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 | 102,250,000 | 102,250,000 | 14.20% | $105.70M |
| FNCL 6 6/24 | 0 | 43,980,000 | 43,980,000 | 6.01% | $44.77M |
| PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND | 0 | 4,253,954 | 4,253,954 | 5.61% | $41.75M |
| FNCL 5 4/26 | 0 | 33,800,000 | 33,800,000 | 4.48% | $33.34M |
| FNCL 6 7/25 | 0 | 32,000,000 | 32,000,000 | 4.37% | $32.56M |
| Uniform Mortgage-Backed Security, TBA | 0 | 23,300,000 | 23,300,000 | 3.14% | $23.38M |
| G2SF 4 4/23 | 0 | 15,480,000 | 15,480,000 | 1.95% | $14.50M |
| G2SF 5 5/26 | 0 | 13,840,000 | 13,840,000 | 1.84% | $13.68M |
| FNCL 4 4/26 | 0 | 13,890,000 | 13,890,000 | 1.76% | $13.11M |
| GNMA II TBA 30 YR 3.5 JUMBOS | 0 | 12,900,000 | 12,900,000 | 1.59% | $11.84M |
| G2SF 4.5 4/26 | 0 | 11,040,000 | 11,040,000 | 1.43% | $10.67M |
| U.S. Treasury Bills | 0 | 9,460,000 | 9,460,000 | 1.26% | $9.38M |
| Government National Mortgage Association, TBA | 0 | 6,540,000 | 6,540,000 | 0.88% | $6.57M |
| Government National Mortgage Association, TBA | 0 | 6,450,000 | 6,450,000 | 0.88% | $6.55M |
| Uniform Mortgage-Backed Security, TBA | 0 | 6,410,000 | 6,410,000 | 0.85% | $6.31M |
| LETRA TESOURO NACIONAL BILLS 10/26 0.00000 | 0 | 32,300,000 | 32,300,000 | 0.78% | $5.84M |
| FNCL 5.5 4/26 | 0 | 5,210,000 | 5,210,000 | 0.70% | $5.23M |
| S+P GLOBAL INC | 0 | 4,200,000 | 4,200,000 | 0.56% | $4.20M |
| Global Payments, Inc. | 0 | 4,200,000 | 4,200,000 | 0.56% | $4.20M |
| Phillips 66 | 0 | 4,200,000 | 4,200,000 | 0.56% | $4.19M |
| ERAC USA FINANCE LLC | 0 | 4,100,000 | 4,100,000 | 0.55% | $4.09M |
| Uniform Mortgage-Backed Security, TBA | 0 | 3,970,000 | 3,970,000 | 0.51% | $3.83M |
| LETRA TESOURO NACIONAL BILLS 07/26 0.00000 | 0 | 19,700,000 | 19,700,000 | 0.49% | $3.68M |
| HCA, Inc. | 0 | 3,500,000 | 3,500,000 | 0.47% | $3.49M |
| KEURIG DR PEPPER | 0 | 2,200,000 | 2,200,000 | 0.29% | $2.19M |
| FNCL 4 6/24 | 0 | 2,300,000 | 2,300,000 | 0.29% | $2.17M |
| FNCL 3 6/24 | 0 | 1,870,000 | 1,870,000 | 0.22% | $1.64M |
| U.S. Treasury Bills | 0 | 1,100,000 | 1,100,000 | 0.15% | $1.10M |
| U.S. Treasury Bills | 0 | 1,100,000 | 1,100,000 | 0.15% | $1.10M |
| HCA INC CP 0% 04/22/2026 | 0 | 1,000,000 | 1,000,000 | 0.13% | $997.39K |
| HCA INC CP 0% 05/13/2026 | 0 | 900,000 | 900,000 | 0.12% | $895.29K |
| Takeoff Merger Sub, Inc. | 0 | 800,000 | 800,000 | 0.11% | $795.00K |
| EURO-OAT FUTURE JUN26 | 0 | -175 | -175 | 0.10% | $760.91K |
| WELLS FARGO CO | 0 | 700,000 | 700,000 | 0.09% | $694.39K |
| U.S. Treasury Bills | 0 | 600,000 | 600,000 | 0.08% | $594.92K |
| YI4360503 NIGERIA OMO BILL | 0 | 786,600,000 | 786,600,000 | 0.07% | $494.39K |
| TURKIYE CENTR BANK BILL BILLS 04/26 0.00000 | 0 | 22,000,000 | 22,000,000 | 0.07% | $491.38K |
| BONOS DE TESORERIA SR UNSECURED 08/32 6.15 | 0 | 1,500,000 | 1,500,000 | 0.06% | $450.78K |
| Sanders Re III Ltd., Series A | 0 | 400,000 | 400,000 | 0.05% | $404.60K |
| TITULOS DE TESORERIA BONDS 10/34 7.25 | 0 | 1,896,800,000 | 1,896,800,000 | 0.05% | $363.57K |
| REPUBLIC OF COLOMBIA SR UNSECURED 06/45 5 | 0 | 500,000 | 500,000 | 0.05% | $360.06K |
| IRS EUR 3.00000 09/16/26-30Y LCH | 0 | 1 | 1 | 0.05% | $356.79K |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/35 6 | 0 | 1,200,000 | 1,200,000 | 0.05% | $352.11K |
| YI4360438 NIGERIA OMO BILL | 0 | 449,400,000 | 449,400,000 | 0.04% | $283.32K |
| Mayflower Re Ltd., Series B | 0 | 250,000 | 250,000 | 0.03% | $253.25K |
| Mayflower Re Ltd., Series A | 0 | 250,000 | 250,000 | 0.03% | $252.42K |
| Citrus Re Ltd., Series A | 0 | 250,000 | 250,000 | 0.03% | $250.00K |
| CAPE LOOKOUT RE LTD | 0 | 250,000 | 250,000 | 0.03% | $250.00K |
| YI4360529 NIGERIA OMO BILL | 0 | 329,300,000 | 329,300,000 | 0.03% | $206.34K |
| 317UBRFA3 PIMCO FPPSWAPTION 4.296 CALL USD | 0 | 2,300,000 | 2,300,000 | 0.02% | $182.22K |
| 317UBQXA5 PIMCO FPPSWAPTION 4.296 PUT USD | 0 | 2,300,000 | 2,300,000 | 0.02% | $135.48K |
| EURO STOXX 50 Index | 0 | -54 | -54 | 0.02% | $112.66K |
| RFR USD SOFR/3.75000 09/16/26-10Y LCH | 0 | 1 | 1 | 0.01% | $104.87K |
| U.S. Treasury Bill | 0 | 100,000 | 100,000 | 0.01% | $98.89K |
| BONOS TESORERIA PESOS BONDS 144A REGS 10/29 5.8 | 0 | 85,000,000 | 85,000,000 | 0.01% | $93.45K |
| CDX HY46 5Y ICE | 0 | 1 | 1 | 0.01% | $84.28K |
| BONOS TESORERIA PESOS UNSECURED 144A REGS 09/30 4.7 | 0 | 70,000,000 | 70,000,000 | 0.01% | $74.04K |
| 31750SIS6 PIMCO CDSOPT PUT USD 96.58984375 202 | 0 | 8,600,000 | 8,600,000 | 0.01% | $72.12K |
| Three Month SONIA Index Futures | 0 | 124 | 124 | 0.01% | $57.29K |
| 31750SIK3 PIMCO CDSOPT PUT USD 0.8 20260617 | 0 | 23,000,000 | 23,000,000 | 0.01% | $55.10K |
| RFR USD SOFR/3.50000 06/17/26-7Y LCH | 0 | 1 | 1 | 0.01% | $48.37K |
| 31750SKZ7 PIMCO CDSOPT PUT USD 99.09765625 202 | 0 | 36,000,000 | 36,000,000 | 0.00% | $31.20K |
| 31750SEV3 PIMCO FXVAN PUT USD BRL 5.12000000 | 0 | 0 | 0 | 0.00% | $27.49K |
| 317UC1RA6 PIMCO SWAPTION 4.75 PUT USD 20260904 | 0 | 10,700,000 | 10,700,000 | 0.00% | $25.52K |
| RFR USD SOFR/3.75000 06/17/26-10Y LCH | 0 | 1 | 1 | 0.00% | $21.54K |
| 317UC7LA9 PIMCO SWAPTION 3.651 CALL USD 202606 | 0 | 0 | 0 | 0.00% | $16.08K |
| 317UC76A6 PIMCO SWAPTION 4.0325 PUT USD 202605 | 0 | 3,300,000 | 3,300,000 | 0.00% | $14.66K |
| 317UC0UA4 PIMCO SWAPTION 3.3 CALL USD 20260602 | 0 | 4,800,000 | 4,800,000 | 0.00% | $10.90K |
| FTSE 100 Index | 0 | -8 | -8 | 0.00% | $10.37K |
| 3 Month Euro Euribor Future | 0 | -5 | -5 | 0.00% | $9.17K |
| RFR USD SOFR/3.74800 03/03/26-10Y LCH | 0 | 2 | 2 | 0.00% | $7.62K |
| 317UBKMA0 PIMCO SWAPTION 3.4625 CALL USD 20260 | 0 | 5,000,000 | 5,000,000 | 0.00% | $4.08K |
| 317UC8DA6 PIMCO SWAPTION 3.599 CALL USD 202606 | 0 | -100,000 | -100,000 | 0.00% | $3.84K |
| RFR USD SOFR/3.75000 03/18/26-7Y LCH | 0 | 1 | 1 | 0.00% | $3.46K |
| 31750SJW6 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $3.45K |
| 31750SBB0 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $1.62K |
| IRS CLP 4.59000 01/09/26-4Y* CME | 0 | 1 | 1 | 0.00% | $1.13K |
| 31750SCK9 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $1.07K |
| IRS CLP 4.71000 01/14/26-5Y* CME | 0 | 1 | 1 | 0.00% | $1.05K |
| 317UBSFA1 PIMCO SWAPTION 3.449 CALL USD 202604 | 0 | 6,400,000 | 6,400,000 | 0.00% | $45 |
| 317UC6EA9 PIMCO SWAPTION 3.62 CALL USD 2026042 | 0 | -200,000 | -200,000 | 0.00% | -$250 |
| 317UC4YA2 PIMCO SWAPTION 3.6 CALL USD 20260416 | 0 | -500,000 | -500,000 | 0.00% | -$446 |
| 31750SCV5 PIMCO CDSOPT PUT USD 103.53125000 20 | 0 | -1,100,000 | -1,100,000 | 0.00% | -$1.12K |
| 317UC6DA0 PIMCO SWAPTION 3.9 PUT USD 20260420 | 0 | -200,000 | -200,000 | 0.00% | -$1.13K |
| 317UC9LA5 PIMCO SWAPTION 4.095 PUT USD 2026040 | 0 | -4,100,000 | -4,100,000 | 0.00% | -$1.32K |
| 31750SEW1 PIMCO FXVAN CALL USD BRL 5.70000000 | 0 | -1,180,000 | -1,180,000 | 0.00% | -$1.34K |
| 317UC8QA2 PIMCO SWAPTION 4.055 PUT USD 2026042 | 0 | -600,000 | -600,000 | 0.00% | -$1.67K |
| 317UC8RA1 PIMCO SWAPTION 3.695 CALL USD 202604 | 0 | -600,000 | -600,000 | 0.00% | -$1.73K |
| CDX ITRAXX MAIN44 5Y ICE | 0 | 1 | 1 | 0.00% | -$2.08K |
| IRS EUR 2.50000 09/16/26-5Y LCH | 0 | 1 | 1 | 0.00% | -$2.35K |
| 317UC4XA3 PIMCO SWAPTION 3.9 PUT USD 20260416 | 0 | -500,000 | -500,000 | 0.00% | -$2.61K |
| 317UCAAA4 PIMCO SWAPTION 3.889 PUT USD 2026043 | 0 | -300,000 | -300,000 | 0.00% | -$4.61K |
| CDX ITRAXX MAIN45 5Y ICE | 0 | 1 | 1 | 0.00% | -$4.87K |
| 31750SOX8 PIMCO CDSOPT PUT USD 96.10156250 202 | 0 | -3,800,000 | -3,800,000 | 0.00% | -$8.20K |
| 31750SC52 PIMCO CDSOPT PUT USD 102.32812500 20 | 0 | -2,200,000 | -2,200,000 | 0.00% | -$9.12K |
| 31750SNE1 PIMCO CDSOPT CALL USD 94.81250000 20 | 0 | -5,100,000 | -5,100,000 | 0.00% | -$16.50K |
| 317UC75A7 PIMCO SWAPTION 3.7325 CALL USD 20260 | 0 | -3,800,000 | -3,800,000 | 0.00% | -$18.28K |
| 31750SKX2 PIMCO CDSOPT CALL USD 0.55 20260617 | 0 | -34,900,000 | -34,900,000 | 0.00% | -$18.40K |
| 317UBKLA1 PIMCO SWAPTION 3.7625 PUT USD 202604 | 0 | -5,600,000 | -5,600,000 | 0.00% | -$20.81K |
| 31750SKH7 PIMCO CDSOPT CALL USD 102.31250000 2 | 0 | -7,400,000 | -7,400,000 | 0.00% | -$20.88K |
| IRS AUD 5.00000 09/16/26-10Y LCH | 0 | 1 | 1 | 0.00% | -$26.94K |
| 317UC62A2 PIMCO SWAPTION 3.7825 PUT USD 202606 | 0 | -100,000 | -100,000 | 0.00% | -$29.15K |
| RFR USD SOFR/4.00000 03/18/26-30Y LCH | 0 | 1 | 1 | 0.00% | -$29.25K |
| ZCS BRL 13.015 01/27/26-01/02/31 CME | 0 | 1 | 1 | 0.00% | -$29.83K |
| ZCS BRL 12.82 01/27/26-01/02/29 CME | 0 | 1 | 1 | -0.01% | -$37.94K |
| OIS CAD CAONREPO/3.0000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.01% | -$44.56K |
| 31750SOZ3 PIMCO CDSOPT CALL USD 97.37500000 20 | 0 | -10,800,000 | -10,800,000 | -0.01% | -$45.24K |
| 31750SNB7 PIMCO CDSOPT PUT USD 101.37500000 20 | 0 | -16,000,000 | -16,000,000 | -0.01% | -$57.91K |
| 317UBYBA2 PIMCO SWAPTION 3.967 PUT USD 2026050 | 0 | -14,500,000 | -14,500,000 | -0.01% | -$58.99K |
| 317UC0TA6 PIMCO SWAPTION 3.6 PUT USD 20260602 | 0 | -5,800,000 | -5,800,000 | -0.01% | -$83.00K |
| RFR JPY MUTK/2.00000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.03% | -$197.45K |
| RFR GBP SONIO/4.00000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.06% | -$460.52K |
| EURO-BUND FUTURE JUN26 | 0 | 169 | 169 | -0.08% | -$612.01K |
| CDX IG46 5Y ICE | 0 | 1 | 1 | -0.10% | -$729.81K |
| IRS EUR 2.75000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.10% | -$757.45K |
| FNCL 2 5/26 | 0 | -9,600,000 | -9,600,000 | -1.04% | -$7.73M |
| Uniform Mortgage-Backed Security, TBA | 0 | -12,900,000 | -12,900,000 | -1.46% | -$10.84M |
| G2SF 3 4/26 | 0 | -12,900,000 | -12,900,000 | -1.55% | -$11.52M |
| Uniform Mortgage-Backed Security, TBA | 0 | -18,030,000 | -18,030,000 | -2.22% | -$16.49M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FNCL 6 3/24 | 70,940,000 | 0 | -70,940,000 | 0.00% | -$72.81M |
| Uniform Mortgage-Backed Security, TBA | 58,000,000 | 0 | -58,000,000 | 0.00% | -$60.29M |
| Uniform Mortgage-Backed Security, TBA | 44,250,000 | 0 | -44,250,000 | 0.00% | -$46.04M |
| Uniform Mortgage-Backed Security, TBA | 30,070,000 | 0 | -30,070,000 | 0.00% | -$29.96M |
| Uniform Mortgage-Backed Security, TBA | 23,300,000 | 0 | -23,300,000 | 0.00% | -$23.61M |
| Government National Mortgage Association, TBA | 15,480,000 | 0 | -15,480,000 | 0.00% | -$14.62M |
| FNMA POOL BZ5550 FN 12/32 FIXED 4.3 | 14,400,000 | 0 | -14,400,000 | 0.00% | -$14.36M |
| G2SF 5 1/26 | 13,840,000 | 0 | -13,840,000 | 0.00% | -$13.81M |
| Government National Mortgage Association, TBA | 12,900,000 | 0 | -12,900,000 | 0.00% | -$11.74M |
| Uniform Mortgage-Backed Security, TBA | 12,290,000 | 0 | -12,290,000 | 0.00% | -$11.65M |
| Government National Mortgage Association, TBA | 11,040,000 | 0 | -11,040,000 | 0.00% | -$10.75M |
| LETRA TESOURO NACIONAL BILLS 04/26 0.00000 | 49,200,000 | 0 | -49,200,000 | 0.00% | -$8.69M |
| Uniform Mortgage-Backed Security, TBA | 7,870,000 | 0 | -7,870,000 | 0.00% | -$7.68M |
| G2SF 5.5 1/25 | 6,540,000 | 0 | -6,540,000 | 0.00% | -$6.60M |
| Government National Mortgage Association, TBA | 6,450,000 | 0 | -6,450,000 | 0.00% | -$6.57M |
| FNCL 6 1/26 | 5,040,000 | 0 | -5,040,000 | 0.00% | -$5.18M |
| FNMA POOL BM7581 FN 09/31 VARIABLE | 4,900,000 | 0 | -4,900,000 | 0.00% | -$5.00M |
| MEX BONOS DESARR FIX RT BONDS 03/29 8.5 | 88,600,000 | 0 | -88,600,000 | 0.00% | -$4.97M |
| SOUTHERN CALIFORNIA EDISON CO CP 0% 01/05/2026 | 4,000,000 | 0 | -4,000,000 | 0.00% | -$4.00M |
| ALIMENTATION COUCHE-TARD INC YCP 0% 01/01/2026 | 3,950,000 | 0 | -3,950,000 | 0.00% | -$3.94M |
| BONOS TESORERIA PESOS BONDS 144A REGS 10/28 5 | 2,435,000,000 | 0 | -2,435,000,000 | 0.00% | -$2.76M |
| FNMA POOL BM7579 FN 10/29 VARIABLE | 2,500,000 | 0 | -2,500,000 | 0.00% | -$2.52M |
| FNMA POOL BS9867 FN 11/30 FIXED 5.3 | 2,200,000 | 0 | -2,200,000 | 0.00% | -$2.30M |
| U.S. Treasury Bills | 2,101,000 | 0 | -2,101,000 | 0.00% | -$2.08M |
| POLAND GOVERNMENT BOND BONDS 07/29 4.75 | 7,130,000 | 0 | -7,130,000 | 0.00% | -$2.02M |
| BACARDI MARTINI DISC 01/29/26 0.00000000 | 1,800,000 | 0 | -1,800,000 | 0.00% | -$1.79M |
| FNMA POOL BZ2582 FN 12/29 FIXED 4.3 | 1,704,000 | 0 | -1,704,000 | 0.00% | -$1.72M |
| FNCL 3 2/26 | 1,870,000 | 0 | -1,870,000 | 0.00% | -$1.65M |
| FNMA POOL BS9669 FN 10/28 FIXED 4.72 | 1,400,000 | 0 | -1,400,000 | 0.00% | -$1.43M |
| AG TRUST AG 2024 NLP A 144A | 1,282,947 | 0 | -1,282,947 | 0.00% | -$1.29M |
| FNMA POOL BZ1029 FN 06/29 FIXED 4.93 | 1,100,000 | 0 | -1,100,000 | 0.00% | -$1.13M |
| FNMA POOL BS9613 FN 10/28 FIXED 4.77 | 900,000 | 0 | -900,000 | 0.00% | -$919.74K |
| PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD 2021-1 PAIA 2021-1A A1AR | 900,000 | 0 | -900,000 | 0.00% | -$900.67K |
| FNMA POOL BZ2331 FN 08/30 FIXED 4.86 | 800,000 | 0 | -800,000 | 0.00% | -$822.07K |
| VERUS SECURITIZATION TRUST VERUS 2023 2 A1 144A | 772,279 | 0 | -772,279 | 0.00% | -$772.40K |
| BANK NOVA SCOTIA | 700,000 | 0 | -700,000 | 0.00% | -$729.68K |
| CAIRN CLO BV CRNCL 2018 10A AR 144A | 420,427 | 0 | -420,427 | 0.00% | -$494.45K |
| U.S. Treasury Bills | 274,000 | 0 | -274,000 | 0.00% | -$273.71K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARV 144A | 275,626 | 0 | -275,626 | 0.00% | -$273.59K |
| FUT. EUR FOAT MAR26 | -133 | 0 | 133 | 0.00% | -$174.92K |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2023-3 7.13% 01/26/2032 144A | 157,230 | 0 | -157,230 | 0.00% | -$157.49K |
| EURO STOXX 50 Mar26 | 121 | 0 | -121 | 0.00% | -$108.14K |
| 317UBDPA3 PIMCO SWAPTION 3.407 CALL USD 202603 | 7,600,000 | 0 | -7,600,000 | 0.00% | -$26.51K |
| FTSE 100 IDX FUT Mar26 | 18 | 0 | -18 | 0.00% | -$26.50K |
| 317UAQQA4 PIMCO SWAPTION 3.7505 PUT USD 202610 | 39,400,000 | 0 | -39,400,000 | 0.00% | -$24.56K |
| OIS MXN TIIE1/7.01100 10/20/25-3Y* CME | 1 | 0 | -1 | 0.00% | -$24.23K |
| 317UAM5A6 PIMCO SWAPTION 3.23 CALL USD 2026033 | 4,700,000 | 0 | -4,700,000 | 0.00% | -$13.38K |
| OIS MXN TIIE1/8.74000 03/19/25-10Y* CME | 1 | 0 | -1 | 0.00% | -$10.27K |
| 31750RZZ3 PIMCO FXVAN PUT USD BRL 5.12000000 | 0 | 0 | 0 | 0.00% | -$6.66K |
| 31750RZW0 PIMCO FXVAN PUT USD KRW 1385.0000000 | 0 | 0 | 0 | 0.00% | -$5.25K |
| U.S. Treasury Bills | 5,000 | 0 | -5,000 | 0.00% | -$4.98K |
| Octane Receivables Trust, Series 2023-1A, Class A | 824 | 0 | -824 | 0.00% | -$825 |
| 317UA3NA8 PIMCO SWAPTION 4.75 PUT USD 20260218 | 13,100,000 | 0 | -13,100,000 | 0.00% | -$83 |
| 317UAN5A4 PIMCO SWAPTION 3.1885 CALL USD 20260 | 3,900,000 | 0 | -3,900,000 | 0.00% | -$0 |
| RFR USD SOFR/3.91900 01/14/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.23900 08/10/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/4.48500 08/09/35-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/4.25500 08/05/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/4.18600 02/09/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.92750 01/20/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.22200 08/06/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.68850 01/06/26-7Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.70700 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 | -700,000 | 0 | 700,000 | 0.00% | $0 |
| 317UAN4A5 PIMCO SWAPTION 3.6885 PUT USD 202601 | -4,400,000 | 0 | 4,400,000 | 0.00% | $30 |
| 317UBA6A0 PIMCO SWAPTION 3.625 CALL USD 202601 | -600,000 | 0 | 600,000 | 0.00% | $54 |
| 317UBA5A1 PIMCO SWAPTION 3.925 PUT USD 2026010 | -600,000 | 0 | 600,000 | 0.00% | $119 |
| 317UB9UA6 PIMCO SWAPTION 3.86 PUT USD 20260105 | -700,000 | 0 | 700,000 | 0.00% | $133 |
| 317UBCLA9 PIMCO SWAPTION 3.6475 CALL USD 20260 | -500,000 | 0 | 500,000 | 0.00% | $346 |
| 317UBC4A8 PIMCO SWAPTION 3.639 CALL USD 202601 | -1,400,000 | 0 | 1,400,000 | 0.00% | $357 |
| 317UBCKA0 PIMCO SWAPTION 3.9275 PUT USD 202601 | -500,000 | 0 | 500,000 | 0.00% | $401 |
| 317UBEXA2 PIMCO SWAPTION 3.622 CALL USD 202601 | -500,000 | 0 | 500,000 | 0.00% | $683 |
| IRS CLP 4.58000 09/12/25-3Y* CME | 1 | 0 | -1 | 0.00% | $727 |
| 317UBC3A9 PIMCO SWAPTION 3.919 PUT USD 2026011 | -1,400,000 | 0 | 1,400,000 | 0.00% | $887 |
| 317UBEWA3 PIMCO SWAPTION 3.882 PUT USD 2026012 | -500,000 | 0 | 500,000 | 0.00% | $1.48K |
| 317UB80A1 PIMCO SWAPTION 4.066 PUT USD 2026020 | -14,900,000 | 0 | 14,900,000 | 0.00% | $5.67K |
| 31750S8M0 PIMCO CDSOPT PUT USD 0.525 20260218 | -5,900,000 | 0 | 5,900,000 | 0.00% | $6.18K |
| IRS PLN 4.13600 09/30/25-4Y* CME | 1 | 0 | -1 | 0.00% | $8.07K |
| 31750RZX8 PIMCO FXVAN CALL USD BRL 5.64000000 | -1,310,000 | 0 | 1,310,000 | 0.00% | $10.21K |
| OIS MXN TIIE1/9.39000 12/12/25-9Y* CME | 1 | 0 | -1 | 0.00% | $24.04K |
| 31750S4Q5 PIMCO CDSOPT CALL USD 0.525 20260218 | -26,500,000 | 0 | 26,500,000 | 0.00% | $39.56K |
| OIS MXN TIIE1+24/9.4300 12/25/25-9Y* CME | 1 | 0 | -1 | 0.00% | $41.35K |
| IRS ZAR 7.20500 08/26/25-6Y* CME | 1 | 0 | -1 | 0.00% | $59.71K |
| OIS MXN TIIE1/9.00000 12/24/24-4Y* CME | 1 | 0 | -1 | 0.00% | $81.30K |
| 31750S3C7 PIMCO CDSOPT CALL USD 0.525 20260121 | -40,820,000 | 0 | 40,820,000 | 0.00% | $86.47K |
| FUT. EURO-BUND EUX MAR26 | 119 | 0 | -119 | 0.00% | $247.36K |
| CDX IG44 5Y ICE | 1 | 0 | -1 | 0.00% | $276.66K |
| SWOP CDX IG45 (V1 ONLY) 5Y SP | 1 | 0 | -1 | 0.00% | $801.85K |
| FNCL 2 1/26 | -9,600,000 | 0 | 9,600,000 | 0.00% | $7.76M |
| Uniform Mortgage-Backed Security, TBA | -12,900,000 | 0 | 12,900,000 | 0.00% | $10.91M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 30YR TBA FEB | -12,900,000 | 0 | 12,900,000 | 0.00% | $11.58M |
| FNCL 3.5 2/26 | -25,270,000 | 0 | 25,270,000 | 0.00% | $23.28M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| TITULOS DE TESORERIA BONDS 01/35 11.75 | 3,809,900,000 | 18,341,300,000 | 14,531,400,000 | 0.61% | $3.61M |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7 | 7,500,000 | 8,800,000 | 1,300,000 | 0.37% | $224.58K |
| REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875 | 38,200,000 | 39,800,000 | 1,600,000 | 0.31% | -$95.72K |
| RFR USD SOFR/4.11000 08/25/27-30Y LCH | 1 | 27,000,001 | 27,000,000 | 0.22% | $1.64M |
| U.S. Treasury Bills | 300,000 | 400,000 | 100,000 | 0.05% | $102.39K |
| RFR USD SOFR/4.52000 08/15/35-10Y LCH | 0 | 5,800,000 | 5,800,000 | 0.04% | $321.23K |
| TITULOS DE TESORERIA SR UNSECURED 04/29 2.25 | 913,402,910 | 932,122,840 | 18,719,930 | 0.03% | $6.49K |
| 31750S7L3 PIMCO CDSOPT PUT USD 0.65 20260520 | 64,900,000 | 81,000,000 | 16,100,000 | 0.02% | $63.74K |
| RFR USD SOFR/4.09300 01/06/27-1Y LCH | 0 | 95,400,000 | 95,400,000 | 0.02% | $145.85K |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 9,511 | 9,603 | 92 | 0.01% | $878 |
| RFR USD SOFR/4.65600 08/22/35-10Y LCH | 0 | 1,400,000 | 1,400,000 | 0.01% | $79.32K |
| RFR USD SOFR/3.74200 03/26/26-7Y LCH | 0 | 1 | 1 | 0.00% | $8.16K |
| RFR USD SOFR/3.32500 08/18/26-10Y LCH | 0 | 800,000 | 800,000 | 0.00% | $2.18K |
| RFR USD SOFR/5.00000 04/01/26-7Y LCH | 0 | 1 | 1 | 0.00% | -$260 |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US ULTRA BOND CBT Sep25 | 132,680,054 | 76,301,032 | -56,379,022 | 9.77% | $83.82M |
| iShares Core S&P 500 ETF | 90,791 | 23,384 | -67,407 | 2.05% | -$46.91M |
| TORO EUROPEAN CLO TCLO 6A AR 144A | 7,155,460 | 5,790,492 | -1,364,968 | 0.90% | -$1.72M |
| FREDDIE MAC FHR 5571 FB | 6,211,743 | 5,969,249 | -242,494 | 0.81% | -$211.77K |
| FREDDIE MAC FHR 5575 FC | 5,172,675 | 4,673,083 | -499,591 | 0.63% | -$493.53K |
| TITULOS DE TESORERIA BONDS 08/29 11 | 17,823,600,000 | 14,483,200,000 | -3,340,400,000 | 0.49% | -$809.12K |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+140 09/25/2055 | 3,545,003 | 3,396,813 | -148,190 | 0.46% | -$151.00K |
| COUNTRYWIDE ASSET-BACKED CERTIFICATES SER 2006-8 CL 2A4 V/R REGD 4.34621000 | 3,681,995 | 3,541,846 | -140,149 | 0.46% | -$133.36K |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+ 09/25/2055 | 3,207,887 | 3,086,357 | -121,530 | 0.42% | -$109.62K |
| FREDDIE MAC FHR 5580 FA | 2,512,029 | 2,413,431 | -98,598 | 0.33% | -$102.69K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 1A | 2,787,920 | 2,715,157 | -72,763 | 0.33% | -$58.95K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL1 A1 144A | 2,606,945 | 2,554,572 | -52,373 | 0.32% | -$59.85K |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+115 08/25/2055 | 2,559,871 | 2,323,067 | -236,803 | 0.31% | -$234.17K |
| COLLEGE AVE STUDENT LOANS CASL 2023 A A1 144A | 2,373,359 | 2,266,569 | -106,790 | 0.31% | -$109.94K |
| Carrington Mortgage Loan Trust Series 2007-FRE1 | 2,434,710 | 2,343,618 | -91,092 | 0.30% | -$109.01K |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R4 M4 | 2,618,719 | 2,201,777 | -416,942 | 0.29% | -$404.83K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 NC2 A2B | 2,850,530 | 2,812,799 | -37,731 | 0.29% | -$42.56K |
| Ellington Financial Mortgage Trust, Series 2022-4, Class A1 | 2,193,572 | 2,074,077 | -119,495 | 0.28% | -$124.14K |
| EART 2024-5A B | 2,000,000 | 1,972,326 | -27,674 | 0.27% | -$27.07K |
| AVON FINANCE AVON 4A A 144A | 1,568,187 | 1,487,942 | -80,245 | 0.26% | -$145.67K |
| HSI Asset Securitization Corp Trust 2006-HE2 | 7,655,224 | 7,589,951 | -65,273 | 0.24% | -$54.94K |
| FREDDIE MAC FHR 5521 AF | 1,810,428 | 1,712,205 | -98,223 | 0.23% | -$91.44K |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE5 A2C | 3,378,748 | 3,345,659 | -33,089 | 0.22% | -$40.20K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC2 A1 144A | 1,739,627 | 1,708,099 | -31,528 | 0.21% | -$28.39K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 56 5A1 | 1,704,338 | 1,663,056 | -41,282 | 0.21% | -$33.74K |
| LUMINENT MORTGAGE TRUST LUM 2006 3 22A1 | 2,433,012 | 2,371,581 | -61,431 | 0.21% | -$56.87K |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM8 A1 144A | 1,631,063 | 1,523,919 | -107,144 | 0.21% | -$115.15K |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1 SER 2023-NQM1 CL A1A V/R REGD 144A P/P 6.86400000 | 1,670,281 | 1,516,987 | -153,294 | 0.21% | -$160.83K |
| CSMC Trust | 1,777,394 | 1,719,079 | -58,315 | 0.21% | -$62.26K |
| U.S. Treasury Bills | 2,076,000 | 1,476,000 | -600,000 | 0.20% | -$581.67K |
| CIM Trust, Series 2023-R4, Class A1 | 1,465,480 | 1,413,871 | -51,609 | 0.19% | -$59.68K |
| FREDDIE MAC REMICS SER 5513 CL MF V/R 5.01180000 | 1,541,029 | 1,372,015 | -169,014 | 0.19% | -$166.60K |
| FN MA5420 | 1,474,485 | 1,372,401 | -102,083 | 0.19% | -$115.71K |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 4 2A1 | 1,437,116 | 1,412,078 | -25,039 | 0.19% | -$16.42K |
| FREDDIE MAC POOL UMBS P#SL2469 5.50000000 | 1,365,755 | 1,342,346 | -23,409 | 0.18% | -$35.82K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL2 A1 144A | 1,440,877 | 1,415,528 | -25,349 | 0.17% | -$32.60K |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER Q034 CL APT2 V/R 2.90299700 | 1,271,368 | 1,211,541 | -59,827 | 0.16% | -$60.55K |
| PRPM 2023-RCF1 LLC SER 2023-RCF1 CL A1 V/R REGD 144A P/P 4.00000000 | 1,235,296 | 1,184,702 | -50,594 | 0.16% | -$53.68K |
| DEUTSCHE ALT-A SECURITIES MORTGAGE LOAN TRUST SERIES SER 2007-3 CL 2A1 V/R REGD 5.56876000 | 1,531,266 | 1,484,357 | -46,909 | 0.16% | -$31.25K |
| FREDDIE MAC POOL UMBS P#RJ4826 5.50000000 | 1,149,873 | 1,126,774 | -23,099 | 0.15% | -$33.34K |
| Mastr Asset Backed Securities Trust 2006-NC3 | 2,402,961 | 2,370,748 | -32,213 | 0.15% | -$29.26K |
| SMB Private Education Loan Trust, Series 2021-A, Class A2A1 | 1,203,246 | 1,135,800 | -67,446 | 0.15% | -$66.64K |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OA3 2A | 1,194,550 | 1,175,439 | -19,110 | 0.15% | -$12.49K |
| FNMA POOL DA0413 FN 02/54 FIXED 6.5 | 1,008,659 | 1,005,956 | -2,703 | 0.14% | -$4.33K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A2B | 2,827,452 | 2,798,552 | -28,900 | 0.14% | -$24.24K |
| FNMA, Series 2024-77, Class FM | 1,242,272 | 1,034,029 | -208,242 | 0.14% | -$207.65K |
| MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 2 A2 | 1,978,660 | 1,957,811 | -20,849 | 0.13% | -$21.38K |
| FNMA POOL BM5807 FN 04/48 FIXED VAR | 1,079,097 | 1,058,869 | -20,228 | 0.13% | -$28.11K |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-A SMB 2021-A APT1 | 1,132,046 | 1,068,591 | -63,455 | 0.13% | -$55.89K |
| FG G18659 | 1,065,339 | 997,905 | -67,434 | 0.13% | -$71.72K |
| VERUS SECURITIZATION TRUST VERUS 2023 7 A1 144A | 1,047,699 | 933,516 | -114,183 | 0.13% | -$121.17K |
| Freddie Mac REMICS | 1,089,892 | 931,692 | -158,200 | 0.13% | -$159.33K |
| CARLYLE EURO CLO CGMSE 2019 2A A1R 144A | 1,372,379 | 805,016 | -567,363 | 0.13% | -$683.35K |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 8 A 144A | 1,199,607 | 927,147 | -272,460 | 0.12% | -$274.62K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA1 A3 | 1,048,225 | 1,035,720 | -12,505 | 0.12% | -$9.22K |
| MFRA TRUST MFRA 2023 NQM2 A1 144A | 959,269 | 929,176 | -30,094 | 0.12% | -$28.98K |
| VERUS SECURITIZATION TRUST VERUS 2022 2 A1 144A | 982,118 | 950,785 | -31,333 | 0.12% | -$31.58K |
| CROSS MORTGAGE TRUST CROSS 2023 H1 A1 144A | 986,865 | 911,835 | -75,031 | 0.12% | -$78.43K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A2C | 1,996,176 | 1,979,537 | -16,639 | 0.12% | -$14.49K |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3B | 3,751,883 | 3,722,612 | -29,271 | 0.12% | -$20.50K |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM3 A1 144A | 888,262 | 849,760 | -38,503 | 0.11% | -$41.16K |
| NovaStar Mortgage Funding Trust Series 2006-3 | 1,850,485 | 1,839,518 | -10,967 | 0.11% | -$14.67K |
| MFRA TRUST MFRA 2023 INV2 A1 144A | 836,580 | 808,865 | -27,716 | 0.11% | -$31.22K |
| GSAMP TRUST GSAMP 2007 NC1 A1 | 1,537,189 | 1,521,000 | -16,189 | 0.11% | -$17.43K |
| FREDDIE MAC POOL UMBS P#RJ4828 5.50000000 | 769,686 | 756,990 | -12,696 | 0.10% | -$19.12K |
| Freddie Mac REMICS | 867,420 | 759,148 | -108,271 | 0.10% | -$109.56K |
| PHH Alternative Mortgage Trust Series 2007-1 | 1,071,275 | 1,036,478 | -34,797 | 0.10% | -$28.63K |
| NSLT 2021-CA AFL 144A FRN 04-20-62 | 793,231 | 727,497 | -65,735 | 0.10% | -$67.38K |
| Government National Mortgage Association | 660,834 | 631,849 | -28,985 | 0.09% | -$24.65K |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC6 M3 | 696,917 | 638,046 | -58,870 | 0.09% | -$58.21K |
| SoFi Professional Loan Program Trust, Series 2020-A, Class A2FX | 711,864 | 656,649 | -55,214 | 0.09% | -$54.26K |
| REPUBLIC OF COLOMBIA SR UNSECURED 11/54 8.375 | 900,000 | 600,000 | -300,000 | 0.08% | -$335.87K |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 10 2A1 | 790,505 | 787,782 | -2,723 | 0.08% | $1.87K |
| SMB Private Education Loan Trust, Series 2022-A, Class APT | 634,214 | 600,137 | -34,077 | 0.08% | -$35.82K |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM4 A1 144A | 602,817 | 558,427 | -44,390 | 0.07% | -$46.34K |
| FED HM LN PC POOL Q53756 FG 01/48 FIXED 4 | 591,849 | 579,598 | -12,251 | 0.07% | -$16.93K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 24CB A7 | 1,090,277 | 1,072,888 | -17,388 | 0.07% | -$8.12K |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM5 A1A 144A | 604,508 | 544,704 | -59,804 | 0.07% | -$62.74K |
| GLS Auto Select Receivables Trust, Series 2023-1A, Class A3 | 716,293 | 530,407 | -185,886 | 0.07% | -$188.35K |
| VERUS SECURITIZATION TRUST VERUS 2023 5 A1 144A | 582,768 | 526,730 | -56,038 | 0.07% | -$58.33K |
| Freddie Mac REMICS | 545,689 | 521,470 | -24,219 | 0.07% | -$23.21K |
| ARGENT SECURITIES INC. ARSI 2006 W5 A2D | 1,981,710 | 1,963,761 | -17,949 | 0.07% | -$20.15K |
| WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA3 3A1 | 668,009 | 579,755 | -88,254 | 0.07% | -$73.30K |
| Lehman XS Trust Series 2006-18N | 506,941 | 488,798 | -18,143 | 0.07% | -$13.27K |
| BLACK DIAMOND CLO LTD BLACK 2019 1A A1R 144A | 657,110 | 425,359 | -231,751 | 0.07% | -$281.08K |
| REPUBLIC OF ECUADOR SR UNSECURED REGS 07/30 0.0000 | 600,000 | 540,000 | -60,000 | 0.06% | -$61.54K |
| SMB Private Education Loan Trust, Series 2021-D, Class A1A | 509,964 | 464,828 | -45,136 | 0.06% | -$42.79K |
| FNMA POOL FS8455 FN 08/53 FIXED VAR | 425,133 | 417,180 | -7,953 | 0.06% | -$11.98K |
| FNMA POOL DA9329 FN 01/54 FIXED 6.5 | 495,034 | 397,336 | -97,698 | 0.06% | -$103.36K |
| CIM Trust, Series 2023-I2, Class A1 | 436,515 | 411,787 | -24,728 | 0.06% | -$26.34K |
| ACHV ABS TRUST ACHV 2024 2PL B 144A | 499,181 | 402,746 | -96,434 | 0.05% | -$98.81K |
| FED HM LN PC POOL QZ5154 FR 10/55 FIXED 6 | 395,544 | 394,149 | -1,395 | 0.05% | -$3.97K |
| FNMA POOL FA0032 FN 12/54 FIXED VAR | 408,646 | 401,930 | -6,716 | 0.05% | -$11.11K |
| FED HM LN PC POOL SI2117 FR 01/54 FIXED 6.5 | 430,554 | 358,076 | -72,478 | 0.05% | -$77.10K |
| HarborView Mortgage Loan Trust, Series 2006-12, Class 1A1A | 440,919 | 435,183 | -5,736 | 0.05% | $6.39K |
| SAGB 7 02/28/31 R213 | 45,760,000 | 6,080,000 | -39,680,000 | 0.05% | -$2.37M |
| FED HM LN PC POOL SL1540 FR 02/55 FIXED 5.5 | 346,406 | 327,053 | -19,352 | 0.04% | -$21.89K |
| Lehman XS Trust, Series 2007-15N | 349,331 | 337,372 | -11,959 | 0.04% | -$12.49K |
| Countrywide Asset-Backed Certificates | 340,917 | 337,314 | -3,603 | 0.04% | -$2.92K |
| FREDDIE MAC POOL FR 01/55 FIXED 5 | 317,827 | 315,395 | -2,432 | 0.04% | -$5.85K |
| Soundview Home Loan Trust 2007-WMC1 | 1,170,119 | 1,166,806 | -3,313 | 0.04% | -$3.21K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 58 A1 | 324,149 | 310,475 | -13,674 | 0.04% | -$12.44K |
| SVHE 07-OPT1 2A1 TSFR1M+19.448 6/37 | 447,738 | 439,951 | -7,787 | 0.04% | -$5.34K |
| SMB Private Education Loan Trust, Series 2023-C, Class A1B | 309,388 | 285,895 | -23,493 | 0.04% | -$23.78K |
| FED HM LN PC POOL V85233 FG 03/49 FIXED 4 | 299,755 | 297,494 | -2,261 | 0.04% | -$4.46K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 12A A1 144A | 300,000 | 285,425 | -14,575 | 0.04% | -$17.48K |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 21 6A3 | 292,653 | 289,386 | -3,266 | 0.04% | -$3.61K |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WMC2 A4 | 529,358 | 527,609 | -1,749 | 0.03% | $31 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2003 4 B1 | 282,982 | 279,326 | -3,657 | 0.03% | -$2.53K |
| NOMURA HOME EQUITY LOAN INC NHELI 2006 AF1 A4 | 1,367,538 | 1,364,138 | -3,400 | 0.03% | -$2.95K |
| NRZT 2020-1A A1B | 268,227 | 257,770 | -10,457 | 0.03% | -$11.77K |
| Northwoods Capital XII-B Ltd., Series 2018-12BA, Class AR | 407,015 | 239,982 | -167,033 | 0.03% | -$167.29K |
| GNMA II POOL MA2391 G2 11/44 FLOATING VAR | 213,820 | 212,208 | -1,612 | 0.03% | -$2.59K |
| ARGENT SECURITIES INC. ARSI 2006 M2 A2B | 654,813 | 652,893 | -1,919 | 0.03% | -$1.60K |
| FREMONT HOME LOAN TRUST FHLT 2005 E 2A4 | 231,460 | 211,610 | -19,850 | 0.03% | -$18.86K |
| Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2007-OA6, Class 1A | 247,697 | 239,807 | -7,889 | 0.03% | -$7.76K |
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A | 514,343 | 176,937 | -337,406 | 0.03% | -$400.08K |
| MASTR Asset-Backed Securities Trust, Series 2006-FRE2, Class A5 | 343,116 | 341,099 | -2,018 | 0.03% | -$2.35K |
| OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2005 5 M1 | 208,809 | 200,752 | -8,058 | 0.03% | -$9.27K |
| Bear Stearns ARM Trust, Series 2003-2, Class A5 | 208,117 | 200,265 | -7,853 | 0.03% | -$7.19K |
| UNTD AIR 24-1 AA | 193,104 | 187,949 | -5,155 | 0.03% | -$7.05K |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 1A A 144A | 181,525 | 157,710 | -23,816 | 0.02% | -$23.97K |
| Hertz Vehicle Financing LLC, Series 2023-1A, Class A | 300,000 | 150,000 | -150,000 | 0.02% | -$150.72K |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2006 E 2A4 | 197,918 | 194,529 | -3,389 | 0.02% | -$5.54K |
| NELNET STUDENT LOAN TRUST NSLT 2023 AA AFX 144A | 139,160 | 127,109 | -12,050 | 0.02% | -$13.49K |
| AMERICAN HOME MORTGAGE INVESTM AHM 2007 2 13A1 | 231,345 | 225,664 | -5,680 | 0.02% | -$6.77K |
| Nelnet Student Loan Trust, Series 2023-AA, Class AFL | 139,160 | 127,109 | -12,050 | 0.02% | -$12.38K |
| CPS Auto Trust Series 2024-D, Class A | 432,221 | 125,276 | -306,944 | 0.02% | -$307.43K |
| GSAA HOME EQUITY TRUST GSAA 2006 9 A2 | 559,689 | 555,098 | -4,592 | 0.01% | -$4.61K |
| FNMA POOL FA0679 FN 02/55 FIXED VAR | 98,447 | 96,730 | -1,717 | 0.01% | -$2.77K |
| FANNIE MAE FNR 2011 17 KS | 970,508 | 932,153 | -38,356 | 0.01% | -$12.54K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 2A | 106,603 | 90,390 | -16,213 | 0.01% | -$14.25K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA7 A1A | 88,359 | 87,693 | -666 | 0.01% | -$325 |
| Morgan Stanley Mortgage Loan Trust 2007-7AX | 301,924 | 298,340 | -3,585 | 0.01% | -$2.07K |
| FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2023 2 A2 144A | 179,738 | 70,930 | -108,808 | 0.01% | -$109.34K |
| FNMA POOL AJ7522 FN 01/27 FIXED 3 | 96,109 | 67,607 | -28,502 | 0.01% | -$28.25K |
| MLCC MORTGAGE INVESTORS INC MLCC 2005 3 5A | 56,251 | 54,390 | -1,860 | 0.01% | -$1.72K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 16CB 1A2 | 85,727 | 84,465 | -1,262 | 0.01% | -$1.53K |
| FREDDIE MAC FHR 3181 PS | 564,019 | 527,667 | -36,352 | 0.01% | -$6.69K |
| UPSTART STRUCTURED PASS THROUG USPTT 2022 2A A 144A | 63,207 | 42,456 | -20,751 | 0.01% | -$20.70K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 69 A1 | 44,981 | 41,838 | -3,143 | 0.01% | -$3.00K |
| Bear Stearns ARM Trust | 40,868 | 36,139 | -4,729 | 0.00% | -$4.69K |
| Bear Stearns ALT-A Trust, Series 2005-10, Class 11A1 | 35,140 | 33,444 | -1,696 | 0.00% | -$945 |
| Long Beach Mortgage Loan Trust, Series 2005-2, Class M5 | 81,278 | 29,704 | -51,574 | 0.00% | -$51.51K |
| BCAP LLC TRUST BCAP 2011 RR4 7A1 144A | 45,212 | 44,733 | -478 | 0.00% | -$941 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 B A1 | 24,886 | 24,697 | -189 | 0.00% | -$92 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A2 2A1 | 29,679 | 29,491 | -188 | 0.00% | -$1.21K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 53T2 2A2 | 37,192 | 35,206 | -1,986 | 0.00% | -$1.75K |
| WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA4 2A1 | 22,017 | 20,455 | -1,562 | 0.00% | -$1.13K |
| IndyMac MBS, Inc. | 24,809 | 23,563 | -1,246 | 0.00% | -$1.29K |
| Merrill Lynch Mortgage Investors Trust, Series MLCC 2003-C | 17,958 | 17,339 | -619 | 0.00% | -$544 |
| FNMA POOL AS5068 FN 06/45 FIXED 3.5 | 17,901 | 17,545 | -357 | 0.00% | -$523 |
| FANNIE MAE FNR 2006 16 SM | 250,784 | 232,190 | -18,594 | 0.00% | -$2.30K |
| FNMA, REMIC, Series 2006-115, Class ES | 12,688 | 11,642 | -1,046 | 0.00% | -$1.38K |
| EUROHOME UK MORTGAGES PLC EHMU 2007 1 A REGS | 20,466 | 9,750 | -10,716 | 0.00% | -$14.68K |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR6 A1A | 13,116 | 12,510 | -605 | 0.00% | -$644 |
| Bear Stearns ARM Trust 2003-6 | 12,085 | 11,779 | -306 | 0.00% | -$293 |
| Bear Stearns ALT-A Trust, Series 2005-4, Class 23A1 | 9,997 | 9,324 | -672 | 0.00% | -$576 |
| COUNTRYWIDE HOME LOANS CWHL 2004 29 2A1 | 8,892 | 8,455 | -438 | 0.00% | -$395 |
| BSARM 2003-1 5A1 | 6,613 | 6,424 | -190 | 0.00% | -$163 |
| MLMBS 2007-1 2A1 | 6,354 | 6,290 | -63 | 0.00% | -$4 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY4 1A1 | 5,389 | 5,285 | -104 | 0.00% | -$49 |
| ARMT 2005-5 2A1 | 5,775 | 4,456 | -1,319 | 0.00% | -$1.22K |
| FREDDIE MAC FHR 3136 NS | 46,232 | 42,079 | -4,153 | 0.00% | -$586 |
| Thornburg Mortgage Securities Trust 2007-3 | 4,020 | 3,545 | -475 | 0.00% | -$470 |
| CSFB 2002-P1A A | 3,213 | 3,077 | -136 | 0.00% | -$125 |
| Banc of America Funding Trust, Series 2004-A, Class 1A3 | 2,808 | 2,738 | -71 | 0.00% | -$59 |
| MASTR Adjustable Rate Mortgages Trust 2006-OA1 | 2,416 | 2,401 | -15 | 0.00% | -$8 |
| Bear Stearns ARM Trust, Series 2003-9, Class 2A1 | 2,407 | 2,377 | -30 | 0.00% | -$21 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR3 A1A | 2,422 | 2,357 | -65 | 0.00% | -$59 |
| SEQUOIA MORTGAGE TRUST SEMT 2007 1 1A1 | 2,556 | 2,484 | -72 | 0.00% | -$51 |
| Bear Stearns ARM Trust, Series 2004-10, Class 13A1 | 1,589 | 1,570 | -19 | 0.00% | -$7 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 1A1 | 1,663 | 1,627 | -36 | 0.00% | -$21 |
| Countrywide Alternative Loan Trust | 1,851 | 1,700 | -150 | 0.00% | -$120 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR18 1A1 | 1,604 | 1,569 | -35 | 0.00% | -$18 |
| Sequoia Mortgage Trust, Series 2005-2, Class A2 | 1,348 | 1,295 | -53 | 0.00% | -$49 |
| GSR Mortgage Loan Trust, Series 2005-AR7, Class 6A1 | 1,253 | 1,237 | -16 | 0.00% | -$5 |
| COUNTRYWIDE HOME LOANS CWHL 2007 HY4 1A1 | 1,087 | 1,056 | -32 | 0.00% | -$17 |
| IndyMac MBS, Inc. | 880 | 838 | -42 | 0.00% | -$38 |
| GSR MORTGAGE LOAN TRUST GSR 2003 2F 3A1 | 320 | 311 | -9 | 0.00% | -$11 |
| Citigroup Mortgage Loan Trust, Inc. | 179 | 175 | -4 | 0.00% | -$4 |
| WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 AR1 1A | 170 | 165 | -5 | 0.00% | -$4 |
| RFR USD SOFR/3.64600 04/17/26-7Y LCH | 0 | -600,000 | -600,000 | 0.00% | -$26.35K |
| 31750S949 PIMCO CDSOPT CALL USD 0.5 20260520 | -73,200,000 | -102,500,000 | -29,300,000 | -0.01% | $77.91K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 | 35,100,000 | 35,100,000 | 0 | 1.42% | -$721.00K |
| US TREASURY N/B | 9,600,000 | 9,600,000 | 0 | 1.29% | -$87.19K |
| RFRF USD SF+26.161/1.2* 9/16/23-28Y* CME | 1 | 1 | 0 | 0.89% | -$123.03K |
| US TREASURY N/B | 6,100,000 | 6,100,000 | 0 | 0.79% | -$73.27K |
| STWD Ltd., Series 2022-FL3, Class AS | 4,500,000 | 4,500,000 | 0 | 0.60% | -$23.09K |
| REPUBLIC OF SOUTH AFRICA BONDS 03/36 6.25 | 67,190,000 | 67,190,000 | 0 | 0.43% | -$277.32K |
| COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR B 144A | 3,200,000 | 3,200,000 | 0 | 0.42% | $38.86K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 AS 144A | 2,900,000 | 2,900,000 | 0 | 0.39% | $3.38K |
| Birch Grove CLO Ltd., Series 19A, Class A1RR | 2,800,000 | 2,800,000 | 0 | 0.38% | -$4.54K |
| RFR USD SOFR/3.50000 06/21/23-10Y LCH | 1 | 1 | 0 | 0.37% | $343.02K |
| CDX ITRAXX XOV44 5Y 35-100% SP MYC | 5 | 5 | 0 | 0.35% | -$460.97K |
| ROCKFORD TOWER EUROPE CLO RFTE 2021 2A A 144A | 2,200,000 | 2,200,000 | 0 | 0.34% | -$53.27K |
| CARLYLE GLOBAL MARKET STRATEGIES CLO SER 2016-3A CL ARRR V/R REGD 144A P/P 4.97444000 | 2,500,000 | 2,500,000 | 0 | 0.34% | $242 |
| REPUBLIC OF PERU SR UNSECURED REGS 08/34 5.4 | 9,100,000 | 9,100,000 | 0 | 0.33% | -$217.26K |
| GLS AUTO RECEIVABLES TRUST GCAR 2024 3A B 144A | 2,444,000 | 2,444,000 | 0 | 0.33% | -$6.00K |
| SECURITIZED ASSET BACKED RECEI SABR 2005 OP2 M3 | 2,650,000 | 2,650,000 | 0 | 0.32% | $8.18K |
| HERTZ VEHICLE FINANCING LLC HERTZ 2024 1A A 144A | 2,300,000 | 2,300,000 | 0 | 0.31% | -$16.20K |
| Eagle Funding LuxCo S.a.r.l. | 2,200,000 | 2,200,000 | 0 | 0.30% | -$29.35K |
| BDS LTD BDS 2025 FL14 AS 144A | 2,200,000 | 2,200,000 | 0 | 0.29% | -$5.38K |
| ATHENE GLOBAL FU | 2,100,000 | 2,100,000 | 0 | 0.28% | -$37.80K |
| 317UA5IA9 PIMCO FPPSWAPTION 3.1625 PUT USD | 304,200,000 | 304,200,000 | 0 | 0.25% | $474.70K |
| DEUTSCHE BANK NY | 2,000,000 | 2,000,000 | 0 | 0.25% | -$28.71K |
| RPLDCI 6.581 05/30/49 144A | 1,770,000 | 1,770,000 | 0 | 0.24% | -$50.41K |
| SYMPHONY CLO XXV LTD SER 2021-25A CL AR V/R REGD 144A P/P 0.00000000 | 1,800,000 | 1,800,000 | 0 | 0.24% | $1.07K |
| LRECS 2025 CRE1 LLC LRECS 2025 CRE1 A 144A | 1,700,000 | 1,700,000 | 0 | 0.23% | -$6.17K |
| Exeter Automobile Receivables Trust 2024-5 | 1,600,000 | 1,600,000 | 0 | 0.22% | -$3.16K |
| LMNT CRE 2025-FL3 LLC SER 2025-FL3 CL A V/R REGD 144A P/P 0.00000000 | 1,600,000 | 1,600,000 | 0 | 0.22% | -$1.81K |
| PPM CLO, LTD. PPMC 2021 5A AR 144A | 1,500,000 | 1,500,000 | 0 | 0.20% | $1.74K |
| JAPAN (30 YEAR ISSUE) BONDS 03/55 2.4 | 300,000,000 | 300,000,000 | 0 | 0.20% | -$106.75K |
| WELLS FARGO + COMPANY WELLS FARGO + COMPANY | 1,200,000 | 1,200,000 | 0 | 0.19% | -$48.89K |
| MV CREDIT EURO CLO MVCLO 3A AR 144A | 1,200,000 | 1,200,000 | 0 | 0.19% | -$23.24K |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2023-7A CL A REGD 144A P/P 5.90000000 | 1,300,000 | 1,300,000 | 0 | 0.18% | -$7.63K |
| ARES STRATEGIC I | 1,200,000 | 1,200,000 | 0 | 0.16% | -$22.81K |
| ASSET BACKED FUNDING CERTIFICA ABFC 2005 HE1 M3 | 1,139,800 | 1,139,800 | 0 | 0.15% | $1.40K |
| TITULOS DE TESORERIA BONDS 11/40 12.75 | 4,037,700,000 | 4,037,700,000 | 0 | 0.14% | $21.88K |
| ARES EURO CLO ARESE 14A BR 144A | 900,000 | 900,000 | 0 | 0.14% | -$17.95K |
| ROMANIA SR UNSECURED REGS 07/39 6.75 | 900,000 | 900,000 | 0 | 0.14% | -$63.00K |
| HARVEST CLO HARVT 16A AR3 144A | 900,000 | 900,000 | 0 | 0.14% | -$18.09K |
| 317UA5JA8 PIMCO FPPSWAPTION 3.1625 CALL USD | 304,200,000 | 304,200,000 | 0 | 0.14% | $43.99K |
| PARK PLACE SECURITIES INC PPSI 2004 WCW2 M5 | 1,131,023 | 1,131,023 | 0 | 0.14% | $456 |
| KKR FINANCIAL CLO LTD KKR 16 A1R3 144A | 1,000,000 | 1,000,000 | 0 | 0.13% | $685 |
| BAYFRONT IABS VII PTE. LTD. BAYFRT 7A A 144A | 1,000,000 | 1,000,000 | 0 | 0.13% | -$35 |
| TITULOS DE TESORERIA BONDS 02/33 13.25 | 3,495,100,000 | 3,495,100,000 | 0 | 0.13% | -$652 |
| RFR USD SOFR/3.50000 12/18/24-30Y LCH | 1 | 1 | 0 | 0.12% | -$29.43K |
| REPUBLIC OF SOUTH AFRICA BONDS 01/30 8 | 15,400,000 | 15,400,000 | 0 | 0.12% | -$50.73K |
| CONTEGO CLO DAC CONTE 3A ARR 144A | 700,000 | 700,000 | 0 | 0.11% | -$14.72K |
| Trinitas CLO XVII Ltd., Series 2021-17A, Class AR | 800,000 | 800,000 | 0 | 0.11% | $712 |
| RFR USD SOFR/2.75000 06/21/23-30Y LCH | 1 | 1 | 0 | 0.10% | -$6.35K |
| IVORY COAST SR UNSECURED REGS 03/48 6.625 | 700,000 | 700,000 | 0 | 0.09% | -$46.71K |
| DRYDEN LEVERAGED LOAN CDO DRYD 2020 74A AR 144A | 600,000 | 600,000 | 0 | 0.09% | -$12.61K |
| BARCLAYS PLC | 600,000 | 600,000 | 0 | 0.09% | -$15.15K |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 ASH8 A 144A | 658,228 | 658,228 | 0 | 0.09% | -$2.66K |
| FORD MOTOR CRED | 600,000 | 600,000 | 0 | 0.08% | -$4.27K |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 02/31 7 | 10,800,000 | 10,800,000 | 0 | 0.08% | -$39.86K |
| OCP EURO CLO OCPE 2020 4A ARR 144A | 500,000 | 500,000 | 0 | 0.08% | -$10.41K |
| 317U9Y7A0 PIMCO FPPSWAPTION 4.485 PUT USD | 9,500,000 | 9,500,000 | 0 | 0.08% | -$304 |
| HSBC HOLDINGS | 600,000 | 600,000 | 0 | 0.07% | -$6.44K |
| TURKIYE GOVERNMENT BOND BONDS 05/28 VAR | 24,000,000 | 24,000,000 | 0 | 0.07% | -$20.51K |
| REPUBLIC OF SOUTH AFRICA BONDS 01/37 8.5 | 9,600,000 | 9,600,000 | 0 | 0.07% | -$46.03K |
| RFR USD SOFR/3.00000 06/21/23-7Y LCH | 1 | 1 | 0 | 0.07% | $118.05K |
| UNITED MEXICAN | 500,000 | 500,000 | 0 | 0.07% | -$11.90K |
| PETRPE 5.625 06/19/47 REGS | 700,000 | 700,000 | 0 | 0.07% | $46.13K |
| 317U9Y8A9 PIMCO FPPSWAPTION 4.485 CALL USD | 9,500,000 | 9,500,000 | 0 | 0.07% | $54.55K |
| TURKIYE GOVERNMENT BOND BONDS 09/28 VAR | 21,700,000 | 21,700,000 | 0 | 0.07% | -$18.58K |
| PACIFIC GAS&ELEC | 500,000 | 500,000 | 0 | 0.07% | -$987 |
| DUBAEE 3.375 03/20/28 144A | 500,000 | 500,000 | 0 | 0.06% | -$5.78K |
| POLESTAR RE LTD UNSECURED 144A 01/29 VAR | 450,000 | 450,000 | 0 | 0.06% | $1.01K |
| REPUBLIC OF SOUTH AFRICA BONDS 03/32 8.25 | 7,300,000 | 7,300,000 | 0 | 0.06% | -$30.98K |
| RFR USD SOFR/3.75000 09/17/25-10Y LCH | 2 | 2 | 0 | 0.06% | $247.78K |
| FORD MOTOR CRED | 400,000 | 400,000 | 0 | 0.05% | -$4.23K |
| FORD MOTOR CRED | 400,000 | 400,000 | 0 | 0.05% | -$1.97K |
| RFR USD SOFR/1.75000 06/15/22-30Y LCH | 1 | 1 | 0 | 0.05% | -$426 |
| RFR USD SOFR/3.70000 02/20/24-25Y LCH | 1 | 1 | 0 | 0.05% | -$36.73K |
| REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95 | 1,121,000 | 1,121,000 | 0 | 0.05% | -$21.42K |
| 317UAAMA3 PIMCO FPPSWAPTION 4.11 PUT USD | 5,200,000 | 5,200,000 | 0 | 0.04% | -$39.05K |
| 317UA48A3 PIMCO FPPSWAPTION 4.628 CALL USD | 5,900,000 | 5,900,000 | 0 | 0.04% | $34.60K |
| CS AT1 CLAIMS US225401AJ72 CREDIT SUISSE GROUP AG | 940,000 | 940,000 | 0 | 0.04% | $51.70K |
| RFR USD SOFR/3.25000 06/21/23-5Y LCH | 1 | 1 | 0 | 0.04% | $155.40K |
| CS AT1 CLAIMS US225401AL29 CREDIT SUISSE GROUP AG | 872,000 | 872,000 | 0 | 0.04% | $47.96K |
| GA GLOBAL FUNDING TRUST SR SECURED 144A 04/32 5.5 | 300,000 | 300,000 | 0 | 0.04% | -$11.16K |
| HPS CORPORATE LE | 300,000 | 300,000 | 0 | 0.04% | -$14.45K |
| QUERCUS II RE DAC UNSECURED 144A 01/31 VAR | 250,000 | 250,000 | 0 | 0.04% | -$4.87K |
| ANCHORAGE CR FDG 13 LTD / LLC A1 2.875% 07/27/2039 144A | 300,000 | 300,000 | 0 | 0.04% | -$1.75K |
| CS AT1 CLAIMS US22546DAB29 CREDIT SUISSE GROUP AG | 800,000 | 800,000 | 0 | 0.04% | $44.00K |
| INTEGRITY RE III UNSECURED 144A 06/27 VAR | 250,000 | 250,000 | 0 | 0.04% | -$13.15K |
| RFR USD SOFR/3.75000 12/17/25-5Y LCH | 1 | 1 | 0 | 0.04% | -$310.19K |
| CAPE LOOKOUT RE LTD UNSECURED 144A 03/32 VAR | 250,000 | 250,000 | 0 | 0.04% | -$4.00K |
| HESTIA RE LTD UNSECURED 144A 03/32 VAR | 250,000 | 250,000 | 0 | 0.03% | -$4.69K |
| GOLDEN BEAR RE LTD UNSECURED 144A 01/29 VAR | 250,000 | 250,000 | 0 | 0.03% | $4.34K |
| URSA RE II LTD UNSECURED 144A 06/28 VAR | 250,000 | 250,000 | 0 | 0.03% | $2.41K |
| SOUTHERN CAL ED | 300,000 | 300,000 | 0 | 0.03% | -$3.91K |
| RFR USD SOFR/3.86166 12/02/24-4Y* LCH | 1 | 1 | 0 | 0.03% | -$111.23K |
| AVOLON HDGS | 249,000 | 249,000 | 0 | 0.03% | -$963 |
| PETROLEOS MEXICANOS SR UNSEC 6.35% 02-12-48 | 300,000 | 300,000 | 0 | 0.03% | -$5.91K |
| 317UAANA2 PIMCO FPPSWAPTION 4.11 CALL USD | 4,000,000 | 4,000,000 | 0 | 0.03% | $15.42K |
| RFR USD SOFR/3.75000 12/17/25-30Y LCH | 1 | 1 | 0 | 0.03% | -$13.70K |
| BAYER US FIN LLC 6.5% 11/21/2033 144A | 200,000 | 200,000 | 0 | 0.03% | -$3.82K |
| SOUTHERN CAL ED | 200,000 | 200,000 | 0 | 0.03% | -$1.59K |
| FORD MOTOR CRED | 200,000 | 200,000 | 0 | 0.03% | -$35 |
| VICI PROPERTIE | 200,000 | 200,000 | 0 | 0.03% | -$5.18K |
| CDX HY45 5Y ICE | 1 | 1 | 0 | 0.03% | -$200.40K |
| US TREASURY N/B | 185,000 | 185,000 | 0 | 0.02% | -$2.02K |
| MMIFS RE LTD SECURED 144A 01/33 VAR | 250,000 | 250,000 | 0 | 0.02% | -$2.87K |
| SOUTH AFRICAN T BILLS BILLS 06/26 0.00000 | 2,600,000 | 2,600,000 | 0 | 0.02% | -$812 |
| OIS COP IBR/8.59000 09/02/25-4Y* CME | 1 | 1 | 0 | 0.02% | $7.94K |
| RFR GBP SONIO/4.50000 09/17/25-30Y LCH | 1 | 1 | 0 | 0.02% | $147.66K |
| 317UA83A9 PIMCO FPPSWAPTION 4.693 CALL USD | 2,100,000 | 2,100,000 | 0 | 0.02% | $12.42K |
| 317UA82A0 PIMCO FPPSWAPTION 4.693 PUT USD | 2,100,000 | 2,100,000 | 0 | 0.02% | $118 |
| US TREASURY N/B | 114,000 | 114,000 | 0 | 0.02% | -$1.49K |
| RFR USD SOFR/3.75000 12/18/24-10Y LCH | 1 | 1 | 0 | 0.01% | $135.75K |
| RFR USD SOFR/3.50000 12/20/23-7Y LCH | 1 | 1 | 0 | 0.01% | $133.76K |
| VICI PROPERTIE | 100,000 | 100,000 | 0 | 0.01% | -$2.29K |
| VIPER ENERGY PAR | 100,000 | 100,000 | 0 | 0.01% | -$1.27K |
| VICI PROPERTIE | 100,000 | 100,000 | 0 | 0.01% | -$2.03K |
| GLP CAP/FIN II | 100,000 | 100,000 | 0 | 0.01% | -$3.01K |
| 317UAOYA0 PIMCO SWAPTION 3.857 PUT USD 2026100 | 48,600,000 | 48,600,000 | 0 | 0.01% | $71.06K |
| BONOS TESORERIA PESOS BONDS 144A REGS 04/33 6 | 80,000,000 | 80,000,000 | 0 | 0.01% | -$4.84K |
| 317U9ZDA0 PIMCO FPPSWAPTION 4.427 PUT USD | 1,400,000 | 1,400,000 | 0 | 0.01% | -$61 |
| 317UA0VA5 PIMCO FPPSWAPTION 4.485 PUT USD | 1,400,000 | 1,400,000 | 0 | 0.01% | -$32 |
| 317UA49A2 PIMCO FPPSWAPTION 4.628 PUT USD | 1,400,000 | 1,400,000 | 0 | 0.01% | $55 |
| BONOS TESORERIA PESOS BONDS 03/35 5 | 70,000,000 | 70,000,000 | 0 | 0.01% | -$4.21K |
| 317UA0WA4 PIMCO FPPSWAPTION 4.485 CALL USD | 1,400,000 | 1,400,000 | 0 | 0.01% | $8.04K |
| 317U9ZEA9 PIMCO FPPSWAPTION 4.427 CALL USD | 1,400,000 | 1,400,000 | 0 | 0.01% | $7.97K |
| 317UAMPA4 PIMCO SWAPTION 4.141 PUT USD 2026123 | 49,700,000 | 49,700,000 | 0 | 0.01% | $49.02K |
| 317U9YNA2 PIMCO SWAPTION 3.505 CALL USD 202608 | 12,100,000 | 12,100,000 | 0 | 0.01% | -$22.55K |
| RFR USD SOFR/3.98235 12/02/24-2Y* LCH | 1 | 1 | 0 | 0.01% | -$41.33K |
| 317U9YOA1 PIMCO SWAPTION 4.255 PUT USD 2026080 | 5,700,000 | 5,700,000 | 0 | 0.00% | -$4.99K |
| CDX HY43 5Y ICE | 1 | 1 | 0 | 0.00% | -$34.38K |
| BONOS TESORERIA PESOS BONDS 144A REGS 10/34 5.8 | 30,000,000 | 30,000,000 | 0 | 0.00% | -$1.96K |
| 31750RIL3 PIMCO FXVAN PUT USD ZAR 17.00000000 | -2,200,000 | -2,200,000 | 0 | 0.00% | $5.28K |
| 31750RIW9 PIMCO FXVAN CALL USD HKD 7.85000000 | 0 | 0 | 0 | 0.00% | $12.54K |
| IRS EUR 2.39000 10/01/24-10Y LCH | 1 | 1 | 0 | 0.00% | $3.45K |
| 31750RI33 PIMCO FXVAN CALL USD HKD 7.85000000 | 0 | 0 | 0 | 0.00% | $12.30K |
| IRS EUR 2.52000 04/09/25-10Y LCH | 2 | 2 | 0 | 0.00% | $4.32K |
| RFR USD SOFR/4.07100 01/15/25-10Y LCH | 2 | 2 | 0 | 0.00% | -$1.94K |
| IRS EUR 2.40000 02/12/25-10Y LCH | 1 | 1 | 0 | 0.00% | $4.91K |
| IRS EUR 2.28000 03/04/25-5Y LCH | 1 | 1 | 0 | 0.00% | $10.70K |
| IRS EUR 2.45000 05/05/25-10Y LCH | 1 | 1 | 0 | 0.00% | $2.10K |
| RFR USD SOFR/3.90000 01/08/25-10Y LCH | 5 | 5 | 0 | 0.00% | -$1.54K |
| IRS PLN 4.72250 12/01/30-5Y CME | 1 | 1 | 0 | 0.00% | $7.74K |
| TURKIYE GOVERNMENT BOND BONDS 05/26 VAR | 300,000 | 300,000 | 0 | 0.00% | -$276 |
| RFR USD SOFR/4.09000 01/22/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$1.06K |
| IRS EUR 2.58000 08/29/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$563 |
| BRITISH TELECOMMUNICATIONS PL SNR SE ICE | 1 | 1 | 0 | 0.00% | -$804 |
| IRS EUR 2.53000 04/23/25-10Y LCH | 1 | 1 | 0 | 0.00% | $2.15K |
| RFR GBP SONIO/3.70000 03/28/24-10Y LCH | 1 | 1 | 0 | 0.00% | $3.54K |
| IRS EUR 2.55000 04/16/25-10Y LCH | 1 | 1 | 0 | 0.00% | $2.17K |
| RFR USD SOFR/4.10000 01/21/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$726 |
| RFR USD SOFR/3.86600 11/14/24-10Y LCH | 2 | 2 | 0 | 0.00% | -$4.06K |
| RFR USD SOFR/4.00000 06/20/24-2Y LCH | 1 | 1 | 0 | 0.00% | $13.89K |
| RFR USD SOFR/3.93300 01/06/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$495 |
| RFR USD SOFR/3.88000 01/13/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$626 |
| TURKIYE GOVERNMENT BOND BONDS 08/26 VAR | 100,000 | 100,000 | 0 | 0.00% | -$102 |
| 317U9ZXA8 PIMCO SWAPTION 2.989 CALL USD 202608 | 1,100,000 | 1,100,000 | 0 | 0.00% | -$1.02K |
| 317UA1MA3 PIMCO SWAPTION 3.067 CALL USD 202608 | 800,000 | 800,000 | 0 | 0.00% | -$888 |
| 317UA1DA3 PIMCO SWAPTION 3.038 CALL USD 202608 | 900,000 | 900,000 | 0 | 0.00% | -$911 |
| 317UA10A7 PIMCO SWAPTION 3.0475 CALL USD 20260 | 800,000 | 800,000 | 0 | 0.00% | -$856 |
| IRS EUR 2.67000 04/03/24-10Y LCH | 1 | 1 | 0 | 0.00% | $2.44K |
| 317UA0IA0 PIMCO SWAPTION 2.995 CALL USD 202608 | 800,000 | 800,000 | 0 | 0.00% | -$755 |
| RFR USD SOFR/4.01500 12/30/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$567 |
| IRS EUR 2.35000 04/29/25-5Y LCH | 1 | 1 | 0 | 0.00% | $2.83K |
| IRS EUR 2.40000 04/09/25-5Y LCH | 1 | 1 | 0 | 0.00% | $4.27K |
| 317U9Z8A6 PIMCO SWAPTION 2.972 CALL USD 202608 | 800,000 | 800,000 | 0 | 0.00% | -$723 |
| 317U9ZIA5 PIMCO SWAPTION 2.965 CALL USD 202608 | 800,000 | 800,000 | 0 | 0.00% | -$708 |
| IRS PLN 4.68500 12/02/30-5Y CME | 1 | 1 | 0 | 0.00% | $1.36K |
| RFR USD SOFR/3.75000 06/20/24-10Y LCH | 1 | 1 | 0 | 0.00% | $1.23K |
| IRS EUR 2.68000 08/07/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$141 |
| IRS EUR 2.91000 12/29/23-10Y LCH | 1 | 1 | 0 | 0.00% | $3.78K |
| IRS PLN 4.73000 12/31/30-5Y CME | 1 | 1 | 0 | 0.00% | $893 |
| RFR USD SOFR/3.85500 11/19/24-10Y LCH | 2 | 2 | 0 | 0.00% | -$4.05K |
| RFR USD SOFR/3.86500 11/20/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$578 |
| RFR GBP SONIO/4.32000 10/20/23-10Y LCH | 1 | 1 | 0 | 0.00% | -$8.29K |
| BSARM 2002-11 1A1 | 161 | 161 | 0 | 0.00% | -$9 |
| SOFTBANK GROUP CORP SNR JP SP GST | 1 | 1 | 0 | 0.00% | $176 |
| IRS CZK 4.53000 12/31/30-5Y CME | 1 | 1 | 0 | 0.00% | -$440 |
| IRS CZK 4.48500 12/02/30-5Y CME | 1 | 1 | 0 | 0.00% | -$689 |
| RFR USD SOFR/3.89000 03/03/25-10Y LCH | 1 | 1 | 0 | 0.00% | $335 |
| RFR USD SOFR/3.89900 03/11/25-10Y LCH | 1 | 1 | 0 | 0.00% | $492 |
| RFR USD SOFR/4.00000 02/26/25-10Y LCH | 1 | 1 | 0 | 0.00% | $322 |
| IRS CZK 3.76000 11/01/24-10Y CME | 1 | 1 | 0 | 0.00% | -$825 |
| IRS EUR 3.06300 12/06/23-10Y LCH | 1 | 1 | 0 | 0.00% | $2.63K |
| RFR USD SOFR/3.88400 03/25/25-10Y LCH | 1 | 1 | 0 | 0.00% | $1.02K |
| IRS EUR 3.25000 11/06/23-10Y LCH | 1 | 1 | 0 | 0.00% | $1.09K |
| RFR USD SOFR/3.90750 03/04/25-10Y LCH | 1 | 1 | 0 | 0.00% | $729 |
| RFR USD SOFR/3.87400 03/05/25-10Y LCH | 2 | 2 | 0 | 0.00% | $1.05K |
| RFR USD SOFR/3.90500 03/12/25-10Y LCH | 1 | 1 | 0 | 0.00% | $1.01K |
| IRS EUR 2.50000 03/18/26-5Y LCH | 1 | 1 | 0 | 0.00% | -$1.31K |
| IRS CZK 4.52250 12/01/30-5Y CME | 1 | 1 | 0 | 0.00% | -$3.83K |
| IRS EUR 3.30500 11/27/23-10Y LCH | 1 | 1 | 0 | 0.00% | $1.37K |
| IRS EUR 3.12800 12/04/23-10Y LCH | 1 | 1 | 0 | 0.00% | $2.66K |
| IRS EUR 3.14800 11/20/23-10Y LCH | 1 | 1 | 0 | 0.00% | $2.68K |
| RFR USD SOFR/3.93000 03/24/25-10Y LCH | 1 | 1 | 0 | 0.00% | $1.49K |
| ZCS BRL 14.0087 05/12/25-01/04/27 CME | 1 | 1 | 0 | 0.00% | -$2.78K |
| RFR USD SOFR/3.75000 09/17/25-7Y LCH | 1 | 1 | 0 | 0.00% | $17.30K |
| IRS EUR 2.42000 03/07/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$2.49K |
| RFR USD SOFR/3.75000 05/07/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$3.26K |
| IRS EUR 3.28000 11/22/23-10Y LCH | 1 | 1 | 0 | 0.00% | $2.73K |
| RFR USD SOFR/3.97500 03/21/25-10Y LCH | 1 | 1 | 0 | 0.00% | $1.69K |
| RFR USD SOFR/3.84200 03/04/25-5Y LCH | 1 | 1 | 0 | 0.00% | $2.38K |
| IRS EUR 2.46000 04/01/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$2.21K |
| IRS EUR 2.61000 03/24/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$5.74K |
| RFR GBP SONIO/3.93000 01/06/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$7.76K |
| IRS EUR 2.52000 03/27/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$5.64K |
| RFR USD SOFR/3.48100 10/29/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$2.36K |
| IRS EUR 2.46000 03/13/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$5.11K |
| IRS EUR 2.38000 12/31/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$2.09K |
| RFR USD SOFR/3.37500 10/15/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$2.38K |
| RFR USD SOFR/3.75000 06/20/24-5Y LCH | 1 | 1 | 0 | 0.00% | $37.20K |
| RFR USD SOFR/3.45000 10/11/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$2.97K |
| RFR USD SOFR/3.43500 11/05/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$2.95K |
| IRS EUR 2.22000 01/08/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$4.57K |
| RFR USD SOFR/3.75000 12/20/23-5Y LCH | 1 | 1 | 0 | 0.00% | $25.21K |
| RFR USD SOFR/3.75000 06/20/24-4Y LCH | 1 | 1 | 0 | 0.00% | $254.52K |
| RFR USD SOFR/3.46300 10/23/24-10Y LCH | 2 | 2 | 0 | 0.00% | -$4.14K |
| RFR USD SOFR/3.40000 10/17/24-10Y LCH | 3 | 3 | 0 | 0.00% | -$4.16K |
| RFR USD SOFR/3.75000 09/17/25-5Y LCH | 1 | 1 | 0 | 0.00% | $34.08K |
| RFR USD SOFR/3.47000 11/01/24-10Y LCH | 2 | 2 | 0 | 0.00% | -$5.90K |
| RFR USD SOFR/3.53500 11/06/24-10Y LCH | 2 | 2 | 0 | 0.00% | -$7.64K |
| INF SWAP US IT 2.46625 06/17/25-10Y LCH | 1 | 1 | 0 | 0.00% | $17.72K |
| RFR USD SOFR/3.75000 12/17/25-7Y LCH | 1 | 1 | 0 | 0.00% | $92.27K |
| RFR USD SOFR/3.75000 12/18/24-7Y LCH | 1 | 1 | 0 | 0.00% | $47.02K |
| RFR USD SOFR/3.49500 10/30/24-10Y LCH | 3 | 3 | 0 | -0.01% | -$9.44K |
| ZCS BRL 13.9271 05/08/25-01/04/27 CME | 2 | 2 | 0 | -0.01% | -$22.41K |
| ZCS BRL 13.32 05/08/25-01/02/29 CME | 2 | 2 | 0 | -0.01% | -$54.71K |
| IRS AUD 4.50000 06/18/25-10Y LCH | 1 | 1 | 0 | -0.01% | -$37.91K |
| ZCS BRL 13.3 12/18/25-01/02/29 CME | 1 | 1 | 0 | -0.01% | -$66.47K |
| ZCS BRL 13.245 09/02/25-01/02/29 CME | 1 | 1 | 0 | -0.01% | -$83.15K |
| RFR USD SOFR/4.0535* 09/02/25-27Y* LCH | 2 | 2 | 0 | -0.02% | $25.04K |
| RFR USD SOFR/3.50000 12/17/25-2Y LCH | 1 | 1 | 0 | -0.02% | -$270.72K |
| RFR GBP SONIO/4.00000 09/17/25-10Y LCH | 1 | 1 | 0 | -0.02% | -$180.55K |
| RFR USD SOFR/3.16250 08/25/27-1Y LCH | 1 | 1 | 0 | -0.03% | -$166.88K |
| RFR USD SOFR/3.75000 12/17/25-10Y LCH | 1 | 1 | 0 | -0.03% | -$125.53K |
| IRS AUD 4.50000 09/20/23-10Y LCH | 1 | 1 | 0 | -0.04% | -$250.25K |
| RFR JPY MUTK/2.50000 12/17/25-30Y LCH | 1 | 1 | 0 | -0.05% | -$110.30K |
| RFR GBP SONIO/3.75000 09/17/25-5Y LCH | 1 | 1 | 0 | -0.11% | -$1.04M |
| RFR USD SOFR/3.50000 09/17/25-30Y LCH | 1 | 1 | 0 | -0.21% | $56.85K |
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.