Statistik Asas
Nilai Portfolio $ 2,317,989,165
Kedudukan Semasa 1,190
Pegangan Terkini, Prestasi, AUM (dari 13F, 13D)

FXIMX - Fixed Income SHares: Series M Series M telah mendedahkan 1,190 jumlah pegangan dalam pemfailan SEC terkini mereka. Nilai portfolio terkini dikira sebagai $ 2,317,989,165 USD. Aset Sebenar Di Bawah Pengurusan (AUM) ialah nilai ini ditambah dengan tunai (yang tidak didedahkan). Pegangan teratas FXIMX - Fixed Income SHares: Series M Series M ialah Ginnie Mae (US:US21H0226892) , UMBS TBA (US:US01F0506844) , UMBS TBA (US:US01F0426811) , Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , and FHLG 30YR 4% 09/01/2052#SD8244 (US:US3132DWER07) . Kedudukan baharu FXIMX - Fixed Income SHares: Series M Series M termasuk Ginnie Mae (US:US21H0226892) , UMBS TBA (US:US01F0506844) , UMBS TBA (US:US01F0426811) , Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , and FHLG 30YR 4% 09/01/2052#SD8244 (US:US3132DWER07) .

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 %
184.15 10.7917 10.7917
50.77 2.9750 2.9750
89.60 5.2511 1.5078
133.87 7.8450 0.9738
9.61 0.5635 0.5635
7.36 0.4311 0.4311
7.03 0.4123 0.4123
7.01 0.4108 0.4108
93.27 5.4660 0.3857
5.87 0.3441 0.3441
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 %
-102.41 -6.0018 -30.9454
200.82 11.7685 -9.9624
48.06 2.8163 -0.6748
-9.96 -0.5836 -0.5836
-4.19 -0.2454 -0.2454
-2.74 -0.1604 -0.1604
60.85 3.5658 -0.1604
36.54 2.1414 -0.1179
-1.87 -0.1097 -0.1097
37.85 2.2184 -0.1037
13F dan Pemfailan Dana

Borang ini telah difailkan pada 2025-08-29 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
(%)
US21H0226892 / Ginnie Mae 200.82 -31.99 11.7685 -9.9624
US01F0506844 / UMBS TBA 184.15 10.7917 10.7917
US01F0426811 / UMBS TBA 133.87 43.38 7.8450 0.9738
EUROPEAN UNION SR UNSECURED REGS 10/29 2.875 / DBT (EU000A3L1CN4) 93.27 9.82 5.4660 0.3857
US01F0626899 / Uniform Mortgage-Backed Security, TBA 89.60 76.17 5.2511 1.5078
US3132DWER07 / FHLG 30YR 4% 09/01/2052#SD8244 60.85 -2.32 3.5658 -0.1604
US91282CGW55 / United States Treasury Inflation Indexed Bonds 53.38 0.77 3.1282 -0.0403
US01F0606834 / Uniform Mortgage-Backed Security, TBA 50.77 2.9750 2.9750
US01F0526800 / Uniform Mortgage-Backed Security, TBA 48.06 1.31 2.8163 -0.6748
US3140XDRC24 / FNMA POOL FM9482 FN 11/51 FIXED VAR 37.85 -2.48 2.2184 -0.1037
US TREASURY N/B 08/54 4.25 / DBT (US912810UC08) 36.54 -3.25 2.1414 -0.1179
TSY INFL IX N/B 01/34 1.75 / DBT (US91282CJY84) 32.91 0.30 1.9287 -0.0341
US3132DWHS52 / FEDERAL HOME LOAN MORTGAGE CORPORATION 21.58 -1.70 1.2648 -0.0485
US3622MHAA47 / GSAMP Trust 2007-FM2 21.37 3.20 1.2525 0.0137
US61747YFE05 / Morgan Stanley 20.35 1.67 1.1927 -0.0047
TRINITAS CLO LTD TRNTS 2020 14A A1R 144A / ABS-CBDO (US89641QAN07) 16.51 0.12 0.9676 -0.0190
C / Citigroup Inc. - Depositary Receipt (Common Stock) 15.33 1.56 0.8983 -0.0045
US06051GLH01 / Bank of America Corp. 15.31 1.53 0.8970 -0.0048
US17181KAA88 / CIM Trust 2023-R2 14.67 -2.87 0.8599 -0.0437
US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND 14.55 -6.25 0.8528 -0.0757
LCM LTD PARTNERSHIP LCM 35A A1R 144A / ABS-CBDO (US50202QAL77) 11.87 0.05 0.6956 -0.0140
BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F 11.41 1.84 0.6689 -0.0015
US62432MAN92 / Mountain View Clo XIV Ltd 11.19 0.48 0.6558 -0.0103
US172967PA33 / CITIGROUP INC 10.77 1.46 0.6312 -0.0038
US345397C924 / Ford Motor Credit Co LLC 10.34 0.61 0.6058 -0.0087
US07389YAD31 / BSABS 2007-HE2 2A4 9.94 -5.16 0.5827 -0.0445
US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) 9.61 0.5635 0.5635
TRINITAS CLO LTD TRNTS 2017 6A ARRR 144A / ABS-CBDO (US89640YBN31) 9.51 0.17 0.5574 -0.0106
UBSG34 / UBS Group AG - Depositary Receipt (Common Stock) 9.35 1.29 0.5481 -0.0042
US61744CYC45 / MORGAN STANLEY CAPITAL INC MSAC 2006 NC1 M2 9.30 -0.73 0.5450 -0.0154
US12670FAA84 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 9 1A 9.23 -0.84 0.5409 -0.0159
US69121KAG94 / Owl Rock Capital Corp 9.04 1.50 0.5297 -0.0030
XS2305383288 / DRYDEN LEVERAGED LOAN CDO DRYD 2017 27A AR 144A 8.97 6.73 0.5259 0.0230
US64831HAM51 / New Residential Mortgage Loan Trust 2023-NQM1 8.83 -7.44 0.5174 -0.0532
US17312GAS03 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL3 A1 144A 8.80 -2.72 0.5156 -0.0254
US302635AH04 / FS KKR Capital Corp 8.63 0.47 0.5059 -0.0081
STELLANTIS FIN US INC COMPANY GUAR 144A 03/35 6.45 / DBT (US85855CAL46) 8.34 1.21 0.4890 -0.0042
US05571AAS42 / BPCE SA 8.24 0.88 0.4831 -0.0057
PIKES PEAK CLO PIPK 2018 2A ARR 144A / ABS-CBDO (US72133JAY38) 8.21 0.27 0.4810 -0.0086
RFR USD SOFR/3.00000 02/12/25-30Y LCH / DIR (EZ5QDLRMVJ80) 8.07 15.73 0.4726 0.0558
US03666HAF82 / ANTARES HOLDINGS LP 7.98 0.05 0.4675 -0.0094
US05571AAR68 / BPCE SA 7.95 0.54 0.4656 -0.0071
XS2716891440 / EPH Financing International AS 7.68 9.67 0.4498 0.0311
BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 4A A1R 144A / ABS-CBDO (US05685AAQ13) 7.52 0.35 0.4406 -0.0076
US01F0306781 / UMBS TBA 7.36 0.4311 0.4311
US46654FAD06 / JP Morgan Mortgage Trust 7.32 -2.35 0.4289 -0.0194
CARVAL CLO LTD CARVL 2019 2A AR2 144A / ABS-CBDO (US14686WAW10) 7.26 -1.08 0.4252 -0.0135
US87241EAQ89 / TCW CLO 2019-1 AMR Ltd 7.11 0.24 0.4167 -0.0076
VOYA CLO LTD VOYA 2017 3A A1RR 144A / ABS-CBDO (US92915QBG73) 7.07 -0.37 0.4145 -0.0101
US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) 7.03 0.4123 0.4123
SAN / Banco Santander, S.A. - Depositary Receipt (Common Stock) 7.01 0.98 0.4110 -0.0045
GREYSTONE COMMERCIAL REAL ESTA GSTNE 2025 FL4 A 144A / ABS-CBDO (US39810MAA71) 7.01 0.4108 0.4108
ELEVATION CLO LTD AWPT 2022 16A A1AR 144A / ABS-CBDO (US28623YAU73) 7.01 0.70 0.4107 -0.0055
SANDSTONE PEAK LTD. SAND 2021 1A A1R 144A / ABS-CBDO (US800130AN66) 7.00 0.04 0.4105 -0.0083
US92535VAF94 / Vertical Bridge Holdings LLC 6.96 0.69 0.4079 -0.0056
XS2418762923 / Madison Park Euro Funding XIV DAC 6.68 8.23 0.3914 0.0223
US53079EBM57 / Liberty Mutual Group Inc 6.53 1.71 0.3825 -0.0014
ATLAS SENIOR LOAN FUND LTD ATCLO 2019 15A A1R 144A / ABS-CBDO (US04942MAN48) 6.51 -13.07 0.3818 -0.0665
US92927BAA08 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA6 1A 6.47 -1.28 0.3793 -0.0129
937CJTII1 / CASTLELAKE LP FIRST LIEN TERM LOAN 6.42 -3.53 0.3760 -0.0218
US95000U2U64 / Wells Fargo & Co 6.39 1.78 0.3748 -0.0011
VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A / ABS-CBDO (US92338VAA98) 6.38 -5.93 0.3740 -0.0318
US67740QAH92 / Ohio National Financial Services, Inc. 6.27 0.63 0.3673 -0.0053
ATLANTIC AVENUE LTD MCCP 2024 3A A 144A / ABS-CBDO (US04822JAA43) 6.20 0.10 0.3632 -0.0071
US12662QAA40 / CSMC 2021-NQM7 6.19 -4.13 0.3630 -0.0235
US52522DAM39 / Lehman XS Trust Series 2006-16N 6.18 -3.82 0.3620 -0.0222
US38122ND823 / Golden State Tobacco Securitization Corp 6.11 -18.44 0.3580 -0.0901
30064K105 / Exacttarget, Inc. 6.10 1.38 0.3573 -0.0024
US542514KC79 / LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 1 M4 6.09 -7.21 0.3567 -0.0356
US539439AU36 / Lloyds Banking Group PLC 6.03 -0.07 0.3534 -0.0076
CARLYLE GLOBAL MARKET STRATEGI CGMS 2016 3A ARRR / ABS-CBDO (US14311UBA51) 6.01 0.47 0.3520 -0.0056
NAVESINK CLO, LIMITED NAVS 2024 2A A1 144A / ABS-CBDO (US63942YAA29) 6.00 0.17 0.3518 -0.0067
PARALLEL LTD PARL 2021 1A AR 144A / ABS-CBDO (US69916HAL42) 5.99 0.15 0.3511 -0.0067
ONTARIO (PROVINCE OF) SR UNSECURED 12/34 3.8 / DBT (CA68333ZBG15) 5.87 0.3441 0.3441
US02369GAA31 / American AgCredit Corp 6.00 0.00 5.83 0.78 0.3415 -0.0044
US04544RAD70 / ASSET BACKED SECURITIES CORP H ABSHE 2007 HE1 A5 5.79 0.10 0.3391 -0.0067
AG TRUST AG 2024 NLP A 144A / ABS-MBS (US00792MAA18) 5.77 0.12 0.3380 -0.0066
FR00140063V5 / ELECTRICITE DE FRANCE RT SCRIP 12/31/49 5.74 0.54 0.3363 -0.0051
XS2057850948 / AURIUM CLO ACLO 3A AR 144A 5.71 1.12 0.3345 -0.0032
MARS INC SR UNSECURED 144A 05/55 5.7 / DBT (US571676BC81) 5.69 -0.16 0.3335 -0.0075
US05531CAA80 / BCAP LLC TRUST BCAP 2008 IND1 A1 5.68 -3.10 0.3329 -0.0178
US14040HDC60 / Capital One Financial Corp 5.65 1.45 0.3311 -0.0020
US784208AD20 / SG Mortgage Securities Trust 2006-FRE2 5.63 -0.60 0.3298 -0.0089
LCM LTD PARTNERSHIP LCM 31A AR 144A / ABS-CBDO (US50201QAL86) 5.60 0.18 0.3284 -0.0062
US05369AAP66 / Aviation Capital Group LLC 5.58 0.69 0.3272 -0.0045
XS0765596357 / Morgan Stanley 5.55 3.43 0.3254 0.0043
US38141GA534 / Goldman Sachs Group, Inc. (The) 5.53 1.30 0.3241 -0.0025
MF1 MULTIFAMILY HOUSING MORTGA MF1 2025 FL17 A 144A / ABS-CBDO (US55287HAA86) 5.49 0.11 0.3219 -0.0063
HOLCIM FINANCE US LLC COMPANY GUAR 144A 04/35 5.4 / DBT (US43475RAD89) 5.48 0.3212 0.3212
US12666BAA35 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 22 1A 5.47 -0.60 0.3203 -0.0086
US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) 5.42 0.3173 0.3173
US87276WAA18 / TPG Real Estate Finance Issuer LTD 5.30 -4.98 0.3109 -0.0231
MADISON PARK FUNDING LTD MDPK 2021 49A AR 144A / ABS-CBDO (US55820VAL71) 5.29 0.23 0.3102 -0.0057
BBV / Banco Bilbao Vizcaya Argentaria, S.A. - Depositary Receipt (Common Stock) 5.22 1.42 0.3057 -0.0019
US16159RAC97 / Chase Home Lending Mortgage Trust 2023-RPL2 5.21 -1.75 0.3055 -0.0119
US345397C353 / Ford Motor Credit Co LLC 5.19 0.23 0.3044 -0.0056
US102291AA91 / BOWDOIN COLLEGE 4.693000% 07/01/2112 5.19 -3.76 0.3043 -0.0185
ATHENE GLOBAL FUNDING SECURED 144A 07/31 5.526 / DBT (US04685A3Z27) 5.11 0.71 0.2996 -0.0040
US29717PAQ00 / Essex Portfolio LP 5.11 1.19 0.2995 -0.0026
A1ES34 / The AES Corporation - Depositary Receipt (Common Stock) 5.08 0.49 0.2977 -0.0047
S1NN34 / Smith & Nephew plc - Depositary Receipt (Common Stock) 5.07 1.38 0.2973 -0.0020
US89787EAA91 / Trustage Financial Group, Inc. 5.02 0.94 0.2945 -0.0033
MADISON PARK FUNDING LTD MDPK 2020 46A ARR 144A / ABS-CBDO (US55822AAW71) 4.91 0.64 0.2875 -0.0041
VICI PROPERTIES LP SR UNSECURED 04/35 5.625 / DBT (US925650AK98) 4.85 1.47 0.2840 -0.0017
US02148FBX24 / ALTERNATIVE LOAN TRUST 2007-4CB SER 2007-4CB CL 1A35 REGD 6.00000000 4.84 -4.31 0.2836 -0.0189
US00075VAA98 / ASSET BACKED FUNDING CERTIFICA ABFC 2006 OPT3 A1 4.83 -1.95 0.2831 -0.0116
OCEAN TRAILS CLO OCTR 2020 8A ARR / ABS-CBDO (US67514UAU51) 4.81 0.15 0.2816 -0.0054
TOWD POINT MORTGAGE TRUST TPMT 2024 5 A1A 144A / ABS-MBS (US891944AA82) 4.79 -4.41 0.2806 -0.0190
US84751XAC65 / SPECIALTY UNDERWRITING + RESID SURF 2006 AB3 A2B 4.78 -0.29 0.2804 -0.0066
US05990TAB35 / BANC OF AMERICA FUNDING CORPOR BAFC 2015 R2 1A2 144A 4.76 -3.19 0.2790 -0.0152
US68403HAC60 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 5 2A2 4.73 -0.94 0.2770 -0.0084
US694308KK29 / Pacific Gas and Electric Co 4.72 -3.62 0.2765 -0.0163
US172967NN71 / C 3.785 03/17/33 4.68 2.19 0.2740 0.0003
ARES CLO LTD ARES 2013 2A AR3 144A / ABS-CBDO (US00190YBP97) 4.61 0.44 0.2699 -0.0044
US89177LAM54 / TOWD POINT MORTGAGE TRUST TPMT 2019 3 A1 144A 4.60 -4.35 0.2697 -0.0181
US088929AC82 / BGC Group Inc 4.60 0.20 0.2696 -0.0051
US93364EAA29 / WaMu Asset-Backed Certificates WaMu Series 2007-HE3 Trust 4.57 -2.50 0.2676 -0.0126
US345397C437 / Ford Motor Credit Co LLC 4.54 -0.11 0.2663 -0.0059
APOLLO AVIATION SECURITIZATION AASET 2025 2A A 144A / ABS-O (US00039NAA28) 4.54 0.2660 0.2660
US12666UAD54 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 15 A4 4.44 -9.11 0.2601 -0.0320
US78572XAG60 / Sabra Health Care LP / Sabra Capital Corp. 4.38 1.25 0.2567 -0.0021
US61770YAA38 / Morgan Stanley Capital I Trust 2020-CNP 4.37 2.17 0.2561 0.0003
ANTARES HOLDINGS SR UNSECURED 144A 10/29 6.35 / DBT (US03666HAH49) 4.35 0.93 0.2547 -0.0029
US12559QAF90 / CIT Mortgage Loan Trust 2007-1 4.34 -6.07 0.2542 -0.0220
ANCHORAGE CAPITAL CLO LTD ANCHC 2021 21A AR 144A / ABS-CBDO (US03331KAJ88) 4.30 0.56 0.2521 -0.0038
US08162DAE85 / BENCHMARK MORTGAGE TRUST BMARK 2019 B13 A4 4.28 1.49 0.2508 -0.0014
BKH / Black Hills Corporation 4.26 0.21 0.2494 -0.0046
US36251PBD50 / GS Mortgage Securities Trust 2016-GS3 4.21 3.95 0.2467 0.0044
US759950GV40 / RAMC 2006-1 AF3 4.14 -2.45 0.2429 -0.0113
CITADEL FINANCE LLC COMPANY GUAR 144A 02/30 5.9 / DBT (US17287HAD26) 4.14 1.35 0.2427 -0.0017
US808513AR62 / Charles Schwab Corp/The 4.20 0.00 4.12 1.70 0.2413 -0.0008
BGC / BGC Group, Inc. 4.06 1.81 0.2377 -0.0006
MRX / Marex Group plc 4.05 0.2375 0.2375
LPL HOLDINGS INC COMPANY GUAR 06/35 5.75 / DBT (US50212YAQ70) 4.05 0.2373 0.2373
US50077LAB27 / Kraft Heinz Foods Co 4.05 -1.00 0.2372 -0.0074
US303901BB79 / Fairfax Financial Holdings Ltd 4.04 0.70 0.2366 -0.0032
US02377LAA26 / American Airlines Pass Through Trust, Series 2019-1, Class AA 4.03 0.25 0.2359 -0.0043
US575767AM08 / MASSACHUSETTS MUT LIFE INS CO 02/69 5.077 4.00 0.28 0.2346 -0.0042
US12433UAA34 / BX TRUST 2018-GW SER 2018-GW CL A V/R REGD 144A P/P 2.56538000 3.99 0.00 0.2340 -0.0048
US65106FAE25 / NEWCASTLE MORTGAGE SECURITIES NCMT 2007 1 2A4 3.99 0.84 0.2335 -0.0029
D1HI34 / D.R. Horton, Inc. - Depositary Receipt (Common Stock) 3.96 1.46 0.2319 -0.0014
30064K105 / Exacttarget, Inc. 3.94 -0.68 0.2310 -0.0064
US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 3.90 1.46 0.2283 -0.0014
US126650BS86 / CVS PASS THROUGH TRUST PASS THRU CE 144A 01/32 7.507 3.89 -4.63 0.2281 -0.0160
COUSINS PROPERTIES LP COMPANY GUAR 07/30 5.25 / DBT (US222793AC56) 3.87 0.2270 0.2270
SLAM LLC SLAM 2024 1A A 144A / ABS-O (US83100AAA07) 3.86 -1.00 0.2260 -0.0070
US651779BZ23 / City of Newport Beach, CA 3.85 -0.95 0.2258 -0.0069
US023770AA81 / American Airlin Bond 3.85 -4.28 0.2256 -0.0150
MDLZ / Mondelez International, Inc. - Depositary Receipt (Common Stock) 3.81 4.88 0.2230 0.0060
US02005NBU37 / Ally Financial Inc 3.80 1.09 0.2228 -0.0022
US36361UAL44 / Gallatin CLO VIII 2017-1 Ltd 3.80 -1.27 0.2226 -0.0075
US26828HAA59 / ECMC Group Student Loan Trust 2018-1 3.78 -1.44 0.2214 -0.0079
US15032DAR26 / Cedar Funding VI CLO Ltd 3.76 0.2204 0.2204
US07387YAE32 / BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE6 2A 3.74 -0.45 0.2194 -0.0055
ONSLOW BAY FINANCIAL LLC OBX 2023 NQM9 A1 144A / ABS-MBS (US673921AA08) 3.72 -6.27 0.2183 -0.0194
US57643LMN37 / Mastr Asset Backed Securities Trust 2005-NC2 3.71 -2.98 0.2177 -0.0113
OFSI FUND LTD OFSBS 2021 10A AR 144A / ABS-CBDO (US67115PAW59) 3.70 0.16 0.2171 -0.0042
BAIN CAPITAL CREDIT CLO, LIMIT BCC 2019 4A A1RR 144A / ABS-CBDO (US05684AAY55) 3.69 -0.30 0.2162 -0.0051
BMO MORTGAGE TRUST BMO 2024 5C8 A3 / ABS-MBS (US09661XAC20) 3.64 0.83 0.2130 -0.0026
DRYDEN SENIOR LOAN FUND DRSLF 2021 95A AR 144A / ABS-CBDO (US262487AJ07) 3.59 -0.22 0.2105 -0.0048
US62956BAA70 / NYMT Loan Trust 2022-SP1 3.57 -1.92 0.2094 -0.0085
US125491AP51 / CI Financial Corp 3.56 -1.08 0.2085 -0.0067
US759676AH21 / RENAISSANCE HOME EQUITY LOAN T RAMC 2006 2 AF5 3.53 -2.33 0.2067 -0.0093
US880451AZ24 / TENNESSEE GAS PIPELINE REGD 144A P/P 2.90000000 3.51 1.24 0.2058 -0.0017
US41162DAA72 / HarborView Mortgage Loan Trust 2006-12 3.51 -1.27 0.2056 -0.0070
WOODSIDE FINANCE LTD COMPANY GUAR 05/35 6 / DBT (US980236AV51) 3.42 0.2005 0.2005
US465981AA63 / JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES SER 2023-CCDC CL A REGD 144A P/P 7.23547000 3.41 0.65 0.1996 -0.0028
SAN / Banco Santander, S.A. - Depositary Receipt (Common Stock) 3.37 1.75 0.1977 -0.0006
US12668ACY91 / Alternative Loan Trust 2005-51 3.36 0.81 0.1968 -0.0025
US23243LAA08 / CWABS Asset-Backed Certificates Trust 2006-14 3.32 2.40 0.1948 0.0006
US3622MAAA93 / GSAMP TRUST GSAMP 2007 FM1 A1 3.29 -0.72 0.1931 -0.0054
FSK / FS KKR Capital Corp. 3.28 -0.03 0.1924 -0.0040
US48241FAC86 / KBC Group NV 3.22 1.20 0.1885 -0.0016
HASI / HA Sustainable Infrastructure Capital, Inc. 3.20 0.1877 0.1877
US18976GAG10 / CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A6 1A7 3.20 -1.87 0.1876 -0.0076
BAIN CAPITAL CREDIT CLO LIMITE BCC 2019 3A ARR 144A / ABS-CBDO (US05683TBA60) 3.18 0.00 0.1866 -0.0039
DAVINCIRE HOLDINGS LTD SR UNSECURED 144A 04/35 5.95 / DBT (US23879AAA51) 3.17 0.35 0.1859 -0.0032
CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL3 A1 144A / ABS-MBS (US161927AC22) 3.16 -2.14 0.1854 -0.0080
ACA / Crédit Agricole S.A. 3.11 1.34 0.1823 -0.0013
GA GLOBAL FUNDING TRUST SR SECURED 144A 01/29 5.5 / DBT (US36143L2L80) 3.08 0.49 0.1803 -0.0029
US525221GM31 / Lehman XS Trust Series 2005-9N 3.07 -1.79 0.1802 -0.0071
ATHENE GLOBAL FUNDING SECURED 144A 01/30 5.38 / DBT (US04685A4G37) 3.07 0.82 0.1799 -0.0022
FREEDOM MORTGAGE HOLD SR UNSECURED 144A 04/32 8.375 / DBT (US35641AAC27) 3.03 3.44 0.1778 0.0023
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US3140QTAW95 / Fannie Mae Pool 0.44 -1.12 0.0260 -0.0009
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US842400GR87 / Southern California Edison Co 0.32 -4.19 0.0188 -0.0012
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US939355AD54 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OA3 4A1 0.24 -1.26 0.0139 -0.0004
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US05401AAR23 / Avolon Holdings Funding Ltd 0.23 1.76 0.0135 -0.0001
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US04013BAC63 / Argent Securities Trust 2006-M2 0.23 -1.29 0.0135 -0.0004
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US61752UAB17 / MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 2 A2 0.22 -0.91 0.0128 -0.0004
US62951MAB63 / NOMURA ASSET ACCEPTANCE CORPOR NAA 2004 R1 A2 144A 0.22 -4.02 0.0126 -0.0008
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US32027NNS61 / First Franklin Mortgage Loan Trust 2004-FF10 Asset-Backed Certificates, Series 2004-FF10 0.21 -5.86 0.0123 -0.0011
US3622MGAD03 / GSAMP Trust 2007-NC1 0.21 2.99 0.0122 0.0001
US86358ESN75 / STRUCTURED ASSET INVESTMENT LO SAIL 2005 4 M4 0.21 -9.25 0.0121 -0.0015
US44328BAE83 / HSI ASSET SECURITIZATION CORPO HASC 2006 HE2 2A3 0.21 -1.91 0.0121 -0.0005
US35729MAD92 / Fremont Home Loan Trust 2006-3 0.20 -4.69 0.0119 -0.0008
US81376YAE14 / SECURITIZED ASSET BACKED RECEI SABR 2006 HE1 A2D 0.20 0.00 0.0117 -0.0002
US345397B280 / FORD MTR CR CO LLC 3.375% 11/13/2025 0.20 0.51 0.0116 -0.0002
US74924VAC37 / RASC Series 2006-EMX9 Trust 0.20 -6.22 0.0115 -0.0010
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US43709LAQ05 / INDYMAC RESIDENTIAL ASSET BACK INABS 2006 D 1A 0.19 -3.00 0.0114 -0.0006
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US12668BDE02 / Alternative Loan Trust, Series 2005-76, Class 2A1 0.19 -4.02 0.0112 -0.0007
US86360UAF30 / STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR6 2A1 0.19 -4.02 0.0112 -0.0007
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US07402FAA30 / BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 1A1 0.18 -2.23 0.0103 -0.0005
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US144531CN88 / CARRINGTON MORTGAGE LOAN TRUST CARR 2005 OPT2 M5 0.17 -6.08 0.0100 -0.0009
US92922FB647 / WaMu Mortgage Pass-Through Certificates Series 2004-AR13 Trust 0.17 -5.06 0.0100 -0.0007
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US86358BAT98 / STRUCTURED ASSET SECURITIES CO SASC 2007 WF1 A6 0.17 -6.21 0.0098 -0.0008
US393505X804 / CONSECO FINANCIAL CORP GT 1999 3 A8 0.17 -5.17 0.0097 -0.0007
US02660LAB62 / American Home Mortgage Assets Trust 0.16 -2.98 0.0096 -0.0005
US17313QAL23 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA 0.16 -3.55 0.0096 -0.0006
US939355BR32 / Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OA3 Trust 0.16 -1.23 0.0095 -0.0003
US86359LRY73 / STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A2 0.16 -2.42 0.0094 -0.0005
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US05949A4R82 / Banc of America Mortgage 2005-D Trust 0.16 -3.05 0.0094 -0.0005
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US02147DAB73 / Alternative Loan Trust 2006-OA11 0.15 -2.67 0.0086 -0.0004
US17307GWT11 / Citigroup Mortgage Loan Trust, Inc. 0.15 -17.51 0.0086 -0.0020
US040104RV54 / ARGENT SECURITIES INC. ARSI 2006 W2 A2B 0.15 -1.36 0.0086 -0.0003
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US86789MAT45 / Suntrust Alternative Loan Trust, Series 2005-1F, Class 2A8 0.14 -4.23 0.0080 -0.0005
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US70069FMT11 / Park Place Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2005-WHQ4, Class M2 0.13 -12.00 0.0078 -0.0013
US00764MHE03 / AEGIS ASSET BACKED SECURITIES TRUST 2005-5 AABST 2005-5 M1 0.13 -6.38 0.0078 -0.0007
US74922XAA54 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA11 A1 0.13 -0.78 0.0075 -0.0002
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US61753KAC09 / Morgan Stanley ABS Capital I Inc Trust 2007-HE5 0.13 -0.78 0.0075 -0.0002
US61744CRF58 / MORGAN STANLEY CAPITAL INC MSAC 2005 WMC4 M6 0.13 -3.05 0.0075 -0.0004
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US76110HT902 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QA2 NB2 0.12 -0.81 0.0072 -0.0002
XS0735866583 / TESCO PROPERTY FIN 5 PLC SR SECURED REGS 10/41 5.6611 0.12 7.89 0.0072 0.0004
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US25151WAA18 / DEUTSCHE ALT A SECURITIES INC DBALT 2007 AB1 A1 0.12 0.00 0.0068 -0.0001
XS1819574929 / Rolls-Royce PLC 0.12 10.58 0.0067 0.0005
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US07386HB835 / BEAR STEARNS ALT-A TRUST 0.11 0.00 0.0064 -0.0001
US45670LAA52 / IndyMac IMSC Mortgage Loan Trust, Series 2007-HOA1, Class A11 0.11 -1.80 0.0064 -0.0003
US05949CGX83 / BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 8 A10 0.11 -0.92 0.0064 -0.0002
US12669GNP27 / COUNTRYWIDE HOME LOANS CWHL 2005 7 2A1 0.11 -1.83 0.0063 -0.0002
US61750FAE07 / MORGAN STANLEY CAPITAL INC MSAC 2006 HE6 A2C 0.11 -0.93 0.0063 -0.0002
US04545EAC75 / ASSET BACKED FUNDING CERTIFICA ABFC 2007 WMC1 A2B 0.11 -0.93 0.0063 -0.0002
US68400DAF15 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 1 2A4 0.11 -1.87 0.0062 -0.0002
US1248RHAC14 / CREDIT-BASED ASSET SERVICING & SECURITIZATIO SER 2007-CB6 CL A3 V/R REGD 144A P/P 2.04275000 0.10 -1.92 0.0060 -0.0002
US57643LRK43 / MASTR ASSET BACKED SECURITIES MABS 2006 WMC1 A3 0.10 0.00 0.0060 -0.0001
US00075WAC38 / ASSET BACKED FUNDING CERTIFICA ABFC 2006 HE1 A2C 0.10 -1.94 0.0059 -0.0002
US863579Q432 / STRUCTURED ADJUSTABLE RATE MOR SARM 2006 1 6A1 0.10 -8.26 0.0059 -0.0006
US94984MAM64 / Wells Fargo Mortgage Backed Securities 2006-AR14 Trust 0.10 -1.96 0.0059 -0.0002
US83612NAD75 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 WMC1 3A2 0.10 0.00 0.0058 -0.0002
US75115LAA52 / RALI Series 2007-QH7 Trust 0.10 -10.91 0.0058 -0.0008
US22944JDG31 / Credit Suisse Commerical Mortgage Trust 0.10 -1.02 0.0057 -0.0002
BOUGHT AUD SOLD USD 20250702 / DFE (000000000) 0.10 0.0057 0.0057
US362463AE16 / GSAMP TRUST GSAMP 2006 NC2 A2D 0.10 -1.03 0.0057 -0.0002
US69121PBU66 / OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2005 5 M1 0.10 -4.00 0.0057 -0.0003
US52521MAB81 / LEHMAN ABS MORTGAGE LOAN TRUST LABSM 2007 1 2A1 144A 0.10 0.00 0.0057 -0.0001
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US16165AAD63 / CHASEFLEX TRUST CFLX 2007 3 2A1 0.10 -1.04 0.0056 -0.0001
US12667GZX41 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 36 3A1 0.10 0.00 0.0056 -0.0001
US46629FAE07 / J.P. Morgan Mortgage Acquisition Trust 2006-NC2 0.09 -7.00 0.0055 -0.0005
US70069FLX32 / PARK PLACE SECURITIES INC PPSI 2005 WCW3 M2 0.09 -10.58 0.0055 -0.0008
US519440AD36 / LAVENDER TRUST LTS 2010 RR2A A4 144A 0.09 -3.12 0.0055 -0.0003
US02150JAU60 / Alternative Loan Trust, Series 2007-9T1, Class 2A2 0.09 -4.17 0.0054 -0.0003
US12667GAW33 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 10CB 1A1 0.09 -3.19 0.0054 -0.0003
US12645QCY26 / CREDIT SUISSE MORTGAGE TRUST CSMC 2011 6R 4A2 144A 0.09 0.00 0.0053 -0.0001
US35729NAD75 / FREMONT HOME LOAN TRUST FHLT 2006 E 2A3 0.09 -1.10 0.0053 -0.0001
US59024KAH68 / MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 AF1 1AF8 0.09 2.27 0.0053 0.0000
US12545CAB63 / COUNTRYWIDE HOME LOANS CWHL 2007 10 A2 0.09 -2.17 0.0053 -0.0003
US32028PAF27 / FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF11 2A4 0.09 -2.17 0.0053 -0.0003
US61752JAA88 / MORGAN STANLEY MORTGAGE LOAN T MSM 2007 1XS 1A1 0.09 0.00 0.0053 -0.0002
RFR USD SOFR/3.55800 08/21/24-10Y LCH / DIR (EZHZRCBWPB39) 0.09 -28.80 0.0052 -0.0022
US32027EAE14 / FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF5 2A3 0.09 -7.45 0.0051 -0.0005
US126694VP00 / COUNTRYWIDE HOME LOANS CWHL 2005 HY10 4A1 0.09 -1.14 0.0051 -0.0002
US92922F5W43 / WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR15 A1B2 0.08 -2.35 0.0049 -0.0002
US3140J6GJ04 / Fannie Mae Pool 0.08 -1.19 0.0049 -0.0002
US57643LNG76 / MASTR ASSET BACKED SECURITIES MABS 2006 NC1 M1 0.08 -6.74 0.0049 -0.0005
US71103XAS36 / PEOPLE S FINANCIAL REALTY MORT PFRMS 2006 1 2A2 0.08 -1.19 0.0049 -0.0002
US81375HAC34 / SECURITIZED ASSET BACKED RECEI SABR 2006 NC1 A3 0.08 -4.65 0.0049 -0.0003
US61749BAE39 / MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2C 0.08 -2.38 0.0048 -0.0002
US617505AD48 / MORGAN STANLEY CAPITAL INC MSAC 2007 NC1 A2C 0.08 -1.20 0.0048 -0.0002
US75971FAF09 / RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF3 0.08 -2.41 0.0048 -0.0002
US004421JH70 / ACE SECURITIES CORP. ACE 2004 HE4 M1 0.08 0.00 0.0047 -0.0001
US320275AD21 / First Franklin Mortgage Loan Trust 2006-FF16 0.08 -1.23 0.0047 -0.0002
US55275BAD91 / MASTR ASSET BACKED SECURITIES MABS 2006 NC2 A4 0.08 0.00 0.0047 -0.0002
US55027YAD04 / LUMINENT MORTGAGE TRUST LUM 2006 6 A1 0.08 -3.66 0.0047 -0.0003
US617487AF06 / MORGAN STANLEY MORTGAGE LOAN T MSM 2006 16AX 3A1 0.08 0.00 0.0046 -0.0001
US32027NWP22 / FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF10 A5 0.08 -3.75 0.0046 -0.0002
US84752EAD58 / SPECIALTY UNDERWRITING + RESID SURF 2007 BC2 A2C 0.08 0.00 0.0046 -0.0001
US52521MAC64 / Lehman ABS Mortgage Loan Trust 0.08 -1.28 0.0046 -0.0001
US86358EMA19 / Structured Asset Investment Loan Trust, Series 2004-8, Class M2 0.08 -23.76 0.0045 -0.0015
US92922FAS74 / WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR8, Class A 0.08 -2.56 0.0045 -0.0002
US61759FAU57 / CORP CMO 0.08 -1.32 0.0044 -0.0002
US17307GWE42 / Citigroup Mortgage Loan Trust Inc 0.08 -9.64 0.0044 -0.0006
US073879X453 / BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE10 M2 0.07 -3.90 0.0044 -0.0003
US939336X409 / WaMu Mortgage Pass-Through Certificates Series 2005-AR1 Trust 0.07 -3.90 0.0043 -0.0003
US00441QAD16 / ACE SECURITIES CORP. ACE 2006 CW1 A2C 0.07 0.00 0.0043 -0.0001
RFR USD SOFR/3.59500 08/19/24-10Y LCH / DIR (EZN7CQ0TS3K8) 0.07 -33.64 0.0043 -0.0023
US61752UAC99 / MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 2 A3 0.07 -1.37 0.0043 -0.0001
US86359BMW80 / Wells Fargo Home Equity Trust Mortgage Pass-Through Certificates Series 2004-1 0.07 -4.05 0.0042 -0.0002
US76110W7R11 / RESIDENTIAL ASSET SECURITIES C RASC 2005 EMX5 A3 0.07 0.00 0.0042 -0.0001
US74957XAQ88 / RESIDENTIAL FUNDING MTG SEC I RFMSI 2006 S8 A15 0.07 0.00 0.0042 -0.0001
US00442EAF25 / ACE SECURITIES CORP. ACE 2006 NC3 A2B 0.07 -2.78 0.0041 -0.0002
US83612NAC92 / Soundview Home Loan Trust 2007-WMC1 0.07 -1.41 0.0041 -0.0001
US61748BAC81 / MORGAN STANLEY CAPITAL INC MSAC 2006 HE4 A3 0.07 -2.82 0.0041 -0.0002
US86358HTY52 / STRUCTURED ASSET MORTGAGE INVE SAMI 2003 AR2 A1 0.07 -4.17 0.0041 -0.0003
US073881AA25 / Bear Stearns ARM Trust 2007-3 0.07 -4.23 0.0040 -0.0002
US46630XAF50 / JPMAC_07-CH3 0.07 -8.11 0.0040 -0.0004
AT&T INC SNR S* ICE / DCR (000000000) 0.07 0.0040 0.0040
US61744CXM36 / MORGAN STANLEY CAPITAL INC MSAC 2006 WMC1 A2C 0.07 -8.22 0.0039 -0.0005
US45660LF954 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR23 6A1 0.07 0.00 0.0039 -0.0001
US031733AE86 / Amortizing Residential Collateral Trust 2004-1 0.07 -4.41 0.0039 -0.0003
US81375WFU53 / SECURITIZED ASSET BACKED RECEI SABR 2005 FR5 M1 0.07 -7.14 0.0038 -0.0004
US1266944F22 / CHL Mortgage Pass-Through Trust, Series 2006-HYB3, Class 3A1B 0.06 -4.48 0.0038 -0.0002
US12668BLG67 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 2CB A7 0.06 -4.55 0.0037 -0.0003
US00764MFD48 / AEGIS ASSET BACKED SECURITIES AABST 2005 2 M3 0.06 -14.86 0.0037 -0.0007
US36185MBJ09 / GMACM MORTGAGE LOAN TRUST 2005-AR6 GMACM 2005-AR6 2A1 0.06 1.61 0.0037 -0.0000
US45660LYW35 / INDYMAC INDB MORTGAGE LOAN TRU INDB 2005 1 A1 0.06 0.00 0.0037 -0.0001
US76112FAF80 / RESIDENTIAL ASSET SECURITIZATI RAST 2006 A5CB A6 0.06 -1.56 0.0037 -0.0001
US761118TR95 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA2 2A1 0.06 -8.70 0.0037 -0.0004
US885220DW07 / Thornburg Mortgage Securities Trust 2003-4 0.06 -4.62 0.0037 -0.0002
US3622MGAE85 / GSAMP TRUST GSAMP 2007 NC1 A2D 0.06 3.33 0.0036 0.0000
US92922FB720 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-AR13 A2A 0.06 -4.62 0.0036 -0.0003
US17025MAA45 / COUNTRYWIDE HOME LOANS CWHL 2007 HY6 1A1 0.06 0.00 0.0036 -0.0001
US12667GWF61 / Alternative Loan Trust 2005-36 0.06 -1.61 0.0036 -0.0002
US46630GAV77 / JP Morgan Mortgage Trust, Series 2007-A1, Class 5A5 0.06 -4.69 0.0036 -0.0002
US07386UAM45 / Bear Stearns Asset Backed Securities Trust 2007-SD2 0.06 0.00 0.0036 -0.0001
US32051GH650 / FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA11 2A1 0.06 -1.64 0.0036 -0.0001
US040104QN48 / ARGENT SECURITIES INC. ARSI 2005 W5 A2C 0.06 0.00 0.0036 -0.0001
US00075WAD11 / ASSET BACKED FUNDING CERTIFICA ABFC 2006 HE1 A2D 0.06 -1.64 0.0036 -0.0001
US058927AA22 / Banc of America Funding 2006-A Trust 0.06 -1.64 0.0035 -0.0001
US86359LAR06 / STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR1 1A3 0.06 -3.23 0.0035 -0.0002
US45661VAA44 / IndyMac INDX Mortgage Loan Trust 2006-AR12 0.06 -3.28 0.0035 -0.0002
US81376YAC57 / SECURITIZED ASSET BACKED RECEI SABR 2006 HE1 A2B 0.06 0.00 0.0035 -0.0001
US126673NX62 / COUNTRYWIDE ASSET BACKED CERTI CWL 2004 12 MV5 0.06 -21.33 0.0035 -0.0010
US81376YAD31 / SECURITIZED ASSET BACKED RECEI SABR 2006 HE1 A2C 0.06 0.00 0.0034 -0.0001
US3138WGFP41 / Fannie Mae Pool 0.06 -3.33 0.0034 -0.0002
US75156YAD13 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 RS5 A4 0.06 -3.39 0.0034 -0.0002
US12667GME07 / Alternative Loan Trust 2005-16 0.06 -1.72 0.0033 -0.0002
US07387UGW53 / BEAR STEARNS ASSET BACKED SECU BSABS 2006 AC2 22A2 0.06 -3.45 0.0033 -0.0002
US17312WAA45 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 SHL1 A 144A 0.06 -6.67 0.0033 -0.0003
US17312VAE83 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 6 1A3A 0.06 0.00 0.0033 -0.0001
US18976GAU04 / CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A6 1A19 0.06 -1.75 0.0033 -0.0001
US92925GAJ22 / WaMu Mortgage Pass-Through Certificates Trust, Series 2006-AR16, Class 3A3 0.06 0.00 0.0033 -0.0001
US66988VAD01 / NOVASTAR HOME EQUITY LOAN NHEL 2006 2 A2C 0.06 0.00 0.0032 -0.0001
US12543PAN33 / COUNTRYWIDE HOME LOANS CWHL 2006 21 A13 0.05 -1.82 0.0032 -0.0001
US35729QAD07 / FREMONT HOME LOAN TRUST FHLT 2006 B 2A3 0.05 -1.82 0.0032 -0.0001
US12667GRV76 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 17 1A1 0.05 -1.82 0.0032 -0.0001
US05948XS934 / Banc of America Mortgage 2004-A Trust 0.05 -1.82 0.0032 -0.0001
BOUGHT GBP SOLD USD 20250702 / DFE (000000000) 0.05 0.0032 0.0032
US362341RX95 / GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 0.05 -3.70 0.0031 -0.0002
US17315MAK18 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2009 7 5A2 144A 0.05 0.00 0.0031 -0.0001
RFR USD SOFR/3.64500 08/07/24-10Y LCH / DIR (EZ2H268MSWS8) 0.05 -42.22 0.0031 -0.0023
US05954DAR70 / BANC OF AMERICA FUNDING CORPOR BAFC 2007 E 8A1 0.05 0.00 0.0030 -0.0001
US61754HAD44 / MORGAN STANLEY MORTGAGE LOAN T MSM 2007 7AX 2A3 0.05 -1.92 0.0030 -0.0002
US61746RFV87 / Morgan Stanley ABS Capital I Inc Trust 2004-NC5 0.05 -1.92 0.0030 -0.0001
US059487AE85 / BANC OF AMERICA ALTERNATIVE LO BOAA 2006 6 CB5 0.05 0.00 0.0030 -0.0001
TREASURY BILL 08/25 0.00000 / DBT (US912797MG92) 0.05 0.0030 0.0030
US05950PAU75 / Banc of America Funding 2006-H Trust 0.05 -1.96 0.0030 -0.0001
US04541GSL76 / ASSET BACKED SECURITIES CORP H ABSHE 2005 HE5 M4 0.05 -9.09 0.0029 -0.0004
US61749GAC69 / MORGAN STANLEY HOME EQUITY LOA MSHEL 2006 3 A3 0.05 -2.00 0.0029 -0.0001
US46629BAE92 / JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CW2 AF5 0.05 -2.00 0.0029 -0.0001
US749228AH58 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS4 A8 0.05 -4.00 0.0029 -0.0002
US55275BAC19 / Mastr Asset Backed Securities Trust 2006-NC2 0.05 -2.04 0.0028 -0.0001
US55275BAE74 / Mastr Asset Backed Securities Trust 2006-NC2 0.05 0.00 0.0028 -0.0001
US17025QAJ67 / COUNTRYWIDE HOME LOANS CWHL 2007 J3 A9 0.05 -2.08 0.0028 -0.0001
US78473NAF06 / SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 1 3A2 0.05 0.00 0.0028 -0.0001
US74923LAA08 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QO4 A1 0.05 0.00 0.0028 -0.0001
US07386HH469 / Bear Stearns ALT-A Trust 2006-2 0.05 0.00 0.0028 -0.0001
US05952FAG81 / BANC OF AMERICA MORTGAGE SECUR BOAMS 2007 2 A7 0.05 -2.08 0.0028 -0.0001
US00252FCV13 / AAMES MORTGAGE INVESTMENT TRUS AMIT 2005 4 M3 0.05 -7.84 0.0028 -0.0003
US44328BAD01 / HSI ASSET SECURITIZATION CORPO HASC 2006 HE2 2A2 0.05 0.00 0.0028 -0.0001
US004421XW81 / ACE SECURITIES CORP. ACE 2006 SD1 M1 0.05 -6.12 0.0028 -0.0002
US02150AAA97 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 6 A1 0.05 -2.13 0.0028 -0.0001
US41161PYZ07 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 3A1A 0.05 -2.13 0.0027 -0.0001
US61744CRV09 / MORGAN STANLEY CAPITAL INC MSAC 2005 WMC5 M5 0.05 -49.45 0.0027 -0.0027
US41161QAM33 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 3 1A1A 0.05 2.22 0.0027 -0.0000
US466247EA75 / JP MORGAN MORTGAGE TRUST JPMMT 2004 A4 3A1 0.05 -2.13 0.0027 -0.0001
US02150GAX60 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 11T1 A21 0.05 0.00 0.0027 -0.0001
US761118EN47 / RALI Series 2005-QO1 Trust 0.05 -6.25 0.0027 -0.0002
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.04 0.0026 0.0026
US362480AD73 / GSC CAPITAL CORP MORTGAGE TRUS GSCC 2006 2 A1 0.04 -4.35 0.0026 -0.0002
US61759HAZ01 / MORGAN STANLEY REREMIC TRUST MSRR 2010 R5 3B 144A 0.04 0.00 0.0026 -0.0001
US68402BAE65 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 3 2A4 0.04 0.00 0.0026 -0.0001
US007036VE36 / Adjustable Rate Mortgage Trust 2005-11 0.04 -2.22 0.0026 -0.0001
US059515AD82 / BANC OF AMERICA FUNDING CORPOR BAFC 2007 3 TA3A 0.04 -2.22 0.0026 -0.0001
US86359LEW54 / STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR6 A2 0.04 0.00 0.0026 -0.0001
US362341WX31 / GSR MORTGAGE LOAN TRUST GSR 2005 AR7 1A1 0.04 0.00 0.0026 -0.0001
US61753NAD21 / MORGAN STANLEY CAPITAL INC MSAC 2007 NC2 A2B 0.04 -2.27 0.0026 -0.0001
BOUGHT MXN SOLD USD 20250917 / DFE (000000000) 0.04 0.0025 0.0025
US32027NNA53 / FIRST FRANKLIN MTG LOAN ASSET FFML 2004 FF11 M4 0.04 -4.44 0.0025 -0.0002
US05953YAB74 / BANC OF AMERICA FUNDING CORPOR BAFC 2007 4 TA4 0.04 -2.27 0.0025 -0.0001
US17309BAD91 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WF2 A2E 0.04 0.00 0.0025 -0.0001
US93362FAF09 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR8 2A1 0.04 0.00 0.0025 -0.0001
US76113XAC56 / RESIDENTIAL ASSET SECURITIZATI RAST 2006 A12 A3 0.04 -2.33 0.0025 -0.0001
US3622ECAB25 / GSAA HOME EQUITY TRUST GSAA 2007 5 2A1A 0.04 -4.55 0.0025 -0.0002
US466247ZY23 / JP MORGAN MORTGAGE TRUST JPMMT 2005 S3 1A11 0.04 0.00 0.0025 -0.0001
US57644UAF21 / MASTR ASSET BACKED SECURITIES MABS 2006 HE2 A4 0.04 -2.38 0.0024 -0.0001
US46631JAN81 / JP MORGAN MORTGAGE TRUST JPMMT 2007 A4 3A3 0.04 0.00 0.0024 -0.0000
US07401NAP42 / BEAR STEARNS MORTGAGE FUNDING BSMF 2006 AR5 2A1 0.04 -2.38 0.0024 -0.0001
US05531AAA25 / BCAP LLC TRUST BCAP 2007 AA5 A1 0.04 0.00 0.0024 -0.0001
US02149HAN08 / Alternative Loan Trust 2007-2CB 0.04 -2.38 0.0024 -0.0001
BOUGHT CHF SOLD USD 20250702 / DFE (000000000) 0.04 0.0024 0.0024
US16163HAM34 / Chase Mortgage Finance Trust, Series 2007-S3, Class 1A12 0.04 -2.44 0.0024 -0.0001
US86358EZP41 / STRUCTURED ASSET INVESTMENT LO SAIL 2005 11 A3 0.04 -11.11 0.0024 -0.0004
US74923YAB02 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA4 A1B 0.04 -2.44 0.0024 -0.0001
US84751PFW41 / SPECIALTY UNDERWRITING + RESID SURF 2005 BC2 M3 0.04 -14.89 0.0023 -0.0005
US05532TAD46 / BCAP LLC TRUST BCAP 2010 RR1 1A4 144A 0.04 0.00 0.0023 -0.0001
US007036QH22 / Adjustable Rate Mortgage Trust 2005-8 0.04 0.00 0.0023 -0.0001
US45670CAC10 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR7 2A1 0.04 0.00 0.0023 -0.0000
US86361PAA49 / STRUCTURED ADJUSTABLE RATE MOR SARM 2006 9 1A1 0.04 2.70 0.0022 -0.0000
US12669TAA16 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 SD1 A1 144A 0.04 -2.63 0.0022 -0.0001
US46630GAA31 / JP Morgan Mortgage Trust 2007-A1 0.04 -2.63 0.0022 -0.0001
US17315QAN60 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2010 4 3A6 144A 0.04 -2.63 0.0022 -0.0001
US02146VAC63 / Alternative Loan Trust 2006-30T1 0.04 -2.63 0.0022 -0.0001
US05946XRT27 / BANC OF AMERICA FUNDING CORPOR BAFC 2005 B 1A1 0.04 -2.70 0.0022 -0.0001
US12668AKQ75 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 53T2 2A2 0.04 -2.70 0.0022 -0.0001
US12668AXF73 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 63 3A1 0.04 -5.26 0.0021 -0.0001
US761118KU16 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO3 A1 0.04 -2.70 0.0021 -0.0001
US41162DAG43 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 2A2B 0.04 0.00 0.0021 -0.0000
US17307GT577 / Citigroup Mortgage Loan Trust Inc 0.04 0.00 0.0021 -0.0001
US45660LVM89 / IndyMac INDX Mortgage Loan Trust 2005-AR15 0.04 0.00 0.0021 -0.0001
BOUGHT GBP SOLD USD 20250804 / DFE (000000000) 0.04 0.0021 0.0021
US00764MEN39 / AEGIS ASSET BACKED SECURITIES AABST 2005 1 M4 0.04 -25.53 0.0021 -0.0007
US61756HBN98 / Morgan Stanley Mortgage Loan Trust 2007-13 0.03 -2.86 0.0020 -0.0001
US41161PWV11 / HarborView Mortgage Loan Trust 2005-14 0.03 0.00 0.0020 -0.0000
US12543PAB94 / CHL Mortgage Pass-Through Trust, Series 2006-21, Class A2 0.03 -2.94 0.0020 -0.0001
US81375WHH25 / Securitized Asset Backed Receivables LLC Trust 2006-CB1 0.03 0.00 0.0020 -0.0000
US32051GV446 / FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 AA1 2A1 0.03 0.00 0.0020 -0.0001
US52520MEK53 / Lehman Mortgage Trust, Series 2005-3, Class 4A1 0.03 0.00 0.0020 -0.0001
BOUGHT KRW SOLD USD 20250716 / DFE (000000000) 0.03 0.0019 0.0019
US126673UR12 / CWABS Asset-Backed Certificates Trust 0.03 -15.79 0.0019 -0.0004
US12544CAR25 / CHL MORTGAGE PASS-THROUGH TRUST 2007-2 0.03 -3.03 0.0019 -0.0001
US93935HAF47 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 7 A3 0.03 -3.12 0.0018 -0.0001
US12667FWU55 / ALTERNATIVE LOAN TRUST 2004-27CB CWALT 2004-27CB A1 0.03 -3.12 0.0018 -0.0001
US57645RAA95 / MASTR Adjustable Rate Mortgages Trust 2007-HF1 0.03 -3.12 0.0018 -0.0001
BOUGHT AUD SOLD USD 20250702 / DFE (000000000) 0.03 0.0018 0.0018
US12669GZQ71 / CHL MORTGAGE PASS-THROUGH TRUST 2005-9 SER 2005-9 CL 1A3 V/R REGD 2.16800000 0.03 0.00 0.0018 -0.0001
US23245CAD20 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 1 2A3 0.03 -63.86 0.0018 -0.0032
US3133TH4W47 / FREDDIE MAC FHR 2105 PE 0.03 -9.09 0.0018 -0.0002
US17307GW795 / Citigroup Mortgage Loan Trust 2005-11 0.03 -3.23 0.0018 -0.0001
US59023MAT71 / Merrill Lynch Alternative Note Asset Trust Series 2007-A1 0.03 0.00 0.0018 -0.0000
US86359RAD89 / Structured Asset Securities Corp Mortgage Loan Trust 2006-BC4 0.03 -3.23 0.0018 -0.0001
US76113XAA90 / Residential Asset Securitization Trust 2006-A12 0.03 0.00 0.0018 -0.0001
US02150QAK22 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 HY4 4A1 0.03 -6.45 0.0017 -0.0001
US073868AM36 / BEAR STEARNS ALT A TRUST BALTA 2006 6 2A1 0.03 0.00 0.0017 -0.0001
US761136AA85 / RESIDENTIAL ASSET SECURITIZATI RAST 2007 A1 A1 0.03 -3.33 0.0017 -0.0001
US61750SAB88 / MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A2FP 0.03 0.00 0.0017 -0.0001
US83611MNJ35 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 2 M2 0.03 -23.68 0.0017 -0.0006
US65535AAA25 / NOMURA HOME EQUITY LOAN INC NHELI 2006 AF1 A1 0.03 0.00 0.0017 -0.0001
USL269151217 / DRILLCO HLDG LUX S A 0.00 0.00 0.03 -17.14 0.0017 -0.0004
LENNAR CORPORATION SNR S* ICE / DCR (EZY7K6DJQPP4) 0.03 -33.33 0.0017 -0.0008
US86364MAD20 / STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR4 A4A 0.03 -3.45 0.0017 -0.0001
US86358EC874 / STRUCTURED ASSET INVESTMENT LO SAIL 2006 BNC1 A4 0.03 -33.33 0.0017 -0.0008
US17311WAF41 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR4 2A2A 0.03 0.00 0.0017 -0.0000
US03072SQ327 / AMERIQUEST MORTGAGE SECURITIES INC ASSET-BACKED PASS-THROUGH CTFS SER 2005-R9 0.03 -6.67 0.0017 -0.0002
US02150EAN31 / Alternative Loan Trust 2007-5CB 0.03 0.00 0.0016 -0.0001
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0.03 0.0016 0.0016
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0.03 0.0016 0.0016
US07387AGE91 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 23A1 0.03 0.00 0.0016 -0.0000
US161630BK37 / CHASE 2007 A1 11A4 0.03 -3.70 0.0016 -0.0001
US05950PAL76 / Banc of America Funding Trust, Series 2006-H, Class 4A2 0.03 0.00 0.0016 -0.0000
US86361GAC06 / Structured Asset Securities Corp Mortgage Loan Trust 2006-BC2 0.03 -7.14 0.0016 -0.0001
US126694TD08 / COUNTRYWIDE HOME LOANS 0.03 0.00 0.0016 -0.0000
US68400DAE40 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 1 2A3 0.03 0.00 0.0015 -0.0001
US52520MCF86 / LEHMAN MORTGAGE TRUST LMT 2005 2 4A1 0.03 -3.70 0.0015 -0.0001
US52520CAG06 / LEHMAN MORTGAGE TRUST LMT 2006 3 1A4 0.03 -3.70 0.0015 -0.0001
US12669F6Z19 / CWMBS, Inc. 0.03 -3.85 0.0015 -0.0001
BOUGHT TRY SOLD USD 20250717 / DFE (000000000) 0.03 0.0015 0.0015
US31295N2Y35 / FED HM LN PC POOL 789791 FH 10/32 FLOATING VAR 0.03 -21.87 0.0015 -0.0005
US02146XAU28 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 36T2 2A3 0.03 0.00 0.0015 -0.0001
US00764MDY03 / AEGIS ASSET BACKED SECURITIES AABST 2004 6 M2 0.02 -7.69 0.0015 -0.0001
BOUGHT JPY SOLD USD 20250804 / DFE (000000000) 0.02 0.0015 0.0015
US12668BFL27 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 86CB A11 0.02 -4.00 0.0014 -0.0001
US466247YH09 / JP Morgan Mortgage Trust 2005-A8 0.02 -4.00 0.0014 -0.0001
US02147QAD43 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 19CB A4 0.02 0.00 0.0014 -0.0001
US07384MZV70 / BEAR STEARNS ARM TRUST 2003-8 BSARM 2003-8 4A1 0.02 -4.17 0.0014 -0.0000
US86363DAH44 / Structured Asset Mortgage Investments II Trust 2007-AR2 0.02 -14.81 0.0014 -0.0002
US07386HSY89 / Bear Stearns ALT-A Trust 2005-4 0.02 -4.17 0.0014 -0.0001
US36242DN664 / FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF2 M5 0.02 -8.33 0.0013 -0.0001
US83612TAB89 / Soundview Home Loan Trust, Series 2007-OPT1, Class 2A1 0.02 0.00 0.0013 -0.0000
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.02 0.0013 0.0013
US12669GXE69 / COUNTRYWIDE HOME LOANS CWHL 2005 R1 2A1 144A 0.02 4.76 0.0013 0.0000
ZF EUROPE FINANCE BV SNR SE ICE / DCR (EZSXJSSG1072) 0.02 -73.17 0.0013 -0.0036
US525226AG14 / Lehman XS Trust Series 2006-12N 0.02 -4.35 0.0013 -0.0001
US021482AE49 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2008 2R 3A1 0.02 0.00 0.0013 -0.0001
US81375WFJ09 / SECURITIZED ASSET BACKED RECEI SABR 2005 FR4 M2 0.02 0.00 0.0013 -0.0001
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.02 0.0013 0.0013
US05530VAP40 / BCAP LLC TRUST BCAP 2007 AA3 2A1B 0.02 -4.55 0.0013 -0.0001
US16165AAA25 / ChaseFlex Trust Series 2007-3 0.02 0.00 0.0013 -0.0000
US1266943Y20 / COUNTRYWIDE HOME LOANS CWHL 2006 HYB3 2A1A 0.02 -4.55 0.0013 -0.0001
US12669VAD01 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 7 2A3 0.02 -16.00 0.0013 -0.0003
US059522AG72 / Banc of America Funding 2007-C Trust 0.02 0.00 0.0013 -0.0000
US22541SXR48 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2004 AR8 8M1 0.02 0.00 0.0012 -0.0001
US23245FAC77 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC10 2A2A 0.02 -4.55 0.0012 -0.0001
US07384M2E17 / Bear Stearns ARM Trust 2004-1 0.02 0.00 0.0012 -0.0001
US59020UL375 / MLCC MORTGAGE INVESTORS INC MLCC 2005 3 1A 0.02 0.00 0.0012 -0.0000
US86359LAQ23 / STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR1 1A2 0.02 -4.55 0.0012 -0.0001
US36242DFP33 / GSR Mortgage Loan Trust 2004-11 0.02 0.00 0.0012 -0.0000
US17025QAK31 / COUNTRYWIDE HOME LOANS, SERIES 2007 0.02 -4.76 0.0012 -0.0000
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0.02 0.0012 0.0012
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.02 0.0012 0.0012
US021482AC82 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2008 2R 2A1 0.02 0.00 0.0012 -0.0000
US126694UT31 / COUNTRYWIDE HOME LOANS CWHL 2005 31 4A2 0.02 0.00 0.0012 -0.0000
EZRRBYCX3652 / BOEING CO/THE SNR S* ICE 0.02 0.00 0.0012 0.0000
US07384MC671 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 9 3A2 0.02 -5.00 0.0012 -0.0000
US437084HU34 / HOME EQUITY ASSET TRUST HEAT 2005 1 M5 0.02 -20.83 0.0012 -0.0003
US32115BAA89 / First NLC Trust 2007-1 0.02 0.00 0.0011 -0.0000
US126673BC53 / CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-6, Class M1 0.02 0.00 0.0011 -0.0000
US61751GAD97 / Morgan Stanley Mortgage Loan Trust 2007-5AX 0.02 0.00 0.0011 -0.0001
US94985JAA88 / WELLS FARGO MORTGAGE BACKED SE WFMBS 2007 7 A1 0.02 0.00 0.0011 -0.0000
US02147CAF05 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA8 2A3 0.02 -10.00 0.0011 -0.0001
US41161PPB30 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 6 A1A 0.02 0.00 0.0011 -0.0000
US07387AAB17 / Bear Stearns Adjustable Rate Mortgage Trust, Series 2005-1, Class 2A1 0.02 0.00 0.0011 -0.0000
US93364BAB62 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA5 1A1B 0.02 0.00 0.0011 -0.0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.02 0.0011 0.0011
US466247YP25 / JP Morgan Mortgage Trust 2005-A8 0.02 0.00 0.0011 -0.0000
US86364LAA08 / STRUCTURED ASSET SECURITIES CO SASC 2007 WF2 A1 0.02 -45.45 0.0011 -0.0010
US94984UAE64 / WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA4 2A1 0.02 0.00 0.0011 -0.0000
US07387AET88 / Bear Stearns ARM Trust 2005-10 0.02 0.00 0.0011 -0.0001
BOUGHT PLN SOLD USD 20250710 / DFE (000000000) 0.02 0.0011 0.0011
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.02 0.0011 0.0011
US12667GLD33 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 23CB A3 0.02 0.00 0.0011 -0.0000
US35729PPX23 / FHLT 2006-2 2A3 0.02 -5.56 0.0010 -0.0001
US41162DAF69 / HarborView Mortgage Loan Trust 2006-12 0.02 -5.56 0.0010 -0.0001
US02146YAC03 / Alternative Loan Trust 2006-OA9 0.02 -5.88 0.0010 -0.0000
US86360JAF84 / STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 2A2 0.02 0.00 0.0010 -0.0000
US31406A3K63 / FANNIE MAE 3.468% 12/01/2034 FAR FNARM 0.02 -5.88 0.0010 -0.0000
US362341SF70 / GSR Mortgage Loan Trust 2005-AR6 0.02 0.00 0.0010 -0.0000
US76112BF546 / RAAC SERIES RAAC 2005 SP2 2A 0.02 0.00 0.0009 -0.0000
US16165YAT91 / CHASEFLEX TRUST CFLX 2007 M1 2F4 0.02 6.67 0.0009 -0.0000
US41161PKF98 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 11 3A2A 0.02 0.00 0.0009 -0.0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.02 0.0009 0.0009
USL26915AA33 / FORESEA Holding SA 0.02 0.00 0.0009 -0.0000
US07384MM258 / BEAR STEARNS ARM TRUST 2004-2 BSARM 2004-2 12A2 0.02 0.00 0.0009 -0.0000
US81375WCT18 / Securitized Asset Backed Receivables LLC Trust 2005-OP1 0.01 0.00 0.0009 -0.0000
US45660LLP21 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR7 4A1 0.01 0.00 0.0008 -0.0000
US59020UJP12 / MLCC MORTGAGE INVESTORS INC MLCC 2004 E A1 0.01 -6.67 0.0008 -0.0001
US161630CF33 / CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 13A1 0.01 -13.33 0.0008 -0.0001
US86358ECL83 / Structured Asset Investment Loan Trust, Series 2003-BC6, Class M1 0.01 -7.14 0.0008 -0.0001
US07386HC254 / BEAR STEARNS ALT A TRUST BALTA 2006 1 22A1 0.01 0.00 0.0008 -0.0000
US24763LFS43 / DELTA FUNDING HOME EQUITY LOAN DELHE 1999 2 A1A 0.01 -7.14 0.0008 -0.0001
US07389QAN88 / BEAR STEARNS ASSET BACKED SECU BSABS 2007 SD1 22A1 0.01 0.00 0.0008 -0.0000
US004421UC54 / ACE SECURITIES CORP. ACE 2005 HE7 M1 0.01 -13.33 0.0008 -0.0001
BOUGHT KRW SOLD USD 20250716 / DFE (000000000) 0.01 0.0008 0.0008
US59020U4S19 / Merrill Lynch Mortgage Investors Trust Series MLCC 2006-1 0.01 -7.69 0.0007 -0.0001
US45660LEG05 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR4 2A1A 0.01 0.00 0.0007 -0.0000
BOUGHT NZD SOLD USD 20250702 / DFE (000000000) 0.01 0.0007 0.0007
US05532LAD10 / BCAP LLC TRUST BCAP 2009 RR14 2A2 144A 0.01 0.00 0.0007 -0.0000
US12669FN414 / COUNTRYWIDE HOME LOANS CWHL 2004 12 10A1 0.01 -7.69 0.0007 -0.0001
US36242DKL63 / GSAMP TRUST GSAMP 2004 WF M2 0.01 0.00 0.0007 -0.0000
US36242DH559 / GSR MORTGAGE LOAN TRUST GSR 2005 AR2 1A2 0.01 0.00 0.0007 -0.0000
US36242DH716 / GSR Mortgage Loan Trust 2005-AR2 0.01 -8.33 0.0007 -0.0000
US31337NN385 / FED HM LN PC POOL 611310 FH 01/32 FLOATING VAR 0.01 -8.33 0.0007 -0.0000
US86364LAC63 / STRUCTURED ASSET SECURITIES CO SASC 2007 WF2 A3 0.01 -35.29 0.0007 -0.0003
RFR EUR ESTRON/2.05000 11/18/24-5Y* LCH / DIR (EZ64KXLFNMN4) 0.01 -96.03 0.0007 -0.0159
US542514BK96 / LBMLT 2001-4 2M1 0.01 -42.11 0.0007 -0.0005
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.01 0.0007 0.0007
US31295N4W50 / FED HM LN PC POOL 789837 FH 08/32 FLOATING VAR 0.01 0.00 0.0007 -0.0000
US2620512044 / Drillco Holdings Luxembourg SA 0.00 0.00 0.01 -21.43 0.0007 -0.0002
US61749LAR24 / MORGAN STANLEY MORTGAGE LOAN T MSM 2006 8AR 6A1 0.01 0.00 0.0007 -0.0000
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0.01 0.0007 0.0007
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0.01 0.0007 0.0007
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0.01 0.0007 0.0007
US61746WB907 / Morgan Stanley Dean Witter Capital I Inc Trust 2003-HYB1 0.01 0.00 0.0007 -0.0000
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.01 0.0007 0.0007
US07388GAD34 / BEAR STEARNS ASSET BACKED SECU BSABS 2006 3 M1 0.01 -31.25 0.0006 -0.0004
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0.01 0.0006 0.0006
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0.01 0.0006 0.0006
US32056JAE47 / FIRST HORIZON MORTGAGE PASS TH FHASI 2007 AR3 2A2 0.01 -9.09 0.0006 -0.0001
US262051AA36 / FORESEA Holding SA 0.01 0.00 0.0006 -0.0000
BOUGHT THB SOLD USD 20250716 / DFE (000000000) 0.01 0.0006 0.0006
US61748HGR66 / Morgan Stanley Mortgage Loan Trust 2004-11AR 0.01 0.00 0.0006 -0.0000
US3131YAP201 / Freddie Mac Pool 0.01 -9.09 0.0006 -0.0001
BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) 0.01 0.0006 0.0006
US1266715K89 / CWABS Inc Asset-Backed Certificates Trust, Series 2004-4, Class M1 0.01 -28.57 0.0006 -0.0003
US57643LGG59 / MASTR Asset-Backed Securities Trust, Series 2005-NC1, Class M2 0.01 0.00 0.0006 -0.0000
US59020UC291 / Merrill Lynch Mortgage Investors Trust, Series 2005-FM1, Class M1 0.01 -16.67 0.0006 -0.0002
US52522DAN12 / Lehman XS Trust Series 2006-16N 0.01 0.00 0.0006 -0.0000
US31400JND71 / FNMA POOL 688988 FN 05/33 FLOATING VAR 0.01 -10.00 0.0006 -0.0000
US885220FS76 / THORNBURG MORTGAGE SECURITIES TRUST 2004-3 TMST 2004-3 A 0.01 0.00 0.0006 -0.0000
US17307GW951 / Citigroup Mortgage Loan Trust 2005-11 0.01 0.00 0.0005 -0.0000
US17318DAL64 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2011 2 3A2 144A 0.01 -10.00 0.0005 -0.0001
BOUGHT THB SOLD USD 20250716 / DFE (000000000) 0.01 0.0005 0.0005
BOUGHT THB SOLD USD 20250716 / DFE (000000000) 0.01 0.0005 0.0005
RFR EUR ESTRON/2.05630 11/18/24-5Y* LCH / DIR (EZ64KXLFNMN4) 0.01 -97.11 0.0005 -0.0161
US3138Y6ND20 / Fannie Mae Pool 0.01 0.00 0.0005 -0.0000
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0.01 0.0005 0.0005
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0.01 0.0005 0.0005
US25160HAM79 / DEUTSCHE MORTGAGE AND ASSET RE DMARC 2014 RS1 4A1 144A 0.01 -42.86 0.0005 -0.0004
US92977YBR18 / WACHOVIA MORTGAGE LOAN TRUST, WMLT 2005 B 4A1 0.01 0.00 0.0005 -0.0000
BOUGHT JPY SOLD USD 20250804 / DFE (000000000) 0.01 0.0005 0.0005
US585525DF22 / MELLON RESIDENTIAL FUNDING COR MOR PAS THR TR SER MRFC 1999-TBC3 A2 0.01 -11.11 0.0005 -0.0001
US3133TPLV93 / FREDDIE MAC FHR 2246 Z 0.01 0.00 0.0005 -0.0000
US07387YAA10 / BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE6 1A1 0.01 -27.27 0.0005 -0.0002
US86361KAC18 / STRUCTURED ASSET INVESTMENT LO SAIL 2006 BNC3 A3 0.01 -27.27 0.0005 -0.0002
BOUGHT AUD SOLD USD 20250702 / DFE (000000000) 0.01 0.0005 0.0005
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0.01 0.0004 0.0004
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0.01 0.0004 0.0004
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0.01 0.0004 0.0004
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0.01 0.0004 0.0004
US59020UAR68 / Merrill Lynch Mortgage Investors Trust, Series 2004-A, Class A1 0.01 0.00 0.0004 -0.0000
US02151CAE66 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 15CB A5 0.01 0.00 0.0004 -0.0000
US31385WXE47 / FANNIE MAE 3.442% 01/01/2033 FAR FNARM 0.01 -14.29 0.0004 -0.0000
BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) 0.01 0.0004 0.0004
BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) 0.01 0.0004 0.0004
US004421WQ23 / ACE Securities Corp. Home Equity Loan Trust, Series 2006-ASL1 0.01 -33.33 0.0004 -0.0002
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.01 0.0004 0.0004
US151314FP16 / Cendant Mortgage Corp 0.01 0.00 0.0004 -0.0000
US126670JY52 / COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 3A2A 0.01 0.00 0.0004 -0.0000
US929227XB72 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2002-AR17 SER 2002-AR17 CL 1A V/R REGD 3.52644500 0.01 0.00 0.0004 -0.0000
BOUGHT THB SOLD USD 20250716 / DFE (000000000) 0.01 0.0004 0.0004
US76112BH609 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC5 M3 0.01 -33.33 0.0004 -0.0002
US88522YAB56 / Thornburg Mortgage Securities Trust 2007-4 0.01 -14.29 0.0004 -0.0001
US3132XUKS30 / Freddie Mac Gold Pool 0.01 0.00 0.0004 -0.0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.01 0.0004 0.0004
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.01 0.0004 0.0004
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.01 0.0004 0.0004
US36225CMM54 / GNMA II POOL 080363 G2 01/30 FLOATING VAR 0.01 -16.67 0.0003 -0.0001
RFR EUR ESTRON/2.06280 11/14/24-5Y* LCH / DIR (EZ64KXLFNMN4) 0.01 -98.19 0.0003 -0.0163
US46629DBA28 / JP MORGAN MORTGAGE TRUST JPMMT 2006 A7 3A2 0.01 0.00 0.0003 -0.0000
US12668BUK78 / Alternative Loan Trust 2006-HY10 0.01 0.00 0.0003 -0.0000
US3128HD3Z07 / FED HM LN PC POOL 847116 FH 02/33 FLOATING VAR 0.01 0.00 0.0003 -0.0001
US31378KEP57 / FNMA POOL 400742 FN 09/27 FLOATING VAR 0.01 0.00 0.0003 -0.0000
US22540VK434 / Credit Suisse First Boston Mortgage Securities Corp 0.01 0.00 0.0003 -0.0000
US59020UDW27 / MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC SER 2004-C CL A2B V/R REGD 3.22013000 0.00 -42.86 0.0003 -0.0001
US31392GFS93 / FANNIEMAE GRANTOR TRUST FNGT 2002 T18 A5 0.00 -20.00 0.0003 -0.0000
US058931BH85 / Banc of America Funding Trust, Series 2006-3, Class 5A5 0.00 0.00 0.0003 -0.0000
US268668AA87 / EMC Mortgage Loan Trust 2001-A 0.00 -20.00 0.0003 -0.0000
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) 0.00 0.0003 0.0003
US07384M4C33 / Bear Stearns ARM Trust 2004-10 0.00 0.00 0.0003 -0.0000
US1248RHAA57 / Credit-Based Asset Servicing and Securitization LL 0.00 0.00 0.0003 -0.0000
US05949CCA27 / BANC OF AMERICA MORTGAGE 2005-F TRUST BOAMS 2005-F 2A2 0.00 0.00 0.0003 -0.0000
US35729BAF85 / FREMONT HOME LOAN OWNER TRUST FREHE 1999 3 A2 0.00 0.00 0.0002 -0.0000
US863579CB23 / Structured Adjustable Rate Mortgage Loan Trust, Series 2004-14, Class 1A 0.00 0.00 0.0002 -0.0000
US073888AN98 / BEAR STEARNS ASSET BACKED SECU BSABS 2006 SD3 21A1 0.00 -55.56 0.0002 -0.0003
SOUTHWEST AIRLINES CO SNR S* ICE / DCR (EZLH00YZ8ML1) 0.00 0.00 0.0002 -0.0000
ELECTRICITE DE FRANCE SA (EDF SNR SE ICE / DCR (EZFZGFDS4BQ7) 0.00 100.00 0.0002 0.0001
US31391GYZ35 / FNMA POOL 666828 FN 11/32 FLOATING VAR 0.00 -25.00 0.0002 -0.0000
US31392CYH14 / FNMA, Grantor Trust, Whole Loan, Series 2002-T6, Class A4 0.00 0.00 0.0002 -0.0000
US17307GTJ75 / CITIGROUP MORTGAGE LOAN TRUST, INC. 0.00 -25.00 0.0002 -0.0000
BOUGHT TRY SOLD USD 20250806 / DFE (000000000) 0.00 0.0002 0.0002
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.00 0.0002 0.0002
US36225CG756 / GNMA II POOL 080221 G2 08/28 FLOATING VAR 0.00 -25.00 0.0002 -0.0001
US007036TE63 / ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 10 3A11 0.00 0.00 0.0002 -0.0000
US31292HA951 / 30 YR SINGLE FAMILY MBS 0.00 0.00 0.0002 -0.0000
USL269151134 / DRILLCO HLDG LUX SA 0.00 0.00 0.00 0.00 0.0002 -0.0000
US12669GHY08 / CHL MORTGAGE PASS-THROUGH TRUST 2004-29 CWHL 2004-29 1A1 0.00 0.00 0.0002 -0.0000
BOUGHT ILS SOLD USD 20250702 / DFE (000000000) 0.00 0.0002 0.0002
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0.00 0.0002 0.0002
US466286AV35 / J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A7 2A7 0.00 0.00 0.0002 -0.0000
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0.00 0.0002 0.0002
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.00 0.0002 0.0002
BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) 0.00 0.0002 0.0002
US36225CFW10 / GNMA II POOL 080180 G2 03/28 FLOATING VAR 0.00 -33.33 0.0002 -0.0000
US36225CVD54 / Ginnie Mae II Pool 0.00 0.00 0.0001 -0.0000
US31295N5H74 / FED HM LN PC POOL 789848 FH 10/32 FLOATING VAR 0.00 0.00 0.0001 -0.0000
EZ65GBV58FC9 / MEXICO LA SP MYC 0.00 100.00 0.0001 0.0000
MEXICO LA SP MYC / DCR (EZDKNKQB19P7) 0.00 0.0001 0.0001
US36225CFJ09 / GNMA II POOL 080168 G2 02/28 FLOATING VAR 0.00 0.00 0.0001 -0.0000
US92925CBA99 / WaMu Mortgage Pass-Through Certificates Series 2005-AR19 Trust 0.00 0.00 0.0001 -0.0000
US36225CUM62 / GNMA II POOL 080587 G2 03/32 FLOATING VAR 0.00 -50.00 0.0001 -0.0000
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0.00 0.0001 0.0001
US86364CAF95 / STRUCTURED ADJUSTABLE RATE MOR SARM 2007 6 3A1 0.00 0.00 0.0001 -0.0000
US36225CKN55 / GNMA II POOL 080300 G2 07/29 FLOATING VAR 0.00 0.00 0.0001 -0.0000
US36225CKD73 / Ginnie Mae II Pool 0.00 0.00 0.0001 -0.0000
US126694BS68 / COUNTRYWIDE HOME LOANS CWHL 2005 HYB6 5A1 0.00 0.00 0.0001 -0.0000
US36225CNY83 / GNMA II POOL 080406 G2 05/30 FLOATING VAR 0.00 0.00 0.0001 -0.0000
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0.00 0.0001 0.0001
US70069FLH81 / Park Place Securities Inc Asset-Backed Pass-Through Certificates Series 2005-WCW 0.00 -90.91 0.0001 -0.0006
US36225CU385 / GNMA II POOL 080601 G2 05/32 FLOATING VAR 0.00 0.00 0.0001 -0.0000
US3133TLPF93 / FREDDIE MAC FHR 2177 F 0.00 0.00 0.0001 -0.0000
US59020UGF66 / Merrill Lynch Mortgage Investors Trust, Series 2004-D, Class A1 0.00 0.00 0.0001 -0.0000
US2620511053 / Drillco Holdings Luxembourg SA 0.00 0.00 0.00 0.00 0.0001 -0.0000
BOUGHT KRW SOLD USD 20250716 / DFE (000000000) 0.00 0.0001 0.0001
US36225CFL54 / GNMA II POOL 080170 G2 02/28 FLOATING VAR 0.00 0.00 0.0001 -0.0000
US31392MP221 / Freddie Mac REMICS 0.00 0.00 0.0001 -0.0000
US31390YDG08 / FNMA POOL 659903 FN 09/32 FLOATING VAR 0.00 -100.00 0.0001 -0.0000
US36225CBL90 / GNMA II POOL 080042 G2 02/27 FLOATING VAR 0.00 -100.00 0.0001 -0.0000
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0.00 0.0001 0.0001
EZ89MT0WHJP2 / MEXICO LA SP MYC 0.00 0.0001 0.0000
US126694YN25 / COUNTRYWIDE HOME LOANS CWHL 2006 3 2A2 0.00 -100.00 0.0001 -0.0000
EZJGYSSMZ0P0 / MEXICO LA SP MYC 0.00 0.0001 0.0000
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0.00 0.0000 0.0000
BOUGHT TRY SOLD USD 20250731 / DFE (000000000) 0.00 0.0000 0.0000
US204012AE81 / COMMUNITY PROGRAM LOAN TRUST CPLT 1987 A A5 0.00 -100.00 0.0000 -0.0001
MEXICO LA SP GST / DCR (EZDKNKQB19P7) 0.00 0.0000 0.0000
US466247NV12 / JP MORGAN MORTGAGE TRUST 2005-A2 JPMMT 2005-A2 5A2 0.00 0.0000 -0.0000
US36225CF436 / GNMA II POOL 080186 G2 04/28 FLOATING VAR 0.00 0.0000 -0.0000
US36225CBP05 / Government National Mortgage Association 0.00 0.0000 -0.0000
US07387AAV70 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 3 1A1 0.00 0.0000 -0.0000
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0.00 0.0000 0.0000
BOUGHT KRW SOLD USD 20250708 / DFE (000000000) 0.00 0.0000 0.0000
SOLD CAD BOUGHT USD 20250702 / DFE (000000000) 0.00 0.0000 0.0000
US31339LJW19 / FHLMC, REMIC, Series 2396, Class FM 0.00 0.0000 -0.0000
BOUGHT KRW SOLD USD 20250716 / DFE (000000000) 0.00 0.0000 0.0000
BOUGHT NOK SOLD USD 20250702 / DFE (000000000) 0.00 0.0000 0.0000
US31371PB665 / FNMA POOL 257561 FN 12/28 FIXED 6.5 0.00 0.0000 -0.0000
US31359PX847 / FNMA, REMIC, Series 1997-42, Class ZC 0.00 0.0000 -0.0000
US3133TPV484 / FHLMC, Series 2248, Class FB 0.00 0.0000 -0.0000
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0.00 0.0000 0.0000
US36225CF501 / GNMA II POOL 080187 G2 04/28 FLOATING VAR 0.00 0.0000 -0.0000
BOUGHT IDR SOLD USD 20250714 / DFE (000000000) 0.00 0.0000 0.0000
US36225CDW38 / Ginnie Mae II Pool 0.00 0.0000 -0.0000
US36225CD522 / GNMA II POOL 080123 G2 10/27 FLOATING VAR 0.00 0.0000 -0.0000
US36225CD290 / Ginnie Mae II Pool 0.00 0.0000 -0.0000
US31391JMS68 / FNMA POOL 668269 FN 10/32 FLOATING VAR 0.00 0.0000 -0.0000
BOUGHT IDR SOLD USD 20250714 / DFE (000000000) 0.00 0.0000 0.0000
BOUGHT JPY SOLD USD 20250804 / DFE (000000000) 0.00 0.0000 0.0000
US36225CB625 / GNMA II POOL 080060 G2 04/27 FLOATING VAR 0.00 0.0000 -0.0000
US31293PG413 / 30 YR SINGLE FAMILY MBS 0.00 0.0000 -0.0000
US31336R5J59 / FED HM LN PC POOL 1B0349 FH 07/32 FLOATING VAR 0.00 0.0000 -0.0000
US36225CC870 / Ginnie Mae 0.00 0.0000 -0.0000
US36202K5G64 / GNMA II POOL 008947 G2 08/26 FLOATING VAR 0.00 0.0000 -0.0000
US36202K2M69 / Ginnie Mae II Pool 0.00 0.0000 -0.0000
US36225CB542 / Ginnie Mae II Pool 0.00 0.0000 -0.0000
US36225CA890 / GNMA II POOL 080030 G2 01/27 FLOATING VAR 0.00 0.0000 -0.0000
US36202K6Y61 / GNMA II POOL 008987 G2 10/26 FLOATING VAR 0.00 0.0000 -0.0000
BOUGHT IDR SOLD USD 20250714 / DFE (000000000) 0.00 0.0000 0.0000
US23332UDX90 / DSLA MORTGAGE LOAN TRUST DSLA 2005 AR3 2A2 0.00 0.0000 0.0000
BOUGHT IDR SOLD USD 20250714 / DFE (000000000) 0.00 0.0000 0.0000
US36202KVA05 / Ginnie Mae II Pool 0.00 0.0000 -0.0000
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0.00 0.0000 0.0000
US36202KXJ95 / GNMA II POOL 008781 G2 01/26 FLOATING VAR 0.00 0.0000 -0.0000
BOUGHT JPY SOLD USD 20250804 / DFE (000000000) 0.00 0.0000 0.0000
US36225CFM38 / Ginnie Mae II Pool 0.00 0.0000 -0.0000
BOUGHT IDR SOLD USD 20250714 / DFE (000000000) 0.00 0.0000 0.0000
US36202KWG65 / Ginnie Mae II Pool 0.00 0.0000 -0.0000
US073914VW09 / BEAR STEARNS MORTGAGE SECURITI BSMSI 1997 6 1A 0.00 0.0000 -0.0000
US31292G7G58 / FED HM LN PC POOL C00895 FG 12/29 FIXED 7 0.00 0.0000 -0.0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.00 0.0000 0.0000
SOLD SEK BOUGHT USD 20250804 / DFE (000000000) 0.00 0.0000 0.0000
BOUGHT IDR SOLD USD 20250714 / DFE (000000000) 0.00 0.0000 0.0000
US65535VSE91 / NOMURA ASSET ACCEPTANCE CORPOR NAA 2006 AR1 4A 0.00 0.0000 0.0000
US36202KUY99 / Ginnie Mae II Pool 0.00 0.0000 -0.0000
US3128HDZD45 / FED HM LN PC POOL 847040 FH 02/29 FLOATING VAR 0.00 0.0000 -0.0000
US36202KUK95 / Ginnie Mae II Pool 0.00 0.0000 -0.0000
US41161PWU38 / HarborView Mortgage Loan Trust 2005-14 0.00 0.0000 -0.0000
US31403Q4G20 / FNMA POOL 755123 FN 11/33 FIXED 5 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
BOUGHT SEK SOLD USD 20250702 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0000 -0.0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) -0.00 -0.0000 -0.0000
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) -0.00 -0.0000 -0.0000
BOUGHT NOK SOLD USD 20250702 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD SEK BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD TRY BOUGHT USD 20250717 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD ILS BOUGHT USD 20250702 / 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 NOK BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD THB BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0000 -0.0000
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) -0.00 -0.0001 -0.0001
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD NOK BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0001 -0.0001
BOUGHT INR SOLD USD 20250820 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD CHF BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD KRW BOUGHT USD 20250708 / DFE (000000000) -0.00 -0.0001 -0.0001
BOUGHT INR SOLD USD 20250820 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD KRW BOUGHT USD 20250714 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD TRY BOUGHT USD 20250718 / DFE (000000000) -0.00 -0.0001 -0.0001
31750QM06 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (EZ967XY50V92) -0.00 -96.43 -0.0001 0.0016
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD ILS BOUGHT USD 20250709 / DFE (000000000) -0.00 -0.0002 -0.0002
SOLD SEK BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0002 -0.0002
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0002 -0.0002
SOLD SEK BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0002 -0.0002
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0002 -0.0002
BOUGHT INR SOLD USD 20250820 / DFE (000000000) -0.00 -0.0002 -0.0002
SOLD MXN BOUGHT USD 20250917 / DFE (000000000) -0.00 -0.0002 -0.0002
SOLD MXN BOUGHT USD 20250917 / DFE (000000000) -0.00 -0.0002 -0.0002
SOLD TRY BOUGHT USD 20250724 / DFE (000000000) -0.00 -0.0002 -0.0002
SOLD NOK BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0002 -0.0002
SOLD THB BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0003 -0.0003
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0003 -0.0003
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.01 -0.0003 -0.0003
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) -0.01 -0.0003 -0.0003
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.01 -0.0004 -0.0004
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) -0.01 -0.0004 -0.0004
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.01 -0.0005 -0.0005
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) -0.01 -0.0005 -0.0005
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) -0.01 -0.0005 -0.0005
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.01 -0.0005 -0.0005
SOFTBANK GROUP CORP SNR JP SP GST / DCR (EZ1K1NTX2WN0) -0.01 28.57 -0.0005 -0.0001
SOLD IDR BOUGHT USD 20250716 / DFE (000000000) -0.01 -0.0005 -0.0005
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) -0.01 -0.0005 -0.0005
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.01 -0.0006 -0.0006
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) -0.01 -0.0007 -0.0007
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.01 -0.0007 -0.0007
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.01 -0.0007 -0.0007
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.01 -0.0007 -0.0007
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) -0.01 -0.0007 -0.0007
SOLD ILS BOUGHT USD 20250718 / DFE (000000000) -0.01 -0.0007 -0.0007
SOLD NZD BOUGHT USD 20250804 / DFE (000000000) -0.01 -0.0007 -0.0007
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.01 -0.0008 -0.0008
SOLD TRY BOUGHT USD 20250717 / DFE (000000000) -0.01 -0.0009 -0.0009
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) -0.02 -0.0010 -0.0010
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.02 -0.0010 -0.0010
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) -0.02 -0.0012 -0.0012
SOLD NZD BOUGHT USD 20250702 / DFE (000000000) -0.02 -0.0013 -0.0013
SOLD THB BOUGHT USD 20250716 / DFE (000000000) -0.02 -0.0013 -0.0013
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.02 -0.0014 -0.0014
SOLD THB BOUGHT USD 20250716 / DFE (000000000) -0.02 -0.0014 -0.0014
SOLD THB BOUGHT USD 20250716 / DFE (000000000) -0.02 -0.0014 -0.0014
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) -0.02 -0.0015 -0.0015
SOLD AUD BOUGHT USD 20250702 / DFE (000000000) -0.03 -0.0016 -0.0016
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) -0.03 -0.0017 -0.0017
SOLD THB BOUGHT USD 20250716 / DFE (000000000) -0.03 -0.0020 -0.0020
SOLD GBP BOUGHT USD 20250702 / DFE (000000000) -0.04 -0.0021 -0.0021
SOLD ILS BOUGHT USD 20250702 / DFE (000000000) -0.04 -0.0022 -0.0022
SOLD CHF BOUGHT USD 20250804 / DFE (000000000) -0.04 -0.0024 -0.0024
RFR USD SOFR/3.85000 08/05/24-10Y LCH / DIR (EZKZ3H4L0SC3) -0.05 400.00 -0.0030 -0.0023
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) -0.06 -0.0034 -0.0034
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) -0.06 -0.0037 -0.0037
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.06 -0.0038 -0.0038
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.08 -0.0050 -0.0050
SOLD ILS BOUGHT USD 20250718 / DFE (000000000) -0.09 -0.0051 -0.0051
SOLD AUD BOUGHT USD 20250805 / DFE (000000000) -0.10 -0.0057 -0.0057
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.12 -0.0068 -0.0068
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) -0.12 -0.0072 -0.0072
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) -0.12 -0.0072 -0.0072
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) -0.12 -0.0072 -0.0072
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.12 -0.0072 -0.0072
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.12 -0.0073 -0.0073
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) -0.13 -0.0074 -0.0074
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.13 -0.0075 -0.0075
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.13 -0.0076 -0.0076
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.13 -0.0077 -0.0077
SOLD CAD BOUGHT USD 20250702 / DFE (000000000) -0.16 -0.0091 -0.0091
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.16 -0.0094 -0.0094
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.18 -0.0107 -0.0107
SOLD AUD BOUGHT USD 20250702 / DFE (000000000) -0.18 -0.0108 -0.0108
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.19 -0.0110 -0.0110
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.19 -0.0112 -0.0112
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.19 -0.0113 -0.0113
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.19 -0.0114 -0.0114
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.19 -0.0114 -0.0114
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.19 -0.0114 -0.0114
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.20 -0.0115 -0.0115
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.20 -0.0115 -0.0115
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.20 -0.0117 -0.0117
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.20 -0.0118 -0.0118
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.20 -0.0118 -0.0118
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.20 -0.0119 -0.0119
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.20 -0.0119 -0.0119
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.20 -0.0119 -0.0119
SOLD CHF BOUGHT USD 20250702 / DFE (000000000) -0.21 -0.0125 -0.0125
SOLD CAD BOUGHT USD 20250805 / DFE (000000000) -0.22 -0.0131 -0.0131
SOLD BRL BOUGHT USD 20250702 / DFE (000000000) -0.24 -0.0139 -0.0139
SOLD BRL BOUGHT USD 20250702 / DFE (000000000) -0.82 -0.0479 -0.0479
RFR USD SOFR/3.62000 02/14/25-5Y LCH / DIR (EZMDBB3P1KY1) -1.02 -370.93 -0.0596 -0.0821
SOLD EUR BOUGHT USD 20250804 / DFE (000000000) -1.87 -0.1097 -0.1097
OIS CAD CAONREPO/3.5000 03/28/24-8Y* LCH / DIR (EZ6CFT2N3TR9) -2.24 -20.91 -0.1311 0.0381
RFR USD SOFR/3.62000 09/02/25-4Y* LCH / DIR (EZNQ4Z4QT3L7) -2.74 -0.1604 -0.1604
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) -4.19 -0.2454 -0.2454
US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) -9.96 -0.5836 -0.5836
US21H0226710 / GNII II 2.5% 07/01/2050 #TBA -102.41 -131.88 -6.0018 -30.9454