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 | 38,220,000 | 38,220,000 | 15.84% | $39.51M |
| Uniform Mortgage-Backed Security, TBA | 0 | 31,540,000 | 31,540,000 | 12.87% | $32.11M |
| FNCL 5 4/26 | 0 | 14,810,000 | 14,810,000 | 5.86% | $14.61M |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 0 | 1,195,323 | 1,195,323 | 4.67% | $11.64M |
| U.S. Treasury Bills | 0 | 11,442,000 | 11,442,000 | 4.55% | $11.34M |
| Uniform Mortgage-Backed Security, TBA | 0 | 8,360,000 | 8,360,000 | 3.36% | $8.39M |
| FNCL 4 4/26 | 0 | 8,780,000 | 8,780,000 | 3.32% | $8.29M |
| G2SF 4 4/23 | 0 | 6,700,000 | 6,700,000 | 2.52% | $6.28M |
| G2SF 3.5 4/24 | 0 | 6,000,000 | 6,000,000 | 2.21% | $5.50M |
| G2SF 5 5/26 | 0 | 4,910,000 | 4,910,000 | 1.95% | $4.85M |
| Uniform Mortgage-Backed Security, TBA | 0 | 3,010,000 | 3,010,000 | 1.16% | $2.90M |
| Government National Mortgage Association, TBA | 0 | 2,860,000 | 2,860,000 | 1.15% | $2.87M |
| Government National Mortgage Association, TBA | 0 | 2,820,000 | 2,820,000 | 1.15% | $2.86M |
| FNCL 6.5 6/24 | 0 | 2,680,000 | 2,680,000 | 1.11% | $2.77M |
| Government National Mortgage Association, TBA | 0 | 2,180,000 | 2,180,000 | 0.84% | $2.10M |
| Uniform Mortgage-Backed Security, TBA | 0 | 2,020,000 | 2,020,000 | 0.80% | $1.99M |
| FNCL 5.5 4/26 | 0 | 1,810,000 | 1,810,000 | 0.73% | $1.82M |
| HCA INC DISC COML PAPER | 0 | 1,700,000 | 1,700,000 | 0.68% | $1.70M |
| JABIL INC | 0 | 1,500,000 | 1,500,000 | 0.60% | $1.50M |
| Global Payments, Inc. | 0 | 1,400,000 | 1,400,000 | 0.56% | $1.40M |
| CROWN CASTLE | 0 | 1,400,000 | 1,400,000 | 0.56% | $1.40M |
| FIDELITY NATL INFORMATION SVCS | 0 | 1,400,000 | 1,400,000 | 0.56% | $1.40M |
| ERAC USA FINANCE LLC | 0 | 1,400,000 | 1,400,000 | 0.56% | $1.40M |
| Phillips 66 | 0 | 1,400,000 | 1,400,000 | 0.56% | $1.40M |
| GLENCORE FUNDING LLC | 0 | 1,400,000 | 1,400,000 | 0.56% | $1.39M |
| KEURIG DR PEPPER | 0 | 1,400,000 | 1,400,000 | 0.56% | $1.39M |
| FNCL 3 6/24 | 0 | 820,000 | 820,000 | 0.29% | $719.15K |
| WELLS FARGO CO | 0 | 700,000 | 700,000 | 0.28% | $694.39K |
| Takeoff Merger Sub, Inc. | 0 | 400,000 | 400,000 | 0.16% | $397.50K |
| FNCL 3 4/26 | 0 | 410,000 | 410,000 | 0.14% | $360.18K |
| EURO-OAT FUTURE JUN26 | 0 | -79 | -79 | 0.14% | $343.04K |
| GNMA II, Single Family, 30 Year | 0 | 299,970 | 299,970 | 0.11% | $275.35K |
| REPUBLIC OF COLOMBIA SR UNSECURED 06/45 5 | 0 | 300,000 | 300,000 | 0.09% | $216.03K |
| BONOS DE TESORERIA SR UNSECURED 08/32 6.15 | 0 | 700,000 | 700,000 | 0.08% | $210.36K |
| EGYPT GOVERNMENT BOND BONDS 10/30 19.698 | 0 | 11,400,000 | 11,400,000 | 0.08% | $205.35K |
| TITULOS DE TESORERIA BONDS 10/34 7.25 | 0 | 847,700,000 | 847,700,000 | 0.07% | $162.48K |
| IRS EUR 3.00000 09/16/26-30Y LCH | 0 | 1 | 1 | 0.05% | $125.73K |
| TURKIYE CENTR BANK BILL BILLS 04/26 0.00000 | 0 | 5,000,000 | 5,000,000 | 0.04% | $111.68K |
| U.S. Treasury Bill | 0 | 100,000 | 100,000 | 0.04% | $98.89K |
| 317UBRFA3 PIMCO FPPSWAPTION 4.296 CALL USD | 0 | 1,000,000 | 1,000,000 | 0.03% | $79.23K |
| FNCL 3.5 4/26 | 0 | 80,000 | 80,000 | 0.03% | $73.35K |
| TITULOS DE TESORERIA BONDS 01/31 6.5 | 0 | 243,162,480 | 243,162,480 | 0.03% | $63.47K |
| 317UBQXA5 PIMCO FPPSWAPTION 4.296 PUT USD | 0 | 1,000,000 | 1,000,000 | 0.02% | $58.91K |
| BONOS TESORERIA PESOS BONDS 144A REGS 10/29 5.8 | 0 | 40,000,000 | 40,000,000 | 0.02% | $43.98K |
| 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 |
| 31750SIK3 PIMCO CDSOPT PUT USD 0.8 20260617 | 0 | 10,600,000 | 10,600,000 | 0.01% | $25.39K |
| Three Month SONIA Index Futures | 0 | 44 | 44 | 0.01% | $20.33K |
| CDX HY46 5Y ICE | 0 | 1 | 1 | 0.01% | $14.87K |
| 31750SEV3 PIMCO FXVAN PUT USD BRL 5.12000000 | 0 | 0 | 0 | 0.00% | $12.35K |
| 31750SKZ7 PIMCO CDSOPT PUT USD 99.09765625 202 | 0 | 13,800,000 | 13,800,000 | 0.00% | $11.91K |
| 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% | $7.72K |
| 317UCAEA0 PIMCO SWAPTION 4.219 PUT USD 2026060 | 0 | 1,600,000 | 1,600,000 | 0.00% | $5.54K |
| 317UC7LA9 PIMCO SWAPTION 3.651 CALL USD 202606 | 0 | 0 | 0 | 0.00% | $5.46K |
| 317UC76A6 PIMCO SWAPTION 4.0325 PUT USD 202605 | 0 | 1,100,000 | 1,100,000 | 0.00% | $4.89K |
| 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 | 200,000 | 200,000 | 0.00% | $3.22K |
| 317UBKMA0 PIMCO SWAPTION 3.4625 CALL USD 20260 | 0 | 2,200,000 | 2,200,000 | 0.00% | $1.80K |
| 317UC8DA6 PIMCO SWAPTION 3.599 CALL USD 202606 | 0 | 0 | 0 | 0.00% | $1.57K |
| 31750SJW6 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $931 |
| 31750SBB0 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $785 |
| 31750SCK9 PIMCO FXVAN PUT USD KRW 1350.0000000 | 0 | 0 | 0 | 0.00% | $531 |
| 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 |
| 317UBSFA1 PIMCO SWAPTION 3.449 CALL USD 202604 | 0 | 2,800,000 | 2,800,000 | 0.00% | $20 |
| 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 |
| 317UC4YA2 PIMCO SWAPTION 3.6 CALL USD 20260416 | 0 | -200,000 | -200,000 | 0.00% | -$179 |
| 317UC9LA5 PIMCO SWAPTION 4.095 PUT USD 2026040 | 0 | 550,000 | 550,000 | 0.00% | -$197 |
| 317UC8QA2 PIMCO SWAPTION 4.055 PUT USD 2026042 | 0 | -100,000 | -100,000 | 0.00% | -$278 |
| 317UC8RA1 PIMCO SWAPTION 3.695 CALL USD 202604 | 0 | -100,000 | -100,000 | 0.00% | -$288 |
| 317UC6DA0 PIMCO SWAPTION 3.9 PUT USD 20260420 | 0 | -100,000 | -100,000 | 0.00% | -$566 |
| RFR USD SOFR/3.50000 06/17/26-7Y LCH | 0 | 1 | 1 | 0.00% | -$586 |
| 31750SEW1 PIMCO FXVAN CALL USD BRL 5.70000000 | 0 | -530,000 | -530,000 | 0.00% | -$602 |
| CDX ITRAXX MAIN44 5Y ICE | 0 | 1 | 1 | 0.00% | -$693 |
| 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% | -$1.54K |
| 31750SC52 PIMCO CDSOPT PUT USD 102.32812500 20 | 0 | -500,000 | -500,000 | 0.00% | -$1.62K |
| CDX ITRAXX MAIN45 5Y ICE | 0 | 1 | 1 | 0.00% | -$1.62K |
| 31750SCO1 PIMCO CDSOPT PUT USD 101.11328125 20 | 0 | -300,000 | -300,000 | 0.00% | -$2.05K |
| 31750SNE1 PIMCO CDSOPT CALL USD 94.81250000 20 | 0 | -1,600,000 | -1,600,000 | 0.00% | -$5.04K |
| 31750SOX8 PIMCO CDSOPT PUT USD 96.10156250 202 | 0 | -3,000,000 | -3,000,000 | 0.00% | -$5.69K |
| 317UC75A7 PIMCO SWAPTION 3.7325 CALL USD 20260 | 0 | -1,300,000 | -1,300,000 | 0.00% | -$6.25K |
| 31750SKX2 PIMCO CDSOPT CALL USD 0.55 20260617 | 0 | -15,600,000 | -15,600,000 | 0.00% | -$7.93K |
| IRS AUD 5.00000 09/16/26-10Y LCH | 0 | 1 | 1 | 0.00% | -$8.33K |
| 31750SKH7 PIMCO CDSOPT CALL USD 102.31250000 2 | 0 | -3,000,000 | -3,000,000 | 0.00% | -$8.46K |
| 317UBKLA1 PIMCO SWAPTION 3.7625 PUT USD 202604 | 0 | -2,500,000 | -2,500,000 | 0.00% | -$9.29K |
| 317UC62A2 PIMCO SWAPTION 3.7825 PUT USD 202606 | 0 | 0 | 0 | 0.00% | -$10.04K |
| ZCS BRL 13.015 01/27/26-01/02/31 CME | 0 | 1 | 1 | 0.00% | -$12.14K |
| 317UBYBA2 PIMCO SWAPTION 3.967 PUT USD 2026050 | 0 | -3,900,000 | -3,900,000 | -0.01% | -$12.81K |
| RFR USD SOFR/4.00000 03/18/26-30Y LCH | 0 | 1 | 1 | -0.01% | -$13.14K |
| OIS CAD CAONREPO/3.0000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.01% | -$14.26K |
| ZCS BRL 12.82 01/27/26-01/02/29 CME | 0 | 1 | 1 | -0.01% | -$15.51K |
| 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 | -0.02% | -$61.27K |
| RFR GBP SONIO/4.00000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.07% | -$162.23K |
| IRS EUR 2.75000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.11% | -$269.58K |
| EURO-BUND FUTURE JUN26 | 0 | 75 | 75 | -0.11% | -$271.86K |
| CDX IG46 5Y ICE | 0 | 1 | 1 | -0.21% | -$517.45K |
| FNCL 2 4/26 | 0 | -3,880,000 | -3,880,000 | -1.25% | -$3.13M |
| FNCL 2.5 4/26 | 0 | -5,230,000 | -5,230,000 | -1.76% | -$4.40M |
| G2SF 3 4/26 | 0 | -6,300,000 | -6,300,000 | -2.26% | -$5.63M |
| Uniform Mortgage-Backed Security, TBA | 0 | -10,980,000 | -10,980,000 | -4.03% | -$10.04M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FNCL 6 3/24 | 32,370,000 | 0 | -32,370,000 | 0.00% | -$33.22M |
| Uniform Mortgage-Backed Security, TBA | 21,020,000 | 0 | -21,020,000 | 0.00% | -$21.87M |
| iShares Core S&P 500 ETF | 27,830 | 0 | -27,830 | 0.00% | -$19.06M |
| Uniform Mortgage-Backed Security, TBA | 17,200,000 | 0 | -17,200,000 | 0.00% | -$17.88M |
| Uniform Mortgage-Backed Security, TBA | 15,670,000 | 0 | -15,670,000 | 0.00% | -$15.61M |
| Uniform Mortgage-Backed Security, TBA | 9,660,000 | 0 | -9,660,000 | 0.00% | -$9.79M |
| FR SD8526 | 7,830,334 | 0 | -7,830,334 | 0.00% | -$8.14M |
| PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND | 828,223 | 0 | -828,223 | 0.00% | -$8.13M |
| Uniform Mortgage-Backed Security, TBA | 7,320,000 | 0 | -7,320,000 | 0.00% | -$7.14M |
| FREDDIE MAC FHR 5575 FC | 6,677,453 | 0 | -6,677,453 | 0.00% | -$6.71M |
| G2SF 4 1/26 | 6,700,000 | 0 | -6,700,000 | 0.00% | -$6.33M |
| Uniform Mortgage-Backed Security, TBA | 6,310,000 | 0 | -6,310,000 | 0.00% | -$5.98M |
| G2SF 3.5 1/26 | 6,300,000 | 0 | -6,300,000 | 0.00% | -$5.73M |
| G2SF 5 1/26 | 4,910,000 | 0 | -4,910,000 | 0.00% | -$4.90M |
| MFRA TRUST MFRA 2023 NQM1 A1 144A | 3,381,063 | 0 | -3,381,063 | 0.00% | -$3.37M |
| TBA GNMA 30 YR 5.50000000 | 2,860,000 | 0 | -2,860,000 | 0.00% | -$2.89M |
| G2SF 6 1/25 | 2,820,000 | 0 | -2,820,000 | 0.00% | -$2.87M |
| Uniform Mortgage-Backed Security, TBA | 2,450,000 | 0 | -2,450,000 | 0.00% | -$2.51M |
| MEX BONOS DESARR FIX RT BONDS 03/29 8.5 | 39,700,000 | 0 | -39,700,000 | 0.00% | -$2.23M |
| G2SF 4.5 1/26 | 2,180,000 | 0 | -2,180,000 | 0.00% | -$2.12M |
| FNMA POOL BM7581 FN 09/31 VARIABLE | 1,800,000 | 0 | -1,800,000 | 0.00% | -$1.84M |
| BONOS TESORERIA PESOS BONDS 144A REGS 10/28 5 | 1,340,000,000 | 0 | -1,340,000,000 | 0.00% | -$1.52M |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM1 A1 144A | 1,488,700 | 0 | -1,488,700 | 0.00% | -$1.49M |
| FHLB | 1,200,000 | 0 | -1,200,000 | 0.00% | -$1.18M |
| ALBACORE EURO CLO ALBAC 1A AR 144A | 900,000 | 0 | -900,000 | 0.00% | -$1.06M |
| POLAND GOVERNMENT BOND BONDS 07/29 4.75 | 3,210,000 | 0 | -3,210,000 | 0.00% | -$909.83K |
| FNMA POOL BM7579 FN 10/29 VARIABLE | 900,000 | 0 | -900,000 | 0.00% | -$907.13K |
| FNMA POOL BS9867 FN 11/30 FIXED 5.3 | 800,000 | 0 | -800,000 | 0.00% | -$837.69K |
| FNCL 3 2/26 | 820,000 | 0 | -820,000 | 0.00% | -$724.84K |
| FNMA POOL BS9613 FN 10/28 FIXED 4.77 | 600,000 | 0 | -600,000 | 0.00% | -$613.16K |
| FNMA POOL BZ2582 FN 12/29 FIXED 4.3 | 601,000 | 0 | -601,000 | 0.00% | -$606.21K |
| FHLB | 600,000 | 0 | -600,000 | 0.00% | -$596.72K |
| PACIFIC GAS&ELEC | 500,000 | 0 | -500,000 | 0.00% | -$528.35K |
| FNMA POOL BS9669 FN 10/28 FIXED 4.72 | 500,000 | 0 | -500,000 | 0.00% | -$511.11K |
| CORDATUS CLO PLC CORDA 24A A 144A | 384,187 | 0 | -384,187 | 0.00% | -$452.34K |
| BANK NOVA SCOTIA | 400,000 | 0 | -400,000 | 0.00% | -$416.96K |
| FNMA POOL BZ1029 FN 06/29 FIXED 4.93 | 400,000 | 0 | -400,000 | 0.00% | -$411.72K |
| 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 |
| FUT. EUR FOAT MAR26 | -68 | 0 | 68 | 0.00% | -$57.45K |
| OIS MXN TIIE1/7.01100 10/20/25-3Y* CME | 1 | 0 | -1 | 0.00% | -$13.18K |
| 317UAQQA4 PIMCO SWAPTION 3.7505 PUT USD 202610 | 19,700,000 | 0 | -19,700,000 | 0.00% | -$12.28K |
| 317UBDPA3 PIMCO SWAPTION 3.407 CALL USD 202603 | 3,300,000 | 0 | -3,300,000 | 0.00% | -$11.51K |
| 317UAM5A6 PIMCO SWAPTION 3.23 CALL USD 2026033 | 2,300,000 | 0 | -2,300,000 | 0.00% | -$6.55K |
| 31750RZZ3 PIMCO FXVAN PUT USD BRL 5.12000000 | 0 | 0 | 0 | 0.00% | -$3.10K |
| 31750RZW0 PIMCO FXVAN PUT USD KRW 1385.0000000 | 0 | 0 | 0 | 0.00% | -$2.56K |
| OIS MXN TIIE1/7.76000 04/09/25-4Y* CME | 1 | 0 | -1 | 0.00% | -$2.48K |
| STRUCTURED ASSET SECURITIES CO SASC 2006 BC5 A4 | 241 | 0 | -241 | 0.00% | -$241 |
| 317UA3NA8 PIMCO SWAPTION 4.75 PUT USD 20260218 | 6,000,000 | 0 | -6,000,000 | 0.00% | -$38 |
| 317UAN5A4 PIMCO SWAPTION 3.1885 CALL USD 20260 | 1,900,000 | 0 | -1,900,000 | 0.00% | -$0 |
| RFR USD SOFR/3.91900 01/14/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| USD - ZAR | 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/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 |
| RFR USD SOFR/4.25500 08/05/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| USD - HKD | 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/3.86000 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/3.92750 01/20/26-10Y 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/3.22200 08/06/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/4.46000 08/08/35-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| 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 |
| 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 |
| USD - KRW | 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/3.19400 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/3.29750 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 |
| 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 | -2,100,000 | 0 | 2,100,000 | 0.00% | $14 |
| 317UBA6A0 PIMCO SWAPTION 3.625 CALL USD 202601 | -300,000 | 0 | 300,000 | 0.00% | $27 |
| 317UB9UA6 PIMCO SWAPTION 3.86 PUT USD 20260105 | -300,000 | 0 | 300,000 | 0.00% | $57 |
| 317UBA5A1 PIMCO SWAPTION 3.925 PUT USD 2026010 | -300,000 | 0 | 300,000 | 0.00% | $60 |
| 317UBCLA9 PIMCO SWAPTION 3.6475 CALL USD 20260 | -200,000 | 0 | 200,000 | 0.00% | $138 |
| 317UBC4A8 PIMCO SWAPTION 3.639 CALL USD 202601 | -600,000 | 0 | 600,000 | 0.00% | $147 |
| 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 | -600,000 | 0 | 600,000 | 0.00% | $395 |
| IRS CLP 4.58000 09/12/25-3Y* CME | 1 | 0 | -1 | 0.00% | $439 |
| 317UBEWA3 PIMCO SWAPTION 3.882 PUT USD 2026012 | -200,000 | 0 | 200,000 | 0.00% | $592 |
| 317UB80A1 PIMCO SWAPTION 4.066 PUT USD 2026020 | -1,000,000 | 0 | 1,000,000 | 0.00% | $847 |
| 31750S8M0 PIMCO CDSOPT PUT USD 0.525 20260218 | -2,600,000 | 0 | 2,600,000 | 0.00% | $2.73K |
| 31750RZX8 PIMCO FXVAN CALL USD BRL 5.64000000 | -610,000 | 0 | 610,000 | 0.00% | $4.75K |
| IRS PLN 4.13600 09/30/25-4Y* CME | 1 | 0 | -1 | 0.00% | $5.01K |
| 31750S4Q5 PIMCO CDSOPT CALL USD 0.525 20260218 | -12,000,000 | 0 | 12,000,000 | 0.00% | $17.91K |
| IRS ZAR 7.20500 08/26/25-6Y* CME | 1 | 0 | -1 | 0.00% | $27.26K |
| 31750S3C7 PIMCO CDSOPT CALL USD 0.525 20260121 | -19,020,000 | 0 | 19,020,000 | 0.00% | $40.58K |
| OIS MXN TIIE1/9.00000 12/24/24-4Y* CME | 1 | 0 | -1 | 0.00% | $47.60K |
| FUT. EURO-BUND EUX MAR26 | 61 | 0 | -61 | 0.00% | $126.80K |
| SWOP CDX IG45 (V1 ONLY) 5Y SP | 1 | 0 | -1 | 0.00% | $354.11K |
| FNCL 2 1/26 | -4,230,000 | 0 | 4,230,000 | 0.00% | $3.42M |
| FNCL 2.5 1/26 | -5,700,000 | 0 | 5,700,000 | 0.00% | $4.82M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 30YR TBA FEB | -6,300,000 | 0 | 6,300,000 | 0.00% | $5.65M |
| FNCL 3.5 2/26 | -13,040,000 | 0 | 13,040,000 | 0.00% | $12.02M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| TITULOS DE TESORERIA BONDS 01/35 11.75 | 1,668,400,000 | 6,692,100,000 | 5,023,700,000 | 0.67% | $1.25M |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7 | 2,900,000 | 3,500,000 | 600,000 | 0.44% | $117.48K |
| RFR USD SOFR/4.11000 08/25/27-30Y LCH | 1 | 12,500,001 | 12,500,000 | 0.30% | $761.19K |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/35 6 | 100,000 | 600,000 | 500,000 | 0.07% | $143.97K |
| RFR USD SOFR/4.52000 08/15/35-10Y LCH | 0 | 2,600,000 | 2,600,000 | 0.06% | $144.00K |
| RFR USD SOFR/4.09300 01/06/27-1Y LCH | 0 | 47,600,000 | 47,600,000 | 0.03% | $72.77K |
| 31750S7L3 PIMCO CDSOPT PUT USD 0.65 20260520 | 28,800,000 | 36,800,000 | 8,000,000 | 0.03% | $29.08K |
| RFR USD SOFR/4.65600 08/22/35-10Y LCH | 0 | 600,000 | 600,000 | 0.01% | $34.00K |
| RFR USD SOFR/3.74200 03/26/26-7Y LCH | 0 | 1 | 1 | 0.00% | $3.55K |
| 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% | -$115 |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Ellington Financial Mortgage Trust, Series 2022-4, Class A1 | 3,788,898 | 3,582,497 | -206,401 | 1.44% | -$214.42K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 118 FA | 3,465,305 | 3,066,188 | -399,117 | 1.24% | -$400.03K |
| BX TRUST BX 2022 AHP A 144A | 3,000,000 | 2,951,748 | -48,252 | 1.18% | -$46.88K |
| EURO GALAXY CLO BV EGLXY 2016 5A ARRR 144A | 2,497,738 | 2,497,315 | -424 | 1.16% | -$48.80K |
| G2 MB0422 | 2,960,920 | 2,939,740 | -21,179 | 1.14% | -$42.04K |
| FREDDIE MAC FHR 5580 FA | 2,705,262 | 2,599,080 | -106,182 | 1.05% | -$110.59K |
| FREDDIE MAC FHR 5565 FC | 2,502,760 | 2,416,921 | -85,840 | 0.98% | -$73.35K |
| TITULOS DE TESORERIA BONDS 08/29 11 | 8,782,600,000 | 7,083,500,000 | -1,699,100,000 | 0.72% | -$412.09K |
| SLM STUDENT LOAN TRUST SLMA 2010 C A5 144A | 1,612,797 | 1,552,323 | -60,475 | 0.65% | -$67.34K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 25-124 HF SOFR30A+115 07/20/2055 | 1,474,312 | 1,325,457 | -148,855 | 0.54% | -$145.75K |
| TPMT 2019-1 A1 144A FRN 03-25-58 | 1,184,691 | 1,134,808 | -49,883 | 0.44% | -$57.13K |
| SMB Private Education Loan Trust, Series 2021-A, Class A2A1 | 1,110,688 | 1,048,431 | -62,258 | 0.42% | -$61.51K |
| COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR B 144A | 2,900,000 | 1,000,000 | -1,900,000 | 0.40% | -$1.84M |
| ATRIUM HOTEL PORTFOLIO TRUST AHPT 2017 ATRM B 144A | 5,000,000 | 1,000,000 | -4,000,000 | 0.39% | -$3.92M |
| FREDDIE MAC POOL UMBS P#SL2468 5.50000000 | 975,380 | 950,531 | -24,849 | 0.39% | -$31.60K |
| VISIO TRUST VISIO 2023 2 A1 144A | 976,839 | 935,816 | -41,023 | 0.38% | -$44.00K |
| TRTX Issuer Ltd., Series 2022-FL5, Class A | 1,066,063 | 917,270 | -148,793 | 0.37% | -$144.58K |
| FR RJ2091 | 961,646 | 881,120 | -80,526 | 0.36% | -$89.32K |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-A SMB 2021-A APT1 | 1,002,670 | 946,467 | -56,203 | 0.35% | -$49.50K |
| TOWD POINT MTGE. TS 3.75% | 941,234 | 914,717 | -26,517 | 0.35% | -$36.58K |
| J.P. Morgan Mortgage Trust, Series 2023-DSC1, Class A1 | 828,418 | 794,481 | -33,937 | 0.31% | -$45.93K |
| NAVSL 2015-BA A3 | 854,232 | 710,024 | -144,208 | 0.29% | -$144.67K |
| MASTR Asset Backed Securities Trust 2007-WMC1 | 2,413,706 | 2,402,303 | -11,402 | 0.27% | -$22.86K |
| NSLT 2021-CA AFL 144A FRN 04-20-62 | 718,280 | 658,757 | -59,523 | 0.26% | -$61.02K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC2 A3B | 875,920 | 865,044 | -10,875 | 0.26% | -$8.64K |
| JP MORGAN MORTGAGE TRUST JPMMT 2023 DSC2 A1 144A | 665,275 | 648,439 | -16,836 | 0.26% | -$24.42K |
| PRKCM Trust, Series 2023-AFC3, Class A1 | 669,226 | 587,658 | -81,568 | 0.24% | -$84.14K |
| FREDDIE MAC REMICS SER 5513 CL MF V/R 5.01180000 | 648,854 | 577,690 | -71,164 | 0.23% | -$70.15K |
| FREMONT HOME LOAN TRUST FHLT 2006 B 2A3 | 1,821,192 | 1,812,557 | -8,636 | 0.22% | -$6.96K |
| SMB Private Education Loan Trust 2020-PTB | 606,854 | 558,816 | -48,039 | 0.22% | -$47.69K |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER Q034 CL APT2 V/R 2.90299700 | 586,785 | 559,173 | -27,613 | 0.22% | -$27.95K |
| FREDDIE MAC POOL UMBS P#RJ4826 5.50000000 | 530,711 | 520,050 | -10,661 | 0.21% | -$15.39K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL3 A1 144A | 589,573 | 581,640 | -7,933 | 0.21% | -$11.13K |
| TPMT 2018-3 A1 144A FRN 05-25-58 | 532,503 | 496,343 | -36,160 | 0.20% | -$37.89K |
| SMB Private Education Loan Trust (Private Loans) 5.38 01/15/2053 | 469,616 | 442,572 | -27,043 | 0.18% | -$30.84K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A1 | 706,065 | 692,031 | -14,033 | 0.18% | -$12.10K |
| SAGB 7 02/28/31 R213 | 26,000,000 | 7,890,000 | -18,110,000 | 0.18% | -$1.10M |
| NORTHWOODS CAPITAL XIV-B LTD AR TSFR3M+125 11/13/2031 144A | 537,607 | 433,716 | -103,891 | 0.17% | -$103.69K |
| FHLG 30YR 5% 10/01/2053#RJ0049 | 438,755 | 433,931 | -4,824 | 0.17% | -$9.29K |
| Soundview Home Loan Trust, Series 2007-OPT5, Class 1A1 | 519,818 | 508,651 | -11,167 | 0.16% | -$6.49K |
| SMB Private Education Loan Trust, Series 2024-D, Class A1B | 412,306 | 391,108 | -21,198 | 0.16% | -$18.68K |
| G2 MB0146 | 406,357 | 391,365 | -14,991 | 0.16% | -$17.79K |
| Citigroup Mortgage Loan Trust, Series 2007-AMC1, Class A1 | 697,938 | 688,043 | -9,895 | 0.16% | -$8.18K |
| MASTR Asset-Backed Securities Trust, Series 2007-HE1, Class A3 | 403,062 | 369,624 | -33,438 | 0.14% | -$31.82K |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-C SER 2022-C CL A1B V/R REGD 144A P/P 5.83385000 | 351,602 | 330,212 | -21,390 | 0.13% | -$21.31K |
| ST PAULS CLO SPAUL 8A AN 144A | 641,778 | 278,474 | -363,304 | 0.13% | -$432.55K |
| GLS Auto Select Receivables Trust, Series 2023-1A, Class A3 | 429,776 | 318,244 | -111,532 | 0.13% | -$113.01K |
| FNMA, REMIC, Series 2011-35, Class PE | 350,155 | 311,488 | -38,667 | 0.12% | -$40.68K |
| STWD Ltd., Series 2022-FL3, Class A | 808,549 | 290,897 | -517,652 | 0.12% | -$519.69K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 6 A11 144A | 299,413 | 261,447 | -37,966 | 0.11% | -$38.08K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC2 A1 144A | 279,862 | 274,790 | -5,072 | 0.10% | -$4.57K |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 A3 144A | 424,075 | 237,864 | -186,210 | 0.10% | -$187.24K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE4 A1 144A | 534,160 | 532,306 | -1,854 | 0.10% | -$813 |
| REPUBLIC OF ECUADOR SR UNSECURED REGS 07/30 0.0000 | 300,000 | 270,000 | -30,000 | 0.09% | -$30.77K |
| BHG Securitization Trust, Series 2022-C, Class B | 480,694 | 217,942 | -262,751 | 0.09% | -$263.80K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA8 A1 | 236,231 | 229,051 | -7,180 | 0.09% | -$5.52K |
| REPUBLIC OF COLOMBIA SR UNSECURED 11/54 8.375 | 400,000 | 200,000 | -200,000 | 0.08% | -$218.31K |
| FED HM LN PC POOL QZ5154 FR 10/55 FIXED 6 | 197,773 | 197,075 | -697 | 0.08% | -$1.98K |
| FIRST HELP FINANCIAL LLC FHF 2024 2A A2 144A | 242,691 | 196,738 | -45,954 | 0.08% | -$46.13K |
| Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2006-AR1, Class 1A3 | 210,736 | 194,494 | -16,242 | 0.08% | -$15.43K |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 3 2A4 | 649,147 | 645,006 | -4,141 | 0.08% | -$3.42K |
| ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF A 144A | 230,027 | 187,041 | -42,986 | 0.07% | -$42.75K |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 2A13 | 193,522 | 189,455 | -4,067 | 0.07% | -$1.45K |
| MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 1 A2 | 390,956 | 388,129 | -2,827 | 0.07% | -$2.93K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A2D | 379,614 | 376,449 | -3,164 | 0.07% | -$2.75K |
| Securitized Asset Backed Receivables LLC Trust 2005-FR4 | 183,380 | 178,649 | -4,732 | 0.07% | -$4.15K |
| IndyMac INDX Mortgage Loan Trust, Series 2006-AR11, Class 2A1 | 189,323 | 185,668 | -3,655 | 0.07% | -$2.07K |
| SDART 2024-3 A3 | 275,532 | 161,772 | -113,760 | 0.07% | -$114.44K |
| SG MORTGAGE SECURITIES TRUST SGMS 2006 OPT2 A2 | 176,794 | 169,815 | -6,979 | 0.06% | -$6.12K |
| GSR MORTGAGE LOAN TRUST GSR 2006 1F 5A1 | 456,005 | 454,971 | -1,034 | 0.06% | -$4.71K |
| CRVNA 2023-P5 A3 144A 5.62% 01-10-29 | 202,930 | 155,130 | -47,800 | 0.06% | -$48.37K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA7 2A1 | 170,514 | 167,658 | -2,856 | 0.06% | -$2.44K |
| NELNET STUDENT LOAN TRUST NSLT 2023 AA AFX 144A | 162,353 | 148,294 | -14,059 | 0.06% | -$15.74K |
| Nelnet Student Loan Trust, Series 2023-AA, Class AFL | 162,353 | 148,294 | -14,059 | 0.06% | -$14.45K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA1 A3 | 144,879 | 143,151 | -1,728 | 0.05% | -$1.27K |
| GSAMP TRUST GSAMP 2007 NC1 A2A | 259,339 | 256,608 | -2,731 | 0.05% | -$2.32K |
| CWABS Asset-Backed Certificates Trust 2005-AB4 | 124,937 | 123,546 | -1,391 | 0.05% | -$1.26K |
| SECURITIZED ASSET BACKED RECEI SABR 2006 FR4 A2A | 347,236 | 344,774 | -2,462 | 0.04% | -$2.03K |
| IndyMac INDX Mortgage Loan Trust, Series 2006-AR39, Class A1 | 121,344 | 119,552 | -1,792 | 0.04% | -$1.05K |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 1A A 144A | 113,453 | 98,569 | -14,885 | 0.04% | -$14.98K |
| UNTD AIR 24-1 AA | 96,552 | 93,975 | -2,578 | 0.04% | -$3.52K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA2 A3 | 92,799 | 92,123 | -676 | 0.03% | $937 |
| CWALT 2006-OA11 A1B | 79,508 | 77,571 | -1,937 | 0.03% | -$1.75K |
| Merrill Lynch Mortgage Investors Trust Series 2006-HE4 | 367,245 | 366,460 | -786 | 0.03% | -$1.17K |
| CWABS Asset-Backed Certificates Trust 2006-2 | 73,842 | 72,162 | -1,680 | 0.03% | -$1.61K |
| SECURITIZED ASSET BACKED RECEI SABR 2006 HE2 A2D | 184,430 | 183,276 | -1,154 | 0.03% | -$930 |
| GSR MORTGAGE LOAN TRUST GSR 2007 4F 3A8 | 109,022 | 107,899 | -1,123 | 0.03% | -$1.14K |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 3 3A | 112,781 | 112,649 | -131 | 0.02% | -$83 |
| Freddie Mac REMICS | 57,318 | 54,893 | -2,425 | 0.02% | -$2.45K |
| JP Morgan Alternative Loan Trust | 103,485 | 101,786 | -1,698 | 0.02% | -$1.19K |
| Bear Stearns ALT-A Trust, Series 2005-8, Class 21A1 | 66,233 | 64,347 | -1,886 | 0.02% | -$911 |
| LEHMAN MORTGAGE TRUST LMT 2007 8 1A1 | 53,817 | 52,845 | -972 | 0.02% | -$1.25K |
| Long Beach Mortgage Loan Trust, Series 2006-4, Class 1A | 94,856 | 94,106 | -750 | 0.02% | -$683 |
| TITULOS DE TESORERIA SR UNSECURED 04/29 2.25 | 476,558,040 | 202,635,400 | -273,922,640 | 0.02% | -$63.66K |
| MORTGAGE EQUITY CONVERSION ASS MECA 2007 FF3 A 144A | 57,421 | 52,083 | -5,337 | 0.02% | -$5.48K |
| CVS PASS THROUGH TRUST PASS THRU CE 01/30 6.943 | 42,756 | 40,464 | -2,292 | 0.02% | -$2.71K |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 3 2A1A | 48,188 | 41,484 | -6,704 | 0.02% | -$6.42K |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3C | 159,333 | 158,090 | -1,243 | 0.01% | -$857 |
| Fannie Mae REMICS | 37,503 | 35,646 | -1,858 | 0.01% | -$1.87K |
| MLMI 2005-A7 2A1 | 40,982 | 40,552 | -431 | 0.01% | -$204 |
| JP Morgan Mortgage Trust, Series 2006-A6, Class 1A4L | 47,619 | 45,420 | -2,199 | 0.01% | -$2.40K |
| Freddie Mac REMICS | 31,430 | 30,392 | -1,038 | 0.01% | -$1.05K |
| FREDDIE MAC FHR 3360 FC | 29,811 | 28,833 | -978 | 0.01% | -$985 |
| Thornburg Mortgage Securities Trust, Series 2007-3, Class 3A1 | 32,696 | 30,391 | -2,306 | 0.01% | -$2.21K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 81 A1 | 28,218 | 27,867 | -351 | 0.01% | -$292 |
| FREDDIE MAC FHR 3289 FG | 23,829 | 23,283 | -546 | 0.01% | -$547 |
| Washington Mutual Mortgage Pass-Through Certificates Series 2007-HY1 Trust | 26,624 | 26,408 | -216 | 0.01% | $51 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR19 A1 | 25,798 | 24,407 | -1,391 | 0.01% | -$1.16K |
| Bear Stearns ALT-A Trust, Series 2005-7, Class 22A1 | 44,833 | 43,403 | -1,430 | 0.01% | -$1.22K |
| FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2023 2 A2 144A | 56,168 | 22,166 | -34,003 | 0.01% | -$34.17K |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR7 5A1 | 23,616 | 23,311 | -305 | 0.01% | -$82 |
| FNMA, Series 2005-79, Class NF | 18,254 | 17,295 | -959 | 0.01% | -$946 |
| CWMBS, Inc. | 15,294 | 15,030 | -264 | 0.01% | -$158 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2005 6 5A2 | 15,097 | 15,045 | -52 | 0.01% | $71 |
| Chase Mortgage Finance Trust Series 2006-A1 | 14,255 | 13,920 | -334 | 0.00% | -$220 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 F 2A2 | 12,245 | 11,442 | -803 | 0.00% | -$698 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF5 2A3 | 10,637 | 9,849 | -788 | 0.00% | -$770 |
| FREDDIE MAC FHR 3376 FD | 8,660 | 8,411 | -249 | 0.00% | -$252 |
| FANNIE MAE FNR 2005 75 AF | 8,682 | 8,272 | -410 | 0.00% | -$407 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 11 A1A | 8,781 | 8,678 | -103 | 0.00% | -$60 |
| Massachusetts Educational Financing Authority, Series 2008-1, Class A1 | 8,007 | 7,483 | -524 | 0.00% | -$546 |
| Fannie Mae REMICS | 4,522 | 4,446 | -76 | 0.00% | -$76 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A6 3A1 | 5,934 | 5,660 | -274 | 0.00% | -$183 |
| FNMA, Series 2007-63, Class FC | 2,126 | 2,035 | -91 | 0.00% | -$91 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AP2 A5 | 4,118 | 4,057 | -62 | 0.00% | -$61 |
| FANNIEMAE WHOLE LOAN FNW 2003 W6 F | 1,706 | 1,637 | -70 | 0.00% | -$69 |
| Structured Adjustable Rate Mortgage Loan Trust, Series 2004-19, Class 2A1 | 1,636 | 1,610 | -26 | 0.00% | -$18 |
| BSARM 2004-8 2A1 | 1,602 | 1,405 | -197 | 0.00% | -$166 |
| Chase Mortgage Finance Trust Series 2005-A1 | 2,455 | 873 | -1,582 | 0.00% | -$1.49K |
| Merrill Lynch Mortgage Investors Trust, Series MLCC 2003-C | 814 | 786 | -28 | 0.00% | -$25 |
| Structured Adjustable Rate Mortgage Loan Trust, Series 2004-1, Class 4A2 | 528 | 513 | -15 | 0.00% | -$13 |
| ACE SECURITIES CORP. ACE 2006 HE4 A2A | 1,014 | 997 | -17 | 0.00% | -$13 |
| GSR Mortgage Loan Trust, Series 2005-AR7, Class 6A1 | 402 | 397 | -5 | 0.00% | -$2 |
| GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 | 357 | 351 | -7 | 0.00% | -$4 |
| FNMA POOL 256571 FN 12/26 FIXED 6.5 | 375 | 254 | -121 | 0.00% | -$127 |
| Bear Stearns ARM Trust 2004-1 | 233 | 217 | -16 | 0.00% | -$15 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 26CB A4 | 272 | 269 | -4 | 0.00% | -$5 |
| FNMA POOL 256479 FN 10/26 FIXED 6.5 | 286 | 156 | -130 | 0.00% | -$135 |
| Washington Mutual Mortgage Pass-Through Certificates Series 2002-AR17 Trust | 161 | 148 | -13 | 0.00% | -$12 |
| CWMBS, Inc. | 174 | 112 | -62 | 0.00% | -$62 |
| FNMA POOL 831587 FN 07/26 FIXED 6.5 | 90 | 12 | -78 | 0.00% | -$81 |
| Banc of America Mortgage Trust, Series 2003-D, Class 2A4 | 4 | 3 | -0 | 0.00% | -$0 |
| RFR USD SOFR/3.64600 04/17/26-7Y LCH | 0 | -300,000 | -300,000 | -0.01% | -$13.18K |
| RFR USD SOFR/3.67400 04/29/26-7Y LCH | 0 | -100,000 | -100,000 | -0.01% | -$20.25K |
| 31750S949 PIMCO CDSOPT CALL USD 0.5 20260520 | -32,400,000 | -45,500,000 | -13,100,000 | -0.01% | $34.43K |
| US ULTRA BOND CBT Sep25 | 65,161,280 | 12,287,580 | -52,873,700 | -2.18% | -$9.07M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 | 14,200,000 | 14,200,000 | 0 | 1.71% | -$291.69K |
| US TREASURY N/B | 2,700,000 | 2,700,000 | 0 | 1.05% | -$32.43K |
| CONTEGO CLO DAC CONTE 8A AR 144A | 2,230,000 | 2,230,000 | 0 | 1.03% | -$46.50K |
| US TREASURY N/B | 2,300,000 | 2,300,000 | 0 | 0.92% | -$20.89K |
| New Orleans Hotel Trust, Series 2019-HNLA, Class A | 2,300,000 | 2,300,000 | 0 | 0.91% | -$8.76K |
| REPUBLIC OF SOUTH AFRICA BONDS 03/36 6.25 | 31,270,000 | 31,270,000 | 0 | 0.60% | -$129.07K |
| SMB Private Education Loan Trust, Series 2017-B, Class B | 1,100,000 | 1,100,000 | 0 | 0.43% | -$4.12K |
| RFR USD SOFR/3.50000 06/21/23-10Y LCH | 1 | 1 | 0 | 0.42% | $130.49K |
| BARCLAYS PLC | 1,000,000 | 1,000,000 | 0 | 0.42% | -$25.46K |
| HERTZ VEHICLE FINANCING LLC HERTZ 2024 1A A 144A | 1,000,000 | 1,000,000 | 0 | 0.41% | -$7.04K |
| Eagle Funding LuxCo S.a.r.l. | 1,000,000 | 1,000,000 | 0 | 0.40% | -$13.34K |
| DIAMETER CAPITAL CLO DCLO 2024 6A A1 144A | 1,000,000 | 1,000,000 | 0 | 0.40% | -$2.16K |
| NEUBERGER BERMAN LOAN ADVISERS NEUBL 2023 1A A1R 144A | 1,000,000 | 1,000,000 | 0 | 0.40% | -$1.09K |
| REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875 | 16,800,000 | 16,800,000 | 0 | 0.39% | -$82.97K |
| REPUBLIC OF PERU SR UNSECURED REGS 08/34 5.4 | 3,500,000 | 3,500,000 | 0 | 0.38% | -$83.56K |
| CDX ITRAXX XOV44 5Y 35-100% SP MYC | 5 | 5 | 0 | 0.38% | -$167.17K |
| Capital Four US CLO II Ltd., Series 2022-1A, Class AR | 900,000 | 900,000 | 0 | 0.36% | -$3.67K |
| RPLDCI 6.581 05/30/49 144A | 870,000 | 870,000 | 0 | 0.36% | -$24.78K |
| 317UA5IA9 PIMCO FPPSWAPTION 3.1625 PUT USD | 139,900,000 | 139,900,000 | 0 | 0.35% | $218.31K |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 ASH8 A 144A | 846,646 | 846,646 | 0 | 0.34% | -$3.42K |
| RFR USD SOFR/3.50000 12/18/24-30Y LCH | 1 | 1 | 0 | 0.30% | -$24.62K |
| ATHENE GLOBAL FU | 700,000 | 700,000 | 0 | 0.28% | -$12.60K |
| RFR USD SOFR/2.75000 06/21/23-30Y LCH | 1 | 1 | 0 | 0.26% | -$5.50K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2025 FL20 A 144A | 600,000 | 600,000 | 0 | 0.24% | -$790 |
| Ares LXII CLO Ltd | 600,000 | 600,000 | 0 | 0.24% | $187 |
| HAYFIN EMERALD CLO HAYEM 6A AR 144A | 500,000 | 500,000 | 0 | 0.23% | -$10.51K |
| Cedar Funding VI CLO Ltd., Series 2016-6A, Class AR3 | 500,000 | 500,000 | 0 | 0.20% | $212 |
| BLUEMOUNTAIN CLO XXXIV LTD SER 2022-34A CL AR V/R REGD 144A P/P 5.03444000 | 500,000 | 500,000 | 0 | 0.20% | -$130 |
| ARES STRATEGIC I | 500,000 | 500,000 | 0 | 0.20% | -$9.51K |
| 317UA5JA8 PIMCO FPPSWAPTION 3.1625 CALL USD | 139,900,000 | 139,900,000 | 0 | 0.19% | $20.23K |
| TITULOS DE TESORERIA BONDS 11/40 12.75 | 1,768,200,000 | 1,768,200,000 | 0 | 0.19% | $9.58K |
| ROMANIA SR UNSECURED REGS 07/39 6.75 | 400,000 | 400,000 | 0 | 0.19% | -$28.00K |
| REPUBLIC OF SOUTH AFRICA BONDS 01/30 8 | 7,100,000 | 7,100,000 | 0 | 0.17% | -$23.39K |
| TITULOS DE TESORERIA BONDS 02/33 13.25 | 1,530,600,000 | 1,530,600,000 | 0 | 0.16% | -$285 |
| SOUTHERN CAL ED | 400,000 | 400,000 | 0 | 0.16% | -$3.18K |
| FORD MOTOR CRED | 400,000 | 400,000 | 0 | 0.16% | -$2.85K |
| WASHINGTON ST CONVENTION CENTE WASFAC 07/40 FIXED 6.79 | 320,000 | 320,000 | 0 | 0.14% | $391 |
| IVORY COAST SR UNSECURED REGS 03/48 6.625 | 300,000 | 300,000 | 0 | 0.12% | -$20.02K |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2021 14A A 144A | 300,000 | 300,000 | 0 | 0.11% | -$1.66K |
| US TREASURY N/B | 300,000 | 300,000 | 0 | 0.11% | $475 |
| EGYPT GOVERNMENT BOND BONDS 03/28 21.954 | 13,900,000 | 13,900,000 | 0 | 0.10% | -$42.83K |
| 317U9Y7A0 PIMCO FPPSWAPTION 4.485 PUT USD | 4,200,000 | 4,200,000 | 0 | 0.10% | -$134 |
| REPUBLIC OF SOUTH AFRICA BONDS 01/37 8.5 | 4,400,000 | 4,400,000 | 0 | 0.10% | -$21.10K |
| TURKIYE GOVERNMENT BOND BONDS 05/28 VAR | 10,400,000 | 10,400,000 | 0 | 0.09% | -$8.89K |
| Renaissance Home Equity Loan Trust 2006-3 | 748,264 | 748,264 | 0 | 0.09% | -$3.98K |
| 317U9Y8A9 PIMCO FPPSWAPTION 4.485 CALL USD | 4,200,000 | 4,200,000 | 0 | 0.09% | $24.12K |
| BAYER US FIN LLC 6.5% 11/21/2033 144A | 200,000 | 200,000 | 0 | 0.09% | -$3.82K |
| PETRPE 5.625 06/19/47 REGS | 300,000 | 300,000 | 0 | 0.08% | $19.77K |
| FORD MOTOR CRED | 200,000 | 200,000 | 0 | 0.08% | -$2.41K |
| SUMITOMO MITSUI | 200,000 | 200,000 | 0 | 0.08% | -$5.67K |
| UNITED MEXICAN | 200,000 | 200,000 | 0 | 0.08% | -$4.76K |
| REPUBLIC OF SOUTH AFRICA BONDS 03/32 8.25 | 3,200,000 | 3,200,000 | 0 | 0.07% | -$13.58K |
| RFR USD SOFR/3.70000 02/20/24-25Y LCH | 1 | 1 | 0 | 0.07% | -$16.57K |
| 317UAAMA3 PIMCO FPPSWAPTION 4.11 PUT USD | 2,400,000 | 2,400,000 | 0 | 0.06% | -$18.02K |
| 317UA48A3 PIMCO FPPSWAPTION 4.628 CALL USD | 2,700,000 | 2,700,000 | 0 | 0.06% | $15.83K |
| CS AT1 CLAIMS US22546DAB29 CREDIT SUISSE GROUP AG | 400,000 | 400,000 | 0 | 0.06% | $22.00K |
| RFR USD SOFR/3.75000 09/17/25-10Y LCH | 2 | 2 | 0 | 0.05% | $70.26K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA5 1A2 | 407,696 | 407,696 | 0 | 0.05% | -$2.73K |
| REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95 | 401,000 | 401,000 | 0 | 0.05% | -$7.66K |
| 317UAANA2 PIMCO FPPSWAPTION 4.11 CALL USD | 1,900,000 | 1,900,000 | 0 | 0.04% | $7.32K |
| PACIFIC GAS&ELEC | 100,000 | 100,000 | 0 | 0.04% | -$711 |
| VIPER ENERGY PAR | 100,000 | 100,000 | 0 | 0.04% | -$1.27K |
| VICI PROPERTIE | 100,000 | 100,000 | 0 | 0.04% | -$885 |
| GLP CAP/FIN II | 100,000 | 100,000 | 0 | 0.04% | -$3.01K |
| US TREASURY N/B | 96,000 | 96,000 | 0 | 0.04% | -$1.05K |
| US TREASURY N/B | 100,000 | 100,000 | 0 | 0.04% | $82 |
| PACIFIC GAS&ELEC | 100,000 | 100,000 | 0 | 0.03% | -$1.82K |
| SOUTHERN CAL ED | 100,000 | 100,000 | 0 | 0.03% | -$1.30K |
| PETROLEOS MEXICANOS SR UNSEC 6.35% 02-12-48 | 100,000 | 100,000 | 0 | 0.03% | -$1.97K |
| RFR USD SOFR/3.75000 12/17/25-30Y LCH | 1 | 1 | 0 | 0.03% | -$4.78K |
| SOUTH AFRICAN T BILLS BILLS 06/26 0.00000 | 1,200,000 | 1,200,000 | 0 | 0.03% | -$375 |
| OIS COP IBR/8.59000 09/02/25-4Y* CME | 1 | 1 | 0 | 0.03% | $4.15K |
| US TREASURY N/B | 59,000 | 59,000 | 0 | 0.02% | -$770 |
| 317UA83A9 PIMCO FPPSWAPTION 4.693 CALL USD | 1,000,000 | 1,000,000 | 0 | 0.02% | $5.92K |
| RFR GBP SONIO/4.50000 09/17/25-30Y LCH | 1 | 1 | 0 | 0.02% | $64.65K |
| 317UA82A0 PIMCO FPPSWAPTION 4.693 PUT USD | 1,000,000 | 1,000,000 | 0 | 0.02% | $56 |
| 317UAOYA0 PIMCO SWAPTION 3.857 PUT USD 2026100 | 24,600,000 | 24,600,000 | 0 | 0.02% | $35.97K |
| RFR USD SOFR/3.50000 12/20/23-7Y LCH | 1 | 1 | 0 | 0.02% | $55.29K |
| RFR USD SOFR/3.75000 12/18/24-10Y LCH | 1 | 1 | 0 | 0.02% | $50.55K |
| RFR USD SOFR/3.50000 12/20/23-10Y LCH | 1 | 1 | 0 | 0.02% | $14.23K |
| 317U9ZDA0 PIMCO FPPSWAPTION 4.427 PUT USD | 600,000 | 600,000 | 0 | 0.01% | -$26 |
| 317UA0VA5 PIMCO FPPSWAPTION 4.485 PUT USD | 600,000 | 600,000 | 0 | 0.01% | -$14 |
| 317UAMPA4 PIMCO SWAPTION 4.141 PUT USD 2026123 | 24,600,000 | 24,600,000 | 0 | 0.01% | $24.26K |
| 317UA49A2 PIMCO FPPSWAPTION 4.628 PUT USD | 600,000 | 600,000 | 0 | 0.01% | $24 |
| 317UA0WA4 PIMCO FPPSWAPTION 4.485 CALL USD | 600,000 | 600,000 | 0 | 0.01% | $3.45K |
| 317U9ZEA9 PIMCO FPPSWAPTION 4.427 CALL USD | 600,000 | 600,000 | 0 | 0.01% | $3.41K |
| CDX HY45 5Y ICE | 1 | 1 | 0 | 0.01% | -$35.29K |
| RFR USD SOFR/3.86166 12/02/24-4Y* LCH | 1 | 1 | 0 | 0.01% | -$11.36K |
| 317U9YNA2 PIMCO SWAPTION 3.505 CALL USD 202608 | 5,300,000 | 5,300,000 | 0 | 0.01% | -$9.88K |
| 317U9YOA1 PIMCO SWAPTION 4.255 PUT USD 2026080 | 2,500,000 | 2,500,000 | 0 | 0.01% | -$2.19K |
| RFR USD SOFR/3.75000 12/17/25-10Y LCH | 1 | 1 | 0 | 0.00% | $5.21K |
| Chase Mortgage Finance Trust, Series 2006-S4, Class A5 | 22,519 | 22,519 | 0 | 0.00% | -$238 |
| 31750RIW9 PIMCO FXVAN CALL USD HKD 7.85000000 | 0 | 0 | 0 | 0.00% | $5.87K |
| 31750RIL3 PIMCO FXVAN PUT USD ZAR 17.00000000 | -1,030,000 | -1,030,000 | 0 | 0.00% | $2.52K |
| 31750RI33 PIMCO FXVAN CALL USD HKD 7.85000000 | 0 | 0 | 0 | 0.00% | $5.61K |
| IRS EUR 2.52000 04/09/25-10Y LCH | 2 | 2 | 0 | 0.00% | $2.16K |
| IRS EUR 2.40000 02/12/25-10Y LCH | 1 | 1 | 0 | 0.00% | $2.45K |
| IRS EUR 2.39000 10/01/24-10Y LCH | 1 | 1 | 0 | 0.00% | $1.15K |
| INF SWAP US IT2.505 03/25/25-5Y LCH | 1 | 1 | 0 | 0.00% | $20.25K |
| VOLKSWAGEN INTERNATIONAL FINA SNR SE ICE | 1 | 1 | 0 | 0.00% | -$323 |
| INF SWAP US IT 2.5225 03/27/25-5Y LCH | 1 | 1 | 0 | 0.00% | $21.12K |
| IRS EUR 2.58000 08/29/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$375 |
| IRS EUR 2.45000 05/05/25-10Y LCH | 1 | 1 | 0 | 0.00% | $1.05K |
| United States Small Business Administration | 3,772 | 3,772 | 0 | 0.00% | -$15 |
| RFR USD SOFR/4.07100 01/15/25-10Y LCH | 2 | 2 | 0 | 0.00% | -$578 |
| IRS PLN 4.72250 12/01/30-5Y CME | 1 | 1 | 0 | 0.00% | $3.64K |
| IRS EUR 2.53000 04/23/25-10Y LCH | 1 | 1 | 0 | 0.00% | $1.07K |
| IRS EUR 2.55000 04/16/25-10Y LCH | 1 | 1 | 0 | 0.00% | $1.08K |
| RFR USD SOFR/3.90000 01/08/25-10Y LCH | 5 | 5 | 0 | 0.00% | -$573 |
| BANK OF AMERICA CORPORATION SNR S* ICE | 1 | 1 | 0 | 0.00% | -$898 |
| IRS EUR 2.28000 03/04/25-5Y LCH | 1 | 1 | 0 | 0.00% | $2.67K |
| IRS EUR 2.65000 01/08/24-10Y LCH | 1 | 1 | 0 | 0.00% | $2.68K |
| TURKIYE GOVERNMENT BOND BONDS 08/26 VAR | 100,000 | 100,000 | 0 | 0.00% | -$102 |
| RFR USD SOFR/4.10000 01/21/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$363 |
| RFR USD SOFR/3.98235 12/02/24-2Y* LCH | 1 | 1 | 0 | 0.00% | -$1.90K |
| RFR USD SOFR/4.09000 01/22/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$355 |
| BRITISH TELECOMMUNICATIONS PL SNR SE ICE | 1 | 1 | 0 | 0.00% | -$268 |
| RFR USD SOFR/3.93300 01/06/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$331 |
| IRS EUR 2.59000 08/19/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$197 |
| 317UAV0A1 PIMCO SWAPTION 3.26 CALL USD 2026042 | 2,500,000 | 2,500,000 | 0 | 0.00% | -$6.54K |
| RFR USD SOFR/3.86600 11/14/24-10Y LCH | 2 | 2 | 0 | 0.00% | -$1.74K |
| MORGAN STANLEY SNR S* ICE | 1 | 1 | 0 | 0.00% | -$1.43K |
| RFR USD SOFR/3.88000 01/13/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$251 |
| RFR USD SOFR/3.60000 01/17/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$75 |
| IRS EUR 2.68000 08/07/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$141 |
| RFR USD SOFR/3.24800 09/18/24-10Y LCH | 1 | 1 | 0 | 0.00% | $121 |
| RFR USD SOFR/4.00000 06/20/24-2Y LCH | 1 | 1 | 0 | 0.00% | $3.77K |
| IRS EUR 2.67000 04/03/24-10Y LCH | 1 | 1 | 0 | 0.00% | $1.22K |
| IRS EUR 2.71000 08/06/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$121 |
| 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 |
| 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 |
| RFR USD SOFR/3.86500 11/20/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$578 |
| IRS EUR 2.40000 04/09/25-5Y LCH | 1 | 1 | 0 | 0.00% | $1.42K |
| IRS PLN 4.68500 12/02/30-5Y CME | 1 | 1 | 0 | 0.00% | $452 |
| 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 |
| SOFTBANK GROUP CORP SNR JP SP GST | 1 | 1 | 0 | 0.00% | $176 |
| 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 |
| IRS CZK 3.76000 11/01/24-10Y CME | 1 | 1 | 0 | 0.00% | -$275 |
| INF SWAP US IT 2.544 04/07/25-5Y LCH | 1 | 1 | 0 | 0.00% | $14.84K |
| 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/4.00000 02/26/25-10Y LCH | 1 | 1 | 0 | 0.00% | $161 |
| RFR USD SOFR/3.87400 03/05/25-10Y LCH | 2 | 2 | 0 | 0.00% | $418 |
| 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% | -$1.83K |
| RFR USD SOFR/3.90750 03/04/25-10Y LCH | 1 | 1 | 0 | 0.00% | $486 |
| IRS EUR 3.12800 12/04/23-10Y LCH | 1 | 1 | 0 | 0.00% | $1.33K |
| RFR USD SOFR/3.93000 03/24/25-10Y LCH | 1 | 1 | 0 | 0.00% | $596 |
| RFR USD SOFR/3.75000 05/07/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$1.09K |
| RFR USD SOFR/3.75000 09/17/25-7Y LCH | 1 | 1 | 0 | 0.00% | $7.92K |
| RFR USD SOFR/3.97500 03/21/25-10Y LCH | 1 | 1 | 0 | 0.00% | $678 |
| IRS EUR 3.28000 11/22/23-10Y LCH | 1 | 1 | 0 | 0.00% | $1.36K |
| ZCS BRL 14.0087 05/12/25-01/04/27 CME | 1 | 1 | 0 | 0.00% | -$1.73K |
| RFR USD SOFR/3.84200 03/04/25-5Y LCH | 1 | 1 | 0 | 0.00% | $1.02K |
| IRS EUR 3.30500 11/27/23-10Y LCH | 1 | 1 | 0 | 0.00% | $1.37K |
| IRS EUR 2.61000 03/24/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$2.87K |
| CMBX.NA.AAA.16 SP SAL | 1 | 1 | 0 | 0.00% | -$1.45K |
| RFR GBP SONIO/3.93000 01/06/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$3.88K |
| IRS EUR 2.52000 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 |
| IRS EUR 2.38000 12/31/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$1.05K |
| IRS EUR 2.22000 01/08/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$2.29K |
| RFR USD SOFR/3.75000 09/17/25-5Y LCH | 1 | 1 | 0 | 0.00% | $15.65K |
| RFR USD SOFR/3.75000 12/18/24-7Y LCH | 1 | 1 | 0 | -0.01% | $21.37K |
| ZCS BRL 13.9271 05/08/25-01/04/27 CME | 2 | 2 | 0 | -0.01% | -$9.34K |
| IRS AUD 4.50000 06/18/25-10Y LCH | 1 | 1 | 0 | -0.01% | -$8.85K |
| ZCS BRL 13.32 05/08/25-01/02/29 CME | 2 | 2 | 0 | -0.01% | -$23.07K |
| INF SWAP US IT 2.487 04/03/25-10Y LCH | 1 | 1 | 0 | -0.01% | $10.38K |
| 317UAUZA5 PIMCO SWAPTION 3.56 PUT USD 20260428 | -2,600,000 | -2,600,000 | 0 | -0.01% | -$2.58K |
| ZCS BRL 13.3 12/18/25-01/02/29 CME | 1 | 1 | 0 | -0.01% | -$29.33K |
| ZCS BRL 13.245 09/02/25-01/02/29 CME | 1 | 1 | 0 | -0.02% | -$38.66K |
| RFR USD SOFR/4.0535* 09/02/25-27Y* LCH | 2 | 2 | 0 | -0.02% | $10.78K |
| RFR USD SOFR/3.75000 12/17/25-5Y LCH | 1 | 1 | 0 | -0.02% | $62.32K |
| RFR GBP SONIO/4.00000 09/17/25-10Y LCH | 1 | 1 | 0 | -0.03% | -$76.73K |
| RFR USD SOFR/3.16250 08/25/27-1Y LCH | 1 | 1 | 0 | -0.04% | -$72.07K |
| RFR JPY MUTK/2.00000 06/18/25-30Y LCH | 1 | 1 | 0 | -0.05% | -$19.70K |
| IRS AUD 4.50000 09/20/23-10Y LCH | 1 | 1 | 0 | -0.06% | -$112.12K |
| RFR JPY MUTK/2.50000 12/17/25-30Y LCH | 1 | 1 | 0 | -0.07% | -$52.12K |
| RFR GBP SONIO/3.75000 09/17/25-5Y LCH | 1 | 1 | 0 | -0.15% | -$458.40K |
| RFR USD SOFR/3.50000 09/17/25-30Y LCH | 1 | 1 | 0 | -0.22% | $19.96K |
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.