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 | 43,630,000 | 43,630,000 | 16.93% | $45.10M |
| FNCL 6 6/24 | 0 | 33,590,000 | 33,590,000 | 12.83% | $34.19M |
| Uniform Mortgage-Backed Security, TBA | 0 | 13,320,000 | 13,320,000 | 4.92% | $13.12M |
| U.S. Treasury Bills | 0 | 9,970,000 | 9,970,000 | 3.71% | $9.88M |
| G2SF 4 4/23 | 0 | 5,150,000 | 5,150,000 | 1.81% | $4.82M |
| G2SF 5 5/26 | 0 | 4,380,000 | 4,380,000 | 1.62% | $4.33M |
| FANNIE MAE FNR 2026 21 YF | 0 | 4,300,000 | 4,300,000 | 1.61% | $4.29M |
| Uniform Mortgage-Backed Security, TBA | 0 | 3,600,000 | 3,600,000 | 1.36% | $3.61M |
| G2SF 4.5 4/26 | 0 | 3,280,000 | 3,280,000 | 1.19% | $3.17M |
| G2SF 3.5 4/24 | 0 | 3,200,000 | 3,200,000 | 1.10% | $2.94M |
| LETRA TESOURO NACIONAL BILLS 10/26 0.00000 | 0 | 15,500,000 | 15,500,000 | 1.05% | $2.80M |
| HCA INC DISC COML PAPER | 0 | 2,400,000 | 2,400,000 | 0.90% | $2.39M |
| Government National Mortgage Association, TBA | 0 | 2,190,000 | 2,190,000 | 0.83% | $2.20M |
| Government National Mortgage Association, TBA | 0 | 2,160,000 | 2,160,000 | 0.82% | $2.19M |
| FNCL 5.5 4/26 | 0 | 2,080,000 | 2,080,000 | 0.78% | $2.09M |
| FNCL 4 6/24 | 0 | 1,970,000 | 1,970,000 | 0.70% | $1.86M |
| Uniform Mortgage-Backed Security, TBA | 0 | 1,790,000 | 1,790,000 | 0.65% | $1.73M |
| Keurig Dr Pepper Inc 0% CP 13/04/2026 | 0 | 1,700,000 | 1,700,000 | 0.64% | $1.70M |
| Crown Castle, Inc. | 0 | 1,600,000 | 1,600,000 | 0.60% | $1.60M |
| Phillips 66 | 0 | 1,600,000 | 1,600,000 | 0.60% | $1.60M |
| FNCL 5 4/26 | 0 | 1,490,000 | 1,490,000 | 0.55% | $1.47M |
| G2 MB0022 | 0 | 1,399,999 | 1,399,999 | 0.48% | $1.29M |
| U.S. Treasury Bills | 0 | 1,000,000 | 1,000,000 | 0.37% | $991.54K |
| US TREASURY N/B | 0 | 900,000 | 900,000 | 0.33% | $886.01K |
| LETRA TESOURO NACIONAL BILLS 07/26 0.00000 | 0 | 2,900,000 | 2,900,000 | 0.20% | $542.19K |
| HARLEY DAVIDSON FINL SVCS INC CP 0% 04/16/2026 | 0 | 500,000 | 500,000 | 0.19% | $499.08K |
| EURO-OAT FUTURE JUN26 | 0 | -72 | -72 | 0.12% | $312.96K |
| Takeoff Merger Sub, Inc. | 0 | 300,000 | 300,000 | 0.11% | $298.13K |
| YI4360503 NIGERIA OMO BILL | 0 | 316,800,000 | 316,800,000 | 0.07% | $199.11K |
| U.S. Treasury Bill | 0 | 200,000 | 200,000 | 0.07% | $197.78K |
| EGYPT GOVERNMENT BOND BONDS 10/30 19.698 | 0 | 10,100,000 | 10,100,000 | 0.07% | $181.94K |
| BONOS DE TESORERIA SR UNSECURED 08/32 6.15 | 0 | 600,000 | 600,000 | 0.07% | $180.31K |
| TITULOS DE TESORERIA BONDS 10/34 7.25 | 0 | 935,400,000 | 935,400,000 | 0.07% | $179.29K |
| IRS EUR 3.00000 09/16/26-30Y LCH | 0 | 1 | 1 | 0.05% | $140.09K |
| YI4360438 NIGERIA OMO BILL | 0 | 181,000,000 | 181,000,000 | 0.04% | $114.11K |
| TURKIYE CENTR BANK BILL BILLS 04/26 0.00000 | 0 | 5,000,000 | 5,000,000 | 0.04% | $111.68K |
| YI4360529 NIGERIA OMO BILL | 0 | 132,700,000 | 132,700,000 | 0.03% | $83.15K |
| 317UBRFA3 PIMCO FPPSWAPTION 4.296 CALL USD | 0 | 900,000 | 900,000 | 0.03% | $71.31K |
| 317UBQXA5 PIMCO FPPSWAPTION 4.296 PUT USD | 0 | 900,000 | 900,000 | 0.02% | $53.01K |
| BONOS TESORERIA PESOS BONDS 144A REGS 10/29 5.8 | 0 | 40,000,000 | 40,000,000 | 0.02% | $43.98K |
| FNCL 3 6/24 | 0 | 50,000 | 50,000 | 0.02% | $43.85K |
| RFR USD SOFR/3.75000 09/16/26-10Y LCH | 0 | 1 | 1 | 0.02% | $42.19K |
| BONOS TESORERIA PESOS UNSECURED 144A REGS 09/30 4.7 | 0 | 30,000,000 | 30,000,000 | 0.01% | $31.73K |
| 31750SIS6 PIMCO CDSOPT PUT USD 96.58984375 202 | 0 | 3,400,000 | 3,400,000 | 0.01% | $28.51K |
| Three Month SONIA Index Futures | 0 | 50 | 50 | 0.01% | $23.10K |
| 31750SIK3 PIMCO CDSOPT PUT USD 0.8 20260617 | 0 | 9,100,000 | 9,100,000 | 0.01% | $21.80K |
| REPUBLIC OF SOUTH AFRICA BONDS 01/40 9 | 0 | 300,000 | 300,000 | 0.01% | $16.69K |
| RFR USD SOFR/3.40694 07/06/26-4Y* LCH | 0 | 1 | 1 | 0.01% | $14.20K |
| RFR USD SOFR/3.7547* 03/13/26-10Y* LCH | 0 | 1 | 1 | 0.01% | $13.44K |
| 31750SKZ7 PIMCO CDSOPT PUT USD 99.09765625 202 | 0 | 14,100,000 | 14,100,000 | 0.00% | $12.22K |
| 31750SEV3 PIMCO FXVAN PUT USD BRL 5.12000000 | 0 | 0 | 0 | 0.00% | $10.71K |
| 317UC1RA6 PIMCO SWAPTION 4.75 PUT USD 20260904 | 0 | 4,200,000 | 4,200,000 | 0.00% | $10.02K |
| RFR USD SOFR/3.75000 06/17/26-10Y LCH | 0 | 1 | 1 | 0.00% | $8.78K |
| RFR USD SOFR/3.50000 06/17/26-7Y LCH | 0 | 1 | 1 | 0.00% | $8.35K |
| RFR USD SOFR/4.08316 06/30/26-27Y* LCH | 0 | 1 | 1 | 0.00% | $7.33K |
| 317UCAEA0 PIMCO SWAPTION 4.219 PUT USD 2026060 | 0 | 1,800,000 | 1,800,000 | 0.00% | $6.23K |
| 317UC7LA9 PIMCO SWAPTION 3.651 CALL USD 202606 | 0 | 0 | 0 | 0.00% | $6.07K |
| 317UC76A6 PIMCO SWAPTION 4.0325 PUT USD 202605 | 0 | 1,200,000 | 1,200,000 | 0.00% | $5.33K |
| RFR USD SOFR/3.75000 03/18/26-7Y LCH | 0 | 1 | 1 | 0.00% | $4.87K |
| 317UC0UA4 PIMCO SWAPTION 3.3 CALL USD 20260602 | 0 | 2,000,000 | 2,000,000 | 0.00% | $4.54K |
| 3 Month Euro Euribor Future | 0 | -2 | -2 | 0.00% | $3.67K |
| RFR USD SOFR/3.74800 03/03/26-10Y LCH | 0 | 2 | 2 | 0.00% | $3.34K |
| EGYPT TREASURY BILL BILLS 10/26 0.00000 | 0 | 175,000 | 175,000 | 0.00% | $2.81K |
| 317UC8DA6 PIMCO SWAPTION 3.599 CALL USD 202606 | 0 | 0 | 0 | 0.00% | $1.72K |
| 317UBKMA0 PIMCO SWAPTION 3.4625 CALL USD 20260 | 0 | 2,000,000 | 2,000,000 | 0.00% | $1.63K |
| 31750SJW6 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $1.51K |
| 31750SBB0 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $589 |
| IRS CLP 4.59000 01/09/26-4Y* CME | 0 | 1 | 1 | 0.00% | $530 |
| IRS CLP 4.71000 01/14/26-5Y* CME | 0 | 1 | 1 | 0.00% | $445 |
| 31750SCK9 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $393 |
| 317UBSFA1 PIMCO SWAPTION 3.449 CALL USD 202604 | 0 | 2,500,000 | 2,500,000 | 0.00% | $18 |
| 31750SLD5 PIMCO CDSOPT CALL USD 99.89062500 20 | 0 | -2,500,000 | -2,500,000 | 0.00% | -$56 |
| 317UC6EA9 PIMCO SWAPTION 3.62 CALL USD 2026042 | 0 | -100,000 | -100,000 | 0.00% | -$125 |
| 317UC9LA5 PIMCO SWAPTION 4.095 PUT USD 2026040 | 0 | 750,000 | 750,000 | 0.00% | -$133 |
| 317UC4YA2 PIMCO SWAPTION 3.6 CALL USD 20260416 | 0 | -200,000 | -200,000 | 0.00% | -$179 |
| 31750SCV5 PIMCO CDSOPT PUT USD 103.53125000 20 | 0 | -400,000 | -400,000 | 0.00% | -$406 |
| 31750SEW1 PIMCO FXVAN CALL USD BRL 5.70000000 | 0 | -460,000 | -460,000 | 0.00% | -$522 |
| 317UC8QA2 PIMCO SWAPTION 4.055 PUT USD 2026042 | 0 | -200,000 | -200,000 | 0.00% | -$557 |
| 317UC6DA0 PIMCO SWAPTION 3.9 PUT USD 20260420 | 0 | -100,000 | -100,000 | 0.00% | -$566 |
| 317UC8RA1 PIMCO SWAPTION 3.695 CALL USD 202604 | 0 | -200,000 | -200,000 | 0.00% | -$575 |
| CDX ITRAXX MAIN44 5Y ICE | 0 | 1 | 1 | 0.00% | -$866 |
| 317UC4XA3 PIMCO SWAPTION 3.9 PUT USD 20260416 | 0 | -200,000 | -200,000 | 0.00% | -$1.04K |
| 317UCAAA4 PIMCO SWAPTION 3.889 PUT USD 2026043 | 0 | -100,000 | -100,000 | 0.00% | -$1.71K |
| CDX ITRAXX MAIN45 5Y ICE | 0 | 1 | 1 | 0.00% | -$1.79K |
| 31750SCO1 PIMCO CDSOPT PUT USD 101.11328125 20 | 0 | -300,000 | -300,000 | 0.00% | -$2.05K |
| CDX HY45 5Y ICE | 0 | 1 | 1 | 0.00% | -$2.15K |
| 31750SC52 PIMCO CDSOPT PUT USD 102.32812500 20 | 0 | -1,400,000 | -1,400,000 | 0.00% | -$5.35K |
| 31750SOX8 PIMCO CDSOPT PUT USD 96.10156250 202 | 0 | -3,200,000 | -3,200,000 | 0.00% | -$6.02K |
| 317UC75A7 PIMCO SWAPTION 3.7325 CALL USD 20260 | 0 | -1,400,000 | -1,400,000 | 0.00% | -$6.73K |
| 31750SKX2 PIMCO CDSOPT CALL USD 0.55 20260617 | 0 | -13,800,000 | -13,800,000 | 0.00% | -$7.30K |
| 317UBKLA1 PIMCO SWAPTION 3.7625 PUT USD 202604 | 0 | -2,200,000 | -2,200,000 | 0.00% | -$8.18K |
| 31750SKH7 PIMCO CDSOPT CALL USD 102.31250000 2 | 0 | -3,000,000 | -3,000,000 | 0.00% | -$8.46K |
| 31750SNE1 PIMCO CDSOPT CALL USD 94.81250000 20 | 0 | -2,900,000 | -2,900,000 | 0.00% | -$9.13K |
| IRS AUD 5.00000 09/16/26-10Y LCH | 0 | 1 | 1 | 0.00% | -$9.31K |
| 317UC62A2 PIMCO SWAPTION 3.7825 PUT USD 202606 | 0 | 0 | 0 | 0.00% | -$11.00K |
| RFR USD SOFR/4.00000 03/18/26-30Y LCH | 0 | 1 | 1 | 0.00% | -$11.65K |
| 31750SOZ3 PIMCO CDSOPT CALL USD 97.37500000 20 | 0 | -4,200,000 | -4,200,000 | -0.01% | -$17.60K |
| OIS CAD CAONREPO/3.0000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.01% | -$17.82K |
| ZCS BRL 13.015 01/27/26-01/02/31 CME | 0 | 1 | 1 | -0.01% | -$18.04K |
| ZCS BRL 12.82 01/27/26-01/02/29 CME | 0 | 1 | 1 | -0.01% | -$22.77K |
| 31750SNB7 PIMCO CDSOPT PUT USD 101.37500000 20 | 0 | -6,300,000 | -6,300,000 | -0.01% | -$22.77K |
| 317UBYBA2 PIMCO SWAPTION 3.967 PUT USD 2026050 | 0 | -5,700,000 | -5,700,000 | -0.01% | -$23.21K |
| 317UC0TA6 PIMCO SWAPTION 3.6 PUT USD 20260602 | 0 | -2,400,000 | -2,400,000 | -0.01% | -$34.34K |
| RFR JPY MUTK/2.00000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.03% | -$79.14K |
| RFR GBP SONIO/4.00000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.07% | -$183.16K |
| EURO-BUND FUTURE JUN26 | 0 | 68 | 68 | -0.09% | -$246.47K |
| IRS EUR 2.75000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.11% | -$298.69K |
| CDX IG46 5Y ICE | 0 | 1 | 1 | -0.17% | -$445.31K |
| FNCL 2 5/26 | 0 | -3,220,000 | -3,220,000 | -0.97% | -$2.59M |
| Uniform Mortgage-Backed Security, TBA | 0 | -4,560,000 | -4,560,000 | -1.44% | -$3.83M |
| Uniform Mortgage-Backed Security, TBA | 0 | -4,470,000 | -4,470,000 | -1.53% | -$4.09M |
| G2SF 3 4/26 | 0 | -4,600,000 | -4,600,000 | -1.54% | -$4.11M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Uniform Mortgage-Backed Security, TBA | 27,740,000 | 0 | -27,740,000 | 0.00% | -$28.47M |
| Uniform Mortgage-Backed Security, TBA | 17,620,000 | 0 | -17,620,000 | 0.00% | -$18.32M |
| Uniform Mortgage-Backed Security, TBA | 16,450,000 | 0 | -16,450,000 | 0.00% | -$17.11M |
| Uniform Mortgage-Backed Security, TBA | 12,110,000 | 0 | -12,110,000 | 0.00% | -$12.07M |
| FNMA POOL BZ5550 FN 12/32 FIXED 4.3 | 6,200,000 | 0 | -6,200,000 | 0.00% | -$6.18M |
| Government National Mortgage Association, TBA | 5,150,000 | 0 | -5,150,000 | 0.00% | -$4.86M |
| G2SF 5 1/26 | 4,380,000 | 0 | -4,380,000 | 0.00% | -$4.37M |
| Government National Mortgage Association, TBA | 4,600,000 | 0 | -4,600,000 | 0.00% | -$4.19M |
| Government National Mortgage Association, TBA | 3,280,000 | 0 | -3,280,000 | 0.00% | -$3.19M |
| Uniform Mortgage-Backed Security, TBA | 3,150,000 | 0 | -3,150,000 | 0.00% | -$3.19M |
| LETRA TESOURO NACIONAL BILLS 04/26 0.00000 | 17,400,000 | 0 | -17,400,000 | 0.00% | -$3.07M |
| Uniform Mortgage-Backed Security, TBA | 2,890,000 | 0 | -2,890,000 | 0.00% | -$2.82M |
| G2SF 5.5 1/25 | 2,190,000 | 0 | -2,190,000 | 0.00% | -$2.21M |
| G2SF 6 1/25 | 2,160,000 | 0 | -2,160,000 | 0.00% | -$2.20M |
| MEX BONOS DESARR FIX RT BONDS 03/29 8.5 | 31,800,000 | 0 | -31,800,000 | 0.00% | -$1.78M |
| SOUTHERN CALIFORNIA EDISON CO CP 0% 01/05/2026 | 1,400,000 | 0 | -1,400,000 | 0.00% | -$1.40M |
| FNMA POOL BM7581 FN 09/31 VARIABLE | 1,300,000 | 0 | -1,300,000 | 0.00% | -$1.33M |
| BONOS TESORERIA PESOS BONDS 144A REGS 10/28 5 | 990,000,000 | 0 | -990,000,000 | 0.00% | -$1.12M |
| FHLB | 1,100,000 | 0 | -1,100,000 | 0.00% | -$1.08M |
| FNMA POOL BS9669 FN 10/28 FIXED 4.72 | 800,000 | 0 | -800,000 | 0.00% | -$817.77K |
| POLAND GOVERNMENT BOND BONDS 07/29 4.75 | 2,540,000 | 0 | -2,540,000 | 0.00% | -$719.93K |
| FNMA POOL BM7579 FN 10/29 VARIABLE | 700,000 | 0 | -700,000 | 0.00% | -$705.55K |
| FNMA POOL BS9867 FN 11/30 FIXED 5.3 | 600,000 | 0 | -600,000 | 0.00% | -$628.27K |
| ALBACORE EURO CLO ALBAC 1A AR 144A | 500,000 | 0 | -500,000 | 0.00% | -$588.40K |
| FNMA POOL BZ2582 FN 12/29 FIXED 4.3 | 501,000 | 0 | -501,000 | 0.00% | -$505.35K |
| Sandstone Peak Ltd., Series 2021-1A, Class A1R | 500,000 | 0 | -500,000 | 0.00% | -$500.91K |
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 2A A1R 144A | 500,000 | 0 | -500,000 | 0.00% | -$500.54K |
| FHLB | 500,000 | 0 | -500,000 | 0.00% | -$497.27K |
| CORDATUS CLO PLC CORDA 24A A 144A | 320,156 | 0 | -320,156 | 0.00% | -$376.95K |
| PACIFIC GAS&ELEC | 300,000 | 0 | -300,000 | 0.00% | -$317.01K |
| BANK NOVA SCOTIA | 300,000 | 0 | -300,000 | 0.00% | -$312.72K |
| FNMA POOL BZ1029 FN 06/29 FIXED 4.93 | 300,000 | 0 | -300,000 | 0.00% | -$308.79K |
| 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 |
| PACIFIC GAS&ELEC | 100,000 | 0 | -100,000 | 0.00% | -$99.39K |
| UST BILLS 0% 02/12/2026 | 86,000 | 0 | -86,000 | 0.00% | -$85.65K |
| FUT. EUR FOAT MAR26 | -47 | 0 | 47 | 0.00% | -$25.90K |
| U.S. Treasury Bills | 25,000 | 0 | -25,000 | 0.00% | -$24.90K |
| Oportun Issuance Trust, Series 2024-2, Class A | 16,354 | 0 | -16,354 | 0.00% | -$16.36K |
| 317UBDPA3 PIMCO SWAPTION 3.407 CALL USD 202603 | 2,800,000 | 0 | -2,800,000 | 0.00% | -$9.77K |
| OIS MXN TIIE1/7.01100 10/20/25-3Y* CME | 1 | 0 | -1 | 0.00% | -$9.69K |
| 317UAQQA4 PIMCO SWAPTION 3.7505 PUT USD 202610 | 13,800,000 | 0 | -13,800,000 | 0.00% | -$8.60K |
| 317UAM5A6 PIMCO SWAPTION 3.23 CALL USD 2026033 | 1,700,000 | 0 | -1,700,000 | 0.00% | -$4.84K |
| 31750RZZ3 PIMCO FXVAN PUT USD BRL 5.12000000 | 0 | 0 | 0 | 0.00% | -$2.29K |
| 31750RZW0 PIMCO FXVAN PUT USD KRW 1385.0000000 | 0 | 0 | 0 | 0.00% | -$1.91K |
| OIS MXN TIIE1/7.76000 04/09/25-4Y* CME | 1 | 0 | -1 | 0.00% | -$1.59K |
| Octane Receivables Trust, Series 2023-1A, Class A | 220 | 0 | -220 | 0.00% | -$220 |
| 317UA3NA8 PIMCO SWAPTION 4.75 PUT USD 20260218 | 4,500,000 | 0 | -4,500,000 | 0.00% | -$28 |
| 317UAN5A4 PIMCO SWAPTION 3.1885 CALL USD 20260 | 1,400,000 | 0 | -1,400,000 | 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 |
| 317UB9VA5 PIMCO SWAPTION 3.58 CALL USD 2026010 | -300,000 | 0 | 300,000 | 0.00% | $0 |
| 317UAN4A5 PIMCO SWAPTION 3.6885 PUT USD 202601 | -1,600,000 | 0 | 1,600,000 | 0.00% | $11 |
| 317UBA6A0 PIMCO SWAPTION 3.625 CALL USD 202601 | -200,000 | 0 | 200,000 | 0.00% | $18 |
| 317UBA5A1 PIMCO SWAPTION 3.925 PUT USD 2026010 | -200,000 | 0 | 200,000 | 0.00% | $40 |
| 317UB9UA6 PIMCO SWAPTION 3.86 PUT USD 20260105 | -300,000 | 0 | 300,000 | 0.00% | $57 |
| 317UBC4A8 PIMCO SWAPTION 3.639 CALL USD 202601 | -500,000 | 0 | 500,000 | 0.00% | $116 |
| 317UBCLA9 PIMCO SWAPTION 3.6475 CALL USD 20260 | -200,000 | 0 | 200,000 | 0.00% | $138 |
| 317UBCKA0 PIMCO SWAPTION 3.9275 PUT USD 202601 | -200,000 | 0 | 200,000 | 0.00% | $160 |
| 317UBEXA2 PIMCO SWAPTION 3.622 CALL USD 202601 | -200,000 | 0 | 200,000 | 0.00% | $273 |
| 317UBC3A9 PIMCO SWAPTION 3.919 PUT USD 2026011 | -500,000 | 0 | 500,000 | 0.00% | $346 |
| IRS CLP 4.58000 09/12/25-3Y* CME | 1 | 0 | -1 | 0.00% | $356 |
| 317UBEWA3 PIMCO SWAPTION 3.882 PUT USD 2026012 | -200,000 | 0 | 200,000 | 0.00% | $592 |
| 317UB80A1 PIMCO SWAPTION 4.066 PUT USD 2026020 | -5,500,000 | 0 | 5,500,000 | 0.00% | $2.09K |
| 31750S8M0 PIMCO CDSOPT PUT USD 0.525 20260218 | -2,200,000 | 0 | 2,200,000 | 0.00% | $2.31K |
| 31750RZX8 PIMCO FXVAN CALL USD BRL 5.64000000 | -450,000 | 0 | 450,000 | 0.00% | $3.51K |
| IRS PLN 4.13600 09/30/25-4Y* CME | 1 | 0 | -1 | 0.00% | $4.97K |
| 31750S4Q5 PIMCO CDSOPT CALL USD 0.525 20260218 | -9,900,000 | 0 | 9,900,000 | 0.00% | $14.78K |
| IRS ZAR 7.20500 08/26/25-6Y* CME | 1 | 0 | -1 | 0.00% | $20.72K |
| 31750S3C7 PIMCO CDSOPT CALL USD 0.525 20260121 | -14,720,000 | 0 | 14,720,000 | 0.00% | $31.15K |
| OIS MXN TIIE1/9.00000 12/24/24-4Y* CME | 1 | 0 | -1 | 0.00% | $33.40K |
| FUT. EURO-BUND EUX MAR26 | 43 | 0 | -43 | 0.00% | $89.39K |
| SWOP CDX IG45 (V1 ONLY) 5Y SP | 1 | 0 | -1 | 0.00% | $166.84K |
| FNCL 3 2/26 | -220,000 | 0 | 220,000 | 0.00% | $194.47K |
| Uniform Mortgage-Backed Security, TBA | -500,000 | 0 | 500,000 | 0.00% | $474.02K |
| FNCL 2 1/26 | -3,220,000 | 0 | 3,220,000 | 0.00% | $2.60M |
| FNCL 2.5 1/26 | -4,560,000 | 0 | 4,560,000 | 0.00% | $3.86M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 30YR TBA FEB | -4,600,000 | 0 | 4,600,000 | 0.00% | $4.13M |
| FNCL 3.5 2/26 | -8,670,000 | 0 | 8,670,000 | 0.00% | $7.99M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND | 1,053,822 | 2,548,770 | 1,494,948 | 9.39% | $14.67M |
| TITULOS DE TESORERIA BONDS 01/35 11.75 | 1,433,200,000 | 7,803,700,000 | 6,370,500,000 | 0.73% | $1.58M |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7 | 2,400,000 | 2,900,000 | 500,000 | 0.34% | $98.31K |
| REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875 | 13,000,000 | 15,700,000 | 2,700,000 | 0.34% | $92.62K |
| RFR USD SOFR/4.11000 08/25/27-30Y LCH | 1 | 9,400,001 | 9,400,000 | 0.22% | $579.14K |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/35 6 | 1,000,000 | 1,500,000 | 500,000 | 0.17% | $119.32K |
| REPUBLIC OF SOUTH AFRICA BONDS 01/37 8.5 | 2,600,000 | 2,900,000 | 300,000 | 0.06% | $4.10K |
| RFR USD SOFR/4.52000 08/15/35-10Y LCH | 0 | 2,000,000 | 2,000,000 | 0.04% | $110.77K |
| 31750S7L3 PIMCO CDSOPT PUT USD 0.65 20260520 | 24,800,000 | 30,800,000 | 6,000,000 | 0.02% | $24.20K |
| RFR USD SOFR/4.09300 01/06/27-1Y LCH | 0 | 34,200,000 | 34,200,000 | 0.02% | $52.28K |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 11 2A2 | 122,200 | 122,215 | 14 | 0.02% | -$570 |
| Countrywide Alternative Loan Trust 2007-24 | 147,593 | 148,665 | 1,072 | 0.02% | -$737 |
| RFR USD SOFR/4.65600 08/22/35-10Y LCH | 0 | 500,000 | 500,000 | 0.01% | $28.33K |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 2,658 | 2,684 | 26 | 0.01% | $245 |
| RFR USD SOFR/3.74200 03/26/26-7Y LCH | 0 | 1 | 1 | 0.00% | $3.16K |
| 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% | -$102 |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FR SD8475 | 6,770,309 | 6,375,148 | -395,160 | 2.41% | -$458.74K |
| iShares Core S&P 500 ETF | 23,393 | 8,352 | -15,041 | 2.05% | -$10.57M |
| FREDDIE MAC FHR 5575 FC | 4,890,529 | 4,418,188 | -472,341 | 1.67% | -$466.61K |
| Government National Mortgage Association | 3,434,397 | 3,270,000 | -164,397 | 1.24% | -$170.55K |
| US ULTRA BOND CBT Sep25 | 52,930,903 | 14,801,008 | -38,129,895 | 1.17% | -$4.73M |
| FNMA POOL FA1296 FN 08/51 FIXED VAR | 2,905,049 | 2,823,372 | -81,676 | 1.02% | -$115.88K |
| FNMA POOL FS2937 FN 04/43 FIXED VAR | 2,412,571 | 2,339,866 | -72,706 | 0.85% | -$100.46K |
| TITULOS DE TESORERIA BONDS 08/29 11 | 7,283,000,000 | 5,969,300,000 | -1,313,700,000 | 0.56% | -$317.70K |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+ 09/25/2055 | 1,458,130 | 1,402,889 | -55,241 | 0.53% | -$49.83K |
| CHASEFLEX TRUST CFLX 2007 3 2A1 | 1,374,683 | 1,364,760 | -9,923 | 0.45% | -$13.11K |
| ASSET BACKED SECURITIES CORP H ABSHE 2004 HE3 M1 | 1,007,067 | 997,261 | -9,806 | 0.40% | -$4.36K |
| FREDDIE MAC FHR 5521 AF | 995,735 | 941,713 | -54,023 | 0.36% | -$50.29K |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OA3 2A | 931,298 | 916,399 | -14,899 | 0.33% | -$9.74K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 25-124 HF SOFR30A+115 07/20/2055 | 867,242 | 779,681 | -87,562 | 0.30% | -$85.73K |
| FED HM LN PC POOL SD7399 FR 12/54 FIXED 4.5 | 775,621 | 766,246 | -9,375 | 0.28% | -$18.81K |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3B | 3,138,289 | 3,113,806 | -24,484 | 0.27% | -$17.15K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A2A | 1,791,954 | 1,775,275 | -16,679 | 0.27% | -$48.67K |
| CSMC 2010-16 B9 | 799,317 | 779,414 | -19,903 | 0.26% | -$25.76K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL2 A1 144A | 977,006 | 962,006 | -15,000 | 0.25% | -$11.99K |
| Bear Stearns Asset Backed Securities I Trust 2007-HE6 | 708,936 | 701,146 | -7,790 | 0.24% | -$9.20K |
| FN MA5420 | 645,087 | 600,425 | -44,662 | 0.23% | -$50.62K |
| Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-RAMP1 | 690,558 | 672,784 | -17,774 | 0.22% | -$15.03K |
| FREMONT HOME LOAN TRUST FHLT 2006 C 2A2 | 1,459,012 | 1,442,474 | -16,538 | 0.21% | -$15.71K |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF10 A5 | 595,303 | 588,628 | -6,675 | 0.21% | -$5.81K |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 H 4A1 | 616,730 | 608,549 | -8,180 | 0.21% | -$2.85K |
| WMALT 2006-AR1 A1A | 635,700 | 626,951 | -8,750 | 0.20% | -$6.45K |
| Freddie Mac REMICS | 576,650 | 522,011 | -54,639 | 0.20% | -$52.89K |
| EART 2024-5A B | 500,000 | 493,081 | -6,919 | 0.19% | -$6.77K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 24CB A7 | 932,151 | 917,285 | -14,866 | 0.18% | -$6.94K |
| AVON FINANCE AVON 4A A 144A | 376,365 | 357,106 | -19,259 | 0.18% | -$34.96K |
| PK ALIFT LOAN FUNDING PKAIR 2024 2 A 144A | 489,322 | 457,752 | -31,570 | 0.17% | -$32.24K |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER Q034 CL APT2 V/R 2.90299700 | 488,988 | 465,977 | -23,010 | 0.17% | -$23.29K |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT5 2A3 | 561,690 | 553,614 | -8,076 | 0.16% | -$6.26K |
| Pagaya AI Debt Trust 2025-4 | 499,982 | 424,828 | -75,154 | 0.16% | -$77.64K |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 12 1A1A | 927,805 | 923,320 | -4,485 | 0.16% | -$8.44K |
| Foundation Finance Trust, Series 2025-2A, Class A | 500,879 | 427,681 | -73,198 | 0.16% | -$78.52K |
| LEHMAN XS TRUST LXS 2006 GP4 3A5 | 399,895 | 396,027 | -3,868 | 0.16% | -$2.03K |
| Lendbuzz Securitization Trust, Series 2023-3A, Class A2 | 476,826 | 388,226 | -88,599 | 0.15% | -$90.88K |
| FREDDIE MAC REMICS SER 5513 CL MF V/R 5.01180000 | 405,534 | 361,056 | -44,477 | 0.14% | -$43.84K |
| CSAB MORTGAGE BACKED TRUST CSAB 2006 4 A6A | 2,650,393 | 2,633,772 | -16,621 | 0.13% | -$23.50K |
| NOVASTAR MORTGAGE BACKED NOTES NMFT 2006 MTA1 1A1 | 909,954 | 904,377 | -5,576 | 0.13% | -$2.44K |
| FED HM LN PC POOL QE8001 FR 08/52 FIXED 4.5 | 345,809 | 342,399 | -3,410 | 0.12% | -$8.59K |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 1 M1 | 344,521 | 337,171 | -7,350 | 0.12% | -$6.88K |
| IndyMac INDX Mortgage Loan Trust 2005-AR5 | 478,610 | 477,418 | -1,192 | 0.12% | $3.34K |
| First Horizon Alternative Mortgage Securities Trust 2006-AA3 | 412,654 | 401,003 | -11,650 | 0.12% | -$6.65K |
| CORDATUS CLO PLC CORDA 14A A1R 144A | 359,294 | 257,732 | -101,563 | 0.11% | -$124.49K |
| CWABS Asset-Backed Certificates Trust 2007-6 | 274,902 | 264,686 | -10,215 | 0.11% | -$7.20K |
| Securitized Asset Backed Receivables LLC Trust 2005-FR4 | 309,179 | 301,201 | -7,978 | 0.11% | -$7.00K |
| CWABS INC ASSET-BACKED CERTIFICATES SERIES 2007-12 SER 2007-12 CL 1A1 V/R REGD 4.80876000 | 305,217 | 282,827 | -22,390 | 0.10% | -$23.70K |
| SPECIALTY UNDERWRITING + RESID SURF 2006 AB1 A4 | 303,899 | 277,485 | -26,414 | 0.10% | -$25.56K |
| FG G18659 | 295,927 | 277,196 | -18,732 | 0.10% | -$19.92K |
| SECURITIZED ASSET BACKED RECEI SABR 2006 HE2 A2D | 702,467 | 698,073 | -4,394 | 0.10% | -$3.54K |
| SAGB 7 02/28/31 R213 | 18,460,000 | 4,670,000 | -13,790,000 | 0.10% | -$831.93K |
| Countrywide Asset-Backed Certificates | 269,252 | 266,407 | -2,845 | 0.10% | -$2.30K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 65CB 2A6 | 379,287 | 370,601 | -8,686 | 0.10% | -$10.88K |
| Fremont Home Loan Trust, Series 2006-D, Class 1A1 | 412,530 | 407,291 | -5,239 | 0.09% | -$4.15K |
| Argentina, Republic of | 267,749 | 232,850 | -34,899 | 0.09% | -$34.60K |
| IndyMac MBS, Inc. | 243,904 | 232,376 | -11,528 | 0.08% | -$10.57K |
| GSAA HOME EQUITY TRUST GSAA 2007 5 2A3A | 511,964 | 507,316 | -4,648 | 0.08% | -$3.15K |
| GSAA HOME EQUITY TRUST GSAA 2007 5 1AV1 | 595,421 | 585,938 | -9,483 | 0.08% | -$7.19K |
| FANNIE MAE FNR 2011 60 OA | 231,598 | 225,468 | -6,131 | 0.07% | -$6.09K |
| Thornburg Mortgage Securities Trust 2007-3 | 224,053 | 197,589 | -26,464 | 0.07% | -$26.19K |
| FNMA POOL AL6924 FN 01/45 FIXED VAR | 200,568 | 194,409 | -6,159 | 0.07% | -$7.86K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR14 1A3 | 199,328 | 193,082 | -6,246 | 0.07% | -$4.80K |
| FREDDIE MAC REMICS SER 5480 CL FG V/R 5.02419000 | 203,792 | 182,125 | -21,668 | 0.07% | -$21.09K |
| FNMA POOL FA0032 FN 12/54 FIXED VAR | 181,620 | 178,635 | -2,985 | 0.07% | -$4.94K |
| Freddie Mac REMICS | 179,449 | 175,589 | -3,860 | 0.07% | -$6.27K |
| CitiMortgage Alternative Loan Trust Series 2007-A4 | 213,613 | 207,813 | -5,800 | 0.06% | -$5.54K |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 7 A1B | 679,698 | 677,033 | -2,666 | 0.06% | -$3.03K |
| CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 2A A2 144A | 178,839 | 176,698 | -2,140 | 0.06% | -$1.67K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 FX1 A3 | 290,344 | 288,320 | -2,024 | 0.06% | -$2.94K |
| RFMSI Series 2007-SA2 Trust | 195,146 | 188,105 | -7,041 | 0.06% | -$7.14K |
| GLS Auto Select Receivables Trust, Series 2023-1A, Class A3 | 214,888 | 159,122 | -55,766 | 0.06% | -$56.50K |
| CRVNA 2023-P5 A3 144A 5.62% 01-10-29 | 202,930 | 155,130 | -47,800 | 0.06% | -$48.37K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 76 1A1 | 159,443 | 157,416 | -2,026 | 0.06% | -$1.57K |
| REPUBLIC OF ECUADOR SR UNSECURED REGS 07/30 0.0000 | 200,000 | 180,000 | -20,000 | 0.06% | -$20.52K |
| Hertz Vehicle Financing LLC, Series 2023-1A, Class A | 300,000 | 150,000 | -150,000 | 0.06% | -$150.72K |
| COUNTRYWIDE HOME LOANS CWHL 2006 19 1A7 | 335,848 | 332,903 | -2,946 | 0.06% | -$5.60K |
| IndyMac INDX Mortgage Loan Trust 2006-AR12 | 156,610 | 155,174 | -1,436 | 0.05% | -$417 |
| CPS AUTO TRUST CPS 2022 B D 144A | 369,568 | 140,494 | -229,074 | 0.05% | -$229.33K |
| FREDDIE MAC POOL FR 01/55 FIXED 5 | 141,256 | 140,176 | -1,081 | 0.05% | -$2.60K |
| COUNTRYWIDE HOME LOANS CWHL 2006 20 1A21 | 328,716 | 326,495 | -2,221 | 0.05% | -$4.18K |
| CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A6 1A7 | 147,038 | 143,492 | -3,546 | 0.05% | -$3.86K |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1 | 332,964 | 331,633 | -1,332 | 0.05% | -$2.33K |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2007 3 21A1 | 147,986 | 142,024 | -5,963 | 0.05% | -$5.64K |
| Chase Mortgage Finance Trust Series 2006-A1 | 152,753 | 149,174 | -3,580 | 0.05% | -$2.36K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 2CB 1A9 | 259,421 | 258,580 | -841 | 0.05% | -$2.85K |
| ACHV ABS TRUST ACHV 2024 2PL B 144A | 155,994 | 125,858 | -30,136 | 0.05% | -$30.88K |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF12 A5 | 134,258 | 132,601 | -1,657 | 0.05% | -$1.44K |
| IMPAC CMB TRUST IMM 2004 10 1A1 | 127,170 | 122,669 | -4,501 | 0.05% | -$4.25K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY6 2A1 | 139,934 | 132,400 | -7,534 | 0.04% | -$5.78K |
| BHG Securitization Trust, Series 2022-C, Class B | 254,485 | 115,381 | -139,104 | 0.04% | -$139.66K |
| Bear Stearns ARM Trust 2005-12 | 123,411 | 122,362 | -1,050 | 0.04% | $98 |
| LEHMAN MORTGAGE TRUST LMT 2006 7 1A2 | 250,481 | 248,545 | -1,936 | 0.04% | -$2.69K |
| GSAA HOME EQUITY TRUST GSAA 2006 10 AF4 | 495,786 | 494,103 | -1,683 | 0.04% | -$2.17K |
| FNMA POOL FM2971 FN 08/45 FIXED VAR | 112,105 | 108,856 | -3,249 | 0.04% | -$3.98K |
| FED HM LN PC POOL QZ5154 FR 10/55 FIXED 6 | 98,887 | 98,538 | -349 | 0.04% | -$991 |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 1A A 144A | 113,453 | 98,568 | -14,885 | 0.04% | -$14.98K |
| UNTD AIR 24-1 AA | 96,552 | 93,975 | -2,578 | 0.04% | -$3.52K |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3A | 416,116 | 412,870 | -3,246 | 0.04% | -$2.27K |
| GSAMP TRUST GSAMP 2007 NC1 A2B | 192,427 | 190,401 | -2,027 | 0.04% | -$1.72K |
| DRYDEN SENIOR LOAN FUND DRSLF 2018 60A A 144A | 150,990 | 92,763 | -58,227 | 0.03% | -$58.20K |
| Merrill Lynch Mortgage Investors Trust Series 2006-A3 | 92,805 | 91,018 | -1,787 | 0.03% | -$1.02K |
| GSAA Home Equity Trust, Series 2006-5, Class 2A1 | 272,999 | 271,202 | -1,797 | 0.03% | -$1.34K |
| COUNTRYWIDE HOME LOANS CWHL 2005 9 1A1 | 98,517 | 94,857 | -3,660 | 0.03% | -$3.61K |
| MASTR ASSET SECURITIZATION TRU MASTR 2006 2 1A26 | 157,424 | 157,116 | -307 | 0.03% | -$1.06K |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 2A2 | 97,623 | 82,278 | -15,345 | 0.03% | -$14.57K |
| JP Morgan Mortgage Trust, Series 2008-R2, Class 1A1 | 88,068 | 85,000 | -3,068 | 0.03% | -$3.70K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2018 19 WF | 79,808 | 76,935 | -2,873 | 0.03% | -$2.78K |
| Freddie Mac REMICS | 79,478 | 73,131 | -6,347 | 0.03% | -$7.28K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS4 3A2 | 92,524 | 89,783 | -2,742 | 0.03% | -$2.47K |
| RESIDENTIAL ASSET SECURITIES C RASC 2003 KS4 AIIB | 78,356 | 77,273 | -1,082 | 0.03% | -$979 |
| FREDDIE MAC FHR 3951 US | 82,534 | 79,249 | -3,285 | 0.03% | -$4.26K |
| SPECIALTY UNDERWRITING + RESID SURF 2006 BC3 A2C | 120,375 | 119,856 | -520 | 0.03% | $803 |
| FANNIE MAE FNR 2007 32 JS | 599,791 | 578,311 | -21,480 | 0.03% | -$8.21K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 19CB A3 | 133,202 | 131,591 | -1,611 | 0.03% | -$2.18K |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR2 A1A | 77,526 | 76,505 | -1,021 | 0.03% | -$704 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 51 2A1 | 76,051 | 75,179 | -872 | 0.03% | -$1.32K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A | 98,294 | 68,376 | -29,919 | 0.03% | -$29.80K |
| SEQUOIA MORTGAGE TRUST SEMT 2007 1 4A1 | 102,948 | 100,041 | -2,908 | 0.02% | -$1.98K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR3 A1A | 70,348 | 69,839 | -509 | 0.02% | -$232 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 48T1 A2 | 116,681 | 116,681 | -0 | 0.02% | -$1.05K |
| Thornburg Mortgage Securities Trust, Series 2004-4, Class 3A | 70,115 | 61,701 | -8,415 | 0.02% | -$7.58K |
| NOMURA HOME EQUITY LOAN INC NHELI 2006 AF1 A1 | 354,809 | 353,927 | -882 | 0.02% | -$557 |
| FNMA POOL AX2488 FN 10/44 FIXED 4 | 62,288 | 60,900 | -1,388 | 0.02% | -$1.98K |
| Citigroup Mortgage Loan Trust, Series 2006-WF2, Class A1 | 122,678 | 121,117 | -1,560 | 0.02% | -$1.57K |
| SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 S1 1A | 100,019 | 99,360 | -659 | 0.02% | -$1.75K |
| MORGAN STANLEY REREMIC TRUST MSRR 2011 R2 1A 144A | 108,284 | 108,095 | -189 | 0.02% | -$827 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR14 A1 | 47,913 | 46,678 | -1,235 | 0.02% | -$970 |
| JP Morgan Mortgage Acquisition Trust 2006-CH2 | 65,880 | 45,512 | -20,368 | 0.02% | -$20.34K |
| LoanCore Issuer Ltd., Series 2021-CRE6, Class A | 91,535 | 42,318 | -49,217 | 0.02% | -$49.65K |
| Thornburg Mortgage Securities Trust, Series 2004-1, Class II2A | 43,105 | 41,600 | -1,505 | 0.02% | -$1.34K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR7 A4 | 39,108 | 37,987 | -1,121 | 0.01% | -$977 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 27 1A2 | 42,834 | 38,739 | -4,096 | 0.01% | -$3.69K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY6 2A3 | 42,829 | 41,094 | -1,735 | 0.01% | -$1.35K |
| Reperforming Loan REMIC Trust, Series 2005-R2, Class 1AF1 | 42,314 | 37,526 | -4,789 | 0.01% | -$4.59K |
| First Horizon Alternative Mortgage Securities Trust 2005-AA10 | 48,913 | 48,405 | -508 | 0.01% | $22 |
| IMSA 2005-1 4A | 54,173 | 37,320 | -16,853 | 0.01% | -$15.88K |
| MORGAN STANLEY DEAN WITTER CAP MSDWC 2002 AM3 A3 | 42,128 | 34,905 | -7,223 | 0.01% | -$7.23K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA12 A2 | 36,598 | 35,121 | -1,477 | 0.01% | -$1.59K |
| DEUTSCHE ALT A SECURITIES INC DBALT 2005 1 1A4 | 34,970 | 32,955 | -2,015 | 0.01% | -$2.07K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS1 1A1 | 40,621 | 39,776 | -845 | 0.01% | -$864 |
| Structured Asset Mortgage Investments II Trust, Series 2006-AR3, Class 11A1 | 35,292 | 33,894 | -1,398 | 0.01% | -$1.18K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR6 A1 | 32,246 | 31,468 | -778 | 0.01% | -$734 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 1A1A | 33,997 | 33,413 | -584 | 0.01% | -$334 |
| Fannie Mae REMICS | 357,080 | 340,737 | -16,343 | 0.01% | -$4.14K |
| Chase Funding Trust Series 2002-3 | 29,932 | 27,629 | -2,303 | 0.01% | -$2.26K |
| MELLON RESIDENTIAL FUNDING COR MRFC 2002 TBC2 A | 27,961 | 27,021 | -940 | 0.01% | -$894 |
| GSR Mortgage Loan Trust, Series 2005-AR7, Class 6A1 | 30,550 | 30,169 | -381 | 0.01% | -$115 |
| FANNIE MAE FNR 2010 2 LS | 322,261 | 314,697 | -7,564 | 0.01% | -$3.30K |
| GSPA MONETIZATION TRUST PASS THRU CE 144A 10/29 6.422 | 25,842 | 24,422 | -1,419 | 0.01% | -$1.58K |
| Structured Adjustable Rate Mortgage Loan Trust, Series 2004-20, Class 3A1 | 24,629 | 24,352 | -277 | 0.01% | -$225 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR6 4A5 | 26,407 | 26,027 | -380 | 0.01% | -$156 |
| United States Small Business Administration, Series 2008-20H, Class 1 | 30,055 | 23,409 | -6,646 | 0.01% | -$6.96K |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 F1 2A6 | 77,355 | 77,107 | -248 | 0.01% | -$1.01K |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 D 3A1 | 26,713 | 26,488 | -224 | 0.01% | $61 |
| Citigroup Mortgage Loan Trust, Series 2006-AR1, Class 1A1 | 23,371 | 22,950 | -421 | 0.01% | -$368 |
| FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2023 2 A2 144A | 56,168 | 22,166 | -34,003 | 0.01% | -$34.17K |
| FNMA ACES, Series 2020-M33, Class X2 | 451,525 | 450,890 | -635 | 0.01% | -$2.32K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR12 1A6 | 22,826 | 21,738 | -1,088 | 0.01% | -$913 |
| Citigroup Mortgage Loan Trust, Series 2005-11, Class A2A | 19,925 | 19,540 | -385 | 0.01% | -$399 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH7 1A1 | 23,184 | 19,655 | -3,529 | 0.01% | -$3.43K |
| Structured Adjustable Rate Mortgage Loan Trust Series 2005-17 | 36,932 | 36,841 | -91 | 0.01% | -$171 |
| GSR Mortgage Loan Trust, Series 2007-1F, Class 2A4 | 8,140 | 6,862 | -1,278 | 0.01% | -$1.14K |
| MLMI 2003-A2 2A2 | 18,066 | 17,580 | -486 | 0.01% | -$436 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 6 3A4 | 18,479 | 18,197 | -283 | 0.01% | -$328 |
| FNMA POOL AJ7522 FN 01/27 FIXED 3 | 24,027 | 16,902 | -7,125 | 0.01% | -$7.06K |
| FREMONT HOME LOAN TRUST FHLT 2005 A M3 | 27,848 | 15,954 | -11,893 | 0.01% | -$11.89K |
| CMLTI 2007-10 22AA 9/37 | 16,746 | 16,583 | -163 | 0.01% | $7 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AP2 A5 | 33,222 | 32,724 | -499 | 0.01% | -$494 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 A1A1 | 14,599 | 14,092 | -507 | 0.01% | -$463 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 61 1A1 | 15,532 | 13,750 | -1,782 | 0.00% | -$1.58K |
| Fannie Mae REMICS | 12,709 | 12,316 | -393 | 0.00% | -$399 |
| GSR MORTGAGE LOAN TRUST GSR 2004 4 2A2 | 15,666 | 11,923 | -3,743 | 0.00% | -$3.49K |
| MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 3A7 | 11,951 | 11,542 | -409 | 0.00% | -$362 |
| Chase Mortgage Finance Trust, Series 2005-A2, Class 1A3 | 12,559 | 12,308 | -251 | 0.00% | -$173 |
| COUNTRYWIDE HOME LOANS CWHL 2004 15 4A | 11,587 | 11,131 | -455 | 0.00% | -$396 |
| FANNIE MAE FNR 2007 15 AI | 123,064 | 118,797 | -4,267 | 0.00% | -$1.52K |
| FREDDIE MAC FHR 3218 SA | 111,009 | 107,645 | -3,364 | 0.00% | -$1.45K |
| EMC MORTGAGE LOAN TRUST EMCM 2002 B A1 144A | 10,389 | 9,844 | -545 | 0.00% | -$576 |
| Banc of America Mortgage Trust, Series 2004-E, Class 2A6 | 10,141 | 9,321 | -820 | 0.00% | -$640 |
| JP Morgan Mortgage Trust, Series 2005-S3, Class 1A2 | 20,275 | 20,247 | -28 | 0.00% | -$92 |
| MLCC MORTGAGE INVESTORS INC MLCC 2005 1 2A2 | 9,189 | 9,012 | -177 | 0.00% | -$119 |
| Banc of America Mortgage Trust, Series 2004-A, Class 2A2 | 8,392 | 8,078 | -314 | 0.00% | -$288 |
| FANNIE MAE FNR 2007 22 SW | 98,534 | 94,957 | -3,576 | 0.00% | -$2.22K |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 L 2A1 | 7,425 | 7,288 | -137 | 0.00% | -$101 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF15 A5 | 15,339 | 6,222 | -9,117 | 0.00% | -$9.47K |
| COUNTRYWIDE HOME LOANS CWHL 2004 29 2A1 | 6,973 | 6,629 | -343 | 0.00% | -$310 |
| FANNIE MAE FNR 2007 4 SL | 54,509 | 53,221 | -1,288 | 0.00% | -$379 |
| UPSTART STRUCTURED PASS THROUG USPTT 2022 2A A 144A | 9,030 | 6,065 | -2,964 | 0.00% | -$2.96K |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR7 2A1 | 6,491 | 5,979 | -512 | 0.00% | -$465 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 2A1 | 6,969 | 5,874 | -1,095 | 0.00% | -$1.05K |
| Bear Stearns ARM Trust, Series 2006-1, Class A1 | 4,881 | 4,810 | -71 | 0.00% | -$65 |
| FANNIE MAE FNR 2009 87 HS | 55,248 | 52,063 | -3,185 | 0.00% | -$1.13K |
| Fannie Mae REMICS | 4,200 | 4,100 | -99 | 0.00% | -$98 |
| Freddie Mac REMICS | 4,236 | 4,073 | -164 | 0.00% | -$162 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR12 2A1 | 4,113 | 4,053 | -60 | 0.00% | -$34 |
| Morgan Stanley Mortgage Loan Trust, Series 2006-8AR, Class 5A4 | 4,281 | 3,973 | -307 | 0.00% | -$292 |
| JP Morgan Mortgage Trust, Series 2007-A1, Class 3A3 | 4,264 | 3,972 | -292 | 0.00% | -$271 |
| GSR Mortgage Loan Trust, Series 2005-AR4, Class 6A1 | 3,555 | 3,508 | -47 | 0.00% | -$41 |
| UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2008-20C 1 | 3,746 | 2,950 | -796 | 0.00% | -$820 |
| Fannie Mae REMICS | 32,783 | 29,805 | -2,978 | 0.00% | -$357 |
| Fannie Mae REMICS Floating Rate, Due 04/25/2037 | 3,089 | 1,440 | -1,650 | 0.00% | -$1.63K |
| MLCC MORTGAGE INVESTORS INC MLCC 2006 1 2A1 | 981 | 980 | -1 | 0.00% | $5 |
| Thornburg Mortgage Securities Trust | 268 | 260 | -7 | 0.00% | -$7 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 D 2A1 | 149 | 145 | -4 | 0.00% | -$3 |
| RFR USD SOFR/3.64600 04/17/26-7Y LCH | 0 | -200,000 | -200,000 | 0.00% | -$9.30K |
| RFR USD SOFR/3.67400 04/29/26-7Y LCH | 0 | -100,000 | -100,000 | -0.01% | -$14.81K |
| 31750S949 PIMCO CDSOPT CALL USD 0.5 20260520 | -27,900,000 | -39,100,000 | -11,200,000 | -0.01% | $29.67K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 | 10,500,000 | 10,500,000 | 0 | 1.18% | -$215.68K |
| RFR USD SOFR/1.75000 06/15/22-10Y LCH | 1 | 1 | 0 | 0.62% | $96.53K |
| RFR USD SOFR/1.75000 06/15/22-30Y LCH | 1 | 1 | 0 | 0.50% | -$1.56K |
| US TREASURY N/B | 1,200,000 | 1,200,000 | 0 | 0.45% | -$10.90K |
| REPUBLIC OF SOUTH AFRICA BONDS 03/36 6.25 | 23,070,000 | 23,070,000 | 0 | 0.41% | -$95.22K |
| DIAMETER CAPITAL CLO DCLO 2024 6A A1 144A | 1,000,000 | 1,000,000 | 0 | 0.38% | -$2.16K |
| KKR FINANCIAL CLO LTD KKR 33A AR 144A | 1,000,000 | 1,000,000 | 0 | 0.38% | $782 |
| CDX ITRAXX XOV44 5Y 35-100% SP MYC | 5 | 5 | 0 | 0.32% | $13.10K |
| Eagle Funding LuxCo S.a.r.l. | 700,000 | 700,000 | 0 | 0.26% | -$9.34K |
| SHACKLETON CLO LTD SHACK 2019 14A A1RR 144A | 700,000 | 700,000 | 0 | 0.26% | $322 |
| Jamestown CLO XVI Ltd., Series 2021-16A, Class AR | 700,000 | 700,000 | 0 | 0.26% | $453 |
| SYMPHONY CLO XXV LTD SER 2021-25A CL AR V/R REGD 144A P/P 0.00000000 | 700,000 | 700,000 | 0 | 0.26% | $417 |
| REPUBLIC OF PERU SR UNSECURED REGS 08/34 5.4 | 2,500,000 | 2,500,000 | 0 | 0.26% | -$59.69K |
| RPLDCI 6.581 05/30/49 144A | 640,000 | 640,000 | 0 | 0.25% | -$18.23K |
| 317UA5IA9 PIMCO FPPSWAPTION 3.1625 PUT USD | 104,300,000 | 104,300,000 | 0 | 0.24% | $162.76K |
| CARLYLE GLOBAL MARKET STRATEGIES CLO SER 2016-3A CL ARRR V/R REGD 144A P/P 4.97444000 | 600,000 | 600,000 | 0 | 0.23% | $58 |
| CQS US CLO Ltd., Series 2021-1A, Class AR | 600,000 | 600,000 | 0 | 0.23% | -$385 |
| AMMC CLO 24 LTD SER 2021-24A CL AR V/R REGD 144A P/P 5.08444000 | 600,000 | 600,000 | 0 | 0.23% | $43 |
| LRECS 2025 CRE1 LLC LRECS 2025 CRE1 A 144A | 600,000 | 600,000 | 0 | 0.22% | -$2.18K |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 2A B 144A | 500,000 | 500,000 | 0 | 0.22% | -$10.90K |
| ARCANO EURO CLO ARCAN 2A B 144A | 500,000 | 500,000 | 0 | 0.22% | -$11.85K |
| TRINITAS EURO CLO TRNTE 1A AR 144A | 500,000 | 500,000 | 0 | 0.22% | -$10.28K |
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2025 1A A1 144A | 500,000 | 500,000 | 0 | 0.22% | -$10.40K |
| OCP EURO CLO OCPE 2022 6A ARR 144A | 500,000 | 500,000 | 0 | 0.22% | -$10.58K |
| GSAMP TRUST GSAMP 2006 HE8 A2D | 605,000 | 605,000 | 0 | 0.20% | $1.89K |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 B 144A | 500,000 | 500,000 | 0 | 0.19% | -$1.99K |
| Capital Four US CLO II Ltd., Series 2022-1A, Class AR | 500,000 | 500,000 | 0 | 0.19% | -$2.04K |
| Exeter Automobile Receivables Trust 2024-5 | 500,000 | 500,000 | 0 | 0.19% | -$987 |
| 37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A | 500,000 | 500,000 | 0 | 0.19% | -$209 |
| Jamestown CLO XVIII Ltd., Series 2022-18A, Class A1R | 500,000 | 500,000 | 0 | 0.19% | -$81 |
| PPM CLO, LTD. PPMC 2021 5A AR 144A | 500,000 | 500,000 | 0 | 0.19% | $579 |
| KKR FINANCIAL CLO LTD KKR 16 A1R3 144A | 500,000 | 500,000 | 0 | 0.19% | $343 |
| ATHENE GLOBAL FU | 500,000 | 500,000 | 0 | 0.19% | -$9.00K |
| RFR USD SOFR/2.75000 06/21/23-30Y LCH | 1 | 1 | 0 | 0.18% | -$4.11K |
| FREDDIE MAC FHR 3922 GS | 468,428 | 468,428 | 0 | 0.17% | -$13.46K |
| JAPAN (30 YEAR ISSUE) BONDS 03/55 2.4 | 90,000,000 | 90,000,000 | 0 | 0.17% | -$32.02K |
| RFR USD SOFR/3.50000 06/21/23-10Y LCH | 1 | 1 | 0 | 0.16% | $54.20K |
| BARCLAYS PLC | 400,000 | 400,000 | 0 | 0.16% | -$10.19K |
| TITULOS DE TESORERIA BONDS 11/40 12.75 | 1,518,900,000 | 1,518,900,000 | 0 | 0.15% | $8.23K |
| ARES STRATEGIC I | 400,000 | 400,000 | 0 | 0.15% | -$7.60K |
| STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC8 M3 | 420,029 | 420,029 | 0 | 0.15% | $53 |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 9A AV 144A | 388,505 | 388,505 | 0 | 0.14% | -$1.63K |
| RFR USD SOFR/3.50000 12/18/24-30Y LCH | 1 | 1 | 0 | 0.14% | -$12.16K |
| 317UA5JA8 PIMCO FPPSWAPTION 3.1625 CALL USD | 104,300,000 | 104,300,000 | 0 | 0.13% | $15.08K |
| TITULOS DE TESORERIA BONDS 02/33 13.25 | 1,314,800,000 | 1,314,800,000 | 0 | 0.13% | -$245 |
| ROMANIA SR UNSECURED REGS 07/39 6.75 | 300,000 | 300,000 | 0 | 0.13% | -$21.00K |
| REPUBLIC OF COLOMBIA SR UNSECURED 11/54 8.375 | 300,000 | 300,000 | 0 | 0.12% | -$8.41K |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2023-7A CL A REGD 144A P/P 5.90000000 | 300,000 | 300,000 | 0 | 0.11% | -$1.76K |
| SOUTHERN CAL ED | 300,000 | 300,000 | 0 | 0.11% | -$2.39K |
| VW 5.05 03/27/28 144A | 300,000 | 300,000 | 0 | 0.11% | -$2.73K |
| REPUBLIC OF SOUTH AFRICA BONDS 01/30 8 | 4,400,000 | 4,400,000 | 0 | 0.10% | -$14.49K |
| FORD MOTOR CRED | 200,000 | 200,000 | 0 | 0.08% | -$2.12K |
| FORD MOTOR CRED | 200,000 | 200,000 | 0 | 0.08% | -$1.42K |
| EGYPT GOVERNMENT BOND BONDS 03/28 21.954 | 11,200,000 | 11,200,000 | 0 | 0.08% | -$34.51K |
| IVORY COAST SR UNSECURED REGS 03/48 6.625 | 200,000 | 200,000 | 0 | 0.07% | -$13.35K |
| 317U9Y7A0 PIMCO FPPSWAPTION 4.485 PUT USD | 3,200,000 | 3,200,000 | 0 | 0.07% | -$102 |
| 317U9Y8A9 PIMCO FPPSWAPTION 4.485 CALL USD | 3,200,000 | 3,200,000 | 0 | 0.06% | $18.37K |
| PETRPE 5.625 06/19/47 REGS | 200,000 | 200,000 | 0 | 0.05% | $13.18K |
| TURKIYE GOVERNMENT BOND BONDS 05/28 VAR | 6,200,000 | 6,200,000 | 0 | 0.05% | -$5.30K |
| REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95 | 401,000 | 401,000 | 0 | 0.05% | -$7.66K |
| RFR USD SOFR/3.75000 09/17/25-10Y LCH | 2 | 2 | 0 | 0.05% | $74.17K |
| TURKIYE GOVERNMENT BOND BONDS 09/28 VAR | 5,500,000 | 5,500,000 | 0 | 0.05% | -$4.71K |
| RFR USD SOFR/3.00000 06/21/23-7Y LCH | 1 | 1 | 0 | 0.04% | $26.80K |
| 317UAAMA3 PIMCO FPPSWAPTION 4.11 PUT USD | 1,800,000 | 1,800,000 | 0 | 0.04% | -$13.52K |
| 317UA48A3 PIMCO FPPSWAPTION 4.628 CALL USD | 2,000,000 | 2,000,000 | 0 | 0.04% | $11.73K |
| REPUBLIC OF SOUTH AFRICA BONDS 03/32 8.25 | 1,800,000 | 1,800,000 | 0 | 0.04% | -$7.64K |
| VIPER ENERGY PAR | 100,000 | 100,000 | 0 | 0.04% | -$1.27K |
| VICI PROPERTIE | 100,000 | 100,000 | 0 | 0.04% | -$885 |
| PACIFIC GAS&ELEC | 100,000 | 100,000 | 0 | 0.03% | -$1.82K |
| 317UAANA2 PIMCO FPPSWAPTION 4.11 CALL USD | 1,400,000 | 1,400,000 | 0 | 0.03% | $5.40K |
| PETROLEOS MEXICANOS SR UNSEC 6.35% 02-12-48 | 100,000 | 100,000 | 0 | 0.03% | -$1.97K |
| US TREASURY N/B | 70,000 | 70,000 | 0 | 0.03% | -$766 |
| RFR USD SOFR/3.75000 12/17/25-30Y LCH | 1 | 1 | 0 | 0.02% | -$4.22K |
| GSAA HOME EQUITY TRUST GSAA 2006 4 2A1 | 535,399 | 535,399 | 0 | 0.02% | -$275 |
| OIS COP IBR/8.59000 09/02/25-4Y* CME | 1 | 1 | 0 | 0.02% | $3.36K |
| SOUTH AFRICAN T BILLS BILLS 06/26 0.00000 | 900,000 | 900,000 | 0 | 0.02% | -$281 |
| US TREASURY N/B | 43,000 | 43,000 | 0 | 0.02% | -$561 |
| RFR GBP SONIO/4.50000 09/17/25-30Y LCH | 1 | 1 | 0 | 0.02% | $48.49K |
| 317UA83A9 PIMCO FPPSWAPTION 4.693 CALL USD | 700,000 | 700,000 | 0 | 0.02% | $4.14K |
| 317UA82A0 PIMCO FPPSWAPTION 4.693 PUT USD | 700,000 | 700,000 | 0 | 0.01% | $39 |
| 317UAOYA0 PIMCO SWAPTION 3.857 PUT USD 2026100 | 17,700,000 | 17,700,000 | 0 | 0.01% | $25.88K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 13T1 A11 | 67,582 | 67,582 | 0 | 0.01% | -$477 |
| 317U9ZDA0 PIMCO FPPSWAPTION 4.427 PUT USD | 500,000 | 500,000 | 0 | 0.01% | -$22 |
| 317UA0VA5 PIMCO FPPSWAPTION 4.485 PUT USD | 500,000 | 500,000 | 0 | 0.01% | -$11 |
| 317UA49A2 PIMCO FPPSWAPTION 4.628 PUT USD | 500,000 | 500,000 | 0 | 0.01% | $20 |
| RFR USD SOFR/3.50000 12/20/23-7Y LCH | 1 | 1 | 0 | 0.01% | $34.95K |
| 317UA0WA4 PIMCO FPPSWAPTION 4.485 CALL USD | 500,000 | 500,000 | 0 | 0.01% | $2.87K |
| 317U9ZEA9 PIMCO FPPSWAPTION 4.427 CALL USD | 500,000 | 500,000 | 0 | 0.01% | $2.84K |
| 317UAMPA4 PIMCO SWAPTION 4.141 PUT USD 2026123 | 17,600,000 | 17,600,000 | 0 | 0.01% | $17.36K |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2006 7 2A6 | 24,791 | 24,791 | 0 | 0.01% | -$117 |
| RFR USD SOFR/3.83993 12/02/24-7Y* LCH | 1 | 1 | 0 | 0.01% | -$19.32K |
| 317U9YNA2 PIMCO SWAPTION 3.505 CALL USD 202608 | 4,000,000 | 4,000,000 | 0 | 0.01% | -$7.47K |
| RFR USD SOFR/3.75000 06/20/24-10Y LCH | 1 | 1 | 0 | 0.00% | $14.79K |
| RFR USD SOFR/3.75000 12/18/24-10Y LCH | 1 | 1 | 0 | 0.00% | $16.18K |
| RFR USD SOFR/3.98235 12/02/24-2Y* LCH | 1 | 1 | 0 | 0.00% | -$11.25K |
| 317U9YOA1 PIMCO SWAPTION 4.255 PUT USD 2026080 | 1,900,000 | 1,900,000 | 0 | 0.00% | -$1.66K |
| RFR USD SOFR/3.75000 12/17/25-10Y LCH | 1 | 1 | 0 | 0.00% | $4.72K |
| RFR USD SOFR/3.86166 12/02/24-4Y* LCH | 1 | 1 | 0 | 0.00% | -$3.16K |
| 31750RIL3 PIMCO FXVAN PUT USD ZAR 17.00000000 | -760,000 | -760,000 | 0 | 0.00% | $1.83K |
| COUNTRYWIDE HOME LOANS CWHL 2007 5 A51 | 11,865 | 11,865 | 0 | 0.00% | -$58 |
| 31750RIW9 PIMCO FXVAN CALL USD HKD 7.85000000 | 0 | 0 | 0 | 0.00% | $4.26K |
| 31750RI33 PIMCO FXVAN CALL USD HKD 7.85000000 | 0 | 0 | 0 | 0.00% | $4.28K |
| IRS EUR 2.39000 10/01/24-10Y LCH | 1 | 1 | 0 | 0.00% | $1.15K |
| GENERAL ELECTRIC COMPANY SNR S* ICE | 1 | 1 | 0 | 0.00% | -$1.52K |
| INF SWAP US IT2.505 03/25/25-5Y LCH | 1 | 1 | 0 | 0.00% | $11.62K |
| INF SWAP US IT 2.5225 03/27/25-5Y LCH | 1 | 1 | 0 | 0.00% | $17.71K |
| BANK OF AMERICA CORPORATION SNR S* ICE | 1 | 1 | 0 | 0.00% | -$1.08K |
| IRS PLN 4.72250 12/01/30-5Y CME | 1 | 1 | 0 | 0.00% | $3.19K |
| IRS EUR 2.55000 04/16/25-10Y LCH | 1 | 1 | 0 | 0.00% | $1.08K |
| 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 |
| FANNIE MAE FNR 2011 40 SX | 3,333 | 3,333 | 0 | 0.00% | -$22 |
| RFR USD SOFR/4.09000 01/22/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$355 |
| FREDDIE MAC FHR 3828 SY | 2,985 | 2,985 | 0 | 0.00% | -$95 |
| RFR USD SOFR/3.90000 01/08/25-10Y LCH | 3 | 3 | 0 | 0.00% | -$349 |
| RFR USD SOFR/4.01500 12/30/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$567 |
| RFR USD SOFR/4.07100 01/15/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$261 |
| 317UAV0A1 PIMCO SWAPTION 3.26 CALL USD 2026042 | 1,900,000 | 1,900,000 | 0 | 0.00% | -$4.97K |
| RFR USD SOFR/3.88000 01/13/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$251 |
| IRS EUR 2.40000 04/09/25-5Y LCH | 1 | 1 | 0 | 0.00% | $2.85K |
| RFR USD SOFR/3.93300 01/06/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$166 |
| RFR USD SOFR/3.86600 11/14/24-10Y LCH | 2 | 2 | 0 | 0.00% | -$1.16K |
| 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 |
| 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 |
| 317U9ZXA8 PIMCO SWAPTION 2.989 CALL USD 202608 | 300,000 | 300,000 | 0 | 0.00% | -$272 |
| 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 |
| IRS EUR 2.89000 12/22/23-10Y LCH | 1 | 1 | 0 | 0.00% | $1.27K |
| RFR USD SOFR/4.00000 06/20/24-2Y LCH | 1 | 1 | 0 | 0.00% | $2.15K |
| IRS PLN 4.68500 12/02/30-5Y CME | 1 | 1 | 0 | 0.00% | $452 |
| RFR USD SOFR/3.85500 11/19/24-10Y LCH | 2 | 2 | 0 | 0.00% | -$1.16K |
| IRS EUR 2.91000 12/29/23-10Y LCH | 1 | 1 | 0 | 0.00% | $1.26K |
| RFR GBP SONIO/4.32000 10/20/23-10Y LCH | 1 | 1 | 0 | 0.00% | -$4.14K |
| AMBAC ASSURANCE CORP SUBORDINATED 144A 12/99 5.1 | 29 | 29 | 0 | 0.00% | $1 |
| 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 |
| RFR USD SOFR/3.89000 03/03/25-10Y LCH | 1 | 1 | 0 | 0.00% | $112 |
| IRS EUR 2.99000 12/08/23-10Y LCH | 1 | 1 | 0 | 0.00% | $1.30K |
| RFR USD SOFR/3.87400 03/05/25-10Y LCH | 1 | 1 | 0 | 0.00% | $207 |
| IRS CZK 3.76000 11/01/24-10Y CME | 1 | 1 | 0 | 0.00% | -$275 |
| RFR USD SOFR/3.88400 03/25/25-10Y LCH | 1 | 1 | 0 | 0.00% | $255 |
| RFR USD SOFR/3.89900 03/11/25-10Y LCH | 1 | 1 | 0 | 0.00% | $246 |
| 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/3.75000 05/07/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$544 |
| IRS EUR 3.06300 12/06/23-10Y LCH | 1 | 1 | 0 | 0.00% | $1.31K |
| IRS CZK 4.52250 12/01/30-5Y CME | 1 | 1 | 0 | 0.00% | -$1.62K |
| RFR USD SOFR/3.97500 03/21/25-10Y LCH | 1 | 1 | 0 | 0.00% | $339 |
| ZCS BRL 14.0087 05/12/25-01/04/27 CME | 1 | 1 | 0 | 0.00% | -$826 |
| RFR USD SOFR/3.75000 09/17/25-7Y LCH | 1 | 1 | 0 | 0.00% | $5.90K |
| 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 |
| SAUDI ARABIA GOVT EM SP BRC | 1 | 1 | 0 | 0.00% | -$1.72K |
| RFR USD SOFR/3.45000 10/11/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$595 |
| CMBX.NA.AAA.16 SP SAL | 1 | 1 | 0 | 0.00% | -$969 |
| RFR USD SOFR/3.84200 03/04/25-5Y LCH | 1 | 1 | 0 | 0.00% | $1.02K |
| RFR USD SOFR/3.37500 10/15/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$595 |
| IRS EUR 2.46000 04/01/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$1.11K |
| SAUDI ARABIA GOVT EM SP JPM | 1 | 1 | 0 | 0.00% | -$3.39K |
| RFR GBP SONIO/3.93000 01/06/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$3.88K |
| IRS EUR 2.52000 03/27/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$2.82K |
| IRS EUR 2.46000 03/13/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$2.56K |
| RFR USD SOFR/3.47000 11/01/24-10Y LCH | 2 | 2 | 0 | 0.00% | -$1.18K |
| RFR USD SOFR/3.46300 10/23/24-10Y LCH | 2 | 2 | 0 | 0.00% | -$1.18K |
| RFR USD SOFR/3.53500 11/06/24-10Y LCH | 2 | 2 | 0 | 0.00% | -$1.76K |
| IRS EUR 2.22000 01/08/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$2.29K |
| RFR USD SOFR/3.75000 12/18/24-7Y LCH | 1 | 1 | 0 | 0.00% | $12.11K |
| RFR USD SOFR/3.43500 11/05/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$1.77K |
| RFR USD SOFR/3.75000 09/17/25-5Y LCH | 1 | 1 | 0 | 0.00% | $11.74K |
| RFR USD SOFR/3.40000 10/17/24-10Y LCH | 2 | 2 | 0 | 0.00% | -$1.78K |
| RFR USD SOFR/3.49500 10/30/24-10Y LCH | 3 | 3 | 0 | 0.00% | -$2.36K |
| ZCS BRL 13.9271 05/08/25-01/04/27 CME | 2 | 2 | 0 | 0.00% | -$6.58K |
| RFR USD SOFR/3.75000 12/17/25-7Y LCH | 1 | 1 | 0 | 0.00% | $39.73K |
| INF SWAP US IT 2.48 10/29/25-10Y LCH | 1 | 1 | 0 | -0.01% | $1.32K |
| ZCS BRL 13.32 05/08/25-01/02/29 CME | 2 | 2 | 0 | -0.01% | -$16.75K |
| 317UAUZA5 PIMCO SWAPTION 3.56 PUT USD 20260428 | -1,900,000 | -1,900,000 | 0 | -0.01% | -$1.88K |
| ZCS BRL 13.245 09/02/25-01/02/29 CME | 1 | 1 | 0 | -0.01% | -$28.42K |
| ZCS BRL 13.3 12/18/25-01/02/29 CME | 1 | 1 | 0 | -0.01% | -$25.31K |
| RFR USD SOFR/4.0535* 09/02/25-27Y* LCH | 2 | 2 | 0 | -0.01% | $8.33K |
| IRS AUD 4.50000 06/18/25-10Y LCH | 1 | 1 | 0 | -0.02% | -$22.75K |
| RFR GBP SONIO/4.00000 09/17/25-10Y LCH | 1 | 1 | 0 | -0.02% | -$58.68K |
| CDX IG44 5Y ICE | 1 | 1 | 0 | -0.02% | $15.73K |
| RFR USD SOFR/3.75000 12/17/25-5Y LCH | 1 | 1 | 0 | -0.03% | $82.08K |
| RFR USD SOFR/3.16250 08/25/27-1Y LCH | 1 | 1 | 0 | -0.03% | -$53.85K |
| IRS AUD 4.50000 09/20/23-10Y LCH | 1 | 1 | 0 | -0.03% | -$63.37K |
| RFR JPY MUTK/2.50000 12/17/25-30Y LCH | 1 | 1 | 0 | -0.06% | -$48.11K |
| RFR GBP SONIO/3.75000 09/17/25-5Y LCH | 1 | 1 | 0 | -0.11% | -$350.91K |
| RFR USD SOFR/3.50000 09/17/25-30Y LCH | 1 | 1 | 0 | -0.16% | $15.24K |
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.