Grundläggande statistik
Portföljvärde $ 7 859 172 066
Aktuella positioner 1 256
Senaste innehav, resultat, förvaltat kapital (från 13F, 13D)

PTLDX - PIMCO Low Duration Fund Institutional har redovisat 1 256 totala innehav i sina senaste SEC-arkiveringar. Det senaste portföljvärdet beräknas vara $ 7 859 172 066 USD. Faktiskt förvaltade tillgångar (AUM) är detta värde plus likvida medel (som inte redovisas). PTLDX - PIMCO Low Duration Fund Institutionals största innehav är PIMCO ST FLOATING NAV PORT IV MUTUAL FUND (US:US72202G3801) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , TREASURY NOTE (US:US91282CHB00) , UMBS TBA (US:US01F0506844) , and United States Treasury Note/Bond (US:US91282CGE57) . PTLDX - PIMCO Low Duration Fund Institutionals nya positioner inkluderar PIMCO ST FLOATING NAV PORT IV MUTUAL FUND (US:US72202G3801) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , TREASURY NOTE (US:US91282CHB00) , UMBS TBA (US:US01F0506844) , and United States Treasury Note/Bond (US:US91282CGE57) .

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Största ökningarna detta kvartal

Vi använder förändringen i portföljallokeringen eftersom det är det mest meningsfulla måttet. Förändringar kan bero på transaktioner eller förändringar i aktiekurser.

Värdepapper Aktier
(MM)		 Värde
(MM$)		 Portfölj % av ΔPortfölj % av
655,48 10,0637 10,0637
459,20 7,0502 7,0502
459,20 7,0502 7,0502
350,00 5,3736 5,3736
350,00 5,3736 5,3736
−83,69 −1,2849 5,2399
520,41 7,9900 2,7891
−278,60 −4,2774 2,1285
26,16 0,4016 0,4016
26,16 0,4016 0,4016
Största minskningarna detta kvartal

Vi använder förändringen i portföljallokeringen eftersom det är det mest meningsfulla måttet. Förändringar kan bero på transaktioner eller förändringar i aktiepriser.

Värdepapper Aktier
(MM)		 Värde
(MM$)		 Portfölj % av ΔPortfölj % av
87,34 1,3410 −1,0771
128,27 1,9693 −0,6421
−12,90 −0,1980 −0,1980
−12,90 −0,1980 −0,1980
11,23 0,1725 −0,1672
−4,34 −0,0666 −0,0666
−4,34 −0,0666 −0,0666
41,36 0,6350 −0,0613
−3,46 −0,0531 −0,0531
−3,46 −0,0531 −0,0531
13F- och fond arkiveringar

Denna blankett lämnades in den 2025-08-28 för rapporteringsperioden 2025-06-30. Denna investerare har inte offentliggjort värdepapper som räknas i aktier, så de aktierelaterade kolumnerna i tabellen nedan har utelämnats. Klicka på länksymbolen för att se hela transaktionshistoriken.

Uppgradera för att låsa upp premiumdata och exportera till Excel.

022-07-28: Viktig notering - Vi har ändrat behandlingen av Δ Portfolio % kolumnen i denna tabell. Tidigare rapporterade vi den som den procentuella förändringen i portföljallokeringen. Vi rapporterar den nu som den råa förändringen i portföljallokeringen (fortfarande rapporterad som en procent). I formeltermer rapporterade vi det tidigare som 100 * (nuvarande allokering - tidigare allokering) / tidigare allokering. Nu rapporterar vi det som (aktuell allokering - tidigare allokering).
Värdepapper Typ ΔAktier
(%)		 Värde
($MM)		 Portfölj
(%)		 ΔPortfölj
(%)
US72202G3801 / PIMCO ST FLOATING NAV PORT IV MUTUAL FUND 736,78 1,31 11,3118 0,2991
US01F0606834 / Uniform Mortgage-Backed Security, TBA 655,48 10,0637 10,0637
US91282CHB00 / TREASURY NOTE 588,76 0,07 9,0393 0,1299
US01F0506844 / UMBS TBA 520,41 61,35 7,9900 2,7891
CITIGROUP REPO REPO 5807 / RA (000000000) 459,20 7,0502 7,0502
CITIGROUP REPO REPO 5807 / RA (000000000) 459,20 7,0502 7,0502
REPO BANK AMERICA REPO / RA (000000000) 350,00 5,3736 5,3736
REPO BANK AMERICA REPO / RA (000000000) 350,00 5,3736 5,3736
US91282CGE57 / United States Treasury Note/Bond 149,31 0,03 2,2923 0,0321
US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND 128,27 −25,62 1,9693 −0,6421
BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F 125,27 8,57 1,9233 0,1760
US3140MJ6N00 / FNMA POOL BV5376 FN 04/52 FIXED 3 101,76 −1,28 1,5624 0,0015
US38382YC277 / GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H24 BF 88,66 0,13 1,3613 0,0204
US01F0406854 / UMBS TBA 87,34 −35,11 1,3410 −1,0771
US3134GW6C50 / FEDERAL HOME LOAN MORTGAGE CORP 0.80000000 79,72 0,86 1,2239 0,0271
US38382YC921 / GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H24 FD 75,58 0,05 1,1604 0,0164
US3134GW5R39 / FREDDIE MAC 0.65 10/25 61,47 0,94 0,9437 0,0216
US91282CGK18 / U.S. Treasury Inflation Linked Notes 51,37 22,02 0,7887 0,1512
US31418EQ864 / Fannie Mae Pool 50,12 −2,44 0,7695 −0,0084
US91282CHH79 / United States Treasury Note/Bond 50,07 −0,03 0,7687 0,0103
US3140QNKS04 / FNMA POOL CB3004 FN 02/52 FIXED 3 48,53 −1,54 0,7450 −0,0013
US3140QNGC08 / Fannie Mae Pool 46,79 −1,94 0,7183 −0,0041
FREDDIE MAC FHR 5478 FB / ABS-MBS (US3137HHS939) 41,36 −10,06 0,6350 −0,0613
US91282CAQ42 / USTN TII 0.125% 10/15/2025 40,10 0,56 0,6157 0,0118
US91282CEZ05 / U.S. Treasury Inflation Linked Notes 40,08 0,91 0,6153 0,0139
US3140X6KS99 / Fannie Mae Pool 39,50 −2,65 0,6065 −0,0080
US TREASURY N/B 04/26 4.875 / DBT (US91282CKK61) 36,33 −0,23 0,5578 0,0064
US3140QNS866 / FNMA POOL CB3242 FN 04/52 FIXED 3 34,93 −2,18 0,5362 −0,0045
US3140Q7S730 / FNMA POOL CA0541 FN 10/47 FIXED 3.5 34,73 −0,48 0,5333 0,0048
US3140Q7XY81 / FNMA POOL CA0694 FN 11/47 FIXED 3.5 33,02 −2,38 0,5069 −0,0053
US3134GWJN76 / FREDDIE MAC NOTES 08/25 0.68 32,18 0,90 0,4940 0,0111
US91282CJN20 / US TREASURY N/B 4.375% 11-30-28 31,86 0,52 0,4891 0,0092
FREDDIE MAC FHR 5515 F / ABS-MBS (US3137HKJ544) 29,52 −6,65 0,4533 −0,0256
FREDDIE MAC FHR 5515 F / ABS-MBS (US3137HKJ544) 29,52 −6,65 0,4533 −0,0256
US3140Q75W33 / FNMA POOL CA0860 FN 12/47 FIXED 3.5 28,67 −0,94 0,4402 0,0019
US3132DWJ465 / FHLG 30YR 5.5% 12/01/2053#SD8383 26,97 −2,49 0,4141 −0,0048
FED HM LN PC POOL SD7578 FR 04/55 FIXED 6 / ABS-MBS (US3132DVM362) 26,16 0,4016 0,4016
FED HM LN PC POOL SD7578 FR 04/55 FIXED 6 / ABS-MBS (US3132DVM362) 26,16 0,4016 0,4016
US3140QNUC42 / Federal National Mortgage Association 25,78 −1,76 0,3958 −0,0016
US38145GAM24 / Goldman Sachs Group Inc/The 25,34 −0,27 0,3890 0,0043
US22877LAA52 / CRSNT Trust 2021-MOON 25,09 0,24 0,3853 0,0062
US3140QNUB68 / Federal National Mortgage Association 23,84 −2,13 0,3660 −0,0028
VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/28 5.05 / DBT (US928668CP53) 23,28 12,25 0,3575 0,0434
VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/28 5.05 / DBT (US928668CP53) 23,28 12,25 0,3575 0,0434
US912828XL95 / United States Treasury Inflation Indexed Bonds 22,92 0,77 0,3518 0,0075
US86562MCA62 / Sumitomo Mitsui Financial Group Inc 22,69 0,74 0,3483 0,0073
US26210YAA47 / DROP Mortgage Trust, Series 2021-FILE, Class A 22,44 2,05 0,3445 0,0115
US3140Q7NA16 / FNMA POOL CA0384 FN 09/47 FIXED 3.5 22,27 −0,97 0,3419 0,0014
US00130HCE36 / CORP. NOTE 22,07 0,86 0,3389 0,0075
US55285AAA51 / MF1 2022-FL9 LLC SER 2022-FL9 CL A V/R REGD 144A P/P 2.96000000 21,25 −4,47 0,3262 −0,0106
US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) 20,82 0,3196 0,3196
US05571AAQ85 / BPCE SA 20,68 −0,33 0,3176 0,0033
US87020PAT49 / Swedbank AB 20,41 0,42 0,3134 0,0056
US87277JAA97 / TRTX 2022-FL5 Issuer Ltd 20,37 −7,99 0,3127 −0,0225
C1CI34 / Crown Castle Inc. - Depositary Receipt (Common Stock) 19,74 0,3031 0,3031
C1CI34 / Crown Castle Inc. - Depositary Receipt (Common Stock) 19,74 0,3031 0,3031
US46647PCQ72 / JPMorgan Chase & Co 19,15 −0,13 0,2940 0,0037
US20048FAA66 / COMM MORTGAGE TRUST COMM 2021 2400 A 144A 19,14 −0,22 0,2939 0,0034
US36264LAA61 / GS MORTGAGE SECURITIES CORP TRUST 2021-STAR SER 2021-STAR CL A V/R REGD 144A P/P 1.05000000 19,06 0,29 0,2926 0,0049
US251526CN70 / Deutsche Bank AG/New York NY 19,01 −0,36 0,2918 0,0030
US68784HAD35 / OSCAR US FUNDING XIV LLC 18,53 −16,56 0,2844 −0,0518
FANNIE MAE FNR 2024 90 FA / ABS-MBS (US3136BTXB47) 18,07 −9,49 0,2775 −0,0249
ABN / ABN AMRO Bank N.V. - Depositary Receipt (Common Stock) 18,07 0,32 0,2774 0,0047
US59217GFC87 / Metropolitan Life Global Funding I 17,98 0,09 0,2761 0,0040
US36265LAB36 / GS MORTGAGE BACKED SECURITIES GSMBS 2022 HP1 A2 144A 17,96 −2,42 0,2758 −0,0030
FREDDIE MAC FHR 5513 MF / ABS-MBS (US3137HKEX87) 17,94 −5,17 0,2755 −0,0111
US87166PAL58 / SYNIT 23-A2 A 5.74% 10-15-29/26 17,93 −0,18 0,2752 0,0033
HYUNDAI CAPITAL AMERICA HYUNDAI CAPITAL AMERICA / DBT (US44891ACW53) 17,41 −0,47 0,2673 0,0024
HYUNDAI CAPITAL AMERICA HYUNDAI CAPITAL AMERICA / DBT (US44891ACW53) 17,41 −0,47 0,2673 0,0024
US38380QGA40 / GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H14 FH 17,40 −0,12 0,2672 0,0034
US55284JAA79 / MF1 2022-FL8 Ltd 16,76 −12,58 0,2574 −0,0330
US67114WAA99 / ONSLOW BAY FINANCIAL LLC OBX 2022 INV2 A1 144A 16,74 −2,02 0,2570 −0,0017
WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) 16,53 0,2538 0,2538
WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) 16,53 0,2538 0,2538
ATHENE GLOBAL FUNDING SECURED 144A 07/26 VAR / DBT (US04685A4J75) 16,52 0,09 0,2537 0,0037
US918307AM15 / UNITED WHOLESALE MORTGAGE LLC UWM 2021 INV4 A9 144A 16,42 −1,69 0,2521 −0,0008
4020 / Saudi Real Estate Company 16,37 0,42 0,2514 0,0045
ABBVD / AbbVie Inc. - Depositary Receipt (Common Stock) 16,26 −0,02 0,2497 0,0034
US12654QBH83 / CREDIT SUISSE MORTGAGE TRUST CSMC 2018 SP2 PT 144A 15,49 −4,75 0,2378 −0,0084
US20268JAE38 / CommonSpirit Health 15,38 0,79 0,2361 0,0050
US92332LAU35 / VENTURE CDO LTD VENTR 2019 36A A1AR 144A 15,15 −18,03 0,2327 −0,0473
BANK OF AMERICA CORP SR UNSECURED 05/29 VAR / DBT (US06051GMT30) 15,10 0,2318 0,2318
WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) 15,01 −0,23 0,2305 0,0026
PM / Philip Morris International Inc. - Depositary Receipt (Common Stock) 14,97 0,2299 0,2299
US37046US851 / General Motors Financial Co Inc 14,92 0,50 0,2291 0,0043
ADNOC MURBAN RSC LTD ADNOC MURBAN RSC LTD / DBT (US00723L2A68) 14,64 1,36 0,2248 0,0060
CITIBANK NA CITIBANK NA / DBT (US17325FBF45) 14,16 −0,29 0,2174 0,0024
FANNIE MAE FNR 2025 19 FC / ABS-MBS (US3136BVBY34) 14,07 −4,03 0,2160 −0,0060
GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H15 LF / ABS-MBS (US38380LC849) 13,85 −9,55 0,2126 −0,0192
XS2387929834 / Bank of America Corp 13,69 8,78 0,2102 0,0196
US06738ECC75 / Barclays PLC 13,51 −0,60 0,2075 0,0016
IBM / International Business Machines Corporation - Depositary Receipt (Common Stock) 13,46 0,52 0,2066 0,0039
US80281LAS43 / SANTANDER UK GROUP HOLDINGS PLC 13,41 −0,44 0,2059 0,0019
US38383KEA60 / GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H21 FA 13,38 −1,71 0,2054 −0,0007
CITIBANK NA CITIBANK NA / DBT (US17325FBJ66) 12,99 0,03 0,1995 0,0028
US17305EGP43 / Citibank Credit Card Issuance Trust 12,91 −0,12 0,1982 0,0025
US36262TAA16 / GPMT 2021-FL4 LTD 12,80 −2,36 0,1965 −0,0020
US04002VAA98 / AREIT Trust, Series 2022-CRE6, Class A 12,70 −0,26 0,1950 0,0022
FANNIE MAE FNR 2025 16 FA / ABS-MBS (US3136BU5D84) 12,69 −5,47 0,1948 −0,0084
FANNIE MAE FNR 2025 16 FA / ABS-MBS (US3136BU5D84) 12,69 −5,47 0,1948 −0,0084
US86562MCT53 / Sumitomo Mitsui Financial Group Inc 12,66 −0,22 0,1944 0,0022
US38383KGD81 / GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H23 FA 12,50 −2,21 0,1920 −0,0016
GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) 12,00 0,1842 0,1842
US83206NAB38 / SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1B V/R REGD 144A P/P 1.83000000 11,98 −5,06 0,1839 −0,0072
MERCEDES BENZ FIN NA COMPANY GUAR 144A 03/28 4.75 / DBT (US58769JBE64) 11,95 0,75 0,1835 0,0039
BMW US CAPITAL LLC COMPANY GUAR 144A 03/28 4.75 / DBT (US05565ECW30) 11,93 11,82 0,1831 0,0216
BMW US CAPITAL LLC COMPANY GUAR 144A 03/28 4.75 / DBT (US05565ECW30) 11,93 11,82 0,1831 0,0216
CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 04/29 5.875 / DBT (US147918AC06) 11,83 0,71 0,1816 0,0037
CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 04/29 5.875 / DBT (US147918AC06) 11,83 0,71 0,1816 0,0037
FANNIE MAE FNR 2024 90 ED / ABS-MBS (US3136BTYL10) 11,75 −3,70 0,1803 −0,0044
US83206NAA54 / SMB Private Education Loan Trust 2022-B 11,58 −4,02 0,1777 −0,0049
CNQ / Canadian Natural Resources Limited 11,49 0,1765 0,1765
CNQ / Canadian Natural Resources Limited 11,49 0,1765 0,1765
GM FINANCIAL AUTOMOBILE LEASIN GMALT 2025 1 A3 / ABS-O (US36271VAD91) 11,38 0,18 0,1747 0,0027
GM FINANCIAL AUTOMOBILE LEASIN GMALT 2025 1 A3 / ABS-O (US36271VAD91) 11,38 0,18 0,1747 0,0027
C1PB34 / The Campbell's Company - Depositary Receipt (Common Stock) 11,36 −0,19 0,1743 0,0020
FNMA POOL BL0449 FN 12/25 FIXED 3.59 / ABS-MBS (US3140HRQB20) 11,28 0,15 0,1731 0,0026
US59217GEJ40 / Metropolitan Life Global Funding I 11,25 0,89 0,1727 0,0039
US42806MBA62 / Hertz Vehicle Financing LLC 11,23 −49,93 0,1725 −0,1672
FNMA POOL BL1942 FN 03/26 FIXED 3.15 / ABS-MBS (US3140HTEQ82) 11,23 0,23 0,1724 0,0028
HOLCIM FIN US LLC 07/25 ZCP / DBT (US43475FUG52) 11,18 0,1716 0,1716
HOLCIM FIN US LLC 07/25 ZCP / DBT (US43475FUG52) 11,18 0,1716 0,1716
US07335YAA47 / BDS 2021-FL10 LTD / BDS 2021-FL10 LLC 1ML+135 12/18/2036 144A 11,11 −18,08 0,1706 −0,0348
US709599BM55 / Penske Truck Leasing Co. LP/ PTL Finance Corp. 10,80 0,73 0,1658 0,0035
US69291QAA31 / PFP III PFP 2022 9 A 144A 10,42 −21,85 0,1600 −0,0419
US74977RDJ05 / Cooperatieve Rabobank UA 10,31 0,94 0,1584 0,0036
US05565ECE32 / BMW US CAPITAL LLC 144A LIFE SR UNSEC 5.05% 08-11-28 10,18 0,94 0,1564 0,0036
US90205FAA84 / 280 Park Avenue 2017-280P Mortgage Trust 10,11 0,93 0,1552 0,0035
INTC / Intel Corporation - Depositary Receipt (Common Stock) 10,10 0,1550 0,1550
INTC / Intel Corporation - Depositary Receipt (Common Stock) 10,10 0,1550 0,1550
XS2373706519 / Carlyle Euro CLO 2019-2 DAC 10,05 8,40 0,1543 0,0139
CH1230759495 / CREDIT SUISSE SCHWEIZ AG /EUR/ REGD REG S EMTN 3.39000000 9,71 8,73 0,1491 0,0139
ATHENE GLOBAL FUNDING SECURED REGS 02/27 VAR / DBT (XS2757986224) 9,71 8,88 0,1491 0,0140
LVS / Las Vegas Sands Corp. - Depositary Receipt (Common Stock) 9,49 0,1457 0,1457
LVS / Las Vegas Sands Corp. - Depositary Receipt (Common Stock) 9,49 0,1457 0,1457
CVS / CVS Health Corporation - Depositary Receipt (Common Stock) 9,48 0,1456 0,1456
CVS / CVS Health Corporation - Depositary Receipt (Common Stock) 9,48 0,1456 0,1456
US38382YV269 / GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H05 JF 9,40 −0,97 0,1442 0,0006
US83207DAA63 / SMB PRIVATE EDUCATION LOAN TRUST 2023-C SER 2023-C CL A1A REGD 144A P/P 5.67000000 9,24 −4,64 0,1419 −0,0049
FREDDIE MAC FHR 5442 FB / ABS-MBS (US3137HF4U64) 9,23 −8,03 0,1417 −0,0103
PROTECTIVE LIFE GLOBAL SECURED 144A 07/26 VAR / DBT (US743672AG20) 9,01 −0,03 0,1383 0,0019
PROTECTIVE LIFE GLOBAL SECURED 144A 07/26 VAR / DBT (US743672AG20) 9,01 −0,03 0,1383 0,0019
FANNIE MAE FNR 2025 24 FB / ABS-MBS (US3136BVSA74) 8,97 −3,01 0,1378 −0,0023
FANNIE MAE FNR 2025 24 FB / ABS-MBS (US3136BVSA74) 8,97 −3,01 0,1378 −0,0023
FHLMC MULTIFAMILY STRUCTURED P FHMS Q034 APT2 / ABS-MBS (US3137HLY301) 8,82 0,1354 0,1354
01626P148 / Alimentation Couche-Tard Inc 8,80 0,1351 0,1351
01626P148 / Alimentation Couche-Tard Inc 8,80 0,1351 0,1351
US87276WAA18 / TPG Real Estate Finance Issuer LTD 8,76 −4,98 0,1344 −0,0051
BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F 8,62 0,1324 0,1324
US04965JAA16 / Atrium Hotel Portfolio Trust 2017-ATRM 8,57 −0,50 0,1316 0,0011
US38382YAZ60 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-H12 CL DF V/R 6.17700000 8,56 −0,55 0,1313 0,0011
US46647PDW32 / JPMorgan Chase & Co 8,48 −0,18 0,1302 0,0016
US12564NAA00 / CLNY Trust 2019-IKPR 8,47 −11,40 0,1300 −0,0147
FED HM LN PC POOL QE8941 FR 09/52 FIXED 5 / ABS-MBS (US3133BJ5A61) 8,26 −1,59 0,1268 −0,0003
BMW VEHICLE LEASE TRUST BMWLT 2025 1 A3 / ABS-O (US096912AD26) 8,25 0,1267 0,1267
US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) 8,24 0,1265 0,1265
US12554XAJ19 / CIFC Funding 2019-V Ltd 8,21 −0,10 0,1260 0,0016
DANSKE / Danske Bank A/S 8,14 0,06 0,1250 0,0018
DANSKE / Danske Bank A/S 8,14 0,06 0,1250 0,0018
STELLANTIS FINANCIAL UNDERWRIT SFUEL 2025 AA A2 144A / ABS-O (US858928AB07) 8,12 0,1247 0,1247
STELLANTIS FINANCIAL UNDERWRIT SFUEL 2025 AA A2 144A / ABS-O (US858928AB07) 8,12 0,1247 0,1247
FREDDIE MAC FHR 5560 FB / ABS-MBS (US3137HLZD77) 8,01 0,1230 0,1230
US06738EBZ79 / Barclays PLC 8,00 −0,16 0,1229 0,0015
FREDDIE MAC FHR 5511 FG / ABS-MBS (US3137HKKP89) 8,00 −9,07 0,1229 −0,0104
FREDDIE MAC FHR 5511 FG / ABS-MBS (US3137HKKP89) 8,00 −9,07 0,1229 −0,0104
MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) 7,54 −0,25 0,1158 0,0013
US31418CLK89 / Fannie Mae Pool 7,54 −5,26 0,1158 −0,0048
US44891ACL98 / Hyundai Capital America 7,50 −0,16 0,1152 0,0014
AVGO / Broadcom Inc. - Depositary Receipt (Common Stock) 7,24 0,1112 0,1112
AVGO / Broadcom Inc. - Depositary Receipt (Common Stock) 7,24 0,1112 0,1112
FREDDIE MAC FHR 5508 AF / ABS-MBS (US3137HJFR38) 7,04 −4,64 0,1081 −0,0037
US30225VAL18 / Extra Space Storage LP 6,93 0,29 0,1064 0,0018
US055984AA69 / BSPRT ISSUER, LTD. BSPRT 2022 FL9 A 144A 6,86 −32,26 0,1054 −0,0481
COOPERAT RABOBANK UA/NY 08/26 VAR / DBT (US21688ABG67) 6,82 −0,12 0,1047 0,0013
XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV 6,68 0,1025 0,1025
US90117PAC95 / AOTA_15-1211 6,67 −2,36 0,1024 −0,0010
CITIBANK NA SR UNSECURED 11/27 VAR / DBT (US17325FBL13) 6,59 0,14 0,1012 0,0015
FANNIE MAE FNR 2025 52 FB / ABS-MBS (US3136BWUZ70) 6,52 0,1000 0,1000
FANNIE MAE FNR 2025 52 FB / ABS-MBS (US3136BWUZ70) 6,52 0,1000 0,1000
NOCG34 / Northrop Grumman Corporation - Depositary Receipt (Common Stock) 6,48 0,0995 0,0995
US12551JAL08 / CIFC FUNDING LTD CIFC 2017 4A A1R 144A 6,47 −23,47 0,0993 −0,0287
US3140NA2M44 / FNMA POOL BX6179 FN 02/53 FIXED 5 6,47 −2,91 0,0993 −0,0016
US50203JAA60 / LFT CRE 2021-FL1 Ltd 6,45 −22,52 0,0990 −0,0270
S56431109 / Northam Platinum Holdings Ltd 6,43 1,23 0,0987 0,0025
US36264BAA89 / GPMT LTD. GPMT 2021 FL3 A 144A 6,33 −19,45 0,0973 −0,0218
US3140MJ6Y64 / FNMA POOL BV5386 FN 04/52 FIXED 3 6,26 −2,19 0,0962 −0,0008
US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 6,25 0,35 0,0960 0,0016
US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 6,25 0,35 0,0960 0,0016
US225401AY40 / Credit Suisse Group AG 6,21 −0,32 0,0953 0,0010
US03465MAA18 / Angel Oak Mortgage Trust 2021-8 6,17 −3,18 0,0948 −0,0018
US3133B6YF16 / FED HM LN PC POOL QD8810 FR 03/52 FIXED 3 6,14 −0,76 0,0943 0,0006
US61691KAA97 / Morgan Stanley Capital I Trust 2017-ASHF 6,10 −0,54 0,0937 0,0008
US68245HAA23 / One Market Plaza Trust 2017-1MKT 6,01 1,85 0,0922 0,0029
US31418CFM10 / Fannie Mae Pool 5,96 −5,23 0,0915 −0,0037
C1CI34 / Crown Castle Inc. - Depositary Receipt (Common Stock) 5,93 0,0910 0,0910
XS2418762923 / Madison Park Euro Funding XIV DAC 5,86 8,24 0,0899 0,0080
XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV 5,78 0,03 0,0887 0,0012
TIKEHAU CLO IX DAC TIKEH 9A AR 144A / ABS-CBDO (XS2931965672) 5,77 8,84 0,0886 0,0083
US639057AG33 / NatWest Group PLC 5,66 −0,65 0,0868 0,0006
TRGP / Targa Resources Corp. 5,58 0,0856 0,0856
US31394JD872 / Freddie Mac Structured Pass-Through Certificates 5,43 −2,50 0,0834 −0,0010
US00084DBC39 / ABN AMRO Bank NV 5,43 −0,46 0,0833 0,0008
ABBVD / AbbVie Inc. - Depositary Receipt (Common Stock) 5,40 0,0828 0,0828
ABBVD / AbbVie Inc. - Depositary Receipt (Common Stock) 5,40 0,0828 0,0828
US3140QS7K12 / Federal National Mortgage Association, Inc. 5,31 −1,81 0,0815 −0,0004
BANQUE FED CRED MUTUEL BANQUE FED CRED MUTUEL / DBT (US06675DCM20) 5,25 0,31 0,0806 0,0013
US53947XAA00 / LoanCore 2021-CRE5 Issuer Ltd 5,22 −37,44 0,0801 −0,0462
US63874AAA60 / NCMS 2021 APPL A 144A 5,03 0,72 0,0772 0,0016
US48128B5497 / JPMORGAN CHASE and CO 4.625% PERP PFD 5,02 −0,40 0,0770 0,0007
US902613AS79 / UBS Group AG 5,01 0,20 0,0769 0,0012
US01F0526800 / Uniform Mortgage-Backed Security, TBA 5,00 1,30 0,0767 −0,0119
SCE.PRK / SCE Trust V - Preferred Security 4,93 0,08 0,0756 0,0011
US25150VAM81 / Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-AR3 4,92 −3,68 0,0755 −0,0018
US89233FHN15 / Toyota Motor Credit Corporation 4,92 0,04 0,0755 0,0011
US92230AAA43 / VASA Trust 2021-VASA 4,86 0,06 0,0747 0,0011
RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) 4,80 0,02 0,0738 0,0010
JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (US48002AU933) 4,79 0,0736 0,0736
01626P148 / Alimentation Couche-Tard Inc 4,75 0,0729 0,0729
US67114KAL17 / ONSLOW BAY MORTGAGE LOAN TRUST SER 2021-INV2 CL A11 V/R REGD 144A P/P 0.94967000 4,71 −1,26 0,0724 0,0001
US62955HAA59 / NYO COMMERCIAL MORTGAGE TRUST 2021-1290 SER 2021-1290 CL A V/R REGD 144A P/P 1.17500000 4,69 0,54 0,0721 0,0014
FREDDIE MAC FHR 5508 FC / ABS-MBS (US3137HJGF80) 4,68 −4,90 0,0718 −0,0027
FREDDIE MAC FHR 5549 BF / ABS-MBS (US3137HLS527) 4,65 0,0714 0,0714
FREDDIE MAC FHR 5549 BF / ABS-MBS (US3137HLS527) 4,65 0,0714 0,0714
US38375UQC70 / GNMA, Series 2014-H21, Class FA 4,52 −11,41 0,0694 −0,0078
US3133B7PS11 / FED HM LN PC POOL QD9433 FR 03/52 FIXED 3 4,46 −0,78 0,0685 0,0004
US3140HNY970 / FNMA POOL BK8835 FN 08/48 FIXED 4 4,45 −0,27 0,0683 0,0008
US3140FPAQ25 / FNMA POOL BE3614 FN 05/47 FIXED 3.5 4,44 −5,56 0,0681 −0,0030
01626P148 / Alimentation Couche-Tard Inc 4,43 0,0681 0,0681
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 4,42 0,0678 0,0678
FREDDIE MAC SLST SLST 2023 1 A11 144A / ABS-MBS (US35564CNN38) 4,41 −32,91 0,0677 −0,0319
US38383KFR86 / Government National Mortgage Association 4,40 −1,50 0,0676 −0,0001
US46652DAA37 / JP Morgan Chase Commercial Mortgage Securities Corp 4,39 −5,28 0,0674 −0,0028
US36256AAA07 / GS Mortgage Securities Corp Trust 2018-LUAU 4,39 −0,23 0,0674 0,0008
US38383KCS96 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H19 CL FA V/R 6.20000000 4,38 −0,45 0,0672 0,0006
US3140QRAF07 / FNCL UMBS 4.5 CB5405 10-01-52 4,33 −2,19 0,0664 −0,0006
FREDDIE MAC FHR 5508 QF / ABS-MBS (US3137HJVX22) 4,29 −3,70 0,0659 −0,0016
FREDDIE MAC FHR 5508 QF / ABS-MBS (US3137HJVX22) 4,29 −3,70 0,0659 −0,0016
US3132HUCJ07 / FREDDIEMAC STRIP FHS 332 V1 4,18 −1,69 0,0643 −0,0002
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H27 FG / ABS-MBS (US38376RJ989) 4,16 −7,71 0,0638 −0,0044
FREDDIE MAC FHR 4061 FA / ABS-MBS (US3137ARBZ88) 4,12 −1,81 0,0632 −0,0003
GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 2 A2B / ABS-O (US379931AC24) 4,10 −43,25 0,0630 −0,0465
CBRE SVCS INC 07/25 ZCP / DBT (US12610BUQ30) 4,09 0,0627 0,0627
CBRE SVCS INC 07/25 ZCP / DBT (US12610BUQ30) 4,09 0,0627 0,0627
US3132DWHY21 / FR SD8347 4,08 −2,09 0,0626 −0,0005
ABU DHABI DEVELOPMENTAL ABU DHABI DEVELOPMENTAL / DBT (US00402D2A25) 4,02 0,48 0,0617 0,0011
RFR USD SOFR/2.00000 12/21/22-10Y CME / DIR (EZFXDWH0DRR4) 4,00 −5,31 0,0614 −0,0025
US05493LAA44 / BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX A 144A 3,92 0,23 0,0602 0,0010
ARES CLO LTD ARES 2013 2A AR3 144A / ABS-CBDO (US00190YBP97) 3,90 0,44 0,0599 0,0011
ARES CLO LTD ARES 2013 2A AR3 144A / ABS-CBDO (US00190YBP97) 3,90 0,44 0,0599 0,0011
US3133B7YN23 / FED HM LN PC POOL QD9717 FR 04/52 FIXED 3 3,89 −0,79 0,0598 0,0004
US437084VN35 / Home Equity Asset Trust 2006-4 3,83 −6,62 0,0587 −0,0033
01626P148 / Alimentation Couche-Tard Inc 3,80 0,0583 0,0583
GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H20 FL / ABS-MBS (US38383KDY55) 3,79 −2,87 0,0582 −0,0009
FANNIE MAE FNR 2024 104 FA / ABS-MBS (US3136BUEQ99) 3,74 −4,25 0,0574 −0,0017
FNMA POOL BL3670 FN 10/26 FIXED 2.08 / ABS-MBS (US3140HVCG74) 3,68 0,63 0,0564 0,0011
FREDDIE MAC FHR 4130 AB / ABS-MBS (US3137AVY354) 3,66 −16,64 0,0562 −0,0103
FREDDIE MAC FHR 4130 AB / ABS-MBS (US3137AVY354) 3,66 −16,64 0,0562 −0,0103
FNMA POOL BY4733 FN 06/53 FIXED 5 / ABS-MBS (US3140NMHK68) 3,58 −0,25 0,0550 0,0006
US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 3,54 60,00 0,0543 0,0208
US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 3,54 60,00 0,0543 0,0208
CBRE SVCS INC / DBT (US12610BUA87) 3,50 0,0537 0,0537
US78432WAA18 / SFO Commercial Mortgage Trust 2021-555 3,49 0,98 0,0535 0,0012
WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) 3,47 0,00 0,0534 0,0007
FREDDIE MAC FHR 4123 AH / ABS-MBS (US3137AUXA29) 3,47 −16,25 0,0532 −0,0095
FREDDIE MAC FHR 4123 AH / ABS-MBS (US3137AUXA29) 3,47 −16,25 0,0532 −0,0095
01626P148 / Alimentation Couche-Tard Inc 3,43 0,0527 0,0527
ORCL / Oracle Corporation - Depositary Receipt (Common Stock) 3,42 0,15 0,0524 0,0008
OCEAN TRAILS CLO OCTR 2021 11A AR 144A / ABS-CBDO (US67514VAL36) 3,40 0,47 0,0522 0,0010
OCEAN TRAILS CLO OCTR 2021 11A AR 144A / ABS-CBDO (US67514VAL36) 3,40 0,47 0,0522 0,0010
MERCEDES BENZ FIN NA COMPANY GUAR 144A 11/27 4.9 / DBT (US58769JAZ03) 3,39 0,0520 0,0520
MERCEDES BENZ FIN NA COMPANY GUAR 144A 11/27 4.9 / DBT (US58769JAZ03) 3,39 0,0520 0,0520
FREDDIE MAC FHR 4224 FB / ABS-MBS (US3137B3C487) 3,33 −4,34 0,0511 −0,0016
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/28 4.9 / DBT (US44891ADV61) 3,32 0,0510 0,0510
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/27 4.875 / DBT (US44891ADU88) 3,32 0,0510 0,0510
US38375UVD98 / GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H08 FD 3,31 −17,98 0,0508 −0,0103
XS0362465881 / EMF NL BV EMFNL 2008 APRX A3 REGS 3,31 9,94 0,0508 0,0052
ELEVATION CLO LTD AWPT 2022 16A A1AR 144A / ABS-CBDO (US28623YAU73) 3,30 0,70 0,0507 0,0011
US3132L8NJ22 / FED HM LN PC POOL V83093 FG 04/47 FIXED 3.5 3,28 −3,02 0,0503 −0,0009
US20048GAA40 / COMM 2019-521F Mortgage Trust 3,25 2,78 0,0499 0,0020
BGC / BGC Group, Inc. 3,25 1,82 0,0498 0,0016
US404280DY28 / HSBC HOLDINGS PLC FRN SOFR+0 08/14/2027 3,23 −0,40 0,0496 0,0005
US37940XAE22 / Global Payments Inc 3,22 0,84 0,0495 0,0011
US126670LE60 / CHL Mortgage Pass-Through Trust 2005-HYB9 3,22 −4,06 0,0494 −0,0014
US03880XAA46 / Arbor Realty Collateralized Loan Obligation Ltd., Series 2022-FL1, Class A 3,16 −10,99 0,0485 −0,0052
US55820TAJ79 / Madison Park Funding XXIII Ltd 3,13 −13,44 0,0481 −0,0067
US29278GAM06 / Enel Finance International NV 3,11 0,81 0,0477 0,0010
ICG US CLO LTD ICG 2021 3A AR 144A / ABS-CBDO (US449249AS08) 3,10 0,29 0,0476 0,0008
FANNIE MAE FNR 2025 18 FA / ABS-MBS (US3136BU7K00) 3,07 −5,88 0,0472 −0,0023
US80282KAZ93 / Santander Holdings USA Inc 3,05 0,76 0,0469 0,0010
RVPO STATE STREET GLOBAL MARKE USD RVPO FICC SSGM / RA (000000000) 3,00 0,0461 0,0461
US3133B6YB02 / FED HM LN PC POOL QD8806 FR 03/52 FIXED 3 2,99 −3,76 0,0459 −0,0011
US3140J5TD14 / FNMA POOL BM1447 FN 07/47 FIXED VAR 2,89 −1,97 0,0444 −0,0003
US48128B5497 / JPMORGAN CHASE and CO 4.625% PERP PFD 2,86 0,07 0,0439 0,0006
N1WG34 / NatWest Group plc - Depositary Receipt (Common Stock) 2,85 0,14 0,0438 0,0007
CARLYLE GLOBAL MARKET STRATEGI CGMS 2016 3A ARRR / ABS-CBDO (US14311UBA51) 2,80 0,50 0,0430 0,0008
PCG.PRD / Pacific Gas and Electric Company - Preferred Stock 2,80 0,00 0,0430 0,0006
PCG.PRD / Pacific Gas and Electric Company - Preferred Stock 2,80 0,00 0,0430 0,0006
XS2376688474 / OCP EURO CLO 2020-4 DAC SER 2020-4A CL AR V/R REGD 144A P/P /EUR/ 0.00000000 2,79 −6,81 0,0429 −0,0025
MDLZ / Mondelez International, Inc. - Depositary Receipt (Common Stock) 2,74 0,0420 0,0420
US46647PCP99 / JPMorgan Chase & Co 2,61 0,85 0,0400 0,0009
US89177HAA05 / Towd Point Mortgage Trust, Series 2019-HY2, Class A1 2,60 −7,18 0,0399 −0,0025
PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 2A A 144A / ABS-CBDO (XS3070649366) 2,59 0,0398 0,0398
US55953WAA80 / Magnetite XXXII Ltd., Series 2022-32A, Class A 2,50 0,00 0,0384 0,0005
JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (US48002AU776) 2,50 0,0383 0,0383
JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (US48002AU776) 2,50 0,0383 0,0383
XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV 2,49 0,0382 0,0382
US61755CAD48 / Morgan Stanley ABS Capital I Incorporated Trust 2,46 −1,72 0,0377 −0,0001
N1WG34 / NatWest Group plc - Depositary Receipt (Common Stock) 2,41 −0,37 0,0370 0,0004
N1WG34 / NatWest Group plc - Depositary Receipt (Common Stock) 2,41 −0,37 0,0370 0,0004
US682413AA79 / ONE 2021-PARK Mortgage Trust 2,41 −0,41 0,0369 0,0004
US07387ABR59 / Bear Stearns ARM Trust 2005-4 2,39 −6,30 0,0368 −0,0019
US3133CAKG40 / FED HM LN PC POOL QG9295 FR 08/53 FIXED 5.5 2,37 −2,15 0,0363 −0,0003
XS1150797600 / EUROSAIL PLC ESAIL 2007 4X A3 REGS 2,35 −9,84 0,0361 −0,0034
RTX / RTX Corporation - Depositary Receipt (Common Stock) 2,35 0,0360 0,0360
RTX / RTX Corporation - Depositary Receipt (Common Stock) 2,35 0,0360 0,0360
US3140HNZC97 / FNMA POOL BK8838 FN 08/48 FIXED 4 2,33 −1,81 0,0358 −0,0001
CVS / CVS Health Corporation - Depositary Receipt (Common Stock) 2,30 0,0352 0,0352
VOYA CLO LTD VOYA 2017 3A A1RR 144A / ABS-CBDO (US92915QBG73) 2,29 −0,35 0,0352 0,0004
US30040WAJ71 / Eversource Energy 2,29 1,02 0,0351 0,0008
SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1A 144A / ABS-O (US83207QAA76) 2,27 −2,70 0,0348 −0,0005
SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1A 144A / ABS-O (US83207QAA76) 2,27 −2,70 0,0348 −0,0005
RFR USD SOFR/3.25000 06/18/25-10Y CME / DIR (EZXZ4DC8KGZ4) 2,14 0,0329 0,0329
US38383KKA96 / Government National Mortgage Association 2,14 −14,75 0,0328 −0,0052
MADISON PARK FUNDING LTD MDPK 2020 46A ARR 144A / ABS-CBDO (US55822AAW71) 2,10 0,67 0,0323 0,0006
US902613BB36 / CORP. NOTE 2,10 −0,05 0,0323 0,0004
BAIN CAPITAL CREDIT CLO, LIMIT BCC 2019 4A A1RR 144A / ABS-CBDO (US05684AAY55) 2,09 −0,29 0,0321 0,0003
US3133B7PT93 / FED HM LN PC POOL QD9434 FR 03/52 FIXED 3 2,02 −0,74 0,0311 0,0002
US16144KAC27 / Chase Auto Owner Trust 2023-A 2,02 −0,25 0,0311 0,0003
STELLANTIS FIN US INC COMPANY GUAR 144A 03/28 5.35 / DBT (US85855CAM29) 2,02 0,0310 0,0310
01626P148 / Alimentation Couche-Tard Inc 2,00 0,0307 0,0307
01626P148 / Alimentation Couche-Tard Inc 2,00 0,0307 0,0307
US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 2,00 0,40 0,0306 0,0005
D1OM34 / Dominion Energy, Inc. - Depositary Receipt (Common Stock) 2,00 0,0306 0,0306
US3136ATVF87 / Fannie Mae REMICS 1,99 −4,46 0,0306 −0,0010
TRINITAS CLO LTD TRNTS 2022 20A A1R 144A / ABS-CBDO (US89640EAN85) 1,99 0,15 0,0306 0,0005
FNMA POOL AN1346 FN 04/26 FIXED 2.77 / ABS-MBS (US3138LDP801) 1,98 −0,40 0,0304 0,0003
FNMA POOL AN1346 FN 04/26 FIXED 2.77 / ABS-MBS (US3138LDP801) 1,98 −0,40 0,0304 0,0003
01626P148 / Alimentation Couche-Tard Inc 1,89 0,0291 0,0291
US78398AAD54 / SFS Auto Receivables Securitization Trust, Series 2023-1A, Class A3 1,89 −10,63 0,0290 −0,0030
US64352VKB61 / NEW CENTURY HOME EQUITY LOAN T NCHET 2005 1 M2 1,89 −5,79 0,0290 −0,0014
FNMA POOL AB3968 FN 12/26 FIXED 3 / ABS-MBS (US31417AMS59) 1,87 −20,17 0,0287 −0,0068
FNMA POOL AB3968 FN 12/26 FIXED 3 / ABS-MBS (US31417AMS59) 1,87 −20,17 0,0287 −0,0068
FNMA POOL BW7013 FN 08/52 FIXED 5 / ABS-MBS (US3140MYYK23) 1,86 −10,52 0,0286 −0,0029
D1OM34 / Dominion Energy, Inc. - Depositary Receipt (Common Stock) 1,84 0,0283 0,0283
ATLAS SENIOR LOAN FUND LTD ATCLO 2021 18A A1R 144A / ABS-CBDO (US04943EAQ44) 1,80 −0,11 0,0276 0,0004
ATLAS SENIOR LOAN FUND LTD ATCLO 2021 18A A1R 144A / ABS-CBDO (US04943EAQ44) 1,80 −0,11 0,0276 0,0004
US92331LBC37 / VENTURE CDO LTD VENTR 2017 27A AR 144A 1,78 −42,32 0,0274 −0,0194
US3132DWJF14 / Freddie Mac Pool 1,74 −1,97 0,0267 −0,0002
BAIN CAPITAL CREDIT CLO, LIMIT BCC 2022 3A A1R 144A / ABS-CBDO (US05684NAL55) 1,70 0,0261 0,0261
NEUBERGER BERMAN CLO LTD NEUB 2021 45A AR 144A / ABS-CBDO (US64134MAJ53) 1,70 −0,24 0,0261 0,0003
NEUBERGER BERMAN CLO LTD NEUB 2021 45A AR 144A / ABS-CBDO (US64134MAJ53) 1,70 −0,24 0,0261 0,0003
US89178BAA26 / TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A 1,69 −4,20 0,0260 −0,0008
OCTAGON INVESTMENT PARTNERS 40 OCT40 2019 1A A1RR 144A / ABS-CBDO (US67592BAY48) 1,69 −0,47 0,0260 0,0002
FNMA POOL FS8344 FN 06/49 FIXED VAR / ABS-MBS (US3140XQHW01) 1,69 −2,09 0,0259 −0,0002
US3137F4CZ38 / FHLMC, Multifamily Structured Pass-Through Certificates, Series KBX1, Class A2 1,66 0,24 0,0255 0,0004
US911760MV56 / VENDEE MORTGAGE TRUST VENDE 1999 2 1Z 1,63 −7,23 0,0250 −0,0016
MORGAN STANLEY BANK NA SR UNSECURED 01/29 VAR / DBT (US61690DK726) 1,63 0,37 0,0250 0,0004
MORGAN STANLEY BANK NA SR UNSECURED 01/29 VAR / DBT (US61690DK726) 1,63 0,37 0,0250 0,0004
US31325USH04 / FREDDIEMAC STRIP FHS 309 S6 1,62 −0,18 0,0249 0,0003
US31335BEM46 / FED HM LN PC POOL G61040 FG 06/47 FIXED 3.5 1,61 −7,79 0,0247 −0,0017
US05948XTV37 / Banc of America Alternative Loan Trust 2003-8 1,58 −3,60 0,0243 −0,0006
US37046US851 / General Motors Financial Co Inc 1,56 0,0240 0,0240
FED HM LN PC POOL SB1240 FR 12/32 FIXED 2.5 / ABS-MBS (US3132CXLV28) 1,56 −5,90 0,0240 −0,0012
TREASURY BILL 09/25 0.00000 / DBT (US912797QU41) 1,52 0,0234 0,0234
TREASURY BILL 09/25 0.00000 / DBT (US912797QU41) 1,52 0,0234 0,0234
US86358EGW03 / STRUCTURED ASSET INVESTMENT LO SAIL 2004 2 A4 1,52 −2,57 0,0233 −0,0003
HARDWOOD FUNDING LLC CORP0HRD7 / DBT (955NUHII7) 1,51 0,0232 0,0232
PK ALIFT LOAN FUNDING PKAIR 2025 1 A 144A / ABS-O (US69291YAA64) 1,51 0,0231 0,0231
84858MDD7 / SPIRE INC 1,51 −0,20 0,0231 0,0003
US38376RTJ58 / GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H09 FB 1,46 −18,17 0,0224 −0,0046
US3133C0TP72 / FED HM LN PC POOL QG0558 FR 04/53 FIXED 5 1,40 −16,99 0,0215 −0,0040
FREDDIE MAC FHR 4116 EA / ABS-MBS (US3137AVL963) 1,40 −15,86 0,0215 −0,0037
US3140QSC901 / FNMA 30YR 5% 02/01/2053#CB6395 1,40 −2,51 0,0215 −0,0003
US647622AA79 / New Orleans Hotel Trust 2019-HNLA 1,39 0,36 0,0213 0,0004
US30227FAA84 / Extended Stay America Trust 1,37 −0,87 0,0211 0,0001
US68383NCU54 / Opteum Mortgage Acceptance Corp. Asset-Backed Pass-Through Certificates, Series 2005-5, Class 1APT 1,36 −6,45 0,0209 −0,0011
FNMA POOL FS8865 FN 02/35 FIXED VAR / ABS-MBS (US3140XQZ753) 1,33 −6,45 0,0205 −0,0011
US3133BUZL43 / FED HM LN PC POOL QF7047 FR 02/53 FIXED 5 1,31 −0,30 0,0201 0,0002
US3140NDTC16 / FNMA POOL BX8646 FN 04/53 FIXED 5 1,31 −3,40 0,0200 −0,0004
US3133BURK51 / Freddie Mac Pool 1,30 −0,31 0,0200 0,0002
GLS AUTO RECEIVABLES TRUST GCAR 2025 2A A2 144A / ABS-O (US37989BAC63) 1,30 0,0200 0,0200
AMERICAN MONEY MANAGEMENT CORP AMMC 2021 24A AR 144A / ABS-CBDO (US00177LAJ98) 1,30 0,31 0,0200 0,0003
BACARDI MARTINI B V / DBT (US05634EUA80) 1,30 0,0199 0,0199
PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 1A A 144A / ABS-CBDO (XS2999623775) 1,29 9,21 0,0198 0,0019
US3132DM6U43 / FED HM LN PC POOL SD0883 FR 02/52 FIXED 3 1,29 −1,00 0,0198 0,0001
US3140NBC664 / FNMA POOL BX6392 FN 02/53 FIXED 5 1,27 −0,39 0,0195 0,0002
HOLCIM FIN US LLC 07/25 ZCP / DBT (US43475FUF79) 1,25 0,0192 0,0192
HOLCIM FIN US LLC 07/25 ZCP / DBT (US43475FUF79) 1,25 0,0192 0,0192
A3KMYN / Air Lease Corporation - Preferred Stock 1,25 0,0192 0,0192
US3128MJ3B44 / Freddie Mac Gold Pool 1,24 −2,21 0,0190 −0,0002
US03764QBC50 / Apidos CLO XV 1,22 −2,00 0,0188 −0,0001
NATIONAL FOOTBAL LEAGUE 4.5YR / DBT (902EZU906) 1,22 0,74 0,0187 0,0004
NATIONAL FOOTBAL LEAGUE 4.5YR / DBT (902EYJ902) 1,22 0,74 0,0187 0,0004
NATIONAL FOOTBAL LEAGUE 4.5YR / DBT (902EZU906) 1,22 0,74 0,0187 0,0004
US3140HNU424 / FNMA POOL BK8702 FN 07/48 FIXED 4 1,22 −0,33 0,0187 0,0002
US3140XK4Z03 / FNMA POOL FS4439 FN 04/53 FIXED VAR 1,21 −3,65 0,0186 −0,0004
US23308LAA26 / DBGS 2021-W52 Mortgage Trust 1,21 −0,25 0,0186 0,0002
US31397PST83 / FREDDIE MAC FHR 3404 AF 1,20 −6,23 0,0185 −0,0010
G1PI34 / Global Payments Inc. - Depositary Receipt (Common Stock) 1,20 0,0184 0,0184
PARALLEL LTD PARL 2021 1A AR 144A / ABS-CBDO (US69916HAL42) 1,20 0,17 0,0184 0,0003
SILVER ROCK CLO LTD SLVRK 2021 2A AR 144A / ABS-CBDO (US82812LAN91) 1,20 −0,17 0,0184 0,0002
SILVER ROCK CLO LTD SLVRK 2021 2A AR 144A / ABS-CBDO (US82812LAN91) 1,20 −0,17 0,0184 0,0002
JAMESTOWN CLO LTD JTWN 2021 16A AR 144A / ABS-CBDO (US47048RAL96) 1,20 0,00 0,0184 0,0003
T / TELUS Corporation 1,19 0,0183 0,0183
US3140XKW225 / FNMA POOL FS4264 FN 03/53 FIXED VAR 1,18 −3,84 0,0181 −0,0005
US3140NGHL73 / FNMA POOL BY0234 FN 04/53 FIXED 5 1,17 −0,26 0,0179 0,0002
US212015AU57 / Continental Resources Inc/OK 1,16 0,87 0,0178 0,0004
US38382YGG26 / Government National Mortgage Association 1,15 −10,29 0,0177 −0,0018
US3132DWGG24 / FHLG 30YR 5% 02/01/2053# 1,14 −2,47 0,0176 −0,0002
US842400HQ95 / SOUTHERN CAL EDISON REGD SER D 4.70000000 1,10 0,45 0,0170 0,0003
ANCHORAGE CAPITAL CLO LTD ANCHC 2021 21A AR 144A / ABS-CBDO (US03331KAJ88) 1,10 0,55 0,0169 0,0003
DRYDEN SENIOR LOAN FUND DRSLF 2021 95A AR 144A / ABS-CBDO (US262487AJ07) 1,10 −0,18 0,0168 0,0002
PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 1A AR 144A / ABS-CBDO (XS3040415013) 1,09 0,74 0,0167 0,0004
PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 1A AR 144A / ABS-CBDO (XS3040415013) 1,09 0,74 0,0167 0,0004
US3133BWCE13 / FED HM LN PC POOL QF8169 FR 02/53 FIXED 5 1,08 −0,18 0,0166 0,0002
US31418EPC83 / FNMA 30YR 5% 02/01/2053#MA4918 1,08 −2,44 0,0166 −0,0002
US3133C1CN80 / FED HM LN PC POOL QG0977 FR 04/53 FIXED 5 1,06 −2,30 0,0163 −0,0001
US3131XYWF20 / FREDDIE MAC POOL FR ZM5146 1,06 −2,13 0,0162 −0,0001
US46652LU215 / JABIL INC 1,05 0,0161 0,0161
BACARDI MARTINI B V / DBT (US05634EU340) 1,05 0,0161 0,0161
JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (US48002AUG74) 1,05 0,0161 0,0161
US31416CLT17 / Fannie Mae Pool 1,05 −2,06 0,0161 −0,0001
US3133BVN271 / FED HM LN PC POOL QF7609 FR 01/53 FIXED 5 1,05 −0,19 0,0161 0,0002
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 1,04 0,0160 0,0160
US3140MEMA15 / FNMA POOL BV1252 FN 04/52 FIXED 3 1,03 −0,68 0,0157 0,0001
US92922FB720 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-AR13 A2A 1,02 −4,95 0,0156 −0,0006
US38375UXM79 / Government National Mortgage Association 1,01 −16,86 0,0155 −0,0029
CANYON CAPITAL CLO LTD CANYC 2019 2A AR2 144A / ABS-CBDO (US13887WAS98) 1,00 0,70 0,0154 0,0003
AGL CLO 14, LTD. AGL 2021 14A AR 144A / ABS-CBDO (US00851WAL37) 1,00 0,00 0,0154 0,0002
TRYSAIL CLO LTD TRYSL 2022 1A A 144A / ABS-CBDO (US89856JAA43) 1,00 0,20 0,0154 0,0002
TRYSAIL CLO LTD TRYSL 2022 1A A 144A / ABS-CBDO (US89856JAA43) 1,00 0,20 0,0154 0,0002
APIDOS CLO LTD APID 2012 11A AR4 144A / ABS-CBDO (US03763YBY14) 1,00 −0,10 0,0153 0,0002
MADISON PARK FUNDING LTD MDPK 2021 49A AR 144A / ABS-CBDO (US55820VAL71) 1,00 0,20 0,0153 0,0002
GUGGENHEIM CLO LTD GUGG 2022 2A A1R 144A / ABS-CBDO (US40172PAL67) 1,00 −0,20 0,0153 0,0002
LCM LTD PARTNERSHIP LCM 35A A1R 144A / ABS-CBDO (US50202QAL77) 1,00 0,10 0,0153 0,0002
GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H20 JF / ABS-MBS (US38383K2U57) 0,97 −2,51 0,0149 −0,0002
GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H20 JF / ABS-MBS (US38383K2U57) 0,97 −2,51 0,0149 −0,0002
FANNIE MAE FNR 2024 38 FA / ABS-MBS (US3136BR4S35) 0,96 −5,35 0,0147 −0,0006
FANNIE MAE FNR 2024 38 FA / ABS-MBS (US3136BR4S35) 0,96 −5,35 0,0147 −0,0006
JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (US48002AUE27) 0,95 0,0146 0,0146
US3133BVH810 / FED HM LN PC POOL QF7455 FR 02/53 FIXED 5 0,95 −0,21 0,0145 0,0002
EZV2HPK2D0S5 / EQUINIX INC SNR S* SP GST 0,95 −10,26 0,0145 −0,0014
US41161PMX86 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 4 3A1 0,92 −3,05 0,0142 −0,0003
FNMA POOL CB7761 FN 01/54 FIXED 5 / ABS-MBS (US3140QTTT65) 0,92 −0,32 0,0142 0,0001
FLATIRON CLO LTD FLAT 2019 1A AR2 144A / ABS-CBDO (US33883JAW18) 0,92 −8,30 0,0141 −0,0011
FANNIE MAE FNR 2020 80 JF / ABS-MBS (US3136BCZK92) 0,91 −1,94 0,0140 −0,0001
US3136A9LP11 / FANNIE MAE FNR 2012 114 SB 0,90 −0,33 0,0138 0,0001
US07402FAA30 / BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 1A1 0,89 −2,30 0,0137 −0,0001
US3140NLXF17 / FNMA POOL BY4277 FN 06/53 FIXED 4.5 0,88 −0,45 0,0135 0,0001
FNMA POOL MA5443 FN 08/54 FIXED 5 / ABS-MBS (US31418FBM86) 0,88 −1,57 0,0135 −0,0000
US3132DWJD65 / FNCL UMBS 4.5 SD8360 09-01-53 0,87 −1,69 0,0134 −0,0000
US3133BWQS52 / FED HM LN PC POOL QF8565 FR 03/53 FIXED 5 0,86 −0,46 0,0132 0,0001
ANGEL OAK MORTGAGE TRUST AOMT 2024 8 A1 144A / ABS-MBS (US03465QAA22) 0,86 −5,82 0,0132 −0,0006
ANGEL OAK MORTGAGE TRUST AOMT 2024 8 A1 144A / ABS-MBS (US03465QAA22) 0,86 −5,82 0,0132 −0,0006
US152314LQ15 / Centex Home Equity Loan Trust 2004-D 0,85 −1,85 0,0131 −0,0001
CNQ / Canadian Natural Resources Limited 0,85 0,0130 0,0130
CNQ / Canadian Natural Resources Limited 0,85 0,0130 0,0130
HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (US40412BVF74) 0,84 0,0130 0,0130
317U7HTA5 PIMCO SWAPTION 3.75 CALL USD 2025103 / DIR (000000000) 0,81 0,0125 0,0125
US61748HPQ82 / Morgan Stanley Mortgage Loan Trust 2005-7 0,81 −4,36 0,0125 −0,0004
MORGAN STANLEY BANK NA MORGAN STANLEY BANK NA / DBT (US61690U8E33) 0,81 0,25 0,0124 0,0002
US31395A3J20 / Freddie Mac Structured Pass-Through Certificates 0,80 −2,90 0,0123 −0,0002
CHESAPEAKE FUNDING II LLC CFII 2024 1A A1 144A / ABS-O (US165183DE19) 0,80 −11,70 0,0123 −0,0014
CHESAPEAKE FUNDING II LLC CFII 2024 1A A1 144A / ABS-O (US165183DE19) 0,80 −11,70 0,0123 −0,0014
SCULPTOR CLO LTD SCUL 27A A1R 144A / ABS-CBDO (US81124UAW45) 0,80 0,50 0,0123 0,0002
US36242DNU36 / GSAMP_04-OPT 0,80 −7,53 0,0123 −0,0008
RFR USD SOFR/3.50000 12/18/24-1Y LCH / DIR (EZXN18T2XBB5) 0,79 19,60 0,0121 0,0021
US669884AA68 / NOVASTAR HOME EQUITY LOAN NHEL 2006 1 A1A 0,76 −15,07 0,0117 −0,0019
US45661EAV65 / IndyMac INDX Mortgage Loan Trust 2006-AR4 0,75 −2,49 0,0114 −0,0001
US14889DAJ72 / Catamaran CLO 2014-1 Ltd 0,74 −38,56 0,0114 −0,0069
US225401BC11 / UBS Group AG 0,72 −0,14 0,0110 0,0001
US05949CGA80 / BANC OF AMERICA MORTGAGE 2005-H TRUST 0,71 −5,07 0,0109 −0,0004
US07384YJU10 / Bear Stearns Asset-Backed Securities Trust, Series 2003-2, Class M1 0,71 −10,27 0,0109 −0,0011
US07386HSN25 / Bear Stearns ALT-A Trust 2005-3 0,71 −1,12 0,0108 0,0000
WELF 2021 1A A1R TSFR3M 04/34 5.49348 / ABS-MBS (000000000) 0,70 0,0107 0,0107
XS0329656101 / NEWGATE FUNDING PLC NGATE 2007 3X A2B REGS 0,70 −0,71 0,0107 0,0001
US41282JV408 / HARLEY-DAVIDSON FDG CORP COMMERCIAL PAPER (ISITC) 0,70 0,0107 0,0107
US36179T7L33 / Ginnie Mae II Pool 0,69 −2,83 0,0106 −0,0002
US466247UG61 / JP Morgan Mortgage Trust 2005-A6 0,69 −0,58 0,0105 0,0001
US36228FU614 / First Franklin Mortgage Loan Asset-Backed Certificates, Series 2004-FF3, Class M1 0,69 −3,93 0,0105 −0,0003
US842400GJ61 / Southern California Edison Co 0,68 0,29 0,0105 0,0002
US17331KAD19 / Citizens Auto Receivables Trust 0,67 −22,29 0,0103 −0,0028
FNMA POOL DB5440 FN 05/54 FIXED 5 / ABS-MBS (US3140AFBJ46) 0,66 −0,30 0,0101 0,0001
TREASURY BILL 07/25 0.00000 / DBT (US912797NX17) 0,65 0,0099 0,0099
US3622MAAB76 / GSAMP Trust 2007-FM1 0,63 −0,63 0,0097 0,0001
US3132WK5E48 / FED HM LN PC POOL Q46244 FG 02/47 FIXED 3.5 0,62 −0,32 0,0095 0,0001
US885220HZ91 / THORNBURG MORTGAGE SECURITIES TMST 2005 3 A1 0,62 −4,94 0,0095 −0,0004
US842400HS51 / Southern California Edison Co. 0,62 0,16 0,0094 0,0001
US07274EAH62 / Bayer US Finance LLC 0,61 −0,33 0,0094 0,0001
US3133BMYB53 / FNCL UMBS 5.0 QF0706 09-01-52 0,60 −0,82 0,0093 0,0001
US3136AF5D20 / FANNIE MAE FNR 2013 84 PS 0,60 −2,11 0,0093 −0,0001
US75575WAA45 / Ready Capital Mortgage Financing 2021-FL7 LLC 0,60 −36,44 0,0092 −0,0051
US3140HETU60 / FNMA POOL BK1462 FN 04/48 FIXED 4 0,59 −0,17 0,0091 0,0001
US81377JAB98 / Securitized Asset Backed Receivables LLC Trust 2007-HE1 0,59 −0,50 0,0091 0,0001
US61745M4E02 / Morgan Stanley Mortgage Loan Trust 2005-2AR 0,59 −2,16 0,0091 −0,0001
US3140MBH541 / FNMA POOL BU9251 FN 04/52 FIXED 3 0,59 −0,68 0,0090 0,0001
OSCAR US FUNDING TRUST OSCAR 2024 2A A2 144A / ABS-O (US68784BAB09) 0,58 −16,40 0,0089 −0,0016
OSCAR US FUNDING TRUST OSCAR 2024 2A A2 144A / ABS-O (US68784BAB09) 0,58 −16,40 0,0089 −0,0016
FED HM LN PC POOL SD8452 FR 08/54 FIXED 5 / ABS-MBS (US3132DWL925) 0,55 −1,60 0,0085 −0,0000
US86359LRW18 / STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A1A 0,55 −2,65 0,0085 −0,0001
US57563NAA63 / MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY SER 2008-1 CL A1 V/R 2.88963000 0,54 −4,39 0,0084 −0,0003
US3140MDUS57 / FNMA POOL BV0592 FN 04/52 FIXED 3 0,54 −0,55 0,0083 0,0001
SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 2A A2 144A / ABS-O (US78397XAB01) 0,53 −42,39 0,0081 −0,0058
SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 2A A2 144A / ABS-O (US78397XAB01) 0,53 −42,39 0,0081 −0,0058
US3140GYBN82 / FNMA POOL BH9044 FN 11/47 FIXED 4 0,52 −0,19 0,0079 0,0001
US23636AAZ49 / Danske Bank A/S 0,50 0,61 0,0076 0,0002
US31407E6T53 / FNMA POOL 828982 FN 08/35 FLOATING VAR 0,49 −2,38 0,0076 −0,0001
317U6RTA4 PIMCO SWAPTION 3.75 CALL USD 2025080 / DIR (000000000) 0,49 0,0076 0,0076
GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H08 KF / ABS-MBS (US38383KYE62) 0,49 −1,01 0,0075 0,0000
US07386HVS74 / BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1 0,49 −3,54 0,0075 −0,0002
FNMA POOL DB8490 FN 07/54 FIXED 5 / ABS-MBS (US3140AJNG90) 0,48 −0,41 0,0074 0,0001
US31402Q5X53 / Fannie Mae Pool 0,48 −2,04 0,0074 −0,0001
US31392GVX05 / FANNIEMAE WHOLE LOAN FNW 2003 W1 1A1 0,48 −2,24 0,0074 −0,0001
US3140FMPZ38 / FNMA POOL BE2239 FN 02/47 FIXED 3.5 0,47 −0,64 0,0072 0,0000
FNMA POOL FS6793 FN 06/53 FIXED VAR / ABS-MBS (US3140XNRP19) 0,45 −1,11 0,0069 0,0000
XS1713075973 / BLACK DIAMOND CLO BLACK 2017 2A A1 144A 0,44 −39,06 0,0068 −0,0042
XS0172692914 / SLM Student Loan Trust 2003-7 0,44 5,76 0,0068 0,0005
US17307G6L72 / Citigroup Mortgage Loan Trust 2006-AR2 0,44 −2,22 0,0068 −0,0001
US31396WVQ67 / FANNIE MAE REMICS FNR 2007-64 FA 0,44 −1,57 0,0067 −0,0000
US04410RAA41 / Ashford Hospitality Trust 2018-ASHF 0,41 0,00 0,0063 0,0001
US3140N2AJ06 / FNCL UMBS 5.0 BW9008 10-01-52 0,41 −3,78 0,0062 −0,0002
EFXD / Equifax Inc. - Depositary Receipt (Common Stock) 0,40 0,0061 0,0061
US38375BAM46 / GNMA, Series 2010-H02, Class FA 0,38 −15,45 0,0059 −0,0010
US3132DWGX56 / FNCL UMBS 4.5 SD8314 04-01-53 0,38 −2,09 0,0058 −0,0000
US05553BAA35 / Beneria Cowen & Pritzer Collateral Funding Corp 0,36 −0,56 0,0055 0,0001
US31396WLX29 / Fannie Mae REMICS 0,35 −1,94 0,0054 −0,0000
XS2306989372 / BNPP AM Euro CLO 2018 BV 0,35 8,98 0,0054 0,0005
ABBVD / AbbVie Inc. - Depositary Receipt (Common Stock) 0,35 0,0054 0,0054
O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) 0,35 0,0054 0,0054
O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) 0,35 0,0054 0,0054
US07387ADG76 / BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005 0,35 −0,29 0,0053 0,0001
US885220JN44 / THORNBURG MORTGAGE SECURITIES TMST 2005 4 A1 0,34 −48,58 0,0053 −0,0048
US92922FRL49 / WAMU MORTGAGE PASS THROUGH CER WAMU 2004 CB1 6A 0,33 −3,75 0,0051 −0,0001
US313398VT33 / FSPC T-35 A V/R 9/25/31 1.84800000 0,33 −15,48 0,0051 −0,0009
TREASURY BILL 10/25 0.00000 / DBT (US912797RB50) 0,33 0,0051 0,0051
US37045XDH61 / General Motors Financial Co Inc 0,33 0,0051 0,0051
US31396PZ950 / FANNIE MAE FNR 2007 20 FP 0,32 −1,54 0,0049 −0,0000
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,32 0,0049 0,0049
US61744CKP04 / Morgan Stanley ABS Capital I Inc Trust 2005-HE1 0,32 −2,46 0,0049 −0,0001
US345397C353 / Ford Motor Credit Co LLC 0,31 0,0048 0,0048
US3140XH7M35 / FNCL UMBS 5.0 FS2699 08-01-52 0,31 −5,25 0,0047 −0,0002
US38376REA05 / Government National Mortgage Association 0,30 −24,63 0,0047 −0,0014
45856WU23 / Intercontinental Exchange Inc 0,30 0,0046 0,0046
US3133C2VF29 / FED HM LN PC POOL QG2414 FR 04/53 FIXED 4.5 0,30 −3,24 0,0046 −0,0001
FNMA POOL AJ8540 FN 01/27 FIXED 3 / ABS-MBS (US3138E1P273) 0,30 −22,80 0,0046 −0,0013
US337932AH00 / FirstEnergy Corp 0,30 0,34 0,0046 0,0001
US83611DAA63 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 NLC1 A1 144A 0,29 −2,01 0,0045 −0,0000
US31406BEX47 / FNMA 0,28 −1,73 0,0044 −0,0000
PAGAYA AI DEBT SELECTION TRUST PAID 2024 9 A 144A / ABS-O (US69546QAA67) 0,28 −15,08 0,0042 −0,0007
TREASURY BILL 08/25 0.00000 / DBT (US912797PP64) 0,27 0,0042 0,0042
US31394AQD18 / FANNIE MAE FNR 2004 65 YA 0,27 −6,99 0,0041 −0,0002
US36258BAA61 / GS Mortgage Securities Corp. Trust, Series 2020-DUNE, Class A 0,26 0,39 0,0040 0,0001
US855541AA68 / SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 S1 1A 0,26 −2,29 0,0039 −0,0000
US126671Z258 / CWABS, Inc. Asset-Backed Certificates, Series 2004-1, Class M1 0,25 −3,09 0,0039 −0,0001
US362341RT83 / GSR MORTGAGE LOAN TRUST GSR 2005 AR6 1A1 0,25 −26,47 0,0038 −0,0013
US3133TSQG11 / Freddie Mac Structured Pass-Through Certificates 0,25 −11,66 0,0038 −0,0005
US3140FFVG32 / FNMA POOL BD7814 FN 09/46 FIXED 4.5 0,25 −0,80 0,0038 0,0000
US81379EAA01 / Securitized Asset Backed Receivables LLC Trust 2007-BR5 0,25 −1,61 0,0038 0,0000
US3133BJQN54 / Freddie Mac Pool 0,24 −0,41 0,0038 0,0000
US362341FH73 / GSR MORTGAGE LOAN TRUST 2005-AR4 GSR 2005-AR4 2A1 0,24 −0,82 0,0037 0,0000
US76089RAA23 / Research-Driven Pagaya Motor Asset Trust 2023-3 0,24 −16,96 0,0036 −0,0007
US38375BJE39 / Government National Mortgage Association 0,23 −6,20 0,0035 −0,0002
US3140N07A76 / FNCL UMBS 5.0 BW8088 09-01-52 0,23 −2,60 0,0035 −0,0000
US31392CDG69 / FANNIE MAE FNR 2002 22 ZA 0,22 −4,70 0,0034 −0,0001
US38380LEB53 / Government National Mortgage Association 0,22 −13,60 0,0033 −0,0005
US345397C924 / Ford Motor Credit Co LLC 0,21 0,0032 0,0032
US38376RC950 / GNMA, Series 2016-H22, Class FA 0,21 −25,63 0,0032 −0,0010
US3140J6GM33 / FANNIE MAE 4% 10/01/2047 FNL 0,20 −2,40 0,0031 −0,0000
US3136ABFP36 / Fannie Mae REMICS 0,20 −0,99 0,0031 0,0000
US31395CZM62 / FREDDIE MAC FHR 2826 YT 0,20 −3,88 0,0030 −0,0001
US31397AJC80 / FREDDIE MAC FHR 3200 SB 0,19 −2,53 0,0030 −0,0000
US02660VAE83 / AMERICAN HOME MORTGAGE ASSETS AHMA 2005 1 3A11 0,19 −2,59 0,0029 −0,0000
US44891ABT34 / Hyundai Capital America 0,19 0,0029 0,0029
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,18 0,0028 0,0028
US1266715K89 / CWABS Inc Asset-Backed Certificates Trust, Series 2004-4, Class M1 0,18 −32,58 0,0027 −0,0013
US3128QJ5D41 / FED HM LN PC POOL 1G1744 FH 08/35 FLOATING VAR 0,17 −2,26 0,0027 −0,0000
US31396L4R81 / FNMA, REMIC, Series 2006-118, Class A1 0,17 −1,17 0,0026 0,0000
US805564PN55 / Saxon Asset Securities Trust 2004-1 0,17 −4,55 0,0026 −0,0001
US36225CUD63 / Ginnie Mae II Pool 0,17 −6,18 0,0026 −0,0001
US22540VK434 / Credit Suisse First Boston Mortgage Securities Corp 0,16 −2,99 0,0025 −0,0000
US31396P3U39 / FANNIE MAE FNR 2007 21 FC 0,16 −1,82 0,0025 −0,0000
US61748HGR66 / Morgan Stanley Mortgage Loan Trust 2004-11AR 0,16 −3,01 0,0025 −0,0000
US31398GQS11 / FANNIE MAE FNR 2009 111 FC 0,16 −1,85 0,0024 −0,0000
US05946XE581 / BANC OF AMERICA FUNDING CORPOR BAFC 2005 5 1A11 0,16 −0,62 0,0024 0,0000
US3128NCGF56 / FED HM LN PC POOL 1G0198 FH 04/35 FLOATING VAR 0,15 −1,96 0,0023 −0,0000
US058927AA22 / Banc of America Funding 2006-A Trust 0,15 −1,32 0,0023 −0,0000
XS2339017928 / CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A 0,15 −10,84 0,0023 −0,0002
EZNLRC3852L0 / SOUTH AFRICA EM SP BOA 0,15 −1 445,45 0,0023 0,0024
US07384M4E98 / BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004 0,15 −19,23 0,0023 −0,0005
US313920GP90 / Fannie Mae REMICS 0,14 −7,69 0,0022 −0,0001
US17307GEC87 / CITIGROUP MORTGAGE LOAN TRUST 2004-HYB2 SER 2004-HYB2 CL 2A V/R REGD 5.13268700 0,14 0,00 0,0022 0,0000
US07386HSY89 / Bear Stearns ALT-A Trust 2005-4 0,14 −2,13 0,0021 −0,0000
US021468AB99 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 14CB A2 0,14 −2,16 0,0021 −0,0000
US31392MK438 / FREDDIE MAC FHR 2461 Z 0,13 −5,63 0,0021 −0,0001
US29445FAR91 / EquiFirst Mortgage Loan Trust 2004-1 0,13 −5,19 0,0020 −0,0001
US362341RX95 / GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 0,13 −3,08 0,0019 −0,0000
US07384MXB35 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 6 2A1 0,13 −2,34 0,0019 −0,0000
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0,13 0,0019 0,0019
US3128NHK859 / FED HM LN PC POOL 1J1219 FH 10/35 FLOATING VAR 0,12 −15,07 0,0019 −0,0003
US929227QB55 / WaMu Mortgage Pass-Through Certificates Series 2002-AR6 Trust 0,12 −2,44 0,0019 −0,0000
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,12 0,0018 0,0018
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,12 0,0018 0,0018
US38379E2W15 / Government National Mortgage Association 0,12 −2,50 0,0018 −0,0000
US3136A7P482 / FANNIE MAE FNR 2012 84 SJ 0,12 −2,54 0,0018 −0,0000
US31398GM979 / FANNIE MAE FNR 2010 1 FT 0,12 −1,71 0,0018 −0,0000
US31407MJ220 / FNMA POOL 834681 FN 10/35 FLOATING VAR 0,11 −41,45 0,0017 −0,0012
US07384YGX85 / BEAR STEARNS ASSET BACKED SECU BSABS 2003 1 A1 0,11 −5,22 0,0017 −0,0001
US86358HNX34 / Structured Asset Mortgage Investments Trust 2002-AR3 0,10 −6,31 0,0016 −0,0001
US07384MTN29 / Bear Stearns ARM Trust 2003-1 0,10 −2,86 0,0016 −0,0000
US31402RFA23 / FNMA POOL 735561 FN 04/34 FLOATING VAR 0,10 −2,86 0,0016 −0,0000
US842400HY20 / Southern California Edison Co. 0,10 0,00 0,0016 0,0000
US31403M2G39 / FNMA POOL 753275 FN 12/33 FIXED 5 0,10 −1,94 0,0016 −0,0000
US31410LQE55 / UMBS, 20 Year 0,10 −7,34 0,0016 −0,0001
US31402RMB23 / FNMA POOL 735754 FN 07/35 FLOATING VAR 0,10 −9,01 0,0016 −0,0001
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,10 0,0015 0,0015
FED HM LN PC POOL J17884 FG 01/27 FIXED 3 / ABS-MBS (US3128PXXM34) 0,10 −17,50 0,0015 −0,0003
FED HM LN PC POOL J17884 FG 01/27 FIXED 3 / ABS-MBS (US3128PXXM34) 0,10 −17,50 0,0015 −0,0003
RFR USD SOFR/3.27750 09/16/24-10Y LCH / DIR (EZH06W9H2QV9) 0,10 34,72 0,0015 0,0004
RFR USD SOFR/3.27750 09/16/24-10Y LCH / DIR (EZH06W9H2QV9) 0,10 34,72 0,0015 0,0004
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,10 0,0015 0,0015
US31391LV694 / Fannie Mae Pool 0,10 −4,00 0,0015 −0,0000
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,09 0,0014 0,0014
US31368HK693 / FN 08/31 FIXED VAR 0,09 −6,06 0,0014 −0,0001
PAGAYA AI DEBT SELECTION TRUST PAID 2024 1 A 144A / ABS-O (US69548AAA97) 0,09 −18,58 0,0014 −0,0003
PAGAYA AI DEBT SELECTION TRUST PAID 2024 1 A 144A / ABS-O (US69548AAA97) 0,09 −18,58 0,0014 −0,0003
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,09 0,0014 0,0014
FREDDIE MAC FHR 4960 PG / ABS-MBS (US3137FRHR53) 0,09 −1,12 0,0014 0,0000
US36225CT304 / Ginnie Mae II Pool 0,09 −4,40 0,0014 −0,0000
US31405PRS10 / Fannie Mae Pool 0,09 −3,33 0,0013 −0,0000
BOUGHT JPY SOLD USD 20250804 / DFE (000000000) 0,09 0,0013 0,0013
US313398EE56 / FREDDIE MAC FHR 2340 PZ 0,09 −5,49 0,0013 −0,0000
US31371MFZ59 / FNMA POOL 255884 FN 08/35 FLOATING VAR 0,09 −2,30 0,0013 −0,0000
US74160MDL37 / Prime Mortgage Trust 2004-CL1 0,09 −10,53 0,0013 −0,0001
US32051GSQ90 / First Horizon Alternative Mortgage Securities Trust 2005-AA7 0,08 −1,18 0,0013 0,0000
US3133TJWR03 / FREDDIE MAC FHR 2135 KZ 0,08 −9,78 0,0013 −0,0001
US31407VFM28 / FNMA POOL 841772 FN 09/35 FLOATING VAR 0,08 −29,31 0,0013 −0,0005
US31393BM690 / FANNIE MAE FNR 2003 35 UN 0,08 −10,87 0,0013 −0,0001
US61692AAA07 / Morgan Stanley Capital I Inc 0,08 −6,98 0,0012 −0,0001
US31416W4E97 / FNMA POOL AB1720 FN 11/30 FIXED 4.5 0,08 −3,61 0,0012 −0,0000
US3140FAAZ54 / FNMA POOL BD2723 FN 08/46 FIXED 4.5 0,08 0,00 0,0012 0,0000
US61913PAP71 / MortgageIT Trust 2005-1 0,08 −7,14 0,0012 −0,0001
US07386HLE98 / BEAR STEARNS ALT A TRUST BALTA 2004 9 6A1 0,08 0,00 0,0012 0,0000
US3132DWF737 / FR SD8290 0,08 −3,75 0,0012 −0,0000
US31406Q4N40 / FNMA POOL 817229 FN 06/35 FLOATING VAR 0,08 −1,30 0,0012 −0,0000
US31396WL204 / FANNIE MAE 0,08 −9,52 0,0012 −0,0001
FNMA POOL CB7396 FN 04/53 FIXED 4 / ABS-MBS (US3140QTGE34) 0,07 −1,33 0,0012 0,0000
US35729NAB10 / Fremont Home Loan Trust, Series 2006-E, Class 2A1 0,07 −1,33 0,0011 0,0000
US38375BA778 / GNMA, Series 2012-H30, Class GA 0,07 −17,24 0,0011 −0,0002
US3128JNAA35 / FED HM LN PC POOL 1B2800 FH 03/35 FLOATING VAR 0,07 −1,39 0,0011 −0,0000
US31405AKQ57 / Fannie Mae Pool 0,07 −1,39 0,0011 0,0000
US86358ELZ78 / Structured Asset Investment Loan Trust 0,07 −2,74 0,0011 −0,0000
RFR USD SOFR/3.41000 09/05/24-10Y LCH / DIR (EZQK0T1M7D98) 0,07 −8,00 0,0011 −0,0001
US31396URJ15 / FREDDIE MAC FHR 3181 PS 0,07 −1,52 0,0010 −0,0000
US31407M6Z33 / FNMA POOL 835288 FN 09/35 FIXED 5 0,06 −1,54 0,0010 0,0000
RFR USD SOFR/3.24000 09/16/24-10Y LCH / DIR (EZH06W9H2QV9) 0,06 −12,50 0,0010 −0,0001
US31410TBJ34 / FNMA POOL 896541 FN 09/36 FIXED 6 0,06 −1,56 0,0010 −0,0000
RFR USD SOFR/3.40750 09/05/24-10Y LCH / DIR (EZQK0T1M7D98) 0,06 −18,67 0,0010 −0,0002
US3133TSMD26 / FREDDIE MAC FHR 2304 PZ 0,06 −6,15 0,0009 −0,0000
MORGAN STANLEY SNR S* ICE / DCR (EZDBN83SBDY5) 0,06 0,0009 0,0009
MORGAN STANLEY SNR S* ICE / DCR (EZDBN83SBDY5) 0,06 0,0009 0,0009
US3140MEB472 / FNCL UMBS 5.0 BV0958 09-01-52 0,06 0,00 0,0009 0,0000
BOUGHT PLN SOLD USD 20250710 / DFE (000000000) 0,06 0,0009 0,0009
US31402RN628 / FANNIE MAE 3.454% 07/01/2035 FNMA ARM 0,06 −3,45 0,0009 −0,0000
US92922F8K77 / WaMu Mortgage Pass-Through Certificates Series 2005-AR18 Trust 0,06 −1,75 0,0009 −0,0000
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,05 0,0008 0,0008
US31405UV974 / FNMA POOL 799940 FN 11/34 FLOATING VAR 0,05 −3,64 0,0008 −0,0000
CDX IG44 5Y ICE / DCR (EZPF6RHH0ZV8) 0,05 0,0008 0,0008
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,05 0,0008 0,0008
US46630PAA30 / JP MORGAN MORTGAGE TRUST JPMMT 2007 A2 1A1 0,05 −3,70 0,0008 −0,0000
US31412MKD91 / Fannie Mae Pool 0,05 −1,89 0,0008 −0,0000
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,05 0,0008 0,0008
US31386C4E94 / FNMA POOL 559821 FN 11/39 FLOATING VAR 0,05 −5,56 0,0008 −0,0000
BOUGHT GBP SOLD USD 20250702 / DFE (000000000) 0,05 0,0008 0,0008
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,05 0,0008 0,0008
US01F0424758 / Fannie Mae or Freddie Mac 0,05 −3,92 0,0008 0,0001
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,05 0,0007 0,0007
RFR USD SOFR/3.51400 09/04/24-10Y LCH / DIR (EZSXZYY2VD17) 0,05 −25,40 0,0007 −0,0002
US62432LAL53 / Mountain View CLO 2017-2 LLC 0,05 −90,73 0,0007 −0,0070
US31413CHS17 / FNMA POOL 941341 FN 08/37 FIXED 6 0,05 −2,13 0,0007 0,0000
US16678RAS67 / Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2004-1 0,05 −2,17 0,0007 −0,0000
BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) 0,04 0,0007 0,0007
US31406L2T47 / FNMA POOL 813586 FN 03/35 FLOATING VAR 0,04 0,00 0,0007 −0,0000
US31414HUC95 / FNMA POOL 966879 FN 12/37 FIXED 6 0,04 0,00 0,0007 0,0000
RFR USD SOFR/3.55500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) 0,04 377,78 0,0007 0,0005
RFR USD SOFR/3.23100 09/18/24-10Y LCH / DIR (EZ8Z99V6R391) 0,04 −10,42 0,0007 −0,0001
RFR USD SOFR/3.23100 09/18/24-10Y LCH / DIR (EZ8Z99V6R391) 0,04 −10,42 0,0007 −0,0001
US7609855V99 / RAAC Series 2004-SP1 Trust 0,04 −2,33 0,0007 −0,0000
US31394FAF27 / FANNIE MAE FNR 2005 75 AF 0,04 −6,67 0,0007 −0,0000
US06051GDM87 / Banc of America Funding 2005-D Trust 0,04 −6,82 0,0006 −0,0000
US3140XJYT46 / FNMA UMBS, 30 Year 0,04 0,00 0,0006 −0,0000
RFR USD SOFR/3.56500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) 0,04 344,44 0,0006 0,0005
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,04 0,0006 0,0006
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,04 0,0006 0,0006
BOUGHT NZD SOLD USD 20250702 / DFE (000000000) 0,04 0,0006 0,0006
US073882AA08 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 4 1A1 0,04 0,00 0,0006 0,0000
BOUGHT PLN SOLD USD 20250710 / DFE (000000000) 0,04 0,0006 0,0006
US87303TAA51 / N/A TTN 2021-MHC A 0,04 0,00 0,0006 0,0000
US36225CBQ87 / Ginnie Mae II Pool 0,04 −13,64 0,0006 −0,0001
US61748HBS94 / MORGAN STANLEY MORTGAGE LOAN T MSM 2004 6AR 5A 0,04 0,00 0,0006 0,0000
US759950AG37 / RENAISSANCE HOME EQUITY LOAN T RAMC 2002 2 A 0,04 0,00 0,0006 0,0000
US3138XWYC67 / FNMA POOL AW7006 FN 06/44 FIXED 4.5 0,04 −2,63 0,0006 0,0000
US31411EM793 / FNMA POOL 905882 FN 12/36 FIXED 6 0,04 −2,63 0,0006 0,0000
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0,04 0,0006 0,0006
BOUGHT KRW SOLD USD 20250716 / DFE (000000000) 0,04 0,0006 0,0006
BOUGHT KRW SOLD USD 20250716 / DFE (000000000) 0,04 0,0006 0,0006
US59549WAA18 / Mid-State Trust XI 0,04 −14,29 0,0006 −0,0001
US31407VM365 / FNMA POOL 841978 FN 03/35 FLOATING VAR 0,04 0,00 0,0006 −0,0000
US05949AH941 / Banc of America Mortgage 2005-A Trust 0,03 −2,94 0,0005 −0,0000
US3136AEEH67 / FANNIE MAE FNR 2013 39 MI 0,03 −17,50 0,0005 −0,0001
US36225CA973 / GNMA II POOL 080031 G2 01/27 FLOATING VAR 0,03 −17,95 0,0005 −0,0001
US576433UM63 / MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 3A7 0,03 −3,03 0,0005 −0,0000
BOUGHT JPY SOLD USD 20250804 / DFE (000000000) 0,03 0,0005 0,0005
US31393YM510 / FANNIE MAE FNR 2004 37 FB 0,03 −20,51 0,0005 −0,0001
US31403NVY02 / FNMA POOL 754031 FN 12/33 FLOATING VAR 0,03 −3,23 0,0005 −0,0000
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,03 0,0005 0,0005
US31418XEZ78 / UMBS, 30 Year 0,03 −11,76 0,0005 −0,0001
US86358HGW34 / STRUCTURED ASSET MORTGAGE INVE SAMI 1999 1 2A 0,03 0,00 0,0005 0,0000
US31409TRQ30 / FNMA POOL 878095 FN 04/36 FIXED 6 0,03 0,00 0,0004 0,0000
BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) 0,03 0,0004 0,0004
BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) 0,03 0,0004 0,0004
BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) 0,03 0,0004 0,0004
US31415AU829 / FNMA POOL 981307 FN 06/38 FIXED 6 0,03 −3,57 0,0004 0,0000
US31374TYQ65 / FANNIE MAE 3.406% 08/01/2029 FNMA ARM 0,03 −6,90 0,0004 −0,0000
US31398FM575 / Fannie Mae REMICS 0,03 −3,85 0,0004 −0,0000
US3138ETJA58 / FNMA POOL AL8356 FN 07/34 FIXED VAR 0,03 −3,85 0,0004 −0,0000
US31411EJ401 / FNMA POOL 905783 FN 11/36 FIXED 6 0,02 −20,00 0,0004 −0,0001
US31416YKN75 / FNMA POOL AB3000 FN 05/31 FIXED 4.5 0,02 −7,69 0,0004 −0,0000
US31397FFJ66 / FREDDIE MAC FHR 3271 FA 0,02 −4,00 0,0004 −0,0000
RFR USD SOFR/3.54666 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) 0,02 −17,24 0,0004 −0,0001
US36225CC953 / Ginnie Mae II Pool 0,02 −17,86 0,0004 −0,0001
US31412XPW82 / FNMA POOL 937937 FN 06/37 FIXED 6 0,02 0,00 0,0004 0,0000
US31413HFF01 / FNMA POOL 945766 FN 09/37 FIXED 6.5 0,02 0,00 0,0004 0,0000
US31407MWT88 / FNMA POOL 835058 FN 06/35 FLOATING VAR 0,02 −4,35 0,0004 −0,0000
BOUGHT THB SOLD USD 20250716 / DFE (000000000) 0,02 0,0004 0,0004
BOUGHT THB SOLD USD 20250716 / DFE (000000000) 0,02 0,0004 0,0004
US3132DWF570 / FNCL UMBS 5.0 SD8288 01-01-53 0,02 −4,35 0,0004 −0,0000
BOUGHT CAD SOLD USD 20250702 / DFE (000000000) 0,02 0,0003 0,0003
US3138APFD57 / FNMA POOL AI9163 FN 11/30 FIXED 4.5 0,02 −8,33 0,0003 −0,0000
US803169AN15 / Saranac CLO III Ltd 0,02 −70,27 0,0003 −0,0008
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,02 0,0003 0,0003
US3138WHZY11 / FNMA POOL AS7958 FN 08/46 FIXED 4.5 0,02 −4,55 0,0003 −0,0000
US31406NUU61 / Fannie Mae Pool 0,02 −31,03 0,0003 −0,0001
US31411NLP05 / FNMA POOL 912134 FN 03/32 FIXED 6 0,02 0,00 0,0003 −0,0000
BOUGHT CHF SOLD USD 20250702 / DFE (000000000) 0,02 0,0003 0,0003
BOUGHT CHF SOLD USD 20250702 / DFE (000000000) 0,02 0,0003 0,0003
US07384MWX63 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 6 1A2 0,02 −5,00 0,0003 −0,0000
BOUGHT DKK SOLD USD 20250702 / DFE (000000000) 0,02 0,0003 0,0003
BOUGHT THB SOLD USD 20250716 / DFE (000000000) 0,02 0,0003 0,0003
US92922F4M79 / WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust 0,02 −5,26 0,0003 −0,0000
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,02 0,0003 0,0003
IRS EUR 2.45000 05/05/25-10Y LCH / DIR (EZCDFQCSBVM0) 0,02 0,0003 0,0003
US31393XGV38 / FNMA, Series 2004-W2, Class 5AF 0,02 −5,26 0,0003 −0,0000
US31411BFP31 / Fannie Mae Pool 0,02 0,00 0,0003 0,0000
BARCLAYS BANK PLC SNR SE ICE / DCR (EZB88Z42LS80) 0,02 −19,05 0,0003 −0,0001
BOUGHT DKK SOLD USD 20250702 / DFE (000000000) 0,02 0,0003 0,0003
US93363DAA54 / WaMu Mortgage Pass-Through Certificates Series 2006-AR9 Trust 0,02 0,00 0,0003 −0,0000
US36225CEV46 / GNMA II POOL 080147 G2 12/27 FLOATING VAR 0,02 −11,11 0,0003 −0,0000
US31397TAL61 / FREDDIE MAC FHR 3439 FN 0,02 −5,88 0,0003 −0,0000
US32051D6B35 / FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES 0,02 −5,88 0,0003 −0,0000
US31371P4X53 / FNMA POOL 258338 FN 04/35 FIXED 5 0,02 −11,11 0,0002 −0,0000
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,02 0,0002 0,0002
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,02 0,0002 0,0002
GOLDMAN SACHS GROUP INC SNR S* ICE / DCR (EZC75LZ075F3) 0,02 0,0002 0,0002
US31396XLZ59 / Fannie Mae REMICS 0,02 −6,25 0,0002 −0,0000
US31415XEN75 / FNMA POOL 992141 FN 10/38 FIXED 6 0,02 −6,25 0,0002 −0,0000
US3133TPF875 / Freddie Mac REMICS 0,02 −6,25 0,0002 −0,0000
BOUGHT GBP SOLD USD 20250702 / DFE (000000000) 0,02 0,0002 0,0002
IRS EUR 2.40000 02/12/25-10Y LCH / DIR (EZNHC24BF987) 0,02 −16,67 0,0002 −0,0000
US31407PUU01 / FNMA POOL 836795 FN 11/35 FIXED 6.5 0,02 0,00 0,0002 −0,0000
US3137AQQL54 / FREDDIE MAC FHR 4039 QI 0,01 −30,00 0,0002 −0,0001
US31396YMD12 / FANNIE MAE FNR 2008 12 FA 0,01 −6,67 0,0002 −0,0000
IRS EUR 2.51000 04/09/25-10Y LCH / DIR (EZTHL4ZCB733) 0,01 0,0002 0,0002
RFR USD SOFR/3.55016 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) 0,01 −51,72 0,0002 −0,0002
US000780NZ59 / ABN AMRO MORTGAGE CORP AMAC 2003 13 A3 0,01 0,00 0,0002 0,0000
US36228FNB84 / GSR MORTGAGE LOAN TRUST 0,01 0,00 0,0002 −0,0000
US31396PZS37 / FANNIE MAE REMICS SER 2007-14 CL F V/R 2.06800000 0,01 −7,14 0,0002 −0,0000
US07386HSZ54 / BEAR STEARNS ALT-A TRUST 2005-4 SER 2005-4 CL 23A2 V/R REGD 4.43001800 0,01 0,00 0,0002 −0,0000
BOUGHT NZD SOLD USD 20250702 / DFE (000000000) 0,01 0,0002 0,0002
RFR USD SOFR/3.23200 09/10/24-10Y LCH / DIR (EZ7VRSSQ00Z9) 0,01 −14,29 0,0002 −0,0000
US31386C3E04 / FNMA POOL 559797 FN 10/30 FLOATING VAR 0,01 −20,00 0,0002 −0,0000
US86363DAH44 / Structured Asset Mortgage Investments II Trust 2007-AR2 0,01 −14,29 0,0002 −0,0000
US31415PBN78 / FNMA POOL 984845 FN 07/38 FIXED 6 0,01 0,00 0,0002 0,0000
US31402RQN25 / FNMA POOL 735861 FN 09/33 FIXED VAR 0,01 −7,69 0,0002 −0,0000
US31397APT42 / FREDDIE MAC FHR 3203 CF 0,01 0,00 0,0002 0,0000
US31415XER89 / Fannie Mae Pool 0,01 0,00 0,0002 −0,0000
US31339LMA51 / Freddie Mac REMICS 0,01 0,00 0,0002 −0,0000
US31417YM954 / FNMA POOL MA0383 FN 04/30 FIXED 4.5 0,01 −8,33 0,0002 −0,0000
IRS EUR 2.53000 04/23/25-10Y LCH / DIR (EZP376MT1B98) 0,01 0,0002 0,0002
BOUGHT ILS SOLD USD 20250702 / DFE (000000000) 0,01 0,0002 0,0002
RFR USD SOFR/3.55800 08/21/24-10Y LCH / DIR (EZHZRCBWPB39) 0,01 −26,67 0,0002 −0,0001
RFR USD SOFR/3.55800 08/21/24-10Y LCH / DIR (EZHZRCBWPB39) 0,01 −26,67 0,0002 −0,0001
US31391XDM83 / FNMA POOL 679708 FN 09/41 FLOATING VAR 0,01 0,00 0,0002 −0,0000
US362341SF70 / GSR Mortgage Loan Trust 2005-AR6 0,01 −9,09 0,0002 0,0000
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,01 0,0002 0,0002
BOUGHT JPY SOLD USD 20250804 / DFE (000000000) 0,01 0,0002 0,0002
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,01 0,0002 0,0002
US3137ANKV69 / FREDDIE MAC FHR 4024 IO 0,01 −28,57 0,0002 −0,0001
US22541QUN05 / CSFB Mortgage-Backed Pass-Through Certificates, Series 2003-AR24, Class 2A4 0,01 −18,18 0,0002 −0,0000
US46630GAN51 / JP MORGAN MORTGAGE TRUST 2007-A1 JPMMT 2007-A1 4A2 0,01 −10,00 0,0002 −0,0000
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,01 0,0001 0,0001
US44328AAB61 / HSI Asset Securitization Corp Trust 2006-HE1 0,01 0,00 0,0001 0,0000
US3137AKEE79 / Freddie Mac REMICS 0,01 0,00 0,0001 −0,0000
US36225CCY03 / Ginnie Mae II Pool 0,01 −27,27 0,0001 −0,0000
US31371NSV81 / FANNIE MAE 5.00% 03/01/2028 FNMA 30 0,01 −20,00 0,0001 −0,0000
US31417YJN85 / Fannie Mae Pool 0,01 −11,11 0,0001 −0,0000
US31401YFY68 / FNMA POOL 722083 FN 07/33 FIXED 4.5 0,01 −11,11 0,0001 −0,0000
US31416BRU43 / Fannie Mae Pool 0,01 0,00 0,0001 −0,0000
US31417YYC55 / Fannie Mae Pool 0,01 −11,11 0,0001 −0,0000
US86359BGG05 / Structured Adjustable Rate Mortgage Loan Trust, Series 2004-1, Class 4A2 0,01 0,00 0,0001 −0,0000
US31417YT983 / Fannie Mae Pool 0,01 −12,50 0,0001 −0,0000
US31398GUJ65 / FANNIE MAE FNR 2009 106 FA 0,01 −12,50 0,0001 −0,0000
US31412FN663 / FNMA POOL 923913 FN 02/37 FIXED 6.5 0,01 −12,50 0,0001 −0,0000
IRS EUR 2.52000 04/09/25-10Y LCH / DIR (EZTHL4ZCB733) 0,01 0,0001 0,0001
US3133TLMU97 / FREDDIE MAC REMICS FHR 2174 PN 0,01 −12,50 0,0001 −0,0000
US31418CA201 / FNMA POOL MA2724 FN 08/46 FIXED 4.5 0,01 0,00 0,0001 −0,0000
US31410X2Q88 / FNMA POOL 900883 FN 01/37 FIXED 6 0,01 0,00 0,0001 −0,0000
US3128JNVF92 / FED HM LN PC POOL 1B3413 FH 05/37 FLOATING VAR 0,01 0,00 0,0001 0,0000
US31398SD833 / FANNIE MAE FNR 2010 135 LF 0,01 0,00 0,0001 −0,0000
US36225CN281 / Government National Mortgage Association 0,01 0,00 0,0001 −0,0000
US31407SGS59 / FNMA POOL 839109 FN 11/35 FLOATING VAR 0,01 0,00 0,0001 0,0000
US31409WD400 / FNMA POOL 880423 FN 04/36 FIXED 6 0,01 0,00 0,0001 −0,0000
US31402QYC94 / FNMA POOL 735207 FN 04/34 FIXED VAR 0,01 −28,57 0,0001 −0,0000
RFR USD SOFR/3.60500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) 0,01 −44,44 0,0001 −0,0000
US86359AYX52 / Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-22A 0,01 0,00 0,0001 −0,0000
US36225DCE22 / GINNIE MAE II POOL G2 80968 0,01 0,00 0,0001 −0,0000
US3132DV5B71 / UMBS Pool 0,01 0,00 0,0001 −0,0000
US31407KGL70 / FNMA POOL 832803 FN 09/35 FLOATING VAR 0,01 0,00 0,0001 −0,0000
US17307GXP89 / Citigroup Mortgage Loan Trust Inc 0,01 0,00 0,0001 −0,0000
BOUGHT PLN SOLD USD 20250710 / DFE (000000000) 0,01 0,0001 0,0001
US31371MNB99 / Fannie Mae Pool 0,01 −44,44 0,0001 −0,0001
IRS EUR 2.61000 03/24/25-10Y LCH / DIR (EZPS73SKDR02) 0,00 −157,14 0,0001 0,0002
US31371NDS18 / Fannie Mae Pool 0,00 −20,00 0,0001 −0,0000
US3128HWUY18 / FREDDIEMAC STRIP FHS 246 F14 0,00 0,00 0,0001 −0,0000
US31409T6M54 / Fannie Mae Pool 0,00 0,00 0,0001 0,0000
IRS EUR 2.55000 04/16/25-10Y LCH / DIR (EZ15F0SX71M6) 0,00 0,0001 0,0001
IRS EUR 2.55000 04/16/25-10Y LCH / DIR (EZ15F0SX71M6) 0,00 0,0001 0,0001
US31371NRW73 / FNMA POOL 257101 FN 02/28 FIXED 5 0,00 0,00 0,0001 −0,0000
US07384MAA09 / Bear Stearns ARM Trust 2000-2 0,00 0,00 0,0001 −0,0000
US617463AA25 / Morgan Stanley IXIS Real Estate Capital Trust 2006-2 0,00 0,00 0,0001 0,0000
US31418B3C82 / FNMA POOL MA2594 FN 03/46 FIXED 4.5 0,00 0,00 0,0001 −0,0000
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,00 0,0001 0,0001
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,00 0,0001 0,0001
US07384MZS42 / Bear Stearns ARM Trust 2003-8 0,00 0,00 0,0001 −0,0000
BOUGHT KRW SOLD USD 20250716 / DFE (000000000) 0,00 0,0001 0,0001
US31390STH49 / FNMA POOL 654952 FN 07/42 FLOATING VAR 0,00 −25,00 0,0001 −0,0000
US04541GBN16 / ASSET BACKED SECURITIES CORP H ABSHE 2001 HE2 A1 0,00 0,00 0,0001 0,0000
BOUGHT ILS SOLD USD 20250718 / DFE (000000000) 0,00 0,0001 0,0001
BOUGHT ILS SOLD USD 20250718 / DFE (000000000) 0,00 0,0001 0,0001
RFR USD SOFR/3.52500 09/04/24-10Y LCH / DIR (EZSXZYY2VD17) 0,00 −95,24 0,0001 −0,0009
US36225CBY12 / GNMA II POOL 080054 G2 03/27 FLOATING VAR 0,00 −25,00 0,0001 −0,0000
US31405SKU77 / FNMA POOL 797807 FN 04/35 FIXED 5 0,00 0,00 0,0000 −0,0000
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,00 0,0000 0,0000
US31417Y5E33 / FANNIE MAE POOL FN MA0844 0,00 0,00 0,0000 −0,0000
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,00 0,0000 0,0000
US31385JRT78 / FNMA POOL 545998 FN 11/32 FIXED VAR 0,00 −33,33 0,0000 −0,0000
US31411KPT42 / FNMA POOL 910434 FN 01/37 FIXED 6 0,00 0,00 0,0000 0,0000
US36225CRP31 / GNMA II POOL 080493 G2 02/31 FLOATING VAR 0,00 0,00 0,0000 −0,0000
US31371LWU96 / Fannie Mae Pool 0,00 0,00 0,0000 −0,0000
US31392EVN74 / Fannie Mae REMICS 0,00 0,00 0,0000 −0,0000
US31398NQ802 / FANNIE MAE FNR 2010 117 FE 0,00 0,00 0,0000 −0,0000
US3133TCE959 / Freddie Mac Structured Pass-Through Certificates 0,00 0,00 0,0000 −0,0000
US31409APD53 / FNMA POOL 865420 FN 02/36 FIXED 6.5 0,00 0,00 0,0000 0,0000
BOUGHT DKK SOLD USD 20250804 / DFE (000000000) 0,00 0,0000 0,0000
US31389NEZ42 / FNMA POOL 630252 FN 03/32 FIXED 6 0,00 0,00 0,0000 −0,0000
US31287RFP91 / FED HM LN PC POOL C65574 FG 04/32 FIXED 7 0,00 0,00 0,0000 −0,0000
US3138ERDP26 / UMBS 0,00 0,00 0,0000 −0,0000
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0,00 0,0000 0,0000
US31396L5K20 / FANNIE MAE FNR 2006 129 FM 0,00 0,00 0,0000 −0,0000
US31412NBF24 / Fannie Mae Pool 0,00 0,00 0,0000 0,0000
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0,00 0,0000 0,0000
US31411AFG58 / FNMA POOL 902067 FN 12/36 FIXED 6 0,00 0,00 0,0000 0,0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,00 0,0000 0,0000
US31384WY385 / FNMA POOL 536330 FN 04/30 FIXED 8 0,00 0,00 0,0000 −0,0000
BOUGHT DKK SOLD USD 20250804 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0,00 0,0000 0,0000
US31417YEC75 / FNMA 5.00% 7/29 #MA0130 0,00 0,00 0,0000 −0,0000
US31371NU454 / Fannie Mae Pool 0,00 0,00 0,0000 −0,0000
US31371KHV61 / FNMA POOL 254144 FN 11/31 FIXED 8 0,00 0,00 0,0000 −0,0000
US939336PL10 / Washington Mutual MSC Mortgage Pass-Through Certificates Series 2003-AR1 Trust 0,00 0,00 0,0000 −0,0000
US3128QJ4L75 / FED HM LN PC POOL 1G1727 FH 07/35 FLOATING VAR 0,00 0,00 0,0000 −0,0000
US31417YU544 / Fannie Mae Pool 0,00 −50,00 0,0000 −0,0000
US36225CCN48 / GNMA II POOL 080076 G2 05/27 FLOATING VAR 0,00 −50,00 0,0000 −0,0000
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0,00 0,0000 0,0000
US31374S3Y51 / FNMA POOL 323115 FN 11/27 FLOATING VAR 0,00 −50,00 0,0000 −0,0000
US07384MSH69 / Bear Stearns ARM Trust 2002-11 0,00 0,00 0,0000 0,0000
US31411C6D81 / FNMA POOL 904568 FN 11/36 FIXED 6 0,00 0,00 0,0000 −0,0000
US31411AUK95 / FNMA POOL 902486 FN 11/36 FIXED 6 0,00 0,00 0,0000 0,0000
US31385HJE36 / FANNIE MAE POOL P#544861 4.18600000 0,00 0,00 0,0000 −0,0000
US31410RVQ90 / FNMA POOL 895323 FN 09/36 FIXED 6 0,00 0,00 0,0000 −0,0000
US31411ET640 / FNMA POOL 906073 FN 01/37 FIXED 6 0,00 0,00 0,0000 0,0000
US31385HJD52 / Fannie Mae Pool 0,00 0,00 0,0000 −0,0000
US3128S4GD32 / Freddie Mac Non Gold Pool 0,00 −66,67 0,0000 −0,0000
US36225CC870 / Ginnie Mae 0,00 0,00 0,0000 −0,0000
US31371NV775 / Fannie Mae Pool 0,00 0,00 0,0000 −0,0000
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,00 0,0000 0,0000
US36225CRE83 / GNMA II POOL 080484 G2 01/31 FLOATING VAR 0,00 0,00 0,0000 −0,0000
US36202K5G64 / GNMA II POOL 008947 G2 08/26 FLOATING VAR 0,00 0,00 0,0000 −0,0000
US31368HMU40 / Fannie Mae Pool 0,00 0,00 0,0000 −0,0000
US36202KYP47 / GNMA II POOL 008818 G2 02/26 FLOATING VAR 0,00 0,00 0,0000 −0,0000
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) 0,00 0,0000 0,0000
US31410XTH97 / FNMA POOL 900652 FN 09/36 FIXED 6 0,00 0,00 0,0000 0,0000
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT AUD SOLD USD 20250702 / DFE (000000000) 0,00 0,0000 0,0000
US31371JSD71 / UMBS 0,00 −100,00 0,0000 −0,0000
US36202K5C50 / Ginnie Mae II Pool 0,00 −100,00 0,0000 −0,0000
US31391JWR75 / FNMA POOL 668556 FN 12/32 FIXED 6 0,00 0,0000 −0,0000
BOUGHT ILS SOLD USD 20250709 / DFE (000000000) 0,00 0,0000 0,0000
US36202KYK59 / GNMA II POOL 008814 G2 02/26 FLOATING VAR 0,00 −100,00 0,0000 −0,0000
US36202KY330 / GNMA II POOL 008830 G2 03/26 FLOATING VAR 0,00 −100,00 0,0000 −0,0000
US36225CPN01 / Ginnie Mae II Pool 0,00 0,0000 −0,0000
US07384M4J85 / Bear Stearns ARM Trust 2004-10 0,00 0,0000 0,0000
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,00 0,0000 0,0000
US31371PBD15 / Fannie Mae Pool 0,00 0,0000 −0,0000
US31385XAS62 / Fannie Mae Pool 0,00 0,0000 −0,0000
US31371LQU60 / FNMA POOL 255267 FN 06/34 FIXED 6 0,00 0,0000 −0,0000
US31371NXJ98 / Fannie Mae Pool 0,00 0,0000 −0,0000
US31298SLV42 / FED HM LN PC POOL C55740 FG 01/30 FIXED 7 0,00 0,0000 −0,0000
US31402RDG11 / Fannie Mae Pool 0,00 0,0000 −0,0000
US3140HBFK95 / Fannie Mae Pool 0,00 0,0000 −0,0000
US31387QYQ71 / FNMA POOL 591219 FN 08/31 FIXED 8 0,00 0,0000 −0,0000
US31362GM405 / FANNIE MAE 4.488% 01/01/2028 FNMA ARM 0,00 0,0000 −0,0000
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,00 0,0000 0,0000
US36225CAR79 / GNMA II POOL 080015 G2 11/26 FLOATING VAR 0,00 0,0000 −0,0000
US36202KVJ14 / Ginnie Mae II Pool 0,00 −100,00 0,0000 −0,0000
US31416VC441 / FNMA POOL AB0090 FN 03/29 FIXED 4.5 0,00 −100,00 0,0000 −0,0000
US31348S2X16 / Federal Home Loan Mortgage Corporation 0,00 0,0000 −0,0000
BOUGHT KRW SOLD USD 20250716 / DFE (000000000) 0,00 0,0000 0,0000
US31386HMS75 / FNMA POOL 563869 FN 01/31 FIXED 8 0,00 0,0000 −0,0000
US31415RL368 / Fannie Mae Pool 0,00 0,0000 0,0000
US31416BMS42 / Fannie Mae Pool 0,00 0,0000 −0,0000
US31384V7J59 / FNMA POOL 535597 FN 10/30 FIXED VAR 0,00 0,0000 −0,0000
US31410YRF33 / FNMA POOL 901486 FN 11/36 FIXED 6 0,00 0,0000 0,0000
BOUGHT SGD SOLD USD 20250805 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT JPY SOLD USD 20250804 / DFE (000000000) 0,00 0,0000 0,0000
US31410WWX28 / FNMA POOL 899862 FN 11/37 FIXED 6.5 0,00 0,0000 0,0000
US36225CAZ95 / GNMA II POOL 080023 G2 12/26 FLOATING VAR 0,00 0,0000 −0,0000
US31385JRN09 / Fannie Mae Pool 0,00 0,0000 −0,0000
US36202KZ659 / GNMA II POOL 008865 G2 05/26 FLOATING VAR 0,00 0,0000 −0,0000
US36202KZL24 / GNMA II POOL 008847 G2 04/26 FLOATING VAR 0,00 0,0000 −0,0000
US36202KXJ95 / GNMA II POOL 008781 G2 01/26 FLOATING VAR 0,00 0,0000 −0,0000
US36202K4L68 / Ginnie Mae II Pool 0,00 0,0000 −0,0000
US31417YDA29 / Fannie Mae Pool 0,00 0,0000 −0,0000
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,00 0,0000 0,0000
US36202K3U76 / GNMA II POOL 008911 G2 07/26 FLOATING VAR 0,00 0,0000 −0,0000
US31402DF624 / FNMA POOL 725689 FN 08/34 FIXED VAR 0,00 0,0000 −0,0000
US3133THKP19 / Freddie Mac REMICS 0,00 0,0000 −0,0000
US36225CB542 / Ginnie Mae II Pool 0,00 0,0000 −0,0000
BOUGHT ILS SOLD USD 20250702 / DFE (000000000) 0,00 0,0000 0,0000
US31385KUP82 / FNMA POOL 546990 FN 07/30 FIXED 8 0,00 0,0000 −0,0000
US31384VX645 / FNMA POOL 535401 FN 07/30 FIXED VAR 0,00 0,0000 −0,0000
US31371NJK28 / Fannie Mae Pool 0,00 0,0000 −0,0000
BOUGHT NOK SOLD USD 20250702 / DFE (000000000) 0,00 0,0000 0,0000
US31400FPG62 / FNMA POOL 686323 FN 03/33 FIXED 6 0,00 0,0000 0,0000
US36202K6D25 / Ginnie Mae II Pool 0,00 0,0000 −0,0000
US31371ML216 / FNMA POOL 256045 FN 12/25 FIXED 5 0,00 0,0000 −0,0000
US31405GCX60 / FNMA POOL 788586 FN 07/34 FIXED 6.5 0,00 0,0000 −0,0000
US31362GM579 / FNMA POOL 060680 FN 02/28 FLOATING VAR 0,00 0,0000 −0,0000
US36202K3W33 / GNMA II POOL 008913 G2 07/26 FLOATING VAR 0,00 0,0000 −0,0000
BOUGHT JPY SOLD USD 20250804 / DFE (000000000) 0,00 0,0000 0,0000
SOLD NOK BOUGHT USD 20250804 / DFE (000000000) 0,00 0,0000 0,0000
SOLD NOK BOUGHT USD 20250804 / DFE (000000000) 0,00 0,0000 0,0000
317U4UUA7 PIMCO SWAPTION 5.0 PUT USD 20250708 / DIR (000000000) 0,00 0,0000 0,0000
BOUGHT SGD SOLD USD 20250805 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT SGD SOLD USD 20250805 / DFE (000000000) 0,00 0,0000 0,0000
SOLD TWD BOUGHT USD 20250703 / DFE (000000000) 0,00 0,0000 0,0000
US05948XBV29 / Banc of America Mortgage Trust, Series 2003-D, Class 2A4 0,00 0,0000 0,0000
US31371MF937 / Fannie Mae Pool 0,00 0,0000 −0,0000
US3138ELUG63 / Fannie Mae Pool 0,00 0,0000 −0,0000
US31385NYY92 / FNMA POOL 548027 FN 08/30 FIXED 8 0,00 0,0000 0,0000
US31371MDP95 / FNMA POOL 255810 FN 08/25 FIXED 5 0,00 0,0000 −0,0000
US36202KUF01 / GNMA II POOL 008682 G2 08/25 FLOATING VAR 0,00 0,0000 −0,0000
BOUGHT SGD SOLD USD 20250805 / DFE (000000000) 0,00 0,0000 0,0000
US36225CJ727 / Ginnie Mae II Pool 0,00 0,0000 −0,0000
SOLD INR BOUGHT USD 20250820 / DFE (000000000) 0,00 0,0000 0,0000
US31283HJ480 / FEDERAL HOME LOAN MORTGAGE CORP 7.00% 02/01/2031 FHLMC G30 0,00 0,0000 0,0000
US3138EJ5F10 / Fannie Mae Pool 0,00 0,0000 −0,0000
US31384VYZ92 / FN 08/30 FIXED VAR 0,00 0,0000 0,0000
US3133TQFM42 / Freddie Mac REMICS 0,00 0,0000 0,0000
BOUGHT MXN SOLD USD 20250917 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT SGD SOLD USD 20250805 / DFE (000000000) 0,00 0,0000 0,0000
SOLD INR BOUGHT USD 20250820 / DFE (000000000) 0,00 0,0000 0,0000
SOLD INR BOUGHT USD 20250820 / DFE (000000000) 0,00 0,0000 0,0000
SOLD INR BOUGHT USD 20250820 / DFE (000000000) 0,00 0,0000 0,0000
US36206VQA88 / GNMA POOL 422649 GN 04/26 FIXED 7 0,00 0,0000 −0,0000
317U9EOA5 PIMCO SWAPTION 4.101 PUT USD 2025063 / DIR (EZXJWB9HGZH3) 0,00 0,0000 0,0000
317U9FOA2 PIMCO SWAPTION 4.077 PUT USD 2025063 / DIR (EZXJWB9HGZH3) 0,00 0,0000 0,0000
317U9EIA2 PIMCO SWAPTION 4.127 PUT USD 2025063 / DIR (EZXJWB9HGZH3) 0,00 0,0000 0,0000
317U9FTA7 PIMCO SWAPTION 4.05 PUT USD 20250630 / DIR (EZXJWB9HGZH3) 0,00 0,0000 0,0000
317U9G6A0 PIMCO SWAPTION 4.065 PUT USD 2025070 / DIR (EZJQZP36X547) 0,00 0,0000 0,0000
317U9FPA1 PIMCO SWAPTION 3.677 CALL USD 202506 / DIR (EZY1GXGHBZM5) 0,00 0,0000 0,0000
317U9FPA1 PIMCO SWAPTION 3.677 CALL USD 202506 / DIR (EZY1GXGHBZM5) 0,00 0,0000 0,0000
317U9GEA1 PIMCO SWAPTION 4.075 PUT USD 2025070 / DIR (EZ78N9X8M3Y4) −0,00 0,0000 0,0000
317U9GMA2 PIMCO SWAPTION 4.1 PUT USD 20250703 / DIR (EZ78N9X8M3Y4) −0,00 0,0000 0,0000
SOLD INR BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD INR BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0000 −0,0000
317U9GBA4 PIMCO SWAPTION 2.38 CALL EUR 2025070 / DIR (EZ8HHXRGV1D7) −0,00 −0,0000 −0,0000
317U9GBA4 PIMCO SWAPTION 2.38 CALL EUR 2025070 / DIR (EZ8HHXRGV1D7) −0,00 −0,0000 −0,0000
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
317U9IEA7 PIMCO SWAPTION 4.03 PUT USD 20250707 / DIR (EZY1VWC6W1B5) −0,00 −0,0000 −0,0000
317U9IZA4 PIMCO SWAPTION 4.125 PUT USD 2025070 / DIR (EZY1VWC6W1B5) −0,00 −0,0000 −0,0000
SOLD THB BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD THB BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD THB BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0000 −0,0000
BOUGHT TWD SOLD USD 20250703 / DFE (000000000) −0,00 −0,0000 −0,0000
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
317U9JKA8 PIMCO SWAPTION 4.14 PUT USD 20250709 / DIR (EZYG54DQ9CL7) −0,00 −0,0000 −0,0000
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
317U9JRA1 PIMCO SWAPTION 4.12 PUT USD 20250709 / DIR (EZYG54DQ9CL7) −0,00 −0,0000 −0,0000
317U9HMA0 PIMCO SWAPTION 4.019 PUT USD 2025070 / DIR (EZY1VWC6W1B5) −0,00 −0,0000 −0,0000
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) −0,00 −0,0000 −0,0000
317U9JSA0 PIMCO SWAPTION 4.122 PUT USD 2025071 / DIR (EZMLYZSNFH30) −0,00 −0,0000 −0,0000
SOLD INR BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD INR BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0000 −0,0000
BOUGHT NOK SOLD USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD THB BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD INR BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD INR BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD NOK BOUGHT USD 20250804 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD NOK BOUGHT USD 20250804 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD INR BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD INR BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0000 −0,0000
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
US 10YR FUT OPTN AUG25P 108.5 EXP 07/25/2025 / DIR (000000000) −0,00 −0,0000 −0,0000
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD NOK BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD NOK BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD THB BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0000 −0,0000
31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) −0,00 −0,0000 −0,0000
31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) −0,00 −0,0000 −0,0000
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0000 −0,0000
317U9LLA2 PIMCO SWAPTION 4.095 PUT USD 2025071 / DIR (EZBYVN1N6JS0) −0,00 −0,0000 −0,0000
317U9L5A0 PIMCO SWAPTION 4.064 PUT USD 2025071 / DIR (EZQM9CB4TVR9) −0,00 −0,0000 −0,0000
317U9L5A0 PIMCO SWAPTION 4.064 PUT USD 2025071 / DIR (EZQM9CB4TVR9) −0,00 −0,0000 −0,0000
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0000 −0,0000
317U9LGA8 PIMCO SWAPTION 4.097 PUT USD 2025071 / DIR (EZHBWHSTV570) −0,00 −0,0000 −0,0000
COLOMBIA LA SP BRC / DCR (EZ05QB3PBRQ1) −0,00 −0,0000 −0,0000
COLOMBIA LA SP BRC / DCR (EZ05QB3PBRQ1) −0,00 −0,0000 −0,0000
317U9M3A0 PIMCO SWAPTION 4.037 PUT USD 2025071 / DIR (EZ1JLHJ8JY10) −0,00 −0,0000 −0,0000
317U9M3A0 PIMCO SWAPTION 4.037 PUT USD 2025071 / DIR (EZ1JLHJ8JY10) −0,00 −0,0000 −0,0000
SOLD ILS BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD AUD BOUGHT USD 20250805 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD AUD BOUGHT USD 20250805 / DFE (000000000) −0,00 −0,0000 −0,0000
317U9LFA9 PIMCO SWAPTION 2.46 CALL EUR 2025071 / DIR (EZLXC2V2MYF7) −0,00 −0,0000 −0,0000
EURO-BUND OPTION AUG25C 132.5 EXP 07/25/2025 / DIR (DE000F1674Y7) −0,00 −0,0000 −0,0000
EURO-BUND OPTION AUG25C 132.5 EXP 07/25/2025 / DIR (DE000F1674Y7) −0,00 −0,0000 −0,0000
SOLD NOK BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD NOK BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD AUD BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD AUD BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
317U9LEA0 PIMCO SWAPTION 2.72 PUT EUR 20250716 / DIR (EZMWVGHPD033) −0,00 −0,0000 −0,0000
317U9LEA0 PIMCO SWAPTION 2.72 PUT EUR 20250716 / DIR (EZMWVGHPD033) −0,00 −0,0000 −0,0000
317U9GAA5 PIMCO SWAPTION 2.64 PUT EUR 20250703 / DIR (EZL9GW5599J4) −0,00 −0,0000 −0,0000
EURO-BOBL OPTION AUG25C 118.5 EXP 07/25/2025 / DIR (DE000F167SZ1) −0,00 −0,0000 −0,0000
317U9MJA3 PIMCO SWAPTION 4.05 PUT USD 20250721 / DIR (EZPXSH8F93Y9) −0,00 −0,0000 −0,0000
317U9MPA6 PIMCO SWAPTION 3.933 PUT USD 2025072 / DIR (EZTRLD6PX319) −0,00 −0,0000 −0,0000
317U9MPA6 PIMCO SWAPTION 3.933 PUT USD 2025072 / DIR (EZTRLD6PX319) −0,00 −0,0000 −0,0000
SOLD THB BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0000 −0,0000
317U9IFA6 PIMCO SWAPTION 3.68 CALL USD 2025070 / DIR (EZJFGPMJB918) −0,00 −0,0000 −0,0000
317U9IFA6 PIMCO SWAPTION 3.68 CALL USD 2025070 / DIR (EZJFGPMJB918) −0,00 −0,0000 −0,0000
US 10YR FUT OPTN AUG25P 109.5 EXP 07/25/2025 / DIR (000000000) −0,00 −0,0000 −0,0000
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD DKK BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD DKK BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
COLOMBIA LA SP CBK / DCR (EZ05QB3PBRQ1) −0,00 −0,0000 −0,0001
COLOMBIA LA SP CBK / DCR (EZ05QB3PBRQ1) −0,00 −0,0000 −0,0001
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0000 −0,0000
EURO-BOBL OPTION AUG25P 117.2 EXP 07/25/2025 / DIR (DE000F167SF3) −0,00 −0,0000 −0,0000
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0000 −0,0000
COLOMBIA LA SP GST / DCR (EZXKWXGHTDT1) −0,00 50,00 −0,0000 −0,0000
COLOMBIA LA SP GST / DCR (EZXKWXGHTDT1) −0,00 50,00 −0,0000 −0,0000
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0000 −0,0000
EURO-BUND OPTION AUG25P 129 EXP 07/25/2025 / DIR (DE000F167368) −0,00 −0,0000 −0,0000
US 10YR FUT OPTN AUG25C 112 EXP 07/25/2025 / DIR (000000000) −0,00 −0,0001 −0,0001
US 10YR FUT OPTN AUG25C 112 EXP 07/25/2025 / DIR (000000000) −0,00 −0,0001 −0,0001
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0001 −0,0001
317U9EPA4 PIMCO SWAPTION 3.701 CALL USD 202506 / DIR (EZY1GXGHBZM5) −0,00 −0,0001 −0,0001
COLOMBIA LA SP GST / DCR (EZQJJC4KSPK3) −0,00 −95,51 −0,0001 0,0013
COLOMBIA LA SP CBK / DCR (EZXKWXGHTDT1) −0,01 150,00 −0,0001 −0,0000
317U9N3A8 PIMCO SWAPTION 3.905 PUT USD 2025072 / DIR (EZBGX0TQ91B3) −0,01 −0,0001 −0,0001
317U9N3A8 PIMCO SWAPTION 3.905 PUT USD 2025072 / DIR (EZBGX0TQ91B3) −0,01 −0,0001 −0,0001
SOFTBANK GROUP CORP SNR JP SP GST / DCR (EZ1K1NTX2WN0) −0,01 20,00 −0,0001 −0,0000
IRS EUR 2.22000 01/08/25-10Y LCH / DIR (EZHH63XJ2WL4) −0,01 −12,50 −0,0001 0,0000
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,01 −0,0001 −0,0001
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,01 −0,0001 −0,0001
IRS EUR 2.46000 03/13/25-10Y LCH / DIR (EZYS5KMNTTM6) −0,01 −25,00 −0,0001 0,0000
IRS EUR 2.46000 03/13/25-10Y LCH / DIR (EZYS5KMNTTM6) −0,01 −25,00 −0,0001 0,0000
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,01 −0,0001 −0,0001
317U6RVA1 PIMCO SWAPTION 2.75 CALL USD 2025080 / DIR (000000000) −0,01 −0,0001 −0,0001
317U6RVA1 PIMCO SWAPTION 2.75 CALL USD 2025080 / DIR (000000000) −0,01 −0,0001 −0,0001
IRS EUR 2.52000 03/27/25-10Y LCH / DIR (EZ84ZR69LPH2) −0,01 −47,06 −0,0002 0,0001
317U9N2A9 PIMCO SWAPTION 3.564 CALL USD 202507 / DIR (EZMYNDCY8F38) −0,01 −0,0002 −0,0002
317U9N2A9 PIMCO SWAPTION 3.564 CALL USD 202507 / DIR (EZMYNDCY8F38) −0,01 −0,0002 −0,0002
317U9M4A9 PIMCO SWAPTION 3.637 CALL USD 202507 / DIR (EZ7SJVNDKPC9) −0,01 −0,0002 −0,0002
RFR GBP SONIO/3.93000 01/06/25-10Y LCH / DIR (EZTXWKTD4706) −0,01 −71,43 −0,0002 0,0004
RFR GBP SONIO/3.93000 01/06/25-10Y LCH / DIR (EZTXWKTD4706) −0,01 −71,43 −0,0002 0,0004
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) −0,01 −0,0002 −0,0002
317U9MOA7 PIMCO SWAPTION 3.605 CALL USD 202507 / DIR (EZCLF3R2NG23) −0,01 −0,0002 −0,0002
317U9MOA7 PIMCO SWAPTION 3.605 CALL USD 202507 / DIR (EZCLF3R2NG23) −0,01 −0,0002 −0,0002
SOLD THB BOUGHT USD 20250716 / DFE (000000000) −0,01 −0,0002 −0,0002
RFR USD SOFR/3.88000 07/10/24-10Y LCH / DIR (EZG0BTDH1HZ1) −0,01 266,67 −0,0002 −0,0001
317U9L4A1 PIMCO SWAPTION 3.6525 CALL USD 20250 / DIR (EZT5FL9WGCP1) −0,01 −0,0002 −0,0002
RFR USD SOFR/4.00000 02/26/25-10Y LCH / DIR (EZ02007F7Y72) −0,01 33,33 −0,0002 −0,0001
SOLD MXN BOUGHT USD 20250917 / DFE (000000000) −0,01 −0,0002 −0,0002
IRS EUR 2.40000 04/09/25-5Y LCH / DIR (EZVHX3M64G11) −0,01 −0,0002 −0,0002
IRS EUR 2.40000 04/09/25-5Y LCH / DIR (EZVHX3M64G11) −0,01 −0,0002 −0,0002
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,01 −0,0002 −0,0002
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,01 −0,0002 −0,0002
EURO-BOBL FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF61) −0,01 −0,0002 −0,0002
317U9GFA0 PIMCO SWAPTION 3.725 CALL USD 202507 / DIR (EZ78XR7L6YX2) −0,01 −0,0002 −0,0002
317U9GFA0 PIMCO SWAPTION 3.725 CALL USD 202507 / DIR (EZ78XR7L6YX2) −0,01 −0,0002 −0,0002
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,01 −0,0002 −0,0002
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,01 −0,0002 −0,0002
RFR USD SOFR/3.68700 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) −0,01 −148,28 −0,0002 −0,0007
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,02 −0,0002 −0,0002
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,02 −0,0002 −0,0002
317U9LMA1 PIMCO SWAPTION 3.695 CALL USD 202507 / DIR (EZSG2674R1G7) −0,02 −0,0002 −0,0002
317U9LMA1 PIMCO SWAPTION 3.695 CALL USD 202507 / DIR (EZSG2674R1G7) −0,02 −0,0002 −0,0002
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,02 −0,0002 −0,0002
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,02 −0,0002 −0,0002
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,02 −0,0002 −0,0002
SOLD THB BOUGHT USD 20250716 / DFE (000000000) −0,02 −0,0003 −0,0003
EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF53) −0,02 −0,0003 −0,0003
EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF53) −0,02 −0,0003 −0,0003
IRS EUR 2.58000 08/29/24-10Y LCH / DIR (EZK1YHHFDQG6) −0,02 70,00 −0,0003 −0,0001
IRS EUR 2.58000 08/29/24-10Y LCH / DIR (EZK1YHHFDQG6) −0,02 70,00 −0,0003 −0,0001
317U9L6A9 PIMCO SWAPTION 3.664 CALL USD 202507 / DIR (EZT5FL9WGCP1) −0,02 −0,0003 −0,0003
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,02 −0,0003 −0,0003
RFR USD SOFR/3.87000 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) −0,02 72,73 −0,0003 −0,0001
RFR USD SOFR/3.87000 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) −0,02 72,73 −0,0003 −0,0001
RFR USD SOFR/3.85000 08/05/24-10Y LCH / DIR (EZKZ3H4L0SC3) −0,02 375,00 −0,0003 −0,0002
US 10YR FUT OPTN AUG25P 110.2 EXP 07/25/2025 / DIR (000000000) −0,02 −0,0003 −0,0003
SOLD CHF BOUGHT USD 20250804 / DFE (000000000) −0,02 −0,0003 −0,0003
US 10YR FUT OPTN AUG25C 112.5 EXP 07/25/2025 / DIR (000000000) −0,02 −0,0003 −0,0003
US 10YR FUT OPTN AUG25C 112.5 EXP 07/25/2025 / DIR (000000000) −0,02 −0,0003 −0,0003
RFR USD SOFR/3.89000 03/03/25-10Y LCH / DIR (EZ6496BPGLD0) −0,02 66,67 −0,0003 −0,0001
SOLD CAD BOUGHT USD 20250702 / DFE (000000000) −0,02 −0,0003 −0,0003
317U9EJA1 PIMCO SWAPTION 3.727 CALL USD 202506 / DIR (EZY1GXGHBZM5) −0,02 −0,0003 −0,0003
SOLD CAD BOUGHT USD 20250805 / DFE (000000000) −0,02 −0,0004 −0,0004
SOLD CAD BOUGHT USD 20250805 / DFE (000000000) −0,02 −0,0004 −0,0004
317U9LHA7 PIMCO SWAPTION 3.697 CALL USD 202507 / DIR (EZ1ZLHZPLNC3) −0,02 −0,0004 −0,0004
317U9JTA9 PIMCO SWAPTION 3.772 CALL USD 202507 / DIR (EZTK0K9DDPF2) −0,02 −0,0004 −0,0004
317U9JTA9 PIMCO SWAPTION 3.772 CALL USD 202507 / DIR (EZTK0K9DDPF2) −0,02 −0,0004 −0,0004
IRS EUR 2.59000 08/19/24-10Y LCH / DIR (EZ89K27HY2C4) −0,02 60,00 −0,0004 −0,0001
IRS EUR 2.59000 08/19/24-10Y LCH / DIR (EZ89K27HY2C4) −0,02 60,00 −0,0004 −0,0001
317U9G7A9 PIMCO SWAPTION 3.715 CALL USD 202507 / DIR (EZL4V0T519J1) −0,02 −0,0004 −0,0004
317U9G7A9 PIMCO SWAPTION 3.715 CALL USD 202507 / DIR (EZL4V0T519J1) −0,02 −0,0004 −0,0004
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) −0,02 −0,0004 −0,0004
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) −0,02 −0,0004 −0,0004
IRS EUR 2.46000 04/01/25-10Y LCH / DIR (EZ53SKB9GFZ1) −0,03 −24,24 −0,0004 0,0001
IRS EUR 2.46000 04/01/25-10Y LCH / DIR (EZ53SKB9GFZ1) −0,03 −24,24 −0,0004 0,0001
317U9JQA2 PIMCO SWAPTION 3.77 CALL USD 2025070 / DIR (EZT76LRY6S63) −0,03 −0,0004 −0,0004
317U9JQA2 PIMCO SWAPTION 3.77 CALL USD 2025070 / DIR (EZT76LRY6S63) −0,03 −0,0004 −0,0004
COLOMBIA LA SP MYC / DCR (EZXKWXGHTDT1) −0,03 1 200,00 −0,0004 −0,0004
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) −0,03 −0,0005 −0,0005
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) −0,03 −0,0005 −0,0005
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) −0,03 −0,0005 −0,0005
317U9MKA1 PIMCO SWAPTION 3.7 CALL USD 20250721 / DIR (EZQRZMCG5093) −0,03 −0,0005 −0,0005
SOLD IDR BOUGHT USD 20250716 / DFE (000000000) −0,04 −0,0006 −0,0006
SOLD NZD BOUGHT USD 20250804 / DFE (000000000) −0,04 −0,0006 −0,0006
RFR USD SOFR/3.62330 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) −0,04 −244,83 −0,0006 −0,0011
RFR USD SOFR/3.62330 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) −0,04 −244,83 −0,0006 −0,0011
RFR USD SOFR/3.6766* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) −0,04 −244,83 −0,0007 −0,0011
RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (EZ2V6Q3C4Q52) −0,04 57,14 −0,0007 −0,0002
RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (EZ2V6Q3C4Q52) −0,04 57,14 −0,0007 −0,0002
IRS EUR 2.42000 03/07/25-10Y LCH / DIR (EZL5KMTRTV12) −0,05 −19,64 −0,0007 0,0002
RFR USD SOFR/3.6637* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) −0,05 −258,62 −0,0007 −0,0012
IRS EUR 2.68000 08/07/24-10Y LCH / DIR (EZY1BDNLL5Q4) −0,05 39,39 −0,0007 −0,0002
IRS EUR 2.68000 08/07/24-10Y LCH / DIR (EZY1BDNLL5Q4) −0,05 39,39 −0,0007 −0,0002
SOLD GBP BOUGHT USD 20250804 / DFE (000000000) −0,05 −0,0008 −0,0008
SOLD GBP BOUGHT USD 20250804 / DFE (000000000) −0,05 −0,0008 −0,0008
317U9J0A0 PIMCO SWAPTION 3.775 CALL USD 202507 / DIR (EZJFGPMJB918) −0,05 −0,0008 −0,0008
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,05 −0,0008 −0,0008
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) −0,06 −0,0009 −0,0009
RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (EZH2QB9TLWH9) −0,06 63,89 −0,0009 −0,0004
RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (EZH2QB9TLWH9) −0,06 63,89 −0,0009 −0,0004
317U6RUA2 PIMCO SWAPTION 3.25 CALL USD 2025080 / DIR (000000000) −0,06 −0,0009 −0,0009
317U6RUA2 PIMCO SWAPTION 3.25 CALL USD 2025080 / DIR (000000000) −0,06 −0,0009 −0,0009
RFR USD SOFR/3.89900 03/11/25-10Y LCH / DIR (EZXJC61P0SN9) −0,06 55,26 −0,0009 −0,0003
RFR USD SOFR/3.90750 03/04/25-10Y LCH / DIR (EZP5RC766JJ0) −0,07 51,16 −0,0010 −0,0004
US 10YR FUT OPTN AUG25C 112.7 EXP 07/25/2025 / DIR (000000000) −0,07 −0,0010 −0,0010
IRS EUR 2.36000 10/07/24-5Y LCH / DIR (EZMRJVS7LFP2) −0,07 −585,71 −0,0011 −0,0013
SOLD CHF BOUGHT USD 20250702 / DFE (000000000) −0,08 −0,0012 −0,0012
COLOMBIA LA SP MYC / DCR (EZQJJC4KSPK3) −0,08 −8,99 −0,0013 0,0001
COLOMBIA LA SP MYC / DCR (EZQJJC4KSPK3) −0,08 −8,99 −0,0013 0,0001
SOLD NZD BOUGHT USD 20250702 / DFE (000000000) −0,08 −0,0013 −0,0013
IRS EUR 2.65000 08/14/24-5Y LCH / DIR (EZJ6HD982SV2) −0,09 30,77 −0,0013 −0,0003
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) −0,09 −0,0013 −0,0013
RFR USD SOFR/3.73910 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) −0,09 −406,90 −0,0014 −0,0018
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,09 −0,0014 −0,0014
SOLD GBP BOUGHT USD 20250702 / DFE (000000000) −0,09 −0,0014 −0,0014
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,10 −0,0015 −0,0015
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,11 −0,0017 −0,0017
RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (EZKR9TWV5646) −0,11 −16,30 −0,0017 0,0003
RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (EZKR9TWV5646) −0,11 −16,30 −0,0017 0,0003
SOLD BRL BOUGHT USD 20250903 / DFE (000000000) −0,12 −0,0018 −0,0018
SOLD BRL BOUGHT USD 20260402 / DFE (000000000) −0,12 −0,0019 −0,0019
SOLD BRL BOUGHT USD 20260402 / DFE (000000000) −0,12 −0,0019 −0,0019
RFR USD SOFR/3.97500 03/21/25-10Y LCH / DIR (EZSTF4LLCQZ1) −0,13 35,11 −0,0020 −0,0005
RFR USD SOFR/3.69100 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) −0,14 −565,52 −0,0021 −0,0025
317U7HVA2 PIMCO SWAPTION 2.83 CALL USD 2025103 / DIR (000000000) −0,14 −0,0021 −0,0021
317U7HVA2 PIMCO SWAPTION 2.83 CALL USD 2025103 / DIR (000000000) −0,14 −0,0021 −0,0021
RFR USD SOFR/3.74901 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) −0,14 −579,31 −0,0021 −0,0026
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,15 −0,0023 −0,0023
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,15 −0,0023 −0,0023
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) −0,15 −0,0023 −0,0023
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) −0,15 −0,0023 −0,0023
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,16 −0,0024 −0,0024
RFR USD SOFR/3.84200 03/04/25-5Y LCH / DIR (EZSYJ06JDLK1) −0,17 104,94 −0,0026 −0,0013
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,17 −0,0026 −0,0026
RFR USD SOFR/3.68900 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) −0,18 −724,14 −0,0028 −0,0032
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,18 −0,0028 −0,0028
RFR USD SOFR/3.72680 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) −0,23 −886,21 −0,0035 −0,0040
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,24 −0,0036 −0,0036
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,28 −0,0043 −0,0043
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,29 −0,0044 −0,0044
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,31 −0,0048 −0,0048
317U7HUA3 PIMCO SWAPTION 3.29 CALL USD 2025103 / DIR (000000000) −0,33 −0,0050 −0,0050
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,38 −0,0058 −0,0058
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,47 −0,0073 −0,0073
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,47 −0,0073 −0,0073
RFR USD SOFR/3.75000 12/18/24-5Y CME / DIR (EZ2V74HC3Q62) −0,68 361,49 −0,0105 −0,0082
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,82 −0,0127 −0,0127
SOLD EUR BOUGHT USD 20250804 / DFE (000000000) −1,04 −0,0160 −0,0160
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −1,06 −0,0163 −0,0163
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −1,38 −0,0213 −0,0213
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −1,52 −0,0234 −0,0234
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −2,13 −0,0327 −0,0327
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) −2,30 −0,0354 −0,0354
RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) −2,33 −58,40 −0,0358 0,0491
US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) −3,00 −0,0461 −0,0461
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −3,33 −0,0512 −0,0512
SOLD BRL BOUGHT USD 20250702 / DFE (000000000) −3,46 −0,0531 −0,0531
SOLD BRL BOUGHT USD 20250702 / DFE (000000000) −3,46 −0,0531 −0,0531
RFR USD SOFR/2.15000 06/15/22-5Y LCH / DIR (EZG3K81HS5Q1) −3,95 −51,89 −0,0607 0,0637
RFR USD SOFR/2.15000 06/15/22-5Y LCH / DIR (EZG3K81HS5Q1) −3,95 −51,89 −0,0607 0,0637
RFR USD SOFR/3.75000 09/02/25-7Y* LCH / DIR (000000000) −4,34 −0,0666 −0,0666
RFR USD SOFR/3.75000 09/02/25-7Y* LCH / DIR (000000000) −4,34 −0,0666 −0,0666
US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) −12,90 −0,1980 −0,1980
US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) −12,90 −0,1980 −0,1980
US01F0306781 / UMBS TBA −83,69 −84,22 −1,2849 5,2399
US01F0326821 / Fannie Mae or Freddie Mac −158,88 1,68 −2,4393 0,3681
US01F0306864 / FNMA 30YR TBA 3.0% AUG 20 TO BE ANNOUNCED 3.00000000 −278,60 −21,86 −4,2774 2,1285