VPVCRVV
PIMCO CommodityRealReturn Strategy Portfolio
PIMCO Variable Insurance Trust
Fund of funds

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 24,900,000 24,900,000 2.92% $24.01M
FNCL 6 6/24 0 9,500,000 9,500,000 1.18% $9.67M
UNITED KINGDOM GILT BONDS REGS 10/31 4 0 6,500,000 6,500,000 1.02% $8.39M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/32 0 7,273,840 7,273,840 0.81% $6.70M
U.S. Treasury Bills 0 6,690,000 6,690,000 0.81% $6.63M
FNCL 4 4/26 0 6,300,000 6,300,000 0.72% $5.95M
LETRA TESOURO NACIONAL BILLS 10/26 0.00000 0 30,800,000 30,800,000 0.68% $5.57M
Uniform Mortgage-Backed Security, TBA 0 5,800,000 5,800,000 0.67% $5.47M
FNR 2026 21 DF SOFR30A+100BP 0 5,000,000 5,000,000 0.61% $5.00M
FANNIE MAE FNR 2026 21 DF 0 5,000,000 5,000,000 0.61% $4.99M
G2 MB0868 0 5,299,994 5,299,994 0.59% $4.86M
LETRA TESOURO NACIONAL BILLS 07/26 0.00000 0 18,900,000 18,900,000 0.43% $3.53M
Uniform Mortgage-Backed Security, TBA 0 3,300,000 3,300,000 0.40% $3.31M
FNCL 6.5 6/24 0 2,900,000 2,900,000 0.36% $3.00M
SEQUOIA MORTGAGE TRUST SEMT 2026 INV2 A26F 144A 0 2,600,000 2,600,000 0.32% $2.61M
JAPAN (30 YEAR ISSUE) BONDS 12/55 3.4 0 410,000,000 410,000,000 0.30% $2.47M
INVESCO EURO CLO XII DAC INVSC 12A A1R 144A 0 2,100,000 2,100,000 0.29% $2.42M
Capital Four US CLO I Ltd 0 2,200,000 2,200,000 0.27% $2.20M
PFP 2025-12 LTD SER 2025-12 CL A V/R REGD 144A P/P 5.22367000 0 1,500,000 1,500,000 0.18% $1.50M
MF1 MULTIFAMILY HOUSING MORTGA MF1 2025 FL17 A 144A 0 1,500,000 1,500,000 0.18% $1.50M
EURO-OAT FUTURE JUN26 0 -136 -136 0.07% $590.80K
GSG BIDCO LTD SR SECURED 144A 06/51 6.375 0 400,000 400,000 0.06% $459.18K
GSG BIDCO LTD SR SECURED 144A 06/36 5.375 0 300,000 300,000 0.04% $344.37K
GSG BIDCO LTD SR SECURED 144A 06/31 4.7 0 300,000 300,000 0.04% $343.98K
RFR USD SOFR/3.40694 07/06/26-4Y* LCH 0 5 5 0.03% $238.30K
IRS EUR 3.00000 09/16/26-30Y LCH 0 1 1 0.03% $208.88K
EURO-BOBL FUTURE JUN26 0 -55 -55 0.01% $119.32K
US TREASURY N/B 0 100,000 100,000 0.01% $97.55K
RFR USD SOFR/3.74863 03/31/26-9Y* LCH 0 4 4 0.01% $72.72K
LOW SU GASOIL G SEP26 IFEU 20260910 0 2 2 0.01% $46.22K
IRS EUR 3.05000 01/13/26-30Y LCH 0 1 1 0.00% $32.83K
RFR USD SOFR/3.56436 06/30/26-7Y* LCH 0 1 1 0.00% $28.57K
SNG KEROS V SNG GAMAY26 IFEU 20260529 0 -1 -1 0.00% $28.40K
EURO-BUXL 30Y BND JUN26 0 -18 -18 0.00% $27.28K
RFR USD SOFR/3.71199 06/30/26-9Y* LCH 0 1 1 0.00% $17.33K
RFR USD SOFR/4.08316 06/30/26-27Y* LCH 0 4 4 0.00% $14.93K
UK Natural Gas FutMay26 0 -3 -3 0.00% $10.61K
SNG KEROS V SNG GASEP26 IFEU 20260930 0 -1 -1 0.00% $9.37K
SNG KEROS V SNG GAAUG26 IFEU 20260831 0 -1 -1 0.00% $9.27K
SNG KEROS V SNG GAJUL26 IFEU 20260731 0 -1 -1 0.00% $9.12K
BRENT CRUDE FUTR DEC29 IFEU 20291031 0 -2 -2 0.00% $6.90K
BRT/DUBAI 1ST LN MAY26 IFEU 20260529 0 -3 -3 0.00% $5.12K
Lead 0 -7 -7 0.00% $4.43K
LME Lead Future 0 -2 -2 0.00% $3.84K
RFR USD SOFR/4.0520* 03/16/26-30Y* LCH 0 1 1 0.00% $2.84K
TRS R 3.78/912828Y38 MYC 0 1 1 0.00% $2.04K
CRUDE OIL OPT IPE JUN26P 60 EXP 04/27/2026 0 18 18 0.00% $1.80K
BRT/DUBAI 1ST LN SEP26 IFEU 20260930 0 1 1 0.00% -$300
BRT/DUBAI 1ST LN AUG26 IFEU 20260831 0 1 1 0.00% -$300
BRT/DUBAI 1ST LN JUL26 IFEU 20260731 0 1 1 0.00% -$300
LME PRI ALUM FUTR MAY26 XLME 20260518 0 -1 -1 0.00% -$876
31750S7L3 PIMCO CDSOPT PUT USD 0.65 20260520 0 -1,600,000 -1,600,000 0.00% -$1.30K
LME NICKEL FUTURE MAY26 XLME 20260518 0 1 1 0.00% -$5.25K
SGX IODEX Iron Ore 0 32 32 0.00% -$5.35K
IODEX IO FUT JUL26 XSIM 20260731 0 72 72 0.00% -$5.82K
TTF NAT GAS F MAY26 NDEX 20260429 0 2 2 0.00% -$6.30K
Nickel 0 4 4 0.00% -$6.68K
LME PRI ALUM FUTR JUL26 XLME 20260713 0 -2 -2 0.00% -$6.71K
UK NATURAL GAS FUTJUN26 IFEU 20260528 0 5 5 0.00% -$8.76K
BRENT CRUDE FUTR DEC28 IFEU 20281031 0 -3 -3 0.00% -$10.29K
TTF NAT GAS F JUN26 NDEX 20260528 0 -5 -5 0.00% -$10.59K
BRENT CRUDE FUTR MAY27 IFEU 20270331 0 -3 -3 0.00% -$31.98K
BRENT CRUDE FUTR APR27 IFEU 20270226 0 -4 -4 -0.01% -$43.95K
EURO-SCHATZ FUT JUN26 DUM6 0 193 193 -0.01% -$61.37K
BRENT CRUDE FUTR MAR27 IFEU 20270129 0 -9 -9 -0.01% -$79.57K
RFR GBP SONIO/3.50000 03/19/25-5Y LCH 0 1 1 -0.02% -$160.42K
RFR GBP SONIO/3.50000 03/18/26-2Y LCH 0 1 1 -0.02% -$194.68K
EURO-BUND FUTURE JUN26 0 67 67 -0.02% -$204.68K
CRUDE OIL OPT IPE JUN26C 79 EXP 04/27/2026 0 -18 -18 -0.06% -$472.68K
EURO-BTP (ITALY GOVT) JUN 26 0 143 143 -0.06% -$504.50K
IRS EUR 2.75000 09/16/26-10Y LCH 0 1 1 -0.12% -$1.02M
Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2026 38,197,364 0 -38,197,364 0.00% -$37.98M
Uniform Mortgage-Backed Security, TBA 24,900,000 0 -24,900,000 0.00% -$24.29M
Uniform Mortgage-Backed Security, TBA 9,500,000 0 -9,500,000 0.00% -$9.75M
LETRA TESOURO NACIONAL BILLS 04/26 0.00000 47,100,000 0 -47,100,000 0.00% -$8.31M
Government National Mortgage Association 5,410,967 0 -5,410,967 0.00% -$4.93M
Uniform Mortgage-Backed Security, TBA 3,300,000 0 -3,300,000 0.00% -$3.34M
FRANCE (GOVT OF) BONDS 144A REGS 03/26 0.1 2,823,756 0 -2,823,756 0.00% -$3.31M
Uniform Mortgage-Backed Security, TBA 2,900,000 0 -2,900,000 0.00% -$3.01M
Uniform Mortgage-Backed Security, TBA 2,100,000 0 -2,100,000 0.00% -$1.99M
U.S. Treasury Bills 1,318,000 0 -1,318,000 0.00% -$1.32M
CIFC EUROPEAN FUNDING CLO CIFCE 3A A 144A 1,000,000 0 -1,000,000 0.00% -$1.18M
U.S. Treasury Bills 910,000 0 -910,000 0.00% -$900.93K
MADISON PARK EURO FUNDING MDPKE 13A AR 144A 686,803 0 -686,803 0.00% -$807.74K
U.S. Treasury Bills 602,000 0 -602,000 0.00% -$597.69K
FUT. EUR FOAT MAR26 -138 0 138 0.00% -$180.68K
Low Sulphur Gasoil -72 0 72 0.00% -$180.10K
INF SWAP EM NI 2.7 04/15/23-30Y LCH 2 0 -2 0.00% -$157.38K
IRS EUR 3.00000 03/18/26-30Y LCH 1 0 -1 0.00% -$146.09K
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A 110,576 0 -110,576 0.00% -$130.03K
U.S. Treasury Bills 118,000 0 -118,000 0.00% -$117.07K
SGX IRON ORE 62% FUT MAR26 SCOH6 213 0 -213 0.00% -$107.40K
RFR GBP SONIO/3.75000 09/17/25-5Y LCH 1 0 -1 0.00% -$92.27K
STEELE CREEK CLO LTD STCR 2018 1A A 144A 65,240 0 -65,240 0.00% -$65.32K
LME NICKEL FUTURE MAR26 XLME 20260316 4 0 -4 0.00% -$44.58K
LCM XVII LP 38,824 0 -38,824 0.00% -$38.87K
FUT. EURO BUXL BND MAR26 -18 0 18 0.00% -$36.97K
Atlas Senior Loan Fund XIII 20,099 0 -20,099 0.00% -$20.12K
Dryden XXVI Senior Loan Fund, Series 2013-26A, Class AR 17,884 0 -17,884 0.00% -$17.91K
ICE Brent Crude Oil Future -6 0 6 0.00% -$17.39K
Venture XXIX CLO Ltd 11,715 0 -11,715 0.00% -$11.72K
RFR USD SOFR/3.37500 03/31/26-4Y* LCH 1 0 -1 0.00% -$11.10K
LME ZINC FUTURE MAR26 XLME 20260316 4 0 -4 0.00% -$7.12K
Brent Crude Future -5 0 5 0.00% -$6.49K
INF SWAP US IT 3.0425 02/21/25-1Y LCH 1 0 -1 0.00% -$6.42K
SGX IODEX Iron Ore 14 0 -14 0.00% -$3.92K
FGBM Mar 2026 -2 0 2 0.00% -$2.10K
INF SWAP US IT 2.842 02/13/25-1Y LCH 1 0 -1 0.00% -$2.02K
WTI CRUDE FUTURE JUN26 IFEU 20260518 -4 0 4 0.00% -$1.92K
INF SWAP US IT 2.82 02/05/25-1Y LCH 1 0 -1 0.00% -$1.34K
WTI Crude Oil -1 0 1 0.00% -$528
LME LEAD FUTURE MAR26 XLME 20260316 -7 0 7 0.00% -$476
IRS EUR R 2.50000 01/18/27-2Y LCH 0 0 0 0.00% $0
IRS EUR R 2.44000 01/27/27-2Y LCH 0 0 0 0.00% $0
IRS EUR R 2.35000 01/11/27-2Y LCH 0 0 0 0.00% $0
SNG KEROS V SNG GAFEB26 IFEU 20260227 0 0 0 0.00% $546
SNG KEROS V SNG GAJAN26 IFEU 20260130 2 0 -2 0.00% $770
ARGEURBOBRTBVSBR1LDEC25 IFEU 20251231 -1 0 1 0.00% $1.73K
UK NATURAL GAS FUTMAR26 IFEU 20260226 -15 0 15 0.00% $6.09K
TTF NAT GAS F MAR26 NDEX 20260226 -25 0 25 0.00% $11.26K
ITA GB 10YR FUT IKH6 03-06-26 49 0 -49 0.00% $17.63K
FUT. EURX E-SCHATZ MAR26 184 0 -184 0.00% $32.11K
LME PRIMARY ALUMINUM FUTURE 0326 -7 0 7 0.00% $35.80K
LOW SU GASOIL G JUN26 IFEU 20260611 -42 0 42 0.00% $39.78K
FUT. EURO-BUND EUX MAR26 30 0 -30 0.00% $62.37K
ICE Brent Crude Oil Future 78 0 -78 0.00% $104.53K
IRS EUR 2.75000 03/18/26-10Y LCH 1 0 -1 0.00% $376.26K
Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
U.S. Treasury Notes 28,948,975 37,640,836 8,691,861 4.70% $9.09M
U.S. Treasury Inflation-Linked Notes 22,145,420 37,903,580 15,758,160 4.57% $15.76M
U.S. Treasury Inflation-Protected Indexed Notes 32,181,969 34,003,795 1,821,826 4.20% $2.05M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 10/15/2026 6,827,639 32,288,227 25,460,588 3.96% $25.80M
U.S. TREASURY INFLATION-PROTECTED SECURITIES .875% 01/15/2029 19,084,748 28,077,528 8,992,780 3.39% $9.08M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 04/15/2027 21,910,990 25,915,950 4,004,960 3.14% $4.25M
U.S. Treasury Notes 0.125%, Due 1/15/2030 20,375,194 26,671,033 6,295,839 3.11% $6.20M
U.S. TREASURY INFLATION-PROTECTED SECURITIES .125 07/15/2030 10,134,201 25,343,231 15,209,030 2.94% $14.56M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 07/15/2027 17,011,075 20,314,302 3,303,227 2.47% $3.50M
U.S. TREASURY INFLATION-PROTECTED SECURITIES .25% 07/15/29 18,330,048 20,596,518 2,266,470 2.44% $2.37M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 07/15/2028 5,811,187 10,986,603 5,175,416 1.33% $5.21M
U.S. Treasury Notes 6,692,598 7,292,304 599,706 0.88% $582.15K
JAPAN GOVT CPI LINKED BONDS 03/29 0.1 966,627,440 968,075,770 1,448,330 0.74% -$191.29K
JAPAN GOVT CPI LINKED BONDS 03/28 0.1 383,886,880 384,464,860 577,980 0.30% -$62.66K
JAPAN GOVT CPI LINKED BONDS 03/34 0.005 199,815,400 200,115,600 300,200 0.15% -$35.86K
JAPAN GOVT CPI LINKED BONDS 03/35 0.005 102,096,000 102,249,000 153,000 0.07% -$20.22K
BRENT CRUDE FUTR NOV26 IFEU 20260930 -6 15 21 0.03% $229.23K
PIMCO PRV SHORT TERM FLT III MUTUAL FUND 8,326 21,107 12,781 0.03% $124.46K
BRENT CRUDE FUTR DEC27 IFEU 20271029 -6 49 55 0.02% $185.32K
BRENT CRUDE FUTR JAN27 IFEU 20261130 -5 6 11 0.01% $66.17K
BRENT CRUDE FUTR FEB27 IFEU 20261230 -6 2 8 0.00% $13.86K
SNG KEROS V SNG GAMAR26 IFEU 20260331 1 3 2 0.00% -$1.83K
Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
US ULTRA BOND CBT Sep25 132,505,549 123,761,568 -8,743,981 15.65% -$5.27M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.250 04/15/2028 32,565,900 32,526,900 -39,000 3.97% $222.46K
U.S. Treasury Notes 30,787,785 30,751,063 -36,722 3.78% $118.15K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 2.375% 10/15/2028 29,233,600 29,198,675 -34,925 3.68% $127.14K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-5/8% 10/15/27 27,204,210 27,171,788 -32,422 3.36% $187.54K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/2% 01/15/2028 26,700,045 26,668,086 -31,959 3.22% $232.91K
U.S. Treasury Inflation-Protected Security 0.375%, due 01/15/27 26,028,528 25,997,246 -31,282 3.17% $340.75K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-3/4% 01/15/28 9,594,200 9,582,718 -11,482 1.18% $55.27K
U.S. Treasury Inflation-Protected Indexed Notes 5,292,117 5,285,793 -6,324 0.65% -$1.44K
G2 MA8487 5,321,765 5,211,784 -109,981 0.59% -$73.50K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2025-H22 CL F V/R 4.87888000 4,089,900 4,064,374 -25,526 0.50% -$9.87K
FRANCE (GOVT OF) BONDS 144A REGS 07/31 0.1 3,197,012 3,174,132 -22,880 0.43% $2.56K
Government National Mortgage Association 3,791,119 3,496,445 -294,674 0.43% -$284.96K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 2-1/2% 01/15/29 2,487,158 2,484,174 -2,985 0.31% $9.74K
U.S. Treasury Inflation-Protected Indexed Notes 2,476,176 2,473,200 -2,976 0.31% -$4.99K
U.S. Treasury Inflation-Protected Notes 1.75%, Due 01/15/2034 2,330,350 2,327,556 -2,794 0.28% $590
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.375 07/15/33 2,358,620 2,355,782 -2,838 0.28% $3.81K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1% 02/15/46 2,885,778 2,882,313 -3,465 0.26% -$38.12K
Government National Mortgage Association Guaranteed Remic Pass-Through Securities, The 1,776,464 1,686,396 -90,068 0.21% -$85.47K
CarVal CLO Ltd., Series 2019-2A, Class AR2 1,857,258 1,688,379 -168,879 0.21% -$171.23K
Government National Mortgage Association Guaranteed Remic Pass-Through Securities, The 1,560,360 1,460,668 -99,692 0.18% -$93.73K
FREDDIE MAC REMICS SER 5513 CL MF V/R 5.01180000 1,541,029 1,372,015 -169,014 0.17% -$166.60K
FNMA, Series 2025-12, Class FG 1,507,131 1,308,317 -198,814 0.16% -$196.96K
FREDDIE MAC FHR 5549 BF 1,423,505 1,244,597 -178,909 0.15% -$173.11K
FREDDIE MAC FHR 5508 AF 1,423,749 1,239,674 -184,076 0.15% -$181.30K
FREDDIE MAC REMICS SER 5532 CL FA V/R 5.02180000 1,382,844 1,227,754 -155,090 0.15% -$152.87K
Verdelite Static CLO Ltd., Series 2024-1A, Class A 1,390,405 1,202,550 -187,855 0.15% -$187.00K
SECURITIZED ASSET BACKED RECEI SABR 2006 WM3 A3 3,586,075 3,559,066 -27,009 0.14% -$23.51K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-7/8% 04/15/29 895,249 894,174 -1,076 0.12% $250
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/30 0 748,050 742,698 -5,352 0.10% -$5.44K
Government of Canada 1,129,284 1,127,232 -2,052 0.10% -$12.78K
FNR 2025-4 FB 884,352 746,148 -138,204 0.09% -$135.18K
FREDDIE MAC REMICS SER 5511 CL FG V/R 5.22180000 760,502 650,267 -110,235 0.08% -$108.18K
COUNTRYWIDE HOME LOANS CWHL 2005 HYB6 2A1 588,725 579,210 -9,514 0.07% -$5.11K
ASSET BACKED FUNDING CERTIFICA ABFC 2006 OPT2 A2 541,064 528,152 -12,912 0.06% -$11.39K
EURO GALAXY CLO DAC EGLXY 2013 3A ARRR 144A 497,633 427,790 -69,844 0.06% -$90.44K
MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A 579,135 423,521 -155,614 0.05% -$155.79K
ARCLO 2022-FL1 A SOFR30A+145 01/15/2037 144A 484,733 386,740 -97,994 0.05% -$100.15K
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA17 1A1A 440,735 424,813 -15,922 0.05% -$12.79K
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH3 M3 400,000 379,661 -20,339 0.05% -$19.87K
CIT Mortgage Loan Trust, Series 2007-1, Class 1M1 382,744 361,099 -21,645 0.04% -$22.62K
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1 312,654 310,416 -2,238 0.04% -$5.93K
RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1 864,842 861,383 -3,459 0.04% -$6.06K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 2 1/8% 02/15/40 346,484 346,070 -414 0.04% -$4.29K
Soundview Home Loan Trust, Series 2007-OPT1, Class 1A1 487,859 479,375 -8,484 0.04% -$6.78K
NRZT 2019-RPL3 A1 144A FRN 07-25-59 352,416 329,231 -23,185 0.04% -$22.67K
CWABS Asset-Backed Certificates Trust, Series 2007-8, Class 1A1 338,730 329,822 -8,908 0.04% -$8.44K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2018-H15 CL FG V/R 4.92655000 280,767 275,134 -5,633 0.03% -$5.41K
LEHMAN XS TRUST SERIES 2007-20N SER 2007-20N CL A1 V/R REGD 6.36876000 269,850 257,848 -12,002 0.03% -$10.45K
Venture CLO Ltd., Series 2019-36A, Class A1AR 318,001 234,746 -83,256 0.03% -$83.19K
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY11 A1 237,289 234,104 -3,185 0.03% -$2.41K
Securitized Asset Backed Receivables LLC Trust 2006-FR3 402,243 397,027 -5,216 0.03% -$4.15K
TRTX Issuer Ltd., Series 2022-FL5, Class A 236,903 203,838 -33,065 0.02% -$32.13K
SLM STUDENT LOAN TRUST SLMA 2004 3A A6B 144A 195,840 189,351 -6,489 0.02% -$4.89K
Freddie Mac Strips 194,375 190,476 -3,899 0.02% -$3.98K
DRYDEN EURO CLO DRYD 2017 52A AR 144A 212,437 155,130 -57,307 0.02% -$70.44K
Long Beach Mortgage Loan Trust, Series 2006-7, Class 2A2 447,697 443,322 -4,375 0.02% -$3.31K
ARGENT SECURITIES INC. ARSI 2006 M1 A1 194,923 190,680 -4,243 0.02% -$3.60K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 02/15/2043 212,433 212,178 -255 0.02% -$1.80K
Home Equity Asset Trust, Series 2005-8, Class M2 150,249 140,297 -9,952 0.02% -$9.84K
MORGAN STANLEY MORTGAGE LOAN T MSM 2006 15XS A6A 657,000 655,665 -1,335 0.02% -$2.73K
LCM Ltd., Series 29A, Class AR 189,210 130,427 -58,783 0.02% -$58.77K
Argent Securities Trust, Series 2006-W4, Class A2C 535,529 531,760 -3,769 0.02% -$2.95K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-3/8% 02/15/2044 139,709 139,541 -168 0.01% -$1.69K
RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX4 A4 118,218 111,383 -6,835 0.01% -$6.74K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 07/15/2032 112,065 111,931 -134 0.01% $472
LoanCore Issuer Ltd., Series 2022-CRE7, Class A 173,454 102,580 -70,873 0.01% -$71.25K
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A 248,303 85,418 -162,886 0.01% -$193.14K
BLACKROCK EUROPEAN CLO DAC BECLO 7A AR 144A 166,336 84,175 -82,161 0.01% -$98.30K
Securitized Asset-Backed Receivables LLC Trust, Series 2006-HE2, Class A2C 257,944 256,330 -1,614 0.01% -$1.30K
U.S. Treasury Inflation-Protected Notes 2.125%, Due 02/15/2054 106,093 105,966 -127 0.01% -$1.90K
Alliance Bancorp Trust, Series 2007-OA1, Class A1 101,928 101,234 -694 0.01% -$191
Government National Mortgage Association 108,708 88,527 -20,181 0.01% -$20.38K
Freddie Mac REMICS 94,419 90,710 -3,708 0.01% -$3.71K
CMLTI 2007-10 22AA 9/37 77,782 77,024 -757 0.01% $31
IndyMac INDB Mortgage Loan Trust, Series 2006-1, Class A1 208,445 206,932 -1,513 0.01% -$1.02K
Washington Mutual Mortgage Pass-Through Certificates Series 2007-OA4 Trust 76,937 74,683 -2,254 0.01% -$4.24K
CWABS INC ASSET-BACKED CERTIFICATES SERIES 2007-12 SER 2007-12 CL 1A1 V/R REGD 4.80876000 68,950 63,892 -5,058 0.01% -$5.35K
Fremont Home Loan Trust, Series 2006-C, Class 1A1 69,144 67,490 -1,654 0.01% -$1.39K
Lehman XS Trust, Series 2006-8, Class 3A4 67,913 61,007 -6,906 0.01% -$7.55K
GSAMP TRUST GSAMP 2005 HE2 M2 59,287 58,782 -505 0.01% -$527
New Century Home Equity Loan Trust, Series 2004-4, Class M1 59,675 57,673 -2,002 0.01% -$1.84K
Countrywide Asset-Backed Certificates, Series 2006-19, Class 2A3 65,573 57,033 -8,540 0.01% -$8.41K
Saxon Asset Securities Trust, Series 2007-3, Class 1A 61,796 57,541 -4,255 0.01% -$4.03K
GreenPoint Mortgage Funding Trust, Series 2006-AR4, Class A6A 55,774 54,540 -1,234 0.01% -$990
Lehman XS Trust, Series 2006-7, Class 1A1A 59,195 57,770 -1,425 0.01% -$1.11K
MASTR Asset-Backed Securities Trust, Series 2006-WMC4, Class A5 157,257 156,331 -926 0.01% -$1.46K
EUROSAIL PLC ESAIL 2007 3X A3A REGS 40,976 35,832 -5,144 0.01% -$7.81K
ARGENT SECURITIES INC. ARSI 2005 W1 A1 45,474 44,344 -1,130 0.00% -$700
Securitized Asset-Backed Receivables LLC Trust, Series 2006-HE1, Class A2C 125,158 124,719 -440 0.00% -$764
RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO2 A1 33,100 32,760 -340 0.00% -$379
FREDDIE MAC NON GOLD POOL P#1A1082 V/R 6.39500000 29,874 27,151 -2,723 0.00% -$2.80K
Sequoia Mortgage Trust, Series 2007-3, Class 1A1 33,662 31,129 -2,533 0.00% -$2.40K
RESIDENTIAL ASSET SECURITIZATI RAST 2005 A5 A3 46,413 46,153 -260 0.00% -$987
BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 11A1 24,846 24,293 -552 0.00% -$436
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 HE3 A2D 32,479 32,286 -193 0.00% -$146
MORGAN STANLEY MORTGAGE LOAN T MSM 2007 10XS A1 39,742 39,424 -318 0.00% -$300
Credit-Based Asset Servicing & Securitization LLC, Series 2007-CB6, Class A3 30,002 29,519 -483 0.00% -$416
GSAMP Trust, Series 2007-FM1, Class A2A 38,957 38,564 -393 0.00% -$285
CSMC Trust, Series 2007-4R, Class 1A1 21,951 20,976 -976 0.00% -$986
Washington Mutual Mortgage Pass-Through Certificates Series 2003-AR9 Trust 19,834 19,625 -209 0.00% -$40
BRENT CRUDE FUTR OCT26 IFEU 20260828 7 1 -6 0.00% $19.08K
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 29CB A4 34,039 33,620 -419 0.00% -$590
GS Mortgage Securities Corp. 33,838 33,019 -819 0.00% -$749
Bear Stearns ARM Trust, Series 2005-1, Class 2A1 17,363 16,510 -854 0.00% -$722
Freddie Mac Structured Pass-Through Certificates 15,631 15,143 -489 0.00% -$450
RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH8 A 17,712 17,658 -54 0.00% -$9
HarborView Mortgage Loan Trust, Series 2006-1, Class 2A1A 14,900 14,668 -233 0.00% -$164
First Horizon Alternative Mortgage Securities Trust, Series 2006-FA8, Class 1A7 36,740 36,735 -5 0.00% -$206
Bear Stearns ARM Trust, Series 2006-2, Class 3A2 14,066 13,804 -261 0.00% -$159
BRENT CRUDE FUTR DEC26 IFEU 20261030 58 -6 -64 0.00% $131.91K
FHLMC 10,362 10,195 -167 0.00% -$206
Ellington Loan Acquisition Trust, Series 2007-1, Class A1 11,863 10,591 -1,272 0.00% -$1.25K
FHLMC 9,623 9,253 -370 0.00% -$414
JP Morgan Mortgage Trust, Series 2005-A1, Class 6T1 9,425 9,218 -207 0.00% -$162
FNMA POOL 846937 FN 01/36 FLOATING VAR 7,676 7,451 -225 0.00% -$239
BOAMS 2005-E 2A1 8,318 8,174 -144 0.00% -$206
WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 7 3CB 8,677 8,564 -113 0.00% -$122
RESIDENTIAL ASSET SECURITIES C RASC 2006 KS3 M1 12,585 7,372 -5,213 0.00% -$5.19K
JP Morgan Mortgage Trust, Series 2005-A6, Class 2A1 8,616 7,677 -939 0.00% -$874
Credit-Based Asset Servicing and Securitization LLC 6,993 6,880 -113 0.00% -$97
BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 J 2A4 4,450 4,387 -63 0.00% -$26
Structured Adjustable Rate Mortgage Loan Trust, Series 2004-19, Class 2A1 4,364 4,294 -70 0.00% -$49
JP Morgan Mortgage Acquisition Trust 2006-CH2 5,774 3,989 -1,785 0.00% -$1.78K
GSR Mortgage Loan Trust, Series 2005-AR1, Class 1A1 4,232 4,144 -89 0.00% -$60
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 5 M4 4,263 3,786 -477 0.00% -$474
FNMA, Series 2006-5, Class 3A2 3,837 3,656 -182 0.00% -$208
IndyMac MBS, Inc. 3,003 2,969 -34 0.00% $5
MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 3A7 3,611 3,487 -124 0.00% -$109
FNMA, REMIC 3,150 2,933 -217 0.00% -$236
BRENT CRUDE FUTR SEP26 IFEU 20260731 7 -3 -10 0.00% $15.10K
FNMA POOL 826128 FN 07/35 FLOATING VAR 2,739 2,688 -51 0.00% -$61
GreenPoint Mortgage Funding Trust, Series 2005-AR5, Class 1A1 2,767 2,582 -185 0.00% -$174
FNMA POOL 847996 FN 11/35 FLOATING VAR 2,469 2,425 -44 0.00% -$53
Structured Asset Mortgage Investments II Trust, Series 2004-AR5, Class 1A1 2,550 2,491 -60 0.00% -$54
First Horizon Alternative Mortgage Securities Trust, Series 2004-AA1, Class A1 2,224 2,162 -62 0.00% -$47
Structured Asset Mortgage Investments II Trust, Series 2006-AR3, Class 11A1 2,160 2,074 -86 0.00% -$72
Structured Adjustable Rate Mortgage Loan Trust, Series 2004-1, Class 4A2 1,842 1,789 -53 0.00% -$44
JP Morgan Mortgage Trust, Series 2007-A1, Class 1A1 1,535 1,489 -46 0.00% -$39
FNMA, Series 2003-W8, Class 3F2 1,184 1,145 -39 0.00% -$39
FNMA POOL 806506 FN 10/44 FLOATING VAR 978 955 -23 0.00% -$24
Freddie Mac Non Gold Pool 621 602 -19 0.00% -$21
FSPC T-32 A1 208 190 -18 0.00% -$17
ECX EMISSION FUT DEC26 MOZ26 18 3 -15 0.00% -$75.79K
Brent Crude Future 12 -5 -17 -0.01% -$35.16K
BRENT CRUDE FUTR AUG26 IFEU 20260630 12 -6 -18 -0.01% -$48.67K
BRENT CRUDE FUTR JUN26 IFEU 20260430 5 -8 -13 -0.01% -$117.99K
BRENT CRUDE FUTR JUN27 IFEU 20270430 -10 -11 -1 -0.01% -$148.88K
Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
HAYFIN EMERALD CLO HAYEM 6A AR 144A 2,000,000 2,000,000 0 0.28% -$42.06K
DRYDEN LEVERAGED LOAN CDO DRYD 2019 69A AR 144A 1,900,000 1,900,000 0 0.27% -$40.47K
RPLDCI 6.581 05/30/49 144A 2,100,000 2,100,000 0 0.26% -$59.80K
ROMARK CLO LTD RMRK 2021 4A A1R 144A 2,000,000 2,000,000 0 0.24% $1.24K
Madison Park Funding XLIX Ltd., Series 2021-49A, Class AR 1,600,000 1,600,000 0 0.19% $672
Elmwood CLO 15 Ltd., Series 2022-2A, Class A1R 1,500,000 1,500,000 0 0.18% $122
RFR USD SOFR/2.86500 02/13/24-30Y LCH 1 1 0 0.17% -$111.44K
IRS EUR 0.19500 11/04/22-30Y LCH 2 2 0 0.14% -$66.87K
ARBOUR CLO ARBR 6A AR 144A 1,000,000 1,000,000 0 0.14% -$21.42K
IRS EUR 0.19700 11/08/22-30Y LCH 1 1 0 0.14% -$65.12K
INF SWAP US IT 2.31125 02/24/21-10Y LCH 1 1 0 0.13% $61.83K
OCP EURO CLO OCPE 2020 4A ARR 144A 600,000 600,000 0 0.08% -$12.49K
RFRF USD SOFR/2.28500 11/15/23-30Y LCH 1 1 0 0.08% -$21.64K
TIKEHAU TIKEH 5A AR 144A 500,000 500,000 0 0.07% -$10.28K
ST PAULS CLO SPAUL 2A AR4 144A 500,000 500,000 0 0.07% -$10.70K
RFRF USD SOFR/2.23650 11/21/23-30Y LCH 1 1 0 0.06% -$16.55K
Elevation CLO Ltd., Series 2022-16A, Class A1AR 500,000 500,000 0 0.06% $919
VOYA EURO CLO VOYE 2A AR 144A 400,000 400,000 0 0.06% -$8.89K
RFR USD SOFR/3.50000 06/20/24-30Y LCH 1 1 0 0.03% -$7.90K
Bank of America Corp., Series FF 230,000 230,000 0 0.03% -$1.80K
RFR JPY MUTK/0.50000 12/15/21-10Y LCH 1 1 0 0.02% $18.62K
UBS GROUP AG SR UNSECURED REGS 01/28 VAR 100,000 100,000 0 0.01% -$1.77K
RFR JPY MUTK/0.55000 09/14/23-5Y LCH 1 1 0 0.01% $10.96K
INF SWAP EM NI 2.736 10/15/23-30Y LCH 2 2 0 0.01% -$25.84K
RFR USD SOFR/3.25000 06/18/25-9Y LCH 1 1 0 0.01% $9.67K
RFR USD SOFR/4.16066 03/31/26-28Y* LCH 1 1 0 0.01% -$18.13K
INF SWAP EM NI 2.59 12/15/22-30Y LCH 1 1 0 0.01% -$31.51K
INF SWAP EM NI 1.636 06/15/25-2Y LCH 1 1 0 0.01% $45.69K
INF SWAP EM NI 3.13 05/15/22-5Y LCH 2 2 0 0.01% $28.40K
COUNTRYWIDE ALTERNATIVE LOAN TRUST 116,129 116,129 0 0.01% -$246
INF SWAP EM NI 2.763 09/15/23-30Y LCH 1 1 0 0.01% -$12.85K
INF SWAP US IT 2.645 09/10/21-7Y LCH 1 1 0 0.00% $4.49K
INF SWAP EM NI 2.034 09/15/24-10Y LCH 1 1 0 0.00% $38.97K
RFR JPY MUT+5.89/0.3000 09/20/17-10Y LCH 1 1 0 0.00% -$1.04K
INF SWAP EM NI 2.049 08/15/24-10Y LCH 1 1 0 0.00% $76.01K
United States Small Business Administration 12,898 12,898 0 0.00% -$47
INF SWAP EM NI 2.59 03/15/22-30Y LCH 2 2 0 0.00% -$44.02K
MELLON RESIDENTIAL FUNDING COR MRFC 2002 TBC1 A 6,436 6,436 0 0.00% -$400
INF SWAP EM NI 2.55 04/15/22-30Y LCH 1 1 0 0.00% -$9.78K
CMBX.NA.AAA.12 SP SAL 1 1 0 0.00% -$1.18K
CMBX.NA.AAA.8 SP MEI 1 1 0 0.00% -$0
INF SWAP US IT 3.3 06/04/2025-1Y LCH 1 1 0 0.00% -$10.64K
INF SWAP EM NI 2.72 06/15/22-10Y LCH 1 1 0 0.00% $4.80K
WTI CRUDE FUTURE DEC26 IFEU 20261119 -1 -1 0 0.00% -$6.80K
317U84SA4 PIMCO SWAPTION 2.44 CALL EUR 2027012 -1,400,000 -1,400,000 0 0.00% $1.31K
INF SWAP EM NI 2.421 05/15/22-30Y LCH 1 1 0 0.00% -$11.24K
INF SWAP GB NI 3.466 09/15/24-10Y LCH 1 1 0 0.00% -$43.27K
INF SWAP FR NI 1.91 01/15/18-20Y LCH 1 1 0 0.00% -$7.92K
317U80NA7 PIMCO FPPSWAPTION 2.5 CALL EUR -5,000,000 -5,000,000 0 0.00% $6.28K
INF SWAP GB NI 3.5 08/15/24-10Y LCH 1 1 0 0.00% -$98.01K
INF SWAP EM NI 1.945 11/15/18-30Y LCH 1 1 0 0.00% -$4.98K
317U84TA3 PIMCO SWAPTION 2.44 PUT EUR 20270125 -1,400,000 -1,400,000 0 0.00% -$11.20K
IRS EUR 2.12000 09/03/25-2Y LCH 1 1 0 0.00% -$52.91K
317U7XVA7 PIMCO FPPSWAPTION 2.35 CALL EUR -12,500,000 -12,500,000 0 0.00% $9.24K
INF SWAP EM NI 1.38 03/15/21-10Y LCH 1 1 0 0.00% -$3.91K
RFRF USD SOFR/2.30000 11/15/23-5Y LCH 1 1 0 -0.01% $4.57K
RFRF USD SOFR/2.34000 11/21/23-5Y LCH 1 1 0 -0.01% $5.14K
317U80OA6 PIMCO FPPSWAPTION 2.5 PUT EUR -5,000,000 -5,000,000 0 -0.01% -$39.36K
317U7XUA8 PIMCO FPPSWAPTION 2.35 PUT EUR -12,500,000 -12,500,000 0 -0.02% -$105.62K
RFR GBP SONIO/3.75000 03/18/26-5Y LCH 1 1 0 -0.05% -$479.76K

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