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 | 25,630,000 | 25,630,000 | 17.26% | $26.50M |
| FNCL 6 6/24 | 0 | 18,570,000 | 18,570,000 | 12.31% | $18.90M |
| Uniform Mortgage-Backed Security, TBA | 0 | 6,970,000 | 6,970,000 | 4.47% | $6.87M |
| Uniform Mortgage-Backed Security, TBA | 0 | 4,500,000 | 4,500,000 | 2.94% | $4.51M |
| FNCL 4 6/24 | 0 | 4,770,000 | 4,770,000 | 2.93% | $4.49M |
| G2SF 4 4/23 | 0 | 3,310,000 | 3,310,000 | 2.02% | $3.10M |
| G2SF 5 5/26 | 0 | 2,970,000 | 2,970,000 | 1.91% | $2.94M |
| G2 MA8425 | 0 | 2,999,702 | 2,999,702 | 1.81% | $2.78M |
| U.S. Treasury Bills | 0 | 1,700,000 | 1,700,000 | 1.10% | $1.69M |
| Government National Mortgage Association, TBA | 0 | 1,480,000 | 1,480,000 | 0.93% | $1.43M |
| Government National Mortgage Association, TBA | 0 | 1,420,000 | 1,420,000 | 0.93% | $1.43M |
| Government National Mortgage Association, TBA | 0 | 1,400,000 | 1,400,000 | 0.93% | $1.42M |
| TITULOS DE TESORERIA BONDS 01/35 11.75 | 0 | 5,580,500,000 | 5,580,500,000 | 0.90% | $1.38M |
| U.S. Treasury Bills | 0 | 1,273,000 | 1,273,000 | 0.83% | $1.27M |
| U.S. Treasury Bills | 0 | 1,240,000 | 1,240,000 | 0.80% | $1.24M |
| Uniform Mortgage-Backed Security, TBA | 0 | 1,240,000 | 1,240,000 | 0.78% | $1.20M |
| FNCL 5.5 4/26 | 0 | 1,150,000 | 1,150,000 | 0.75% | $1.16M |
| U.S. Treasury Bills | 0 | 897,000 | 897,000 | 0.58% | $892.02K |
| FNCL 5 4/26 | 0 | 820,000 | 820,000 | 0.53% | $808.82K |
| U.S. Treasury Bills | 0 | 434,000 | 434,000 | 0.28% | $433.96K |
| G2 MB0088 | 0 | 399,960 | 399,960 | 0.24% | $367.22K |
| U.S. Treasury Bills | 0 | 300,000 | 300,000 | 0.19% | $299.12K |
| FNCL 3 6/24 | 0 | 240,000 | 240,000 | 0.14% | $210.48K |
| United States Treasury Bill | 0 | 210,000 | 210,000 | 0.14% | $208.56K |
| EURO-OAT FUTURE JUN26 | 0 | -37 | -37 | 0.11% | $161.64K |
| U.S. Treasury Bill | 0 | 117,000 | 117,000 | 0.08% | $115.70K |
| EGYPT GOVERNMENT BOND BONDS 10/30 19.698 | 0 | 5,700,000 | 5,700,000 | 0.07% | $102.68K |
| FHLBanks Office of Finance | 0 | 100,000 | 100,000 | 0.06% | $99.34K |
| TITULOS DE TESORERIA BONDS 08/29 11 | 0 | 362,500,000 | 362,500,000 | 0.06% | $91.40K |
| BONOS DE TESORERIA SR UNSECURED 08/32 6.15 | 0 | 300,000 | 300,000 | 0.06% | $90.16K |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/35 6 | 0 | 300,000 | 300,000 | 0.06% | $88.03K |
| IRS EUR 3.00000 09/16/26-30Y LCH | 0 | 1 | 1 | 0.05% | $77.61K |
| BONOS TESORERIA PESOS UNSECURED 144A REGS 09/30 4.7 | 0 | 50,000,000 | 50,000,000 | 0.03% | $52.88K |
| 317UBRFA3 PIMCO FPPSWAPTION 4.296 CALL USD | 0 | 500,000 | 500,000 | 0.03% | $39.61K |
| TITULOS DE TESORERIA BONDS 11/40 12.75 | 0 | 113,000,000 | 113,000,000 | 0.02% | $29.95K |
| 317UBQXA5 PIMCO FPPSWAPTION 4.296 PUT USD | 0 | 500,000 | 500,000 | 0.02% | $29.45K |
| RFR USD SOFR/3.75000 09/16/26-10Y LCH | 0 | 1 | 1 | 0.02% | $24.11K |
| BONOS TESORERIA PESOS BONDS 144A REGS 10/29 5.8 | 0 | 15,000,000 | 15,000,000 | 0.01% | $16.49K |
| Three Month SONIA Index Futures | 0 | 27 | 27 | 0.01% | $12.47K |
| RFR USD SOFR/3.50000 06/17/26-7Y LCH | 0 | 1 | 1 | 0.01% | $10.99K |
| TITULOS DE TESORERIA BONDS 03/58 12 | 0 | 31,000,000 | 31,000,000 | 0.00% | $7.62K |
| 31750SEV3 PIMCO FXVAN PUT USD BRL 5.12000000 | 0 | 0 | 0 | 0.00% | $5.82K |
| TITULOS DE TESORERIA BONDS 05/42 9.25 | 0 | 26,500,000 | 26,500,000 | 0.00% | $5.41K |
| RFR USD SOFR/3.75000 06/17/26-10Y LCH | 0 | 1 | 1 | 0.00% | $4.83K |
| TITULOS DE TESORERIA BONDS 07/46 11.5 | 0 | 14,000,000 | 14,000,000 | 0.00% | $3.38K |
| 3 Month Euro Euribor Future | 0 | -1 | -1 | 0.00% | $1.83K |
| RFR USD SOFR/3.74800 03/03/26-10Y LCH | 0 | 2 | 2 | 0.00% | $1.67K |
| EGYPT TREASURY BILL BILLS 10/26 0.00000 | 0 | 100,000 | 100,000 | 0.00% | $1.61K |
| IRS CLP 4.71000 01/14/26-5Y* CME | 0 | 2 | 2 | 0.00% | $696 |
| 31750SJW6 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $660 |
| 31750SBB0 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $357 |
| 31750SCK9 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $246 |
| IRS CLP 4.59000 01/09/26-4Y* CME | 0 | 1 | 1 | 0.00% | $206 |
| Uniform Mortgage-Backed Security, TBA | 0 | 0 | 0 | 0.00% | $0 |
| FNCL 3.5 4/26 | 0 | 0 | 0 | 0.00% | $0 |
| 317UC4YA2 PIMCO SWAPTION 3.6 CALL USD 20260416 | 0 | -100,000 | -100,000 | 0.00% | -$89 |
| 317UC6EA9 PIMCO SWAPTION 3.62 CALL USD 2026042 | 0 | -100,000 | -100,000 | 0.00% | -$125 |
| 31750SCV5 PIMCO CDSOPT PUT USD 103.53125000 20 | 0 | -200,000 | -200,000 | 0.00% | -$203 |
| 317UC8QA2 PIMCO SWAPTION 4.055 PUT USD 2026042 | 0 | -100,000 | -100,000 | 0.00% | -$278 |
| 31750SEW1 PIMCO FXVAN CALL USD BRL 5.70000000 | 0 | -250,000 | -250,000 | 0.00% | -$284 |
| 317UC8RA1 PIMCO SWAPTION 3.695 CALL USD 202604 | 0 | -100,000 | -100,000 | 0.00% | -$288 |
| CDX ITRAXX MAIN44 5Y ICE | 0 | 1 | 1 | 0.00% | -$520 |
| 317UC4XA3 PIMCO SWAPTION 3.9 PUT USD 20260416 | 0 | -100,000 | -100,000 | 0.00% | -$522 |
| 317UC6DA0 PIMCO SWAPTION 3.9 PUT USD 20260420 | 0 | -100,000 | -100,000 | 0.00% | -$566 |
| CDX ITRAXX XOV44 5Y ICE | 0 | 1 | 1 | 0.00% | -$858 |
| CDX ITRAXX MAIN45 5Y ICE | 0 | 1 | 1 | 0.00% | -$975 |
| 31750SC52 PIMCO CDSOPT PUT USD 102.32812500 20 | 0 | -500,000 | -500,000 | 0.00% | -$2.07K |
| 31750SKH7 PIMCO CDSOPT CALL USD 102.31250000 2 | 0 | -1,600,000 | -1,600,000 | 0.00% | -$4.51K |
| ZCS BRL 13.015 01/27/26-01/02/31 CME | 0 | 1 | 1 | 0.00% | -$5.20K |
| IRS AUD 5.00000 09/16/26-10Y LCH | 0 | 1 | 1 | 0.00% | -$5.88K |
| RFR USD SOFR/4.00000 03/18/26-30Y LCH | 0 | 1 | 1 | 0.00% | -$6.20K |
| ZCS BRL 12.82 01/27/26-01/02/29 CME | 0 | 1 | 1 | 0.00% | -$6.60K |
| OIS CAD CAONREPO/3.0000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.01% | -$10.69K |
| RFR JPY MUTK/2.00000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.03% | -$42.40K |
| RFR GBP SONIO/4.00000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.06% | -$94.20K |
| EURO-BUND FUTURE JUN26 | 0 | 35 | 35 | -0.08% | -$126.93K |
| IRS EUR 2.75000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.11% | -$163.35K |
| CDX IG46 5Y ICE | 0 | 1 | 1 | -0.37% | -$561.96K |
| FNCL 2 5/26 | 0 | -2,200,000 | -2,200,000 | -1.15% | -$1.77M |
| Uniform Mortgage-Backed Security, TBA | 0 | -2,980,000 | -2,980,000 | -1.63% | -$2.50M |
| G2SF 3 4/26 | 0 | -3,400,000 | -3,400,000 | -1.98% | -$3.04M |
| Uniform Mortgage-Backed Security, TBA | 0 | -4,800,000 | -4,800,000 | -2.86% | -$4.39M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Uniform Mortgage-Backed Security, TBA | 25,630,000 | 0 | -25,630,000 | 0.00% | -$26.64M |
| FNCL 6 1/26 | 18,570,000 | 0 | -18,570,000 | 0.00% | -$19.07M |
| iShares Core S&P 500 ETF | 16,146 | 0 | -16,146 | 0.00% | -$11.06M |
| Uniform Mortgage-Backed Security, TBA | 6,490,000 | 0 | -6,490,000 | 0.00% | -$6.47M |
| Uniform Mortgage-Backed Security, TBA | 4,500,000 | 0 | -4,500,000 | 0.00% | -$4.56M |
| Uniform Mortgage-Backed Security, TBA | 3,470,000 | 0 | -3,470,000 | 0.00% | -$3.29M |
| Government National Mortgage Association, TBA | 3,310,000 | 0 | -3,310,000 | 0.00% | -$3.13M |
| Government National Mortgage Association, TBA | 3,400,000 | 0 | -3,400,000 | 0.00% | -$3.09M |
| FNMA POOL BZ4544 FN 08/30 FIXED 4.56 | 3,000,000 | 0 | -3,000,000 | 0.00% | -$3.06M |
| G2SF 5 1/26 | 2,970,000 | 0 | -2,970,000 | 0.00% | -$2.96M |
| Uniform Mortgage-Backed Security, TBA | 2,540,000 | 0 | -2,540,000 | 0.00% | -$2.48M |
| U.S. Treasury Bills | 2,131,000 | 0 | -2,131,000 | 0.00% | -$2.13M |
| U.S. Treasury Bills | 1,902,000 | 0 | -1,902,000 | 0.00% | -$1.89M |
| Government National Mortgage Association, TBA | 1,480,000 | 0 | -1,480,000 | 0.00% | -$1.44M |
| G2SF 5.5 1/25 | 1,420,000 | 0 | -1,420,000 | 0.00% | -$1.43M |
| G2SF 6 1/25 | 1,400,000 | 0 | -1,400,000 | 0.00% | -$1.43M |
| U.S. Treasury Bills | 1,400,000 | 0 | -1,400,000 | 0.00% | -$1.40M |
| FNMA POOL BM7581 FN 09/31 VARIABLE | 1,100,000 | 0 | -1,100,000 | 0.00% | -$1.12M |
| MEX BONOS DESARR FIX RT BONDS 03/29 8.5 | 19,100,000 | 0 | -19,100,000 | 0.00% | -$1.07M |
| FHLBanks Office of Finance | 1,000,000 | 0 | -1,000,000 | 0.00% | -$989.51K |
| U.S. Treasury Bills | 891,000 | 0 | -891,000 | 0.00% | -$883.96K |
| U.S. Treasury Bills | 774,000 | 0 | -774,000 | 0.00% | -$772.11K |
| FNMA POOL BS9669 FN 10/28 FIXED 4.72 | 700,000 | 0 | -700,000 | 0.00% | -$715.55K |
| FNMA POOL BM7579 FN 10/29 VARIABLE | 600,000 | 0 | -600,000 | 0.00% | -$604.75K |
| U.S. Treasury Bills | 429,000 | 0 | -429,000 | 0.00% | -$426.77K |
| U.S. Treasury Bills | 420,000 | 0 | -420,000 | 0.00% | -$419.26K |
| FNMA POOL BZ1029 FN 06/29 FIXED 4.93 | 300,000 | 0 | -300,000 | 0.00% | -$308.79K |
| RFR USD SOFR/3.50000 12/18/24-30Y LCH | 1 | 0 | -1 | 0.00% | -$303.74K |
| U.S. Treasury Bills | 285,000 | 0 | -285,000 | 0.00% | -$283.91K |
| FNCL 3 2/26 | 240,000 | 0 | -240,000 | 0.00% | -$212.15K |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2023-3 7.13% 01/26/2032 144A | 157,230 | 0 | -157,230 | 0.00% | -$157.49K |
| FUT. EUR FOAT MAR26 | -36 | 0 | 36 | 0.00% | -$19.83K |
| OIS MXN TIIE1/7.01100 10/20/25-3Y* CME | 1 | 0 | -1 | 0.00% | -$8.34K |
| 31750S7L3 PIMCO CDSOPT PUT USD 0.65 20260520 | 5,500,000 | 0 | -5,500,000 | 0.00% | -$8.18K |
| 317UAQQA4 PIMCO SWAPTION 3.7505 PUT USD 202610 | 10,400,000 | 0 | -10,400,000 | 0.00% | -$6.48K |
| 317UAM5A6 PIMCO SWAPTION 3.23 CALL USD 2026033 | 1,200,000 | 0 | -1,200,000 | 0.00% | -$3.41K |
| 31750RZZ3 PIMCO FXVAN PUT USD BRL 5.12000000 | 0 | 0 | 0 | 0.00% | -$1.42K |
| STRUCTURED ASSET SECURITIES CO SASC 2006 BC5 A4 | 1,372 | 0 | -1,372 | 0.00% | -$1.37K |
| OIS MXN TIIE1/7.76000 04/09/25-4Y* CME | 1 | 0 | -1 | 0.00% | -$1.19K |
| 31750RZW0 PIMCO FXVAN PUT USD KRW 1385.0000000 | 0 | 0 | 0 | 0.00% | -$1.17K |
| FNMA POOL AI5961 FN 06/26 FIXED 4 | 614 | 0 | -614 | 0.00% | -$613 |
| 317UAN5A4 PIMCO SWAPTION 3.1885 CALL USD 20260 | 1,000,000 | 0 | -1,000,000 | 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/3.68850 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/4.48500 08/02/35-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| USD - BRL | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/5.00000 04/01/26-7Y LCH | 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/3.75050 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/4.14100 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 |
| 317UB9VA5 PIMCO SWAPTION 3.58 CALL USD 2026010 | -100,000 | 0 | 100,000 | 0.00% | $0 |
| 317UAN4A5 PIMCO SWAPTION 3.6885 PUT USD 202601 | -1,100,000 | 0 | 1,100,000 | 0.00% | $8 |
| 317UBA6A0 PIMCO SWAPTION 3.625 CALL USD 202601 | -200,000 | 0 | 200,000 | 0.00% | $18 |
| 317UB9UA6 PIMCO SWAPTION 3.86 PUT USD 20260105 | -100,000 | 0 | 100,000 | 0.00% | $19 |
| 317UBA5A1 PIMCO SWAPTION 3.925 PUT USD 2026010 | -200,000 | 0 | 200,000 | 0.00% | $40 |
| 317UBCLA9 PIMCO SWAPTION 3.6475 CALL USD 20260 | -100,000 | 0 | 100,000 | 0.00% | $69 |
| 317UBC4A8 PIMCO SWAPTION 3.639 CALL USD 202601 | -300,000 | 0 | 300,000 | 0.00% | $74 |
| 317UBCKA0 PIMCO SWAPTION 3.9275 PUT USD 202601 | -100,000 | 0 | 100,000 | 0.00% | $80 |
| 317UBEXA2 PIMCO SWAPTION 3.622 CALL USD 202601 | -100,000 | 0 | 100,000 | 0.00% | $137 |
| 317UBC3A9 PIMCO SWAPTION 3.919 PUT USD 2026011 | -300,000 | 0 | 300,000 | 0.00% | $197 |
| 317UBEWA3 PIMCO SWAPTION 3.882 PUT USD 2026012 | -100,000 | 0 | 100,000 | 0.00% | $296 |
| 317UB80A1 PIMCO SWAPTION 4.066 PUT USD 2026020 | -3,500,000 | 0 | 3,500,000 | 0.00% | $1.32K |
| 31750RZX8 PIMCO FXVAN CALL USD BRL 5.64000000 | -280,000 | 0 | 280,000 | 0.00% | $2.18K |
| 31750S4Q5 PIMCO CDSOPT CALL USD 0.525 20260218 | -4,600,000 | 0 | 4,600,000 | 0.00% | $6.87K |
| IRS ZAR 7.20500 08/26/25-6Y* CME | 1 | 0 | -1 | 0.00% | $12.85K |
| 31750S3C7 PIMCO CDSOPT CALL USD 0.525 20260121 | -9,710,000 | 0 | 9,710,000 | 0.00% | $20.53K |
| OIS MXN TIIE1/9.00000 12/24/24-4Y* CME | 1 | 0 | -1 | 0.00% | $22.92K |
| FUT. EURO-BUND EUX MAR26 | 33 | 0 | -33 | 0.00% | $68.60K |
| SWOP CDX IG45 (V1 ONLY) 5Y SP | 1 | 0 | -1 | 0.00% | $469.08K |
| FNCL 2 1/26 | -2,200,000 | 0 | 2,200,000 | 0.00% | $1.78M |
| FNCL 2.5 1/26 | -2,980,000 | 0 | 2,980,000 | 0.00% | $2.52M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 30YR TBA FEB | -3,400,000 | 0 | 3,400,000 | 0.00% | $3.05M |
| FNCL 3.5 2/26 | -6,100,000 | 0 | 6,100,000 | 0.00% | $5.62M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 115,181 | 1,463,949 | 1,348,768 | 9.29% | $13.14M |
| PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND | 790,886 | 1,111,541 | 320,655 | 7.11% | $3.15M |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7 | 1,700,000 | 2,000,000 | 300,000 | 0.41% | $52.58K |
| REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875 | 8,300,000 | 8,700,000 | 400,000 | 0.33% | -$17.76K |
| RFR USD SOFR/4.11000 08/25/27-30Y LCH | 1 | 5,700,001 | 5,700,000 | 0.22% | $347.26K |
| RFR USD SOFR/4.09300 01/06/27-1Y LCH | 0 | 24,500,000 | 24,500,000 | 0.02% | $37.45K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Government National Mortgage Association | 4,121,277 | 3,924,000 | -197,276 | 2.58% | -$204.66K |
| U.S. Treasury Bills | 5,026,000 | 2,839,000 | -2,187,000 | 1.85% | -$2.14M |
| FREDDIE MAC FHR 5580 FA | 1,932,330 | 1,856,486 | -75,844 | 1.22% | -$78.99K |
| FNMA, Series 2025-12, Class EF | 1,753,194 | 1,583,029 | -170,165 | 1.04% | -$167.94K |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR7 2A1 | 1,250,980 | 1,234,652 | -16,328 | 0.66% | -$11.94K |
| Securitized Asset Backed Receivables LLC Trust 2005-FR4 | 1,044,420 | 1,017,470 | -26,949 | 0.62% | -$23.63K |
| IndyMac INDX Mortgage Loan Trust, Series 2006-AR11, Class 2A1 | 1,077,916 | 1,057,106 | -20,811 | 0.62% | -$11.77K |
| GSR MORTGAGE LOAN TRUST GSR 2006 1F 5A1 | 2,596,655 | 2,590,767 | -5,888 | 0.59% | -$26.84K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA7 2A1 | 970,946 | 954,684 | -16,262 | 0.58% | -$13.90K |
| FN AL3365 | 851,231 | 816,633 | -34,598 | 0.56% | -$43.70K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA6 A1 | 833,868 | 820,799 | -13,069 | 0.50% | -$9.17K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR11 A1A | 682,134 | 669,989 | -12,144 | 0.42% | -$44.50K |
| OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2005 4 M1 | 662,511 | 649,168 | -13,343 | 0.39% | -$11.93K |
| U.S. Treasury Notes | 547,576 | 546,923 | -653 | 0.35% | -$1.86K |
| NSLT 2021-CA AFL 144A FRN 04-20-62 | 593,362 | 544,190 | -49,172 | 0.35% | -$50.40K |
| Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-1 | 1,266,898 | 1,247,763 | -19,135 | 0.35% | -$16.97K |
| AREIT LLC, Series 2022-CRE7, Class A | 590,484 | 514,474 | -76,010 | 0.34% | -$75.90K |
| STRUCTURED ASSET INVESTMENT LO SAIL 2006 BNC3 A1 | 847,458 | 832,248 | -15,209 | 0.33% | -$12.19K |
| EQUIFIRST LOAN SECURITIZATION EQLS 2007 1 A1 144A | 559,262 | 544,293 | -14,969 | 0.33% | -$13.26K |
| Argentina, Republic of | 584,585 | 508,389 | -76,196 | 0.33% | -$75.54K |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2002 5 M1 | 470,615 | 463,996 | -6,620 | 0.32% | -$4.82K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA2 A3 | 528,525 | 524,675 | -3,850 | 0.31% | $5.34K |
| SMB Private Education Loan Trust 2020-PTB | 491,263 | 452,375 | -38,888 | 0.29% | -$38.61K |
| CWALT 2006-OA11 A1B | 452,873 | 441,838 | -11,035 | 0.29% | -$9.97K |
| FG G18659 | 473,484 | 443,513 | -29,971 | 0.28% | -$31.87K |
| MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 2 A2 | 821,399 | 812,744 | -8,655 | 0.27% | -$8.87K |
| FN 888129 | 402,170 | 384,806 | -17,364 | 0.26% | -$23.39K |
| SECURITIZED ASSET BACKED RECEI SABR 2006 HE2 A2D | 1,051,551 | 1,044,973 | -6,578 | 0.26% | -$5.30K |
| SECURITIZED ASSET BACKED RECEI SABR 2006 FR4 A2A | 1,200,187 | 1,191,677 | -8,510 | 0.25% | -$7.03K |
| GSR MORTGAGE LOAN TRUST GSR 2007 4F 3A8 | 620,910 | 614,514 | -6,396 | 0.25% | -$6.52K |
| GN 782562 | 377,573 | 369,235 | -8,338 | 0.25% | -$11.46K |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 3 3A | 642,031 | 641,284 | -747 | 0.21% | -$474 |
| Citigroup Mortgage Loan Trust, Series 2007-AMC1, Class A1 | 573,879 | 565,743 | -8,136 | 0.21% | -$6.72K |
| Freddie Mac REMICS | 326,298 | 312,492 | -13,806 | 0.20% | -$13.94K |
| JP Morgan Alternative Loan Trust | 589,078 | 579,410 | -9,668 | 0.20% | -$6.80K |
| ACE Securities Corp Home Equity Loan Trust Series 2005-HE2 | 398,019 | 308,663 | -89,356 | 0.20% | -$88.13K |
| Bear Stearns ALT-A Trust, Series 2005-8, Class 21A1 | 377,149 | 366,411 | -10,738 | 0.20% | -$5.19K |
| LEHMAN MORTGAGE TRUST LMT 2007 8 1A1 | 306,468 | 300,934 | -5,534 | 0.19% | -$7.14K |
| Long Beach Mortgage Loan Trust, Series 2006-4, Class 1A | 539,874 | 535,602 | -4,271 | 0.18% | -$3.89K |
| MORTGAGE EQUITY CONVERSION ASS MECA 2007 FF3 A 144A | 326,845 | 296,465 | -30,381 | 0.18% | -$31.22K |
| Argent Securities Trust 2006-W3 | 889,699 | 886,497 | -3,202 | 0.18% | -$3.12K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A1 | 294,179 | 287,536 | -6,643 | 0.17% | -$6.05K |
| CVS PASS THROUGH TRUST PASS THRU CE 01/30 6.943 | 244,273 | 231,179 | -13,094 | 0.16% | -$15.47K |
| Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2005-W3 | 290,115 | 239,317 | -50,798 | 0.15% | -$49.31K |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2006 WF1 A3 | 864,165 | 858,679 | -5,486 | 0.14% | -$5.53K |
| FNMA POOL AI8356 FN 08/41 FIXED 4.5 | 216,294 | 213,903 | -2,391 | 0.14% | -$5.77K |
| FNMA POOL AE0801 FN 09/39 FIXED VAR | 207,952 | 200,512 | -7,440 | 0.14% | -$12.69K |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3C | 907,039 | 899,963 | -7,076 | 0.14% | -$4.88K |
| Fannie Mae REMICS | 213,461 | 202,888 | -10,573 | 0.13% | -$10.62K |
| SAGB 7 02/28/31 R213 | 12,180,000 | 3,640,000 | -8,540,000 | 0.13% | -$517.96K |
| GNMA POOL 704506 GN 05/39 FIXED 5 | 195,772 | 192,481 | -3,290 | 0.13% | -$4.89K |
| MLMI 2005-A7 2A1 | 233,380 | 230,928 | -2,452 | 0.12% | -$1.16K |
| JP Morgan Mortgage Trust, Series 2006-A6, Class 1A4L | 271,100 | 258,581 | -12,519 | 0.12% | -$13.67K |
| Freddie Mac REMICS | 178,935 | 173,024 | -5,911 | 0.11% | -$5.97K |
| FREDDIE MAC FHR 3360 FC | 169,751 | 164,183 | -5,569 | 0.11% | -$5.61K |
| Thornburg Mortgage Securities Trust, Series 2007-3, Class 3A1 | 186,234 | 173,101 | -13,133 | 0.10% | -$12.57K |
| Hertz Vehicle Financing LLC, Series 2023-1A, Class A | 300,000 | 150,000 | -150,000 | 0.10% | -$150.72K |
| FNMA POOL AH2695 FN 01/41 FIXED 4.5 | 154,657 | 151,760 | -2,897 | 0.10% | -$5.76K |
| FNMA POOL AB2858 FN 01/39 FIXED 5.5 | 146,350 | 143,934 | -2,415 | 0.10% | -$4.39K |
| FNMA POOL 888638 FN 09/37 FIXED VAR | 140,719 | 137,056 | -3,663 | 0.09% | -$5.69K |
| FNMA POOL AL6924 FN 01/45 FIXED VAR | 150,426 | 145,806 | -4,620 | 0.09% | -$5.89K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A | 196,588 | 136,751 | -59,837 | 0.09% | -$59.60K |
| FNMA POOL 922041 FN 02/37 FIXED 6 | 133,060 | 130,108 | -2,952 | 0.09% | -$4.26K |
| FREDDIE MAC FHR 3289 FG | 135,702 | 132,591 | -3,111 | 0.09% | -$3.11K |
| Washington Mutual Mortgage Pass-Through Certificates Series 2007-HY1 Trust | 151,897 | 150,665 | -1,232 | 0.09% | $290 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR19 A1 | 146,869 | 138,951 | -7,918 | 0.09% | -$6.61K |
| FNMA POOL AI2430 FN 05/41 FIXED 4.5 | 116,599 | 115,007 | -1,592 | 0.07% | -$3.43K |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR7 5A1 | 134,417 | 132,679 | -1,738 | 0.07% | -$468 |
| FNMA POOL 929451 FN 05/38 FIXED 5.5 | 108,750 | 107,080 | -1,670 | 0.07% | -$3.27K |
| GNMA POOL 675181 GN 03/38 FIXED 5 | 111,808 | 106,211 | -5,597 | 0.07% | -$6.52K |
| FNMA POOL 256513 FN 12/36 FIXED 5.5 | 105,159 | 102,753 | -2,406 | 0.07% | -$3.91K |
| FNMA POOL 920077 FN 12/36 FIXED 5.5 | 105,273 | 101,337 | -3,937 | 0.07% | -$5.44K |
| FED HM LN PC POOL QZ5154 FR 10/55 FIXED 6 | 98,887 | 98,538 | -349 | 0.07% | -$991 |
| GNMA POOL 707284 GN 02/39 FIXED 5 | 118,846 | 97,044 | -21,803 | 0.06% | -$23.16K |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 1A A 144A | 113,453 | 98,568 | -14,885 | 0.06% | -$14.98K |
| FNMA POOL AL3223 FN 09/41 FIXED VAR | 98,832 | 95,490 | -3,341 | 0.06% | -$4.82K |
| FNMA, Series 2005-79, Class NF | 103,921 | 98,463 | -5,458 | 0.06% | -$5.39K |
| GNMA POOL 701603 GN 02/39 FIXED 5 | 96,657 | 92,450 | -4,208 | 0.06% | -$5.06K |
| FNMA POOL 903812 FN 12/36 FIXED 5.5 | 102,943 | 91,040 | -11,903 | 0.06% | -$13.69K |
| FNMA POOL AL0520 FN 07/41 FIXED VAR | 92,873 | 89,749 | -3,125 | 0.06% | -$4.53K |
| FNMA POOL 889982 FN 11/38 FIXED VAR | 91,309 | 87,369 | -3,940 | 0.06% | -$5.33K |
| GNMA POOL 782979 GN 09/39 FIXED 5 | 87,531 | 86,191 | -1,340 | 0.06% | -$2.39K |
| UMBS | 85,867 | 83,862 | -2,005 | 0.06% | -$3.30K |
| FNMA POOL 888820 FN 07/37 FIXED VAR | 83,577 | 80,924 | -2,654 | 0.05% | -$3.88K |
| CWMBS, Inc. | 87,075 | 85,573 | -1,502 | 0.05% | -$901 |
| FNMA POOL FM2971 FN 08/45 FIXED VAR | 84,079 | 81,642 | -2,437 | 0.05% | -$2.99K |
| FNMA POOL AH0066 FN 02/41 FIXED 4.5 | 79,152 | 78,242 | -911 | 0.05% | -$2.04K |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2005 6 5A2 | 85,991 | 85,695 | -296 | 0.05% | $403 |
| REPUBLIC OF ECUADOR SR UNSECURED REGS 07/30 0.0000 | 100,000 | 90,000 | -10,000 | 0.05% | -$10.26K |
| Chase Mortgage Finance Trust Series 2006-A1 | 81,210 | 79,306 | -1,903 | 0.04% | -$1.25K |
| FNMA POOL 972305 FN 02/38 FIXED 6 | 65,539 | 64,443 | -1,096 | 0.04% | -$1.71K |
| Government National Mortgage Association | 71,046 | 64,779 | -6,266 | 0.04% | -$6.96K |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 F 2A2 | 69,708 | 65,137 | -4,571 | 0.04% | -$3.97K |
| FNMA POOL 889692 FN 05/38 FIXED VAR | 62,315 | 60,335 | -1,980 | 0.04% | -$2.90K |
| GNMA POOL 697698 GN 12/38 FIXED 5 | 59,484 | 58,569 | -915 | 0.04% | -$1.40K |
| FNMA POOL AL3480 FN 07/40 FIXED VAR | 61,487 | 57,547 | -3,940 | 0.04% | -$4.61K |
| GNMA POOL 760393 GN 10/41 FIXED 5 | 60,027 | 59,370 | -657 | 0.04% | -$1.05K |
| GN 705997 | 58,371 | 57,172 | -1,200 | 0.04% | -$1.68K |
| GNMA POOL 774296 GN 03/42 FIXED 5 | 57,443 | 56,881 | -562 | 0.04% | -$961 |
| FN AB0293 | 55,579 | 54,139 | -1,439 | 0.04% | -$2.14K |
| FHLG 30YR 5.0% 02/01/2038#A73952 | 56,631 | 55,655 | -976 | 0.04% | -$1.97K |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF5 2A3 | 60,837 | 56,332 | -4,505 | 0.04% | -$4.40K |
| FNMA POOL 695208 FN 03/33 FIXED 5.5 | 49,816 | 48,060 | -1,756 | 0.03% | -$2.21K |
| FREDDIE MAC FHR 3376 FD | 49,374 | 47,956 | -1,418 | 0.03% | -$1.43K |
| FED HM LN PC POOL Q53756 FG 01/48 FIXED 4 | 50,094 | 49,057 | -1,037 | 0.03% | -$1.43K |
| FANNIE MAE FNR 2005 75 AF | 49,471 | 47,136 | -2,335 | 0.03% | -$2.32K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 81 A1 | 56,251 | 55,553 | -699 | 0.03% | -$582 |
| FNMA POOL AW1350 FN 02/44 FIXED 4.5 | 46,990 | 46,562 | -428 | 0.03% | -$1.08K |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 11 A1A | 49,927 | 49,343 | -584 | 0.03% | -$344 |
| FNMA POOL AX2488 FN 10/44 FIXED 4 | 46,716 | 45,675 | -1,041 | 0.03% | -$1.48K |
| FNMA POOL 931353 FN 06/39 FIXED 5.5 | 43,828 | 43,147 | -681 | 0.03% | -$1.31K |
| FNMA POOL AL3681 FN 10/40 FIXED VAR | 43,030 | 41,427 | -1,603 | 0.03% | -$2.06K |
| Massachusetts Educational Financing Authority, Series 2008-1, Class A1 | 45,539 | 42,557 | -2,982 | 0.03% | -$3.11K |
| FNMA POOL 995894 FN 04/39 FIXED VAR | 41,751 | 40,310 | -1,441 | 0.03% | -$1.87K |
| FNMA POOL 922039 FN 02/37 FIXED 5.5 | 39,587 | 38,373 | -1,214 | 0.03% | -$1.79K |
| FNMA POOL AA0836 FN 01/39 FIXED 4.5 | 38,962 | 38,309 | -653 | 0.02% | -$1.39K |
| Freddie Mac Gold Pool | 38,697 | 37,773 | -924 | 0.02% | -$1.65K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 2A | 38,656 | 37,915 | -741 | 0.02% | -$629 |
| FED HM LN PC POOL A75692 FG 04/38 FIXED 5 | 36,907 | 35,978 | -929 | 0.02% | -$1.58K |
| FNMA POOL AA0920 FN 08/37 FIXED 5.5 | 35,778 | 34,653 | -1,125 | 0.02% | -$1.65K |
| FNMA POOL AI1673 FN 06/41 FIXED 4.5 | 36,671 | 36,132 | -539 | 0.02% | -$1.22K |
| GNMA POOL 688141 GN 12/38 FIXED 5 | 36,326 | 34,871 | -1,455 | 0.02% | -$1.74K |
| FNMA POOL AJ7522 FN 01/27 FIXED 3 | 48,054 | 33,804 | -14,251 | 0.02% | -$14.13K |
| FNMA POOL 962068 FN 03/38 FIXED 6 | 32,737 | 32,227 | -510 | 0.02% | -$804 |
| FNMA POOL 888795 FN 11/36 FIXED VAR | 33,797 | 32,177 | -1,620 | 0.02% | -$2.13K |
| FNMA POOL 744878 FN 11/33 FIXED 5.5 | 33,683 | 32,842 | -841 | 0.02% | -$1.13K |
| FNMA POOL 970952 FN 12/38 FIXED 6 | 29,622 | 29,244 | -379 | 0.02% | -$649 |
| Freddie Mac Gold Pool | 29,704 | 28,869 | -836 | 0.02% | -$1.37K |
| FED HM LN PC POOL A48943 FG 05/36 FIXED 5.5 | 31,533 | 28,142 | -3,391 | 0.02% | -$4.01K |
| FNMA POOL 966202 FN 12/37 FIXED 6 | 28,529 | 27,967 | -562 | 0.02% | -$1.26K |
| GN 487821 | 28,977 | 28,140 | -837 | 0.02% | -$1.07K |
| GNMA POOL 637882 GN 04/35 FIXED 5 | 27,760 | 27,136 | -624 | 0.02% | -$934 |
| FNMA POOL AC8113 FN 01/36 FIXED 5.5 | 26,367 | 25,897 | -470 | 0.02% | -$866 |
| GNMA POOL 714055 GN 05/39 FIXED 5 | 26,253 | 25,789 | -464 | 0.02% | -$680 |
| Freddie Mac Gold Pool | 26,526 | 25,607 | -919 | 0.02% | -$1.40K |
| Government National Mortgage Association | 25,990 | 24,975 | -1,015 | 0.02% | -$1.24K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 25,524 | 25,102 | -423 | 0.02% | -$618 |
| Fannie Mae REMICS | 25,748 | 25,314 | -434 | 0.02% | -$434 |
| FNMA POOL AB0196 FN 02/39 FIXED 5.5 | 25,974 | 24,015 | -1,959 | 0.02% | -$2.38K |
| GN 704480 | 24,362 | 24,018 | -344 | 0.02% | -$537 |
| FNMA POOL 899563 FN 06/37 FIXED 6 | 23,676 | 23,280 | -396 | 0.02% | -$617 |
| Uniform Mortgage-Backed Securities | 25,616 | 24,462 | -1,155 | 0.02% | -$1.56K |
| FG A72047 | 23,783 | 23,127 | -657 | 0.02% | -$1.08K |
| FHLG 30YR 5% 12/01/2038# | 22,205 | 21,821 | -385 | 0.01% | -$781 |
| FG G03050 | 21,838 | 21,156 | -682 | 0.01% | -$1.07K |
| FNMA POOL AL3185 FN 02/39 FIXED VAR | 20,819 | 20,164 | -655 | 0.01% | -$945 |
| FNMA POOL AI4142 FN 06/41 FIXED 4.5 | 23,912 | 20,876 | -3,036 | 0.01% | -$3.38K |
| GN 698484 | 20,416 | 20,098 | -318 | 0.01% | -$480 |
| Freddie Mac Gold Pool | 20,429 | 19,974 | -455 | 0.01% | -$820 |
| GNMA POOL 762752 GN 03/41 FIXED 5 | 19,020 | 18,768 | -251 | 0.01% | -$381 |
| FNMA POOL 836362 FN 10/35 FIXED 5.5 | 18,511 | 18,056 | -455 | 0.01% | -$721 |
| FNMA POOL AI0726 FN 04/41 FIXED 4.5 | 18,872 | 18,623 | -249 | 0.01% | -$569 |
| FNMA POOL AH4246 FN 04/41 FIXED 4.5 | 19,176 | 18,570 | -606 | 0.01% | -$896 |
| GNMA POOL 602480 GN 12/35 FIXED 5 | 18,291 | 17,839 | -451 | 0.01% | -$581 |
| FED HM LN PC POOL V85233 FG 03/49 FIXED 4 | 18,742 | 18,601 | -141 | 0.01% | -$279 |
| FNMA POOL 752191 FN 11/33 FIXED 5.5 | 18,015 | 17,507 | -508 | 0.01% | -$642 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A6 3A1 | 33,819 | 32,258 | -1,562 | 0.01% | -$1.04K |
| GNMA POOL 704699 GN 09/39 FIXED 5 | 17,453 | 17,230 | -223 | 0.01% | -$397 |
| FNMA POOL 995721 FN 03/39 FIXED VAR | 18,428 | 16,752 | -1,675 | 0.01% | -$1.91K |
| GNMA POOL 741275 GN 05/40 FIXED 5 | 17,405 | 17,160 | -246 | 0.01% | -$397 |
| FNMA POOL 689108 FN 02/33 FIXED 5.5 | 17,914 | 17,118 | -796 | 0.01% | -$918 |
| FREDDIE MAC GOLD POOL P#G03355 5.00000000 | 17,511 | 17,053 | -458 | 0.01% | -$772 |
| FN 745418 | 17,336 | 16,555 | -780 | 0.01% | -$1.04K |
| FREDDIE MAC GOLD POOL P#A77292 5.00000000 | 17,023 | 16,770 | -253 | 0.01% | -$556 |
| FNMA POOL 966578 FN 02/38 FIXED 6 | 15,804 | 15,576 | -228 | 0.01% | -$368 |
| FN 745516 | 16,233 | 15,482 | -750 | 0.01% | -$995 |
| FG G05342 | 15,924 | 15,430 | -493 | 0.01% | -$780 |
| FN 888893 | 15,635 | 14,919 | -717 | 0.01% | -$952 |
| FNMA POOL 928382 FN 06/37 FIXED 5.5 | 14,895 | 14,643 | -253 | 0.01% | -$465 |
| FG G04668 | 15,096 | 14,789 | -307 | 0.01% | -$577 |
| FNMA POOL 819297 FN 09/35 FIXED 6 | 17,067 | 14,082 | -2,986 | 0.01% | -$3.27K |
| Uniform Mortgage-Backed Securities | 14,388 | 14,122 | -265 | 0.01% | -$463 |
| FN 190367 | 14,531 | 13,975 | -556 | 0.01% | -$771 |
| FNMA POOL 969776 FN 02/38 FIXED 5.5 | 14,343 | 13,956 | -387 | 0.01% | -$600 |
| Freddie Mac Gold Pool | 14,401 | 13,899 | -502 | 0.01% | -$760 |
| FNMA POOL 889176 FN 03/38 FIXED VAR | 13,563 | 13,127 | -435 | 0.01% | -$639 |
| GNMA POOL 697575 GN 11/38 FIXED 5 | 13,450 | 13,176 | -274 | 0.01% | -$385 |
| FN 888301 | 13,638 | 13,107 | -531 | 0.01% | -$659 |
| FNMA POOL AH4268 FN 04/41 FIXED 4.5 | 13,776 | 13,616 | -160 | 0.01% | -$348 |
| FNMA POOL AD3661 FN 05/40 FIXED 4.5 | 13,675 | 13,452 | -223 | 0.01% | -$476 |
| GNMA POOL 774290 GN 02/42 FIXED 5 | 12,795 | 12,663 | -132 | 0.01% | -$242 |
| FG G04468 | 12,365 | 12,000 | -365 | 0.01% | -$587 |
| Freddie Mac Gold Pool | 12,005 | 11,601 | -403 | 0.01% | -$581 |
| FNMA POOL 965040 FN 09/38 FIXED 4.5 | 12,132 | 11,876 | -256 | 0.01% | -$481 |
| FED HM LN PC POOL A27987 FG 07/34 FIXED 5 | 12,149 | 11,602 | -547 | 0.01% | -$589 |
| FNMA POOL AL1572 FN 09/36 FIXED VAR | 11,967 | 11,472 | -496 | 0.01% | -$601 |
| Freddie Mac Gold Pool | 11,590 | 11,169 | -422 | 0.01% | -$595 |
| GNMA POOL 669739 GN 07/37 FIXED 6 | 11,232 | 11,067 | -166 | 0.01% | -$205 |
| GNMA POOL 698340 GN 05/39 FIXED 5 | 11,479 | 11,229 | -249 | 0.01% | -$345 |
| FNMA, Series 2007-63, Class FC | 12,103 | 11,584 | -518 | 0.01% | -$516 |
| FNMA POOL 880623 FN 04/36 FIXED 5.5 | 11,787 | 10,927 | -860 | 0.01% | -$1.05K |
| FNMA POOL AD2336 FN 02/40 FIXED 4.5 | 11,337 | 11,153 | -184 | 0.01% | -$392 |
| FNMA POOL 992302 FN 01/39 FIXED 5.5 | 10,936 | 10,799 | -136 | 0.01% | -$300 |
| FN 831286 | 10,895 | 10,512 | -383 | 0.01% | -$492 |
| LENDINGPOINT PASS THROUGH TRUS LPPT 2022 ST4 A 144A | 37,741 | 10,983 | -26,758 | 0.01% | -$26.60K |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AP2 A5 | 23,503 | 23,150 | -353 | 0.01% | -$350 |
| Freddie Mac Gold Pool | 11,038 | 10,798 | -240 | 0.01% | -$435 |
| FNMA POOL 823384 FN 05/35 FIXED 5.5 | 10,973 | 10,595 | -378 | 0.01% | -$463 |
| FNMA POOL 256553 FN 01/37 FIXED 6 | 10,711 | 10,045 | -666 | 0.01% | -$791 |
| Freddie Mac Gold Pool | 10,423 | 9,662 | -761 | 0.01% | -$822 |
| JP Morgan Mortgage Trust, Series 2005-S3, Class 1A2 | 22,406 | 22,375 | -31 | 0.01% | -$101 |
| Freddie Mac Gold Pool | 9,627 | 9,398 | -229 | 0.01% | -$372 |
| FNMA POOL AL0525 FN 04/37 FIXED VAR | 9,648 | 9,342 | -306 | 0.01% | -$443 |
| FNMA POOL 988588 FN 08/38 FIXED 5.5 | 10,492 | 9,206 | -1,287 | 0.01% | -$1.47K |
| FANNIEMAE WHOLE LOAN FNW 2003 W6 F | 9,760 | 9,361 | -399 | 0.01% | -$396 |
| FNMA POOL 761893 FN 01/34 FIXED 5.5 | 9,541 | 9,240 | -300 | 0.01% | -$387 |
| FNMA POOL 848067 FN 10/35 FIXED 5.5 | 9,036 | 8,830 | -206 | 0.01% | -$334 |
| FNMA POOL 190363 FN 11/35 FIXED VAR | 9,067 | 8,674 | -393 | 0.01% | -$529 |
| FED HM LN PC POOL A48592 FG 03/36 FIXED 6 | 8,777 | 8,619 | -158 | 0.01% | -$235 |
| UMBS | 8,683 | 8,374 | -309 | 0.01% | -$396 |
| GNMA POOL 724275 GN 09/39 FIXED 5 | 8,652 | 8,521 | -131 | 0.01% | -$196 |
| Structured Adjustable Rate Mortgage Loan Trust, Series 2004-19, Class 2A1 | 9,338 | 9,189 | -149 | 0.01% | -$105 |
| GNMA POOL 688442 GN 05/38 FIXED 5 | 8,809 | 8,450 | -359 | 0.01% | -$460 |
| GNMA POOL 542828 GN 06/35 FIXED 5 | 8,754 | 8,491 | -263 | 0.01% | -$428 |
| FREDDIE MAC GOLD POOL | 8,676 | 8,342 | -334 | 0.01% | -$489 |
| FG G05196 | 8,268 | 7,990 | -277 | 0.01% | -$401 |
| FNMA POOL 847031 FN 12/35 FIXED 5.5 | 8,445 | 8,116 | -329 | 0.01% | -$405 |
| FNMA POOL 753095 FN 12/33 FIXED 5.5 | 7,822 | 7,627 | -195 | 0.00% | -$265 |
| BSARM 2004-8 2A1 | 9,134 | 8,015 | -1,119 | 0.00% | -$945 |
| FNMA POOL 981705 FN 06/38 FIXED 4.5 | 7,805 | 7,692 | -113 | 0.00% | -$240 |
| FN 735227 | 7,678 | 7,311 | -368 | 0.00% | -$537 |
| FN 735896 | 7,600 | 7,017 | -583 | 0.00% | -$671 |
| FED HM LN PC POOL G04461 FG 07/38 FIXED 5 | 7,632 | 7,253 | -379 | 0.00% | -$518 |
| GNMA POOL 669740 GN 08/37 FIXED 6 | 6,859 | 6,758 | -100 | 0.00% | -$124 |
| FNMA POOL 919658 FN 09/37 FIXED 6 | 7,046 | 6,814 | -232 | 0.00% | -$293 |
| FNMA POOL 256600 FN 02/27 FIXED 5.5 | 10,178 | 6,929 | -3,249 | 0.00% | -$3.36K |
| FNMA POOL 881635 FN 02/36 FIXED 5.5 | 6,702 | 6,358 | -344 | 0.00% | -$442 |
| FED HM LN PC POOL A56730 FG 01/37 FIXED 5 | 6,663 | 6,475 | -188 | 0.00% | -$205 |
| FNMA POOL MA0280 FN 11/29 FIXED 5.5 | 7,234 | 6,176 | -1,058 | 0.00% | -$1.11K |
| GNMA POOL 692479 GN 04/39 FIXED 5 | 6,093 | 6,003 | -89 | 0.00% | -$137 |
| FNMA POOL AD9398 FN 06/40 FIXED 4.5 | 6,031 | 5,766 | -265 | 0.00% | -$375 |
| Merrill Lynch Mortgage Investors Trust MLMI Series 2005-A10 | 5,899 | 5,708 | -191 | 0.00% | -$183 |
| FN 995243 | 5,685 | 5,526 | -159 | 0.00% | -$265 |
| GNMA POOL 674114 GN 06/38 FIXED 5 | 5,425 | 5,305 | -120 | 0.00% | -$171 |
| FNMA POOL 888817 FN 08/37 FIXED VAR | 5,392 | 5,191 | -201 | 0.00% | -$332 |
| FNMA POOL AH8643 FN 04/41 FIXED 4.5 | 5,349 | 5,133 | -216 | 0.00% | -$305 |
| FNMA POOL 889301 FN 11/35 FIXED VAR | 5,079 | 4,902 | -177 | 0.00% | -$252 |
| FG A83067 | 5,104 | 4,900 | -204 | 0.00% | -$296 |
| FNMA POOL 829125 FN 10/35 FIXED 5.5 | 4,756 | 4,662 | -93 | 0.00% | -$159 |
| FNMA POOL 950299 FN 08/37 FIXED 5.5 | 4,831 | 4,722 | -109 | 0.00% | -$188 |
| FN 889983 | 4,714 | 4,548 | -167 | 0.00% | -$216 |
| FG G01820 | 4,866 | 4,611 | -255 | 0.00% | -$330 |
| Chase Mortgage Finance Trust Series 2005-A1 | 13,978 | 4,972 | -9,006 | 0.00% | -$8.51K |
| FN 555800 | 4,884 | 4,623 | -261 | 0.00% | -$307 |
| FNMA POOL 896141 FN 06/36 FIXED 5.5 | 4,640 | 4,557 | -83 | 0.00% | -$148 |
| MLCC MORTGAGE INVESTORS INC MLCC 2005 3 5A | 4,917 | 4,754 | -163 | 0.00% | -$150 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 4 1A1 | 4,765 | 4,644 | -121 | 0.00% | -$116 |
| FED HM LN PC POOL G02410 FG 01/36 FIXED 5 | 4,528 | 4,412 | -116 | 0.00% | -$210 |
| Merrill Lynch Mortgage Investors Trust, Series MLCC 2003-C | 4,636 | 4,476 | -160 | 0.00% | -$141 |
| FNMA POOL 819567 FN 04/35 FIXED 5.5 | 4,286 | 4,177 | -109 | 0.00% | -$171 |
| MRFC Mortgage Pass-Through Trust, Series 2000-TBC3, Class A1 | 4,666 | 4,331 | -335 | 0.00% | -$324 |
| FN 946254 | 4,051 | 3,991 | -60 | 0.00% | -$98 |
| FNMA POOL 310122 FN 06/28 FIXED VAR | 4,868 | 4,164 | -704 | 0.00% | -$719 |
| GSR MORTGAGE LOAN TRUST GSR 2007 4F 3A1 | 6,767 | 6,697 | -70 | 0.00% | -$71 |
| GNMA POOL 677312 GN 09/38 FIXED 5 | 4,103 | 4,039 | -64 | 0.00% | -$109 |
| FNMA POOL AI3810 FN 06/41 FIXED 4.5 | 4,096 | 3,990 | -106 | 0.00% | -$174 |
| FNMA POOL AE2919 FN 08/40 FIXED 5.5 | 4,312 | 3,810 | -501 | 0.00% | -$521 |
| FNMA POOL 780365 FN 06/34 FLOATING VAR | 3,868 | 3,782 | -86 | 0.00% | -$97 |
| FNMA POOL 920078 FN 12/36 FIXED 5.5 | 3,807 | 3,736 | -72 | 0.00% | -$126 |
| FNMA POOL AK8453 FN 04/42 FIXED 4.5 | 4,691 | 3,794 | -897 | 0.00% | -$964 |
| GNMA POOL 701354 GN 02/39 FIXED 5 | 3,727 | 3,678 | -49 | 0.00% | -$79 |
| HarborView Mortgage Loan Trust, Series 2005-2, Class 2A1A | 3,804 | 3,771 | -33 | 0.00% | -$40 |
| STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2005-AR8 SER 2005-AR8 CL A1A V/R REGD 4.62876000 | 4,356 | 4,230 | -126 | 0.00% | -$109 |
| FN AH9109 | 3,686 | 3,616 | -70 | 0.00% | -$132 |
| FNMA POOL 735961 FN 09/35 FLOATING VAR | 3,569 | 3,500 | -69 | 0.00% | -$77 |
| FNMA POOL AO3526 FN 04/39 FIXED 4.5 | 3,638 | 3,541 | -97 | 0.00% | -$108 |
| Freddie Mac Non Gold Pool | 3,391 | 3,279 | -112 | 0.00% | -$127 |
| FNMA POOL 932548 FN 02/40 FIXED 5.5 | 3,165 | 3,104 | -61 | 0.00% | -$107 |
| FED HM LN PC POOL A53791 FG 11/36 FIXED 5 | 3,242 | 3,185 | -56 | 0.00% | -$119 |
| FNMA POOL 878481 FN 02/36 FIXED 6 | 3,073 | 3,009 | -64 | 0.00% | -$100 |
| FNMA POOL 890489 FN 11/41 FIXED VAR | 3,172 | 3,094 | -79 | 0.00% | -$131 |
| FNMA POOL 995482 FN 01/39 FIXED VAR | 2,986 | 2,874 | -112 | 0.00% | -$157 |
| FNMA POOL 769481 FN 02/34 FIXED 5.5 | 2,995 | 2,890 | -104 | 0.00% | -$126 |
| FNMA POOL AB0204 FN 12/38 FIXED 5.5 | 3,157 | 2,786 | -371 | 0.00% | -$426 |
| FNMA POOL AI8831 FN 08/41 FIXED 4.5 | 2,924 | 2,881 | -43 | 0.00% | -$89 |
| Structured Adjustable Rate Mortgage Loan Trust, Series 2004-1, Class 4A2 | 3,002 | 2,915 | -87 | 0.00% | -$72 |
| GNMA POOL 623958 GN 12/35 FIXED 5 | 2,797 | 2,744 | -53 | 0.00% | -$83 |
| FNMA POOL AC7291 FN 12/39 FIXED 4.5 | 2,752 | 2,706 | -46 | 0.00% | -$96 |
| GNMA POOL 711409 GN 05/39 FIXED 5 | 2,537 | 2,479 | -58 | 0.00% | -$79 |
| FNMA POOL 754031 FN 12/33 FLOATING VAR | 2,515 | 2,454 | -61 | 0.00% | -$69 |
| FNMA POOL 754744 FN 11/33 FIXED 5.5 | 2,560 | 2,494 | -66 | 0.00% | -$89 |
| FNMA POOL AE0508 FN 10/40 FIXED VAR | 2,556 | 2,516 | -39 | 0.00% | -$83 |
| FNMA POOL 256927 FN 10/27 FIXED 5.5 | 2,813 | 2,358 | -455 | 0.00% | -$482 |
| FHLG 30YR 5.0% 12/01/2036#G05408 | 2,402 | 2,305 | -97 | 0.00% | -$141 |
| FNMA POOL AL0822 FN 10/41 FIXED VAR | 2,395 | 2,327 | -68 | 0.00% | -$106 |
| FNMA POOL AD1870 FN 08/40 FIXED 4.5 | 2,285 | 2,238 | -46 | 0.00% | -$89 |
| Freddie Mac Gold Pool | 2,602 | 2,151 | -451 | 0.00% | -$478 |
| FNMA POOL 735972 FN 10/35 FIXED VAR | 2,519 | 2,130 | -388 | 0.00% | -$441 |
| ACE SECURITIES CORP. ACE 2006 HE4 A2A | 5,729 | 5,632 | -97 | 0.00% | -$76 |
| FNMA POOL AD9988 FN 09/40 FIXED 4.5 | 2,259 | 2,223 | -37 | 0.00% | -$74 |
| UMBS | 2,261 | 2,159 | -102 | 0.00% | -$143 |
| FN 254514 | 2,113 | 1,961 | -152 | 0.00% | -$169 |
| GSR Mortgage Loan Trust, Series 2005-AR7, Class 6A1 | 2,291 | 2,262 | -29 | 0.00% | -$9 |
| GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 | 2,054 | 2,016 | -38 | 0.00% | -$26 |
| FNMA POOL AH6339 FN 04/41 FIXED 4.5 | 2,009 | 1,963 | -45 | 0.00% | -$77 |
| FNMA POOL 904605 FN 11/36 FIXED 6 | 1,913 | 1,874 | -40 | 0.00% | -$56 |
| FNMA POOL 835058 FN 06/35 FLOATING VAR | 1,903 | 1,868 | -36 | 0.00% | -$44 |
| FNMA POOL 889532 FN 04/38 FIXED VAR | 1,940 | 1,848 | -91 | 0.00% | -$121 |
| Bear Stearns ARM Trust 2005-11 | 1,860 | 1,826 | -35 | 0.00% | -$26 |
| FNMA POOL 745257 FN 01/36 FIXED VAR | 1,726 | 1,683 | -43 | 0.00% | -$60 |
Top 300 of 391, by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 | 7,900,000 | 7,900,000 | 0 | 1.55% | -$162.28K |
| U.S. Treasury Bills | 2,100,000 | 2,100,000 | 0 | 1.37% | $18.17K |
| Aegis Asset Backed Securities Trust 2005-3 | 1,300,000 | 1,300,000 | 0 | 0.75% | $2.48K |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 KS11 M4 | 1,100,000 | 1,100,000 | 0 | 0.67% | -$1.46K |
| New Orleans Hotel Trust, Series 2019-HNLA, Class A | 1,000,000 | 1,000,000 | 0 | 0.65% | -$3.81K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA5 1A2 | 2,321,581 | 2,321,581 | 0 | 0.47% | -$15.54K |
| REPUBLIC OF SOUTH AFRICA BONDS 03/36 6.25 | 14,470,000 | 14,470,000 | 0 | 0.45% | -$59.72K |
| REPUBLIC OF PERU SR UNSECURED REGS 08/34 5.4 | 2,200,000 | 2,200,000 | 0 | 0.39% | -$52.52K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 9T1 2A3 | 1,285,509 | 1,285,509 | 0 | 0.33% | -$7.28K |
| Eagle Funding LuxCo S.a.r.l. | 500,000 | 500,000 | 0 | 0.33% | -$6.67K |
| CDX ITRAXX XOV44 5Y 35-100% SP MYC | 5 | 5 | 0 | 0.32% | -$64.64K |
| CENTEX HOME EQUITY LOAN TRUST 2006-A SER 2006-A CL M3 V/R REGD 4.34121000 | 500,000 | 500,000 | 0 | 0.31% | -$53 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF9 2A4 | 500,000 | 500,000 | 0 | 0.31% | -$269 |
| RPLDCI 6.581 05/30/49 144A | 450,000 | 450,000 | 0 | 0.30% | -$12.82K |
| BARCLAYS PLC | 400,000 | 400,000 | 0 | 0.27% | -$10.19K |
| 317UA5IA9 PIMCO FPPSWAPTION 3.1625 PUT USD | 64,800,000 | 64,800,000 | 0 | 0.26% | $101.12K |
| CS AT1 CLAIMS US225401AK46 CREDIT SUISSE GROUP AG | 1,078,000 | 1,078,000 | 0 | 0.25% | $59.29K |
| JAPAN (30 YEAR ISSUE) BONDS 03/55 2.4 | 70,000,000 | 70,000,000 | 0 | 0.22% | -$24.91K |
| RFR USD SOFR/1.75000 06/15/22-10Y LCH | 1 | 1 | 0 | 0.22% | $19.90K |
| US TREASURY N/B | 300,000 | 300,000 | 0 | 0.20% | -$2.72K |
| RFR USD SOFR/2.75000 06/21/23-30Y LCH | 1 | 1 | 0 | 0.16% | -$2.07K |
| ROMANIA SR UNSECURED REGS 07/39 6.75 | 200,000 | 200,000 | 0 | 0.15% | -$14.00K |
| 317UA5JA8 PIMCO FPPSWAPTION 3.1625 CALL USD | 64,800,000 | 64,800,000 | 0 | 0.14% | $9.37K |
| REPUBLIC OF COLOMBIA SR UNSECURED 11/54 8.375 | 200,000 | 200,000 | 0 | 0.13% | -$5.61K |
| IVORY COAST SR UNSECURED REGS 03/48 6.625 | 200,000 | 200,000 | 0 | 0.13% | -$13.35K |
| REPUBLIC OF SOUTH AFRICA BONDS 01/30 8 | 3,300,000 | 3,300,000 | 0 | 0.13% | -$10.87K |
| REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95 | 480,000 | 480,000 | 0 | 0.10% | -$9.17K |
| PETRPE 5.625 06/19/47 REGS | 200,000 | 200,000 | 0 | 0.09% | $13.18K |
| RFR USD SOFR/3.00000 06/21/23-7Y LCH | 1 | 1 | 0 | 0.08% | $28.25K |
| 317U9Y7A0 PIMCO FPPSWAPTION 4.485 PUT USD | 2,000,000 | 2,000,000 | 0 | 0.08% | -$64 |
| RFR USD SOFR/3.86166 12/02/24-4Y* LCH | 1 | 1 | 0 | 0.07% | -$50.40K |
| REPUBLIC OF SOUTH AFRICA BONDS 01/37 8.5 | 2,000,000 | 2,000,000 | 0 | 0.07% | -$9.59K |
| 317U9Y8A9 PIMCO FPPSWAPTION 4.485 CALL USD | 2,000,000 | 2,000,000 | 0 | 0.07% | $11.48K |
| VICI PROPERTIE | 100,000 | 100,000 | 0 | 0.07% | -$885 |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/39 7 | 300,000 | 300,000 | 0 | 0.06% | -$8.12K |
| PETROLEOS MEXICANOS SR UNSEC 6.35% 02-12-48 | 100,000 | 100,000 | 0 | 0.05% | -$1.97K |
| RFR USD SOFR/3.70000 02/20/24-25Y LCH | 1 | 1 | 0 | 0.05% | -$7.56K |
| 317UAAMA3 PIMCO FPPSWAPTION 4.11 PUT USD | 1,100,000 | 1,100,000 | 0 | 0.05% | -$8.26K |
| RFR USD SOFR/3.75000 09/17/25-10Y LCH | 2 | 2 | 0 | 0.04% | $38.50K |
| RFR USD SOFR/3.75000 06/20/24-15Y LCH | 1 | 1 | 0 | 0.03% | $4.45K |
| REPUBLIC OF SOUTH AFRICA BONDS 03/32 8.25 | 900,000 | 900,000 | 0 | 0.03% | -$3.82K |
| 317UAANA2 PIMCO FPPSWAPTION 4.11 CALL USD | 900,000 | 900,000 | 0 | 0.03% | $3.47K |
| RFR USD SOFR/3.75000 06/20/24-20Y CME | 1 | 1 | 0 | 0.03% | $454 |
| Chase Mortgage Finance Trust, Series 2006-S4, Class A5 | 128,799 | 128,799 | 0 | 0.03% | -$1.36K |
| US TREASURY N/B | 45,000 | 45,000 | 0 | 0.03% | -$492 |
| US TREASURY N/B | 28,000 | 28,000 | 0 | 0.02% | -$365 |
| RFR USD SOFR/3.75000 12/17/25-30Y LCH | 1 | 1 | 0 | 0.02% | -$1.72K |
| RFR GBP SONIO/4.50000 09/17/25-30Y LCH | 1 | 1 | 0 | 0.02% | $31.59K |
| RFR USD SOFR/3.75000 12/18/24-10Y LCH | 1 | 1 | 0 | 0.02% | $30.04K |
| 317UAOYA0 PIMCO SWAPTION 3.857 PUT USD 2026100 | 12,600,000 | 12,600,000 | 0 | 0.02% | $18.42K |
| RFR USD SOFR/3.75000 06/20/24-9Y CME | 1 | 1 | 0 | 0.02% | $77.85K |
| 317UA83A9 PIMCO FPPSWAPTION 4.693 CALL USD | 400,000 | 400,000 | 0 | 0.02% | $2.37K |
| 317UA82A0 PIMCO FPPSWAPTION 4.693 PUT USD | 400,000 | 400,000 | 0 | 0.01% | $23 |
| United States Small Business Administration | 21,393 | 21,393 | 0 | 0.01% | -$86 |
| RFR USD SOFR/3.83993 12/02/24-7Y* LCH | 1 | 1 | 0 | 0.01% | -$23.61K |
| 317U9ZDA0 PIMCO FPPSWAPTION 4.427 PUT USD | 300,000 | 300,000 | 0 | 0.01% | -$13 |
| 317UA0VA5 PIMCO FPPSWAPTION 4.485 PUT USD | 300,000 | 300,000 | 0 | 0.01% | -$7 |
| 317UAMPA4 PIMCO SWAPTION 4.141 PUT USD 2026123 | 12,600,000 | 12,600,000 | 0 | 0.01% | $12.43K |
| 317UA0WA4 PIMCO FPPSWAPTION 4.485 CALL USD | 300,000 | 300,000 | 0 | 0.01% | $1.72K |
| RFR USD SOFR/3.50000 12/20/23-7Y LCH | 1 | 1 | 0 | 0.01% | $19.97K |
| 317U9ZEA9 PIMCO FPPSWAPTION 4.427 CALL USD | 300,000 | 300,000 | 0 | 0.01% | $1.71K |
| RFR USD SOFR/3.75000 06/20/24-10Y LCH | 1 | 1 | 0 | 0.01% | $13.75K |
| 317U9YNA2 PIMCO SWAPTION 3.505 CALL USD 202608 | 2,600,000 | 2,600,000 | 0 | 0.01% | -$4.82K |
| RFR USD SOFR/3.75000 12/17/25-10Y LCH | 1 | 1 | 0 | 0.01% | $5.01K |
| 317U9YOA1 PIMCO SWAPTION 4.255 PUT USD 2026080 | 1,200,000 | 1,200,000 | 0 | 0.00% | -$1.05K |
| VOLKSWAGEN INTERNATIONAL FINA SNR SE ICE | 1 | 1 | 0 | 0.00% | -$538 |
| IRS EUR 2.40000 02/12/25-10Y LCH | 1 | 1 | 0 | 0.00% | $2.45K |
| IRS EUR 2.39000 10/01/24-10Y LCH | 1 | 1 | 0 | 0.00% | $1.15K |
| RFR USD SOFR/3.23200 09/10/24-10Y LCH | 1 | 1 | 0 | 0.00% | $606 |
| RFR USD SOFR/3.24800 09/18/24-10Y LCH | 1 | 1 | 0 | 0.00% | $604 |
| RFR USD SOFR/3.28000 09/16/24-10Y LCH | 1 | 1 | 0 | 0.00% | $603 |
| INF SWAP US IT2.505 03/25/25-5Y LCH | 1 | 1 | 0 | 0.00% | $10.94K |
| 31750RIW9 PIMCO FXVAN CALL USD HKD 7.85000000 | 0 | 0 | 0 | 0.00% | $2.65K |
| 31750RI33 PIMCO FXVAN CALL USD HKD 7.85000000 | 0 | 0 | 0 | 0.00% | $2.58K |
| 31750RIL3 PIMCO FXVAN PUT USD ZAR 17.00000000 | -480,000 | -480,000 | 0 | 0.00% | $1.19K |
| IRS EUR 2.52000 04/09/25-10Y LCH | 1 | 1 | 0 | 0.00% | $1.08K |
| 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/4.09000 01/22/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$355 |
| IRS EUR 2.58000 08/29/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$187 |
| RFR USD SOFR/4.01500 12/30/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$567 |
| RFR USD SOFR/4.07100 01/15/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$261 |
| INF SWAP US IT 2.5225 03/27/25-5Y LCH | 1 | 1 | 0 | 0.00% | $7.49K |
| IRS PLN 4.72250 12/01/30-5Y CME | 1 | 1 | 0 | 0.00% | $1.37K |
| RFR USD SOFR/3.59400 01/09/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$93 |
| RFR USD SOFR/3.71500 08/07/24-10Y LCH | 1 | 1 | 0 | 0.00% | $545 |
| RFR USD SOFR/3.90000 01/08/25-10Y LCH | 2 | 2 | 0 | 0.00% | -$219 |
| RFR USD SOFR/3.93300 01/06/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$166 |
| RFR USD SOFR/3.86600 11/14/24-10Y LCH | 2 | 2 | 0 | 0.00% | -$1.16K |
| 317UAV0A1 PIMCO SWAPTION 3.26 CALL USD 2026042 | 1,300,000 | 1,300,000 | 0 | 0.00% | -$3.40K |
| IRS EUR 2.35000 04/29/25-5Y LCH | 1 | 1 | 0 | 0.00% | $1.41K |
| RFR USD SOFR/3.67000 01/08/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$42 |
| INF SWAP US IT 2.5145 10/29/25-5Y LCH | 1 | 1 | 0 | 0.00% | $6.42K |
| 317U9ZXA8 PIMCO SWAPTION 2.989 CALL USD 202608 | 300,000 | 300,000 | 0 | 0.00% | -$272 |
| RFR USD SOFR/3.88000 01/13/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$125 |
| IRS EUR 2.89000 12/22/23-10Y LCH | 1 | 1 | 0 | 0.00% | $1.27K |
| IRS PLN 4.68500 12/02/30-5Y CME | 1 | 1 | 0 | 0.00% | $452 |
| IRS EUR 2.91000 12/29/23-10Y LCH | 1 | 1 | 0 | 0.00% | $1.26K |
| RFR GBP SONIO/4.32000 10/20/23-10Y LCH | 1 | 1 | 0 | 0.00% | -$4.14K |
| RFR USD SOFR/4.00000 06/20/24-2Y LCH | 1 | 1 | 0 | 0.00% | $497 |
| RFR USD SOFR/3.85500 11/19/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$579 |
| IRS CZK 4.48500 12/02/30-5Y CME | 1 | 1 | 0 | 0.00% | -$243 |
| RFR USD SOFR/3.81000 01/02/24-10Y LCH | 2 | 2 | 0 | 0.00% | $161 |
| IRS EUR 2.99000 12/08/23-10Y LCH | 1 | 1 | 0 | 0.00% | $1.30K |
| RFR USD SOFR/3.87400 03/05/25-10Y LCH | 1 | 1 | 0 | 0.00% | $211 |
| IRS CZK 3.76000 11/01/24-10Y CME | 1 | 1 | 0 | 0.00% | -$275 |
| IRS CZK 4.52250 12/01/30-5Y CME | 1 | 1 | 0 | 0.00% | -$696 |
| RFR USD SOFR/3.89900 03/11/25-10Y LCH | 1 | 1 | 0 | 0.00% | $246 |
| RFR USD SOFR/3.85400 12/29/23-10Y LCH | 1 | 1 | 0 | 0.00% | $640 |
| RFR USD SOFR/3.90500 03/12/25-10Y LCH | 1 | 1 | 0 | 0.00% | $254 |
| RFR USD SOFR/4.00000 02/26/25-10Y LCH | 1 | 1 | 0 | 0.00% | $161 |
| RFR USD SOFR/3.93000 03/24/25-10Y LCH | 1 | 1 | 0 | 0.00% | $298 |
| ZCS BRL 14.0087 05/12/25-01/04/27 CME | 1 | 1 | 0 | 0.00% | -$525 |
| RFR USD SOFR/3.75000 05/07/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$544 |
| RFR USD SOFR/3.75000 09/17/25-7Y LCH | 1 | 1 | 0 | 0.00% | $3.68K |
| RFR USD SOFR/3.97500 03/21/25-10Y LCH | 1 | 1 | 0 | 0.00% | $339 |
| IRS EUR 3.12800 12/04/23-10Y LCH | 1 | 1 | 0 | 0.00% | $1.33K |
| RFR USD SOFR/3.84200 03/04/25-5Y LCH | 1 | 1 | 0 | 0.00% | $681 |
| IRS EUR 3.25000 11/06/23-10Y LCH | 1 | 1 | 0 | 0.00% | $1.37K |
| IRS EUR 3.30500 11/27/23-10Y LCH | 1 | 1 | 0 | 0.00% | $1.23K |
| IRS EUR 3.28000 11/22/23-10Y LCH | 1 | 1 | 0 | 0.00% | $1.36K |
| RFR USD SOFR/3.75000 12/17/25-7Y LCH | 1 | 1 | 0 | 0.00% | $8.95K |
| IRS EUR 2.46000 04/01/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$1.11K |
| RFR USD SOFR/3.75000 06/20/24-4Y LCH | 1 | 1 | 0 | 0.00% | $60.17K |
| 31750S949 PIMCO CDSOPT CALL USD 0.5 20260520 | -6,200,000 | -6,200,000 | 0 | 0.00% | $7.74K |
| IRS EUR 2.46000 03/13/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$2.56K |
| RFR USD SOFR/3.75000 12/18/24-7Y LCH | 1 | 1 | 0 | 0.00% | $9.97K |
| IRS EUR 2.22000 01/08/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$2.29K |
| INF SWAP US IT 2.48 10/29/25-10Y LCH | 1 | 1 | 0 | -0.01% | $558 |
| ZCS BRL 13.9271 05/08/25-01/04/27 CME | 2 | 2 | 0 | -0.01% | -$4.67K |
| ZCS BRL 13.32 05/08/25-01/02/29 CME | 2 | 2 | 0 | -0.01% | -$11.54K |
| 317UAUZA5 PIMCO SWAPTION 3.56 PUT USD 20260428 | -1,300,000 | -1,300,000 | 0 | -0.01% | -$1.29K |
| ZCS BRL 13.3 12/18/25-01/02/29 CME | 1 | 1 | 0 | -0.01% | -$13.96K |
| IRS AUD 4.50000 06/18/25-10Y LCH | 1 | 1 | 0 | -0.01% | -$8.85K |
| ZCS BRL 13.245 09/02/25-01/02/29 CME | 1 | 1 | 0 | -0.01% | -$17.93K |
| RFR USD SOFR/3.75000 09/17/25-5Y LCH | 1 | 1 | 0 | -0.01% | $28.60K |
| RFR USD SOFR/4.0535* 09/02/25-27Y* LCH | 2 | 2 | 0 | -0.02% | $5.20K |
| RFR GBP SONIO/4.00000 09/17/25-10Y LCH | 1 | 1 | 0 | -0.02% | -$36.11K |
| RFR USD SOFR/3.16250 08/25/27-1Y LCH | 1 | 1 | 0 | -0.03% | -$31.39K |
| RFR USD SOFR/3.75000 12/17/25-5Y LCH | 1 | 1 | 0 | -0.03% | $54.15K |
| IRS AUD 4.50000 09/20/23-10Y LCH | 1 | 1 | 0 | -0.05% | -$53.62K |
| RFR JPY MUTK/2.50000 12/17/25-30Y LCH | 1 | 1 | 0 | -0.05% | -$26.17K |
| CDX IG44 5Y ICE | 1 | 1 | 0 | -0.10% | $37.71K |
| RFR USD SOFR/3.50000 09/17/25-30Y LCH | 1 | 1 | 0 | -0.11% | $6.20K |
| RFR GBP SONIO/3.75000 09/17/25-5Y LCH | 1 | 1 | 0 | -0.12% | -$224.46K |
| RFR USD SOFR/3.25000 06/18/25-10Y LCH | 1 | 1 | 0 | -0.15% | -$24.82K |
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.