PIMCO Low Duration ESG Fund Institutional Class (PLDIX)
NASDAQ · Mutual Fund · Delayed Price · Currency is USD
9.19
+0.01 (0.11%)
Feb 28, 2025, 4:00 PM EST

PLDIX Holdings List

Dec 31, 2024
No.SymbolName WeightShares
1T 3.625 05.15.26UNITED STATES GOVT - US TREASURY N/B 05/26 3.62511.91%37,300,000
2n/aREPO BANK AMERICA REPO7.50%23,300,000
3FNMA 0.7 07.30.25FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE) - FANNIE MAE NOTES 07/25 0.72.58%8,200,000
4FHLMC 0.68 08.06.25FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) - FREDDIE MAC NOTES 08/25 0.682.58%8,200,000
5FN CB6830FNMA PASS THRU POOLS - FNMA POOL CB6830 FN 07/53 FIXED 4.51.73%5,690,532
6n/aGOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H24 - GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H24 BF1.38%4,192,360
7FR RJ0048FHLMC PASS THRU POOLS - FED HM LN PC POOL RJ0048 FR 10/53 FIXED 4.51.35%4,452,964
8FHLMC 0.65 10.22.25FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) - FREDDIE MAC NOTES 10/25 0.651.28%4,100,000
9FHLMC 0.65 10.27.25FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) - FREDDIE MAC NOTES 10/25 0.651.28%4,100,000
10FN CB3364FNMA PASS THRU POOLS - FNMA POOL CB3364 FN 04/52 FIXED 31.22%4,466,103
11FNCL 4 3.12UMBS PASS THRU POOLS - FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE1.21%4,100,000
12GNR 2022-H24 FDGOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H24 - GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H24 FD1.20%3,650,921
13FN CB2786FNMA PASS THRU POOLS - FNMA POOL CB2786 FN 01/52 FIXED 31.15%4,185,101
14BSREP 2021-DC ABSREP COMMERCIAL MORTGAGE TRUST 2021-DC - BSREP COMMERCIAL MORTGAGE TRUS BSREP 2021 DC A 144A1.05%3,506,513
15FN BV5376FNMA PASS THRU POOLS - FNMA POOL BV5376 FN 04/52 FIXED 30.99%3,604,021
16INTNED V1.4 07.01.26 144AING GROEP NV SR UNSECURED 144A 07/26 VAR0.98%3,100,000
17BKIR V6.253 09.16.26 144ABANK OF IRELAND GROUP PLC - BANK OF IRELAND GROUP SR UNSECURED 144A 09/26 VAR0.97%3,000,000
18n/aFNMA PASS THRU POOLS - FNMA POOL CB7218 FN 10/53 FIXED 50.89%2,859,404
19VASA 2021-VASA AVASA TRUST 2021-VASA - VASA TRUST VASA 2021 VASA A 144A0.89%2,900,000
20FR RA8481FHLMC PASS THRU POOLS - FED HM LN PC POOL RA8481 FR 07/53 FIXED 4.50.87%2,871,780
21FR RA9796FHLMC PASS THRU POOLS - FED HM LN PC POOL RA9796 FR 09/53 FIXED 4.50.85%2,787,888
22WEIRLN 2.2 05.13.26 144AWEIR GROUP PLC (THE) SR UNSECURED 144A 05/26 2.20.77%2,500,000
23RABOBK V1.004 09.24.26 144ACOOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND) - COOPERATIEVE RABOBANK UA 144A 09/26 VAR0.75%2,400,000
24FHMR 2020-P003 A1FREDDIE MAC MULTICLASS CERTIFICATES SERIES 2020-P003 - FREDDIE MAC MULTICLASS CERTIFI FHMR 2020 P003 A10.74%2,647,726
25JPMCC 2021-MHC AJP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-MHC - JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 MHC A 144A0.73%2,267,752
26SUNRN 2021-2A ASUNRUN DEMETER ISSUER 2021-2A - SUNRUN DEMETER ISSUER LLC SUNRN 2021 2A A 144A0.71%2,615,510
27JPMCC 2021-NYAH AJP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2021-NYAH - JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 NYAH A 144A0.70%2,200,000
28SFO 2021-555 ASFO COMMERCIAL MORTGAGE TRUST 2021-555 - SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 A 144A0.69%2,200,000
29FR RA8480FHLMC PASS THRU POOLS - FED HM LN PC POOL RA8480 FR 07/53 FIXED 40.69%2,343,132
30BBCCR 2015-GTP ABBCCRE TRUST 2015-GTP - BBCCRE TRUST BBCCR 2015 GTP A 144A0.69%2,200,000
31ONYP 2020-1NYP AONE NEW YORK PLAZA TRUST 2020-1NYP - ONE NEW YORK PLAZA TRUST 2020 ONYP 2020 1NYP A 144A0.68%2,200,000
32DROP 2021-FILE ADROP MORTGAGE TRUST 2021-FILE - DROP MORTGAGE TRUST 2021 FILE DROP 2021 FILE A 144A0.67%2,200,000
33NORBK 1.284 09.22.26 144ANORINCHUKIN BANK LTD - NORINCHUKIN BANK SR UNSECURED 144A 09/26 1.2840.66%2,200,000
34n/aDIGITAL DUTCH FINCO BV COMPANY GUAR REGS 07/25 0.6250.66%2,000,000
35BCP 2021-330N ABCP TRUST 2021-330N - BCP TRUST BCP 2021 330N A 144A0.66%2,200,000
36TII 0.625 07.15.32UNITED STATES GOVT - TSY INFL IX N/B 07/32 0.6250.66%2,281,524
37ESA 2021-ESH AEXTENDED STAY AMERICA TRUST 2021-ESH - EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A0.65%2,025,819
38T 4.875 04.30.26UNITED STATES GOVT - US TREASURY N/B 04/26 4.8750.65%2,000,000
39MET 0.95 07.02.25 144AMETROPOLITAN LIFE GLOBAL FUNDING I - MET LIFE GLOB FUNDING I SECURED 144A 07/25 0.950.63%2,000,000
40TII 1.125 01.15.33UNITED STATES GOVT - TSY INFL IX N/B 01/33 1.1250.63%2,119,440
41FHMS KG01 A7FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KG01 - FHLMC MULTIFAMILY STRUCTURED P FHMS KG01 A70.60%1,900,000
42STWD 2021-LIH ASTARWOOD PROPERTY MORTGAGE TRUST 2021-LIH - STARWOOD COMMERCIAL MORTGAGE T STWD 2021 LIH A 144A0.59%1,840,000
43PACLIF 1.375 04.14.26 144APACIFIC LIFE GLOBAL FUNDING II - PACIFIC LIFE GF II SECURED 144A 04/26 1.3750.59%1,900,000
44SNVA 2022-A ASUNNOVA HELIOS VIII ISSUER 2022-A - (SUNNOVA) AURORA I ISSUER, LLC SNVA 2022 A A 144A0.58%2,057,566
45FNCL 5.5 2.12UMBS PASS THRU POOLS - FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE0.57%1,800,000
46FHMS KG01 A10FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KG01 - FHLMC MULTIFAMILY STRUCTURED P FHMS KG01 A100.57%1,900,000
47TII 0.375 07.15.25UNITED STATES GOVT - TSY INFL IX N/B 07/25 0.3750.55%1,730,443
48FN MA5106FNMA PASS THRU POOLS - FNMA POOL MA5106 FN 08/53 FIXED 50.55%1,769,557
49n/aASIAN DEVELOPMENT BANK SR UNSECURED 01/25 6.550.55%32,000,000
50CASL 2018-A A1COLLEGE AVE STUDENT LOANS LLC 2018-A - COLLEGE AVE STUDENT LOANS CASL 2018 A A1 144A0.54%1,680,008
51FN MA5137FNMA PASS THRU POOLS - FNMA POOL MA5137 FN 09/53 FIXED 50.53%1,718,581
52n/aASIAN DEVELOPMENT BANK SR UNSECURED 02/26 60.53%11,000,000
53FN BY4128FNMA PASS THRU POOLS - FNMA POOL BY4128 FN 06/53 FIXED 50.52%1,675,432
54MS V6.138 10.16.26MORGAN STANLEY SR UNSECURED 10/26 VAR0.52%1,600,000
55EQH 1.3 07.12.26 144AEQUITABLE FINANCIAL LIFE GLOBAL FUNDING - EQUITABLE FINANCIAL LIFE SECURED 144A 07/26 1.30.52%1,700,000
56FHLMC 0.8 10.28.26FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) - FREDDIE MAC NOTES 10/26 0.80.51%1,700,000
57n/aSUMIT 2022-BVUE MORTGAGE TRUST - SUMIT 2022 BVUE MORTGAGE TRUST SUMMT 2022 BVUE A 144A0.50%1,800,000
58KEBHNB 5.375 04.23.27 144AKEB HANA BANK (AKA: KOREA EXCHANGE BANK) - HANA BANK SR UNSECURED 144A 04/27 5.3750.49%1,500,000
59COMET 2022-A3 ACAPITAL ONE MULTI-ASSET EXECUTION TRUST 2022-A3 - CAPITAL ONE MULTI ASSET EXECUT COMET 2022 A3 A0.48%1,500,000
60PUTNM 2022-1A A1R37 CAPITAL CLO II 2022-1A - 37 CAPITAL CLO LTD PUTNM 2022 1A A1R 144A0.48%1,500,000
61OCTR 2020-8A ARROCEAN TRAILS CLO 8 2020-8A - OCEAN TRAILS CLO OCTR 2020 8A ARR 144A0.48%1,500,000
62EQIX 1 09.15.25EQUINIX INC SR UNSECURED 09/25 10.47%1,500,000
63FN MA5189FNMA PASS THRU POOLS - FNMA POOL MA5189 FN 11/53 FIXED 50.47%1,501,561
64FR QH2697FHLMC PASS THRU POOLS - FED HM LN PC POOL QH2697 FR 10/53 FIXED 50.47%1,497,669
65ENELIM 1.625 07.12.26 144AENEL FINANCE INTERNATIONAL NV - ENEL FINANCE INTL NV COMPANY GUAR 144A 07/26 1.6250.46%1,500,000
66FN CB6829FNMA PASS THRU POOLS - FNMA POOL CB6829 FN 07/53 FIXED 40.46%1,550,780
67MSAIC 2022-1A AMOSAIC SOLAR LOAN TRUST 2022-1A - MOSAIC SOLAR LOANS LLC MSAIC 2022 1A A 144A0.43%1,564,826
68BSST 2021-1818 ABSST 2021-1818 MORTGAGE TRUST - BSST MORTGAGE TRUST BSST 2021 1818 A 144A0.43%1,500,000
69FR QH2700FHLMC PASS THRU POOLS - FED HM LN PC POOL QH2700 FR 10/53 FIXED 50.43%1,380,885
70n/aWORLD BANK (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT: IBRD) - INTL BK RECON + DEVELOP SR UNSECURED 02/26 5.310.43%26,000,000
71ESA 2021-ESH A1EXTENDED STAY AMERICA TRUST 2021-ESH - EXTENDED STAY AMERICA TRUST ESA 2021 ESH A1 144A0.43%1,321,186
72UBS V5.711 01.12.27 144AUBS GROUP AG SR UNSECURED 144A 01/27 VAR0.42%1,300,000
73n/aFHLMC PASS THRU POOLS - FED HM LN PC POOL RA2970 FR 07/50 FIXED 2.50.42%1,578,055
74FR QH1419FHLMC PASS THRU POOLS - FED HM LN PC POOL QH1419 FR 08/53 FIXED 50.42%1,339,639
75GOOD 2021-3CS AGOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2021-3CS - GOODLEAP SUSTAINABLE HOME IMPR GOOD 2021 3CS A 144A0.41%1,644,343
76MF1 2021-FL7 AMF1 2021-FL7 LTD - MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A0.40%1,253,997
77FN DA0936FNMA PASS THRU POOLS - FNMA POOL DA0936 FN 10/53 FIXED 50.40%1,278,859
78FR QH2698FHLMC PASS THRU POOLS - FED HM LN PC POOL QH2698 FR 09/53 FIXED 50.40%1,279,269
79FN DA2947FNMA PASS THRU POOLS - FNMA POOL DA2947 FN 10/53 FIXED 50.40%1,276,278
80SANUK V6.833 11.21.26SANTANDER UK GROUP HOLDINGS PLC - SANTANDER UK GROUP HLDGS SR UNSECURED 11/26 VAR0.39%1,200,000
81TD 5.264 12.11.26TORONTO-DOMINION BANK - TORONTO DOMINION BANK SR UNSECURED 12/26 5.2640.39%1,200,000
82SUMIBK 5.464 01.13.26SUMITOMO MITSUI FINANCIAL GROUP INC - SUMITOMO MITSUI FINL GRP SR UNSECURED 01/26 5.4640.39%1,200,000
83FR SD8329FHLMC PASS THRU POOLS - FED HM LN PC POOL SD8329 FR 06/53 FIXED 50.39%1,248,959
84ARCLO 2021-FL4 AARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2021-FL4 - ARBOR REALTY COLLATERALIZED LO ARCLO 2021 FL4 A 144A0.39%1,203,436
85FN BY5850FNMA PASS THRU POOLS - FNMA POOL BY5850 FN 07/53 FIXED 50.37%1,198,760
86FN BX3483FNMA PASS THRU POOLS - FNMA POOL BX3483 FN 10/53 FIXED 50.37%1,193,081
87C 5.438 04.30.26 BKNTCITIBANK NA SR UNSECURED 04/26 5.4380.36%1,100,000
88FN BY9171FNMA PASS THRU POOLS - FNMA POOL BY9171 FN 09/53 FIXED 50.36%1,142,019
89TRNTS 2022-19A A1RTRINITAS CLO XIX LTD - TRINITAS CLO LTD TRNTS 2022 19A A1R 144A0.35%1,100,000
90n/aCTP BV - CTP NV SR UNSECURED REGS 09/26 0.6250.35%1,100,000
91FN DA0566FNMA PASS THRU POOLS - FNMA POOL DA0566 FN 09/53 FIXED 50.35%1,125,574
92MSC 2021-230P AMORGAN STANLEY CAPITAL I INC 2021-230P - MORGAN STANLEY CAPITAL I TRUST MSC 2021 230P A 144A0.34%1,100,000
93JPM V6.07 10.22.27JP MORGAN CHASE & CO - JPMORGAN CHASE + CO SR UNSECURED 10/27 VAR0.33%1,000,000
94CDEP 5.875 04.30.29 144ACASSA DEPOSITI E PRESTITI SOCIETA PER AZIONI - CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 04/29 5.8750.33%1,000,000
95FR QH2457FHLMC PASS THRU POOLS - FED HM LN PC POOL QH2457 FR 10/53 FIXED 50.33%1,052,353
96AXP V5.645 04.23.27AMERICAN EXPRESS COMPANY - AMERICAN EXPRESS CO SR UNSECURED 04/27 VAR0.33%1,000,000
97HERTZ 2023-2A AHERTZ VEHICLE FINANCING III LLC 2023-2A - HERTZ VEHICLE FINANCING LLC HERTZ 2023 2A A 144A0.32%1,000,000
98HERTZ 2023-1A AHERTZ VEHICLE FINANCING III LLC 2023-1A - HERTZ VEHICLE FINANCING LLC HERTZ 2023 1A A 144A0.32%1,000,000
99AES 5.45 06.01.28AES CORPORATION - AES CORP/THE SR UNSECURED 06/28 5.450.32%1,000,000
100n/aRFR USD SOFR/2.00000 12/21/22-10Y CME0.32%1
101PUTNM 2021-1A AR37 CAPITAL CLO I 2021-1A - 37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A0.32%1,000,000
102OCTR 2020-10A AR2OCEAN TRAILS CLO X 2020-10A - OCEAN TRAILS CLO OCTR 2020 10A AR2 144A0.32%1,000,000
103REG16 2019-2A A1RREGATTA XVI FUNDING LTD 2019-2A - REGATTA XVI FUNDING LTD. REG16 2019 2A A1R 144A0.32%1,000,000
104MCCT 2023-2A AMASTER CREDIT CARD TRUST II 2023-2A - MASTER CREDIT CARD TRUST MCCT 2023 2A A 144A0.32%1,000,000
105ANCHC 2021-20A A1RANCHORAGE CAPITAL CLO 2021-20A LTD - ANCHORAGE CAPITAL CLO LTD ANCHC 2021 20A A1R 144A0.32%1,000,000
106SO 0.9 01.15.26SOUTHERN POWER COMPANY - SOUTHERN POWER CO SR UNSECURED 01/26 0.90.31%1,000,000
107n/aCALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY - CALIFORNIA ST HLTH FACS FING A CASMED 06/26 FIXED 1.1680.31%1,000,000
108n/aARBOUR CLO VII DAC 7A - ARBOUR CLO ARBR 7A AR 144A0.30%900,000
109FR RJ0046FHLMC PASS THRU POOLS - FED HM LN PC POOL RJ0046 FR 10/53 FIXED 40.30%1,006,656
110TSET 2024-1A A2TESLA SUSTAINABLE ENERGY TRUST 2024-1A - TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A A2 144A0.29%900,000
111BACR V2.852 05.07.26BARCLAYS PLC SR UNSECURED 05/26 VAR0.29%900,000
112AMSI 2005-R1 M4AMERIQUEST MORTGAGE SEC 2005-R1 - AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R1 M40.27%848,914
113HASI 3.375 06.15.26 144AHANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC) - HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 06/26 3.3750.27%850,000
114BPCEGP V6.612 10.19.27 144ABPCE SA 144A 10/27 VAR0.26%800,000
115BACR V7.325 11.02.26BARCLAYS PLC SR UNSECURED 11/26 VAR0.26%800,000
116MS F 04.13.28 MTNMORGAN STANLEY SR UNSECURED 04/28 VAR0.26%800,000
117n/aSMURFIT KAPPA TREASURY UNLIMITED COMPANY - SMURFIT KAPPA TREASURY COMPANY GUAR REGS 09/27 1.50.26%800,000
118GS F 05.21.27GOLDMAN SACHS BANK USA/NEW YORK BRANCH - GOLDMAN SACHS BANK USA SR UNSECURED 05/27 VAR0.26%800,000
119HNDA F 01.10.25 MTNAMERICAN HONDA FINANCE CORPORATION - AMERICAN HONDA FINANCE SR UNSECURED 01/25 VAR0.26%800,000
120FR RA9128FHLMC PASS THRU POOLS - FED HM LN PC POOL RA9128 FR 08/53 FIXED 5.50.26%805,756
121CWL 2004-6 1A2COUNTRYWIDE ASSET-BACKED CERT 2004-6 - COUNTRYWIDE ASSET BACKED CERTI CWL 2004 6 1A20.25%784,731
122OMF 3.5 01.15.27ONEMAIN FINANCE CORPORATION (AKA: SPRINGLEAF FINANCE CORPORATION) - ONEMAIN FINANCE CORP COMPANY GUAR 01/27 3.50.25%800,000
123n/aJSW HYDRO ENERGY LIMITED - JSW HYDRO ENERGY LTD SR SECURED REGS 05/31 4.1250.24%811,250
124n/aUBS GROUP AG SR UNSECURED REGS 03/29 VAR0.23%600,000
125GNR 2023-H23 FAGOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H23 - GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H23 FA0.23%692,328
126n/aAMMC CLO 24 LTD - AMERICAN MONEY MANAGEMENT CORP AMMC 2021 24A AR 144A0.23%700,000
127FHF 2024-1A A2FHF ISSUER TRUST 2024-1A - FIRST HELP FINANCIAL LLC FHF 2024 1A A2 144A0.22%691,090
128n/aDEVELOPMENT BANK OF JAPAN INC (DBJ) - DEVELOPMENT BK OF JAPAN SR UNSECURED REGS 10/25 0.8750.22%680,000
129FHMS KSG1 X1FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KSJ1 - FHLMC MULTIFAMILY STRUCTURED P FHMS KSG1 X10.22%13,770,245
130FR RA9795FHLMC PASS THRU POOLS - FED HM LN PC POOL RA9795 FR 09/53 FIXED 40.21%726,306
131FN MA5164FNMA PASS THRU POOLS - FNMA POOL MA5164 FN 10/53 FIXED 50.21%672,510
132n/aATHENE GLOBAL FUNDING SECURED REGS 02/27 VAR0.20%600,000
133n/aARES EUROPEAN CLO 14A - ARES EURO CLO ARESE 14A AR 144A0.20%600,000
134NY NYCMFH 1.02 05.01.2026NEW YORK CITY HOUSING DEVELOPMENT CORP - NEW YORK CITY NY HSG DEV CORP NYCMFH 05/26 FIXED 1.0230.20%650,000
135NORBK 5.43 03.09.28 144ANORINCHUKIN BANK LTD - NORINCHUKIN BANK SR UNSECURED 144A 03/28 5.430.19%600,000
136HYNMTR 5.8 06.26.25 144AHYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/25 5.80.19%600,000
137TII 0.125 10.15.25UNITED STATES GOVT - TSY INFL IX N/B 10/25 0.1250.19%608,285
138C V4.876 11.19.27CITIBANK NA SR UNSECURED 11/27 VAR0.19%600,000
139LPSLT 2021-2GS ALOANPAL SOLAR LOAN 2021-2GS LTD - LOANPAL SOLAR LOAN LTD. LPSLT 2021 2GS A 144A0.19%766,872
140DB V4.999 09.11.30DEUTSCHE BANK AG/NEW YORK BRANCH - DEUTSCHE BANK NY 09/30 VAR0.19%600,000
141FN BX9727FNMA PASS THRU POOLS - FNMA POOL BX9727 FN 04/53 FIXED 50.18%586,704
142FN MA3029FNMA PASS THRU POOLS - FNMA POOL MA3029 FN 06/32 FIXED 30.18%589,583
143FR QG8791FHLMC PASS THRU POOLS - FED HM LN PC POOL QG8791 FR 08/53 FIXED 50.18%574,671
144BX 2022-FOX2 A2BX TRUST 2022-FOX2 - BX TRUST BX 2022 FOX2 A2 144A0.18%550,601
145SE 2021-1A ASERVICE EXPERTS ISSUER 2021-1A LLC - SERVICE EXPERTS ISSUER SE 2021 1A A 144A0.17%557,766
146GNR 2015-H08 FBGOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H08 - GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H08 FB0.17%525,779
147G2 BE4276GNMA PASS THRU POOLS - GNMA II POOL BE4276 G2 06/48 FIXED 40.17%560,615
148n/aAVOCA STATIC CLO I DAC 1A - AVOCA STATIC CLO AVOST 1A AR 144A0.17%500,000
149JPM V5.571 04.22.28JP MORGAN CHASE & CO - JPMORGAN CHASE + CO SR UNSECURED 04/28 VAR0.16%500,000
150C 4.929 08.06.26CITIBANK NA SR UNSECURED 08/26 4.9290.16%500,000
151GWOLF 2020-3RA A1R2GREYWOLF CLO III LTD 2020-3RA - GREYWOLF CLO LTD GWOLF 2020 3RA A1R2 144A0.16%500,000
152RABOBK F 08.28.26COOPERATIEVE RABOBANK UA/NEW YORK BRANCH - COOPERAT RABOBANK UA/NY 08/26 VAR0.16%500,000
153NORBK 5.094 10.16.29 144ANORINCHUKIN BANK LTD - NORINCHUKIN BANK SR UNSECURED 144A 10/29 5.0940.16%500,000
154EDF 3.625 10.13.25 144AELECTRICITE DE FRANCE SA (EDF) - ELECTRICITE DE FRANCE SA SR UNSECURED 144A 10/25 3.6250.16%500,000
155NIPDES 4.42 09.11.29 144ADENSO CORPORATION - DENSO CORP SR UNSECURED 144A 09/29 4.420.16%500,000
156FHF 2023-1A A2FHF TRUST 2023-1A - FIRST HELP FINANCIAL LLC FHF 2023 1A A2 144A0.15%469,736
157FN BY4733FNMA PASS THRU POOLS - FNMA POOL BY4733 FN 06/53 FIXED 50.15%489,668
158n/aEUROSAIL-UK 2007-4BL PLC 4X - EUROSAIL PLC ESAIL 2007 4X A3 REGS0.15%378,560
159SNVA 2023-1A ASUNNOVA SOL V ISSUER LLC 2023-1A - SUNNOVA SOL V ISSUER, LLC SNVA 2023 1A A 144A0.15%482,348
160UXYH5US 10YR ULTRA FUT MAR25 XCBT 202503200.15%-267
161FHF 2022-1A AFHF TRUST 2022-1A - FIRST HELP FINANCIAL LLC FHF 2022 1A A 144A0.15%456,689
162G2 BP1523GNMA PASS THRU POOLS - GNMA II POOL BP1523 G2 08/49 FIXED 3.50.14%495,538
163SUMITR 5.5 03.09.28 144ASUMITOMO MITSUI TRUST BANK LIMITED - SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 03/28 5.50.13%400,000
164STWD 2021-HTS ASTWD 2021-HTS MORTGAGE TRUST 2021-HTS - STARWOOD COMMERCIAL MORTGAGE T STWD 2021 HTS A 144A0.13%407,716
165BPCEGP V5.975 01.18.27 144ABPCE SA SR UNSECURED 144A 01/27 VAR0.13%400,000
166n/aKOREA HOUSING FINANCE CORP (KHFC) - KOREA HOUSING FINANCE CO SR UNSECURED 144A 08/27 4.8750.13%400,000
167BFCM 5.194 02.16.28 144ABANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM) - BANQUE FED CRED MUTUEL 144A 02/28 5.1940.13%400,000
168n/aGEMGARTO 2021-1 PLC 21 -1A - GEMGARTO GMG 2021 1A A 144A0.13%312,365
169EFF 2022-4 A2ENTERPRISE FLEET FUNDING LLC 2022-4 - ENTERPRISE FLEET FINANCING LLC EFF 2022 4 A2 144A0.12%375,255
170FN MA2871FNMA PASS THRU POOLS - FNMA POOL MA2871 FN 01/32 FIXED 30.12%394,897
171FR QG6858FHLMC PASS THRU POOLS - FED HM LN PC POOL QG6858 FR 07/53 FIXED 50.12%379,927
172TII 0.125 04.15.25UNITED STATES GOVT - TSY INFL IX N/B 04/25 0.1250.12%366,624
173FG Q56466FHLMC PASS THRU POOLS - FED HM LN PC POOL Q56466 FG 06/48 FIXED 40.11%368,368
174GNR 2017-H14 FGGOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14 - GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FG0.11%332,176
175FHR 4678 AFFREDDIE MAC REMICS 4678 - FREDDIE MAC FHR 4678 AF0.10%324,209
176BMWLT 2024-1 A2BBMW VEHICLE LEASE TRUST 2024-1 - BMW VEHICLE LEASE TRUST BMWLT 2024 1 A2B0.10%316,431
177FN CA0241FNMA PASS THRU POOLS - FNMA POOL CA0241 FN 08/47 FIXED 40.10%340,457
178TYH5US 10YR NOTE (CBT)MAR25 XCBT 202503200.10%-289
179GNR 2016-H22 FAGOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H22 FJ - GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H22 FA0.10%301,891
180NBNAUS 4 10.01.27 144ANBN CO LIMITED - NBN CO LTD SR UNSECURED 144A 10/27 40.09%300,000
181FN MA5071FNMA PASS THRU POOLS - FNMA POOL MA5071 FN 07/53 FIXED 50.09%292,495
182G2 BO7890GNMA PASS THRU POOLS - GNMA II POOL BO7890 G2 07/49 FIXED 3.50.08%285,516
183n/aNEW YORK CITY HOUSING DEVELOPMENT CORP - NEW YORK CITY NY HSG DEV CORP NYCMFH 11/25 FIXED 0.9230.08%250,000
184n/aGOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H10 - GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H10 FH0.08%243,323
185SUMMT 2022-BVUE BSUMIT 2022-BVUE MORTGAGE TRUST - SUMIT 2022 BVUE MORTGAGE TRUST SUMMT 2022 BVUE B 144A0.08%300,000
186NY NYCMFH 1.12 11.01.2026NEW YORK CITY HOUSING DEVELOPMENT CORP - NEW YORK CITY NY HSG DEV CORP NYCMFH 11/26 FIXED 1.1230.08%250,000
187GNR 2018-38 WFGOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-38 - GOVERNMENT NATIONAL MORTGAGE A GNR 2018 38 WF0.07%241,202
188G2 BM1356GNMA PASS THRU POOLS - GNMA II POOL BM1356 G2 07/49 FIXED 3.50.07%249,597
189GNR 2017-H14 FEGOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14 - GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FE0.07%220,868
190n/aNEW YORK CITY HOUSING DEVELOPMENT CORP - NEW YORK CITY NY HSG DEV CORP NYCMFH 05/25 FIXED 0.8230.07%225,000
191TOYOTA 4.55 08.07.26TOYOTA MOTOR CREDIT CORPORATION - TOYOTA MOTOR CREDIT CORP SR UNSECURED 08/26 4.550.06%200,000
192n/aSOLD ZAR BOUGHT USD 202501170.06%1
193FN AB3968FNMA PASS THRU POOLS - FNMA POOL AB3968 FN 12/26 FIXED 30.06%194,466
194G2 BM8966GNMA PASS THRU POOLS - GNMA II POOL BM8966 G2 06/49 FIXED 3.50.06%208,598
195n/aSOLD BRL BOUGHT USD 202501030.06%1
196GNR 2017-H15 FNGOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H15 - GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H15 FN0.05%166,665
197n/aSOLD EUR BOUGHT USD 202501150.05%1
198FR QG2351FHLMC PASS THRU POOLS - FED HM LN PC POOL QG2351 FR 05/53 FIXED 50.05%156,813
199G2 BM1355GNMA PASS THRU POOLS - GNMA II POOL BM1355 G2 07/49 FIXED 3.50.05%157,669
200FN BK8838FNMA PASS THRU POOLS - FNMA POOL BK8838 FN 08/48 FIXED 40.05%150,895
201GNR 2017-H07 FGGOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H07 - GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H07 FG0.04%116,902
202G2 BM9250GNMA PASS THRU POOLS - GNMA II POOL BM9250 G2 05/49 FIXED 3.50.03%115,668
203FHS 332 V1FREDDIE MAC STRIPS 332 - FREDDIEMAC STRIP FHS 332 V10.03%98,229
204FN BY5837FNMA PASS THRU POOLS - FNMA POOL BY5837 FN 07/53 FIXED 50.02%78,386
205n/a317U6RTA4 PIMCO SWAPTION 3.75 CALL USD 20250800.02%32,200,000
206NHEL 2006-1 A1ANOVASTAR HOME EQUITY LOAN 2006-1 - NOVASTAR HOME EQUITY LOAN NHEL 2006 1 A1A0.02%63,429
207BOAMS 2003-B 2A2BANK OF AMERICA MTGE SEC 2003-B - BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 B 2A20.02%54,008
208n/aRFR USD SOFR/3.75000 12/18/24-5Y CME0.02%1
209n/aFIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES 2004-AA6 - FIRST HORIZON ALTERNATIVE MORT FHAMS 2004 AA6 A10.01%46,575
210FNR 2010-78 PEFANNIE MAE REMICS 2010-78 - FANNIE MAE FNR 2010 78 PE0.01%41,972
211BAFC 2005-D A1BANC OF AMERICA FUNDING CORP 2005-D - BANC OF AMERICA FUNDING CORPOR BAFC 2005 D A10.01%43,934
212n/aFANNIE MAE 2009-111 - FANNIE MAE FNR 2009 111 EZ0.01%38,533
213n/aSTRUCTURED ASSET INVESTMENT LN TR 2004-2 - STRUCTURED ASSET INVESTMENT LO SAIL 2004 2 A40.01%37,209
214GNR 2015-H17 FLGOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H17 - GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H17 FL0.01%34,320
215FN AJ8540FNMA PASS THRU POOLS - FNMA POOL AJ8540 FN 01/27 FIXED 30.01%31,032
216FSPC T-57 1A1FHLMC STRUCTURED PASS THRU SEC T-57 - FHLMC STRUCTURED PASS THROUGH FSPC T 57 1A10.01%30,024
217GNR 2015-H10 FMGOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H10 - GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H10 FM0.01%28,756
218n/aRFR USD SOFR/3.50000 12/18/24-1Y LCH0.01%1
219GNR 2015-H31 FTGOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H31 - GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H31 FT0.01%26,492
220WAMU 2005-AR13 A1A1WASHINGTON MUTUAL 2005-AR13 - WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1A10.01%26,768
221GNR 2016-H08 FTGOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H08 - GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H08 FT0.01%25,114
222n/a317U7HTA5 PIMCO SWAPTION 3.75 CALL USD 20251030.01%8,900,000
223n/aSOLD NZD BOUGHT USD 202501150.01%1
224CWHL 2005-HYB9 5A1COUNTRYWIDE HOME LOANS 2005-HYB9 - COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 5A10.01%24,524
225FNW 2003-W6 FFANNIEMAE WHOLE LOAN 2003-W6 - FANNIEMAE WHOLE LOAN FNW 2003 W6 F0.01%22,030
226FHR 3376 FDFREDDIE MAC REMICS 3376 - FREDDIE MAC FHR 3376 FD0.01%19,399
227SARM 2004-19 2A1STRUCTURED ADJ RATE MTG LN 2004-19 - STRUCTURED ADJUSTABLE RATE MOR SARM 2004 19 2A10.01%21,098
228n/aSOLD CAD BOUGHT USD 202501150.01%1
229OPMAC 2005-5 1APTOPTEUM MORTGAGE ACCEPTANCE CORP 2005-5 - OPTEUM MORTGAGE ACCEPTANCE COR OPMAC 2005 5 1APT0.01%18,532
230n/aSOLD GBP BOUGHT USD 202501150.01%1
231CMLTI 2008-RR1 A1A1CITIGROUP MTGE LOAN TR INC 2008-RR1 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2008 RR1 A1A1 144A0.01%19,590
232WAMU 2004-AR13 A2AWASHINGTON MUTUAL 2004-AR13 - WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR13 A2A0.01%17,498
233n/aRFR USD SOFR/3.68900 03/01/24-7Y* LCH0.01%1
234SAMI 2007-AR2 2A1STRUCTURED ASSET MTG INV INC 2007-AR2 - STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR2 2A10.00%36,621
235n/aRFR USD SOFR/3.24800 09/18/24-10Y LCH0.00%1
236n/aRFR USD SOFR/3.27750 09/16/24-10Y LCH0.00%1
237FN 255884FNMA PASS THRU POOLS - FNMA POOL 255884 FN 08/35 FLOATING VAR0.00%13,150
238n/aRFR USD SOFR/3.72186 03/01/24-7Y* LCH0.00%1
239GSR 2005-AR6 2A1GSR MORTGAGE LOAN TRUST 2005-AR6 - GSR MORTGAGE LOAN TRUST GSR 2005 AR6 2A10.00%13,452
240n/aRFR USD SOFR/3.61300 08/22/24-10Y LCH0.00%1
241GSR 2005-AR7 6A1GSR MORTGAGE LOAN TRUST 2005-AR7 - GSR MORTGAGE LOAN TRUST GSR 2005 AR7 6A10.00%13,957
242BALTA 2005-4 23A1BEAR STEARNS ALT-A TRUST 2005-4 - BEAR STEARNS ALT A TRUST BALTA 2005 4 23A10.00%12,459
243n/aSOLD EUR BOUGHT USD 202501150.00%1
244FN 679708FNMA PASS THRU POOLS - FNMA POOL 679708 FN 09/41 FLOATING VAR0.00%10,797
245BOAMS 2004-G 2A7BANC OF AMERICA MTGE SEC 2004-G - BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 G 2A70.00%10,616
246FG J17884FHLMC PASS THRU POOLS - FED HM LN PC POOL J17884 FG 01/27 FIXED 30.00%10,627
247FSPC T-63 1A1FHLMC STRUCTURED PASS THROUGH SEC T-63 - FHLMC STRUCTURED PASS THROUGH FSPC T 63 1A10.00%10,383
248n/a317U4UUA7 PIMCO SWAPTION 5.0 PUT USD 202507080.00%37,100,000
249FHMS K730 A2FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES K730 - FHLMC MULTIFAMILY STRUCTURED P FHMS K730 A20.00%9,233
250n/aRFR USD SOFR/3.55500 08/28/24-10Y LCH0.00%1
251JPMMT 2005-S3 1A2JP MORGAN MORTGAGE TRUST 2005-S3 - JP MORGAN MORTGAGE TRUST JPMMT 2005 S3 1A20.00%20,837
252n/aRFR USD SOFR/3.56500 08/28/24-10Y LCH0.00%1
253CWHL 2004-22 A3COUNTRYWIDE HOME LOANS 2004-22 - COUNTRYWIDE HOME LOANS CWHL 2004 22 A30.00%9,475
254FH 847415FHLMC PASS THRU POOLS - FED HM LN PC POOL 847415 FH 06/35 FLOATING VAR0.00%8,392
255n/aSOLD BRL BOUGHT USD 202502040.00%1
256SABR 2007-HE1 A2ASECURITIZED ASSET BACKED RECEIVABLES LLC 2007-HE1 - SECURITIZED ASSET BACKED RECEI SABR 2007 HE1 A2A0.00%39,540
257n/aRFR USD SOFR/3.60000 08/28/24-10Y LCH0.00%1
258GNR 2016-H13 FTGOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H13 - GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H13 FT0.00%8,380
259n/aRFR USD SOFR/3.79500 08/06/24-10Y LCH0.00%1
260SARM 2004-1 4A2STRUCTURED ADJUSTABLE RATE MTG LN 2004-1 - STRUCTURED ADJUSTABLE RATE MOR SARM 2004 1 4A20.00%8,222
261n/aRFR USD SOFR/3.64500 08/07/24-10Y LCH0.00%1
262n/aRFR USD SOFR/3.67900 08/13/24-10Y LCH0.00%1
263n/aRFR USD SOFR/3.23100 09/18/24-10Y LCH0.00%1
264FNR 2013-31 HIFANNIE MAE REMICS 2013-31 - FANNIE MAE FNR 2013 31 HI0.00%158,016
265n/aRFR USD SOFR/3.62330 03/01/24-7Y* LCH0.00%1
266n/aRFR USD SOFR/3.7351* 03/01/24-7Y* LCH0.00%1
267n/aRFR USD SOFR/3.69100 03/01/24-7Y* LCH0.00%1
268n/aRFR USD SOFR/3.40750 09/05/24-10Y LCH0.00%1
269n/aRFR USD SOFR/3.41000 09/05/24-10Y LCH0.00%1
270n/aGREAT HALL MORTGAGES PLC 2007-2X - GREAT HALL MORTGAGES PLC GHM 2007 2X AC REGS0.00%5,619
271SAMI 2005-AR8 A1ASTRUCTURED ASSET MTG INV INC 2005-AR8 - STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A1A0.00%6,680
272n/aRFR USD SOFR/3.59900 08/28/24-10Y LCH0.00%1
273FH 1L0174FHLMC PASS THRU POOLS - FED HM LN PC POOL 1L0174 FH 08/35 FLOATING VAR0.00%4,840
274n/aRFR USD SOFR/3.51400 09/04/24-10Y LCH0.00%1
275MEFA 2008-1 A1MASSACHUSETTS EDUC FINANCING AUTH 2008-1 - MASSACHUSETTS EDUCATIONAL FINA MEFA 2008 1 A10.00%4,747
276GSR 2004-7 1A1GSR MTGE LOAN TRUST 2004-7 - GSR MORTGAGE LOAN TRUST GSR 2004 7 1A10.00%4,635
277WAMU 2005-AR19 A1A1WASHINGTON MUTUAL 2005-AR19 - WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 A1A10.00%4,432
278n/aRFR USD SOFR/3.6637* 03/01/24-7Y* LCH0.00%1
279FN 654952FNMA PASS THRU POOLS - FNMA POOL 654952 FN 07/42 FLOATING VAR0.00%4,166
280n/aRFR USD SOFR/3.60500 08/28/24-10Y LCH0.00%1
281FN 845052FNMA PASS THRU POOLS - FNMA POOL 845052 FN 11/35 FLOATING VAR0.00%4,063
282n/aRFR USD SOFR/3.88500 07/12/24-10Y LCH0.00%1
283n/a317U6VZA8 PIMCO SWAPTION 2.05 CALL EUR 20250210.00%5,700,000
284n/aRFR USD SOFR/3.73910 03/01/24-7Y* LCH0.00%1
285G2 80409GNMA PASS THRU POOLS - GNMA II POOL 080409 G2 05/30 FLOATING VAR0.00%3,344
286BALTA 2005-7 22A1BEAR STEARNS ALT-A TRUST 2005-7 - BEAR STEARNS ALT A TRUST BALTA 2005 7 22A10.00%5,678
287GMACM 2005-AR6 1A1GMAC MORTGAGE CORP LOAN TRUST 2005-AR6 - GMAC MORTGAGE CORPORATION LOAN GMACM 2005 AR6 1A10.00%3,565
288G2 80579GNMA PASS THRU POOLS - GNMA II POOL 080579 G2 02/32 FLOATING VAR0.00%2,962
289FNR 2012-146 QAFANNIE MAE REMICS 2012-146 - FANNIE MAE FNR 2012 146 QA0.00%3,452
290MSAC 2006-WMC2 A2FPMORGAN STANLEY ABS CAPITAL I 2006-WMC2 - MORGAN STANLEY CAPITAL INC MSAC 2006 WMC2 A2FP0.00%7,912
291BSARM 2003-8 2A1BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8 - BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 2A10.00%2,827
292SAMI 2005-AR5 A2STRUCTURED ASSET MTG INV INC 2005-AR5 - STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A20.00%2,545
293WAMU 2002-AR6 AWASHINGTON MUTUAL 2002-AR6 - WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR6 A0.00%2,618
294FNR 2005-84 XMFANNIE MAE 2005-84 - FANNIE MAE FNR 2005 84 XM0.00%2,336
295FN 844532FNMA PASS THRU POOLS - FNMA POOL 844532 FN 11/35 FLOATING VAR0.00%2,298
296FNW 2003-W1 1A1FANNIEMAE WHOLE LOAN 2003-W1 - FANNIEMAE WHOLE LOAN FNW 2003 W1 1A10.00%2,361
297n/aRFR USD SOFR/3.85000 08/05/24-10Y LCH0.00%1
298n/aRFR USD SOFR/3.6766* 03/01/24-7Y* LCH0.00%1
299FH 1G1727FHLMC PASS THRU POOLS - FED HM LN PC POOL 1G1727 FH 07/35 FLOATING VAR0.00%1,980
300FG A14613FHLMC PASS THRU POOLS - FED HM LN PC POOL A14613 FG 10/33 FIXED 50.00%1,934
301CWHL 2004-HYB9 1A1COUNTRYWIDE HOME LOANS 2004-HYB9 - COUNTRYWIDE HOME LOANS CWHL 2004 HYB9 1A10.00%1,681
302CMLTI 2005-11 A2ACITIGROUP MTGE LOAN TRUST INC 2005-11 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A2A0.00%1,591
303FN 799940FNMA PASS THRU POOLS - FNMA POOL 799940 FN 11/34 FLOATING VAR0.00%1,562
304FN 303742FNMA PASS THRU POOLS - FNMA POOL 303742 FN 08/29 FLOATING VAR0.00%1,556
305n/aBARCLAYS BANK PLC SNR SE ICE0.00%1
306G2 80086GNMA PASS THRU POOLS - GNMA II POOL 080086 G2 06/27 FLOATING VAR0.00%1,411
307FN 128776FNMA PASS THRU POOLS - FNMA POOL 128776 FN 02/31 FLOATING VAR0.00%1,374
308CMLTI 2005-11 A1ACITIGROUP MTGE LOAN TRUST INC 2005-11 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A1A0.00%1,221
309n/aSOLD EUR BOUGHT USD 202501150.00%1
310n/aSOLD IDR BOUGHT USD 202501220.00%1
311FN 815195FNMA PASS THRU POOLS - FNMA POOL 815195 FN 05/35 FLOATING VAR0.00%791
312GEWMC 2006-1 A2AGE-WMC MORTGAGE SECURITIES LLC 2006-1 - GE WMC MORTGAGE SECURITIES LLC GEWMC 2006 1 A2A0.00%1,601
313PRIME 2004-CL1 1A2PRIME MORTGAGE TRUST 2004-CL1 - PRIME MORTGAGE TRUST PRIME 2004 CL1 1A20.00%613
314n/aSOLD IDR BOUGHT USD 202501080.00%1
315FN 735813FNMA PASS THRU POOLS - FNMA POOL 735813 FN 07/35 FLOATING VAR0.00%481
316n/aBOUGHT IDR SOLD USD 202501080.00%1
317n/aSOLD IDR BOUGHT USD 202501080.00%1
318n/a317U74RA6 PIMCO SWAPTION 3.25 CALL GBP 20250310.00%9,100,000
319FN 918103FNMA PASS THRU POOLS - FNMA POOL 918103 FN 05/37 FIXED 60.00%354
320n/a317U73VA3 PIMCO SWAPTION 3.25 CALL GBP 20250310.00%9,100,000
321n/aSOLD CNH BOUGHT USD 202501150.00%1
322n/a317U72BA7 PIMCO SWAPTION 3.25 CALL GBP 20250310.00%8,200,000
323FN 813586FNMA PASS THRU POOLS - FNMA POOL 813586 FN 03/35 FLOATING VAR0.00%251
324n/a317U72TA8 PIMCO SWAPTION 3.25 CALL GBP 20250310.00%6,100,000
325n/a317U71LA8 PIMCO SWAPTION 3.25 CALL GBP 20250300.00%5,400,000
326BSARM 2002-11 1A2BEAR STEARNS ARM TRUST 2002-11 - BEAR STEARNS ADJUSTABLE RATE M BSARM 2002 11 1A20.00%163
327n/aSOLD IDR BOUGHT USD 202501150.00%1
328n/aIRS EUR 2.30000 09/25/24-5Y LCH0.00%1
329n/aSOLD CNH BOUGHT USD 202505120.00%1
330BSARM 2002-11 1A1BEAR STEARNS ARM TRUST 2002-11 - BEAR STEARNS ADJUSTABLE RATE M BSARM 2002 11 1A10.00%8
331FHR 2266 FFREDDIE MAC 2266 - FREDDIE MAC FHR 2266 F0.00%6
332n/a317U7PTA7 PIMCO SWAPTION 3.496 CALL USD 2025010.00%-200,000
333n/a317U7Q9A7 PIMCO SWAPTION 3.64 CALL GBP 20250100.00%-100,000
334n/a317U7QBA4 PIMCO SWAPTION 3.49 CALL USD 20250100.00%-300,000
335n/a317U7P2A6 PIMCO SWAPTION 3.533 CALL USD 2025010.00%-100,000
336n/a317U7QJA6 PIMCO SWAPTION 3.53 CALL USD 2025010-0.00%-300,000
337n/aBOUGHT CNH SOLD USD 20250115-0.00%1
338RXWG25C2 138.5EURO-BUND WEEK OPTFEB25C 138.5 EXP 01/10/2025-0.00%-1
339n/a317U7S0A2 PIMCO SWAPTION 3.663 CALL USD 202501-0.00%-200,000
340n/aIRS EUR 2.39000 10/01/24-10Y LCH-0.00%1
341OEG5C 119.25EURO-BOBL OPTION FEB25C 119.2 EXP 01/24/2025-0.00%-1
342n/a317U7SPA5 PIMCO SWAPTION 3.69 CALL USD 2025011-0.00%-200,000
343n/aBOUGHT MXN SOLD USD 20250213-0.00%1
344n/a317U7UXA1 PIMCO SWAPTION 4.3 PUT USD 20250123-0.00%-100,000
345n/a317U7VKA3 PIMCO SWAPTION 4.308 PUT USD 2025012-0.00%-100,000
346n/aSOLD IDR BOUGHT USD 20250305-0.00%1
347n/a317U7UWA2 PIMCO SWAPTION 3.822 CALL USD 202501-0.00%-200,000
348OEG5P 117.5EURO-BOBL OPTION FEB25P 117.5 EXP 01/24/2025-0.00%-1
349n/a317U7UYA0 PIMCO SWAPTION 3.9 CALL USD 20250123-0.00%-100,000
350n/a317U71MA7 PIMCO SWAPTION 3.243 CALL GBP 202503-0.00%-600,000
351n/a317U7VJA5 PIMCO SWAPTION 3.908 CALL USD 202501-0.00%-100,000
352n/a317U72UA6 PIMCO SWAPTION 3.25 CALL GBP 2025031-0.00%-700,000
353n/aRFR USD SOFR/4.01500 12/30/24-10Y LCH-0.00%1
354n/a317U72CA6 PIMCO SWAPTION 3.255 CALL GBP 202503-0.00%-900,000
355n/a317U7UVA3 PIMCO SWAPTION 4.222 PUT USD 2025012-0.00%-200,000
356n/a317U7UDA3 PIMCO SWAPTION 4.275 PUT USD 2025012-0.00%-300,000
357n/a317U7UEA2 PIMCO SWAPTION 3.875 CALL USD 202501-0.00%-300,000
358n/a317U73WA2 PIMCO SWAPTION 3.245 CALL GBP 202503-0.00%-1,000,000
359n/a317U74SA5 PIMCO SWAPTION 3.25 CALL GBP 2025031-0.00%-1,000,000
360n/a317U6W0A4 PIMCO SWAPTION 2.05 CALL EUR 2025021-0.00%-600,000
361n/a317U7P1A7 PIMCO SWAPTION 3.933 PUT USD 2025010-0.00%-100,000
362n/a317U7SOA6 PIMCO SWAPTION 4.09 PUT USD 20250117-0.00%-200,000
363n/a317U7Q8A8 PIMCO SWAPTION 3.93 PUT GBP 20250106-0.00%-100,000
364n/aIRS EUR 2.65000 08/14/24-5Y LCH-0.00%1
365n/a317U7RZA6 PIMCO SWAPTION 4.013 PUT USD 2025011-0.00%-200,000
366RXWG25P2 135.5EURO-BUND WEEK OPTFEB25P 135.5 EXP 01/10/2025-0.00%-1
367n/aIRS EUR 2.68000 08/07/24-10Y LCH-0.00%1
368n/a317U7PSA8 PIMCO SWAPTION 3.896 PUT USD 2025010-0.00%-200,000
369n/aIRS EUR 2.70000 08/13/24-5Y LCH-0.00%1
370n/a317U7QIA7 PIMCO SWAPTION 3.88 PUT USD 20250109-0.00%-300,000
371n/a317U7QAA5 PIMCO SWAPTION 3.84 PUT USD 20250106-0.00%-300,000
372n/aBOUGHT BRL SOLD USD 20250103-0.00%1
373n/a317U7HVA2 PIMCO SWAPTION 2.83 CALL USD 2025103-0.00%-8,900,000
374n/a317U6RVA1 PIMCO SWAPTION 2.75 CALL USD 2025080-0.00%-32,200,000
375n/a317U7HUA3 PIMCO SWAPTION 3.29 CALL USD 2025103-0.00%-8,900,000
376n/a317U6RUA2 PIMCO SWAPTION 3.25 CALL USD 2025080-0.01%-32,200,000
377n/aBOUGHT EUR SOLD USD 20250115-0.01%1
378TUH5US 2YR NOTE (CBT) MAR25 XCBT 20250331-0.02%1,111
379n/aRFR GBP SONIO/4.00000 09/18/24-5Y LCH-0.02%1
380FVH5US 5YR NOTE (CBT) MAR25 XCBT 20250331-0.05%254
381n/aRFR USD SOFR/2.15000 06/15/22-5Y LCH-0.14%1
382FNCL 2.5 2.12UMBS PASS THRU POOLS - FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE-0.16%-600,000
383FNCL 5 2.12UMBS PASS THRU POOLS - FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE-0.22%-700,000
384FNCL 3 2.12UMBS PASS THRU POOLS - FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE-3.88%-14,200,000
As of Dec 31, 2024
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