,728 | -7,325 | 0.09% | -$9.99K |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 3 1A1 | 357,113 | 348,010 | -9,103 | 0.08% | -$2.96K |
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 R2 A 144A | 305,939 | 235,881 | -70,058 | 0.08% | -$70.89K |
| ELLINGTON LOAN ACQUISITION TRUST 2007-2 SER 2007-2 CL A1 V/R REGD 144A P/P 5.11876000 | 251,174 | 228,688 | -22,487 | 0.08% | -$22.67K |
| REPUBLIC OF ECUADOR SR UNSECURED REGS 07/30 0.0000 | 300,000 | 270,000 | -30,000 | 0.08% | -$30.77K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR8 1A4 | 238,984 | 236,407 | -2,577 | 0.08% | -$568 |
| Option One Mortgage Loan Trust, Series 2007-5, Class 1A1 | 365,322 | 358,913 | -6,409 | 0.07% | -$4.69K |
| ACE SECURITIES CORP. ACE 2006 NC2 A1 | 282,017 | 277,688 | -4,329 | 0.07% | -$2.89K |
| Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-AR2, Class A1 | 224,654 | 218,174 | -6,480 | 0.07% | -$5.85K |
| REPUBLIC OF COLOMBIA SR UNSECURED 11/54 8.375 | 400,000 | 200,000 | -200,000 | 0.07% | -$218.31K |
| FED HM LN PC POOL QZ5154 FR 10/55 FIXED 6 | 197,773 | 197,075 | -697 | 0.07% | -$1.98K |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 4 1A1 | 268,164 | 264,202 | -3,962 | 0.07% | -$2.69K |
| STRUCTURED ASSET SECURITIES CO SASC 2007 WF1 A6 | 191,220 | 182,112 | -9,108 | 0.06% | -$8.81K |
| Pagaya AI Debt Trust 2024-2 | 214,950 | 176,639 | -38,312 | 0.06% | -$39.27K |
| BEAR STEARNS ALT A TRUST BALTA 2006 8 1A1 | 191,245 | 189,868 | -1,377 | 0.06% | -$1.24K |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 8 A 144A | 215,929 | 166,886 | -49,043 | 0.06% | -$49.43K |
| CWALT 2007-11T V/R 05/25/37 4.41876000 | 541,000 | 540,983 | -17 | 0.06% | $4.77K |
| GLS Auto Select Receivables Trust, Series 2023-1A, Class A3 | 214,888 | 159,122 | -55,766 | 0.05% | -$56.50K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA1 A3 | 166,535 | 164,549 | -1,987 | 0.05% | -$1.46K |
| BEAR STEARNS ALT A TRUST BALTA 2007 2 1A1 | 163,409 | 157,578 | -5,831 | 0.05% | -$5.79K |
| FN MA3238 | 147,193 | 144,012 | -3,181 | 0.05% | -$4.46K |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2005 11AR A1 | 234,697 | 230,882 | -3,814 | 0.04% | -$4.01K |
| FNMA POOL MA3414 FN 07/48 FIXED 3.5 | 127,815 | 124,646 | -3,169 | 0.04% | -$3.93K |
| SECURITIZED ASSET BACKED RECEI SABR 2006 HE2 A2D | 283,738 | 281,963 | -1,775 | 0.04% | -$1.43K |
| BCAP LLC TRUST BCAP 2010 RR11 5A3 144A | 123,655 | 122,405 | -1,250 | 0.04% | -$122 |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 1A A 144A | 113,453 | 98,568 | -14,885 | 0.03% | -$14.98K |
| FNMA POOL CB9634 FN 12/54 FIXED 4.5 | 92,683 | 90,216 | -2,466 | 0.03% | -$3.62K |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2007 1 1A1 | 85,343 | 84,260 | -1,083 | 0.03% | -$724 |
| FNMA POOL AL0520 FN 07/41 FIXED VAR | 85,084 | 82,221 | -2,863 | 0.03% | -$4.15K |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 3A2 | 84,422 | 78,650 | -5,772 | 0.03% | -$5.34K |
| FG G04913 | 71,513 | 69,226 | -2,287 | 0.02% | -$3.57K |
| Bear Stearns Asset-Backed Securities I Trust, Series 2006-HE7, Class 2A2 | 72,855 | 70,774 | -2,081 | 0.02% | -$2.05K |
| Research-Driven Pagaya Motor Asset Trust IV | 79,786 | 66,939 | -12,847 | 0.02% | -$12.45K |
| UNTD AIR 20-1 A | 68,012 | 65,121 | -2,890 | 0.02% | -$3.53K |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 1 1A1 | 72,158 | 68,532 | -3,626 | 0.02% | -$3.30K |
| Uniform Mortgage-Backed Securities | 64,624 | 61,711 | -2,913 | 0.02% | -$3.94K |
| GSR Mortgage Loan Trust, Series 2006-9F, Class 3A1 | 64,193 | 63,336 | -856 | 0.02% | -$1.10K |
| IndyMac INDX Mortgage Loan Trust 2006-AR27 | 134,964 | 133,764 | -1,200 | 0.02% | -$1.36K |
| CWABS, Inc. | 57,174 | 55,927 | -1,247 | 0.02% | -$1.19K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA7 2A1 | 56,772 | 55,821 | -951 | 0.02% | -$813 |
| CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 3A A2 144A | 56,510 | 54,441 | -2,069 | 0.02% | -$1.82K |
| First Horizon Mortgage Pass-Through Trust 2007-AR3 | 64,958 | 64,682 | -276 | 0.02% | -$99 |
| FN MA3276 | 46,533 | 45,585 | -948 | 0.01% | -$1.28K |
| FNMA POOL BH2668 FN 09/47 FIXED 3.5 | 45,961 | 45,625 | -335 | 0.01% | -$668 |
| GNMA POOL AM2750 GN 04/45 FIXED 3.5 | 41,955 | 41,589 | -366 | 0.01% | -$75 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA7 A1A | 36,335 | 36,061 | -274 | 0.01% | -$134 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR18 2A3 | 36,594 | 36,288 | -306 | 0.01% | $102 |
| FNMA POOL BJ2758 FN 05/48 FIXED 3.5 | 31,298 | 30,111 | -1,187 | 0.01% | -$1.36K |
| FN MA3332 | 30,727 | 30,124 | -603 | 0.01% | -$914 |
| FNMA POOL AL3223 FN 09/41 FIXED VAR | 27,416 | 26,489 | -927 | 0.01% | -$1.34K |
| GNMA POOL AJ5470 GN 09/44 FIXED 3.5 | 31,045 | 28,191 | -2,854 | 0.01% | -$2.48K |
| FNMA POOL CA2028 FN 04/48 FIXED 3.5 | 30,453 | 27,866 | -2,587 | 0.01% | -$2.69K |
| FN 888129 | 26,257 | 25,124 | -1,134 | 0.01% | -$1.53K |
| GNMA POOL AN8471 GN 06/45 FIXED 3.5 | 27,294 | 27,057 | -237 | 0.01% | -$45 |
| Uniform Mortgage-Backed Securities | 27,634 | 27,136 | -498 | 0.01% | -$744 |
| FNMA POOL AL3681 FN 10/40 FIXED VAR | 23,756 | 22,871 | -885 | 0.01% | -$1.13K |
| FREDDIE MAC FHR 3898 AF | 24,587 | 23,385 | -1,202 | 0.01% | -$1.19K |
| FNMA POOL BJ3960 FN 01/48 FIXED 3.5 | 25,057 | 24,874 | -184 | 0.01% | -$361 |
| FN MA3383 | 24,581 | 24,165 | -416 | 0.01% | -$581 |
| FNMA POOL BJ0163 FN 12/47 FIXED 3.5 | 24,188 | 24,001 | -187 | 0.01% | -$379 |
| FNMA POOL BJ9279 FN 02/48 FIXED 3.5 | 24,212 | 22,751 | -1,460 | 0.01% | -$1.54K |
| FN MA3442 | 22,271 | 21,784 | -487 | 0.01% | -$622 |
| GNMA POOL AM0248 GN 03/45 FIXED 3.5 | 21,658 | 21,465 | -193 | 0.01% | -$42 |
| FNMA POOL BJ3996 FN 02/48 FIXED 3.5 | 22,256 | 21,082 | -1,174 | 0.01% | -$1.28K |
| UPSTART STRUCTURED PASS THROUG USPTT 2022 2A A 144A | 27,089 | 18,196 | -8,893 | 0.01% | -$8.87K |
| FNMA POOL BJ3937 FN 01/48 FIXED 3.5 | 18,620 | 18,470 | -150 | 0.01% | -$284 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2012 H31 FT | 21,252 | 17,031 | -4,221 | 0.01% | -$4.17K |
| FNMA POOL AJ7522 FN 01/27 FIXED 3 | 24,027 | 16,902 | -7,125 | 0.01% | -$7.06K |
| Citigroup Mortgage Loan Trust, Series 2006-AR3, Class 1A1A | 16,108 | 15,838 | -270 | 0.01% | -$190 |
| FNMA POOL 985678 FN 10/36 FIXED 5.5 | 16,012 | 14,097 | -1,915 | 0.00% | -$2.20K |
| Fannie Mae Pool | 14,425 | 13,366 | -1,060 | 0.00% | -$1.29K |
| GNMA POOL AA4844 GN 06/42 FIXED 3.5 | 14,566 | 14,378 | -188 | 0.00% | -$84 |
| GNMA POOL 670341 GN 08/37 FIXED 6 | 12,780 | 12,594 | -187 | 0.00% | -$221 |
| FNMA POOL BJ4012 FN 02/48 FIXED 3.5 | 13,705 | 13,584 | -121 | 0.00% | -$220 |
| FNMA POOL AL0152 FN 06/40 FIXED VAR | 12,247 | 11,712 | -536 | 0.00% | -$668 |
| FN AL3365 | 12,168 | 11,673 | -495 | 0.00% | -$625 |
| FN 725946 | 11,432 | 10,921 | -511 | 0.00% | -$624 |
| GNMA POOL 701603 GN 02/39 FIXED 5 | 11,050 | 10,569 | -481 | 0.00% | -$578 |
| FNMA POOL 932287 FN 12/39 FIXED 5.5 | 10,642 | 10,515 | -126 | 0.00% | -$285 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR3 A1A | 11,330 | 11,248 | -82 | 0.00% | -$37 |
| FNMA POOL BJ3977 FN 01/48 FIXED 3.5 | 10,700 | 10,618 | -82 | 0.00% | -$164 |
| MLMI 2005-A7 2A1 | 12,628 | 12,495 | -133 | 0.00% | -$63 |
| FNMA POOL 955212 FN 12/37 FIXED 5.5 | 8,850 | 8,692 | -158 | 0.00% | -$285 |
| GN 717099 | 9,526 | 8,657 | -869 | 0.00% | -$961 |
| FNMA POOL AE0616 FN 03/40 FIXED VAR | 8,669 | 8,406 | -263 | 0.00% | -$351 |
| FNMA POOL AJ0392 FN 09/41 FIXED 4.5 | 7,555 | 7,468 | -87 | 0.00% | -$206 |
| FN AE7731 | 7,399 | 7,055 | -344 | 0.00% | -$467 |
| GNMA POOL AL5242 GN 02/45 FIXED 3.5 | 7,150 | 7,085 | -66 | 0.00% | -$16 |
| FNMA POOL 930688 FN 03/39 FIXED 5.5 | 6,529 | 6,433 | -95 | 0.00% | -$187 |
| GNMA POOL AM8586 GN 06/45 FIXED 3.5 | 7,027 | 6,962 | -65 | 0.00% | -$16 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA22 A1 | 5,839 | 5,790 | -50 | 0.00% | -$106 |
| FNMA POOL 815722 FN 04/35 FIXED 5.5 | 7,554 | 5,347 | -2,207 | 0.00% | -$2.47K |
| Fannie Mae REMICS | 5,528 | 5,254 | -274 | 0.00% | -$275 |
| Freddie Mac REMICS | 5,307 | 5,082 | -225 | 0.00% | -$227 |
| GNMA POOL AL5245 GN 03/45 FIXED 3.5 | 5,457 | 5,393 | -64 | 0.00% | -$25 |
| GNMA POOL AD2336 GN 04/43 FIXED 3.5 | 5,408 | 5,342 | -66 | 0.00% | -$27 |
| FNMA POOL 942498 FN 08/37 FIXED 6 | 4,706 | 4,594 | -112 | 0.00% | -$150 |
| FNMA POOL AD6062 FN 07/40 FIXED 5.5 | 4,185 | 4,082 | -103 | 0.00% | -$164 |
| GN 782562 | 4,088 | 3,998 | -90 | 0.00% | -$124 |
| Washington Mutual Mortgage Pass-Through Certificates Series 2002-AR17 Trust | 4,469 | 4,115 | -354 | 0.00% | -$339 |
| FED HM LN PC POOL A32472 FG 04/35 FIXED 5.5 | 3,652 | 3,574 | -78 | 0.00% | -$133 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 76 2A1 | 3,908 | 3,850 | -58 | 0.00% | -$42 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO2 A1 | 4,138 | 4,095 | -42 | 0.00% | -$47 |
| WACHOVIA MORTGAGE LOAN TRUST, WMLT 2005 B 4A1 | 13,954 | 3,368 | -10,586 | 0.00% | -$10.21K |
| FNMA POOL AD2612 FN 11/36 FIXED 5.5 | 3,037 | 2,966 | -72 | 0.00% | -$117 |
| FREDDIE MAC FHR 3360 FC | 3,085 | 2,984 | -101 | 0.00% | -$102 |
| Freddie Mac REMICS | 2,927 | 2,830 | -97 | 0.00% | -$98 |
| GNMA POOL 792905 GN 01/42 FIXED 3.5 | 3,036 | 2,943 | -94 | 0.00% | -$69 |
| Bear Stearns ALT-A Trust, Series 2006-8, Class 3A1 | 3,236 | 2,895 | -341 | 0.00% | -$322 |
| FNMA POOL AH9708 FN 04/41 FIXED 4.5 | 2,826 | 2,758 | -68 | 0.00% | -$114 |
| FNMA, Series 2005-79, Class NF | 2,876 | 2,725 | -151 | 0.00% | -$149 |
| Government National Mortgage Association | 2,852 | 2,755 | -98 | 0.00% | -$73 |
| FNMA POOL 888131 FN 02/37 FIXED VAR | 2,533 | 2,449 | -85 | 0.00% | -$122 |
| JPMorgan Mortgage Trust, Series 2006-A3, Class 6A1 | 2,553 | 2,517 | -36 | 0.00% | -$39 |
| FNMA POOL AA1741 FN 01/39 FIXED 5.5 | 2,481 | 2,444 | -37 | 0.00% | -$73 |
| FNMA POOL AL3478 FN 05/41 FIXED VAR | 2,341 | 2,264 | -77 | 0.00% | -$102 |
| FNMA POOL 844984 FN 05/35 FIXED 5.5 | 2,268 | 2,142 | -126 | 0.00% | -$148 |
| FNMA POOL 937645 FN 06/37 FIXED 6 | 1,932 | 1,894 | -38 | 0.00% | -$56 |
| GSAMP Trust, Series 2007-FM1, Class A2A | 3,652 | 3,615 | -37 | 0.00% | -$27 |
| FNMA POOL 984277 FN 06/38 FIXED 5.5 | 1,614 | 1,574 | -40 | 0.00% | -$64 |
| FNMA POOL 735136 FN 01/35 FIXED VAR | 1,574 | 1,519 | -55 | 0.00% | -$82 |
| FNMA POOL 865952 FN 03/36 FIXED 5.5 | 1,411 | 1,384 | -27 | 0.00% | -$47 |
| FANNIE MAE FNR 2005 75 AF | 1,504 | 1,433 | -71 | 0.00% | -$70 |
| MASTR Asset Backed Securities Trust 2007-WMC1 | 5,052 | 5,028 | -24 | 0.00% | -$48 |
| FNMA POOL 936546 FN 07/37 FIXED 6 | 1,331 | 1,299 | -32 | 0.00% | -$44 |
| FNMA POOL 865283 FN 02/36 FIXED 5.5 | 1,321 | 1,295 | -26 | 0.00% | -$43 |
| FNMA POOL 257573 FN 02/39 FIXED 5.5 | 1,381 | 1,256 | -125 | 0.00% | -$148 |
| SVHE 07-OPT1 2A1 TSFR1M+19.448 6/37 | 1,772 | 1,741 | -31 | 0.00% | -$21 |
| FNMA POOL 888592 FN 08/37 FIXED VAR | 1,163 | 1,117 | -46 | 0.00% | -$63 |
| FNMA POOL 909287 FN 01/37 FIXED 5.5 | 1,128 | 1,109 | -20 | 0.00% | -$36 |
| FNMA POOL 994431 FN 12/38 FIXED 6 | 1,244 | 1,118 | -126 | 0.00% | -$137 |
| CWMBS, Inc. | 1,161 | 1,141 | -20 | 0.00% | -$12 |
| FNMA POOL 985616 FN 04/34 FIXED 5.5 | 986 | 941 | -45 | 0.00% | -$51 |
| FNMA POOL AA7176 FN 05/39 FIXED 4.5 | 938 | 886 | -52 | 0.00% | -$69 |
| FREDDIE MAC FHR 3376 FD | 807 | 784 | -23 | 0.00% | -$23 |
| FNMA POOL 831102 FN 11/35 FIXED 5.5 | 768 | 748 | -20 | 0.00% | -$32 |
| Fannie Mae REMICS | 779 | 766 | -13 | 0.00% | -$13 |
| FNMA POOL 995651 FN 11/37 FIXED VAR | 668 | 655 | -14 | 0.00% | -$23 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AP2 A5 | 1,373 | 1,352 | -21 | 0.00% | -$20 |
| FNMA POOL 735480 FN 04/35 FIXED VAR | 586 | 568 | -17 | 0.00% | -$26 |
| Government National Mortgage Association | 527 | 513 | -14 | 0.00% | -$21 |
| FNMA POOL 887582 FN 07/36 FIXED 5.5 | 523 | 508 | -16 | 0.00% | -$22 |
| GSR MORTGAGE LOAN TRUST GSR 2007 2F 3A3 | 1,091 | 1,073 | -18 | 0.00% | -$32 |
| GNMA POOL 798106 GN 03/42 FIXED 3.5 | 540 | 534 | -6 | 0.00% | -$2 |
| GNMA POOL AL7225 GN 05/45 FIXED 3.5 | 532 | 528 | -5 | 0.00% | -$1 |
| FNMA POOL 887398 FN 07/36 FIXED 6 | 490 | 481 | -9 | 0.00% | -$13 |
| FN 889697 | 390 | 379 | -10 | 0.00% | -$14 |
| FNMA, Series 2007-63, Class FC | 363 | 347 | -16 | 0.00% | -$15 |
| FNMA POOL 851336 FN 02/36 FIXED 5.5 | 330 | 320 | -10 | 0.00% | -$14 |
| FED HM LN PC POOL A79624 FG 07/38 FIXED 5.5 | 309 | 304 | -4 | 0.00% | -$8 |
| FNMA POOL AE0484 FN 12/38 FIXED VAR | 265 | 251 | -14 | 0.00% | -$17 |
| FNMA POOL AE0801 FN 09/39 FIXED VAR | 246 | 238 | -9 | 0.00% | -$15 |
| GSR Mortgage Loan Trust, Series 2005-AR7, Class 6A1 | 234 | 231 | -3 | 0.00% | -$1 |
| FN 745418 | 197 | 188 | -9 | 0.00% | -$12 |
| FNMA POOL 929308 FN 04/38 FIXED 5.5 | 180 | 177 | -3 | 0.00% | -$6 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR6 1A1 | 195 | 178 | -17 | 0.00% | -$17 |
| FNMA POOL 993084 FN 12/38 FIXED 5.5 | 245 | 171 | -74 | 0.00% | -$76 |
| FNMA POOL 869015 FN 05/36 FIXED 5.5 | 170 | 167 | -3 | 0.00% | -$6 |
| FG G03812 | 163 | 159 | -4 | 0.00% | -$6 |
| FNMA POOL 555876 FN 10/33 FIXED VAR | 143 | 137 | -6 | 0.00% | -$8 |
| FN 888209 | 111 | 106 | -5 | 0.00% | -$7 |
| Freddie Mac Gold Pool | 119 | 106 | -13 | 0.00% | -$14 |
| CWMBS, Inc. | 163 | 105 | -58 | 0.00% | -$58 |
| FNMA POOL 845341 FN 01/36 FIXED 5.5 | 94 | 92 | -2 | 0.00% | -$3 |
| FNMA POOL 829230 FN 08/35 FIXED 5.5 | 90 | 88 | -2 | 0.00% | -$3 |
| FNMA POOL 745343 FN 03/36 FIXED VAR | 89 | 86 | -3 | 0.00% | -$4 |
| FNMA POOL 905142 FN 02/37 FIXED 5.5 | 83 | 82 | -2 | 0.00% | -$3 |
| JP Morgan Mortgage Trust, Series 2005-A1, Class 6T1 | 79 | 77 | -2 | 0.00% | -$1 |
| FNMA POOL 678870 FN 01/33 FIXED 5.5 | 77 | 74 | -3 | 0.00% | -$4 |
| FNMA POOL 838545 FN 10/35 FIXED 5.5 | 88 | 58 | -31 | 0.00% | -$33 |
| FNMA POOL 762433 FN 01/34 FIXED 5.5 | 57 | 56 | -2 | 0.00% | -$2 |
| FNMA POOL 954876 FN 11/37 FIXED 6 | 75 | 44 | -31 | 0.00% | -$33 |
| FNMA POOL 683047 FN 02/33 FIXED 5.5 | 46 | 43 | -3 | 0.00% | -$3 |
| FNMA POOL 190346 FN 12/33 FIXED VAR | 36 | 34 | -2 | 0.00% | -$2 |
| FNMA POOL 689115 FN 02/33 FIXED 5.5 | 31 | 30 | -1 | 0.00% | -$1 |
| RFR USD SOFR/3.64600 04/17/26-7Y LCH | 0 | -200,000 | -200,000 | 0.00% | -$12.39K |
| RFR USD SOFR/3.67400 04/29/26-7Y LCH | 0 | -100,000 | -100,000 | -0.01% | -$19.47K |
| 31750S949 PIMCO CDSOPT CALL USD 0.5 20260520 | -33,900,000 | -47,500,000 | -13,600,000 | -0.01% | $36.06K |
| US ULTRA BOND CBT Sep25 | 67,705,297 | 21,901,158 | -45,804,139 | -0.91% | -$11.62M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 13 MV1 | 4,180,000 | 4,180,000 | 0 | 1.37% | $1.28K |
| REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 | 13,200,000 | 13,200,000 | 0 | 1.36% | -$271.15K |
| FNMA POOL BZ4146 FN 06/32 FIXED 5.14 | 3,069,000 | 3,069,000 | 0 | 1.09% | -$11.40K |
| US TREASURY N/B | 2,700,000 | 2,700,000 | 0 | 0.92% | -$24.52K |
| RFRF USD SF+26.161/1.2* 9/16/23-28Y* CME | 1 | 1 | 0 | 0.79% | -$42.88K |
| STWD Ltd., Series 2022-FL3, Class AS | 2,000,000 | 2,000,000 | 0 | 0.68% | -$10.26K |
| US TREASURY N/B | 2,000,000 | 2,000,000 | 0 | 0.66% | -$24.02K |
| US TREASURY N/B | 2,100,000 | 2,100,000 | 0 | 0.64% | -$22.64K |
| RFR USD SOFR/1.75000 06/15/22-10Y LCH | 1 | 1 | 0 | 0.63% | $108.32K |
| US TREASURY N/B | 1,600,000 | 1,600,000 | 0 | 0.48% | -$13.25K |
| REPUBLIC OF SOUTH AFRICA BONDS 03/36 6.25 | 27,620,000 | 27,620,000 | 0 | 0.45% | -$114.00K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 AS 144A | 1,300,000 | 1,300,000 | 0 | 0.45% | $1.52K |
| AREIT CRE TRUST AREIT 2022 CRE7 AS 144A | 1,300,000 | 1,300,000 | 0 | 0.45% | -$706 |
| TCI SYMPHONY CLO TSYMP 2016 1A BR2 144A | 1,000,000 | 1,000,000 | 0 | 0.34% | -$1.78K |
| REPUBLIC OF PERU SR UNSECURED REGS 08/34 5.4 | 3,400,000 | 3,400,000 | 0 | 0.32% | -$81.17K |
| American Home Mortgage Assets Trust 2006-4 | 1,812,742 | 1,812,742 | 0 | 0.31% | $4.87K |
| Eagle Funding LuxCo S.a.r.l. | 900,000 | 900,000 | 0 | 0.31% | -$12.01K |
| SHACKLETON CLO LTD SHACK 2019 14A A1RR 144A | 900,000 | 900,000 | 0 | 0.31% | $415 |
| RPLDCI 6.581 05/30/49 144A | 820,000 | 820,000 | 0 | 0.29% | -$23.35K |
| HERTZ VEHICLE FINANCING LLC HERTZ 2024 1A A 144A | 800,000 | 800,000 | 0 | 0.28% | -$5.64K |
| GSAMP TRUST GSAMP 2006 HE8 A2D | 902,000 | 902,000 | 0 | 0.27% | $2.82K |
| SYMPHONY CLO XXV LTD SER 2021-25A CL AR V/R REGD 144A P/P 0.00000000 | 800,000 | 800,000 | 0 | 0.27% | $476 |
| Guggenheim CLO Ltd., Series 2022-2A, Class A1R | 800,000 | 800,000 | 0 | 0.27% | $1.27K |
| ATHENE GLOBAL FU | 800,000 | 800,000 | 0 | 0.27% | -$14.40K |
| 317UA5IA9 PIMCO FPPSWAPTION 3.1625 PUT USD | 124,100,000 | 124,100,000 | 0 | 0.26% | $193.66K |
| PPM CLO, LTD. PPMC 2021 5A AR 144A | 700,000 | 700,000 | 0 | 0.24% | $811 |
| ARCANO EURO CLO ARCAN 2A B 144A | 600,000 | 600,000 | 0 | 0.24% | -$14.21K |
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2025 1A A1 144A | 600,000 | 600,000 | 0 | 0.24% | -$12.48K |
| ACE SECURITIES CORP. ACE 2005 SD2 M4 | 691,000 | 691,000 | 0 | 0.23% | $594 |
| GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A B1R 144A | 600,000 | 600,000 | 0 | 0.21% | -$820 |
| Exeter Automobile Receivables Trust 2024-5 | 600,000 | 600,000 | 0 | 0.21% | -$1.18K |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 2A B 144A | 500,000 | 500,000 | 0 | 0.20% | -$10.90K |
| INVESCO EURO CLO INVSC 3A AR | 500,000 | 500,000 | 0 | 0.20% | -$10.18K |
| BAIN CAPITAL EURO CLO BCCE 2022 2A B2RR 144A | 500,000 | 500,000 | 0 | 0.20% | -$11.18K |
| RFR USD SOFR/3.50000 12/18/24-30Y LCH | 1 | 1 | 0 | 0.19% | -$18.46K |
| JAPAN (30 YEAR ISSUE) BONDS 03/55 2.4 | 110,000,000 | 110,000,000 | 0 | 0.18% | -$39.14K |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 B 144A | 500,000 | 500,000 | 0 | 0.17% | -$1.99K |
| SUNBT 2025-1 A | 500,000 | 500,000 | 0 | 0.17% | -$2.83K |
| Madison Park Funding XXXIX Ltd., Series 2021-39A, Class AR | 500,000 | 500,000 | 0 | 0.17% | $9 |
| 37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A | 500,000 | 500,000 | 0 | 0.17% | -$209 |
| Jamestown CLO XVIII Ltd., Series 2022-18A, Class A1R | 500,000 | 500,000 | 0 | 0.17% | -$81 |
| TCW CLO 2019 1 AMR, LTD. TCW 2019 1A ASNR 144A | 500,000 | 500,000 | 0 | 0.17% | $250 |
| KKR FINANCIAL CLO LTD KKR 16 A1R3 144A | 500,000 | 500,000 | 0 | 0.17% | $343 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 2 B 144A | 499,947 | 499,947 | 0 | 0.17% | -$2.25K |
| BLUEMOUNTAIN CLO XXXIV LTD SER 2022-34A CL AR V/R REGD 144A P/P 5.03444000 | 500,000 | 500,000 | 0 | 0.17% | -$130 |
| BAYFRONT IABS VII PTE. LTD. BAYFRT 7A A 144A | 500,000 | 500,000 | 0 | 0.17% | -$18 |
| GOLUB CAPITAL PARTNERS CLO, LT GCBSL 2020 50A BR2 144A | 500,000 | 500,000 | 0 | 0.17% | -$4.21K |
| ARES STRATEGIC I | 500,000 | 500,000 | 0 | 0.17% | -$9.51K |
| ROMANIA SR UNSECURED REGS 07/39 6.75 | 400,000 | 400,000 | 0 | 0.16% | -$28.00K |
| BAIN CAPITAL EURO CLO BCCE 2022 2A ARR 144A | 400,000 | 400,000 | 0 | 0.16% | -$8.36K |
| 317UA5JA8 PIMCO FPPSWAPTION 3.1625 CALL USD | 124,100,000 | 124,100,000 | 0 | 0.14% | $17.94K |
| FREDDIE MAC FHR 4077 EP | 427,000 | 427,000 | 0 | 0.14% | -$3.01K |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2023-7A CL A REGD 144A P/P 5.90000000 | 400,000 | 400,000 | 0 | 0.14% | -$2.35K |
| SOUTHERN CAL ED | 400,000 | 400,000 | 0 | 0.14% | -$3.18K |
| KKR FINANCIAL CLO LTD KKR 21 B 144A | 400,000 | 400,000 | 0 | 0.14% | -$444 |
| VICI PROPERTIE | 400,000 | 400,000 | 0 | 0.14% | -$3.54K |
| RFR USD SOFR/2.75000 06/21/23-30Y LCH | 1 | 1 | 0 | 0.13% | -$3.21K |
| RFR USD SOFR/3.50000 06/21/23-10Y LCH | 1 | 1 | 0 | 0.12% | $41.85K |
| BARCLAYS PLC | 300,000 | 300,000 | 0 | 0.11% | -$7.58K |
| REPUBLIC OF SOUTH AFRICA BONDS 01/30 8 | 5,600,000 | 5,600,000 | 0 | 0.11% | -$18.45K |
| IVORY COAST SR UNSECURED REGS 03/48 6.625 | 300,000 | 300,000 | 0 | 0.10% | -$20.02K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2021 14A A 144A | 300,000 | 300,000 | 0 | 0.10% | -$1.66K |
| REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95 | 881,000 | 881,000 | 0 | 0.09% | -$16.83K |
| 317U9Y7A0 PIMCO FPPSWAPTION 4.485 PUT USD | 3,800,000 | 3,800,000 | 0 | 0.08% | -$122 |
| BAYER US FIN LLC 6.5% 11/21/2033 144A | 200,000 | 200,000 | 0 | 0.07% | -$3.82K |
| PETRPE 5.625 06/19/47 REGS | 300,000 | 300,000 | 0 | 0.07% | $19.77K |
| SUMITOMO MITSUI | 200,000 | 200,000 | 0 | 0.07% | -$5.67K |
| FORD MOTOR CRED | 200,000 | 200,000 | 0 | 0.07% | -$2.12K |
| FORD MOTOR CRED | 200,000 | 200,000 | 0 | 0.07% | -$1.42K |
| UNITED MEXICAN | 200,000 | 200,000 | 0 | 0.07% | -$4.76K |
| FORD MOTOR CRED | 200,000 | 200,000 | 0 | 0.07% | -$985 |
| 317U9Y8A9 PIMCO FPPSWAPTION 4.485 CALL USD | 3,800,000 | 3,800,000 | 0 | 0.07% | $21.82K |
| REPUBLIC OF SOUTH AFRICA BONDS 01/37 8.5 | 3,200,000 | 3,200,000 | 0 | 0.06% | -$15.34K |
| TURKIYE GOVERNMENT BOND BONDS 05/28 VAR | 7,800,000 | 7,800,000 | 0 | 0.06% | -$6.67K |
| TURKIYE GOVERNMENT BOND BONDS 09/28 VAR | 7,300,000 | 7,300,000 | 0 | 0.06% | -$6.25K |
| REPUBLIC OF SOUTH AFRICA BONDS 03/32 8.25 | 2,500,000 | 2,500,000 | 0 | 0.05% | -$10.61K |
| 317UAAMA3 PIMCO FPPSWAPTION 4.11 PUT USD | 2,100,000 | 2,100,000 | 0 | 0.05% | -$15.77K |
| RFR USD SOFR/3.75000 09/17/25-10Y LCH | 2 | 2 | 0 | 0.05% | $80.23K |
| 317UA48A3 PIMCO FPPSWAPTION 4.628 CALL USD | 2,400,000 | 2,400,000 | 0 | 0.05% | $14.07K |
| RFR USD SOFR/3.70000 02/20/24-25Y LCH | 1 | 1 | 0 | 0.04% | -$12.24K |
| VIPER ENERGY PAR | 100,000 | 100,000 | 0 | 0.03% | -$1.27K |
| HOST HOTELS | 100,000 | 100,000 | 0 | 0.03% | -$2.01K |
| 317UAANA2 PIMCO FPPSWAPTION 4.11 CALL USD | 1,600,000 | 1,600,000 | 0 | 0.03% | $6.17K |
| RFR USD SOFR/3.75000 12/17/25-30Y LCH | 1 | 1 | 0 | 0.03% | -$5.73K |
| PACIFIC GAS&ELEC | 100,000 | 100,000 | 0 | 0.03% | -$1.82K |
| US TREASURY N/B | 83,000 | 83,000 | 0 | 0.03% | -$908 |
| RFR USD SOFR/1.75000 06/15/22-30Y LCH | 1 | 1 | 0 | 0.03% | -$95 |
| PETROLEOS MEXICANOS SR UNSEC 6.35% 02-12-48 | 100,000 | 100,000 | 0 | 0.03% | -$1.97K |
| Renaissance Home Equity Loan Trust 2006-3 | 206,712 | 206,712 | 0 | 0.02% | -$1.10K |
| 317UA83A9 PIMCO FPPSWAPTION 4.693 CALL USD | 900,000 | 900,000 | 0 | 0.02% | $5.32K |
| US TREASURY N/B | 51,000 | 51,000 | 0 | 0.02% | -$665 |
| RFR GBP SONIO/4.50000 09/17/25-30Y LCH | 1 | 1 | 0 | 0.02% | $58.77K |
| 317UA82A0 PIMCO FPPSWAPTION 4.693 PUT USD | 900,000 | 900,000 | 0 | 0.02% | $51 |
| 317UAOYA0 PIMCO SWAPTION 3.857 PUT USD 2026100 | 23,200,000 | 23,200,000 | 0 | 0.02% | $33.92K |
| RFR USD SOFR/3.75000 12/18/24-10Y LCH | 1 | 1 | 0 | 0.01% | $48.81K |
| 317U9ZDA0 PIMCO FPPSWAPTION 4.427 PUT USD | 600,000 | 600,000 | 0 | 0.01% | -$26 |
| 317UA0VA5 PIMCO FPPSWAPTION 4.485 PUT USD | 600,000 | 600,000 | 0 | 0.01% | -$14 |
| 317UA49A2 PIMCO FPPSWAPTION 4.628 PUT USD | 600,000 | 600,000 | 0 | 0.01% | $24 |
| 317UAMPA4 PIMCO SWAPTION 4.141 PUT USD 2026123 | 22,700,000 | 22,700,000 | 0 | 0.01% | $22.39K |
| 317UA0WA4 PIMCO FPPSWAPTION 4.485 CALL USD | 600,000 | 600,000 | 0 | 0.01% | $3.45K |
| 317U9ZEA9 PIMCO FPPSWAPTION 4.427 CALL USD | 600,000 | 600,000 | 0 | 0.01% | $3.41K |
| RFR USD SOFR/3.50000 12/20/23-10Y LCH | 1 | 1 | 0 | 0.01% | $7.12K |
| 317U9YNA2 PIMCO SWAPTION 3.505 CALL USD 202608 | 4,700,000 | 4,700,000 | 0 | 0.01% | -$8.75K |
| RFR USD SOFR/3.75000 06/20/24-10Y LCH | 1 | 1 | 0 | 0.01% | $17.37K |
| 317U9YOA1 PIMCO SWAPTION 4.255 PUT USD 2026080 | 2,200,000 | 2,200,000 | 0 | 0.00% | -$1.93K |
| RFR USD SOFR/3.86166 12/02/24-4Y* LCH | 1 | 1 | 0 | 0.00% | -$4.67K |
| RFR USD SOFR/3.75000 12/17/25-10Y LCH | 1 | 1 | 0 | 0.00% | $5.31K |
| INF SWAP US IT2.505 03/25/25-5Y LCH | 1 | 1 | 0 | 0.00% | $23.24K |
| VOLKSWAGEN INTERNATIONAL FINA SNR SE ICE | 1 | 1 | 0 | 0.00% | -$538 |
| 31750RIL3 PIMCO FXVAN PUT USD ZAR 17.00000000 | -900,000 | -900,000 | 0 | 0.00% | $2.14K |
| 31750RIW9 PIMCO FXVAN CALL USD HKD 7.85000000 | 0 | 0 | 0 | 0.00% | $5.15K |
| 31750RI33 PIMCO FXVAN CALL USD HKD 7.85000000 | 0 | 0 | 0 | 0.00% | $5.08K |
| RFR USD SOFR/3.98235 12/02/24-2Y* LCH | 1 | 1 | 0 | 0.00% | -$4.97K |
| IRS EUR 2.39000 10/01/24-10Y LCH | 1 | 1 | 0 | 0.00% | $1.15K |
| INF SWAP US IT 2.5225 03/27/25-5Y LCH | 1 | 1 | 0 | 0.00% | $19.08K |
| IRS EUR 2.45000 05/05/25-10Y LCH | 1 | 1 | 0 | 0.00% | $1.05K |
| RFR USD SOFR/4.07100 01/15/25-10Y LCH | 2 | 2 | 0 | 0.00% | -$578 |
| IRS PLN 4.72250 12/01/30-5Y CME | 1 | 1 | 0 | 0.00% | $3.64K |
| IRS EUR 2.52000 04/09/25-10Y LCH | 1 | 1 | 0 | 0.00% | $1.08K |
| IRS EUR 2.53000 04/23/25-10Y LCH | 1 | 1 | 0 | 0.00% | $1.07K |
| GENERAL ELECTRIC COMPANY SNR S* ICE | 1 | 1 | 0 | 0.00% | -$868 |
| IRS EUR 2.55000 04/16/25-10Y LCH | 1 | 1 | 0 | 0.00% | $1.08K |
| RFR USD SOFR/3.90000 01/08/25-10Y LCH | 5 | 5 | 0 | 0.00% | -$573 |
| IRS EUR 2.28000 03/04/25-5Y LCH | 1 | 1 | 0 | 0.00% | $2.67K |
| TURKIYE GOVERNMENT BOND BONDS 05/26 VAR | 100,000 | 100,000 | 0 | 0.00% | -$92 |
| RFR USD SOFR/4.10000 01/21/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$363 |
| RFR USD SOFR/4.09000 01/22/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$355 |
| IRS EUR 2.58000 08/29/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$187 |
| United States Small Business Administration | 2,021 | 2,021 | 0 | 0.00% | -$8 |
| BRITISH TELECOMMUNICATIONS PL SNR SE ICE | 1 | 1 | 0 | 0.00% | -$268 |
| RFR USD SOFR/3.93300 01/06/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$331 |
| IRS EUR 2.59000 08/19/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$197 |
| 317UAV0A1 PIMCO SWAPTION 3.26 CALL USD 2026042 | 2,500,000 | 2,500,000 | 0 | 0.00% | -$6.54K |
| RFR USD SOFR/3.86600 11/14/24-10Y LCH | 2 | 2 | 0 | 0.00% | -$1.74K |
| INF SWAP US IT 2.5145 10/29/25-5Y LCH | 1 | 1 | 0 | 0.00% | $10.27K |
| GOLDMAN SACHS GROUP INC SNR S* ICE | 1 | 1 | 0 | 0.00% | -$1.16K |
| Structured Asset Mortgage Investments II Trust 2007-AR2 | 2,844 | 2,844 | 0 | 0.00% | $20 |
| 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 |
| 317UA1MA3 PIMCO SWAPTION 3.067 CALL USD 202608 | 300,000 | 300,000 | 0 | 0.00% | -$324 |
| IRS EUR 2.67000 04/03/24-10Y LCH | 1 | 1 | 0 | 0.00% | $1.10K |
| 317U9ZXA8 PIMCO SWAPTION 2.989 CALL USD 202608 | 400,000 | 400,000 | 0 | 0.00% | -$342 |
| 317UA10A7 PIMCO SWAPTION 3.0475 CALL USD 20260 | 300,000 | 300,000 | 0 | 0.00% | -$312 |
| 317UA1DA3 PIMCO SWAPTION 3.038 CALL USD 202608 | 300,000 | 300,000 | 0 | 0.00% | -$304 |
| 317UA0IA0 PIMCO SWAPTION 2.995 CALL USD 202608 | 300,000 | 300,000 | 0 | 0.00% | -$275 |
| RFR USD SOFR/3.88000 01/13/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$125 |
| 317U9Z8A6 PIMCO SWAPTION 2.972 CALL USD 202608 | 300,000 | 300,000 | 0 | 0.00% | -$264 |
| 317U9ZIA5 PIMCO SWAPTION 2.965 CALL USD 202608 | 300,000 | 300,000 | 0 | 0.00% | -$258 |
| BANK OF AMERICA CORPORATION SNR S* ICE | 1 | 1 | 0 | 0.00% | -$180 |
| IRS PLN 4.68500 12/02/30-5Y CME | 1 | 1 | 0 | 0.00% | $452 |
| IRS PLN 4.73000 12/31/30-5Y CME | 1 | 1 | 0 | 0.00% | $447 |
| United States Small Business Administration | 414 | 414 | 0 | 0.00% | -$3 |
| RFR USD SOFR/3.85500 11/19/24-10Y LCH | 2 | 2 | 0 | 0.00% | -$1.16K |
| IRS EUR 2.91000 12/29/23-10Y LCH | 1 | 1 | 0 | 0.00% | $1.26K |
| U.S. Small Business Administration | 341 | 341 | 0 | 0.00% | -$1 |
| RFR GBP SONIO/4.32000 10/20/23-10Y LCH | 1 | 1 | 0 | 0.00% | -$4.14K |
| 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 EUR 2.97000 12/15/23-10Y LCH | 1 | 1 | 0 | 0.00% | $1.29K |
| IRS CZK 4.48500 12/02/30-5Y CME | 1 | 1 | 0 | 0.00% | -$243 |
| IRS CZK 3.76000 11/01/24-10Y CME | 1 | 1 | 0 | 0.00% | -$275 |
| RFR USD SOFR/3.89000 03/03/25-10Y LCH | 1 | 1 | 0 | 0.00% | $223 |
| RFR USD SOFR/3.90500 03/12/25-10Y LCH | 1 | 1 | 0 | 0.00% | $254 |
| RFR USD SOFR/3.90750 03/04/25-10Y LCH | 1 | 1 | 0 | 0.00% | $243 |
| RFR USD SOFR/4.00000 02/26/25-10Y LCH | 1 | 1 | 0 | 0.00% | $161 |
| RFR USD SOFR/3.87400 03/05/25-10Y LCH | 2 | 2 | 0 | 0.00% | $418 |
| RFR USD SOFR/3.75000 05/07/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$544 |
| RFR USD SOFR/3.88400 03/25/25-10Y LCH | 1 | 1 | 0 | 0.00% | $510 |
| RFR USD SOFR/3.97500 03/21/25-10Y LCH | 1 | 1 | 0 | 0.00% | $339 |
| IRS CZK 4.52250 12/01/30-5Y CME | 1 | 1 | 0 | 0.00% | -$1.80K |
| IRS EUR 3.12800 12/04/23-10Y LCH | 1 | 1 | 0 | 0.00% | $1.33K |
| ZCS BRL 14.0087 05/12/25-01/04/27 CME | 1 | 1 | 0 | 0.00% | -$976 |
| RFR USD SOFR/3.93000 03/24/25-10Y LCH | 1 | 1 | 0 | 0.00% | $596 |
| IRS EUR 3.14800 11/20/23-10Y LCH | 1 | 1 | 0 | 0.00% | $1.34K |
| RFR USD SOFR/3.84200 03/04/25-5Y LCH | 1 | 1 | 0 | 0.00% | $681 |
| RFR USD SOFR/3.75000 09/17/25-7Y LCH | 1 | 1 | 0 | 0.00% | $7.09K |
| SAUDI ARABIA GOVT EM SP BRC | 1 | 1 | 0 | 0.00% | -$1.72K |
| IRS EUR 3.25000 11/06/23-10Y LCH | 1 | 1 | 0 | 0.00% | $1.37K |
| IRS EUR 3.28000 11/22/23-10Y LCH | 1 | 1 | 0 | 0.00% | $1.36K |
| RFR USD SOFR/3.75000 12/20/23-5Y LCH | 1 | 1 | 0 | 0.00% | $5.76K |
| RFR USD SOFR/3.75000 12/17/25-7Y LCH | 1 | 1 | 0 | 0.00% | $11.71K |
| IRS EUR 2.61000 03/24/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$2.87K |
| SAUDI ARABIA GOVT EM SP JPM | 1 | 1 | 0 | 0.00% | -$3.39K |
| RFR GBP SONIO/3.93000 01/06/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$3.88K |
| IRS EUR 2.52000 03/27/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$2.82K |
| IRS EUR 2.46000 03/13/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$2.56K |
| IRS EUR 2.38000 12/31/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$1.05K |
| RFR USD SOFR/3.53500 11/06/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$1.76K |
| RFR USD SOFR/3.75000 06/20/24-5Y LCH | 1 | 1 | 0 | 0.00% | $17.62K |
| RFR USD SOFR/3.43500 11/05/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$1.65K |
| RFR USD SOFR/3.75000 12/18/24-7Y LCH | 1 | 1 | 0 | 0.00% | $15.67K |
| ZCS BRL 13.9271 05/08/25-01/04/27 CME | 2 | 2 | 0 | -0.01% | -$8.10K |
| INF SWAP US IT 2.48 10/29/25-10Y LCH | 1 | 1 | 0 | -0.01% | $1.29K |
| RFR USD SOFR/3.75000 09/17/25-5Y LCH | 1 | 1 | 0 | -0.01% | $31.80K |
| CDX IG44 5Y ICE | 1 | 1 | 0 | -0.01% | $5.84K |
| ZCS BRL 13.32 05/08/25-01/02/29 CME | 2 | 2 | 0 | -0.01% | -$20.84K |
| 317UAUZA5 PIMCO SWAPTION 3.56 PUT USD 20260428 | -2,500,000 | -2,500,000 | 0 | -0.01% | -$2.48K |
| ZCS BRL 13.245 09/02/25-01/02/29 CME | 1 | 1 | 0 | -0.01% | -$34.24K |
| ZCS BRL 13.3 12/18/25-01/02/29 CME | 1 | 1 | 0 | -0.01% | -$30.75K |
| RFR USD SOFR/4.0535* 09/02/25-27Y* LCH | 2 | 2 | 0 | -0.02% | $10.44K |
| IRS AUD 4.50000 06/18/25-10Y LCH | 1 | 1 | 0 | -0.02% | -$27.80K |
| RFR GBP SONIO/4.00000 09/17/25-10Y LCH | 1 | 1 | 0 | -0.02% | -$72.22K |
| RFR USD SOFR/3.75000 12/17/25-5Y LCH | 1 | 1 | 0 | -0.03% | $94.58K |
| RFR USD SOFR/3.16250 08/25/27-1Y LCH | 1 | 1 | 0 | -0.03% | -$61.44K |
| IRS AUD 4.50000 09/20/23-10Y LCH | 1 | 1 | 0 | -0.03% | -$78.00K |
| RFR JPY MUTK/2.50000 12/17/25-30Y LCH | 1 | 1 | 0 | -0.06% | -$54.13K |
| RFR GBP SONIO/3.75000 09/17/25-5Y LCH | 1 | 1 | 0 | -0.12% | -$433.11K |
| RFR USD SOFR/3.50000 09/17/25-30Y LCH | 1 | 1 | 0 | -0.14% | $14.80K |
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.