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 | 162,500,000 | 162,500,000 | 8.80% | $167.97M |
| FNCL 6 6/24 | 0 | 125,500,000 | 125,500,000 | 6.69% | $127.74M |
| Uniform Mortgage-Backed Security, TBA | 0 | 104,650,000 | 104,650,000 | 5.40% | $103.09M |
| FNCL 6 7/25 | 0 | 83,000,000 | 83,000,000 | 4.43% | $84.45M |
| Uniform Mortgage-Backed Security, TBA | 0 | 57,440,000 | 57,440,000 | 3.11% | $59.38M |
| FNCL 4 4/26 | 0 | 50,810,000 | 50,810,000 | 2.51% | $47.95M |
| FANNIE MAE FNR 2026 21 YF | 0 | 34,500,000 | 34,500,000 | 1.80% | $34.40M |
| G2SF 4 4/23 | 0 | 36,570,000 | 36,570,000 | 1.80% | $34.26M |
| G2SF 5 5/26 | 0 | 32,540,000 | 32,540,000 | 1.69% | $32.16M |
| Uniform Mortgage-Backed Security, TBA | 0 | 31,550,000 | 31,550,000 | 1.68% | $32.12M |
| Uniform Mortgage-Backed Security, TBA | 0 | 24,660,000 | 24,660,000 | 1.25% | $23.78M |
| G2SF 3.5 4/24 | 0 | 25,000,000 | 25,000,000 | 1.20% | $22.93M |
| FNCL 4 6/24 | 0 | 23,000,000 | 23,000,000 | 1.14% | $21.66M |
| TITULOS DE TESORERIA BONDS 01/35 11.75 | 0 | 79,155,600,000 | 79,155,600,000 | 1.03% | $19.63M |
| G2SF 4.5 4/26 | 0 | 16,170,000 | 16,170,000 | 0.82% | $15.62M |
| Government National Mortgage Association, TBA | 0 | 15,470,000 | 15,470,000 | 0.81% | $15.54M |
| G2SF 6 4/25 | 0 | 15,270,000 | 15,270,000 | 0.81% | $15.53M |
| FNCL 5.5 4/26 | 0 | 14,410,000 | 14,410,000 | 0.76% | $14.48M |
| LETRA TESOURO NACIONAL BILLS 10/26 0.00000 | 0 | 74,400,000 | 74,400,000 | 0.71% | $13.46M |
| G2 MB0742 | 0 | 11,099,995 | 11,099,995 | 0.53% | $10.19M |
| FNCL 5 4/26 | 0 | 10,310,000 | 10,310,000 | 0.53% | $10.17M |
| Crown Castle Inc | 0 | 8,900,000 | 8,900,000 | 0.47% | $8.89M |
| LETRA TESOURO NACIONAL BILLS 07/26 0.00000 | 0 | 46,100,000 | 46,100,000 | 0.45% | $8.62M |
| CORDATUS CLO PLC CORDA 33A A1 144A | 0 | 5,100,000 | 5,100,000 | 0.31% | $5.88M |
| ARBOUR CLO ARBR 13A AR 144A | 0 | 4,600,000 | 4,600,000 | 0.28% | $5.30M |
| ICG EURO CLO ICGE 2023 2A A1R 144A | 0 | 4,000,000 | 4,000,000 | 0.24% | $4.62M |
| ACRES Commercial Realty Issuer LLC, Series 2026-FL4, Class A | 0 | 3,400,000 | 3,400,000 | 0.18% | $3.40M |
| Crown Castle, Inc. | 0 | 2,400,000 | 2,400,000 | 0.13% | $2.40M |
| EURO-OAT FUTURE JUN26 | 0 | -514 | -514 | 0.12% | $2.24M |
| Takeoff Merger Sub, Inc. | 0 | 2,000,000 | 2,000,000 | 0.10% | $1.99M |
| Capital Four US CLO I Ltd | 0 | 1,800,000 | 1,800,000 | 0.09% | $1.80M |
| FNCL 3 6/24 | 0 | 1,950,000 | 1,950,000 | 0.09% | $1.71M |
| GSG BIDCO LTD SR SECURED 144A 06/36 5.375 | 0 | 1,400,000 | 1,400,000 | 0.08% | $1.61M |
| EGYPT GOVERNMENT BOND BONDS 10/30 19.698 | 0 | 76,600,000 | 76,600,000 | 0.07% | $1.38M |
| GSG BIDCO LTD SR SECURED 144A 06/31 4.7 | 0 | 1,200,000 | 1,200,000 | 0.07% | $1.38M |
| BONOS DE TESORERIA SR UNSECURED 08/32 6.15 | 0 | 4,400,000 | 4,400,000 | 0.07% | $1.32M |
| TITULOS DE TESORERIA BONDS 08/29 11 | 0 | 5,050,000,000 | 5,050,000,000 | 0.07% | $1.27M |
| IRS EUR 3.00000 09/16/26-30Y LCH | 0 | 1 | 1 | 0.05% | $985.95K |
| FAIR OAKS LOAN FUNDING FOAKS 5A AR 144A | 0 | 800,000 | 800,000 | 0.05% | $924.16K |
| PT. Perusahaan Listrik Negara | 0 | 800,000 | 800,000 | 0.04% | $794.74K |
| REPUBLIC OF COLOMBIA SR UNSECURED 06/45 5 | 0 | 1,100,000 | 1,100,000 | 0.04% | $792.12K |
| Sanders Re III Ltd., Series A | 0 | 650,000 | 650,000 | 0.03% | $657.48K |
| BONOS TESORERIA PESOS UNSECURED 144A REGS 09/30 4.7 | 0 | 610,000,000 | 610,000,000 | 0.03% | $645.19K |
| 317UBRFA3 PIMCO FPPSWAPTION 4.296 CALL USD | 0 | 6,500,000 | 6,500,000 | 0.03% | $514.98K |
| Herbie Re Ltd., Series A | 0 | 500,000 | 500,000 | 0.03% | $500.75K |
| CITRUS RE LTD | 0 | 500,000 | 500,000 | 0.03% | $500.00K |
| TREMONT RE LTD UNSECURED 144A 03/33 VAR | 0 | 500,000 | 500,000 | 0.03% | $500.00K |
| TITULOS DE TESORERIA BONDS 11/40 12.75 | 0 | 1,594,500,000 | 1,594,500,000 | 0.02% | $422.62K |
| 317UBQXA5 PIMCO FPPSWAPTION 4.296 PUT USD | 0 | 6,500,000 | 6,500,000 | 0.02% | $382.89K |
| PURPLE RE LTD | 0 | 300,000 | 300,000 | 0.02% | $304.95K |
| RFR USD SOFR/3.75000 09/16/26-10Y LCH | 0 | 1 | 1 | 0.02% | $303.75K |
| GOLDEN BEAR RE LTD SERIES 2026 1 | 0 | 300,000 | 300,000 | 0.02% | $300.00K |
| BONOS TESORERIA PESOS BONDS 144A REGS 10/29 5.8 | 0 | 270,000,000 | 270,000,000 | 0.02% | $296.85K |
| Republic of Colombia | 0 | 300,000 | 300,000 | 0.02% | $294.15K |
| Integrity Re Ltd. | 0 | 250,000 | 250,000 | 0.01% | $254.12K |
| BAYOU RE LTD | 0 | 250,000 | 250,000 | 0.01% | $253.88K |
| Mayflower Re Ltd., Series B | 0 | 250,000 | 250,000 | 0.01% | $253.25K |
| COMMONWEALTH RE LTD | 0 | 250,000 | 250,000 | 0.01% | $251.65K |
| Citrus Re Ltd., Series A | 0 | 250,000 | 250,000 | 0.01% | $250.00K |
| CAPE LOOKOUT RE LTD | 0 | 250,000 | 250,000 | 0.01% | $250.00K |
| LOCKE TAVERN RE LTD UNSECURED 144A 04/33 VAR | 0 | 250,000 | 250,000 | 0.01% | $250.00K |
| Cape Lookout Re Ltd. | 0 | 250,000 | 250,000 | 0.01% | $250.00K |
| Windrose Re 2026-1 Class A | 0 | 250,000 | 250,000 | 0.01% | $249.28K |
| 31750SIS6 PIMCO CDSOPT PUT USD 96.58984375 202 | 0 | 24,000,000 | 24,000,000 | 0.01% | $201.27K |
| UNICREDIT SPA | 0 | 200,000 | 200,000 | 0.01% | $199.08K |
| Societe Generale SA | 0 | 200,000 | 200,000 | 0.01% | $197.16K |
| 31750SIK3 PIMCO CDSOPT PUT USD 0.8 20260617 | 0 | 67,300,000 | 67,300,000 | 0.01% | $161.22K |
| Three Month SONIA Index Futures | 0 | 341 | 341 | 0.01% | $157.55K |
| CDX HY46 5Y ICE | 0 | 1 | 1 | 0.01% | $133.86K |
| RFR USD SOFR/3.50000 06/17/26-7Y LCH | 0 | 1 | 1 | 0.01% | $132.36K |
| U.S. Treasury Bills | 0 | 100,000 | 100,000 | 0.01% | $99.80K |
| 31750SKZ7 PIMCO CDSOPT PUT USD 99.09765625 202 | 0 | 99,600,000 | 99,600,000 | 0.00% | $86.33K |
| 31750SEV3 PIMCO FXVAN PUT USD BRL 5.12000000 | 0 | 0 | 0 | 0.00% | $80.83K |
| TITULOS DE TESORERIA BONDS 05/42 9.25 | 0 | 373,500,000 | 373,500,000 | 0.00% | $76.32K |
| 317UC1RA6 PIMCO SWAPTION 4.75 PUT USD 20260904 | 0 | 29,800,000 | 29,800,000 | 0.00% | $71.07K |
| TITULOS DE TESORERIA BONDS 07/46 11.5 | 0 | 248,500,000 | 248,500,000 | 0.00% | $59.95K |
| RFR USD SOFR/3.75000 06/17/26-10Y LCH | 0 | 1 | 1 | 0.00% | $59.54K |
| 317UCAEA0 PIMCO SWAPTION 4.219 PUT USD 2026060 | 0 | 13,100,000 | 13,100,000 | 0.00% | $45.32K |
| 317UC7LA9 PIMCO SWAPTION 3.651 CALL USD 202606 | 0 | 100,000 | 100,000 | 0.00% | $44.57K |
| 317UC76A6 PIMCO SWAPTION 4.0325 PUT USD 202605 | 0 | 8,800,000 | 8,800,000 | 0.00% | $39.08K |
| TITULOS DE TESORERIA BONDS 03/58 12 | 0 | 133,500,000 | 133,500,000 | 0.00% | $32.81K |
| 317UC0UA4 PIMCO SWAPTION 3.3 CALL USD 20260602 | 0 | 13,500,000 | 13,500,000 | 0.00% | $30.66K |
| 3 Month Euro Euribor Future | 0 | -13 | -13 | 0.00% | $23.84K |
| RFR USD SOFR/3.75000 03/18/26-7Y LCH | 0 | 1 | 1 | 0.00% | $23.57K |
| RFR USD SOFR/3.74800 03/03/26-10Y LCH | 0 | 2 | 2 | 0.00% | $23.57K |
| EGYPT TREASURY BILL BILLS 10/26 0.00000 | 0 | 1,150,000 | 1,150,000 | 0.00% | $18.49K |
| 317UBKMA0 PIMCO SWAPTION 3.4625 CALL USD 20260 | 0 | 14,900,000 | 14,900,000 | 0.00% | $12.16K |
| 317UC8DA6 PIMCO SWAPTION 3.599 CALL USD 202606 | 0 | -300,000 | -300,000 | 0.00% | $10.28K |
| 31750SJW6 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $9.51K |
| IRS CLP 4.71000 01/14/26-5Y* CME | 0 | 2 | 2 | 0.00% | $8.66K |
| 31750SBB0 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $4.55K |
| IRS CLP 4.59000 01/09/26-4Y* CME | 0 | 1 | 1 | 0.00% | $3.60K |
| 31750SCK9 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $3.01K |
| 317UBSFA1 PIMCO SWAPTION 3.449 CALL USD 202604 | 0 | 18,200,000 | 18,200,000 | 0.00% | $129 |
| DISCOVERY GLOBAL HOLDINGS INC SNR S* ICE | 0 | 1 | 1 | 0.00% | $55 |
| FNCL 3.5 4/26 | 0 | 0 | 0 | 0.00% | $0 |
| 31750SLD5 PIMCO CDSOPT CALL USD 99.89062500 20 | 0 | -20,000,000 | -20,000,000 | 0.00% | -$452 |
| 317UC9LA5 PIMCO SWAPTION 4.095 PUT USD 2026040 | 0 | 7,200,000 | 7,200,000 | 0.00% | -$675 |
| 317UC6EA9 PIMCO SWAPTION 3.62 CALL USD 2026042 | 0 | -700,000 | -700,000 | 0.00% | -$875 |
| 317UC4YA2 PIMCO SWAPTION 3.6 CALL USD 20260416 | 0 | -1,300,000 | -1,300,000 | 0.00% | -$1.16K |
| EURO-BUXL 30Y BND JUN26 | 0 | 1 | 1 | 0.00% | -$1.53K |
| 31750SCV5 PIMCO CDSOPT PUT USD 103.53125000 20 | 0 | -3,200,000 | -3,200,000 | 0.00% | -$3.25K |
| 31750SEW1 PIMCO FXVAN CALL USD BRL 5.70000000 | 0 | -3,470,000 | -3,470,000 | 0.00% | -$3.94K |
| 317UC6DA0 PIMCO SWAPTION 3.9 PUT USD 20260420 | 0 | -700,000 | -700,000 | 0.00% | -$3.96K |
| 317UC8QA2 PIMCO SWAPTION 4.055 PUT USD 2026042 | 0 | -1,500,000 | -1,500,000 | 0.00% | -$4.18K |
| 317UC8RA1 PIMCO SWAPTION 3.695 CALL USD 202604 | 0 | -1,500,000 | -1,500,000 | 0.00% | -$4.31K |
| CDX ITRAXX MAIN44 5Y ICE | 0 | 1 | 1 | 0.00% | -$5.54K |
| 317UC4XA3 PIMCO SWAPTION 3.9 PUT USD 20260416 | 0 | -1,300,000 | -1,300,000 | 0.00% | -$6.79K |
| IRS EUR 2.50000 09/16/26-5Y LCH | 0 | 1 | 1 | 0.00% | -$9.40K |
| 317UCAAA4 PIMCO SWAPTION 3.889 PUT USD 2026043 | 0 | -700,000 | -700,000 | 0.00% | -$12.03K |
| CDX ITRAXX MAIN45 5Y ICE | 0 | 1 | 1 | 0.00% | -$13.48K |
| 31750SC52 PIMCO CDSOPT PUT USD 102.32812500 20 | 0 | -6,700,000 | -6,700,000 | 0.00% | -$27.78K |
| 31750SOX8 PIMCO CDSOPT PUT USD 96.10156250 202 | 0 | -23,500,000 | -23,500,000 | 0.00% | -$44.28K |
| 317UC75A7 PIMCO SWAPTION 3.7325 CALL USD 20260 | 0 | -10,200,000 | -10,200,000 | 0.00% | -$49.07K |
| 31750SKX2 PIMCO CDSOPT CALL USD 0.55 20260617 | 0 | -101,500,000 | -101,500,000 | 0.00% | -$52.93K |
| 31750SKH7 PIMCO CDSOPT CALL USD 102.31250000 2 | 0 | -20,800,000 | -20,800,000 | 0.00% | -$58.68K |
| 317UBKLA1 PIMCO SWAPTION 3.7625 PUT USD 202604 | 0 | -16,700,000 | -16,700,000 | 0.00% | -$62.06K |
| 31750SNE1 PIMCO CDSOPT CALL USD 94.81250000 20 | 0 | -19,900,000 | -19,900,000 | 0.00% | -$62.62K |
| 317UC62A2 PIMCO SWAPTION 3.7825 PUT USD 202606 | 0 | -200,000 | -200,000 | 0.00% | -$79.35K |
| IRS AUD 5.00000 09/16/26-10Y LCH | 0 | 1 | 1 | 0.00% | -$79.36K |
| RFR USD SOFR/4.00000 03/18/26-30Y LCH | 0 | 1 | 1 | 0.00% | -$86.52K |
| OIS CAD CAONREPO/3.0000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.01% | -$124.77K |
| ZCS BRL 13.015 01/27/26-01/02/31 CME | 0 | 1 | 1 | -0.01% | -$125.21K |
| 31750SOZ3 PIMCO CDSOPT CALL USD 97.37500000 20 | 0 | -30,000,000 | -30,000,000 | -0.01% | -$125.69K |
| ZCS BRL 12.82 01/27/26-01/02/29 CME | 0 | 1 | 1 | -0.01% | -$159.36K |
| 31750SNB7 PIMCO CDSOPT PUT USD 101.37500000 20 | 0 | -44,300,000 | -44,300,000 | -0.01% | -$160.44K |
| 317UBYBA2 PIMCO SWAPTION 3.967 PUT USD 2026050 | 0 | -40,200,000 | -40,200,000 | -0.01% | -$163.70K |
| 317UC0TA6 PIMCO SWAPTION 3.6 PUT USD 20260602 | 0 | -16,200,000 | -16,200,000 | -0.01% | -$231.82K |
| RFR JPY MUTK/2.00000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.02% | -$472.18K |
| RFR GBP SONIO/4.00000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.07% | -$1.27M |
| EURO-BUND FUTURE JUN26 | 0 | 494 | 494 | -0.09% | -$1.79M |
| CDX IG46 5Y ICE | 0 | 1 | 1 | -0.10% | -$1.95M |
| IRS EUR 2.75000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.11% | -$2.10M |
| Uniform Mortgage-Backed Security, TBA | 0 | -4,170,000 | -4,170,000 | -0.22% | -$4.18M |
| FNCL 2 5/26 | 0 | -24,910,000 | -24,910,000 | -1.05% | -$20.06M |
| Uniform Mortgage-Backed Security, TBA | 0 | -23,000,000 | -23,000,000 | -1.14% | -$21.69M |
| Uniform Mortgage-Backed Security, TBA | 0 | -34,430,000 | -34,430,000 | -1.52% | -$28.94M |
| Uniform Mortgage-Backed Security, TBA | 0 | -34,510,000 | -34,510,000 | -1.65% | -$31.57M |
| Government National Mortgage Association, TBA | 0 | -36,100,000 | -36,100,000 | -1.69% | -$32.21M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FNCL 6 3/24 | 198,000,000 | 0 | -198,000,000 | 0.00% | -$203.22M |
| Uniform Mortgage-Backed Security, TBA | 177,000,000 | 0 | -177,000,000 | 0.00% | -$183.99M |
| Uniform Mortgage-Backed Security, TBA | 85,200,000 | 0 | -85,200,000 | 0.00% | -$84.89M |
| Uniform Mortgage-Backed Security, TBA | 46,300,000 | 0 | -46,300,000 | 0.00% | -$43.89M |
| Government National Mortgage Association, TBA | 36,100,000 | 0 | -36,100,000 | 0.00% | -$32.85M |
| G2SF 5 1/26 | 32,540,000 | 0 | -32,540,000 | 0.00% | -$32.47M |
| Uniform Mortgage-Backed Security, TBA | 31,550,000 | 0 | -31,550,000 | 0.00% | -$32.38M |
| FNMA POOL BZ5550 FN 12/32 FIXED 4.3 | 30,000,000 | 0 | -30,000,000 | 0.00% | -$29.92M |
| FNMA POOL BZ5164 FN 11/30 FIXED 4.15 | 23,360,000 | 0 | -23,360,000 | 0.00% | -$23.37M |
| G2SF 4 1/26 | 21,706,000 | 0 | -21,706,000 | 0.00% | -$20.51M |
| LETRA TESOURO NACIONAL BILLS 04/26 0.00000 | 114,200,000 | 0 | -114,200,000 | 0.00% | -$20.16M |
| FNCL 4.5 1/26 | 19,500,000 | 0 | -19,500,000 | 0.00% | -$19.04M |
| Government National Mortgage Association, TBA | 16,170,000 | 0 | -16,170,000 | 0.00% | -$15.74M |
| G2SF 5.5 1/25 | 15,470,000 | 0 | -15,470,000 | 0.00% | -$15.62M |
| Government National Mortgage Association, TBA | 15,270,000 | 0 | -15,270,000 | 0.00% | -$15.55M |
| Government National Mortgage Association, TBA | 14,864,000 | 0 | -14,864,000 | 0.00% | -$14.04M |
| MEX BONOS DESARR FIX RT BONDS 03/29 8.5 | 239,500,000 | 0 | -239,500,000 | 0.00% | -$13.43M |
| FNMA POOL BM7581 FN 09/31 VARIABLE | 10,000,000 | 0 | -10,000,000 | 0.00% | -$10.21M |
| Uniform Mortgage-Backed Security, TBA | 8,610,000 | 0 | -8,610,000 | 0.00% | -$8.40M |
| KEURIG DR PEPPER INC | 6,500,000 | 0 | -6,500,000 | 0.00% | -$6.49M |
| FNMA POOL BM7579 FN 10/29 VARIABLE | 5,500,000 | 0 | -5,500,000 | 0.00% | -$5.54M |
| FNMA POOL BZ4544 FN 08/30 FIXED 4.56 | 5,275,000 | 0 | -5,275,000 | 0.00% | -$5.38M |
| FNMA POOL BS9867 FN 11/30 FIXED 5.3 | 4,900,000 | 0 | -4,900,000 | 0.00% | -$5.13M |
| FNMA POOL BZ2582 FN 12/29 FIXED 4.3 | 3,808,000 | 0 | -3,808,000 | 0.00% | -$3.84M |
| FNMA POOL BS9669 FN 10/28 FIXED 4.72 | 3,000,000 | 0 | -3,000,000 | 0.00% | -$3.07M |
| NAVESINK CLO, LIMITED NAVS 2024 2A A1 144A | 2,700,000 | 0 | -2,700,000 | 0.00% | -$2.70M |
| FNMA POOL BZ1029 FN 06/29 FIXED 4.93 | 2,400,000 | 0 | -2,400,000 | 0.00% | -$2.47M |
| CSMC Trust, Series 2021-RPL7, Class A1 | 2,385,778 | 0 | -2,385,778 | 0.00% | -$2.38M |
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 4A A2R 144A | 2,200,000 | 0 | -2,200,000 | 0.00% | -$2.21M |
| Bain Capital Credit CLO Ltd., Series 2021-4A, Class BR | 2,200,000 | 0 | -2,200,000 | 0.00% | -$2.20M |
| BANK NOVA SCOTIA | 2,000,000 | 0 | -2,000,000 | 0.00% | -$2.08M |
| VCAT ASSET SECURITIZATION, LLC VCAT 2025 NPL2 A1 144A | 1,793,920 | 0 | -1,793,920 | 0.00% | -$1.80M |
| FNMA POOL BZ2331 FN 08/30 FIXED 4.86 | 1,700,000 | 0 | -1,700,000 | 0.00% | -$1.75M |
| FNCL 3 2/26 | 1,950,000 | 0 | -1,950,000 | 0.00% | -$1.72M |
| FNMA POOL BS9613 FN 10/28 FIXED 4.77 | 1,500,000 | 0 | -1,500,000 | 0.00% | -$1.53M |
| FNMA POOL BS9220 FN 08/30 FIXED 4.72 | 583,231 | 0 | -583,231 | 0.00% | -$595.28K |
| FUT. EUR FOAT MAR26 | -377 | 0 | 377 | 0.00% | -$545.05K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARV 144A | 459,376 | 0 | -459,376 | 0.00% | -$455.98K |
| MARS INC | 300,000 | 0 | -300,000 | 0.00% | -$308.46K |
| SWOP CDX IG45 (V1 ONLY) 5Y SP | 1 | 0 | -1 | 0.00% | -$303.39K |
| U.S. Treasury Bills | 284,000 | 0 | -284,000 | 0.00% | -$281.57K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARE 144A | 275,626 | 0 | -275,626 | 0.00% | -$273.59K |
| U.S. Treasury Bills | 256,000 | 0 | -256,000 | 0.00% | -$254.67K |
| M360 2021-CRE3 Ltd | 254,766 | 0 | -254,766 | 0.00% | -$250.53K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 7A A 144A | 214,922 | 0 | -214,922 | 0.00% | -$214.78K |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2023-3 7.13% 01/26/2032 144A | 157,230 | 0 | -157,230 | 0.00% | -$157.49K |
| U.S. Treasury Bills | 135,000 | 0 | -135,000 | 0.00% | -$134.67K |
| OIS MXN TIIE1/7.01100 10/20/25-3Y* CME | 1 | 0 | -1 | 0.00% | -$81.81K |
| 317UBDPA3 PIMCO SWAPTION 3.407 CALL USD 202603 | 21,400,000 | 0 | -21,400,000 | 0.00% | -$74.64K |
| 317UAQQA4 PIMCO SWAPTION 3.7505 PUT USD 202610 | 108,400,000 | 0 | -108,400,000 | 0.00% | -$67.57K |
| 317UAM5A6 PIMCO SWAPTION 3.23 CALL USD 2026033 | 12,900,000 | 0 | -12,900,000 | 0.00% | -$36.71K |
| OIS MXN TIIE1/8.74000 03/19/25-10Y* CME | 1 | 0 | -1 | 0.00% | -$21.92K |
| CDX HY40 5Y ICE | 1 | 0 | -1 | 0.00% | -$20.14K |
| 31750RZZ3 PIMCO FXVAN PUT USD BRL 5.12000000 | 0 | 0 | 0 | 0.00% | -$16.31K |
| 31750RZW0 PIMCO FXVAN PUT USD KRW 1385.0000000 | 0 | 0 | 0 | 0.00% | -$14.70K |
| OIS MXN TIIE1/7.76000 04/09/25-4Y* CME | 1 | 0 | -1 | 0.00% | -$1.39K |
| FNMA POOL AI0417 FN 05/26 FIXED 4 | 375 | 0 | -375 | 0.00% | -$374 |
| FNMA POOL AH4828 FN 02/26 FIXED 4 | 373 | 0 | -373 | 0.00% | -$372 |
| FNMA POOL AH6737 FN 02/26 FIXED 4 | 340 | 0 | -340 | 0.00% | -$339 |
| FNMA POOL AH8981 FN 04/26 FIXED 4 | 291 | 0 | -291 | 0.00% | -$290 |
| FN AH5050 | 219 | 0 | -219 | 0.00% | -$218 |
| 317UA3NA8 PIMCO SWAPTION 4.75 PUT USD 20260218 | 31,500,000 | 0 | -31,500,000 | 0.00% | -$198 |
| FNMA POOL AH6827 FN 03/26 FIXED 4 | 166 | 0 | -166 | 0.00% | -$165 |
| FN AH5620 | 135 | 0 | -135 | 0.00% | -$135 |
| 317UAN5A4 PIMCO SWAPTION 3.1885 CALL USD 20260 | 10,700,000 | 0 | -10,700,000 | 0.00% | -$1 |
| 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 | -1,900,000 | 0 | 1,900,000 | 0.00% | $0 |
| 317UAN4A5 PIMCO SWAPTION 3.6885 PUT USD 202601 | -12,000,000 | 0 | 12,000,000 | 0.00% | $83 |
| 317UBA6A0 PIMCO SWAPTION 3.625 CALL USD 202601 | -1,800,000 | 0 | 1,800,000 | 0.00% | $163 |
| 317UBA5A1 PIMCO SWAPTION 3.925 PUT USD 2026010 | -1,800,000 | 0 | 1,800,000 | 0.00% | $357 |
| 317UB9UA6 PIMCO SWAPTION 3.86 PUT USD 20260105 | -1,900,000 | 0 | 1,900,000 | 0.00% | $360 |
| 317UBCLA9 PIMCO SWAPTION 3.6475 CALL USD 20260 | -1,200,000 | 0 | 1,200,000 | 0.00% | $829 |
| 317UBCKA0 PIMCO SWAPTION 3.9275 PUT USD 202601 | -1,200,000 | 0 | 1,200,000 | 0.00% | $961 |
| 317UBC4A8 PIMCO SWAPTION 3.639 CALL USD 202601 | -4,300,000 | 0 | 4,300,000 | 0.00% | $1.08K |
| 317UBEXA2 PIMCO SWAPTION 3.622 CALL USD 202601 | -1,400,000 | 0 | 1,400,000 | 0.00% | $1.91K |
| FUT. EURO BUXL BND MAR26 | 1 | 0 | -1 | 0.00% | $2.07K |
| 317UBC3A9 PIMCO SWAPTION 3.919 PUT USD 2026011 | -4,300,000 | 0 | 4,300,000 | 0.00% | $2.76K |
| 317UBEWA3 PIMCO SWAPTION 3.882 PUT USD 2026012 | -1,400,000 | 0 | 1,400,000 | 0.00% | $4.14K |
| 317UB80A1 PIMCO SWAPTION 4.066 PUT USD 2026020 | -41,900,000 | 0 | 41,900,000 | 0.00% | $15.89K |
| 31750S8M0 PIMCO CDSOPT PUT USD 0.525 20260218 | -16,800,000 | 0 | 16,800,000 | 0.00% | $17.61K |
| 31750RZX8 PIMCO FXVAN CALL USD BRL 5.64000000 | -3,210,000 | 0 | 3,210,000 | 0.00% | $25.02K |
| OIS MXN TIIE1/9.39000 12/12/25-9Y* CME | 1 | 0 | -1 | 0.00% | $58.22K |
| OIS MXN TIIE1+24/9.4300 12/25/25-9Y* CME | 1 | 0 | -1 | 0.00% | $82.70K |
| 31750S4Q5 PIMCO CDSOPT CALL USD 0.525 20260218 | -75,400,000 | 0 | 75,400,000 | 0.00% | $112.56K |
| IRS ZAR 7.20500 08/26/25-6Y* CME | 1 | 0 | -1 | 0.00% | $151.80K |
| OIS MXN TIIE1/9.00000 12/24/24-4Y* CME | 1 | 0 | -1 | 0.00% | $194.26K |
| 31750S3C7 PIMCO CDSOPT CALL USD 0.525 20260121 | -113,240,000 | 0 | 113,240,000 | 0.00% | $239.88K |
| FUT. EURO-BUND EUX MAR26 | 338 | 0 | -338 | 0.00% | $702.42K |
| Uniform Mortgage-Backed Security, TBA | -4,170,000 | 0 | 4,170,000 | 0.00% | $4.22M |
| FNCL 2 1/26 | -22,910,000 | 0 | 22,910,000 | 0.00% | $18.52M |
| Uniform Mortgage-Backed Security, TBA | -32,460,000 | 0 | 32,460,000 | 0.00% | $27.44M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 30YR TBA FEB | -36,100,000 | 0 | 36,100,000 | 0.00% | $32.40M |
| FNCL 3.5 2/26 | -68,890,000 | 0 | 68,890,000 | 0.00% | $63.48M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND | 5,191,308 | 16,980,232 | 11,788,924 | 8.73% | $115.70M |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/35 6 | 45,400,000 | 48,800,000 | 3,400,000 | 0.75% | -$245.84K |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7 | 17,800,000 | 21,600,000 | 3,800,000 | 0.36% | $758.03K |
| REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875 | 90,100,000 | 108,500,000 | 18,400,000 | 0.33% | $623.73K |
| RFR USD SOFR/4.11000 08/25/27-30Y LCH | 1 | 65,500,001 | 65,500,000 | 0.21% | $4.00M |
| RFR USD SOFR/4.52000 08/15/35-10Y LCH | 0 | 13,800,000 | 13,800,000 | 0.04% | $764.31K |
| 31750S7L3 PIMCO CDSOPT PUT USD 0.65 20260520 | 185,800,000 | 231,500,000 | 45,700,000 | 0.02% | $180.85K |
| RFR USD SOFR/4.09300 01/06/27-1Y LCH | 0 | 265,900,000 | 265,900,000 | 0.02% | $406.49K |
| RFR USD SOFR/4.65600 08/22/35-10Y LCH | 0 | 3,300,000 | 3,300,000 | 0.01% | $186.97K |
| RFR USD SOFR/3.74200 03/26/26-7Y LCH | 0 | 1 | 1 | 0.00% | $23.03K |
| RFR USD SOFR/3.32500 08/18/26-10Y LCH | 0 | 1,900,000 | 1,900,000 | 0.00% | $4.97K |
| RFR USD SOFR/5.00000 04/01/26-7Y LCH | 0 | 1 | 1 | 0.00% | -$743 |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US ULTRA BOND CBT Sep25 | 389,816,300 | 114,903,862 | -274,912,438 | 8.41% | $87.50M |
| FR SD8475 | 47,016,033 | 44,271,863 | -2,744,170 | 2.33% | -$3.19M |
| iShares Core S&P 500 ETF | 207,762 | 65,142 | -142,620 | 2.23% | -$99.75M |
| UMBS | 19,159,091 | 16,294,397 | -2,864,694 | 0.88% | -$3.06M |
| FN 190445 | 19,053,884 | 16,250,486 | -2,803,399 | 0.88% | -$2.99M |
| FREDDIE MAC FHR 5580 FC | 9,993,865 | 9,002,375 | -991,490 | 0.47% | -$1.04M |
| TORO EUROPEAN CLO TCLO 6A AR 144A | 9,593,034 | 7,763,077 | -1,829,957 | 0.47% | -$2.30M |
| ASSET BACKED SECURITIES CORP H ABSHE 2006 HE2 A4 | 9,488,978 | 9,374,260 | -114,719 | 0.44% | -$57.86K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2025-159 CL FJ V/R 5.26888000 | 8,411,488 | 8,234,552 | -176,936 | 0.43% | -$172.25K |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+ 09/25/2055 | 7,582,277 | 7,295,025 | -287,252 | 0.39% | -$259.09K |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+115 09/25/2055 | 7,240,253 | 6,991,064 | -249,189 | 0.37% | -$222.03K |
| HSI ASSET SECURITIZATION CORPO HASC 2006 OPT4 M1 | 7,687,717 | 7,607,588 | -80,129 | 0.37% | -$61.68K |
| FNMA POOL CB8013 FN 02/54 FIXED 6.5 | 7,218,122 | 6,643,709 | -574,413 | 0.37% | -$613.97K |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR14 1A3A | 7,239,156 | 7,102,785 | -136,372 | 0.36% | -$113.41K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SOFR30A+85 09/20/2055 | 8,250,471 | 6,837,602 | -1,412,869 | 0.36% | -$1.40M |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+140 09/25/2055 | 6,802,574 | 6,518,208 | -284,366 | 0.34% | -$289.76K |
| FHLG 30YR 5.5% 01/01/2055#SL0307 | 6,559,842 | 6,380,382 | -179,461 | 0.34% | -$245.43K |
| FED HM LN PC POOL RJ0195 FR 11/53 FIXED 6.5 | 6,375,130 | 6,023,428 | -351,702 | 0.33% | -$403.42K |
| FREDDIE MAC FHR 5580 FA | 5,796,990 | 5,569,457 | -227,534 | 0.29% | -$236.98K |
| COUNTRYWIDE ASSET-BACKED CERTIFICATES SER 2006-8 CL 2A4 V/R REGD 4.34621000 | 5,994,038 | 5,765,885 | -228,152 | 0.29% | -$217.11K |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 3,508,961 | 547,733 | -2,961,227 | 0.28% | -$28.85M |
| FREDDIE MAC POOL UMBS P#SL2468 5.50000000 | 5,169,513 | 5,037,816 | -131,697 | 0.27% | -$167.48K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2025-H20 CL FA V/R 4.86888000 | 5,015,218 | 4,965,221 | -49,996 | 0.26% | -$19.99K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL4 A1A 144A | 4,906,132 | 4,814,870 | -91,262 | 0.23% | -$87.62K |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+115 08/25/2055 | 4,501,842 | 4,085,394 | -416,447 | 0.22% | -$411.81K |
| FREDDIE MAC FHR 5521 AF | 4,254,506 | 4,023,681 | -230,825 | 0.21% | -$214.87K |
| SG MORTGAGE SECURITIES TRUST SGMS 2006 FRE1 A2B | 8,193,939 | 8,133,446 | -60,493 | 0.21% | -$103.28K |
| Securitized Asset Backed Receivables LLC Trust 2006-FR3 | 7,150,993 | 7,058,262 | -92,732 | 0.20% | -$73.72K |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL8 A1 144A | 3,847,969 | 3,752,725 | -95,243 | 0.20% | -$96.23K |
| MERRION SQUARE RESIDENTIAL MERRI 2024 1A A 144A | 3,302,394 | 3,183,768 | -118,626 | 0.19% | -$196.13K |
| NSLT 2025-CA A1A | 3,822,612 | 3,587,173 | -235,439 | 0.19% | -$261.26K |
| FNMA POOL FS7160 FN 02/54 FIXED VAR | 3,471,910 | 3,310,221 | -161,689 | 0.18% | -$175.84K |
| Freddie Mac REMICS | 3,763,678 | 3,415,239 | -348,439 | 0.18% | -$345.32K |
| FREDDIE MAC REMICS SER 5513 CL MF V/R 5.01180000 | 3,730,912 | 3,321,720 | -409,193 | 0.18% | -$403.36K |
| Lehman XS Trust Series 2007-12N | 3,264,209 | 3,218,088 | -46,122 | 0.17% | -$22.00K |
| FREDDIE MAC POOL UMBS P#SL2469 5.50000000 | 3,219,280 | 3,164,102 | -55,178 | 0.17% | -$84.42K |
| FR RJ2091 | 3,461,926 | 3,172,033 | -289,893 | 0.17% | -$321.55K |
| AVON FINANCE AVON 4A A 144A | 2,509,100 | 2,380,708 | -128,392 | 0.17% | -$233.07K |
| CROSS MORTGAGE TRUST CROSS 2024 H6 A1 144A | 3,397,066 | 3,110,845 | -286,221 | 0.16% | -$290.56K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 12 2A3 | 3,402,191 | 3,164,977 | -237,214 | 0.16% | -$226.64K |
| Government National Mortgage Association Floating Rate, Due 04/20/2055 | 3,195,361 | 2,919,694 | -275,667 | 0.15% | -$281.44K |
| FNMA POOL CB7799 FN 01/54 FIXED 6.5 | 2,857,417 | 2,670,177 | -187,240 | 0.15% | -$201.78K |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER Q034 CL APT2 V/R 2.90299700 | 3,031,724 | 2,889,059 | -142,665 | 0.15% | -$144.39K |
| Lendbuzz Securitization Trust, Series 2023-3A, Class A2 | 3,337,779 | 2,717,585 | -620,194 | 0.14% | -$636.19K |
| FNMA POOL CB9479 FN 11/54 FIXED 5.5 | 2,761,014 | 2,693,380 | -67,635 | 0.14% | -$90.45K |
| FREDDIE MAC POOL UMBS P#RJ4826 5.50000000 | 2,742,006 | 2,686,924 | -55,082 | 0.14% | -$79.51K |
| NSLT 2025-CA A1B | 2,866,959 | 2,690,380 | -176,579 | 0.14% | -$178.00K |
| ACE Securities Corp Home Equity Loan Trust Series 2006-NC1 | 2,951,874 | 2,820,165 | -131,708 | 0.14% | -$124.53K |
| NovaStar Mortgage Funding Trust Series 2007-1 | 4,098,922 | 4,003,210 | -95,712 | 0.14% | -$70.79K |
| SMB Private Education Loan Trust, Series 2024-A, Class A1B | 2,746,723 | 2,596,843 | -149,880 | 0.14% | -$153.70K |
| FNMA POOL FS7963 FN 05/54 FIXED VAR | 2,440,624 | 2,351,713 | -88,911 | 0.13% | -$98.00K |
| FNMA POOL CB9023 FN 08/54 FIXED 6.5 | 2,440,961 | 2,296,925 | -144,037 | 0.13% | -$156.34K |
| CarVal CLO Ltd., Series 2018-1A, Class AR | 3,457,511 | 2,374,077 | -1,083,433 | 0.12% | -$1.08M |
| FNMA POOL FS2661 FN 07/52 FIXED VAR | 2,475,919 | 2,413,220 | -62,699 | 0.12% | -$100.01K |
| FNMA, Series 2024-77, Class FM | 2,732,998 | 2,274,865 | -458,133 | 0.12% | -$456.84K |
| FHLG 30YR 6.5% 08/01/2054#SD7277 | 2,265,459 | 2,140,909 | -124,550 | 0.12% | -$139.02K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL2 A1A 144A | 2,586,384 | 2,499,271 | -87,113 | 0.12% | -$88.33K |
| Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2006-AR5, Class A1A | 2,400,415 | 2,351,195 | -49,220 | 0.12% | -$37.53K |
| SAGB 7 02/28/31 R213 | 138,550,000 | 37,580,000 | -100,970,000 | 0.11% | -$6.10M |
| FNMA POOL FS9843 FN 11/54 FIXED VAR | 2,087,684 | 1,953,287 | -134,398 | 0.11% | -$148.64K |
| MADISON PARK EURO FUNDING MDPKE 14A A1R 144A | 1,782,290 | 1,781,966 | -324 | 0.11% | -$39.32K |
| FNMA POOL CB9318 FN 10/54 FIXED 5.5 | 2,034,518 | 1,987,747 | -46,771 | 0.11% | -$63.42K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 BC2 1A | 1,903,976 | 1,892,693 | -11,283 | 0.10% | -$16.00K |
| FREDDIE MAC POOL UMBS P#RJ4828 5.50000000 | 1,881,454 | 1,850,418 | -31,035 | 0.10% | -$46.73K |
| FHLG 30YR 6.5% 04/01/2054#SD5901 | 1,893,411 | 1,785,041 | -108,371 | 0.10% | -$117.80K |
| FNMA POOL BM5807 FN 04/48 FIXED VAR | 2,037,558 | 1,999,363 | -38,195 | 0.10% | -$53.09K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 NC2 A2B | 2,333,943 | 2,303,049 | -30,893 | 0.09% | -$34.84K |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC1 M6 | 1,852,291 | 1,789,019 | -63,272 | 0.09% | -$66.13K |
| Freddie Mac REMICS | 1,971,408 | 1,725,337 | -246,071 | 0.09% | -$249.01K |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2006 OA2 2A1 | 1,979,452 | 1,919,339 | -60,113 | 0.09% | -$60.12K |
| FNMA POOL FS6765 FN 12/53 FIXED VAR | 1,779,689 | 1,644,796 | -134,893 | 0.09% | -$148.27K |
| ONSLOW BAY FINANCIAL LLC OBX 2025 NQM13 A1 144A | 1,911,445 | 1,713,330 | -198,115 | 0.09% | -$209.56K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL3 A1 144A | 1,937,165 | 1,911,103 | -26,062 | 0.09% | -$36.57K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 10CB 1A1 | 2,415,900 | 2,338,064 | -77,835 | 0.09% | -$79.98K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 13 A1 | 3,258,925 | 3,258,381 | -544 | 0.09% | -$675 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 25-124 HF SOFR30A+115 07/20/2055 | 1,734,485 | 1,559,361 | -175,123 | 0.08% | -$171.47K |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR7 2A1 | 1,943,981 | 1,915,111 | -28,869 | 0.08% | -$24.20K |
| FNMA POOL DB6502 FN 07/54 FIXED 6.5 | 1,445,181 | 1,441,431 | -3,750 | 0.08% | -$7.11K |
| NOMURA RESECURITIZATION TRUST NMRR 2018 1R 3A1 144A | 1,566,628 | 1,521,788 | -44,840 | 0.08% | -$44.69K |
| FNMA POOL MA3414 FN 07/48 FIXED 3.5 | 1,626,782 | 1,586,446 | -40,336 | 0.08% | -$50.01K |
| FHLG 30YR 5% 10/01/2053#RJ0049 | 1,491,764 | 1,475,363 | -16,401 | 0.08% | -$31.58K |
| Angel Oak Mortgage Trust, Series 2024-3, Class A1 | 1,520,117 | 1,459,472 | -60,645 | 0.08% | -$66.16K |
| FN MA3305 | 1,588,786 | 1,561,130 | -27,656 | 0.08% | -$42.22K |
| REPUBLIC OF COLOMBIA SR UNSECURED 11/54 8.375 | 2,100,000 | 1,400,000 | -700,000 | 0.08% | -$783.69K |
| MASTR Adjustable Rate Mortgages Trust 2006-OA2 | 1,911,498 | 1,857,478 | -54,020 | 0.08% | -$31.14K |
| FHLG 30YR 6.5% 06/01/2054#SL0034 | 1,366,349 | 1,313,169 | -53,179 | 0.07% | -$59.06K |
| FNMA POOL FA0713 FN 07/54 FIXED VAR | 1,308,085 | 1,293,975 | -14,110 | 0.07% | -$19.11K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 A1A1 | 1,381,338 | 1,333,403 | -47,935 | 0.07% | -$43.80K |
| Atlas Senior Loan Fund XV Ltd., Series 2019-15A, Class A1R | 1,859,190 | 1,344,139 | -515,050 | 0.07% | -$514.20K |
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES7 A1A 144A | 1,497,656 | 1,346,020 | -151,635 | 0.07% | -$158.15K |
| Freddie Mac REMICS | 1,505,771 | 1,314,244 | -191,527 | 0.07% | -$192.60K |
| FR SD8446 | 1,378,022 | 1,290,300 | -87,723 | 0.07% | -$100.38K |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 7 T2A7 | 1,466,495 | 1,401,312 | -65,184 | 0.07% | -$65.87K |
| FNMA POOL DA8446 FN 04/54 FIXED 6.5 | 1,368,634 | 1,192,450 | -176,184 | 0.07% | -$186.82K |
| ASSET BACKED FUNDING CERTIFICA ABFC 2004 FF1 M1 | 1,279,919 | 1,263,678 | -16,241 | 0.06% | -$17.48K |
| FN BH5752 | 1,332,413 | 1,312,208 | -20,205 | 0.06% | -$30.15K |
| ASSET BACKED FUNDING CERTIFICA ABFC 2006 HE1 A2D | 2,165,863 | 2,149,468 | -16,395 | 0.06% | -$17.75K |
| GSAMP TRUST GSAMP 2007 FM2 A2B | 1,981,847 | 1,942,312 | -39,536 | 0.06% | -$31.94K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 6 A11 144A | 1,347,357 | 1,176,510 | -170,846 | 0.06% | -$171.37K |
| FHLM 30YR 6.5% 02/01/2055#RJ3573 | 1,143,049 | 1,107,426 | -35,623 | 0.06% | -$56.48K |
| WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA4 2A1 | 1,306,936 | 1,214,208 | -92,728 | 0.06% | -$66.94K |
| NRZT 2019-RPL3 A1 144A FRN 07-25-59 | 1,248,094 | 1,165,985 | -82,109 | 0.06% | -$80.28K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A1 144A | 2,977,839 | 2,956,993 | -20,846 | 0.06% | -$13.82K |
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 6 A2 144A | 1,100,000 | 1,099,899 | -101 | 0.06% | -$4.70K |
| FHLM 30YR 6.5% 01/01/2055#RJ3342 | 1,090,439 | 1,030,820 | -59,619 | 0.06% | -$66.76K |
| FNMA POOL BH7058 FN 12/47 FIXED 3.5 | 1,177,552 | 1,156,661 | -20,891 | 0.06% | -$29.96K |
| STRUCTURED ASSET SECURITIES CO SASC 2006 BC1 A2 | 1,104,762 | 1,091,762 | -13,000 | 0.06% | -$14.99K |
| REPUBLIC OF ECUADOR SR UNSECURED REGS 07/30 0.0000 | 1,400,000 | 1,260,000 | -140,000 | 0.06% | -$143.60K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 10 2A4 | 1,090,121 | 1,065,822 | -24,299 | 0.05% | -$23.97K |
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 6 A1 144A | 2,476,342 | 1,024,004 | -1,452,337 | 0.05% | -$1.45M |
| FN MA3218 | 1,116,671 | 1,047,885 | -68,786 | 0.05% | -$72.52K |
| SoFi Professional Loan Program Trust, Series 2020-A, Class A2FX | 1,120,291 | 1,033,397 | -86,893 | 0.05% | -$85.38K |
| LMAT 2021-GS5 A1 144A 6.25% 07-25-67 | 1,019,915 | 996,767 | -23,148 | 0.05% | -$23.27K |
| FNMA POOL FS8455 FN 08/53 FIXED VAR | 991,977 | 973,419 | -18,557 | 0.05% | -$27.95K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A2C | 2,462,131 | 2,439,214 | -22,916 | 0.05% | -$66.91K |
| FHLMC REMI 30YR 6.5% 03/01/2055#RJ3702 | 939,075 | 926,283 | -12,792 | 0.05% | -$16.68K |
| FN MA3238 | 1,047,677 | 1,025,037 | -22,640 | 0.05% | -$31.74K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 27 2A3 | 1,031,160 | 1,021,247 | -9,913 | 0.05% | -$9.95K |
| FED HM LN PC POOL QZ5154 FR 10/55 FIXED 6 | 889,973 | 886,834 | -3,138 | 0.05% | -$8.92K |
| Structured Adjustable Rate Mortgage Loan Trust Series 2005-19XS | 941,051 | 921,217 | -19,834 | 0.05% | -$17.96K |
| STRUCTURED ASSET SECURITIES CO SASC 2007 WF1 A6 | 942,486 | 897,593 | -44,892 | 0.05% | -$43.41K |
| BLACK DIAMOND CLO LTD BLACK 2019 1A A1R 144A | 1,157,766 | 749,442 | -408,324 | 0.05% | -$495.23K |
| GLS Auto Select Receivables Trust, Series 2023-1A, Class A3 | 1,146,068 | 848,651 | -297,417 | 0.04% | -$301.36K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 16 1A | 914,445 | 887,392 | -27,052 | 0.04% | -$27.49K |
| Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2006-AR1, Class 1A3 | 865,369 | 798,674 | -66,695 | 0.04% | -$63.35K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 1 MV1 | 811,716 | 797,670 | -14,046 | 0.04% | -$12.93K |
| FED HM LN PC POOL SL1540 FR 02/55 FIXED 5.5 | 808,281 | 763,125 | -45,156 | 0.04% | -$51.08K |
| MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 2 A2 | 1,489,471 | 1,473,776 | -15,694 | 0.04% | -$16.09K |
| BINOM SECURITIZATION TRUST BINOM 2022 RPL1 A1 144A | 789,182 | 767,410 | -21,772 | 0.04% | -$27.40K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY6 2A3 | 822,462 | 789,143 | -33,319 | 0.04% | -$26.02K |
| FG G08789 | 748,881 | 732,884 | -15,997 | 0.04% | -$21.98K |
| FG G18659 | 745,379 | 698,198 | -47,181 | 0.04% | -$50.18K |
| FREDDIE MAC FHR 5549 BF | 753,620 | 658,904 | -94,716 | 0.03% | -$91.65K |
| GSAMP TRUST GSAMP 2007 NC1 A1 | 1,259,493 | 1,246,229 | -13,264 | 0.03% | -$14.28K |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 1 2A1A | 675,767 | 666,887 | -8,880 | 0.03% | -$7.74K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 12A A1 144A | 700,000 | 665,992 | -34,008 | 0.03% | -$40.79K |
| FG G04913 | 650,100 | 629,313 | -20,787 | 0.03% | -$32.49K |
| FNMA POOL DB3603 FN 05/54 FIXED 6.5 | 562,669 | 560,879 | -1,790 | 0.03% | -$2.71K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC2 A1 144A | 649,775 | 637,999 | -11,776 | 0.03% | -$10.61K |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 5 1A6 | 718,296 | 706,514 | -11,782 | 0.03% | -$12.26K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA7 2A1 | 588,893 | 579,030 | -9,863 | 0.03% | -$8.43K |
| Bear Stearns Asset-Backed Securities I Trust, Series 2006-HE7, Class 2A2 | 564,195 | 548,079 | -16,116 | 0.03% | -$15.90K |
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES4 A1A 144A | 600,461 | 532,410 | -68,051 | 0.03% | -$71.61K |
| APS RESECURITIZATION TRUST APS 2015 1 2M 144A | 617,563 | 531,187 | -86,375 | 0.03% | -$85.14K |
| Argent Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2004-W3, Class A3 | 480,854 | 473,591 | -7,263 | 0.03% | -$5.32K |
| JUBILEE CDO BV JUBIL 2016 17A A2RR 144A | 686,633 | 419,982 | -266,651 | 0.03% | -$321.30K |
| Freddie Mac REMICS | 454,741 | 434,558 | -20,183 | 0.02% | -$19.34K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 81 A1 | 523,910 | 517,402 | -6,508 | 0.02% | -$5.42K |
| BELLA VISTA MORTGAGE TRUST BVMBS 2005 1 1A1 | 450,810 | 444,849 | -5,961 | 0.02% | -$3.57K |
| FNR 2025-54 FM | 456,095 | 425,082 | -31,013 | 0.02% | -$30.24K |
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE9 M2 | 450,105 | 420,344 | -29,761 | 0.02% | -$29.83K |
| SPECIALTY UNDERWRITING + RESID SURF 2006 AB1 A4 | 456,361 | 416,696 | -39,665 | 0.02% | -$38.38K |
| Hertz Vehicle Financing LLC, Series 2023-1A, Class A | 800,000 | 400,000 | -400,000 | 0.02% | -$401.93K |
| HOME EQUITY ASSET TRUST HEAT 2004 6 M4 | 609,588 | 398,633 | -210,955 | 0.02% | -$211.47K |
| UNTD AIR 24-1 AA | 386,209 | 375,898 | -10,310 | 0.02% | -$14.09K |
| GNMA POOL AE3798 GN 07/45 FIXED 3.5 | 403,275 | 399,466 | -3,809 | 0.02% | -$995 |
| WAMU ASSET BACKED CERTIFICATES WMHE 2007 HE3 2A3 | 401,950 | 396,337 | -5,613 | 0.02% | -$3.96K |
| SMB Private Education Loan Trust, Series 2023-C, Class A1B | 371,266 | 343,074 | -28,192 | 0.02% | -$28.54K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR18 1A1 | 364,583 | 356,609 | -7,973 | 0.02% | -$4.04K |
| HARVEST CLO HARVT 21A A2R 144A | 402,744 | 270,165 | -132,579 | 0.02% | -$159.30K |
| CHASEFLEX TRUST CFLX 2007 3 2A1 | 339,835 | 337,382 | -2,453 | 0.02% | -$3.24K |
| Freddie Mac Pool | 290,785 | 277,775 | -13,010 | 0.02% | -$14.17K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 1A | 320,330 | 311,969 | -8,360 | 0.01% | -$6.77K |
| CWALT 2006-OA11 A1B | 287,674 | 280,665 | -7,010 | 0.01% | -$6.33K |
| GNMA POOL AJ1835 GN 09/44 FIXED 3.5 | 281,234 | 277,462 | -3,773 | 0.01% | -$1.74K |
| Carrington Mortgage Loan Trust Series 2007-FRE1 | 279,936 | 269,463 | -10,474 | 0.01% | -$12.53K |
| RESIDENTIAL ASSET SECURITIZATI RAST 2006 A9CB A9 | 907,995 | 907,684 | -311 | 0.01% | -$6.80K |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 1A A 144A | 272,288 | 236,564 | -35,723 | 0.01% | -$35.96K |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 5 2CB1 | 325,275 | 321,129 | -4,146 | 0.01% | -$4.70K |
| RESIDENTIAL ASSET SECURITIZATI RAST 2006 A7CB 1A3 | 308,803 | 307,958 | -845 | 0.01% | -$4.09K |
| FED HM LN PC POOL V85233 FG 03/49 FIXED 4 | 231,053 | 229,310 | -1,743 | 0.01% | -$3.44K |
| NELNET STUDENT LOAN TRUST NSLT 2023 AA AFX 144A | 231,933 | 211,849 | -20,084 | 0.01% | -$22.48K |
| Nelnet Student Loan Trust, Series 2023-AA, Class AFL | 231,933 | 211,849 | -20,084 | 0.01% | -$20.64K |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 1XS 1A1 | 674,157 | 672,171 | -1,985 | 0.01% | -$1.37K |
| HSI Asset Securitization Corp Trust 2006-HE2 | 879,757 | 872,255 | -7,501 | 0.01% | -$6.31K |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 3A1A | 319,751 | 318,738 | -1,012 | 0.01% | -$2.58K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 2A | 244,755 | 207,531 | -37,224 | 0.01% | -$32.71K |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE5 A2C | 388,097 | 384,296 | -3,801 | 0.01% | -$4.62K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR3 A1A | 196,391 | 194,970 | -1,422 | 0.01% | -$647 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 56 5A1 | 195,887 | 191,142 | -4,745 | 0.01% | -$3.88K |
| GNMA POOL AM2842 GN 04/45 FIXED 3.5 | 188,260 | 186,613 | -1,647 | 0.01% | -$307 |
| FNMA POOL AD9367 FN 09/30 FIXED 4.5 | 185,293 | 171,535 | -13,757 | 0.01% | -$14.59K |
| FN 888129 | 168,625 | 161,344 | -7,281 | 0.01% | -$9.81K |
| SDART 2023-6 A3 | 492,484 | 164,478 | -328,007 | 0.01% | -$329.39K |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 4 2A1 | 165,101 | 162,225 | -2,877 | 0.01% | -$1.89K |
| RESIDENTIAL ASSET SECURITIZATI RAST 2007 A5 2A5 | 325,582 | 324,320 | -1,262 | 0.01% | -$3.17K |
| CRVNA 2023-P5 A3 144A 5.62% 01-10-29 | 202,930 | 155,130 | -47,800 | 0.01% | -$48.37K |
| FNMA POOL AI4142 FN 06/41 FIXED 4.5 | 179,490 | 156,701 | -22,788 | 0.01% | -$25.40K |
| GNMA POOL AK9707 GN 02/45 FIXED 3.5 | 163,565 | 162,107 | -1,458 | 0.01% | -$321 |
| GNMA POOL AB7792 GN 11/42 FIXED 3.5 | 154,973 | 153,074 | -1,899 | 0.01% | -$791 |
| DEUTSCHE ALT-A SECURITIES MORTGAGE LOAN TRUST SERIES SER 2007-3 CL 2A1 V/R REGD 5.56876000 | 175,890 | 170,502 | -5,388 | 0.01% | -$3.59K |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 D 1A5 | 165,060 | 158,396 | -6,664 | 0.01% | -$5.37K |
| Freddie Mac REMICS | 136,565 | 132,213 | -4,352 | 0.01% | -$4.37K |
| CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 BA A2 144A | 134,579 | 132,537 | -2,042 | 0.01% | -$1.64K |
| Mastr Asset Backed Securities Trust 2006-NC3 | 276,178 | 272,476 | -3,702 | 0.01% | -$3.36K |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OA3 2A | 137,310 | 135,113 | -2,197 | 0.01% | -$1.44K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 124,279 | 121,086 | -3,193 | 0.01% | -$4.23K |
| GNMA POOL 685882 GN 05/38 FIXED 5 | 120,187 | 117,980 | -2,207 | 0.01% | -$3.20K |
| FREDDIE MAC FHR 3898 AF | 126,337 | 120,162 | -6,175 | 0.01% | -$6.12K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A2B | 325,098 | 321,775 | -3,323 | 0.01% | -$2.79K |
| GNMA POOL 676926 GN 04/38 FIXED 5 | 116,688 | 114,182 | -2,506 | 0.01% | -$3.54K |
| GSR MORTGAGE LOAN TRUST GSR 2007 3F 3A5 | 168,210 | 163,661 | -4,549 | 0.01% | -$5.17K |
| FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2023 2 A2 144A | 280,841 | 110,828 | -170,013 | 0.01% | -$170.84K |
| GNMA POOL AL5427 GN 02/45 FIXED 3.5 | 118,299 | 116,824 | -1,475 | 0.01% | -$628 |
| GNMA POOL 763877 GN 09/43 FIXED 3.5 | 121,786 | 115,996 | -5,790 | 0.01% | -$4.66K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 1A1 | 119,717 | 117,145 | -2,572 | 0.01% | -$1.48K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA1 A3 | 120,458 | 119,021 | -1,437 | 0.01% | -$1.06K |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 1 A5 | 117,357 | 112,056 | -5,301 | 0.01% | -$5.41K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A2C | 229,359 | 227,447 | -1,912 | 0.01% | -$1.66K |
| FNMA POOL AJ7522 FN 01/27 FIXED 3 | 144,163 | 101,411 | -42,752 | 0.01% | -$42.38K |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3B | 431,118 | 427,755 | -3,363 | 0.01% | -$2.36K |
| NovaStar Mortgage Funding Trust Series 2006-3 | 212,529 | 211,269 | -1,260 | 0.01% | -$1.68K |
| FED HM LN PC POOL A19022 FG 02/34 FIXED 6 | 96,253 | 93,864 | -2,389 | 0.01% | -$3.06K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY10 3A1 | 104,431 | 102,992 | -1,439 | 0.00% | -$203 |
| FANNIEMAE WHOLE LOAN FNW 2003 W6 F | 93,771 | 89,940 | -3,831 | 0.00% | -$3.81K |
| ARGENT SECURITIES INC. ARSI 2003 W10 M1 | 92,002 | 90,982 | -1,021 | 0.00% | -$698 |
| GNMA POOL AM0064 GN 04/45 FIXED 3.5 | 93,975 | 93,136 | -840 | 0.00% | -$186 |
| PHH Alternative Mortgage Trust Series 2007-1 | 123,094 | 119,096 | -3,998 | 0.00% | -$3.29K |
| FNMA POOL AO3036 FN 05/42 FIXED 4.5 | 88,792 | 87,549 | -1,243 | 0.00% | -$2.66K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA7 A1A | 92,763 | 92,064 | -699 | 0.00% | -$341 |
| GNMA POOL AH7263 GN 01/45 FIXED 3.5 | 87,673 | 86,840 | -833 | 0.00% | -$221 |
| CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 AA A2 144A | 86,284 | 84,393 | -1,891 | 0.00% | -$1.58K |
| SMALL BUSINESS ADMINISTRATION SBAP 2008 20I 1 | 96,316 | 78,788 | -17,528 | 0.00% | -$18.03K |
| GNMA POOL AD5625 GN 05/43 FIXED 3.5 | 82,559 | 81,679 | -880 | 0.00% | -$298 |
| SEQUOIA MORTGAGE TRUST SEMT 2007 2 1A1 | 84,830 | 80,320 | -4,510 | 0.00% | -$4.06K |
| Government National Mortgage Association | 75,788 | 72,464 | -3,324 | 0.00% | -$2.83K |
| FNMA POOL 880623 FN 04/36 FIXED 5.5 | 76,006 | 70,463 | -5,544 | 0.00% | -$6.76K |
| FNMA POOL BK7414 FN 08/48 FIXED 3.5 | 153,597 | 77,935 | -75,662 | 0.00% | -$71.31K |
| GNMA POOL AM0874 GN 04/45 FIXED 3.5 | 77,760 | 76,899 | -861 | 0.00% | -$310 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 10 2A1 | 90,811 | 90,498 | -313 | 0.00% | $215 |
| FED HM LN PC POOL Q00623 FG 04/41 FIXED 4.5 | 72,070 | 71,287 | -783 | 0.00% | -$1.79K |
| GN AL5265 | 73,826 | 73,031 | -795 | 0.00% | -$274 |
| MORGAN STANLEY CAPITAL INC MSAC 2005 WMC6 M4 | 71,069 | 69,434 | -1,635 | 0.00% | -$1.60K |
| GNMA POOL AG7215 GN 04/45 FIXED 3.5 | 72,989 | 72,335 | -654 | 0.00% | -$147 |
| IndyMac MBS, Inc. | 74,674 | 72,227 | -2,447 | 0.00% | -$1.72K |
| FREDDIE MAC FHR 3816 HN | 68,153 | 64,158 | -3,994 | 0.00% | -$4.64K |
| Structured Adjustable Rate Mortgage Loan Trust, Series 2004-19, Class 2A1 | 69,819 | 68,706 | -1,113 | 0.00% | -$785 |
| FNMA POOL AO0771 FN 04/42 FIXED 4.5 | 65,729 | 65,031 | -698 | 0.00% | -$1.74K |
| FED HM LN PC POOL Q53756 FG 01/48 FIXED 4 | 67,975 | 66,568 | -1,407 | 0.00% | -$1.94K |
| FNMA POOL 756226 FN 01/34 FIXED 5.5 | 66,351 | 63,192 | -3,159 | 0.00% | -$4.28K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 24CB A7 | 125,320 | 123,322 | -1,999 | 0.00% | -$934 |
| Sequoia Mortgage Trust, Series 2007-3, Class 1A1 | 79,347 | 73,376 | -5,971 | 0.00% | -$5.65K |
| GNMA POOL 677191 GN 06/38 FIXED 5 | 62,658 | 61,472 | -1,186 | 0.00% | -$1.64K |
| First Horizon Alternative Mortgage Securities Trust, Series 2005-AA6, Class 3A1 | 76,174 | 75,790 | -384 | 0.00% | -$301 |
| GNMA POOL AB1260 GN 07/42 FIXED 3.5 | 69,873 | 64,982 | -4,890 | 0.00% | -$4.14K |
| GNMA POOL AI2571 GN 06/44 FIXED 3.5 | 73,984 | 64,829 | -9,155 | 0.00% | -$8.13K |
| FG C03424 | 60,562 | 57,383 | -3,179 | 0.00% | -$3.87K |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 1 1A | 65,147 | 60,132 | -5,015 | 0.00% | -$4.94K |
| Freddie Mac Gold Pool | 58,392 | 56,230 | -2,162 | 0.00% | -$2.76K |
| WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA3 3A1 | 76,737 | 66,599 | -10,138 | 0.00% | -$8.42K |
| GNMA POOL AL9735 GN 04/45 FIXED 3.5 | 61,919 | 61,379 | -540 | 0.00% | -$110 |
| GNMA POOL 602715 GN 02/45 FIXED 3.5 | 61,739 | 61,004 | -736 | 0.00% | -$296 |
| FED HM LN PC POOL A51074 FG 08/36 FIXED 6 | 55,062 | 54,148 | -914 | 0.00% | -$1.39K |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 I 6A1 | 62,410 | 61,222 | -1,188 | 0.00% | -$680 |
| FG G04576 | 53,669 | 52,095 | -1,574 | 0.00% | -$2.13K |
| Freddie Mac Gold Pool | 53,684 | 52,404 | -1,279 | 0.00% | -$2.08K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR1 A1A | 56,414 | 54,169 | -2,245 | 0.00% | -$2.23K |
| FNMA POOL 934562 FN 08/38 FIXED 5.5 | 50,705 | 49,993 | -713 | 0.00% | -$1.24K |
| Freddie Mac Gold Pool | 51,593 | 49,477 | -2,115 | 0.00% | -$2.85K |
| GNMA POOL 716813 GN 04/39 FIXED 5 | 50,948 | 49,079 | -1,869 | 0.00% | -$2.26K |
| FED HM LN PC POOL A67434 FG 11/37 FIXED 6 | 48,492 | 47,560 | -931 | 0.00% | -$1.38K |
| Freddie Mac REMICS | 51,257 | 49,089 | -2,169 | 0.00% | -$2.19K |
| GNMA POOL 677192 GN 06/38 FIXED 5 | 48,649 | 47,931 | -717 | 0.00% | -$1.11K |
| FNMA POOL 840680 FN 09/35 FIXED 6 | 46,736 | 45,887 | -849 | 0.00% | -$1.27K |
| FNMA POOL BK9579 FN 01/49 FIXED 3.5 | 49,775 | 49,444 | -331 | 0.00% | -$698 |
| GNMA POOL AK6724 GN 01/45 FIXED 3.5 | 47,233 | 46,595 | -638 | 0.00% | -$297 |
| HarborView Mortgage Loan Trust, Series 2006-12, Class 1A1A | 50,682 | 50,023 | -659 | 0.00% | $735 |
| FN AL3365 | 41,395 | 39,713 | -1,683 | 0.00% | -$2.12K |
| FN 995094 | 43,327 | 41,319 | -2,007 | 0.00% | -$2.81K |
| GNMA POOL AA0128 GN 05/42 FIXED 3.5 | 43,547 | 42,951 | -596 | 0.00% | -$282 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 2A | 42,170 | 41,361 | -809 | 0.00% | -$686 |
| BSSP 2007-R6 V/R 1/26/36 5.66300000 | 56,183 | 55,249 | -934 | 0.00% | -$153 |
| FNMA POOL 848223 FN 11/35 FIXED 6 | 37,971 | 37,188 | -783 | 0.00% | -$1.14K |
| GNMA POOL AM2510 GN 03/45 FIXED 3.5 | 41,489 | 41,032 | -457 | 0.00% | -$164 |
| Lehman XS Trust, Series 2007-15N | 40,145 | 38,770 | -1,374 | 0.00% | -$1.44K |
| FNMA POOL 255884 FN 08/35 FLOATING VAR | 35,472 | 34,795 | -677 | 0.00% | -$808 |
| Soundview Home Loan Trust 2007-WMC1 | 134,196 | 133,816 | -380 | 0.00% | -$368 |
| SINGLE FAMILY ARM | 37,370 | 35,389 | -1,982 | 0.00% | -$1.99K |
| GNMA POOL AJ5470 GN 09/44 FIXED 3.5 | 40,207 | 36,510 | -3,697 | 0.00% | -$3.22K |
| SVHE 07-OPT1 2A1 TSFR1M+19.448 6/37 | 51,445 | 50,551 | -895 | 0.00% | -$613 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 58 A1 | 37,191 | 35,622 | -1,569 | 0.00% | -$1.43K |
| MRFC Mortgage Pass-Through Trust, Series 2000-TBC3, Class A1 | 36,682 | 34,052 | -2,630 | 0.00% | -$2.55K |
| GNMA POOL 698343 GN 05/39 FIXED 5 | 35,494 | 32,582 | -2,912 | 0.00% | -$3.25K |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 21 6A3 | 33,610 | 33,235 | -375 | 0.00% | -$415 |
| FNMA POOL 938574 FN 09/36 FIXED 5.5 | 30,936 | 30,078 | -857 | 0.00% | -$1.48K |
| Structured Adjustable Rate Mortgage Loan Trust, Series 2005-17, Class 3A1 | 36,377 | 32,823 | -3,554 | 0.00% | -$2.89K |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2003 4 B1 | 32,500 | 32,080 | -420 | 0.00% | -$290 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WMC2 A4 | 60,677 | 60,477 | -200 | 0.00% | $4 |
| GNMA POOL 638767 GN 07/37 FIXED 6 | 27,430 | 27,030 | -401 | 0.00% | -$497 |
| NOMURA HOME EQUITY LOAN INC NHELI 2006 AF1 A4 | 157,247 | 156,856 | -391 | 0.00% | -$339 |
| NRZT 2020-1A A1B | 30,858 | 29,655 | -1,203 | 0.00% | -$1.35K |
| FNMA POOL 754031 FN 12/33 FLOATING VAR | 27,715 | 27,040 | -675 | 0.00% | -$759 |
| FNMA POOL 835514 FN 08/35 FLOATING VAR | 25,717 | 24,882 | -835 | 0.00% | -$938 |
| STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2005-AR8 SER 2005-AR8 CL A1A V/R REGD 4.62876000 | 30,253 | 29,376 | -876 | 0.00% | -$758 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 24,905 | 24,480 | -424 | 0.00% | -$629 |
| GNMA II POOL MA2391 G2 11/44 FLOATING VAR | 24,568 | 24,383 | -185 | 0.00% | -$298 |
| FG G05852 | 24,706 | 23,949 | -757 | 0.00% | -$1.13K |
| FNMA POOL AE8050 FN 11/40 FIXED 4.5 | 27,628 | 24,797 | -2,831 | 0.00% | -$3.19K |
| COUNTRYWIDE HOME LOANS CWHL 2004 16 1A1 | 25,387 | 24,853 | -534 | 0.00% | -$466 |
| ARGENT SECURITIES INC. ARSI 2006 M2 A2B | 75,236 | 75,016 | -221 | 0.00% | -$184 |
Top 300 of 478, by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 18,700,000 | 18,700,000 | 0 | 0.98% | -$169.83K |
| US TREASURY N/B | 13,000,000 | 13,000,000 | 0 | 0.66% | -$156.15K |
| STWD Ltd., Series 2022-FL3, Class AS | 9,100,000 | 9,100,000 | 0 | 0.48% | -$46.68K |
| REPUBLIC OF SOUTH AFRICA BONDS 03/36 6.25 | 165,230,000 | 165,230,000 | 0 | 0.41% | -$681.98K |
| REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 | 21,400,000 | 21,400,000 | 0 | 0.34% | -$439.59K |
| CDX ITRAXX XOV44 5Y 35-100% SP MYC | 5 | 5 | 0 | 0.32% | -$779.51K |
| Option One Mortgage Loan Trust, Series 2005-4, Class M3 | 6,767,000 | 6,767,000 | 0 | 0.31% | -$6.76K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 AS 144A | 5,900,000 | 5,900,000 | 0 | 0.31% | $6.88K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2025 FL17 AS 144A | 5,800,000 | 5,800,000 | 0 | 0.30% | -$10.11K |
| RFRF USD SF+26.161/1.2* 9/16/23-28Y* CME | 1 | 1 | 0 | 0.30% | -$105.32K |
| Eagle Funding LuxCo S.a.r.l. | 5,300,000 | 5,300,000 | 0 | 0.28% | -$70.70K |
| REPUBLIC OF PERU SR UNSECURED REGS 08/34 5.4 | 19,500,000 | 19,500,000 | 0 | 0.28% | -$465.56K |
| BDS LTD BDS 2025 FL14 AS 144A | 5,250,000 | 5,250,000 | 0 | 0.27% | -$12.83K |
| RPLDCI 6.581 05/30/49 144A | 5,060,000 | 5,060,000 | 0 | 0.27% | -$144.10K |
| HERTZ VEHICLE FINANCING LLC HERTZ 2024 1A A 144A | 5,000,000 | 5,000,000 | 0 | 0.27% | -$35.22K |
| ARBOUR CLO ARBR 6A AR 144A | 4,200,000 | 4,200,000 | 0 | 0.25% | -$89.95K |
| ATHENE GLOBAL FU | 4,700,000 | 4,700,000 | 0 | 0.24% | -$84.61K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 B 144A | 4,600,000 | 4,600,000 | 0 | 0.24% | $25.05K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 AS 144A | 4,600,000 | 4,600,000 | 0 | 0.24% | $7.64K |
| CITIGROUP MORTGAGE LOAN TRUST INC SER 2005-HE3 CL M4 V/R REGD 4.74621000 | 4,687,000 | 4,687,000 | 0 | 0.24% | $3.30K |
| 317UA5IA9 PIMCO FPPSWAPTION 3.1625 PUT USD | 733,800,000 | 733,800,000 | 0 | 0.24% | $1.15M |
| RFR USD SOFR/3.50000 06/21/23-10Y LCH | 1 | 1 | 0 | 0.20% | $463.76K |
| GSAMP TRUST GSAMP 2006 HE8 A2D | 4,200,000 | 4,200,000 | 0 | 0.20% | $13.12K |
| RFR USD SOFR/3.50000 12/18/24-30Y LCH | 1 | 1 | 0 | 0.19% | -$117.48K |
| BARINGS EURO CLO DAC BABSE 2025 1A A 144A | 3,100,000 | 3,100,000 | 0 | 0.19% | -$66.85K |
| CBAMR Ltd., Series 2019-9A, Class AR | 3,300,000 | 3,300,000 | 0 | 0.17% | $5.21K |
| WHETSTONE PARK CLO LTD WHTPK 2021 1A A1R 144A | 3,300,000 | 3,300,000 | 0 | 0.17% | -$1.66K |
| JAPAN (30 YEAR ISSUE) BONDS 03/55 2.4 | 660,000,000 | 660,000,000 | 0 | 0.17% | -$234.84K |
| STELLANTIS FIN US INC REGD 144A P/P 2.69100000 | 3,800,000 | 3,800,000 | 0 | 0.17% | -$120.08K |
| PARK PLACE SECURITIES INC PPSI 2004 WHQ2 M5 | 3,358,849 | 3,358,849 | 0 | 0.16% | $470 |
| Madison Park Funding XXXIX Ltd., Series 2021-39A, Class AR | 3,000,000 | 3,000,000 | 0 | 0.16% | $56 |
| PENTA CLO S.A. PENTA 2021 9A A 144A | 2,500,000 | 2,500,000 | 0 | 0.15% | -$55.66K |
| PARK PLACE SECURITIES INC PPSI 2005 WCW2 M4 | 3,200,000 | 3,200,000 | 0 | 0.15% | -$11.51K |
| RFRF USD SF+26.161/1.0* 9/15/23-7Y* CME | 1 | 1 | 0 | 0.15% | $59.56K |
| GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A B1R 144A | 2,700,000 | 2,700,000 | 0 | 0.14% | -$3.69K |
| POST CLO LTD POST 2021 1A AR 144A | 2,700,000 | 2,700,000 | 0 | 0.14% | $2.51K |
| OZLM XXIV Ltd | 2,500,000 | 2,500,000 | 0 | 0.13% | -$749 |
| 317UA5JA8 PIMCO FPPSWAPTION 3.1625 CALL USD | 733,800,000 | 733,800,000 | 0 | 0.13% | $106.11K |
| ROMANIA SR UNSECURED REGS 07/39 6.75 | 2,100,000 | 2,100,000 | 0 | 0.13% | -$147.01K |
| RFR USD SOFR/2.75000 06/21/23-30Y LCH | 1 | 1 | 0 | 0.12% | -$19.78K |
| CORDATUS CLO PLC CORDA 30A AR 144A | 1,980,000 | 1,980,000 | 0 | 0.12% | -$41.69K |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2023-7A CL A REGD 144A P/P 5.90000000 | 2,200,000 | 2,200,000 | 0 | 0.12% | -$12.91K |
| Ocean Trails CLO X, Series 2020-10A, Class BR2 | 2,000,000 | 2,000,000 | 0 | 0.10% | -$1.81K |
| CONTEGO CLO DAC CONTE 3A ARR 144A | 1,700,000 | 1,700,000 | 0 | 0.10% | -$35.76K |
| VICI PROPERTIE | 1,800,000 | 1,800,000 | 0 | 0.09% | -$15.92K |
| INVESCO EURO CLO INVSC 3A AR | 1,500,000 | 1,500,000 | 0 | 0.09% | -$30.53K |
| CORDATUS CLO PLC CORDA 12A ARR 144A | 1,500,000 | 1,500,000 | 0 | 0.09% | -$31.34K |
| BARCLAYS PLC | 1,500,000 | 1,500,000 | 0 | 0.09% | -$37.88K |
| REPUBLIC OF SOUTH AFRICA BONDS 01/30 8 | 27,600,000 | 27,600,000 | 0 | 0.08% | -$90.92K |
| IVORY COAST SR UNSECURED REGS 03/48 6.625 | 1,600,000 | 1,600,000 | 0 | 0.08% | -$106.77K |
| SOUTHERN CAL ED | 1,500,000 | 1,500,000 | 0 | 0.08% | -$11.93K |
| OZLM XXIV Ltd., Series 2019-24A, Class A2AR | 1,500,000 | 1,500,000 | 0 | 0.08% | -$3.74K |
| RFRF USD SF+26.161/0.9* 8/15/23-13Y* CME | 1 | 1 | 0 | 0.08% | $904 |
| 317U9Y7A0 PIMCO FPPSWAPTION 4.485 PUT USD | 22,700,000 | 22,700,000 | 0 | 0.07% | -$726 |
| PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000 | 1,700,000 | 1,700,000 | 0 | 0.07% | $18.44K |
| WELLS FARGO + COMPANY WELLS FARGO + COMPANY | 1,100,000 | 1,100,000 | 0 | 0.07% | -$44.82K |
| REPUBLIC OF SOUTH AFRICA BONDS 01/37 8.5 | 21,300,000 | 21,300,000 | 0 | 0.06% | -$102.13K |
| 317U9Y8A9 PIMCO FPPSWAPTION 4.485 CALL USD | 22,700,000 | 22,700,000 | 0 | 0.06% | $130.34K |
| REPUBLIC OF PANAMA EUR TERM LOAN 2 | 1,000,000 | 1,000,000 | 0 | 0.06% | -$21.91K |
| TURKIYE GOVERNMENT BOND BONDS 05/28 VAR | 49,900,000 | 49,900,000 | 0 | 0.06% | -$42.64K |
| RFR USD SOFR/1.75000 06/15/22-10Y LCH | 1 | 1 | 0 | 0.06% | $61.90K |
| PETRPE 5.625 06/19/47 REGS | 1,500,000 | 1,500,000 | 0 | 0.06% | $98.85K |
| TURKIYE GOVERNMENT BOND BONDS 09/28 VAR | 43,800,000 | 43,800,000 | 0 | 0.05% | -$37.51K |
| REPUBLIC OF SOUTH AFRICA BONDS 03/32 8.25 | 16,600,000 | 16,600,000 | 0 | 0.05% | -$70.44K |
| RFR USD SOFR/3.75000 09/17/25-10Y LCH | 2 | 2 | 0 | 0.05% | $525.42K |
| 317UAAMA3 PIMCO FPPSWAPTION 4.11 PUT USD | 12,900,000 | 12,900,000 | 0 | 0.04% | -$96.86K |
| VIPER ENERGY PAR | 800,000 | 800,000 | 0 | 0.04% | -$10.20K |
| 317UA48A3 PIMCO FPPSWAPTION 4.628 CALL USD | 14,200,000 | 14,200,000 | 0 | 0.04% | $83.26K |
| RFR USD SOFR/3.50000 06/20/24-30Y LCH | 1 | 1 | 0 | 0.04% | -$23.71K |
| PACIFIC GAS&ELEC | 800,000 | 800,000 | 0 | 0.04% | -$1.58K |
| HPS CORPORATE LE | 800,000 | 800,000 | 0 | 0.04% | -$38.52K |
| RFR USD SOFR/3.70000 02/20/24-25Y LCH | 1 | 1 | 0 | 0.04% | -$78.51K |
| SBA TOWER TRUST | 700,000 | 700,000 | 0 | 0.04% | $4.96K |
| REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95 | 2,160,000 | 2,160,000 | 0 | 0.04% | -$41.27K |
| SOUTHERN CAL ED | 800,000 | 800,000 | 0 | 0.04% | -$10.44K |
| RFR USD SOFR/3.75000 12/17/25-30Y LCH | 1 | 1 | 0 | 0.03% | -$38.66K |
| FORD MOTOR CRED | 600,000 | 600,000 | 0 | 0.03% | -$6.35K |
| CAPE LOOKOUT RE LTD UNSECURED 144A 03/32 VAR | 550,000 | 550,000 | 0 | 0.03% | -$8.80K |
| 317UAANA2 PIMCO FPPSWAPTION 4.11 CALL USD | 9,800,000 | 9,800,000 | 0 | 0.03% | $37.77K |
| US TREASURY N/B | 549,000 | 549,000 | 0 | 0.03% | -$6.00K |
| PETROLEOS MEXICANOS SR UNSEC 6.35% 02-12-48 | 700,000 | 700,000 | 0 | 0.03% | -$13.79K |
| URSA RE LTD UNSECURED 144A 02/28 VAR | 500,000 | 500,000 | 0 | 0.03% | $1.38K |
| GOLDEN ST TOBACCO -B | 500,000 | 500,000 | 0 | 0.02% | $3.25K |
| DEVELOPMENT BK KAZAKHSTAN JSC 18.4% 10/16/2028 144A | 205,000,000 | 205,000,000 | 0 | 0.02% | $20.75K |
| GOLDEN BEAR RE LTD UNSECURED 144A 01/29 VAR | 400,000 | 400,000 | 0 | 0.02% | $6.94K |
| FORD MOTOR CRED | 400,000 | 400,000 | 0 | 0.02% | -$2.85K |
| FORD MOTOR CRED | 400,000 | 400,000 | 0 | 0.02% | -$1.99K |
| RFR USD SOFR/3.00000 06/21/23-7Y LCH | 1 | 1 | 0 | 0.02% | $88.79K |
| ANCHORAGE CR FDG 4 LTD / LLC AR 2.723% 04/27/2039 144A | 400,000 | 400,000 | 0 | 0.02% | -$359 |
| GA GLOBAL FNDING | 350,000 | 350,000 | 0 | 0.02% | -$11.48K |
| US TREASURY N/B | 346,000 | 346,000 | 0 | 0.02% | -$4.51K |
| FORD MOTOR CRED | 300,000 | 300,000 | 0 | 0.02% | -$3.62K |
| SUMITOMO MITSUI | 300,000 | 300,000 | 0 | 0.02% | -$8.50K |
| ORANGE CAPITAL RE DAC SR UNSECURED 144A 01/29 VAR | 250,000 | 250,000 | 0 | 0.02% | -$2.50K |
| EAST LANE RE VII LTD SR UNSECURED 144A 03/32 VAR | 300,000 | 300,000 | 0 | 0.02% | $602 |
| RFR GBP SONIO/4.50000 09/17/25-30Y LCH | 1 | 1 | 0 | 0.02% | $355.56K |
| QUERCUS RE DESIGNATED ACTIVITY 07/27 1 | 250,000 | 250,000 | 0 | 0.02% | -$1.99K |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/39 7 | 1,000,000 | 1,000,000 | 0 | 0.02% | -$27.08K |
| 317UA83A9 PIMCO FPPSWAPTION 4.693 CALL USD | 5,100,000 | 5,100,000 | 0 | 0.02% | $30.17K |
| CDX HY45 5Y ICE | 1 | 1 | 0 | 0.02% | -$297.08K |
| CENTERBRIDGE CREDIT FUNDING LT CBCF 2021 1A A 144A | 300,000 | 300,000 | 0 | 0.02% | -$1.05K |
| ANCHORAGE CR FDG 13 LTD / LLC A1 2.875% 07/27/2039 144A | 300,000 | 300,000 | 0 | 0.02% | -$1.75K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2021 14A A 144A | 300,000 | 300,000 | 0 | 0.02% | -$1.66K |
| ROMARK CREDIT FUNDING, LTD. RCF 2021 2A A 144A | 300,000 | 300,000 | 0 | 0.01% | $784 |
| HSBC HOLDINGS | 300,000 | 300,000 | 0 | 0.01% | -$3.22K |
| 317UA82A0 PIMCO FPPSWAPTION 4.693 PUT USD | 5,100,000 | 5,100,000 | 0 | 0.01% | $288 |
| SECURITIZED ASSET BACKED RECEI SABR 2005 OP2 M3 | 304,000 | 304,000 | 0 | 0.01% | $939 |
| ARMOR RE II LTD UNSECURED 144A 01/32 VAR | 250,000 | 250,000 | 0 | 0.01% | $700 |
| POLESTAR RE LTD UNSECURED 144A 01/28 VAR | 250,000 | 250,000 | 0 | 0.01% | -$1.01K |
| 317UAOYA0 PIMCO SWAPTION 3.857 PUT USD 2026100 | 136,900,000 | 136,900,000 | 0 | 0.01% | $200.16K |
| NATURE COAST RE LTD UNSECURED 144A 04/33 VAR | 250,000 | 250,000 | 0 | 0.01% | -$950 |
| 123 LIGHTS RE LTD UNSECURED 144A 09/31 VAR | 250,000 | 250,000 | 0 | 0.01% | -$62 |
| PALM RE LTD UNSECURED 144A 06/32 VAR | 250,000 | 250,000 | 0 | 0.01% | -$3.68K |
| WINSTON RE LTD UNSECURED 144A 02/28 VAR | 250,000 | 250,000 | 0 | 0.01% | -$2.20K |
| INTEGRITY RE III UNSECURED 144A 06/27 VAR | 250,000 | 250,000 | 0 | 0.01% | -$5.72K |
| VERAISON RE LTD UNSECURED 144A 03/33 VAR | 250,000 | 250,000 | 0 | 0.01% | -$3.36K |
| POLESTAR RE LTD UNSECURED 144A 01/29 VAR | 250,000 | 250,000 | 0 | 0.01% | -$25 |
| HANDSHAKE RE LTD UNSECURED 144A 01/30 VAR | 250,000 | 250,000 | 0 | 0.01% | -$1.75K |
| UBS GROUP | 250,000 | 250,000 | 0 | 0.01% | -$3.04K |
| CREDICORP CAPITAL SOCIED /PEN/ REGD 144A P/P 9.70000000 | 700,000 | 700,000 | 0 | 0.01% | -$6.73K |
| BAYER US FIN LLC 6.5% 11/21/2033 144A | 200,000 | 200,000 | 0 | 0.01% | -$3.82K |
| BAYER US FIN LLC 6.375% 11/21/2030 144A | 200,000 | 200,000 | 0 | 0.01% | -$3.53K |
| 317U9ZDA0 PIMCO FPPSWAPTION 4.427 PUT USD | 3,400,000 | 3,400,000 | 0 | 0.01% | -$148 |
| RFR USD SOFR/3.75000 12/18/24-10Y LCH | 1 | 1 | 0 | 0.01% | $251.87K |
| F+G GLOBAL FUNDING SECURED 144A 01/30 5.875 | 200,000 | 200,000 | 0 | 0.01% | -$5.05K |
| 317UA0VA5 PIMCO FPPSWAPTION 4.485 PUT USD | 3,400,000 | 3,400,000 | 0 | 0.01% | -$77 |
| GLP CAP/FIN II | 200,000 | 200,000 | 0 | 0.01% | -$6.01K |
| 317UAMPA4 PIMCO SWAPTION 4.141 PUT USD 2026123 | 137,400,000 | 137,400,000 | 0 | 0.01% | $135.52K |
| 317UA49A2 PIMCO FPPSWAPTION 4.628 PUT USD | 3,300,000 | 3,300,000 | 0 | 0.01% | $131 |
| 317UA0WA4 PIMCO FPPSWAPTION 4.485 CALL USD | 3,400,000 | 3,400,000 | 0 | 0.01% | $19.52K |
| 317U9ZEA9 PIMCO FPPSWAPTION 4.427 CALL USD | 3,400,000 | 3,400,000 | 0 | 0.01% | $19.34K |
| 317U9YNA2 PIMCO SWAPTION 3.505 CALL USD 202608 | 28,700,000 | 28,700,000 | 0 | 0.01% | -$53.47K |
| INF SWAP US IT 2.39 04/10/25-10Y LCH | 1 | 1 | 0 | 0.01% | $44.74K |
| NHI 5.35 02/01/33 | 100,000 | 100,000 | 0 | 0.01% | -$1.44K |
| RFR USD SOFR/3.75000 12/17/25-10Y LCH | 1 | 1 | 0 | 0.00% | $49.74K |
| RFRF USD SF+26.161/2.50 9/20/23-4Y* CME | 1 | 1 | 0 | 0.00% | -$14.30K |
| 317U9YOA1 PIMCO SWAPTION 4.255 PUT USD 2026080 | 13,500,000 | 13,500,000 | 0 | 0.00% | -$11.82K |
| AVOLON HDGS | 83,000 | 83,000 | 0 | 0.00% | -$321 |
| RFR USD SOFR/3.75000 06/20/24-10Y LCH | 1 | 1 | 0 | 0.00% | $78.24K |
| CDX HY43 5Y ICE | 1 | 1 | 0 | 0.00% | -$65.04K |
| 31750RIL3 PIMCO FXVAN PUT USD ZAR 17.00000000 | -5,420,000 | -5,420,000 | 0 | 0.00% | $13.08K |
| 31750RIW9 PIMCO FXVAN CALL USD HKD 7.85000000 | 0 | 0 | 0 | 0.00% | $30.55K |
| RFR USD SOFR/3.28000 09/16/24-10Y LCH | 2 | 2 | 0 | 0.00% | $5.43K |
| 31750RI33 PIMCO FXVAN CALL USD HKD 7.85000000 | 0 | 0 | 0 | 0.00% | $29.76K |
| INF SWAP US IT 2.3475 04/11/25-5Y LCH | 1 | 1 | 0 | 0.00% | $24.63K |
| RFR USD SOFR/3.80740 03/01/24-4Y* LCH | 3 | 3 | 0 | 0.00% | $119.05K |
| RFR USD SOFR/4.07100 01/15/25-10Y LCH | 3 | 3 | 0 | 0.00% | -$4.63K |
| INF SWAP US IT 2.5225 03/27/25-5Y LCH | 1 | 1 | 0 | 0.00% | $135.58K |
| IRS EUR 2.52000 04/09/25-10Y LCH | 2 | 2 | 0 | 0.00% | $9.72K |
| IRS EUR 2.39000 10/01/24-10Y LCH | 1 | 1 | 0 | 0.00% | $5.76K |
| RFR USD SOFR/3.41000 09/05/24-10Y LCH | 2 | 2 | 0 | 0.00% | $4.47K |
| IRS EUR 2.40000 02/12/25-10Y LCH | 1 | 1 | 0 | 0.00% | $9.81K |
| IRS PLN 4.72250 12/01/30-5Y CME | 1 | 1 | 0 | 0.00% | $23.22K |
| IRS EUR 2.28000 03/04/25-5Y LCH | 1 | 1 | 0 | 0.00% | $21.39K |
| RFR USD SOFR/4.09000 01/22/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$2.84K |
| RFR USD SOFR/3.90000 01/08/25-10Y LCH | 5 | 5 | 0 | 0.00% | -$3.56K |
| IRS EUR 2.45000 05/05/25-10Y LCH | 1 | 1 | 0 | 0.00% | $4.20K |
| IRS EUR 2.53000 04/23/25-10Y LCH | 1 | 1 | 0 | 0.00% | $5.37K |
| IRS EUR 2.55000 04/16/25-10Y LCH | 1 | 1 | 0 | 0.00% | $5.42K |
| GENERAL ELECTRIC COMPANY SNR S* ICE | 1 | 1 | 0 | 0.00% | -$4.12K |
| RFR USD SOFR/3.52500 09/04/24-10Y LCH | 1 | 1 | 0 | 0.00% | $3.01K |
| IRS EUR 2.58000 08/29/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$1.13K |
| RFR GBP SONIO/3.70000 03/28/24-10Y LCH | 1 | 1 | 0 | 0.00% | $7.09K |
| RFR USD SOFR/3.23200 09/10/24-10Y LCH | 1 | 1 | 0 | 0.00% | $1.51K |
| BANK OF AMERICA CORPORATION SNR S* ICE | 1 | 1 | 0 | 0.00% | -$3.77K |
| 317UAV0A1 PIMCO SWAPTION 3.26 CALL USD 2026042 | 15,100,000 | 15,100,000 | 0 | 0.00% | -$39.47K |
| RFR USD SOFR/3.59500 08/19/24-10Y LCH | 1 | 1 | 0 | 0.00% | $3.62K |
| RFR USD SOFR/3.55800 08/21/24-10Y LCH | 1 | 1 | 0 | 0.00% | $3.02K |
| U.S. Small Business Administration | 9,534 | 9,534 | 0 | 0.00% | -$30 |
| RFR USD SOFR/3.86600 11/14/24-10Y LCH | 2 | 2 | 0 | 0.00% | -$11.01K |
| TURKIYE GOVERNMENT BOND BONDS 05/26 VAR | 400,000 | 400,000 | 0 | 0.00% | -$368 |
| RFR USD SOFR/4.10000 01/21/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$1.45K |
| RFR USD SOFR/3.93300 01/06/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$1.32K |
| TURKIYE GOVERNMENT BOND BONDS 08/26 VAR | 300,000 | 300,000 | 0 | 0.00% | -$305 |
| RFR USD SOFR/3.88000 01/13/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$1.38K |
| RFR USD SOFR/4.01500 12/30/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$1.70K |
| 317UA1MA3 PIMCO SWAPTION 3.067 CALL USD 202608 | 1,900,000 | 1,900,000 | 0 | 0.00% | -$2.03K |
| RFR USD SOFR/4.00000 06/20/24-2Y LCH | 1 | 1 | 0 | 0.00% | $21.14K |
| 317U9ZXA8 PIMCO SWAPTION 2.989 CALL USD 202608 | 2,400,000 | 2,400,000 | 0 | 0.00% | -$2.18K |
| 317UA10A7 PIMCO SWAPTION 3.0475 CALL USD 20260 | 1,900,000 | 1,900,000 | 0 | 0.00% | -$1.96K |
| 317UA1DA3 PIMCO SWAPTION 3.038 CALL USD 202608 | 1,900,000 | 1,900,000 | 0 | 0.00% | -$1.90K |
| 317UA0IA0 PIMCO SWAPTION 2.995 CALL USD 202608 | 1,800,000 | 1,800,000 | 0 | 0.00% | -$1.65K |
| IRS EUR 2.40000 04/09/25-5Y LCH | 1 | 1 | 0 | 0.00% | $9.97K |
| IRS EUR 2.67000 04/03/24-10Y LCH | 1 | 1 | 0 | 0.00% | $4.88K |
| IRS EUR 2.35000 04/29/25-5Y LCH | 1 | 1 | 0 | 0.00% | $5.65K |
| IRS PLN 4.68500 12/02/30-5Y CME | 1 | 1 | 0 | 0.00% | $3.17K |
| 317U9Z8A6 PIMCO SWAPTION 2.972 CALL USD 202608 | 1,800,000 | 1,800,000 | 0 | 0.00% | -$1.58K |
| 317U9ZIA5 PIMCO SWAPTION 2.965 CALL USD 202608 | 1,800,000 | 1,800,000 | 0 | 0.00% | -$1.55K |
| RFR USD SOFR/3.64300 08/28/24-10Y LCH | 1 | 1 | 0 | 0.00% | $1.20K |
| RFR USD SOFR/3.75000 06/20/24-9Y CME | 1 | 1 | 0 | 0.00% | $10.07K |
| IRS EUR 2.68000 08/07/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$282 |
| RFR USD SOFR/3.68400 01/03/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$58 |
| RFR USD SOFR/3.67900 08/13/24-10Y LCH | 1 | 1 | 0 | 0.00% | $1.02K |
| IRS EUR 2.91000 12/29/23-10Y LCH | 1 | 1 | 0 | 0.00% | $5.04K |
| RFR USD SOFR/3.85500 11/19/24-10Y LCH | 2 | 2 | 0 | 0.00% | -$9.26K |
| IRS PLN 4.73000 12/31/30-5Y CME | 1 | 1 | 0 | 0.00% | $1.34K |
| RFR USD SOFR/3.86500 11/20/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$1.16K |
| RFR USD SOFR/3.50000 12/17/25-2Y LCH | 1 | 1 | 0 | 0.00% | $1.38K |
| RFR GBP SONIO/4.32000 10/20/23-10Y LCH | 1 | 1 | 0 | 0.00% | -$12.43K |
| BSARM 2002-11 1A1 | 18 | 18 | 0 | 0.00% | -$1 |
| 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% | -$640 |
| RFR USD SOFR/3.81000 01/02/24-10Y LCH | 2 | 2 | 0 | 0.00% | $584 |
| IRS CZK 4.48500 12/02/30-5Y CME | 1 | 1 | 0 | 0.00% | -$1.58K |
| RFR USD SOFR/3.84200 12/26/23-10Y LCH | 1 | 1 | 0 | 0.00% | $1.92K |
| IRS EUR 2.99000 12/08/23-10Y LCH | 1 | 1 | 0 | 0.00% | $7.80K |
| RFR USD SOFR/3.89000 03/03/25-10Y LCH | 1 | 1 | 0 | 0.00% | $1.00K |
| IRS CZK 3.76000 11/01/24-10Y CME | 1 | 1 | 0 | 0.00% | -$1.65K |
| RFR USD SOFR/3.89900 03/11/25-10Y LCH | 1 | 1 | 0 | 0.00% | $1.47K |
| RFR USD SOFR/4.00000 02/26/25-10Y LCH | 1 | 1 | 0 | 0.00% | $967 |
| RFR USD SOFR/3.88400 03/25/25-10Y LCH | 1 | 1 | 0 | 0.00% | $2.29K |
| IRS EUR 3.12800 12/04/23-10Y LCH | 1 | 1 | 0 | 0.00% | $3.98K |
| RFR USD SOFR/3.85400 12/29/23-10Y LCH | 1 | 1 | 0 | 0.00% | $4.48K |
| IRS EUR 3.06300 12/06/23-10Y LCH | 1 | 1 | 0 | 0.00% | $6.57K |
| RFR USD SOFR/3.90750 03/04/25-10Y LCH | 1 | 1 | 0 | 0.00% | $1.70K |
| RFR USD SOFR/3.87400 03/05/25-10Y LCH | 2 | 2 | 0 | 0.00% | $2.52K |
| RFR USD SOFR/3.90500 03/12/25-10Y LCH | 1 | 1 | 0 | 0.00% | $2.03K |
| IRS EUR 3.28000 11/22/23-10Y LCH | 1 | 1 | 0 | 0.00% | $2.73K |
| IRS EUR 3.30500 11/27/23-10Y LCH | 1 | 1 | 0 | 0.00% | $2.73K |
| IRS EUR 3.14800 11/20/23-10Y LCH | 1 | 1 | 0 | 0.00% | $4.96K |
| RFR USD SOFR/3.95000 12/19/23-10Y LCH | 1 | 1 | 0 | 0.00% | $3.84K |
| IRS CZK 4.52250 12/01/30-5Y CME | 1 | 1 | 0 | 0.00% | -$11.59K |
| ZCS BRL 14.0087 05/12/25-01/04/27 CME | 1 | 1 | 0 | 0.00% | -$6.08K |
| IRS EUR 2.42000 03/07/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$4.99K |
| RFR USD SOFR/3.75000 09/17/25-7Y LCH | 1 | 1 | 0 | 0.00% | $41.54K |
| RFR USD SOFR/3.75000 05/07/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$7.61K |
| RFR USD SOFR/3.93000 03/24/25-10Y LCH | 1 | 1 | 0 | 0.00% | $4.47K |
| IRS EUR 3.25000 11/06/23-10Y LCH | 1 | 1 | 0 | 0.00% | $6.83K |
| RFR USD SOFR/3.97500 03/21/25-10Y LCH | 1 | 1 | 0 | 0.00% | $3.73K |
| RFR USD SOFR/3.84200 03/04/25-5Y LCH | 1 | 1 | 0 | 0.00% | $5.11K |
| SAUDI ARABIA GOVT EM SP BRC | 1 | 1 | 0 | 0.00% | -$11.20K |
| RFR USD SOFR/4.25000 11/22/23-10Y LCH | 1 | 1 | 0 | 0.00% | $3.20K |
| IRS EUR 2.46000 04/01/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$5.53K |
| IRS EUR 2.52000 03/27/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$11.28K |
| IRS EUR 2.61000 03/24/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$14.36K |
| RFR GBP SONIO/3.93000 01/06/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$19.40K |
| IRS EUR 2.38000 12/31/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$4.19K |
| IRS EUR 2.46000 03/13/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$15.34K |
| SAUDI ARABIA GOVT EM SP JPM | 1 | 1 | 0 | 0.00% | -$27.94K |
| IRS EUR 2.22000 01/08/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$11.43K |
| IRS EUR 2.50000 03/18/26-5Y LCH | 1 | 1 | 0 | 0.00% | -$35.11K |
| RFR USD SOFR/3.75000 12/17/25-7Y LCH | 1 | 1 | 0 | 0.00% | $192.25K |
| RFR USD SOFR/3.75000 12/18/24-7Y LCH | 1 | 1 | 0 | 0.00% | $103.29K |
| ZCS BRL 13.9271 05/08/25-01/04/27 CME | 2 | 2 | 0 | 0.00% | -$48.44K |
| ZCS BRL 13.32 05/08/25-01/02/29 CME | 2 | 2 | 0 | -0.01% | -$119.46K |
| 317UAUZA5 PIMCO SWAPTION 3.56 PUT USD 20260428 | -15,400,000 | -15,400,000 | 0 | -0.01% | -$15.26K |
| RFR USD SOFR/3.75000 09/17/25-5Y LCH | 1 | 1 | 0 | -0.01% | $279.70K |
| ZCS BRL 13.245 09/02/25-01/02/29 CME | 1 | 1 | 0 | -0.01% | -$204.27K |
| ZCS BRL 13.3 12/18/25-01/02/29 CME | 1 | 1 | 0 | -0.01% | -$191.14K |
| RFR USD SOFR/4.0535* 09/02/25-27Y* LCH | 2 | 2 | 0 | -0.01% | $56.37K |
| RFR USD SOFR/3.75000 12/17/25-5Y LCH | 1 | 1 | 0 | -0.02% | $367.04K |
| RFR GBP SONIO/4.00000 09/17/25-10Y LCH | 1 | 1 | 0 | -0.02% | -$428.80K |
| IRS AUD 4.50000 06/18/25-10Y LCH | 1 | 1 | 0 | -0.02% | -$199.66K |
| IRS AUD 4.50000 09/20/23-10Y LCH | 1 | 1 | 0 | -0.03% | -$386.75K |
| RFR USD SOFR/3.16250 08/25/27-1Y LCH | 1 | 1 | 0 | -0.03% | -$366.76K |
| RFR JPY MUTK/2.50000 12/17/25-30Y LCH | 1 | 1 | 0 | -0.06% | -$328.77K |
| RFR GBP SONIO/3.75000 09/17/25-5Y LCH | 1 | 1 | 0 | -0.11% | -$2.54M |
| RFR USD SOFR/3.50000 09/17/25-30Y LCH | 1 | 1 | 0 | -0.16% | $107.89K |
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.