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 | 60,260,000 | 60,260,000 | 17.73% | $62.29M |
| FNCL 6 6/24 | 0 | 26,480,000 | 26,480,000 | 7.67% | $26.95M |
| FNCL 6 7/25 | 0 | 19,000,000 | 19,000,000 | 5.50% | $19.33M |
| FNCL 5 4/26 | 0 | 18,580,000 | 18,580,000 | 5.22% | $18.33M |
| FNCL 4 4/26 | 0 | 8,550,000 | 8,550,000 | 2.30% | $8.07M |
| Uniform Mortgage-Backed Security, TBA | 0 | 7,760,000 | 7,760,000 | 2.18% | $7.64M |
| G2SF 4 4/23 | 0 | 6,430,000 | 6,430,000 | 1.71% | $6.02M |
| G2 MB0022 | 0 | 6,199,998 | 6,199,998 | 1.62% | $5.69M |
| FANNIE MAE FNR 2026 21 YF | 0 | 5,500,000 | 5,500,000 | 1.56% | $5.48M |
| G2SF 5 5/26 | 0 | 5,340,000 | 5,340,000 | 1.50% | $5.28M |
| U.S. Treasury Bills | 0 | 4,720,000 | 4,720,000 | 1.33% | $4.68M |
| G2SF 4.5 4/26 | 0 | 4,020,000 | 4,020,000 | 1.11% | $3.88M |
| Government National Mortgage Association, TBA | 0 | 2,690,000 | 2,690,000 | 0.77% | $2.70M |
| Government National Mortgage Association, TBA | 0 | 2,660,000 | 2,660,000 | 0.77% | $2.70M |
| HCA INC | 0 | 2,700,000 | 2,700,000 | 0.77% | $2.69M |
| U.S. Treasury Bills | 0 | 2,700,000 | 2,700,000 | 0.76% | $2.68M |
| Uniform Mortgage-Backed Security, TBA | 0 | 2,760,000 | 2,760,000 | 0.76% | $2.66M |
| FNCL 5.5 4/26 | 0 | 2,570,000 | 2,570,000 | 0.73% | $2.58M |
| LETRA TESOURO NACIONAL BILLS 10/26 0.00000 | 0 | 12,800,000 | 12,800,000 | 0.66% | $2.32M |
| Uniform Mortgage-Backed Security, TBA | 0 | 2,030,000 | 2,030,000 | 0.58% | $2.04M |
| CROWN CASTLE | 0 | 2,000,000 | 2,000,000 | 0.57% | $2.00M |
| FNCL 4 6/24 | 0 | 1,820,000 | 1,820,000 | 0.49% | $1.71M |
| LETRA TESOURO NACIONAL BILLS 07/26 0.00000 | 0 | 7,900,000 | 7,900,000 | 0.42% | $1.48M |
| Boyce Park Clo Ltd | 0 | 1,100,000 | 1,100,000 | 0.31% | $1.10M |
| US TREASURY N/B | 0 | 1,100,000 | 1,100,000 | 0.31% | $1.08M |
| Keurig Dr Pepper Inc 0% CP 07/05/2026 | 0 | 1,000,000 | 1,000,000 | 0.28% | $995.57K |
| ARBOUR CLO ARBR 13A AR 144A | 0 | 800,000 | 800,000 | 0.26% | $921.90K |
| MARGAY CLO MARGA 2A AR 144A | 0 | 500,000 | 500,000 | 0.16% | $576.58K |
| EURO-OAT FUTURE JUN26 | 0 | -98 | -98 | 0.12% | $425.52K |
| Takeoff Merger Sub, Inc. | 0 | 400,000 | 400,000 | 0.11% | $397.50K |
| YI4360503 NIGERIA OMO BILL | 0 | 433,300,000 | 433,300,000 | 0.08% | $272.34K |
| FNCL 3 6/24 | 0 | 310,000 | 310,000 | 0.08% | $271.87K |
| BONOS DE TESORERIA SR UNSECURED 08/32 6.15 | 0 | 900,000 | 900,000 | 0.08% | $270.47K |
| EGYPT GOVERNMENT BOND BONDS 10/30 19.698 | 0 | 14,500,000 | 14,500,000 | 0.07% | $261.19K |
| TITULOS DE TESORERIA BONDS 10/34 7.25 | 0 | 1,333,600,000 | 1,333,600,000 | 0.07% | $255.62K |
| REPUBLIC OF COLOMBIA SR UNSECURED 06/45 5 | 0 | 300,000 | 300,000 | 0.06% | $216.03K |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/35 6 | 0 | 700,000 | 700,000 | 0.06% | $205.40K |
| G2SF 3.5 4/24 | 0 | 200,000 | 200,000 | 0.05% | $183.47K |
| IRS EUR 3.00000 09/16/26-30Y LCH | 0 | 1 | 1 | 0.05% | $173.35K |
| TURKIYE CENTR BANK BILL BILLS 04/26 0.00000 | 0 | 7,000,000 | 7,000,000 | 0.04% | $156.35K |
| YI4360438 NIGERIA OMO BILL | 0 | 247,600,000 | 247,600,000 | 0.04% | $156.09K |
| YI4360529 NIGERIA OMO BILL | 0 | 181,400,000 | 181,400,000 | 0.03% | $113.67K |
| 317UBRFA3 PIMCO FPPSWAPTION 4.296 CALL USD | 0 | 1,200,000 | 1,200,000 | 0.03% | $95.07K |
| 317UBQXA5 PIMCO FPPSWAPTION 4.296 PUT USD | 0 | 1,200,000 | 1,200,000 | 0.02% | $70.69K |
| BONOS TESORERIA PESOS BONDS 144A REGS 10/29 5.8 | 0 | 55,000,000 | 55,000,000 | 0.02% | $60.47K |
| RFR USD SOFR/3.75000 09/16/26-10Y LCH | 0 | 1 | 1 | 0.02% | $55.45K |
| BONOS TESORERIA PESOS UNSECURED 144A REGS 09/30 4.7 | 0 | 45,000,000 | 45,000,000 | 0.01% | $47.60K |
| 31750SIS6 PIMCO CDSOPT PUT USD 96.58984375 202 | 0 | 4,400,000 | 4,400,000 | 0.01% | $36.90K |
| 31750SIK3 PIMCO CDSOPT PUT USD 0.8 20260617 | 0 | 12,500,000 | 12,500,000 | 0.01% | $29.94K |
| Three Month SONIA Index Futures | 0 | 61 | 61 | 0.01% | $28.18K |
| RFR USD SOFR/3.50000 06/17/26-7Y LCH | 0 | 1 | 1 | 0.01% | $23.89K |
| RFR USD SOFR/4.08316 06/30/26-27Y* LCH | 0 | 1 | 1 | 0.01% | $21.98K |
| RFR USD SOFR/3.40694 07/06/26-4Y* LCH | 0 | 1 | 1 | 0.00% | $17.04K |
| EURO-BOBL FUTURE JUN26 | 0 | -8 | -8 | 0.00% | $16.82K |
| 31750SKZ7 PIMCO CDSOPT PUT USD 99.09765625 202 | 0 | 18,400,000 | 18,400,000 | 0.00% | $15.95K |
| 31750SEV3 PIMCO FXVAN PUT USD BRL 5.12000000 | 0 | 0 | 0 | 0.00% | $15.61K |
| RFR USD SOFR/3.7547* 03/13/26-10Y* LCH | 0 | 1 | 1 | 0.00% | $14.93K |
| 317UC1RA6 PIMCO SWAPTION 4.75 PUT USD 20260904 | 0 | 5,600,000 | 5,600,000 | 0.00% | $13.35K |
| RFR USD SOFR/3.75000 06/17/26-10Y LCH | 0 | 1 | 1 | 0.00% | $10.68K |
| 317UCAEA0 PIMCO SWAPTION 4.219 PUT USD 2026060 | 0 | 2,300,000 | 2,300,000 | 0.00% | $7.96K |
| 317UC7LA9 PIMCO SWAPTION 3.651 CALL USD 202606 | 0 | 0 | 0 | 0.00% | $7.89K |
| 317UC76A6 PIMCO SWAPTION 4.0325 PUT USD 202605 | 0 | 1,600,000 | 1,600,000 | 0.00% | $7.11K |
| 317UC0UA4 PIMCO SWAPTION 3.3 CALL USD 20260602 | 0 | 2,500,000 | 2,500,000 | 0.00% | $5.68K |
| CDX HY46 5Y ICE | 0 | 1 | 1 | 0.00% | $4.96K |
| RFR USD SOFR/3.74800 03/03/26-10Y LCH | 0 | 2 | 2 | 0.00% | $4.28K |
| EGYPT TREASURY BILL BILLS 10/26 0.00000 | 0 | 250,000 | 250,000 | 0.00% | $4.02K |
| RFR USD SOFR/3.75000 03/18/26-7Y LCH | 0 | 1 | 1 | 0.00% | $4.01K |
| 3 Month Euro Euribor Future | 0 | -2 | -2 | 0.00% | $3.67K |
| 317UBKMA0 PIMCO SWAPTION 3.4625 CALL USD 20260 | 0 | 2,800,000 | 2,800,000 | 0.00% | $2.29K |
| 31750SJW6 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $1.90K |
| 317UC8DA6 PIMCO SWAPTION 3.599 CALL USD 202606 | 0 | -100,000 | -100,000 | 0.00% | $1.50K |
| 31750SBB0 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $803 |
| IRS CLP 4.59000 01/09/26-4Y* CME | 0 | 1 | 1 | 0.00% | $736 |
| IRS CLP 4.71000 01/14/26-5Y* CME | 0 | 1 | 1 | 0.00% | $675 |
| 31750SCK9 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $535 |
| 317UBSFA1 PIMCO SWAPTION 3.449 CALL USD 202604 | 0 | 3,500,000 | 3,500,000 | 0.00% | $25 |
| FNCL 6.5 4/26 | 0 | 0 | 0 | 0.00% | $0 |
| 31750SLD5 PIMCO CDSOPT CALL USD 99.89062500 20 | 0 | -2,500,000 | -2,500,000 | 0.00% | -$56 |
| 317UC4YA2 PIMCO SWAPTION 3.6 CALL USD 20260416 | 0 | -200,000 | -200,000 | 0.00% | -$179 |
| 317UC6EA9 PIMCO SWAPTION 3.62 CALL USD 2026042 | 0 | -200,000 | -200,000 | 0.00% | -$250 |
| 317UC9LA5 PIMCO SWAPTION 4.095 PUT USD 2026040 | 0 | 150,000 | 150,000 | 0.00% | -$325 |
| 317UC8QA2 PIMCO SWAPTION 4.055 PUT USD 2026042 | 0 | -200,000 | -200,000 | 0.00% | -$557 |
| 317UC8RA1 PIMCO SWAPTION 3.695 CALL USD 202604 | 0 | -200,000 | -200,000 | 0.00% | -$575 |
| 31750SCV5 PIMCO CDSOPT PUT USD 103.53125000 20 | 0 | -600,000 | -600,000 | 0.00% | -$608 |
| 31750SEW1 PIMCO FXVAN CALL USD BRL 5.70000000 | 0 | -670,000 | -670,000 | 0.00% | -$760 |
| CDX ITRAXX MAIN44 5Y ICE | 0 | 1 | 1 | 0.00% | -$1.04K |
| 317UC4XA3 PIMCO SWAPTION 3.9 PUT USD 20260416 | 0 | -200,000 | -200,000 | 0.00% | -$1.04K |
| 317UC6DA0 PIMCO SWAPTION 3.9 PUT USD 20260420 | 0 | -200,000 | -200,000 | 0.00% | -$1.13K |
| 317UCAAA4 PIMCO SWAPTION 3.889 PUT USD 2026043 | 0 | -100,000 | -100,000 | 0.00% | -$2.06K |
| CDX ITRAXX MAIN45 5Y ICE | 0 | 1 | 1 | 0.00% | -$2.44K |
| 31750SCO1 PIMCO CDSOPT PUT USD 101.11328125 20 | 0 | -400,000 | -400,000 | 0.00% | -$2.73K |
| 31750SC52 PIMCO CDSOPT PUT USD 102.32812500 20 | 0 | -2,000,000 | -2,000,000 | 0.00% | -$7.65K |
| 31750SOX8 PIMCO CDSOPT PUT USD 96.10156250 202 | 0 | -4,100,000 | -4,100,000 | 0.00% | -$7.72K |
| 317UC75A7 PIMCO SWAPTION 3.7325 CALL USD 20260 | 0 | -1,800,000 | -1,800,000 | 0.00% | -$8.66K |
| 31750SKX2 PIMCO CDSOPT CALL USD 0.55 20260617 | 0 | -18,800,000 | -18,800,000 | 0.00% | -$9.73K |
| 31750SKH7 PIMCO CDSOPT CALL USD 102.31250000 2 | 0 | -3,800,000 | -3,800,000 | 0.00% | -$10.72K |
| 31750SNE1 PIMCO CDSOPT CALL USD 94.81250000 20 | 0 | -3,500,000 | -3,500,000 | 0.00% | -$11.02K |
| 317UBKLA1 PIMCO SWAPTION 3.7625 PUT USD 202604 | 0 | -3,200,000 | -3,200,000 | 0.00% | -$11.89K |
| 317UC62A2 PIMCO SWAPTION 3.7825 PUT USD 202606 | 0 | 0 | 0 | 0.00% | -$13.87K |
| IRS AUD 5.00000 09/16/26-10Y LCH | 0 | 1 | 1 | 0.00% | -$15.19K |
| RFR USD SOFR/4.00000 03/18/26-30Y LCH | 0 | 1 | 1 | 0.00% | -$16.61K |
| 31750SOZ3 PIMCO CDSOPT CALL USD 97.37500000 20 | 0 | -5,400,000 | -5,400,000 | -0.01% | -$22.64K |
| OIS CAD CAONREPO/3.0000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.01% | -$23.17K |
| ZCS BRL 13.015 01/27/26-01/02/31 CME | 0 | 1 | 1 | -0.01% | -$25.67K |
| 31750SNB7 PIMCO CDSOPT PUT USD 101.37500000 20 | 0 | -8,000,000 | -8,000,000 | -0.01% | -$29.14K |
| 317UBYBA2 PIMCO SWAPTION 3.967 PUT USD 2026050 | 0 | -7,400,000 | -7,400,000 | -0.01% | -$30.11K |
| ZCS BRL 12.82 01/27/26-01/02/29 CME | 0 | 1 | 1 | -0.01% | -$32.66K |
| 317UC0TA6 PIMCO SWAPTION 3.6 PUT USD 20260602 | 0 | -3,000,000 | -3,000,000 | -0.01% | -$42.93K |
| RFR JPY MUTK/2.00000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.03% | -$90.58K |
| RFR GBP SONIO/4.00000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.07% | -$235.49K |
| EURO-BUND FUTURE JUN26 | 0 | 93 | 93 | -0.10% | -$336.92K |
| IRS EUR 2.75000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.10% | -$367.81K |
| CDX IG46 5Y ICE | 0 | 1 | 1 | -0.17% | -$592.05K |
| FNCL 2 5/26 | 0 | -4,350,000 | -4,350,000 | -1.00% | -$3.50M |
| Uniform Mortgage-Backed Security, TBA | 0 | -6,380,000 | -6,380,000 | -1.53% | -$5.36M |
| G2SF 3 4/26 | 0 | -6,400,000 | -6,400,000 | -1.63% | -$5.71M |
| Uniform Mortgage-Backed Security, TBA | 0 | -7,210,000 | -7,210,000 | -1.88% | -$6.60M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Uniform Mortgage-Backed Security, TBA | 38,600,000 | 0 | -38,600,000 | 0.00% | -$39.62M |
| Uniform Mortgage-Backed Security, TBA | 22,000,000 | 0 | -22,000,000 | 0.00% | -$22.87M |
| Uniform Mortgage-Backed Security, TBA | 20,570,000 | 0 | -20,570,000 | 0.00% | -$21.40M |
| Uniform Mortgage-Backed Security, TBA | 16,740,000 | 0 | -16,740,000 | 0.00% | -$16.68M |
| Uniform Mortgage-Backed Security, TBA | 8,550,000 | 0 | -8,550,000 | 0.00% | -$8.11M |
| Government National Mortgage Association, TBA | 6,430,000 | 0 | -6,430,000 | 0.00% | -$6.07M |
| FNMA POOL BZ4620 FN 08/30 FIXED 4.62 | 5,800,000 | 0 | -5,800,000 | 0.00% | -$5.92M |
| Government National Mortgage Association, TBA | 6,400,000 | 0 | -6,400,000 | 0.00% | -$5.82M |
| G2SF 5 1/26 | 5,340,000 | 0 | -5,340,000 | 0.00% | -$5.33M |
| FNMA POOL BZ5550 FN 12/32 FIXED 4.3 | 5,100,000 | 0 | -5,100,000 | 0.00% | -$5.09M |
| Government National Mortgage Association, TBA | 4,020,000 | 0 | -4,020,000 | 0.00% | -$3.91M |
| LETRA TESOURO NACIONAL BILLS 04/26 0.00000 | 19,700,000 | 0 | -19,700,000 | 0.00% | -$3.48M |
| G2SF 5.5 1/25 | 2,690,000 | 0 | -2,690,000 | 0.00% | -$2.72M |
| G2SF 6 1/25 | 2,660,000 | 0 | -2,660,000 | 0.00% | -$2.71M |
| MEX BONOS DESARR FIX RT BONDS 03/29 8.5 | 41,500,000 | 0 | -41,500,000 | 0.00% | -$2.33M |
| Uniform Mortgage-Backed Security, TBA | 2,270,000 | 0 | -2,270,000 | 0.00% | -$2.21M |
| Uniform Mortgage-Backed Security, TBA | 2,030,000 | 0 | -2,030,000 | 0.00% | -$2.06M |
| CROWN CASTLE INTL CORP 4(2) 144A DISC NT 1/20/2026 | 2,000,000 | 0 | -2,000,000 | 0.00% | -$2.00M |
| FNMA POOL BM7581 FN 09/31 VARIABLE | 1,900,000 | 0 | -1,900,000 | 0.00% | -$1.94M |
| BONOS TESORERIA PESOS BONDS 144A REGS 10/28 5 | 1,375,000,000 | 0 | -1,375,000,000 | 0.00% | -$1.56M |
| FNMA POOL BM7579 FN 10/29 VARIABLE | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.01M |
| POLAND GOVERNMENT BOND BONDS 07/29 4.75 | 3,380,000 | 0 | -3,380,000 | 0.00% | -$958.02K |
| FNMA POOL BS9867 FN 11/30 FIXED 5.3 | 800,000 | 0 | -800,000 | 0.00% | -$837.69K |
| FNMA POOL BZ2582 FN 12/29 FIXED 4.3 | 702,000 | 0 | -702,000 | 0.00% | -$708.09K |
| FNMA POOL BS9613 FN 10/28 FIXED 4.77 | 600,000 | 0 | -600,000 | 0.00% | -$613.16K |
| ALBACORE EURO CLO ALBAC 1A AR 144A | 500,000 | 0 | -500,000 | 0.00% | -$588.40K |
| HENLEY FUNDING LTD. HNLY 7A AR 144A | 482,504 | 0 | -482,504 | 0.00% | -$567.55K |
| FNMA POOL BS9669 FN 10/28 FIXED 4.72 | 500,000 | 0 | -500,000 | 0.00% | -$511.11K |
| Sandstone Peak Ltd., Series 2021-1A, Class A1R | 500,000 | 0 | -500,000 | 0.00% | -$500.91K |
| U.S. Treasury Bills | 433,000 | 0 | -433,000 | 0.00% | -$429.90K |
| BANK NOVA SCOTIA | 400,000 | 0 | -400,000 | 0.00% | -$416.96K |
| FNMA POOL BZ1029 FN 06/29 FIXED 4.93 | 400,000 | 0 | -400,000 | 0.00% | -$411.72K |
| CORDATUS CLO PLC CORDA 24A A 144A | 320,156 | 0 | -320,156 | 0.00% | -$376.95K |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2023-3 7.13% 01/26/2032 144A | 157,230 | 0 | -157,230 | 0.00% | -$157.49K |
| OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A | 154,405 | 0 | -154,405 | 0.00% | -$154.59K |
| FUT. EUR FOAT MAR26 | -67 | 0 | 67 | 0.00% | -$56.90K |
| OIS MXN TIIE1/7.01100 10/20/25-3Y* CME | 1 | 0 | -1 | 0.00% | -$14.61K |
| 317UBDPA3 PIMCO SWAPTION 3.407 CALL USD 202603 | 3,900,000 | 0 | -3,900,000 | 0.00% | -$13.60K |
| 317UAQQA4 PIMCO SWAPTION 3.7505 PUT USD 202610 | 19,300,000 | 0 | -19,300,000 | 0.00% | -$12.03K |
| FGBM Mar 2026 | -8 | 0 | 8 | 0.00% | -$8.41K |
| 317UAM5A6 PIMCO SWAPTION 3.23 CALL USD 2026033 | 2,300,000 | 0 | -2,300,000 | 0.00% | -$6.55K |
| 31750RZZ3 PIMCO FXVAN PUT USD BRL 5.12000000 | 0 | 0 | 0 | 0.00% | -$2.95K |
| OIS MXN TIIE1/7.76000 04/09/25-4Y* CME | 1 | 0 | -1 | 0.00% | -$2.88K |
| 31750RZW0 PIMCO FXVAN PUT USD KRW 1385.0000000 | 0 | 0 | 0 | 0.00% | -$2.60K |
| STRUCTURED ASSET SECURITIES CO SASC 2006 BC5 A4 | 516 | 0 | -516 | 0.00% | -$516 |
| Octane Receivables Trust, Series 2023-1A, Class A | 220 | 0 | -220 | 0.00% | -$220 |
| 317UA3NA8 PIMCO SWAPTION 4.75 PUT USD 20260218 | 5,600,000 | 0 | -5,600,000 | 0.00% | -$35 |
| 317UAN5A4 PIMCO SWAPTION 3.1885 CALL USD 20260 | 1,900,000 | 0 | -1,900,000 | 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/3.56000 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 |
| FNCL 6 1/26 | 0 | 0 | 0 | 0.00% | $0 |
| 317UB9VA5 PIMCO SWAPTION 3.58 CALL USD 2026010 | -300,000 | 0 | 300,000 | 0.00% | $0 |
| 317UAN4A5 PIMCO SWAPTION 3.6885 PUT USD 202601 | -2,100,000 | 0 | 2,100,000 | 0.00% | $14 |
| 317UBA6A0 PIMCO SWAPTION 3.625 CALL USD 202601 | -400,000 | 0 | 400,000 | 0.00% | $36 |
| 317UB9UA6 PIMCO SWAPTION 3.86 PUT USD 20260105 | -300,000 | 0 | 300,000 | 0.00% | $57 |
| 317UBA5A1 PIMCO SWAPTION 3.925 PUT USD 2026010 | -400,000 | 0 | 400,000 | 0.00% | $79 |
| 317UBC4A8 PIMCO SWAPTION 3.639 CALL USD 202601 | -700,000 | 0 | 700,000 | 0.00% | $179 |
| 317UBCLA9 PIMCO SWAPTION 3.6475 CALL USD 20260 | -300,000 | 0 | 300,000 | 0.00% | $207 |
| 317UBCKA0 PIMCO SWAPTION 3.9275 PUT USD 202601 | -300,000 | 0 | 300,000 | 0.00% | $240 |
| 317UBEXA2 PIMCO SWAPTION 3.622 CALL USD 202601 | -200,000 | 0 | 200,000 | 0.00% | $273 |
| IRS CLP 4.58000 09/12/25-3Y* CME | 1 | 0 | -1 | 0.00% | $410 |
| 317UBC3A9 PIMCO SWAPTION 3.919 PUT USD 2026011 | -700,000 | 0 | 700,000 | 0.00% | $444 |
| 317UBEWA3 PIMCO SWAPTION 3.882 PUT USD 2026012 | -200,000 | 0 | 200,000 | 0.00% | $592 |
| 317UB80A1 PIMCO SWAPTION 4.066 PUT USD 2026020 | -7,400,000 | 0 | 7,400,000 | 0.00% | $2.82K |
| 31750S8M0 PIMCO CDSOPT PUT USD 0.525 20260218 | -3,000,000 | 0 | 3,000,000 | 0.00% | $3.14K |
| 31750RZX8 PIMCO FXVAN CALL USD BRL 5.64000000 | -580,000 | 0 | 580,000 | 0.00% | $4.52K |
| IRS PLN 4.13600 09/30/25-4Y* CME | 1 | 0 | -1 | 0.00% | $5.77K |
| 31750S4Q5 PIMCO CDSOPT CALL USD 0.525 20260218 | -13,600,000 | 0 | 13,600,000 | 0.00% | $20.30K |
| IRS ZAR 7.20500 08/26/25-6Y* CME | 1 | 0 | -1 | 0.00% | $26.96K |
| 31750S3C7 PIMCO CDSOPT CALL USD 0.525 20260121 | -20,070,000 | 0 | 20,070,000 | 0.00% | $42.52K |
| FNCL 3 2/26 | -50,000 | 0 | 50,000 | 0.00% | $44.20K |
| OIS MXN TIIE1/9.00000 12/24/24-4Y* CME | 1 | 0 | -1 | 0.00% | $46.84K |
| FUT. EURO-BUND EUX MAR26 | 61 | 0 | -61 | 0.00% | $126.80K |
| SWOP CDX IG45 (V1 ONLY) 5Y SP | 1 | 0 | -1 | 0.00% | $183.14K |
| FNCL 2 1/26 | -3,980,000 | 0 | 3,980,000 | 0.00% | $3.22M |
| FNCL 2.5 1/26 | -5,640,000 | 0 | 5,640,000 | 0.00% | $4.77M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 30YR TBA FEB | -6,400,000 | 0 | 6,400,000 | 0.00% | $5.74M |
| FNCL 3.5 2/26 | -11,210,000 | 0 | 11,210,000 | 0.00% | $10.33M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND | 1,528,811 | 3,170,546 | 1,641,735 | 8.86% | $16.11M |
| TITULOS DE TESORERIA BONDS 01/35 11.75 | 1,946,300,000 | 9,503,900,000 | 7,557,600,000 | 0.67% | $1.88M |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7 | 3,100,000 | 3,900,000 | 800,000 | 0.35% | $175.53K |
| REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875 | 15,600,000 | 20,700,000 | 5,100,000 | 0.34% | $219.17K |
| RFR USD SOFR/4.11000 08/25/27-30Y LCH | 1 | 11,800,001 | 11,800,000 | 0.20% | $720.43K |
| RFR USD SOFR/4.52000 08/15/35-10Y LCH | 0 | 2,400,000 | 2,400,000 | 0.04% | $132.92K |
| 31750S7L3 PIMCO CDSOPT PUT USD 0.65 20260520 | 33,800,000 | 42,500,000 | 8,700,000 | 0.02% | $33.51K |
| RFR USD SOFR/4.09300 01/06/27-1Y LCH | 0 | 47,200,000 | 47,200,000 | 0.02% | $72.15K |
| RFR USD SOFR/4.65600 08/22/35-10Y LCH | 0 | 600,000 | 600,000 | 0.01% | $34.00K |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 2,198 | 2,219 | 21 | 0.01% | $203 |
| RFR USD SOFR/3.74200 03/26/26-7Y LCH | 0 | 1 | 1 | 0.00% | $4.34K |
| RFR USD SOFR/3.32500 08/18/26-10Y LCH | 0 | 300,000 | 300,000 | 0.00% | $795 |
| RFR USD SOFR/5.00000 04/01/26-7Y LCH | 0 | 1 | 1 | 0.00% | -$137 |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US ULTRA BOND CBT Sep25 | 85,666,104 | 24,401,320 | -61,264,784 | 3.75% | -$4.03M |
| FR SD8475 | 8,180,790 | 7,703,304 | -477,486 | 2.20% | -$554.31K |
| iShares Core S&P 500 ETF | 31,194 | 11,692 | -19,502 | 2.17% | -$13.73M |
| FREDDIE MAC REMICS SER 5565 CL FB V/R 5.02180000 | 5,808,914 | 5,760,862 | -48,052 | 1.64% | -$86.27K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SOFR30A+85 09/20/2055 | 5,474,611 | 4,537,100 | -937,511 | 1.30% | -$931.02K |
| TITULOS DE TESORERIA BONDS 08/29 11 | 9,285,800,000 | 7,639,400,000 | -1,646,400,000 | 0.55% | -$397.87K |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+ 09/25/2055 | 1,263,713 | 1,215,837 | -47,875 | 0.35% | -$43.18K |
| ALBACORE EURO CLO ALBAC 4A AR 144A | 999,913 | 999,835 | -78 | 0.33% | -$19.08K |
| FNMA POOL DC9749 FN 01/55 FIXED 5.5 | 1,243,219 | 1,103,605 | -139,614 | 0.32% | -$151.10K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 1A | 1,244,648 | 1,212,163 | -32,485 | 0.31% | -$26.32K |
| FREDDIE MAC FHR 5580 FA | 1,062,782 | 1,021,067 | -41,714 | 0.29% | -$43.45K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC2 A3B | 1,380,149 | 1,363,013 | -17,136 | 0.29% | -$13.62K |
| BX TRUST BX 2022 AHP B 144A | 1,000,000 | 983,916 | -16,084 | 0.28% | -$15.19K |
| FREDDIE MAC POOL UMBS P#SL2468 5.50000000 | 975,380 | 950,531 | -24,849 | 0.28% | -$31.60K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A1 | 1,512,325 | 1,482,267 | -30,058 | 0.27% | -$25.92K |
| Freddie Mac REMICS | 1,025,132 | 897,175 | -127,957 | 0.26% | -$129.48K |
| FNMA POOL CB9627 FN 12/54 FIXED 4.5 | 936,483 | 916,782 | -19,701 | 0.26% | -$30.32K |
| Soundview Home Loan Trust, Series 2007-OPT5, Class 1A1 | 1,113,264 | 1,089,349 | -23,915 | 0.25% | -$13.90K |
| FN MA5420 | 921,553 | 857,751 | -63,802 | 0.25% | -$72.32K |
| HSI Asset Securitization Corp Trust 2006-HE2 | 3,417,783 | 3,388,641 | -29,142 | 0.23% | -$24.53K |
| EART 2024-5A B | 800,000 | 788,930 | -11,070 | 0.22% | -$10.83K |
| TPMT 2024-4 A1A | 798,879 | 748,535 | -50,344 | 0.21% | -$52.23K |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE5 A2C | 1,508,413 | 1,493,641 | -14,772 | 0.21% | -$17.94K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 56 5A1 | 760,907 | 742,477 | -18,430 | 0.20% | -$15.06K |
| HarborView Mortgage Loan Trust, Series 2005-2, Class 2A1A | 650,648 | 645,060 | -5,588 | 0.18% | -$6.79K |
| LMAT 2021-GS1 A1 144A 5.892% 10-25-66 | 599,139 | 589,913 | -9,226 | 0.17% | -$9.14K |
| GSAR 2024-2A A2 144A 5.58% 06-17-30 | 708,613 | 580,028 | -128,585 | 0.17% | -$131.99K |
| FREDDIE MAC REMICS SER 5513 CL MF V/R 5.01180000 | 648,854 | 577,690 | -71,164 | 0.17% | -$70.15K |
| FREDDIE MAC POOL UMBS P#QJ0947 5.50000000 | 580,344 | 560,812 | -19,532 | 0.16% | -$23.29K |
| OneMain Direct Auto Receivables Trust, Series 2023-1A, Class A | 600,000 | 557,496 | -42,504 | 0.16% | -$43.16K |
| Freddie Mac REMICS | 614,478 | 557,590 | -56,888 | 0.16% | -$56.38K |
| GSAMP TRUST GSAMP 2007 FM1 A2C | 1,139,026 | 1,127,542 | -11,484 | 0.16% | -$8.35K |
| Citigroup Mortgage Loan Trust, Series 2007-AHL2, Class A3B | 821,418 | 807,255 | -14,163 | 0.16% | -$10.29K |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 8 1A1 | 720,714 | 710,815 | -9,900 | 0.15% | -$11.93K |
| FREDDIE MAC POOL UMBS P#RJ4826 5.50000000 | 530,711 | 520,050 | -10,661 | 0.15% | -$15.39K |
| DEUTSCHE ALT-A SECURITIES MORTGAGE LOAN TRUST SERIES SER 2007-3 CL 2A1 V/R REGD 5.56876000 | 683,573 | 662,632 | -20,941 | 0.15% | -$13.95K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE4 A1 144A | 1,144,166 | 1,140,194 | -3,972 | 0.14% | -$1.74K |
| Mastr Asset Backed Securities Trust 2006-NC3 | 1,072,927 | 1,058,544 | -14,383 | 0.14% | -$13.06K |
| PRPM 2024-NQM3 SER 2024-NQM3 CL A1 V/R REGD 144A P/P 5.22800000 | 562,448 | 505,290 | -57,158 | 0.14% | -$58.26K |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OA3 2A | 533,301 | 524,769 | -8,532 | 0.14% | -$5.58K |
| AVON FINANCE AVON 4A A 144A | 376,365 | 357,106 | -19,259 | 0.13% | -$34.96K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A2B | 1,262,465 | 1,249,561 | -12,904 | 0.13% | -$10.82K |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER Q034 CL APT2 V/R 2.90299700 | 488,988 | 465,977 | -23,010 | 0.13% | -$23.29K |
| SLM STUDENT LOAN TRUST SLMA 2004 5X A6 REGS | 426,526 | 410,995 | -15,530 | 0.13% | -$24.55K |
| NORTHWOODS CAPITAL XIV-B LTD AR TSFR3M+125 11/13/2031 144A | 537,607 | 433,716 | -103,891 | 0.12% | -$103.69K |
| Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2006-AR1, Class 1A3 | 451,333 | 416,548 | -34,785 | 0.12% | -$33.04K |
| FNMA, Series 2024-77, Class FM | 496,909 | 413,612 | -83,297 | 0.12% | -$83.06K |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 3 2A4 | 1,390,808 | 1,381,935 | -8,873 | 0.12% | -$7.33K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A2C | 890,479 | 883,057 | -7,423 | 0.12% | -$6.46K |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 2A13 | 414,417 | 405,708 | -8,710 | 0.11% | -$3.11K |
| SMB Private Education Loan Trust, Series 2024-D, Class A1B | 412,306 | 391,108 | -21,198 | 0.11% | -$18.68K |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3B | 1,675,218 | 1,662,149 | -13,069 | 0.11% | -$9.15K |
| NovaStar Mortgage Funding Trust Series 2006-3 | 826,009 | 821,113 | -4,895 | 0.11% | -$6.55K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A2D | 813,142 | 806,364 | -6,778 | 0.11% | -$5.89K |
| HSI Asset Securitization Corp. Trust, Series 2007-NC1, Class A3 | 570,911 | 558,410 | -12,501 | 0.10% | -$12.72K |
| Securitized Asset Backed Receivables LLC Trust 2005-FR4 | 392,866 | 382,729 | -10,137 | 0.10% | -$8.89K |
| FNMA POOL CB9448 FN 11/54 FIXED 4.5 | 374,280 | 367,525 | -6,754 | 0.10% | -$11.35K |
| IndyMac INDX Mortgage Loan Trust, Series 2006-AR11, Class 2A1 | 405,474 | 397,646 | -7,828 | 0.10% | -$4.43K |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 8 A 144A | 455,851 | 352,316 | -103,535 | 0.10% | -$104.35K |
| PHH Alternative Mortgage Trust Series 2007-1 | 478,203 | 462,671 | -15,533 | 0.10% | -$12.78K |
| GSR MORTGAGE LOAN TRUST GSR 2006 1F 5A1 | 976,767 | 974,552 | -2,215 | 0.10% | -$10.09K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA7 2A1 | 365,246 | 359,129 | -6,118 | 0.09% | -$5.23K |
| SAGB 7 02/28/31 R213 | 23,820,000 | 5,870,000 | -17,950,000 | 0.09% | -$1.08M |
| Argentina, Republic of | 356,999 | 310,467 | -46,532 | 0.09% | -$46.13K |
| SECURITIZED ASSET BACKED RECEI SABR 2006 FR4 A2A | 912,860 | 906,387 | -6,473 | 0.08% | -$5.35K |
| Government National Mortgage Association | 295,266 | 282,316 | -12,951 | 0.08% | -$11.01K |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 10 2A1 | 352,897 | 351,681 | -1,216 | 0.08% | $835 |
| GSAMP TRUST GSAMP 2007 NC1 A2A | 555,561 | 549,711 | -5,851 | 0.08% | -$4.97K |
| FED HM LN PC POOL RJ0136 FR 12/53 FIXED 4.5 | 270,487 | 269,356 | -1,131 | 0.07% | -$4.05K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 24CB A7 | 486,779 | 479,016 | -7,763 | 0.07% | -$3.63K |
| Freddie Mac REMICS | 245,000 | 242,523 | -2,477 | 0.07% | -$6.24K |
| FREDDIE MAC REMICS SER 5480 CL FG V/R 5.02419000 | 271,723 | 242,833 | -28,890 | 0.07% | -$28.12K |
| CWABS Asset-Backed Certificates Trust 2005-AB4 | 267,593 | 264,614 | -2,978 | 0.07% | -$2.69K |
| Atlas Senior Loan Fund XV Ltd., Series 2019-15A, Class A1R | 331,998 | 240,025 | -91,973 | 0.07% | -$91.82K |
| ARES EURO CLO ARESE 14A AR 144A | 280,183 | 204,231 | -75,952 | 0.07% | -$93.40K |
| IndyMac INDX Mortgage Loan Trust, Series 2006-AR39, Class A1 | 259,941 | 256,103 | -3,838 | 0.07% | -$2.26K |
| WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA3 3A1 | 298,203 | 258,806 | -39,397 | 0.07% | -$32.72K |
| REPUBLIC OF ECUADOR SR UNSECURED REGS 07/30 0.0000 | 300,000 | 270,000 | -30,000 | 0.06% | -$30.77K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 6 A11 144A | 249,511 | 217,872 | -31,638 | 0.06% | -$31.74K |
| FG G18659 | 236,742 | 221,757 | -14,985 | 0.06% | -$15.94K |
| REPUBLIC OF COLOMBIA SR UNSECURED 11/54 8.375 | 400,000 | 200,000 | -200,000 | 0.06% | -$218.31K |
| FED HM LN PC POOL QZ5154 FR 10/55 FIXED 6 | 197,773 | 197,075 | -697 | 0.06% | -$1.98K |
| ARCLO 2022-FL1 A SOFR30A+145 01/15/2037 144A | 242,367 | 193,370 | -48,997 | 0.06% | -$50.07K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA2 A3 | 198,794 | 197,346 | -1,448 | 0.05% | $2.01K |
| CWALT 2006-OA11 A1B | 170,340 | 166,189 | -4,151 | 0.05% | -$3.75K |
| SECURITIZED ASSET BACKED RECEI SABR 2006 HE2 A2D | 430,766 | 428,072 | -2,695 | 0.05% | -$2.17K |
| Countrywide Asset-Backed Certificates | 166,832 | 165,069 | -1,763 | 0.05% | -$1.43K |
| CRVNA 2023-P5 A3 144A 5.62% 01-10-29 | 202,930 | 155,130 | -47,800 | 0.04% | -$48.37K |
| BHG Securitization Trust, Series 2022-C, Class B | 339,313 | 153,842 | -185,472 | 0.04% | -$186.21K |
| LXS 2007-16N 2A2 | 166,404 | 165,128 | -1,276 | 0.04% | -$664 |
| Hertz Vehicle Financing LLC, Series 2023-1A, Class A | 300,000 | 150,000 | -150,000 | 0.04% | -$150.72K |
| Lehman XS Trust, Series 2007-15N | 155,937 | 150,598 | -5,339 | 0.04% | -$5.57K |
| BEAR STEARNS ALT A TRUST BALTA 2005 9 21A1 | 161,715 | 160,006 | -1,709 | 0.04% | -$236 |
| GSR MORTGAGE LOAN TRUST GSR 2007 4F 3A8 | 233,590 | 231,184 | -2,406 | 0.04% | -$2.45K |
| CHASEFLEX TRUST CFLX 2007 3 2A1 | 158,849 | 157,702 | -1,147 | 0.04% | -$1.52K |
| Soundview Home Loan Trust 2007-WMC1 | 522,819 | 521,339 | -1,480 | 0.04% | -$1.43K |
| Northwoods Capital XII-B Ltd., Series 2018-12BA, Class AR | 226,120 | 133,323 | -92,796 | 0.04% | -$92.94K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 58 A1 | 144,632 | 138,531 | -6,101 | 0.04% | -$5.55K |
| SVHE 07-OPT1 2A1 TSFR1M+19.448 6/37 | 199,865 | 196,389 | -3,476 | 0.04% | -$2.38K |
| NRZT 2020-1A A1B | 145,982 | 140,291 | -5,691 | 0.04% | -$6.41K |
| Structured Asset Mortgage Investments II Trust, Series 2006-AR2, Class A1 | 132,487 | 131,004 | -1,483 | 0.04% | -$1.20K |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 3 3A | 241,523 | 241,242 | -281 | 0.03% | -$178 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 21 6A3 | 130,643 | 129,185 | -1,458 | 0.03% | -$1.61K |
| CMLTI 2007-10 22AA 9/37 | 127,242 | 126,002 | -1,239 | 0.03% | $51 |
| Freddie Mac REMICS | 122,746 | 117,553 | -5,194 | 0.03% | -$5.24K |
| JP Morgan Alternative Loan Trust | 221,600 | 217,963 | -3,637 | 0.03% | -$2.56K |
| Bear Stearns ALT-A Trust, Series 2005-8, Class 21A1 | 141,875 | 137,835 | -4,039 | 0.03% | -$1.95K |
| FREMONT HOME LOAN TRUST FHLT 2005 E 2A4 | 125,971 | 115,168 | -10,803 | 0.03% | -$10.27K |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2003 4 B1 | 126,261 | 124,629 | -1,631 | 0.03% | -$1.13K |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WMC2 A4 | 236,014 | 235,234 | -780 | 0.03% | $14 |
| NOMURA HOME EQUITY LOAN INC NHELI 2006 AF1 A4 | 610,255 | 608,737 | -1,517 | 0.03% | -$1.32K |
| Long Beach Mortgage Loan Trust, Series 2006-4, Class 1A | 203,083 | 201,477 | -1,607 | 0.03% | -$1.46K |
| MORTGAGE EQUITY CONVERSION ASS MECA 2007 FF3 A 144A | 122,926 | 111,500 | -11,426 | 0.03% | -$11.74K |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 1A A 144A | 113,453 | 98,568 | -14,885 | 0.03% | -$14.98K |
| UNTD AIR 24-1 AA | 96,552 | 93,975 | -2,578 | 0.03% | -$3.52K |
| ARGENT SECURITIES INC. ARSI 2006 M2 A2B | 292,077 | 291,221 | -856 | 0.03% | -$713 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2006 7 3AF | 121,632 | 118,229 | -3,403 | 0.03% | -$3.20K |
| Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2007-OA6, Class 1A | 110,663 | 107,139 | -3,525 | 0.03% | -$3.47K |
| MASTR Asset-Backed Securities Trust, Series 2006-FRE2, Class A5 | 153,569 | 152,666 | -903 | 0.03% | -$1.05K |
| Luminent Mortgage Trust, Series 2006-1, Class A1 | 101,469 | 100,199 | -1,271 | 0.03% | -$938 |
| CVS PASS THROUGH TRUST PASS THRU CE 01/30 6.943 | 91,799 | 86,878 | -4,921 | 0.03% | -$5.81K |
| OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2005 5 M1 | 93,317 | 89,716 | -3,601 | 0.03% | -$4.14K |
| Bear Stearns ARM Trust, Series 2003-2, Class A5 | 92,920 | 89,414 | -3,506 | 0.03% | -$3.21K |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 3 2A1A | 103,213 | 88,854 | -14,358 | 0.03% | -$13.75K |
| FLAGSHIP CREDIT AUTO TRUST FCAT 2024 1 A2 144A | 310,029 | 80,423 | -229,607 | 0.02% | -$230.15K |
| Thornburg Mortgage Securities Trust, Series 2007-3, Class 3A1 | 96,909 | 90,075 | -6,834 | 0.02% | -$6.54K |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3C | 341,215 | 338,553 | -2,662 | 0.02% | -$1.83K |
| Fannie Mae REMICS | 80,283 | 76,307 | -3,977 | 0.02% | -$4.00K |
| Morgan Stanley Re-REMIC Trust, Series 2010-R4, Class 4B | 74,522 | 73,135 | -1,387 | 0.02% | -$2.15K |
| MLMI 2005-A7 2A1 | 87,790 | 86,868 | -922 | 0.02% | -$436 |
| JP Morgan Mortgage Trust, Series 2006-A6, Class 1A4L | 101,970 | 97,261 | -4,709 | 0.02% | -$5.14K |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2006 E 2A4 | 96,370 | 94,720 | -1,650 | 0.02% | -$2.70K |
| Freddie Mac REMICS | 67,317 | 65,093 | -2,224 | 0.02% | -$2.24K |
| FREDDIE MAC FHR 3360 FC | 63,857 | 61,762 | -2,095 | 0.02% | -$2.11K |
| SDART 2023-6 A3 | 175,887 | 58,742 | -117,145 | 0.02% | -$117.64K |
| AMERICAN HOME MORTGAGE INVESTM AHM 2007 2 13A1 | 103,339 | 100,802 | -2,537 | 0.02% | -$3.03K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 81 A1 | 67,097 | 66,264 | -833 | 0.02% | -$694 |
| Freddie Mac REMICS | 57,802 | 53,186 | -4,616 | 0.02% | -$5.29K |
| FREDDIE MAC FHR 3289 FG | 51,046 | 49,876 | -1,170 | 0.01% | -$1.17K |
| Washington Mutual Mortgage Pass-Through Certificates Series 2007-HY1 Trust | 57,123 | 56,659 | -463 | 0.01% | $109 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR19 A1 | 55,248 | 52,270 | -2,978 | 0.01% | -$2.49K |
| Freddie Mac REMICS | 47,315 | 46,297 | -1,018 | 0.01% | -$1.65K |
| Chase Mortgage Finance Trust Series 2006-S3 | 112,971 | 112,970 | -1 | 0.01% | -$841 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 2A1 | 55,103 | 46,441 | -8,661 | 0.01% | -$8.28K |
| GSAA HOME EQUITY TRUST GSAA 2006 9 A2 | 249,606 | 247,559 | -2,048 | 0.01% | -$2.06K |
| FANNIE MAE FNR 2011 17 KS | 433,279 | 416,155 | -17,124 | 0.01% | -$5.60K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 2A | 47,601 | 40,361 | -7,239 | 0.01% | -$6.36K |
| FNMA, Series 2005-79, Class NF | 39,092 | 37,039 | -2,053 | 0.01% | -$2.03K |
| MORGAN STANLEY REREMIC TRUST MSRR 2011 R2 1A 144A | 85,329 | 85,180 | -149 | 0.01% | -$652 |
| Morgan Stanley Mortgage Loan Trust 2007-7AX | 134,932 | 133,330 | -1,602 | 0.01% | -$924 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 76 1A1 | 35,944 | 35,487 | -457 | 0.01% | -$353 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS8 A1 | 41,855 | 40,610 | -1,245 | 0.01% | -$1.28K |
| FNMA POOL DB8491 FN 07/54 FIXED 5.5 | 33,917 | 33,671 | -246 | 0.01% | -$547 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2007 2 1A13 | 66,306 | 66,148 | -158 | 0.01% | -$790 |
| Morgan Stanley Mortgage Loan Trust 2006-16AX | 122,457 | 121,726 | -731 | 0.01% | -$416 |
| MORGAN STANLEY DEAN WITTER CAP MSDWC 2002 AM3 A3 | 37,302 | 30,906 | -6,396 | 0.01% | -$6.40K |
| CWMBS, Inc. | 32,756 | 32,191 | -565 | 0.01% | -$339 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2005 6 5A2 | 32,345 | 32,233 | -111 | 0.01% | $151 |
| Crown Point CLO 7 Ltd., Series 2018-7A, Class AR | 128,578 | 28,747 | -99,831 | 0.01% | -$99.91K |
| Chase Mortgage Finance Trust Series 2006-A1 | 30,544 | 29,828 | -716 | 0.01% | -$471 |
| COUNTRYWIDE HOME LOANS CWHL 2004 15 4A | 23,754 | 22,820 | -934 | 0.01% | -$812 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 16CB 1A2 | 38,338 | 37,773 | -564 | 0.01% | -$682 |
| Thornburg Mortgage Securities Trust 2007-3 | 26,162 | 23,072 | -3,090 | 0.01% | -$3.06K |
| FREDDIE MAC FHR 3181 PS | 251,835 | 235,604 | -16,231 | 0.01% | -$2.99K |
| FED HM LN PC POOL QI7629 FR 06/54 FIXED 5.5 | 21,702 | 21,609 | -93 | 0.01% | -$203 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY6 2A3 | 25,068 | 24,052 | -1,016 | 0.01% | -$793 |
| FNMA ACES, Series 2020-M33, Class X2 | 463,152 | 462,501 | -651 | 0.01% | -$2.38K |
| FREDDIE MAC FHR 3376 FD | 18,568 | 18,035 | -533 | 0.01% | -$539 |
| FANNIE MAE FNR 2005 75 AF | 18,606 | 17,728 | -878 | 0.01% | -$872 |
| GSR Mortgage Loan Trust, Series 2007-1F, Class 2A4 | 7,907 | 6,665 | -1,242 | 0.00% | -$1.11K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 69 A1 | 20,099 | 18,695 | -1,404 | 0.00% | -$1.34K |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 11 A1A | 18,786 | 18,567 | -220 | 0.00% | -$129 |
| FNMA POOL AJ7522 FN 01/27 FIXED 3 | 24,027 | 16,902 | -7,125 | 0.00% | -$7.06K |
| Massachusetts Educational Financing Authority, Series 2008-1, Class A1 | 17,132 | 16,010 | -1,122 | 0.00% | -$1.17K |
| Bear Stearns ARM Trust | 18,249 | 16,137 | -2,112 | 0.00% | -$2.10K |
| Bear Stearns ALT-A Trust, Series 2005-10, Class 11A1 | 15,702 | 14,944 | -758 | 0.00% | -$422 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 2A | 14,549 | 14,270 | -279 | 0.00% | -$237 |
| Long Beach Mortgage Loan Trust, Series 2005-2, Class M5 | 36,264 | 13,253 | -23,011 | 0.00% | -$22.98K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR15 A1A2 | 13,289 | 13,055 | -234 | 0.00% | -$211 |
| UPSTART STRUCTURED PASS THROUG USPTT 2022 2A A 144A | 18,059 | 12,130 | -5,929 | 0.00% | -$5.91K |
| BEAR STEARNS ALT A TRUST BALTA 2006 7 1A1 | 13,058 | 12,401 | -657 | 0.00% | -$544 |
| CWALT 06-OA2 A5 TSFR1M+57.448 5/46 | 12,127 | 11,913 | -215 | 0.00% | -$218 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 51 2A1 | 11,850 | 11,715 | -136 | 0.00% | -$205 |
| COUNTRYWIDE HOME LOANS CWHL 2004 29 2A1 | 11,308 | 10,751 | -557 | 0.00% | -$502 |
| Fannie Mae REMICS | 9,686 | 9,523 | -163 | 0.00% | -$163 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 B A1 | 11,061 | 10,976 | -84 | 0.00% | -$41 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A2 2A1 | 13,262 | 13,178 | -84 | 0.00% | -$543 |
| Merrill Lynch Mortgage Investors Trust, Series MLCC 2003-C | 9,768 | 9,431 | -337 | 0.00% | -$296 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 53T2 2A2 | 16,438 | 15,561 | -878 | 0.00% | -$775 |
| WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA4 2A1 | 9,785 | 9,091 | -694 | 0.00% | -$501 |
| IndyMac MBS, Inc. | 11,086 | 10,529 | -557 | 0.00% | -$579 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 L 2A1 | 8,189 | 8,038 | -151 | 0.00% | -$112 |
| FANNIE MAE FNR 2006 16 SM | 111,953 | 103,653 | -8,301 | 0.00% | -$1.02K |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A6 3A1 | 12,719 | 12,132 | -587 | 0.00% | -$392 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 27 1A2 | 7,502 | 6,785 | -717 | 0.00% | -$647 |
| Banc of America Mortgage Trust, Series 2004-A, Class 2A2 | 6,525 | 6,281 | -244 | 0.00% | -$224 |
| FNMA, REMIC, Series 2006-115, Class ES | 5,658 | 5,192 | -466 | 0.00% | -$616 |
| EUROHOME UK MORTGAGES PLC EHMU 2007 1 A REGS | 9,146 | 4,357 | -4,789 | 0.00% | -$6.56K |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR6 A1A | 5,855 | 5,585 | -270 | 0.00% | -$288 |
| Bear Stearns ARM Trust 2003-6 | 5,397 | 5,260 | -137 | 0.00% | -$131 |
| Bear Stearns ARM Trust, Series 2006-1, Class A1 | 5,083 | 5,010 | -74 | 0.00% | -$68 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR7 2A1 | 4,988 | 4,595 | -393 | 0.00% | -$358 |
| FNMA, Series 2007-63, Class FC | 4,552 | 4,357 | -195 | 0.00% | -$194 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AP2 A5 | 8,841 | 8,708 | -133 | 0.00% | -$132 |
| Morgan Stanley Mortgage Loan Trust, Series 2006-8AR, Class 5A4 | 4,229 | 3,926 | -304 | 0.00% | -$289 |
| JP Morgan Mortgage Trust, Series 2005-S3, Class 1A2 | 8,786 | 8,774 | -12 | 0.00% | -$40 |
| FANNIEMAE WHOLE LOAN FNW 2003 W6 F | 3,668 | 3,518 | -150 | 0.00% | -$149 |
| Structured Adjustable Rate Mortgage Loan Trust, Series 2004-19, Class 2A1 | 3,513 | 3,457 | -56 | 0.00% | -$39 |
| BSARM 2003-1 5A1 | 2,951 | 2,867 | -85 | 0.00% | -$73 |
| BSARM 2004-8 2A1 | 3,434 | 3,013 | -421 | 0.00% | -$355 |
| Chase Mortgage Finance Trust Series 2005-A1 | 5,258 | 1,870 | -3,388 | 0.00% | -$3.20K |
| FREDDIE MAC FHR 3136 NS | 20,641 | 18,787 | -1,854 | 0.00% | -$262 |
| GSR MORTGAGE LOAN TRUST GSR 2007 4F 3A1 | 2,632 | 2,604 | -27 | 0.00% | -$28 |
| MRFC Mortgage Pass-Through Trust, Series 2000-TBC3, Class A1 | 1,755 | 1,629 | -126 | 0.00% | -$122 |
| STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2005-AR8 SER 2005-AR8 CL A1A V/R REGD 4.62876000 | 1,694 | 1,645 | -49 | 0.00% | -$42 |
| Banc of America Funding Trust, Series 2004-A, Class 1A3 | 1,254 | 1,222 | -32 | 0.00% | -$27 |
| Structured Adjustable Rate Mortgage Loan Trust, Series 2004-1, Class 4A2 | 1,130 | 1,097 | -33 | 0.00% | -$27 |
| ACE SECURITIES CORP. ACE 2006 HE4 A2A | 2,160 | 2,123 | -37 | 0.00% | -$29 |
| Bear Stearns ARM Trust, Series 2004-10, Class 13A1 | 718 | 709 | -9 | 0.00% | -$3 |
| Citigroup Mortgage Loan Trust, Inc. | 863 | 691 | -172 | 0.00% | -$170 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 26CB A4 | 681 | 671 | -9 | 0.00% | -$13 |
| Bear Stearns ARM Trust 2004-1 | 503 | 468 | -35 | 0.00% | -$33 |
| CWMBS, Inc. | 375 | 241 | -134 | 0.00% | -$133 |
| JP Morgan Mortgage Trust, Series 2005-A1, Class 6T1 | 176 | 172 | -4 | 0.00% | -$3 |
| GSR MORTGAGE LOAN TRUST GSR 2003 2F 3A1 | 143 | 139 | -4 | 0.00% | -$5 |
| WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 AR1 1A | 76 | 73 | -2 | 0.00% | -$2 |
| Banc of America Mortgage Trust, Series 2003-D, Class 2A4 | 8 | 7 | -0 | 0.00% | -$0 |
| RFR USD SOFR/3.64600 04/17/26-7Y LCH | 0 | -300,000 | -300,000 | 0.00% | -$13.18K |
| RFR USD SOFR/3.67400 04/29/26-7Y LCH | 0 | -100,000 | -100,000 | -0.01% | -$21.03K |
| 31750S949 PIMCO CDSOPT CALL USD 0.5 20260520 | -38,100,000 | -53,400,000 | -15,300,000 | -0.01% | $40.48K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 | 14,400,000 | 14,400,000 | 0 | 1.23% | -$295.80K |
| US TREASURY N/B | 2,300,000 | 2,300,000 | 0 | 0.65% | -$20.89K |
| US TREASURY N/B | 2,100,000 | 2,100,000 | 0 | 0.58% | -$25.22K |
| RFR USD SOFR/1.75000 06/15/22-10Y LCH | 1 | 1 | 0 | 0.51% | $105.37K |
| REPUBLIC OF SOUTH AFRICA BONDS 03/36 6.25 | 29,650,000 | 29,650,000 | 0 | 0.40% | -$122.38K |
| ICG US CLO LTD ICG 2021 3A AR 144A | 1,100,000 | 1,100,000 | 0 | 0.31% | $792 |
| CDX ITRAXX XOV44 5Y 35-100% SP MYC | 5 | 5 | 0 | 0.31% | -$122.08K |
| REPUBLIC OF PERU SR UNSECURED REGS 08/34 5.4 | 3,700,000 | 3,700,000 | 0 | 0.29% | -$88.34K |
| DIAMETER CAPITAL CLO DCLO 2024 6A A1 144A | 1,000,000 | 1,000,000 | 0 | 0.29% | -$2.16K |
| Birch Grove CLO Ltd., Series 19A, Class A1RR | 1,000,000 | 1,000,000 | 0 | 0.29% | -$1.62K |
| LCM LTD PARTNERSHIP LCM 31A AR 144A | 1,000,000 | 1,000,000 | 0 | 0.28% | -$317 |
| 37 CAPITAL CLO LTD PUTNM 2022 1A A1R 144A | 1,000,000 | 1,000,000 | 0 | 0.28% | -$858 |
| RPLDCI 6.581 05/30/49 144A | 900,000 | 900,000 | 0 | 0.26% | -$25.63K |
| BARINGS EURO CLO BABSE 2020 1A ARR 144A | 800,000 | 800,000 | 0 | 0.26% | -$15.05K |
| Eagle Funding LuxCo S.a.r.l. | 900,000 | 900,000 | 0 | 0.26% | -$12.01K |
| SYMPHONY CLO XXV LTD SER 2021-25A CL AR V/R REGD 144A P/P 0.00000000 | 900,000 | 900,000 | 0 | 0.26% | $536 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2024 1A A 144A | 800,000 | 800,000 | 0 | 0.23% | -$5.64K |
| 317UA5IA9 PIMCO FPPSWAPTION 3.1625 PUT USD | 130,700,000 | 130,700,000 | 0 | 0.23% | $203.96K |
| ARBOUR CLO ARBR 6A AR 144A | 700,000 | 700,000 | 0 | 0.23% | -$14.99K |
| PPM CLO, LTD. PPMC 2021 5A AR 144A | 700,000 | 700,000 | 0 | 0.20% | $811 |
| ATHENE GLOBAL FU | 700,000 | 700,000 | 0 | 0.20% | -$12.60K |
| Exeter Automobile Receivables Trust 2024-5 | 600,000 | 600,000 | 0 | 0.17% | -$1.18K |
| RFR USD SOFR/3.50000 12/18/24-30Y LCH | 1 | 1 | 0 | 0.17% | -$19.55K |
| JAPAN (30 YEAR ISSUE) BONDS 03/55 2.4 | 120,000,000 | 120,000,000 | 0 | 0.17% | -$42.70K |
| ARES EURO CLO ARESE 14A BR 144A | 500,000 | 500,000 | 0 | 0.16% | -$9.97K |
| TITULOS DE TESORERIA BONDS 11/40 12.75 | 2,062,700,000 | 2,062,700,000 | 0 | 0.16% | $11.18K |
| GLS AUTO RECEIVABLES TRUST GCAR 2024 3A C 144A | 500,000 | 500,000 | 0 | 0.14% | -$1.31K |
| RFR USD SOFR/2.75000 06/21/23-30Y LCH | 1 | 1 | 0 | 0.14% | -$4.31K |
| PIKES PEAK CLO PIPK 2018 2A ARR 144A | 500,000 | 500,000 | 0 | 0.14% | $117 |
| Madison Park Funding XXXIX Ltd., Series 2021-39A, Class AR | 500,000 | 500,000 | 0 | 0.14% | $9 |
| 37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A | 500,000 | 500,000 | 0 | 0.14% | -$209 |
| Jamestown CLO XVIII Ltd., Series 2022-18A, Class A1R | 500,000 | 500,000 | 0 | 0.14% | -$81 |
| PIKES PEAK CLO PIPK 2019 4A ARR 144A | 500,000 | 500,000 | 0 | 0.14% | $229 |
| TCW CLO 2019 1 AMR, LTD. TCW 2019 1A ASNR 144A | 500,000 | 500,000 | 0 | 0.14% | $250 |
| ARES STRATEGIC I | 500,000 | 500,000 | 0 | 0.14% | -$9.51K |
| Renaissance Home Equity Loan Trust 2006-3 | 1,602,447 | 1,602,447 | 0 | 0.14% | -$8.53K |
| TITULOS DE TESORERIA BONDS 02/33 13.25 | 1,785,500,000 | 1,785,500,000 | 0 | 0.14% | -$333 |
| ROMANIA SR UNSECURED REGS 07/39 6.75 | 400,000 | 400,000 | 0 | 0.13% | -$28.00K |
| 317UA5JA8 PIMCO FPPSWAPTION 3.1625 CALL USD | 130,700,000 | 130,700,000 | 0 | 0.13% | $18.90K |
| BARCLAYS PLC | 400,000 | 400,000 | 0 | 0.12% | -$10.19K |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2023-7A CL A REGD 144A P/P 5.90000000 | 300,000 | 300,000 | 0 | 0.09% | -$1.76K |
| SOUTHERN CAL ED | 300,000 | 300,000 | 0 | 0.09% | -$2.39K |
| REPUBLIC OF SOUTH AFRICA BONDS 01/30 8 | 5,200,000 | 5,200,000 | 0 | 0.09% | -$17.13K |
| IVORY COAST SR UNSECURED REGS 03/48 6.625 | 300,000 | 300,000 | 0 | 0.09% | -$20.02K |
| GOLDMAN SACHS GP | 300,000 | 300,000 | 0 | 0.08% | -$7.16K |
| US TREASURY N/B | 300,000 | 300,000 | 0 | 0.08% | $117 |
| RFR USD SOFR/3.50000 06/21/23-10Y LCH | 1 | 1 | 0 | 0.08% | $34.99K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA5 1A2 | 873,323 | 873,323 | 0 | 0.08% | -$5.84K |
| EGYPT GOVERNMENT BOND BONDS 03/28 21.954 | 14,500,000 | 14,500,000 | 0 | 0.07% | -$44.68K |
| 317U9Y7A0 PIMCO FPPSWAPTION 4.485 PUT USD | 4,000,000 | 4,000,000 | 0 | 0.07% | -$128 |
| REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95 | 720,000 | 720,000 | 0 | 0.06% | -$13.76K |
| PETRPE 5.625 06/19/47 REGS | 300,000 | 300,000 | 0 | 0.06% | $19.77K |
| 317U9Y8A9 PIMCO FPPSWAPTION 4.485 CALL USD | 4,000,000 | 4,000,000 | 0 | 0.06% | $22.97K |
| FORD MOTOR CRED | 200,000 | 200,000 | 0 | 0.06% | -$2.12K |
| FORD MOTOR CRED | 200,000 | 200,000 | 0 | 0.06% | -$1.42K |
| UNITED MEXICAN | 200,000 | 200,000 | 0 | 0.06% | -$4.76K |
| MORGAN STANLEY | 200,000 | 200,000 | 0 | 0.06% | -$5.19K |
| US TREASURY N/B | 200,000 | 200,000 | 0 | 0.05% | $195 |
| TURKIYE GOVERNMENT BOND BONDS 05/28 VAR | 8,100,000 | 8,100,000 | 0 | 0.05% | -$6.92K |
| TURKIYE GOVERNMENT BOND BONDS 09/28 VAR | 7,900,000 | 7,900,000 | 0 | 0.05% | -$6.76K |
| REPUBLIC OF SOUTH AFRICA BONDS 01/37 8.5 | 3,200,000 | 3,200,000 | 0 | 0.05% | -$15.34K |
| SOUTHERN CAL ED | 200,000 | 200,000 | 0 | 0.05% | -$2.61K |
| RFR USD SOFR/3.75000 09/17/25-10Y LCH | 2 | 2 | 0 | 0.05% | $97.64K |
| REPUBLIC OF SOUTH AFRICA BONDS 03/32 8.25 | 2,600,000 | 2,600,000 | 0 | 0.04% | -$11.03K |
| 317UAAMA3 PIMCO FPPSWAPTION 4.11 PUT USD | 2,300,000 | 2,300,000 | 0 | 0.04% | -$17.27K |
| 317UA48A3 PIMCO FPPSWAPTION 4.628 CALL USD | 2,500,000 | 2,500,000 | 0 | 0.04% | $14.66K |
| RFR USD SOFR/3.70000 02/20/24-25Y LCH | 1 | 1 | 0 | 0.04% | -$12.96K |
| RFR USD SOFR/3.75000 12/17/25-30Y LCH | 1 | 1 | 0 | 0.03% | -$7.02K |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SE SER 2019-FL12 CL A V/R REGD 144A P/P 5.45601000 | 110,260 | 110,260 | 0 | 0.03% | $84 |
| 317UAANA2 PIMCO FPPSWAPTION 4.11 CALL USD | 1,800,000 | 1,800,000 | 0 | 0.03% | $6.94K |
| VICI PROPERTIE | 100,000 | 100,000 | 0 | 0.03% | -$2.03K |
| JPMORGAN CHASE | 100,000 | 100,000 | 0 | 0.03% | -$2.08K |
| US TREASURY N/B | 100,000 | 100,000 | 0 | 0.03% | $209 |
| US TREASURY N/B | 83,000 | 83,000 | 0 | 0.02% | -$908 |
| RFR USD SOFR/3.00000 06/21/23-7Y LCH | 1 | 1 | 0 | 0.02% | $18.25K |
| PETROLEOS MEXICANOS SR UNSEC 6.35% 02-12-48 | 100,000 | 100,000 | 0 | 0.02% | -$1.97K |
| SOUTH AFRICAN T BILLS BILLS 06/26 0.00000 | 1,200,000 | 1,200,000 | 0 | 0.02% | -$375 |
| CS AT1 CLAIMS US225436AA21 CREDIT SUISSE GROUP AG | 200,000 | 200,000 | 0 | 0.02% | $11.00K |
| OIS COP IBR/8.59000 09/02/25-4Y* CME | 1 | 1 | 0 | 0.02% | $3.75K |
| 317UA83A9 PIMCO FPPSWAPTION 4.693 CALL USD | 900,000 | 900,000 | 0 | 0.01% | $5.32K |
| RFR GBP SONIO/4.50000 09/17/25-30Y LCH | 1 | 1 | 0 | 0.01% | $60.97K |
| US TREASURY N/B | 51,000 | 51,000 | 0 | 0.01% | -$665 |
| 317UA82A0 PIMCO FPPSWAPTION 4.693 PUT USD | 900,000 | 900,000 | 0 | 0.01% | $51 |
| 317UAOYA0 PIMCO SWAPTION 3.857 PUT USD 2026100 | 24,300,000 | 24,300,000 | 0 | 0.01% | $35.53K |
| RFR USD SOFR/3.75000 12/18/24-10Y LCH | 1 | 1 | 0 | 0.01% | $52.28K |
| 317U9ZDA0 PIMCO FPPSWAPTION 4.427 PUT USD | 600,000 | 600,000 | 0 | 0.01% | -$26 |
| 317UA0VA5 PIMCO FPPSWAPTION 4.485 PUT USD | 600,000 | 600,000 | 0 | 0.01% | -$14 |
| 317UAMPA4 PIMCO SWAPTION 4.141 PUT USD 2026123 | 24,400,000 | 24,400,000 | 0 | 0.01% | $24.07K |
| 317UA49A2 PIMCO FPPSWAPTION 4.628 PUT USD | 600,000 | 600,000 | 0 | 0.01% | $24 |
| 317UA0WA4 PIMCO FPPSWAPTION 4.485 CALL USD | 600,000 | 600,000 | 0 | 0.01% | $3.45K |
| 317U9ZEA9 PIMCO FPPSWAPTION 4.427 CALL USD | 600,000 | 600,000 | 0 | 0.01% | $3.41K |
| RFR USD SOFR/3.50000 06/20/24-30Y LCH | 1 | 1 | 0 | 0.01% | -$687 |
| Chase Mortgage Finance Trust, Series 2006-S4, Class A5 | 59,138 | 59,138 | 0 | 0.01% | -$626 |
| 317U9YNA2 PIMCO SWAPTION 3.505 CALL USD 202608 | 5,000,000 | 5,000,000 | 0 | 0.01% | -$9.36K |
| RFR USD SOFR/3.25000 06/21/23-5Y LCH | 1 | 1 | 0 | 0.01% | $9.05K |
| CDX HY45 5Y ICE | 1 | 1 | 0 | 0.00% | -$14.96K |
| 317U9YOA1 PIMCO SWAPTION 4.255 PUT USD 2026080 | 2,400,000 | 2,400,000 | 0 | 0.00% | -$2.10K |
| RFR USD SOFR/3.75000 12/17/25-10Y LCH | 1 | 1 | 0 | 0.00% | $5.71K |
| United States Small Business Administration | 8,056 | 8,056 | 0 | 0.00% | -$32 |
| 31750RIW9 PIMCO FXVAN CALL USD HKD 7.85000000 | 0 | 0 | 0 | 0.00% | $5.47K |
| 31750RIL3 PIMCO FXVAN PUT USD ZAR 17.00000000 | -980,000 | -980,000 | 0 | 0.00% | $2.40K |
| 31750RI33 PIMCO FXVAN CALL USD HKD 7.85000000 | 0 | 0 | 0 | 0.00% | $5.26K |
| IRS EUR 2.52000 04/09/25-10Y LCH | 2 | 2 | 0 | 0.00% | $2.16K |
| RFR USD SOFR/3.75000 06/20/24-10Y LCH | 1 | 1 | 0 | 0.00% | $6.32K |
| INF SWAP US IT 2.5225 03/27/25-5Y LCH | 1 | 1 | 0 | 0.00% | $27.25K |
| IRS EUR 2.40000 02/12/25-10Y LCH | 1 | 1 | 0 | 0.00% | $2.45K |
| IRS EUR 2.39000 10/01/24-10Y LCH | 1 | 1 | 0 | 0.00% | $1.15K |
| RFR USD SOFR/4.07100 01/15/25-10Y LCH | 3 | 3 | 0 | 0.00% | -$796 |
| INF SWAP US IT2.505 03/25/25-5Y LCH | 1 | 1 | 0 | 0.00% | $13.67K |
| RFR USD SOFR/4.09000 01/22/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$711 |
| RFR USD SOFR/3.24800 09/18/24-10Y LCH | 1 | 1 | 0 | 0.00% | $604 |
| IRS PLN 4.72250 12/01/30-5Y CME | 1 | 1 | 0 | 0.00% | $4.55K |
| IRS EUR 2.45000 05/05/25-10Y LCH | 1 | 1 | 0 | 0.00% | $1.05K |
| RFR USD SOFR/3.90000 01/08/25-10Y LCH | 5 | 5 | 0 | 0.00% | -$710 |
| IRS EUR 2.53000 04/23/25-10Y LCH | 1 | 1 | 0 | 0.00% | $1.07K |
| RFR USD SOFR/3.28000 09/16/24-10Y LCH | 1 | 1 | 0 | 0.00% | $422 |
| IRS EUR 2.65000 01/08/24-10Y LCH | 1 | 1 | 0 | 0.00% | $2.98K |
| IRS EUR 2.28000 03/04/25-5Y LCH | 1 | 1 | 0 | 0.00% | $2.67K |
| TURKIYE GOVERNMENT BOND BONDS 05/26 VAR | 100,000 | 100,000 | 0 | 0.00% | -$92 |
| RFR USD SOFR/4.10000 01/21/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$363 |
| RFR USD SOFR/3.23200 09/10/24-10Y LCH | 1 | 1 | 0 | 0.00% | $303 |
| IRS EUR 2.58000 08/29/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$187 |
| 317UAV0A1 PIMCO SWAPTION 3.26 CALL USD 2026042 | 2,600,000 | 2,600,000 | 0 | 0.00% | -$6.80K |
| RFR USD SOFR/4.01500 12/30/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$567 |
| VOLKSWAGEN INTERNATIONAL FINA SNR SE ICE | 1 | 1 | 0 | 0.00% | -$108 |
| RFR USD SOFR/3.86600 11/14/24-10Y LCH | 2 | 2 | 0 | 0.00% | -$1.74K |
| RFR USD SOFR/3.88000 01/13/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$251 |
| RFR USD SOFR/3.93300 01/06/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$166 |
| RFR USD SOFR/4.00000 06/20/24-2Y LCH | 1 | 1 | 0 | 0.00% | $4.08K |
| IRS EUR 2.35000 04/29/25-5Y LCH | 1 | 1 | 0 | 0.00% | $1.41K |
| 317UA1MA3 PIMCO SWAPTION 3.067 CALL USD 202608 | 300,000 | 300,000 | 0 | 0.00% | -$324 |
| 317U9ZXA8 PIMCO SWAPTION 2.989 CALL USD 202608 | 400,000 | 400,000 | 0 | 0.00% | -$342 |
| 317UA10A7 PIMCO SWAPTION 3.0475 CALL USD 20260 | 300,000 | 300,000 | 0 | 0.00% | -$312 |
| 317UA1DA3 PIMCO SWAPTION 3.038 CALL USD 202608 | 300,000 | 300,000 | 0 | 0.00% | -$304 |
| 317UA0IA0 PIMCO SWAPTION 2.995 CALL USD 202608 | 300,000 | 300,000 | 0 | 0.00% | -$275 |
| 317U9Z8A6 PIMCO SWAPTION 2.972 CALL USD 202608 | 300,000 | 300,000 | 0 | 0.00% | -$264 |
| 317U9ZIA5 PIMCO SWAPTION 2.965 CALL USD 202608 | 300,000 | 300,000 | 0 | 0.00% | -$258 |
| BANK OF AMERICA CORPORATION SNR S* ICE | 1 | 1 | 0 | 0.00% | -$180 |
| IRS EUR 2.89000 12/22/23-10Y LCH | 1 | 1 | 0 | 0.00% | $1.27K |
| RFR USD SOFR/3.86500 11/20/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$578 |
| IRS EUR 2.40000 04/09/25-5Y LCH | 1 | 1 | 0 | 0.00% | $1.42K |
| IRS PLN 4.68500 12/02/30-5Y CME | 1 | 1 | 0 | 0.00% | $452 |
| IRS EUR 2.91000 12/29/23-10Y LCH | 1 | 1 | 0 | 0.00% | $1.26K |
| RFR USD SOFR/3.85500 11/19/24-10Y LCH | 2 | 2 | 0 | 0.00% | -$1.74K |
| BSARM 2002-11 1A1 | 72 | 72 | 0 | 0.00% | -$4 |
| INF SWAP US IT 2.541 04/04/25-5Y LCH | 1 | 1 | 0 | 0.00% | $3.18K |
| SOFTBANK GROUP CORP SNR JP SP GST | 1 | 1 | 0 | 0.00% | $176 |
| IRS EUR 2.97000 12/15/23-10Y LCH | 1 | 1 | 0 | 0.00% | $1.29K |
| IRS CZK 4.48500 12/02/30-5Y CME | 1 | 1 | 0 | 0.00% | -$243 |
| IRS EUR 2.99000 12/08/23-10Y LCH | 1 | 1 | 0 | 0.00% | $1.30K |
| IRS CZK 3.76000 11/01/24-10Y CME | 1 | 1 | 0 | 0.00% | -$275 |
| RFR USD SOFR/3.89000 03/03/25-10Y LCH | 1 | 1 | 0 | 0.00% | $223 |
| RFR USD SOFR/3.90500 03/12/25-10Y LCH | 1 | 1 | 0 | 0.00% | $254 |
| RFR USD SOFR/3.90750 03/04/25-10Y LCH | 1 | 1 | 0 | 0.00% | $243 |
| RFR USD SOFR/4.00000 02/26/25-10Y LCH | 1 | 1 | 0 | 0.00% | $161 |
| RFR USD SOFR/3.87400 03/05/25-10Y LCH | 1 | 1 | 0 | 0.00% | $423 |
| IRS EUR 3.06300 12/06/23-10Y LCH | 1 | 1 | 0 | 0.00% | $1.31K |
| RFR USD SOFR/3.88400 03/25/25-10Y LCH | 1 | 1 | 0 | 0.00% | $510 |
| RFR USD SOFR/3.89900 03/11/25-10Y LCH | 1 | 1 | 0 | 0.00% | $492 |
| IRS CZK 4.52250 12/01/30-5Y CME | 1 | 1 | 0 | 0.00% | -$2.32K |
| RFR USD SOFR/3.93000 03/24/25-10Y LCH | 1 | 1 | 0 | 0.00% | $596 |
| IRS EUR 3.14800 11/20/23-10Y LCH | 1 | 1 | 0 | 0.00% | $1.34K |
| RFR USD SOFR/3.75000 05/07/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$1.09K |
| ZCS BRL 14.0087 05/12/25-01/04/27 CME | 1 | 1 | 0 | 0.00% | -$1.20K |
| RFR USD SOFR/3.75000 09/17/25-7Y LCH | 1 | 1 | 0 | 0.00% | $7.36K |
| RFR USD SOFR/3.97500 03/21/25-10Y LCH | 1 | 1 | 0 | 0.00% | $678 |
| RFR USD SOFR/3.84200 03/04/25-5Y LCH | 1 | 1 | 0 | 0.00% | $1.02K |
| IRS EUR 2.46000 04/01/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$1.11K |
| IRS EUR 2.61000 03/24/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$2.87K |
| CMBX.NA.AAA.16 SP SAL | 1 | 1 | 0 | 0.00% | -$1.45K |
| RFR GBP SONIO/3.93000 01/06/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$3.88K |
| IRS EUR 2.46000 03/13/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$2.56K |
| INF SWAP US IT 2.6075 07/28/25-10Y LCH | 1 | 1 | 0 | 0.00% | $304 |
| IRS EUR 2.42000 03/07/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$2.49K |
| IRS EUR 2.38000 12/31/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$1.05K |
| RFR USD SOFR/3.75000 06/20/24-5Y LCH | 1 | 1 | 0 | 0.00% | $20.95K |
| RFR USD SOFR/3.75000 12/17/25-7Y LCH | 1 | 1 | 0 | 0.00% | $32.71K |
| RFR USD SOFR/3.75000 12/18/24-7Y LCH | 1 | 1 | 0 | 0.00% | $15.67K |
| ZCS BRL 13.9271 05/08/25-01/04/27 CME | 2 | 2 | 0 | 0.00% | -$8.96K |
| ZCS BRL 13.32 05/08/25-01/02/29 CME | 2 | 2 | 0 | -0.01% | -$21.96K |
| INF SWAP US IT 2.487 04/03/25-10Y LCH | 1 | 1 | 0 | -0.01% | $7.42K |
| RFR USD SOFR/3.75000 12/18/24-5Y LCH | 1 | 1 | 0 | -0.01% | $37.55K |
| 317UAUZA5 PIMCO SWAPTION 3.56 PUT USD 20260428 | -2,700,000 | -2,700,000 | 0 | -0.01% | -$2.68K |
| ZCS BRL 13.245 09/02/25-01/02/29 CME | 1 | 1 | 0 | -0.01% | -$36.80K |
| RFR USD SOFR/3.75000 09/17/25-5Y LCH | 1 | 1 | 0 | -0.01% | $55.78K |
| ZCS BRL 13.3 12/18/25-01/02/29 CME | 1 | 1 | 0 | -0.01% | -$34.30K |
| RFR USD SOFR/4.0535* 09/02/25-27Y* LCH | 2 | 2 | 0 | -0.01% | $10.10K |
| RFR USD SOFR/3.75000 12/17/25-5Y LCH | 1 | 1 | 0 | -0.02% | $65.31K |
| CDX IG44 5Y ICE | 1 | 1 | 0 | -0.02% | $16.67K |
| IRS AUD 4.50000 09/20/23-10Y LCH | 1 | 1 | 0 | -0.02% | -$55.25K |
| RFR GBP SONIO/4.00000 09/17/25-10Y LCH | 1 | 1 | 0 | -0.02% | -$76.73K |
| RFR USD SOFR/3.16250 08/25/27-1Y LCH | 1 | 1 | 0 | -0.03% | -$66.58K |
| IRS AUD 4.50000 06/18/25-10Y LCH | 1 | 1 | 0 | -0.03% | -$46.76K |
| RFR JPY MUTK/2.50000 12/17/25-30Y LCH | 1 | 1 | 0 | -0.05% | -$52.21K |
| RFR GBP SONIO/3.75000 09/17/25-5Y LCH | 1 | 1 | 0 | -0.11% | -$448.91K |
| RFR USD SOFR/3.50000 09/17/25-30Y LCH | 1 | 1 | 0 | -0.17% | $21.12K |
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.