Statistik Asas
| Nilai Portfolio | $ 7,859,172,066 |
| Kedudukan Semasa | 1,256 |
Pegangan Terkini, Prestasi, AUM (dari 13F, 13D)
PTLDX - PIMCO Low Duration Fund Institutional telah mendedahkan 1,256 jumlah pegangan dalam pemfailan SEC terkini mereka. Nilai portfolio terkini dikira sebagai $ 7,859,172,066 USD. Aset Sebenar Di Bawah Pengurusan (AUM) ialah nilai ini ditambah dengan tunai (yang tidak didedahkan). Pegangan teratas PTLDX - PIMCO Low Duration Fund Institutional ialah PIMCO ST FLOATING NAV PORT IV MUTUAL FUND (US:US72202G3801) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , TREASURY NOTE (US:US91282CHB00) , UMBS TBA (US:US01F0506844) , and United States Treasury Note/Bond (US:US91282CGE57) . Kedudukan baharu PTLDX - PIMCO Low Duration Fund Institutional termasuk PIMCO ST FLOATING NAV PORT IV MUTUAL FUND (US:US72202G3801) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , TREASURY NOTE (US:US91282CHB00) , UMBS TBA (US:US01F0506844) , and United States Treasury Note/Bond (US:US91282CGE57) .
Kenaikan Teratas Suku Tahun Ini
Kami menggunakan perubahan dalam peruntukan portfolio kerana ini adalah metrik yang paling bermakna. Perubahan boleh disebabkan oleh perdagangan atau perubahan dalam harga saham.
| Sekuriti | Saham (MM) |
Nilai (MM$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| 655.48 | 10.0637 | 10.0637 | ||
| 459.20 | 7.0502 | 7.0502 | ||
| 459.20 | 7.0502 | 7.0502 | ||
| 350.00 | 5.3736 | 5.3736 | ||
| 350.00 | 5.3736 | 5.3736 | ||
| -83.69 | -1.2849 | 5.2399 | ||
| 520.41 | 7.9900 | 2.7891 | ||
| -278.60 | -4.2774 | 2.1285 | ||
| 26.16 | 0.4016 | 0.4016 | ||
| 26.16 | 0.4016 | 0.4016 |
Penurunan Teratas Suku Tahun Ini
Kami menggunakan perubahan dalam peruntukan portfolio kerana ini adalah metrik yang paling bermakna. Perubahan boleh disebabkan oleh perdagangan atau perubahan dalam harga saham.
| Sekuriti | Saham (MM) |
Nilai (MM$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| 87.34 | 1.3410 | -1.0771 | ||
| 128.27 | 1.9693 | -0.6421 | ||
| -12.90 | -0.1980 | -0.1980 | ||
| -12.90 | -0.1980 | -0.1980 | ||
| 11.23 | 0.1725 | -0.1672 | ||
| -4.34 | -0.0666 | -0.0666 | ||
| -4.34 | -0.0666 | -0.0666 | ||
| 41.36 | 0.6350 | -0.0613 | ||
| -3.46 | -0.0531 | -0.0531 | ||
| -3.46 | -0.0531 | -0.0531 |
13F dan Pemfailan Dana
Borang ini telah difailkan pada 2025-08-28 untuk tempoh pelaporan 2025-06-30. Pelabur ini tidak mendedahkan sekuriti yang dikira dalam saham, jadi lajur berkaitan saham dalam jadual di bawah tidak dimasukkan. Klik ikon pautan untuk melihat sejarah transaksi penuh.
Tingkatkan untuk membuka data premium dan eksport ke Excel 
.
28-07-2022: Nota Penting - Kami telah menukar layanan lajur Δ Portfolio % dalam jadual ini. Sebelum ini, kami melaporkannya sebagai peratus perubahan dalam peruntukan portfolio. Kini kami melaporkannya sebagai perubahan mentah dalam peruntukan portfolio (masih dilaporkan sebagai peratus). Dari segi formula, kami sebelum ini melaporkannya sebagai 100 * (peruntukan semasa - peruntukan terdahulu ) / peruntukan terdahulu. Kami kini melaporkannya sebagai (peruntukan semasa - peruntukan terdahulu).
| Sekuriti | Jenis | ΔSaham (%) |
Nilai ($MM) |
Portfolio (%) |
ΔPortfolio (%) |
|
|---|---|---|---|---|---|---|
| US72202G3801 / PIMCO ST FLOATING NAV PORT IV MUTUAL FUND | 736.78 | 1.31 | 11.3118 | 0.2991 | ||
| US01F0606834 / Uniform Mortgage-Backed Security, TBA | 655.48 | 10.0637 | 10.0637 | |||
| US91282CHB00 / TREASURY NOTE | 588.76 | 0.07 | 9.0393 | 0.1299 | ||
| US01F0506844 / UMBS TBA | 520.41 | 61.35 | 7.9900 | 2.7891 | ||
| CITIGROUP REPO REPO 5807 / RA (000000000) | 459.20 | 7.0502 | 7.0502 | |||
| CITIGROUP REPO REPO 5807 / RA (000000000) | 459.20 | 7.0502 | 7.0502 | |||
| REPO BANK AMERICA REPO / RA (000000000) | 350.00 | 5.3736 | 5.3736 | |||
| REPO BANK AMERICA REPO / RA (000000000) | 350.00 | 5.3736 | 5.3736 | |||
| US91282CGE57 / United States Treasury Note/Bond | 149.31 | 0.03 | 2.2923 | 0.0321 | ||
| US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 128.27 | -25.62 | 1.9693 | -0.6421 | ||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | 125.27 | 8.57 | 1.9233 | 0.1760 | ||
| US3140MJ6N00 / FNMA POOL BV5376 FN 04/52 FIXED 3 | 101.76 | -1.28 | 1.5624 | 0.0015 | ||
| US38382YC277 / GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H24 BF | 88.66 | 0.13 | 1.3613 | 0.0204 | ||
| US01F0406854 / UMBS TBA | 87.34 | -35.11 | 1.3410 | -1.0771 | ||
| US3134GW6C50 / FEDERAL HOME LOAN MORTGAGE CORP 0.80000000 | 79.72 | 0.86 | 1.2239 | 0.0271 | ||
| US38382YC921 / GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H24 FD | 75.58 | 0.05 | 1.1604 | 0.0164 | ||
| US3134GW5R39 / FREDDIE MAC 0.65 10/25 | 61.47 | 0.94 | 0.9437 | 0.0216 | ||
| US91282CGK18 / U.S. Treasury Inflation Linked Notes | 51.37 | 22.02 | 0.7887 | 0.1512 | ||
| US31418EQ864 / Fannie Mae Pool | 50.12 | -2.44 | 0.7695 | -0.0084 | ||
| US91282CHH79 / United States Treasury Note/Bond | 50.07 | -0.03 | 0.7687 | 0.0103 | ||
| US3140QNKS04 / FNMA POOL CB3004 FN 02/52 FIXED 3 | 48.53 | -1.54 | 0.7450 | -0.0013 | ||
| US3140QNGC08 / Fannie Mae Pool | 46.79 | -1.94 | 0.7183 | -0.0041 | ||
| FREDDIE MAC FHR 5478 FB / ABS-MBS (US3137HHS939) | 41.36 | -10.06 | 0.6350 | -0.0613 | ||
| US91282CAQ42 / USTN TII 0.125% 10/15/2025 | 40.10 | 0.56 | 0.6157 | 0.0118 | ||
| US91282CEZ05 / U.S. Treasury Inflation Linked Notes | 40.08 | 0.91 | 0.6153 | 0.0139 | ||
| US3140X6KS99 / Fannie Mae Pool | 39.50 | -2.65 | 0.6065 | -0.0080 | ||
| US TREASURY N/B 04/26 4.875 / DBT (US91282CKK61) | 36.33 | -0.23 | 0.5578 | 0.0064 | ||
| US3140QNS866 / FNMA POOL CB3242 FN 04/52 FIXED 3 | 34.93 | -2.18 | 0.5362 | -0.0045 | ||
| US3140Q7S730 / FNMA POOL CA0541 FN 10/47 FIXED 3.5 | 34.73 | -0.48 | 0.5333 | 0.0048 | ||
| US3140Q7XY81 / FNMA POOL CA0694 FN 11/47 FIXED 3.5 | 33.02 | -2.38 | 0.5069 | -0.0053 | ||
| US3134GWJN76 / FREDDIE MAC NOTES 08/25 0.68 | 32.18 | 0.90 | 0.4940 | 0.0111 | ||
| US91282CJN20 / US TREASURY N/B 4.375% 11-30-28 | 31.86 | 0.52 | 0.4891 | 0.0092 | ||
| FREDDIE MAC FHR 5515 F / ABS-MBS (US3137HKJ544) | 29.52 | -6.65 | 0.4533 | -0.0256 | ||
| FREDDIE MAC FHR 5515 F / ABS-MBS (US3137HKJ544) | 29.52 | -6.65 | 0.4533 | -0.0256 | ||
| US3140Q75W33 / FNMA POOL CA0860 FN 12/47 FIXED 3.5 | 28.67 | -0.94 | 0.4402 | 0.0019 | ||
| US3132DWJ465 / FHLG 30YR 5.5% 12/01/2053#SD8383 | 26.97 | -2.49 | 0.4141 | -0.0048 | ||
| FED HM LN PC POOL SD7578 FR 04/55 FIXED 6 / ABS-MBS (US3132DVM362) | 26.16 | 0.4016 | 0.4016 | |||
| FED HM LN PC POOL SD7578 FR 04/55 FIXED 6 / ABS-MBS (US3132DVM362) | 26.16 | 0.4016 | 0.4016 | |||
| US3140QNUC42 / Federal National Mortgage Association | 25.78 | -1.76 | 0.3958 | -0.0016 | ||
| US38145GAM24 / Goldman Sachs Group Inc/The | 25.34 | -0.27 | 0.3890 | 0.0043 | ||
| US22877LAA52 / CRSNT Trust 2021-MOON | 25.09 | 0.24 | 0.3853 | 0.0062 | ||
| US3140QNUB68 / Federal National Mortgage Association | 23.84 | -2.13 | 0.3660 | -0.0028 | ||
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/28 5.05 / DBT (US928668CP53) | 23.28 | 12.25 | 0.3575 | 0.0434 | ||
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/28 5.05 / DBT (US928668CP53) | 23.28 | 12.25 | 0.3575 | 0.0434 | ||
| US912828XL95 / United States Treasury Inflation Indexed Bonds | 22.92 | 0.77 | 0.3518 | 0.0075 | ||
| US86562MCA62 / Sumitomo Mitsui Financial Group Inc | 22.69 | 0.74 | 0.3483 | 0.0073 | ||
| US26210YAA47 / DROP Mortgage Trust, Series 2021-FILE, Class A | 22.44 | 2.05 | 0.3445 | 0.0115 | ||
| US3140Q7NA16 / FNMA POOL CA0384 FN 09/47 FIXED 3.5 | 22.27 | -0.97 | 0.3419 | 0.0014 | ||
| US00130HCE36 / CORP. NOTE | 22.07 | 0.86 | 0.3389 | 0.0075 | ||
| US55285AAA51 / MF1 2022-FL9 LLC SER 2022-FL9 CL A V/R REGD 144A P/P 2.96000000 | 21.25 | -4.47 | 0.3262 | -0.0106 | ||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 20.82 | 0.3196 | 0.3196 | |||
| US05571AAQ85 / BPCE SA | 20.68 | -0.33 | 0.3176 | 0.0033 | ||
| US87020PAT49 / Swedbank AB | 20.41 | 0.42 | 0.3134 | 0.0056 | ||
| US87277JAA97 / TRTX 2022-FL5 Issuer Ltd | 20.37 | -7.99 | 0.3127 | -0.0225 | ||
| C1CI34 / Crown Castle Inc. - Depositary Receipt (Common Stock) | 19.74 | 0.3031 | 0.3031 | |||
| C1CI34 / Crown Castle Inc. - Depositary Receipt (Common Stock) | 19.74 | 0.3031 | 0.3031 | |||
| US46647PCQ72 / JPMorgan Chase & Co | 19.15 | -0.13 | 0.2940 | 0.0037 | ||
| US20048FAA66 / COMM MORTGAGE TRUST COMM 2021 2400 A 144A | 19.14 | -0.22 | 0.2939 | 0.0034 | ||
| US36264LAA61 / GS MORTGAGE SECURITIES CORP TRUST 2021-STAR SER 2021-STAR CL A V/R REGD 144A P/P 1.05000000 | 19.06 | 0.29 | 0.2926 | 0.0049 | ||
| US251526CN70 / Deutsche Bank AG/New York NY | 19.01 | -0.36 | 0.2918 | 0.0030 | ||
| US68784HAD35 / OSCAR US FUNDING XIV LLC | 18.53 | -16.56 | 0.2844 | -0.0518 | ||
| FANNIE MAE FNR 2024 90 FA / ABS-MBS (US3136BTXB47) | 18.07 | -9.49 | 0.2775 | -0.0249 | ||
| ABN / ABN AMRO Bank N.V. - Depositary Receipt (Common Stock) | 18.07 | 0.32 | 0.2774 | 0.0047 | ||
| US59217GFC87 / Metropolitan Life Global Funding I | 17.98 | 0.09 | 0.2761 | 0.0040 | ||
| US36265LAB36 / GS MORTGAGE BACKED SECURITIES GSMBS 2022 HP1 A2 144A | 17.96 | -2.42 | 0.2758 | -0.0030 | ||
| FREDDIE MAC FHR 5513 MF / ABS-MBS (US3137HKEX87) | 17.94 | -5.17 | 0.2755 | -0.0111 | ||
| US87166PAL58 / SYNIT 23-A2 A 5.74% 10-15-29/26 | 17.93 | -0.18 | 0.2752 | 0.0033 | ||
| HYUNDAI CAPITAL AMERICA HYUNDAI CAPITAL AMERICA / DBT (US44891ACW53) | 17.41 | -0.47 | 0.2673 | 0.0024 | ||
| HYUNDAI CAPITAL AMERICA HYUNDAI CAPITAL AMERICA / DBT (US44891ACW53) | 17.41 | -0.47 | 0.2673 | 0.0024 | ||
| US38380QGA40 / GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H14 FH | 17.40 | -0.12 | 0.2672 | 0.0034 | ||
| US55284JAA79 / MF1 2022-FL8 Ltd | 16.76 | -12.58 | 0.2574 | -0.0330 | ||
| US67114WAA99 / ONSLOW BAY FINANCIAL LLC OBX 2022 INV2 A1 144A | 16.74 | -2.02 | 0.2570 | -0.0017 | ||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | 16.53 | 0.2538 | 0.2538 | |||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | 16.53 | 0.2538 | 0.2538 | |||
| ATHENE GLOBAL FUNDING SECURED 144A 07/26 VAR / DBT (US04685A4J75) | 16.52 | 0.09 | 0.2537 | 0.0037 | ||
| US918307AM15 / UNITED WHOLESALE MORTGAGE LLC UWM 2021 INV4 A9 144A | 16.42 | -1.69 | 0.2521 | -0.0008 | ||
| 4020 / Saudi Real Estate Company | 16.37 | 0.42 | 0.2514 | 0.0045 | ||
| ABBVD / AbbVie Inc. - Depositary Receipt (Common Stock) | 16.26 | -0.02 | 0.2497 | 0.0034 | ||
| US12654QBH83 / CREDIT SUISSE MORTGAGE TRUST CSMC 2018 SP2 PT 144A | 15.49 | -4.75 | 0.2378 | -0.0084 | ||
| US20268JAE38 / CommonSpirit Health | 15.38 | 0.79 | 0.2361 | 0.0050 | ||
| US92332LAU35 / VENTURE CDO LTD VENTR 2019 36A A1AR 144A | 15.15 | -18.03 | 0.2327 | -0.0473 | ||
| BANK OF AMERICA CORP SR UNSECURED 05/29 VAR / DBT (US06051GMT30) | 15.10 | 0.2318 | 0.2318 | |||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | 15.01 | -0.23 | 0.2305 | 0.0026 | ||
| PM / Philip Morris International Inc. - Depositary Receipt (Common Stock) | 14.97 | 0.2299 | 0.2299 | |||
| US37046US851 / General Motors Financial Co Inc | 14.92 | 0.50 | 0.2291 | 0.0043 | ||
| ADNOC MURBAN RSC LTD ADNOC MURBAN RSC LTD / DBT (US00723L2A68) | 14.64 | 1.36 | 0.2248 | 0.0060 | ||
| CITIBANK NA CITIBANK NA / DBT (US17325FBF45) | 14.16 | -0.29 | 0.2174 | 0.0024 | ||
| FANNIE MAE FNR 2025 19 FC / ABS-MBS (US3136BVBY34) | 14.07 | -4.03 | 0.2160 | -0.0060 | ||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H15 LF / ABS-MBS (US38380LC849) | 13.85 | -9.55 | 0.2126 | -0.0192 | ||
| XS2387929834 / Bank of America Corp | 13.69 | 8.78 | 0.2102 | 0.0196 | ||
| US06738ECC75 / Barclays PLC | 13.51 | -0.60 | 0.2075 | 0.0016 | ||
| IBM / International Business Machines Corporation - Depositary Receipt (Common Stock) | 13.46 | 0.52 | 0.2066 | 0.0039 | ||
| US80281LAS43 / SANTANDER UK GROUP HOLDINGS PLC | 13.41 | -0.44 | 0.2059 | 0.0019 | ||
| US38383KEA60 / GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H21 FA | 13.38 | -1.71 | 0.2054 | -0.0007 | ||
| CITIBANK NA CITIBANK NA / DBT (US17325FBJ66) | 12.99 | 0.03 | 0.1995 | 0.0028 | ||
| US17305EGP43 / Citibank Credit Card Issuance Trust | 12.91 | -0.12 | 0.1982 | 0.0025 | ||
| US36262TAA16 / GPMT 2021-FL4 LTD | 12.80 | -2.36 | 0.1965 | -0.0020 | ||
| US04002VAA98 / AREIT Trust, Series 2022-CRE6, Class A | 12.70 | -0.26 | 0.1950 | 0.0022 | ||
| FANNIE MAE FNR 2025 16 FA / ABS-MBS (US3136BU5D84) | 12.69 | -5.47 | 0.1948 | -0.0084 | ||
| FANNIE MAE FNR 2025 16 FA / ABS-MBS (US3136BU5D84) | 12.69 | -5.47 | 0.1948 | -0.0084 | ||
| US86562MCT53 / Sumitomo Mitsui Financial Group Inc | 12.66 | -0.22 | 0.1944 | 0.0022 | ||
| US38383KGD81 / GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H23 FA | 12.50 | -2.21 | 0.1920 | -0.0016 | ||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 12.00 | 0.1842 | 0.1842 | |||
| US83206NAB38 / SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1B V/R REGD 144A P/P 1.83000000 | 11.98 | -5.06 | 0.1839 | -0.0072 | ||
| MERCEDES BENZ FIN NA COMPANY GUAR 144A 03/28 4.75 / DBT (US58769JBE64) | 11.95 | 0.75 | 0.1835 | 0.0039 | ||
| BMW US CAPITAL LLC COMPANY GUAR 144A 03/28 4.75 / DBT (US05565ECW30) | 11.93 | 11.82 | 0.1831 | 0.0216 | ||
| BMW US CAPITAL LLC COMPANY GUAR 144A 03/28 4.75 / DBT (US05565ECW30) | 11.93 | 11.82 | 0.1831 | 0.0216 | ||
| CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 04/29 5.875 / DBT (US147918AC06) | 11.83 | 0.71 | 0.1816 | 0.0037 | ||
| CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 04/29 5.875 / DBT (US147918AC06) | 11.83 | 0.71 | 0.1816 | 0.0037 | ||
| FANNIE MAE FNR 2024 90 ED / ABS-MBS (US3136BTYL10) | 11.75 | -3.70 | 0.1803 | -0.0044 | ||
| US83206NAA54 / SMB Private Education Loan Trust 2022-B | 11.58 | -4.02 | 0.1777 | -0.0049 | ||
| CNQ / Canadian Natural Resources Limited | 11.49 | 0.1765 | 0.1765 | |||
| CNQ / Canadian Natural Resources Limited | 11.49 | 0.1765 | 0.1765 | |||
| GM FINANCIAL AUTOMOBILE LEASIN GMALT 2025 1 A3 / ABS-O (US36271VAD91) | 11.38 | 0.18 | 0.1747 | 0.0027 | ||
| GM FINANCIAL AUTOMOBILE LEASIN GMALT 2025 1 A3 / ABS-O (US36271VAD91) | 11.38 | 0.18 | 0.1747 | 0.0027 | ||
| C1PB34 / The Campbell's Company - Depositary Receipt (Common Stock) | 11.36 | -0.19 | 0.1743 | 0.0020 | ||
| FNMA POOL BL0449 FN 12/25 FIXED 3.59 / ABS-MBS (US3140HRQB20) | 11.28 | 0.15 | 0.1731 | 0.0026 | ||
| US59217GEJ40 / Metropolitan Life Global Funding I | 11.25 | 0.89 | 0.1727 | 0.0039 | ||
| US42806MBA62 / Hertz Vehicle Financing LLC | 11.23 | -49.93 | 0.1725 | -0.1672 | ||
| FNMA POOL BL1942 FN 03/26 FIXED 3.15 / ABS-MBS (US3140HTEQ82) | 11.23 | 0.23 | 0.1724 | 0.0028 | ||
| HOLCIM FIN US LLC 07/25 ZCP / DBT (US43475FUG52) | 11.18 | 0.1716 | 0.1716 | |||
| HOLCIM FIN US LLC 07/25 ZCP / DBT (US43475FUG52) | 11.18 | 0.1716 | 0.1716 | |||
| US07335YAA47 / BDS 2021-FL10 LTD / BDS 2021-FL10 LLC 1ML+135 12/18/2036 144A | 11.11 | -18.08 | 0.1706 | -0.0348 | ||
| US709599BM55 / Penske Truck Leasing Co. LP/ PTL Finance Corp. | 10.80 | 0.73 | 0.1658 | 0.0035 | ||
| US69291QAA31 / PFP III PFP 2022 9 A 144A | 10.42 | -21.85 | 0.1600 | -0.0419 | ||
| US74977RDJ05 / Cooperatieve Rabobank UA | 10.31 | 0.94 | 0.1584 | 0.0036 | ||
| US05565ECE32 / BMW US CAPITAL LLC 144A LIFE SR UNSEC 5.05% 08-11-28 | 10.18 | 0.94 | 0.1564 | 0.0036 | ||
| US90205FAA84 / 280 Park Avenue 2017-280P Mortgage Trust | 10.11 | 0.93 | 0.1552 | 0.0035 | ||
| INTC / Intel Corporation - Depositary Receipt (Common Stock) | 10.10 | 0.1550 | 0.1550 | |||
| INTC / Intel Corporation - Depositary Receipt (Common Stock) | 10.10 | 0.1550 | 0.1550 | |||
| XS2373706519 / Carlyle Euro CLO 2019-2 DAC | 10.05 | 8.40 | 0.1543 | 0.0139 | ||
| CH1230759495 / CREDIT SUISSE SCHWEIZ AG /EUR/ REGD REG S EMTN 3.39000000 | 9.71 | 8.73 | 0.1491 | 0.0139 | ||
| ATHENE GLOBAL FUNDING SECURED REGS 02/27 VAR / DBT (XS2757986224) | 9.71 | 8.88 | 0.1491 | 0.0140 | ||
| LVS / Las Vegas Sands Corp. - Depositary Receipt (Common Stock) | 9.49 | 0.1457 | 0.1457 | |||
| LVS / Las Vegas Sands Corp. - Depositary Receipt (Common Stock) | 9.49 | 0.1457 | 0.1457 | |||
| CVS / CVS Health Corporation - Depositary Receipt (Common Stock) | 9.48 | 0.1456 | 0.1456 | |||
| CVS / CVS Health Corporation - Depositary Receipt (Common Stock) | 9.48 | 0.1456 | 0.1456 | |||
| US38382YV269 / GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H05 JF | 9.40 | -0.97 | 0.1442 | 0.0006 | ||
| US83207DAA63 / SMB PRIVATE EDUCATION LOAN TRUST 2023-C SER 2023-C CL A1A REGD 144A P/P 5.67000000 | 9.24 | -4.64 | 0.1419 | -0.0049 | ||
| FREDDIE MAC FHR 5442 FB / ABS-MBS (US3137HF4U64) | 9.23 | -8.03 | 0.1417 | -0.0103 | ||
| PROTECTIVE LIFE GLOBAL SECURED 144A 07/26 VAR / DBT (US743672AG20) | 9.01 | -0.03 | 0.1383 | 0.0019 | ||
| PROTECTIVE LIFE GLOBAL SECURED 144A 07/26 VAR / DBT (US743672AG20) | 9.01 | -0.03 | 0.1383 | 0.0019 | ||
| FANNIE MAE FNR 2025 24 FB / ABS-MBS (US3136BVSA74) | 8.97 | -3.01 | 0.1378 | -0.0023 | ||
| FANNIE MAE FNR 2025 24 FB / ABS-MBS (US3136BVSA74) | 8.97 | -3.01 | 0.1378 | -0.0023 | ||
| FHLMC MULTIFAMILY STRUCTURED P FHMS Q034 APT2 / ABS-MBS (US3137HLY301) | 8.82 | 0.1354 | 0.1354 | |||
| 01626P148 / Alimentation Couche-Tard Inc | 8.80 | 0.1351 | 0.1351 | |||
| 01626P148 / Alimentation Couche-Tard Inc | 8.80 | 0.1351 | 0.1351 | |||
| US87276WAA18 / TPG Real Estate Finance Issuer LTD | 8.76 | -4.98 | 0.1344 | -0.0051 | ||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | 8.62 | 0.1324 | 0.1324 | |||
| US04965JAA16 / Atrium Hotel Portfolio Trust 2017-ATRM | 8.57 | -0.50 | 0.1316 | 0.0011 | ||
| US38382YAZ60 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-H12 CL DF V/R 6.17700000 | 8.56 | -0.55 | 0.1313 | 0.0011 | ||
| US46647PDW32 / JPMorgan Chase & Co | 8.48 | -0.18 | 0.1302 | 0.0016 | ||
| US12564NAA00 / CLNY Trust 2019-IKPR | 8.47 | -11.40 | 0.1300 | -0.0147 | ||
| FED HM LN PC POOL QE8941 FR 09/52 FIXED 5 / ABS-MBS (US3133BJ5A61) | 8.26 | -1.59 | 0.1268 | -0.0003 | ||
| BMW VEHICLE LEASE TRUST BMWLT 2025 1 A3 / ABS-O (US096912AD26) | 8.25 | 0.1267 | 0.1267 | |||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 8.24 | 0.1265 | 0.1265 | |||
| US12554XAJ19 / CIFC Funding 2019-V Ltd | 8.21 | -0.10 | 0.1260 | 0.0016 | ||
| DANSKE / Danske Bank A/S | 8.14 | 0.06 | 0.1250 | 0.0018 | ||
| DANSKE / Danske Bank A/S | 8.14 | 0.06 | 0.1250 | 0.0018 | ||
| STELLANTIS FINANCIAL UNDERWRIT SFUEL 2025 AA A2 144A / ABS-O (US858928AB07) | 8.12 | 0.1247 | 0.1247 | |||
| STELLANTIS FINANCIAL UNDERWRIT SFUEL 2025 AA A2 144A / ABS-O (US858928AB07) | 8.12 | 0.1247 | 0.1247 | |||
| FREDDIE MAC FHR 5560 FB / ABS-MBS (US3137HLZD77) | 8.01 | 0.1230 | 0.1230 | |||
| US06738EBZ79 / Barclays PLC | 8.00 | -0.16 | 0.1229 | 0.0015 | ||
| FREDDIE MAC FHR 5511 FG / ABS-MBS (US3137HKKP89) | 8.00 | -9.07 | 0.1229 | -0.0104 | ||
| FREDDIE MAC FHR 5511 FG / ABS-MBS (US3137HKKP89) | 8.00 | -9.07 | 0.1229 | -0.0104 | ||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 7.54 | -0.25 | 0.1158 | 0.0013 | ||
| US31418CLK89 / Fannie Mae Pool | 7.54 | -5.26 | 0.1158 | -0.0048 | ||
| US44891ACL98 / Hyundai Capital America | 7.50 | -0.16 | 0.1152 | 0.0014 | ||
| AVGO / Broadcom Inc. - Depositary Receipt (Common Stock) | 7.24 | 0.1112 | 0.1112 | |||
| AVGO / Broadcom Inc. - Depositary Receipt (Common Stock) | 7.24 | 0.1112 | 0.1112 | |||
| FREDDIE MAC FHR 5508 AF / ABS-MBS (US3137HJFR38) | 7.04 | -4.64 | 0.1081 | -0.0037 | ||
| US30225VAL18 / Extra Space Storage LP | 6.93 | 0.29 | 0.1064 | 0.0018 | ||
| US055984AA69 / BSPRT ISSUER, LTD. BSPRT 2022 FL9 A 144A | 6.86 | -32.26 | 0.1054 | -0.0481 | ||
| COOPERAT RABOBANK UA/NY 08/26 VAR / DBT (US21688ABG67) | 6.82 | -0.12 | 0.1047 | 0.0013 | ||
| XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV | 6.68 | 0.1025 | 0.1025 | |||
| US90117PAC95 / AOTA_15-1211 | 6.67 | -2.36 | 0.1024 | -0.0010 | ||
| CITIBANK NA SR UNSECURED 11/27 VAR / DBT (US17325FBL13) | 6.59 | 0.14 | 0.1012 | 0.0015 | ||
| FANNIE MAE FNR 2025 52 FB / ABS-MBS (US3136BWUZ70) | 6.52 | 0.1000 | 0.1000 | |||
| FANNIE MAE FNR 2025 52 FB / ABS-MBS (US3136BWUZ70) | 6.52 | 0.1000 | 0.1000 | |||
| NOCG34 / Northrop Grumman Corporation - Depositary Receipt (Common Stock) | 6.48 | 0.0995 | 0.0995 | |||
| US12551JAL08 / CIFC FUNDING LTD CIFC 2017 4A A1R 144A | 6.47 | -23.47 | 0.0993 | -0.0287 | ||
| US3140NA2M44 / FNMA POOL BX6179 FN 02/53 FIXED 5 | 6.47 | -2.91 | 0.0993 | -0.0016 | ||
| US50203JAA60 / LFT CRE 2021-FL1 Ltd | 6.45 | -22.52 | 0.0990 | -0.0270 | ||
| S56431109 / Northam Platinum Holdings Ltd | 6.43 | 1.23 | 0.0987 | 0.0025 | ||
| US36264BAA89 / GPMT LTD. GPMT 2021 FL3 A 144A | 6.33 | -19.45 | 0.0973 | -0.0218 | ||
| US3140MJ6Y64 / FNMA POOL BV5386 FN 04/52 FIXED 3 | 6.26 | -2.19 | 0.0962 | -0.0008 | ||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 6.25 | 0.35 | 0.0960 | 0.0016 | ||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 6.25 | 0.35 | 0.0960 | 0.0016 | ||
| US225401AY40 / Credit Suisse Group AG | 6.21 | -0.32 | 0.0953 | 0.0010 | ||
| US03465MAA18 / Angel Oak Mortgage Trust 2021-8 | 6.17 | -3.18 | 0.0948 | -0.0018 | ||
| US3133B6YF16 / FED HM LN PC POOL QD8810 FR 03/52 FIXED 3 | 6.14 | -0.76 | 0.0943 | 0.0006 | ||
| US61691KAA97 / Morgan Stanley Capital I Trust 2017-ASHF | 6.10 | -0.54 | 0.0937 | 0.0008 | ||
| US68245HAA23 / One Market Plaza Trust 2017-1MKT | 6.01 | 1.85 | 0.0922 | 0.0029 | ||
| US31418CFM10 / Fannie Mae Pool | 5.96 | -5.23 | 0.0915 | -0.0037 | ||
| C1CI34 / Crown Castle Inc. - Depositary Receipt (Common Stock) | 5.93 | 0.0910 | 0.0910 | |||
| XS2418762923 / Madison Park Euro Funding XIV DAC | 5.86 | 8.24 | 0.0899 | 0.0080 | ||
| XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV | 5.78 | 0.03 | 0.0887 | 0.0012 | ||
| TIKEHAU CLO IX DAC TIKEH 9A AR 144A / ABS-CBDO (XS2931965672) | 5.77 | 8.84 | 0.0886 | 0.0083 | ||
| US639057AG33 / NatWest Group PLC | 5.66 | -0.65 | 0.0868 | 0.0006 | ||
| TRGP / Targa Resources Corp. | 5.58 | 0.0856 | 0.0856 | |||
| US31394JD872 / Freddie Mac Structured Pass-Through Certificates | 5.43 | -2.50 | 0.0834 | -0.0010 | ||
| US00084DBC39 / ABN AMRO Bank NV | 5.43 | -0.46 | 0.0833 | 0.0008 | ||
| ABBVD / AbbVie Inc. - Depositary Receipt (Common Stock) | 5.40 | 0.0828 | 0.0828 | |||
| ABBVD / AbbVie Inc. - Depositary Receipt (Common Stock) | 5.40 | 0.0828 | 0.0828 | |||
| US3140QS7K12 / Federal National Mortgage Association, Inc. | 5.31 | -1.81 | 0.0815 | -0.0004 | ||
| BANQUE FED CRED MUTUEL BANQUE FED CRED MUTUEL / DBT (US06675DCM20) | 5.25 | 0.31 | 0.0806 | 0.0013 | ||
| US53947XAA00 / LoanCore 2021-CRE5 Issuer Ltd | 5.22 | -37.44 | 0.0801 | -0.0462 | ||
| US63874AAA60 / NCMS 2021 APPL A 144A | 5.03 | 0.72 | 0.0772 | 0.0016 | ||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 5.02 | -0.40 | 0.0770 | 0.0007 | ||
| US902613AS79 / UBS Group AG | 5.01 | 0.20 | 0.0769 | 0.0012 | ||
| US01F0526800 / Uniform Mortgage-Backed Security, TBA | 5.00 | 1.30 | 0.0767 | -0.0119 | ||
| SCE.PRK / SCE Trust V - Preferred Security | 4.93 | 0.08 | 0.0756 | 0.0011 | ||
| US25150VAM81 / Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-AR3 | 4.92 | -3.68 | 0.0755 | -0.0018 | ||
| US89233FHN15 / Toyota Motor Credit Corporation | 4.92 | 0.04 | 0.0755 | 0.0011 | ||
| US92230AAA43 / VASA Trust 2021-VASA | 4.86 | 0.06 | 0.0747 | 0.0011 | ||
| RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) | 4.80 | 0.02 | 0.0738 | 0.0010 | ||
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (US48002AU933) | 4.79 | 0.0736 | 0.0736 | |||
| 01626P148 / Alimentation Couche-Tard Inc | 4.75 | 0.0729 | 0.0729 | |||
| US67114KAL17 / ONSLOW BAY MORTGAGE LOAN TRUST SER 2021-INV2 CL A11 V/R REGD 144A P/P 0.94967000 | 4.71 | -1.26 | 0.0724 | 0.0001 | ||
| US62955HAA59 / NYO COMMERCIAL MORTGAGE TRUST 2021-1290 SER 2021-1290 CL A V/R REGD 144A P/P 1.17500000 | 4.69 | 0.54 | 0.0721 | 0.0014 | ||
| FREDDIE MAC FHR 5508 FC / ABS-MBS (US3137HJGF80) | 4.68 | -4.90 | 0.0718 | -0.0027 | ||
| FREDDIE MAC FHR 5549 BF / ABS-MBS (US3137HLS527) | 4.65 | 0.0714 | 0.0714 | |||
| FREDDIE MAC FHR 5549 BF / ABS-MBS (US3137HLS527) | 4.65 | 0.0714 | 0.0714 | |||
| US38375UQC70 / GNMA, Series 2014-H21, Class FA | 4.52 | -11.41 | 0.0694 | -0.0078 | ||
| US3133B7PS11 / FED HM LN PC POOL QD9433 FR 03/52 FIXED 3 | 4.46 | -0.78 | 0.0685 | 0.0004 | ||
| US3140HNY970 / FNMA POOL BK8835 FN 08/48 FIXED 4 | 4.45 | -0.27 | 0.0683 | 0.0008 | ||
| US3140FPAQ25 / FNMA POOL BE3614 FN 05/47 FIXED 3.5 | 4.44 | -5.56 | 0.0681 | -0.0030 | ||
| 01626P148 / Alimentation Couche-Tard Inc | 4.43 | 0.0681 | 0.0681 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 4.42 | 0.0678 | 0.0678 | |||
| FREDDIE MAC SLST SLST 2023 1 A11 144A / ABS-MBS (US35564CNN38) | 4.41 | -32.91 | 0.0677 | -0.0319 | ||
| US38383KFR86 / Government National Mortgage Association | 4.40 | -1.50 | 0.0676 | -0.0001 | ||
| US46652DAA37 / JP Morgan Chase Commercial Mortgage Securities Corp | 4.39 | -5.28 | 0.0674 | -0.0028 | ||
| US36256AAA07 / GS Mortgage Securities Corp Trust 2018-LUAU | 4.39 | -0.23 | 0.0674 | 0.0008 | ||
| US38383KCS96 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H19 CL FA V/R 6.20000000 | 4.38 | -0.45 | 0.0672 | 0.0006 | ||
| US3140QRAF07 / FNCL UMBS 4.5 CB5405 10-01-52 | 4.33 | -2.19 | 0.0664 | -0.0006 | ||
| FREDDIE MAC FHR 5508 QF / ABS-MBS (US3137HJVX22) | 4.29 | -3.70 | 0.0659 | -0.0016 | ||
| FREDDIE MAC FHR 5508 QF / ABS-MBS (US3137HJVX22) | 4.29 | -3.70 | 0.0659 | -0.0016 | ||
| US3132HUCJ07 / FREDDIEMAC STRIP FHS 332 V1 | 4.18 | -1.69 | 0.0643 | -0.0002 | ||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H27 FG / ABS-MBS (US38376RJ989) | 4.16 | -7.71 | 0.0638 | -0.0044 | ||
| FREDDIE MAC FHR 4061 FA / ABS-MBS (US3137ARBZ88) | 4.12 | -1.81 | 0.0632 | -0.0003 | ||
| GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 2 A2B / ABS-O (US379931AC24) | 4.10 | -43.25 | 0.0630 | -0.0465 | ||
| CBRE SVCS INC 07/25 ZCP / DBT (US12610BUQ30) | 4.09 | 0.0627 | 0.0627 | |||
| CBRE SVCS INC 07/25 ZCP / DBT (US12610BUQ30) | 4.09 | 0.0627 | 0.0627 | |||
| US3132DWHY21 / FR SD8347 | 4.08 | -2.09 | 0.0626 | -0.0005 | ||
| ABU DHABI DEVELOPMENTAL ABU DHABI DEVELOPMENTAL / DBT (US00402D2A25) | 4.02 | 0.48 | 0.0617 | 0.0011 | ||
| RFR USD SOFR/2.00000 12/21/22-10Y CME / DIR (EZFXDWH0DRR4) | 4.00 | -5.31 | 0.0614 | -0.0025 | ||
| US05493LAA44 / BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX A 144A | 3.92 | 0.23 | 0.0602 | 0.0010 | ||
| ARES CLO LTD ARES 2013 2A AR3 144A / ABS-CBDO (US00190YBP97) | 3.90 | 0.44 | 0.0599 | 0.0011 | ||
| ARES CLO LTD ARES 2013 2A AR3 144A / ABS-CBDO (US00190YBP97) | 3.90 | 0.44 | 0.0599 | 0.0011 | ||
| US3133B7YN23 / FED HM LN PC POOL QD9717 FR 04/52 FIXED 3 | 3.89 | -0.79 | 0.0598 | 0.0004 | ||
| US437084VN35 / Home Equity Asset Trust 2006-4 | 3.83 | -6.62 | 0.0587 | -0.0033 | ||
| 01626P148 / Alimentation Couche-Tard Inc | 3.80 | 0.0583 | 0.0583 | |||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H20 FL / ABS-MBS (US38383KDY55) | 3.79 | -2.87 | 0.0582 | -0.0009 | ||
| FANNIE MAE FNR 2024 104 FA / ABS-MBS (US3136BUEQ99) | 3.74 | -4.25 | 0.0574 | -0.0017 | ||
| FNMA POOL BL3670 FN 10/26 FIXED 2.08 / ABS-MBS (US3140HVCG74) | 3.68 | 0.63 | 0.0564 | 0.0011 | ||
| FREDDIE MAC FHR 4130 AB / ABS-MBS (US3137AVY354) | 3.66 | -16.64 | 0.0562 | -0.0103 | ||
| FREDDIE MAC FHR 4130 AB / ABS-MBS (US3137AVY354) | 3.66 | -16.64 | 0.0562 | -0.0103 | ||
| FNMA POOL BY4733 FN 06/53 FIXED 5 / ABS-MBS (US3140NMHK68) | 3.58 | -0.25 | 0.0550 | 0.0006 | ||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 3.54 | 60.00 | 0.0543 | 0.0208 | ||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 3.54 | 60.00 | 0.0543 | 0.0208 | ||
| CBRE SVCS INC / DBT (US12610BUA87) | 3.50 | 0.0537 | 0.0537 | |||
| US78432WAA18 / SFO Commercial Mortgage Trust 2021-555 | 3.49 | 0.98 | 0.0535 | 0.0012 | ||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | 3.47 | 0.00 | 0.0534 | 0.0007 | ||
| FREDDIE MAC FHR 4123 AH / ABS-MBS (US3137AUXA29) | 3.47 | -16.25 | 0.0532 | -0.0095 | ||
| FREDDIE MAC FHR 4123 AH / ABS-MBS (US3137AUXA29) | 3.47 | -16.25 | 0.0532 | -0.0095 | ||
| 01626P148 / Alimentation Couche-Tard Inc | 3.43 | 0.0527 | 0.0527 | |||
| ORCL / Oracle Corporation - Depositary Receipt (Common Stock) | 3.42 | 0.15 | 0.0524 | 0.0008 | ||
| OCEAN TRAILS CLO OCTR 2021 11A AR 144A / ABS-CBDO (US67514VAL36) | 3.40 | 0.47 | 0.0522 | 0.0010 | ||
| OCEAN TRAILS CLO OCTR 2021 11A AR 144A / ABS-CBDO (US67514VAL36) | 3.40 | 0.47 | 0.0522 | 0.0010 | ||
| MERCEDES BENZ FIN NA COMPANY GUAR 144A 11/27 4.9 / DBT (US58769JAZ03) | 3.39 | 0.0520 | 0.0520 | |||
| MERCEDES BENZ FIN NA COMPANY GUAR 144A 11/27 4.9 / DBT (US58769JAZ03) | 3.39 | 0.0520 | 0.0520 | |||
| FREDDIE MAC FHR 4224 FB / ABS-MBS (US3137B3C487) | 3.33 | -4.34 | 0.0511 | -0.0016 | ||
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/28 4.9 / DBT (US44891ADV61) | 3.32 | 0.0510 | 0.0510 | |||
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/27 4.875 / DBT (US44891ADU88) | 3.32 | 0.0510 | 0.0510 | |||
| US38375UVD98 / GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H08 FD | 3.31 | -17.98 | 0.0508 | -0.0103 | ||
| XS0362465881 / EMF NL BV EMFNL 2008 APRX A3 REGS | 3.31 | 9.94 | 0.0508 | 0.0052 | ||
| ELEVATION CLO LTD AWPT 2022 16A A1AR 144A / ABS-CBDO (US28623YAU73) | 3.30 | 0.70 | 0.0507 | 0.0011 | ||
| US3132L8NJ22 / FED HM LN PC POOL V83093 FG 04/47 FIXED 3.5 | 3.28 | -3.02 | 0.0503 | -0.0009 | ||
| US20048GAA40 / COMM 2019-521F Mortgage Trust | 3.25 | 2.78 | 0.0499 | 0.0020 | ||
| BGC / BGC Group, Inc. | 3.25 | 1.82 | 0.0498 | 0.0016 | ||
| US404280DY28 / HSBC HOLDINGS PLC FRN SOFR+0 08/14/2027 | 3.23 | -0.40 | 0.0496 | 0.0005 | ||
| US37940XAE22 / Global Payments Inc | 3.22 | 0.84 | 0.0495 | 0.0011 | ||
| US126670LE60 / CHL Mortgage Pass-Through Trust 2005-HYB9 | 3.22 | -4.06 | 0.0494 | -0.0014 | ||
| US03880XAA46 / Arbor Realty Collateralized Loan Obligation Ltd., Series 2022-FL1, Class A | 3.16 | -10.99 | 0.0485 | -0.0052 | ||
| US55820TAJ79 / Madison Park Funding XXIII Ltd | 3.13 | -13.44 | 0.0481 | -0.0067 | ||
| US29278GAM06 / Enel Finance International NV | 3.11 | 0.81 | 0.0477 | 0.0010 | ||
| ICG US CLO LTD ICG 2021 3A AR 144A / ABS-CBDO (US449249AS08) | 3.10 | 0.29 | 0.0476 | 0.0008 | ||
| FANNIE MAE FNR 2025 18 FA / ABS-MBS (US3136BU7K00) | 3.07 | -5.88 | 0.0472 | -0.0023 | ||
| US80282KAZ93 / Santander Holdings USA Inc | 3.05 | 0.76 | 0.0469 | 0.0010 | ||
| RVPO STATE STREET GLOBAL MARKE USD RVPO FICC SSGM / RA (000000000) | 3.00 | 0.0461 | 0.0461 | |||
| US3133B6YB02 / FED HM LN PC POOL QD8806 FR 03/52 FIXED 3 | 2.99 | -3.76 | 0.0459 | -0.0011 | ||
| US3140J5TD14 / FNMA POOL BM1447 FN 07/47 FIXED VAR | 2.89 | -1.97 | 0.0444 | -0.0003 | ||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 2.86 | 0.07 | 0.0439 | 0.0006 | ||
| N1WG34 / NatWest Group plc - Depositary Receipt (Common Stock) | 2.85 | 0.14 | 0.0438 | 0.0007 | ||
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2016 3A ARRR / ABS-CBDO (US14311UBA51) | 2.80 | 0.50 | 0.0430 | 0.0008 | ||
| PCG.PRD / Pacific Gas and Electric Company - Preferred Stock | 2.80 | 0.00 | 0.0430 | 0.0006 | ||
| PCG.PRD / Pacific Gas and Electric Company - Preferred Stock | 2.80 | 0.00 | 0.0430 | 0.0006 | ||
| XS2376688474 / OCP EURO CLO 2020-4 DAC SER 2020-4A CL AR V/R REGD 144A P/P /EUR/ 0.00000000 | 2.79 | -6.81 | 0.0429 | -0.0025 | ||
| MDLZ / Mondelez International, Inc. - Depositary Receipt (Common Stock) | 2.74 | 0.0420 | 0.0420 | |||
| US46647PCP99 / JPMorgan Chase & Co | 2.61 | 0.85 | 0.0400 | 0.0009 | ||
| US89177HAA05 / Towd Point Mortgage Trust, Series 2019-HY2, Class A1 | 2.60 | -7.18 | 0.0399 | -0.0025 | ||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 2A A 144A / ABS-CBDO (XS3070649366) | 2.59 | 0.0398 | 0.0398 | |||
| US55953WAA80 / Magnetite XXXII Ltd., Series 2022-32A, Class A | 2.50 | 0.00 | 0.0384 | 0.0005 | ||
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (US48002AU776) | 2.50 | 0.0383 | 0.0383 | |||
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (US48002AU776) | 2.50 | 0.0383 | 0.0383 | |||
| XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV | 2.49 | 0.0382 | 0.0382 | |||
| US61755CAD48 / Morgan Stanley ABS Capital I Incorporated Trust | 2.46 | -1.72 | 0.0377 | -0.0001 | ||
| N1WG34 / NatWest Group plc - Depositary Receipt (Common Stock) | 2.41 | -0.37 | 0.0370 | 0.0004 | ||
| N1WG34 / NatWest Group plc - Depositary Receipt (Common Stock) | 2.41 | -0.37 | 0.0370 | 0.0004 | ||
| US682413AA79 / ONE 2021-PARK Mortgage Trust | 2.41 | -0.41 | 0.0369 | 0.0004 | ||
| US07387ABR59 / Bear Stearns ARM Trust 2005-4 | 2.39 | -6.30 | 0.0368 | -0.0019 | ||
| US3133CAKG40 / FED HM LN PC POOL QG9295 FR 08/53 FIXED 5.5 | 2.37 | -2.15 | 0.0363 | -0.0003 | ||
| XS1150797600 / EUROSAIL PLC ESAIL 2007 4X A3 REGS | 2.35 | -9.84 | 0.0361 | -0.0034 | ||
| RTX / RTX Corporation - Depositary Receipt (Common Stock) | 2.35 | 0.0360 | 0.0360 | |||
| RTX / RTX Corporation - Depositary Receipt (Common Stock) | 2.35 | 0.0360 | 0.0360 | |||
| US3140HNZC97 / FNMA POOL BK8838 FN 08/48 FIXED 4 | 2.33 | -1.81 | 0.0358 | -0.0001 | ||
| CVS / CVS Health Corporation - Depositary Receipt (Common Stock) | 2.30 | 0.0352 | 0.0352 | |||
| VOYA CLO LTD VOYA 2017 3A A1RR 144A / ABS-CBDO (US92915QBG73) | 2.29 | -0.35 | 0.0352 | 0.0004 | ||
| US30040WAJ71 / Eversource Energy | 2.29 | 1.02 | 0.0351 | 0.0008 | ||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1A 144A / ABS-O (US83207QAA76) | 2.27 | -2.70 | 0.0348 | -0.0005 | ||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1A 144A / ABS-O (US83207QAA76) | 2.27 | -2.70 | 0.0348 | -0.0005 | ||
| RFR USD SOFR/3.25000 06/18/25-10Y CME / DIR (EZXZ4DC8KGZ4) | 2.14 | 0.0329 | 0.0329 | |||
| US38383KKA96 / Government National Mortgage Association | 2.14 | -14.75 | 0.0328 | -0.0052 | ||
| MADISON PARK FUNDING LTD MDPK 2020 46A ARR 144A / ABS-CBDO (US55822AAW71) | 2.10 | 0.67 | 0.0323 | 0.0006 | ||
| US902613BB36 / CORP. NOTE | 2.10 | -0.05 | 0.0323 | 0.0004 | ||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2019 4A A1RR 144A / ABS-CBDO (US05684AAY55) | 2.09 | -0.29 | 0.0321 | 0.0003 | ||
| US3133B7PT93 / FED HM LN PC POOL QD9434 FR 03/52 FIXED 3 | 2.02 | -0.74 | 0.0311 | 0.0002 | ||
| US16144KAC27 / Chase Auto Owner Trust 2023-A | 2.02 | -0.25 | 0.0311 | 0.0003 | ||
| STELLANTIS FIN US INC COMPANY GUAR 144A 03/28 5.35 / DBT (US85855CAM29) | 2.02 | 0.0310 | 0.0310 | |||
| 01626P148 / Alimentation Couche-Tard Inc | 2.00 | 0.0307 | 0.0307 | |||
| 01626P148 / Alimentation Couche-Tard Inc | 2.00 | 0.0307 | 0.0307 | |||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 2.00 | 0.40 | 0.0306 | 0.0005 | ||
| D1OM34 / Dominion Energy, Inc. - Depositary Receipt (Common Stock) | 2.00 | 0.0306 | 0.0306 | |||
| US3136ATVF87 / Fannie Mae REMICS | 1.99 | -4.46 | 0.0306 | -0.0010 | ||
| TRINITAS CLO LTD TRNTS 2022 20A A1R 144A / ABS-CBDO (US89640EAN85) | 1.99 | 0.15 | 0.0306 | 0.0005 | ||
| FNMA POOL AN1346 FN 04/26 FIXED 2.77 / ABS-MBS (US3138LDP801) | 1.98 | -0.40 | 0.0304 | 0.0003 | ||
| FNMA POOL AN1346 FN 04/26 FIXED 2.77 / ABS-MBS (US3138LDP801) | 1.98 | -0.40 | 0.0304 | 0.0003 | ||
| 01626P148 / Alimentation Couche-Tard Inc | 1.89 | 0.0291 | 0.0291 | |||
| US78398AAD54 / SFS Auto Receivables Securitization Trust, Series 2023-1A, Class A3 | 1.89 | -10.63 | 0.0290 | -0.0030 | ||
| US64352VKB61 / NEW CENTURY HOME EQUITY LOAN T NCHET 2005 1 M2 | 1.89 | -5.79 | 0.0290 | -0.0014 | ||
| FNMA POOL AB3968 FN 12/26 FIXED 3 / ABS-MBS (US31417AMS59) | 1.87 | -20.17 | 0.0287 | -0.0068 | ||
| FNMA POOL AB3968 FN 12/26 FIXED 3 / ABS-MBS (US31417AMS59) | 1.87 | -20.17 | 0.0287 | -0.0068 | ||
| FNMA POOL BW7013 FN 08/52 FIXED 5 / ABS-MBS (US3140MYYK23) | 1.86 | -10.52 | 0.0286 | -0.0029 | ||
| D1OM34 / Dominion Energy, Inc. - Depositary Receipt (Common Stock) | 1.84 | 0.0283 | 0.0283 | |||
| ATLAS SENIOR LOAN FUND LTD ATCLO 2021 18A A1R 144A / ABS-CBDO (US04943EAQ44) | 1.80 | -0.11 | 0.0276 | 0.0004 | ||
| ATLAS SENIOR LOAN FUND LTD ATCLO 2021 18A A1R 144A / ABS-CBDO (US04943EAQ44) | 1.80 | -0.11 | 0.0276 | 0.0004 | ||
| US92331LBC37 / VENTURE CDO LTD VENTR 2017 27A AR 144A | 1.78 | -42.32 | 0.0274 | -0.0194 | ||
| US3132DWJF14 / Freddie Mac Pool | 1.74 | -1.97 | 0.0267 | -0.0002 | ||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2022 3A A1R 144A / ABS-CBDO (US05684NAL55) | 1.70 | 0.0261 | 0.0261 | |||
| NEUBERGER BERMAN CLO LTD NEUB 2021 45A AR 144A / ABS-CBDO (US64134MAJ53) | 1.70 | -0.24 | 0.0261 | 0.0003 | ||
| NEUBERGER BERMAN CLO LTD NEUB 2021 45A AR 144A / ABS-CBDO (US64134MAJ53) | 1.70 | -0.24 | 0.0261 | 0.0003 | ||
| US89178BAA26 / TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A | 1.69 | -4.20 | 0.0260 | -0.0008 | ||
| OCTAGON INVESTMENT PARTNERS 40 OCT40 2019 1A A1RR 144A / ABS-CBDO (US67592BAY48) | 1.69 | -0.47 | 0.0260 | 0.0002 | ||
| FNMA POOL FS8344 FN 06/49 FIXED VAR / ABS-MBS (US3140XQHW01) | 1.69 | -2.09 | 0.0259 | -0.0002 | ||
| US3137F4CZ38 / FHLMC, Multifamily Structured Pass-Through Certificates, Series KBX1, Class A2 | 1.66 | 0.24 | 0.0255 | 0.0004 | ||
| US911760MV56 / VENDEE MORTGAGE TRUST VENDE 1999 2 1Z | 1.63 | -7.23 | 0.0250 | -0.0016 | ||
| MORGAN STANLEY BANK NA SR UNSECURED 01/29 VAR / DBT (US61690DK726) | 1.63 | 0.37 | 0.0250 | 0.0004 | ||
| MORGAN STANLEY BANK NA SR UNSECURED 01/29 VAR / DBT (US61690DK726) | 1.63 | 0.37 | 0.0250 | 0.0004 | ||
| US31325USH04 / FREDDIEMAC STRIP FHS 309 S6 | 1.62 | -0.18 | 0.0249 | 0.0003 | ||
| US31335BEM46 / FED HM LN PC POOL G61040 FG 06/47 FIXED 3.5 | 1.61 | -7.79 | 0.0247 | -0.0017 | ||
| US05948XTV37 / Banc of America Alternative Loan Trust 2003-8 | 1.58 | -3.60 | 0.0243 | -0.0006 | ||
| US37046US851 / General Motors Financial Co Inc | 1.56 | 0.0240 | 0.0240 | |||
| FED HM LN PC POOL SB1240 FR 12/32 FIXED 2.5 / ABS-MBS (US3132CXLV28) | 1.56 | -5.90 | 0.0240 | -0.0012 | ||
| TREASURY BILL 09/25 0.00000 / DBT (US912797QU41) | 1.52 | 0.0234 | 0.0234 | |||
| TREASURY BILL 09/25 0.00000 / DBT (US912797QU41) | 1.52 | 0.0234 | 0.0234 | |||
| US86358EGW03 / STRUCTURED ASSET INVESTMENT LO SAIL 2004 2 A4 | 1.52 | -2.57 | 0.0233 | -0.0003 | ||
| HARDWOOD FUNDING LLC CORP0HRD7 / DBT (955NUHII7) | 1.51 | 0.0232 | 0.0232 | |||
| PK ALIFT LOAN FUNDING PKAIR 2025 1 A 144A / ABS-O (US69291YAA64) | 1.51 | 0.0231 | 0.0231 | |||
| 84858MDD7 / SPIRE INC | 1.51 | -0.20 | 0.0231 | 0.0003 | ||
| US38376RTJ58 / GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H09 FB | 1.46 | -18.17 | 0.0224 | -0.0046 | ||
| US3133C0TP72 / FED HM LN PC POOL QG0558 FR 04/53 FIXED 5 | 1.40 | -16.99 | 0.0215 | -0.0040 | ||
| FREDDIE MAC FHR 4116 EA / ABS-MBS (US3137AVL963) | 1.40 | -15.86 | 0.0215 | -0.0037 | ||
| US3140QSC901 / FNMA 30YR 5% 02/01/2053#CB6395 | 1.40 | -2.51 | 0.0215 | -0.0003 | ||
| US647622AA79 / New Orleans Hotel Trust 2019-HNLA | 1.39 | 0.36 | 0.0213 | 0.0004 | ||
| US30227FAA84 / Extended Stay America Trust | 1.37 | -0.87 | 0.0211 | 0.0001 | ||
| US68383NCU54 / Opteum Mortgage Acceptance Corp. Asset-Backed Pass-Through Certificates, Series 2005-5, Class 1APT | 1.36 | -6.45 | 0.0209 | -0.0011 | ||
| FNMA POOL FS8865 FN 02/35 FIXED VAR / ABS-MBS (US3140XQZ753) | 1.33 | -6.45 | 0.0205 | -0.0011 | ||
| US3133BUZL43 / FED HM LN PC POOL QF7047 FR 02/53 FIXED 5 | 1.31 | -0.30 | 0.0201 | 0.0002 | ||
| US3140NDTC16 / FNMA POOL BX8646 FN 04/53 FIXED 5 | 1.31 | -3.40 | 0.0200 | -0.0004 | ||
| US3133BURK51 / Freddie Mac Pool | 1.30 | -0.31 | 0.0200 | 0.0002 | ||
| GLS AUTO RECEIVABLES TRUST GCAR 2025 2A A2 144A / ABS-O (US37989BAC63) | 1.30 | 0.0200 | 0.0200 | |||
| AMERICAN MONEY MANAGEMENT CORP AMMC 2021 24A AR 144A / ABS-CBDO (US00177LAJ98) | 1.30 | 0.31 | 0.0200 | 0.0003 | ||
| BACARDI MARTINI B V / DBT (US05634EUA80) | 1.30 | 0.0199 | 0.0199 | |||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 1A A 144A / ABS-CBDO (XS2999623775) | 1.29 | 9.21 | 0.0198 | 0.0019 | ||
| US3132DM6U43 / FED HM LN PC POOL SD0883 FR 02/52 FIXED 3 | 1.29 | -1.00 | 0.0198 | 0.0001 | ||
| US3140NBC664 / FNMA POOL BX6392 FN 02/53 FIXED 5 | 1.27 | -0.39 | 0.0195 | 0.0002 | ||
| HOLCIM FIN US LLC 07/25 ZCP / DBT (US43475FUF79) | 1.25 | 0.0192 | 0.0192 | |||
| HOLCIM FIN US LLC 07/25 ZCP / DBT (US43475FUF79) | 1.25 | 0.0192 | 0.0192 | |||
| A3KMYN / Air Lease Corporation - Preferred Stock | 1.25 | 0.0192 | 0.0192 | |||
| US3128MJ3B44 / Freddie Mac Gold Pool | 1.24 | -2.21 | 0.0190 | -0.0002 | ||
| US03764QBC50 / Apidos CLO XV | 1.22 | -2.00 | 0.0188 | -0.0001 | ||
| NATIONAL FOOTBAL LEAGUE 4.5YR / DBT (902EZU906) | 1.22 | 0.74 | 0.0187 | 0.0004 | ||
| NATIONAL FOOTBAL LEAGUE 4.5YR / DBT (902EYJ902) | 1.22 | 0.74 | 0.0187 | 0.0004 | ||
| NATIONAL FOOTBAL LEAGUE 4.5YR / DBT (902EZU906) | 1.22 | 0.74 | 0.0187 | 0.0004 | ||
| US3140HNU424 / FNMA POOL BK8702 FN 07/48 FIXED 4 | 1.22 | -0.33 | 0.0187 | 0.0002 | ||
| US3140XK4Z03 / FNMA POOL FS4439 FN 04/53 FIXED VAR | 1.21 | -3.65 | 0.0186 | -0.0004 | ||
| US23308LAA26 / DBGS 2021-W52 Mortgage Trust | 1.21 | -0.25 | 0.0186 | 0.0002 | ||
| US31397PST83 / FREDDIE MAC FHR 3404 AF | 1.20 | -6.23 | 0.0185 | -0.0010 | ||
| G1PI34 / Global Payments Inc. - Depositary Receipt (Common Stock) | 1.20 | 0.0184 | 0.0184 | |||
| PARALLEL LTD PARL 2021 1A AR 144A / ABS-CBDO (US69916HAL42) | 1.20 | 0.17 | 0.0184 | 0.0003 | ||
| SILVER ROCK CLO LTD SLVRK 2021 2A AR 144A / ABS-CBDO (US82812LAN91) | 1.20 | -0.17 | 0.0184 | 0.0002 | ||
| SILVER ROCK CLO LTD SLVRK 2021 2A AR 144A / ABS-CBDO (US82812LAN91) | 1.20 | -0.17 | 0.0184 | 0.0002 | ||
| JAMESTOWN CLO LTD JTWN 2021 16A AR 144A / ABS-CBDO (US47048RAL96) | 1.20 | 0.00 | 0.0184 | 0.0003 | ||
| T / TELUS Corporation | 1.19 | 0.0183 | 0.0183 | |||
| US3140XKW225 / FNMA POOL FS4264 FN 03/53 FIXED VAR | 1.18 | -3.84 | 0.0181 | -0.0005 | ||
| US3140NGHL73 / FNMA POOL BY0234 FN 04/53 FIXED 5 | 1.17 | -0.26 | 0.0179 | 0.0002 | ||
| US212015AU57 / Continental Resources Inc/OK | 1.16 | 0.87 | 0.0178 | 0.0004 | ||
| US38382YGG26 / Government National Mortgage Association | 1.15 | -10.29 | 0.0177 | -0.0018 | ||
| US3132DWGG24 / FHLG 30YR 5% 02/01/2053# | 1.14 | -2.47 | 0.0176 | -0.0002 | ||
| US842400HQ95 / SOUTHERN CAL EDISON REGD SER D 4.70000000 | 1.10 | 0.45 | 0.0170 | 0.0003 | ||
| ANCHORAGE CAPITAL CLO LTD ANCHC 2021 21A AR 144A / ABS-CBDO (US03331KAJ88) | 1.10 | 0.55 | 0.0169 | 0.0003 | ||
| DRYDEN SENIOR LOAN FUND DRSLF 2021 95A AR 144A / ABS-CBDO (US262487AJ07) | 1.10 | -0.18 | 0.0168 | 0.0002 | ||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 1A AR 144A / ABS-CBDO (XS3040415013) | 1.09 | 0.74 | 0.0167 | 0.0004 | ||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 1A AR 144A / ABS-CBDO (XS3040415013) | 1.09 | 0.74 | 0.0167 | 0.0004 | ||
| US3133BWCE13 / FED HM LN PC POOL QF8169 FR 02/53 FIXED 5 | 1.08 | -0.18 | 0.0166 | 0.0002 | ||
| US31418EPC83 / FNMA 30YR 5% 02/01/2053#MA4918 | 1.08 | -2.44 | 0.0166 | -0.0002 | ||
| US3133C1CN80 / FED HM LN PC POOL QG0977 FR 04/53 FIXED 5 | 1.06 | -2.30 | 0.0163 | -0.0001 | ||
| US3131XYWF20 / FREDDIE MAC POOL FR ZM5146 | 1.06 | -2.13 | 0.0162 | -0.0001 | ||
| US46652LU215 / JABIL INC | 1.05 | 0.0161 | 0.0161 | |||
| BACARDI MARTINI B V / DBT (US05634EU340) | 1.05 | 0.0161 | 0.0161 | |||
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (US48002AUG74) | 1.05 | 0.0161 | 0.0161 | |||
| US31416CLT17 / Fannie Mae Pool | 1.05 | -2.06 | 0.0161 | -0.0001 | ||
| US3133BVN271 / FED HM LN PC POOL QF7609 FR 01/53 FIXED 5 | 1.05 | -0.19 | 0.0161 | 0.0002 | ||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 1.04 | 0.0160 | 0.0160 | |||
| US3140MEMA15 / FNMA POOL BV1252 FN 04/52 FIXED 3 | 1.03 | -0.68 | 0.0157 | 0.0001 | ||
| US92922FB720 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-AR13 A2A | 1.02 | -4.95 | 0.0156 | -0.0006 | ||
| US38375UXM79 / Government National Mortgage Association | 1.01 | -16.86 | 0.0155 | -0.0029 | ||
| CANYON CAPITAL CLO LTD CANYC 2019 2A AR2 144A / ABS-CBDO (US13887WAS98) | 1.00 | 0.70 | 0.0154 | 0.0003 | ||
| AGL CLO 14, LTD. AGL 2021 14A AR 144A / ABS-CBDO (US00851WAL37) | 1.00 | 0.00 | 0.0154 | 0.0002 | ||
| TRYSAIL CLO LTD TRYSL 2022 1A A 144A / ABS-CBDO (US89856JAA43) | 1.00 | 0.20 | 0.0154 | 0.0002 | ||
| TRYSAIL CLO LTD TRYSL 2022 1A A 144A / ABS-CBDO (US89856JAA43) | 1.00 | 0.20 | 0.0154 | 0.0002 | ||
| APIDOS CLO LTD APID 2012 11A AR4 144A / ABS-CBDO (US03763YBY14) | 1.00 | -0.10 | 0.0153 | 0.0002 | ||
| MADISON PARK FUNDING LTD MDPK 2021 49A AR 144A / ABS-CBDO (US55820VAL71) | 1.00 | 0.20 | 0.0153 | 0.0002 | ||
| GUGGENHEIM CLO LTD GUGG 2022 2A A1R 144A / ABS-CBDO (US40172PAL67) | 1.00 | -0.20 | 0.0153 | 0.0002 | ||
| LCM LTD PARTNERSHIP LCM 35A A1R 144A / ABS-CBDO (US50202QAL77) | 1.00 | 0.10 | 0.0153 | 0.0002 | ||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H20 JF / ABS-MBS (US38383K2U57) | 0.97 | -2.51 | 0.0149 | -0.0002 | ||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H20 JF / ABS-MBS (US38383K2U57) | 0.97 | -2.51 | 0.0149 | -0.0002 | ||
| FANNIE MAE FNR 2024 38 FA / ABS-MBS (US3136BR4S35) | 0.96 | -5.35 | 0.0147 | -0.0006 | ||
| FANNIE MAE FNR 2024 38 FA / ABS-MBS (US3136BR4S35) | 0.96 | -5.35 | 0.0147 | -0.0006 | ||
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (US48002AUE27) | 0.95 | 0.0146 | 0.0146 | |||
| US3133BVH810 / FED HM LN PC POOL QF7455 FR 02/53 FIXED 5 | 0.95 | -0.21 | 0.0145 | 0.0002 | ||
| EZV2HPK2D0S5 / EQUINIX INC SNR S* SP GST | 0.95 | -10.26 | 0.0145 | -0.0014 | ||
| US41161PMX86 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 4 3A1 | 0.92 | -3.05 | 0.0142 | -0.0003 | ||
| FNMA POOL CB7761 FN 01/54 FIXED 5 / ABS-MBS (US3140QTTT65) | 0.92 | -0.32 | 0.0142 | 0.0001 | ||
| FLATIRON CLO LTD FLAT 2019 1A AR2 144A / ABS-CBDO (US33883JAW18) | 0.92 | -8.30 | 0.0141 | -0.0011 | ||
| FANNIE MAE FNR 2020 80 JF / ABS-MBS (US3136BCZK92) | 0.91 | -1.94 | 0.0140 | -0.0001 | ||
| US3136A9LP11 / FANNIE MAE FNR 2012 114 SB | 0.90 | -0.33 | 0.0138 | 0.0001 | ||
| US07402FAA30 / BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 1A1 | 0.89 | -2.30 | 0.0137 | -0.0001 | ||
| US3140NLXF17 / FNMA POOL BY4277 FN 06/53 FIXED 4.5 | 0.88 | -0.45 | 0.0135 | 0.0001 | ||
| FNMA POOL MA5443 FN 08/54 FIXED 5 / ABS-MBS (US31418FBM86) | 0.88 | -1.57 | 0.0135 | -0.0000 | ||
| US3132DWJD65 / FNCL UMBS 4.5 SD8360 09-01-53 | 0.87 | -1.69 | 0.0134 | -0.0000 | ||
| US3133BWQS52 / FED HM LN PC POOL QF8565 FR 03/53 FIXED 5 | 0.86 | -0.46 | 0.0132 | 0.0001 | ||
| ANGEL OAK MORTGAGE TRUST AOMT 2024 8 A1 144A / ABS-MBS (US03465QAA22) | 0.86 | -5.82 | 0.0132 | -0.0006 | ||
| ANGEL OAK MORTGAGE TRUST AOMT 2024 8 A1 144A / ABS-MBS (US03465QAA22) | 0.86 | -5.82 | 0.0132 | -0.0006 | ||
| US152314LQ15 / Centex Home Equity Loan Trust 2004-D | 0.85 | -1.85 | 0.0131 | -0.0001 | ||
| CNQ / Canadian Natural Resources Limited | 0.85 | 0.0130 | 0.0130 | |||
| CNQ / Canadian Natural Resources Limited | 0.85 | 0.0130 | 0.0130 | |||
| HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (US40412BVF74) | 0.84 | 0.0130 | 0.0130 | |||
| 317U7HTA5 PIMCO SWAPTION 3.75 CALL USD 2025103 / DIR (000000000) | 0.81 | 0.0125 | 0.0125 | |||
| US61748HPQ82 / Morgan Stanley Mortgage Loan Trust 2005-7 | 0.81 | -4.36 | 0.0125 | -0.0004 | ||
| MORGAN STANLEY BANK NA MORGAN STANLEY BANK NA / DBT (US61690U8E33) | 0.81 | 0.25 | 0.0124 | 0.0002 | ||
| US31395A3J20 / Freddie Mac Structured Pass-Through Certificates | 0.80 | -2.90 | 0.0123 | -0.0002 | ||
| CHESAPEAKE FUNDING II LLC CFII 2024 1A A1 144A / ABS-O (US165183DE19) | 0.80 | -11.70 | 0.0123 | -0.0014 | ||
| CHESAPEAKE FUNDING II LLC CFII 2024 1A A1 144A / ABS-O (US165183DE19) | 0.80 | -11.70 | 0.0123 | -0.0014 | ||
| SCULPTOR CLO LTD SCUL 27A A1R 144A / ABS-CBDO (US81124UAW45) | 0.80 | 0.50 | 0.0123 | 0.0002 | ||
| US36242DNU36 / GSAMP_04-OPT | 0.80 | -7.53 | 0.0123 | -0.0008 | ||
| RFR USD SOFR/3.50000 12/18/24-1Y LCH / DIR (EZXN18T2XBB5) | 0.79 | 19.60 | 0.0121 | 0.0021 | ||
| US669884AA68 / NOVASTAR HOME EQUITY LOAN NHEL 2006 1 A1A | 0.76 | -15.07 | 0.0117 | -0.0019 | ||
| US45661EAV65 / IndyMac INDX Mortgage Loan Trust 2006-AR4 | 0.75 | -2.49 | 0.0114 | -0.0001 | ||
| US14889DAJ72 / Catamaran CLO 2014-1 Ltd | 0.74 | -38.56 | 0.0114 | -0.0069 | ||
| US225401BC11 / UBS Group AG | 0.72 | -0.14 | 0.0110 | 0.0001 | ||
| US05949CGA80 / BANC OF AMERICA MORTGAGE 2005-H TRUST | 0.71 | -5.07 | 0.0109 | -0.0004 | ||
| US07384YJU10 / Bear Stearns Asset-Backed Securities Trust, Series 2003-2, Class M1 | 0.71 | -10.27 | 0.0109 | -0.0011 | ||
| US07386HSN25 / Bear Stearns ALT-A Trust 2005-3 | 0.71 | -1.12 | 0.0108 | 0.0000 | ||
| WELF 2021 1A A1R TSFR3M 04/34 5.49348 / ABS-MBS (000000000) | 0.70 | 0.0107 | 0.0107 | |||
| XS0329656101 / NEWGATE FUNDING PLC NGATE 2007 3X A2B REGS | 0.70 | -0.71 | 0.0107 | 0.0001 | ||
| US41282JV408 / HARLEY-DAVIDSON FDG CORP COMMERCIAL PAPER (ISITC) | 0.70 | 0.0107 | 0.0107 | |||
| US36179T7L33 / Ginnie Mae II Pool | 0.69 | -2.83 | 0.0106 | -0.0002 | ||
| US466247UG61 / JP Morgan Mortgage Trust 2005-A6 | 0.69 | -0.58 | 0.0105 | 0.0001 | ||
| US36228FU614 / First Franklin Mortgage Loan Asset-Backed Certificates, Series 2004-FF3, Class M1 | 0.69 | -3.93 | 0.0105 | -0.0003 | ||
| US842400GJ61 / Southern California Edison Co | 0.68 | 0.29 | 0.0105 | 0.0002 | ||
| US17331KAD19 / Citizens Auto Receivables Trust | 0.67 | -22.29 | 0.0103 | -0.0028 | ||
| FNMA POOL DB5440 FN 05/54 FIXED 5 / ABS-MBS (US3140AFBJ46) | 0.66 | -0.30 | 0.0101 | 0.0001 | ||
| TREASURY BILL 07/25 0.00000 / DBT (US912797NX17) | 0.65 | 0.0099 | 0.0099 | |||
| US3622MAAB76 / GSAMP Trust 2007-FM1 | 0.63 | -0.63 | 0.0097 | 0.0001 | ||
| US3132WK5E48 / FED HM LN PC POOL Q46244 FG 02/47 FIXED 3.5 | 0.62 | -0.32 | 0.0095 | 0.0001 | ||
| US885220HZ91 / THORNBURG MORTGAGE SECURITIES TMST 2005 3 A1 | 0.62 | -4.94 | 0.0095 | -0.0004 | ||
| US842400HS51 / Southern California Edison Co. | 0.62 | 0.16 | 0.0094 | 0.0001 | ||
| US07274EAH62 / Bayer US Finance LLC | 0.61 | -0.33 | 0.0094 | 0.0001 | ||
| US3133BMYB53 / FNCL UMBS 5.0 QF0706 09-01-52 | 0.60 | -0.82 | 0.0093 | 0.0001 | ||
| US3136AF5D20 / FANNIE MAE FNR 2013 84 PS | 0.60 | -2.11 | 0.0093 | -0.0001 | ||
| US75575WAA45 / Ready Capital Mortgage Financing 2021-FL7 LLC | 0.60 | -36.44 | 0.0092 | -0.0051 | ||
| US3140HETU60 / FNMA POOL BK1462 FN 04/48 FIXED 4 | 0.59 | -0.17 | 0.0091 | 0.0001 | ||
| US81377JAB98 / Securitized Asset Backed Receivables LLC Trust 2007-HE1 | 0.59 | -0.50 | 0.0091 | 0.0001 | ||
| US61745M4E02 / Morgan Stanley Mortgage Loan Trust 2005-2AR | 0.59 | -2.16 | 0.0091 | -0.0001 | ||
| US3140MBH541 / FNMA POOL BU9251 FN 04/52 FIXED 3 | 0.59 | -0.68 | 0.0090 | 0.0001 | ||
| OSCAR US FUNDING TRUST OSCAR 2024 2A A2 144A / ABS-O (US68784BAB09) | 0.58 | -16.40 | 0.0089 | -0.0016 | ||
| OSCAR US FUNDING TRUST OSCAR 2024 2A A2 144A / ABS-O (US68784BAB09) | 0.58 | -16.40 | 0.0089 | -0.0016 | ||
| FED HM LN PC POOL SD8452 FR 08/54 FIXED 5 / ABS-MBS (US3132DWL925) | 0.55 | -1.60 | 0.0085 | -0.0000 | ||
| US86359LRW18 / STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A1A | 0.55 | -2.65 | 0.0085 | -0.0001 | ||
| US57563NAA63 / MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY SER 2008-1 CL A1 V/R 2.88963000 | 0.54 | -4.39 | 0.0084 | -0.0003 | ||
| US3140MDUS57 / FNMA POOL BV0592 FN 04/52 FIXED 3 | 0.54 | -0.55 | 0.0083 | 0.0001 | ||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 2A A2 144A / ABS-O (US78397XAB01) | 0.53 | -42.39 | 0.0081 | -0.0058 | ||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 2A A2 144A / ABS-O (US78397XAB01) | 0.53 | -42.39 | 0.0081 | -0.0058 | ||
| US3140GYBN82 / FNMA POOL BH9044 FN 11/47 FIXED 4 | 0.52 | -0.19 | 0.0079 | 0.0001 | ||
| US23636AAZ49 / Danske Bank A/S | 0.50 | 0.61 | 0.0076 | 0.0002 | ||
| US31407E6T53 / FNMA POOL 828982 FN 08/35 FLOATING VAR | 0.49 | -2.38 | 0.0076 | -0.0001 | ||
| 317U6RTA4 PIMCO SWAPTION 3.75 CALL USD 2025080 / DIR (000000000) | 0.49 | 0.0076 | 0.0076 | |||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H08 KF / ABS-MBS (US38383KYE62) | 0.49 | -1.01 | 0.0075 | 0.0000 | ||
| US07386HVS74 / BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1 | 0.49 | -3.54 | 0.0075 | -0.0002 | ||
| FNMA POOL DB8490 FN 07/54 FIXED 5 / ABS-MBS (US3140AJNG90) | 0.48 | -0.41 | 0.0074 | 0.0001 | ||
| US31402Q5X53 / Fannie Mae Pool | 0.48 | -2.04 | 0.0074 | -0.0001 | ||
| US31392GVX05 / FANNIEMAE WHOLE LOAN FNW 2003 W1 1A1 | 0.48 | -2.24 | 0.0074 | -0.0001 | ||
| US3140FMPZ38 / FNMA POOL BE2239 FN 02/47 FIXED 3.5 | 0.47 | -0.64 | 0.0072 | 0.0000 | ||
| FNMA POOL FS6793 FN 06/53 FIXED VAR / ABS-MBS (US3140XNRP19) | 0.45 | -1.11 | 0.0069 | 0.0000 | ||
| XS1713075973 / BLACK DIAMOND CLO BLACK 2017 2A A1 144A | 0.44 | -39.06 | 0.0068 | -0.0042 | ||
| XS0172692914 / SLM Student Loan Trust 2003-7 | 0.44 | 5.76 | 0.0068 | 0.0005 | ||
| US17307G6L72 / Citigroup Mortgage Loan Trust 2006-AR2 | 0.44 | -2.22 | 0.0068 | -0.0001 | ||
| US31396WVQ67 / FANNIE MAE REMICS FNR 2007-64 FA | 0.44 | -1.57 | 0.0067 | -0.0000 | ||
| US04410RAA41 / Ashford Hospitality Trust 2018-ASHF | 0.41 | 0.00 | 0.0063 | 0.0001 | ||
| US3140N2AJ06 / FNCL UMBS 5.0 BW9008 10-01-52 | 0.41 | -3.78 | 0.0062 | -0.0002 | ||
| EFXD / Equifax Inc. - Depositary Receipt (Common Stock) | 0.40 | 0.0061 | 0.0061 | |||
| US38375BAM46 / GNMA, Series 2010-H02, Class FA | 0.38 | -15.45 | 0.0059 | -0.0010 | ||
| US3132DWGX56 / FNCL UMBS 4.5 SD8314 04-01-53 | 0.38 | -2.09 | 0.0058 | -0.0000 | ||
| US05553BAA35 / Beneria Cowen & Pritzer Collateral Funding Corp | 0.36 | -0.56 | 0.0055 | 0.0001 | ||
| US31396WLX29 / Fannie Mae REMICS | 0.35 | -1.94 | 0.0054 | -0.0000 | ||
| XS2306989372 / BNPP AM Euro CLO 2018 BV | 0.35 | 8.98 | 0.0054 | 0.0005 | ||
| ABBVD / AbbVie Inc. - Depositary Receipt (Common Stock) | 0.35 | 0.0054 | 0.0054 | |||
| O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) | 0.35 | 0.0054 | 0.0054 | |||
| O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) | 0.35 | 0.0054 | 0.0054 | |||
| US07387ADG76 / BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005 | 0.35 | -0.29 | 0.0053 | 0.0001 | ||
| US885220JN44 / THORNBURG MORTGAGE SECURITIES TMST 2005 4 A1 | 0.34 | -48.58 | 0.0053 | -0.0048 | ||
| US92922FRL49 / WAMU MORTGAGE PASS THROUGH CER WAMU 2004 CB1 6A | 0.33 | -3.75 | 0.0051 | -0.0001 | ||
| US313398VT33 / FSPC T-35 A V/R 9/25/31 1.84800000 | 0.33 | -15.48 | 0.0051 | -0.0009 | ||
| TREASURY BILL 10/25 0.00000 / DBT (US912797RB50) | 0.33 | 0.0051 | 0.0051 | |||
| US37045XDH61 / General Motors Financial Co Inc | 0.33 | 0.0051 | 0.0051 | |||
| US31396PZ950 / FANNIE MAE FNR 2007 20 FP | 0.32 | -1.54 | 0.0049 | -0.0000 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.32 | 0.0049 | 0.0049 | |||
| US61744CKP04 / Morgan Stanley ABS Capital I Inc Trust 2005-HE1 | 0.32 | -2.46 | 0.0049 | -0.0001 | ||
| US345397C353 / Ford Motor Credit Co LLC | 0.31 | 0.0048 | 0.0048 | |||
| US3140XH7M35 / FNCL UMBS 5.0 FS2699 08-01-52 | 0.31 | -5.25 | 0.0047 | -0.0002 | ||
| US38376REA05 / Government National Mortgage Association | 0.30 | -24.63 | 0.0047 | -0.0014 | ||
| 45856WU23 / Intercontinental Exchange Inc | 0.30 | 0.0046 | 0.0046 | |||
| US3133C2VF29 / FED HM LN PC POOL QG2414 FR 04/53 FIXED 4.5 | 0.30 | -3.24 | 0.0046 | -0.0001 | ||
| FNMA POOL AJ8540 FN 01/27 FIXED 3 / ABS-MBS (US3138E1P273) | 0.30 | -22.80 | 0.0046 | -0.0013 | ||
| US337932AH00 / FirstEnergy Corp | 0.30 | 0.34 | 0.0046 | 0.0001 | ||
| US83611DAA63 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 NLC1 A1 144A | 0.29 | -2.01 | 0.0045 | -0.0000 | ||
| US31406BEX47 / FNMA | 0.28 | -1.73 | 0.0044 | -0.0000 | ||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 9 A 144A / ABS-O (US69546QAA67) | 0.28 | -15.08 | 0.0042 | -0.0007 | ||
| TREASURY BILL 08/25 0.00000 / DBT (US912797PP64) | 0.27 | 0.0042 | 0.0042 | |||
| US31394AQD18 / FANNIE MAE FNR 2004 65 YA | 0.27 | -6.99 | 0.0041 | -0.0002 | ||
| US36258BAA61 / GS Mortgage Securities Corp. Trust, Series 2020-DUNE, Class A | 0.26 | 0.39 | 0.0040 | 0.0001 | ||
| US855541AA68 / SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 S1 1A | 0.26 | -2.29 | 0.0039 | -0.0000 | ||
| US126671Z258 / CWABS, Inc. Asset-Backed Certificates, Series 2004-1, Class M1 | 0.25 | -3.09 | 0.0039 | -0.0001 | ||
| US362341RT83 / GSR MORTGAGE LOAN TRUST GSR 2005 AR6 1A1 | 0.25 | -26.47 | 0.0038 | -0.0013 | ||
| US3133TSQG11 / Freddie Mac Structured Pass-Through Certificates | 0.25 | -11.66 | 0.0038 | -0.0005 | ||
| US3140FFVG32 / FNMA POOL BD7814 FN 09/46 FIXED 4.5 | 0.25 | -0.80 | 0.0038 | 0.0000 | ||
| US81379EAA01 / Securitized Asset Backed Receivables LLC Trust 2007-BR5 | 0.25 | -1.61 | 0.0038 | 0.0000 | ||
| US3133BJQN54 / Freddie Mac Pool | 0.24 | -0.41 | 0.0038 | 0.0000 | ||
| US362341FH73 / GSR MORTGAGE LOAN TRUST 2005-AR4 GSR 2005-AR4 2A1 | 0.24 | -0.82 | 0.0037 | 0.0000 | ||
| US76089RAA23 / Research-Driven Pagaya Motor Asset Trust 2023-3 | 0.24 | -16.96 | 0.0036 | -0.0007 | ||
| US38375BJE39 / Government National Mortgage Association | 0.23 | -6.20 | 0.0035 | -0.0002 | ||
| US3140N07A76 / FNCL UMBS 5.0 BW8088 09-01-52 | 0.23 | -2.60 | 0.0035 | -0.0000 | ||
| US31392CDG69 / FANNIE MAE FNR 2002 22 ZA | 0.22 | -4.70 | 0.0034 | -0.0001 | ||
| US38380LEB53 / Government National Mortgage Association | 0.22 | -13.60 | 0.0033 | -0.0005 | ||
| US345397C924 / Ford Motor Credit Co LLC | 0.21 | 0.0032 | 0.0032 | |||
| US38376RC950 / GNMA, Series 2016-H22, Class FA | 0.21 | -25.63 | 0.0032 | -0.0010 | ||
| US3140J6GM33 / FANNIE MAE 4% 10/01/2047 FNL | 0.20 | -2.40 | 0.0031 | -0.0000 | ||
| US3136ABFP36 / Fannie Mae REMICS | 0.20 | -0.99 | 0.0031 | 0.0000 | ||
| US31395CZM62 / FREDDIE MAC FHR 2826 YT | 0.20 | -3.88 | 0.0030 | -0.0001 | ||
| US31397AJC80 / FREDDIE MAC FHR 3200 SB | 0.19 | -2.53 | 0.0030 | -0.0000 | ||
| US02660VAE83 / AMERICAN HOME MORTGAGE ASSETS AHMA 2005 1 3A11 | 0.19 | -2.59 | 0.0029 | -0.0000 | ||
| US44891ABT34 / Hyundai Capital America | 0.19 | 0.0029 | 0.0029 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.18 | 0.0028 | 0.0028 | |||
| US1266715K89 / CWABS Inc Asset-Backed Certificates Trust, Series 2004-4, Class M1 | 0.18 | -32.58 | 0.0027 | -0.0013 | ||
| US3128QJ5D41 / FED HM LN PC POOL 1G1744 FH 08/35 FLOATING VAR | 0.17 | -2.26 | 0.0027 | -0.0000 | ||
| US31396L4R81 / FNMA, REMIC, Series 2006-118, Class A1 | 0.17 | -1.17 | 0.0026 | 0.0000 | ||
| US805564PN55 / Saxon Asset Securities Trust 2004-1 | 0.17 | -4.55 | 0.0026 | -0.0001 | ||
| US36225CUD63 / Ginnie Mae II Pool | 0.17 | -6.18 | 0.0026 | -0.0001 | ||
| US22540VK434 / Credit Suisse First Boston Mortgage Securities Corp | 0.16 | -2.99 | 0.0025 | -0.0000 | ||
| US31396P3U39 / FANNIE MAE FNR 2007 21 FC | 0.16 | -1.82 | 0.0025 | -0.0000 | ||
| US61748HGR66 / Morgan Stanley Mortgage Loan Trust 2004-11AR | 0.16 | -3.01 | 0.0025 | -0.0000 | ||
| US31398GQS11 / FANNIE MAE FNR 2009 111 FC | 0.16 | -1.85 | 0.0024 | -0.0000 | ||
| US05946XE581 / BANC OF AMERICA FUNDING CORPOR BAFC 2005 5 1A11 | 0.16 | -0.62 | 0.0024 | 0.0000 | ||
| US3128NCGF56 / FED HM LN PC POOL 1G0198 FH 04/35 FLOATING VAR | 0.15 | -1.96 | 0.0023 | -0.0000 | ||
| US058927AA22 / Banc of America Funding 2006-A Trust | 0.15 | -1.32 | 0.0023 | -0.0000 | ||
| XS2339017928 / CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A | 0.15 | -10.84 | 0.0023 | -0.0002 | ||
| EZNLRC3852L0 / SOUTH AFRICA EM SP BOA | 0.15 | -1,445.45 | 0.0023 | 0.0024 | ||
| US07384M4E98 / BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004 | 0.15 | -19.23 | 0.0023 | -0.0005 | ||
| US313920GP90 / Fannie Mae REMICS | 0.14 | -7.69 | 0.0022 | -0.0001 | ||
| US17307GEC87 / CITIGROUP MORTGAGE LOAN TRUST 2004-HYB2 SER 2004-HYB2 CL 2A V/R REGD 5.13268700 | 0.14 | 0.00 | 0.0022 | 0.0000 | ||
| US07386HSY89 / Bear Stearns ALT-A Trust 2005-4 | 0.14 | -2.13 | 0.0021 | -0.0000 | ||
| US021468AB99 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 14CB A2 | 0.14 | -2.16 | 0.0021 | -0.0000 | ||
| US31392MK438 / FREDDIE MAC FHR 2461 Z | 0.13 | -5.63 | 0.0021 | -0.0001 | ||
| US29445FAR91 / EquiFirst Mortgage Loan Trust 2004-1 | 0.13 | -5.19 | 0.0020 | -0.0001 | ||
| US362341RX95 / GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 | 0.13 | -3.08 | 0.0019 | -0.0000 | ||
| US07384MXB35 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 6 2A1 | 0.13 | -2.34 | 0.0019 | -0.0000 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.13 | 0.0019 | 0.0019 | |||
| US3128NHK859 / FED HM LN PC POOL 1J1219 FH 10/35 FLOATING VAR | 0.12 | -15.07 | 0.0019 | -0.0003 | ||
| US929227QB55 / WaMu Mortgage Pass-Through Certificates Series 2002-AR6 Trust | 0.12 | -2.44 | 0.0019 | -0.0000 | ||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.12 | 0.0018 | 0.0018 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.12 | 0.0018 | 0.0018 | |||
| US38379E2W15 / Government National Mortgage Association | 0.12 | -2.50 | 0.0018 | -0.0000 | ||
| US3136A7P482 / FANNIE MAE FNR 2012 84 SJ | 0.12 | -2.54 | 0.0018 | -0.0000 | ||
| US31398GM979 / FANNIE MAE FNR 2010 1 FT | 0.12 | -1.71 | 0.0018 | -0.0000 | ||
| US31407MJ220 / FNMA POOL 834681 FN 10/35 FLOATING VAR | 0.11 | -41.45 | 0.0017 | -0.0012 | ||
| US07384YGX85 / BEAR STEARNS ASSET BACKED SECU BSABS 2003 1 A1 | 0.11 | -5.22 | 0.0017 | -0.0001 | ||
| US86358HNX34 / Structured Asset Mortgage Investments Trust 2002-AR3 | 0.10 | -6.31 | 0.0016 | -0.0001 | ||
| US07384MTN29 / Bear Stearns ARM Trust 2003-1 | 0.10 | -2.86 | 0.0016 | -0.0000 | ||
| US31402RFA23 / FNMA POOL 735561 FN 04/34 FLOATING VAR | 0.10 | -2.86 | 0.0016 | -0.0000 | ||
| US842400HY20 / Southern California Edison Co. | 0.10 | 0.00 | 0.0016 | 0.0000 | ||
| US31403M2G39 / FNMA POOL 753275 FN 12/33 FIXED 5 | 0.10 | -1.94 | 0.0016 | -0.0000 | ||
| US31410LQE55 / UMBS, 20 Year | 0.10 | -7.34 | 0.0016 | -0.0001 | ||
| US31402RMB23 / FNMA POOL 735754 FN 07/35 FLOATING VAR | 0.10 | -9.01 | 0.0016 | -0.0001 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.10 | 0.0015 | 0.0015 | |||
| FED HM LN PC POOL J17884 FG 01/27 FIXED 3 / ABS-MBS (US3128PXXM34) | 0.10 | -17.50 | 0.0015 | -0.0003 | ||
| FED HM LN PC POOL J17884 FG 01/27 FIXED 3 / ABS-MBS (US3128PXXM34) | 0.10 | -17.50 | 0.0015 | -0.0003 | ||
| RFR USD SOFR/3.27750 09/16/24-10Y LCH / DIR (EZH06W9H2QV9) | 0.10 | 34.72 | 0.0015 | 0.0004 | ||
| RFR USD SOFR/3.27750 09/16/24-10Y LCH / DIR (EZH06W9H2QV9) | 0.10 | 34.72 | 0.0015 | 0.0004 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.10 | 0.0015 | 0.0015 | |||
| US31391LV694 / Fannie Mae Pool | 0.10 | -4.00 | 0.0015 | -0.0000 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.09 | 0.0014 | 0.0014 | |||
| US31368HK693 / FN 08/31 FIXED VAR | 0.09 | -6.06 | 0.0014 | -0.0001 | ||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 1 A 144A / ABS-O (US69548AAA97) | 0.09 | -18.58 | 0.0014 | -0.0003 | ||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 1 A 144A / ABS-O (US69548AAA97) | 0.09 | -18.58 | 0.0014 | -0.0003 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.09 | 0.0014 | 0.0014 | |||
| FREDDIE MAC FHR 4960 PG / ABS-MBS (US3137FRHR53) | 0.09 | -1.12 | 0.0014 | 0.0000 | ||
| US36225CT304 / Ginnie Mae II Pool | 0.09 | -4.40 | 0.0014 | -0.0000 | ||
| US31405PRS10 / Fannie Mae Pool | 0.09 | -3.33 | 0.0013 | -0.0000 | ||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.09 | 0.0013 | 0.0013 | |||
| US313398EE56 / FREDDIE MAC FHR 2340 PZ | 0.09 | -5.49 | 0.0013 | -0.0000 | ||
| US31371MFZ59 / FNMA POOL 255884 FN 08/35 FLOATING VAR | 0.09 | -2.30 | 0.0013 | -0.0000 | ||
| US74160MDL37 / Prime Mortgage Trust 2004-CL1 | 0.09 | -10.53 | 0.0013 | -0.0001 | ||
| US32051GSQ90 / First Horizon Alternative Mortgage Securities Trust 2005-AA7 | 0.08 | -1.18 | 0.0013 | 0.0000 | ||
| US3133TJWR03 / FREDDIE MAC FHR 2135 KZ | 0.08 | -9.78 | 0.0013 | -0.0001 | ||
| US31407VFM28 / FNMA POOL 841772 FN 09/35 FLOATING VAR | 0.08 | -29.31 | 0.0013 | -0.0005 | ||
| US31393BM690 / FANNIE MAE FNR 2003 35 UN | 0.08 | -10.87 | 0.0013 | -0.0001 | ||
| US61692AAA07 / Morgan Stanley Capital I Inc | 0.08 | -6.98 | 0.0012 | -0.0001 | ||
| US31416W4E97 / FNMA POOL AB1720 FN 11/30 FIXED 4.5 | 0.08 | -3.61 | 0.0012 | -0.0000 | ||
| US3140FAAZ54 / FNMA POOL BD2723 FN 08/46 FIXED 4.5 | 0.08 | 0.00 | 0.0012 | 0.0000 | ||
| US61913PAP71 / MortgageIT Trust 2005-1 | 0.08 | -7.14 | 0.0012 | -0.0001 | ||
| US07386HLE98 / BEAR STEARNS ALT A TRUST BALTA 2004 9 6A1 | 0.08 | 0.00 | 0.0012 | 0.0000 | ||
| US3132DWF737 / FR SD8290 | 0.08 | -3.75 | 0.0012 | -0.0000 | ||
| US31406Q4N40 / FNMA POOL 817229 FN 06/35 FLOATING VAR | 0.08 | -1.30 | 0.0012 | -0.0000 | ||
| US31396WL204 / FANNIE MAE | 0.08 | -9.52 | 0.0012 | -0.0001 | ||
| FNMA POOL CB7396 FN 04/53 FIXED 4 / ABS-MBS (US3140QTGE34) | 0.07 | -1.33 | 0.0012 | 0.0000 | ||
| US35729NAB10 / Fremont Home Loan Trust, Series 2006-E, Class 2A1 | 0.07 | -1.33 | 0.0011 | 0.0000 | ||
| US38375BA778 / GNMA, Series 2012-H30, Class GA | 0.07 | -17.24 | 0.0011 | -0.0002 | ||
| US3128JNAA35 / FED HM LN PC POOL 1B2800 FH 03/35 FLOATING VAR | 0.07 | -1.39 | 0.0011 | -0.0000 | ||
| US31405AKQ57 / Fannie Mae Pool | 0.07 | -1.39 | 0.0011 | 0.0000 | ||
| US86358ELZ78 / Structured Asset Investment Loan Trust | 0.07 | -2.74 | 0.0011 | -0.0000 | ||
| RFR USD SOFR/3.41000 09/05/24-10Y LCH / DIR (EZQK0T1M7D98) | 0.07 | -8.00 | 0.0011 | -0.0001 | ||
| US31396URJ15 / FREDDIE MAC FHR 3181 PS | 0.07 | -1.52 | 0.0010 | -0.0000 | ||
| US31407M6Z33 / FNMA POOL 835288 FN 09/35 FIXED 5 | 0.06 | -1.54 | 0.0010 | 0.0000 | ||
| RFR USD SOFR/3.24000 09/16/24-10Y LCH / DIR (EZH06W9H2QV9) | 0.06 | -12.50 | 0.0010 | -0.0001 | ||
| US31410TBJ34 / FNMA POOL 896541 FN 09/36 FIXED 6 | 0.06 | -1.56 | 0.0010 | -0.0000 | ||
| RFR USD SOFR/3.40750 09/05/24-10Y LCH / DIR (EZQK0T1M7D98) | 0.06 | -18.67 | 0.0010 | -0.0002 | ||
| US3133TSMD26 / FREDDIE MAC FHR 2304 PZ | 0.06 | -6.15 | 0.0009 | -0.0000 | ||
| MORGAN STANLEY SNR S* ICE / DCR (EZDBN83SBDY5) | 0.06 | 0.0009 | 0.0009 | |||
| MORGAN STANLEY SNR S* ICE / DCR (EZDBN83SBDY5) | 0.06 | 0.0009 | 0.0009 | |||
| US3140MEB472 / FNCL UMBS 5.0 BV0958 09-01-52 | 0.06 | 0.00 | 0.0009 | 0.0000 | ||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.06 | 0.0009 | 0.0009 | |||
| US31402RN628 / FANNIE MAE 3.454% 07/01/2035 FNMA ARM | 0.06 | -3.45 | 0.0009 | -0.0000 | ||
| US92922F8K77 / WaMu Mortgage Pass-Through Certificates Series 2005-AR18 Trust | 0.06 | -1.75 | 0.0009 | -0.0000 | ||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.05 | 0.0008 | 0.0008 | |||
| US31405UV974 / FNMA POOL 799940 FN 11/34 FLOATING VAR | 0.05 | -3.64 | 0.0008 | -0.0000 | ||
| CDX IG44 5Y ICE / DCR (EZPF6RHH0ZV8) | 0.05 | 0.0008 | 0.0008 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.05 | 0.0008 | 0.0008 | |||
| US46630PAA30 / JP MORGAN MORTGAGE TRUST JPMMT 2007 A2 1A1 | 0.05 | -3.70 | 0.0008 | -0.0000 | ||
| US31412MKD91 / Fannie Mae Pool | 0.05 | -1.89 | 0.0008 | -0.0000 | ||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.05 | 0.0008 | 0.0008 | |||
| US31386C4E94 / FNMA POOL 559821 FN 11/39 FLOATING VAR | 0.05 | -5.56 | 0.0008 | -0.0000 | ||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.05 | 0.0008 | 0.0008 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.05 | 0.0008 | 0.0008 | |||
| US01F0424758 / Fannie Mae or Freddie Mac | 0.05 | -3.92 | 0.0008 | 0.0001 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.05 | 0.0007 | 0.0007 | |||
| RFR USD SOFR/3.51400 09/04/24-10Y LCH / DIR (EZSXZYY2VD17) | 0.05 | -25.40 | 0.0007 | -0.0002 | ||
| US62432LAL53 / Mountain View CLO 2017-2 LLC | 0.05 | -90.73 | 0.0007 | -0.0070 | ||
| US31413CHS17 / FNMA POOL 941341 FN 08/37 FIXED 6 | 0.05 | -2.13 | 0.0007 | 0.0000 | ||
| US16678RAS67 / Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2004-1 | 0.05 | -2.17 | 0.0007 | -0.0000 | ||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | 0.04 | 0.0007 | 0.0007 | |||
| US31406L2T47 / FNMA POOL 813586 FN 03/35 FLOATING VAR | 0.04 | 0.00 | 0.0007 | -0.0000 | ||
| US31414HUC95 / FNMA POOL 966879 FN 12/37 FIXED 6 | 0.04 | 0.00 | 0.0007 | 0.0000 | ||
| RFR USD SOFR/3.55500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0.04 | 377.78 | 0.0007 | 0.0005 | ||
| RFR USD SOFR/3.23100 09/18/24-10Y LCH / DIR (EZ8Z99V6R391) | 0.04 | -10.42 | 0.0007 | -0.0001 | ||
| RFR USD SOFR/3.23100 09/18/24-10Y LCH / DIR (EZ8Z99V6R391) | 0.04 | -10.42 | 0.0007 | -0.0001 | ||
| US7609855V99 / RAAC Series 2004-SP1 Trust | 0.04 | -2.33 | 0.0007 | -0.0000 | ||
| US31394FAF27 / FANNIE MAE FNR 2005 75 AF | 0.04 | -6.67 | 0.0007 | -0.0000 | ||
| US06051GDM87 / Banc of America Funding 2005-D Trust | 0.04 | -6.82 | 0.0006 | -0.0000 | ||
| US3140XJYT46 / FNMA UMBS, 30 Year | 0.04 | 0.00 | 0.0006 | -0.0000 | ||
| RFR USD SOFR/3.56500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0.04 | 344.44 | 0.0006 | 0.0005 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.04 | 0.0006 | 0.0006 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.04 | 0.0006 | 0.0006 | |||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | 0.04 | 0.0006 | 0.0006 | |||
| US073882AA08 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 4 1A1 | 0.04 | 0.00 | 0.0006 | 0.0000 | ||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.04 | 0.0006 | 0.0006 | |||
| US87303TAA51 / N/A TTN 2021-MHC A | 0.04 | 0.00 | 0.0006 | 0.0000 | ||
| US36225CBQ87 / Ginnie Mae II Pool | 0.04 | -13.64 | 0.0006 | -0.0001 | ||
| US61748HBS94 / MORGAN STANLEY MORTGAGE LOAN T MSM 2004 6AR 5A | 0.04 | 0.00 | 0.0006 | 0.0000 | ||
| US759950AG37 / RENAISSANCE HOME EQUITY LOAN T RAMC 2002 2 A | 0.04 | 0.00 | 0.0006 | 0.0000 | ||
| US3138XWYC67 / FNMA POOL AW7006 FN 06/44 FIXED 4.5 | 0.04 | -2.63 | 0.0006 | 0.0000 | ||
| US31411EM793 / FNMA POOL 905882 FN 12/36 FIXED 6 | 0.04 | -2.63 | 0.0006 | 0.0000 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.04 | 0.0006 | 0.0006 | |||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.04 | 0.0006 | 0.0006 | |||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.04 | 0.0006 | 0.0006 | |||
| US59549WAA18 / Mid-State Trust XI | 0.04 | -14.29 | 0.0006 | -0.0001 | ||
| US31407VM365 / FNMA POOL 841978 FN 03/35 FLOATING VAR | 0.04 | 0.00 | 0.0006 | -0.0000 | ||
| US05949AH941 / Banc of America Mortgage 2005-A Trust | 0.03 | -2.94 | 0.0005 | -0.0000 | ||
| US3136AEEH67 / FANNIE MAE FNR 2013 39 MI | 0.03 | -17.50 | 0.0005 | -0.0001 | ||
| US36225CA973 / GNMA II POOL 080031 G2 01/27 FLOATING VAR | 0.03 | -17.95 | 0.0005 | -0.0001 | ||
| US576433UM63 / MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 3A7 | 0.03 | -3.03 | 0.0005 | -0.0000 | ||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.03 | 0.0005 | 0.0005 | |||
| US31393YM510 / FANNIE MAE FNR 2004 37 FB | 0.03 | -20.51 | 0.0005 | -0.0001 | ||
| US31403NVY02 / FNMA POOL 754031 FN 12/33 FLOATING VAR | 0.03 | -3.23 | 0.0005 | -0.0000 | ||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.03 | 0.0005 | 0.0005 | |||
| US31418XEZ78 / UMBS, 30 Year | 0.03 | -11.76 | 0.0005 | -0.0001 | ||
| US86358HGW34 / STRUCTURED ASSET MORTGAGE INVE SAMI 1999 1 2A | 0.03 | 0.00 | 0.0005 | 0.0000 | ||
| US31409TRQ30 / FNMA POOL 878095 FN 04/36 FIXED 6 | 0.03 | 0.00 | 0.0004 | 0.0000 | ||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | 0.03 | 0.0004 | 0.0004 | |||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | 0.03 | 0.0004 | 0.0004 | |||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | 0.03 | 0.0004 | 0.0004 | |||
| US31415AU829 / FNMA POOL 981307 FN 06/38 FIXED 6 | 0.03 | -3.57 | 0.0004 | 0.0000 | ||
| US31374TYQ65 / FANNIE MAE 3.406% 08/01/2029 FNMA ARM | 0.03 | -6.90 | 0.0004 | -0.0000 | ||
| US31398FM575 / Fannie Mae REMICS | 0.03 | -3.85 | 0.0004 | -0.0000 | ||
| US3138ETJA58 / FNMA POOL AL8356 FN 07/34 FIXED VAR | 0.03 | -3.85 | 0.0004 | -0.0000 | ||
| US31411EJ401 / FNMA POOL 905783 FN 11/36 FIXED 6 | 0.02 | -20.00 | 0.0004 | -0.0001 | ||
| US31416YKN75 / FNMA POOL AB3000 FN 05/31 FIXED 4.5 | 0.02 | -7.69 | 0.0004 | -0.0000 | ||
| US31397FFJ66 / FREDDIE MAC FHR 3271 FA | 0.02 | -4.00 | 0.0004 | -0.0000 | ||
| RFR USD SOFR/3.54666 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | 0.02 | -17.24 | 0.0004 | -0.0001 | ||
| US36225CC953 / Ginnie Mae II Pool | 0.02 | -17.86 | 0.0004 | -0.0001 | ||
| US31412XPW82 / FNMA POOL 937937 FN 06/37 FIXED 6 | 0.02 | 0.00 | 0.0004 | 0.0000 | ||
| US31413HFF01 / FNMA POOL 945766 FN 09/37 FIXED 6.5 | 0.02 | 0.00 | 0.0004 | 0.0000 | ||
| US31407MWT88 / FNMA POOL 835058 FN 06/35 FLOATING VAR | 0.02 | -4.35 | 0.0004 | -0.0000 | ||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.02 | 0.0004 | 0.0004 | |||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.02 | 0.0004 | 0.0004 | |||
| US3132DWF570 / FNCL UMBS 5.0 SD8288 01-01-53 | 0.02 | -4.35 | 0.0004 | -0.0000 | ||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0003 | 0.0003 | |||
| US3138APFD57 / FNMA POOL AI9163 FN 11/30 FIXED 4.5 | 0.02 | -8.33 | 0.0003 | -0.0000 | ||
| US803169AN15 / Saranac CLO III Ltd | 0.02 | -70.27 | 0.0003 | -0.0008 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.02 | 0.0003 | 0.0003 | |||
| US3138WHZY11 / FNMA POOL AS7958 FN 08/46 FIXED 4.5 | 0.02 | -4.55 | 0.0003 | -0.0000 | ||
| US31406NUU61 / Fannie Mae Pool | 0.02 | -31.03 | 0.0003 | -0.0001 | ||
| US31411NLP05 / FNMA POOL 912134 FN 03/32 FIXED 6 | 0.02 | 0.00 | 0.0003 | -0.0000 | ||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0003 | 0.0003 | |||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0003 | 0.0003 | |||
| US07384MWX63 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 6 1A2 | 0.02 | -5.00 | 0.0003 | -0.0000 | ||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0003 | 0.0003 | |||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.02 | 0.0003 | 0.0003 | |||
| US92922F4M79 / WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust | 0.02 | -5.26 | 0.0003 | -0.0000 | ||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0003 | 0.0003 | |||
| IRS EUR 2.45000 05/05/25-10Y LCH / DIR (EZCDFQCSBVM0) | 0.02 | 0.0003 | 0.0003 | |||
| US31393XGV38 / FNMA, Series 2004-W2, Class 5AF | 0.02 | -5.26 | 0.0003 | -0.0000 | ||
| US31411BFP31 / Fannie Mae Pool | 0.02 | 0.00 | 0.0003 | 0.0000 | ||
| BARCLAYS BANK PLC SNR SE ICE / DCR (EZB88Z42LS80) | 0.02 | -19.05 | 0.0003 | -0.0001 | ||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0003 | 0.0003 | |||
| US93363DAA54 / WaMu Mortgage Pass-Through Certificates Series 2006-AR9 Trust | 0.02 | 0.00 | 0.0003 | -0.0000 | ||
| US36225CEV46 / GNMA II POOL 080147 G2 12/27 FLOATING VAR | 0.02 | -11.11 | 0.0003 | -0.0000 | ||
| US31397TAL61 / FREDDIE MAC FHR 3439 FN | 0.02 | -5.88 | 0.0003 | -0.0000 | ||
| US32051D6B35 / FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES | 0.02 | -5.88 | 0.0003 | -0.0000 | ||
| US31371P4X53 / FNMA POOL 258338 FN 04/35 FIXED 5 | 0.02 | -11.11 | 0.0002 | -0.0000 | ||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0002 | 0.0002 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0002 | 0.0002 | |||
| GOLDMAN SACHS GROUP INC SNR S* ICE / DCR (EZC75LZ075F3) | 0.02 | 0.0002 | 0.0002 | |||
| US31396XLZ59 / Fannie Mae REMICS | 0.02 | -6.25 | 0.0002 | -0.0000 | ||
| US31415XEN75 / FNMA POOL 992141 FN 10/38 FIXED 6 | 0.02 | -6.25 | 0.0002 | -0.0000 | ||
| US3133TPF875 / Freddie Mac REMICS | 0.02 | -6.25 | 0.0002 | -0.0000 | ||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0002 | 0.0002 | |||
| IRS EUR 2.40000 02/12/25-10Y LCH / DIR (EZNHC24BF987) | 0.02 | -16.67 | 0.0002 | -0.0000 | ||
| US31407PUU01 / FNMA POOL 836795 FN 11/35 FIXED 6.5 | 0.02 | 0.00 | 0.0002 | -0.0000 | ||
| US3137AQQL54 / FREDDIE MAC FHR 4039 QI | 0.01 | -30.00 | 0.0002 | -0.0001 | ||
| US31396YMD12 / FANNIE MAE FNR 2008 12 FA | 0.01 | -6.67 | 0.0002 | -0.0000 | ||
| IRS EUR 2.51000 04/09/25-10Y LCH / DIR (EZTHL4ZCB733) | 0.01 | 0.0002 | 0.0002 | |||
| RFR USD SOFR/3.55016 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | 0.01 | -51.72 | 0.0002 | -0.0002 | ||
| US000780NZ59 / ABN AMRO MORTGAGE CORP AMAC 2003 13 A3 | 0.01 | 0.00 | 0.0002 | 0.0000 | ||
| US36228FNB84 / GSR MORTGAGE LOAN TRUST | 0.01 | 0.00 | 0.0002 | -0.0000 | ||
| US31396PZS37 / FANNIE MAE REMICS SER 2007-14 CL F V/R 2.06800000 | 0.01 | -7.14 | 0.0002 | -0.0000 | ||
| US07386HSZ54 / BEAR STEARNS ALT-A TRUST 2005-4 SER 2005-4 CL 23A2 V/R REGD 4.43001800 | 0.01 | 0.00 | 0.0002 | -0.0000 | ||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0002 | 0.0002 | |||
| RFR USD SOFR/3.23200 09/10/24-10Y LCH / DIR (EZ7VRSSQ00Z9) | 0.01 | -14.29 | 0.0002 | -0.0000 | ||
| US31386C3E04 / FNMA POOL 559797 FN 10/30 FLOATING VAR | 0.01 | -20.00 | 0.0002 | -0.0000 | ||
| US86363DAH44 / Structured Asset Mortgage Investments II Trust 2007-AR2 | 0.01 | -14.29 | 0.0002 | -0.0000 | ||
| US31415PBN78 / FNMA POOL 984845 FN 07/38 FIXED 6 | 0.01 | 0.00 | 0.0002 | 0.0000 | ||
| US31402RQN25 / FNMA POOL 735861 FN 09/33 FIXED VAR | 0.01 | -7.69 | 0.0002 | -0.0000 | ||
| US31397APT42 / FREDDIE MAC FHR 3203 CF | 0.01 | 0.00 | 0.0002 | 0.0000 | ||
| US31415XER89 / Fannie Mae Pool | 0.01 | 0.00 | 0.0002 | -0.0000 | ||
| US31339LMA51 / Freddie Mac REMICS | 0.01 | 0.00 | 0.0002 | -0.0000 | ||
| US31417YM954 / FNMA POOL MA0383 FN 04/30 FIXED 4.5 | 0.01 | -8.33 | 0.0002 | -0.0000 | ||
| IRS EUR 2.53000 04/23/25-10Y LCH / DIR (EZP376MT1B98) | 0.01 | 0.0002 | 0.0002 | |||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0002 | 0.0002 | |||
| RFR USD SOFR/3.55800 08/21/24-10Y LCH / DIR (EZHZRCBWPB39) | 0.01 | -26.67 | 0.0002 | -0.0001 | ||
| RFR USD SOFR/3.55800 08/21/24-10Y LCH / DIR (EZHZRCBWPB39) | 0.01 | -26.67 | 0.0002 | -0.0001 | ||
| US31391XDM83 / FNMA POOL 679708 FN 09/41 FLOATING VAR | 0.01 | 0.00 | 0.0002 | -0.0000 | ||
| US362341SF70 / GSR Mortgage Loan Trust 2005-AR6 | 0.01 | -9.09 | 0.0002 | 0.0000 | ||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0002 | 0.0002 | |||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.01 | 0.0002 | 0.0002 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0002 | 0.0002 | |||
| US3137ANKV69 / FREDDIE MAC FHR 4024 IO | 0.01 | -28.57 | 0.0002 | -0.0001 | ||
| US22541QUN05 / CSFB Mortgage-Backed Pass-Through Certificates, Series 2003-AR24, Class 2A4 | 0.01 | -18.18 | 0.0002 | -0.0000 | ||
| US46630GAN51 / JP MORGAN MORTGAGE TRUST 2007-A1 JPMMT 2007-A1 4A2 | 0.01 | -10.00 | 0.0002 | -0.0000 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0001 | 0.0001 | |||
| US44328AAB61 / HSI Asset Securitization Corp Trust 2006-HE1 | 0.01 | 0.00 | 0.0001 | 0.0000 | ||
| US3137AKEE79 / Freddie Mac REMICS | 0.01 | 0.00 | 0.0001 | -0.0000 | ||
| US36225CCY03 / Ginnie Mae II Pool | 0.01 | -27.27 | 0.0001 | -0.0000 | ||
| US31371NSV81 / FANNIE MAE 5.00% 03/01/2028 FNMA 30 | 0.01 | -20.00 | 0.0001 | -0.0000 | ||
| US31417YJN85 / Fannie Mae Pool | 0.01 | -11.11 | 0.0001 | -0.0000 | ||
| US31401YFY68 / FNMA POOL 722083 FN 07/33 FIXED 4.5 | 0.01 | -11.11 | 0.0001 | -0.0000 | ||
| US31416BRU43 / Fannie Mae Pool | 0.01 | 0.00 | 0.0001 | -0.0000 | ||
| US31417YYC55 / Fannie Mae Pool | 0.01 | -11.11 | 0.0001 | -0.0000 | ||
| US86359BGG05 / Structured Adjustable Rate Mortgage Loan Trust, Series 2004-1, Class 4A2 | 0.01 | 0.00 | 0.0001 | -0.0000 | ||
| US31417YT983 / Fannie Mae Pool | 0.01 | -12.50 | 0.0001 | -0.0000 | ||
| US31398GUJ65 / FANNIE MAE FNR 2009 106 FA | 0.01 | -12.50 | 0.0001 | -0.0000 | ||
| US31412FN663 / FNMA POOL 923913 FN 02/37 FIXED 6.5 | 0.01 | -12.50 | 0.0001 | -0.0000 | ||
| IRS EUR 2.52000 04/09/25-10Y LCH / DIR (EZTHL4ZCB733) | 0.01 | 0.0001 | 0.0001 | |||
| US3133TLMU97 / FREDDIE MAC REMICS FHR 2174 PN | 0.01 | -12.50 | 0.0001 | -0.0000 | ||
| US31418CA201 / FNMA POOL MA2724 FN 08/46 FIXED 4.5 | 0.01 | 0.00 | 0.0001 | -0.0000 | ||
| US31410X2Q88 / FNMA POOL 900883 FN 01/37 FIXED 6 | 0.01 | 0.00 | 0.0001 | -0.0000 | ||
| US3128JNVF92 / FED HM LN PC POOL 1B3413 FH 05/37 FLOATING VAR | 0.01 | 0.00 | 0.0001 | 0.0000 | ||
| US31398SD833 / FANNIE MAE FNR 2010 135 LF | 0.01 | 0.00 | 0.0001 | -0.0000 | ||
| US36225CN281 / Government National Mortgage Association | 0.01 | 0.00 | 0.0001 | -0.0000 | ||
| US31407SGS59 / FNMA POOL 839109 FN 11/35 FLOATING VAR | 0.01 | 0.00 | 0.0001 | 0.0000 | ||
| US31409WD400 / FNMA POOL 880423 FN 04/36 FIXED 6 | 0.01 | 0.00 | 0.0001 | -0.0000 | ||
| US31402QYC94 / FNMA POOL 735207 FN 04/34 FIXED VAR | 0.01 | -28.57 | 0.0001 | -0.0000 | ||
| RFR USD SOFR/3.60500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0.01 | -44.44 | 0.0001 | -0.0000 | ||
| US86359AYX52 / Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-22A | 0.01 | 0.00 | 0.0001 | -0.0000 | ||
| US36225DCE22 / GINNIE MAE II POOL G2 80968 | 0.01 | 0.00 | 0.0001 | -0.0000 | ||
| US3132DV5B71 / UMBS Pool | 0.01 | 0.00 | 0.0001 | -0.0000 | ||
| US31407KGL70 / FNMA POOL 832803 FN 09/35 FLOATING VAR | 0.01 | 0.00 | 0.0001 | -0.0000 | ||
| US17307GXP89 / Citigroup Mortgage Loan Trust Inc | 0.01 | 0.00 | 0.0001 | -0.0000 | ||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.01 | 0.0001 | 0.0001 | |||
| US31371MNB99 / Fannie Mae Pool | 0.01 | -44.44 | 0.0001 | -0.0001 | ||
| IRS EUR 2.61000 03/24/25-10Y LCH / DIR (EZPS73SKDR02) | 0.00 | -157.14 | 0.0001 | 0.0002 | ||
| US31371NDS18 / Fannie Mae Pool | 0.00 | -20.00 | 0.0001 | -0.0000 | ||
| US3128HWUY18 / FREDDIEMAC STRIP FHS 246 F14 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US31409T6M54 / Fannie Mae Pool | 0.00 | 0.00 | 0.0001 | 0.0000 | ||
| IRS EUR 2.55000 04/16/25-10Y LCH / DIR (EZ15F0SX71M6) | 0.00 | 0.0001 | 0.0001 | |||
| IRS EUR 2.55000 04/16/25-10Y LCH / DIR (EZ15F0SX71M6) | 0.00 | 0.0001 | 0.0001 | |||
| US31371NRW73 / FNMA POOL 257101 FN 02/28 FIXED 5 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US07384MAA09 / Bear Stearns ARM Trust 2000-2 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US617463AA25 / Morgan Stanley IXIS Real Estate Capital Trust 2006-2 | 0.00 | 0.00 | 0.0001 | 0.0000 | ||
| US31418B3C82 / FNMA POOL MA2594 FN 03/46 FIXED 4.5 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| US07384MZS42 / Bear Stearns ARM Trust 2003-8 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| US31390STH49 / FNMA POOL 654952 FN 07/42 FLOATING VAR | 0.00 | -25.00 | 0.0001 | -0.0000 | ||
| US04541GBN16 / ASSET BACKED SECURITIES CORP H ABSHE 2001 HE2 A1 | 0.00 | 0.00 | 0.0001 | 0.0000 | ||
| BOUGHT ILS SOLD USD 20250718 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT ILS SOLD USD 20250718 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| RFR USD SOFR/3.52500 09/04/24-10Y LCH / DIR (EZSXZYY2VD17) | 0.00 | -95.24 | 0.0001 | -0.0009 | ||
| US36225CBY12 / GNMA II POOL 080054 G2 03/27 FLOATING VAR | 0.00 | -25.00 | 0.0001 | -0.0000 | ||
| US31405SKU77 / FNMA POOL 797807 FN 04/35 FIXED 5 | 0.00 | 0.00 | 0.0000 | -0.0000 | ||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US31417Y5E33 / FANNIE MAE POOL FN MA0844 | 0.00 | 0.00 | 0.0000 | -0.0000 | ||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US31385JRT78 / FNMA POOL 545998 FN 11/32 FIXED VAR | 0.00 | -33.33 | 0.0000 | -0.0000 | ||
| US31411KPT42 / FNMA POOL 910434 FN 01/37 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | ||
| US36225CRP31 / GNMA II POOL 080493 G2 02/31 FLOATING VAR | 0.00 | 0.00 | 0.0000 | -0.0000 | ||
| US31371LWU96 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | ||
| US31392EVN74 / Fannie Mae REMICS | 0.00 | 0.00 | 0.0000 | -0.0000 | ||
| US31398NQ802 / FANNIE MAE FNR 2010 117 FE | 0.00 | 0.00 | 0.0000 | -0.0000 | ||
| US3133TCE959 / Freddie Mac Structured Pass-Through Certificates | 0.00 | 0.00 | 0.0000 | -0.0000 | ||
| US31409APD53 / FNMA POOL 865420 FN 02/36 FIXED 6.5 | 0.00 | 0.00 | 0.0000 | 0.0000 | ||
| BOUGHT DKK SOLD USD 20250804 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US31389NEZ42 / FNMA POOL 630252 FN 03/32 FIXED 6 | 0.00 | 0.00 | 0.0000 | -0.0000 | ||
| US31287RFP91 / FED HM LN PC POOL C65574 FG 04/32 FIXED 7 | 0.00 | 0.00 | 0.0000 | -0.0000 | ||
| US3138ERDP26 / UMBS | 0.00 | 0.00 | 0.0000 | -0.0000 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US31396L5K20 / FANNIE MAE FNR 2006 129 FM | 0.00 | 0.00 | 0.0000 | -0.0000 | ||
| US31412NBF24 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | 0.0000 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US31411AFG58 / FNMA POOL 902067 FN 12/36 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | ||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US31384WY385 / FNMA POOL 536330 FN 04/30 FIXED 8 | 0.00 | 0.00 | 0.0000 | -0.0000 | ||
| BOUGHT DKK SOLD USD 20250804 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US31417YEC75 / FNMA 5.00% 7/29 #MA0130 | 0.00 | 0.00 | 0.0000 | -0.0000 | ||
| US31371NU454 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | ||
| US31371KHV61 / FNMA POOL 254144 FN 11/31 FIXED 8 | 0.00 | 0.00 | 0.0000 | -0.0000 | ||
| US939336PL10 / Washington Mutual MSC Mortgage Pass-Through Certificates Series 2003-AR1 Trust | 0.00 | 0.00 | 0.0000 | -0.0000 | ||
| US3128QJ4L75 / FED HM LN PC POOL 1G1727 FH 07/35 FLOATING VAR | 0.00 | 0.00 | 0.0000 | -0.0000 | ||
| US31417YU544 / Fannie Mae Pool | 0.00 | -50.00 | 0.0000 | -0.0000 | ||
| US36225CCN48 / GNMA II POOL 080076 G2 05/27 FLOATING VAR | 0.00 | -50.00 | 0.0000 | -0.0000 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US31374S3Y51 / FNMA POOL 323115 FN 11/27 FLOATING VAR | 0.00 | -50.00 | 0.0000 | -0.0000 | ||
| US07384MSH69 / Bear Stearns ARM Trust 2002-11 | 0.00 | 0.00 | 0.0000 | 0.0000 | ||
| US31411C6D81 / FNMA POOL 904568 FN 11/36 FIXED 6 | 0.00 | 0.00 | 0.0000 | -0.0000 | ||
| US31411AUK95 / FNMA POOL 902486 FN 11/36 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | ||
| US31385HJE36 / FANNIE MAE POOL P#544861 4.18600000 | 0.00 | 0.00 | 0.0000 | -0.0000 | ||
| US31410RVQ90 / FNMA POOL 895323 FN 09/36 FIXED 6 | 0.00 | 0.00 | 0.0000 | -0.0000 | ||
| US31411ET640 / FNMA POOL 906073 FN 01/37 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | ||
| US31385HJD52 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | ||
| US3128S4GD32 / Freddie Mac Non Gold Pool | 0.00 | -66.67 | 0.0000 | -0.0000 | ||
| US36225CC870 / Ginnie Mae | 0.00 | 0.00 | 0.0000 | -0.0000 | ||
| US31371NV775 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | ||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US36225CRE83 / GNMA II POOL 080484 G2 01/31 FLOATING VAR | 0.00 | 0.00 | 0.0000 | -0.0000 | ||
| US36202K5G64 / GNMA II POOL 008947 G2 08/26 FLOATING VAR | 0.00 | 0.00 | 0.0000 | -0.0000 | ||
| US31368HMU40 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | ||
| US36202KYP47 / GNMA II POOL 008818 G2 02/26 FLOATING VAR | 0.00 | 0.00 | 0.0000 | -0.0000 | ||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US31410XTH97 / FNMA POOL 900652 FN 09/36 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | ||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US31371JSD71 / UMBS | 0.00 | -100.00 | 0.0000 | -0.0000 | ||
| US36202K5C50 / Ginnie Mae II Pool | 0.00 | -100.00 | 0.0000 | -0.0000 | ||
| US31391JWR75 / FNMA POOL 668556 FN 12/32 FIXED 6 | 0.00 | 0.0000 | -0.0000 | |||
| BOUGHT ILS SOLD USD 20250709 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US36202KYK59 / GNMA II POOL 008814 G2 02/26 FLOATING VAR | 0.00 | -100.00 | 0.0000 | -0.0000 | ||
| US36202KY330 / GNMA II POOL 008830 G2 03/26 FLOATING VAR | 0.00 | -100.00 | 0.0000 | -0.0000 | ||
| US36225CPN01 / Ginnie Mae II Pool | 0.00 | 0.0000 | -0.0000 | |||
| US07384M4J85 / Bear Stearns ARM Trust 2004-10 | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US31371PBD15 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | |||
| US31385XAS62 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | |||
| US31371LQU60 / FNMA POOL 255267 FN 06/34 FIXED 6 | 0.00 | 0.0000 | -0.0000 | |||
| US31371NXJ98 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | |||
| US31298SLV42 / FED HM LN PC POOL C55740 FG 01/30 FIXED 7 | 0.00 | 0.0000 | -0.0000 | |||
| US31402RDG11 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | |||
| US3140HBFK95 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | |||
| US31387QYQ71 / FNMA POOL 591219 FN 08/31 FIXED 8 | 0.00 | 0.0000 | -0.0000 | |||
| US31362GM405 / FANNIE MAE 4.488% 01/01/2028 FNMA ARM | 0.00 | 0.0000 | -0.0000 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US36225CAR79 / GNMA II POOL 080015 G2 11/26 FLOATING VAR | 0.00 | 0.0000 | -0.0000 | |||
| US36202KVJ14 / Ginnie Mae II Pool | 0.00 | -100.00 | 0.0000 | -0.0000 | ||
| US31416VC441 / FNMA POOL AB0090 FN 03/29 FIXED 4.5 | 0.00 | -100.00 | 0.0000 | -0.0000 | ||
| US31348S2X16 / Federal Home Loan Mortgage Corporation | 0.00 | 0.0000 | -0.0000 | |||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US31386HMS75 / FNMA POOL 563869 FN 01/31 FIXED 8 | 0.00 | 0.0000 | -0.0000 | |||
| US31415RL368 / Fannie Mae Pool | 0.00 | 0.0000 | 0.0000 | |||
| US31416BMS42 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | |||
| US31384V7J59 / FNMA POOL 535597 FN 10/30 FIXED VAR | 0.00 | 0.0000 | -0.0000 | |||
| US31410YRF33 / FNMA POOL 901486 FN 11/36 FIXED 6 | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT SGD SOLD USD 20250805 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US31410WWX28 / FNMA POOL 899862 FN 11/37 FIXED 6.5 | 0.00 | 0.0000 | 0.0000 | |||
| US36225CAZ95 / GNMA II POOL 080023 G2 12/26 FLOATING VAR | 0.00 | 0.0000 | -0.0000 | |||
| US31385JRN09 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | |||
| US36202KZ659 / GNMA II POOL 008865 G2 05/26 FLOATING VAR | 0.00 | 0.0000 | -0.0000 | |||
| US36202KZL24 / GNMA II POOL 008847 G2 04/26 FLOATING VAR | 0.00 | 0.0000 | -0.0000 | |||
| US36202KXJ95 / GNMA II POOL 008781 G2 01/26 FLOATING VAR | 0.00 | 0.0000 | -0.0000 | |||
| US36202K4L68 / Ginnie Mae II Pool | 0.00 | 0.0000 | -0.0000 | |||
| US31417YDA29 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US36202K3U76 / GNMA II POOL 008911 G2 07/26 FLOATING VAR | 0.00 | 0.0000 | -0.0000 | |||
| US31402DF624 / FNMA POOL 725689 FN 08/34 FIXED VAR | 0.00 | 0.0000 | -0.0000 | |||
| US3133THKP19 / Freddie Mac REMICS | 0.00 | 0.0000 | -0.0000 | |||
| US36225CB542 / Ginnie Mae II Pool | 0.00 | 0.0000 | -0.0000 | |||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US31385KUP82 / FNMA POOL 546990 FN 07/30 FIXED 8 | 0.00 | 0.0000 | -0.0000 | |||
| US31384VX645 / FNMA POOL 535401 FN 07/30 FIXED VAR | 0.00 | 0.0000 | -0.0000 | |||
| US31371NJK28 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | |||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US31400FPG62 / FNMA POOL 686323 FN 03/33 FIXED 6 | 0.00 | 0.0000 | 0.0000 | |||
| US36202K6D25 / Ginnie Mae II Pool | 0.00 | 0.0000 | -0.0000 | |||
| US31371ML216 / FNMA POOL 256045 FN 12/25 FIXED 5 | 0.00 | 0.0000 | -0.0000 | |||
| US31405GCX60 / FNMA POOL 788586 FN 07/34 FIXED 6.5 | 0.00 | 0.0000 | -0.0000 | |||
| US31362GM579 / FNMA POOL 060680 FN 02/28 FLOATING VAR | 0.00 | 0.0000 | -0.0000 | |||
| US36202K3W33 / GNMA II POOL 008913 G2 07/26 FLOATING VAR | 0.00 | 0.0000 | -0.0000 | |||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| 317U4UUA7 PIMCO SWAPTION 5.0 PUT USD 20250708 / DIR (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT SGD SOLD USD 20250805 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT SGD SOLD USD 20250805 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| SOLD TWD BOUGHT USD 20250703 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US05948XBV29 / Banc of America Mortgage Trust, Series 2003-D, Class 2A4 | 0.00 | 0.0000 | 0.0000 | |||
| US31371MF937 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | |||
| US3138ELUG63 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | |||
| US31385NYY92 / FNMA POOL 548027 FN 08/30 FIXED 8 | 0.00 | 0.0000 | 0.0000 | |||
| US31371MDP95 / FNMA POOL 255810 FN 08/25 FIXED 5 | 0.00 | 0.0000 | -0.0000 | |||
| US36202KUF01 / GNMA II POOL 008682 G2 08/25 FLOATING VAR | 0.00 | 0.0000 | -0.0000 | |||
| BOUGHT SGD SOLD USD 20250805 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US36225CJ727 / Ginnie Mae II Pool | 0.00 | 0.0000 | -0.0000 | |||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US31283HJ480 / FEDERAL HOME LOAN MORTGAGE CORP 7.00% 02/01/2031 FHLMC G30 | 0.00 | 0.0000 | 0.0000 | |||
| US3138EJ5F10 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | |||
| US31384VYZ92 / FN 08/30 FIXED VAR | 0.00 | 0.0000 | 0.0000 | |||
| US3133TQFM42 / Freddie Mac REMICS | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT SGD SOLD USD 20250805 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US36206VQA88 / GNMA POOL 422649 GN 04/26 FIXED 7 | 0.00 | 0.0000 | -0.0000 | |||
| 317U9EOA5 PIMCO SWAPTION 4.101 PUT USD 2025063 / DIR (EZXJWB9HGZH3) | 0.00 | 0.0000 | 0.0000 | |||
| 317U9FOA2 PIMCO SWAPTION 4.077 PUT USD 2025063 / DIR (EZXJWB9HGZH3) | 0.00 | 0.0000 | 0.0000 | |||
| 317U9EIA2 PIMCO SWAPTION 4.127 PUT USD 2025063 / DIR (EZXJWB9HGZH3) | 0.00 | 0.0000 | 0.0000 | |||
| 317U9FTA7 PIMCO SWAPTION 4.05 PUT USD 20250630 / DIR (EZXJWB9HGZH3) | 0.00 | 0.0000 | 0.0000 | |||
| 317U9G6A0 PIMCO SWAPTION 4.065 PUT USD 2025070 / DIR (EZJQZP36X547) | 0.00 | 0.0000 | 0.0000 | |||
| 317U9FPA1 PIMCO SWAPTION 3.677 CALL USD 202506 / DIR (EZY1GXGHBZM5) | 0.00 | 0.0000 | 0.0000 | |||
| 317U9FPA1 PIMCO SWAPTION 3.677 CALL USD 202506 / DIR (EZY1GXGHBZM5) | 0.00 | 0.0000 | 0.0000 | |||
| 317U9GEA1 PIMCO SWAPTION 4.075 PUT USD 2025070 / DIR (EZ78N9X8M3Y4) | -0.00 | 0.0000 | 0.0000 | |||
| 317U9GMA2 PIMCO SWAPTION 4.1 PUT USD 20250703 / DIR (EZ78N9X8M3Y4) | -0.00 | 0.0000 | 0.0000 | |||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9GBA4 PIMCO SWAPTION 2.38 CALL EUR 2025070 / DIR (EZ8HHXRGV1D7) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9GBA4 PIMCO SWAPTION 2.38 CALL EUR 2025070 / DIR (EZ8HHXRGV1D7) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9IEA7 PIMCO SWAPTION 4.03 PUT USD 20250707 / DIR (EZY1VWC6W1B5) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9IZA4 PIMCO SWAPTION 4.125 PUT USD 2025070 / DIR (EZY1VWC6W1B5) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| BOUGHT TWD SOLD USD 20250703 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9JKA8 PIMCO SWAPTION 4.14 PUT USD 20250709 / DIR (EZYG54DQ9CL7) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9JRA1 PIMCO SWAPTION 4.12 PUT USD 20250709 / DIR (EZYG54DQ9CL7) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9HMA0 PIMCO SWAPTION 4.019 PUT USD 2025070 / DIR (EZY1VWC6W1B5) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9JSA0 PIMCO SWAPTION 4.122 PUT USD 2025071 / DIR (EZMLYZSNFH30) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| US 10YR FUT OPTN AUG25P 108.5 EXP 07/25/2025 / DIR (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| 31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) | -0.00 | -0.0000 | -0.0000 | |||
| 31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9LLA2 PIMCO SWAPTION 4.095 PUT USD 2025071 / DIR (EZBYVN1N6JS0) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9L5A0 PIMCO SWAPTION 4.064 PUT USD 2025071 / DIR (EZQM9CB4TVR9) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9L5A0 PIMCO SWAPTION 4.064 PUT USD 2025071 / DIR (EZQM9CB4TVR9) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9LGA8 PIMCO SWAPTION 4.097 PUT USD 2025071 / DIR (EZHBWHSTV570) | -0.00 | -0.0000 | -0.0000 | |||
| COLOMBIA LA SP BRC / DCR (EZ05QB3PBRQ1) | -0.00 | -0.0000 | -0.0000 | |||
| COLOMBIA LA SP BRC / DCR (EZ05QB3PBRQ1) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9M3A0 PIMCO SWAPTION 4.037 PUT USD 2025071 / DIR (EZ1JLHJ8JY10) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9M3A0 PIMCO SWAPTION 4.037 PUT USD 2025071 / DIR (EZ1JLHJ8JY10) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD AUD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD AUD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9LFA9 PIMCO SWAPTION 2.46 CALL EUR 2025071 / DIR (EZLXC2V2MYF7) | -0.00 | -0.0000 | -0.0000 | |||
| EURO-BUND OPTION AUG25C 132.5 EXP 07/25/2025 / DIR (DE000F1674Y7) | -0.00 | -0.0000 | -0.0000 | |||
| EURO-BUND OPTION AUG25C 132.5 EXP 07/25/2025 / DIR (DE000F1674Y7) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9LEA0 PIMCO SWAPTION 2.72 PUT EUR 20250716 / DIR (EZMWVGHPD033) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9LEA0 PIMCO SWAPTION 2.72 PUT EUR 20250716 / DIR (EZMWVGHPD033) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9GAA5 PIMCO SWAPTION 2.64 PUT EUR 20250703 / DIR (EZL9GW5599J4) | -0.00 | -0.0000 | -0.0000 | |||
| EURO-BOBL OPTION AUG25C 118.5 EXP 07/25/2025 / DIR (DE000F167SZ1) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9MJA3 PIMCO SWAPTION 4.05 PUT USD 20250721 / DIR (EZPXSH8F93Y9) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9MPA6 PIMCO SWAPTION 3.933 PUT USD 2025072 / DIR (EZTRLD6PX319) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9MPA6 PIMCO SWAPTION 3.933 PUT USD 2025072 / DIR (EZTRLD6PX319) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9IFA6 PIMCO SWAPTION 3.68 CALL USD 2025070 / DIR (EZJFGPMJB918) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9IFA6 PIMCO SWAPTION 3.68 CALL USD 2025070 / DIR (EZJFGPMJB918) | -0.00 | -0.0000 | -0.0000 | |||
| US 10YR FUT OPTN AUG25P 109.5 EXP 07/25/2025 / DIR (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| COLOMBIA LA SP CBK / DCR (EZ05QB3PBRQ1) | -0.00 | -0.0000 | -0.0001 | |||
| COLOMBIA LA SP CBK / DCR (EZ05QB3PBRQ1) | -0.00 | -0.0000 | -0.0001 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| EURO-BOBL OPTION AUG25P 117.2 EXP 07/25/2025 / DIR (DE000F167SF3) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| COLOMBIA LA SP GST / DCR (EZXKWXGHTDT1) | -0.00 | 50.00 | -0.0000 | -0.0000 | ||
| COLOMBIA LA SP GST / DCR (EZXKWXGHTDT1) | -0.00 | 50.00 | -0.0000 | -0.0000 | ||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| EURO-BUND OPTION AUG25P 129 EXP 07/25/2025 / DIR (DE000F167368) | -0.00 | -0.0000 | -0.0000 | |||
| US 10YR FUT OPTN AUG25C 112 EXP 07/25/2025 / DIR (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| US 10YR FUT OPTN AUG25C 112 EXP 07/25/2025 / DIR (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| 317U9EPA4 PIMCO SWAPTION 3.701 CALL USD 202506 / DIR (EZY1GXGHBZM5) | -0.00 | -0.0001 | -0.0001 | |||
| COLOMBIA LA SP GST / DCR (EZQJJC4KSPK3) | -0.00 | -95.51 | -0.0001 | 0.0013 | ||
| COLOMBIA LA SP CBK / DCR (EZXKWXGHTDT1) | -0.01 | 150.00 | -0.0001 | -0.0000 | ||
| 317U9N3A8 PIMCO SWAPTION 3.905 PUT USD 2025072 / DIR (EZBGX0TQ91B3) | -0.01 | -0.0001 | -0.0001 | |||
| 317U9N3A8 PIMCO SWAPTION 3.905 PUT USD 2025072 / DIR (EZBGX0TQ91B3) | -0.01 | -0.0001 | -0.0001 | |||
| SOFTBANK GROUP CORP SNR JP SP GST / DCR (EZ1K1NTX2WN0) | -0.01 | 20.00 | -0.0001 | -0.0000 | ||
| IRS EUR 2.22000 01/08/25-10Y LCH / DIR (EZHH63XJ2WL4) | -0.01 | -12.50 | -0.0001 | 0.0000 | ||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0001 | -0.0001 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0001 | -0.0001 | |||
| IRS EUR 2.46000 03/13/25-10Y LCH / DIR (EZYS5KMNTTM6) | -0.01 | -25.00 | -0.0001 | 0.0000 | ||
| IRS EUR 2.46000 03/13/25-10Y LCH / DIR (EZYS5KMNTTM6) | -0.01 | -25.00 | -0.0001 | 0.0000 | ||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0001 | -0.0001 | |||
| 317U6RVA1 PIMCO SWAPTION 2.75 CALL USD 2025080 / DIR (000000000) | -0.01 | -0.0001 | -0.0001 | |||
| 317U6RVA1 PIMCO SWAPTION 2.75 CALL USD 2025080 / DIR (000000000) | -0.01 | -0.0001 | -0.0001 | |||
| IRS EUR 2.52000 03/27/25-10Y LCH / DIR (EZ84ZR69LPH2) | -0.01 | -47.06 | -0.0002 | 0.0001 | ||
| 317U9N2A9 PIMCO SWAPTION 3.564 CALL USD 202507 / DIR (EZMYNDCY8F38) | -0.01 | -0.0002 | -0.0002 | |||
| 317U9N2A9 PIMCO SWAPTION 3.564 CALL USD 202507 / DIR (EZMYNDCY8F38) | -0.01 | -0.0002 | -0.0002 | |||
| 317U9M4A9 PIMCO SWAPTION 3.637 CALL USD 202507 / DIR (EZ7SJVNDKPC9) | -0.01 | -0.0002 | -0.0002 | |||
| RFR GBP SONIO/3.93000 01/06/25-10Y LCH / DIR (EZTXWKTD4706) | -0.01 | -71.43 | -0.0002 | 0.0004 | ||
| RFR GBP SONIO/3.93000 01/06/25-10Y LCH / DIR (EZTXWKTD4706) | -0.01 | -71.43 | -0.0002 | 0.0004 | ||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0002 | -0.0002 | |||
| 317U9MOA7 PIMCO SWAPTION 3.605 CALL USD 202507 / DIR (EZCLF3R2NG23) | -0.01 | -0.0002 | -0.0002 | |||
| 317U9MOA7 PIMCO SWAPTION 3.605 CALL USD 202507 / DIR (EZCLF3R2NG23) | -0.01 | -0.0002 | -0.0002 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0002 | -0.0002 | |||
| RFR USD SOFR/3.88000 07/10/24-10Y LCH / DIR (EZG0BTDH1HZ1) | -0.01 | 266.67 | -0.0002 | -0.0001 | ||
| 317U9L4A1 PIMCO SWAPTION 3.6525 CALL USD 20250 / DIR (EZT5FL9WGCP1) | -0.01 | -0.0002 | -0.0002 | |||
| RFR USD SOFR/4.00000 02/26/25-10Y LCH / DIR (EZ02007F7Y72) | -0.01 | 33.33 | -0.0002 | -0.0001 | ||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0.01 | -0.0002 | -0.0002 | |||
| IRS EUR 2.40000 04/09/25-5Y LCH / DIR (EZVHX3M64G11) | -0.01 | -0.0002 | -0.0002 | |||
| IRS EUR 2.40000 04/09/25-5Y LCH / DIR (EZVHX3M64G11) | -0.01 | -0.0002 | -0.0002 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0002 | -0.0002 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0002 | -0.0002 | |||
| EURO-BOBL FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF61) | -0.01 | -0.0002 | -0.0002 | |||
| 317U9GFA0 PIMCO SWAPTION 3.725 CALL USD 202507 / DIR (EZ78XR7L6YX2) | -0.01 | -0.0002 | -0.0002 | |||
| 317U9GFA0 PIMCO SWAPTION 3.725 CALL USD 202507 / DIR (EZ78XR7L6YX2) | -0.01 | -0.0002 | -0.0002 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0002 | -0.0002 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0002 | -0.0002 | |||
| RFR USD SOFR/3.68700 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.01 | -148.28 | -0.0002 | -0.0007 | ||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.02 | -0.0002 | -0.0002 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.02 | -0.0002 | -0.0002 | |||
| 317U9LMA1 PIMCO SWAPTION 3.695 CALL USD 202507 / DIR (EZSG2674R1G7) | -0.02 | -0.0002 | -0.0002 | |||
| 317U9LMA1 PIMCO SWAPTION 3.695 CALL USD 202507 / DIR (EZSG2674R1G7) | -0.02 | -0.0002 | -0.0002 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0002 | -0.0002 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0002 | -0.0002 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0002 | -0.0002 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.02 | -0.0003 | -0.0003 | |||
| EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF53) | -0.02 | -0.0003 | -0.0003 | |||
| EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF53) | -0.02 | -0.0003 | -0.0003 | |||
| IRS EUR 2.58000 08/29/24-10Y LCH / DIR (EZK1YHHFDQG6) | -0.02 | 70.00 | -0.0003 | -0.0001 | ||
| IRS EUR 2.58000 08/29/24-10Y LCH / DIR (EZK1YHHFDQG6) | -0.02 | 70.00 | -0.0003 | -0.0001 | ||
| 317U9L6A9 PIMCO SWAPTION 3.664 CALL USD 202507 / DIR (EZT5FL9WGCP1) | -0.02 | -0.0003 | -0.0003 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0003 | -0.0003 | |||
| RFR USD SOFR/3.87000 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) | -0.02 | 72.73 | -0.0003 | -0.0001 | ||
| RFR USD SOFR/3.87000 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) | -0.02 | 72.73 | -0.0003 | -0.0001 | ||
| RFR USD SOFR/3.85000 08/05/24-10Y LCH / DIR (EZKZ3H4L0SC3) | -0.02 | 375.00 | -0.0003 | -0.0002 | ||
| US 10YR FUT OPTN AUG25P 110.2 EXP 07/25/2025 / DIR (000000000) | -0.02 | -0.0003 | -0.0003 | |||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | -0.02 | -0.0003 | -0.0003 | |||
| US 10YR FUT OPTN AUG25C 112.5 EXP 07/25/2025 / DIR (000000000) | -0.02 | -0.0003 | -0.0003 | |||
| US 10YR FUT OPTN AUG25C 112.5 EXP 07/25/2025 / DIR (000000000) | -0.02 | -0.0003 | -0.0003 | |||
| RFR USD SOFR/3.89000 03/03/25-10Y LCH / DIR (EZ6496BPGLD0) | -0.02 | 66.67 | -0.0003 | -0.0001 | ||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0003 | -0.0003 | |||
| 317U9EJA1 PIMCO SWAPTION 3.727 CALL USD 202506 / DIR (EZY1GXGHBZM5) | -0.02 | -0.0003 | -0.0003 | |||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | -0.02 | -0.0004 | -0.0004 | |||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | -0.02 | -0.0004 | -0.0004 | |||
| 317U9LHA7 PIMCO SWAPTION 3.697 CALL USD 202507 / DIR (EZ1ZLHZPLNC3) | -0.02 | -0.0004 | -0.0004 | |||
| 317U9JTA9 PIMCO SWAPTION 3.772 CALL USD 202507 / DIR (EZTK0K9DDPF2) | -0.02 | -0.0004 | -0.0004 | |||
| 317U9JTA9 PIMCO SWAPTION 3.772 CALL USD 202507 / DIR (EZTK0K9DDPF2) | -0.02 | -0.0004 | -0.0004 | |||
| IRS EUR 2.59000 08/19/24-10Y LCH / DIR (EZ89K27HY2C4) | -0.02 | 60.00 | -0.0004 | -0.0001 | ||
| IRS EUR 2.59000 08/19/24-10Y LCH / DIR (EZ89K27HY2C4) | -0.02 | 60.00 | -0.0004 | -0.0001 | ||
| 317U9G7A9 PIMCO SWAPTION 3.715 CALL USD 202507 / DIR (EZL4V0T519J1) | -0.02 | -0.0004 | -0.0004 | |||
| 317U9G7A9 PIMCO SWAPTION 3.715 CALL USD 202507 / DIR (EZL4V0T519J1) | -0.02 | -0.0004 | -0.0004 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.02 | -0.0004 | -0.0004 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.02 | -0.0004 | -0.0004 | |||
| IRS EUR 2.46000 04/01/25-10Y LCH / DIR (EZ53SKB9GFZ1) | -0.03 | -24.24 | -0.0004 | 0.0001 | ||
| IRS EUR 2.46000 04/01/25-10Y LCH / DIR (EZ53SKB9GFZ1) | -0.03 | -24.24 | -0.0004 | 0.0001 | ||
| 317U9JQA2 PIMCO SWAPTION 3.77 CALL USD 2025070 / DIR (EZT76LRY6S63) | -0.03 | -0.0004 | -0.0004 | |||
| 317U9JQA2 PIMCO SWAPTION 3.77 CALL USD 2025070 / DIR (EZT76LRY6S63) | -0.03 | -0.0004 | -0.0004 | |||
| COLOMBIA LA SP MYC / DCR (EZXKWXGHTDT1) | -0.03 | 1,200.00 | -0.0004 | -0.0004 | ||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.03 | -0.0005 | -0.0005 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.03 | -0.0005 | -0.0005 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.03 | -0.0005 | -0.0005 | |||
| 317U9MKA1 PIMCO SWAPTION 3.7 CALL USD 20250721 / DIR (EZQRZMCG5093) | -0.03 | -0.0005 | -0.0005 | |||
| SOLD IDR BOUGHT USD 20250716 / DFE (000000000) | -0.04 | -0.0006 | -0.0006 | |||
| SOLD NZD BOUGHT USD 20250804 / DFE (000000000) | -0.04 | -0.0006 | -0.0006 | |||
| RFR USD SOFR/3.62330 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.04 | -244.83 | -0.0006 | -0.0011 | ||
| RFR USD SOFR/3.62330 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.04 | -244.83 | -0.0006 | -0.0011 | ||
| RFR USD SOFR/3.6766* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.04 | -244.83 | -0.0007 | -0.0011 | ||
| RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (EZ2V6Q3C4Q52) | -0.04 | 57.14 | -0.0007 | -0.0002 | ||
| RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (EZ2V6Q3C4Q52) | -0.04 | 57.14 | -0.0007 | -0.0002 | ||
| IRS EUR 2.42000 03/07/25-10Y LCH / DIR (EZL5KMTRTV12) | -0.05 | -19.64 | -0.0007 | 0.0002 | ||
| RFR USD SOFR/3.6637* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.05 | -258.62 | -0.0007 | -0.0012 | ||
| IRS EUR 2.68000 08/07/24-10Y LCH / DIR (EZY1BDNLL5Q4) | -0.05 | 39.39 | -0.0007 | -0.0002 | ||
| IRS EUR 2.68000 08/07/24-10Y LCH / DIR (EZY1BDNLL5Q4) | -0.05 | 39.39 | -0.0007 | -0.0002 | ||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | -0.05 | -0.0008 | -0.0008 | |||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | -0.05 | -0.0008 | -0.0008 | |||
| 317U9J0A0 PIMCO SWAPTION 3.775 CALL USD 202507 / DIR (EZJFGPMJB918) | -0.05 | -0.0008 | -0.0008 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.05 | -0.0008 | -0.0008 | |||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.06 | -0.0009 | -0.0009 | |||
| RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (EZH2QB9TLWH9) | -0.06 | 63.89 | -0.0009 | -0.0004 | ||
| RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (EZH2QB9TLWH9) | -0.06 | 63.89 | -0.0009 | -0.0004 | ||
| 317U6RUA2 PIMCO SWAPTION 3.25 CALL USD 2025080 / DIR (000000000) | -0.06 | -0.0009 | -0.0009 | |||
| 317U6RUA2 PIMCO SWAPTION 3.25 CALL USD 2025080 / DIR (000000000) | -0.06 | -0.0009 | -0.0009 | |||
| RFR USD SOFR/3.89900 03/11/25-10Y LCH / DIR (EZXJC61P0SN9) | -0.06 | 55.26 | -0.0009 | -0.0003 | ||
| RFR USD SOFR/3.90750 03/04/25-10Y LCH / DIR (EZP5RC766JJ0) | -0.07 | 51.16 | -0.0010 | -0.0004 | ||
| US 10YR FUT OPTN AUG25C 112.7 EXP 07/25/2025 / DIR (000000000) | -0.07 | -0.0010 | -0.0010 | |||
| IRS EUR 2.36000 10/07/24-5Y LCH / DIR (EZMRJVS7LFP2) | -0.07 | -585.71 | -0.0011 | -0.0013 | ||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.08 | -0.0012 | -0.0012 | |||
| COLOMBIA LA SP MYC / DCR (EZQJJC4KSPK3) | -0.08 | -8.99 | -0.0013 | 0.0001 | ||
| COLOMBIA LA SP MYC / DCR (EZQJJC4KSPK3) | -0.08 | -8.99 | -0.0013 | 0.0001 | ||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | -0.08 | -0.0013 | -0.0013 | |||
| IRS EUR 2.65000 08/14/24-5Y LCH / DIR (EZJ6HD982SV2) | -0.09 | 30.77 | -0.0013 | -0.0003 | ||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.09 | -0.0013 | -0.0013 | |||
| RFR USD SOFR/3.73910 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.09 | -406.90 | -0.0014 | -0.0018 | ||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.09 | -0.0014 | -0.0014 | |||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -0.09 | -0.0014 | -0.0014 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.10 | -0.0015 | -0.0015 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.11 | -0.0017 | -0.0017 | |||
| RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (EZKR9TWV5646) | -0.11 | -16.30 | -0.0017 | 0.0003 | ||
| RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (EZKR9TWV5646) | -0.11 | -16.30 | -0.0017 | 0.0003 | ||
| SOLD BRL BOUGHT USD 20250903 / DFE (000000000) | -0.12 | -0.0018 | -0.0018 | |||
| SOLD BRL BOUGHT USD 20260402 / DFE (000000000) | -0.12 | -0.0019 | -0.0019 | |||
| SOLD BRL BOUGHT USD 20260402 / DFE (000000000) | -0.12 | -0.0019 | -0.0019 | |||
| RFR USD SOFR/3.97500 03/21/25-10Y LCH / DIR (EZSTF4LLCQZ1) | -0.13 | 35.11 | -0.0020 | -0.0005 | ||
| RFR USD SOFR/3.69100 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.14 | -565.52 | -0.0021 | -0.0025 | ||
| 317U7HVA2 PIMCO SWAPTION 2.83 CALL USD 2025103 / DIR (000000000) | -0.14 | -0.0021 | -0.0021 | |||
| 317U7HVA2 PIMCO SWAPTION 2.83 CALL USD 2025103 / DIR (000000000) | -0.14 | -0.0021 | -0.0021 | |||
| RFR USD SOFR/3.74901 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.14 | -579.31 | -0.0021 | -0.0026 | ||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.15 | -0.0023 | -0.0023 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.15 | -0.0023 | -0.0023 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.15 | -0.0023 | -0.0023 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.15 | -0.0023 | -0.0023 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.16 | -0.0024 | -0.0024 | |||
| RFR USD SOFR/3.84200 03/04/25-5Y LCH / DIR (EZSYJ06JDLK1) | -0.17 | 104.94 | -0.0026 | -0.0013 | ||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.17 | -0.0026 | -0.0026 | |||
| RFR USD SOFR/3.68900 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.18 | -724.14 | -0.0028 | -0.0032 | ||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.18 | -0.0028 | -0.0028 | |||
| RFR USD SOFR/3.72680 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.23 | -886.21 | -0.0035 | -0.0040 | ||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.24 | -0.0036 | -0.0036 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.28 | -0.0043 | -0.0043 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.29 | -0.0044 | -0.0044 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.31 | -0.0048 | -0.0048 | |||
| 317U7HUA3 PIMCO SWAPTION 3.29 CALL USD 2025103 / DIR (000000000) | -0.33 | -0.0050 | -0.0050 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.38 | -0.0058 | -0.0058 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.47 | -0.0073 | -0.0073 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.47 | -0.0073 | -0.0073 | |||
| RFR USD SOFR/3.75000 12/18/24-5Y CME / DIR (EZ2V74HC3Q62) | -0.68 | 361.49 | -0.0105 | -0.0082 | ||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.82 | -0.0127 | -0.0127 | |||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | -1.04 | -0.0160 | -0.0160 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -1.06 | -0.0163 | -0.0163 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -1.38 | -0.0213 | -0.0213 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -1.52 | -0.0234 | -0.0234 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -2.13 | -0.0327 | -0.0327 | |||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -2.30 | -0.0354 | -0.0354 | |||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) | -2.33 | -58.40 | -0.0358 | 0.0491 | ||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | -3.00 | -0.0461 | -0.0461 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -3.33 | -0.0512 | -0.0512 | |||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -3.46 | -0.0531 | -0.0531 | |||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -3.46 | -0.0531 | -0.0531 | |||
| RFR USD SOFR/2.15000 06/15/22-5Y LCH / DIR (EZG3K81HS5Q1) | -3.95 | -51.89 | -0.0607 | 0.0637 | ||
| RFR USD SOFR/2.15000 06/15/22-5Y LCH / DIR (EZG3K81HS5Q1) | -3.95 | -51.89 | -0.0607 | 0.0637 | ||
| RFR USD SOFR/3.75000 09/02/25-7Y* LCH / DIR (000000000) | -4.34 | -0.0666 | -0.0666 | |||
| RFR USD SOFR/3.75000 09/02/25-7Y* LCH / DIR (000000000) | -4.34 | -0.0666 | -0.0666 | |||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | -12.90 | -0.1980 | -0.1980 | |||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | -12.90 | -0.1980 | -0.1980 | |||
| US01F0306781 / UMBS TBA | -83.69 | -84.22 | -1.2849 | 5.2399 | ||
| US01F0326821 / Fannie Mae or Freddie Mac | -158.88 | 1.68 | -2.4393 | 0.3681 | ||
| US01F0306864 / FNMA 30YR TBA 3.0% AUG 20 TO BE ANNOUNCED 3.00000000 | -278.60 | -21.86 | -4.2774 | 2.1285 |
