Statistik Asas
Nilai Portfolio $ 696,984,601
Kedudukan Semasa 660
Pegangan Terkini, Prestasi, AUM (dari 13F, 13D)

PMBIX - PIMCO Total Return Fund II Institutional telah mendedahkan 660 jumlah pegangan dalam pemfailan SEC terkini mereka. Nilai portfolio terkini dikira sebagai $ 696,984,601 USD. Aset Sebenar Di Bawah Pengurusan (AUM) ialah nilai ini ditambah dengan tunai (yang tidak didedahkan). Pegangan teratas PMBIX - PIMCO Total Return Fund II Institutional ialah UMBS TBA (US:US01F0426811) , Freddie Mac Pool (US:US3132DWD674) , U.S. Treasury Bonds (US:US912810TK43) , UMBS (US:US3132DWHE66) , and Ginnie Mae (US:US21H0406734) . Kedudukan baharu PMBIX - PIMCO Total Return Fund II Institutional termasuk UMBS TBA (US:US01F0426811) , Freddie Mac Pool (US:US3132DWD674) , U.S. Treasury Bonds (US:US912810TK43) , UMBS (US:US3132DWHE66) , and Ginnie Mae (US:US21H0406734) .

Tambah Dana Ini
ke Papan Pemuka anda
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 %
15.97 2.7344 2.7344
12.75 2.1834 2.6102
43.84 7.5084 2.5318
5.69 0.9737 0.9737
3.58 0.6134 0.6134
1.93 0.3310 0.3310
1.85 0.3176 0.3176
1.85 0.3164 0.3164
1.85 0.3160 0.3160
1.69 0.2892 0.2892
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 %
-53.71 -9.1986 -9.1986
3.07 0.5255 -6.7556
14.37 2.4604 -6.5204
-27.10 -4.6408 -4.6408
-5.56 -0.9530 -0.9530
-5.33 -0.9130 -0.9130
3.09 0.5297 -0.5466
-2.55 -0.4373 -0.4373
40.19 6.8829 -0.3762
-1.14 -0.1952 -0.1952
13F dan Pemfailan Dana

Borang ini telah difailkan pada 2025-08-28 untuk tempoh pelaporan 2025-06-30. 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 Purata Harga Saham Saham
(MM)		 ΔSaham
(%)		 ΔSaham
(%)		 Nilai
($MM)		 Portfolio
(%)		 ΔPortfolio
(%)
US01F0426811 / UMBS TBA 43.84 38.97 7.5084 2.5318
US TREASURY N/B 02/34 4 / DBT (US91282CJZ59) 40.19 -4.38 6.8829 -0.3762
US3132DWD674 / Freddie Mac Pool 27.01 -2.00 4.6261 -0.1346
US912810TK43 / U.S. Treasury Bonds 22.42 -2.10 3.8395 -0.1156
US3132DWHE66 / UMBS 18.19 -2.11 3.1154 -0.0943
US TREASURY N/B 11/44 4.625 / DBT (US912810UF39) 17.53 -2.23 3.0019 -0.0946
US21H0406734 / Ginnie Mae 17.20 0.62 2.9464 0.2492
PMBS / PIMCO ETF Trust - PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund 0.34 0.00 16.47 -0.06 2.8200 -0.0257
US01F0506844 / UMBS TBA 15.97 2.7344 2.7344
TSY INFL IX N/B 01/34 1.75 / DBT (US91282CJY84) 15.42 0.30 2.6410 -0.0144
US01F0306781 / UMBS TBA 14.37 -71.91 2.4604 -6.5204
US912810TU25 / United States Treasury Note/Bond 14.02 -2.19 2.4005 -0.0746
US01F0206791 / UMBS, 30 Year, Single Family 12.75 -624.61 2.1834 2.6102
US91282CFL00 / Treasury, United States Department of 12.66 0.76 2.1684 -0.0020
US912810ST60 / TREASURY BOND 12.05 -1.99 2.0631 -0.0597
US91282CGK18 / U.S. Treasury Inflation Linked Notes 10.37 0.74 1.7754 -0.0019
US3133B7GD43 / FED HM LN PC POOL QD9196 FR 03/52 FIXED 3 10.19 -2.53 1.7456 -0.0605
US912810RM27 / United States Treas Bds Bond 9.82 -2.34 1.6811 -0.0549
US36179WZA97 / Ginnie Mae II Pool 8.55 -3.16 1.4651 -0.0605
US912810TS78 / United States Treasury Note/Bond 8.22 -2.14 1.4078 -0.0431
US TREASURY N/B 02/55 4.625 / DBT (US912810UG12) 8.18 -3.29 1.4008 -0.0600
US91282CJM47 / United States Treasury Note/Bond 7.39 0.75 1.2652 -0.0012
US91282CEZ05 / U.S. Treasury Inflation Linked Notes 7.11 0.91 1.2174 0.0008
US91282CGW55 / United States Treasury Inflation Indexed Bonds 6.83 0.77 1.1702 -0.0009
US912810TH14 / United States Treasury Note/Bond 6.29 -2.10 1.0772 -0.0324
US01F0526800 / Uniform Mortgage-Backed Security, TBA 5.69 -20.91 0.9753 -0.1604
US01F0606834 / Uniform Mortgage-Backed Security, TBA 5.69 0.9737 0.9737
US91282CDX65 / United States Treasury Inflation Indexed Bonds 5.67 1.14 0.9704 0.0028
US91282CEE75 / United States Treasury Note/Bond 5.53 1.04 0.9467 0.0018
US TREASURY N/B 02/45 4.75 / DBT (US912810UJ50) 5.27 -2.30 0.9032 -0.0291
RFR USD SOFR/1.75000 12/21/22-30Y CME / DIR (EZ000VCFPMC7) 4.87 6.33 0.8343 0.0429
US TREASURY N/B 08/44 4.125 / DBT (US912810UD80) 4.86 -2.21 0.8318 -0.0260
US912810TM09 / United States Treasury Note/Bond 4.84 -2.20 0.8284 -0.0259
US91282CEV90 / United States Treasury Note/Bond 4.81 0.86 0.8240 0.0001
US91282CJA09 / United States Treasury Note/Bond 4.73 0.45 0.8098 -0.0033
US912810SY55 / United States Treasury Note/Bond 4.58 -2.01 0.7839 -0.0230
US91282CHA27 / United States Treasury Note/Bond 4.48 0.63 0.7666 -0.0017
US91282CDL28 / UNITED STATES TREASURY NOTE 1.50000000 4.46 1.23 0.7642 0.0027
GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) 4.27 0.90 0.7311 0.0004
US30227FAA84 / Extended Stay America Trust 3.95 -0.85 0.6763 -0.0116
US91282CJG78 / U.S. Treasury Notes 3.78 0.64 0.6473 -0.0014
US91282CHW47 / US TREASURY N/B 4.125000% 08/31/2030 3.75 0.81 0.6430 -0.0003
US91282CHZ77 / United States Treasury Note/Bond 3.74 0.67 0.6399 -0.0012
TVC / Tennessee Valley Authority - Preferred Stock 3.58 0.6134 0.6134
US TREASURY N/B 02/44 4.5 / DBT (US912810TZ12) 3.58 -2.19 0.6125 -0.0191
US TREASURY N/B 11/54 4.5 / DBT (US912810UE63) 3.43 -3.30 0.5877 -0.0251
US3140QNGC08 / Fannie Mae Pool 3.26 -1.92 0.5585 -0.0159
US91282CHJ36 / United States Treasury Note/Bond 3.09 -50.38 0.5297 -0.5466
US01F0406854 / UMBS TBA 3.07 -92.53 0.5255 -6.7556
US3140QNPG11 / FNMA POOL CB3122 FN 03/52 FIXED 3 3.01 -3.09 0.5161 -0.0208
US3140X6WA53 / Fannie Mae Pool 2.94 -6.54 0.5040 -0.0398
US55285AAA51 / MF1 2022-FL9 LLC SER 2022-FL9 CL A V/R REGD 144A P/P 2.96000000 2.74 -4.47 0.4690 -0.0261
US91282CJF95 / United States Treasury Note/Bond 2.69 0.41 0.4614 -0.0020
US3132DNBC65 / FED HM LN PC POOL SD0935 FR 04/52 FIXED 3 2.67 -1.84 0.4581 -0.0125
US912810SD19 / United States Treas Bds Bond 2.66 -2.60 0.4562 -0.0162
US91282CGQ87 / United States Treasury Note/Bond 2.63 0.73 0.4497 -0.0004
US91282CHF14 / United States Treasury Note/Bond 2.59 0.86 0.4444 0.0000
US91282CGS44 / United States Treasury Note/Bond 2.58 0.82 0.4422 -0.0000
US9128284V99 / U.S. Treasury Notes 2.875%, due 08/15/2028 2.54 0.79 0.4344 -0.0002
US91282CBZ32 / United States Treasury Note/Bond 2.52 1.12 0.4323 0.0013
US91282CCY57 / UNITED STATES TREASURY NOTE 1.25000000 2.41 1.31 0.4121 0.0017
US91282CJH51 / US TREASURY I/L 2.375% 10-15-28 2.28 0.53 0.3908 -0.0012
US19075Q6070 / COBANK ACB 2.20 0.00 2.27 1.48 0.3880 0.0024
US05490TAA07 / BBCCRE Trust, Series 2015-GTP, Class A 2.13 -0.61 0.3642 -0.0054
US05377RHM97 / Avis Budget Rental Car Funding AESOP LLC 2.09 0.14 0.3586 -0.0025
US054980AA58 / BDS 2022-FL11 LLC 2.07 -6.08 0.3549 -0.0261
LIBERTY UTILITIES CO LIBERTY UTILITIES CO / DBT (US531542AA64) 2.06 0.54 0.3525 -0.0012
US912810RC45 / United States Treas Bds Bond 1.98 -2.13 0.3390 -0.0103
HCA INC COMPANY GUAR 03/35 5.75 / DBT (US404119DB22) 1.95 1.88 0.3348 0.0035
US912810SA79 / United States Treas Bds Bond 1.93 0.3310 0.3310
US912810QZ49 / United States Treas Bds Bond 1.93 -2.03 0.3307 -0.0097
US91282CHQ78 / United States Treasury Note/Bond 1.92 0.52 0.3294 -0.0011
US91282CHK09 / United States Treasury Note/Bond 1.92 0.52 0.3282 -0.0011
US912810RY64 / United States Treas Bds Bond 1.85 0.3176 0.3176
US92230AAA43 / VASA Trust 2021-VASA 1.85 0.05 0.3165 -0.0025
US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) 1.85 0.3164 0.3164
US TREASURY N/B 05/54 4.625 / DBT (US912810UA42) 1.85 -3.20 0.3161 -0.0132
JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) 1.85 0.3160 0.3160
US36179YMH44 / GINNIE MAE II POOL P#MA9360 4.50000000 1.82 -1.25 0.3125 -0.0066
US12430YAA82 / BWAY 2021-1450 MORTGAGE TRUST SER 2021-1450 CL A V/R REGD 144A P/P 1.33700000 1.74 0.93 0.2976 0.0002
US05493LAA44 / BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX A 144A 1.72 0.23 0.2948 -0.0018
US12660WAA36 / Credit Suisse Mortgage Capital Certificates 1.71 -0.12 0.2937 -0.0029
US845011AE58 / Southwest Gas Corp 1.71 1.60 0.2930 0.0021
US78473JAA07 / SREIT Trust 2021-IND 1.70 0.65 0.2903 -0.0007
US23345LAA70 / DOLP Trust 2021-NYC 1.69 1.26 0.2901 0.0012
US17291GAA40 / CITIGROUP COMMERCIAL MORTGAGE CGCMT 2021 KEYS A 144A 1.69 0.00 0.2897 -0.0025
US61774AAD54 / Morgan Stanley Direct Lending Fund 1.69 0.42 0.2894 -0.0012
FHLMC MULTIFAMILY STRUCTURED P FHMS Q034 APT2 / ABS-MBS (US3137HLY301) 1.69 0.2892 0.2892
US928563AK15 / VMware Inc 1.67 1.46 0.2853 0.0018
US56848DAA72 / Mariner Finance Issuance Trust 2021-A 1.65 0.98 0.2821 0.0004
US63874AAA60 / NCMS 2021 APPL A 144A 1.64 0.67 0.2815 -0.0004
US233853AF73 / Daimler Trucks Finance North America LLC 1.64 0.92 0.2815 0.0002
US52607MAA71 / LENDMARK FUNDING TRUST 21-1A A 1.9% 11/20/2031 144A 1.63 0.62 0.2792 -0.0007
US292480AL49 / Enable Midstream Partners, L.P. 1.62 0.68 0.2780 -0.0004
US78403DAR17 / SBA TOWER TRUST 1.61 1.52 0.2754 0.0018
US842400GN73 / Southern California Edison Co 1.60 0.25 0.2737 -0.0017
US694308KC03 / Pacific Gas and Electric Co 1.60 0.19 0.2733 -0.0017
US95000U2S19 / Wells Fargo & Co 1.54 0.98 0.2641 0.0003
LVS / Las Vegas Sands Corp. - Depositary Receipt (Common Stock) 1.53 0.59 0.2626 -0.0007
US3140XGFP95 / Fannie Mae Pool 1.53 -2.68 0.2619 -0.0094
US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 1.51 0.33 0.2590 -0.0013
US65480CAD74 / Nissan Motor Acceptance Co LLC 1.51 -1.70 0.2581 -0.0067
US842400HQ95 / SOUTHERN CAL EDISON REGD SER D 4.70000000 1.51 0.47 0.2579 -0.0010
US45834QAA76 / INTEGRIS BAPTIST MEDICAL SR SECURED 08/50 3.875 1.50 -3.98 0.2565 -0.0129
ENTERPRISE FLEET FINANCING LLC EFF 2024 2 A2 144A / ABS-O (US29375RAB24) 1.49 -20.68 0.2556 -0.0694
US927804GH15 / Virginia Electric and Power Co 1.49 0.61 0.2551 -0.0006
US015271AJ82 / Alexandria Real Estate Equities, Inc. 1.49 0.27 0.2549 -0.0015
US65339KAT79 / NextEra Energy Capital Holdings, Inc. 1.48 0.54 0.2534 -0.0007
J1EF34 / Jefferies Financial Group Inc. - Depositary Receipt (Common Stock) 1.47 2.66 0.2509 0.0043
US694308JM04 / PACIFIC GAS and ELECTRIC CO 4.55% 07/01/2030 1.46 0.83 0.2509 0.0000
GXO / GXO Logistics, Inc. 1.46 1.18 0.2504 0.0008
US880591EX64 / Tennessee Valley Authority 1.46 1.39 0.2503 0.0013
US90355RAC60 / UWM 2021-INV3 A3 11/51 1.46 -2.47 0.2502 -0.0085
US68249DAA72 / One New York Plaza Trust 2020-1NYP 1.46 1.46 0.2499 0.0014
US649840CT03 / New York State Electric & Gas Corp 1.46 1.18 0.2499 0.0009
US26442CBB90 / Duke Energy Carolinas LLC 1.45 2.18 0.2485 0.0033
US665772CT43 / Northern States Power Co/MN 1.44 3.00 0.2471 0.0052
US037735CZ84 / Appalachian Power Co 1.44 1.55 0.2463 0.0017
CROSS MORTGAGE TRUST CROSS 2024 H3 A1 144A / ABS-MBS (US22758DAA72) 1.44 -8.13 0.2459 -0.0239
US87166PAL58 / SYNIT 23-A2 A 5.74% 10-15-29/26 1.43 -0.21 0.2442 -0.0025
US410867AG05 / Hanover Insurance Group Inc/The 1.43 1.42 0.2441 0.0013
USU5615XAA82 / MANHATTAN WEST 1.42 1.43 0.2431 0.0014
US02377LAA26 / American Airlines Pass Through Trust, Series 2019-1, Class AA 1.41 0.21 0.2413 -0.0015
C1FG34 / Citizens Financial Group, Inc. - Depositary Receipt (Common Stock) 1.40 1.23 0.2401 0.0011
US75886FAE79 / Regeneron Pharmaceuticals Inc 1.39 1.91 0.2381 0.0023
US845437BR25 / Southwestern Electric Power Co 1.39 0.80 0.2378 -0.0001
US591894CC27 / Metropolitan Edison Co. 1.39 0.58 0.2378 -0.0007
US912810RB61 / United States Treas Bds Bond 1.39 -2.19 0.2377 -0.0073
US36267BAB36 / GS Mortgage-Backed Securities Trust 1.39 -1.63 0.2376 -0.0059
US12564NAA00 / CLNY Trust 2019-IKPR 1.38 -11.40 0.2371 -0.0328
US06541LBG05 / BANK 2022-BNK40 1.38 1.47 0.2363 0.0016
US78403DAP50 / SBA Tower Trust 1.38 0.88 0.2359 -0.0000
US12654PAE88 / CSMC 2018-RPL9 TRUST CSMC 2018-RPL9 A 1.38 -1.71 0.2358 -0.0062
CHASE MORTGAGE FINANCE CORPORA CHASE 2024 7 A11 144A / ABS-MBS (US16159TAP66) 1.37 -11.33 0.2348 -0.0321
US94990DAA46 / Wells Fargo Commercial Mortgage Trust 2018-1745 1.37 -0.58 0.2343 -0.0035
TOWD POINT MORTGAGE TRUST TPMT 2024 5 A1A 144A / ABS-MBS (US891944AA82) 1.35 -4.45 0.2320 -0.0128
US842587DE49 / Southern Co. (The), Series A 1.35 1.50 0.2320 0.0015
US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND 1.34 1,119.09 0.2297 0.2106
US50085PAA57 / KREST COMMERCIAL MORTGAGE SECU KREST 2021 CHIP A 144A 1.33 0.08 0.2270 -0.0017
FANNIE MAE FNR 2024 54 FC / ABS-MBS (US3136BSSC02) 1.32 -12.40 0.2264 -0.0343
US842400GU17 / Southern California Edison Co 1.32 0.53 0.2257 -0.0006
US44891ACL98 / Hyundai Capital America 1.30 -0.15 0.2227 -0.0023
US02361DAV29 / AMEREN ILL CO 1.55% 11/15/2030 1.30 1.64 0.2224 0.0018
US575634AU41 / MASSACHUSETTS ELECTRIC CO 144A 1.729000% 11/24/2030 1.29 2.71 0.2207 0.0040
US90932JAA07 / United Airlines 2019-2 Class AA Pass Through Trust 1.29 -2.50 0.2207 -0.0076
US912810RE01 / United States Treas Bds Bond 1.28 -2.13 0.2200 -0.0068
BMO MORTGAGE TRUST BMO 2024 5C4 A3 / ABS-MBS (US09660SAU42) 1.27 0.16 0.2183 -0.0014
US46650FAA03 / J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES T JPMCC 2018-PHH A 1.26 -1.57 0.2151 -0.0052
US40414LAR06 / HCP, Inc. 1.26 1.70 0.2151 0.0019
CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL3 A1A 144A / ABS-MBS (US161917AB58) 1.25 -1.73 0.2138 -0.0057
US694308KL02 / Pacific Gas and Electric Co 1.24 0.24 0.2130 -0.0012
US78436TAC09 / SBALT 2023-A A3 1.24 -27.37 0.2128 -0.0826
US90355RAM43 / UNITED WHOLESALE MORTGAGE LLC UWM 2021 INV3 A9 144A 1.24 -1.59 0.2121 -0.0054
US912810TF57 / TREASURY BOND 1.24 -1.98 0.2119 -0.0061
CNO GLOBAL FUNDING CNO GLOBAL FUNDING / DBT (US18977W2D15) 1.23 0.08 0.2112 -0.0015
US86772HAA59 / Sunrun Demeter Issuer 2021-2 1.23 0.33 0.2110 -0.0012
US79467BDH50 / SALES TAX SECURITIZATION CORP IL 1.23 1.24 0.2105 0.0008
US90355DAV55 / UNITED WHOLESALE MORTGAGE LLC UWM 2021 INV5 A12 144A 1.23 -1.68 0.2102 -0.0054
US90354TAJ88 / UWM Mortgage Trust, Series 2021-INV2, Class A9 1.22 -1.13 0.2090 -0.0042
US46655LAE48 / J.P. Morgan Mortgage Trust 1.21 -1.38 0.2077 -0.0046
MF1 MULTIFAMILY HOUSING MORTGA MF1 2024 FL14 A 144A / ABS-CBDO (US55416AAA79) 1.21 0.25 0.2064 -0.0012
US465973AC95 / JP MORGAN MORTGAGE TRUST SER 2022-INV1 CL A3 V/R REGD 144A P/P 3.00000000 1.17 -1.35 0.1996 -0.0045
US92867UAD46 / Volkswagen Auto Lease Trust, Series 2023-A, Class A3 1.16 -27.61 0.1995 -0.0783
FANNIE MAE FNR 2024 38 AF / ABS-MBS (US3136BR5A18) 1.14 -5.77 0.1958 -0.0139
US07336JAD00 / Bayview MSR Opportunity Master Fund Trust, Series 2021-5, Class A1 1.14 -1.98 0.1954 -0.0057
US912810RD28 / United States Treas Bds Bond 1.14 -2.15 0.1946 -0.0059
US46654AAC36 / JP Morgan Mortgage Trust 2021-10 1.13 -1.91 0.1934 -0.0056
MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) 1.13 0.1932 0.1932
BLACKSTONE SECURED LEND SR UNSECURED 11/27 5.875 / DBT (US09261XAH52) 1.12 0.45 0.1924 -0.0008
US36168FAE88 / GCAT Trust, Series 2022-INV2, Class A5 1.12 -2.36 0.1912 -0.0063
US55285BAA35 / MF1 2022-FL10 LLC MF1 2022-FL10 A 1.12 -5.66 0.1912 -0.0132
US89178BAA26 / TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A 1.10 -4.18 0.1882 -0.0099
US67114KAC18 / ONSLOW BAY FINANCIAL LLC OBX 2021 INV2 A3 144A 1.09 -1.98 0.1863 -0.0054
US44555PAN15 / Hundred Acre Wood Trust 2021-INV2 1.09 -1.99 0.1860 -0.0053
US67116EAA73 / OBX Trust, Series 2022-INV3, Class A1 1.08 -2.71 0.1846 -0.0066
US05351WAB90 / Avangrid Inc 1.08 1.51 0.1841 0.0011
US797440CA05 / San Diego Gas & Electric Co. 1.07 0.28 0.1835 -0.0012
US46654DAD57 / JP MORGAN MORTGAGE TRUST 2021-INV4 SER 2021-INV4 CL A2 V/R REGD 144A P/P 3.00000000 1.07 -2.55 0.1833 -0.0065
US95000U3G61 / Wells Fargo & Co 1.06 0.57 0.1810 -0.0006
US477143AH41 / JetBlue 2019-1 Class AA Pass Through Trust 1.04 -2.25 0.1789 -0.0057
FLAGSHIP CREDIT AUTO TRUST FCAT 2024 1 A2 144A / ABS-O (US33843VAC72) 1.04 -25.97 0.1774 -0.0640
PM / Philip Morris International Inc. - Depositary Receipt (Common Stock) 1.03 1.28 0.1765 0.0007
US373334KP56 / Georgia Power Co 1.03 1.18 0.1764 0.0005
US918307AC33 / SER 2021-INV4 CL A3 V/R REGD 144A P/P 2.50000000 1.03 -2.10 0.1757 -0.0052
US031162DR88 / Amgen Inc 1.02 0.99 0.1754 0.0002
KMIC34 / Kinder Morgan, Inc. - Depositary Receipt (Common Stock) 1.02 0.1749 0.1749
US61747YFA82 / Morgan Stanley 1.02 0.39 0.1743 -0.0008
US36264RAE53 / GS MORTGAGE-BACKED SECURITIES CORP TRUST 202 SER 2022-PJ4 CL A4 V/R REGD 144A P/P 2.50000000 1.00 -1.67 0.1710 -0.0045
US78432WAA18 / SFO Commercial Mortgage Trust 2021-555 1.00 1.01 0.1706 0.0002
US341081FP71 / Florida Power & Light Co 0.99 0.00 0.1696 -0.0014
US36263TAB89 / GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR3 SER 2021-GR3 CL A2 V/R REGD 144A P/P 2.50000000 0.98 -2.10 0.1678 -0.0051
US44935VAD10 / Hyundai Auto Lease Securitization Trust, Series 2023-C, Class A3 0.98 -18.99 0.1675 -0.0410
US12659TAC99 / Credit Suisse Mortgage Capital Certificates 0.97 -3.47 0.1668 -0.0073
US573874AP91 / Marvell Technology Inc 0.96 1.05 0.1650 0.0003
US010392FU79 / Alabama Power Co 0.95 2.25 0.1634 0.0022
US912810RH32 / United States Treas Bds Bond 0.95 -2.27 0.1621 -0.0051
US61946QAA94 / Mosaic Solar Loan Trust, Series 2022-1A, Class A 0.93 -4.43 0.1590 -0.0087
BLUE OWL FINANCE LLC COMPANY GUAR 04/34 6.25 / DBT (US09581JAT34) 0.93 0.43 0.1587 -0.0006
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SUTTER HEALTH UNSECURED 08/32 5.213 / DBT (US86944BAP85) 0.82 0.1409 0.1409
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AXP / American Express Company - Depositary Receipt (Common Stock) 0.82 0.99 0.1403 0.0003
ATHENE GLOBAL FUNDING ATHENE GLOBAL FUNDING / DBT (US04685A3T66) 0.81 0.00 0.1394 -0.0011
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FED HM LN PC POOL SB1240 FR 12/32 FIXED 2.5 / ABS-MBS (US3132CXLV28) 0.62 -6.02 0.1070 -0.0077
TPG OPERATING GROUP II TPG OPERATING GROUP II / DBT (US872652AA01) 0.62 1.47 0.1068 0.0007
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BRO / Brown & Brown, Inc. 0.62 0.98 0.1056 0.0001
F+G GLOBAL FUNDING F+G GLOBAL FUNDING / DBT (US30321L2G69) 0.61 0.16 0.1051 -0.0007
USB / U.S. Bancorp - Depositary Receipt (Common Stock) 0.61 0.83 0.1046 0.0001
US631005BJ39 / Narragansett Electric Co/The 0.61 1.00 0.1043 0.0001
69511JD28 / PACIFICORP 0.61 0.50 0.1043 -0.0002
MARS INC SR UNSECURED 144A 03/32 5 / DBT (US571676AZ85) 0.61 1.00 0.1042 0.0001
W1MB34 / The Williams Companies, Inc. - Depositary Receipt (Common Stock) 0.61 1.00 0.1040 0.0000
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GLS AUTO SELECT RECEIVABLES TR GSAR 2024 2A A2 144A / ABS-O (US379924AC72) 0.54 -14.87 0.0932 -0.0172
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SNX / TD SYNNEX Corporation 0.53 2.33 0.0902 0.0013
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FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A4 144A / ABS-O (US30336CAG06) 0.51 0.39 0.0877 -0.0004
D1TE34 / DTE Energy Company - Depositary Receipt (Common Stock) 0.51 0.99 0.0877 0.0002
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PCG.PRD / Pacific Gas and Electric Company - Preferred Stock 0.51 0.20 0.0870 -0.0005
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AVIATION CAPITAL GROUP SR UNSECURED 144A 04/30 5.125 / DBT (US05369AAS06) 0.50 1.41 0.0865 0.0006
081437AG0 / Bemis Inc Notes 5.65% 08/01/14 0.50 0.20 0.0863 -0.0006
CBRE SERVICES INC COMPANY GUAR 06/30 4.8 / DBT (US12505BAJ98) 0.50 0.0859 0.0859
GA GLOBAL FUNDING TRUST SECURED 144A 12/31 5.2 / DBT (US36143L2Q77) 0.50 0.80 0.0858 -0.0001
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BA / The Boeing Company - Depositary Receipt (Common Stock) 0.43 0.94 0.0737 -0.0000
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H1FC34 / HF Sinclair Corporation - Depositary Receipt (Common Stock) 0.41 0.99 0.0702 0.0002
LVS / Las Vegas Sands Corp. - Depositary Receipt (Common Stock) 0.41 0.0699 0.0699
BGC / BGC Group, Inc. 0.41 1.76 0.0695 0.0007
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M1TT34 / Marriott International, Inc. - Depositary Receipt (Common Stock) 0.40 1.51 0.0693 0.0004
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TSNF34 / Tyson Foods, Inc. - Depositary Receipt (Common Stock) 0.31 0.98 0.0532 0.0001
SIXTH STREET LENDING PAR SR UNSECURED 03/29 6.5 / DBT (US829932AB85) 0.31 0.98 0.0531 0.0001
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US3617L7K736 / Ginnie Mae I Pool 0.04 -12.24 0.0075 -0.0010
RFR USD SOFR/3.28000 09/16/24-10Y LCH / DIR (EZH06W9H2QV9) 0.04 366.67 0.0073 0.0058
EZWLHWP69KK1 / GENERAL MOTORS COMPANY SNR S* ICE 0.04 -14.58 0.0072 -0.0013
US3128M5NP15 / Freddie Mac Gold Pool 0.04 -2.38 0.0071 -0.0003
US31395M2F53 / Freddie Mac Structured Pass-Through Certificates 0.04 -2.63 0.0064 -0.0003
US31391HT464 / Fannie Mae Pool 0.04 -7.69 0.0063 -0.0004
US38376RMX16 / GNMA_15-H31 0.04 0.00 0.0063 -0.0000
US3132GRF300 / FED HM LN PC POOL Q06186 FG 02/42 FIXED 4 0.03 -2.86 0.0060 -0.0001
US31396L4R81 / FNMA, REMIC, Series 2006-118, Class A1 0.03 -2.94 0.0058 -0.0001
US31418C5V28 / UMBS, 15 Year 0.03 -5.71 0.0058 -0.0003
US126670JY52 / COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 3A2A 0.03 0.00 0.0058 -0.0001
US31392UEE01 / FREDDIE MAC FHR 2504 Z 0.03 -2.94 0.0057 -0.0002
US3140X5BL64 / FNMA UMBS, 15 Year 0.03 -8.57 0.0056 -0.0005
RFR USD SOFR/3.61882 03/01/24-9Y* LCH / DIR (EZPPGS20SB55) 0.03 -53.03 0.0054 -0.0061
US924933AA27 / Veros Auto Receivables Trust, Series 2023-1, Class A 0.03 -66.30 0.0054 -0.0105
RFR USD SOFR/3.53200 08/20/24-10Y LCH / DIR (EZ4ZGS2N23W5) 0.03 -24.39 0.0053 -0.0019
US36297KH871 / GNMA POOL 714055 GN 05/39 FIXED 5 0.03 0.00 0.0052 -0.0001
US31406BAA89 / FNMA POOL 804701 FN 01/35 FLOATING VAR 0.03 -3.33 0.0050 -0.0002
US3128MJ3B44 / Freddie Mac Gold Pool 0.03 -3.45 0.0050 -0.0002
RFR USD SOFR/3.55500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) 0.03 -26.32 0.0049 -0.0018
US36225CMC72 / GNMA II POOL 080354 G2 12/29 FLOATING VAR 0.03 -3.45 0.0048 -0.0003
RFR USD SOFR/3.60933 03/01/24-9Y* LCH / DIR (EZPPGS20SB55) 0.03 -59.09 0.0047 -0.0068
US3128LXMR85 / Freddie Mac Gold Pool 0.03 -3.57 0.0047 -0.0002
RFR USD SOFR/3.56500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) 0.03 -28.95 0.0047 -0.0020
US3128M5BG44 / FED HM LN PC POOL G03339 FG 08/37 FIXED 6 0.03 0.00 0.0046 -0.0001
US31404VW205 / FNMA POOL 780165 FN 05/34 FIXED 5.5 0.03 -3.70 0.0046 -0.0001
US36296URM44 / GNMA POOL 701692 GN 02/39 FIXED 5 0.03 0.00 0.0045 -0.0001
US3132D53J98 / Freddie Mac Pool 0.03 -3.70 0.0045 -0.0002
US3140J6GM33 / FANNIE MAE 4% 10/01/2047 FNL 0.03 -3.85 0.0044 -0.0001
US3128P7QS51 / Freddie Mac Gold Pool 0.03 -7.41 0.0044 -0.0003
US17307GW795 / Citigroup Mortgage Loan Trust 2005-11 0.02 0.00 0.0042 -0.0001
US31418DAL64 / Fannie Mae Pool 0.02 -4.00 0.0041 -0.0002
US31407HL614 / FNMA POOL 831149 FN 12/35 FIXED 6 0.02 0.00 0.0041 -0.0001
US3128M56F29 / Freddie Mac Gold Pool 0.02 0.00 0.0040 -0.0000
EZW8XKN63668 / GENERAL ELECTRIC COMPANY SNR S* ICE 0.02 -15.38 0.0038 -0.0007
US3140X6NS62 / FNMA POOL FM3100 FN 02/35 FIXED VAR 0.02 -4.55 0.0038 -0.0002
US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) 0.02 0.0038 0.0038
RFR USD SOFR/3.59500 08/19/24-10Y LCH / DIR (EZN7CQ0TS3K8) 0.02 -34.37 0.0037 -0.0019
US3128P7PJ61 / FED HM LN PC POOL C91325 FG 08/30 FIXED 4 0.02 -4.55 0.0037 -0.0003
RFR USD SOFR/3.24000 09/16/24-10Y LCH / DIR (EZH06W9H2QV9) 0.02 133.33 0.0036 0.0021
US3132AEKD75 / Freddie Mac Pool 0.02 0.00 0.0036 -0.0002
US3128P7LR24 / Freddie Mac Gold Pool 0.02 -9.09 0.0035 -0.0004
US312941D207 / FED HM LN PC POOL A92821 FG 07/40 FIXED 5 0.02 -4.76 0.0035 -0.0001
RFR USD SOFR/3.8724* 03/20/25-30Y* LCH / DIR (EZGJ99MVMFL2) 0.02 -433.33 0.0035 0.0046
EZNNZGXLPF67 / HESS CORPORATION SNR S* ICE 0.02 -17.39 0.0034 -0.0007
RFR USD SOFR/3.81358 03/10/25-30Y* LCH / DIR (EZD73F8JTWY7) 0.02 -272.73 0.0033 0.0054
US31394ALL88 / FANNIEMAE WHOLE LOAN FNW 2004 W8 2A 0.02 -5.00 0.0033 -0.0003
US31417Y3N59 / Fannie Mae Pool 0.02 -10.00 0.0032 -0.0003
US07384MTN29 / Bear Stearns ARM Trust 2003-1 0.02 -5.56 0.0030 -0.0001
US31405PRS10 / Fannie Mae Pool 0.02 -5.56 0.0030 -0.0001
VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (EZL2Z9F4XSP5) 0.02 -5.56 0.0030 -0.0002
US3128KWH553 / Freddie Mac Gold Pool 0.02 0.00 0.0029 -0.0000
US35729NAB10 / Fremont Home Loan Trust, Series 2006-E, Class 2A1 0.02 0.00 0.0029 -0.0000
EZRRBYCX3652 / BOEING CO/THE SNR S* ICE 0.02 0.00 0.0029 0.0001
RFR USD SOFR/3.55000 08/21/24-10Y LCH / DIR (EZHZRCBWPB39) 0.02 -30.43 0.0029 -0.0011
US31416Q6H37 / Fannie Mae Pool 0.02 -5.88 0.0028 -0.0001
US36225CDM55 / GNMA II POOL 080107 G2 08/27 FLOATING VAR 0.02 -11.11 0.0028 -0.0003
EZZVSNMRWDZ0 / GENERAL ELECTRIC COMPANY SNR S* ICE 0.02 -20.00 0.0028 -0.0008
US36225CDA18 / GNMA II POOL 080096 G2 07/27 FLOATING VAR 0.02 -11.11 0.0027 -0.0005
US3128P7N332 / Freddie Mac Gold Pool 0.02 0.00 0.0027 -0.0002
RFR USD SOFR/3.47000 09/04/24-10Y LCH / DIR (EZSXZYY2VD17) 0.02 -25.00 0.0027 -0.0008
US31394VL730 / Fannie Mae REMICS 0.02 -6.25 0.0027 -0.0001
US3128M5H455 / Freddie Mac Gold Pool 0.02 0.00 0.0026 -0.0001
US36296AVV33 / GNMA POOL 685628 GN 04/38 FIXED 5 0.02 0.00 0.0026 -0.0001
US74160MDL37 / Prime Mortgage Trust 2004-CL1 0.01 -6.67 0.0025 -0.0003
US912834KH07 / United States Treasury Strip Coupon 0.01 -7.14 0.0024 -0.0001
US31404EFS00 / FNMA POOL 766177 FN 02/34 FIXED 5.5 0.01 0.00 0.0022 -0.0001
US3128M6RW03 / Freddie Mac Gold Pool 0.01 -7.69 0.0022 -0.0001
US31417LBK08 / FNMA POOL AC1841 FN 09/39 FIXED 4.5 0.01 -7.69 0.0022 -0.0001
US31410FYU38 / Fannie Mae Pool 0.01 -7.69 0.0022 -0.0001
BOEING CO/THE SNR S* ICE / DCR (EZC4SH442RJ4) 0.01 -7.69 0.0022 -0.0002
RFR USD SOFR/3.56900 08/14/24-10Y LCH / DIR (EZBVMXZPZB61) 0.01 -29.41 0.0021 -0.0009
US07387AFZ30 / Bear Stearns ARM Trust 2005-12 0.01 0.00 0.0020 -0.0000
US3128M4M672 / Freddie Mac Gold Pool 0.01 0.00 0.0020 -0.0000
US3132AD4R60 / FNCI UMBS 3.5 ZT1732 02-01-34 0.01 -9.09 0.0018 -0.0001
RFR USD SOFR/3.84598 03/20/25-30Y* LCH / DIR (EZGJ99MVMFL2) 0.01 -266.67 0.0018 0.0030
US86358HNX34 / Structured Asset Mortgage Investments Trust 2002-AR3 0.01 -9.09 0.0018 -0.0001
US3128KUGS03 / FED HM LN PC POOL A63809 FG 08/37 FIXED 6 0.01 0.00 0.0015 -0.0000
US3128M74F01 / Freddie Mac Gold Pool 0.01 0.00 0.0015 -0.0000
US3128M6AX68 / Freddie Mac Gold Pool 0.01 0.00 0.0015 -0.0000
US31407YK405 / Fannie Mae Pool 0.01 -12.50 0.0014 -0.0000
RFR USD SOFR/3.27750 09/16/24-10Y LCH / DIR (EZH06W9H2QV9) 0.01 -22.22 0.0013 -0.0002
US3128M5WA45 / Freddie Mac Gold Pool 0.01 0.00 0.0013 -0.0000
US31416XX963 / FNMA POOL AB2503 FN 03/31 FIXED 4.5 0.01 -12.50 0.0013 -0.0001
US31418DJL73 / FNMA 15YR 3.5% 12/01/2034#MA3866 0.01 -12.50 0.0013 -0.0001
US36241KGU60 / Ginnie Mae I Pool 0.01 0.00 0.0013 -0.0001
US31410G2F94 / Fannie Mae Pool 0.01 -14.29 0.0012 -0.0000
US312938NJ83 / FED HM LN PC POOL A90393 FG 12/39 FIXED 5 0.01 0.00 0.0011 -0.0000
US31288CA430 / FED HM LN PC POOL C73627 FG 11/32 FIXED 6 0.01 0.00 0.0011 -0.0001
US3128P7RJ44 / FED HM LN PC POOL C91389 FG 08/31 FIXED 4 0.01 0.00 0.0011 -0.0001
US3128M5RA00 / Freddie Mac Gold Pool 0.01 0.00 0.0010 -0.0000
US31414CGL63 / FNMA POOL 962003 FN 03/38 FIXED 5.5 0.01 0.00 0.0010 -0.0000
US36241KKS68 / Ginnie Mae I Pool 0.01 0.00 0.0010 -0.0000
US36225CCY03 / Ginnie Mae II Pool 0.01 -28.57 0.0010 -0.0003
US31376KHD19 / Fannie Mae Pool 0.01 0.00 0.0010 -0.0001
US36291YVQ78 / GNMA POOL 642423 GN 11/35 FIXED 5 0.01 0.00 0.0010 -0.0000
US36241KA734 / Ginnie Mae I Pool 0.01 0.00 0.0009 -0.0000
US31419FGN06 / FNMA POOL AE4704 FN 09/30 FIXED 4.5 0.01 0.00 0.0009 -0.0000
US31417YSY40 / Fannie Mae Pool 0.01 0.00 0.0009 -0.0001
US3132AEG671 / FHLG 15YR 3.5% 05/01/2034#ZT2021 0.01 0.00 0.0009 -0.0000
VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (EZKBMTL78RT9) 0.01 25.00 0.0009 0.0000
US36179UKZ48 / Ginnie Mae II Pool 0.00 0.00 0.0008 -0.0000
US3620C1A223 / GNMA POOL 745325 GN 08/40 FIXED 5 0.00 0.00 0.0008 -0.0000
US31406AWK41 / Federal National Mortgage Association 0.00 0.00 0.0008 -0.0001
US3620AYT890 / GNMA POOL 744075 GN 06/41 FIXED 5 0.00 0.00 0.0008 -0.0000
US36225CBQ87 / Ginnie Mae II Pool 0.00 -20.00 0.0008 -0.0001
US31415B3T48 / FNMA POOL 982410 FN 04/38 FIXED 6 0.00 0.00 0.0007 -0.0000
RFR USD SOFR/3.60000 01/17/24-10Y LCH / DIR (EZ3PH80XK7T0) 0.00 -60.00 0.0007 -0.0011
US31418DFK37 / FNMA POOL MA3769 FN 09/34 FIXED 3.5 0.00 0.00 0.0007 -0.0000
US36200JHK97 / GNMA POOL 602434 GN 03/35 FIXED 5 0.00 -25.00 0.0007 -0.0000
US36200JJ501 / GNMA POOL 602484 GN 12/35 FIXED 5 0.00 0.00 0.0007 -0.0000
US36291XXK08 / GNMA POOL 641582 GN 08/35 FIXED 5 0.00 0.00 0.0006 -0.0000
US617463AA25 / Morgan Stanley IXIS Real Estate Capital Trust 2006-2 0.00 0.00 0.0006 -0.0000
US3138EGG576 / FANNIE MAE 3.963% 04/01/2041 FAR FNARM 0.00 0.00 0.0006 -0.0000
US3128M5Q522 / FEDERAL HOME LOAN MORTGAGE CORP 6.00% 01/01/2038 FHLMC G30 0.00 0.00 0.0006 -0.0000
US3140QBQV31 / FNMA POOL CA4067 FN 08/34 FIXED 3.5 0.00 0.00 0.0006 -0.0001
RFR USD SOFR/3.60500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) 0.00 -92.11 0.0006 -0.0061
US3128M7HN96 / Freddie Mac Gold Pool 0.00 0.00 0.0006 -0.0000
US31295LBG68 / FED HM LN PC POOL 787239 FH 07/30 FLOATING VAR 0.00 0.00 0.0006 -0.0000
RFR USD SOFR/3.71500 08/07/24-10Y LCH / DIR (EZ2H268MSWS8) 0.00 -72.73 0.0006 -0.0014
US36292HJJ32 / GNMA POOL 649265 GN 11/35 FIXED 5 0.00 0.00 0.0006 -0.0000
US31418C7A62 / UMBS, 15 Year 0.00 0.00 0.0005 -0.0000
US3128M7PQ36 / FED HM LN PC POOL G05531 FG 08/38 FIXED 6 0.00 0.00 0.0005 -0.0000
US36225B6B92 / GOVT NATL MORTG ASSN 5.00% 07/15/2034 GNMA 0.00 0.00 0.0005 -0.0000
US3128K9SR67 / FGOLD 30YR 0.00 0.00 0.0005 -0.0000
US31412RAL15 / FNMA POOL 932511 FN 02/40 FIXED 5.5 0.00 0.00 0.0005 -0.0000
US36292BPM27 / GNMA POOL 644028 GN 08/35 FIXED 5 0.00 -33.33 0.0005 -0.0000
US3128M5GM66 / Freddie Mac Gold Pool 0.00 0.00 0.0005 -0.0000
US31407KGK97 / FNMA POOL 832802 FN 09/35 FLOATING VAR 0.00 -71.43 0.0005 -0.0007
US36292HR620 / GNMA POOL 649509 GN 10/35 FIXED 5 0.00 0.00 0.0005 -0.0000
US3128M6SG44 / FED HM LN PC POOL G04719 FG 01/38 FIXED 5.5 0.00 0.00 0.0005 -0.0000
US36292FWA10 / GNMA POOL 647841 GN 10/35 FIXED 5 0.00 0.00 0.0005 -0.0000
US36225CCN48 / GNMA II POOL 080076 G2 05/27 FLOATING VAR 0.00 -33.33 0.0005 -0.0001
US36225CPL45 / Ginnie Mae II Pool 0.00 0.00 0.0004 -0.0000
US3128M6AU20 / Freddie Mac Gold Pool 0.00 0.00 0.0004 -0.0000
US31403DWH87 / Fannie Mae Pool 0.00 0.00 0.0004 -0.0000
US3128L15M88 / FED HM LN PC POOL A69852 FG 12/37 FIXED 5.5 0.00 0.00 0.0004 -0.0000
US45660UAT60 / IndyMac ARM Trust 2001-H2 0.00 0.00 0.0004 -0.0000
US31418DBA90 / UMBS 0.00 0.00 0.0004 -0.0000
US3128M6NE41 / Freddie Mac Gold Pool 0.00 0.00 0.0003 -0.0000
VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (EZSQ5BJRJBN9) 0.00 0.00 0.0003 0.0000
US36292FSX68 / GNMA POOL 647734 GN 08/35 FIXED 5 0.00 0.00 0.0003 -0.0000
US31415QAV86 / FNMA POOL 985720 FN 06/38 FIXED 5.5 0.00 0.00 0.0003 -0.0000
US31390RXM05 / FNMA POOL 654184 FN 10/32 FIXED 6 0.00 0.00 0.0003 -0.0001
US36291NRF05 / GNMA POOL 633286 GN 11/35 FIXED 5 0.00 0.00 0.0002 -0.0000
US31405UXK05 / FNMA POOL 799982 FN 12/34 FIXED 5.5 0.00 0.00 0.0002 -0.0000
US3128KKFS30 / FED HM LN PC POOL A56477 FG 01/37 FIXED 6 0.00 0.00 0.0002 -0.0001
US3128M6AR90 / Freddie Mac Gold Pool 0.00 0.00 0.0002 -0.0000
US31404UMY37 / FNMA POOL 778975 FN 06/34 FIXED 5.5 0.00 0.00 0.0002 -0.0000
US31371LTV17 / FNMA 30YR 0.00 0.0002 -0.0000
RFR USD SOFR/3.64750 01/08/24-10Y LCH / DIR (EZG7FCZ335H8) 0.00 -100.00 0.0002 -0.0012
US31417YTV91 / Fannie Mae Pool 0.00 0.0001 -0.0000
US3128M5W553 / FED HM LN PC POOL G03968 FG 12/36 FIXED 5.5 0.00 0.0001 -0.0000
US3138A5AW23 / FNMA POOL AH3620 FN 01/26 FIXED 3.5 0.00 -100.00 0.0001 -0.0001
US31410GRK12 / Fannie Mae Pool 0.00 0.0001 -0.0000
US31385XAS62 / Fannie Mae Pool 0.00 0.0001 -0.0000
US3128KUG500 / Freddie Mac Gold Pool 0.00 0.0001 -0.0000
US312926M399 / FED HM LN PC POOL A80378 FG 12/36 FIXED 5.5 0.00 0.0001 -0.0000
US31402X4D54 / FNMA POOL 741620 FN 10/33 FIXED 5.5 0.00 0.0001 -0.0000
US12669GHG91 / COUNTRYWIDE HOME LOANS CWHL 2004 HYB9 1A1 0.00 0.0001 -0.0000
US3138A3DJ37 / FNMA POOL AH1904 FN 03/26 FIXED 4 0.00 0.0001 -0.0000
US31407HUA21 / FNMA POOL 831377 FN 04/36 FIXED 6.5 0.00 0.0001 -0.0000
US31411WDB00 / FNMA POOL 916398 FN 05/37 FIXED 6.5 0.00 0.0001 -0.0000
US36202KUY99 / Ginnie Mae II Pool 0.00 -100.00 0.0001 -0.0002
US31405PGB04 / FNMA POOL 794994 FN 10/34 FIXED 5.5 0.00 0.0001 -0.0000
US31400HJ530 / FNMA POOL 687984 FN 03/33 FIXED 5.5 0.00 0.0001 -0.0000
US31402VKA79 / FNMA POOL 739289 FN 09/33 FIXED 5.5 0.00 0.0001 -0.0000
US31391ABE82 / FNMA POOL 660737 FN 07/31 FIXED 6.5 0.00 0.0000 -0.0000
US3132A74F58 / FED HM LN PC POOL ZS7122 FR 08/27 FIXED 3.5 0.00 0.0000 -0.0000
US3128M5K582 / Freddie Mac Gold Pool 0.00 0.0000 -0.0000
US36202KXR12 / Ginnie Mae II Pool 0.00 0.0000 -0.0000
US3128M6PK82 / Freddie Mac Gold Pool 0.00 0.0000 -0.0000
US31385PRQ99 / FNMA POOL 548695 FN 10/30 FIXED 8 0.00 0.0000 -0.0000
US36225CC797 / GNMA II POOL 080093 G2 07/27 FLOATING VAR 0.00 0.0000 -0.0000
US31416KNZ74 / FNMA POOL AA2207 FN 03/39 FIXED 5.5 0.00 0.0000 -0.0000
US3138AAYJ48 / Fannie Mae Pool 0.00 0.0000 -0.0000
US31391TDF21 / FNMA POOL 676102 FN 12/32 FIXED 5.5 0.00 0.0000 -0.0000
US3128M6PP79 / FED HM LN PC POOL G04630 FG 11/29 FIXED 6 0.00 0.0000 -0.0000
US36206FAB85 / GOVT NATL MORTG ASSN 7.50% 09/15/2025 GNMA SF 0.00 0.0000 -0.0000
317U9EOA5 PIMCO SWAPTION 4.101 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
317U9G6A0 PIMCO SWAPTION 4.065 PUT USD 2025070 / DIR (EZJQZP36X547) 0.00 0.0000 0.0000
317U9IZA4 PIMCO SWAPTION 4.125 PUT USD 2025070 / DIR (EZY1VWC6W1B5) 0.00 0.0000 0.0000
317U9GEA1 PIMCO SWAPTION 4.075 PUT USD 2025070 / DIR (EZ78N9X8M3Y4) -0.00 -0.0000 -0.0000
317U9HMA0 PIMCO SWAPTION 4.019 PUT USD 2025070 / DIR (EZY1VWC6W1B5) -0.00 -0.0000 -0.0000
317U9JKA8 PIMCO SWAPTION 4.14 PUT USD 20250709 / DIR (EZYG54DQ9CL7) -0.00 -0.0000 -0.0000
317U9LLA2 PIMCO SWAPTION 4.095 PUT USD 2025071 / DIR (EZBYVN1N6JS0) -0.00 -0.0000 -0.0000
317U9JRA1 PIMCO SWAPTION 4.12 PUT USD 20250709 / DIR (EZYG54DQ9CL7) -0.00 -0.0000 -0.0000
317U9LGA8 PIMCO SWAPTION 4.097 PUT USD 2025071 / DIR (EZHBWHSTV570) -0.00 -0.0000 -0.0000
317U9M3A0 PIMCO SWAPTION 4.037 PUT USD 2025071 / DIR (EZ1JLHJ8JY10) -0.00 -0.0001 -0.0001
US 10YR FUT OPTN AUG25P 109 EXP 07/25/2025 / DIR (000000000) -0.00 -0.0001 -0.0001
317U9LMA1 PIMCO SWAPTION 3.695 CALL USD 202507 / DIR (EZSG2674R1G7) -0.00 -0.0001 -0.0001
317U9EPA4 PIMCO SWAPTION 3.701 CALL USD 202506 / DIR (EZY1GXGHBZM5) -0.00 -0.0001 -0.0001
317U9J0A0 PIMCO SWAPTION 3.775 CALL USD 202507 / DIR (EZJFGPMJB918) -0.00 -0.0002 -0.0002
RFR USD SOFR/3.67000 01/08/24-10Y LCH / DIR (EZG7FCZ335H8) -0.00 -114.29 -0.0002 -0.0015
US 10YR FUT OPTN AUG25P 109.5 EXP 07/25/2025 / DIR (000000000) -0.00 -0.0002 -0.0002
317U9MPA6 PIMCO SWAPTION 3.933 PUT USD 2025072 / DIR (EZTRLD6PX319) -0.00 -0.0003 -0.0003
317U9N3A8 PIMCO SWAPTION 3.905 PUT USD 2025072 / DIR (EZBGX0TQ91B3) -0.00 -0.0003 -0.0003
317U9HNA9 PIMCO SWAPTION 3.669 CALL USD 202507 / DIR (EZJFGPMJB918) -0.00 -0.0003 -0.0003
317U9O2A7 PIMCO SWAPTION 3.895 PUT USD 2025072 / DIR (EZHZLXVZP143) -0.00 -0.0004 -0.0004
317U9N4A7 PIMCO SWAPTION 3.555 CALL USD 202507 / DIR (EZMYNDCY8F38) -0.00 -0.0006 -0.0006
317U9O3A6 PIMCO SWAPTION 3.545 CALL USD 202507 / DIR (EZ24N26H1YR9) -0.00 -0.0006 -0.0006
317U9MQA5 PIMCO SWAPTION 3.583 CALL USD 202507 / DIR (EZCLF3R2NG23) -0.00 -0.0008 -0.0008
317U9EJA1 PIMCO SWAPTION 3.727 CALL USD 202506 / DIR (EZY1GXGHBZM5) -0.01 -0.0010 -0.0010
317U9M4A9 PIMCO SWAPTION 3.637 CALL USD 202507 / DIR (EZ7SJVNDKPC9) -0.01 -0.0010 -0.0010
317U9G7A9 PIMCO SWAPTION 3.715 CALL USD 202507 / DIR (EZL4V0T519J1) -0.01 -0.0012 -0.0012
RFR USD SOFR/3.84200 12/26/23-10Y LCH / DIR (EZXF72WB6QT0) -0.01 133.33 -0.0012 -0.0007
RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (EZH2QB9TLWH9) -0.01 75.00 -0.0014 -0.0005
317U9GFA0 PIMCO SWAPTION 3.725 CALL USD 202507 / DIR (EZ78XR7L6YX2) -0.01 -0.0015 -0.0015
RFR USD SOFR/3.85400 12/29/23-10Y LCH / DIR (EZ691JFCS359) -0.01 125.00 -0.0016 -0.0008
317U9LHA7 PIMCO SWAPTION 3.697 CALL USD 202507 / DIR (EZ1ZLHZPLNC3) -0.01 -0.0016 -0.0016
RFR USD SOFR/3.85000 08/05/24-10Y LCH / DIR (EZKZ3H4L0SC3) -0.01 400.00 -0.0018 -0.0014
RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (EZ2V6Q3C4Q52) -0.01 66.67 -0.0018 -0.0006
RFR USD SOFR/3.89000 03/03/25-10Y LCH / DIR (EZ6496BPGLD0) -0.01 66.67 -0.0018 -0.0007
RFR USD SOFR/3.87400 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) -0.01 57.14 -0.0021 -0.0008
RFR USD SOFR/3.90750 03/04/25-10Y LCH / DIR (EZP5RC766JJ0) -0.01 55.56 -0.0024 -0.0008
317U9JQA2 PIMCO SWAPTION 3.77 CALL USD 2025070 / DIR (EZT76LRY6S63) -0.01 -0.0025 -0.0025
317U9JLA7 PIMCO SWAPTION 3.79 CALL USD 2025070 / DIR (EZT76LRY6S63) -0.02 -0.0029 -0.0029
RFR USD SOFR/3.95561 02/11/25-30Y* LCH / DIR (EZNV8KC0QQ05) -0.02 -81.82 -0.0029 0.0124
US 10YR FUT OPTN AUG25C 112.5 EXP 07/25/2025 / DIR (000000000) -0.02 -0.0032 -0.0032
RFR USD SOFR/3.84200 03/04/25-5Y LCH / DIR (EZSYJ06JDLK1) -0.02 122.22 -0.0035 -0.0017
RFR USD SOFR/3.88000 07/10/24-10Y LCH / DIR (EZG0BTDH1HZ1) -0.02 228.57 -0.0040 -0.0027
RFR USD SOFR/3.99400 07/02/24-10Y LCH / DIR (EZ6F7BKB3SW9) -0.02 53.33 -0.0041 -0.0015
RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (EZKR9TWV5646) -0.03 47.06 -0.0044 -0.0013
RFR USD SOFR/3.97500 03/21/25-10Y LCH / DIR (EZSTF4LLCQZ1) -0.04 34.62 -0.0061 -0.0016
RFR USD SOFR/4.08000 06/05/24-10Y LCH / DIR (EZZ07KT62N06) -0.04 83.33 -0.0076 -0.0033
RFR USD SOFR/2.85000 08/29/22-5Y LCH / DIR (EZTLVW57JR59) -0.07 -8.97 -0.0123 0.0012
RFR USD SOFR/3.75000 12/18/24-5Y LCH / DIR (EZ2V74HC3Q62) -0.08 326.32 -0.0140 -0.0107
RFR USD SOFR/3.75000 06/20/24-10Y LCH / DIR (EZ52H44WTW83) -0.09 -201.14 -0.0153 -0.0306
RFR USD SOFR/3.80000 06/03/24-7Y* LCH / DIR (EZRYBJZD4558) -0.11 146.51 -0.0182 -0.0107
RFR USD SOFR/1.78750 05/03/22-5Y LCH / DIR (EZRTX2S89N60) -0.18 -48.73 -0.0310 0.0301
RFR USD SOFR/2.15000 06/15/22-5Y LCH / DIR (EZG3K81HS5Q1) -0.29 -51.93 -0.0491 0.0538
US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) -0.90 -0.1542 -0.1542
US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) -1.07 -0.1826 -0.1826
US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) -1.14 -0.1952 -0.1952
REVERSE REPO DEUTSCHE REVERSE REPO / RA (000000000) -2.55 -0.4373 -0.4373
REVERSE REPO JPM CHASE / RA (000000000) -5.33 -0.9130 -0.9130
REVERSE REPO JPM CHASE / RA (000000000) -5.56 -0.9530 -0.9530
REVERSE REPO THE BANK OF NOVA REVERSE REPO / RA (000000000) -27.10 -4.6408 -4.6408
REPU STATE STREET GLOBAL MARKE USD REPU SSB T / RA (000000000) -53.71 -9.1986 -9.1986