Portfolio moves
Net position changes between two of this fund's N-PORT snapshots. These are differences between point-in-time reports — not a trade log — and share counts can be affected by splits and other corporate actions.
Dec 31, 2025 → Mar 31, 2026
Expand a category to see the positions behind it, ranked by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FNCL 6.5 6/24 | 0 | 297,140,000 | 297,140,000 | 11.82% | $307.15M |
| FNCL 6 6/24 | 0 | 194,870,000 | 194,870,000 | 7.63% | $198.35M |
| FNCL 6 7/25 | 0 | 140,000,000 | 140,000,000 | 5.48% | $142.45M |
| Uniform Mortgage-Backed Security, TBA | 0 | 91,580,000 | 91,580,000 | 3.47% | $90.21M |
| FNCL 5 6/24 | 0 | 65,100,000 | 65,100,000 | 2.47% | $64.08M |
| G2SF 5 5/26 | 0 | 59,740,000 | 59,740,000 | 2.27% | $59.05M |
| G2SF 3.5 4/24 | 0 | 54,000,000 | 54,000,000 | 1.91% | $49.54M |
| Government National Mortgage Association, TBA | 0 | 46,341,000 | 46,341,000 | 1.67% | $43.39M |
| Uniform Mortgage-Backed Security, TBA | 0 | 44,000,000 | 44,000,000 | 1.60% | $41.49M |
| U.S. Treasury Bills | 0 | 38,987,000 | 38,987,000 | 1.49% | $38.64M |
| FNCL 4 6/24 | 0 | 41,000,000 | 41,000,000 | 1.49% | $38.61M |
| Government National Mortgage Association, TBA | 0 | 33,580,000 | 33,580,000 | 1.25% | $32.40M |
| Uniform Mortgage-Backed Security, TBA | 0 | 27,900,000 | 27,900,000 | 1.09% | $28.41M |
| FANNIE MAE FNR 2026 21 YF | 0 | 28,400,000 | 28,400,000 | 1.09% | $28.32M |
| Government National Mortgage Association, TBA | 0 | 24,620,000 | 24,620,000 | 0.95% | $24.73M |
| TITULOS DE TESORERIA BONDS 01/35 11.75 | 0 | 96,078,500,000 | 96,078,500,000 | 0.92% | $23.82M |
| U.S. Treasury Bill | 0 | 23,050,000 | 23,050,000 | 0.88% | $22.79M |
| Government National Mortgage Association, TBA | 0 | 22,290,000 | 22,290,000 | 0.87% | $22.64M |
| FNCL 5.5 4/26 | 0 | 19,920,000 | 19,920,000 | 0.77% | $20.01M |
| Uniform Mortgage-Backed Security, TBA | 0 | 19,220,000 | 19,220,000 | 0.71% | $18.53M |
| Crown Castle Inc | 0 | 15,800,000 | 15,800,000 | 0.61% | $15.77M |
| FNCL 5 4/26 | 0 | 14,250,000 | 14,250,000 | 0.54% | $14.06M |
| G2SF 4 4/23 | 0 | 10,849,000 | 10,849,000 | 0.39% | $10.16M |
| G2SF 4.5 4/26 | 0 | 9,170,000 | 9,170,000 | 0.34% | $8.86M |
| GSREFT 2026-FL1 A | 0 | 5,700,000 | 5,700,000 | 0.22% | $5.71M |
| FANNIE MAE POOL UMBS P#CC1216 5.50000000 | 0 | 4,978,002 | 4,978,002 | 0.20% | $5.07M |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2024 28A A2R 144A | 0 | 5,000,000 | 5,000,000 | 0.19% | $5.01M |
| FNCL 3 6/24 | 0 | 5,585,000 | 5,585,000 | 0.19% | $4.90M |
| FNCL 4 4/26 | 0 | 3,850,000 | 3,850,000 | 0.14% | $3.63M |
| EURO-OAT FUTURE JUN26 | 0 | -763 | -763 | 0.13% | $3.32M |
| Takeoff Merger Sub, Inc. | 0 | 3,100,000 | 3,100,000 | 0.12% | $3.08M |
| TITULOS DE TESORERIA BONDS 11/40 12.75 | 0 | 9,938,500,000 | 9,938,500,000 | 0.10% | $2.63M |
| U.S. Treasury Bills | 0 | 2,500,000 | 2,500,000 | 0.10% | $2.48M |
| PRET LLC, Series 2026-NPL1, Class A1 | 0 | 2,338,906 | 2,338,906 | 0.09% | $2.32M |
| GSG BIDCO LTD SR SECURED 144A 06/36 5.375 | 0 | 1,900,000 | 1,900,000 | 0.08% | $2.18M |
| ACREC LLC, Series 2026-FL4, Class A | 0 | 2,100,000 | 2,100,000 | 0.08% | $2.10M |
| GSG BIDCO LTD SR SECURED 144A 06/31 4.7 | 0 | 1,800,000 | 1,800,000 | 0.08% | $2.06M |
| G2SF 6 4/25 | 0 | 2,000,000 | 2,000,000 | 0.08% | $2.03M |
| EGYPT GOVERNMENT BOND BONDS 10/30 19.698 | 0 | 112,600,000 | 112,600,000 | 0.08% | $2.03M |
| PFP Ltd., Series 2026-13, Class A | 0 | 2,000,000 | 2,000,000 | 0.08% | $2.00M |
| BONOS DE TESORERIA SR UNSECURED 08/32 6.15 | 0 | 6,600,000 | 6,600,000 | 0.08% | $1.98M |
| REPUBLIC OF COLOMBIA SR UNSECURED 06/45 5 | 0 | 2,200,000 | 2,200,000 | 0.06% | $1.58M |
| PFP 2025-12 LTD SER 2025-12 CL A V/R REGD 144A P/P 5.22367000 | 0 | 1,500,000 | 1,500,000 | 0.06% | $1.50M |
| U.S. Treasury Bills | 0 | 1,388,000 | 1,388,000 | 0.05% | $1.38M |
| IRS EUR 3.00000 09/16/26-30Y LCH | 0 | 1 | 1 | 0.05% | $1.38M |
| PT. Perusahaan Listrik Negara | 0 | 1,100,000 | 1,100,000 | 0.04% | $1.09M |
| BONOS TESORERIA PESOS UNSECURED 144A REGS 09/30 4.7 | 0 | 925,000,000 | 925,000,000 | 0.04% | $978.37K |
| TITULOS DE TESORERIA BONDS 07/46 11.5 | 0 | 3,427,500,000 | 3,427,500,000 | 0.03% | $826.87K |
| 317UBRFA3 PIMCO FPPSWAPTION 4.296 CALL USD | 0 | 9,500,000 | 9,500,000 | 0.03% | $752.67K |
| United States Treasury Bill | 0 | 740,000 | 740,000 | 0.03% | $734.91K |
| 317UBQXA5 PIMCO FPPSWAPTION 4.296 PUT USD | 0 | 9,500,000 | 9,500,000 | 0.02% | $559.60K |
| Republic of Colombia | 0 | 500,000 | 500,000 | 0.02% | $490.25K |
| BONOS TESORERIA PESOS BONDS 144A REGS 10/29 5.8 | 0 | 395,000,000 | 395,000,000 | 0.02% | $434.28K |
| RFR USD SOFR/3.75000 09/16/26-10Y LCH | 0 | 1 | 1 | 0.02% | $426.70K |
| U.S. Treasury Bills | 0 | 300,000 | 300,000 | 0.01% | $299.18K |
| UNICREDIT SPA | 0 | 300,000 | 300,000 | 0.01% | $298.62K |
| 31750SIS6 PIMCO CDSOPT PUT USD 96.58984375 202 | 0 | 34,000,000 | 34,000,000 | 0.01% | $285.13K |
| CDX HY46 5Y ICE | 0 | 1 | 1 | 0.01% | $267.72K |
| Locke Tavern Re Ltd., Series A | 0 | 250,000 | 250,000 | 0.01% | $250.00K |
| GATEWAY RE LTD UNSECURED 144A 07/29 VAR | 0 | 250,000 | 250,000 | 0.01% | $250.00K |
| GATEWAY RE LTD UNSECURED 144A 07/29 VAR | 0 | 250,000 | 250,000 | 0.01% | $250.00K |
| 31750SIK3 PIMCO CDSOPT PUT USD 0.8 20260617 | 0 | 100,500,000 | 100,500,000 | 0.01% | $240.75K |
| Three Month SONIA Index Futures | 0 | 474 | 474 | 0.01% | $219.00K |
| AerCap Ireland Capital Designated Activity Company | 0 | 200,000 | 200,000 | 0.01% | $203.81K |
| U.S. Treasury Bills | 0 | 200,000 | 200,000 | 0.01% | $199.98K |
| Societe Generale SA | 0 | 200,000 | 200,000 | 0.01% | $197.16K |
| GNII II 3.5% 12/20/2055#MB0810 | 0 | 199,999 | 199,999 | 0.01% | $183.58K |
| 31750SKZ7 PIMCO CDSOPT PUT USD 99.09765625 202 | 0 | 141,700,000 | 141,700,000 | 0.00% | $122.83K |
| 31750SEV3 PIMCO FXVAN PUT USD BRL 5.12000000 | 0 | 0 | 0 | 0.00% | $119.03K |
| RFR USD SOFR/3.50000 06/17/26-7Y LCH | 0 | 1 | 1 | 0.00% | $100.70K |
| 317UC1RA6 PIMCO SWAPTION 4.75 PUT USD 20260904 | 0 | 41,900,000 | 41,900,000 | 0.00% | $99.92K |
| RFR USD SOFR/3.75000 06/17/26-10Y LCH | 0 | 1 | 1 | 0.00% | $82.51K |
| 317UC7LA9 PIMCO SWAPTION 3.651 CALL USD 202606 | 0 | 200,000 | 200,000 | 0.00% | $62.14K |
| 317UCAEA0 PIMCO SWAPTION 4.219 PUT USD 2026060 | 0 | 17,400,000 | 17,400,000 | 0.00% | $60.20K |
| 317UC76A6 PIMCO SWAPTION 4.0325 PUT USD 202605 | 0 | 12,100,000 | 12,100,000 | 0.00% | $53.74K |
| U.S. Treasury Bills | 0 | 54,000 | 54,000 | 0.00% | $53.70K |
| TITULOS DE TESORERIA BONDS 03/58 12 | 0 | 192,500,000 | 192,500,000 | 0.00% | $47.31K |
| 317UC0UA4 PIMCO SWAPTION 3.3 CALL USD 20260602 | 0 | 19,100,000 | 19,100,000 | 0.00% | $43.38K |
| RFR USD SOFR/3.74800 03/03/26-10Y LCH | 0 | 2 | 2 | 0.00% | $34.30K |
| 3 Month Euro Euribor Future | 0 | -18 | -18 | 0.00% | $33.01K |
| EGYPT TREASURY BILL BILLS 10/26 0.00000 | 0 | 1,850,000 | 1,850,000 | 0.00% | $29.75K |
| RFR USD SOFR/3.75000 03/18/26-7Y LCH | 0 | 1 | 1 | 0.00% | $27.90K |
| EURO-BUXL 30Y BND JUN26 | 0 | -16 | -16 | 0.00% | $24.23K |
| 317UBKMA0 PIMCO SWAPTION 3.4625 CALL USD 20260 | 0 | 22,300,000 | 22,300,000 | 0.00% | $18.20K |
| 317UC8DA6 PIMCO SWAPTION 3.599 CALL USD 202606 | 0 | -400,000 | -400,000 | 0.00% | $14.04K |
| IRS CLP 4.71000 01/14/26-5Y* CME | 0 | 2 | 2 | 0.00% | $13.10K |
| 31750SJW6 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $11.95K |
| 31750SBB0 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $6.91K |
| IRS CLP 4.59000 01/09/26-4Y* CME | 0 | 1 | 1 | 0.00% | $5.27K |
| 31750SCK9 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $4.53K |
| 317UBSFA1 PIMCO SWAPTION 3.449 CALL USD 202604 | 0 | 25,800,000 | 25,800,000 | 0.00% | $183 |
| FNCL 3.5 4/26 | 0 | 0 | 0 | 0.00% | $0 |
| 31750SLD5 PIMCO CDSOPT CALL USD 99.89062500 20 | 0 | -25,000,000 | -25,000,000 | 0.00% | -$565 |
| 317UC6EA9 PIMCO SWAPTION 3.62 CALL USD 2026042 | 0 | -900,000 | -900,000 | 0.00% | -$1.12K |
| 317UC9LA5 PIMCO SWAPTION 4.095 PUT USD 2026040 | 0 | 7,100,000 | 7,100,000 | 0.00% | -$1.45K |
| 317UC4YA2 PIMCO SWAPTION 3.6 CALL USD 20260416 | 0 | -1,900,000 | -1,900,000 | 0.00% | -$1.70K |
| 31750SCV5 PIMCO CDSOPT PUT USD 103.53125000 20 | 0 | -4,900,000 | -4,900,000 | 0.00% | -$4.97K |
| 317UC6DA0 PIMCO SWAPTION 3.9 PUT USD 20260420 | 0 | -900,000 | -900,000 | 0.00% | -$5.10K |
| 317UC8QA2 PIMCO SWAPTION 4.055 PUT USD 2026042 | 0 | -1,900,000 | -1,900,000 | 0.00% | -$5.29K |
| 317UC8RA1 PIMCO SWAPTION 3.695 CALL USD 202604 | 0 | -1,900,000 | -1,900,000 | 0.00% | -$5.46K |
| 31750SEW1 PIMCO FXVAN CALL USD BRL 5.70000000 | 0 | -5,110,000 | -5,110,000 | 0.00% | -$5.80K |
| CDX ITRAXX MAIN44 5Y ICE | 0 | 1 | 1 | 0.00% | -$7.79K |
| 317UC4XA3 PIMCO SWAPTION 3.9 PUT USD 20260416 | 0 | -1,900,000 | -1,900,000 | 0.00% | -$9.93K |
| 317UCAAA4 PIMCO SWAPTION 3.889 PUT USD 2026043 | 0 | -1,000,000 | -1,000,000 | 0.00% | -$16.23K |
| CDX ITRAXX MAIN45 5Y ICE | 0 | 1 | 1 | 0.00% | -$18.52K |
| IRS EUR 2.50000 09/16/26-5Y LCH | 0 | 1 | 1 | 0.00% | -$21.16K |
| 31750SC52 PIMCO CDSOPT PUT USD 102.32812500 20 | 0 | -10,100,000 | -10,100,000 | 0.00% | -$41.88K |
| 31750SOX8 PIMCO CDSOPT PUT USD 96.10156250 202 | 0 | -32,000,000 | -32,000,000 | 0.00% | -$60.51K |
| 317UC75A7 PIMCO SWAPTION 3.7325 CALL USD 20260 | 0 | -14,000,000 | -14,000,000 | 0.00% | -$67.35K |
| 31750SKX2 PIMCO CDSOPT CALL USD 0.55 20260617 | 0 | -150,000,000 | -150,000,000 | 0.00% | -$77.32K |
| 31750SKH7 PIMCO CDSOPT CALL USD 102.31250000 2 | 0 | -29,400,000 | -29,400,000 | 0.00% | -$82.94K |
| 31750SNE1 PIMCO CDSOPT CALL USD 94.81250000 20 | 0 | -26,400,000 | -26,400,000 | 0.00% | -$83.07K |
| 317UBKLA1 PIMCO SWAPTION 3.7625 PUT USD 202604 | 0 | -25,000,000 | -25,000,000 | 0.00% | -$92.91K |
| 317UC62A2 PIMCO SWAPTION 3.7825 PUT USD 202606 | 0 | -300,000 | -300,000 | 0.00% | -$110.90K |
| IRS AUD 5.00000 09/16/26-10Y LCH | 0 | 1 | 1 | 0.00% | -$119.04K |
| RFR USD SOFR/4.00000 03/18/26-30Y LCH | 0 | 1 | 1 | 0.00% | -$128.41K |
| ZCS BRL 13.015 01/27/26-01/02/31 CME | 0 | 1 | 1 | -0.01% | -$159.20K |
| OIS CAD CAONREPO/3.0000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.01% | -$174.68K |
| 31750SOZ3 PIMCO CDSOPT CALL USD 97.37500000 20 | 0 | -41,800,000 | -41,800,000 | -0.01% | -$175.11K |
| ZCS BRL 12.82 01/27/26-01/02/29 CME | 0 | 1 | 1 | -0.01% | -$202.25K |
| 31750SNB7 PIMCO CDSOPT PUT USD 101.37500000 20 | 0 | -62,000,000 | -62,000,000 | -0.01% | -$226.16K |
| 317UBYBA2 PIMCO SWAPTION 3.967 PUT USD 2026050 | 0 | -57,100,000 | -57,100,000 | -0.01% | -$232.40K |
| 317UC0TA6 PIMCO SWAPTION 3.6 PUT USD 20260602 | 0 | -22,800,000 | -22,800,000 | -0.01% | -$326.27K |
| RFR JPY MUTK/2.00000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.03% | -$702.10K |
| RFR GBP SONIO/4.00000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.07% | -$1.78M |
| CDX IG46 5Y ICE | 0 | 1 | 1 | -0.10% | -$2.51M |
| EURO-BUND FUTURE JUN26 | 0 | 736 | 736 | -0.10% | -$2.66M |
| IRS EUR 2.75000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.11% | -$2.97M |
| Uniform Mortgage-Backed Security, TBA | 0 | -21,180,268 | -21,180,268 | -0.82% | -$21.25M |
| FNCL 2 5/26 | 0 | -36,570,000 | -36,570,000 | -1.13% | -$29.45M |
| Uniform Mortgage-Backed Security, TBA | 0 | -49,110,000 | -49,110,000 | -1.59% | -$41.28M |
| Uniform Mortgage-Backed Security, TBA | 0 | -46,690,000 | -46,690,000 | -1.64% | -$42.71M |
| Government National Mortgage Association, TBA | 0 | -54,200,000 | -54,200,000 | -1.86% | -$48.35M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Uniform Mortgage-Backed Security, TBA | 274,980,000 | 0 | -274,980,000 | 0.00% | -$285.85M |
| FNCL 6 3/24 | 198,000,000 | 0 | -198,000,000 | 0.00% | -$203.22M |
| SPDR Portfolio S&P 500 ETF | 2,454,500 | 0 | -2,454,500 | 0.00% | -$196.90M |
| Uniform Mortgage-Backed Security, TBA | 164,770,000 | 0 | -164,770,000 | 0.00% | -$169.10M |
| Uniform Mortgage-Backed Security, TBA | 119,940,000 | 0 | -119,940,000 | 0.00% | -$119.50M |
| Uniform Mortgage-Backed Security, TBA | 99,000,000 | 0 | -99,000,000 | 0.00% | -$103.00M |
| MICROSOFT CORP | 165,400 | 0 | -165,400 | 0.00% | -$79.99M |
| Government National Mortgage Association, TBA | 53,740,000 | 0 | -53,740,000 | 0.00% | -$53.56M |
| Government National Mortgage Association, TBA | 56,100,000 | 0 | -56,100,000 | 0.00% | -$52.98M |
| Uniform Mortgage-Backed Security, TBA | 52,490,000 | 0 | -52,490,000 | 0.00% | -$49.76M |
| Government National Mortgage Association, TBA | 54,200,000 | 0 | -54,200,000 | 0.00% | -$49.33M |
| AMAZON.COM INC | 191,000 | 0 | -191,000 | 0.00% | -$44.09M |
| META PLATFORMS INC CL A | 59,300 | 0 | -59,300 | 0.00% | -$39.14M |
| FNMA POOL BZ5550 FN 12/32 FIXED 4.3 | 35,500,000 | 0 | -35,500,000 | 0.00% | -$35.41M |
| Government National Mortgage Association, TBA | 33,580,000 | 0 | -33,580,000 | 0.00% | -$32.69M |
| FNCL 4.5 1/26 | 32,270,000 | 0 | -32,270,000 | 0.00% | -$31.51M |
| G2SF 5.5 1/25 | 24,620,000 | 0 | -24,620,000 | 0.00% | -$24.86M |
| Government National Mortgage Association, TBA | 23,000,000 | 0 | -23,000,000 | 0.00% | -$23.42M |
| FNMA POOL BZ5187 FN 11/30 FIXED 3.83 | 21,750,000 | 0 | -21,750,000 | 0.00% | -$21.50M |
| MEX BONOS DESARR FIX RT BONDS 03/29 8.5 | 358,900,000 | 0 | -358,900,000 | 0.00% | -$20.12M |
| FNMA POOL BM7581 FN 09/31 VARIABLE | 16,300,000 | 0 | -16,300,000 | 0.00% | -$16.65M |
| FNMA POOL BM7771 FN 07/32 VARIABLE | 14,000,000 | 0 | -14,000,000 | 0.00% | -$14.32M |
| G2SF 4.5 1/26 | 9,170,000 | 0 | -9,170,000 | 0.00% | -$8.93M |
| FNMA POOL BM7579 FN 10/29 VARIABLE | 8,800,000 | 0 | -8,800,000 | 0.00% | -$8.87M |
| FNMA POOL BS9867 FN 11/30 FIXED 5.3 | 7,900,000 | 0 | -7,900,000 | 0.00% | -$8.27M |
| FNMA POOL BZ5504 FN 11/32 FIXED 4.54 | 6,589,000 | 0 | -6,589,000 | 0.00% | -$6.67M |
| FNMA POOL BZ2582 FN 12/29 FIXED 4.3 | 6,114,000 | 0 | -6,114,000 | 0.00% | -$6.17M |
| Uniform Mortgage-Backed Security, TBA | 6,150,000 | 0 | -6,150,000 | 0.00% | -$6.00M |
| G2SF 5 1/26 | 6,000,000 | 0 | -6,000,000 | 0.00% | -$5.99M |
| FNMA POOL BZ5167 FN 11/32 FIXED 4.3 | 5,300,000 | 0 | -5,300,000 | 0.00% | -$5.28M |
| Sandstone Peak Ltd., Series 2021-1A, Class A1R | 5,200,000 | 0 | -5,200,000 | 0.00% | -$5.21M |
| FNMA POOL BS9669 FN 10/28 FIXED 4.72 | 4,900,000 | 0 | -4,900,000 | 0.00% | -$5.01M |
| FNCL 3 2/26 | 5,585,000 | 0 | -5,585,000 | 0.00% | -$4.94M |
| U.S. Treasury Bills | 4,472,000 | 0 | -4,472,000 | 0.00% | -$4.44M |
| PALMER SQUARE CLO LTD PLMRS 2015 1A A2R5 144A | 4,200,000 | 0 | -4,200,000 | 0.00% | -$4.21M |
| FNMA POOL BZ1029 FN 06/29 FIXED 4.93 | 3,900,000 | 0 | -3,900,000 | 0.00% | -$4.01M |
| PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD 2021-1 PAIA 2021-1A A1AR | 3,400,000 | 0 | -3,400,000 | 0.00% | -$3.40M |
| BANK NOVA SCOTIA | 3,200,000 | 0 | -3,200,000 | 0.00% | -$3.34M |
| CSMC Trust, Series 2021-RPL7, Class A1 | 3,307,556 | 0 | -3,307,556 | 0.00% | -$3.30M |
| VCAT ASSET SECURITIZATION, LLC VCAT 2025 NPL2 A1 144A | 2,739,466 | 0 | -2,739,466 | 0.00% | -$2.75M |
| CSMC 2021-RPL9 TR VAR 02/25/2061 144A | 2,608,528 | 0 | -2,608,528 | 0.00% | -$2.60M |
| FNMA POOL BS9613 FN 10/28 FIXED 4.77 | 2,400,000 | 0 | -2,400,000 | 0.00% | -$2.45M |
| PACIFIC GAS&ELEC | 1,900,000 | 0 | -1,900,000 | 0.00% | -$2.01M |
| SWOP CDX IG45 (V1 ONLY) 5Y SP | 1 | 0 | -1 | 0.00% | -$1.82M |
| CAIRN CLO BV CRNCL 2018 10A AR 144A | 1,187,087 | 0 | -1,187,087 | 0.00% | -$1.40M |
| G2SF 6 1/25 | 1,290,000 | 0 | -1,290,000 | 0.00% | -$1.31M |
| FNMA POOL BS9220 FN 08/30 FIXED 4.72 | 1,069,257 | 0 | -1,069,257 | 0.00% | -$1.09M |
| G2SF 4 1/26 | 1,090,000 | 0 | -1,090,000 | 0.00% | -$1.03M |
| PACIFIC GAS&ELEC | 900,000 | 0 | -900,000 | 0.00% | -$894.54K |
| FUT. EUR FOAT MAR26 | -566 | 0 | 566 | 0.00% | -$817.84K |
| Research-Drive Pagaya Motor Asset Trust I Series 2024-1A, Class A | 776,474 | 0 | -776,474 | 0.00% | -$780.50K |
| U.S. Treasury Bills | 589,000 | 0 | -589,000 | 0.00% | -$584.78K |
| U.S. Treasury Bills | 500,000 | 0 | -500,000 | 0.00% | -$499.36K |
| SPACE COAST CREDIT UNION SCCU 2024 1A A2 144A | 450,505 | 0 | -450,505 | 0.00% | -$450.86K |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 2A A2A 144A | 416,006 | 0 | -416,006 | 0.00% | -$416.47K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARE 144A | 367,501 | 0 | -367,501 | 0.00% | -$364.78K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARV 144A | 367,501 | 0 | -367,501 | 0.00% | -$364.78K |
| M360 2021-CRE3 Ltd | 358,559 | 0 | -358,559 | 0.00% | -$352.60K |
| U.S. Treasury Bills | 332,000 | 0 | -332,000 | 0.00% | -$330.28K |
| PACIFIC GAS&ELEC | 300,000 | 0 | -300,000 | 0.00% | -$308.62K |
| U.S. Treasury Bills | 300,000 | 0 | -300,000 | 0.00% | -$299.68K |
| U.S. Treasury Bills | 291,000 | 0 | -291,000 | 0.00% | -$289.89K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 7A A 144A | 286,563 | 0 | -286,563 | 0.00% | -$286.38K |
| Pagaya AI Debt Trust, Series 2024-1, Class A | 269,536 | 0 | -269,536 | 0.00% | -$270.24K |
| FORD MOTOR CRED | 200,000 | 0 | -200,000 | 0.00% | -$200.46K |
| WLAKE 2024-1A A3 144A 5.44% 05-17-27 | 151,959 | 0 | -151,959 | 0.00% | -$152.05K |
| OIS MXN TIIE1/7.01100 10/20/25-3Y* CME | 1 | 0 | -1 | 0.00% | -$120.65K |
| 317UBDPA3 PIMCO SWAPTION 3.407 CALL USD 202603 | 32,000,000 | 0 | -32,000,000 | 0.00% | -$111.61K |
| 317UAQQA4 PIMCO SWAPTION 3.7505 PUT USD 202610 | 164,200,000 | 0 | -164,200,000 | 0.00% | -$102.35K |
| U.S. Treasury Bills | 65,000 | 0 | -65,000 | 0.00% | -$64.84K |
| 317UAM5A6 PIMCO SWAPTION 3.23 CALL USD 2026033 | 20,200,000 | 0 | -20,200,000 | 0.00% | -$57.49K |
| U.S. Treasury Bills | 34,000 | 0 | -34,000 | 0.00% | -$33.89K |
| OIS MXN TIIE1/8.74000 03/19/25-10Y* CME | 1 | 0 | -1 | 0.00% | -$33.35K |
| FUT. EURO BUXL BND MAR26 | -16 | 0 | 16 | 0.00% | -$32.86K |
| 31750RZZ3 PIMCO FXVAN PUT USD BRL 5.12000000 | 0 | 0 | 0 | 0.00% | -$25.46K |
| 31750RZW0 PIMCO FXVAN PUT USD KRW 1385.0000000 | 0 | 0 | 0 | 0.00% | -$22.23K |
| CDX HY40 5Y ICE | 1 | 0 | -1 | 0.00% | -$6.71K |
| OIS MXN TIIE1/7.76000 04/09/25-4Y* CME | 1 | 0 | -1 | 0.00% | -$3.37K |
| 317UA3NA8 PIMCO SWAPTION 4.75 PUT USD 20260218 | 50,000,000 | 0 | -50,000,000 | 0.00% | -$315 |
| 317UAN5A4 PIMCO SWAPTION 3.1885 CALL USD 20260 | 16,800,000 | 0 | -16,800,000 | 0.00% | -$2 |
| 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 | -3,000,000 | 0 | 3,000,000 | 0.00% | $1 |
| 317UAN4A5 PIMCO SWAPTION 3.6885 PUT USD 202601 | -18,800,000 | 0 | 18,800,000 | 0.00% | $130 |
| 317UBA6A0 PIMCO SWAPTION 3.625 CALL USD 202601 | -2,600,000 | 0 | 2,600,000 | 0.00% | $235 |
| 317UBA5A1 PIMCO SWAPTION 3.925 PUT USD 2026010 | -2,600,000 | 0 | 2,600,000 | 0.00% | $516 |
| 317UB9UA6 PIMCO SWAPTION 3.86 PUT USD 20260105 | -3,000,000 | 0 | 3,000,000 | 0.00% | $569 |
| 317UBCLA9 PIMCO SWAPTION 3.6475 CALL USD 20260 | -1,700,000 | 0 | 1,700,000 | 0.00% | $1.18K |
| 317UBCKA0 PIMCO SWAPTION 3.9275 PUT USD 202601 | -1,700,000 | 0 | 1,700,000 | 0.00% | $1.36K |
| 317UBC4A8 PIMCO SWAPTION 3.639 CALL USD 202601 | -6,400,000 | 0 | 6,400,000 | 0.00% | $1.60K |
| 317UBEXA2 PIMCO SWAPTION 3.622 CALL USD 202601 | -2,500,000 | 0 | 2,500,000 | 0.00% | $3.41K |
| 317UBC3A9 PIMCO SWAPTION 3.919 PUT USD 2026011 | -6,400,000 | 0 | 6,400,000 | 0.00% | $4.14K |
| 317UBEWA3 PIMCO SWAPTION 3.882 PUT USD 2026012 | -2,500,000 | 0 | 2,500,000 | 0.00% | $7.39K |
| 317UB80A1 PIMCO SWAPTION 4.066 PUT USD 2026020 | -64,900,000 | 0 | 64,900,000 | 0.00% | $24.64K |
| 31750S8M0 PIMCO CDSOPT PUT USD 0.525 20260218 | -25,200,000 | 0 | 25,200,000 | 0.00% | $26.41K |
| 31750RZX8 PIMCO FXVAN CALL USD BRL 5.64000000 | -5,010,000 | 0 | 5,010,000 | 0.00% | $39.04K |
| OIS MXN TIIE1/9.39000 12/12/25-9Y* CME | 1 | 0 | -1 | 0.00% | $90.52K |
| OIS MXN TIIE1+24/9.4300 12/25/25-9Y* CME | 1 | 0 | -1 | 0.00% | $124.44K |
| 31750S4Q5 PIMCO CDSOPT CALL USD 0.525 20260218 | -115,700,000 | 0 | 115,700,000 | 0.00% | $172.72K |
| IRS ZAR 7.20500 08/26/25-6Y* CME | 1 | 0 | -1 | 0.00% | $232.43K |
| OIS MXN TIIE1/9.00000 12/24/24-4Y* CME | 1 | 0 | -1 | 0.00% | $306.22K |
| 31750S3C7 PIMCO CDSOPT CALL USD 0.525 20260121 | -171,490,000 | 0 | 171,490,000 | 0.00% | $362.37K |
| FUT. EURO-BUND EUX MAR26 | 465 | 0 | -465 | 0.00% | $966.23K |
| Uniform Mortgage-Backed Security, TBA | -16,180,268 | 0 | 16,180,268 | 0.00% | $16.39M |
| FNCL 2 1/26 | -36,570,000 | 0 | 36,570,000 | 0.00% | $29.57M |
| Uniform Mortgage-Backed Security, TBA | -49,110,000 | 0 | 49,110,000 | 0.00% | $41.52M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 30YR TBA FEB | -54,200,000 | 0 | 54,200,000 | 0.00% | $48.65M |
| FNCL 3.5 2/26 | -107,400,000 | 0 | 107,400,000 | 0.00% | $98.96M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND | 1,383,193 | 18,866,034 | 17,482,840 | 7.13% | $171.59M |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/35 6 | 65,000,000 | 70,000,000 | 5,000,000 | 0.79% | -$313.20K |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7 | 28,200,000 | 33,900,000 | 5,700,000 | 0.41% | $1.10M |
| REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875 | 143,900,000 | 148,400,000 | 4,500,000 | 0.33% | -$449.29K |
| RFR USD SOFR/4.11000 08/25/27-30Y LCH | 1 | 102,700,001 | 102,700,000 | 0.24% | $6.27M |
| RFR USD SOFR/4.52000 08/15/35-10Y LCH | 0 | 22,200,000 | 22,200,000 | 0.05% | $1.23M |
| 31750S7L3 PIMCO CDSOPT PUT USD 0.65 20260520 | 279,400,000 | 351,900,000 | 72,500,000 | 0.03% | $276.56K |
| RFR USD SOFR/4.09300 01/06/27-1Y LCH | 0 | 418,300,000 | 418,300,000 | 0.02% | $639.47K |
| RFR USD SOFR/4.65600 08/22/35-10Y LCH | 0 | 5,200,000 | 5,200,000 | 0.01% | $294.63K |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 5,428 | 5,481 | 53 | 0.00% | $501 |
| RFR USD SOFR/3.74200 03/26/26-7Y LCH | 0 | 1 | 1 | 0.00% | $35.80K |
| RFR USD SOFR/3.32500 08/18/26-10Y LCH | 0 | 3,000,000 | 3,000,000 | 0.00% | $7.95K |
| RFR USD SOFR/5.00000 04/01/26-7Y LCH | 0 | 1 | 1 | 0.00% | -$1.16K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| iShares Core S&P 500 ETF | 459,369 | 204,075 | -255,294 | 5.13% | -$181.34M |
| FR SD8475 | 75,225,654 | 70,834,982 | -4,390,672 | 2.74% | -$5.10M |
| US ULTRA BOND CBT Sep25 | 340,419,228 | 96,140,640 | -244,278,587 | 0.79% | $259.77M |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+ 09/25/2055 | 12,053,877 | 11,597,219 | -456,658 | 0.45% | -$411.89K |
| FNMA POOL CB8013 FN 02/54 FIXED 6.5 | 11,503,882 | 10,588,411 | -915,471 | 0.43% | -$978.52K |
| HSI ASSET SECURITIZATION CORPO HASC 2006 OPT4 M1 | 12,232,256 | 12,104,759 | -127,497 | 0.43% | -$98.14K |
| FHLG 30YR 5.5% 01/01/2055#SL0307 | 10,440,312 | 10,154,692 | -285,620 | 0.40% | -$390.62K |
| FED HM LN PC POOL RJ0195 FR 11/53 FIXED 6.5 | 10,214,697 | 9,651,174 | -563,523 | 0.39% | -$646.39K |
| FREDDIE MAC FHR 5580 FC | 11,174,958 | 10,066,292 | -1,108,666 | 0.39% | -$1.16M |
| FREDDIE MAC FHR 5580 FA | 9,468,418 | 9,096,780 | -371,638 | 0.35% | -$387.07K |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+140 09/25/2055 | 9,389,468 | 8,996,964 | -392,504 | 0.35% | -$399.95K |
| BNPP AM EURO CLO BNPAM 2019 1A AR 144A | 7,486,538 | 7,348,999 | -137,538 | 0.33% | -$294.47K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2025-H20 CL FA V/R 4.86888000 | 8,224,957 | 8,142,963 | -81,994 | 0.32% | -$32.79K |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 KS10 M3 | 9,057,571 | 8,342,673 | -714,898 | 0.32% | -$693.53K |
| AURIUM CLO ACLO 4A AR 144A | 7,867,911 | 6,985,837 | -882,073 | 0.31% | -$1.17M |
| FREDDIE MAC POOL UMBS P#SL2468 5.50000000 | 7,998,115 | 7,794,357 | -203,758 | 0.31% | -$259.12K |
| FREDDIE MAC REMICS SER 5601 CL F V/R 4.77419000 | 7,898,575 | 7,688,746 | -209,830 | 0.30% | -$201.93K |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 KS11 M3 | 8,146,129 | 7,784,352 | -361,777 | 0.30% | -$358.17K |
| CIM TRUST CIM 2023 R2 A1 144A | 7,324,823 | 7,051,824 | -272,999 | 0.27% | -$337.14K |
| FN MA3305 | 7,730,556 | 7,595,989 | -134,567 | 0.27% | -$205.42K |
| FREDDIE MAC FHR 5521 AF | 6,879,626 | 6,506,378 | -373,248 | 0.25% | -$347.45K |
| Freddie Mac REMICS | 7,136,045 | 6,459,891 | -676,154 | 0.25% | -$654.45K |
| MERRION SQUARE RESIDENTIAL MERRI 2024 1A A 144A | 5,683,189 | 5,479,043 | -204,146 | 0.24% | -$337.53K |
| FREDDIE MAC FHR 5580 FE | 6,968,857 | 6,261,393 | -707,464 | 0.24% | -$693.07K |
| FREDDIE MAC REMICS SER 5607 CL FA V/R 5.09515000 | 6,656,782 | 6,044,172 | -612,610 | 0.23% | -$602.60K |
| SMB Private Education Loan Trust, Series 2022-A, Class APT | 6,749,848 | 6,387,175 | -362,673 | 0.23% | -$381.25K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2025-H22 CL F V/R 4.87888000 | 5,885,466 | 5,848,733 | -36,733 | 0.23% | -$14.20K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SOFR30A+85 09/20/2055 | 7,016,756 | 5,815,157 | -1,201,599 | 0.22% | -$1.19M |
| AVON FINANCE AVON 4A A 144A | 4,453,652 | 4,225,757 | -227,895 | 0.22% | -$413.70K |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2006 E 2A3 | 7,935,237 | 7,799,363 | -135,875 | 0.21% | -$222.22K |
| FNMA POOL FS7160 FN 02/54 FIXED VAR | 5,466,411 | 5,211,837 | -254,575 | 0.21% | -$276.86K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2025-159 CL FJ V/R 5.26888000 | 5,442,728 | 5,328,240 | -114,488 | 0.21% | -$111.45K |
| FANNIE MAE FNR 2025 78 FA | 5,547,732 | 5,226,156 | -321,576 | 0.20% | -$317.90K |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+115 08/25/2055 | 5,717,239 | 5,188,360 | -528,879 | 0.20% | -$522.99K |
| Securitized Asset Backed Receivables LLC Trust 2007-BR4 | 8,434,652 | 8,342,149 | -92,503 | 0.20% | -$59.49K |
| FREDDIE MAC REMICS SER 5513 CL MF V/R 5.01180000 | 5,677,475 | 5,054,791 | -622,684 | 0.20% | -$613.80K |
| FREDDIE MAC POOL UMBS P#SL2469 5.50000000 | 4,975,251 | 4,889,976 | -85,276 | 0.19% | -$130.47K |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2021 N2 E 144A | 6,112,879 | 5,024,855 | -1,088,025 | 0.19% | -$1.06M |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 WMC1 A1A | 5,168,536 | 4,999,427 | -169,109 | 0.19% | -$165.15K |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+115 09/25/2055 | 4,892,063 | 4,723,692 | -168,371 | 0.18% | -$150.02K |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B B 144A | 5,085,800 | 4,817,291 | -268,509 | 0.18% | -$299.77K |
| FREDDIE MAC FHR 5573 FD | 4,748,388 | 4,480,561 | -267,828 | 0.17% | -$250.90K |
| FNMA POOL CB7799 FN 01/54 FIXED 6.5 | 4,558,261 | 4,259,568 | -298,693 | 0.17% | -$321.89K |
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 R2 B 144A | 5,400,000 | 4,488,132 | -911,868 | 0.17% | -$940.40K |
| FNMA POOL CB9479 FN 11/54 FIXED 5.5 | 4,275,119 | 4,170,394 | -104,725 | 0.16% | -$140.05K |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER Q034 CL APT2 V/R 2.90299700 | 4,596,484 | 4,380,186 | -216,298 | 0.16% | -$218.91K |
| FREDDIE MAC POOL UMBS P#RJ4826 5.50000000 | 4,245,686 | 4,160,398 | -85,288 | 0.16% | -$123.11K |
| HSI ASSET SECURITIZATION CORPO HASC 2007 OPT1 2A3 | 4,569,050 | 4,475,571 | -93,479 | 0.16% | -$63.44K |
| ARES EURO CLO ARESE 12A AR 144A | 4,420,385 | 3,481,282 | -939,104 | 0.15% | -$1.18M |
| Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2005-W4 | 4,841,473 | 4,779,376 | -62,097 | 0.15% | -$70.23K |
| GE WMC MORTGAGE SECURITIES LLC GEWMC 2005 2 A2D | 4,133,985 | 3,995,807 | -138,178 | 0.15% | -$131.47K |
| FNMA POOL FS7963 FN 05/54 FIXED VAR | 3,845,832 | 3,705,730 | -140,103 | 0.15% | -$154.43K |
| MASTR ASSET BACKED SECURITIES MABS 2006 HE5 A2 | 6,666,678 | 6,507,638 | -159,040 | 0.15% | -$142.93K |
| FNMA POOL CB9023 FN 08/54 FIXED 6.5 | 3,703,528 | 3,484,989 | -218,538 | 0.14% | -$237.20K |
| FNMA, Series 2024-77, Class FM | 4,372,796 | 3,639,784 | -733,013 | 0.14% | -$730.95K |
| SAGB 7 02/28/31 R213 | 218,490,000 | 64,030,000 | -154,460,000 | 0.14% | -$9.36M |
| STRUCTURED ASSET SECURITIES CO SASC 2007 TC1 M2 144A | 4,259,515 | 3,461,546 | -797,969 | 0.14% | -$789.33K |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR9 1A | 3,938,011 | 3,868,304 | -69,707 | 0.14% | -$17.19K |
| FHLG 30YR 6.5% 08/01/2054#SD7277 | 3,524,047 | 3,330,303 | -193,745 | 0.14% | -$216.25K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY7 3A1 | 3,804,408 | 3,771,255 | -33,154 | 0.13% | $3.21K |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL13 A1 144A | 3,659,584 | 3,490,563 | -169,021 | 0.13% | -$192.20K |
| FED HM LN PC POOL QE8001 FR 08/52 FIXED 4.5 | 3,544,541 | 3,509,592 | -34,949 | 0.13% | -$88.02K |
| FNMA POOL CB9318 FN 10/54 FIXED 5.5 | 3,184,462 | 3,111,256 | -73,206 | 0.12% | -$99.26K |
| FNMA POOL FS9843 FN 11/54 FIXED VAR | 3,211,822 | 3,005,056 | -206,766 | 0.12% | -$228.67K |
| PRPM 2025-7 LLC SER 2025-7 CL A1 V/R REGD 144A P/P 5.50300000 | 3,260,722 | 3,097,336 | -163,386 | 0.12% | -$181.87K |
| SMB Private Education Loan Trust, Series 2024-D, Class A1B | 3,215,987 | 3,050,640 | -165,348 | 0.12% | -$145.72K |
| FHLG 30YR 6.5% 04/01/2054#SD5901 | 3,045,923 | 2,871,587 | -174,336 | 0.12% | -$189.51K |
| FR SD8446 | 3,215,385 | 3,010,698 | -204,686 | 0.12% | -$234.21K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A1 | 8,129,060 | 8,093,752 | -35,307 | 0.12% | -$183.54K |
| FREDDIE MAC POOL UMBS P#RJ4828 5.50000000 | 2,993,223 | 2,943,848 | -49,375 | 0.12% | -$74.34K |
| LMAT 2021-GS3 A1 144A 4.75% 07-25-61 | 3,064,233 | 2,974,322 | -89,911 | 0.11% | -$89.22K |
| SPACE COAST CREDIT UNION SCCU 2024 1A A3 144A | 3,200,000 | 2,840,482 | -359,518 | 0.11% | -$368.28K |
| SMB Private Education Loan Trust (Private Loans) 5.50 06/17/2052 | 2,953,007 | 2,787,933 | -165,074 | 0.11% | -$188.52K |
| CREDIT BASED ASSET SERVICING A CBASS 2006 CB3 AV4 | 3,142,239 | 3,060,772 | -81,467 | 0.11% | -$83.55K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 27 2A3 | 3,055,290 | 3,025,918 | -29,372 | 0.11% | -$29.49K |
| Freddie Mac REMICS | 3,154,253 | 2,760,539 | -393,714 | 0.11% | -$398.41K |
| FN MA5420 | 2,948,968 | 2,744,801 | -204,167 | 0.11% | -$231.41K |
| COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR A 144A | 3,036,847 | 2,744,755 | -292,092 | 0.10% | -$276.39K |
| FNMA POOL FS6765 FN 12/53 FIXED VAR | 2,785,600 | 2,574,463 | -211,137 | 0.10% | -$232.08K |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2006 OA2 2A1 | 3,092,453 | 2,998,540 | -93,913 | 0.10% | -$93.93K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE4 A2D | 8,663,386 | 8,606,139 | -57,247 | 0.10% | -$71.96K |
| ASSET BACKED SECURITIES CORP H ABSHE 2004 HE3 M1 | 2,563,602 | 2,538,641 | -24,962 | 0.10% | -$11.09K |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC1 M6 | 2,794,181 | 2,698,735 | -95,446 | 0.10% | -$99.76K |
| LMAT 2021-GS4 A1 | 2,666,807 | 2,604,611 | -62,196 | 0.10% | -$62.67K |
| MADISON PARK EURO FUNDING CADOG 10A A1 144A | 2,284,756 | 2,244,131 | -40,625 | 0.10% | -$96.06K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 NC2 A2B | 3,281,312 | 3,237,878 | -43,433 | 0.10% | -$48.99K |
| CIT Mortgage Loan Trust, Series 2007-1, Class 1M1 | 2,615,417 | 2,467,510 | -147,907 | 0.10% | -$154.57K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR1 1A1A | 2,654,953 | 2,603,415 | -51,538 | 0.09% | -$51.94K |
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 R2 A 144A | 2,937,017 | 2,264,459 | -672,558 | 0.09% | -$680.54K |
| FREDDIE MAC REMICS SER 5480 CL FG V/R 5.02419000 | 2,513,439 | 2,246,204 | -267,235 | 0.09% | -$260.08K |
| MASTR Adjustable Rate Mortgages Trust 2006-OA2 | 2,988,228 | 2,903,779 | -84,449 | 0.09% | -$48.69K |
| FHLG 30YR 6.5% 06/01/2054#SL0034 | 2,147,120 | 2,063,552 | -83,568 | 0.08% | -$92.81K |
| FNMA POOL FA0713 FN 07/54 FIXED VAR | 2,092,937 | 2,070,360 | -22,577 | 0.08% | -$30.57K |
| BEAR STEARNS ALT A TRUST BALTA 2007 2 1A1 | 2,483,432 | 2,394,811 | -88,621 | 0.08% | -$87.92K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 12 2A3 | 2,390,729 | 2,224,038 | -166,691 | 0.08% | -$159.26K |
| REPUBLIC OF COLOMBIA SR UNSECURED 11/54 8.375 | 3,400,000 | 2,000,000 | -1,400,000 | 0.08% | -$1.54M |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 6 A11 144A | 2,345,399 | 2,048,000 | -297,399 | 0.08% | -$298.32K |
| FNMA POOL AL6924 FN 01/45 FIXED VAR | 2,206,246 | 2,138,493 | -67,753 | 0.08% | -$86.45K |
| ACE SECURITIES CORP. ACE 2006 NC3 A1A | 3,864,471 | 3,835,616 | -28,855 | 0.08% | -$22.81K |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WMC2 A1 | 2,245,693 | 2,188,651 | -57,043 | 0.08% | -$48.40K |
| FNMA POOL DA6978 FN 02/54 FIXED 6.5 | 2,108,939 | 1,893,022 | -215,916 | 0.08% | -$247.66K |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 1 A5 | 2,140,035 | 2,043,366 | -96,669 | 0.07% | -$98.64K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 25-124 HF SOFR30A+115 07/20/2055 | 2,081,381 | 1,871,234 | -210,148 | 0.07% | -$205.76K |
| Soundview Home Loan Trust | 2,046,858 | 1,982,552 | -64,306 | 0.07% | -$62.17K |
| FHLM 30YR 6.5% 02/01/2055#RJ3573 | 1,809,828 | 1,753,424 | -56,404 | 0.07% | -$89.43K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA1 2A1 | 1,887,643 | 1,879,734 | -7,909 | 0.07% | -$4.82K |
| CARLYLE EURO CLO CGMSE 2019 2A A1R 144A | 2,625,421 | 1,540,030 | -1,085,391 | 0.07% | -$1.31M |
| REPUBLIC OF ECUADOR SR UNSECURED REGS 07/30 0.0000 | 2,300,000 | 2,070,000 | -230,000 | 0.07% | -$235.92K |
| TPMT 2021-SJ2 A1A | 1,957,501 | 1,757,530 | -199,971 | 0.07% | -$192.99K |
| LMAT 2021-GS2 A1 144A 5.75% 04-25-61 | 1,743,005 | 1,706,482 | -36,523 | 0.07% | -$34.17K |
| Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2007-OA5, Class 1A | 2,000,838 | 1,977,654 | -23,183 | 0.07% | -$11.94K |
| DRYDEN EURO CLO DRYD 2017 52A AR 144A | 2,018,151 | 1,473,732 | -544,420 | 0.07% | -$669.21K |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 6 2A2 | 2,636,122 | 2,567,522 | -68,600 | 0.06% | -$88.45K |
| FHLM 30YR 6.5% 01/01/2055#RJ3342 | 1,635,658 | 1,546,230 | -89,429 | 0.06% | -$100.14K |
| FHLMC REMI 30YR 6.5% 03/01/2055#RJ3702 | 1,502,521 | 1,482,053 | -20,468 | 0.06% | -$26.68K |
| PRPM 2025-RCF6 LLC SER 2025-RCF6 CL A1 V/R REGD 144A P/P 4.99000000 | 1,700,000 | 1,575,188 | -124,812 | 0.06% | -$137.59K |
| FNMA POOL FS8455 FN 08/53 FIXED VAR | 1,558,821 | 1,529,659 | -29,161 | 0.06% | -$43.92K |
| CWALT 2004-27CB A1 | 1,757,170 | 1,725,157 | -32,013 | 0.06% | -$41.37K |
| FED HM LN PC POOL QZ5154 FR 10/55 FIXED 6 | 1,483,287 | 1,478,057 | -5,231 | 0.06% | -$14.87K |
| ARGENT SECURITIES INC. ARSI 2006 W5 A2D | 5,623,772 | 5,572,836 | -50,936 | 0.06% | -$57.18K |
| LMAT 2021-GS5 A1 144A 6.25% 07-25-67 | 1,473,211 | 1,439,775 | -33,436 | 0.06% | -$33.62K |
| CWL 2006-23 1A | 1,513,749 | 1,453,379 | -60,370 | 0.05% | -$57.24K |
| FREDDIE MAC POOL UMBS P#RJ0196 6.50000000 | 1,418,098 | 1,317,979 | -100,119 | 0.05% | -$107.27K |
| SAXON ASSET SECURITIES TRUST SAST 2005 4 M2 | 1,547,730 | 1,392,177 | -155,553 | 0.05% | -$149.30K |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF11 2A3 | 1,469,290 | 1,415,944 | -53,345 | 0.05% | -$47.62K |
| NRZT 2019-RPL3 A1 144A FRN 07-25-59 | 1,463,880 | 1,367,576 | -96,305 | 0.05% | -$94.15K |
| FED HM LN PC POOL QI3154 FR 04/54 FIXED 6.5 | 1,255,988 | 1,252,531 | -3,457 | 0.05% | -$5.72K |
| SoFi Professional Loan Program Trust, Series 2020-A, Class A2FX | 1,442,187 | 1,330,326 | -111,861 | 0.05% | -$109.92K |
| ASSET BACKED FUNDING CERTIFICA ABFC 2006 HE1 A1 | 1,773,305 | 1,751,401 | -21,904 | 0.05% | -$36.09K |
| ARES EUROPEAN CLO ARESE 10A AR 144A | 2,477,945 | 1,085,668 | -1,392,277 | 0.05% | -$1.66M |
| FIRST HELP FINANCIAL LLC FHF 2024 1A A2 144A | 1,494,140 | 1,242,453 | -251,687 | 0.05% | -$253.67K |
| Argent Securities Trust 2006-W4 | 5,301,739 | 5,264,425 | -37,314 | 0.05% | -$29.24K |
| BLACK DIAMOND CLO LTD BLACK 2019 1A A1R 144A | 1,658,421 | 1,073,525 | -584,896 | 0.05% | -$709.38K |
| FR RJ2091 | 1,346,305 | 1,233,569 | -112,736 | 0.05% | -$125.05K |
| FED HM LN PC POOL SL1540 FR 02/55 FIXED 5.5 | 1,270,156 | 1,199,197 | -70,959 | 0.05% | -$80.27K |
| SDART 2024-3 A3 | 2,038,937 | 1,197,115 | -841,822 | 0.05% | -$846.88K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC2 A1 144A | 1,341,696 | 1,317,379 | -24,316 | 0.05% | -$21.90K |
| Securitized Asset Backed Receivables LLC Trust 2006-FR3 | 2,234,685 | 2,205,707 | -28,979 | 0.05% | -$23.04K |
| MORGAN STANLEY CAPITAL INC MSAC 2005 WMC6 M4 | 1,216,013 | 1,188,043 | -27,971 | 0.05% | -$27.32K |
| FNMA POOL FM2971 FN 08/45 FIXED VAR | 1,233,154 | 1,197,415 | -35,739 | 0.04% | -$43.80K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 1 MV1 | 1,153,491 | 1,133,531 | -19,960 | 0.04% | -$18.37K |
| FNMA POOL BM5807 FN 04/48 FIXED VAR | 1,149,882 | 1,128,327 | -21,555 | 0.04% | -$29.96K |
| ACE SECURITIES CORP. ACE 2004 FM1 M1 | 1,112,557 | 1,054,210 | -58,347 | 0.04% | -$57.38K |
| CREDIT BASED ASSET SERVICING A CBASS 2006 CB6 A24 | 1,117,354 | 1,079,825 | -37,529 | 0.04% | -$35.02K |
| FREDDIE MAC FHR 5549 BF | 1,172,298 | 1,024,962 | -147,336 | 0.04% | -$142.56K |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 2 1A1 | 2,205,366 | 2,196,124 | -9,242 | 0.04% | -$4.45K |
| CWABS Asset-Backed Certificates Trust 2006-11 | 1,075,523 | 1,059,664 | -15,859 | 0.04% | -$15.08K |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CW2 MV1 | 1,066,444 | 1,031,536 | -34,908 | 0.04% | -$32.44K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA2 1A | 1,104,489 | 1,086,460 | -18,029 | 0.04% | -$11.37K |
| SMB Private Education Loan Trust, Series 2023-B, Class A1B | 1,001,174 | 951,191 | -49,983 | 0.04% | -$51.37K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 65CB 2A6 | 1,417,489 | 1,385,028 | -32,461 | 0.04% | -$40.66K |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE7 2A1 | 996,388 | 962,776 | -33,612 | 0.04% | -$56.17K |
| GSAR 2024-3A A2 | 1,107,380 | 925,838 | -181,542 | 0.04% | -$185.60K |
| ACE Securities Corp Home Equity Loan Trust Series 2007-WM1 | 2,291,230 | 2,272,606 | -18,625 | 0.04% | -$15.67K |
| WAMU ASSET BACKED CERTIFICATES WMHE 2007 HE4 1A | 1,166,815 | 1,154,117 | -12,698 | 0.03% | -$7.13K |
| POPULAR ABS MORTGAGE PASS THRO POPLR 2006 C M1 | 927,983 | 900,429 | -27,554 | 0.03% | -$24.30K |
| Fannie Mae REMICS | 987,073 | 852,204 | -134,869 | 0.03% | -$136.04K |
| GSMPS MORTGAGE LOAN TRUST GSMPS 2006 RP1 1AF2 144A | 1,097,323 | 1,066,699 | -30,624 | 0.03% | -$30.51K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 12A A1 144A | 900,000 | 856,276 | -43,724 | 0.03% | -$52.45K |
| U.S. Treasury Bills | 2,794,000 | 794,000 | -2,000,000 | 0.03% | -$1.97M |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 RP1 1F 144A | 873,809 | 844,546 | -29,263 | 0.03% | -$27.27K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH8 A | 986,793 | 983,794 | -2,998 | 0.03% | -$483 |
| CMLTI 2007-10 22AA 9/37 | 814,419 | 806,488 | -7,931 | 0.03% | $328 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY11 A1 | 796,865 | 786,171 | -10,694 | 0.03% | -$8.09K |
| HarborView Mortgage Loan Trust, Series 2006-12, Class 1A1A | 875,808 | 864,414 | -11,393 | 0.03% | $12.70K |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 A3 144A | 1,272,225 | 713,593 | -558,631 | 0.03% | -$561.72K |
| FED HM LN PC POOL Q52981 FG 12/47 FIXED 4 | 751,071 | 744,914 | -6,157 | 0.03% | -$12.37K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 10 2A4 | 739,378 | 722,897 | -16,481 | 0.03% | -$16.26K |
| Freddie Mac REMICS | 727,585 | 695,293 | -32,292 | 0.03% | -$30.95K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA1 A3 | 789,891 | 780,468 | -9,423 | 0.03% | -$6.94K |
| CWABS Asset-Backed Certificates Trust, Series 2006-24, Class 1A | 757,642 | 739,514 | -18,127 | 0.03% | -$14.78K |
| GSAMP TRUST GSAMP 2006 FM2 A2C | 1,974,830 | 1,958,668 | -16,162 | 0.03% | -$12.76K |
| Morgan Stanley Mortgage Loan Trust 2007-2AX | 2,004,245 | 1,959,190 | -45,055 | 0.03% | -$27.25K |
| FNMA POOL AX2488 FN 10/44 FIXED 4 | 685,168 | 669,903 | -15,264 | 0.03% | -$21.76K |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE4 A3 | 1,298,165 | 1,275,452 | -22,713 | 0.02% | -$21.28K |
| SMB Private Education Loan Trust, Series 2023-C, Class A1B | 649,716 | 600,379 | -49,336 | 0.02% | -$49.94K |
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A3 144A | 700,000 | 600,826 | -99,174 | 0.02% | -$102.09K |
| FNR 2025-54 FM | 638,532 | 595,115 | -43,418 | 0.02% | -$42.34K |
| BEAR STEARNS ALT A TRUST BALTA 2006 4 12A1 | 664,138 | 653,018 | -11,121 | 0.02% | -$9.32K |
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A | 1,489,821 | 512,506 | -977,314 | 0.02% | -$1.16M |
| U.S. Treasury Bills | 1,585,000 | 589,000 | -996,000 | 0.02% | -$981.68K |
| UNTD AIR 24-1 AA | 579,313 | 563,847 | -15,466 | 0.02% | -$21.14K |
| TPMT 2019-HY2 A1 144A FRN 05-25-58 | 625,709 | 565,835 | -59,874 | 0.02% | -$61.41K |
| Countrywide Asset-Backed Certificates | 598,606 | 592,280 | -6,326 | 0.02% | -$5.12K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC3 A1 144A | 615,656 | 598,471 | -17,185 | 0.02% | -$19.94K |
| Ellington Loan Acquisition Trust, Series 2007-1, Class A1 | 581,304 | 518,963 | -62,341 | 0.02% | -$61.36K |
| Hertz Vehicle Financing LLC, Series 2023-1A, Class A | 1,000,000 | 500,000 | -500,000 | 0.02% | -$502.41K |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF18 A1 | 515,999 | 502,075 | -13,924 | 0.02% | -$13.54K |
| ASCNT 2024-A A | 470,929 | 435,980 | -34,949 | 0.02% | -$39.11K |
| SLM STUDENT LOAN TRUST SLMA 2004 5X A6 REGS | 426,526 | 410,995 | -15,530 | 0.02% | -$24.55K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE4 A2B | 1,371,827 | 1,362,762 | -9,065 | 0.02% | -$11.33K |
| CWABS ASSET-BACKED CERTIFICATES TRUST 2007-8 SER 2007-9 CL 2A4 V/R REGD 4.31876000 | 448,377 | 430,349 | -18,027 | 0.02% | -$17.51K |
| FN MA3238 | 460,583 | 450,630 | -9,953 | 0.02% | -$13.95K |
| HarborView Mortgage Loan Trust, Series 2005-2, Class 2A1A | 433,237 | 429,516 | -3,721 | 0.02% | -$4.52K |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 1A A 144A | 476,504 | 413,988 | -62,516 | 0.02% | -$62.93K |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2005 2 M6 | 551,927 | 412,973 | -138,954 | 0.02% | -$138.93K |
| FIRST HELP FINANCIAL LLC FHF 2024 2A A2 144A | 485,383 | 393,475 | -91,908 | 0.02% | -$92.27K |
| Research-Driven Pagaya Motor Asset Trust IV | 462,758 | 388,247 | -74,511 | 0.01% | -$72.19K |
| GNMA II POOL MA2391 G2 11/44 FLOATING VAR | 380,428 | 377,560 | -2,868 | 0.01% | -$4.61K |
| Pagaya AI Debt Trust, Series 2024-3, Class A | 488,961 | 384,020 | -104,941 | 0.01% | -$106.37K |
| FNMA POOL DA9329 FN 01/54 FIXED 6.5 | 447,004 | 358,785 | -88,219 | 0.01% | -$93.34K |
| NELNET STUDENT LOAN TRUST NSLT 2023 AA AFX 144A | 394,286 | 360,144 | -34,143 | 0.01% | -$38.22K |
| FG G08789 | 395,484 | 387,036 | -8,448 | 0.01% | -$11.61K |
| Nelnet Student Loan Trust, Series 2023-AA, Class AFL | 394,286 | 360,144 | -34,143 | 0.01% | -$35.08K |
| GSAMP TRUST GSAMP 2007 H1 A2B | 710,485 | 706,183 | -4,302 | 0.01% | -$5.33K |
| ARSI 2004-W9 M1 | 372,019 | 312,551 | -59,468 | 0.01% | -$52.22K |
| ASSET BACKED FUNDING CERTIFICA ABFC 2004 FF1 M1 | 342,555 | 338,208 | -4,347 | 0.01% | -$4.68K |
| FN MA3276 | 353,266 | 346,068 | -7,198 | 0.01% | -$9.70K |
| FN MA3383 | 334,980 | 329,311 | -5,669 | 0.01% | -$7.92K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A2 | 334,980 | 327,415 | -7,564 | 0.01% | -$6.90K |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A3 144A | 370,015 | 298,987 | -71,028 | 0.01% | -$71.91K |
| FED HM LN PC POOL Q53756 FG 01/48 FIXED 4 | 313,942 | 307,443 | -6,498 | 0.01% | -$8.98K |
| BFAT 2007-SR1A V/R 03/25/37 4.51876000 | 292,924 | 283,097 | -9,827 | 0.01% | -$10.15K |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE7 A2D | 680,714 | 667,523 | -13,191 | 0.01% | -$12.17K |
| FNMA POOL BJ2692 FN 04/48 FIXED 3.5 | 295,766 | 291,044 | -4,722 | 0.01% | -$6.81K |
| BMW CANADA AUTO TRUST BMWC 2024 1A A2 144A | 829,100 | 370,733 | -458,367 | 0.01% | -$339.98K |
| CRVNA 2023-P5 A3 144A 5.62% 01-10-29 | 338,217 | 258,550 | -79,667 | 0.01% | -$80.62K |
| SDART 2023-6 A3 | 773,904 | 258,465 | -515,439 | 0.01% | -$517.62K |
| BOF URSA FUNDING BVABS 2024 SN1 A3 144A | 519,565 | 246,312 | -273,253 | 0.01% | -$274.62K |
| FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2024 1 A2 144A | 388,607 | 241,829 | -146,778 | 0.01% | -$147.53K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA7 2A1 | 258,054 | 253,732 | -4,322 | 0.01% | -$3.69K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 8A A 144A | 266,353 | 218,014 | -48,339 | 0.01% | -$49.88K |
| CHASEFLEX TRUST CFLX 2007 3 2A1 | 242,740 | 240,987 | -1,752 | 0.01% | -$2.32K |
| FNMA POOL MA3414 FN 07/48 FIXED 3.5 | 232,397 | 226,635 | -5,762 | 0.01% | -$7.14K |
| AEGIS ASSET BACKED SECURITIES AABST 2006 1 A3 | 273,669 | 269,462 | -4,207 | 0.01% | -$3.73K |
| FNMA POOL BJ0163 FN 12/47 FIXED 3.5 | 219,985 | 218,281 | -1,703 | 0.01% | -$3.45K |
| FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2023 2 A2 144A | 494,280 | 195,058 | -299,222 | 0.01% | -$300.68K |
| GSAMP TRUST GSAMP 2005 HE5 M4 | 193,682 | 186,868 | -6,814 | 0.01% | -$6.64K |
| FN MA3442 | 202,902 | 198,466 | -4,436 | 0.01% | -$5.67K |
| Fannie Mae REMICS | 166,351 | 157,488 | -8,863 | 0.01% | -$8.78K |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A2 A2 | 169,178 | 161,007 | -8,171 | 0.01% | -$6.99K |
| GN 782562 | 150,301 | 146,982 | -3,319 | 0.01% | -$4.56K |
| GSAR 2024-1A A2 144A 5.24% 03-15-30 | 185,427 | 146,217 | -39,210 | 0.01% | -$39.64K |
| UPSTART STRUCTURED PASS THROUG USPTT 2022 2A A 144A | 216,710 | 145,565 | -71,146 | 0.01% | -$70.97K |
| IndyMac INDX Mortgage Loan Trust 2006-AR12 | 143,781 | 142,463 | -1,318 | 0.01% | -$383 |
| GNMA POOL 677219 GN 08/38 FIXED 5 | 115,881 | 113,175 | -2,706 | 0.00% | -$3.53K |
| Uniform Mortgage-Backed Securities | 125,373 | 123,114 | -2,259 | 0.00% | -$3.38K |
| FLAGSHIP CREDIT AUTO TRUST FCAT 2024 1 A2 144A | 364,740 | 94,615 | -270,125 | 0.00% | -$270.77K |
| JPMorgan Mortgage Trust, Series 2007-A1, Class 5A1 | 96,296 | 94,179 | -2,117 | 0.00% | -$1.75K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA7 A1A | 100,929 | 100,169 | -760 | 0.00% | -$372 |
| JPMorgan Mortgage Trust, Series 2006-A2, Class 4A1 | 89,053 | 86,688 | -2,364 | 0.00% | -$2.15K |
| DEUTSCHE ALT A SECURITIES INC DBALT 2005 1 1A4 | 77,035 | 72,597 | -4,438 | 0.00% | -$4.57K |
| ILLINOIS ST MUNI ELEC AGY PWR SPLY | 75,000 | 60,000 | -15,000 | 0.00% | -$15.76K |
| Fannie Mae REMICS | 65,961 | 62,693 | -3,267 | 0.00% | -$3.28K |
| Thornburg Mortgage Securities Trust, Series 2007-3, Class 3A1 | 64,198 | 59,671 | -4,527 | 0.00% | -$4.33K |
| GRIFONAS FINANCE PLC GRIF 1 A REGS | 51,176 | 42,643 | -8,533 | 0.00% | -$10.65K |
| GNMA POOL 692340 GN 02/39 FIXED 5 | 52,834 | 46,442 | -6,392 | 0.00% | -$6.88K |
| Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A3 | 48,190 | 46,201 | -1,989 | 0.00% | -$3.12K |
| Freddie Mac REMICS | 45,227 | 43,313 | -1,914 | 0.00% | -$1.93K |
| CWALT 06-OA2 A5 TSFR1M+57.448 5/46 | 46,861 | 46,031 | -829 | 0.00% | -$844 |
| Bear Stearns ALT-A Trust, Series 2005-4, Class 23A1 | 45,533 | 42,472 | -3,061 | 0.00% | -$2.63K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR3 A1A | 40,285 | 39,994 | -292 | 0.00% | -$133 |
| FNMA, Series 2005-79, Class NF | 39,223 | 37,163 | -2,060 | 0.00% | -$2.03K |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR7 5A1 | 34,666 | 34,218 | -448 | 0.00% | -$121 |
| FNMA POOL 701305 FN 06/33 FLOATING VAR | 28,279 | 27,564 | -715 | 0.00% | -$821 |
| GN 782528 | 27,300 | 26,141 | -1,160 | 0.00% | -$1.40K |
| Freddie Mac REMICS | 26,607 | 25,729 | -879 | 0.00% | -$887 |
| GNMA POOL 692374 GN 02/39 FIXED 5 | 24,951 | 24,500 | -451 | 0.00% | -$649 |
| FREDDIE MAC FHR 3898 AF | 24,296 | 23,108 | -1,187 | 0.00% | -$1.18K |
| Carmax Select Receivables Trust 2024-A | 154,000 | 22,294 | -131,706 | 0.00% | -$131.75K |
| GNMA POOL 717943 GN 09/39 FIXED 5 | 22,292 | 21,870 | -422 | 0.00% | -$600 |
| FREDDIE MAC FHR 3360 FC | 22,435 | 21,699 | -736 | 0.00% | -$741 |
| JPMorgan Mortgage Trust, Series 2005-A8, Class 1A1 | 27,886 | 27,302 | -584 | 0.00% | -$427 |
| FNMA POOL 826481 FN 07/35 FIXED 5.5 | 18,933 | 18,553 | -380 | 0.00% | -$665 |
| Banc of America Funding Trust, Series 2006-J, Class 4A1 | 20,590 | 20,279 | -311 | 0.00% | -$127 |
| FANNIE MAE FNR 2005 75 AF | 18,230 | 17,369 | -861 | 0.00% | -$854 |
| FNMA POOL 190372 FN 08/36 FIXED VAR | 17,053 | 16,412 | -641 | 0.00% | -$821 |
| FNMA POOL 976968 FN 02/38 FIXED 6 | 13,630 | 13,394 | -235 | 0.00% | -$364 |
| Structured Adjustable Rate Mortgage Loan Trust, Series 2005-17, Class 3A1 | 16,168 | 14,588 | -1,580 | 0.00% | -$1.29K |
| FED HM LN PC POOL 781296 FH 03/34 FLOATING VAR | 11,664 | 11,162 | -502 | 0.00% | -$551 |
| FNMA, Series 2004-W2, Class 5AF | 12,168 | 11,299 | -869 | 0.00% | -$867 |
| Merrill Lynch Mortgage Investors Trust MLMI Series 2005-A10 | 11,502 | 11,131 | -372 | 0.00% | -$356 |
| Bear Stearns ALT-A Trust, Series 2005-7, Class 22A1 | 20,877 | 20,211 | -666 | 0.00% | -$566 |
| GSR MORTGAGE LOAN TRUST GSR 2004 7 1A1 | 10,478 | 10,338 | -140 | 0.00% | -$69 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 4 1A1 | 10,388 | 10,123 | -264 | 0.00% | -$253 |
| CMXS 2024-A A2A 5.78% 09-15-27 | 68,445 | 9,909 | -58,536 | 0.00% | -$58.66K |
| Fannie Mae REMICS | 9,839 | 9,673 | -166 | 0.00% | -$166 |
| JP Morgan Mortgage Trust, Series 2005-S3, Class 1A2 | 20,794 | 20,766 | -29 | 0.00% | -$94 |
| First Horizon Mortgage Pass-Through Trust, Series 2005-AR3, Class 2A1 | 13,213 | 13,144 | -69 | 0.00% | -$100 |
| Freddie Mac Gold Pool | 8,414 | 8,132 | -283 | 0.00% | -$407 |
| GNMA POOL 685882 GN 05/38 FIXED 5 | 8,008 | 7,861 | -147 | 0.00% | -$213 |
| BSARM 2003-8 4A1 | 7,822 | 7,695 | -127 | 0.00% | -$309 |
| FREDDIE MAC FHR 3376 FD | 7,339 | 7,128 | -211 | 0.00% | -$213 |
| Bank of America Corporation | 7,966 | 6,984 | -982 | 0.00% | -$768 |
| GSR Mortgage Loan Trust, Series 2005-AR7, Class 6A1 | 7,481 | 7,388 | -93 | 0.00% | -$28 |
| GSR MORTGAGE LOAN TRUST GSR 2007 2F 3A3 | 13,097 | 12,880 | -217 | 0.00% | -$386 |
| Washington Mutual Mortgage Pass-Through Certificates Series 2003-AR9 Trust | 5,511 | 5,408 | -103 | 0.00% | -$94 |
| GN 651787 | 5,306 | 5,156 | -150 | 0.00% | -$186 |
| CWALT 2003-J2 A1 | 5,013 | 4,890 | -124 | 0.00% | -$151 |
| MLCC MORTGAGE INVESTORS INC MLCC 2005 3 5A | 4,917 | 4,754 | -163 | 0.00% | -$150 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR2 A | 4,976 | 4,580 | -396 | 0.00% | -$382 |
| FNMA POOL 813035 FN 04/35 FIXED 5.5 | 5,106 | 4,439 | -666 | 0.00% | -$715 |
| FNMA, Series 2007-63, Class FC | 4,536 | 4,342 | -194 | 0.00% | -$193 |
| Freddie Mac Structured Pass-Through Certificates | 4,466 | 4,327 | -140 | 0.00% | -$129 |
| FNMA POOL 745308 FN 01/36 FLOATING VAR | 4,029 | 3,958 | -71 | 0.00% | -$88 |
| FNMA, Series 2006-118, Class A1 | 4,541 | 4,181 | -360 | 0.00% | -$352 |
| Freddie Mac Gold Pool | 4,213 | 3,696 | -517 | 0.00% | -$530 |
| CWABS, Inc. | 3,951 | 3,899 | -53 | 0.00% | -$38 |
| Washington Mutual Mortgage Pass-Through Certificates Series 2002-AR17 Trust | 3,511 | 3,233 | -278 | 0.00% | -$267 |
| Citigroup Mortgage Loan Trust, Series 2005-11, Class A2A | 2,769 | 2,716 | -53 | 0.00% | -$55 |
Top 300 of 327, by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| RFRF USD SF+26.161/1.2* 9/16/23-12Y* CME | 1 | 1 | 0 | 0.74% | -$357.48K |
| US TREASURY N/B | 14,800,000 | 14,800,000 | 0 | 0.57% | -$134.41K |
| RFRF USD SF+26.161/1.2* 9/16/23-28Y* CME | 1 | 1 | 0 | 0.54% | -$263.78K |
| FIRST NLC TRUST FNLC 2005 4 M1 | 14,622,000 | 14,622,000 | 0 | 0.52% | $24.13K |
| STWD Ltd., Series 2022-FL3, Class AS | 13,200,000 | 13,200,000 | 0 | 0.51% | -$67.72K |
| REPUBLIC OF SOUTH AFRICA BONDS 03/36 6.25 | 257,620,000 | 257,620,000 | 0 | 0.47% | -$1.06M |
| REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 | 33,500,000 | 33,500,000 | 0 | 0.39% | -$688.14K |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE4 1A4 | 11,500,000 | 11,500,000 | 0 | 0.38% | $9.66K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 AS 144A | 8,700,000 | 8,700,000 | 0 | 0.34% | $10.15K |
| HERTZ VEHICLE FINANCING LLC HERTZ 2024 1A A 144A | 8,500,000 | 8,500,000 | 0 | 0.33% | -$59.88K |
| CDX ITRAXX XOV44 5Y 35-100% SP MYC | 5 | 5 | 0 | 0.33% | -$1.53M |
| Eagle Funding LuxCo S.a.r.l. | 8,300,000 | 8,300,000 | 0 | 0.32% | -$110.72K |
| REPUBLIC OF PERU SR UNSECURED REGS 08/34 5.4 | 30,000,000 | 30,000,000 | 0 | 0.32% | -$716.24K |
| RPLDCI 6.581 05/30/49 144A | 7,550,000 | 7,550,000 | 0 | 0.30% | -$215.01K |
| ATHENE GLOBAL FU | 7,600,000 | 7,600,000 | 0 | 0.29% | -$136.81K |
| 317UA5IA9 PIMCO FPPSWAPTION 3.1625 PUT USD | 1,148,300,000 | 1,148,300,000 | 0 | 0.27% | $1.79M |
| TCI SYMPHONY CLO TSYMP 2016 1A BR2 144A | 6,330,000 | 6,330,000 | 0 | 0.24% | -$11.29K |
| RFR USD SOFR/3.50000 12/18/24-30Y LCH | 1 | 1 | 0 | 0.24% | -$201.84K |
| LFT 2021-1A A | 5,400,000 | 5,400,000 | 0 | 0.20% | $24.71K |
| JAPAN (30 YEAR ISSUE) BONDS 03/55 2.4 | 1,050,000,000 | 1,050,000,000 | 0 | 0.20% | -$373.61K |
| STWD 2025-FL4 LLC | 5,000,000 | 5,000,000 | 0 | 0.19% | -$8.68K |
| RFR USD SOFR/3.50000 06/21/23-10Y LCH | 1 | 1 | 0 | 0.19% | $619.50K |
| Ares LXII CLO Ltd | 4,900,000 | 4,900,000 | 0 | 0.19% | $1.53K |
| GOLUB CAPITAL PARTNERS CLO, LT GCBSL 2020 50A BR2 144A | 4,900,000 | 4,900,000 | 0 | 0.19% | -$41.24K |
| Atlas Senior Loan Fund XVI Ltd., Series 2021-16A, Class AR | 4,850,000 | 4,850,000 | 0 | 0.19% | $3.13K |
| RFR USD SOFR/1.75000 06/15/22-30Y LCH | 1 | 1 | 0 | 0.19% | -$5.64K |
| ROCKFORD TOWER EUROPE CLO RFTE 2018 1A A1RR 144A | 4,100,000 | 4,100,000 | 0 | 0.18% | -$85.98K |
| JP Morgan Mortgage Acquisition Trust 2007-CH3 | 4,503,293 | 4,503,293 | 0 | 0.17% | $933 |
| ARES STRATEGIC I | 4,400,000 | 4,400,000 | 0 | 0.17% | -$83.65K |
| KKR FINANCIAL CLO LTD KKR 42A AR 144A | 4,300,000 | 4,300,000 | 0 | 0.17% | $2.02K |
| TOWD POINT MORTGAGE TRUST TPMT 2017 6 B1 144A | 4,900,000 | 4,900,000 | 0 | 0.16% | $29.74K |
| BAIN CAPITAL EURO CLO BCCE 2022 2A ARR 144A | 3,600,000 | 3,600,000 | 0 | 0.16% | -$75.27K |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2023-7A CL A REGD 144A P/P 5.90000000 | 3,900,000 | 3,900,000 | 0 | 0.15% | -$22.88K |
| ROMANIA SR UNSECURED REGS 07/39 6.75 | 3,400,000 | 3,400,000 | 0 | 0.15% | -$238.01K |
| 317UA5JA8 PIMCO FPPSWAPTION 3.1625 CALL USD | 1,148,300,000 | 1,148,300,000 | 0 | 0.15% | $166.04K |
| GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A B1R 144A | 3,850,000 | 3,850,000 | 0 | 0.15% | -$5.26K |
| OZLM XXIV Ltd | 3,700,000 | 3,700,000 | 0 | 0.14% | -$1.11K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 7 2A4 | 4,100,000 | 4,100,000 | 0 | 0.14% | $10.15K |
| INDIGO CREDIT MANAGEMENT INDI 1A AR 144A | 3,000,000 | 3,000,000 | 0 | 0.13% | -$59.41K |
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2025 1A A1 144A | 3,000,000 | 3,000,000 | 0 | 0.13% | -$62.41K |
| BACARDI MARTINI BV SR UNSECURED 144A 02/30 5.55 | 2,800,000 | 2,800,000 | 0 | 0.11% | -$31.23K |
| REPUBLIC OF SOUTH AFRICA BONDS 01/30 8 | 48,900,000 | 48,900,000 | 0 | 0.11% | -$161.08K |
| SOUTHERN CAL ED | 2,800,000 | 2,800,000 | 0 | 0.11% | -$22.27K |
| VICI PROPERTIE | 2,700,000 | 2,700,000 | 0 | 0.10% | -$23.88K |
| IVORY COAST SR UNSECURED REGS 03/48 6.625 | 2,600,000 | 2,600,000 | 0 | 0.10% | -$173.50K |
| BARCLAYS PLC | 2,300,000 | 2,300,000 | 0 | 0.10% | -$58.08K |
| DRYDEN LEVERAGED LOAN CDO DRYD 2020 74A AR 144A | 2,200,000 | 2,200,000 | 0 | 0.10% | -$46.23K |
| CAPITAL FOUR CLO CFOUR 10A A 144A | 2,200,000 | 2,200,000 | 0 | 0.10% | -$49.08K |
| PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000 | 3,000,000 | 3,000,000 | 0 | 0.09% | $32.54K |
| OZLM XXIV Ltd., Series 2019-24A, Class A2AR | 2,250,000 | 2,250,000 | 0 | 0.09% | -$5.61K |
| 317U9Y7A0 PIMCO FPPSWAPTION 4.485 PUT USD | 36,100,000 | 36,100,000 | 0 | 0.08% | -$1.16K |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 WL2 M4 | 2,200,000 | 2,200,000 | 0 | 0.08% | -$522 |
| REPUBLIC OF SOUTH AFRICA BONDS 01/37 8.5 | 36,700,000 | 36,700,000 | 0 | 0.08% | -$175.97K |
| LCM LTD PARTNERSHIP LCM 31A AR 144A | 2,000,000 | 2,000,000 | 0 | 0.08% | -$635 |
| 317U9Y8A9 PIMCO FPPSWAPTION 4.485 CALL USD | 36,100,000 | 36,100,000 | 0 | 0.07% | $207.28K |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF7 2A4 | 1,900,000 | 1,900,000 | 0 | 0.07% | $1.99K |
| PETRPE 5.625 06/19/47 REGS | 2,400,000 | 2,400,000 | 0 | 0.06% | $158.17K |
| REPUBLIC OF PANAMA EUR TERM LOAN 2 | 1,400,000 | 1,400,000 | 0 | 0.06% | -$30.67K |
| REPUBLIC OF SOUTH AFRICA BONDS 03/32 8.25 | 28,000,000 | 28,000,000 | 0 | 0.06% | -$118.81K |
| TURKIYE GOVERNMENT BOND BONDS 05/28 VAR | 69,700,000 | 69,700,000 | 0 | 0.06% | -$59.57K |
| GOLDMAN SACHS GP | 1,500,000 | 1,500,000 | 0 | 0.06% | -$35.80K |
| UBS GROUP | 1,500,000 | 1,500,000 | 0 | 0.05% | -$17.18K |
| CS AT1 CLAIMS US22546DAB29 CREDIT SUISSE GROUP AG | 3,900,000 | 3,900,000 | 0 | 0.05% | $214.50K |
| 317UAAMA3 PIMCO FPPSWAPTION 4.11 PUT USD | 20,000,000 | 20,000,000 | 0 | 0.05% | -$150.18K |
| 317UA48A3 PIMCO FPPSWAPTION 4.628 CALL USD | 22,400,000 | 22,400,000 | 0 | 0.05% | $131.34K |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX B 144A | 1,300,000 | 1,300,000 | 0 | 0.05% | $1.64K |
| RFRF USD SF+26.161/2.50 7/31/23-5Y* CME | 1 | 1 | 0 | 0.05% | $395.18K |
| RFR USD SOFR/3.75000 09/17/25-10Y LCH | 2 | 2 | 0 | 0.05% | $727.39K |
| VIPER ENERGY PAR | 1,200,000 | 1,200,000 | 0 | 0.05% | -$15.29K |
| RFR USD SOFR/3.70000 02/20/24-25Y LCH | 1 | 1 | 0 | 0.05% | -$120.14K |
| HPS CORPORATE LE | 1,200,000 | 1,200,000 | 0 | 0.04% | -$57.78K |
| PACIFIC GAS&ELEC | 1,300,000 | 1,300,000 | 0 | 0.04% | -$23.67K |
| PACIFIC GAS&ELEC | 1,100,000 | 1,100,000 | 0 | 0.04% | -$2.17K |
| BAIN CAPITAL EURO CLO BCCE 2022 2A B2RR 144A | 900,000 | 900,000 | 0 | 0.04% | -$20.13K |
| RFR USD SOFR/2.15000 06/15/22-5Y LCH | 1 | 1 | 0 | 0.04% | $127.95K |
| RMIT 2024-1 A | 1,000,000 | 1,000,000 | 0 | 0.04% | -$5.58K |
| SOUTHERN CAL ED | 1,200,000 | 1,200,000 | 0 | 0.04% | -$15.66K |
| CS AT1 CLAIMS US225401AJ72 CREDIT SUISSE GROUP AG | 2,800,000 | 2,800,000 | 0 | 0.04% | $154.00K |
| SBA TOWER TRUST | 1,000,000 | 1,000,000 | 0 | 0.04% | $7.08K |
| REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95 | 2,880,000 | 2,880,000 | 0 | 0.03% | -$55.02K |
| DUBAEE 3.375 03/20/28 144A | 900,000 | 900,000 | 0 | 0.03% | -$10.40K |
| 317UAANA2 PIMCO FPPSWAPTION 4.11 CALL USD | 15,300,000 | 15,300,000 | 0 | 0.03% | $58.97K |
| PETROLEOS MEXICANOS SR UNSEC 6.35% 02-12-48 | 1,100,000 | 1,100,000 | 0 | 0.03% | -$21.68K |
| RFR USD SOFR/3.00000 06/21/23-7Y LCH | 1 | 1 | 0 | 0.03% | $191.21K |
| US TREASURY N/B | 821,000 | 821,000 | 0 | 0.03% | -$8.98K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2024 FL14 A 144A | 800,000 | 800,000 | 0 | 0.03% | -$2.01K |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R2 M4 | 794,239 | 794,239 | 0 | 0.03% | $6.43K |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R4 M5 | 800,000 | 800,000 | 0 | 0.03% | $5.92K |
| FORD MOTOR CRED | 700,000 | 700,000 | 0 | 0.03% | -$7.40K |
| DEVELOPMENT BK KAZAKHSTAN JSC 18.4% 10/16/2028 144A | 321,000,000 | 321,000,000 | 0 | 0.03% | $32.48K |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SE SER 2019-FL12 CL A V/R REGD 144A P/P 5.45601000 | 633,994 | 633,994 | 0 | 0.02% | $480 |
| GOLDEN ST TOBACCO -B | 690,000 | 690,000 | 0 | 0.02% | $4.48K |
| FORD MOTOR CRED | 600,000 | 600,000 | 0 | 0.02% | -$4.27K |
| CS AT1 CLAIMS US225401AL29 CREDIT SUISSE GROUP AG | 1,700,000 | 1,700,000 | 0 | 0.02% | $93.50K |
| CDX HY45 5Y ICE | 1 | 1 | 0 | 0.02% | -$605.71K |
| ANCHORAGE CR FDG 4 LTD / LLC AR 2.723% 04/27/2039 144A | 600,000 | 600,000 | 0 | 0.02% | -$539 |
| US TREASURY N/B | 516,500 | 516,500 | 0 | 0.02% | -$6.74K |
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A4 144A | 500,000 | 500,000 | 0 | 0.02% | -$3.31K |
| FORD MOTOR CRED | 500,000 | 500,000 | 0 | 0.02% | -$2.48K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2021 14A A 144A | 500,000 | 500,000 | 0 | 0.02% | -$2.77K |
| DEUTSCHE BANK NY | 500,000 | 500,000 | 0 | 0.02% | -$7.18K |
| RFR GBP SONIO/4.50000 09/17/25-30Y LCH | 1 | 1 | 0 | 0.02% | $554.64K |
| 317UA83A9 PIMCO FPPSWAPTION 4.693 CALL USD | 8,000,000 | 8,000,000 | 0 | 0.02% | $47.32K |
| RFR USD SOFR/3.25000 06/21/23-5Y LCH | 1 | 1 | 0 | 0.02% | $222.70K |
| 317UA82A0 PIMCO FPPSWAPTION 4.693 PUT USD | 8,000,000 | 8,000,000 | 0 | 0.02% | $451 |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/39 7 | 1,400,000 | 1,400,000 | 0 | 0.02% | -$37.91K |
| 317UAOYA0 PIMCO SWAPTION 3.857 PUT USD 2026100 | 214,900,000 | 214,900,000 | 0 | 0.02% | $314.21K |
| SUMITOMO MITSUI | 400,000 | 400,000 | 0 | 0.02% | -$11.33K |
| F+G GLOBAL FUNDING SECURED 144A 01/30 5.875 | 400,000 | 400,000 | 0 | 0.02% | -$10.10K |
| CMXS 2024-A A3 | 400,000 | 400,000 | 0 | 0.02% | -$1.24K |
| RFR USD SOFR/3.75000 12/17/25-30Y LCH | 1 | 1 | 0 | 0.02% | -$25.47K |
| PROJECT NOVA TERM LOAN | 400,000 | 400,000 | 0 | 0.02% | $0 |
| GA GLOBAL FUNDING TRUST SR SECURED 144A 04/32 5.5 | 400,000 | 400,000 | 0 | 0.02% | -$14.88K |
| GLP CAP/FIN II | 400,000 | 400,000 | 0 | 0.02% | -$12.02K |
| ANCHORAGE CR FDG 13 LTD / LLC A1 2.875% 07/27/2039 144A | 400,000 | 400,000 | 0 | 0.01% | -$2.33K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2016 3A A1R 144A | 400,000 | 400,000 | 0 | 0.01% | -$5.21K |
| ROMARK CREDIT FUNDING, LTD. RCF 2021 2A A 144A | 400,000 | 400,000 | 0 | 0.01% | $1.05K |
| AVOLON HDGS | 380,000 | 380,000 | 0 | 0.01% | -$1.47K |
| CREDICORP CAPITAL SOCIED /PEN/ REGD 144A P/P 9.70000000 | 1,200,000 | 1,200,000 | 0 | 0.01% | -$11.54K |
| RFR USD SOFR/3.75000 12/18/24-10Y LCH | 1 | 1 | 0 | 0.01% | $409.23K |
| 317U9ZDA0 PIMCO FPPSWAPTION 4.427 PUT USD | 5,400,000 | 5,400,000 | 0 | 0.01% | -$234 |
| 317UA0VA5 PIMCO FPPSWAPTION 4.485 PUT USD | 5,500,000 | 5,500,000 | 0 | 0.01% | -$125 |
| CS AT1 CLAIMS US225436AA21 CREDIT SUISSE GROUP AG | 900,000 | 900,000 | 0 | 0.01% | $49.50K |
| 317UAMPA4 PIMCO SWAPTION 4.141 PUT USD 2026123 | 215,900,000 | 215,900,000 | 0 | 0.01% | $212.94K |
| CENTERBRIDGE CREDIT FUNDING LT CBCF 2021 1A A 144A | 300,000 | 300,000 | 0 | 0.01% | -$1.05K |
| 317UA49A2 PIMCO FPPSWAPTION 4.628 PUT USD | 5,200,000 | 5,200,000 | 0 | 0.01% | $206 |
| 317UA0WA4 PIMCO FPPSWAPTION 4.485 CALL USD | 5,500,000 | 5,500,000 | 0 | 0.01% | $31.58K |
| HSBC HOLDINGS | 300,000 | 300,000 | 0 | 0.01% | -$3.22K |
| 317U9ZEA9 PIMCO FPPSWAPTION 4.427 CALL USD | 5,400,000 | 5,400,000 | 0 | 0.01% | $30.72K |
| VITALITY RE XVI LTD UNSECURED 144A 01/30 VAR | 250,000 | 250,000 | 0 | 0.01% | -$1.75K |
| RFR USD SOFR/3.98235 12/02/24-2Y* LCH | 1 | 1 | 0 | 0.01% | -$206.22K |
| BAYER US FIN LLC 6.375% 11/21/2030 144A | 200,000 | 200,000 | 0 | 0.01% | -$3.53K |
| FORD MOTOR CRED | 200,000 | 200,000 | 0 | 0.01% | -$2.41K |
| RFR USD SOFR/3.50000 12/20/23-10Y LCH | 1 | 1 | 0 | 0.01% | $71.80K |
| NTT FINANCE | 200,000 | 200,000 | 0 | 0.01% | -$2.40K |
| FORD MOTOR CRED | 200,000 | 200,000 | 0 | 0.01% | $434 |
| 317U9YNA2 PIMCO SWAPTION 3.505 CALL USD 202608 | 45,900,000 | 45,900,000 | 0 | 0.01% | -$85.53K |
| FORD MOTOR CRED | 200,000 | 200,000 | 0 | 0.01% | -$812 |
| RFR USD SOFR/3.75000 06/20/24-10Y LCH | 1 | 1 | 0 | 0.01% | $173.11K |
| 317U9YOA1 PIMCO SWAPTION 4.255 PUT USD 2026080 | 21,600,000 | 21,600,000 | 0 | 0.01% | -$18.91K |
| CDX HY43 5Y ICE | 1 | 1 | 0 | 0.00% | -$131.94K |
| CLARK ARPT-TXB-C-BABS | 100,000 | 100,000 | 0 | 0.00% | -$254 |
| CALIFORNIA ST UNIV REVENUE CASHGR 11/30 FIXED 6.434 | 100,000 | 100,000 | 0 | 0.00% | -$924 |
| PACIFIC GAS&ELEC | 100,000 | 100,000 | 0 | 0.00% | -$1.22K |
| NHI 5.35 02/01/33 | 100,000 | 100,000 | 0 | 0.00% | -$1.44K |
| RFR USD SOFR/3.75000 12/17/25-10Y LCH | 1 | 1 | 0 | 0.00% | $39.31K |
| Bear Stearns Asset Backed Securities Trust 2007-SD1 | 166,644 | 166,644 | 0 | 0.00% | -$683 |
| 31750RIL3 PIMCO FXVAN PUT USD ZAR 17.00000000 | -8,450,000 | -8,450,000 | 0 | 0.00% | $20.40K |
| 31750RIW9 PIMCO FXVAN CALL USD HKD 7.85000000 | 0 | 0 | 0 | 0.00% | $48.56K |
| 31750RI33 PIMCO FXVAN CALL USD HKD 7.85000000 | 0 | 0 | 0 | 0.00% | $46.87K |
| INF SWAP US IT2.505 03/25/25-5Y LCH | 1 | 1 | 0 | 0.00% | $142.47K |
| RFR USD SOFR/4.07100 01/15/25-10Y LCH | 3 | 3 | 0 | 0.00% | -$7.76K |
| INF SWAP US IT 2.5225 03/27/25-5Y LCH | 1 | 1 | 0 | 0.00% | $235.04K |
| IRS EUR 2.39000 10/01/24-10Y LCH | 1 | 1 | 0 | 0.00% | $9.21K |
| IRS EUR 2.52000 04/09/25-10Y LCH | 2 | 2 | 0 | 0.00% | $14.04K |
| IRS EUR 2.40000 02/12/25-10Y LCH | 1 | 1 | 0 | 0.00% | $17.17K |
| IRS PLN 4.72250 12/01/30-5Y CME | 1 | 1 | 0 | 0.00% | $35.06K |
| RFR USD SOFR/4.09000 01/22/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$4.62K |
| BANK OF AMERICA CORPORATION SNR S* ICE | 1 | 1 | 0 | 0.00% | -$9.34K |
| RFR USD SOFR/3.90000 01/08/25-10Y LCH | 5 | 5 | 0 | 0.00% | -$5.55K |
| IRS EUR 2.28000 03/04/25-5Y LCH | 1 | 1 | 0 | 0.00% | $29.42K |
| RFR USD SOFR/3.23200 09/10/24-10Y LCH | 1 | 1 | 0 | 0.00% | $3.33K |
| IRS EUR 2.53000 04/23/25-10Y LCH | 1 | 1 | 0 | 0.00% | $8.60K |
| IRS EUR 2.45000 05/05/25-10Y LCH | 1 | 1 | 0 | 0.00% | $6.30K |
| IRS EUR 2.59000 08/19/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$1.97K |
| RFR USD SOFR/3.80740 03/01/24-4Y* LCH | 4 | 4 | 0 | 0.00% | $66.16K |
| IRS EUR 2.58000 08/29/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$1.69K |
| TURKIYE GOVERNMENT BOND BONDS 05/26 VAR | 800,000 | 800,000 | 0 | 0.00% | -$737 |
| RFR USD SOFR/4.10000 01/21/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$2.90K |
| RFR GBP SONIO/3.70000 03/28/24-10Y LCH | 1 | 1 | 0 | 0.00% | $10.63K |
| IRS EUR 2.55000 04/16/25-10Y LCH | 1 | 1 | 0 | 0.00% | $6.50K |
| CDX EM36 ICE | 1 | 1 | 0 | 0.00% | -$20.72K |
| RFR USD SOFR/3.86600 11/14/24-10Y LCH | 2 | 2 | 0 | 0.00% | -$19.12K |
| 317UAV0A1 PIMCO SWAPTION 3.26 CALL USD 2026042 | 22,700,000 | 22,700,000 | 0 | 0.00% | -$59.34K |
| RFR USD SOFR/3.52500 09/04/24-10Y LCH | 1 | 1 | 0 | 0.00% | $3.01K |
| RFR USD SOFR/3.93300 01/06/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$1.98K |
| INF SWAP US IT 2.5145 10/29/25-5Y LCH | 1 | 1 | 0 | 0.00% | $104.64K |
| TURKIYE GOVERNMENT BOND BONDS 08/26 VAR | 500,000 | 500,000 | 0 | 0.00% | -$508 |
| RFR USD SOFR/3.88000 01/13/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$2.00K |
| 317UA1MA3 PIMCO SWAPTION 3.067 CALL USD 202608 | 3,000,000 | 3,000,000 | 0 | 0.00% | -$3.24K |
| 317U9ZXA8 PIMCO SWAPTION 2.989 CALL USD 202608 | 3,900,000 | 3,900,000 | 0 | 0.00% | -$3.54K |
| 317UA1DA3 PIMCO SWAPTION 3.038 CALL USD 202608 | 3,100,000 | 3,100,000 | 0 | 0.00% | -$3.12K |
| 317UA10A7 PIMCO SWAPTION 3.0475 CALL USD 20260 | 3,000,000 | 3,000,000 | 0 | 0.00% | -$3.12K |
| RFR USD SOFR/4.01500 12/30/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$2.27K |
| 317UA0IA0 PIMCO SWAPTION 2.995 CALL USD 202608 | 3,000,000 | 3,000,000 | 0 | 0.00% | -$2.75K |
| GENERAL ELECTRIC COMPANY SNR S* ICE | 1 | 1 | 0 | 0.00% | -$5.53K |
| IRS EUR 2.35000 04/29/25-5Y LCH | 1 | 1 | 0 | 0.00% | $9.89K |
| 317U9ZIA5 PIMCO SWAPTION 2.965 CALL USD 202608 | 2,900,000 | 2,900,000 | 0 | 0.00% | -$2.51K |
| IRS PLN 4.68500 12/02/30-5Y CME | 1 | 1 | 0 | 0.00% | $4.97K |
| IRS EUR 2.40000 04/09/25-5Y LCH | 1 | 1 | 0 | 0.00% | $14.24K |
| CDX EM38 ICE | 1 | 1 | 0 | 0.00% | -$1.64K |
| IRS EUR 2.67000 04/03/24-10Y LCH | 1 | 1 | 0 | 0.00% | $7.32K |
| 317U9Z8A6 PIMCO SWAPTION 2.972 CALL USD 202608 | 2,800,000 | 2,800,000 | 0 | 0.00% | -$2.44K |
| IRS EUR 2.68000 08/07/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$423 |
| RFR USD SOFR/3.64300 08/28/24-10Y LCH | 1 | 1 | 0 | 0.00% | $1.20K |
| RFR USD SOFR/3.68400 01/03/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$88 |
| IRS PLN 4.73000 12/31/30-5Y CME | 1 | 1 | 0 | 0.00% | $3.13K |
| IRS EUR 2.91000 12/29/23-10Y LCH | 1 | 1 | 0 | 0.00% | $10.07K |
| RFR USD SOFR/4.00000 06/20/24-2Y LCH | 1 | 1 | 0 | 0.00% | $11.61K |
| GENERAL ELECTRIC COMPANY SNR S* ICE | 1 | 1 | 0 | 0.00% | -$651 |
| RFR USD SOFR/3.85500 11/19/24-10Y LCH | 2 | 2 | 0 | 0.00% | -$15.63K |
| RFR GBP SONIO/4.32000 10/20/23-10Y LCH | 1 | 1 | 0 | 0.00% | -$24.87K |
| RFR USD SOFR/3.86500 11/20/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$1.16K |
| CDX EM35 ICE | 1 | 1 | 0 | 0.00% | -$254 |
| RFR USD SOFR/3.75000 06/20/24-4Y LCH | 1 | 1 | 0 | 0.00% | $707 |
| IRS EUR 2.99000 12/08/23-10Y LCH | 1 | 1 | 0 | 0.00% | $390 |
| SOFTBANK GROUP CORP SNR JP SP GST | 1 | 1 | 0 | 0.00% | $528 |
| CDX EM39 ICE | 1 | 1 | 0 | 0.00% | -$1.34K |
| RFR USD SOFR/3.81000 01/02/24-10Y LCH | 1 | 1 | 0 | 0.00% | $265 |
| IRS CZK 4.53000 12/31/30-5Y CME | 1 | 1 | 0 | 0.00% | -$1.52K |
| CDX EM41 ICE | 1 | 1 | 0 | 0.00% | -$3.32K |
| IRS CZK 4.48500 12/02/30-5Y CME | 1 | 1 | 0 | 0.00% | -$2.47K |
| RFR USD SOFR/3.89000 03/03/25-10Y LCH | 1 | 1 | 0 | 0.00% | $1.34K |
| RFR USD SOFR/3.84200 12/26/23-10Y LCH | 1 | 1 | 0 | 0.00% | $4.23K |
| IRS CZK 3.76000 11/01/24-10Y CME | 1 | 1 | 0 | 0.00% | -$2.61K |
| RFR USD SOFR/4.00000 02/26/25-10Y LCH | 1 | 1 | 0 | 0.00% | $1.61K |
| RFR USD SOFR/3.90500 03/12/25-10Y LCH | 1 | 1 | 0 | 0.00% | $2.79K |
| RFR USD SOFR/3.88400 03/25/25-10Y LCH | 1 | 1 | 0 | 0.00% | $3.82K |
| IRS EUR 3.12800 12/04/23-10Y LCH | 1 | 1 | 0 | 0.00% | $6.64K |
| RFR USD SOFR/3.89900 03/11/25-10Y LCH | 1 | 1 | 0 | 0.00% | $2.95K |
| IRS EUR 3.28000 11/22/23-10Y LCH | 1 | 1 | 0 | 0.00% | $4.09K |
| RFR USD SOFR/3.87400 03/05/25-10Y LCH | 2 | 2 | 0 | 0.00% | $3.99K |
| IRS EUR 3.06300 12/06/23-10Y LCH | 1 | 1 | 0 | 0.00% | $11.83K |
| RFR USD SOFR/3.90750 03/04/25-10Y LCH | 1 | 1 | 0 | 0.00% | $3.16K |
| IRS EUR 3.30500 11/27/23-10Y LCH | 1 | 1 | 0 | 0.00% | $5.46K |
| IRS CZK 4.52250 12/01/30-5Y CME | 1 | 1 | 0 | 0.00% | -$17.53K |
| ZCS BRL 14.0087 05/12/25-01/04/27 CME | 1 | 1 | 0 | 0.00% | -$9.68K |
| IRS EUR 3.14800 11/20/23-10Y LCH | 1 | 1 | 0 | 0.00% | $13.40K |
| RFR USD SOFR/3.93000 03/24/25-10Y LCH | 1 | 1 | 0 | 0.00% | $6.26K |
| RFR USD SOFR/3.75000 05/07/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$10.88K |
| RFR USD SOFR/3.97500 03/21/25-10Y LCH | 1 | 1 | 0 | 0.00% | $5.76K |
| IRS EUR 2.42000 03/07/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$9.98K |
| IRS EUR 2.46000 04/01/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$6.64K |
| RFR USD SOFR/3.84200 03/04/25-5Y LCH | 1 | 1 | 0 | 0.00% | $8.17K |
| IRS EUR 3.25000 11/06/23-10Y LCH | 1 | 1 | 0 | 0.00% | $12.30K |
| IRS EUR 2.61000 03/24/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$20.10K |
| SAUDI ARABIA GOVT EM SP BRC | 1 | 1 | 0 | 0.00% | -$18.08K |
| IRS EUR 2.52000 03/27/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$19.74K |
| RFR GBP SONIO/3.93000 01/06/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$31.05K |
| IRS EUR 2.38000 12/31/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$7.33K |
| CDX EM44 ICE | 1 | 1 | 0 | 0.00% | -$20.11K |
| IRS EUR 2.46000 03/13/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$23.01K |
| SAUDI ARABIA GOVT EM SP JPM | 1 | 1 | 0 | 0.00% | -$40.63K |
| RFR USD SOFR/3.75000 09/17/25-7Y LCH | 1 | 1 | 0 | 0.00% | $200.00K |
| IRS EUR 2.22000 01/08/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$18.29K |
| INF SWAP US IT 2.6075 07/28/25-10Y LCH | 1 | 1 | 0 | 0.00% | $3.42K |
| RFR USD SOFR/3.75000 12/17/25-7Y LCH | 1 | 1 | 0 | 0.00% | $227.50K |
| IRS EUR 2.50000 03/18/26-5Y LCH | 1 | 1 | 0 | 0.00% | -$79.37K |
| RFR USD SOFR/3.75000 12/18/24-7Y LCH | 1 | 1 | 0 | 0.00% | $179.52K |
| INF SWAP US IT 2.48 10/29/25-10Y LCH | 1 | 1 | 0 | -0.01% | $12.97K |
| ZCS BRL 13.9271 05/08/25-01/04/27 CME | 2 | 2 | 0 | -0.01% | -$96.78K |
| RFR USD SOFR/3.75000 09/17/25-5Y LCH | 1 | 1 | 0 | -0.01% | $283.11K |
| ZCS BRL 13.32 05/08/25-01/02/29 CME | 2 | 2 | 0 | -0.01% | -$190.17K |
| 317UAUZA5 PIMCO SWAPTION 3.56 PUT USD 20260428 | -23,200,000 | -23,200,000 | 0 | -0.01% | -$22.99K |
| ZCS BRL 13.245 09/02/25-01/02/29 CME | 1 | 1 | 0 | -0.01% | -$318.39K |
| ZCS BRL 13.3 12/18/25-01/02/29 CME | 1 | 1 | 0 | -0.01% | -$285.30K |
| RFR USD SOFR/4.0535* 09/02/25-27Y* LCH | 2 | 2 | 0 | -0.02% | $92.22K |
| IRS AUD 4.50000 06/18/25-10Y LCH | 1 | 1 | 0 | -0.02% | -$272.96K |
| RFR GBP SONIO/4.00000 09/17/25-10Y LCH | 1 | 1 | 0 | -0.02% | -$672.53K |
| RFR USD SOFR/3.75000 12/17/25-5Y LCH | 1 | 1 | 0 | -0.03% | $908.25K |
| RFR USD SOFR/3.16250 08/25/27-1Y LCH | 1 | 1 | 0 | -0.03% | -$539.60K |
| IRS AUD 4.50000 09/20/23-10Y LCH | 1 | 1 | 0 | -0.03% | -$690.62K |
| RFR JPY MUTK/2.50000 12/17/25-30Y LCH | 1 | 1 | 0 | -0.06% | -$505.18K |
| RFR GBP SONIO/3.75000 09/17/25-5Y LCH | 1 | 1 | 0 | -0.13% | -$3.95M |
| RFR USD SOFR/3.50000 09/17/25-30Y LCH | 1 | 1 | 0 | -0.14% | $128.21K |
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.