FundWatcher
VPVRRIV
PIMCO Real Return Portfolio
PIMCO Variable Insurance Trust

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 89,400,000 89,400,000 5.26% $86.20M
FNCL 6 6/24 0 35,800,000 35,800,000 2.22% $36.44M
UNITED KINGDOM GILT BONDS REGS 10/31 4 0 21,600,000 21,600,000 1.70% $27.88M
Uniform Mortgage-Backed Security, TBA 0 20,600,000 20,600,000 1.30% $21.30M
U.S. Treasury Inflation-Indexed Notes 0 18,515,910 18,515,910 1.12% $18.30M
Uniform Mortgage-Backed Security, TBA 0 17,500,000 17,500,000 1.07% $17.56M
FNCL 4 4/26 0 11,700,000 11,700,000 0.67% $11.04M
Freddie Mac REMICS 0 6,983,473 6,983,473 0.43% $7.02M
JAPAN (30 YEAR ISSUE) BONDS 12/55 3.4 0 1,140,000,000 1,140,000,000 0.42% $6.86M
Uniform Mortgage-Backed Security, TBA 0 7,000,000 7,000,000 0.40% $6.60M
Boyce Park Clo Ltd 0 4,500,000 4,500,000 0.27% $4.50M
G2SF 3.5 4/24 0 4,000,000 4,000,000 0.22% $3.67M
G2 MB0868 0 3,899,997 3,899,997 0.22% $3.58M
EURO-OAT FUTURE JUN26 0 -443 -443 0.12% $1.93M
GSG BIDCO LTD SR SECURED 144A 06/51 6.375 0 1,100,000 1,100,000 0.08% $1.26M
GSG BIDCO LTD SR SECURED 144A 06/36 5.375 0 800,000 800,000 0.06% $918.33K
GSG BIDCO LTD SR SECURED 144A 06/31 4.7 0 800,000 800,000 0.06% $917.29K
IRS EUR 3.00000 09/16/26-30Y LCH 0 1 1 0.04% $679.31K
RFR USD SOFR/3.40694 07/06/26-4Y* LCH 0 4 4 0.04% $583.38K
EURO-BOBL FUTURE JUN26 0 -82 -82 0.01% $118.41K
TRS R 3.78/9128282L3 MYC 0 1 1 0.01% $117.71K
IRS EUR 3.05000 01/13/26-30Y LCH 0 1 1 0.01% $84.28K
EURO-SCHATZ FUT JUN26 DUM6 0 332 332 0.00% $32.41K
LOW SU GASOIL G SEP26 IFEU 20260910 0 1 1 0.00% $28.88K
BRENT CRUDE FUTR DEC26 IFEU 20261030 0 5 5 0.00% $22.26K
LME PRI ALUM FUTR MAY26 XLME 20260518 0 2 2 0.00% $21.61K
RFR USD SOFR/4.08316 06/30/26-27Y* LCH 0 2 2 0.00% $17.10K
Lead 0 -20 -20 0.00% $14.01K
LME PRI ALUM FUTR JUL26 XLME 20260713 0 8 8 0.00% $13.69K
Zinc 0 10 10 0.00% $11.42K
LME Lead Future 0 -5 -5 0.00% $11.18K
TTF NAT GAS F JUN26 NDEX 20260528 0 -5 -5 0.00% $8.57K
TTF NAT GAS F MAY26 NDEX 20260429 0 -2 -2 0.00% $4.47K
Nickel 0 -3 -3 0.00% $2.68K
MILL WHEAT EURO Sep26 0 11 11 0.00% $2.62K
LME NICKEL FUTURE MAY26 XLME 20260518 0 -2 -2 0.00% $1.79K
MILL WHEAT EURO May26 0 3 3 0.00% $774
COCOA FUTURE - IC Jul26 0 -1 -1 0.00% $53
IODEX IO FUT JUL26 XSIM 20260731 0 4 4 0.00% -$654
COFF ROBUSTA 10tn Jul26 0 1 1 0.00% -$722
31750S7L3 PIMCO CDSOPT PUT USD 0.65 20260520 0 -4,700,000 -4,700,000 0.00% -$3.82K
LME ZINC FUTURE MAY26 XLME 20260518 0 2 2 0.00% -$4.67K
WHITE SUGAR (ICE) FUT AUG26 QWQ6 0 -3 -3 0.00% -$4.81K
EURO-BUXL 30Y BND JUN26 0 39 39 0.00% -$59.36K
EURO-BUND FUTURE JUN26 0 46 46 -0.01% -$85.64K
TRS R 3.78/91282CDX6 MYC 0 1 1 -0.03% -$443.50K
RFR GBP SONIO/3.50000 03/18/26-2Y LCH 0 1 1 -0.03% -$537.79K
Repurchase Agreement 0 1 1 -0.06% -$922.79K
EURO-BTP (ITALY GOVT) JUN 26 0 388 388 -0.09% -$1.51M
IRS EUR 2.75000 09/16/26-10Y LCH 0 1 1 -0.22% -$3.62M
Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
FNCL 4.5 1/26 75,000,000 0 -75,000,000 0.00% -$73.23M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 10/15/2026 50,522,144 0 -50,522,144 0.00% -$50.06M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2026 39,229,726 0 -39,229,726 0.00% -$39.00M
Uniform Mortgage-Backed Security, TBA 35,800,000 0 -35,800,000 0.00% -$36.74M
Uniform Mortgage-Backed Security, TBA 20,600,000 0 -20,600,000 0.00% -$21.43M
U.S. Treasury Notes 20,734,386 0 -20,734,386 0.00% -$20.55M
FRANCE (GOVT OF) BONDS 144A REGS 03/26 0.1 15,469,272 0 -15,469,272 0.00% -$18.11M
Uniform Mortgage-Backed Security, TBA 17,500,000 0 -17,500,000 0.00% -$17.73M
Uniform Mortgage-Backed Security, TBA 14,400,000 0 -14,400,000 0.00% -$14.05M
CIFC EUROPEAN FUNDING CLO CIFCE 3A A 144A 4,750,000 0 -4,750,000 0.00% -$5.59M
Government National Mortgage Association, TBA 4,000,000 0 -4,000,000 0.00% -$3.64M
Government National Mortgage Association 3,935,249 0 -3,935,249 0.00% -$3.59M
HENLEY FUNDING LTD. HNLY 7A AR 144A 1,061,510 0 -1,061,510 0.00% -$1.25M
INF SWAP US IT 2.41875 03/05/21-5Y LCH 1 0 -1 0.00% -$1.19M
AG TRUST AG 2024 NLP A 144A 807,782 0 -807,782 0.00% -$813.20K
BDS LTD BDS 2022 FL11 ATS 144A 790,049 0 -790,049 0.00% -$791.55K
IRS EUR 3.00000 03/18/26-30Y LCH 1 0 -1 0.00% -$714.35K
FUT. EUR FOAT MAR26 -450 0 450 0.00% -$650.98K
RFR GBP SONIO/3.75000 09/17/25-5Y LCH 1 0 -1 0.00% -$352.94K
U.S. Treasury Bills 334,000 0 -334,000 0.00% -$331.14K
FUT. EURO-BUND EUX MAR26 -162 0 162 0.00% -$324.10K
Vibrant CLO XI Ltd., Series 2019-11A, Class A1R1 314,265 0 -314,265 0.00% -$314.43K
U.S. Treasury Bills 294,000 0 -294,000 0.00% -$290.87K
Cedar Funding V CLO Ltd., Series 2016-5A, Class A1R 271,644 0 -271,644 0.00% -$271.79K
VMWARE LLC 190,000 0 -190,000 0.00% -$190.20K
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A 159,721 0 -159,721 0.00% -$187.82K
CAIRN CLO BV CRNCL 2018 10A AR 144A 148,386 0 -148,386 0.00% -$174.51K
Saranac CLO VI Ltd., Series 2018-6A, Class A1R 146,524 0 -146,524 0.00% -$146.61K
LCM LOAN INCOME FUND LTD LCMLF 1A A 144A 81,441 0 -81,441 0.00% -$81.54K
OCTAGON INVESTMENT PARTNERS LT OCT18 2018 18A A1A 144A 80,527 0 -80,527 0.00% -$80.53K
RFR USD SOFR/3.37500 03/31/26-4Y* LCH 1 0 -1 0.00% -$31.26K
LME ZINC FUTURE MAR26 XLME 20260316 12 0 -12 0.00% -$25.59K
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER KBX1 CL A2 2.92000000 23,523 0 -23,523 0.00% -$23.46K
Romark CLO Ltd., Series 2017-1A, Class A1R 22,520 0 -22,520 0.00% -$22.55K
INF SWAP US IT 3.0425 02/21/25-1Y LCH 1 0 -1 0.00% -$17.65K
SGX IRON ORE 62% FUT MAR26 SCOH6 27 0 -27 0.00% -$11.81K
U.S. Treasury Bills 8,000 0 -8,000 0.00% -$7.96K
INF SWAP US IT 2.842 02/13/25-1Y LCH 1 0 -1 0.00% -$7.28K
INF SWAP US IT 2.82 02/05/25-1Y LCH 1 0 -1 0.00% -$5.12K
MILL WHEAT EURO MAR26 XPAR 20260310 -5 0 5 0.00% -$1.47K
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
LME LEAD FUTURE MAR26 XLME 20260316 -28 0 28 0.00% $838
Robusta Coffee Future 10-Tonne -1 0 1 0.00% $1.36K
ICE Cocoa Future -1 0 1 0.00% $3.01K
UK NATURAL GAS FUTMAR26 IFEU 20260226 -15 0 15 0.00% $8.28K
TTF NAT GAS F MAR26 NDEX 20260226 -20 0 20 0.00% $10.51K
LME NICKEL FUTURE MAR26 XLME 20260316 -3 0 3 0.00% $15.17K
LOW SU GASOIL G JUN26 IFEU 20260611 6 0 -6 0.00% $24.25K
LME PRIMARY ALUMINUM FUTURE 0326 -9 0 9 0.00% $34.81K
ITA GB 10YR FUT IKH6 03-06-26 161 0 -161 0.00% $86.26K
FUT. EURO BUXL BND MAR26 39 0 -39 0.00% $104.85K
FGBM Mar 2026 167 0 -167 0.00% $163.08K
IRS EUR 2.75000 03/18/26-10Y LCH 1 0 -1 0.00% $1.75M
Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
U.S. Treasury Inflation-Protected Indexed Notes 59,914,341 64,803,585 4,889,244 4.02% $5.33M
U.S. Treasury Notes 45,935,559 48,311,514 2,375,955 2.93% $2.26M
U.S. Treasury Inflation-Protected Indexed Notes 31,571,244 41,838,300 10,267,056 2.60% $10.42M
U.S. Treasury Inflation-Protected Security 0.375%, due 01/15/27 9,031,131 30,022,713 20,991,582 1.84% $21.16M
JAPAN GOVT CPI LINKED BONDS 03/29 0.1 2,209,595,280 2,212,905,990 3,310,710 0.85% -$437.27K
JAPAN GOVT CPI LINKED BONDS 03/28 0.1 1,625,272,560 1,627,719,570 2,447,010 0.63% -$265.27K
JAPAN GOVT CPI LINKED BONDS 03/35 0.005 1,174,104,000 1,175,863,500 1,759,500 0.43% -$232.51K
PIMCO PRV SHORT TERM FLT III MUTUAL FUND 34,901 564,506 529,604 0.34% $5.16M
RFR USD SOFR/3.74863 03/31/26-9Y* LCH 3 7 4 0.02% $229.88K
WHITE SUGAR (ICE) MAY26 IFEU 20260415 -6 -1 5 0.00% -$870
Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 07/15/2032 91,557,105 91,447,627 -109,478 5.27% $386.04K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/2% 01/15/2028 84,717,564 84,616,161 -101,403 5.12% $739.02K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 2.375% 10/15/2028 74,625,408 74,536,254 -89,154 4.71% $324.55K
U.S. Treasury Inflation-Protected Indexed Notes 63,194,103 63,118,587 -75,516 3.87% -$17.21K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-7/8% 04/15/29 55,632,216 55,565,367 -66,849 3.66% $15.56K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.375 07/15/33 59,501,550 59,429,955 -71,595 3.55% $96.13K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-3/4% 01/15/28 55,201,232 55,135,170 -66,062 3.41% $318.02K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-5/8% 04/15/28 46,789,167 46,733,154 -56,013 3.00% $46.39K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 07/15/2028 43,052,077 43,000,632 -51,444 2.62% $341.44K
U.S. Treasury Notes 0.125%, Due 1/15/2030 39,662,024 39,614,700 -47,323 2.31% $298.20K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 02/15/2042 43,445,547 43,393,388 -52,160 2.04% -$394.57K
U.S. Treasury Notes 31,401,495 31,364,041 -37,454 1.93% $120.51K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-3/8% 02/15/2044 36,659,642 36,615,558 -44,083 1.85% -$443.56K
U.S. TREASURY INFLATION-PROTECTED SECURITIES .25% 07/15/29 35,739,775 30,229,840 -5,509,935 1.79% -$5.03M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2031 31,002,972 30,965,713 -37,259 1.77% $206.49K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 02/15/2045 38,359,280 38,313,228 -46,052 1.68% -$445.82K
U.S. TREASURY INFLATION-PROTECTED SECURITIES .125 07/15/2030 28,319,885 28,285,989 -33,896 1.64% $199.37K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033 26,890,014 26,857,542 -32,472 1.58% $66.17K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-5/8% 10/15/27 24,401,352 24,372,270 -29,082 1.51% $168.22K
U.S. Treasury Inflation-Linked Notes 21,138,810 21,113,400 -25,410 1.28% $109.12K
U.S. Treasury Inflation-Protected Notes 1.75%, Due 01/15/2034 20,867,225 20,842,206 -25,019 1.27% $5.28K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-7/8% 02/15/2047 28,737,462 28,702,948 -34,514 1.24% -$364.88K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1% 02/15/46 26,359,521 26,327,870 -31,650 1.19% -$348.20K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 2-1/2% 01/15/29 18,771,980 18,749,452 -22,528 1.19% $73.54K
G2 MA8345 21,106,671 20,716,710 -389,961 1.17% -$249.04K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.50% 2/15/2053 23,002,770 22,975,260 -27,510 1.08% -$324.62K
U.S. Treasury Inflation-Protected Notes 2.125%, Due 02/15/2054 19,202,833 19,179,846 -22,987 1.03% -$343.21K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/2031 16,222,876 16,203,421 -19,455 0.93% $111.89K
U.S. TREASURY INFLATION-PROTECTED SECURITIES .875% 01/15/2029 14,661,729 14,644,105 -17,624 0.89% $101.66K
U.S. Treasury Notes 12,316,473 12,301,614 -14,859 0.77% $53.72K
FREDDIE MAC FHR 5575 FC 13,354,905 12,065,051 -1,289,854 0.74% -$1.27M
FREDDIE MAC REMICS SER 5513 CL MF V/R 5.01180000 11,273,844 10,037,371 -1,236,473 0.62% -$1.22M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/32 10,923,873 10,910,760 -13,113 0.61% $59.21K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 07/15/2027 9,663,568 9,651,952 -11,616 0.59% $98.81K
U.S. Treasury Inflation-Protected Indexed Bonds 9,738,802 9,727,078 -11,724 0.57% -$122.35K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 04/15/2027 9,456,322 9,444,924 -11,398 0.57% $105.41K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 2 1/8% 02/15/40 9,520,764 9,509,388 -11,376 0.57% -$117.89K
U.S. Treasury Inflation-Protected Indexed Bonds 9,699,578 9,687,922 -11,656 0.55% -$197.36K
U.S. Treasury Inflation-Protected Indexed Bonds 15,070,092 15,052,016 -18,075 0.49% -$135.16K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.25% 02/15/2050 12,626,706 12,611,552 -15,154 0.44% -$130.19K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 02/15/2043 9,375,376 9,364,122 -11,254 0.42% -$79.40K
G2 MA8099 7,254,594 7,114,679 -139,915 0.40% -$90.68K
GOVERNMENT NATIONAL MORTGAGE A GNR 2025 205 FG 7,500,000 6,483,614 -1,016,386 0.40% -$1.01M
Government National Mortgage Association Guaranteed Remic Pass-Through Securities, The 6,357,871 6,035,523 -322,348 0.37% -$305.90K
FNR 2025-19 FC 6,074,081 5,560,215 -513,866 0.34% -$492.07K
Government of Canada 7,076,846 7,063,987 -12,859 0.32% -$80.06K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1% 02/15/48 7,165,757 7,157,182 -8,575 0.31% -$94.27K
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/30 0 3,615,575 3,589,707 -25,868 0.25% -$26.28K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.250 04/15/2028 4,016,461 4,011,651 -4,810 0.25% $27.44K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 02/15/2052 7,017,960 7,009,560 -8,400 0.22% -$74.20K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-3/8% 04/15/32 2,762,591 2,759,278 -3,313 0.19% -$5.24K
FRANCE (GOVT OF) BONDS 144A REGS 07/31 0.1 2,582,202 2,563,722 -18,480 0.18% $2.07K
G2 MA8044 2,940,549 2,877,676 -62,872 0.16% -$46.99K
FREDDIE MAC REMICS SER 5508 CL QF V/R 5.02180000 2,509,763 2,322,592 -187,171 0.14% -$184.33K
DRYDEN EURO CLO DRYD 2015 44A A1RR 144A 2,096,080 1,983,183 -112,897 0.14% -$171.49K
Government National Mortgage Association 2,135,951 2,131,870 -4,081 0.13% $967
PROVIDUS CLO PRVD 4A AR 144A 1,900,000 1,818,151 -81,849 0.13% -$134.49K
CIT Mortgage Loan Trust, Series 2007-1, Class 1M1 2,168,882 2,046,228 -122,654 0.13% -$128.18K
NRZT 2019-RPL3 A1 144A FRN 07-25-59 2,060,276 1,924,736 -135,540 0.11% -$132.51K
CWABS Asset-Backed Certificates Trust, Series 2007-8, Class 1A1 1,830,973 1,782,823 -48,151 0.10% -$45.64K
CVC CORDATUS OPPORTUNITY LOAN COLFR 1A AR 144A 1,501,820 1,425,040 -76,780 0.10% -$117.88K
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1 1,354,834 1,345,136 -9,698 0.10% -$25.70K
ARCLO 2022-FL1 A SOFR30A+145 01/15/2037 144A 1,898,537 1,514,728 -383,809 0.09% -$392.25K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2018-H15 CL FG V/R 4.92655000 1,484,053 1,454,278 -29,775 0.09% -$28.59K
FANNIE MAE REMICS SER 2025-18 CL FA V/R 4.82419000 1,518,868 1,404,886 -113,982 0.09% -$112.21K
RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX4 A4 1,477,723 1,392,290 -85,434 0.08% -$84.21K
FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF12 M2 1,445,517 1,374,869 -70,647 0.08% -$72.22K
LEHMAN XS TRUST SERIES 2007-20N SER 2007-20N CL A1 V/R REGD 6.36876000 1,218,980 1,164,763 -54,217 0.07% -$47.18K
ALBACORE EURO CLO ALBAC 4A AR 144A 999,913 999,835 -78 0.07% -$19.08K
SLM STUDENT LOAN TRUST SLMA 2004 3A A6B 144A 1,175,040 1,136,105 -38,935 0.07% -$29.33K
Freddie Mac Strips 1,027,079 1,006,476 -20,603 0.06% -$21.05K
MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A 1,323,738 968,049 -355,689 0.06% -$356.09K
Government National Mortgage Association Guaranteed Remic Pass-Through Securities, The 1,040,457 926,241 -114,216 0.06% -$110.07K
Thornburg Mortgage Securities Trust, Series 2004-2, Class A1 990,036 964,681 -25,355 0.06% -$24.16K
CWALT 2006-OA11 A1B 961,078 937,658 -23,419 0.06% -$21.16K
ST PAULS CLO SPAUL 10A AR 144A 793,876 748,731 -45,145 0.05% -$65.17K
Soundview Home Loan Trust, Series 2007-OPT1, Class 1A1 1,197,472 1,176,647 -20,826 0.05% -$16.65K
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 1T1 1A1 2,564,566 2,558,974 -5,592 0.05% -$43.20K
Securitized Asset-Backed Receivables LLC Trust, Series 2006-HE1, Class A2C 2,503,168 2,494,378 -8,790 0.05% -$15.27K
TRTX Issuer Ltd., Series 2022-FL5, Class A 888,386 764,391 -123,994 0.05% -$120.48K
Home Equity Asset Trust, Series 2005-8, Class M2 826,371 771,633 -54,738 0.05% -$54.12K
Park Place Securities, Inc., Series 2004-WCW2, Class M3 873,246 726,232 -147,014 0.04% -$145.36K
Citigroup Mortgage Loan Trust, Series 2007-AR4, Class 1A1A 808,869 754,647 -54,221 0.04% -$43.74K
MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A2D 1,469,220 1,457,664 -11,556 0.04% -$11.72K
New Century Home Equity Loan Trust 2006-2 679,188 637,800 -41,389 0.04% -$45.92K
SOUND POINT CLO LTD SNDPT 2015 2A ARRR 144A 719,580 605,719 -113,860 0.04% -$114.98K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H11 CL FC V/R 5.19888000 572,353 564,588 -7,765 0.04% -$5.49K
ST PAULS CLO SPAUL 4A ARR1 144A 546,167 486,554 -59,613 0.03% -$80.95K
Freddie Mac REMICS 585,767 570,198 -15,569 0.03% -$15.55K
HARVEST CLO HARVT 21A A1R 144A 704,802 472,788 -232,014 0.03% -$281.84K
FSPC T-62 1A1 V/R 10/25/44 5.27810000 575,655 553,405 -22,250 0.03% -$19.68K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 2-3/8% 01/15/27 500,520 499,922 -598 0.03% $4.17K
Soundview Home Loan Trust, Series 2007-OPT2, Class 2A3 566,707 546,215 -20,492 0.03% -$18.87K
Government National Mortgage Association 608,763 495,750 -113,013 0.03% -$114.15K
Freddie Mac REMICS 506,320 486,434 -19,886 0.03% -$19.89K
FR SD8245 497,660 487,582 -10,078 0.03% -$15.23K
Fremont Home Loan Trust, Series 2006-C, Class 1A1 507,054 494,925 -12,130 0.03% -$10.19K
Lehman XS Trust, Series 2006-7, Class 1A1A 527,063 514,379 -12,684 0.03% -$9.89K
FORTRESS CREDIT BSL VII LTD A1R TSFR3M+109 07/23/2032 144A 733,325 456,282 -277,043 0.03% -$277.42K
COUNTRYWIDE HOME LOANS CWHL 2005 HYB6 2A1 486,891 479,023 -7,869 0.03% -$4.23K
RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH8 A 558,339 556,642 -1,697 0.03% -$273
RESIDENTIAL ASSET SECURITIES C RASC 2006 KS7 M1 480,510 433,061 -47,449 0.03% -$47.06K
Alliance Bancorp Trust, Series 2007-OA1, Class A1 447,754 444,707 -3,047 0.02% -$838
PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 3A AR 144A 465,460 333,004 -132,457 0.02% -$161.53K
Countrywide Asset-Backed Certificates, Series 2006-19, Class 2A3 413,110 359,310 -53,801 0.02% -$52.99K
Credit-Based Asset Servicing & Securitization LLC, Series 2007-CB6, Class A3 540,034 531,334 -8,700 0.02% -$7.49K
Long Beach Mortgage Loan Trust, Series 2006-7, Class 2A2 875,044 866,492 -8,552 0.02% -$6.46K
WACHOVIA MORTGAGE LOAN TRUST, WMLT 2006 ALT1 A3 998,899 992,586 -6,313 0.02% -$9.97K
FNMA POOL FS3519 FN 11/52 FIXED VAR 343,396 339,471 -3,925 0.02% -$7.56K
DRYDEN SENIOR LOAN FUND DRSLF 2018 60A A 144A 513,364 315,393 -197,971 0.02% -$197.88K
ARGENT SECURITIES INC. ARSI 2005 W1 A1 342,478 333,967 -8,511 0.02% -$5.27K
LoanCore Issuer Ltd., Series 2022-CRE7, Class A 520,361 307,741 -212,620 0.02% -$213.76K
Lehman XS Trust, Series 2006-8, Class 3A4 331,074 297,408 -33,666 0.02% -$36.80K
VOYA CLO LTD VOYA 2019 2A AR 144A 345,854 288,553 -57,301 0.02% -$57.65K
Credit-Based Asset Servicing & Securitization LLC, Series 2005-CB3, Class M4 297,892 283,867 -14,025 0.02% -$13.64K
EUROSAIL PLC ESAIL 2007 3X A3A REGS 217,686 190,359 -27,328 0.02% -$41.50K
Saxon Asset Securities Trust, Series 2007-3, Class 1A 267,783 249,345 -18,438 0.01% -$17.46K
GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A 280,943 232,251 -48,692 0.01% -$48.60K
Bear Stearns ALT-A Trust, Series 2005-7, Class 22A1 453,031 438,576 -14,455 0.01% -$12.29K
RESIDENTIAL ASSET SECURITIZATI RAST 2005 A5 A3 389,536 387,355 -2,181 0.01% -$8.28K
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR7 3A 221,510 219,865 -1,645 0.01% -$1.47K
Freddie Mac Structured Pass-Through Certificates 180,878 175,224 -5,654 0.01% -$5.21K
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 4CB 1A35 202,683 197,673 -5,010 0.01% -$2.65K
IndyMac INDB Mortgage Loan Trust, Series 2006-1, Class A1 510,142 506,438 -3,704 0.01% -$2.49K
Ellington Loan Acquisition Trust, Series 2007-1, Class A1 177,950 158,866 -19,084 0.01% -$18.78K
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR19 1A1A 159,519 154,654 -4,865 0.01% -$4.43K
DRYDEN SENIOR LOAN FUND DRSLF 2018 64A A 144A 203,030 147,596 -55,434 0.01% -$55.39K
CMLTI 2007-10 22AA 9/37 155,563 154,048 -1,515 0.01% $63
JP Morgan Mortgage Trust, Series 2008-R2, Class 1A1 155,450 150,035 -5,415 0.01% -$6.54K
GreenPoint Mortgage Funding Trust, Series 2006-AR4, Class A6A 148,730 145,440 -3,290 0.01% -$2.64K
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA19 A1 171,049 165,732 -5,317 0.01% -$4.92K
DRYDEN EURO CLO DRYD 2017 52A AR 144A 159,328 116,347 -42,980 0.01% -$52.83K
ACE Securities Corp. Home Equity Loan Trust, Series 2007-ASAP1 314,335 313,124 -1,211 0.01% -$1.20K
Bear Stearns ALT-A Trust, Series 2006-2, Class 23A1 154,386 153,208 -1,178 0.01% $657
PARK PLACE SECURITIES INC PPSI 2005 WHQ4 M2 154,621 127,765 -26,856 0.01% -$26.29K
OZLM XXIV Ltd., Series 2019-24A, Class A1AR 196,096 124,035 -72,061 0.01% -$72.07K
COUNTRYWIDE HOME LOANS CWHL 2006 6 A4 227,389 224,667 -2,722 0.01% -$4.01K
Washington Mutual Mortgage Pass-Through Certificates Series 2007-OA4 Trust 125,022 121,359 -3,663 0.01% -$6.89K
GS Mortgage Securities Corp. 203,029 198,115 -4,914 0.01% -$4.49K
EUROSAIL PLC ESAIL 2007 3X A3C REGS 85,332 74,619 -10,712 0.01% -$16.29K
Sounds Point CLO IV-R Ltd., Series 2013-3RA, Class A 123,870 97,703 -26,167 0.01% -$26.14K
BLACK DIAMOND CLO LTD BLACK 2019 1A A1R 144A 125,164 81,021 -44,143 0.01% -$53.54K
First Horizon Alternative Mortgage Securities Trust, Series 2006-FA8, Class 1A7 260,240 260,206 -34 0.01% -$1.46K
Sequoia Mortgage Trust, Series 2007-3, Class 1A1 108,801 100,614 -8,187 0.01% -$7.75K
RFMSI Trust, Series 2007-S6, Class 1A10 109,426 106,443 -2,983 0.01% -$1.84K
ChaseFlex Trust Series 2007-1 281,095 278,474 -2,622 0.01% -$5.39K
CWABS INC ASSET-BACKED CERTIFICATES SERIES 2007-12 SER 2007-12 CL 1A1 V/R REGD 4.80876000 84,272 78,090 -6,182 0.00% -$6.54K
Bear Stearns ARM Trust, Series 2005-9, Class A1 81,030 78,632 -2,398 0.00% -$2.33K
IndyMac INDX Mortgage Loan Trust, Series 2005-AR14, Class 1A1A 102,701 101,578 -1,123 0.00% -$1.91K
CSMC Trust, Series 2007-4R, Class 1A1 77,566 74,119 -3,448 0.00% -$3.48K
Bear Stearns ARM Trust, Series 2005-1, Class 2A1 74,167 70,521 -3,646 0.00% -$3.09K
Securitized Asset-Backed Receivables LLC Trust, Series 2006-HE2, Class A2C 171,963 170,887 -1,076 0.00% -$866
Merrill Lynch Mortgage Investors Trust Series 2007-HE2 233,607 231,537 -2,070 0.00% -$1.82K
Bear Stearns ARM Trust, Series 2006-2, Class 3A2 75,016 73,624 -1,392 0.00% -$846
Morgan Stanley Mortgage Loan Trust, Series 2006-8AR, Class 5A4 69,964 64,939 -5,025 0.00% -$4.77K
CMLTI 2006-AR1 2A1 63,170 61,589 -1,581 0.00% -$1.67K
Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A3 64,952 62,271 -2,681 0.00% -$4.20K
RESIDENTIAL ASSET SECURITIZATI RAST 2006 A10 A5 211,100 206,292 -4,808 0.00% -$2.18K
New Century Home Equity Loan Trust, Series 2004-4, Class M1 59,675 57,673 -2,002 0.00% -$1.84K
ARES EUROPEAN CLO ARESE 10A AR 144A 104,702 45,873 -58,829 0.00% -$70.05K
JP Morgan Mortgage Trust, Series 2007-A1, Class 3A3 57,987 54,022 -3,964 0.00% -$3.69K
CMLTI 2007-AMC2 A3A 70,125 69,254 -871 0.00% -$703
Securitized Asset-Backed Receivables LLC Trust, Series 2007-HE1, Class A2A 247,987 247,030 -957 0.00% -$772
GSR Mortgage Loan Trust, Series 2004-12, Class 3A6 52,106 51,211 -895 0.00% -$558
Banc of America Funding Trust, Series 2006-A, Class 1A1 50,865 49,705 -1,160 0.00% -$841
First Horizon Mortgage Pass-Through Trust, Series 2005-AR3, Class 2A1 72,118 71,744 -374 0.00% -$543
Banc of America Mortgage Trust, Series 2006-A, Class 2A1 56,938 48,729 -8,209 0.00% -$7.86K
Bear Stearns ARM Trust, Series 2004-10, Class 13A1 44,330 43,801 -528 0.00% -$192
Banc of America Funding Trust, Series 2006-J, Class 4A1 49,759 49,008 -751 0.00% -$306
GreenPoint Mortgage Funding Trust, Series 2005-AR5, Class 1A1 47,038 43,890 -3,148 0.00% -$2.95K
GreenPoint MTA Trust, Series 2005-AR1, Class A2 46,208 45,385 -823 0.00% -$1.15K
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA7 A1A 43,583 43,255 -328 0.00% -$160
AOMT 2020-4 A1 47,139 41,504 -5,636 0.00% -$5.27K
Adjustable Rate Mortgage Trust, Series 2006-2, Class 1A4 46,621 45,752 -869 0.00% -$547
MASTR Asset Backed Securities Trust 2006-AM1 40,017 39,252 -766 0.00% -$617
First Horizon Alternative Mortgage Securities Trust, Series 2004-AA1, Class A1 37,812 36,762 -1,049 0.00% -$793
Renaissance Home Equity Loan Trust, Series 2002-3, Class A 39,191 38,580 -611 0.00% -$570
Structured Asset Mortgage Investments II Trust, Series 2006-AR3, Class 11A1 41,577 39,930 -1,647 0.00% -$1.39K
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR3 A1A 39,026 38,744 -282 0.00% -$129
FNMA, Series 2006-5, Class 3A2 35,814 34,118 -1,696 0.00% -$1.94K
Structured Adjustable Rate Mortgage Loan Trust, Series 2004-19, Class 2A1 36,000 35,426 -574 0.00% -$405
CIFC Funding Ltd., Series 2017-4A, Class A1R 451,329 32,701 -418,628 0.00% -$419.15K
GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 34,333 33,690 -643 0.00% -$429
COUNTRYWIDE HOME LOANS CWHL 2006 HYB3 3A1B 34,837 34,377 -460 0.00% -$137
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR15 2A 37,061 36,989 -72 0.00% -$2.62K
JP Morgan Mortgage Trust, Series 2005-A6, Class 2A1 34,897 31,092 -3,804 0.00% -$3.54K
JP Morgan Mortgage Trust, Series 2005-A6, Class 7A1 33,319 32,975 -344 0.00% -$107
United States Small Business Administration, Series 2008-20H, Class 1 37,227 28,995 -8,232 0.00% -$8.62K
IndyMac INDX Mortgage Loan Trust, Series 2004-AR11, Class 2A 30,654 30,216 -438 0.00% -$185
GSAMP TRUST GSAMP 2005 HE2 M2 29,643 29,391 -252 0.00% -$263
Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A1 30,071 29,630 -441 0.00% -$1.43K
GSAMP Trust, Series 2007-FM1, Class A2A 56,000 55,435 -565 0.00% -$409
HVMLT 2005-9 2A1A TSFR1M+79.448 6/35 29,030 28,492 -538 0.00% -$469
HarborView Mortgage Loan Trust, Series 2005-13, Class 2A11 63,661 63,615 -46 0.00% -$514
Argent Securities Trust, Series 2006-W4, Class A2C 107,106 106,352 -754 0.00% -$590
Structured Adjustable Rate Mortgage Loan Trust, Series 2005-17, Class 3A1 31,325 28,264 -3,061 0.00% -$2.49K
MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 3A7 24,371 23,537 -834 0.00% -$737
RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO1 A1 32,696 32,582 -113 0.00% -$323
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 5 A1A 26,005 24,761 -1,244 0.00% -$995
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 1A1A 23,830 23,420 -410 0.00% -$234
CREDIT BASED ASSET SERVICING A CBASS 2006 CB9 A1 44,643 44,206 -437 0.00% $58
JP Morgan Mortgage Trust, Series 2005-A1, Class 6T1 21,206 20,740 -466 0.00% -$364
HarborView Mortgage Loan Trust, Series 2005-2, Class 2A1A 20,473 20,297 -176 0.00% -$214
Countrywide Alternative Loan Trust 24,058 22,105 -1,953 0.00% -$1.56K
GSR Mortgage Loan Trust, Series 2005-AR4, Class 6A1 20,160 19,893 -267 0.00% -$235
Citigroup Mortgage Loan Trust, Inc., Series 2004-NCM2, Class 1CB1 19,621 19,176 -445 0.00% -$505
Washington Mutual Mortgage Pass-Through Certificates Series 2003-AR9 Trust 19,338 19,135 -203 0.00% -$39
GSAMP TRUST GSAMP 2005 WMC1 M1 18,340 17,901 -439 0.00% -$431
BRENT CRUDE FUTR SEP26 IFEU 20260731 7 1 -6 0.00% $22.18K
GSR Mortgage Loan Trust, Series 2005-AR1, Class 1A1 17,591 17,223 -368 0.00% -$249
Structured Adjustable Rate Mortgage Loan Trust, Series 2004-1, Class 4A2 15,962 15,500 -462 0.00% -$382
Bear Stearns ARM Trust 2005-12 16,270 16,132 -138 0.00% $13
IndyMac MBS, Inc. 12,557 12,416 -141 0.00% $19
MORGN 2018-3A AR CLO 144A FRN 10-20-31 157,468 13,897 -143,571 0.00% -$143.63K
MLCC MORTGAGE INVESTORS INC MLCC 2005 3 5A 14,751 14,263 -488 0.00% -$450
FNMA, Series 2003-W8, Class 3F2 13,740 13,283 -457 0.00% -$455
COUNTRYWIDE HOME LOANS CWHL 2005 19 1A6 17,860 17,719 -141 0.00% -$257
CWALT 2005-61 2A1 12,690 12,584 -106 0.00% -$58
Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A2 12,225 11,476 -748 0.00% -$1.05K
MRFC Mortgage Pass-Through Trust, Series 2000-TBC3, Class A1 11,592 10,760 -831 0.00% -$804
FNMA POOL 817547 FN 10/35 FLOATING VAR 10,312 10,090 -222 0.00% -$252
MAN GLG EURO CLO GLGE 5A A1R 144A 49,403 8,597 -40,806 0.00% -$48.15K
Mellon Residential Funding Corp. Mortgage Pass-Through Certificates, Series 2001-TBC1, Class A1 11,005 10,034 -971 0.00% -$930
Structured Asset Mortgage Investments II Trust, Series 2004-AR5, Class 1A1 10,244 10,005 -239 0.00% -$218
Soundview Home Loan Trust, Series 2006-NLC1, Class A1 36,134 35,917 -216 0.00% -$212
Freddie Mac Non Gold Pool 8,698 8,429 -269 0.00% -$297
Structured Asset Mortgage Investments II Trust, Series 2006-AR4, Class 2A1 7,840 7,655 -185 0.00% -$269
BOAMS 2005-E 2A1 7,985 7,847 -138 0.00% -$198
FNMA, Series 2006-118, Class A2 7,477 7,112 -365 0.00% -$359
JP Morgan Mortgage Trust, Series 2005-A6, Class 4A1 7,053 6,962 -92 0.00% $166
FSPC T-32 A1 7,030 6,429 -601 0.00% -$569
Chase Mortgage Finance Trust Series 2007-A1 6,349 6,229 -120 0.00% -$84
JP Morgan Mortgage Trust, Series 2007-A1, Class 1A1 6,142 5,957 -185 0.00% -$156
FNMA POOL 803338 FN 09/44 FLOATING VAR 5,450 5,014 -437 0.00% -$443
Sequoia Mortgage Trust, Series 5, Class A 4,580 4,433 -148 0.00% -$131
IndyMac INDX Mortgage Loan Trust, Series 2004-AR10, Class 2A2A 4,510 4,481 -29 0.00% -$31
JP Morgan Mortgage Acquisition Trust 2006-CH2 5,774 3,989 -1,785 0.00% -$1.78K
FNMA, Series 2006-30, Class KF 3,995 3,924 -71 0.00% -$70
Deutsche Alt-B Securities Mortgage Loan Trust, Series 2006-AB4, Class A1B1 3,897 3,817 -80 0.00% -$78
Washington Mutual Mortgage Pass-Through Certificates Series 2002-AR17 Trust 3,135 2,886 -248 0.00% -$238
MORGAN STANLEY IXIS REAL ESTAT MSIX 2006 2 A1 7,703 7,647 -56 0.00% -$45
Merrill Lynch Mortgage Investors Trust, Series 2006-RM4, Class A2A 12,212 12,201 -11 0.00% -$22
FNMA, Series 2004-63, Class FA 2,468 2,394 -74 0.00% -$74
FNMA POOL 795297 FN 07/44 FLOATING VAR 1,427 1,367 -60 0.00% -$64
FNMA, Series 2007-63, Class FC 1,402 1,342 -60 0.00% -$60
HSI Asset Securitization Corp Trust 2006-HE1 3,776 3,684 -92 0.00% -$90
Citigroup Mortgage Loan Trust, Series 2005-11, Class A1A 708 689 -19 0.00% -$20
CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 1A A1 144A 636 577 -59 0.00% -$58
Citigroup Mortgage Loan Trust, Inc. 358 350 -7 0.00% -$7
ECX EMISSION FUT DEC26 MOZ26 5 -1 -6 0.00% -$25.82K
US ULTRA BOND CBT Sep25 -8,600,336 -217,370,022 -208,769,686 -12.79% -$203.08M
Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
PROJECT CASHMERE CLASS A1 144A 21,500,000 21,500,000 0 0.91% $485.90K
RPLDCI 6.581 05/30/49 144A 7,100,000 7,100,000 0 0.45% -$202.20K
TIKEHAU CLO IX DAC TIKEH 9A AR 144A 6,200,000 6,200,000 0 0.44% -$126.20K
IRS EUR 0.19500 11/04/22-30Y LCH 2 2 0 0.42% -$397.60K
IRS EUR 0.19700 11/08/22-30Y LCH 1 1 0 0.38% -$358.16K
RFR USD SOFR/2.86500 02/13/24-30Y LCH 1 1 0 0.29% -$370.92K
TCW CLO 2019 1 AMR, LTD. TCW 2019 1A ASNR 144A 4,700,000 4,700,000 0 0.29% $2.35K
Atlas Senior Loan Fund XVIII Ltd., Series 2021-18A, Class A1R 4,500,000 4,500,000 0 0.27% -$5.40K
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2025 1A A1 144A 3,800,000 3,800,000 0 0.27% -$79.05K
MOUNTAIN VIEW CLO XIV LTD A1R TSFR3M+115.9 10/15/2034 144A 4,200,000 4,200,000 0 0.26% $3.72K
Bain Capital Credit CLO Ltd., Series 2019-3A, Class ARR 3,200,000 3,200,000 0 0.20% $1.80K
INF SWAP US IT 2.31125 02/24/21-10Y LCH 1 1 0 0.17% $162.41K
RFRF USD SOFR/2.28500 11/15/23-30Y LCH 1 1 0 0.15% -$79.67K
BAIN CAPITAL EURO CLO BCCE 2022 2A ARR 144A 2,000,000 2,000,000 0 0.14% -$41.82K
RFRF USD SOFR/2.23650 11/21/23-30Y LCH 1 1 0 0.12% -$62.67K
ROCKFORD TOWER EUROPE CLO RFTE 2018 1A A1RR 144A 1,600,000 1,600,000 0 0.11% -$33.55K
CONTEGO CLO DAC CONTE 3A ARR 144A 1,600,000 1,600,000 0 0.11% -$33.65K
CORDATUS CLO PLC CORDA 21A A1E 144A 1,400,000 1,400,000 0 0.10% -$31.00K
Bank of America Corp., Series FF 1,220,000 1,220,000 0 0.07% -$9.55K
Neuberger Berman Loan Advisers CLO Ltd., Series 2021-45A, Class AR 1,100,000 1,100,000 0 0.07% $1.20K
Capital Four US CLO II Ltd., Series 2022-1A, Class AR 1,000,000 1,000,000 0 0.06% -$4.08K
RFR USD SOFR/3.50000 06/20/24-30Y LCH 1 1 0 0.06% -$28.52K
ST PAULS CLO SPAUL 2A AR4 144A 800,000 800,000 0 0.06% -$17.12K
LEHMAN ABS MANUFACTURED HOUSIN LABMH 2001 B M2 785,924 785,924 0 0.05% $516
INF SWAP US IT 2.7675 05/13/21-5Y LCH 1 1 0 0.05% $18.59K
ARES XLIV CLO Ltd. Floating Rate, Due 04/15/2034 700,000 700,000 0 0.04% $522
ANCHORAGE CAPITAL CLO LTD ANCHC 2021 20A A1R 144A 700,000 700,000 0 0.04% $211
MARBLE POINT CLO XXII LTD AR TSFR3M+ 07/25/2034 144A 500,000 500,000 0 0.03% -$783
RFR JPY MUTK/0.50000 12/15/21-10Y LCH 1 1 0 0.03% $63.93K
INF SWAP EM NI 1.636 06/15/25-2Y LCH 1 1 0 0.03% $442.32K
RFR USD SOFR/3.25000 06/18/25-9Y LCH 1 1 0 0.03% $59.87K
UNITED MEXICAN 400,000 400,000 0 0.02% -$9.52K
COUNTRYWIDE HOME LOANS CWHL 2007 1 A1 778,138 778,138 0 0.02% -$17.90K
UNITED MEXICAN 300,000 300,000 0 0.02% -$7.35K
INF SWAP EM NI 2.736 10/15/23-30Y LCH 2 2 0 0.02% -$99.08K
CREDICORP CAPITAL SOCIED /PEN/ REGD 144A P/P 9.70000000 900,000 900,000 0 0.02% -$8.66K
US TREASURY N/B 258,000 258,000 0 0.02% -$2.82K
RFR JPY MUTK/0.55000 09/14/23-5Y LCH 1 1 0 0.01% $27.41K
INF SWAP EM NI 2.7 04/15/23-30Y LCH 1 1 0 0.01% -$78.75K
US TREASURY N/B 159,000 159,000 0 0.01% -$2.07K
INF SWAP US IT 2.645 09/10/21-7Y LCH 1 1 0 0.01% $17.05K
INF SWAP EM NI 2.59 12/15/22-30Y LCH 1 1 0 0.01% -$90.02K
INF SWAP EM NI 2.049 08/15/24-10Y LCH 1 1 0 0.01% $283.74K
INF SWAP EM NI 3.13 05/15/22-5Y LCH 2 2 0 0.01% $73.52K
INF SWAP EM NI 2.763 09/15/23-30Y LCH 1 1 0 0.01% -$34.28K
INF SWAP EM NI 2.034 09/15/24-10Y LCH 1 1 0 0.01% $185.11K
RFR USD SOFR/4.16066 03/31/26-28Y* LCH 1 1 0 0.00% -$18.69K
AVOLON HDGS 53,000 53,000 0 0.00% -$205
RFR JPY MUT+5.89/0.3000 09/20/17-10Y LCH 1 1 0 0.00% -$2.13K
INF SWAP EM NI 2.59 03/15/22-30Y LCH 2 2 0 0.00% -$102.72K
RFR JPY MUT+5.89/0.3000 03/20/18-10Y LCH 1 1 0 0.00% -$82
INF SWAP EM NI 2.55 04/15/22-30Y LCH 1 1 0 0.00% -$9.78K
INF SWAP US IT 3.3 06/04/2025-1Y LCH 1 1 0 0.00% -$39.20K
317U84SA4 PIMCO SWAPTION 2.44 CALL EUR 2027012 -4,900,000 -4,900,000 0 0.00% $4.59K
INF SWAP EM NI 2.421 05/15/22-30Y LCH 1 1 0 0.00% -$26.88K
INF SWAP GB NI 3.466 09/15/24-10Y LCH 1 1 0 0.00% -$166.91K
317U7XVA7 PIMCO FPPSWAPTION 2.35 CALL EUR -19,600,000 -19,600,000 0 0.00% $14.50K
317U84TA3 PIMCO SWAPTION 2.44 PUT EUR 20270125 -4,900,000 -4,900,000 0 0.00% -$39.21K
INF SWAP GB NI 3.5 08/15/24-10Y LCH 1 1 0 0.00% -$385.91K
317U80NA7 PIMCO FPPSWAPTION 2.5 CALL EUR -30,500,000 -30,500,000 0 -0.01% $38.30K
RFRF USD SOFR/2.34000 11/21/23-5Y LCH 1 1 0 -0.01% $19.46K
317U7XUA8 PIMCO FPPSWAPTION 2.35 PUT EUR -19,600,000 -19,600,000 0 -0.02% -$165.61K
317U80OA6 PIMCO FPPSWAPTION 2.5 PUT EUR -30,500,000 -30,500,000 0 -0.02% -$240.11K
RFRF USD SOFR/2.30000 11/15/23-5Y LCH 1 1 0 -0.11% $162.24K
RFR GBP SONIO/3.75000 03/18/26-5Y LCH 1 1 0 -0.12% -$2.04M
INF SWAP US IT 1.76 11/04/19-10Y LCH 1 1 0 -0.14% -$111.76K
INF SWAP EM NI 1.38 03/15/21-10Y LCH 1 1 0 -0.20% -$404.40K

Machine-readable: JSON · Markdown. Programmatic access via the agent surface.