Portfolio moves
Net position changes between two of this fund's N-PORT snapshots. These are differences between point-in-time reports — not a trade log — and share counts can be affected by splits and other corporate actions.
Dec 31, 2025 → Mar 31, 2026
Expand a category to see the positions behind it, ranked by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FNCL 6.5 6/24 | 0 | 361,262,788 | 361,262,788 | 12.57% | $373.43M |
| FNCL 6 6/24 | 0 | 206,110,000 | 206,110,000 | 7.06% | $209.80M |
| Uniform Mortgage-Backed Security, TBA | 0 | 191,370,000 | 191,370,000 | 6.35% | $188.51M |
| FNCL 6 7/25 | 0 | 134,000,000 | 134,000,000 | 4.59% | $136.34M |
| U.S. Treasury Bills | 0 | 136,229,000 | 136,229,000 | 4.55% | $135.01M |
| G2SF 5 5/26 | 0 | 60,750,000 | 60,750,000 | 2.02% | $60.05M |
| Uniform Mortgage-Backed Security, TBA | 0 | 57,917,212 | 57,917,212 | 2.02% | $59.87M |
| FNCL 4 6/24 | 0 | 61,748,468 | 61,748,468 | 1.96% | $58.15M |
| Uniform Mortgage-Backed Security, TBA | 0 | 56,050,000 | 56,050,000 | 1.89% | $56.18M |
| Government National Mortgage Association, TBA | 0 | 50,000,000 | 50,000,000 | 1.58% | $46.81M |
| Government National Mortgage Association, TBA | 0 | 48,470,000 | 48,470,000 | 1.58% | $46.77M |
| G2SF 3.5 4/24 | 0 | 44,000,000 | 44,000,000 | 1.36% | $40.36M |
| Government National Mortgage Association, TBA | 0 | 33,150,000 | 33,150,000 | 1.12% | $33.30M |
| Government National Mortgage Association, TBA | 0 | 32,710,000 | 32,710,000 | 1.12% | $33.23M |
| PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND | 0 | 2,702,850 | 2,702,850 | 0.89% | $26.53M |
| G2SF 4 4/23 | 0 | 27,441,000 | 27,441,000 | 0.87% | $25.71M |
| FNCL 5.5 4/26 | 0 | 21,890,000 | 21,890,000 | 0.74% | $21.99M |
| GNMA II TBA 30 YR 3.5 JUMBOS | 0 | 20,500,000 | 20,500,000 | 0.63% | $18.81M |
| FNCL 5 4/26 | 0 | 15,650,000 | 15,650,000 | 0.52% | $15.44M |
| FNCL 4 4/26 | 0 | 13,211,532 | 13,211,532 | 0.42% | $12.47M |
| Keurig Dr Pepper Inc 0% CP 08/04/2026 | 0 | 12,000,000 | 12,000,000 | 0.40% | $11.99M |
| Uniform Mortgage-Backed Security, TBA | 0 | 11,010,000 | 11,010,000 | 0.37% | $11.05M |
| Uniform Mortgage-Backed Security, TBA | 0 | 9,460,000 | 9,460,000 | 0.31% | $9.12M |
| U.S. Treasury Bills | 0 | 7,300,000 | 7,300,000 | 0.24% | $7.24M |
| FNCL 3 6/24 | 0 | 5,920,000 | 5,920,000 | 0.17% | $5.19M |
| Takeoff Merger Sub, Inc. | 0 | 4,400,000 | 4,400,000 | 0.15% | $4.37M |
| U.S. Treasury Bill | 0 | 3,973,000 | 3,973,000 | 0.13% | $3.93M |
| EURO-OAT FUTURE JUN26 | 0 | -855 | -855 | 0.13% | $3.72M |
| GSG BIDCO LTD SR SECURED 144A 06/36 5.375 | 0 | 2,200,000 | 2,200,000 | 0.09% | $2.53M |
| GLOBAL PMTS INC | 0 | 2,500,000 | 2,500,000 | 0.08% | $2.50M |
| GSG BIDCO LTD SR SECURED 144A 06/31 4.7 | 0 | 2,100,000 | 2,100,000 | 0.08% | $2.41M |
| EGYPT GOVERNMENT BOND BONDS 10/30 19.698 | 0 | 125,400,000 | 125,400,000 | 0.08% | $2.26M |
| TITULOS DE TESORERIA BONDS 10/34 7.25 | 0 | 11,416,200,000 | 11,416,200,000 | 0.07% | $2.19M |
| BONOS DE TESORERIA SR UNSECURED 08/32 6.15 | 0 | 7,200,000 | 7,200,000 | 0.07% | $2.16M |
| REPUBLIC OF COLOMBIA SR UNSECURED 06/45 5 | 0 | 2,900,000 | 2,900,000 | 0.07% | $2.09M |
| Keurig Dr Pepper Inc | 0 | 1,700,000 | 1,700,000 | 0.06% | $1.70M |
| IRS EUR 3.00000 09/16/26-30Y LCH | 0 | 1 | 1 | 0.05% | $1.51M |
| U.S. Treasury Bills | 0 | 1,500,000 | 1,500,000 | 0.05% | $1.50M |
| TURKIYE CENTR BANK BILL BILLS 04/26 0.00000 | 0 | 61,000,000 | 61,000,000 | 0.05% | $1.36M |
| Keurig Dr Pepper Inc 0% CP 13/04/2026 | 0 | 1,100,000 | 1,100,000 | 0.04% | $1.10M |
| YI4360529 NIGERIA OMO BILL | 0 | 1,602,400,000 | 1,602,400,000 | 0.03% | $1.00M |
| 317UBRFA3 PIMCO FPPSWAPTION 4.296 CALL USD | 0 | 10,800,000 | 10,800,000 | 0.03% | $855.66K |
| YI4360438 NIGERIA OMO BILL | 0 | 1,285,900,000 | 1,285,900,000 | 0.03% | $810.67K |
| TITULOS DE TESORERIA BONDS 01/31 6.5 | 0 | 2,831,221,809 | 2,831,221,809 | 0.02% | $738.99K |
| U.S. Treasury Bills | 0 | 700,000 | 700,000 | 0.02% | $699.93K |
| 317UBQXA5 PIMCO FPPSWAPTION 4.296 PUT USD | 0 | 10,800,000 | 10,800,000 | 0.02% | $636.18K |
| RFR USD SOFR/3.75000 09/16/26-10Y LCH | 0 | 1 | 1 | 0.02% | $474.92K |
| BONOS TESORERIA PESOS UNSECURED 144A REGS 09/30 4.7 | 0 | 365,000,000 | 365,000,000 | 0.01% | $386.06K |
| 31750SIS6 PIMCO CDSOPT PUT USD 96.58984375 202 | 0 | 39,000,000 | 39,000,000 | 0.01% | $327.07K |
| 31750SIK3 PIMCO CDSOPT PUT USD 0.8 20260617 | 0 | 113,500,000 | 113,500,000 | 0.01% | $271.89K |
| Three Month SONIA Index Futures | 0 | 527 | 527 | 0.01% | $243.49K |
| U.S. Treasury Bills | 0 | 200,000 | 200,000 | 0.01% | $199.56K |
| RFR USD SOFR/3.50000 06/17/26-7Y LCH | 0 | 1 | 1 | 0.01% | $175.01K |
| 31750SKZ7 PIMCO CDSOPT PUT USD 99.09765625 202 | 0 | 154,400,000 | 154,400,000 | 0.00% | $133.83K |
| 31750SEV3 PIMCO FXVAN PUT USD BRL 5.12000000 | 0 | 0 | 0 | 0.00% | $132.30K |
| 317UC1RA6 PIMCO SWAPTION 4.75 PUT USD 20260904 | 0 | 47,100,000 | 47,100,000 | 0.00% | $112.32K |
| RFR USD SOFR/3.75000 06/17/26-10Y LCH | 0 | 1 | 1 | 0.00% | $91.00K |
| 317UCAEA0 PIMCO SWAPTION 4.219 PUT USD 2026060 | 0 | 19,700,000 | 19,700,000 | 0.00% | $68.15K |
| 317UC7LA9 PIMCO SWAPTION 3.651 CALL USD 202606 | 0 | 200,000 | 200,000 | 0.00% | $67.30K |
| 317UC76A6 PIMCO SWAPTION 4.0325 PUT USD 202605 | 0 | 13,400,000 | 13,400,000 | 0.00% | $59.51K |
| 317UC0UA4 PIMCO SWAPTION 3.3 CALL USD 20260602 | 0 | 22,100,000 | 22,100,000 | 0.00% | $50.19K |
| RFR USD SOFR/3.75000 03/18/26-7Y LCH | 0 | 1 | 1 | 0.00% | $44.16K |
| RFR USD SOFR/3.74800 03/03/26-10Y LCH | 0 | 2 | 2 | 0.00% | $37.63K |
| 3 Month Euro Euribor Future | 0 | -20 | -20 | 0.00% | $36.67K |
| EGYPT TREASURY BILL BILLS 10/26 0.00000 | 0 | 2,000,000 | 2,000,000 | 0.00% | $32.16K |
| 317UBKMA0 PIMCO SWAPTION 3.4625 CALL USD 20260 | 0 | 24,200,000 | 24,200,000 | 0.00% | $19.75K |
| U.S. Treasury Bills | 0 | 19,000 | 19,000 | 0.00% | $18.93K |
| 317UC8DA6 PIMCO SWAPTION 3.599 CALL USD 202606 | 0 | -500,000 | -500,000 | 0.00% | $15.07K |
| 31750SJW6 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $12.11K |
| 31750SBB0 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $8.23K |
| IRS CLP 4.59000 01/09/26-4Y* CME | 0 | 1 | 1 | 0.00% | $6.00K |
| IRS CLP 4.71000 01/14/26-5Y* CME | 0 | 1 | 1 | 0.00% | $5.52K |
| 31750SCK9 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $5.40K |
| 317UBSFA1 PIMCO SWAPTION 3.449 CALL USD 202604 | 0 | 30,000,000 | 30,000,000 | 0.00% | $213 |
| DISCOVERY GLOBAL HOLDINGS INC SNR S* ICE | 0 | 1 | 1 | 0.00% | $110 |
| 31750SLD5 PIMCO CDSOPT CALL USD 99.89062500 20 | 0 | -27,500,000 | -27,500,000 | 0.00% | -$622 |
| 317UC6EA9 PIMCO SWAPTION 3.62 CALL USD 2026042 | 0 | -1,100,000 | -1,100,000 | 0.00% | -$1.37K |
| EURO-BUXL 30Y BND JUN26 | 0 | 1 | 1 | 0.00% | -$1.53K |
| 317UC4YA2 PIMCO SWAPTION 3.6 CALL USD 20260416 | 0 | -2,000,000 | -2,000,000 | 0.00% | -$1.79K |
| 317UC9LA5 PIMCO SWAPTION 4.095 PUT USD 2026040 | 0 | 6,750,000 | 6,750,000 | 0.00% | -$1.94K |
| 31750SCV5 PIMCO CDSOPT PUT USD 103.53125000 20 | 0 | -5,300,000 | -5,300,000 | 0.00% | -$5.37K |
| 317UC8QA2 PIMCO SWAPTION 4.055 PUT USD 2026042 | 0 | -2,100,000 | -2,100,000 | 0.00% | -$5.85K |
| 317UC8RA1 PIMCO SWAPTION 3.695 CALL USD 202604 | 0 | -2,100,000 | -2,100,000 | 0.00% | -$6.04K |
| 317UC6DA0 PIMCO SWAPTION 3.9 PUT USD 20260420 | 0 | -1,100,000 | -1,100,000 | 0.00% | -$6.23K |
| 31750SEW1 PIMCO FXVAN CALL USD BRL 5.70000000 | 0 | -5,680,000 | -5,680,000 | 0.00% | -$6.45K |
| CDX ITRAXX MAIN44 5Y ICE | 0 | 1 | 1 | 0.00% | -$8.49K |
| 317UC4XA3 PIMCO SWAPTION 3.9 PUT USD 20260416 | 0 | -2,000,000 | -2,000,000 | 0.00% | -$10.45K |
| 317UCAAA4 PIMCO SWAPTION 3.889 PUT USD 2026043 | 0 | -1,100,000 | -1,100,000 | 0.00% | -$18.17K |
| IRS EUR 2.50000 09/16/26-5Y LCH | 0 | 1 | 1 | 0.00% | -$18.81K |
| CDX ITRAXX MAIN45 5Y ICE | 0 | 1 | 1 | 0.00% | -$19.98K |
| 31750SCO1 PIMCO CDSOPT PUT USD 101.11328125 20 | 0 | -3,400,000 | -3,400,000 | 0.00% | -$23.18K |
| 31750SC52 PIMCO CDSOPT PUT USD 102.32812500 20 | 0 | -17,100,000 | -17,100,000 | 0.00% | -$65.60K |
| 31750SOX8 PIMCO CDSOPT PUT USD 96.10156250 202 | 0 | -35,700,000 | -35,700,000 | 0.00% | -$67.37K |
| 317UC75A7 PIMCO SWAPTION 3.7325 CALL USD 20260 | 0 | -15,500,000 | -15,500,000 | 0.00% | -$74.56K |
| 31750SKX2 PIMCO CDSOPT CALL USD 0.55 20260617 | 0 | -169,100,000 | -169,100,000 | 0.00% | -$86.94K |
| 31750SKH7 PIMCO CDSOPT CALL USD 102.31250000 2 | 0 | -32,600,000 | -32,600,000 | 0.00% | -$91.97K |
| 31750SNE1 PIMCO CDSOPT CALL USD 94.81250000 20 | 0 | -29,700,000 | -29,700,000 | 0.00% | -$93.45K |
| 317UBKLA1 PIMCO SWAPTION 3.7625 PUT USD 202604 | 0 | -27,100,000 | -27,100,000 | 0.00% | -$100.71K |
| ZCS BRL 13.015 01/27/26-01/02/31 CME | 0 | 1 | 1 | 0.00% | -$115.84K |
| 317UC62A2 PIMCO SWAPTION 3.7825 PUT USD 202606 | 0 | -400,000 | -400,000 | 0.00% | -$121.88K |
| IRS AUD 5.00000 09/16/26-10Y LCH | 0 | 1 | 1 | 0.00% | -$133.25K |
| RFR USD SOFR/4.00000 03/18/26-30Y LCH | 0 | 1 | 1 | 0.00% | -$141.30K |
| ZCS BRL 12.82 01/27/26-01/02/29 CME | 0 | 1 | 1 | 0.00% | -$147.15K |
| OIS CAD CAONREPO/3.0000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.01% | -$188.94K |
| 31750SOZ3 PIMCO CDSOPT CALL USD 97.37500000 20 | 0 | -45,800,000 | -45,800,000 | -0.01% | -$191.88K |
| 31750SNB7 PIMCO CDSOPT PUT USD 101.37500000 20 | 0 | -67,700,000 | -67,700,000 | -0.01% | -$246.38K |
| 317UBYBA2 PIMCO SWAPTION 3.967 PUT USD 2026050 | 0 | -63,200,000 | -63,200,000 | -0.01% | -$259.04K |
| 317UC0TA6 PIMCO SWAPTION 3.6 PUT USD 20260602 | 0 | -26,400,000 | -26,400,000 | -0.01% | -$377.79K |
| RFR JPY MUTK/2.00000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.03% | -$786.92K |
| RFR GBP SONIO/4.00000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.07% | -$2.01M |
| EURO-BUND FUTURE JUN26 | 0 | 822 | 822 | -0.10% | -$2.98M |
| IRS EUR 2.75000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.11% | -$3.26M |
| CDX IG46 5Y ICE | 0 | 1 | 1 | -0.41% | -$12.16M |
| FNCL 2 5/26 | 0 | -42,090,000 | -42,090,000 | -1.14% | -$33.89M |
| Uniform Mortgage-Backed Security, TBA | 0 | -56,020,000 | -56,020,000 | -1.59% | -$47.09M |
| Government National Mortgage Association, TBA | 0 | -64,500,000 | -64,500,000 | -1.94% | -$57.54M |
| Uniform Mortgage-Backed Security, TBA | 0 | -67,960,000 | -67,960,000 | -2.09% | -$62.17M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Uniform Mortgage-Backed Security, TBA | 332,270,000 | 0 | -332,270,000 | 0.00% | -$345.40M |
| FNCL 6 3/24 | 297,000,000 | 0 | -297,000,000 | 0.00% | -$304.83M |
| iShares Core S&P 500 ETF | 286,096 | 0 | -286,096 | 0.00% | -$195.96M |
| Uniform Mortgage-Backed Security, TBA | 128,930,000 | 0 | -128,930,000 | 0.00% | -$128.46M |
| Uniform Mortgage-Backed Security, TBA | 99,000,000 | 0 | -99,000,000 | 0.00% | -$103.00M |
| Uniform Mortgage-Backed Security, TBA | 67,950,000 | 0 | -67,950,000 | 0.00% | -$64.42M |
| Government National Mortgage Association, TBA | 64,500,000 | 0 | -64,500,000 | 0.00% | -$58.70M |
| Uniform Mortgage-Backed Security, TBA | 56,050,000 | 0 | -56,050,000 | 0.00% | -$56.79M |
| FNMA POOL BZ5550 FN 12/32 FIXED 4.3 | 56,200,000 | 0 | -56,200,000 | 0.00% | -$56.05M |
| Government National Mortgage Association, TBA | 56,000,000 | 0 | -56,000,000 | 0.00% | -$52.89M |
| Uniform Mortgage-Backed Security, TBA | 49,080,000 | 0 | -49,080,000 | 0.00% | -$50.37M |
| Government National Mortgage Association, TBA | 50,000,000 | 0 | -50,000,000 | 0.00% | -$49.83M |
| Government National Mortgage Association, TBA | 48,470,000 | 0 | -48,470,000 | 0.00% | -$47.18M |
| G2SF 5.5 1/25 | 33,150,000 | 0 | -33,150,000 | 0.00% | -$33.48M |
| Government National Mortgage Association, TBA | 32,710,000 | 0 | -32,710,000 | 0.00% | -$33.31M |
| FNCL 4.5 1/26 | 33,330,000 | 0 | -33,330,000 | 0.00% | -$32.54M |
| FNCL 6 1/26 | 27,970,000 | 0 | -27,970,000 | 0.00% | -$28.72M |
| MEX BONOS DESARR FIX RT BONDS 03/29 8.5 | 414,800,000 | 0 | -414,800,000 | 0.00% | -$23.26M |
| FNMA POOL BM7581 FN 09/31 VARIABLE | 20,400,000 | 0 | -20,400,000 | 0.00% | -$20.84M |
| G2SF 4 1/26 | 21,441,000 | 0 | -21,441,000 | 0.00% | -$20.26M |
| BONOS TESORERIA PESOS BONDS 144A REGS 10/28 5 | 12,845,000,000 | 0 | -12,845,000,000 | 0.00% | -$14.55M |
| FNMA POOL BM7579 FN 10/29 VARIABLE | 11,100,000 | 0 | -11,100,000 | 0.00% | -$11.19M |
| G2SF 5 1/26 | 10,750,000 | 0 | -10,750,000 | 0.00% | -$10.73M |
| FNMA POOL BS9867 FN 11/30 FIXED 5.3 | 10,000,000 | 0 | -10,000,000 | 0.00% | -$10.47M |
| POLAND GOVERNMENT BOND BONDS 07/29 4.75 | 33,430,000 | 0 | -33,430,000 | 0.00% | -$9.48M |
| Vibrant CLO XI Ltd. | 9,125,000 | 0 | -9,125,000 | 0.00% | -$9.17M |
| FNMA POOL BZ2582 FN 12/29 FIXED 4.3 | 7,717,000 | 0 | -7,717,000 | 0.00% | -$7.78M |
| FNMA POOL BZ2327 FN 10/33 FIXED 5.06 | 7,009,047 | 0 | -7,009,047 | 0.00% | -$7.24M |
| FNMA POOL BS9669 FN 10/28 FIXED 4.72 | 6,100,000 | 0 | -6,100,000 | 0.00% | -$6.24M |
| FNMA POOL BZ5266 FN 10/32 FIXED 4.64 | 6,007,000 | 0 | -6,007,000 | 0.00% | -$6.08M |
| CSMC Trust, Series 2021-RPL7, Class A1 | 5,639,111 | 0 | -5,639,111 | 0.00% | -$5.62M |
| NAVESINK CLO, LIMITED NAVS 2024 2A A1 144A | 5,300,000 | 0 | -5,300,000 | 0.00% | -$5.30M |
| FNMA POOL BZ1029 FN 06/29 FIXED 4.93 | 5,000,000 | 0 | -5,000,000 | 0.00% | -$5.15M |
| FNMA POOL BZ5275 FN 10/32 FIXED 4.07 | 5,184,000 | 0 | -5,184,000 | 0.00% | -$5.10M |
| CORDATUS CLO PLC CORDA 24A A 144A | 3,969,930 | 0 | -3,969,930 | 0.00% | -$4.67M |
| U.S. Treasury Bills | 4,511,000 | 0 | -4,511,000 | 0.00% | -$4.48M |
| BANK NOVA SCOTIA | 3,700,000 | 0 | -3,700,000 | 0.00% | -$3.86M |
| FNMA POOL BZ2331 FN 08/30 FIXED 4.86 | 3,500,000 | 0 | -3,500,000 | 0.00% | -$3.60M |
| FNMA POOL BS9613 FN 10/28 FIXED 4.77 | 3,100,000 | 0 | -3,100,000 | 0.00% | -$3.17M |
| U.S. Treasury Bills | 2,721,000 | 0 | -2,721,000 | 0.00% | -$2.70M |
| FNCL 3 2/26 | 2,650,000 | 0 | -2,650,000 | 0.00% | -$2.34M |
| CAIRN CLO BV CRNCL 2018 10A AR 144A | 1,434,397 | 0 | -1,434,397 | 0.00% | -$1.69M |
| XIB 0 03/03/26 | 1,462,000 | 0 | -1,462,000 | 0.00% | -$1.45M |
| FNMA POOL BS9220 FN 08/30 FIXED 4.72 | 1,166,462 | 0 | -1,166,462 | 0.00% | -$1.19M |
| FUT. EUR FOAT MAR26 | -688 | 0 | 688 | 0.00% | -$1.01M |
| OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A | 926,430 | 0 | -926,430 | 0.00% | -$927.54K |
| MARS INC | 600,000 | 0 | -600,000 | 0.00% | -$616.92K |
| M360 2021-CRE3 Ltd | 609,834 | 0 | -609,834 | 0.00% | -$599.70K |
| PACIFIC GAS&ELEC | 600,000 | 0 | -600,000 | 0.00% | -$596.36K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARE 144A | 551,251 | 0 | -551,251 | 0.00% | -$547.18K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARV 144A | 551,251 | 0 | -551,251 | 0.00% | -$547.18K |
| Pagaya AI Debt Trust, Series 2024-1, Class A | 456,287 | 0 | -456,287 | 0.00% | -$457.48K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 7A A 144A | 286,563 | 0 | -286,563 | 0.00% | -$286.38K |
| U.S. Treasury Bills | 200,000 | 0 | -200,000 | 0.00% | -$199.38K |
| OIS MXN TIIE1/7.01100 10/20/25-3Y* CME | 1 | 0 | -1 | 0.00% | -$136.47K |
| 317UAQQA4 PIMCO SWAPTION 3.7505 PUT USD 202610 | 199,900,000 | 0 | -199,900,000 | 0.00% | -$124.60K |
| 317UBDPA3 PIMCO SWAPTION 3.407 CALL USD 202603 | 35,400,000 | 0 | -35,400,000 | 0.00% | -$123.47K |
| U.S. Treasury Bills | 120,000 | 0 | -120,000 | 0.00% | -$119.38K |
| Venture XXVII CLO Ltd. | 96,515 | 0 | -96,515 | 0.00% | -$96.63K |
| Oportun Issuance Trust, Series 2024-2, Class A | 88,314 | 0 | -88,314 | 0.00% | -$88.33K |
| 317UAM5A6 PIMCO SWAPTION 3.23 CALL USD 2026033 | 24,000,000 | 0 | -24,000,000 | 0.00% | -$68.30K |
| OIS MXN TIIE1/8.74000 03/19/25-10Y* CME | 1 | 0 | -1 | 0.00% | -$44.15K |
| 31750RZZ3 PIMCO FXVAN PUT USD BRL 5.12000000 | 0 | 0 | 0 | 0.00% | -$34.80K |
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A2 144A | 29,641 | 0 | -29,641 | 0.00% | -$29.66K |
| INF SWAP US IT 2.487 04/03/25-10Y LCH | 1 | 0 | -1 | 0.00% | -$29.19K |
| U.S. Treasury Bills | 28,000 | 0 | -28,000 | 0.00% | -$27.93K |
| 31750RZW0 PIMCO FXVAN PUT USD KRW 1385.0000000 | 0 | 0 | 0 | 0.00% | -$26.48K |
| GSAMP TRUST GSAMP 2006 HE2 M1 | 5,434 | 0 | -5,434 | 0.00% | -$5.42K |
| Citigroup Mortgage Loan Trust Inc | 4,820 | 0 | -4,820 | 0.00% | -$4.82K |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC5 M3 | 2,009 | 0 | -2,009 | 0.00% | -$2.01K |
| OIS MXN TIIE1/7.76000 04/09/25-4Y* CME | 1 | 0 | -1 | 0.00% | -$1.93K |
| 317UA3NA8 PIMCO SWAPTION 4.75 PUT USD 20260218 | 68,300,000 | 0 | -68,300,000 | 0.00% | -$430 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 3 M1 | 314 | 0 | -314 | 0.00% | -$314 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 BC5 A4 | 274 | 0 | -274 | 0.00% | -$274 |
| FNMA POOL 256212 FN 04/26 FIXED 5 | 217 | 0 | -217 | 0.00% | -$217 |
| FNMA POOL AI5961 FN 06/26 FIXED 4 | 51 | 0 | -51 | 0.00% | -$51 |
| FNMA POOL 256153 FN 03/26 FIXED 5.5 | 10 | 0 | -10 | 0.00% | -$10 |
| 317UAN5A4 PIMCO SWAPTION 3.1885 CALL USD 20260 | 19,400,000 | 0 | -19,400,000 | 0.00% | -$2 |
| RFR USD SOFR/3.91900 01/14/26-10Y 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/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 |
| USD - BRL | 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/3.28800 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 |
| USD - HKD | 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/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 |
| 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/4.18600 02/09/26-10Y 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 - 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/3.86000 01/07/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/4.46000 08/08/35-10Y LCH | 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/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 |
| 317UB9VA5 PIMCO SWAPTION 3.58 CALL USD 2026010 | -3,400,000 | 0 | 3,400,000 | 0.00% | $1 |
| 317UAN4A5 PIMCO SWAPTION 3.6885 PUT USD 202601 | -21,700,000 | 0 | 21,700,000 | 0.00% | $150 |
| 317UBA6A0 PIMCO SWAPTION 3.625 CALL USD 202601 | -2,900,000 | 0 | 2,900,000 | 0.00% | $262 |
| 317UBA5A1 PIMCO SWAPTION 3.925 PUT USD 2026010 | -2,900,000 | 0 | 2,900,000 | 0.00% | $576 |
| 317UB9UA6 PIMCO SWAPTION 3.86 PUT USD 20260105 | -3,400,000 | 0 | 3,400,000 | 0.00% | $645 |
| 317UBCLA9 PIMCO SWAPTION 3.6475 CALL USD 20260 | -2,100,000 | 0 | 2,100,000 | 0.00% | $1.45K |
| 317UBCKA0 PIMCO SWAPTION 3.9275 PUT USD 202601 | -2,100,000 | 0 | 2,100,000 | 0.00% | $1.68K |
| 317UBC4A8 PIMCO SWAPTION 3.639 CALL USD 202601 | -6,700,000 | 0 | 6,700,000 | 0.00% | $1.71K |
| FUT. EURO BUXL BND MAR26 | 1 | 0 | -1 | 0.00% | $2.07K |
| 317UBEXA2 PIMCO SWAPTION 3.622 CALL USD 202601 | -2,500,000 | 0 | 2,500,000 | 0.00% | $3.41K |
| 317UBC3A9 PIMCO SWAPTION 3.919 PUT USD 2026011 | -6,700,000 | 0 | 6,700,000 | 0.00% | $4.24K |
| IRS CLP 4.58000 09/12/25-3Y* CME | 1 | 0 | -1 | 0.00% | $4.34K |
| 317UBEWA3 PIMCO SWAPTION 3.882 PUT USD 2026012 | -2,500,000 | 0 | 2,500,000 | 0.00% | $7.39K |
| INF SWAP US IT 2.4825 11/30/23-10Y LCH | 1 | 0 | -1 | 0.00% | $16.38K |
| 317UB80A1 PIMCO SWAPTION 4.066 PUT USD 2026020 | -71,400,000 | 0 | 71,400,000 | 0.00% | $27.08K |
| 31750S8M0 PIMCO CDSOPT PUT USD 0.525 20260218 | -27,800,000 | 0 | 27,800,000 | 0.00% | $29.14K |
| IRS PLN 4.13600 09/30/25-4Y* CME | 1 | 0 | -1 | 0.00% | $39.74K |
| 31750RZX8 PIMCO FXVAN CALL USD BRL 5.64000000 | -6,850,000 | 0 | 6,850,000 | 0.00% | $53.38K |
| OIS MXN TIIE1/9.39000 12/12/25-9Y* CME | 1 | 0 | -1 | 0.00% | $117.57K |
| OIS MXN TIIE1+24/9.4300 12/25/25-9Y* CME | 1 | 0 | -1 | 0.00% | $165.80K |
| 31750S4Q5 PIMCO CDSOPT CALL USD 0.525 20260218 | -126,600,000 | 0 | 126,600,000 | 0.00% | $188.99K |
| IRS ZAR 7.20500 08/26/25-6Y* CME | 1 | 0 | -1 | 0.00% | $298.26K |
| OIS MXN TIIE1/9.00000 12/24/24-4Y* CME | 1 | 0 | -1 | 0.00% | $411.98K |
| 31750S3C7 PIMCO CDSOPT CALL USD 0.525 20260121 | -198,590,000 | 0 | 198,590,000 | 0.00% | $422.24K |
| FUT. EURO-BUND EUX MAR26 | 618 | 0 | -618 | 0.00% | $1.28M |
| SWOP CDX IG45 (V1 ONLY) 5Y SP | 1 | 0 | -1 | 0.00% | $11.72M |
| Uniform Mortgage-Backed Security, TBA | -45,460,000 | 0 | 45,460,000 | 0.00% | $36.75M |
| Uniform Mortgage-Backed Security, TBA | -65,960,000 | 0 | 65,960,000 | 0.00% | $55.76M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 30YR TBA FEB | -64,500,000 | 0 | 64,500,000 | 0.00% | $57.89M |
| FNCL 3.5 2/26 | -134,090,000 | 0 | 134,090,000 | 0.00% | $123.56M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| TITULOS DE TESORERIA BONDS 01/35 11.75 | 17,844,600,000 | 70,718,300,000 | 52,873,700,000 | 0.59% | $13.13M |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7 | 36,200,000 | 42,500,000 | 6,300,000 | 0.45% | $1.09M |
| REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875 | 195,200,000 | 195,600,000 | 400,000 | 0.38% | -$940.76K |
| RFR USD SOFR/4.11000 08/25/27-30Y LCH | 1 | 140,800,001 | 140,800,000 | 0.29% | $8.56M |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/35 6 | 700,000 | 6,200,000 | 5,500,000 | 0.06% | $1.59M |
| BONOS TESORERIA PESOS BONDS 144A REGS 10/29 5.8 | 805,000,000 | 1,255,000,000 | 450,000,000 | 0.05% | $449.57K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 10 1AF5 | 1,757,893 | 1,764,975 | 7,082 | 0.04% | $1.46K |
| 31750S7L3 PIMCO CDSOPT PUT USD 0.65 20260520 | 307,400,000 | 388,400,000 | 81,000,000 | 0.03% | $306.48K |
| RFR USD SOFR/4.09300 01/06/27-1Y LCH | 0 | 482,500,000 | 482,500,000 | 0.02% | $737.61K |
| RFR USD SOFR/4.65600 08/22/35-10Y LCH | 0 | 7,200,000 | 7,200,000 | 0.01% | $407.94K |
| COUNTRYWIDE HOME LOANS CWHL 2007 19 1A1 | 357,580 | 357,585 | 6 | 0.00% | -$880 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 4,133 | 4,173 | 40 | 0.00% | $382 |
| RFR USD SOFR/3.74200 03/26/26-7Y LCH | 0 | 1 | 1 | 0.00% | $38.70K |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 11 2A2 | 57,429 | 57,436 | 7 | 0.00% | -$268 |
| Countrywide Alternative Loan Trust 2007-24 | 69,494 | 69,999 | 505 | 0.00% | -$347 |
| RFR USD SOFR/3.32500 08/18/26-10Y LCH | 0 | 4,200,000 | 4,200,000 | 0.00% | $11.13K |
| American Home Mortgage Assets Trust, Series 2006-1, Class 2A1 | 7,148 | 7,151 | 3 | 0.00% | -$25 |
| RFR USD SOFR/5.00000 04/01/26-7Y LCH | 0 | 1 | 1 | 0.00% | -$1.25K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US ULTRA BOND CBT Sep25 | 764,352,918 | 361,947,467 | -402,405,451 | 5.65% | $70.30M |
| FREDDIE MAC FHR 5575 FC | 24,264,546 | 21,921,009 | -2,343,537 | 0.74% | -$2.32M |
| FREDDIE MAC FHR 5580 FA | 22,028,564 | 21,163,936 | -864,627 | 0.72% | -$900.54K |
| FANNIE MAE FNR 2025 66 FL | 21,950,929 | 21,060,191 | -890,738 | 0.72% | -$782.86K |
| TITULOS DE TESORERIA BONDS 08/29 11 | 92,972,500,000 | 75,032,100,000 | -17,940,400,000 | 0.64% | -$4.35M |
| FREDDIE MAC FHR 5580 FC | 15,990,184 | 14,403,801 | -1,586,383 | 0.49% | -$1.66M |
| Merrill Lynch Mortgage Investors Trust Series 2006-WMC2 | 59,679,417 | 59,463,530 | -215,887 | 0.48% | -$108.70K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 25-124 HF SOFR30A+115 07/20/2055 | 14,974,342 | 13,462,448 | -1,511,894 | 0.46% | -$1.48M |
| ACE Securities Corp Home Equity Loan Trust Series 2007-ASAP1 | 27,502,121 | 27,214,236 | -287,885 | 0.39% | -$238.02K |
| FREDDIE MAC POOL UMBS P#SL2468 5.50000000 | 10,924,255 | 10,645,950 | -278,304 | 0.37% | -$353.92K |
| CSMC Series 2015-12R | 11,372,252 | 11,086,354 | -285,898 | 0.35% | -$249.49K |
| FREDDIE MAC FHR 5565 FC | 9,818,521 | 9,481,765 | -336,756 | 0.32% | -$287.77K |
| FNMA POOL CB9627 FN 12/54 FIXED 4.5 | 9,782,686 | 9,576,885 | -205,801 | 0.32% | -$316.78K |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF14 A1 | 10,314,014 | 9,939,288 | -374,726 | 0.31% | -$345.49K |
| FED HM LN PC POOL WA4832 FR 11/43 FIXED 3.65 | 10,334,801 | 10,311,225 | -23,576 | 0.30% | $159.26K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC8 2A3 | 10,292,955 | 9,942,982 | -349,973 | 0.29% | -$272.27K |
| FREDDIE MAC FHR 5580 FE | 9,593,491 | 8,619,579 | -973,912 | 0.29% | -$954.10K |
| Impac Secured Assets Trust 2006-5 | 9,671,052 | 9,485,386 | -185,666 | 0.29% | -$264.19K |
| OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2005 4 M1 | 9,559,082 | 9,366,560 | -192,522 | 0.29% | -$172.18K |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B B 144A | 8,391,570 | 7,948,530 | -443,040 | 0.26% | -$494.62K |
| FANNIE MAE FNR 2025 78 FA | 8,044,212 | 7,577,926 | -466,286 | 0.26% | -$460.95K |
| Securitized Asset Backed Receivables LLC Trust 2006-WM3 | 22,247,090 | 22,079,532 | -167,558 | 0.24% | -$145.65K |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+115 09/25/2055 | 7,240,253 | 6,991,064 | -249,189 | 0.24% | -$222.03K |
| FREDDIE MAC POOL UMBS P#SL2469 5.50000000 | 6,828,776 | 6,711,731 | -117,045 | 0.23% | -$179.08K |
| FREDDIE MAC REMICS SER 5513 CL MF V/R 5.01180000 | 7,299,611 | 6,499,017 | -800,594 | 0.22% | -$789.18K |
| MASTR Asset Backed Securities Trust 2006-AM1 | 6,408,789 | 6,286,136 | -122,653 | 0.21% | -$98.74K |
| FREDDIE MAC FHR 5573 FD | 6,362,840 | 6,003,951 | -358,889 | 0.20% | -$336.21K |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER Q034 CL APT2 V/R 2.90299700 | 6,356,840 | 6,057,704 | -299,136 | 0.20% | -$302.75K |
| FREDDIE MAC POOL UMBS P#RJ4826 5.50000000 | 5,837,818 | 5,720,548 | -117,270 | 0.20% | -$169.28K |
| FNMA POOL CB9479 FN 11/54 FIXED 5.5 | 5,789,224 | 5,647,409 | -141,815 | 0.19% | -$189.65K |
| Lendbuzz Securitization Trust, Series 2023-3A, Class A2 | 6,988,795 | 5,690,205 | -1,298,590 | 0.19% | -$1.33M |
| GE WMC MORTGAGE SECURITIES LLC GEWMC 2005 2 A2D | 6,009,530 | 5,808,662 | -200,869 | 0.19% | -$191.12K |
| Long Beach Mortgage Loan Trust, Series 2006-WL3, Class 2A4 | 6,203,638 | 6,076,996 | -126,641 | 0.19% | -$99.24K |
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 1 B 144A | 5,649,518 | 5,234,843 | -414,675 | 0.18% | -$452.61K |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF12 A5 | 5,491,495 | 5,423,718 | -67,777 | 0.17% | -$58.81K |
| CIT Mortgage Loan Trust, Series 2007-1, Class 1M1 | 5,103,253 | 4,814,655 | -288,598 | 0.16% | -$301.60K |
| RAAC SERIES RAAC 2006 SP2 M2 | 5,171,730 | 4,988,845 | -182,886 | 0.16% | -$181.51K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO7 1A1 | 5,656,093 | 5,620,998 | -35,095 | 0.16% | -$57.86K |
| Argent Securities Trust 2006-W3 | 15,503,008 | 15,447,211 | -55,797 | 0.16% | -$54.44K |
| FNMA, Series 2024-77, Class FM | 5,615,068 | 4,673,813 | -941,255 | 0.16% | -$938.60K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE4 A2D | 14,970,808 | 14,871,881 | -98,927 | 0.16% | -$124.36K |
| LMAT 2021-GS3 A1 144A 4.75% 07-25-61 | 4,624,324 | 4,488,637 | -135,688 | 0.15% | -$134.64K |
| NATIONSTAR HOME EQUITY LOAN TR NSTR 2006 B M2 | 4,723,652 | 4,471,271 | -252,382 | 0.15% | -$246.81K |
| Government National Mortgage Association | 4,611,905 | 4,391,143 | -220,762 | 0.15% | -$229.03K |
| FNMA POOL CB9318 FN 10/54 FIXED 5.5 | 4,422,864 | 4,321,189 | -101,676 | 0.15% | -$137.87K |
| FNMA POOL FS9843 FN 11/54 FIXED VAR | 4,416,255 | 4,131,952 | -284,303 | 0.15% | -$314.42K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA18 A1 | 4,778,857 | 4,749,161 | -29,696 | 0.15% | -$11.18K |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2006 OA2 2A1 | 4,934,259 | 4,784,414 | -149,845 | 0.15% | -$149.88K |
| FREDDIE MAC POOL UMBS P#RJ4828 5.50000000 | 4,104,990 | 4,037,277 | -67,714 | 0.14% | -$101.96K |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2014 7R 5A3 144A | 4,673,366 | 4,611,013 | -62,353 | 0.14% | -$110.70K |
| LEHMAN XS TRUST LXS 2007 4N 3A1A | 4,107,369 | 4,037,791 | -69,577 | 0.13% | -$39.81K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR17 A1A1 | 4,123,343 | 4,009,441 | -113,902 | 0.13% | -$107.25K |
| MASTR Adjustable Rate Mortgages Trust 2006-OA2 | 4,782,436 | 4,647,281 | -135,155 | 0.12% | -$77.92K |
| Mastr Asset Backed Securities Trust 2006-NC3 | 7,587,021 | 7,485,313 | -101,708 | 0.12% | -$92.35K |
| BEAR STEARNS ASSET BACKED SECU BSABS 2004 HE11 M3 | 3,583,412 | 3,518,428 | -64,984 | 0.12% | -$72.01K |
| FN MA5420 | 3,778,366 | 3,516,777 | -261,589 | 0.12% | -$296.50K |
| STRUCTURED ASSET INVESTMENT LO SAIL 2006 BNC3 A1 | 5,811,139 | 5,706,846 | -104,293 | 0.12% | -$83.58K |
| IXIS REAL ESTATE CAPITAL TRUST IXIS 2006 HE3 A4 | 10,780,960 | 10,750,999 | -29,961 | 0.12% | -$87.87K |
| Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-RAMP1 | 3,992,819 | 3,890,050 | -102,769 | 0.12% | -$86.89K |
| IndyMac INDX Mortgage Loan Trust 2006-AR4 | 3,741,134 | 3,663,858 | -77,276 | 0.11% | -$63.07K |
| FNMA POOL BZ5277 FN 10/32 FIXED 4.41 | 3,346,896 | 3,336,788 | -10,108 | 0.11% | -$19.81K |
| CARLYLE EURO CLO CGMSE 2019 2A A1R 144A | 4,713,824 | 2,765,053 | -1,948,770 | 0.11% | -$2.35M |
| FNMA POOL CB9448 FN 11/54 FIXED 4.5 | 3,242,737 | 3,184,219 | -58,519 | 0.10% | -$98.36K |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 6 2A2 | 4,823,709 | 4,698,182 | -125,527 | 0.10% | -$161.85K |
| FR SD8446 | 3,215,385 | 3,010,698 | -204,686 | 0.10% | -$234.21K |
| FHLG 30YR 6.5% 06/01/2054#SL0034 | 2,927,890 | 2,813,934 | -113,956 | 0.10% | -$126.56K |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-B SMB 2021-B A | 3,450,588 | 3,134,481 | -316,107 | 0.10% | -$303.93K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE3 A2B | 5,915,066 | 5,877,122 | -37,944 | 0.10% | -$30.08K |
| FNMA POOL FA0713 FN 07/54 FIXED VAR | 2,790,582 | 2,760,480 | -30,102 | 0.10% | -$40.76K |
| REPUBLIC OF COLOMBIA SR UNSECURED 11/54 8.375 | 4,600,000 | 2,800,000 | -1,800,000 | 0.10% | -$1.99M |
| FREMONT HOME LOAN TRUST FHLT 2006 B 2A3 | 9,431,525 | 9,386,803 | -44,722 | 0.10% | -$36.05K |
| CSMC Trust, Series 2021-RPL4, Class A1 | 2,903,900 | 2,818,817 | -85,083 | 0.09% | -$83.84K |
| LMAT 2021-GS2 A1 144A 5.75% 04-25-61 | 2,856,502 | 2,796,646 | -59,855 | 0.09% | -$55.99K |
| Home Equity Loan Trust, Series 2007-FRE1, Class 2AV3 | 3,085,872 | 2,828,119 | -257,753 | 0.09% | -$260.20K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC2 A3B | 3,744,578 | 3,698,085 | -46,493 | 0.09% | -$36.95K |
| Popular ABS Mortgage Pass-Through Trust, Series 2006-A, Class M2 | 3,027,761 | 2,821,347 | -206,414 | 0.09% | -$199.28K |
| Soundview Home Loan Trust, Series 2007-OPT5, Class 1A1 | 3,459,911 | 3,385,586 | -74,325 | 0.09% | -$43.20K |
| BANK OF INDUSTRY LIMITED 2024 EUR TERM LOAN B1 | 3,100,000 | 2,325,000 | -775,000 | 0.09% | -$952.02K |
| LMAT 2021-GS1 A1 144A 5.892% 10-25-66 | 2,636,211 | 2,595,618 | -40,593 | 0.09% | -$40.24K |
| FN MA3218 | 2,834,836 | 2,660,214 | -174,622 | 0.09% | -$184.10K |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2006 WF1 A3 | 10,089,524 | 10,025,471 | -64,053 | 0.08% | -$64.54K |
| NAVIENT STUDENT LOAN TRUST NAVSL 2021 DA C 144A | 2,782,219 | 2,684,899 | -97,320 | 0.08% | -$110.02K |
| GSAMP TRUST GSAMP 2007 NC1 A1 | 4,707,097 | 4,657,525 | -49,572 | 0.08% | -$53.38K |
| American Home Mortgage Assets Trust, Series 2006-5, Class A1 | 10,502,984 | 10,478,663 | -24,321 | 0.08% | -$91.42K |
| BHG SECURITIZATION TRUST 2025-1CON SER 2025-1CON CL B REGD 144A P/P 5.26000000 | 2,694,179 | 2,427,839 | -266,341 | 0.08% | -$280.82K |
| TPMT 2021-SJ2 A1A | 2,762,252 | 2,480,071 | -282,181 | 0.08% | -$272.33K |
| FHLM 30YR 6.5% 02/01/2055#RJ3573 | 2,381,352 | 2,307,137 | -74,215 | 0.08% | -$117.67K |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2007 2 A2 | 2,879,522 | 2,849,388 | -30,134 | 0.08% | -$34.91K |
| REPUBLIC OF ECUADOR SR UNSECURED REGS 07/30 0.0000 | 3,100,000 | 2,790,000 | -310,000 | 0.08% | -$317.98K |
| STRUCTURED ASSET SECURITIES CO SASC 2006 W1A A5 144A | 2,536,862 | 2,489,581 | -47,281 | 0.08% | -$39.39K |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A3 A1 | 13,622,924 | 13,598,024 | -24,900 | 0.08% | -$22.66K |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 1 2A3 | 3,979,564 | 3,934,567 | -44,997 | 0.08% | -$55.43K |
| FHLM 30YR 6.5% 01/01/2055#RJ3342 | 2,271,748 | 2,147,541 | -124,207 | 0.08% | -$139.09K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH2 M2 | 2,386,702 | 2,279,283 | -107,419 | 0.08% | -$105.34K |
| ARGENT SECURITIES INC. ARSI 2006 W5 A2D | 8,462,438 | 8,385,792 | -76,647 | 0.08% | -$86.05K |
| LMAT 2021-GS5 A1 144A 6.25% 07-25-67 | 2,209,816 | 2,159,662 | -50,154 | 0.07% | -$50.42K |
| FHLMC REMI 30YR 6.5% 03/01/2055#RJ3702 | 2,065,966 | 2,037,822 | -28,143 | 0.07% | -$36.69K |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 KS11 M3 | 2,244,089 | 2,144,427 | -99,662 | 0.07% | -$98.67K |
| FED HM LN PC POOL QZ5154 FR 10/55 FIXED 6 | 2,076,602 | 2,069,279 | -7,323 | 0.07% | -$20.82K |
| BLACK DIAMOND CLO LTD BLACK 2019 1A A1R 144A | 2,753,605 | 1,782,457 | -971,148 | 0.07% | -$1.18M |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 RS8 MII2 | 2,093,273 | 2,006,589 | -86,683 | 0.07% | -$89.36K |
| FG G18666 | 2,164,437 | 2,041,124 | -123,314 | 0.07% | -$132.23K |
| CHASEFLEX TRUST CFLX 2007 3 2A1 | 2,233,787 | 2,217,663 | -16,124 | 0.07% | -$21.31K |
| FNMA POOL FA0032 FN 12/54 FIXED VAR | 1,997,825 | 1,964,992 | -32,833 | 0.07% | -$54.30K |
| SPECIALTY UNDERWRITING + RESID SURF 2007 BC2 A2D | 2,534,979 | 2,476,348 | -58,631 | 0.06% | -$46.93K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 1 MV1 | 1,845,585 | 1,813,649 | -31,936 | 0.06% | -$29.39K |
| FED HM LN PC POOL QI7525 FR 06/54 FIXED 6 | 1,714,286 | 1,709,019 | -5,267 | 0.06% | -$17.45K |
| FN MA5388 | 1,855,751 | 1,732,315 | -123,436 | 0.06% | -$141.28K |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE3 A2D | 1,769,941 | 1,718,500 | -51,441 | 0.06% | -$46.11K |
| Ellington Loan Acquisition Trust, Series 2007-1, Class A1 | 1,895,287 | 1,692,031 | -203,256 | 0.06% | -$200.05K |
| FNMA POOL FS8200 FN 06/54 FIXED VAR | 1,800,730 | 1,610,015 | -190,714 | 0.06% | -$207.94K |
| ACE SECURITIES CORP. ACE 2006 CW1 A1 | 1,726,591 | 1,668,847 | -57,744 | 0.05% | -$53.52K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA1 A3 | 1,827,545 | 1,805,743 | -21,802 | 0.05% | -$16.07K |
| FED HM LN PC POOL QI6075 FR 05/54 FIXED 6 | 1,620,807 | 1,565,589 | -55,219 | 0.05% | -$67.55K |
| Pagaya AI Debt Trust 2024-2 | 1,934,554 | 1,589,749 | -344,805 | 0.05% | -$353.43K |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 2 1A1 | 3,428,510 | 3,414,142 | -14,367 | 0.05% | -$6.92K |
| FREDDIE MAC POOL FR 01/55 FIXED 5 | 1,553,820 | 1,541,930 | -11,890 | 0.05% | -$28.62K |
| Pagaya AI Debt Trust 2025-4 | 1,799,936 | 1,529,381 | -270,555 | 0.05% | -$279.50K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA2 1A | 1,722,385 | 1,694,270 | -28,115 | 0.05% | -$17.73K |
| FNMA POOL CB9634 FN 12/54 FIXED 4.5 | 1,587,881 | 1,545,628 | -42,253 | 0.05% | -$61.99K |
| SECURITIZED ASSET BACKED RECEIVABLES LLC TRUS SER 2005-HE1 CL M1 V/R REGD 4.49121000 | 1,843,746 | 1,823,170 | -20,576 | 0.05% | -$14.67K |
| FIRST HELP FINANCIAL LLC FHF 2024 1A A2 144A | 1,811,079 | 1,506,004 | -305,075 | 0.05% | -$307.47K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 BC5 1A | 1,562,070 | 1,547,028 | -15,042 | 0.05% | -$13.84K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 BC1 2A4 | 1,474,424 | 1,449,818 | -24,606 | 0.05% | -$22.90K |
| FIELDSTONE MORTGAGE INVESTMENT FMIC 2006 1 A3 | 1,919,000 | 1,884,317 | -34,682 | 0.05% | -$21.27K |
| Bluemountain CLO XXX Ltd | 2,231,773 | 1,419,958 | -811,815 | 0.05% | -$813.06K |
| FR RJ2091 | 1,538,634 | 1,409,793 | -128,841 | 0.05% | -$142.91K |
| FED HM LN PC POOL QG2201 FR 05/53 FIXED 5.5 | 1,410,319 | 1,404,594 | -5,726 | 0.05% | -$18.93K |
| FREDDIE MAC FHR 5549 BF | 1,590,976 | 1,391,020 | -199,957 | 0.05% | -$193.48K |
| Option One Mortgage Loan Trust, Series 2007-CP1, Class 1A1 | 1,538,058 | 1,515,109 | -22,949 | 0.05% | -$21.88K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 16 1A | 1,531,236 | 1,485,937 | -45,299 | 0.05% | -$46.03K |
| ACE Securities Corp Home Equity Loan Trust Series 2007-WM1 | 3,436,845 | 3,408,908 | -27,937 | 0.05% | -$23.50K |
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A3 144A | 1,600,000 | 1,373,317 | -226,683 | 0.05% | -$233.35K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 10 2A4 | 1,441,787 | 1,409,650 | -32,138 | 0.05% | -$31.70K |
| Citigroup Mortgage Loan Trust, Series 2007-AHL2, Class A3B | 2,014,254 | 1,979,525 | -34,729 | 0.05% | -$25.24K |
| Washington Mutural Asset-Backed Certificates WMABS Series 2006-HE3 Trust | 1,434,069 | 1,412,240 | -21,829 | 0.05% | -$21.66K |
| Fremont Home Loan Trust, Series 2006-3, Class 2A3 | 4,405,544 | 4,380,434 | -25,110 | 0.04% | -$33.05K |
| Fremont Home Loan Trust, Series 2006-D, Class 1A1 | 2,162,635 | 2,135,168 | -27,466 | 0.04% | -$21.74K |
| Option One Mortgage Loan Trust, Series 2006-1, Class M1 | 1,391,242 | 1,322,408 | -68,834 | 0.04% | -$63.68K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC2 A1 144A | 1,419,198 | 1,393,477 | -25,721 | 0.04% | -$23.16K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OH1 A1D | 1,395,938 | 1,369,875 | -26,064 | 0.04% | -$25.36K |
| GSAMP TRUST GSAMP 2006 FM2 A2C | 3,582,123 | 3,552,806 | -29,317 | 0.04% | -$23.14K |
| Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2007-OA5, Class 1A | 1,415,017 | 1,398,622 | -16,395 | 0.04% | -$8.45K |
| BCAP LLC TRUST BCAP 2007 AA1 2A1 | 1,311,032 | 1,282,988 | -28,044 | 0.04% | -$1.17K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR15 A1B4 | 1,256,591 | 1,234,420 | -22,171 | 0.04% | -$20.47K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QO1 A1 | 1,297,621 | 1,266,848 | -30,773 | 0.04% | -$25.64K |
| GSAMP TRUST GSAMP 2007 FM1 A1 | 2,153,571 | 2,131,857 | -21,714 | 0.04% | -$21.59K |
| ACE SECURITIES CORP. ACE 2006 HE3 A2D | 1,533,244 | 1,507,010 | -26,234 | 0.04% | -$22.51K |
| Morgan Stanley Mortgage Loan Trust 2007-2AX | 3,382,999 | 3,306,950 | -76,049 | 0.04% | -$45.99K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 12A A1 144A | 1,200,000 | 1,141,701 | -58,299 | 0.04% | -$69.93K |
| SPECIALTY UNDERWRITING + RESID SURF 2006 BC5 A2A | 2,066,771 | 2,027,564 | -39,207 | 0.04% | -$37.23K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA12 A1B | 1,235,853 | 1,019,769 | -216,083 | 0.04% | -$217.31K |
| LUMINENT MORTGAGE TRUST LUM 2006 3 22A1 | 1,683,644 | 1,641,134 | -42,511 | 0.04% | -$39.36K |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE5 A2B | 2,187,588 | 2,171,806 | -15,781 | 0.04% | -$16.42K |
| Bear Stearns Asset-Backed Securities Trust | 1,014,606 | 979,321 | -35,284 | 0.03% | -$34.80K |
| GSRPM MORTGAGE LOAN TRUST GSRPM 2006 1 M2 144A | 911,000 | 883,882 | -27,118 | 0.03% | -$16.18K |
| SAGB 7 02/28/31 R213 | 216,490,000 | 17,990,000 | -198,500,000 | 0.03% | -$11.79M |
| Freddie Mac REMICS | 1,000,430 | 956,028 | -44,402 | 0.03% | -$42.55K |
| Hertz Vehicle Financing LLC, Series 2023-1A, Class A | 1,900,000 | 950,000 | -950,000 | 0.03% | -$954.57K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A1 | 2,532,365 | 2,521,366 | -10,999 | 0.03% | -$57.18K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 11 MV4 | 1,011,671 | 935,674 | -75,997 | 0.03% | -$74.35K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL2 A1 144A | 1,289,464 | 1,269,667 | -19,797 | 0.03% | -$15.82K |
| CARRINGTON MORTGAGE LOAN TRUST CARR 2005 NC5 M2 | 909,912 | 868,283 | -41,629 | 0.03% | -$39.88K |
| FNR 2025-54 FM | 912,189 | 850,164 | -62,025 | 0.03% | -$60.48K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OH1 A1B | 910,537 | 853,063 | -57,474 | 0.03% | -$59.40K |
| FIRST HELP FINANCIAL LLC FHF 2023 1A A2 144A | 1,408,589 | 840,577 | -568,012 | 0.03% | -$571.86K |
| SMB Private Education Loan Trust, Series 2023-C, Class A1B | 897,226 | 829,095 | -68,131 | 0.03% | -$68.97K |
| FNMA POOL DB0770 FN 03/54 FIXED 6 | 837,307 | 811,122 | -26,185 | 0.03% | -$32.27K |
| JP Morgan Alternative Loan Trust 2006-S1 | 1,643,795 | 1,635,040 | -8,755 | 0.03% | $12.00K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A2D | 1,375,965 | 1,359,094 | -16,871 | 0.03% | -$15.28K |
| FED HM LN PC POOL QI4035 FR 04/54 FIXED 6 | 823,628 | 772,955 | -50,673 | 0.03% | -$57.40K |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 RS10 MII2 | 843,199 | 825,667 | -17,532 | 0.03% | -$20.66K |
| COUNTRYWIDE PARTNERSHIP TRUST CPT 2004 EC1 M1 | 807,662 | 787,879 | -19,784 | 0.03% | -$17.68K |
| MASTR Asset-Backed Securities Trust, Series 2007-HE1, Class A3 | 870,319 | 798,118 | -72,201 | 0.03% | -$68.70K |
| FHLG 30YR 6% 05/01/2054#QI6798 | 793,532 | 759,814 | -33,719 | 0.03% | -$37.65K |
| FNMA POOL BX8350 FN 04/53 FIXED 4.5 | 806,109 | 800,699 | -5,410 | 0.03% | -$14.01K |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT5 2A3 | 982,546 | 968,419 | -14,127 | 0.03% | -$10.95K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR1 1A1A | 853,378 | 836,812 | -16,566 | 0.03% | -$16.69K |
| ACE Securities Corp Home Equity Loan Trust Series 2006-NC1 | 819,965 | 783,379 | -36,586 | 0.03% | -$34.59K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO10 A1 | 814,156 | 788,832 | -25,324 | 0.02% | -$22.73K |
| FREMONT HOME LOAN TRUST FHLT 2004 3 M2 | 756,858 | 729,155 | -27,703 | 0.02% | -$23.95K |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 3 2A1A | 819,533 | 705,525 | -114,008 | 0.02% | -$109.18K |
| FNMA POOL DB0829 FN 04/54 FIXED 6 | 711,031 | 667,734 | -43,297 | 0.02% | -$48.31K |
| FED HM LN PC POOL QI3936 FR 04/54 FIXED 6 | 741,698 | 673,477 | -68,221 | 0.02% | -$74.94K |
| FNMA POOL DB0830 FN 04/54 FIXED 6 | 665,280 | 662,552 | -2,728 | 0.02% | -$5.38K |
| GSAMP TRUST GSAMP 2007 H1 A2B | 1,359,188 | 1,350,959 | -8,229 | 0.02% | -$10.20K |
| FNMA POOL DB0827 FN 04/54 FIXED 6 | 731,875 | 662,778 | -69,097 | 0.02% | -$74.56K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS11 1A4 | 841,419 | 809,784 | -31,635 | 0.02% | -$28.23K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 A1C4 | 691,222 | 667,235 | -23,986 | 0.02% | -$20.97K |
| FED HM LN PC POOL QI8171 FR 06/54 FIXED 6 | 673,170 | 642,954 | -30,216 | 0.02% | -$38.60K |
| G2 MB0422 | 685,582 | 680,678 | -4,904 | 0.02% | -$9.73K |
| SECURITIZED ASSET BACKED RECEI SABR 2006 FR4 A2A | 2,051,124 | 2,036,580 | -14,544 | 0.02% | -$12.01K |
| NRZT 2020-RPL1 A1 144A FRN 11-25-59 | 721,204 | 681,808 | -39,397 | 0.02% | -$42.03K |
| Research-Driven Pagaya Motor Asset Trust IV | 781,902 | 656,003 | -125,898 | 0.02% | -$121.97K |
| ARGENT SECURITIES INC. ARSI 2006 W1 A2C | 712,331 | 694,018 | -18,313 | 0.02% | -$16.28K |
| FED HM LN PC POOL QI6291 FR 05/54 FIXED 6 | 714,303 | 632,105 | -82,198 | 0.02% | -$89.10K |
| ASCNT 2024-A A | 672,755 | 622,828 | -49,927 | 0.02% | -$55.87K |
| Nelnet Student Loan Trust, Series 2023-AA, Class AFL | 661,010 | 603,770 | -57,240 | 0.02% | -$58.81K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 27 1A1 | 781,913 | 706,745 | -75,168 | 0.02% | -$51.81K |
| CREDIT BASED ASSET SERVICING A CBASS 2006 CB3 AV4 | 659,235 | 642,144 | -17,092 | 0.02% | -$17.53K |
| SLM STUDENT LOAN TRUST SLMA 2004 5X A6 REGS | 568,701 | 547,994 | -20,707 | 0.02% | -$32.74K |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 1 A5 | 648,223 | 618,942 | -29,281 | 0.02% | -$29.88K |
| Aegis Asset Backed Securities Trust Mortgage Pass-Through Ctfs Ser 2005-4 | 601,010 | 588,207 | -12,804 | 0.02% | -$7.62K |
| Bear Stearns Asset-Backed Securities I Trust, Series 2006-HE7, Class 2A2 | 601,972 | 584,777 | -17,195 | 0.02% | -$16.96K |
| NELNET STUDENT LOAN TRUST NSLT 2023 AA AFX 144A | 603,026 | 550,808 | -52,219 | 0.02% | -$58.45K |
| GSAMP TRUST GSAMP 2007 FM2 A2B | 933,302 | 914,684 | -18,618 | 0.02% | -$15.04K |
| COUNTRYWIDE HOME LOANS CWHL 2005 3 1A2 | 604,182 | 575,948 | -28,234 | 0.02% | -$26.69K |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 1A A 144A | 612,648 | 532,270 | -80,378 | 0.02% | -$80.90K |
| LEHMAN XS TRUST LXS 2006 GP4 3A5 | 511,796 | 506,845 | -4,951 | 0.02% | -$2.60K |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 WMC1 3A2 | 2,020,839 | 2,015,117 | -5,722 | 0.02% | -$5.21K |
| Soundview Home Loan Trust 2007-OPT3 | 595,976 | 591,409 | -4,566 | 0.02% | -$784 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OA3 2A | 557,263 | 548,348 | -8,915 | 0.02% | -$5.83K |
| FREDDIE MAC FHR 4079 WZ | 568,225 | 557,278 | -10,947 | 0.02% | -$15.50K |
| FIRST HELP FINANCIAL LLC FHF 2024 2A A2 144A | 630,997 | 511,518 | -119,480 | 0.02% | -$119.95K |
| MORGAN STANLEY CAPITAL INC MSAC 2004 HE3 M1 | 529,621 | 482,735 | -46,886 | 0.02% | -$44.38K |
| NRZT 2019-RPL3 A1 144A FRN 07-25-59 | 548,142 | 512,081 | -36,061 | 0.02% | -$35.26K |
| ASSET BACKED SECURITIES CORP H ABSHE 2004 HE3 M1 | 474,216 | 469,598 | -4,617 | 0.02% | -$2.05K |
| Pagaya AI Debt Trust, Series 2024-3, Class A | 628,665 | 493,740 | -134,924 | 0.02% | -$136.76K |
| INVESCO EURO CLO INVSC 1A A1R 144A | 576,016 | 416,877 | -159,139 | 0.02% | -$194.84K |
| Soundview Home Loan Trust, Series 2007-OPT1, Class 1A1 | 690,986 | 678,969 | -12,017 | 0.02% | -$9.61K |
| NOVASTAR MORTGAGE BACKED NOTES NMFT 2006 MTA1 1A1 | 1,281,785 | 1,273,930 | -7,855 | 0.02% | -$3.43K |
| U.S. Treasury Bills | 600,000 | 468,000 | -132,000 | 0.02% | -$126.73K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 19CB A1 | 758,889 | 737,773 | -21,116 | 0.02% | -$22.74K |
| HSI Asset Securitization Corp. Trust, Series 2007-NC1, Class A3 | 703,984 | 688,569 | -15,415 | 0.02% | -$15.69K |
| FN MA3442 | 488,865 | 478,178 | -10,687 | 0.01% | -$13.65K |
| TITULOS DE TESORERIA SR UNSECURED 04/29 2.25 | 4,845,006,740 | 1,864,245,680 | -2,980,761,060 | 0.01% | -$693.54K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE4 A1 144A | 958,295 | 954,969 | -3,327 | 0.01% | -$1.46K |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3B | 1,850,276 | 1,835,841 | -14,435 | 0.01% | -$10.11K |
| MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 1 A2 | 880,431 | 874,065 | -6,367 | 0.01% | -$6.60K |
| U.S. Treasury Bills | 511,000 | 413,000 | -98,000 | 0.01% | -$93.39K |
| TPMT 2019-4 A1 | 446,026 | 422,230 | -23,796 | 0.01% | -$24.47K |
| DSLA MORTGAGE LOAN TRUST DSLA 2007 AR1 1A1A | 485,594 | 481,777 | -3,817 | 0.01% | -$1.12K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 2A | 425,353 | 417,198 | -8,155 | 0.01% | -$6.92K |
| GSAA Trust, Series 2006-7, Class AF2 | 1,192,898 | 1,175,472 | -17,426 | 0.01% | -$17.22K |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A2 1A1 | 456,647 | 452,354 | -4,293 | 0.01% | -$1.23K |
| CAIRN CLO BV CRNCL 2016 7A A1R 144A | 423,126 | 335,154 | -87,972 | 0.01% | -$109.67K |
| MASTR SPECIALIZED LOAN TRUST MASD 2005 3 M1 144A | 401,825 | 397,533 | -4,293 | 0.01% | -$4.26K |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR14 1A3A | 399,470 | 391,945 | -7,525 | 0.01% | -$6.26K |
| GNMA II POOL MB0620 G2 09/55 FIXED 4 | 396,919 | 394,411 | -2,508 | 0.01% | -$5.38K |
| NRZT 2018-RPL1 A1 144A FRN 12-25-57 | 387,899 | 371,507 | -16,392 | 0.01% | -$17.46K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 8A A 144A | 443,922 | 363,357 | -80,565 | 0.01% | -$83.13K |
| ARGENT SECURITIES INC. ARSI 2006 M1 A1 | 400,947 | 392,220 | -8,727 | 0.01% | -$7.41K |
| HSI ASSET SECURITIZATION CORPO HASC 2005 I1 1A | 388,732 | 375,167 | -13,565 | 0.01% | -$12.19K |
| GSAA HOME EQUITY TRUST GSAA 2007 4 A2 | 1,287,577 | 1,280,121 | -7,456 | 0.01% | -$4.92K |
| Government National Mortgage Association | 351,507 | 336,090 | -15,418 | 0.01% | -$13.11K |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 4 1A1 | 467,093 | 460,191 | -6,901 | 0.01% | -$4.69K |
| CSMC 2010-16 B9 | 376,415 | 367,042 | -9,373 | 0.01% | -$12.13K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A2B | 820,382 | 812,746 | -7,636 | 0.01% | -$22.17K |
| Freddie Mac REMICS | 327,000 | 323,694 | -3,306 | 0.01% | -$8.32K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR15 2A | 392,354 | 391,589 | -765 | 0.01% | -$27.79K |
| SoFi Professional Loan Program Trust, Series 2020-A, Class A2FX | 364,585 | 336,306 | -28,278 | 0.01% | -$27.79K |
| Fremont Home Loan Trust, Series 2006-C, Class 1A1 | 351,135 | 342,735 | -8,400 | 0.01% | -$7.06K |
| MASTR Asset Backed Securities Trust 2007-WMC1 | 1,150,779 | 1,145,343 | -5,436 | 0.01% | -$10.90K |
| WAMU ASSET BACKED CERTIFICATES WMHE 2007 HE3 2A3 | 347,702 | 342,847 | -4,856 | 0.01% | -$3.42K |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 10 2A1 | 386,063 | 384,733 | -1,330 | 0.01% | $913 |
| Bear Stearns Asset Backed Securities I Trust 2007-HE6 | 333,957 | 330,287 | -3,670 | 0.01% | -$4.33K |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A3 144A | 370,015 | 298,987 | -71,028 | 0.01% | -$71.91K |
| STRUCTURED ASSET INVESTMENT LO SAIL 2005 1 M3 144A | 314,669 | 296,868 | -17,802 | 0.01% | -$18.58K |
| GSAMP TRUST GSAMP 2006 HE3 A2D | 316,297 | 302,218 | -14,080 | 0.01% | -$13.31K |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2007 11 1A1 | 332,504 | 329,603 | -2,900 | 0.01% | -$494 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR1 A1B | 307,751 | 295,506 | -12,246 | 0.01% | -$12.24K |
| MORGAN STANLEY CAPITAL INC MSAC 2005 WMC6 M4 | 289,952 | 283,282 | -6,669 | 0.01% | -$6.52K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 24CB A7 | 547,289 | 538,560 | -8,728 | 0.01% | -$4.08K |
| MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2D | 521,146 | 517,514 | -3,632 | 0.01% | -$3.81K |
| FREMONT HOME LOAN TRUST FHLT 2006 C 2A2 | 687,391 | 679,600 | -7,792 | 0.01% | -$7.40K |
| SECURITIZED ASSET BACKED RECEI SABR 2006 HE2 A2D | 711,495 | 707,044 | -4,451 | 0.01% | -$3.59K |
| FED HM LN PC POOL Q53756 FG 01/48 FIXED 4 | 280,500 | 274,694 | -5,806 | 0.01% | -$8.02K |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF10 A5 | 280,283 | 277,141 | -3,143 | 0.01% | -$2.74K |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 3A1A | 410,276 | 408,977 | -1,299 | 0.01% | -$3.31K |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 H 4A1 | 290,415 | 286,563 | -3,852 | 0.01% | -$1.34K |
| FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2023 2 A2 144A | 651,551 | 257,122 | -394,429 | 0.01% | -$396.35K |
| WMALT 2006-AR1 A1A | 299,340 | 295,220 | -4,120 | 0.01% | -$3.04K |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 A 2A5 | 271,806 | 260,516 | -11,291 | 0.01% | -$10.59K |
| BEAR STEARNS ALT A TRUST BALTA 2006 4 13A1 | 268,567 | 266,019 | -2,547 | 0.01% | -$1.59K |
| RESIDENTIAL ASSET SECURITIZATI RAST 2007 A1 A1 | 809,217 | 798,279 | -10,938 | 0.01% | -$6.40K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 1A | 277,007 | 269,777 | -7,230 | 0.01% | -$5.86K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QS10 3A1 | 358,253 | 349,745 | -8,508 | 0.01% | -$8.45K |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE7 A2C | 561,998 | 551,107 | -10,891 | 0.01% | -$10.05K |
| Carrington Mortgage Loan Trust Series 2007-FRE1 | 242,050 | 232,994 | -9,056 | 0.01% | -$10.84K |
| FNMA POOL AH2687 FN 01/41 FIXED 4.5 | 228,385 | 224,603 | -3,782 | 0.01% | -$7.54K |
| GSAMP TRUST GSAMP 2007 NC1 A2C | 447,207 | 442,498 | -4,710 | 0.01% | -$4.00K |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 11 1A | 322,485 | 319,127 | -3,358 | 0.01% | -$3.40K |
| WMABS 2007-HE1 2A1 | 676,206 | 674,750 | -1,456 | 0.01% | -$1.31K |
| Option One Mortgage Loan Trust, Series 2007-5, Class 1A1 | 355,179 | 348,948 | -6,231 | 0.01% | -$4.56K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A1 | 336,594 | 329,904 | -6,690 | 0.01% | -$5.77K |
| FN BH4101 | 227,933 | 224,009 | -3,924 | 0.01% | -$5.76K |
| GSAR 2024-1A A2 144A 5.24% 03-15-30 | 259,598 | 204,704 | -54,894 | 0.01% | -$55.50K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A2A | 511,586 | 506,824 | -4,762 | 0.01% | -$13.89K |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 7 5A3 | 780,991 | 777,645 | -3,347 | 0.01% | $8.45K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A2FP | 340,887 | 336,707 | -4,180 | 0.01% | -$3.76K |
| CWABS Asset-Backed Certificates Trust, Series 2007-1, Class 1A | 209,529 | 204,603 | -4,926 | 0.01% | -$4.35K |
| STRUCTURED ASSET SECURITIES CO SASC 2007 WF1 A6 | 202,320 | 192,683 | -9,637 | 0.01% | -$9.32K |
| HarborView Mortgage Loan Trust, Series 2006-12, Class 1A1A | 226,560 | 223,614 | -2,946 | 0.01% | $3.29K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA8 A2 | 204,671 | 198,350 | -6,322 | 0.01% | -$4.85K |
| FNMA POOL AJ7493 FN 12/26 FIXED 3 | 260,039 | 188,227 | -71,812 | 0.01% | -$71.20K |
| GN 782562 | 185,378 | 181,284 | -4,094 | 0.01% | -$5.63K |
| CWABS Asset-Backed Certificates Trust 2005-AB4 | 201,979 | 199,731 | -2,248 | 0.01% | -$2.03K |
| POPULAR ABS MORTGAGE PASS THRO POPLR 2006 C M1 | 196,673 | 190,833 | -5,840 | 0.01% | -$5.15K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 81 A1 | 218,847 | 216,129 | -2,718 | 0.01% | -$2.26K |
| HSI Asset Securitization Corp Trust 2006-HE2 | 760,483 | 753,999 | -6,484 | 0.01% | -$5.46K |
Top 300 of 1095, by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 | 153,400,000 | 153,400,000 | 0 | 1.55% | -$3.15M |
| US TREASURY N/B | 27,300,000 | 27,300,000 | 0 | 0.89% | -$327.92K |
| US TREASURY N/B | 21,600,000 | 21,600,000 | 0 | 0.73% | -$196.17K |
| REPUBLIC OF SOUTH AFRICA BONDS 03/36 6.25 | 352,430,000 | 352,430,000 | 0 | 0.56% | -$1.45M |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 KS11 M4 | 17,408,000 | 17,408,000 | 0 | 0.55% | -$23.16K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 B 144A | 12,800,000 | 12,800,000 | 0 | 0.43% | $69.69K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 AS 144A | 12,800,000 | 12,800,000 | 0 | 0.43% | $21.25K |
| SCULPTOR EUROPEAN CLO SCULE 6A AR 144A | 11,010,000 | 11,010,000 | 0 | 0.43% | -$216.83K |
| US TREASURY N/B | 17,298,200 | 17,298,200 | 0 | 0.43% | -$108.11K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 AS 144A | 12,500,000 | 12,500,000 | 0 | 0.42% | $14.58K |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE4 1A4 | 13,644,000 | 13,644,000 | 0 | 0.40% | $11.46K |
| CDX ITRAXX XOV44 5Y 35-100% SP MYC | 5 | 5 | 0 | 0.38% | -$2.03M |
| REPUBLIC OF PERU SR UNSECURED REGS 08/34 5.4 | 41,300,000 | 41,300,000 | 0 | 0.38% | -$986.03K |
| Eagle Funding LuxCo S.a.r.l. | 11,200,000 | 11,200,000 | 0 | 0.38% | -$149.41K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2025 FL17 AS 144A | 11,200,000 | 11,200,000 | 0 | 0.38% | -$19.52K |
| HERTZ VEHICLE FINANCING LLC HERTZ 2024 1A A 144A | 10,400,000 | 10,400,000 | 0 | 0.36% | -$73.26K |
| 317UA5IA9 PIMCO FPPSWAPTION 3.1625 PUT USD | 1,576,700,000 | 1,576,700,000 | 0 | 0.33% | $2.46M |
| RPLDCI 6.581 05/30/49 144A | 8,980,000 | 8,980,000 | 0 | 0.31% | -$255.73K |
| ATHENE GLOBAL FU | 8,800,000 | 8,800,000 | 0 | 0.29% | -$158.41K |
| RFRF USD SF+26.161/1.00 9/16/23-7Y* CME | 1 | 1 | 0 | 0.27% | -$161.21K |
| SAXON ASSET SECURITIES TRUST SAST 2006 2 M2 | 8,365,000 | 8,365,000 | 0 | 0.24% | $21.52K |
| PARK PLACE SECURITIES INC PPSI 2004 WHQ2 M5 | 7,591,932 | 7,591,932 | 0 | 0.24% | $1.06K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2025 FL20 A 144A | 7,100,000 | 7,100,000 | 0 | 0.24% | -$9.34K |
| RFR USD SOFR/3.50000 12/18/24-30Y LCH | 1 | 1 | 0 | 0.23% | -$993.48K |
| RFR USD SOFR/3.50000 06/21/23-10Y LCH | 1 | 1 | 0 | 0.23% | $835.81K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 7 2A4 | 7,600,000 | 7,600,000 | 0 | 0.23% | $18.82K |
| OZLM XXIV Ltd | 6,650,000 | 6,650,000 | 0 | 0.22% | -$1.99K |
| RFR USD SOFR/2.75000 06/21/23-30Y LCH | 1 | 1 | 0 | 0.22% | -$54.74K |
| ARES STRATEGIC I | 5,700,000 | 5,700,000 | 0 | 0.19% | -$108.37K |
| ROMANIA SR UNSECURED REGS 07/39 6.75 | 4,700,000 | 4,700,000 | 0 | 0.18% | -$329.01K |
| 317UA5JA8 PIMCO FPPSWAPTION 3.1625 CALL USD | 1,576,700,000 | 1,576,700,000 | 0 | 0.18% | $227.99K |
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 2 B 144A | 5,099,464 | 5,099,464 | 0 | 0.17% | -$22.90K |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 WL2 M4 | 5,466,000 | 5,466,000 | 0 | 0.17% | -$1.30K |
| DIAMETER CAPITAL CLO DCLO 2024 6A A1 144A | 5,000,000 | 5,000,000 | 0 | 0.17% | -$10.78K |
| TITULOS DE TESORERIA BONDS 11/40 12.75 | 18,911,500,000 | 18,911,500,000 | 0 | 0.17% | $102.46K |
| SG MORTGAGE SECURITIES TRUST SGMS 2005 OPT1 M4 | 5,879,000 | 5,879,000 | 0 | 0.17% | -$60.67K |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 KS1 M3 | 4,965,866 | 4,965,866 | 0 | 0.16% | -$23.04K |
| CITIGROUP MORTGAGE LOAN TRUST INC SER 2005-HE3 CL M4 V/R REGD 4.74621000 | 4,930,000 | 4,930,000 | 0 | 0.16% | $3.47K |
| ACE SECURITIES CORP. ACE 2005 HE3 M4 | 4,760,000 | 4,760,000 | 0 | 0.15% | $11.86K |
| TITULOS DE TESORERIA BONDS 02/33 13.25 | 16,370,100,000 | 16,370,100,000 | 0 | 0.15% | -$3.05K |
| DEUTSCHE BANK NY | 4,633,000 | 4,633,000 | 0 | 0.15% | -$66.50K |
| REPUBLIC OF SOUTH AFRICA BONDS 01/30 8 | 73,400,000 | 73,400,000 | 0 | 0.14% | -$241.78K |
| OZLM XXIV Ltd., Series 2019-24A, Class A2AR | 4,050,000 | 4,050,000 | 0 | 0.14% | -$10.10K |
| ASSET BACKED FUNDING CERTIFICA ABFC 2005 HE1 M3 | 4,107,952 | 4,107,952 | 0 | 0.13% | $5.05K |
| AMERICAN EXPRESS | 3,900,000 | 3,900,000 | 0 | 0.13% | -$80.80K |
| PARK PLACE SECURITIES INC PPSI 2004 MHQ1 M5 | 4,100,872 | 4,100,872 | 0 | 0.13% | $2.88K |
| FNMA POOL BZ5268 FN 10/35 FIXED 5.03 | 3,760,000 | 3,760,000 | 0 | 0.13% | -$10.83K |
| KKR FINANCIAL CLO LTD KKR 21 B 144A | 3,850,000 | 3,850,000 | 0 | 0.13% | -$4.27K |
| US TREASURY N/B | 3,734,300 | 3,734,300 | 0 | 0.13% | -$43.18K |
| SOUTHERN CAL ED | 3,600,000 | 3,600,000 | 0 | 0.12% | -$28.63K |
| IVORY COAST SR UNSECURED REGS 03/48 6.625 | 3,600,000 | 3,600,000 | 0 | 0.12% | -$240.22K |
| PIKES PEAK CLO PIPK 2018 2A ARR 144A | 3,400,000 | 3,400,000 | 0 | 0.11% | $795 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF9 2A4 | 3,500,000 | 3,500,000 | 0 | 0.11% | -$1.88K |
| BARCLAYS PLC | 2,800,000 | 2,800,000 | 0 | 0.11% | -$70.70K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 HE2 M3 | 3,282,000 | 3,282,000 | 0 | 0.10% | -$2.40K |
| PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000 | 3,900,000 | 3,900,000 | 0 | 0.10% | $42.30K |
| EGYPT GOVERNMENT BOND BONDS 03/28 21.954 | 169,400,000 | 169,400,000 | 0 | 0.10% | -$521.93K |
| GSAMP TRUST GSAMP 2006 HE8 A2D | 3,394,000 | 3,394,000 | 0 | 0.10% | $10.60K |
| RFR USD SOFR/3.00000 06/21/23-7Y LCH | 1 | 1 | 0 | 0.10% | $686.24K |
| 317U9Y7A0 PIMCO FPPSWAPTION 4.485 PUT USD | 48,800,000 | 48,800,000 | 0 | 0.10% | -$1.56K |
| OCP EURO CLO OCPE 2020 4A ARR 144A | 2,500,000 | 2,500,000 | 0 | 0.10% | -$52.03K |
| CWABS Asset-Backed Certificates Trust 2005-2 | 3,000,000 | 3,000,000 | 0 | 0.10% | -$695 |
| RFR USD SOFR/3.50000 06/20/24-30Y LCH | 1 | 1 | 0 | 0.10% | -$85.51K |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 02/31 7 | 50,000,000 | 50,000,000 | 0 | 0.09% | -$184.54K |
| THAYER PARK CLO, LTD. THAYR 2017 1A A1RR 144A | 2,700,000 | 2,700,000 | 0 | 0.09% | $30 |
| US TREASURY N/B | 4,100,000 | 4,100,000 | 0 | 0.09% | -$20.58K |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF5 2A4 | 2,757,261 | 2,757,261 | 0 | 0.09% | $5.09K |
| 317U9Y8A9 PIMCO FPPSWAPTION 4.485 CALL USD | 48,800,000 | 48,800,000 | 0 | 0.08% | $280.20K |
| Atlas Senior Loan Fund XVII Ltd., Series 2021-17A, Class AR | 2,500,000 | 2,500,000 | 0 | 0.08% | $5.29K |
| WELLS FARGO + COMPANY WELLS FARGO + COMPANY | 2,100,000 | 2,100,000 | 0 | 0.08% | -$85.56K |
| REPUBLIC OF SOUTH AFRICA BONDS 01/37 8.5 | 44,000,000 | 44,000,000 | 0 | 0.08% | -$210.98K |
| TURKIYE GOVERNMENT BOND BONDS 05/28 VAR | 104,700,000 | 104,700,000 | 0 | 0.08% | -$89.48K |
| REPUBLIC OF PANAMA EUR TERM LOAN 2 | 2,000,000 | 2,000,000 | 0 | 0.08% | -$43.81K |
| PETRPE 5.625 06/19/47 REGS | 3,300,000 | 3,300,000 | 0 | 0.08% | $217.48K |
| PACIFIC GAS&ELEC | 2,300,000 | 2,300,000 | 0 | 0.07% | -$4.54K |
| FNMA POOL BZ3634 FN 04/35 FIXED 5.21 | 2,136,000 | 2,136,000 | 0 | 0.07% | -$3.19K |
| OCTAGON INVESTMENT PARTNERS 40 OCT40 2019 1A A1RR 144A | 2,200,000 | 2,200,000 | 0 | 0.07% | $1.26K |
| US TREASURY N/B | 2,075,100 | 2,075,100 | 0 | 0.07% | -$8.47K |
| HOST HOTELS | 2,000,000 | 2,000,000 | 0 | 0.07% | -$40.19K |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R4 M5 | 2,000,000 | 2,000,000 | 0 | 0.07% | $14.81K |
| REPUBLIC OF SOUTH AFRICA BONDS 03/32 8.25 | 33,700,000 | 33,700,000 | 0 | 0.07% | -$143.00K |
| FORD MOTOR CRED | 1,900,000 | 1,900,000 | 0 | 0.06% | -$20.46K |
| WELLFLEET CLO LTD WELF 2021 1A A1R 144A | 1,900,000 | 1,900,000 | 0 | 0.06% | -$179 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CH1 M5 | 1,874,000 | 1,874,000 | 0 | 0.06% | $1.71K |
| FORD MOTOR CRED | 1,800,000 | 1,800,000 | 0 | 0.06% | -$23.75K |
| RFR USD SOFR/3.75000 09/17/25-10Y LCH | 2 | 2 | 0 | 0.06% | $1.06M |
| 317UAAMA3 PIMCO FPPSWAPTION 4.11 PUT USD | 27,400,000 | 27,400,000 | 0 | 0.06% | -$205.74K |
| DUBAEE 3.375 03/20/28 144A | 1,800,000 | 1,800,000 | 0 | 0.06% | -$20.80K |
| NIGERIA OMO BILL OMO260629 | 2,513,753,000 | 2,513,753,000 | 0 | 0.06% | $153.79K |
| 317UA48A3 PIMCO FPPSWAPTION 4.628 CALL USD | 30,700,000 | 30,700,000 | 0 | 0.06% | $180.01K |
| VICI PROPERTIE | 1,650,000 | 1,650,000 | 0 | 0.06% | -$14.59K |
| RFR USD SOFR/3.70000 02/20/24-25Y LCH | 1 | 1 | 0 | 0.05% | -$164.94K |
| UBS GROUP | 1,700,000 | 1,700,000 | 0 | 0.05% | -$19.47K |
| CS AT1 CLAIMS US22546DAB29 CREDIT SUISSE GROUP AG | 4,400,000 | 4,400,000 | 0 | 0.05% | $242.00K |
| RFR USD SOFR/3.25000 06/21/23-5Y LCH | 1 | 1 | 0 | 0.05% | $778.81K |
| HPS CORPORATE LE | 1,500,000 | 1,500,000 | 0 | 0.05% | -$72.23K |
| REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95 | 4,641,000 | 4,641,000 | 0 | 0.05% | -$88.67K |
| RFR USD SOFR/3.75000 06/20/24-20Y CME | 1 | 1 | 0 | 0.05% | $12.32K |
| RFR USD SOFR/3.75000 12/17/25-30Y LCH | 1 | 1 | 0 | 0.05% | -$85.45K |
| RFR USD SOFR/3.75000 06/20/24-15Y LCH | 1 | 1 | 0 | 0.05% | $113.67K |
| SOUTHERN CAL ED | 1,500,000 | 1,500,000 | 0 | 0.04% | -$19.57K |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R9 M2 | 1,300,000 | 1,300,000 | 0 | 0.04% | $8.04K |
| 317UAANA2 PIMCO FPPSWAPTION 4.11 CALL USD | 21,000,000 | 21,000,000 | 0 | 0.04% | $80.94K |
| SECURITIZED ASSET BACKED RECEI SABR 2005 OP2 M3 | 1,317,000 | 1,317,000 | 0 | 0.04% | $4.07K |
| NIGERIA OMO BILL OMO260626 | 1,706,060,000 | 1,706,060,000 | 0 | 0.04% | $104.47K |
| AVOLON HDGS | 1,210,000 | 1,210,000 | 0 | 0.04% | -$4.68K |
| KONA SPC LTD COMPANY GUAR 144A 09/26 VAR | 1,000,000 | 1,000,000 | 0 | 0.04% | -$16.04K |
| PETROLEOS MEXICANOS SR UNSEC 6.35% 02-12-48 | 1,500,000 | 1,500,000 | 0 | 0.04% | -$29.56K |
| CONAGRA BRANDS | 1,100,000 | 1,100,000 | 0 | 0.04% | -$20.66K |
| RFR USD SOFR/3.86166 12/02/24-4Y* LCH | 1 | 1 | 0 | 0.03% | -$459.45K |
| Reach Financial LLC Series 2025-1A, Class B | 1,000,000 | 1,000,000 | 0 | 0.03% | -$7.25K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2024 FL14 A 144A | 1,000,000 | 1,000,000 | 0 | 0.03% | -$2.51K |
| CS AT1 CLAIMS US225436AA21 CREDIT SUISSE GROUP AG | 2,800,000 | 2,800,000 | 0 | 0.03% | $154.00K |
| US TREASURY N/B | 980,000 | 980,000 | 0 | 0.03% | -$10.72K |
| GOLDEN ST TOBACCO -B | 1,065,000 | 1,065,000 | 0 | 0.03% | $6.92K |
| GA GLOBAL FNDING | 900,000 | 900,000 | 0 | 0.03% | -$29.51K |
| TOWD POINT MORTGAGE TRUST TPMT 2017 6 B1 144A | 1,031,000 | 1,031,000 | 0 | 0.03% | $6.26K |
| CS AT1 CLAIMS US225401AR98 CREDIT SUISSE GROUP AG | 2,400,000 | 2,400,000 | 0 | 0.03% | $132.00K |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R11 M4 | 847,271 | 847,271 | 0 | 0.03% | -$323 |
| DEVELOPMENT BK KAZAKHSTAN JSC 18.4% 10/16/2028 144A | 372,000,000 | 372,000,000 | 0 | 0.03% | $37.65K |
| SOUTH AFRICAN T BILLS BILLS 06/26 0.00000 | 13,600,000 | 13,600,000 | 0 | 0.03% | -$4.25K |
| CS AT1 CLAIMS US225401AJ72 CREDIT SUISSE GROUP AG | 2,260,000 | 2,260,000 | 0 | 0.03% | $124.30K |
| OIS COP IBR/8.59000 09/02/25-4Y* CME | 1 | 1 | 0 | 0.02% | $44.79K |
| FORD MOTOR CRED | 700,000 | 700,000 | 0 | 0.02% | -$8.44K |
| FORD MOTOR CRED | 700,000 | 700,000 | 0 | 0.02% | -$7.40K |
| US TREASURY N/B | 671,500 | 671,500 | 0 | 0.02% | -$8.76K |
| ANCHORAGE CR FDG 4 LTD / LLC AR 2.723% 04/27/2039 144A | 700,000 | 700,000 | 0 | 0.02% | -$629 |
| Renaissance Home Equity Loan Trust 2006-3 | 2,156,811 | 2,156,811 | 0 | 0.02% | -$11.48K |
| WASHINGTON ST CONVENTION CENTE WASFAC 07/40 FIXED 6.79 | 605,000 | 605,000 | 0 | 0.02% | $739 |
| RFR GBP SONIO/4.50000 09/17/25-30Y LCH | 1 | 1 | 0 | 0.02% | $752.99K |
| 317UA83A9 PIMCO FPPSWAPTION 4.693 CALL USD | 10,900,000 | 10,900,000 | 0 | 0.02% | $64.48K |
| 317UA82A0 PIMCO FPPSWAPTION 4.693 PUT USD | 10,900,000 | 10,900,000 | 0 | 0.02% | $615 |
| RFR USD SOFR/3.50000 12/20/23-7Y LCH | 1 | 1 | 0 | 0.02% | $759.95K |
| CENTERBRIDGE CREDIT FUNDING LT CBCF 2021 1A A 144A | 600,000 | 600,000 | 0 | 0.02% | -$2.10K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2021 14A A 144A | 600,000 | 600,000 | 0 | 0.02% | -$3.33K |
| RFR USD SOFR/3.50000 06/18/25-15Y CME | 1 | 1 | 0 | 0.02% | $19.04K |
| BARCLAYS PLC | 500,000 | 500,000 | 0 | 0.02% | -$12.73K |
| PACIFIC GAS&ELEC | 582,000 | 582,000 | 0 | 0.02% | -$2.77K |
| F+G GLOBAL FUNDING SECURED 144A 01/30 5.875 | 500,000 | 500,000 | 0 | 0.02% | -$12.63K |
| VIPER ENERGY PAR | 500,000 | 500,000 | 0 | 0.02% | -$6.37K |
| CREDICORP CAPITAL SOCIED /PEN/ REGD 144A P/P 9.70000000 | 1,600,000 | 1,600,000 | 0 | 0.02% | -$15.39K |
| ANCHORAGE CR FDG 13 LTD / LLC A1 2.875% 07/27/2039 144A | 500,000 | 500,000 | 0 | 0.02% | -$2.91K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2016 3A A1R 144A | 500,000 | 500,000 | 0 | 0.02% | -$6.51K |
| ROMARK CREDIT FUNDING, LTD. RCF 2021 2A A 144A | 500,000 | 500,000 | 0 | 0.02% | $1.31K |
| 317UAOYA0 PIMCO SWAPTION 3.857 PUT USD 2026100 | 248,900,000 | 248,900,000 | 0 | 0.02% | $363.92K |
| FANNIE MAE FNR 2010 99 CL | 452,000 | 452,000 | 0 | 0.01% | -$4.62K |
| 317UA0VA5 PIMCO FPPSWAPTION 4.485 PUT USD | 7,400,000 | 7,400,000 | 0 | 0.01% | -$168 |
| 317U9ZDA0 PIMCO FPPSWAPTION 4.427 PUT USD | 7,200,000 | 7,200,000 | 0 | 0.01% | -$312 |
| BAYER US FIN LLC 6.375% 11/21/2030 144A | 400,000 | 400,000 | 0 | 0.01% | -$7.06K |
| NTT FINANCE | 400,000 | 400,000 | 0 | 0.01% | -$4.80K |
| 317UA49A2 PIMCO FPPSWAPTION 4.628 PUT USD | 7,200,000 | 7,200,000 | 0 | 0.01% | $285 |
| GA GLOBAL FUNDING TRUST SR SECURED 144A 04/32 5.5 | 400,000 | 400,000 | 0 | 0.01% | -$14.88K |
| HSBC HOLDINGS | 431,000 | 431,000 | 0 | 0.01% | -$3.29K |
| CS AT1 CLAIMS XS0989394589 CREDIT SUISSE GROUP AG | 1,100,000 | 1,100,000 | 0 | 0.01% | $60.50K |
| 317UA0WA4 PIMCO FPPSWAPTION 4.485 CALL USD | 7,400,000 | 7,400,000 | 0 | 0.01% | $42.49K |
| NOMURA HOLDINGS | 409,000 | 409,000 | 0 | 0.01% | -$4.27K |
| RFR USD SOFR/3.75000 12/18/24-10Y LCH | 1 | 1 | 0 | 0.01% | $446.26K |
| 317U9ZEA9 PIMCO FPPSWAPTION 4.427 CALL USD | 7,200,000 | 7,200,000 | 0 | 0.01% | $40.96K |
| 317UAMPA4 PIMCO SWAPTION 4.141 PUT USD 2026123 | 256,200,000 | 256,200,000 | 0 | 0.01% | $252.69K |
| CS AT1 CLAIMS US225401AL29 CREDIT SUISSE GROUP AG | 1,006,000 | 1,006,000 | 0 | 0.01% | $55.33K |
| US TREASURY N/B | 473,400 | 473,400 | 0 | 0.01% | -$3.09K |
| LUCA RE LTD UNSECURED 144A 07/31 VAR | 300,000 | 300,000 | 0 | 0.01% | -$855 |
| NEW CENTURY HOME EQUITY LOAN T NCHET 2005 1 M3 | 298,889 | 298,889 | 0 | 0.01% | -$8 |
| HOME EQUITY LOAN TRUST HELT 2007 FRE1 2AV4 | 314,000 | 314,000 | 0 | 0.01% | -$1.63K |
| HSBC HOLDINGS | 300,000 | 300,000 | 0 | 0.01% | -$3.22K |
| 317U9YNA2 PIMCO SWAPTION 3.505 CALL USD 202608 | 61,600,000 | 61,600,000 | 0 | 0.01% | -$114.79K |
| BLUE RIDGE RE LTD UNSECURED 144A 01/29 VAR | 250,000 | 250,000 | 0 | 0.01% | $1.52K |
| VITALITY RE XVI LTD UNSECURED 144A 01/30 VAR | 250,000 | 250,000 | 0 | 0.01% | -$2.19K |
| UBS GROUP | 250,000 | 250,000 | 0 | 0.01% | -$3.04K |
| HEALTHCARE RLTY HLDGS LP COMPANY GUAR 03/30 2.4 | 241,000 | 241,000 | 0 | 0.01% | $757 |
| BAYER US FIN LLC 6.5% 11/21/2033 144A | 200,000 | 200,000 | 0 | 0.01% | -$3.82K |
| HYATT HOTELS | 200,000 | 200,000 | 0 | 0.01% | -$4.09K |
| RFR USD SOFR/3.98235 12/02/24-2Y* LCH | 1 | 1 | 0 | 0.01% | -$174.67K |
| 317U9YOA1 PIMCO SWAPTION 4.255 PUT USD 2026080 | 29,000,000 | 29,000,000 | 0 | 0.01% | -$25.38K |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SE SER 2019-FL12 CL A V/R REGD 144A P/P 5.45601000 | 133,139 | 133,139 | 0 | 0.00% | $101 |
| FREDDIE MAC FHR 3922 GS | 133,692 | 133,692 | 0 | 0.00% | -$3.84K |
| CHICAGO IL WTR REVENUE CHIWTR 11/29 FIXED 6.642 | 110,000 | 110,000 | 0 | 0.00% | -$870 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC8 M3 | 119,924 | 119,924 | 0 | 0.00% | $15 |
| State of Illinois, Series 3 | 100,000 | 100,000 | 0 | 0.00% | -$1.25K |
| US TREASURY N/B | 124,400 | 124,400 | 0 | 0.00% | -$865 |
| US TREASURY N/B | 145,600 | 145,600 | 0 | 0.00% | -$756 |
| RENAISSANCE HOME EQUITY LOAN TRUST 2007-1 SER 2007-1 CL AF3 V/R REGD 5.61200000 | 368,066 | 368,066 | 0 | 0.00% | -$2.62K |
| US TREASURY N/B | 100,000 | 100,000 | 0 | 0.00% | -$828 |
| 31750RIL3 PIMCO FXVAN PUT USD ZAR 17.00000000 | -11,570,000 | -11,570,000 | 0 | 0.00% | $27.96K |
| 31750RIW9 PIMCO FXVAN CALL USD HKD 7.85000000 | 0 | 0 | 0 | 0.00% | $65.53K |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R10 M2 | 84,426 | 84,426 | 0 | 0.00% | $57 |
| RFR USD SOFR/4.07100 01/15/25-10Y LCH | 2 | 2 | 0 | 0.00% | -$13.36K |
| 31750RI33 PIMCO FXVAN CALL USD HKD 7.85000000 | 0 | 0 | 0 | 0.00% | $64.15K |
| State of Illinois, Series 5 | 71,429 | 71,429 | 0 | 0.00% | -$991 |
| CS AT1 CLAIMS US225401AK46 CREDIT SUISSE GROUP AG | 200,000 | 200,000 | 0 | 0.00% | $11.00K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA5 1A2 | 194,289 | 194,289 | 0 | 0.00% | -$1.30K |
| IRS EUR 2.52000 04/09/25-10Y LCH | 2 | 2 | 0 | 0.00% | $20.52K |
| IRS EUR 2.40000 02/12/25-10Y LCH | 1 | 1 | 0 | 0.00% | $24.53K |
| OHIO ST UNIV-A-TXBL | 67,000 | 67,000 | 0 | 0.00% | -$302 |
| INF SWAP US IT 2.5225 03/27/25-5Y LCH | 1 | 1 | 0 | 0.00% | $262.98K |
| IRS EUR 2.39000 10/01/24-10Y LCH | 1 | 1 | 0 | 0.00% | $10.36K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 9T1 2A3 | 107,651 | 107,651 | 0 | 0.00% | -$610 |
| CALIFORNIA ST PUBLIC WKS BRD LEASE REVENUE | 35,000 | 35,000 | 0 | 0.00% | $227 |
| RFR USD SOFR/4.09000 01/22/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$6.04K |
| RFR USD SOFR/3.90000 01/08/25-10Y LCH | 5 | 5 | 0 | 0.00% | -$7.40K |
| IRS PLN 4.72250 12/01/30-5Y CME | 1 | 1 | 0 | 0.00% | $37.34K |
| IRS EUR 2.45000 05/05/25-10Y LCH | 1 | 1 | 0 | 0.00% | $9.45K |
| BANK OF AMERICA CORPORATION SNR S* ICE | 1 | 1 | 0 | 0.00% | -$10.24K |
| RFR GBP SONIO/3.70000 03/28/24-10Y LCH | 1 | 1 | 0 | 0.00% | $17.72K |
| IRS EUR 2.58000 08/29/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$2.06K |
| PUBLIC PWR GENERATION AGY NE R PUBPWR 01/41 FIXED 7.242 | 20,000 | 20,000 | 0 | 0.00% | $143 |
| IRS EUR 2.55000 04/16/25-10Y LCH | 1 | 1 | 0 | 0.00% | $8.66K |
| IRS EUR 2.35000 04/29/25-5Y LCH | 1 | 1 | 0 | 0.00% | $35.33K |
| GSAA HOME EQUITY TRUST GSAA 2006 4 2A1 | 152,775 | 152,775 | 0 | 0.00% | -$78 |
| TURKIYE GOVERNMENT BOND BONDS 05/26 VAR | 800,000 | 800,000 | 0 | 0.00% | -$737 |
| RFR USD SOFR/4.10000 01/21/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$2.90K |
| 317UAV0A1 PIMCO SWAPTION 3.26 CALL USD 2026042 | 26,800,000 | 26,800,000 | 0 | 0.00% | -$70.06K |
| RFR USD SOFR/3.93300 01/06/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$2.81K |
| TURKIYE GOVERNMENT BOND BONDS 08/26 VAR | 700,000 | 700,000 | 0 | 0.00% | -$712 |
| IRS EUR 2.59000 08/19/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$1.58K |
| American Home Mortgage Assets Trust 2006-4 | 30,216 | 30,216 | 0 | 0.00% | $81 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 13T1 A11 | 31,799 | 31,799 | 0 | 0.00% | -$224 |
| INF SWAP US IT 2.5145 10/29/25-5Y LCH | 1 | 1 | 0 | 0.00% | $131.60K |
| RFR USD SOFR/4.00000 06/20/24-2Y LCH | 1 | 1 | 0 | 0.00% | $61.51K |
| RFR USD SOFR/4.01500 12/30/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$4.53K |
| GENERAL ELECTRIC COMPANY SNR S* ICE | 1 | 1 | 0 | 0.00% | -$11.74K |
| 317UA1MA3 PIMCO SWAPTION 3.067 CALL USD 202608 | 4,200,000 | 4,200,000 | 0 | 0.00% | -$4.54K |
| 317U9ZXA8 PIMCO SWAPTION 2.989 CALL USD 202608 | 5,300,000 | 5,300,000 | 0 | 0.00% | -$4.83K |
| 317UA10A7 PIMCO SWAPTION 3.0475 CALL USD 20260 | 4,200,000 | 4,200,000 | 0 | 0.00% | -$4.37K |
| 317UA1DA3 PIMCO SWAPTION 3.038 CALL USD 202608 | 4,200,000 | 4,200,000 | 0 | 0.00% | -$4.25K |
| IRS EUR 2.71000 08/06/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$1.21K |
| 317UA0IA0 PIMCO SWAPTION 2.995 CALL USD 202608 | 3,900,000 | 3,900,000 | 0 | 0.00% | -$3.58K |
| 317U9ZIA5 PIMCO SWAPTION 2.965 CALL USD 202608 | 3,900,000 | 3,900,000 | 0 | 0.00% | -$3.35K |
| 317U9Z8A6 PIMCO SWAPTION 2.972 CALL USD 202608 | 3,800,000 | 3,800,000 | 0 | 0.00% | -$3.36K |
| IRS EUR 2.40000 04/09/25-5Y LCH | 1 | 1 | 0 | 0.00% | $18.51K |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2006 7 2A6 | 7,083 | 7,083 | 0 | 0.00% | -$33 |
| IRS PLN 4.68500 12/02/30-5Y CME | 1 | 1 | 0 | 0.00% | $5.88K |
| IRS EUR 2.67000 04/03/24-10Y LCH | 1 | 1 | 0 | 0.00% | $8.54K |
| PENNSYLVANIA ST ECON DEV FING PASDEV 06/39 FIXED 6.532 | 5,000 | 5,000 | 0 | 0.00% | -$45 |
| IRS EUR 2.68000 08/07/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$564 |
| GENERAL ELECTRIC COMPANY SNR S* ICE | 1 | 1 | 0 | 0.00% | -$1.08K |
| IRS EUR 2.91000 12/29/23-10Y LCH | 1 | 1 | 0 | 0.00% | $12.59K |
| MORGAN STANLEY SNR S* ICE | 1 | 1 | 0 | 0.00% | -$3.27K |
| IRS PLN 4.73000 12/31/30-5Y CME | 1 | 1 | 0 | 0.00% | $3.13K |
| INF SWAP US IT2.505 03/25/25-5Y LCH | 1 | 1 | 0 | 0.00% | $6.77K |
| United States Small Business Administration | 1,805 | 1,805 | 0 | 0.00% | -$7 |
| RFR GBP SONIO/4.32000 10/20/23-10Y LCH | 1 | 1 | 0 | 0.00% | -$33.16K |
| COUNTRYWIDE HOME LOANS CWHL 2007 5 A51 | 3,411 | 3,411 | 0 | 0.00% | -$17 |
| RFR USD SOFR/3.50000 12/17/25-2Y LCH | 1 | 1 | 0 | 0.00% | $3.15K |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR7 1A1 | 4,360 | 4,360 | 0 | 0.00% | -$66 |
| FANNIE MAE FNR 2011 40 SX | 953 | 953 | 0 | 0.00% | -$6 |
| AMBAC ASSURANCE CORP SUBORDINATED 144A 12/99 5.1 | 13 | 13 | 0 | 0.00% | $0 |
| BSARM 2002-11 1A1 | 16 | 16 | 0 | 0.00% | -$1 |
| SOFTBANK GROUP CORP SNR JP SP GST | 1 | 1 | 0 | 0.00% | $881 |
| IRS CZK 4.53000 12/31/30-5Y CME | 1 | 1 | 0 | 0.00% | -$1.52K |
| IRS CZK 4.48500 12/02/30-5Y CME | 1 | 1 | 0 | 0.00% | -$2.92K |
| RFR USD SOFR/3.89000 03/03/25-10Y LCH | 1 | 1 | 0 | 0.00% | $1.67K |
| IRS CZK 3.76000 11/01/24-10Y CME | 1 | 1 | 0 | 0.00% | -$3.44K |
| IRS EUR 3.06300 12/06/23-10Y LCH | 1 | 1 | 0 | 0.00% | $11.83K |
| RFR USD SOFR/3.88400 03/25/25-10Y LCH | 1 | 1 | 0 | 0.00% | $4.59K |
| RFR USD SOFR/3.89900 03/11/25-10Y LCH | 1 | 1 | 0 | 0.00% | $3.69K |
| RFR USD SOFR/3.90750 03/04/25-10Y LCH | 1 | 1 | 0 | 0.00% | $3.40K |
| RFR USD SOFR/3.90500 03/12/25-10Y LCH | 1 | 1 | 0 | 0.00% | $3.81K |
| RFR USD SOFR/3.87400 03/05/25-10Y LCH | 2 | 2 | 0 | 0.00% | $5.05K |
| IRS CZK 4.52250 12/01/30-5Y CME | 1 | 1 | 0 | 0.00% | -$18.68K |
| IRS EUR 3.12800 12/04/23-10Y LCH | 1 | 1 | 0 | 0.00% | $11.95K |
| IRS EUR 3.28000 11/22/23-10Y LCH | 1 | 1 | 0 | 0.00% | $8.18K |
| IRS EUR 3.30500 11/27/23-10Y LCH | 1 | 1 | 0 | 0.00% | $8.19K |
| RFR USD SOFR/4.00000 02/26/25-10Y LCH | 1 | 1 | 0 | 0.00% | $4.19K |
| DEUTSCHE BANK AKTIENGESELLSCH SLA SE ICE | 1 | 1 | 0 | 0.00% | -$44.35K |
| RFR USD SOFR/3.93000 03/24/25-10Y LCH | 1 | 1 | 0 | 0.00% | $7.75K |
| RFR USD SOFR/3.75000 05/07/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$14.14K |
| IRS EUR 2.46000 04/01/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$7.74K |
| RFR USD SOFR/3.97500 03/21/25-10Y LCH | 1 | 1 | 0 | 0.00% | $7.45K |
| RFR USD SOFR/3.75000 12/17/25-7Y LCH | 1 | 1 | 0 | 0.00% | $95.78K |
| RFR USD SOFR/3.84200 03/04/25-5Y LCH | 1 | 1 | 0 | 0.00% | $10.90K |
| ZCS BRL 14.0087 05/12/25-01/04/27 CME | 1 | 1 | 0 | 0.00% | -$20.27K |
| SAUDI ARABIA GOVT EM SP BRC | 1 | 1 | 0 | 0.00% | -$24.11K |
| IRS EUR 2.61000 03/24/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$28.71K |
| IRS EUR 2.52000 03/27/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$25.38K |
| IRS EUR 2.46000 03/13/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$23.01K |
| CMBX.NA.AAA.16 SP SAL | 1 | 1 | 0 | 0.00% | -$17.20K |
| IRS EUR 2.38000 12/31/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$9.42K |
| RFR USD SOFR/3.75000 09/17/25-7Y LCH | 1 | 1 | 0 | 0.00% | $224.31K |
| IRS EUR 2.42000 03/07/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$32.43K |
| SAUDI ARABIA GOVT EM SP JPM | 1 | 1 | 0 | 0.00% | -$55.87K |
| IRS EUR 2.22000 01/08/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$25.15K |
| RFR USD SOFR/3.53500 11/06/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$27.02K |
| IRS EUR 2.50000 03/18/26-5Y LCH | 1 | 1 | 0 | 0.00% | -$69.39K |
| RFR USD SOFR/3.75000 09/17/25-5Y LCH | 1 | 1 | 0 | 0.00% | $176.67K |
| RFR USD SOFR/3.75000 12/18/24-7Y LCH | 1 | 1 | 0 | -0.01% | $218.70K |
| ZCS BRL 13.9271 05/08/25-01/04/27 CME | 2 | 2 | 0 | -0.01% | -$86.96K |
| INF SWAP US IT 2.48 10/29/25-10Y LCH | 1 | 1 | 0 | -0.01% | $43.16K |
| ZCS BRL 13.32 05/08/25-01/02/29 CME | 2 | 2 | 0 | -0.01% | -$263.48K |
| RFR USD SOFR/3.75000 12/17/25-10Y LCH | 1 | 1 | 0 | -0.01% | -$184.75K |
| 317UAUZA5 PIMCO SWAPTION 3.56 PUT USD 20260428 | -27,300,000 | -27,300,000 | 0 | -0.01% | -$27.05K |
| ZCS BRL 13.3 12/18/25-01/02/29 CME | 1 | 1 | 0 | -0.01% | -$315.10K |
| ZCS BRL 13.245 09/02/25-01/02/29 CME | 1 | 1 | 0 | -0.02% | -$436.02K |
| RFR USD SOFR/4.0535* 09/02/25-27Y* LCH | 2 | 2 | 0 | -0.02% | $120.39K |
| IRS AUD 4.50000 06/18/25-10Y LCH | 1 | 1 | 0 | -0.02% | -$288.12K |
| RFR GBP SONIO/4.00000 09/17/25-10Y LCH | 1 | 1 | 0 | -0.03% | -$911.76K |
| RFR USD SOFR/3.75000 12/17/25-5Y LCH | 1 | 1 | 0 | -0.03% | $1.84M |
| RFR USD SOFR/3.16250 08/25/27-1Y LCH | 1 | 1 | 0 | -0.04% | -$858.48K |
| IRS AUD 4.50000 09/20/23-10Y LCH | 1 | 1 | 0 | -0.04% | -$991.24K |
| RFR JPY MUTK/2.00000 06/18/25-30Y LCH | 1 | 1 | 0 | -0.05% | -$233.75K |
Top 300 of 305, by weight.
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