Grundläggande statistik
Portföljvärde $ 23 284 771 712
Aktuella positioner 3 150
Senaste innehav, resultat, förvaltat kapital (från 13F, 13D)

PFIIX - PIMCO Low Duration Income Fund Institutional har redovisat 3 150 totala innehav i sina senaste SEC-arkiveringar. Det senaste portföljvärdet beräknas vara $ 23 284 771 712 USD. Faktiskt förvaltade tillgångar (AUM) är detta värde plus likvida medel (som inte redovisas). PFIIX - PIMCO Low Duration Income Fund Institutionals största innehav är PIMCO PRV SHORT TERM FLT III MUTUAL FUND (US:US72201W1541) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , UMBS TBA (US:US01F0506844) , and Uniform Mortgage-Backed Security, TBA (US:US01F0526800) . PFIIX - PIMCO Low Duration Income Fund Institutionals nya positioner inkluderar PIMCO PRV SHORT TERM FLT III MUTUAL FUND (US:US72201W1541) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , UMBS TBA (US:US01F0506844) , and Uniform Mortgage-Backed Security, TBA (US:US01F0526800) .

PFIIX - PIMCO Low Duration Income Fund Institutional - Portföljvärde
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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
1 485,42 11,1285 5,5407
759,51 5,6901 4,9607
440,61 3,3010 3,3010
1 853,35 13,8850 3,0623
1 829,58 13,7069 2,9401
265,80 1,9913 1,9913
234,99 1,7605 1,7605
154,21 1,1553 1,1553
142,19 1,0653 1,0653
142,19 1,0653 1,0653
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
31,52 0,2361 −2,5092
724,51 5,4279 −1,7225
546,70 4,0958 −1,7034
14,37 0,1077 −1,2390
85,66 0,6417 −1,0068
119,34 0,8941 −0,8313
6,77 0,0508 −0,7767
13,98 0,1048 −0,6663
113,33 0,8491 −0,5602
31,52 0,2361 −0,5349
13F- och fond arkiveringar

Denna blankett lämnades in den 2025-08-29 för rapporteringsperioden 2025-06-30. 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 Genomsnittligt aktiepris Aktier
(MM)		 ΔAktier
(%)		 ΔAktier
(%)		 Värde
($MM)		 Portfölj
(%)		 ΔPortfölj
(%)
US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND 1 853,35 50,95 13,8850 3,0623
US01F0606834 / Uniform Mortgage-Backed Security, TBA 1 829,58 68,11 13,7069 2,9401
US01F0626899 / Uniform Mortgage-Backed Security, TBA 1 485,42 162,99 11,1285 5,5407
US01F0506844 / UMBS TBA 759,51 930,04 5,6901 4,9607
US01F0526800 / Uniform Mortgage-Backed Security, TBA 724,51 0,24 5,4279 −1,7225
US01F0406854 / UMBS TBA 546,70 −6,74 4,0958 −1,7034
TORONTO DOMINION BANK REPO DUMMY ASSET / RA (000000000) 440,61 3,3010 3,3010
REPO BANK AMERICA REPO / RA (000000000) 265,80 1,9913 1,9913
US17330HAV96 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 RP1 PT 144A 251,78 −1,58 1,8863 −0,3687
TORONTO DOMINION BANK REPO DUMMY ASSET / RA (000000000) 234,99 1,7605 1,7605
TSY INFL IX N/B 07/34 1.875 / DBT (US91282CLE92) 200,73 0,17 1,5038 −0,2626
TSY INFL IX N/B 07/34 1.875 / DBT (US91282CLE92) 200,73 0,17 1,5038 −0,2626
US01F0426811 / UMBS TBA 199,53 5,78 1,4948 −0,3712
US36266BAS79 / GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL4 PT 144A 188,66 −1,02 1,4134 −0,2668
TORONTO DOMINION BANK REPO DUMMY ASSET / RA (000000000) 154,21 1,1553 1,1553
BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F 151,14 8,57 1,1323 −0,0948
US TREASURY N/B 05/54 4.625 / DBT (US912810UA42) 145,54 −3,19 1,0904 −0,2347
US3133KKV971 / FED HM LN PC POOL RA4240 FR 01/51 FIXED 2.5 144,67 −2,31 1,0838 −0,2215
JP MORGAN MORTGAGE TRUST SERIE 07/55 9 / ABS-MBS (000000000) 142,19 1,0653 1,0653
JP MORGAN MORTGAGE TRUST SERIE 07/55 9 / ABS-MBS (000000000) 142,19 1,0653 1,0653
US31418EYP95 / FNMA 30YR 6.5% 12/01/2053#MA5217 134,41 −8,76 1,0070 −0,2915
US01F0606750 / Uniform Mortgage-Backed Security, TBA 119,34 −31,57 0,8941 −0,8313
US01F0326821 / Fannie Mae or Freddie Mac 113,33 −20,44 0,8491 −0,5602
US36263PAA84 / GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 A1 144A 110,48 −4,89 0,8277 −0,1962
US21H0426799 / Ginnie Mae 109,86 0,8231 0,8231
EW / Edwards Lifesciences Corporation 102,91 226,56 0,7710 0,5349
EW / Edwards Lifesciences Corporation 102,91 951,43 0,7710 0,6977
FNMA POOL MA5297 FN 03/54 FIXED 6.5 / ABS-MBS (US31418E3F59) 101,79 −9,14 0,7626 −0,2249
FNMA POOL MA5297 FN 03/54 FIXED 6.5 / ABS-MBS (US31418E3F59) 101,79 −9,14 0,7626 −0,2249
REPO BANK AMERICA REPO / RA (000000000) 100,00 0,7492 0,7492
SOFI CONSUMER LOAN PROGRAM 06/34 4.95 / ABS-O (000000000) 95,56 0,7159 0,7159
SOFI CONSUMER LOAN PROGRAM 06/34 4.95 / ABS-O (000000000) 95,56 0,7159 0,7159
US91282CHP95 / United States Treasury Inflation Indexed Bonds 90,10 0,55 0,6750 −0,1148
US91282CEZ05 / U.S. Treasury Inflation Linked Notes 88,08 0,91 0,6599 −0,1095
US01F0306864 / FNMA 30YR TBA 3.0% AUG 20 TO BE ANNOUNCED 3.00000000 85,66 −48,60 0,6417 −1,0068
FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE / ABS-MBS (US01F0706907) 83,84 0,6281 0,6281
FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE / ABS-MBS (US01F0706907) 83,84 0,6281 0,6281
US01F0306781 / UMBS TBA 83,67 −20,24 0,6269 −0,4055
RFR USD SOFR/1.75000 06/15/22-30Y LCH / DIR (EZ2TNCR649W7) 79,74 −2,58 0,5974 −0,1241
RFR USD SOFR/1.75000 06/15/22-30Y LCH / DIR (EZ2TNCR649W7) 79,74 −2,58 0,5974 −0,1241
RFRF USD SF+26.161/1.70 8/01/23-29Y* CME / DIR (EZR25S84QT07) 77,84 2,67 0,5831 −0,0851
RFRF USD SF+26.161/1.90 05/18/22-10Y LCH / DIR (EZ0T64381TT9) 75,77 −6,90 0,5677 −0,1497
RFRF USD SF+26.161/1.90 05/18/22-10Y LCH / DIR (EZ0T64381TT9) 75,77 −6,90 0,5677 −0,1497
TORONTO DOMINION BANK REPO DUMMY ASSET / RA (000000000) 73,43 0,5502 0,5502
TORONTO DOMINION BANK REPO DUMMY ASSET / RA (000000000) 73,43 0,5502 0,5502
US21H0326700 / GNMA2 30YR TBA(REG C) 3.5 TBA 07-01-50 73,01 −10,24 0,5470 −0,2536
US21H0506723 / Ginnie Mae 70,25 0,89 0,5263 −0,1626
US91282CCM10 / United States Treasury Inflation Indexed Bonds 69,34 1,21 0,5195 −0,0844
US89180YAA82 / Towd Point Mortgage Trust 2022-4 68,76 −2,70 0,5152 −0,1078
US21H0426872 / Ginnie Mae 67,60 −3,33 0,5064 −0,1853
SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 2A A2 144A / ABS-O (US78398HAB42) 66,11 0,4953 0,4953
SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 2A A2 144A / ABS-O (US78398HAB42) 66,11 0,4953 0,4953
US9128287D64 / United States Treasury Inflation Indexed Bonds 64,44 1,25 0,4828 −0,0782
S56431109 / Northam Platinum Holdings Ltd 63,57 −1,78 0,4762 −0,0942
FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE / ABS-MBS (US01F0706824) 62,21 −32,68 0,4660 −0,4482
FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE / ABS-MBS (US01F0706824) 62,21 −32,68 0,4660 −0,4482
US89364MCA09 / TRANSDIGM INC 61,23 0,48 0,4587 −0,0784
US31418ER938 / FNMA 30YR 6% 05/01/2053# 59,71 −4,46 0,4474 −0,1036
RFRF USD SF+26.161/1.3* 05/18/22-5Y LCH / DIR (EZ2SWFCN5BM7) 56,28 −11,16 0,4216 −0,1367
US30227FAA84 / Extended Stay America Trust 53,66 −0,86 0,4020 −0,0751
MORGAN STANLEY BANK NA MORGAN STANLEY BANK NA / DBT (US61690U8D59) 51,07 −0,11 0,3826 −0,0681
US21H0306827 / Ginnie Mae 47,76 27,10 0,3578 −0,0140
US15135BAT89 / CORPORATE BONDS 45,23 7,53 0,3389 −0,0319
US12569DAA72 / CIM Trust 45,09 −3,40 0,3378 −0,0736
SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 2 A 144A / ABS-O (US83407HAA59) 43,28 0,3243 0,3243
PEP01000C5I0 / BONOS DE TESORERIA 41,31 7,15 0,3095 −0,0304
MX0SGO0000K0 / Mexican Udibonos 41,15 11,65 0,3083 −0,0166
US31418DST09 / FNMA POOL MA4129 FN 09/40 FIXED 2.5 39,11 −0,77 0,2930 −0,0544
JOHN DEERE OWNER TRUST JDOT 2024 C A2A / ABS-O (US477911AB70) 38,80 −21,60 0,2907 −0,1456
US9128285W63 / United States Treasury Inflation Indexed Bonds 38,69 1,00 0,2899 −0,0478
US21H0406817 / Ginnie Mae 38,40 23,26 0,2877 −0,0793
MX0SGO0000M6 / Mexican Udibonos 38,23 12,02 0,2864 −0,0144
US912828S505 / United States Treasury Inflation Indexed Bonds 38,08 0,2853 0,2853
XS2264968665 / Ivory Coast Government International Bond 37,69 8,74 0,2824 −0,0232
XS2264968665 / Ivory Coast Government International Bond 37,69 8,74 0,2824 −0,0232
ENVISION HEALTHCARE CORPORTION 2023 LAST OUT TERM LOAN / LON (949ABFII9) 37,50 1,48 0,2809 −0,0448
US912828ZZ63 / United States Treasury Inflation Indexed Bonds 36,75 1,28 0,2753 −0,0445
US715638BY77 / REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 36,73 6,77 0,2752 −0,0280
TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A / ABS-MBS (XS2799791848) 36,56 −0,51 0,2739 −0,0500
TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A / ABS-MBS (XS2799791848) 36,56 −0,51 0,2739 −0,0500
R2035 / South Africa - Corporate Bond/Note 36,21 8,02 0,2713 −0,0242
FNMA POOL MA5273 FN 02/54 FIXED 6.5 / ABS-MBS (US31418E2F68) 35,87 −9,13 0,2687 −0,0792
FNMA POOL MA5273 FN 02/54 FIXED 6.5 / ABS-MBS (US31418E2F68) 35,87 −9,13 0,2687 −0,0792
US225401AV01 / Credit Suisse Group AG 35,18 0,17 0,2636 −0,0460
MORGAN STANLEY CAPITAL INC 07/37 1 / ABS-MBS (US61756YAA10) 34,92 −5,35 0,2616 −0,0636
MORGAN STANLEY CAPITAL INC 07/37 1 / ABS-MBS (US61756YAA10) 34,92 −5,35 0,2616 −0,0636
US74143JAA97 / PRET 2021-RN3 LLC 34,55 −4,10 0,2589 −0,0587
IRS EUR 0.83000 12/09/42-10Y LCH / DIR (EZPRCT6S2FJ7) 34,55 30,65 0,2588 0,0257
SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A A 144A / ABS-O (US83407UAA60) 34,14 0,2558 0,2558
SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A A 144A / ABS-O (US83407UAA60) 34,14 0,2558 0,2558
SBNA AUTO LEASE TRUST SBALT 2024 C A3 144A / ABS-O (US78398DAC11) 33,48 0,21 0,2508 −0,0437
US43133JAA60 / Hildene TruPS Financials Note Secruitization 33,18 −2,81 0,2486 −0,0523
REPUBLIC OF PANAMA EUR TERM LOAN 2 / LON (BA000HCH9) 33,02 9,45 0,2474 −0,0186
TOWD POINT MORTGAGE TRUST TPMT 2024 5 A1A 144A / ABS-MBS (US891944AA82) 32,88 −4,42 0,2463 −0,0569
MX0MGO0001F1 / Mexican Bonos 32,85 10,08 0,2461 −0,0169
JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) 32,71 0,2450 0,2450
FED HM LN PC POOL SD8431 FR 05/54 FIXED 5.5 / ABS-MBS (US3132DWLL53) 32,68 −2,61 0,2449 −0,0510
JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) 32,35 0,2424 0,2424
JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) 32,35 0,2424 0,2424
JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) 31,94 0,2393 0,2393
SANTANDER DRIVE AUTO RECEIVABL SDART 2025 2 A2 / ABS-O (US80287NAB10) 31,92 −0,01 0,2391 −0,0422
EW / Edwards Lifesciences Corporation 31,52 −88,64 0,2361 −2,5092
EW / Edwards Lifesciences Corporation 31,52 −69,38 0,2361 −0,5349
US78447EAC03 / SLM Student Loan Trust 2012-5 31,04 −2,16 0,2325 −0,0471
XS2270393379 / BANCA MONTE DEI PASCHI S SR UNSECURED REGS 01/26 1.875 31,03 9,53 0,2325 −0,0172
XS2264968665 / Ivory Coast Government International Bond 30,82 10,78 0,2309 −0,0143
US91282CDC29 / UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 30,75 0,2304 0,2304
MX0SGO0000F0 / Mexican Udibonos 30,24 11,39 0,2266 −0,0127
RFR USD SOFR/2.00000 12/21/22-10Y CME / DIR (EZFXDWH0DRR4) 29,46 −5,31 0,2207 −0,0535
RFR USD SOFR/2.00000 12/21/22-10Y CME / DIR (EZFXDWH0DRR4) 29,46 −5,31 0,2207 −0,0535
XS2318315921 / Asian Infrastructure Investment Bank/The 29,43 −1,77 0,2205 −0,0436
XS2318315921 / Asian Infrastructure Investment Bank/The 29,43 −1,77 0,2205 −0,0436
US83368RBQ48 / Societe Generale SA 29,26 −0,32 0,2192 −0,0395
TSY INFL IX N/B 01/34 1.75 / DBT (US91282CJY84) 29,19 0,30 0,2187 −0,0378
US12559QAF90 / CIT Mortgage Loan Trust 2007-1 28,95 −6,06 0,2169 −0,0548
US3140X8SZ17 / Fannie Mae Pool 28,95 −2,20 0,2169 −0,0440
ALIGNED DATA CENTERS INTER LP 2024 TERM LOAN / LON (BA000JN59) 28,88 0,2163 0,2163
ALIGNED DATA CENTERS INTER LP 2024 TERM LOAN / LON (BA000JN59) 28,88 0,2163 0,2163
AQFIT 2025 1 A 144A / ABS-MBS (955WCLII8) 28,22 0,2114 0,2114
BA / The Boeing Company - Depositary Receipt (Common Stock) 28,10 0,01 0,2105 −0,0371
BA / The Boeing Company - Depositary Receipt (Common Stock) 28,10 0,01 0,2105 −0,0371
US3132DWHG15 / Freddie Mac Pool 27,72 −2,54 0,2077 −0,0430
FNMA POOL MA5421 FN 07/54 FIXED 6 / ABS-MBS (US31418FAX50) 27,55 −5,22 0,2064 −0,0498
US07387VAB53 / BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE7 1A2 27,46 −2,88 0,2057 −0,0435
ZAG000016320 / Republic of South Africa Government Bond 27,44 3,81 0,2056 −0,0274
US45824TBC80 / INTELSAT JACKSON HOLDINGS S.A. 27,07 7,31 0,2028 −0,0196
FED HM LN PC POOL SD8447 FR 07/54 FIXED 6 / ABS-MBS (US3132DWL438) 26,99 −4,93 0,2022 −0,0480
FED HM LN PC POOL SD8447 FR 07/54 FIXED 6 / ABS-MBS (US3132DWL438) 26,99 −4,93 0,2022 −0,0480
US05571AAQ85 / BPCE SA 26,93 −0,33 0,2018 −0,0364
US83612TAA07 / Soundview Home Loan Trust 2007-OPT1 26,15 −0,95 0,1959 −0,0368
US694308JT56 / Pacific Gas and Electric Co 25,95 0,87 0,1944 −0,0324
IRS EUR 2.25000 09/17/25-30Y LCH / DIR (EZV4L1QCFM97) 25,95 50,24 0,1944 0,0422
US040114HT09 / Argentine Republic Government International Bond 25,77 7,40 0,1931 −0,0184
US694308JP35 / PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/26 3.15 25,23 0,34 0,1890 −0,0326
BAIN CAPITAL CREDIT CLO, LIMIT BCC 2022 2A A1R 144A / ABS-CBDO (US05682GAQ10) 24,80 0,1858 0,1858
HUNGARY SR UNSECURED 144A 09/30 5.375 / DBT (US445545AV85) 24,75 0,1855 0,1855
US073859AG50 / BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE5 M1 24,02 0,33 0,1799 −0,0311
CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P2 A2 / ABS-O (US14688YAB11) 23,95 0,1794 0,1794
CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P2 A2 / ABS-O (US14688YAB11) 23,95 0,1794 0,1794
REPUBLIC OF POLAND BONDS 02/30 4.875 / DBT (US857524AF94) 23,89 −4,66 0,1789 −0,0419
REPUBLIC OF POLAND BONDS 02/30 4.875 / DBT (US857524AF94) 23,89 −4,66 0,1789 −0,0419
US92332YAD31 / Venture Global LNG Inc 23,56 1,68 0,1765 −0,0277
US71643VAB18 / Petroleos Mexicanos 23,35 5,75 0,1749 −0,0197
US78432WAG87 / SFO_21-555 23,14 2,82 0,1734 −0,0250
SOFTBANK VISION FUND II TRANCHE B1 TERM LOAN / LON (BA000KP88) 23,05 0,1727 0,1727
SOFTBANK VISION FUND II TRANCHE B1 TERM LOAN / LON (BA000KP88) 23,05 0,1727 0,1727
SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1B 144A / ABS-O (US83207QAB59) 23,05 −3,07 0,1727 −0,0369
US04410RAL06 / Ashford Hospitality Trust 2018-ASHF 22,94 −0,36 0,1719 −0,0311
VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/29 5.25 / DBT (US928668CG54) 22,87 1,34 0,1714 −0,0276
VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/29 5.25 / DBT (US928668CG54) 22,87 1,34 0,1714 −0,0276
US715638BE14 / Peruvian Government International Bond 22,77 −15,64 0,1706 −0,0673
US38141GA468 / Goldman Sachs Group Inc/The 22,49 −12,03 0,1685 −0,0569
US225401AY40 / Credit Suisse Group AG 22,47 −0,31 0,1684 −0,0303
SAN / Banco Santander, S.A. - Depositary Receipt (Common Stock) 22,43 1,14 0,1681 −0,0274
SAN / Banco Santander, S.A. - Depositary Receipt (Common Stock) 22,43 1,14 0,1681 −0,0274
US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 22,38 0,35 0,1677 −0,0289
NSANY / Nissan Motor Co., Ltd. - Depositary Receipt (Common Stock) 22,36 −1,25 0,1675 −0,0321
US91282CAQ42 / USTN TII 0.125% 10/15/2025 22,18 0,56 0,1661 −0,0282
ZAG000077470 / Republic of South Africa Government Bond 22,03 7,29 0,1651 −0,0159
PCG.PRD / Pacific Gas and Electric Company - Preferred Stock 22,00 −0,01 0,1648 −0,0291
PCG.PRD / Pacific Gas and Electric Company - Preferred Stock 22,00 −0,01 0,1648 −0,0291
US92332YAA91 / Venture Global LNG, Inc. 21,82 113,42 0,1635 0,0734
US12598JAC53 / CSMC 2021-RPL7 Trust 21,60 −3,44 0,1618 −0,0354
US146869AM47 / Carvana Co. 21,56 6,62 0,1615 −0,0167
US3140QGBH98 / FANNIE MAE POOL UMBS P#CA8139 2.50000000 21,19 −2,01 0,1588 −0,0319
DATABRICKS INC LAST OUT TERM LOAN / LON (BA000D206) 21,09 0,25 0,1580 −0,0274
US69363JAA25 / PRET 2022-RN1 LLC 21,05 −2,54 0,1577 −0,0327
US55285AAA51 / MF1 2022-FL9 LLC SER 2022-FL9 CL A V/R REGD 144A P/P 2.96000000 20,87 −4,46 0,1563 −0,0362
REPO BANK AMERICA REPO / RA (000000000) 20,70 0,1551 0,1551
GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 3 A3 / ABS-O (US38013KAD28) 20,62 −0,13 0,1545 −0,0275
GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 3 A3 / ABS-O (US38013KAD28) 20,62 −0,13 0,1545 −0,0275
944YFGII6 / SOFTBANK VISION FUND II FIXED TERM LOAN 20,47 −4,13 0,1534 −0,0348
US61691KAL52 / MORGAN STANLEY CAPITAL I TRUST 2017-ASHF SER 2017-ASHF CL D V/R REGD 144A P/P 3.96538000 20,08 −0,49 0,1504 −0,0274
AFFIRM MASTER TRUST AFRMT 2025 1A A 144A / ABS-O (US00833BAA61) 20,06 0,23 0,1503 −0,0261
AFFIRM MASTER TRUST AFRMT 2025 1A A 144A / ABS-O (US00833BAA61) 20,06 0,23 0,1503 −0,0261
SANTANDER DRIVE AUTO RECEIVABL SDART 2024 4 A3 / ABS-O (US802919AC47) 20,06 0,03 0,1503 −0,0265
US3140QF4L03 / FANNIE MAE POOL UMBS P#CA8026 2.50000000 19,94 −2,05 0,1494 −0,0301
USB AUTO OWNER TRUST USCAR 2025 1A A2 144A / ABS-O (US90367VAB53) 19,85 0,1487 0,1487
USB AUTO OWNER TRUST USCAR 2025 1A A2 144A / ABS-O (US90367VAB53) 19,85 0,1487 0,1487
US17291GAG10 / CITIGROUP COMMERCIAL MORTGAGE CGCMT 2021 KEYS D 144A 19,68 0,17 0,1474 −0,0257
VB DPR FINANCE COMPANY VAKIFBANK DPR 2025 E 4A2 SR SE / DBT (US009A9XTEG5) 19,61 −3,91 0,1469 −0,0330
RFRF USD SF+26.161/1.4* 04/07/21-30Y LCH / DIR (EZWV4QZ1M0S5) 19,49 3,65 0,1460 −0,0197
RFRF USD SF+26.161/1.4* 04/07/21-30Y LCH / DIR (EZWV4QZ1M0S5) 19,49 3,65 0,1460 −0,0197
MX0MGO0000P2 / Mexican Bonos 19,46 10,69 0,1458 −0,0092
HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2024 B A2 / ABS-O (US41284PAB13) 19,44 −30,14 0,1456 −0,0996
HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2024 B A2 / ABS-O (US41284PAB13) 19,44 −30,14 0,1456 −0,0996
US694308HW04 / PACIFIC GAS + ELECTRIC SR UNSECURED 12/27 3.3 19,43 201,75 0,1456 0,0888
US25470XBE40 / DISH DBS Corp 19,13 −1,14 0,1433 −0,0272
US3133KKUC16 / FREDDIE MAC POOL UMBS P#RA4179 2.50000000 18,99 −1,87 0,1422 −0,0283
TRT061124T11 / Turkey Government Bond 18,97 −2,27 0,1421 −0,0290
US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) 18,89 0,1415 0,1415
US126697AA90 / CWABS ASSET-BACKED CERTIFICATES TRUST 2007-12 SER 2007-12 CL 1A1 V/R REGD 2.44800000 18,81 −2,37 0,1410 −0,0289
FNMA POOL MA5248 FN 01/54 FIXED 6.5 / ABS-MBS (US31418EZN39) 18,78 −9,99 0,1407 −0,0432
FNMA POOL MA5248 FN 01/54 FIXED 6.5 / ABS-MBS (US31418EZN39) 18,78 −9,99 0,1407 −0,0432
US45262BAB99 / IMPERIAL BRANDS FIN PLC REGD 144A P/P 3.50000000 18,78 0,26 0,1407 −0,0244
US06738ECJ29 / Barclays PLC 18,71 −0,21 0,1402 −0,0251
US63861VAJ61 / Nationwide Building Society 18,25 −0,19 0,1368 −0,0245
US902055AJ18 / 225 Liberty Street Trust 2016-225L 17,84 −1,05 0,1336 −0,0253
US23308LAL80 / DBGS MORTGAGE TRUST DBGS 2021 W52 D 144A 17,80 1,44 0,1334 −0,0213
US912810TP30 / US TREASURY I/L 1.5% 02-15-53 17,79 −3,87 0,1333 −0,0298
ARCANO EURO CLO ARCAN 2A A / ABS-CBDO (XS3109623689) 17,79 0,1333 0,1333
US36179W5D62 / Ginnie Mae II Pool 17,69 −35,65 0,1326 −0,1098
CHASE AUTO OWNER TRUST CHAOT 2024 2A A3 144A / ABS-O (US16144CAC01) 17,68 −0,05 0,1324 −0,0235
US912810SG40 / United States Treasury Inflation Indexed Bonds 17,41 −3,71 0,1305 −0,0289
US65541JAB35 / NOMURA RESECURITIZATION TRUST NMRR 2018 1R 2A1 144A 17,33 −1,30 0,1298 −0,0249
US76112B2E94 / Residential Asset Mortgage Products, Inc. Trust 17,25 0,35 0,1292 −0,0223
US3140QGN788 / FNMA POOL CA8513 FN 01/51 FIXED 2.5 16,79 −1,68 0,1258 −0,0247
VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/28 5.05 / DBT (US928668CP53) 16,70 0,61 0,1251 −0,0212
US12639PAA66 / CSMC Mortgage-Backed Trust 2007-6 16,67 −1,97 0,1249 −0,0250
ANCHORAGE CAPITAL CLO LTD ANCHC 2021 21A AR 144A / ABS-CBDO (US03331KAJ88) 16,60 0,56 0,1244 −0,0211
ANCHORAGE CAPITAL CLO LTD ANCHC 2021 21A AR 144A / ABS-CBDO (US03331KAJ88) 16,60 0,56 0,1244 −0,0211
JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) 16,57 −22,20 0,1241 −0,0636
JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) 16,57 −22,20 0,1241 −0,0636
WORLD OMNI AUTO RECEIVABLES TR WOART 2024 C A3 / ABS-O (US98164NAD75) 16,47 0,25 0,1234 −0,0214
SAN / Banco Santander, S.A. - Depositary Receipt (Common Stock) 16,26 0,03 0,1218 −0,0215
N1WG34 / NatWest Group plc - Depositary Receipt (Common Stock) 16,22 −0,25 0,1216 −0,0218
XS1795409082 / Gazprom PJSC Via Gaz Capital SA 16,22 18,33 0,1215 0,0007
US073879J825 / BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE8 M3 16,17 −2,33 0,1211 −0,0248
US21H0226892 / Ginnie Mae 16,06 0,98 0,1203 −0,0370
US68268VAA35 / OneMain Financial Issuance Trust 2022-2 16,06 −30,18 0,1203 −0,0824
SBNA AUTO LEASE TRUST SBALT 2024 B A3 144A / ABS-O (US78437VAE02) 16,03 −0,12 0,1201 −0,0214
SBNA AUTO LEASE TRUST SBALT 2024 B A3 144A / ABS-O (US78437VAE02) 16,03 −0,12 0,1201 −0,0214
US05608RAJ41 / BX Trust 16,02 0,29 0,1200 −0,0208
US90931GAA76 / United Airlines 2020-1 Class A Pass Through Trust 15,95 −6,55 0,1195 −0,0310
US31418EWA45 / UMBS, 30 Year 15,76 −5,60 0,1180 −0,0291
US22877LAD91 / CRSNT TR 2021 MOON 04/36 1 15,75 0,11 0,1180 −0,0207
HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2024 B A3 / ABS-O (US41284PAC95) 15,74 0,23 0,1179 −0,0205
HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2024 B A3 / ABS-O (US41284PAC95) 15,74 0,23 0,1179 −0,0205
US55903VBA08 / Warnermedia Holdings Inc 15,67 0,1174 0,1174
AQFIT 2025 1 B 144A AQFIT 2025 1 B 144A / ABS-MBS (955WAKII2) 15,51 0,1162 0,1162
AQFIT 2025 1 B 144A AQFIT 2025 1 B 144A / ABS-MBS (955WAKII2) 15,51 0,1162 0,1162
XAD7001LAC72 / SCUR-Alpha 1503 GmbH USD Term Loan B1 15,46 1,04 0,1158 −0,0190
VOLVO FINANCIAL EQUIPMENT LLC VFET 2024 1A A2 144A / ABS-O (US92887QAB32) 15,44 −6,50 0,1157 −0,0299
VOLVO FINANCIAL EQUIPMENT LLC VFET 2024 1A A2 144A / ABS-O (US92887QAB32) 15,44 −6,50 0,1157 −0,0299
US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) 15,42 0,1155 0,1155
ROCKFORD TOWER EUROPE CLO RFTE 2018 1A AR / ABS-CBDO (XS2779841050) 15,32 8,91 0,1148 −0,0092
ROCKFORD TOWER EUROPE CLO RFTE 2018 1A AR / ABS-CBDO (XS2779841050) 15,32 8,91 0,1148 −0,0092
US05493LAL09 / BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX D 144A 15,15 1,68 0,1135 −0,0178
US144531DB32 / CARRINGTON MORTGAGE LOAN TRUST CARR 2005 NC3 M4 15,07 −4,34 0,1129 −0,0260
LONG GILT FUTURE SEP25 IFLL 20250926 / DIR (GB00MP6FM953) 15,06 0,1128 0,1128
US17291GAE61 / CITIGROUP COMMERCIAL MORTGAGE CGCMT 2021 KEYS C 144A 14,93 0,25 0,1119 −0,0194
FED HM LN PC POOL SD8445 FR 07/54 FIXED 5 / ABS-MBS (US3132DWL271) 14,89 −2,14 0,1115 −0,0226
FED HM LN PC POOL SD8445 FR 07/54 FIXED 5 / ABS-MBS (US3132DWL271) 14,89 −2,14 0,1115 −0,0226
US12513GBD07 / CDW LLC / CDW Finance Corp 14,88 1,09 0,1115 −0,0183
BMW US CAPITAL LLC COMPANY GUAR 144A 03/28 VAR / DBT (US05565ECX13) 14,76 −0,16 0,1106 −0,0197
BMW US CAPITAL LLC COMPANY GUAR 144A 03/28 VAR / DBT (US05565ECX13) 14,76 −0,16 0,1106 −0,0197
US12513GBG38 / CDW LLC / CDW Finance Corp 14,73 1,03 0,1104 −0,0182
900123CY / Turkey Government International Bond 14,68 2,36 0,1100 −0,0164
FED HM LN PC POOL SD8452 FR 08/54 FIXED 5 / ABS-MBS (US3132DWL925) 14,68 −1,53 0,1100 −0,0214
FED HM LN PC POOL SD8452 FR 08/54 FIXED 5 / ABS-MBS (US3132DWL925) 14,68 −1,53 0,1100 −0,0214
US77578JAC27 / Rolls-Royce PLC 14,67 0,26 0,1099 −0,0191
US345397C353 / Ford Motor Credit Co LLC 14,62 3 430,43 0,1095 0,1059
US01F0526727 / Uniform Mortgage-Backed Security, TBA 14,37 −89,44 0,1077 −1,2390
AMSURG EQUITY EQTYAS910 / EC (902RDL901) 0,32 0,00 14,35 −3,43 0,1075 −0,0235
CAPITAL STREET MASTER TRUST CAPST 2024 1 A 144A / ABS-O (US14051LAA08) 14,30 −0,07 0,1072 −0,0190
CAPITAL STREET MASTER TRUST CAPST 2024 1 A 144A / ABS-O (US14051LAA08) 14,30 −0,07 0,1072 −0,0190
US26210YAJ55 / DROP 2021 FILE C 144A 14,28 1,56 0,1070 −0,0170
US91327BAA89 / UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 6.5% 02/15/2029 144A 14,18 7,54 0,1062 −0,0100
US694308JF52 / Pacific Gas and Electric Co 14,14 0,97 0,1059 −0,0175
US023770AA81 / American Airlin Bond 14,13 −4,27 0,1059 −0,0243
RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) 14,13 −23,60 0,1059 −0,0572
RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) 14,13 −23,60 0,1059 −0,0572
EW / Edwards Lifesciences Corporation 13,98 −86,41 0,1048 −0,6663
US404280DZ92 / HSBC HOLDINGS PLC REGD V/R 5.88700000 13,90 −0,14 0,1041 −0,0186
US83206NAB38 / SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1B V/R REGD 144A P/P 1.83000000 13,89 −5,07 0,1041 −0,0249
US55286EAA64 / MFA 2022-NQM3 Trust 13,88 −4,49 0,1040 −0,0241
INVESCO EURO CLO INVSC 3A AR / ABS-CBDO (XS2867986593) 13,87 8,84 0,1039 −0,0084
CASCADE FUNDING MORTGAGE TRUST CFMT 2024 RM5 A 144A / ABS-MBS (US147275AA96) 13,83 −2,38 0,1036 −0,0213
US3132DWFM01 / FNCL UMBS 3.0 SD8272 12-01-52 13,78 −1,28 0,1033 −0,0198
US12666CAE30 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 23 2A4 13,71 −5,63 0,1027 −0,0253
TOWER BRIDGE FUNDING TWRBG 2024 1A A 144A / ABS-MBS (XS2735351798) 13,70 −1,55 0,1026 −0,0200
US802918AE20 / Santander Drive Auto Receivables Trust 2022-6 13,67 −2,48 0,1024 −0,0211
US46656AAA51 / J.P. Morgan Mortgage Trust 2022-DSC1 13,66 −3,78 0,1023 −0,0228
RFR USD SOFR/3.25830 03/31/23-7Y* CME / DIR (EZFT4X6WCJ07) 13,61 −33,40 0,1020 −0,0782
RFR USD SOFR/3.25830 03/31/23-7Y* CME / DIR (EZFT4X6WCJ07) 13,61 −33,40 0,1020 −0,0782
US715638CE05 / REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94 13,52 6,81 0,1013 −0,0103
US146869AN20 / Carvana Co. 13,52 −0,69 0,1013 −0,0187
US83206NAA54 / SMB Private Education Loan Trust 2022-B 13,42 −4,02 0,1005 −0,0227
US144531CP37 / CARRINGTON MORTGAGE LOAN TRUST CARR 2005 OPT2 M6 13,29 0,37 0,0995 −0,0171
PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RN2 A1 144A / ABS-MBS (US69391YAA55) 13,23 −2,69 0,0991 −0,0207
GOODLEAP HOME IMPROVEMENT SOLU GDLP 2025 2A A 144A / ABS-O (US38238FAA84) 13,22 0,0990 0,0990
US05608RAG02 / BX Trust 13,19 0,21 0,0988 −0,0172
CHASE AUTO OWNER TRUST CHAOT 2024 3A A3 144A / ABS-O (US16144LAC00) 13,16 −0,30 0,0986 −0,0177
CHASE AUTO OWNER TRUST CHAOT 2024 3A A3 144A / ABS-O (US16144LAC00) 13,16 −0,30 0,0986 −0,0177
POSEIDON BIDCO SASU 2023 EUR TERM LOAN B / LON (953RGXII1) 13,15 5,55 0,0985 −0,0113
XS2262961076 / ZF Finance GmbH 13,07 0,0979 0,0979
XS2262961076 / ZF Finance GmbH 13,07 0,0979 0,0979
US17291GAJ58 / CITIGROUP COMMERCIAL MORTGAGE CGCMT 2021 KEYS E 144A 13,05 −0,21 0,0978 −0,0175
US3140QGBJ54 / FANNIE MAE POOL UMBS P#CA8140 2.50000000 13,05 −2,36 0,0978 −0,0200
SOFI CONSUMER LOAN PROGR 06/34 0 / ABS-O (000000000) 12,99 0,0973 0,0973
SOFI CONSUMER LOAN PROGR 06/34 0 / ABS-O (000000000) 12,99 0,0973 0,0973
US53944YAD58 / Lloyds Banking Group PLC 12,94 0,50 0,0969 −0,0166
US31418EMR89 / FNCL UMBS 4.5 MA4867 01-01-53 12,93 −2,07 0,0969 −0,0195
LU2445093128 / INTELSAT EMERGENCE SA 0,37 0,00 12,85 2,41 0,0963 −0,0143
HENLEY FUNDING LTD. HNLY 7A AR / ABS-CBDO (XS2874094274) 12,83 8,73 0,0961 −0,0079
HENLEY FUNDING LTD. HNLY 7A AR / ABS-CBDO (XS2874094274) 12,83 8,73 0,0961 −0,0079
VCAT ASSET SECURITIZATION, LLC VCAT 2025 NPL3 A1 144A / ABS-MBS (US92243QAA40) 12,81 −12,00 0,0960 −0,0324
SMB PRIVATE EDUCATION LOAN TRU SMB 2024 C A1A 144A / ABS-O (US83206EAA55) 12,81 −3,09 0,0959 −0,0205
US12803RAB06 / CaixaBank SA 12,70 −0,40 0,0952 −0,0172
CNQ / Canadian Natural Resources Limited 12,64 0,0947 0,0947
CNQ / Canadian Natural Resources Limited 12,64 0,0947 0,0947
RFR JPY MUT+5.89/0.00000 03/15/21-8Y LCH / DIR (EZP22JB7TGH8) 12,61 −11,62 0,0945 −0,0313
GS MORTGAGE BACKED SECURITIES GSMBS 2025 RPL3 A1 144A / ABS-MBS (US362963AA80) 12,52 0,0938 0,0938
GS MORTGAGE BACKED SECURITIES GSMBS 2025 RPL3 A1 144A / ABS-MBS (US362963AA80) 12,52 0,0938 0,0938
FED HM LN PC POOL SD8397 FR 01/54 FIXED 6.5 / ABS-MBS (US3132DWKJ17) 12,43 −10,01 0,0931 −0,0286
FED HM LN PC POOL SD8397 FR 01/54 FIXED 6.5 / ABS-MBS (US3132DWKJ17) 12,43 −10,01 0,0931 −0,0286
US3140KMT752 / FNMA POOL BQ2373 FN 09/50 FIXED 2.5 12,42 −0,90 0,0931 −0,0174
N1WG34 / NatWest Group plc - Depositary Receipt (Common Stock) 12,42 0,11 0,0931 −0,0163
N1WG34 / NatWest Group plc - Depositary Receipt (Common Stock) 12,42 0,11 0,0931 −0,0163
XS2264968665 / Ivory Coast Government International Bond 12,42 11,31 0,0931 −0,0053
US25470XBF15 / DISH DBS Corp. 12,41 2,63 0,0930 −0,0136
US379928AE43 / GLS Auto Receivables Issuer Trust, Series 2023-2A, Class B 12,41 −40,07 0,0930 −0,0896
PRIME PROPERTY 5YR / DBT (954VLXII5) 12,39 1,43 0,0928 −0,0148
PRIME PROPERTY 5YR / DBT (954VLXII5) 12,39 1,43 0,0928 −0,0148
US379928AG90 / GLS Auto Receivables Issuer Trust, Series 2023-2A, Class C 12,33 −0,18 0,0924 −0,0165
US63906EB929 / NatWest Markets PLC 12,31 −0,06 0,0922 −0,0163
US63906EB929 / NatWest Markets PLC 12,31 −0,06 0,0922 −0,0163
US17025MAG15 / COUNTRYWIDE HOME LOANS CWHL 2007 HY6 4A1 12,27 −1,31 0,0919 −0,0177
SCE.PRK / SCE Trust V - Preferred Security 12,23 0,44 0,0916 −0,0157
FNMA POOL MA5355 FN 05/54 FIXED 6.5 / ABS-MBS (US31418E5R79) 12,21 −8,82 0,0915 −0,0266
GUGGENHEIM CLO LTD GUGG 2022 2A A1R 144A / ABS-CBDO (US40172PAL67) 12,18 −0,18 0,0912 −0,0163
GUGGENHEIM CLO LTD GUGG 2022 2A A1R 144A / ABS-CBDO (US40172PAL67) 12,18 −0,18 0,0912 −0,0163
MX0MGO0000U2 / Mexican Bonos 12,17 10,97 0,0911 −0,0055
US647622AE91 / New Orleans Hotel Trust 2019-HNLA 12,12 0,96 0,0908 −0,0150
R2037 / South Africa - Sovereign or Government Agency Debt 12,11 8,40 0,0907 −0,0077
US345397B777 / Ford Motor Credit Co LLC 12,08 0,96 0,0905 −0,0150
XS2073824851 / BLUEMOUNTAIN EUR CLO BLUME 5A A 144A 12,00 8,78 0,0899 −0,0073
US902055AE21 / LIBERTY STREET TRUST LBTY 2016 225L C 144A 11,98 −1,55 0,0897 −0,0175
US912828Y388 / United States Treasury Inflation Indexed Bonds 11,94 0,95 0,0894 −0,0148
US225401BC11 / UBS Group AG 11,81 −0,03 0,0885 −0,0156
US22545YAL56 / Credit Suisse Commercial Mortgage Trust 11,76 0,26 0,0881 −0,0153
RFR USD SOFR/3.25000 03/19/25-30Y CME / DIR (EZLKBMPX51B0) 11,62 24,56 0,0870 0,0048
XS2665045949 / HAYFIN EMERALD CLO SER 12A CL A V/R REGD 144A P/P /EUR/ 0.00000000 11,56 8,72 0,0866 −0,0071
US31739RAA14 / FINANCE OF AMERICA STRUCTURED SECURITIES 11,51 −0,90 0,0862 −0,0162
US36261WAA53 / GS MORTGAGE BACKED SECURITIES GSMBS 2021 RPL1 A1 144A 11,51 −3,57 0,0862 −0,0190
US86358EKJ46 / Structured Asset Investment Loan Trust 2004-7 11,51 −3,52 0,0862 −0,0189
US36263PAB67 / GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 A2 144A 11,47 2,60 0,0859 −0,0126
US25151XAJ00 / DEUTSCHE ALT A SECURITIES INC DBALT 2007 OA4 A4 11,43 −3,80 0,0856 −0,0191
O2HI34 / Omega Healthcare Investors, Inc. - Depositary Receipt (Common Stock) 11,37 0,0852 0,0852
O2HI34 / Omega Healthcare Investors, Inc. - Depositary Receipt (Common Stock) 11,37 0,0852 0,0852
US06738ECG89 / Barclays PLC 11,35 1,88 0,0850 −0,0132
US95000U3G61 / Wells Fargo & Co 11,31 −23,74 0,0847 −0,0460
US3140QRAF07 / FNCL UMBS 4.5 CB5405 10-01-52 11,25 −2,20 0,0843 −0,0171
US92332YAC57 / Venture Global LNG Inc 11,23 398,31 0,0841 0,0643
US63874NAL47 / Natixis Commercial Mortgage Securities Trust 2018-SOX 11,16 0,78 0,0836 −0,0140
LYG / Lloyds Banking Group plc - Depositary Receipt (Common Stock) 11,15 0,07 0,0835 −0,0147
US345397C270 / Ford Motor Credit Co LLC 11,14 0,81 0,0834 −0,0139
RFR USD SOFR/2.00000 12/21/22-7Y CME / DIR (EZ6F4DRHB0B3) 11,11 −9,15 0,0832 −0,0246
US881943AD65 / Tesla Electric Vehicle Trust 2023-1 11,10 −0,11 0,0831 −0,0148
US3140QGR581 / FNMA POOL CA8607 FN 01/51 FIXED 2.5 10,96 −1,62 0,0821 −0,0161
US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 10,95 −0,63 0,0821 −0,0151
US694308JM04 / PACIFIC GAS and ELECTRIC CO 4.55% 07/01/2030 10,93 0,86 0,0819 −0,0136
XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 10,90 0,0817 0,0817
XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 10,90 0,0817 0,0817
US91327TAA97 / Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC 10,90 −18,19 0,0816 −0,0358
US63874EAJ91 / NATIXIS COMMERCIAL MORTGAGE SE NCMS 2017 75B C 144A 10,89 3,34 0,0816 −0,0113
CH1214797172 / Credit Suisse Group AG 10,89 3,92 0,0816 −0,0108
US44935VAD10 / Hyundai Auto Lease Securitization Trust, Series 2023-C, Class A3 10,84 −19,00 0,0812 −0,0367
BMW US CAPITAL LLC COMPANY GUAR 144A 03/28 4.75 / DBT (US05565ECW30) 10,83 −11,50 0,0811 −0,0267
BMW US CAPITAL LLC COMPANY GUAR 144A 03/28 4.75 / DBT (US05565ECW30) 10,83 −11,50 0,0811 −0,0267
SBA TOWER TRUST ASSET BACKED 144A 10/29 4.831 / DBT (US78403DBD12) 10,72 0,96 0,0803 −0,0133
CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P3 A3 / ABS-O (US146919AC98) 10,69 0,11 0,0801 −0,0140
CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P3 A3 / ABS-O (US146919AC98) 10,69 0,11 0,0801 −0,0140
CVS / CVS Health Corporation - Depositary Receipt (Common Stock) 10,68 0,0800 0,0800
CVS / CVS Health Corporation - Depositary Receipt (Common Stock) 10,68 0,0800 0,0800
SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 1A A2 144A / ABS-O (US81885BAC90) 10,65 −10,62 0,0798 −0,0252
US3132D9CV41 / FED HM LN PC POOL SC0084 FR 10/40 FIXED 2.5 10,61 0,51 0,0795 −0,0136
FCT / Fincantieri S.p.A. 10,60 9,88 0,0794 −0,0056
FCT / Fincantieri S.p.A. 10,60 9,88 0,0794 −0,0056
XAD7001LAB99 / SCUR ALPHA 1503 GMBH EUR TERM LOAN B1 10,57 10,77 0,0792 −0,0049
LPL HOLDINGS INC COMPANY GUAR 03/30 5.2 / DBT (US50212YAL83) 10,57 1,16 0,0792 −0,0129
LPL HOLDINGS INC COMPANY GUAR 03/30 5.2 / DBT (US50212YAL83) 10,57 1,16 0,0792 −0,0129
US54251WAE21 / Long Beach Mortgage Loan Trust 2006-9 10,53 −3,70 0,0789 −0,0175
XS2264968665 / Ivory Coast Government International Bond 10,36 10,36 0,0776 −0,0051
AFFIRM MASTER TRUST AFRMT 2025 2A A 144A / ABS-O (US00833BAG32) 10,34 0,0775 0,0775
M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A3 144A / ABS-O (US55286TAC99) 10,33 −0,15 0,0774 −0,0138
M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A3 144A / ABS-O (US55286TAC99) 10,33 −0,15 0,0774 −0,0138
MOUNTAIN VIEW CLO MVEW 2022 1A A1R 144A / ABS-CBDO (US62432UAN19) 10,32 0,06 0,0773 −0,0136
MOUNTAIN VIEW CLO MVEW 2022 1A A1R 144A / ABS-CBDO (US62432UAN19) 10,32 0,06 0,0773 −0,0136
US92230AAC09 / VASA Trust 2021-VASA 10,30 1,00 0,0772 −0,0127
PROJECT PANAMA SPV LLC CR LKD NTSER 2024 1 144A / ABS-O (US74290GAA67) 10,27 0,22 0,0769 −0,0134
US86359DQB63 / STRUCTURED ASSET SECURITIES CO SASC 2005 RF4 A 144A 10,22 −3,41 0,0766 −0,0167
CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL1 A1A 144A / ABS-MBS (US16159MAA45) 10,17 −2,98 0,0762 −0,0162
CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL1 A1A 144A / ABS-MBS (US16159MAA45) 10,17 −2,98 0,0762 −0,0162
EQUITABLE FINANCIAL LIFE SECURED 144A 11/27 4.875 / DBT (US29449WAR88) 10,13 0,67 0,0759 −0,0128
JP MORGAN SEASONED MORTGAGE TR JPSMT 2025 1 A4 144A / ABS-MBS (US46659PAG63) 10,04 0,0752 0,0752
US04410RAG11 / Ashford Hospitality Trust 2018-ASHF 9,93 −0,18 0,0744 −0,0133
US78486DAG51 / STARWOOD COMMERCIAL MORTGAGE T STWD 2021 HTS D 144A 9,85 −0,08 0,0738 −0,0131
FIRST HELP FINANCIAL LLC FHF 2025 1A A2 144A / ABS-O (US30340RAB24) 9,84 0,41 0,0737 −0,0127
FIRST HELP FINANCIAL LLC FHF 2025 1A A2 144A / ABS-O (US30340RAB24) 9,84 0,41 0,0737 −0,0127
US3133BWGJ63 / FED HM LN PC POOL QF8301 FR 03/53 FIXED 5.5 9,80 −0,13 0,0734 −0,0131
WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 2A A2A 144A / ABS-O (US96042YAB92) 9,80 −31,98 0,0734 −0,0536
US43710BAC00 / Home Equity Mortgage Loan Asset-Backed Trust, Series 2007-A, Class 2A2 9,79 −1,16 0,0734 −0,0140
EW / Edwards Lifesciences Corporation 9,79 −68,94 0,0733 −0,1628
XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 9,75 0,0730 0,0730
US3622MDAA33 / GSAMP TRUST GSAMP 2007 HE1 A1 9,74 −0,32 0,0730 −0,0132
US3140X6S774 / FANNIE MAE POOL UMBS P#FM3241 3.00000000 9,74 −2,10 0,0729 −0,0147
SOFI CONSUMER LOAN PROGRAM 06/34 5.05 / ABS-O (000000000) 9,72 0,0728 0,0728
SOFI CONSUMER LOAN PROGRAM 06/34 5.05 / ABS-O (000000000) 9,72 0,0728 0,0728
US86361AAA79 / STRUCTURED ASSET SECURITIES CO SASC 2006 RF2 A 144A 9,70 −3,32 0,0726 −0,0158
FED HM LN PC POOL SD8437 FR 06/54 FIXED 5 / ABS-MBS (US3132DWLS07) 9,59 −1,38 0,0718 −0,0139
M+T EQUIPMENT NOTES MTLRF 2024 1A A2 144A / ABS-O (US55376YAB11) 9,56 −10,92 0,0717 −0,0230
M+T EQUIPMENT NOTES MTLRF 2024 1A A2 144A / ABS-O (US55376YAB11) 9,56 −10,92 0,0717 −0,0230
SANTANDER DRIVE AUTO RECEIVABL SDART 2024 3 A3 / ABS-O (US80287LAC37) 9,55 −0,47 0,0715 −0,0130
US63906EB929 / NatWest Markets PLC 9,51 0,58 0,0712 −0,0121
RESEARCH DRIVEN PAGAYA MOTOR A RPM 2025 3A A1 144A / ABS-O (US76090QAA13) 9,50 0,0711 0,0711
RESEARCH DRIVEN PAGAYA MOTOR A RPM 2025 3A A1 144A / ABS-O (US76090QAA13) 9,50 0,0711 0,0711
IRS EUR 0.25000 03/18/20-30Y LCH / DIR (EZJ3VB4GTK33) 9,49 13,66 0,0711 −0,0025
IRS EUR 0.25000 03/18/20-30Y LCH / DIR (EZJ3VB4GTK33) 9,49 13,66 0,0711 −0,0025
US694308KG17 / Pacific Gas and Electric Co 9,48 0,10 0,0710 −0,0125
US70069FJU21 / PARK PLACE SECURITIES INC PPSI 2005 WHQ3 M6 9,47 0,77 0,0709 −0,0119
NATIONAL FOOTBAL LEAGUE 4.5YR / DBT (902EZU906) 9,46 0,70 0,0709 −0,0119
NATIONAL FOOTBAL LEAGUE 4.5YR / DBT (902EYJ902) 9,46 0,70 0,0709 −0,0119
NATIONAL FOOTBAL LEAGUE 4.5YR / DBT (902EZU906) 9,46 0,70 0,0709 −0,0119
TURKIYE VAKIFLAR BANKASI TAO I 2024 EUR DDTL / LON (BA0008CR7) 9,46 10,16 0,0709 −0,0048
TURKIYE VAKIFLAR BANKASI TAO I 2024 EUR DDTL / LON (BA0008CR7) 9,46 10,16 0,0709 −0,0048
ONSLOW BAY FINANCIAL LLC OBX 2023 NQM9 A1 144A / ABS-MBS (US673921AA08) 9,45 −6,29 0,0708 −0,0181
ONSLOW BAY FINANCIAL LLC OBX 2023 NQM9 A1 144A / ABS-MBS (US673921AA08) 9,45 −6,29 0,0708 −0,0181
US654744AB77 / Nissan Motor Co Ltd 9,45 0,49 0,0708 −0,0121
US05964HAX35 / Banco Santander SA 9,45 −0,32 0,0708 −0,0128
ENVISION HEALTHCARE CORPORTION 2023 1ST LIEN FIRST OUT TL / LON (949ABEII2) 9,44 0,00 0,0707 −0,0125
ENVISION HEALTHCARE CORPORTION 2023 1ST LIEN FIRST OUT TL / LON (949ABEII2) 9,44 0,00 0,0707 −0,0125
US55348UAN81 / MRCD 2019-MARK Mortgage Trust 9,39 0,50 0,0703 −0,0120
SUBCALIDORA 2 2024 EUR TERM LOAN / LON (BA0007DG2) 9,35 8,95 0,0701 −0,0056
SUBCALIDORA 2 2024 EUR TERM LOAN / LON (BA0007DG2) 9,35 8,95 0,0701 −0,0056
RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) 9,33 −45,26 0,0699 −0,0804
CARMAX SELECT RECEIVABLES TRUS CMXS 2025 A A2A / ABS-O (US14319UAB61) 9,31 −0,01 0,0697 −0,0123
CARMAX SELECT RECEIVABLES TRUS CMXS 2025 A A2A / ABS-O (US14319UAB61) 9,31 −0,01 0,0697 −0,0123
US715638AV48 / REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9 9,30 7,02 0,0697 −0,0069
4020 / Saudi Real Estate Company 9,25 −82,25 0,0693 −0,3903
PORSCHE INNOVATIVE LEASE OWNER PILOT 2024 1A A3 144A / ABS-O (US73328AAD19) 9,23 −0,03 0,0692 −0,0122
PORSCHE INNOVATIVE LEASE OWNER PILOT 2024 1A A3 144A / ABS-O (US73328AAD19) 9,23 −0,03 0,0692 −0,0122
US21H0406734 / Ginnie Mae 9,20 −69,74 0,0689 −0,2319
CDX HY44 5Y ICE / DCR (000000000) 9,19 0,0689 0,0689
US31418CU779 / FANNIE MAE 3.50% 03/01/2048 FNMA 9,17 −2,12 0,0687 −0,0139
US92230AAE64 / VASA TRUST VASA 2021 VASA C 144A 9,10 2,06 0,0682 −0,0104
SERIES 2024 1 CLN 2031 SERIES 2024 1 CLN 2031 / ABS-O (US15487CAA18) 9,04 1,25 0,0677 −0,0110
SERIES 2024 1 CLN 2031 SERIES 2024 1 CLN 2031 / ABS-O (US15487CAA18) 9,04 1,25 0,0677 −0,0110
FNMA POOL BU4708 FN 07/54 FIXED 5 / ABS-MBS (US3140M6GS64) 9,03 −0,95 0,0677 −0,0127
FNMA POOL BU4708 FN 07/54 FIXED 5 / ABS-MBS (US3140M6GS64) 9,03 −0,95 0,0677 −0,0127
JACKSON NATL LIFE GLOBAL JACKSON NATL LIFE GLOBAL / DBT (US46849LVA69) 8,98 0,13 0,0673 −0,0118
JACKSON NATL LIFE GLOBAL JACKSON NATL LIFE GLOBAL / DBT (US46849LVA69) 8,98 0,13 0,0673 −0,0118
SANTANDER DRIVE AUTO RECEIVABL SDART 2024 4 B / ABS-O (US802919AD20) 8,97 −0,03 0,0672 −0,0119
SANTANDER DRIVE AUTO RECEIVABL SDART 2024 4 B / ABS-O (US802919AD20) 8,97 −0,03 0,0672 −0,0119
01626P148 / Alimentation Couche-Tard Inc 8,89 0,0666 0,0666
US902055AG78 / LBTY 2016-225L CSTR 02/10/36 8,86 −2,59 0,0664 −0,0138
US22877LAE74 / CRSNT TRUST CRSNT 2021 MOON C 144A 8,84 −0,01 0,0662 −0,0117
US36179WZA97 / Ginnie Mae II Pool 8,77 −3,16 0,0657 −0,0141
DLLMT LLC DLLMT 2024 1A A2 144A / ABS-O (US23347AAC53) 8,76 −16,77 0,0656 −0,0271
CAPITAL FOUR US CLO C4US 2022 1A AR 144A / ABS-CBDO (US14016CAN65) 8,73 −0,08 0,0654 −0,0116
CAPITAL FOUR US CLO C4US 2022 1A AR 144A / ABS-CBDO (US14016CAN65) 8,73 −0,08 0,0654 −0,0116
US69121UAD46 / OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2006 7 A2C 8,73 −3,50 0,0654 −0,0143
PCG.PRD / Pacific Gas and Electric Company - Preferred Stock 8,73 0,0654 0,0654
SBNA AUTO LEASE TRUST SBALT 2024 C A2 144A / ABS-O (US78398DAB38) 8,70 −48,42 0,0652 −0,0835
US36263PAR10 / GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 X 144A 8,69 5,44 0,0651 −0,0075
MX0MGO0000H9 / Mexican Bonos 8,69 10,12 0,0651 −0,0045
US751153AA50 / RALI SERIES 2006-QO10 TRUST RALI 2006-QO10 A1 8,63 −3,50 0,0647 −0,0142
5831 / Shizuoka Financial Group,Inc. 8,54 0,0640 0,0640
FLORA FOOD MANAGEMENT BV SR SECURED 144A 07/29 6.875 / DBT (XS2849520908) 8,50 −0,91 0,0637 −0,0119
FLORA FOOD MANAGEMENT BV SR SECURED 144A 07/29 6.875 / DBT (XS2849520908) 8,50 −0,91 0,0637 −0,0119
FED HM LN PC POOL RJ2974 FR 09/54 FIXED 6.5 / ABS-MBS (US3142GTJU15) 8,49 −8,69 0,0636 −0,0184
FED HM LN PC POOL RJ2974 FR 09/54 FIXED 6.5 / ABS-MBS (US3142GTJU15) 8,49 −8,69 0,0636 −0,0184
NMR / Nomura Holdings, Inc. - Depositary Receipt (Common Stock) 8,46 −0,17 0,0634 −0,0113
NMR / Nomura Holdings, Inc. - Depositary Receipt (Common Stock) 8,46 −0,17 0,0634 −0,0113
US43710XAA63 / Home Equity Loan Trust 8,45 −3,15 0,0633 −0,0136
PRP ADVISORS, LLC PRPM 2025 NQM1 A1 144A / ABS-MBS (US74391EAA91) 8,44 −5,98 0,0632 −0,0159
UBSG34 / UBS Group AG - Depositary Receipt (Common Stock) 8,42 0,87 0,0631 −0,0105
UBSG34 / UBS Group AG - Depositary Receipt (Common Stock) 8,42 0,87 0,0631 −0,0105
US94986DAA00 / Wells Fargo Mortgage Backed Securities 2007-AR5 Trust 8,37 −1,48 0,0627 −0,0122
CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL3 A1A 144A / ABS-MBS (US161917AB58) 8,32 −1,76 0,0623 −0,0123
CHASE AUTO OWNER TRUST CHAOT 2024 4A A2 144A / ABS-O (US16144YAB48) 8,28 −32,93 0,0621 −0,0468
US3140KYMU50 / FNMA POOL BR1270 FN 01/51 FIXED 2.5 8,27 −2,72 0,0619 −0,0130
US12666VAD38 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 17 2A3 8,26 0,40 0,0619 −0,0106
LAD AUTO RECEIVABLES TRUST LADAR 2025 1A A2 144A / ABS-O (US505712AB53) 8,25 0,05 0,0618 −0,0109
LAD AUTO RECEIVABLES TRUST LADAR 2025 1A A2 144A / ABS-O (US505712AB53) 8,25 0,05 0,0618 −0,0109
BINOM SECURITIZATION TRUST BINOM 2022 INV1 A1 144A / ABS-MBS (US090975AA18) 8,25 −4,10 0,0618 −0,0140
US04965JAE38 / Atrium Hotel Portfolio Trust 2017-ATRM 8,19 0,38 0,0614 −0,0106
BMW US CAPITAL LLC COMPANY GUAR 144A 03/27 VAR / DBT (US05565ECV56) 8,11 0,23 0,0607 −0,0106
US63942TAB17 / Navient Student Loan Trust 8,08 −10,15 0,0606 −0,0187
US900123CT57 / Turkey Government International Bond 8,07 1,77 0,0605 −0,0094
JETD / MAX Airlines -3X Inverse Leveraged ETNs due May 28, 2043 - Structured Product 8,03 −11,15 0,0601 −0,0195
JETD / MAX Airlines -3X Inverse Leveraged ETNs due May 28, 2043 - Structured Product 8,03 −11,15 0,0601 −0,0195
US36263PAF71 / GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 M1 144A 8,02 1,02 0,0601 −0,0099
IRS AUD 4.50000 06/18/25-10Y LCH / DIR (EZ3K0DGVSD24) 7,99 653,40 0,0598 0,0505
IRS AUD 4.50000 06/18/25-10Y LCH / DIR (EZ3K0DGVSD24) 7,99 653,40 0,0598 0,0505
NAVIENT EDUCATION LOAN TRUST NAVEL 2025 A A 144A / ABS-O (US63943EAA55) 7,96 0,0597 0,0597
NAVIENT EDUCATION LOAN TRUST NAVEL 2025 A A 144A / ABS-O (US63943EAA55) 7,96 0,0597 0,0597
BANQUE FED CRED MUTUEL BANQUE FED CRED MUTUEL / DBT (US06675DCL47) 7,94 −0,19 0,0595 −0,0106
US3140XFEB36 / FNMA POOL FS0129 FN 11/34 FIXED VAR 7,93 −12,58 0,0594 −0,0205
US80556AAD90 / SAXON ASSET SECURITIES TRUST 2006-3 SER 2006-3 CL A4 V/R REGD 0.40825000 7,92 0,94 0,0593 −0,0098
RFR USD SOFR/4.00000 03/21/24-8Y LCH / DIR (EZDJ1D2XZF25) 7,92 49,98 0,0593 0,0128
RFR USD SOFR/4.00000 03/21/24-8Y LCH / DIR (EZDJ1D2XZF25) 7,92 49,98 0,0593 0,0128
US3132DPSN95 / 5.5% 01 Mar 2053 7,90 −0,23 0,0592 −0,0106
US92564RAD70 / VICI PROPERTIES / NOTE 3.75% 02/15/2027 144A 7,88 0,61 0,0590 −0,0100
SBNA AUTO LEASE TRUST SBALT 2025 A A3 144A / ABS-O (US78437KAC80) 7,85 0,23 0,0588 −0,0102
US05964HAY18 / Banco Santander SA 7,68 0,38 0,0576 −0,0099
US55285BAA35 / MF1 2022-FL10 LLC MF1 2022-FL10 A 7,65 −5,67 0,0573 −0,0142
US3133AAKU51 / FED HM LN PC POOL QB3907 FR 10/50 FIXED 2.5 7,65 −1,09 0,0573 −0,0109
US12564NAG79 / CLNY Trust 2019-IKPR 7,65 0,66 0,0573 −0,0097
BNSB34 / The Bank of Nova Scotia - Depositary Receipt (Common Stock) 7,63 −24,85 0,0572 −0,0324
BNSB34 / The Bank of Nova Scotia - Depositary Receipt (Common Stock) 7,63 −24,85 0,0572 −0,0324
US040114HU71 / Argentine Republic Government International Bond 7,63 7,95 0,0572 −0,0051
US80282KBF21 / Santander Holdings USA, Inc. 7,63 1,10 0,0571 −0,0094
US78486DAE04 / STARWOOD COMMERCIAL MORTGAGE T STWD 2021 HTS C 144A 7,63 0,03 0,0571 −0,0101
SOFI CONSUMER LOAN PROGRAM 06/34 5.3 / ABS-O (000000000) 7,61 0,0570 0,0570
SOFI CONSUMER LOAN PROGRAM 06/34 5.3 / ABS-O (000000000) 7,61 0,0570 0,0570
XS1697686928 / WARWICK FINANCE RESIDENTIAL MO WARW 3A A 144A 7,60 −5,45 0,0569 −0,0139
SPACE COAST CREDIT UNION SCCU 2024 1A A2 144A / ABS-O (US78436RAC43) 7,56 −31,74 0,0567 −0,0410
SPACE COAST CREDIT UNION SCCU 2024 1A A2 144A / ABS-O (US78436RAC43) 7,56 −31,74 0,0567 −0,0410
US93364LAL27 / WAMU COMMERCIAL MORTGAGE SECUR WMCMS 2007 SL3 H 144A 7,56 −4,59 0,0566 −0,0132
US288542AA12 / ELLINGTON LOAN ACQUISITION TRUST 2007-1 SER 2007-1 CL A1 V/R REGD 144A P/P 2.80800000 7,56 −5,91 0,0566 −0,0142
CARMAX SELECT RECEIVABLES TRUS CMXS 2025 A A2B / ABS-O (US14319UAG58) 7,51 0,04 0,0562 −0,0099
CARMAX SELECT RECEIVABLES TRUS CMXS 2025 A A2B / ABS-O (US14319UAG58) 7,51 0,04 0,0562 −0,0099
US097023DG73 / Boeing Co/The 7,48 0,61 0,0561 −0,0095
US32113JAA34 / First NLC Trust 7,48 −1,57 0,0560 −0,0109
US3140KMUM05 / FNMA POOL BQ2387 FN 09/50 FIXED 2.5 7,45 −0,84 0,0558 −0,0104
US3133BWCR26 / FED HM LN PC POOL QF8180 FR 02/53 FIXED 5.5 7,42 −5,53 0,0556 −0,0136
M+T BANK AUTO RECEIVABLES TRUS MTBAT 2025 1A A2B 144A / ABS-O (US55287XAC92) 7,41 0,20 0,0555 −0,0097
M+T BANK AUTO RECEIVABLES TRUS MTBAT 2025 1A A2B 144A / ABS-O (US55287XAC92) 7,41 0,20 0,0555 −0,0097
S56431109 / Northam Platinum Holdings Ltd 7,40 −15,55 0,0555 −0,0218
S56431109 / Northam Platinum Holdings Ltd 7,40 −15,55 0,0555 −0,0218
US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 7,38 0,41 0,0553 −0,0095
HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (US40412BVE00) 7,35 0,0551 0,0551
HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (US40412BVE00) 7,35 0,0551 0,0551
HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (US40412BVF74) 7,35 0,0551 0,0551
US780097BL47 / Natwest Group PLC 7,35 1,21 0,0550 −0,0089
CA34527ACL22 / Ford Credit Canada Co 7,33 4,97 0,0549 −0,0066
VERUS SECURITIZATION TRUST VERUS 2024 5 A1 144A / ABS-MBS (US92540HAA41) 7,32 −9,69 0,0548 −0,0166
US30227FAJ93 / Extended Stay America Trust 7,31 −0,75 0,0548 −0,0101
ELM15 20222A A1R 144A 29003P910 / ABS-MBS (938KTRII5) 7,30 0,0547 0,0547
ELM15 20222A A1R 144A 29003P910 / ABS-MBS (938KTRII5) 7,30 0,0547 0,0547
US04541GVM13 / Asset Backed Securities Corp Home Equity Loan Trust Series AEG 2006-HE1 7,28 0,08 0,0545 −0,0096
US66987WCQ87 / NOVASTAR HOME EQUITY LOAN NHEL 2005 2 M4 7,27 0,18 0,0545 −0,0095
US12564NAN21 / CLNY TRUST 2019-IKPR SER 2019-IKPR CL E V/R REGD 144A P/P 0.00000000 7,27 0,80 0,0544 −0,0091
US073879EU88 / BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2004- BSABS 2004-HE7 M1 7,25 −1,20 0,0544 −0,0104
PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL6 A1 144A / ABS-MBS (US740936AA73) 7,22 0,0541 0,0541
PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL6 A1 144A / ABS-MBS (US740936AA73) 7,22 0,0541 0,0541
SBNA AUTO LEASE TRUST SBALT 2025 A A2 144A / ABS-O (US78437KAB08) 7,20 0,00 0,0540 −0,0095
PAGAYA AI DEBT SELECTION TRUST PAID 2025 4 A1 144A / ABS-O (US69547DAA46) 7,20 0,0540 0,0540
PAGAYA AI DEBT SELECTION TRUST PAID 2025 4 A1 144A / ABS-O (US69547DAA46) 7,20 0,0540 0,0540
US92564RAE53 / VICI PROPERTIES / NOTE 4.125% 08/15/2030 144A 7,20 0,0540 0,0540
US694308KF34 / Pacific Gas and Electric Co 7,19 0,15 0,0538 −0,0094
ONCOR ELECTRIC DELIVERY SR SECURED 144A 03/27 4.5 / DBT (US68233JCY82) 7,14 0,11 0,0535 −0,0094
ONCOR ELECTRIC DELIVERY SR SECURED 144A 03/27 4.5 / DBT (US68233JCY82) 7,14 0,11 0,0535 −0,0094
PENFED AUTO RECEIVABLES OWNER PNFED 2024 A A2 144A / ABS-O (US70687FAB58) 7,13 −32,00 0,0534 −0,0390
ONSLOW BAY FINANCIAL LLC OBX 2023 NQM10 A1 144A / ABS-MBS (US67449CAA99) 7,10 −7,85 0,0532 −0,0147
ONSLOW BAY FINANCIAL LLC OBX 2023 NQM10 A1 144A / ABS-MBS (US67449CAA99) 7,10 −7,85 0,0532 −0,0147
US25157TAA25 / Deutsche Mortgage Securities Inc Re-REMIC Trust Certificates, Series 2007-WM1, Class A1 7,10 −8,81 0,0532 −0,0154
US12430YAL48 / BWAY MORTGAGE TRUST BWAY 2021 1450 D 144A 7,09 4,53 0,0531 −0,0067
US3140XFDV09 / FNMA POOL FS0115 FN 07/36 FIXED VAR 7,05 −3,24 0,0528 −0,0114
N1WG34 / NatWest Group plc - Depositary Receipt (Common Stock) 7,04 −0,38 0,0527 −0,0095
US80282KBF21 / Santander Holdings USA, Inc. 6,97 0,55 0,0522 −0,0089
US43739EBW66 / HOMEBANC MORTGAGE TRUST 2005-4 SER 2005-4 CL M3 V/R REGD 5.42700000 6,91 1,19 0,0518 −0,0084
US46626LGG95 / JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 HE1 M1 6,90 −3,50 0,0517 −0,0113
XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 6,87 0,0515 0,0515
XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 6,87 0,0515 0,0515
US36263PAG54 / GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 M2 144A 6,86 1,61 0,0514 −0,0081
XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 6,86 0,0514 0,0514
XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 6,86 0,0514 0,0514
US32027EAF88 / FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF5 2A4 6,86 0,56 0,0514 −0,0087
US46591JAL08 / JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD 6,84 −4,07 0,0512 −0,0116
US04965JAG85 / Atrium Hotel Portfolio Trust, Series 2017-ATRM, Class D 6,84 −0,67 0,0512 −0,0094
NAVIENT STUDENT LOAN TRUST NAVSL 2023 BA B 144A / ABS-O (US63942TAC99) 6,81 2,44 0,0510 −0,0076
US21H0506806 / GNMA 6,77 −90,36 0,0508 −0,7767
ROMARK CREDIT FUNDING LTD RCF 2024 3A A 144A / ABS-CBDO (US77587BAA26) 6,76 0,0507 0,0507
ROMARK CREDIT FUNDING LTD RCF 2024 3A A 144A / ABS-CBDO (US77587BAA26) 6,76 0,0507 0,0507
US097023CU76 / BOEING CO 5.04% 05/01/2027 6,75 0,30 0,0506 −0,0088
PENFED AUTO RECEIVABLES OWNER PNFED 2024 A A3 144A / ABS-O (US70687FAC32) 6,73 0,03 0,0504 −0,0089
US07402LAD47 / BEAR STEARNS STRUCTURED PRODUC BSSP 2007 EMX1 M2 144A 6,71 0,48 0,0502 −0,0086
317U0UHA6 PIMCO FPPSWAPTION 2.18 PUT USD / DIR (000000000) 6,67 0,0500 0,0500
317U0UHA6 PIMCO FPPSWAPTION 2.18 PUT USD / DIR (000000000) 6,67 0,0500 0,0500
US07401MAA99 / Bear Stearns Mortgage Funding Trust 2007-AR1 6,66 −0,12 0,0499 −0,0089
US46591JAJ51 / JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD 6,60 −1,64 0,0495 −0,0097
US83206NAC11 / SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B B 144A 6,59 −3,91 0,0494 −0,0111
US46626LAJ98 / JP MORGAN MORTGAGE ACQUISITION JPMAC 2005 OPT1 M5 6,57 1,81 0,0492 −0,0077
4020 / Saudi Real Estate Company 6,55 3,07 0,0491 −0,0069
US89170VAA61 / Towd Point Mortgage Trust 2022-1 6,54 −3,30 0,0490 −0,0106
JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) 6,51 0,00 0,0488 −0,0086
JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) 6,51 0,00 0,0488 −0,0086
US78009PEH01 / NatWest Group PLC 6,50 0,82 0,0487 −0,0081
US12430YAJ91 / BWAY MORTGAGE TRUST BWAY 2021 1450 C 144A 6,43 3,44 0,0482 −0,0066
US3140MFWN90 / Fannie Mae Pool 6,39 −4,08 0,0479 −0,0109
XS2434895632 / Romanian Government International Bond 6,38 12,05 0,0478 −0,0024
CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A A2 / ABS-O (US21050QAB32) 6,37 0,58 0,0477 −0,0081
US54251UAA43 / LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 8 1A 6,36 −0,59 0,0476 −0,0087
US70069FHY60 / PARK PLACE SECURITIES INC PPSI 2005 WHQ2 M5 6,34 0,91 0,0475 −0,0079
US45669EAC03 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR5 2A1 6,32 −0,82 0,0474 −0,0088
US05490TAG76 / BBCCRE TRUST 2015-GTP BBCCR 2015-GTP D 6,31 −8,05 0,0473 −0,0132
US87168TAB70 / Syniverse Holdings, Inc. 2022 Term Loan 6,31 −3,50 0,0472 −0,0104
US07389KAG67 / BEAR STEARNS ALT A TRUST II BSAAT 2007 1 3A1 6,30 −5,83 0,0472 −0,0118
US466284AR74 / J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A5 2A6 6,26 −0,60 0,0469 −0,0086
ACA / Crédit Agricole S.A. 6,24 −0,24 0,0467 −0,0084
ACA / Crédit Agricole S.A. 6,24 −0,24 0,0467 −0,0084
US45667SAK33 / IndyMac INDX Mortgage Loan Trust 2006-AR35 6,23 −0,76 0,0467 −0,0087
CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P3 A4 / ABS-O (US146919AD71) 6,23 0,60 0,0466 −0,0079
CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P3 A4 / ABS-O (US146919AD71) 6,23 0,60 0,0466 −0,0079
US12433UAN54 / BX_18-GW 6,21 −0,99 0,0466 −0,0088
COLT FUNDING LLC COLT 2024 3 A1 144A / ABS-MBS (US19688VAA89) 6,17 −7,62 0,0462 −0,0127
COLT FUNDING LLC COLT 2024 3 A1 144A / ABS-MBS (US19688VAA89) 6,17 −7,62 0,0462 −0,0127
PRP ADVISORS, LLC PRPM 2024 7 A1 144A / ABS-MBS (US74448LAA61) 6,17 −6,42 0,0462 −0,0119
PRP ADVISORS, LLC PRPM 2024 7 A1 144A / ABS-MBS (US74448LAA61) 6,17 −6,42 0,0462 −0,0119
EQUITABLE AMERICA GLOBAL SECURED 144A 06/28 4.65 / DBT (US29446Q2A05) 6,14 0,0460 0,0460
US040114HV54 / Argentine Republic Government International Bond 6,13 7,15 0,0459 −0,0045
SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 1 A 144A / ABS-O (US83406YAA91) 6,13 −21,52 0,0459 −0,0229
SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 1 A 144A / ABS-O (US83406YAA91) 6,13 −21,52 0,0459 −0,0229
USU76673AC39 / RIO OIL FINANCE TRUST SR SECURED REGS 04/28 8.2 6,07 −3,97 0,0455 −0,0103
HYUNDAI AUTO RECEIVABLES TRUST HART 2024 B A3 / ABS-O (US44934QAD34) 6,06 0,28 0,0454 −0,0079
HYUNDAI AUTO RECEIVABLES TRUST HART 2024 B A3 / ABS-O (US44934QAD34) 6,06 0,28 0,0454 −0,0079
WORLD OMNI AUTO RECEIVABLES TR WOART 2024 B A3 / ABS-O (US98164HAD08) 6,06 −0,03 0,0454 −0,0080
US38014QAD88 / GLS AUTO RECEIVABLES TRUST GCAR 2022 3A C 144A 6,04 −39,84 0,0453 −0,0433
US23243HAA95 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 24 1A 6,03 −5,91 0,0452 −0,0113
US3132DWG727 / Freddie Mac Pool 6,01 −2,23 0,0450 −0,0092
US05401AAR23 / Avolon Holdings Funding Ltd 5,92 1,56 0,0444 −0,0070
RFR USD SOFR/3.50000 06/20/24-30Y CME / DIR (EZV8ZC6L7CY8) 5,87 15,27 0,0440 −0,0009
RFR USD SOFR/3.50000 06/20/24-30Y CME / DIR (EZV8ZC6L7CY8) 5,87 15,27 0,0440 −0,0009
US465981AA63 / JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES SER 2023-CCDC CL A REGD 144A P/P 7.23547000 5,86 0,65 0,0439 −0,0074
WORLD OMNI SELECT AUTO TRUST WOSAT 2024 A A3 / ABS-O (US98164LAD10) 5,83 −0,31 0,0437 −0,0079
WORLD OMNI SELECT AUTO TRUST WOSAT 2024 A A3 / ABS-O (US98164LAD10) 5,83 −0,31 0,0437 −0,0079
US73316QAD07 / POPULAR ABS MORTGAGE PASS THRO POPLR 2006 D M1 5,81 −2,14 0,0436 −0,0088
US74836YAB65 / QUEST TRUST QUEST 2006 X2 A2 144A 5,81 −0,51 0,0435 −0,0080
US22160NAA72 / CoStar Group Inc 5,81 1,61 0,0435 −0,0069
EXETER AUTOMOBILE RECEIVABLES EART 2025 2A A2 / ABS-O (US30168JAB98) 5,80 −0,02 0,0435 −0,0077
XS1040508167 / Imperial Brands Finance plc 5,80 0,0435 0,0435
XS1040508167 / Imperial Brands Finance plc 5,80 0,0435 0,0435
CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P1 A4 144A / ABS-O (US14688NAD12) 5,79 0,10 0,0434 −0,0076
CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P1 A4 144A / ABS-O (US14688NAD12) 5,79 0,10 0,0434 −0,0076
AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2024 1 A2A / ABS-O (US023947AB05) 5,76 −36,54 0,0431 −0,0369
AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2024 1 A2A / ABS-O (US023947AB05) 5,76 −36,54 0,0431 −0,0369
LPL HOLDINGS INC COMPANY GUAR 04/28 4.9 / DBT (US50212YAN40) 5,74 0,0430 0,0430
US3140XH5X18 / UMBS, 30 Year 5,74 −2,78 0,0430 −0,0090
US65536QAD07 / NOMURA HOME EQUITY LOAN INC NHELI 2006 HE3 2A3 5,71 −6,68 0,0428 −0,0112
US11042CAA80 / British Airways 2021-1 Class A Pass Through Trust 5,71 −1,43 0,0427 −0,0083
FNMA POOL CB7761 FN 01/54 FIXED 5 / ABS-MBS (US3140QTTT65) 5,70 −0,38 0,0427 −0,0077
US05530PAP71 / BCAP LLC Trust 2007-AA1 5,68 −0,73 0,0425 −0,0079
GLS AUTO SELECT RECEIVABLES TR GSAR 2024 2A A2 144A / ABS-O (US379924AC72) 5,65 −14,85 0,0423 −0,0162
GLS AUTO SELECT RECEIVABLES TR GSAR 2024 2A A2 144A / ABS-O (US379924AC72) 5,65 −14,85 0,0423 −0,0162
BAMLL COML MTG SECS TR 2024 04/42 1 / ABS-MBS (US05554WAA62) 5,62 3,31 0,0421 −0,0058
BAMLL COML MTG SECS TR 2024 04/42 1 / ABS-MBS (US05554WAA62) 5,62 3,31 0,0421 −0,0058
CHASE AUTO OWNER TRUST CHAOT 2024 3A A2 144A / ABS-O (US16144LAB27) 5,62 −34,74 0,0421 −0,0338
CHASE AUTO OWNER TRUST CHAOT 2024 3A A2 144A / ABS-O (US16144LAB27) 5,62 −34,74 0,0421 −0,0338
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 5,61 0,0420 0,0420
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 5,61 0,0420 0,0420
SOFI CONSUMER LOAN PROGRAM 06/34 5.8 / ABS-O (000000000) 5,61 0,0420 0,0420
AVIS BUDGET RENTAL CAR FUNDING AESOP 2024 2A A 144A / ABS-O (US05377RJG02) 5,59 0,52 0,0419 −0,0071
AVIS BUDGET RENTAL CAR FUNDING AESOP 2024 2A A 144A / ABS-O (US05377RJG02) 5,59 0,52 0,0419 −0,0071
US05493LAJ52 / BAMLL COML MTG SECS TR 2021-JACX 1ML+200 09/15/2038 144A 5,56 2,28 0,0417 −0,0063
US912810SB52 / United States Treasury Inflation Indexed Bonds 5,55 −3,36 0,0416 −0,0090
US542514RM88 / Long Beach Mortgage Loan Trust 2006-1 5,54 −0,18 0,0415 −0,0074
US86359DWH69 / STRUCTURED ASSET SECURITIES CO SASC 2005 RF6 A 144A 5,53 −2,76 0,0415 −0,0087
BMW US CAPITAL LLC COMPANY GUAR 144A 03/27 4.65 / DBT (US05565ECU73) 5,53 0,40 0,0415 −0,0071
BMW US CAPITAL LLC COMPANY GUAR 144A 03/27 4.65 / DBT (US05565ECU73) 5,53 0,40 0,0415 −0,0071
US14687NAD21 / Carvana Auto Receivables Trust 2023-P4 5,53 0,04 0,0414 −0,0073
US84751PKX68 / SURF 2006-AB1 M1 5,53 0,05 0,0414 −0,0073
PAGAYA AI DEBT SELECTION TRUST PAID 2025 4 A2 144A / ABS-O (US69547DAB29) 5,51 0,0413 0,0413
XS2361047454 / PROSUS NV SR UNSECURED 144A 07/29 1.288 5,47 11,52 0,0410 −0,0023
PRP ADVISORS, LLC PRPM 2024 RPL3 A1 144A / ABS-MBS (US69381LAA52) 5,44 −2,91 0,0408 −0,0086
PRP ADVISORS, LLC PRPM 2024 RPL3 A1 144A / ABS-MBS (US69381LAA52) 5,44 −2,91 0,0408 −0,0086
US694308JK48 / PACIFIC GAS and ELECTRIC CO 3.75% 07/01/2028 5,43 0,89 0,0407 −0,0068
US09629PAA49 / BlueMountain CLO XXII Ltd 5,43 −17,67 0,0407 −0,0175
US040114HS26 / Argentine Republic Government International Bond 5,42 8,90 0,0406 −0,0033
ONSLOW BAY FINANCIAL LLC OBX 2024 NQM9 A1 144A / ABS-MBS (US67119DAA63) 5,42 −6,97 0,0406 −0,0107
RFR USD SOFR/2.64500 07/24/24-2Y LCH / DIR (EZ7CY4PV7BR7) 5,40 4,24 0,0405 −0,0052
RFR USD SOFR/2.64500 07/24/24-2Y LCH / DIR (EZ7CY4PV7BR7) 5,40 4,24 0,0405 −0,0052
XAF6628DAN49 / Numericable U.S. LLC, Term Loan B14 5,40 0,84 0,0405 −0,0068
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL9 A2 144A / ABS-MBS (US12654PAB40) 5,39 0,0404 0,0404
FED HM LN PC POOL QH7841 FR 01/54 FIXED 6.5 / ABS-MBS (US3133CLWA07) 5,38 −1,41 0,0403 −0,0078
ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 CES2 A1A 144A / ABS-MBS (US28225GAA22) 5,37 −2,65 0,0402 −0,0084
ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 CES2 A1A 144A / ABS-MBS (US28225GAA22) 5,37 −2,65 0,0402 −0,0084
BCS / Barclays PLC - Depositary Receipt (Common Stock) 5,34 0,68 0,0400 −0,0067
XS2586739729 / Imperial Brands Finance Netherlands BV 5,31 −26,34 0,0398 −0,0238
AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2024 1 A2B / ABS-O (US023947AC87) 5,28 −36,50 0,0396 −0,0337
SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A R 144A / ABS-O (US83407UAE82) 5,28 0,0395 0,0395
SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A R 144A / ABS-O (US83407UAE82) 5,28 0,0395 0,0395
FORD AUTO SECURITIZATION TRUST FASTR 2024 AA A2 144A / ABS-O (CA345214BJ84) 5,26 −0,98 0,0394 −0,0074
FORD AUTO SECURITIZATION TRUST FASTR 2024 AA A2 144A / ABS-O (CA345214BJ84) 5,26 −0,98 0,0394 −0,0074
US55348UAS78 / MRCD 2019-MARK Mortgage Trust 5,25 −1,15 0,0393 −0,0075
US61691KAJ07 / MORGAN STANLEY CAPITAL I TRUST MSC 2017 ASHF C 144A 5,22 0,38 0,0391 −0,0067
MORGAN STANLEY RESIDENTIAL MOR MSRM 2024 RPL1 A1 / ABS-MBS (US61776YAA73) 5,15 −2,24 0,0386 −0,0079
NSANY / Nissan Motor Co., Ltd. - Depositary Receipt (Common Stock) 5,14 −3,40 0,0385 −0,0084
POLESTAR RE LTD UNSECURED 144A 01/27 VAR / DBT (US73110JAB89) 5,12 0,97 0,0384 −0,0063
PROJECT HUDSON II FIXED TERM LOAN / ABS-MBS (BA0004RR0) 5,07 0,10 0,0380 −0,0067
US67590RAY18 / Octagon Loan Funding Ltd 5,07 −14,78 0,0380 −0,0144
US52522GAC87 / Lehman XS Trust Series 5,07 −4,23 0,0380 −0,0087
US902613AV09 / UBS Group AG 5,06 1,20 0,0379 −0,0062
SPACE COAST CREDIT UNION SCCU 2023 1A A3 144A / ABS-O (US805922AE19) 5,05 −0,34 0,0378 −0,0068
XS0252914923 / GREENE KING FINANCE PLC SR SECURED 03/34 5.106 5,02 5,18 0,0376 −0,0045
F+G GLOBAL FUNDING F+G GLOBAL FUNDING / DBT (US30321L2G69) 5,01 0,16 0,0375 −0,0066
F+G GLOBAL FUNDING F+G GLOBAL FUNDING / DBT (US30321L2G69) 5,01 0,16 0,0375 −0,0066
US63874EAL48 / NATIXIS COMMERCIAL MORTGAGE SE NCMS 2017 75B D 144A 5,00 4,76 0,0374 −0,0046
US83611XAB01 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 EQ2 A2 5,00 −1,98 0,0374 −0,0075
US715638BD31 / REPUBLIC OF PERU SR UNSECURED 144A 08/31 6.95 4,98 −15,62 0,0373 −0,0147
CITADEL SECURITIES GLOBA SR SECURED 144A 06/30 5.5 / DBT (US17289RAA41) 4,96 0,0372 0,0372
CITADEL SECURITIES GLOBA SR SECURED 144A 06/30 5.5 / DBT (US17289RAA41) 4,96 0,0372 0,0372
US87165BAM54 / Synchrony Financial 4,92 0,0369 0,0369
FED HM LN PC POOL SD8403 FR 02/54 FIXED 6.5 / ABS-MBS (US3132DWKQ59) 4,91 −9,83 0,0368 −0,0112
US89177WAE93 / TOWD POINT MORTGAGE TRUST TPMT 2019 MH1 B1 144A 4,91 0,20 0,0368 −0,0064
JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (US48002AUG74) 4,89 0,0366 0,0366
JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (US48002AUG74) 4,89 0,0366 0,0366
US89177WAF68 / TOWD POINT MORTGAGE TRUST TPMT 2019 MH1 B2 144A 4,87 0,43 0,0364 −0,0063
US50212YAD67 / LPL Holdings Inc 4,86 0,0364 0,0364
CPS AUTO TRUST CPS 2024 C A 144A / ABS-O (US223920AA78) 4,83 −30,97 0,0362 −0,0255
CPS AUTO TRUST CPS 2024 C A 144A / ABS-O (US223920AA78) 4,83 −30,97 0,0362 −0,0255
US3132D9CX07 / FED HM LN PC POOL SC0086 FR 10/40 FIXED 2.5 4,83 −2,19 0,0362 −0,0073
US78432WAJ27 / SFO_21-555 4,81 6,58 0,0361 −0,0038
US55317BAE74 / MOFT 2020 ABC B 144A 4,80 −0,85 0,0359 −0,0067
URSA RE LTD UNSECURED 144A 12/26 VAR / DBT (US90323WAQ33) 4,79 −0,95 0,0359 −0,0067
URSA RE LTD UNSECURED 144A 12/26 VAR / DBT (US90323WAQ33) 4,79 −0,95 0,0359 −0,0067
US69121UAE29 / OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2006 7 A2D 4,79 −3,49 0,0359 −0,0079
US3140Q8Q732 / Fannie Mae Pool 4,77 −1,81 0,0357 −0,0071
PORSCHE INNOVATIVE LEASE OWNER PILOT 2024 1A A2A 144A / ABS-O (US73328AAB52) 4,75 −23,43 0,0356 −0,0191
PORSCHE INNOVATIVE LEASE OWNER PILOT 2024 1A A2A 144A / ABS-O (US73328AAB52) 4,75 −23,43 0,0356 −0,0191
TOWD POINT MORTGAGE TRUST TPMT 2024 CES2 A1A 144A / ABS-MBS (US89182JAA97) 4,75 −9,32 0,0356 −0,0106
TOWD POINT MORTGAGE TRUST TPMT 2024 CES2 A1A 144A / ABS-MBS (US89182JAA97) 4,75 −9,32 0,0356 −0,0106
BA / The Boeing Company - Depositary Receipt (Common Stock) 4,73 0,83 0,0354 −0,0059
BA / The Boeing Company - Depositary Receipt (Common Stock) 4,73 0,83 0,0354 −0,0059
US912810RW09 / United States Treasury Inflation Indexed Bonds 4,72 −3,34 0,0354 −0,0077
M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A2 144A / ABS-O (US55286TAB17) 4,72 −36,48 0,0354 −0,0301
M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A2 144A / ABS-O (US55286TAB17) 4,72 −36,48 0,0354 −0,0301
US46115HCD70 / Intesa Sanpaolo SpA 4,72 1,24 0,0354 −0,0057
NMR / Nomura Holdings, Inc. - Depositary Receipt (Common Stock) 4,72 0,0353 0,0353
US50189XAA37 / LCM LOAN INCOME FUND I LTD SER 1A CL A V/R REGD 144A P/P 6.61775000 4,70 −34,52 0,0352 −0,0281
A3KMYN / Air Lease Corporation - Preferred Stock 4,69 0,0351 0,0351
US05950PAU75 / Banc of America Funding 2006-H Trust 4,67 −1,37 0,0350 −0,0067
DATABRICKS INC DELAYED DRAW TERM LOAN / LON (BA000D1C1) 4,67 0,26 0,0350 −0,0061
DATABRICKS INC DELAYED DRAW TERM LOAN / LON (BA000D1C1) 4,67 0,26 0,0350 −0,0061
US80556BAE56 / Saxon Asset Securities Trust 2007-1 4,65 0,0349 0,0349
US05549RAG20 / BBCMS Trust 2018-CBM 4,63 −5,89 0,0347 −0,0087
NAVIENT REFINANCE LOAN TRUST NAVRL 2025 A A 144A / ABS-O (US63943FAA21) 4,63 −4,04 0,0347 −0,0078
US52474JAA43 / Legacy Mortgage Asset Trust 2021-GS1 4,60 −1,16 0,0344 −0,0066
US3140NBQE43 / FNMA POOL BX6752 FN 03/53 FIXED 5 4,60 −2,44 0,0344 −0,0071
ONSLOW BAY FINANCIAL LLC OBX 2024 NQM1 A1 144A / ABS-MBS (US67448LAA08) 4,59 −8,25 0,0344 −0,0097
ONSLOW BAY FINANCIAL LLC OBX 2024 NQM1 A1 144A / ABS-MBS (US67448LAA08) 4,59 −8,25 0,0344 −0,0097
US92564RAH84 / VICI PROPERTIES LP/VICI NOTE CO 4,59 0,15 0,0344 −0,0060
DANSKE / Danske Bank A/S 4,58 0,07 0,0343 −0,0060
DANSKE / Danske Bank A/S 4,58 0,07 0,0343 −0,0060
FIRST HELP FINANCIAL LLC FHF 2024 1A A2 144A / ABS-O (US31568AAB26) 4,57 −14,91 0,0342 −0,0131
US78436TAD81 / SBALT 2023-A A4 4,56 −0,48 0,0342 −0,0062
US46629FAF71 / JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 NC2 M2 4,56 0,60 0,0341 −0,0058
RFRF USD SF+26.161/1.10 8/01/23-6Y* CME / DIR (EZ35MF2XS718) 4,54 −15,60 0,0340 −0,0134
BCS / Barclays PLC - Depositary Receipt (Common Stock) 4,54 −0,55 0,0340 −0,0062
BCS / Barclays PLC - Depositary Receipt (Common Stock) 4,54 −0,55 0,0340 −0,0062
XS2331735253 / Romanian Government International Bond 4,52 12,24 0,0339 −0,0016
US152314KJ80 / CENTEX HOME EQUITY CXHE 2004 C AF5 4,50 −1,77 0,0337 −0,0067
GLS AUTO SELECT RECEIVABLES TR GSAR 2025 3A A1 144A / ABS-O (US36272GAA76) 4,50 0,0337 0,0337
GLS AUTO SELECT RECEIVABLES TR GSAR 2025 3A A1 144A / ABS-O (US36272GAA76) 4,50 0,0337 0,0337
US040104RF05 / ARGENT SECURITIES INC. ARSI 2006 W1 A2C 4,50 0,49 0,0337 −0,0058
US67576FAA75 / Octagon Investment Partners 18-R Ltd 4,49 −17,77 0,0337 −0,0145
ONSLOW BAY FINANCIAL LLC OBX 2024 NQM8 A1 144A / ABS-MBS (US67119CAA80) 4,49 −7,76 0,0336 −0,0093
ONSLOW BAY FINANCIAL LLC OBX 2024 NQM8 A1 144A / ABS-MBS (US67119CAA80) 4,49 −7,76 0,0336 −0,0093
US24023AAA88 / DC_23-DC 4,49 1,81 0,0336 −0,0052
SAGB / Republic of South Africa Government Bond 4,49 6,28 0,0336 −0,0036
RFR USD SOFR/1.60000 01/16/24-2Y LCH / DIR (EZVZ63QZPFX3) 4,48 6,44 0,0336 −0,0035
US68269HAE53 / OneMain Financial Issuance Trust, Series 2023-2A, Class A2 4,48 0,47 0,0336 −0,0057
US12654QBH83 / CREDIT SUISSE MORTGAGE TRUST CSMC 2018 SP2 PT 144A 4,48 −4,75 0,0335 −0,0079
US751150AD50 / RALI Series 2006-QO7 Trust 4,46 −2,07 0,0334 −0,0067
US16162WRA98 / CHASE MORTGAGE FINANCE CORPORA CHASE 2006 S1 A4 4,45 −4,26 0,0333 −0,0076
BOFA AUTO TRUST BAAT 2024 1A A3 144A / ABS-O (US09709AAC62) 4,44 −0,20 0,0333 −0,0060
US045427AD39 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 8 2A4 4,44 −3,20 0,0333 −0,0072
TIAA CLO LTD TIA 2018 1A A1AR 144A / ABS-CBDO (US88631YAL11) 4,38 −6,65 0,0328 −0,0085
TIAA CLO LTD TIA 2018 1A A1AR 144A / ABS-CBDO (US88631YAL11) 4,38 −6,65 0,0328 −0,0085
CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A A1 / ABS-O (US21050QAA58) 4,34 −22,01 0,0325 −0,0165
US3133AE5B63 / FED HM LN PC POOL QB8042 FR 02/51 FIXED 2.5 4,34 −1,16 0,0325 −0,0062
ENTERPRISE FLEET FINANCING LLC EFF 2025 1 A2 144A / ABS-O (US29390HAB50) 4,31 0,09 0,0323 −0,0057
ENTERPRISE FLEET FINANCING LLC EFF 2025 1 A2 144A / ABS-O (US29390HAB50) 4,31 0,09 0,0323 −0,0057
JETD / MAX Airlines -3X Inverse Leveraged ETNs due May 28, 2043 - Structured Product 4,31 −18,71 0,0323 −0,0145
REACH FINANCIAL LLC REACH 2025 1A A 144A / ABS-O (US75525PAA03) 4,30 −19,54 0,0323 −0,0149
REACH FINANCIAL LLC REACH 2025 1A A 144A / ABS-O (US75525PAA03) 4,30 −19,54 0,0323 −0,0149
OPORTUN FUNDING LLC OPTN 2025 A A 144A / ABS-O (US68377TAA60) 4,30 −0,07 0,0322 −0,0057
OPORTUN FUNDING LLC OPTN 2025 A A 144A / ABS-O (US68377TAA60) 4,30 −0,07 0,0322 −0,0057
XS2244321787 / ROLLS ROYCE PLC COMPANY GUAR REGS 10/27 5.75 4,29 7,18 0,0321 −0,0031
TREASURY BILL 09/25 0.00000 / DBT (US912797QU41) 4,28 0,0321 0,0321
US912810RL44 / United States Treasury Inflation Indexed Bonds 4,28 −2,84 0,0321 −0,0068
BANQUE FED CRED MUTUEL BANQUE FED CRED MUTUEL / DBT (US06675DCM20) 4,28 0,28 0,0321 −0,0056
BANQUE FED CRED MUTUEL BANQUE FED CRED MUTUEL / DBT (US06675DCM20) 4,28 0,28 0,0321 −0,0056
PRP ADVISORS, LLC PRPM 2025 RPL2 A1 144A / ABS-MBS (US69392MAA09) 4,27 −1,57 0,0320 −0,0062
PRP ADVISORS, LLC PRPM 2025 RPL2 A1 144A / ABS-MBS (US69392MAA09) 4,27 −1,57 0,0320 −0,0062
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 4,25 0,0318 0,0318
317U0VAA1 PIMCO FPPSWAPTION 2.11 PUT USD / DIR (000000000) 4,24 0,0318 0,0318
MARLETTE FUNDING TRUST MFT 2023 4A A 144A / ABS-O (US57108UAA25) 4,22 −24,18 0,0316 −0,0175
MARLETTE FUNDING TRUST MFT 2023 4A A 144A / ABS-O (US57108UAA25) 4,22 −24,18 0,0316 −0,0175
US14311DBN57 / Carlyle Global Market Strategies CLO 2015-1 Ltd 4,19 −22,86 0,0314 −0,0165
BAYVIEW OPPORTUNITY MASTER FUN BVINV 2025 1 AF1 144A / ABS-MBS (US67551WAU53) 4,17 −11,94 0,0312 −0,0105
BAYVIEW OPPORTUNITY MASTER FUN BVINV 2025 1 AF1 144A / ABS-MBS (US67551WAU53) 4,17 −11,94 0,0312 −0,0105
CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 A3 144A / ABS-O (US14687VAC63) 4,13 −0,41 0,0309 −0,0056
RFR JPY MUT+5.89/-0.0200 3/20/21-8Y* LCH / DIR (EZP7TBKVJPJ5) 4,13 −11,98 0,0309 −0,0104
RFR JPY MUT+5.89/-0.0200 3/20/21-8Y* LCH / DIR (EZP7TBKVJPJ5) 4,13 −11,98 0,0309 −0,0104
GCAT GCAT 2024 NQM2 A1 144A / ABS-MBS (US36831CAA09) 4,13 −10,17 0,0309 −0,0096
US126673RB07 / COUNTRYWIDE ASSET BACKED CERTI CWL 2004 13 MF4 4,10 0,27 0,0307 −0,0053
RFR USD SOFR/4.30000 03/21/24-3Y LCH / DIR (EZSCSHJT8QT9) 4,08 12,54 0,0306 −0,0014
RFR USD SOFR/4.30000 03/21/24-3Y LCH / DIR (EZSCSHJT8QT9) 4,08 12,54 0,0306 −0,0014
US70069FMT11 / Park Place Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2005-WHQ4, Class M2 4,06 −12,14 0,0304 −0,0103
US14687NAC48 / Carvana Auto Receivables Trust, Series 2023-P4, Class A3 4,05 −13,11 0,0303 −0,0107
US69380GAA76 / PRKCM 2023-AFC4 TRUST SER 2023-AFC4 CL A1 S/UP REGD 144A P/P 7.22500000 4,04 −7,75 0,0303 −0,0083
US31418EW482 / Fannie Mae Pool 4,02 −4,60 0,0301 −0,0070
EXETER AUTOMOBILE RECEIVABLES EART 2024 4A A3 / ABS-O (US30166UAC45) 4,01 −0,22 0,0300 −0,0054
EXETER AUTOMOBILE RECEIVABLES EART 2024 4A A3 / ABS-O (US30166UAC45) 4,01 −0,22 0,0300 −0,0054
US225401AU28 / Credit Suisse Group AG 4,00 1,97 0,0299 −0,0046
US31739TAA79 / FINANCE OF AMERICA STRUCTURED FASST 2023 S2 A1 144A 3,99 −3,71 0,0299 −0,0066
ENTERPRISE FLEET FINANCING LLC EFF 2025 1 A3 144A / ABS-O (US29390HAC34) 3,96 0,66 0,0297 −0,0050
ENTERPRISE FLEET FINANCING LLC EFF 2025 1 A3 144A / ABS-O (US29390HAC34) 3,96 0,66 0,0297 −0,0050
US65536HBX52 / NOMURA HOME EQUITY LOAN INC HOME EQUITY LOAN TRUST SERIES 2006-FM1 3,96 −5,45 0,0297 −0,0072
US41162BAA17 / HARBORVIEW MORTGAGE LOAN TRUST SER 2006-SB1 CL A1A V/R REGD 3.17644500 3,95 −0,88 0,0296 −0,0055
US65536QAA67 / NOMURA HOME EQUITY LOAN INC NHELI 2006 HE3 1A1 3,95 −2,28 0,0296 −0,0060
LINEAGE OP LP COMPANY GUAR 144A 07/30 5.25 / DBT (US53567YAA73) 3,93 0,0294 0,0294
SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A3 144A / ABS-O (US78435VAC63) 3,92 −0,13 0,0294 −0,0052
SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A3 144A / ABS-O (US78435VAC63) 3,92 −0,13 0,0294 −0,0052
FOUNDATION FINANCE TRUST FFIN 2025 2A A 144A / ABS-MBS (US35042NAA37) 3,90 0,0292 0,0292
FOUNDATION FINANCE TRUST FFIN 2025 2A A 144A / ABS-MBS (US35042NAA37) 3,90 0,0292 0,0292
CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P1 A2 / ABS-O (US14689MAB63) 3,90 −2,58 0,0292 −0,0061
CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P1 A2 / ABS-O (US14689MAB63) 3,90 −2,58 0,0292 −0,0061
US3140KNMH84 / FNMA POOL BQ3059 FN 09/50 FIXED 2.5 3,89 −0,79 0,0292 −0,0054
US63861VAB36 / Nationwide Building Society 3,88 −29,80 0,0290 −0,0196
US12566WAH34 / CitiMortgage Alternative Loan Trust Series 2007-A5 3,88 −1,67 0,0290 −0,0057
FED HM LN PC POOL QI5343 FR 05/54 FIXED 5 / ABS-MBS (US3133WB5C62) 3,88 −0,36 0,0290 −0,0052
FED HM LN PC POOL QI5343 FR 05/54 FIXED 5 / ABS-MBS (US3133WB5C62) 3,88 −0,36 0,0290 −0,0052
SMB PRIVATE EDUCATION LOAN TRU SMB 2024 E A1A 144A / ABS-O (US78450XAA63) 3,87 −3,30 0,0290 −0,0063
US55317BAA52 / MOFT 2020 ABC A 144A 3,85 −0,21 0,0289 −0,0052
PAGAYA AI DEBT SELECTION TRUST PAID 2024 3 A 144A / ABS-O (US69547XAA00) 3,82 −16,48 0,0286 −0,0117
BOF URSA FUNDING BVABS 2024 SN1 A3 144A / ABS-O (US072926AC22) 3,81 −0,37 0,0286 −0,0052
BOF URSA FUNDING BVABS 2024 SN1 A3 144A / ABS-O (US072926AC22) 3,81 −0,37 0,0286 −0,0052
PANTHEON SNR DBT SCNDRS IIIUSD TERM LOAN / LON (BA000HYC6) 3,80 0,0285 0,0285
SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A B 144A / ABS-O (US83407UAB44) 3,79 0,0284 0,0284
SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A B 144A / ABS-O (US83407UAB44) 3,79 0,0284 0,0284
RFR JPY MUTK/0.5000 03/15/22-20Y LCH / DIR (EZ9237QN5977) 3,78 8,03 0,0283 −0,0025
BA / The Boeing Company - Depositary Receipt (Common Stock) 3,78 0,80 0,0283 −0,0047
BA / The Boeing Company - Depositary Receipt (Common Stock) 3,78 0,80 0,0283 −0,0047
WORLD OMNI SELECT AUTO TRUST WOSAT 2024 A A2A / ABS-O (US98164LAB53) 3,77 −34,21 0,0283 −0,0223
SAMMONS FINANCIAL GLOBAL SECURED 144A 01/28 5.05 / DBT (US79587J2B82) 3,76 0,27 0,0281 −0,0049
SAMMONS FINANCIAL GLOBAL SECURED 144A 01/28 5.05 / DBT (US79587J2B82) 3,76 0,27 0,0281 −0,0049
US36263PAJ93 / GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 B1 144A 3,75 0,70 0,0281 −0,0047
FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A3 144A / ABS-O (US30336CAE57) 3,75 −0,19 0,0281 −0,0050
FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A3 144A / ABS-O (US30336CAE57) 3,75 −0,19 0,0281 −0,0050
FNMA POOL BX5038 FN 01/53 FIXED 5 / ABS-MBS (US3140N9S499) 3,74 −1,03 0,0280 −0,0053
FNMA POOL BX5038 FN 01/53 FIXED 5 / ABS-MBS (US3140N9S499) 3,74 −1,03 0,0280 −0,0053
317U0TIA8 PIMCO FPPSWAPTION 2.17 PUT USD / DIR (000000000) 3,74 0,0280 0,0280
317U0TIA8 PIMCO FPPSWAPTION 2.17 PUT USD / DIR (000000000) 3,74 0,0280 0,0280
US126670KN78 / COUNTRYWIDE ASSET BACKED CERTI CWL 2005 AB4 2A4 3,73 −0,93 0,0280 −0,0052
CAPE LOOKOUT RE LTD UNSECURED 144A 03/32 VAR / DBT (US13947LAG77) 3,72 0,41 0,0278 −0,0048
URSA RE LTD UNSECURED 144A 12/26 VAR / DBT (US90323WAP59) 3,71 −0,78 0,0278 −0,0052
URSA RE LTD UNSECURED 144A 12/26 VAR / DBT (US90323WAP59) 3,71 −0,78 0,0278 −0,0052
IHRT / iHeartMedia, Inc. 3,70 −0,19 0,0278 −0,0050
IHRT / iHeartMedia, Inc. 3,70 −0,19 0,0278 −0,0050
OCS GROUP HOLDINGS LTD GBP TERM LOAN B / LON (BA000BQB0) 3,70 6,14 0,0277 −0,0030
OCS GROUP HOLDINGS LTD GBP TERM LOAN B / LON (BA000BQB0) 3,70 6,14 0,0277 −0,0030
G1PI34 / Global Payments Inc. - Depositary Receipt (Common Stock) 3,70 0,0277 0,0277
G1PI34 / Global Payments Inc. - Depositary Receipt (Common Stock) 3,70 0,0277 0,0277
US54251PAD96 / Long Beach Mortgage Loan Trust 2006-5 3,69 −0,78 0,0277 −0,0051
US31418ET595 / FNCL UMBS 5.0 MA5071 07-01-53 3,67 −2,03 0,0275 −0,0055
RFR USD SOFR/2.59000 07/23/24-2Y LCH / DIR (EZQSWPQT56C4) 3,66 4,15 0,0274 −0,0036
RFR USD SOFR/2.59000 07/23/24-2Y LCH / DIR (EZQSWPQT56C4) 3,66 4,15 0,0274 −0,0036
US3132DP5P93 / FED HM LN PC POOL SD2654 FR 04/53 FIXED 5 3,66 −1,19 0,0274 −0,0052
US55286LAA08 / MFA 2023-NQM4 Trust 3,65 −9,24 0,0273 −0,0081
US912810SM18 / US TII .25 02/15/2050 (TIPS) 3,64 −3,93 0,0273 −0,0061
4020 / Saudi Real Estate Company 3,64 −22,57 0,0273 −0,0142
US31418EVA53 / Fannie Mae Pool 3,63 −31,92 0,0272 −0,0198
CDX IG44 5Y ICE / DCR (EZPF6RHH0ZV8) 3,62 546,96 0,0272 0,0222
CDX IG44 5Y ICE / DCR (EZPF6RHH0ZV8) 3,62 546,96 0,0272 0,0222
US31418EVB37 / FNMA, 30 Year 3,62 −5,80 0,0271 −0,0068
US12660WAJ45 / CSMC 2021-ADV 3,62 −6,68 0,0271 −0,0071
US912828V491 / United States Treasury Inflation Indexed Bonds 3,61 0,64 0,0271 −0,0046
BNSB34 / The Bank of Nova Scotia - Depositary Receipt (Common Stock) 3,61 −7,08 0,0270 −0,0072
BNSB34 / The Bank of Nova Scotia - Depositary Receipt (Common Stock) 3,61 −7,08 0,0270 −0,0072
317U0U5A9 PIMCO FPPSWAPTION 2.4 PUT USD / DIR (000000000) 3,60 0,0270 0,0270
317U0U5A9 PIMCO FPPSWAPTION 2.4 PUT USD / DIR (000000000) 3,60 0,0270 0,0270
US83613DAA46 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT2 1A1 3,60 −1,53 0,0270 −0,0053
US59020UQV07 / Merrill Lynch Mortgage Capital Inc. 3,60 −2,57 0,0270 −0,0056
FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2024 1 A2 144A / ABS-O (US35105AAB35) 3,60 −21,94 0,0270 −0,0137
FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2024 1 A2 144A / ABS-O (US35105AAB35) 3,60 −21,94 0,0270 −0,0137
US25160PAN78 / Deutsche Bank AG 3,59 −0,25 0,0269 −0,0048
GCAT GCAT 2023 NQM4 A1 144A / ABS-MBS (US36171FAA12) 3,59 −1,27 0,0269 −0,0051
US92564RAL96 / VICI Properties LP / VICI Note Co., Inc. 3,58 1,24 0,0268 −0,0044
US46647PDW32 / JPMorgan Chase & Co 3,58 −52,80 0,0268 −0,0400
TESLA ELECTRIC VEHICLE TRUST TEVT 2023 1 A4 144A / ABS-O (US881943AE49) 3,57 −0,08 0,0267 −0,0047
US12433UAQ85 / BX TRUST 2018-GW SER 2018-GW CL F V/R REGD 144A P/P 4.18538000 3,56 −1,03 0,0267 −0,0050
US42806MBA62 / Hertz Vehicle Financing LLC 3,51 −49,94 0,0263 −0,0355
US3140XCGF90 / Fannie Mae Pool 3,51 −3,55 0,0263 −0,0058
US268668EE63 / EMC MORTGAGE LOAN TRUST EMCM 2004 C M2 144A 3,50 −2,70 0,0262 −0,0055
US251526CD98 / Deutsche Bank AG/New York NY 3,49 1,72 0,0262 −0,0041
ENBRIDGE (US) INC / DBT (US29251UUM88) 3,49 0,0262 0,0262
ENBRIDGE (US) INC / DBT (US29251UUM88) 3,49 0,0262 0,0262
US36269EAB56 / GLS Auto Select Receivables Trust 2023-2 3,49 −25,65 0,0261 −0,0152
US64830NAA90 / New Residential Mortgage Loan Trust 2019-RPL3 3,48 −5,30 0,0261 −0,0063
US225401AP33 / Credit Suisse Group AG 3,48 1,58 0,0260 −0,0041
US225401BB38 / Credit Suisse Group AG 3,46 1,17 0,0259 −0,0042
US02150JAV44 / Alternative Loan Trust 2007-9T1 3,44 −3,77 0,0258 −0,0057
US12660WAG06 / CREDIT SUISSE MORTGAGE TRUST CSMC 2021 ADV B 144A 3,42 −4,09 0,0257 −0,0058
PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RPL2 A1 144A / ABS-MBS (US69392CAA27) 3,42 −1,24 0,0256 −0,0049
TREASURY BILL 08/25 0.00000 / DBT (US912797MG92) 3,41 0,0256 0,0256
TREASURY BILL 08/25 0.00000 / DBT (US912797MG92) 3,41 0,0256 0,0256
US466247VH36 / JP MORGAN MORTGAGE TRUST 2005-S2 JPMMT 2005-S2 2A15 3,41 −1,16 0,0255 −0,0049
EXETER AUTOMOBILE RECEIVABLES EART 2024 4A A2 / ABS-O (US30166UAB61) 3,39 −71,00 0,0254 −0,0777
EXETER AUTOMOBILE RECEIVABLES EART 2024 4A A2 / ABS-O (US30166UAB61) 3,39 −71,00 0,0254 −0,0777
COLT FUNDING LLC COLT 2024 INV1 A1 144A / ABS-MBS (US12672RAA05) 3,39 −2,76 0,0254 −0,0053
FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A2 144A / ABS-O (US30336CAC91) 3,38 −33,28 0,0254 −0,0194
US30333LAB45 / FHF Issuer Trust 2023-2 3,38 −19,12 0,0253 −0,0115
US3140MNN361 / Federal National Mortgage Association, Inc. 3,37 −1,61 0,0252 −0,0049
US3133BDPS80 / FNCL UMBS 3.0 QE4033 06-01-52 3,36 −0,71 0,0252 −0,0047
RFRF USD SF+26.161/1.7* 8/12/23-28Y CME / DIR (EZ2SGLW6Z1J6) 3,36 2,60 0,0252 −0,0037
ENTERPRISE FLEET FINANCING LLC EFF 2024 3 A3 144A / ABS-O (US29375QAC24) 3,35 0,00 0,0251 −0,0044
US67117XAA46 / CORP CMO 3,34 −7,73 0,0250 −0,0069
ALAMO RE LTD UNSECURED 144A 06/26 VAR / DBT (US011395AQ34) 3,32 −1,07 0,0249 −0,0047
US36263PAK66 / GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 B2 144A 3,32 1,19 0,0249 −0,0041
BRIDGECREST LENDING AUTO SECUR BLAST 2024 3 A3 / ABS-O (US10805NAC92) 3,31 −0,09 0,0248 −0,0044
GREENSTATE AUTO RECEIVABLES TR GRNST 2024 1A A2 144A / ABS-O (US39573AAB89) 3,29 −33,27 0,0247 −0,0188
GREENSTATE AUTO RECEIVABLES TR GRNST 2024 1A A2 144A / ABS-O (US39573AAB89) 3,29 −33,27 0,0247 −0,0188
US647622AA79 / New Orleans Hotel Trust 2019-HNLA 3,28 0,43 0,0245 −0,0042
RFR USD SOFR/2.62000 07/24/24-1Y LCH / DIR (EZJVC51J59T5) 3,28 2,54 0,0245 −0,0036
RFR USD SOFR/2.62000 07/24/24-1Y LCH / DIR (EZJVC51J59T5) 3,28 2,54 0,0245 −0,0036
US12666BAE56 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 22 2A4 3,27 −1,92 0,0245 −0,0049
US36258BAQ14 / GS Mortgage Securities Corporation Trust 2020-DUNE 3,26 0,31 0,0244 −0,0042
US04545EAB92 / ABFC 2007-WMC1 Trust 3,24 −0,67 0,0243 −0,0045
US86563VBG32 / Sumitomo Mitsui Trust Bank Ltd 3,23 −0,09 0,0242 −0,0043
US05951VAV18 / BANC OF AMERICA FUNDING CORPOR BAFC 2006 I 6A1 3,22 −5,54 0,0241 −0,0059
US03072SC525 / AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R4 M4 3,22 −8,21 0,0241 −0,0068
XS0311810385 / UROPA SECURITIES PLC UROPA 2007 1 M1A REGS 3,21 4,83 0,0241 −0,0029
CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA A2 144A / ABS-O (US21050UAB44) 3,21 0,53 0,0240 −0,0041
CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA A2 144A / ABS-O (US21050UAB44) 3,21 0,53 0,0240 −0,0041
US92564RAK14 / VICI PROPERTIES LP/VICI NOTE CO 3,21 0,79 0,0240 −0,0040
ACA / Crédit Agricole S.A. 3,21 0,44 0,0240 −0,0041
JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (US48002AUE27) 3,19 0,0239 0,0239
JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (US48002AUE27) 3,19 0,0239 0,0239
3 MONTH SOFR FUT JUN25 XCME 20250916 / DIR (000000000) 3,19 0,0239 0,0239
3 MONTH SOFR FUT JUN25 XCME 20250916 / DIR (000000000) 3,19 0,0239 0,0239
ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 CES1 A1A 144A / ABS-MBS (US26846VAA26) 3,19 −3,60 0,0239 −0,0053
ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 CES1 A1A 144A / ABS-MBS (US26846VAA26) 3,19 −3,60 0,0239 −0,0053
US89054XAC92 / Topaz Solar Farms LLC 3,18 −0,16 0,0239 −0,0042
US3140X6S931 / FANNIE MAE POOL UMBS P#FM3243 3.50000000 3,18 −2,18 0,0238 −0,0048
ALAMO RE LTD UNSECURED 144A 06/27 VAR / DBT (US011395AP50) 3,13 −0,57 0,0235 −0,0043
ALAMO RE LTD UNSECURED 144A 06/27 VAR / DBT (US011395AP50) 3,13 −0,57 0,0235 −0,0043
CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 A3 144A / ABS-O (US14688XAC11) 3,12 0,19 0,0234 −0,0041
CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 A3 144A / ABS-O (US14688XAC11) 3,12 0,19 0,0234 −0,0041
HARDWOOD FUNDING LLC CORP0HRD7 / DBT (955NUHII7) 3,12 0,0234 0,0234
US3133C7LV75 / FED HM LN PC POOL QG6640 FR 07/53 FIXED 4.5 3,11 −10,28 0,0233 −0,0073
WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A3 144A / ABS-O (US96043RAD98) 3,11 −0,13 0,0233 −0,0041
WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A3 144A / ABS-O (US96043RAD98) 3,11 −0,13 0,0233 −0,0041
ENTERPRISE FLEET FINANCING LLC EFF 2024 3 A2 144A / ABS-O (US29375QAB41) 3,09 −23,02 0,0232 −0,0122
US92540CAA53 / Verus Securitization Trust 2023-INV3 3,09 −5,22 0,0231 −0,0056
US14688GAD60 / CRVNA_23-P3 3,08 0,13 0,0231 −0,0041
US89178WAU27 / TOWD POINT MORTGAGE TRUST 2020-1 SER 2020-1 CL A1 V/R REGD 144A P/P 2.71000000 3,08 −5,52 0,0231 −0,0057
H / Hyatt Hotels Corporation 3,08 2,12 0,0231 −0,0035
US64032PAB85 / Nelnet Student Loan Trust 2023-A 3,07 −8,13 0,0230 −0,0065
US46626LBL36 / JP Morgan Mortgage Acquisition Corp 2005-WMC1 3,07 1,02 0,0230 −0,0038
US320986AA08 / FIRST INVESTORS AUTO OWNER TRUST 2023-1 FIAOT 2023-1A A 3,06 −19,29 0,0229 −0,0105
US008684AA04 / American Home Mortgage Assets Trust, Series 2006-6, Class A1A 3,06 −4,11 0,0229 −0,0052
GCAT GCAT 2024 NQM1 A1 144A / ABS-MBS (US36169HAA14) 3,05 −8,33 0,0229 −0,0065
GCAT GCAT 2024 NQM1 A1 144A / ABS-MBS (US36169HAA14) 3,05 −8,33 0,0229 −0,0065
E1IX34 / Edison International - Depositary Receipt (Common Stock) 3,05 0,30 0,0228 −0,0040
US404280BK42 / HSBC Holdings PLC 3,05 0,43 0,0228 −0,0039
RFR USD SOFR/3.00000 06/21/23-10Y CME / DIR (EZVCRM3XZB08) 3,03 −37,98 0,0227 −0,0204
RFR USD SOFR/3.00000 06/21/23-10Y CME / DIR (EZVCRM3XZB08) 3,03 −37,98 0,0227 −0,0204
US3140X7CA56 / FNMA POOL FM3664 FN 03/49 FIXED VAR 3,03 −2,01 0,0227 −0,0045
US80557BAA26 / Saxon Asset Securities Trust 2007-3 3,03 −4,12 0,0227 −0,0052
US78449HAB33 / SMB PRIVATE EDUCATION LOAN TRUST 2023-B SER 2023-B CL A1B V/R REGD 144A P/P 0.00000000 3,03 −4,90 0,0227 −0,0054
AMERICAN AIRLINES INC 2025 TERM LOAN / LON (US02376CBS35) 3,02 0,0226 0,0226
US87222PAB94 / TBW MORTGAGE BACKED PASS THROU TBW 2006 6 A2A 3,00 −2,18 0,0225 −0,0046
US02342TAE91 / Amdocs Ltd 2,99 1,84 0,0224 −0,0035
US83206NAF42 / SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B R 144A 2,99 −1,87 0,0224 −0,0045
MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock) 2,98 −28,71 0,0224 −0,0145
US08162YBF88 / BENCHMARK MORTGAGE TRUST BMARK 2019 B14 225A 144A 2,97 −55,11 0,0223 −0,0361
SOFTBANK VISION FUND II TRANCHE B2 TERM LOAN / LON (BA000KP70) 2,95 0,0221 0,0221
SOFTBANK VISION FUND II TRANCHE B2 TERM LOAN / LON (BA000KP70) 2,95 0,0221 0,0221
US02156LAC54 / Altice France SA/France 2,95 5,25 0,0221 −0,0026
US81378GAD07 / Securitized Asset Backed Receivables LLC Trust 2007-NC2 2,95 0,89 0,0221 −0,0037
US36263PAP53 / GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 B 144A 2,94 0,76 0,0220 −0,0037
SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A C 144A / ABS-O (US83407UAC27) 2,93 0,0220 0,0220
SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A C 144A / ABS-O (US83407UAC27) 2,93 0,0220 0,0220
US36258BAN82 / GS MORTGAGE SECURITIES CORP TRUST 2020-DUNE SER 2020-DUNE CL C V/R REGD 144A P/P 3.35000000 2,90 0,31 0,0217 −0,0038
XS0267229267 / MITCHELLS + BUTLERS FINA SR SECURED REGS 12/30 VAR 2,88 −5,94 0,0216 −0,0054
US36245DAE04 / GSAMP TRUST GSAMP 2006 FM2 A2D 2,87 −0,59 0,0215 −0,0040
US31418EP536 / FNCL UMBS 6.5 MA4943 03-01-53 2,85 −5,53 0,0214 −0,0052
US40430HAK41 / HSI ASSET SECURITIZATION CORPO HASC 2005 NC1 M4 2,85 0,99 0,0214 −0,0035
US3140A0E709 / FNMA POOL DA0157 FN 08/53 FIXED 4.5 2,84 −0,42 0,0213 −0,0039
EAST LANE RE VII LTD UNSECURED 144A 03/26 VAR / DBT (US27332EAA91) 2,84 0,50 0,0212 −0,0036
GLS AUTO SELECT RECEIVABLES TR GSAR 2025 3A A2 144A / ABS-O (US36272GAC33) 2,83 0,0212 0,0212
GLS AUTO SELECT RECEIVABLES TR GSAR 2025 3A A2 144A / ABS-O (US36272GAC33) 2,83 0,0212 0,0212
ENB.PRN / Enbridge Inc. - Preferred Security 2,82 0,0211 0,0211
ENB.PRN / Enbridge Inc. - Preferred Security 2,82 0,0211 0,0211
US63942HAB78 / Navient Student Loan Trust 2,82 −3,50 0,0211 −0,0046
FED HM LN PC POOL SD8382 FR 12/53 FIXED 5 / ABS-MBS (US3132DWJ382) 2,81 −1,16 0,0211 −0,0040
FED HM LN PC POOL SD8382 FR 12/53 FIXED 5 / ABS-MBS (US3132DWJ382) 2,81 −1,16 0,0211 −0,0040
NMLT TRUST NLT 2023 1 A1 144A / ABS-MBS (US62917MAA18) 2,81 −1,68 0,0210 −0,0041
US05377RFV15 / AESOP_22-5A 2,80 −0,39 0,0210 −0,0038
PRP ADVISORS, LLC PRPM 2025 RCF3 A1 144A / ABS-MBS (US69392PAA30) 2,80 0,0210 0,0210
US78398AAD54 / SFS Auto Receivables Securitization Trust, Series 2023-1A, Class A3 2,79 −10,66 0,0209 −0,0066
US3140NMKH92 / FNMA POOL BY4795 FN 07/53 FIXED 4.5 2,79 −0,39 0,0209 −0,0038
VERUS SECURITIZATION TRUST VERUS 2023 8 A1 144A / ABS-MBS (US92540DAA37) 2,79 −12,33 0,0209 −0,0071
VERUS SECURITIZATION TRUST VERUS 2023 8 A1 144A / ABS-MBS (US92540DAA37) 2,79 −12,33 0,0209 −0,0071
US12651QAL32 / CSMC TRUST 2017-CHOP SER 2017-CHOP CL D V/R REGD 144A P/P 3.66538000 2,78 −0,04 0,0208 −0,0037
RFR USD SOFR/4.09000 04/30/24-10Y LCH / DIR (EZ680F4XLT66) 2,78 88,02 0,0208 0,0078
RFR USD SOFR/4.09000 04/30/24-10Y LCH / DIR (EZ680F4XLT66) 2,78 88,02 0,0208 0,0078
EVERGLADES RE II LTD UNSECURED 144A 05/31 VAR / DBT (US30014LAM63) 2,78 −1,10 0,0208 −0,0039
EVERGLADES RE II LTD UNSECURED 144A 05/31 VAR / DBT (US30014LAM63) 2,78 −1,10 0,0208 −0,0039
SPACE COAST CREDIT UNION SCCU 2023 1A A4 144A / ABS-O (US805922AG66) 2,77 0,11 0,0208 −0,0036
EVERGLADES RE II LTD SR UNSECURED 144A 05/31 VAR / DBT (US30014LAN47) 2,76 −1,57 0,0207 −0,0040
EVERGLADES RE II LTD SR UNSECURED 144A 05/31 VAR / DBT (US30014LAN47) 2,76 −1,57 0,0207 −0,0040
EVERGLADES RE II LTD UNSECURED 144A 05/31 VAR / DBT (US30014LAP94) 2,76 −1,36 0,0207 −0,0040
FNMA POOL FS7252 FN 11/53 FIXED VAR / ABS-MBS (US3140XPBW81) 2,75 −2,13 0,0206 −0,0042
USP78024AG45 / Peruvian Government International Bond 2,75 7,58 0,0206 −0,0019
FED HM LN PC POOL QH9192 FR 01/54 FIXED 6.5 / ABS-MBS (US3133CNF983) 2,74 −18,03 0,0205 −0,0089
US3132DWG982 / FNCL UMBS 5.5 SD8324 05-01-53 2,74 −3,12 0,0205 −0,0044
RFR USD SOFR/3.00000 06/21/23-7Y LCH / DIR (EZWF2F56KP17) 2,73 −57,54 0,0205 −0,0363
RFRF USD SF+26.161/1.3* 8/01/23-9Y* CME / DIR (EZN48S623X64) 2,73 −10,84 0,0205 −0,0065
US69359QAA22 / PRET 2021-RN4 LLC 2,73 −3,50 0,0204 −0,0045
US94353WAA36 / WAVE 2017-1 Trust 2,72 −13,88 0,0204 −0,0075
SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 2A A2 144A / ABS-O (US78397XAB01) 2,71 −42,36 0,0203 −0,0211
US86358EKX30 / STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-BNC1 SAIL 2004-BNC1 A4 2,71 −3,49 0,0203 −0,0044
ZAG000125980 / Republic of South Africa Government Bond 2,69 8,31 0,0201 −0,0017
CROSS MORTGAGE TRUST CROSS 2024 H8 A1 144A / ABS-MBS (US22757GAC78) 2,67 −3,05 0,0200 −0,0043
USP87324BE10 / Peruvian Government International Bond 2,65 7,04 0,0198 −0,0020
US31418EW557 / FNMA POOL MA5167 FN 10/53 FIXED 6.5 2,64 −7,72 0,0198 −0,0054
H / Hyatt Hotels Corporation 2,63 0,61 0,0197 −0,0033
H / Hyatt Hotels Corporation 2,63 0,61 0,0197 −0,0033
US3140NCUG28 / FNCL UMBS 5.5 BX7782 03-01-53 2,61 −3,76 0,0196 −0,0044
LENDBUZZ SECURITIZATION TRUST LBZZ 2025 1A A2 144A / ABS-O (US525938AC09) 2,61 0,19 0,0196 −0,0034
LENDBUZZ SECURITIZATION TRUST LBZZ 2025 1A A2 144A / ABS-O (US525938AC09) 2,61 0,19 0,0196 −0,0034
CVS / CVS Health Corporation - Depositary Receipt (Common Stock) 2,59 0,0194 0,0194
US3133C1RG74 / FNCL UMBS 5.5 QG1387 04-01-53 2,59 −3,89 0,0194 −0,0044
61NM / KENNEDY WILSON EUR REAL SR UNSECURED REGS 11/25 3.25 2,59 9,58 0,0194 −0,0014
SBNA AUTO LEASE TRUST SBALT 2024 B A2 144A / ABS-O (US78437VAC46) 2,57 −50,27 0,0193 −0,0263
SBNA AUTO LEASE TRUST SBALT 2024 B A2 144A / ABS-O (US78437VAC46) 2,57 −50,27 0,0193 −0,0263
US3133KYXK09 / Freddie Mac Pool 2,57 −1,27 0,0193 −0,0037
US30321L2C55 / F&G Global Funding 2,57 0,0193 0,0193
US912810RR14 / United States Treasury Inflation Indexed Bonds 2,57 −3,02 0,0192 −0,0041
US3140MSQ405 / FNMA 30YR 4.5% 11/01/2052#BW1374 2,56 −1,50 0,0192 −0,0037
PRJCT ALFA INVSTINDUSTRAL VIII 2025 EUR TERM LOAN 2 / LON (BA000GNP1) 2,56 8,94 0,0192 −0,0015
XS1401172421 / GREENE KING FIN 2,56 5,66 0,0192 −0,0022
FED HM LN PC POOL SD8408 FR 03/54 FIXED 5.5 / ABS-MBS (US3132DWKV45) 2,55 −2,49 0,0191 −0,0040
US31418ES506 / Fannie Mae Pool 2,54 −2,90 0,0190 −0,0040
HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2024 A A2 / ABS-O (US412922AB25) 2,54 −49,91 0,0190 −0,0257
RFRF USD SF+26.161/2.0* 8/09/23-9Y* CME / DIR (EZYBN0P9F1K0) 2,54 −15,04 0,0190 −0,0073
RFRF USD SF+26.161/2.0* 8/09/23-9Y* CME / DIR (EZYBN0P9F1K0) 2,54 −15,04 0,0190 −0,0073
JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) 2,53 −65,15 0,0190 −0,0451
JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) 2,53 −65,15 0,0190 −0,0451
US75405MAK09 / RESIDENTIAL ASSET SECURITIES C RASC 2005 EMX3 M5 2,53 −3,55 0,0190 −0,0042
US3132DQS237 / FED HM LN PC POOL SD3237 FR 05/53 FIXED 5.5 2,53 −1,83 0,0189 −0,0038
US14454EAC57 / Carrington Mortgage Loan Trust Series 2007-HE1 2,52 −20,23 0,0189 −0,0090
US02156LAA98 / Altice France SA/France 2,52 0,68 0,0189 −0,0032
US05400KAJ97 / Avolon TLB Borrower 1 (US) LLC 2023 Term Loan B6 2,52 0,16 0,0189 −0,0033
US3140NLWV75 / FNMA POOL BY4259 FN 06/53 FIXED 5.5 2,52 −7,67 0,0188 −0,0052
US900123CQ19 / Turkey Government International Bond 2,51 1,37 0,0188 −0,0030
US542514QW79 / LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 WL1 M1 2,51 −2,49 0,0188 −0,0039
US31418EQ948 / Federal National Mortgage Association 2,51 −3,28 0,0188 −0,0041
LCM LTD PARTNERSHIP LCM 31A AR 144A / ABS-CBDO (US50201QAL86) 2,50 0,16 0,0187 −0,0033
US3140N9S564 / Federal National Mortgage Association, Inc. 2,50 −2,19 0,0187 −0,0038
RVPO STATE STREET GLOBAL MARKE USD RVPO FICC SSGM / RA (000000000) 2,50 0,0187 0,0187
RVPO STATE STREET GLOBAL MARKE USD RVPO FICC SSGM / RA (000000000) 2,50 0,0187 0,0187
FED HM LN PC POOL SD8394 FR 01/54 FIXED 5 / ABS-MBS (US3132DWKF94) 2,49 −0,91 0,0187 −0,0035
FED HM LN PC POOL SD8394 FR 01/54 FIXED 5 / ABS-MBS (US3132DWKF94) 2,49 −0,91 0,0187 −0,0035
US655378AC19 / NOMURA ASSET ACCEPTANCE CORPOR NAA 2007 2 A2 2,49 −1,15 0,0187 −0,0036
US753910AG39 / RASC Series 2005-KS12 Trust 2,48 0,16 0,0186 −0,0032
US31418EPD66 / Fannie Mae Pool 2,47 −2,76 0,0185 −0,0039
REGIONAL MANAGEMENT ISSUANCE T RMIT 2024 1 A 144A / ABS-O (US758983AA85) 2,46 0,20 0,0184 −0,0032
US3132DQZG45 / Freddie Mac Pool 2,45 −2,39 0,0183 −0,0038
US3140NGTC47 / FNMA POOL BY0546 FN 05/53 FIXED 5.5 2,44 −2,67 0,0183 −0,0038
US682696AA77 / OneMain Financial Issuance Trust 2020-2 2,44 0,74 0,0183 −0,0031
953PAVII5 / FINASTRA USA INC 2023 TERM LOAN 2,43 −0,86 0,0182 −0,0034
DGZ / DB Gold Short ETN 2,42 −13,24 0,0181 −0,0064
DGZ / DB Gold Short ETN 2,42 −13,24 0,0181 −0,0064
CCO / Clear Channel Outdoor Holdings, Inc. 2,07 0,00 2,42 5,41 0,0181 −0,0021
GLS AUTO RECEIVABLES TRUST GCAR 2024 2A A2 144A / ABS-O (US37964VAB36) 2,40 −55,77 0,0180 −0,0299
GLS AUTO RECEIVABLES TRUST GCAR 2024 2A A2 144A / ABS-O (US37964VAB36) 2,40 −55,77 0,0180 −0,0299
US55375KAJ51 / MSSG TRUST 2017-237P MSSG 2017-237P D 2,39 1,48 0,0179 −0,0029
RFR USD SOFR/2.30000 01/17/24-2Y LCH / DIR (EZ7DPVG1XS64) 2,39 8,53 0,0179 −0,0015
US63942AAA43 / Navient Private Education Loan Trust 2020-I 2,38 −5,14 0,0178 −0,0043
RFR USD SOFR/1.00000 06/15/22-7Y CME / DIR (EZ2KYVSDFJC8) 2,36 −33,03 0,0177 −0,0134
US3140MW3F14 / FNMA POOL BW5297 FN 06/53 FIXED 5.5 2,36 −1,83 0,0177 −0,0035
PACIFIC LIFE GF II SECURED 144A 02/30 4.85 / DBT (US6944PL3F46) 2,35 0,0176 0,0176
HEXAGON IV RE LTD HEXAGON IV RE LTD / DBT (XS2710192464) 2,34 6,86 0,0175 −0,0018
HEXAGON IV RE LTD HEXAGON IV RE LTD / DBT (XS2710192464) 2,34 6,86 0,0175 −0,0018
NWIDE / Nationwide Building Society 2,33 1,44 0,0175 −0,0028
US92922F3L06 / WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR12 1A6 2,31 −2,86 0,0173 −0,0037
US3133C3RU25 / FED HM LN PC POOL QG3199 FR 05/53 FIXED 5.5 2,31 −8,27 0,0173 −0,0049
US05377RHC16 / AESOP 23-5 A 144A 5.78% 04-20-28/27 2,30 −0,09 0,0172 −0,0031
US76716XAC65 / RIO OIL FINANCE TRUST SR SECURED 144A 04/28 8.2 2,29 −3,98 0,0172 −0,0039
US61744CZD19 / MORGAN STANLEY CAPITAL INC MSAC 2006 NC3 A2D 2,29 −4,70 0,0172 −0,0040
US3140NDJ814 / FNMA POOL BX8386 FN 03/53 FIXED 5.5 2,29 −6,68 0,0172 −0,0045
US477164AA59 / JetBlue 2020-1 Class A Pass Through Trust 2,25 −4,50 0,0169 −0,0039
US61750FAF71 / Morgan Stanley ABS Capital I Incorporated Trust 2006-HE6 2,25 −1,27 0,0169 −0,0032
US525241AC92 / LEHMAN XS TRUST LXS 2007 1 1A3 2,24 −4,71 0,0168 −0,0039
ACE SECURITIES CORP 11/34 1 / ABS-MBS (US004421HV82) 2,23 0,13 0,0167 −0,0029
ACE SECURITIES CORP 11/34 1 / ABS-MBS (US004421HV82) 2,23 0,13 0,0167 −0,0029
FED HM LN PC POOL QH4857 FR 11/53 FIXED 6.5 / ABS-MBS (US3133CHME27) 2,22 −0,13 0,0167 −0,0030
FED HM LN PC POOL QH4857 FR 11/53 FIXED 6.5 / ABS-MBS (US3133CHME27) 2,22 −0,13 0,0167 −0,0030
CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A3 144A / ABS-O (US14687RAC51) 2,22 −0,40 0,0166 −0,0030
RFR USD SOFR/1.00000 06/15/22-5Y LCH / DIR (EZG3K81HS5Q1) 2,22 −45,01 0,0166 −0,0189
CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 A2 144A / ABS-O (US14687VAB80) 2,21 −38,77 0,0166 −0,0153
CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 A2 144A / ABS-O (US14687VAB80) 2,21 −38,77 0,0166 −0,0153
RFR GBP SONIO/3.75000 03/19/25-30Y LCH / DIR (EZ0141M3RG43) 2,21 11,45 0,0166 −0,0009
RFR GBP SONIO/3.75000 03/19/25-30Y LCH / DIR (EZ0141M3RG43) 2,21 11,45 0,0166 −0,0009
XS1843443786 / ALTRIA GROUP INC /EUR/ REGD 3.12500000 2,21 9,81 0,0165 −0,0012
VERUS SECURITIZATION TRUST VERUS 2024 6 A1 144A / ABS-MBS (US92540JAA07) 2,21 −7,00 0,0165 −0,0044
VERUS SECURITIZATION TRUST VERUS 2024 6 A1 144A / ABS-MBS (US92540JAA07) 2,21 −7,00 0,0165 −0,0044
US3140J8X570 / Fannie Mae Pool 2,19 −19,82 0,0164 −0,0077
PROTECTIVE LIFE GLOBAL SECURED 144A 12/29 4.772 / DBT (US74368CCA09) 2,19 0,0164 0,0164
PROTECTIVE LIFE GLOBAL SECURED 144A 12/29 4.772 / DBT (US74368CCA09) 2,19 0,0164 0,0164
IRS AUD 4.50000 03/20/24-10Y LCH / DIR (EZJLKSMVQPQ8) 2,19 107,58 0,0164 0,0071
TREASURY BILL 08/25 0.00000 / DBT (US912797PN17) 2,18 0,0163 0,0163
SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A D 144A / ABS-O (US83407UAD00) 2,18 0,0163 0,0163
SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A D 144A / ABS-O (US83407UAD00) 2,18 0,0163 0,0163
US71654QDF63 / Petroleos Mexicanos 2,18 5,27 0,0163 −0,0019
US12669MAB46 / CHL Mortgage Pass-Through Trust 2007-J1 2,18 −3,12 0,0163 −0,0035
US70069FBU03 / PARK PLACE SECURITIES INC PPSI 2004 WHQ1 M4 2,17 −15,91 0,0163 −0,0065
NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/27 5.3 / DBT (US65480CAG06) 2,17 −0,69 0,0163 −0,0030
RGA GLOBAL FUNDING SECURED 144A 01/31 5.5 / DBT (US76209PAD50) 2,17 0,0162 0,0162
RFRF USD SF+26.161/1.4* 09/07/23-8Y CME / DIR (EZBB8XR0NRT7) 2,16 −12,73 0,0162 −0,0056
RFRF USD SF+26.161/1.4* 09/07/23-8Y CME / DIR (EZBB8XR0NRT7) 2,16 −12,73 0,0162 −0,0056
ORANGE CAPITAL RE DAC 01/27 1 / DBT (XS2722275190) 2,16 7,96 0,0162 −0,0015
ORANGE CAPITAL RE DAC 01/27 1 / DBT (XS2722275190) 2,16 7,96 0,0162 −0,0015
US054989AA67 / BAT CAPITAL CORP 6.343000% 08/02/2030 2,16 1,41 0,0162 −0,0026
US124670AA88 / C BASS LTD CBCL 15A A 144A 2,16 −9,42 0,0161 −0,0048
FNMA POOL DA5111 FN 12/53 FIXED 6.5 / ABS-MBS (US3140A5VD76) 2,14 −4,63 0,0160 −0,0037
US437084UT14 / Home Equity Asset Trust 2006-3 2,14 −0,05 0,0160 −0,0028
US31418EV724 / FN MA5137 2,13 −2,56 0,0160 −0,0033
US80281LAR69 / Santander UK Group Holdings PLC 2,13 0,76 0,0160 −0,0027
NATURE COAST RE LTD UNSECURED 144A 12/30 VAR / DBT (US63901CAA99) 2,11 −2,76 0,0158 −0,0033
NATURE COAST RE LTD UNSECURED 144A 12/30 VAR / DBT (US63901CAA99) 2,11 −2,76 0,0158 −0,0033
RFR USD SOFR/1.75000 06/15/22-7Y CME / DIR (EZ2KYVSDFJC8) 2,10 −40,62 0,0157 −0,0154
RFR USD SOFR/1.75000 06/15/22-7Y CME / DIR (EZ2KYVSDFJC8) 2,10 −40,62 0,0157 −0,0154
XS2689949555 / Romanian Government International Bond 2,09 −80,42 0,0156 −0,0784
CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 A2 144A / ABS-O (US14688XAB38) 2,09 −5,13 0,0156 −0,0038
US92332YAB74 / Venture Global LNG, Inc. 2,08 2,41 0,0156 −0,0023
US61910AAA60 / Mortgage Equity Conversion Asset Trust 2,08 −5,98 0,0156 −0,0039
PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 RPL2 A1 144A / ABS-MBS (US69392LAA26) 2,07 −1,61 0,0155 −0,0030
BOFA AUTO TRUST BAAT 2024 1A A2 144A / ABS-O (US09709AAB89) 2,07 −48,75 0,0155 −0,0201
BOFA AUTO TRUST BAAT 2024 1A A2 144A / ABS-O (US09709AAB89) 2,07 −48,75 0,0155 −0,0201
US83206NAE76 / SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B D 144A 2,07 −12,54 0,0155 −0,0053
TARANIS REINSURANCE DAC UNSECURED 144A 01/31 VAR / DBT (XS2721087653) 2,06 7,47 0,0154 −0,0015
US76716XAB82 / RIO OIL FINANCE TRUST SR SECURED 144A 01/27 9.75 2,06 −11,23 0,0154 −0,0050
US31418EGF16 / Fannie Mae Pool 2,05 −1,49 0,0154 −0,0030
US320277AE69 / FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF7 2A3 2,05 −5,48 0,0154 −0,0038
US3133BBF535 / Federal Home Loan Mortgage Corporation 2,05 −1,25 0,0153 −0,0029
US35729VAA52 / Fremont Home Loan Trust, Series 2006-D, Class 1A1 2,05 −0,87 0,0153 −0,0029
US00442LAA70 / ACE SECURITIES CORP. ACE 2007 HE4 A1 2,04 −0,59 0,0153 −0,0028
PRP ADVISORS, LLC PRPM 2024 RPL1 A1 144A / ABS-MBS (US69380XAA00) 2,04 −3,42 0,0153 −0,0033
US345397YT41 / Ford Motor Credit Co. LLC 2,03 1,20 0,0152 −0,0025
PROTECTIVE LIFE GLOBAL SECURED 144A 06/30 4.803 / DBT (US74368CCC64) 2,03 0,0152 0,0152
PROTECTIVE LIFE GLOBAL SECURED 144A 06/30 4.803 / DBT (US74368CCC64) 2,03 0,0152 0,0152
US81375WCS35 / SECURITIZED ASSET BACKED RECEI SABR 2005 OP1 M1 2,02 −1,94 0,0152 −0,0030
5831 / Shizuoka Financial Group,Inc. 2,02 0,0152 0,0152
5831 / Shizuoka Financial Group,Inc. 2,02 0,0152 0,0152
HARDWOOD FUNDING LLC CORP0HRE5 / DBT (955NUFII1) 2,02 0,0151 0,0151
US293601AE08 / ENT AUTO RECEIVABLES TRUST ENT 2023 1A A3 144A 2,02 −0,44 0,0151 −0,0027
US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 2,02 0,0151 0,0151
US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 2,02 0,0151 0,0151
US61746REV96 / Morgan Stanley ABS Capital I Inc Trust 2004-HE1 2,01 −2,38 0,0151 −0,0031
US83206NAD93 / SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B C 144A 2,01 −2,76 0,0150 −0,0032
RFR USD SOFR/2.24250 08/07/24-2Y LCH / DIR (EZQMNMKFFY48) 2,00 3,41 0,0150 −0,0021
US02660TJE47 / AHM 2006-1 2A1 2,00 −1,81 0,0150 −0,0030
NXP BV NXP FDG NXP USA DISC CO / DBT (US67122RU186) 2,00 0,0150 0,0150
43AB / Rolls-Royce plc - Corporate Bond/Note 2,00 0,25 0,0150 −0,0026
O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) 2,00 0,0150 0,0150
US02151WAA09 / Alternative Loan Trust, Series 2007-OA11, Class A1A 2,00 2,67 0,0150 −0,0022
FORD CREDIT CANADA CO/CA COMPANY GUAR REGS 09/25 6.777 / DBT (CA34527ACK49) 1,99 4,89 0,0149 −0,0018
FORD CREDIT CANADA CO/CA COMPANY GUAR REGS 09/25 6.777 / DBT (CA34527ACK49) 1,99 4,89 0,0149 −0,0018
US02660UAE01 / American Home Mortgage Assets Trust, Series 2006-3, Class 2A11 1,99 −2,26 0,0149 −0,0030
US86362TAA51 / Structured Adjustable Rate Mortgage Loan Trust Series 2007-1 1,98 −3,08 0,0149 −0,0032
US90290PAS39 / U.S. Renal Care, Inc., 1st Lien Term Loan C 1,97 1,23 0,0148 −0,0024
US3133BANT43 / Federal Home Loan Mortgage Corporation 1,97 −1,35 0,0148 −0,0028
US748956AA71 / RCKT Mortgage Trust 2023-CES2 1,97 −10,21 0,0148 −0,0046
IRS EUR 0.50000 06/17/20-30Y LCH / DIR (EZHGNJ694Q00) 1,95 11,93 0,0146 −0,0007
IRS EUR 0.50000 06/17/20-30Y LCH / DIR (EZHGNJ694Q00) 1,95 11,93 0,0146 −0,0007
BNP / BNP Paribas SA 1,95 −80,45 0,0146 −0,0733
BNP / BNP Paribas SA 1,95 −80,45 0,0146 −0,0733
US14688EAC30 / CRVNA_23-P1 1,94 −29,61 0,0146 −0,0098
US91282CBF77 / United States Treasury Inflation Indexed Bonds 1,94 1,30 0,0145 −0,0023
BCS / Barclays PLC - Depositary Receipt (Common Stock) 1,94 0,10 0,0145 −0,0025
CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A4 144A / ABS-O (US14687RAD35) 1,93 0,16 0,0145 −0,0025
CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A4 144A / ABS-O (US14687RAD35) 1,93 0,16 0,0145 −0,0025
US07274EAH62 / Bayer US Finance LLC 1,93 −0,21 0,0145 −0,0026
XS1319820897 / Southern Gas Corridor CJSC 1,93 0,36 0,0144 −0,0025
CROSSROADS ASSET TRUST XROAD 2025 A A2 144A / ABS-O (US22767VAB45) 1,91 0,0143 0,0143
ACHV ABS TRUST ACHV 2025 1PL B 144A / ABS-O (US00112MAB28) 1,90 −13,39 0,0143 −0,0051
FNMA POOL BY4733 FN 06/53 FIXED 5 / ABS-MBS (US3140NMHK68) 1,90 −0,26 0,0142 −0,0026
FNMA POOL BY4733 FN 06/53 FIXED 5 / ABS-MBS (US3140NMHK68) 1,90 −0,26 0,0142 −0,0026
US3140NMJE80 / FNMA 30YR 5.5% 07/01/2053#BY4760 1,87 −0,16 0,0140 −0,0025
US36228FN288 / GSAMP TRUST GSAMP 2004 FM2 M1 1,87 −1,16 0,0140 −0,0027
EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF53) 1,87 0,0140 0,0140
IRS NZD 4.75000 06/19/24-5Y LCH / DIR (EZ6L5S4WS5D4) 1,85 −8,69 0,0139 −0,0040
US3132DWHZ95 / Freddie Mac Pool 1,84 −2,18 0,0138 −0,0028
PURPLE RE LTD UNSECURED 144A 06/27 VAR / DBT (US74639NAC74) 1,84 −3,15 0,0138 −0,0030
PURPLE RE LTD UNSECURED 144A 06/27 VAR / DBT (US74639NAC74) 1,84 −3,15 0,0138 −0,0030
US3132DQXP61 / FEDERAL HOME LOAN MORTGAGE CORP 1,84 −1,34 0,0138 −0,0027
US3133KYXC82 / UMBS, 20 Year 1,83 −1,67 0,0137 −0,0027
US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) 1,83 0,0137 0,0137
US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) 1,83 0,0137 0,0137
US31418EQ864 / Fannie Mae Pool 1,82 −2,41 0,0137 −0,0028
US80557CAA09 / SAXON ASSET SECURITIES TRUST SAST 2007 4 A1 144A 1,81 −2,80 0,0135 −0,0028
US007036GV26 / ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 2 5A1 1,80 −1,53 0,0135 −0,0026
US3133CAAL45 / FED HM LN PC POOL QG9011 FR 07/53 FIXED 4.5 1,80 −5,47 0,0135 −0,0033
RFR JPY MUTK/0.4000 06/15/22-10Y LCH / DIR (EZZVGD908KD7) 1,79 −13,93 0,0134 −0,0049
RFR JPY MUTK/0.4000 06/15/22-10Y LCH / DIR (EZZVGD908KD7) 1,79 −13,93 0,0134 −0,0049
US59020UZL24 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A6 M1 1,78 0,51 0,0133 −0,0023
US87222EAF51 / TBW MORTGAGE BACKED PASS THROU TBW 2007 1 A6 1,78 −2,09 0,0133 −0,0027
US85208NAE04 / Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC 1,76 −7,93 0,0132 −0,0037
US04541GSM59 / ASSET BACKED SECURITIES CORP H ABSHE 2005 HE5 M5 1,76 0,80 0,0132 −0,0022
LONGLEAF PINE RE LTD UNSECURED 144A 05/31 VAR / DBT (US54307MAA62) 1,75 −2,61 0,0131 −0,0027
LONGLEAF PINE RE LTD UNSECURED 144A 05/31 VAR / DBT (US54307MAA62) 1,75 −2,61 0,0131 −0,0027
US43708AAW27 / INDYMAC RESIDENTIAL ASSET BACK INABS 2005 A M6 1,75 −11,65 0,0131 −0,0044
US3140K3AY85 / FNMA POOL BO7222 FN 01/50 FIXED 4 1,75 −2,29 0,0131 −0,0027
US92328MAC73 / Venture Global Calcasieu Pass LLC 1,75 1,63 0,0131 −0,0021
US46647PAR73 / JPMorgan Chase & Co. 1,75 0,81 0,0131 −0,0022
US3131Y1W553 / Freddie Mac Pool 1,75 −2,46 0,0131 −0,0027
US3140NEPE90 / FNMA POOL BX9420 FN 03/53 FIXED 5 1,72 −3,27 0,0129 −0,0028
US05531RAB33 / BCAP LLC TRUST BCAP 2009 RR4 1A2 144A 1,71 −4,21 0,0128 −0,0029
RFRF USD SF+26.161/1.4* 07/15/23-8Y CME / DIR (EZF8P4WRJXZ3) 1,70 −12,70 0,0128 −0,0044
US3622EAAE08 / GSAA HOME EQUITY TRUST GSAA 2007 3 A4A 1,70 −0,82 0,0128 −0,0024
US3132DWGZ05 / Freddie Mac Pool 1,70 −2,86 0,0127 −0,0027
US3140NHL977 / FNMA POOL BY1251 FN 05/53 FIXED 5.5 1,70 −0,59 0,0127 −0,0023
US92328MAA18 / Venture Global Calcasieu Pass LLC 1,70 1,86 0,0127 −0,0020
PAGAYA AI DEBT SELECTION TRUST PAID 2024 2 A 144A / ABS-O (US694961AA13) 1,70 −17,69 0,0127 −0,0055
PAGAYA AI DEBT SELECTION TRUST PAID 2024 2 A 144A / ABS-O (US694961AA13) 1,70 −17,69 0,0127 −0,0055
J2BL34 / Jabil Inc. - Depositary Receipt (Common Stock) 1,70 0,0127 0,0127
US89175JAB61 / Towd Point Mortgage Trust 2017-6 1,70 1,50 0,0127 −0,0020
RFR USD SOFR/4.20000 05/06/24-10Y LCH / DIR (EZJQYFZGPYQ2) 1,69 53,45 0,0127 0,0030
RFR USD SOFR/4.20000 05/06/24-10Y LCH / DIR (EZJQYFZGPYQ2) 1,69 53,45 0,0127 0,0030
US3140QRUR25 / FN CB5991 1,69 −1,92 0,0126 −0,0025
US3137FMCN08 / FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER KLU1 CL X1 V/R 0.86478700 1,68 −9,49 0,0126 −0,0038
US31418EP387 / UMBS 1,68 −2,78 0,0126 −0,0026
CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA A1 144A / ABS-O (US21050UAA60) 1,67 −31,76 0,0125 −0,0091
CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA A1 144A / ABS-O (US21050UAA60) 1,67 −31,76 0,0125 −0,0091
ARARGE3209T4 / REPUBLIC OF ARGENTINA BONDS 07/35 VAR 1,67 7,89 0,0125 −0,0011
US80281LAG05 / Santander UK Group Holdings PLC 1,67 0,73 0,0125 −0,0021
US251526CS67 / Deutsche Bank AG/New York NY 1,65 0,37 0,0123 −0,0021
US63941UAA16 / Navient Private Education Refi Loan Trust 2020-G 1,64 −7,09 0,0123 −0,0033
US74928XBB64 / RBSSP RESECURITIZATION TRUST RBSSP 2009 6 3A2 144A 1,63 −7,69 0,0122 −0,0034
ILGOV / Ministry Of Finance, Shachar - Corporate Bond/Note 1,62 11,49 0,0121 −0,0007
US59111RAA05 / METAL CAYMAN METAL 2017 1 A 144A 1,61 −3,82 0,0121 −0,0027
SOLD CAD BOUGHT USD 20250708 / DFE (000000000) 1,61 0,0120 0,0120
US026930AA57 / American Home Mortgage Assets Trust 2007-2 1,60 −0,74 0,0120 −0,0022
UPSTART PASS THROUGH TRUST UPSPT 2022 SB1 A 144A / ABS-O (US91682PAA66) 1,59 −20,79 0,0119 −0,0058
US41282JV408 / HARLEY-DAVIDSON FDG CORP COMMERCIAL PAPER (ISITC) 1,59 0,0119 0,0119
FNMA POOL MA5294 FN 03/54 FIXED 5 / ABS-MBS (US31418E3C29) 1,59 −2,40 0,0119 −0,0024
US83612PAA84 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 1 1A1 1,58 −4,01 0,0118 −0,0027
US63935CAB72 / Navient Private Education Refi Loan Trust 2019-F 1,58 −7,23 0,0118 −0,0032
ARARGE3209S6 / REPUBLIC OF ARGENTINA BONDS 07/30 VAR 1,57 6,66 0,0118 −0,0012
FED HM LN PC POOL SD4069 FR 09/53 FIXED 5 / ABS-MBS (US3132E0QW58) 1,57 −3,03 0,0118 −0,0025
US12667FWU55 / ALTERNATIVE LOAN TRUST 2004-27CB CWALT 2004-27CB A1 1,57 −3,75 0,0117 −0,0026
US65535VUK24 / NOMURA ASSET ACCEPTANCE CORPOR NAA 2006 AR2 2A2 1,57 −8,26 0,0117 −0,0033
US22550L2M24 / Credit Suisse AG/New York NY 1,56 0,19 0,0117 −0,0020
CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A B / ABS-O (US21050QAC15) 1,56 0,45 0,0117 −0,0020
US3133C6CQ09 / FED HM LN PC POOL QG5479 FR 06/53 FIXED 5 1,55 −0,45 0,0116 −0,0021
POLESTAR RE LTD UNSECURED 144A 01/28 VAR / DBT (US73110JAC62) 1,55 −0,26 0,0116 −0,0021
POLESTAR RE LTD UNSECURED 144A 01/28 VAR / DBT (US73110JAC62) 1,55 −0,26 0,0116 −0,0021
XS0767473852 / Russian Foreign Bond - Eurobond 1,54 0,00 0,0115 −0,0020
US83611DAB47 / Soundview Home Loan Trust, Series 2006-NLC1, Class A2 1,54 −1,85 0,0115 −0,0023
RFR USD SOFR/2.00000 12/21/22-5Y CME / DIR (EZ3TD3PGJZ56) 1,54 −6,52 0,0115 −0,0030
RFR USD SOFR/2.00000 12/21/22-5Y CME / DIR (EZ3TD3PGJZ56) 1,54 −6,52 0,0115 −0,0030
NEW YORK MORTGAGE TRUST NYMT 2024 CP1 A1 144A / ABS-MBS (US67118PAA03) 1,53 −2,92 0,0115 −0,0024
NEW YORK MORTGAGE TRUST NYMT 2024 CP1 A1 144A / ABS-MBS (US67118PAA03) 1,53 −2,92 0,0115 −0,0024
FED HM LN PC POOL QH9765 FR 02/54 FIXED 5 / ABS-MBS (US3133CNZ627) 1,53 −0,33 0,0115 −0,0021
FED HM LN PC POOL QH9765 FR 02/54 FIXED 5 / ABS-MBS (US3133CNZ627) 1,53 −0,33 0,0115 −0,0021
US3140QTAU30 / FNMA 30YR 5% 10/01/2053#CB7218 1,53 −2,43 0,0115 −0,0024
RFRF USD SF+26.161/1.9* 02/09/22-10Y LCH / DIR (EZ9TV9KD87J7) 1,52 −15,01 0,0114 −0,0044
RFRF USD SF+26.161/1.9* 02/09/22-10Y LCH / DIR (EZ9TV9KD87J7) 1,52 −15,01 0,0114 −0,0044
US152314PS35 / CENTEX HOME EQUITY CXHE 2005 D M6 1,51 0,33 0,0113 −0,0020
PRP ADVISORS, LLC PRPM 2024 6 A1 144A / ABS-MBS (US74390PAA57) 1,49 −2,11 0,0112 −0,0023
US3140NDJ731 / FANNIE MAE POOL UMBS P#BX8385 5.00000000 1,49 −7,41 0,0111 −0,0030
US694308HS91 / Pacific Gal Elec Bond 1,48 0,55 0,0111 −0,0019
US76113AAJ07 / RESIDENTIAL ASSET SECURITIES C RASC 2006 KS1 M3 1,45 −0,34 0,0109 −0,0020
US16165TAD54 / CFLX 2005-1 1A4 1,44 −3,48 0,0108 −0,0024
US32028GAA31 / FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF15 A1 1,44 −1,50 0,0108 −0,0021
US94985FAG37 / Wells Fargo Alternative Loan 2007-PA2 Trust 1,44 −5,64 0,0108 −0,0027
US64830TAD00 / NRZT 2020-1A A1B 1,44 −3,81 0,0108 −0,0024
WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A2A 144A / ABS-O (US96043RAB33) 1,44 −66,46 0,0108 −0,0270
WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A2A 144A / ABS-O (US96043RAB33) 1,44 −66,46 0,0108 −0,0270
PAGAYA AI DEBT SELECTION TRUST PAID 2024 6 A 144A / ABS-O (US69548KAA79) 1,43 −15,17 0,0107 −0,0042
PAGAYA AI DEBT SELECTION TRUST PAID 2024 6 A 144A / ABS-O (US69548KAA79) 1,43 −15,17 0,0107 −0,0042
US14687TAD90 / Carvana Auto Receivables Trust FRN, due 01/10/27 1,43 −40,96 0,0107 −0,0106
TARANIS REINSURANCE DAC TARANIS REINSURANCE DAC / DBT (XS2721087901) 1,43 8,52 0,0107 −0,0009
TARANIS REINSURANCE DAC TARANIS REINSURANCE DAC / DBT (XS2721087901) 1,43 8,52 0,0107 −0,0009
SANTANDER DRIVE AUTO RECEIVABL SDART 2024 1 A3 / ABS-O (US80288AAC62) 1,42 −16,78 0,0106 −0,0044
BRO / Brown & Brown, Inc. 1,41 0,0106 0,0106
US02156LAH42 / Altice France SA/France 1,41 4,60 0,0106 −0,0013
US3138EKYT65 / Fannie Mae Pool 1,40 −1,41 0,0105 −0,0020
CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A2A / ABS-O (US14319FAB94) 1,40 −30,25 0,0105 −0,0072
NXP BV NXP FDG NXP USA DISC CO / DBT (US67122RU269) 1,40 0,0105 0,0105
FED HM LN PC POOL QI7370 FR 05/54 FIXED 5 / ABS-MBS (US3133WEFK19) 1,40 −0,29 0,0105 −0,0019
US02146QAA13 / CORP CMO 1,38 −0,43 0,0103 −0,0019
US12667GXF52 / Alternative Loan Trust, Series 2005-28CB, Class 2A6 1,37 −2,01 0,0102 −0,0020
US232422AA31 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 7 1A 1,36 −0,87 0,0102 −0,0019
BOUGHT BRL SOLD USD 20250804 / DFE (000000000) 1,36 0,0102 0,0102
TREASURY BILL 09/25 0.00000 / DBT (US912797MH75) 1,35 0,0101 0,0101
FED HM LN PC POOL QI8192 FR 06/54 FIXED 5 / ABS-MBS (US3133WFC547) 1,35 −0,30 0,0101 −0,0018
FED HM LN PC POOL QI8192 FR 06/54 FIXED 5 / ABS-MBS (US3133WFC547) 1,35 −0,30 0,0101 −0,0018
ACHV ABS TRUST ACHV 2025 1PL A 144A / ABS-O (US00112MAA45) 1,35 −43,78 0,0101 −0,0110
ACHV ABS TRUST ACHV 2025 1PL A 144A / ABS-O (US00112MAA45) 1,35 −43,78 0,0101 −0,0110
TORREY PINES RE LTD UNSECURED 144A 06/32 VAR / DBT (US89141WAH51) 1,34 −1,18 0,0101 −0,0019
FED HM LN PC POOL QH1066 FR 09/53 FIXED 5 / ABS-MBS (US3133CDFF60) 1,34 −0,37 0,0101 −0,0018
US3140HNYR75 / FNCL UMBS 4.0 BK8819 08-01-48 1,34 −1,90 0,0100 −0,0020
US3133C2MR67 / FED HM LN PC POOL QG2168 FR 05/53 FIXED 5 1,34 −0,37 0,0100 −0,0018
952NPKII9 / CREDIT SUISSE GROUP AG COCO JR SUB 144A 1,33 0,00 0,0100 −0,0018
CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P1 A2 144A / ABS-O (US14688NAB55) 1,33 −51,83 0,0100 −0,0144
CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P1 A2 144A / ABS-O (US14688NAB55) 1,33 −51,83 0,0100 −0,0144
FED HM LN PC POOL QG5959 FR 07/53 FIXED 5 / ABS-MBS (US3133C6TQ26) 1,32 −2,72 0,0099 −0,0021
FED HM LN PC POOL QG5959 FR 07/53 FIXED 5 / ABS-MBS (US3133C6TQ26) 1,32 −2,72 0,0099 −0,0021
MX0MGO0001D6 / Mexican Bonos Desarr Fixed Rate, Series M 1,32 10,85 0,0099 −0,0006
US68389FJJ49 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 4 M2 1,31 −5,61 0,0098 −0,0024
US12666TAL08 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 11 MV1 1,31 −0,30 0,0098 −0,0018
US69380TAA97 / PRPM 2023-NQM3 Trust 1,31 −5,22 0,0098 −0,0024
BRO / Brown & Brown, Inc. 1,31 0,0098 0,0098
US3140XFD993 / FNMA POOL FS0127 FN 10/30 FIXED VAR 1,31 −23,55 0,0098 −0,0053
FED HM LN PC POOL QH6120 FR 12/53 FIXED 5 / ABS-MBS (US3133CJYR67) 1,30 −0,38 0,0098 −0,0018
FED HM LN PC POOL QH6120 FR 12/53 FIXED 5 / ABS-MBS (US3133CJYR67) 1,30 −0,38 0,0098 −0,0018
A3KMYN / Air Lease Corporation - Preferred Stock 1,30 0,0097 0,0097
A3KMYN / Air Lease Corporation - Preferred Stock 1,30 0,0097 0,0097
XS2470988523 / Market Bidco Finco PLC 1,29 −68,43 0,0097 −0,0264
RFR USD SOFR/3.50000 05/22/23-10Y LCH / DIR (EZ069KYQYQX5) 1,29 −77,88 0,0097 −0,0418
US345397ZW60 / Ford Motor Credit Co. LLC 1,29 0,62 0,0097 −0,0016
US92925CBB72 / WaMu Mortgage Pass-Through Certificates Series 2005-AR19 Trust 1,29 −4,74 0,0096 −0,0023
FED HM LN PC POOL QG3144 FR 05/53 FIXED 5 / ABS-MBS (US3133C3P599) 1,28 −0,23 0,0096 −0,0017
FED HM LN PC POOL QG3144 FR 05/53 FIXED 5 / ABS-MBS (US3133C3P599) 1,28 −0,23 0,0096 −0,0017
RFR USD SOFR/3.27750 09/16/24-10Y LCH / DIR (EZH06W9H2QV9) 1,28 224,81 0,0096 0,0061
RFR USD SOFR/3.27750 09/16/24-10Y LCH / DIR (EZH06W9H2QV9) 1,28 224,81 0,0096 0,0061
US92922F5U86 / WaMu Mortgage Pass-Through Certificates Series 2005-AR15 Trust 1,28 −2,81 0,0096 −0,0020
US12669GWN77 / COUNTRYWIDE HOME LOANS CWHL 2005 R1 1AF1 144A 1,28 −9,75 0,0096 −0,0029
FED HM LN PC POOL SD8422 FR 04/54 FIXED 6.5 / ABS-MBS (US3132DWLB71) 1,27 −9,53 0,0095 −0,0029
FED HM LN PC POOL SD8422 FR 04/54 FIXED 6.5 / ABS-MBS (US3132DWLB71) 1,27 −9,53 0,0095 −0,0029
EZPTSY58P1B6 / CDX HY36 5Y ICE 1,27 −19,42 0,0095 −0,0044
US04012XAA37 / Argent Securities Trust 2006-W5 1,26 −0,79 0,0094 −0,0018
US3140NPP385 / FNMA POOL BY6741 FN 07/53 FIXED 5 1,26 −0,95 0,0094 −0,0018
US02660YAU64 / AMERICAN HOME MORTGAGE INVESTMENT TRUST 1,25 −2,35 0,0094 −0,0019
ARMOR RE II LTD SR UNSECURED 144A 05/31 VAR / DBT (US04227FAE51) 1,24 −1,58 0,0093 −0,0018
US3140NLL490 / FNMA POOL BY3946 FN 07/53 FIXED 5 1,24 −15,16 0,0093 −0,0036
XS2066744231 / Carnival PLC 1,24 −18,73 0,0093 −0,0042
XS0332285971 / EUROSAIL PLC ESAIL 2007 6NCX A3A REGS 1,24 −0,16 0,0093 −0,0017
US3133BRZF46 / FED HM LN PC POOL QF4342 FR 12/52 FIXED 5 1,23 −0,40 0,0092 −0,0017
US3140NA3Z48 / FNMA POOL BX6215 FN 02/53 FIXED 5 1,23 −0,16 0,0092 −0,0016
WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) 1,23 −60,00 0,0092 −0,0178
USP17625AD98 / Venezuela Government International Bond 1,23 −9,46 0,0092 −0,0027
US36179XHW92 / Ginnie Mae II Pool 1,22 −29,73 0,0092 −0,0062
US3133C3BQ86 / FED HM LN PC POOL QG2747 FR 03/53 FIXED 5 1,22 −0,25 0,0091 −0,0016
US2254W0MM42 / Adjustable Rate Mortgage Trust 2005-12 1,22 −1,38 0,0091 −0,0018
TREASURY BILL 07/25 0.00000 / DBT (US912797NX17) 1,21 0,0091 0,0091
TREASURY BILL 07/25 0.00000 / DBT (US912797NX17) 1,21 0,0091 0,0091
TRT061124T11 / Turkey Government Bond 1,21 −2,74 0,0091 −0,0019
TRT061124T11 / Turkey Government Bond 1,21 −2,74 0,0091 −0,0019
US59020UKU87 / Merrill Lynch Mortgage Investors Trust Series 2004-HE2 1,21 −1,47 0,0090 −0,0018
US3140QSAN14 / FNMA POOL CB6312 FN 05/53 FIXED 5 1,20 −2,67 0,0090 −0,0019
US61744CMN38 / MORGAN STANLEY CAPITAL INC MSAC 2005 NC1 M4 1,20 1,10 0,0090 −0,0015
O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) 1,20 0,0090 0,0090
US225401AZ15 / Credit Suisse Group AG 1,20 1,44 0,0090 −0,0014
US36242DJW48 / GSMPS MORTGAGE LOAN TRUST GSMPS 2004 4 2A1 144A 1,18 −2,72 0,0089 −0,0019
GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 2 A2 144A / ABS-O (US39571XAB01) 1,18 −36,59 0,0089 −0,0076
US3140NCDR75 / FNMA POOL BX7311 FN 06/53 FIXED 5 1,17 −0,26 0,0088 −0,0016
IRS EUR 3.37000 10/09/23-5Y LCH / DIR (EZ9NLBJZRFJ6) 1,16 64,86 0,0087 0,0025
XS2576550326 / Thames Water Utilities Finance PLC 1,16 −4,22 0,0087 −0,0020
US863576EM21 / STRUCTURED ASSET SECURITIES CO SASC 2006 OW1 A1 144A 1,16 −3,98 0,0087 −0,0020
IRS EUR 3.45000 10/20/23-5Y LCH / DIR (EZ6D4RM0D1H2) 1,15 61,66 0,0086 0,0023
INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR / DBT (US45833UAL52) 1,15 −3,20 0,0086 −0,0019
INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR / DBT (US45833UAL52) 1,15 −3,20 0,0086 −0,0019
NORTHWESTERN MUTUAL GLBL SECURED 144A 05/31 5.16 / DBT (US66815L2S71) 1,13 0,0085 0,0085
NORTHWESTERN MUTUAL GLBL SECURED 144A 05/31 5.16 / DBT (US66815L2S71) 1,13 0,0085 0,0085
FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A4 144A / ABS-O (US30336CAG06) 1,13 0,36 0,0084 −0,0015
US76089EAA10 / RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 1A A 144A 1,12 −12,12 0,0084 −0,0029
US61747YFA82 / Morgan Stanley 1,12 0,36 0,0084 −0,0014
RFR USD SOFR/4.01300 01/15/25-10Y LCH / DIR (EZZWCBP8MVY9) 1,12 32,70 0,0084 0,0009
US3140NLVK20 / FNMA POOL BY4217 FN 06/53 FIXED 5 1,11 −0,27 0,0083 −0,0015
US86358EUW47 / Structured Asset Investment Loan Trust 2005-HE1 1,11 −4,40 0,0083 −0,0019
CAPITAL STREET MASTER TRUST CAPST 2024 1 B 144A / ABS-O (US14051LAB80) 1,10 0,00 0,0082 −0,0015
CAPITAL STREET MASTER TRUST CAPST 2024 1 B 144A / ABS-O (US14051LAB80) 1,10 0,00 0,0082 −0,0015
US3140XLVH80 / UMBS 1,10 −3,42 0,0082 −0,0018
FNMA POOL DA9924 FN 02/54 FIXED 6.5 / ABS-MBS (US3140YYA253) 1,10 −0,18 0,0082 −0,0015
FNMA POOL DA9924 FN 02/54 FIXED 6.5 / ABS-MBS (US3140YYA253) 1,10 −0,18 0,0082 −0,0015
US05544EAB74 / BCAP LLC TRUST BCAP 2014 RR3 1A2 144A 1,10 −0,09 0,0082 −0,0015
RFR USD SOFR/3.23100 09/18/24-10Y LCH / DIR (EZ8Z99V6R391) 1,09 −11,93 0,0082 −0,0027
RFR USD SOFR/3.23100 09/18/24-10Y LCH / DIR (EZ8Z99V6R391) 1,09 −11,93 0,0082 −0,0027
US05377RGU23 / Avis Budget Rental Car Funding AESOP LLC 1,08 0,00 0,0081 −0,0014
US3140NGF963 / Fannie Mae Pool 1,08 −1,10 0,0081 −0,0015
US20846QHZ46 / Conseco Finance Securitizations Corp., Series 2001-4, Class M1 1,08 −11,15 0,0081 −0,0026
BOF URSA FUNDING BVABS 2024 SN1 A2 144A / ABS-O (US072926AB49) 1,06 −59,83 0,0080 −0,0154
US3133C6ZG79 / FED HM LN PC POOL QG6143 FR 07/53 FIXED 5 1,06 −1,03 0,0080 −0,0015
US3140KYNP56 / FNMA POOL BR1297 FN 02/51 FIXED 2.5 1,06 −5,02 0,0079 −0,0019
US00432CBN02 / ACCESS GROUP INC ACCSS 2004 1 A2 1,06 −6,54 0,0079 −0,0020
XS2244322082 / ROLLS ROYCE PLC COMPANY GUAR REGS 02/26 4.625 1,06 8,64 0,0079 −0,0007
US86358EJF43 / STRUCTURED ASSET INVESTMENT LO SAIL 2004 5 M2 1,06 −1,49 0,0079 −0,0015
RFR USD SOFR/3.24800 09/18/24-10Y LCH / DIR (EZ8Z99V6R391) 1,05 −15,23 0,0079 −0,0031
RFR USD SOFR/3.24800 09/18/24-10Y LCH / DIR (EZ8Z99V6R391) 1,05 −15,23 0,0079 −0,0031
US3133C3ZL34 / FED HM LN PC POOL QG3447 FR 05/53 FIXED 5 1,05 −15,32 0,0078 −0,0030
IQVIA INC SR SECURED 02/29 6.25 / DBT (US46266TAF57) 1,05 0,29 0,0078 −0,0014
US3132DWET62 / FHLG 30YR 5% 09/01/2052#SD8246 1,04 −2,16 0,0078 −0,0016
US92330EAP25 / Venture XIX CLO Ltd 1,04 −21,63 0,0078 −0,0039
FNMA POOL DA4870 FN 01/54 FIXED 6.5 / ABS-MBS (US3140A5MU92) 1,03 −4,88 0,0077 −0,0018
CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A D / ABS-O (US21050QAE70) 1,03 0,49 0,0077 −0,0013
US362334MG66 / GSAA Home Equity Trust 2006-6 1,03 0,19 0,0077 −0,0013
US293601AG55 / Ent Auto Receivables Trust 2023-1 1,03 −0,19 0,0077 −0,0014
FNMA POOL MA5327 FN 04/54 FIXED 5 / ABS-MBS (US31418E4M91) 1,03 −1,91 0,0077 −0,0015
FED HM LN PC POOL QI0981 FR 02/54 FIXED 6.5 / ABS-MBS (US3133W7CS20) 1,02 −0,20 0,0076 −0,0014
US15135BAV36 / CENTENE CORP 3.375% 02/15/2030 1,01 1,81 0,0076 −0,0012
US576436AV14 / MASTR Reperforming Loan Trust 2005-1 1,01 −6,66 0,0076 −0,0020
952NPH004 / CREDIT SUISSE GROUP AG COCO JR SUB 144A 1,01 0,00 0,0076 −0,0013
URSA RE LTD UNSECURED 144A 02/28 VAR / DBT (US90323WAR16) 1,01 −0,59 0,0075 −0,0014
US3133BBPP85 / Federal Home Loan Mortgage Corporation 1,00 −1,86 0,0075 −0,0015
PALM RE LTD UNSECURED 144A 06/32 VAR / DBT (US69664FAB40) 1,00 0,0075 0,0075
US404280BT50 / HSBC Holdings PLC 1,00 1,01 0,0075 −0,0012
GREENGROVE RE LTD UNSECURED 144A 04/32 VAR / DBT (US39526JAA97) 1,00 −0,30 0,0075 −0,0014
GREENGROVE RE LTD UNSECURED 144A 04/32 VAR / DBT (US39526JAA97) 1,00 −0,30 0,0075 −0,0014
US61744CNU61 / MORGAN STANLEY ABS CAPITAL I__ 2005-WMC2 M4 V/R REGD 2.94838000 0,99 0,71 0,0074 −0,0013
US3140NCFZ73 / FNMA 30YR 5% 02/01/2053#BX7383 0,99 −0,20 0,0074 −0,0013
US19423DAB64 / COLLEGE AVE STUDENT LOANS 2018-A LLC CASL 2018-A A2 0,99 −5,83 0,0074 −0,0018
ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 10A AV 144A / ABS-CBDO (US03332AAA88) 0,98 0,0074 0,0074
ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 10A AV 144A / ABS-CBDO (US03332AAA88) 0,98 0,0074 0,0074
US9128282L36 / United States Treasury Inflation Indexed Bonds 0,98 0,82 0,0074 −0,0012
US3133BRSY18 / Freddie Mac Pool 0,98 −0,10 0,0073 −0,0013
US36263PAH38 / GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 SA 144A 0,98 −1,01 0,0073 −0,0014
XS0971721963 / Russian Foreign Bond - Eurobond 0,96 0,00 0,0072 −0,0013
US3133C7S990 / FED HM LN PC POOL QG6844 FR 07/53 FIXED 5 0,96 −0,42 0,0072 −0,0013
RFR JPY MUTK/0.711* 04/27/22-20Y LCH / DIR (EZ8J7WWDT0B2) 0,95 12,38 0,0071 −0,0003
SANTANDER MORTGAGE ASSET RECEI SAN 2025 NQM1 A1 / ABS-MBS (US80262BAA89) 0,95 −4,99 0,0071 −0,0017
US3140NHL555 / FNMA POOL BY1247 FN 05/53 FIXED 5 0,95 −1,14 0,0071 −0,0014
US83611MKH06 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2005 4 M4 0,95 0,74 0,0071 −0,0012
US90932JAA07 / United Airlines 2019-2 Class AA Pass Through Trust 0,95 −2,47 0,0071 −0,0015
US3140NKJ934 / FNMA 30YR 5% 05/01/2053#BY2987 0,95 −0,53 0,0071 −0,0013
US361841AQ25 / GLP Capital LP / GLP Financing II Inc 0,94 1,07 0,0071 −0,0012
BOUGHT JPY SOLD USD 20250804 / DFE (000000000) 0,94 0,0071 0,0071
FNMA POOL DA4922 FN 10/53 FIXED 6.5 / ABS-MBS (US3140A5PG71) 0,93 −0,21 0,0070 −0,0013
US912810RF75 / United States Treasury Inflation Indexed Bonds 0,93 −2,63 0,0069 −0,0014
PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 RPL1 A1 144A / ABS-MBS (US69392FAA57) 0,92 −2,63 0,0069 −0,0014
US525241AB10 / LEHMAN XS TRUST LXS 2007 1 1A2 0,91 −4,69 0,0068 −0,0016
US361841AL38 / GLP Capital LP / GLP Financing II Inc 0,91 0,88 0,0068 −0,0011
US345397D260 / Ford Motor Credit Co LLC 0,91 −0,22 0,0068 −0,0012
US754065AD25 / RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX6 A4 0,91 −1,41 0,0068 −0,0013
SPACE COAST CREDIT UNION SCCU 2023 1A A2 144A / ABS-O (US805922AC52) 0,91 −60,95 0,0068 −0,0137
SPACE COAST CREDIT UNION SCCU 2023 1A A2 144A / ABS-O (US805922AC52) 0,91 −60,95 0,0068 −0,0137
OPORTUN FUNDING LLC OPTN 2025 A B 144A / ABS-O (US68377TAB44) 0,90 0,11 0,0067 −0,0012
US76112BF546 / RAAC SERIES RAAC 2005 SP2 2A 0,90 −2,29 0,0067 −0,0014
US36258BAS79 / GS MORTGAGE SECURITIES CORP TRUST 2020-DUNE SER 2020-DUNE CL E V/R REGD 144A P/P 4.20000000 0,89 0,22 0,0067 −0,0012
US76112BR285 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 NC1 AI4 0,89 −0,45 0,0067 −0,0012
US83611DAC20 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 NLC1 A3 144A 0,89 −1,88 0,0067 −0,0013
US912810QV35 / United States Treasury Inflation Indexed Bonds 0,88 −2,43 0,0066 −0,0014
US46647PAM86 / JPMorgan Chase & Co 0,88 0,80 0,0066 −0,0011
CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA B 144A / ABS-O (US21050UAC27) 0,88 0,11 0,0066 −0,0012
CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA B 144A / ABS-O (US21050UAC27) 0,88 0,11 0,0066 −0,0012
PRP ADVISORS, LLC PRPM 2025 RCF2 A1 144A / ABS-MBS (US74448VAA44) 0,88 0,0066 0,0066
US65023PAN06 / NBCLO 2017-1A A1R 144A FRN (L+97) 07-25-30 0,88 −15,15 0,0066 −0,0025
IRS AUD 4.50000 09/20/23-10Y LCH / DIR (EZGXS4F4YYN6) 0,88 100,46 0,0066 0,0027
FNMA POOL DA1048 FN 10/53 FIXED 6.5 / ABS-MBS (US3140A1EW37) 0,87 −0,23 0,0065 −0,0012
FNMA POOL DA1048 FN 10/53 FIXED 6.5 / ABS-MBS (US3140A1EW37) 0,87 −0,23 0,0065 −0,0012
US69380RAA32 / PRPM 2023-RCF2 LLC 4% 11/25/2053 144A 0,87 −5,04 0,0065 −0,0016
US02376UAA34 / American Airlines Pass Through Trust, Series 2016-1, Class AA 0,87 0,23 0,0065 −0,0011
US3133BUZL43 / FED HM LN PC POOL QF7047 FR 02/53 FIXED 5 0,86 −0,35 0,0064 −0,0012
3 MONTH SOFR FUT DEC25 XCME 20260317 / DIR (000000000) 0,86 0,0064 0,0064
IHRT / iHeartMedia, Inc. 0,49 0,00 0,86 6,59 0,0064 −0,0007
TREASURY BILL 07/25 0.00000 / DBT (US912797PG65) 0,86 0,0064 0,0064
FED HM LN PC POOL QH2482 FR 10/53 FIXED 5.5 / ABS-MBS (US3133CEXK37) 0,86 −0,23 0,0064 −0,0011
RFR USD SOFR/3.30000 12/02/24-29Y* CME / DIR (EZ4L37MKCDC8) 0,85 24,09 0,0064 0,0003
US3133BKM557 / FNCL UMBS 5.0 QE9380 09-01-52 0,85 −2,08 0,0063 −0,0013
SANTANDER DRIVE AUTO RECEIVABL SDART 2024 3 A2 / ABS-O (US80287LAB53) 0,85 −74,54 0,0063 −0,0230
SANTANDER DRIVE AUTO RECEIVABL SDART 2024 3 A2 / ABS-O (US80287LAB53) 0,85 −74,54 0,0063 −0,0230
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 0,84 0,0063 0,0063
US78307ADE01 / Russian Foreign Bond - Eurobond 0,84 0,00 0,0063 −0,0011
US040114HX11 / Argentine Republic Government International Bond 0,84 7,57 0,0063 −0,0006
US3133C7LW58 / FNCL UMBS 5.0 QG6641 07-01-53 0,84 −1,30 0,0063 −0,0012
TORREY PINES RE LTD TORREY PINES RE LTD / DBT (US89141WAJ18) 0,83 −0,71 0,0063 −0,0012
US45254TSM70 / IMPAC SECURED ASSETS CORP. IMSA 2005 2 A1 0,83 3,22 0,0062 −0,0009
US3133BWUQ41 / FED HM LN PC POOL QF8691 FR 02/53 FIXED 5.5 0,83 −0,12 0,0062 −0,0011
BOUGHT BRL SOLD USD 20250804 / DFE (000000000) 0,83 0,0062 0,0062
US912810RA88 / United States Treasury Inflation Indexed Bonds 0,83 −2,35 0,0062 −0,0013
US126673JW36 / COUNTRYWIDE ASSET BACKED CERTI CWL 2004 10 MV4 0,83 −4,16 0,0062 −0,0014
US02156LAF85 / Altice France SA/France 0,83 5,48 0,0062 −0,0007
IRS EUR 3.27000 08/21/23-10Y LCH / DIR (EZWJ1RP1C374) 0,83 18,14 0,0062 0,0000
IRS EUR 3.27000 08/21/23-10Y LCH / DIR (EZWJ1RP1C374) 0,83 18,14 0,0062 0,0000
FED HM LN PC POOL QI5944 FR 05/54 FIXED 5 / ABS-MBS (US3133WCS961) 0,83 −1,08 0,0062 −0,0012
FED HM LN PC POOL QI5944 FR 05/54 FIXED 5 / ABS-MBS (US3133WCS961) 0,83 −1,08 0,0062 −0,0012
OIS MXN TIIE1/9.10833 03/19/25-5Y* CME / DIR (EZXSD6T87JT9) 0,83 43,40 0,0062 0,0011
OIS MXN TIIE1/9.10833 03/19/25-5Y* CME / DIR (EZXSD6T87JT9) 0,83 43,40 0,0062 0,0011
US3140NDY847 / FNMA POOL BX8834 FN 03/53 FIXED 5 0,82 −8,78 0,0062 −0,0018
FED HM LN PC POOL SD8430 FR 05/54 FIXED 5 / ABS-MBS (US3132DWLK70) 0,82 −1,92 0,0061 −0,0012
US3132A5KB03 / Freddie Mac Pool 0,82 −1,81 0,0061 −0,0012
FNMA POOL DB5507 FN 06/54 FIXED 5 / ABS-MBS (US3140AFDM56) 0,81 −0,37 0,0061 −0,0011
FNMA POOL DB5507 FN 06/54 FIXED 5 / ABS-MBS (US3140AFDM56) 0,81 −0,37 0,0061 −0,0011
US23243AAC09 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA12 A1C 0,81 0,87 0,0061 −0,0010
US36245RAA77 / ASSET BACKED SECURITY 0,81 −1,94 0,0061 −0,0012
US3132XSBA76 / FED HM LN PC POOL Q50032 FG 08/47 FIXED 4 0,80 −1,11 0,0060 −0,0011
US45669EAA47 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR5 1A1 0,80 −2,31 0,0060 −0,0012
3 MONTH SOFR FUT SEP25 XCME 20251216 / DIR (000000000) 0,80 0,0060 0,0060
3 MONTH SOFR FUT SEP25 XCME 20251216 / DIR (000000000) 0,80 0,0060 0,0060
934FUQII0 / KAF KAERTNER AUS (EUR) HETACAPP2 (EUR) 0,80 12,50 0,0060 −0,0003
US06051GLA57 / Bank of America Corp. 0,80 0,00 0,0060 −0,0011
PRP ADVISORS, LLC PRPM 2024 RCF2 A1 144A / ABS-MBS (US693987AA72) 0,80 −3,51 0,0060 −0,0013
PRP ADVISORS, LLC PRPM 2024 RCF2 A1 144A / ABS-MBS (US693987AA72) 0,80 −3,51 0,0060 −0,0013
US65480CAD74 / Nissan Motor Acceptance Co LLC 0,80 −1,73 0,0060 −0,0012
US3140NMJ401 / FNMA POOL BY4782 FN 07/53 FIXED 5 0,80 −0,25 0,0060 −0,0011
PRP ADVISORS, LLC PRPM 2024 RCF1 A1 144A / ABS-MBS (US693581AA80) 0,80 −3,28 0,0060 −0,0013
PRP ADVISORS, LLC PRPM 2024 RCF1 A1 144A / ABS-MBS (US693581AA80) 0,80 −3,28 0,0060 −0,0013
US694308JC22 / Pacific Gas and Electric Co 0,80 0,51 0,0060 −0,0010
US021464AA03 / Alternative Loan Trust 2006-OC3 0,79 −1,25 0,0059 −0,0011
US14856CAA71 / CASTLELAKE AIRCRAFT SECURITIZATION TRUST 2018-1 SER 2018-1 CL A REGD 144A P/P 4.12500000 0,79 −16,82 0,0059 −0,0025
ANGEL OAK MORTGAGE TRUST AOMT 2024 2 A1 144A / ABS-MBS (US034942AA08) 0,78 −3,81 0,0059 −0,0013
ANGEL OAK MORTGAGE TRUST AOMT 2024 2 A1 144A / ABS-MBS (US034942AA08) 0,78 −3,81 0,0059 −0,0013
AUST 10Y BOND FUT SEP25 XSFE 20250915 / DIR (000000000) 0,78 0,0059 0,0059
AUST 10Y BOND FUT SEP25 XSFE 20250915 / DIR (000000000) 0,78 0,0059 0,0059
CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A C / ABS-O (US21050QAD97) 0,78 0,51 0,0059 −0,0010
CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A C / ABS-O (US21050QAD97) 0,78 0,51 0,0059 −0,0010
CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A R / ABS-O (US21050QAG29) 0,78 0,77 0,0059 −0,0010
CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A R / ABS-O (US21050QAG29) 0,78 0,77 0,0059 −0,0010
CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A2B / ABS-O (US14319FAC77) 0,78 −30,19 0,0058 −0,0040
FED HM LN PC POOL QG3352 FR 04/53 FIXED 5 / ABS-MBS (US3133C3WM44) 0,78 −0,26 0,0058 −0,0011
US12498CAA53 / C BASS LTD CBCL 12A A 144A 0,78 0,00 0,0058 −0,0010
US52608GAA94 / LENDINGPOINT PASS THROUGH TRUS LPPT 2022 ST4 A 144A 0,78 −27,77 0,0058 −0,0036
CMBX.NA.AAA.13 SP GST / DCR (000000000) 0,78 0,0058 0,0058
US3935053Q32 / CONSECO FINANCIAL CORP GT 1999 5 A6 0,77 −3,14 0,0058 −0,0012
US36263PAQ37 / GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 AIOS 144A 0,76 −4,15 0,0057 −0,0013
PRKCM TRUST PRKCM 2024 HOME1 A1 144A / ABS-MBS (US69391XAA72) 0,76 −10,44 0,0057 −0,0018
FNMA POOL DA5067 FN 11/53 FIXED 6.5 / ABS-MBS (US3140A5TZ17) 0,75 −4,31 0,0057 −0,0013
FNMA POOL DA5067 FN 11/53 FIXED 6.5 / ABS-MBS (US3140A5TZ17) 0,75 −4,31 0,0057 −0,0013
US17312XAQ79 / Citicorp Mortgage Securities Trust Series 2007-4 0,75 −4,57 0,0056 −0,0013
US3140NEEH41 / UMBS 0,75 −3,35 0,0056 −0,0012
US3133C0WK49 / FED HM LN PC POOL QG0650 FR 04/53 FIXED 5 0,75 −0,27 0,0056 −0,0010
US224939AA67 / Credicorp Capital Sociedad Titulizadora SA 0,75 2,74 0,0056 −0,0008
US3132DWFG33 / Freddie Mac Pool 0,75 −1,83 0,0056 −0,0011
PRP ADVISORS, LLC PRPM 2024 RCF3 A1 144A / ABS-MBS (US74390BAA61) 0,75 −6,39 0,0056 −0,0014
US31418ENM83 / Federal National Mortgage Association (FNMA) 0,75 −7,10 0,0056 −0,0015
FNMA POOL BY6544 FN 05/54 FIXED 5 / ABS-MBS (US3140NPHW38) 0,75 −0,40 0,0056 −0,0010
TREASURY BILL 08/25 0.00000 / DBT (US912797PP64) 0,74 0,0056 0,0056
TREASURY BILL 08/25 0.00000 / DBT (US912797PP64) 0,74 0,0056 0,0056
US19423DAA81 / COLLEGE AVE STUDENT LOANS 2018-A LLC CASL 2018-A A1 0,74 −6,19 0,0056 −0,0014
US17307GP856 / Citigroup Mortgage Loan Trust Inc 0,74 0,41 0,0056 −0,0009
FNMA POOL BY4990 FN 06/53 FIXED 5 / ABS-MBS (US3140NMRL32) 0,74 −0,40 0,0055 −0,0010
RFR USD SOFR/4.03000 10/04/23-10Y LCH / DIR (EZSWG77RN9D9) 0,74 42,83 0,0055 0,0010
US3140MKG890 / FNMA POOL BV5622 FN 06/52 FIXED 3 0,73 −2,27 0,0055 −0,0011
XS2161831776 / THAMES WATER UTL 0,73 −3,58 0,0054 −0,0012
US02377BAB27 / American Airlines 2015-2 Class AA Pass Through Trust 0,73 0,41 0,0054 −0,0009
US3140QSUE94 / Fannie Mae Pool 0,73 −6,92 0,0054 −0,0014
FED HM LN PC POOL QI2023 FR 03/54 FIXED 5 / ABS-MBS (US3133W8G809) 0,73 −1,09 0,0054 −0,0010
US3132A5GX78 / Freddie Mac Pool 0,73 −1,76 0,0054 −0,0011
RFR USD SOFR/3.94000 02/22/24-5Y LCH / DIR (EZZGZFB54PK2) 0,72 67,29 0,0054 0,0016
RFR USD SOFR/3.94000 02/22/24-5Y LCH / DIR (EZZGZFB54PK2) 0,72 67,29 0,0054 0,0016
US023761AA74 / American Airlines Pass Through Trust, Series 2017-1, Class AA 0,71 0,28 0,0054 −0,0009
US912810RY64 / United States Treas Bds Bond 0,71 −2,46 0,0053 −0,0011
US31418ELX66 / FNMA 30YR 5% 12/01/2052#MA4841 0,71 −2,20 0,0053 −0,0011
SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A4 144A / ABS-O (US78435VAD47) 0,71 0,42 0,0053 −0,0009
US31418ECR99 / Fannie Mae Pool 0,71 −2,07 0,0053 −0,0011
US3622M8AD88 / GSAMP TRUST GSAMP 2006 HE8 A2C 0,70 −4,86 0,0053 −0,0012
US59024UAD37 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 MLN1 A2C 0,70 −4,77 0,0052 −0,0012
US3132A5G331 / UMBS Pool 0,70 −2,11 0,0052 −0,0011
US08763QAA04 / BTNY2_18-1A 0,70 −28,86 0,0052 −0,0034
US02379KAA25 / American Airlines 2021-1 Class A Pass Through Trust 0,69 0,44 0,0052 −0,0009
US3132DWC841 / Freddie Mac Pool 0,68 −2,30 0,0051 −0,0010
CMBX.NA.AAA.13 SP MYC / DCR (000000000) 0,68 0,0051 0,0051
CMBX.NA.AAA.13 SP MYC / DCR (000000000) 0,68 0,0051 0,0051
US3133C7VU82 / FED HM LN PC POOL QG6927 FR 06/53 FIXED 5 0,68 −0,44 0,0051 −0,0009
FED HM LN PC POOL QH4303 FR 11/53 FIXED 5 / ABS-MBS (US3133CGX857) 0,68 −10,23 0,0051 −0,0016
FED HM LN PC POOL QH4303 FR 11/53 FIXED 5 / ABS-MBS (US3133CGX857) 0,68 −10,23 0,0051 −0,0016
TREASURY BILL 09/25 0.00000 / DBT (US912797PW16) 0,67 0,0050 0,0050
US040104JR35 / ARGENT SECURITIES INC. ARSI 2004 W8 M4 0,66 0,00 0,0049 −0,0009
GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 1 A2 144A / ABS-O (US39571MAB46) 0,65 −43,06 0,0049 −0,0052
GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 1 A2 144A / ABS-O (US39571MAB46) 0,65 −43,06 0,0049 −0,0052
3 MONTH SOFR FUT MAR26 XCME 20260616 / DIR (000000000) 0,65 0,0049 0,0049
3 MONTH SOFR FUT MAR26 XCME 20260616 / DIR (000000000) 0,65 0,0049 0,0049
XS2404309754 / NPC UKRENERGO GOVT GUARANT REGS 11/28 6.875 0,65 3,50 0,0049 −0,0007
BAYOU RE LTD UNSECURED 144A 04/31 VAR / DBT (US07304LAD38) 0,65 −4,44 0,0048 −0,0011
BAYOU RE LTD UNSECURED 144A 04/31 VAR / DBT (US07304LAD38) 0,65 −4,44 0,0048 −0,0011
SOLD KWD BOUGHT USD 20290503 / DFE (000000000) 0,64 0,0048 0,0048
SOLD KWD BOUGHT USD 20290503 / DFE (000000000) 0,64 0,0048 0,0048
EXETER AUTOMOBILE RECEIVABLES EART 2024 3A A2 / ABS-O (US30165AAB17) 0,64 −83,97 0,0048 −0,0306
US023765AA88 / American Airlines 2016-2 Class AA Pass Through Trust 0,64 −3,03 0,0048 −0,0010
US3132DWJ614 / FNCL UMBS 6.5 SD8385 12-01-53 0,64 −8,58 0,0048 −0,0014
US36179WVV70 / GINNIE MAE II POOL G2 MA7828 0,64 −3,19 0,0048 −0,0010
CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N1 A2 144A / ABS-O (US14687QAB95) 0,63 −67,47 0,0047 −0,0124
CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N1 A2 144A / ABS-O (US14687QAB95) 0,63 −67,47 0,0047 −0,0124
US11043XAA19 / British Airways Pass Through Trust, Series 2019-1, Class AA 0,63 −2,18 0,0047 −0,0010
US26884UAC36 / EPR Properties 0,63 0,32 0,0047 −0,0008
TREASURY BILL 08/25 0.00000 / DBT (US912797QK68) 0,63 0,0047 0,0047
TREASURY BILL 08/25 0.00000 / DBT (US912797QK68) 0,63 0,0047 0,0047
952NPK908 / CREDIT SUISSE GROUP AG COCO JRSUB 144A 0,62 0,00 0,0047 −0,0008
RFR USD SOFR/3.23200 09/10/24-10Y LCH / DIR (EZ7VRSSQ00Z9) 0,62 −11,90 0,0047 −0,0016
RFR USD SOFR/3.23200 09/10/24-10Y LCH / DIR (EZ7VRSSQ00Z9) 0,62 −11,90 0,0047 −0,0016
SABINE RE LTD UNSECURED 144A 04/31 VAR / DBT (US785628AA63) 0,62 0,00 0,0047 −0,0008
OIS CAD CAONREPO/3.75000 12/20/23-2Y LCH / DIR (EZ37LRWYY447) 0,62 −45,14 0,0047 −0,0053
US3133C3UV60 / FED HM LN PC POOL QG3296 FR 04/53 FIXED 5 0,62 −0,32 0,0047 −0,0008
US31418CS476 / Fannie Mae Pool 0,62 −1,75 0,0046 −0,0009
US842400GU17 / Southern California Edison Co 0,61 0,0046 0,0046
US89172UAC27 / TOWD POINT MORTGAGE TRUST 2016-4 SER 2016-4 CL M1 V/R REGD 144A P/P 3.25000000 0,61 −18,86 0,0046 −0,0021
KIZUNA RE III PTE LTD UNSECURED 144A 04/29 VAR / DBT (US49835JAB26) 0,61 −1,45 0,0046 −0,0009
KIZUNA RE III PTE LTD UNSECURED 144A 04/29 VAR / DBT (US49835JAB26) 0,61 −1,45 0,0046 −0,0009
US465981AG34 / JP MORGAN CHASE COMMERCIAL MOR JPMCC 2023 CCDC XA 144A 0,61 −6,88 0,0046 −0,0012
H / Hyatt Hotels Corporation 0,61 0,0046 0,0046
H / Hyatt Hotels Corporation 0,61 0,0046 0,0046
CAPE LOOKOUT RE LTD UNSECURED 144A 04/27 VAR / DBT (US13947LAF94) 0,61 −1,30 0,0046 −0,0009
US059469AC06 / BANC OF AMERICA ALTERNATIVE LO BOAA 2006 7 A3 0,61 −6,05 0,0045 −0,0012
US05473WAE66 / AYRESOME CDO LTD AYRES 2005 1A A3 144A 0,61 5,77 0,0045 −0,0005
FED HM LN PC POOL QI3285 FR 04/54 FIXED 5 / ABS-MBS (US3133W9UJ84) 0,60 −3,07 0,0045 −0,0010
FED HM LN PC POOL QI3285 FR 04/54 FIXED 5 / ABS-MBS (US3133W9UJ84) 0,60 −3,07 0,0045 −0,0010
US61747YET82 / Morgan Stanley 0,60 0,00 0,0045 −0,0008
US46647PDA12 / JPMorgan Chase & Co. 0,60 0,34 0,0045 −0,0008
UBS / UBS Group AG 0,02 0,00 0,59 11,30 0,0044 −0,0002
US91681EAA29 / UPSTART PASS THROUGH TRUST UPSPT 2022 ST3 A 144A 0,59 −16,97 0,0044 −0,0018
US00437NAD49 / Accredited Mortgage Loan Trust 2006-2 0,59 −13,93 0,0044 −0,0016
US912810QF84 / United States Treasury Inflation Indexed Bonds 0,59 −1,35 0,0044 −0,0008
US12669GYY15 / CHL Mortgage Pass-Through Trust 2005-9 0,59 −1,84 0,0044 −0,0009
IHRTB / iHeartMedia, Inc. 0,38 0,00 0,59 6,56 0,0044 −0,0005
CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A E / ABS-O (US21050QAF46) 0,59 1,04 0,0044 −0,0007
US12667F6Z39 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 4 1A2 0,58 0,17 0,0044 −0,0008
US152314GR52 / CENTEX HOME EQUITY CXHE 2003 A M1 0,58 −28,38 0,0043 −0,0028
US31418DWH15 / FNMA POOL MA4247 FN 01/51 FIXED 4 0,58 −3,36 0,0043 −0,0009
US912810QP66 / United States Treasury Inflation Indexed Bonds 0,57 −2,05 0,0043 −0,0009
RFR USD SOFR/3.75000 06/20/24-10Y LCH / DIR (EZ52H44WTW83) 0,57 −201,06 0,0043 0,0093
US98580LAA35 / YELLOWSTONE ENERGY LP SR SECURED 12/26 5.75 0,57 −13,41 0,0043 −0,0015
RFR USD SOFR/4.22000 10/20/23-10Y LCH / DIR (EZ3GHXW0MPL7) 0,57 24,34 0,0043 0,0002
RFR USD SOFR/4.22000 10/20/23-10Y LCH / DIR (EZ3GHXW0MPL7) 0,57 24,34 0,0043 0,0002
US3132A5J632 / Freddie Mac Pool 0,57 −1,73 0,0042 −0,0008
IRS AUD 4.50000 09/18/24-10Y LCH / DIR (EZLG541MMLX8) 0,57 115,21 0,0042 0,0019
IRS AUD 4.50000 09/18/24-10Y LCH / DIR (EZLG541MMLX8) 0,57 115,21 0,0042 0,0019
US14686KAF49 / Carvana Auto Receivables Trust 2021-N2 0,56 0,0042 0,0042
US3140QPKC00 / FNMA POOL CB3890 FN 06/52 FIXED 3 0,56 −1,75 0,0042 −0,0008
CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA D 144A / ABS-O (US21050UAE82) 0,55 0,18 0,0042 −0,0007
CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA D 144A / ABS-O (US21050UAE82) 0,55 0,18 0,0042 −0,0007
WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A2B 144A / ABS-O (US96043RAC16) 0,55 −66,42 0,0041 −0,0104
WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A2B 144A / ABS-O (US96043RAC16) 0,55 −66,42 0,0041 −0,0104
US86359BW496 / STRUCTURED ASSET SECURITIES CO SASC 2005 WF1 M6 0,55 0,36 0,0041 −0,0007
US69121PDC41 / OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2006 2 A1 0,55 −4,51 0,0041 −0,0010
RFR JPY MUTK/1.00000 09/18/24-10Y LCH / DIR (EZGG5GCVX2P9) 0,55 −49,36 0,0041 −0,0054
XS0294367205 / Petroleos de Venezuela SA 0,55 −10,02 0,0041 −0,0013
31750R6K8 PIMCO FXVAN PUT EUR USD 1.15000000 / DFE (EZ6WVRM7DHY0) 0,55 0,0041 0,0041
US83613AAQ58 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT4 2A2 0,55 −1,62 0,0041 −0,0008
BOUGHT GBP SOLD USD 20250702 / DFE (000000000) 0,55 0,0041 0,0041
US170256AD31 / COUNTRYWIDE HOME LOANS CWHL 2006 HYB5 2A1 0,54 −0,55 0,0041 −0,0007
US38376RB705 / GNMA, Series 2016-H23, Class F 0,54 −19,58 0,0041 −0,0019
RFR USD SOFR/4.13000 05/03/24-10Y LCH / DIR (EZLH6KBBN1Y1) 0,54 72,35 0,0040 0,0013
US02660YAW21 / AMERICAN HOME MORTGAGE INVESTM AHM 2006 2 3A4 0,53 −2,38 0,0040 −0,0008
BAYOU RE LTD UNSECURED 144A 04/31 VAR / DBT (US07304LAC54) 0,53 −0,57 0,0039 −0,0007
XAF6628DAP96 / ALTICE FRANCE S A 2023 EUR EXTENDED TL B11 0,53 9,13 0,0039 −0,0003
US3140NCT823 / FNCL UMBS 5.5 BX7774 03-01-53 0,52 −2,78 0,0039 −0,0008
US669884AA68 / NOVASTAR HOME EQUITY LOAN NHEL 2006 1 A1A 0,52 −14,98 0,0039 −0,0015
FNMA POOL CB8271 FN 04/54 FIXED 5 / ABS-MBS (US3140QUFM32) 0,52 −3,34 0,0039 −0,0008
FNMA POOL CB8271 FN 04/54 FIXED 5 / ABS-MBS (US3140QUFM32) 0,52 −3,34 0,0039 −0,0008
US91683TAB52 / UPSTART SECURITIZATION TRUST UPST 2022 3 A 144A 0,52 −58,91 0,0039 −0,0073
US36179RPM50 / GNMA II POOL MA3128 G2 09/45 FLOATING VAR 0,52 −6,15 0,0039 −0,0010
MMIFS RE LTD SECURED 144A 01/33 VAR / DBT (XS2969300081) 0,52 6,19 0,0039 −0,0004
MMIFS RE LTD SECURED 144A 01/33 VAR / DBT (XS2969300081) 0,52 6,19 0,0039 −0,0004
US59022QAC69 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE5 A2B 0,52 −1,34 0,0039 −0,0007
US02376AAA79 / American Airlines Pass Through Trust, Series 2017-2, Class AA 0,52 −3,74 0,0039 −0,0009
RFR USD SOFR/4.07800 04/29/24-10Y LCH / DIR (EZ8GRFQ9MCJ3) 0,51 94,30 0,0038 0,0015
RFR USD SOFR/4.07800 04/29/24-10Y LCH / DIR (EZ8GRFQ9MCJ3) 0,51 94,30 0,0038 0,0015
USP17625AB33 / Venezuela Government International Bond 0,51 −8,09 0,0038 −0,0011
TORREY PINES RE LTD TORREY PINES RE LTD / DBT (US89141WAK80) 0,51 −1,54 0,0038 −0,0008
TORREY PINES RE LTD TORREY PINES RE LTD / DBT (US89141WAK80) 0,51 −1,54 0,0038 −0,0008
RFR USD SOFR/4.17500 10/10/23-10Y LCH / DIR (EZ40KCGZSHS4) 0,51 27,25 0,0038 0,0003
RFR USD SOFR/4.17500 10/10/23-10Y LCH / DIR (EZ40KCGZSHS4) 0,51 27,25 0,0038 0,0003
US3133BASY82 / Federal Home Loan Mortgage Corporation 0,51 −2,12 0,0038 −0,0008
US345397C437 / Ford Motor Credit Co LLC 0,50 −0,20 0,0038 −0,0007
US71085PCD33 / PEOPLE S CHOICE HOME LOAN SECU PCHLT 2005 2 M4 0,50 −5,26 0,0038 −0,0009
US61747YEX94 / Morgan Stanley 0,50 −0,20 0,0038 −0,0007
VITALITY RE XVI LTD UNSECURED 144A 01/30 VAR / DBT (US92849FAA66) 0,50 0,00 0,0038 −0,0007
RFR USD SOFR/4.45000 10/31/23-10Y LCH / DIR (EZ69XWNNR2R8) 0,50 16,55 0,0037 −0,0000
RFR USD SOFR/4.45000 10/31/23-10Y LCH / DIR (EZ69XWNNR2R8) 0,50 16,55 0,0037 −0,0000
OPORTUN FUNDING LLC OPTN 2025 A C 144A / ABS-O (US68377TAC27) 0,50 0,40 0,0037 −0,0007
OPORTUN FUNDING LLC OPTN 2025 A C 144A / ABS-O (US68377TAC27) 0,50 0,40 0,0037 −0,0007
US30767EAD13 / FARM CREDIT BK OF TEXAS JR SUBORDINA 144A 12/99 VAR 0,50 0,00 0,50 0,20 0,0037 −0,0006
US02377AAA60 / American Airlines Pass Through Trust, Series 2014-1, Class A 0,50 −4,42 0,0037 −0,0009
INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR / DBT (US45833UAM36) 0,50 −4,25 0,0037 −0,0009
INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR / DBT (US45833UAM36) 0,50 −4,25 0,0037 −0,0009
RFR JPY MUTK/0.70000 09/18/24-5Y LCH / DIR (EZFJTHQSQCN6) 0,49 −58,29 0,0037 −0,0067
US36179RV224 / GNMA II POOL MA3333 G2 12/45 FLOATING VAR 0,49 −2,77 0,0037 −0,0008
RFR USD SOFR/4.08500 04/22/24-10Y LCH / DIR (EZS5R9RJ3PK1) 0,49 94,07 0,0037 0,0014
RFR USD SOFR/4.08500 04/22/24-10Y LCH / DIR (EZS5R9RJ3PK1) 0,49 94,07 0,0037 0,0014
US48252KAA79 / KKR CLO 21 Ltd 0,49 −26,17 0,0037 −0,0022
RFR USD SOFR/4.08000 04/17/24-10Y LCH / DIR (EZR19VMTQWV1) 0,49 98,77 0,0036 0,0015
RFR USD SOFR/4.15000 10/12/23-10Y LCH / DIR (EZ5L8D47TWL2) 0,49 28,99 0,0036 0,0003
RFR USD SOFR/4.15000 10/12/23-10Y LCH / DIR (EZ5L8D47TWL2) 0,49 28,99 0,0036 0,0003
317U0UIA5 PIMCO FPPSWAPTION 2.18 CALL USD / DIR (000000000) 0,48 0,0036 0,0036
317U0UIA5 PIMCO FPPSWAPTION 2.18 CALL USD / DIR (000000000) 0,48 0,0036 0,0036
US57643LKC99 / MASTR ASSET BACKED SECS TR 1ML+172.5 06/25/2035 0,48 0,00 0,0036 −0,0006
CDX IG43 5Y ICE / DCR (EZ10N17RBN04) 0,48 −84,80 0,0036 −0,0242
CDX IG43 5Y ICE / DCR (EZ10N17RBN04) 0,48 −84,80 0,0036 −0,0242
US3132DWH303 / Freddie Mac Pool 0,48 −3,25 0,0036 −0,0008
XS2356204052 / LION III RE DAC /EUR/ REGD V/R 144A P/P SER 21-A 3.50000000 0,47 0,0035 0,0035
US3137FMUL40 / FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER Q010 CL APT3 V/R 2.98748400 0,47 −11,65 0,0035 −0,0012
CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA R 144A / ABS-O (US21050UAG31) 0,47 −2,29 0,0035 −0,0007
BOUGHT CAD SOLD USD 20250702 / DFE (000000000) 0,46 0,0035 0,0035
BOUGHT CAD SOLD USD 20250702 / DFE (000000000) 0,46 0,0035 0,0035
RFR USD SOFR/3.53200 08/20/24-10Y LCH / DIR (EZ4ZGS2N23W5) 0,46 −25,76 0,0035 −0,0020
AIRBUS FINANCE BV SNR SE ICE / DCR (EZ206QGZMGN5) 0,46 −9,07 0,0035 −0,0010
AIRBUS FINANCE BV SNR SE ICE / DCR (EZ206QGZMGN5) 0,46 −9,07 0,0035 −0,0010
RFR USD SOFR/3.55800 08/21/24-10Y LCH / DIR (EZHZRCBWPB39) 0,46 −28,62 0,0034 −0,0022
RFR USD SOFR/4.20000 10/18/23-10Y LCH / DIR (EZ928N5BXG10) 0,46 25,41 0,0034 0,0002
RFR USD SOFR/4.20000 10/18/23-10Y LCH / DIR (EZ928N5BXG10) 0,46 25,41 0,0034 0,0002
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 0,46 0,0034 0,0034
FED HM LN PC POOL SD4977 FR 11/53 FIXED 5 / ABS-MBS (US3132DSQ625) 0,46 −2,14 0,0034 −0,0007
FED HM LN PC POOL SD4977 FR 11/53 FIXED 5 / ABS-MBS (US3132DSQ625) 0,46 −2,14 0,0034 −0,0007
RFR USD SOFR/3.41000 09/05/24-10Y LCH / DIR (EZQK0T1M7D98) 0,46 −17,84 0,0034 −0,0015
RFR USD SOFR/3.41000 09/05/24-10Y LCH / DIR (EZQK0T1M7D98) 0,46 −17,84 0,0034 −0,0015
US519440AD36 / LAVENDER TRUST LTS 2010 RR2A A4 144A 0,45 −2,99 0,0034 −0,0007
FNMA POOL DB4387 FN 05/54 FIXED 5 / ABS-MBS (US3140AD2V28) 0,45 −2,80 0,0034 −0,0007
RFR USD SOFR/3.86000 02/21/24-10Y LCH / DIR (EZ1G947YLS63) 0,45 87,55 0,0034 0,0013
RFR USD SOFR/3.86000 02/21/24-10Y LCH / DIR (EZ1G947YLS63) 0,45 87,55 0,0034 0,0013
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,45 0,0034 0,0034
XS0800185174 / THAMES WATER UTC 0,45 −5,85 0,0034 −0,0008
RFR USD SOFR/3.90000 08/30/23-10Y LCH / DIR (EZZ44B0R4XW3) 0,45 104,13 0,0033 0,0014
RFR USD SOFR/3.90000 08/30/23-10Y LCH / DIR (EZZ44B0R4XW3) 0,45 104,13 0,0033 0,0014
US65535AAD63 / NOMURA HOME EQUITY LOAN INC NHELI 2006 AF1 A4 0,44 0,00 0,0033 −0,0006
SOLD KWD BOUGHT USD 20300509 / DFE (000000000) 0,44 0,0033 0,0033
SOLD KWD BOUGHT USD 20300509 / DFE (000000000) 0,44 0,0033 0,0033
CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA C 144A / ABS-O (US21050UAD00) 0,44 0,23 0,0033 −0,0006
CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA C 144A / ABS-O (US21050UAD00) 0,44 0,23 0,0033 −0,0006
US36228F6P67 / GSAMP Trust 2004-AR1 0,44 −3,93 0,0033 −0,0007
USP7807HAR68 / Petroleos de Venezuela SA 0,44 −8,96 0,0033 −0,0010
US3140GQ6E16 / FNMA POOL BH2668 FN 09/47 FIXED 3.5 0,44 −0,68 0,0033 −0,0006
US36179RJ427 / GNMA II POOL MA2983 G2 07/45 FLOATING VAR 0,43 −0,46 0,0033 −0,0006
US03072SHK42 / AMERIQUEST MORTGAGE SECURITIES AMSI 2003 AR3 M5 0,43 0,47 0,0032 −0,0006
952NPGII8 / CREDIT SUISSE GP AG COCO JRSUB 144A RVC 0,43 0,00 0,0032 −0,0006
RFR USD SOFR/3.56900 08/14/24-10Y LCH / DIR (EZBVMXZPZB61) 0,43 −29,39 0,0032 −0,0022
US07274EAK91 / BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.375% 11-21-30 0,43 1,43 0,0032 −0,0005
US31335A3G11 / FED HM LN PC POOL G60799 FG 11/46 FIXED 3.5 0,43 −1,85 0,0032 −0,0006
XS2010044035 / MACKAY SHIELDS EURO CLO MKSE 1A A 144A 0,42 −67,52 0,0032 −0,0083
WINSTON RE LTD UNSECURED 144A 02/31 VAR / DBT (US975660AB76) 0,42 0,24 0,0032 −0,0005
IRS EUR 2.78000 05/02/24-5Y LCH / DIR (EZJ3VKFQ3YF7) 0,42 −17,36 0,0031 −0,0013
IRS EUR 2.78000 05/02/24-5Y LCH / DIR (EZJ3VKFQ3YF7) 0,42 −17,36 0,0031 −0,0013
RFR USD SOFR/4.43500 11/01/23-10Y LCH / DIR (EZVVYR19MCY7) 0,42 −41,15 0,0031 −0,0031
RFR USD SOFR/4.43500 11/01/23-10Y LCH / DIR (EZVVYR19MCY7) 0,42 −41,15 0,0031 −0,0031
RFR USD SOFR/3.25000 06/18/25-10Y LCH / DIR (EZXZ4DC8KGZ4) 0,42 0,0031 0,0031
IRS EUR 2.95000 06/12/24-5Y LCH / DIR (EZT0P390L5T8) 0,42 −17,72 0,0031 −0,0013
US3133C0T365 / FED HM LN PC POOL QG0570 FR 04/53 FIXED 5 0,42 −3,02 0,0031 −0,0007
IRS AUD 4.00000 09/18/24-5Y LCH / DIR (EZKTY90KL2M8) 0,42 390,59 0,0031 0,0024
IRS AUD 4.00000 09/18/24-5Y LCH / DIR (EZKTY90KL2M8) 0,42 390,59 0,0031 0,0024
EZ6MPW8FKYP3 / CDX EM36 ICE 0,42 672,22 0,0031 0,0026
XS0294364954 / Petroleos de Venezuela SA 0,42 −8,57 0,0031 −0,0009
US61692AAN28 / Morgan Stanley Capital I Trust 2019-NUGS 0,41 0,00 0,0031 −0,0005
GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 1 A3 144A / ABS-O (US39571MAC29) 0,41 0,74 0,0031 −0,0005
GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 1 A3 144A / ABS-O (US39571MAC29) 0,41 0,74 0,0031 −0,0005
US86361GAA40 / STRUCTURED ASSET SECURITIES CO SASC 2006 BC2 A1 0,41 −1,92 0,0031 −0,0006
IRS EUR 2.77000 04/16/24-5Y LCH / DIR (EZ8YJNQLMV03) 0,41 −14,68 0,0030 −0,0012
IRS EUR 2.77000 04/16/24-5Y LCH / DIR (EZ8YJNQLMV03) 0,41 −14,68 0,0030 −0,0012
US17309SAF74 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH4 M2 0,41 −4,92 0,0030 −0,0007
INTEGRITY RE III UNSECURED 144A 06/28 VAR / DBT (US45870GAE61) 0,40 0,25 0,0030 −0,0005
INTEGRITY RE III UNSECURED 144A 06/28 VAR / DBT (US45870GAE61) 0,40 0,25 0,0030 −0,0005
INTEGRITY RE III UNSECURED 144A 06/27 VAR / DBT (US45870GAF37) 0,40 1,01 0,0030 −0,0005
FNMA POOL DB3354 FN 06/54 FIXED 5 / ABS-MBS (US3140ACWQ29) 0,40 −0,25 0,0030 −0,0005
FNMA POOL DB3354 FN 06/54 FIXED 5 / ABS-MBS (US3140ACWQ29) 0,40 −0,25 0,0030 −0,0005
US247361ZV38 / Delta Air Lines 2020-1 Class AA Pass Through Trust 0,40 −3,18 0,0030 −0,0006
HESTIA RE LTD UNSECURED 144A 03/32 VAR / DBT (US42815KAC62) 0,40 −1,00 0,0030 −0,0006
HESTIA RE LTD UNSECURED 144A 03/32 VAR / DBT (US42815KAC62) 0,40 −1,00 0,0030 −0,0006
XS2053846262 / Altice France SA/France 0,40 14,83 0,0030 −0,0001
HESTIA RE LTD UNSECURED 144A 03/32 VAR / DBT (US42815KAD46) 0,39 −1,25 0,0030 −0,0006
HESTIA RE LTD UNSECURED 144A 03/32 VAR / DBT (US42815KAD46) 0,39 −1,25 0,0030 −0,0006
RFR USD SOFR/3.25000 03/19/25-7Y LCH / DIR (EZXW94GLV2L5) 0,39 −14,97 0,0029 −0,0011
RFR USD SOFR/3.25000 03/19/25-7Y LCH / DIR (EZXW94GLV2L5) 0,39 −14,97 0,0029 −0,0011
US161630AQ16 / Chase Mortgage Finance Trust Series 2007-A1 0,39 −1,52 0,0029 −0,0006
317U0TJA7 PIMCO FPPSWAPTION 2.17 CALL USD / DIR (000000000) 0,39 0,0029 0,0029
RFR USD SOFR/3.46382 09/03/24-25Y* CME / DIR (EZKW32HGZY54) 0,39 25,82 0,0029 0,0002
RFR USD SOFR/3.46382 09/03/24-25Y* CME / DIR (EZKW32HGZY54) 0,39 25,82 0,0029 0,0002
US3140MXNY62 / FNMA POOL BW5806 FN 08/52 FIXED 5 0,39 −5,17 0,0029 −0,0007
952NPL005 / CREDIT SUISSE GROUP AG COCO JR SUB 144A 0,38 0,00 0,0029 −0,0005
CMBX.NA.AAA.12 SP MYC / DCR (000000000) 0,38 0,0029 0,0029
CMBX.NA.AAA.12 SP MYC / DCR (000000000) 0,38 0,0029 0,0029
ZCS BRL 13.3537 05/12/25-01/02/29 CME / DIR (EZSPJ72GL6V3) 0,38 0,0028 0,0028
PAGAYA AI DEBT SELECTION TRUST PAID 2023 3 AB 144A / ABS-O (US69548BAC37) 0,38 −43,41 0,0028 −0,0031
US94983RAD61 / Wells Fargo Mortgage Backed Securities 2006-AR5 Trust 0,38 −3,85 0,0028 −0,0006
US05533JBJ16 / BCAP LLC TRUST BCAP 2010 RR11 6A2 144A 0,38 −1,06 0,0028 −0,0005
US00908PAA57 / Air Canada 2017-1 Class AA Pass Through Trust 0,38 0,00 0,0028 −0,0005
US46629CAK36 / JP MORGAN MORTGAGE TRUST 0,37 −4,10 0,0028 −0,0006
THAMES WATER UTIL FIN SR SECURED REGS 04/33 7.125 / DBT (XS2755443020) 0,37 −5,33 0,0028 −0,0007
THAMES WATER UTIL FIN SR SECURED REGS 04/33 7.125 / DBT (XS2755443020) 0,37 −5,33 0,0028 −0,0007
RFR USD SOFR/4.39250 10/25/23-10Y LCH / DIR (EZYXQ8SYW7C4) 0,37 18,10 0,0028 0,0000
US3140MRLT28 / FNMA 30YR 3% 05/01/2052#BW0337 0,37 −0,81 0,0028 −0,0005
EURO-BOBL FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF61) 0,37 0,0028 0,0028
EURO-BOBL FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF61) 0,37 0,0028 0,0028
RFR USD SOFR/3.95000 04/16/24-10Y LCH / DIR (EZH76FJG5D96) 0,37 318,18 0,0028 0,0020
RFR USD SOFR/3.95000 04/16/24-10Y LCH / DIR (EZH76FJG5D96) 0,37 318,18 0,0028 0,0020
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,37 0,0028 0,0028
FED HM LN PC POOL QI8825 FR 07/54 FIXED 5 / ABS-MBS (US3133WFYW11) 0,37 −0,81 0,0027 −0,0005
FED HM LN PC POOL QI8825 FR 07/54 FIXED 5 / ABS-MBS (US3133WFYW11) 0,37 −0,81 0,0027 −0,0005
US02147RAK68 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 23CB 1A10 0,37 −1,08 0,0027 −0,0005
QUERCUS RE DESIGNATED ACTIVITY 07/27 1 / DBT (XS2865536135) 0,36 7,42 0,0027 −0,0003
QUERCUS RE DESIGNATED ACTIVITY 07/27 1 / DBT (XS2865536135) 0,36 7,42 0,0027 −0,0003
US00253CHB63 / AAMES MORTGAGE TRUST AMT 2001 3 M1 0,36 −3,21 0,0027 −0,0006
US3140X3B801 / UMBS 0,36 −1,36 0,0027 −0,0005
US694308HL49 / PACIFIC GAS + ELECTRIC SR UNSECURED 03/45 4.3 0,36 −3,47 0,0027 −0,0006
US3140QLJX51 / FNMA POOL CB1177 FN 07/51 FIXED 4 0,36 −17,05 0,0027 −0,0011
RFR USD SOFR/3.59500 08/19/24-10Y LCH / DIR (EZN7CQ0TS3K8) 0,36 −33,27 0,0027 −0,0021
RFR USD SOFR/3.59500 08/19/24-10Y LCH / DIR (EZN7CQ0TS3K8) 0,36 −33,27 0,0027 −0,0021
US89054XAD75 / Topaz Solar Farms LLC 0,36 −3,24 0,0027 −0,0006
USU76673AB55 / RIO OIL FINANCE TRUST SR SECURED REGS 01/27 9.75 0,36 −11,17 0,0027 −0,0009
GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) 0,36 −74,84 0,0027 −0,0098
US3140MW2Q87 / FNMA POOL BW5282 FN 05/53 FIXED 5 0,35 −0,28 0,0027 −0,0005
US3133C74R51 / FED HM LN PC POOL QG7132 FR 06/53 FIXED 5 0,35 −0,28 0,0026 −0,0005
XAN5200EAB73 / Lealand Finance Company BV, Term Loan 0,35 21,88 0,0026 0,0001
FNMA POOL BY6514 FN 02/54 FIXED 5 / ABS-MBS (US3140NPGY03) 0,35 −1,13 0,0026 −0,0005
952NPG006 / CREDIT SUISSE GROUP AG JR SUB 144A 0,35 0,00 0,0026 −0,0005
RFR USD SOFR/3.24000 09/16/24-10Y LCH / DIR (EZH06W9H2QV9) 0,35 −12,15 0,0026 −0,0009
RFR USD SOFR/3.24000 09/16/24-10Y LCH / DIR (EZH06W9H2QV9) 0,35 −12,15 0,0026 −0,0009
IRS ZAR 8.20250 01/10/25-6Y CME / DIR (EZRKVVXPWRM6) 0,35 156,30 0,0026 0,0014
IRS ZAR 8.20250 01/10/25-6Y CME / DIR (EZRKVVXPWRM6) 0,35 156,30 0,0026 0,0014
HARLEY MARINE FINANCING LLC CLC 2023 1 A2 144A / ABS-O (US41284LAH78) 0,34 −3,94 0,0026 −0,0006
HARLEY MARINE FINANCING LLC CLC 2023 1 A2 144A / ABS-O (US41284LAH78) 0,34 −3,94 0,0026 −0,0006
US02149MAX74 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 J1 2A9 0,34 −2,30 0,0026 −0,0005
US3140QSC901 / FNMA 30YR 5% 02/01/2053#CB6395 0,34 −2,58 0,0026 −0,0005
HARLEY MARINE FINANCING LLC CLC 2023 1 A1 144A / ABS-O (US41284LAG95) 0,34 0,00 0,0026 −0,0004
HARLEY MARINE FINANCING LLC CLC 2023 1 A1 144A / ABS-O (US41284LAG95) 0,34 0,00 0,0026 −0,0004
US02660THL08 / AMERICAN HOME MORTGAGE INVESTM AHM 2005 SD1 1A1 144A 0,34 −0,88 0,0025 −0,0005
US31329QC669 / Federal Home Loan Mortgage Corporation 0,34 −1,18 0,0025 −0,0005
US43710XAD03 / Home Equity Loan Trust 0,34 −6,16 0,0025 −0,0006
RFR USD SOFR/3.36832 09/03/24-25Y* CME / DIR (EZKW32HGZY54) 0,33 9,15 0,0025 −0,0002
US36266BAH15 / GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL4 SA 144A 0,33 −3,48 0,0025 −0,0005
CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA E 144A / ABS-O (US21050UAF57) 0,33 0,61 0,0025 −0,0004
CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA E 144A / ABS-O (US21050UAF57) 0,33 0,61 0,0025 −0,0004
US02156LAE11 / Altice France SA/France 0,33 5,10 0,0025 −0,0003
US41161PPN77 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 7 1A1 0,33 −1,80 0,0025 −0,0005
RFR USD SOFR/3.52500 09/04/24-10Y LCH / DIR (EZSXZYY2VD17) 0,33 −25,74 0,0024 −0,0014
RFR USD SOFR/3.52500 09/04/24-10Y LCH / DIR (EZSXZYY2VD17) 0,33 −25,74 0,0024 −0,0014
US3140NBY882 / FNMA POOL BX7034 FN 05/53 FIXED 5.5 0,32 −0,31 0,0024 −0,0004
US59022VAA98 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 OPT1 A1 0,32 −1,53 0,0024 −0,0005
XS1859337419 / Altice France SA/France 0,32 10,38 0,0024 −0,0002
RFR USD SOFR/4.25500 10/23/23-10Y LCH / DIR (EZMRDB2FZ560) 0,32 29,27 0,0024 0,0002
RFR USD SOFR/4.25500 10/23/23-10Y LCH / DIR (EZMRDB2FZ560) 0,32 29,27 0,0024 0,0002
RFR USD SOFR/3.25000 06/18/25-7Y LCH / DIR (EZNM897HLTQ3) 0,32 0,0024 0,0024
317U0V7A5 PIMCO FPPSWAPTION 2.11 CALL USD / DIR (000000000) 0,32 0,0024 0,0024
US26884UAE91 / EPR Properties 0,32 0,64 0,0024 −0,0004
FED HM LN PC POOL QH4279 FR 11/53 FIXED 6.5 / ABS-MBS (US3133CGXG72) 0,31 −5,14 0,0024 −0,0006
FED HM LN PC POOL QH4279 FR 11/53 FIXED 6.5 / ABS-MBS (US3133CGXG72) 0,31 −5,14 0,0024 −0,0006
US86363DAH44 / Structured Asset Mortgage Investments II Trust 2007-AR2 0,31 −13,06 0,0023 −0,0008
WORLD OMNI AUTO RECEIVABLES TR WOART 2024 B A2A / ABS-O (US98164HAB42) 0,31 −41,28 0,0023 −0,0024
WORLD OMNI AUTO RECEIVABLES TR WOART 2024 B A2A / ABS-O (US98164HAB42) 0,31 −41,28 0,0023 −0,0024
IRS EUR 2.54700 03/09/23-10Y LCH / DIR (EZH1C8PGQ9G9) 0,31 −1 008,82 0,0023 0,0026
US04012XAD75 / ARGENT SECURITIES INC. ARSI 2006 W5 A2C 0,31 −0,32 0,0023 −0,0004
P1AY34 / Paychex, Inc. - Depositary Receipt (Common Stock) 0,31 0,0023 0,0023
P1AY34 / Paychex, Inc. - Depositary Receipt (Common Stock) 0,31 0,0023 0,0023
US3133C37A80 / FED HM LN PC POOL QG3589 FR 05/53 FIXED 5 0,31 −0,32 0,0023 −0,0004
FNMA POOL BO9411 FN 06/53 FIXED 5.5 / ABS-MBS (US3140K5N525) 0,31 −3,46 0,0023 −0,0005
EZV2HPK2D0S5 / EQUINIX INC SNR S* SP GST 0,31 −10,26 0,0023 −0,0007
VITALITY RE XVI LTD UNSECURED 144A 01/30 VAR / DBT (US92849FAC23) 0,30 0,33 0,0023 −0,0004
VITALITY RE XVI LTD UNSECURED 144A 01/30 VAR / DBT (US92849FAC23) 0,30 0,33 0,0023 −0,0004
FNMA POOL MA5546 FN 11/54 FIXED 6.5 / ABS-MBS (US31418FEU75) 0,30 −7,98 0,0023 −0,0006
US3132DWJH79 / Freddie Mac Pool 0,30 −5,06 0,0022 −0,0005
FNMA POOL BY2651 FN 05/53 FIXED 5.5 / ABS-MBS (US3140NJ5M26) 0,30 0,00 0,0022 −0,0004
FNMA POOL BY2651 FN 05/53 FIXED 5.5 / ABS-MBS (US3140NJ5M26) 0,30 0,00 0,0022 −0,0004
OIS MXN TIIE1/9.13500 01/02/25-5Y* CME / DIR (EZWL3F3ZD7S9) 0,30 41,04 0,0022 0,0004
US3140ND2R76 / FNCL UMBS 5.5 BX8883 04-01-53 0,30 −0,33 0,0022 −0,0004
FNMA POOL BY4139 FN 06/53 FIXED 5.5 / ABS-MBS (US3140NLS594) 0,30 −0,34 0,0022 −0,0004
US95000U2V48 / WELLS FARGO & COMPANY REGD V/R MTN 3.52600000 0,30 0,34 0,0022 −0,0004
US194204AA11 / College Avenue Student Loans LLC 0,30 −6,65 0,0022 −0,0006
FNMA POOL FS7325 FN 01/54 FIXED VAR / ABS-MBS (US3140XPD711) 0,29 −10,64 0,0022 −0,0007
FNMA POOL FS7325 FN 01/54 FIXED VAR / ABS-MBS (US3140XPD711) 0,29 −10,64 0,0022 −0,0007
OIS MXN TIIE1/9.15000 01/06/25-5Y* CME / DIR (EZVC9S8RHYL1) 0,29 40,67 0,0022 0,0004
OIS MXN TIIE1/9.15000 01/06/25-5Y* CME / DIR (EZVC9S8RHYL1) 0,29 40,67 0,0022 0,0004
RFR USD SOFR/3.56500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) 0,29 −29,71 0,0022 −0,0015
RFR USD SOFR/3.56500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) 0,29 −29,71 0,0022 −0,0015
US17307GNS39 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 OPT1 M2 0,29 −0,69 0,0022 −0,0004
RFR USD SOFR/3.90000 04/10/24-10Y LCH / DIR (EZ2N7SZFW8Z5) 0,29 1 700,00 0,0022 0,0020
RFR USD SOFR/3.90000 04/10/24-10Y LCH / DIR (EZ2N7SZFW8Z5) 0,29 1 700,00 0,0022 0,0020
US3140NHUX48 / FNCL UMBS 5.0 BY1497 05-01-53 0,29 −1,04 0,0021 −0,0004
US03072SV368 / Ameriquest Mortgage Securities Inc Asset Backed Pass-Through Ctfs Ser 2005-R11 0,28 −8,71 0,0021 −0,0006
RFR USD SOFR/3.51400 09/04/24-10Y LCH / DIR (EZSXZYY2VD17) 0,28 −36,22 0,0021 −0,0018
RFR USD SOFR/3.61300 08/22/24-10Y LCH / DIR (EZZBSDRSGXS6) 0,28 −36,65 0,0021 −0,0018
US04012MAA71 / ARGENT SECURITIES INC. ARSI 2006 M1 A2D 0,28 −0,72 0,0021 −0,0004
RFR USD SOFR/3.50000 12/20/23-7Y LCH / DIR (EZPR4RDSDSJ6) 0,28 144,25 0,0021 0,0011
RFR USD SOFR/3.50000 12/20/23-7Y LCH / DIR (EZPR4RDSDSJ6) 0,28 144,25 0,0021 0,0011
337792II8 / MITCHELLS + BUTLERS FINA SECURED REGS 12/30 6.013 0,28 0,73 0,0021 −0,0004
US78307ADH32 / RUSSIAN FEDN 5.875% 09/16/2043 144A 0,27 0,00 0,0021 −0,0004
RFR USD SOFR/3.80000 03/10/23-5Y LCH / DIR (EZZ46G197CT8) 0,27 124,17 0,0020 0,0010
RFR USD SOFR/3.80000 03/10/23-5Y LCH / DIR (EZZ46G197CT8) 0,27 124,17 0,0020 0,0010
US17330HAR84 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 RP1 SA 144A 0,27 −14,70 0,0020 −0,0008
US07325NDW92 / BAYVIEW FINANCIAL ACQUISITION BAYV 2006 B M3 0,26 −4,01 0,0020 −0,0004
US368266AA08 / GAZPROM (GAZ CAPITAL SA) SR UNSECURED 144A 04/34 8.625 0,26 9,17 0,0020 −0,0001
RFR USD SOFR/3.97000 02/27/24-5Y LCH / DIR (EZW6KKT3DSZ7) 0,26 60,74 0,0020 0,0005
BOUGHT AUD SOLD USD 20250702 / DFE (000000000) 0,26 0,0019 0,0019
US52520RAA05 / LEHMAN MORTGAGE TRUST LMT 2006 4 1A1 0,26 −3,00 0,0019 −0,0004
BRAZIL LA SP MYC / DCR (EZKZKSJNRZR4) 0,26 317,74 0,0019 0,0014
BRAZIL LA SP MYC / DCR (EZKZKSJNRZR4) 0,26 317,74 0,0019 0,0014
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,26 0,0019 0,0019
US59021AAD00 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 FM1 A2D 0,26 −4,85 0,0019 −0,0004
IRS ZAR 8.42000 07/31/23-5Y CME / DIR (EZ0W028CV1D4) 0,26 116,10 0,0019 0,0009
953PAWII3 / FINASTRA USA INC 2023 REVOLVER 0,26 0,79 0,0019 −0,0003
US46627MBS52 / J.P. MORGAN ALTERNATIVE LOAN T JPALT 2005 A2 2A1 0,25 −6,62 0,0019 −0,0005
CHARLES RIVER RE LTD SR UNSECURED 144A 05/31 VAR / DBT (US159873AA63) 0,25 −0,39 0,0019 −0,0003
CHARLES RIVER RE LTD SR UNSECURED 144A 05/31 VAR / DBT (US159873AA63) 0,25 −0,39 0,0019 −0,0003
US1266734B53 / Countrywide Asset-Backed Certificates 0,25 −2,32 0,0019 −0,0004
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,25 0,0019 0,0019
ARMOR RE II LTD UNSECURED 144A 01/32 VAR / DBT (US04227FAF27) 0,25 −1,19 0,0019 −0,0004
VERAISON RE LTD UNSECURED 144A 03/33 VAR / DBT (US92335TAE91) 0,25 0,00 0,0019 −0,0003
US05826BAA44 / Baldwin Re 2021-1 Class A 0,25 0,0019 0,0019
31750R6D4 PIMCO FXVAN PUT EUR USD 1.15000000 / DFE (EZ6WVRM7DHY0) 0,25 0,0019 0,0019
BRIDGECREST LENDING AUTO SECUR BLAST 2024 3 A2 / ABS-O (US10805NAB10) 0,25 −66,11 0,0018 −0,0045
BRIDGECREST LENDING AUTO SECUR BLAST 2024 3 A2 / ABS-O (US10805NAB10) 0,25 −66,11 0,0018 −0,0045
US07386HXZ99 / BEAR STEARNS ALT A TRUST BALTA 2005 9 21A1 0,24 −0,83 0,0018 −0,0003
RFR USD SOFR/3.90000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) 0,24 61,49 0,0018 0,0005
ZCS BRL 13.2914 05/08/25-01/02/29 CME / DIR (EZYLW2ZWVNG8) 0,24 0,0018 0,0018
ZCS BRL 13.2914 05/08/25-01/02/29 CME / DIR (EZYLW2ZWVNG8) 0,24 0,0018 0,0018
BOUGHT PLN SOLD USD 20250718 / DFE (000000000) 0,24 0,0018 0,0018
BOUGHT PLN SOLD USD 20250718 / DFE (000000000) 0,24 0,0018 0,0018
USL26915AA33 / FORESEA Holding SA 0,23 −1,69 0,0017 −0,0003
US3133C6EW58 / FNMA 30YR 5% 06/01/2053#QG5549 0,23 −1,28 0,0017 −0,0003
US31334XK650 / FHLG 30YR 4% 07/01/2049#QA1217 0,23 −0,44 0,0017 −0,0003
US3140NA2M44 / FNMA POOL BX6179 FN 02/53 FIXED 5 0,23 −2,99 0,0017 −0,0004
IRS EUR 2.77000 04/29/24-10Y LCH / DIR (EZ7F19JFNJC1) 0,23 −18,05 0,0017 −0,0007
RFR USD SOFR/3.64500 08/07/24-10Y LCH / DIR (EZ2H268MSWS8) 0,23 −42,20 0,0017 −0,0018
THAMES SSNM 144A UNFUNDED COMM / DBT (955RVLII8) 0,23 0,0017 0,0017
THAMES SSNM 144A UNFUNDED COMM / DBT (955RVLII8) 0,23 0,0017 0,0017
EZL6RJ841DB2 / AIRBUS FINANCE BV SNR SE ICE 0,22 −25,00 0,0017 −0,0010
IRS EUR 2.76000 03/04/24-10Y LCH / DIR (EZ5J4T3KCLR1) 0,22 62,96 0,0016 0,0005
IRS EUR 2.76000 03/04/24-10Y LCH / DIR (EZ5J4T3KCLR1) 0,22 62,96 0,0016 0,0005
RFR USD SOFR/3.75000 06/20/24-10Y CME / DIR (EZ52H44WTW83) 0,22 −138,69 0,0016 0,0066
RFR USD SOFR/3.75000 06/20/24-10Y CME / DIR (EZ52H44WTW83) 0,22 −138,69 0,0016 0,0066
BOUGHT TRY SOLD USD 20250709 / DFE (000000000) 0,22 0,0016 0,0016
BOUGHT TRY SOLD USD 20250709 / DFE (000000000) 0,22 0,0016 0,0016
ACHV ABS TRUST ACHV 2024 1PL A 144A / ABS-O (US00092BAA26) 0,22 −26,94 0,0016 −0,0010
ACHV ABS TRUST ACHV 2024 1PL A 144A / ABS-O (US00092BAA26) 0,22 −26,94 0,0016 −0,0010
US3133KGQP62 / FED HM LN PC POOL RA1362 FR 09/49 FIXED 4 0,22 −0,46 0,0016 −0,0003
RFR USD SOFR/3.88000 01/13/25-10Y LCH / DIR (EZB2C5X6RDC5) 0,22 72,80 0,0016 0,0005
US009090AA91 / Air Canada 2015-1 Class A Pass Through Trust 0,22 0,00 0,0016 −0,0003
IRS EUR 2.75000 03/05/24-10Y LCH / DIR (EZFGQQDSQ7L2) 0,21 65,89 0,0016 0,0005
VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (EZL2Z9F4XSP5) 0,21 −6,17 0,0016 −0,0004
US86359LJZ31 / STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR3 1A1 0,21 −1,84 0,0016 −0,0003
BONANZA RE LTD UNSECURED 144A 01/26 VAR / DBT (US09785EAN13) 0,21 3,94 0,0016 −0,0002
US81375WKD73 / SECURITIZED ASSET BACKED RECEI SABR 2006 WM1 A2C 0,20 −1,92 0,0015 −0,0003
P1AY34 / Paychex, Inc. - Depositary Receipt (Common Stock) 0,20 0,0015 0,0015
P1AY34 / Paychex, Inc. - Depositary Receipt (Common Stock) 0,20 0,0015 0,0015
FED HM LN PC POOL SD8439 FR 06/54 FIXED 6 / ABS-MBS (US3132DWLU52) 0,20 −4,69 0,0015 −0,0004
US3140HMBS23 / FNMA POOL BK7248 FN 10/48 FIXED 4.5 0,20 −11,74 0,0015 −0,0005
US3140H7L470 / FNMA 30YR 4% 05/01/2048#BJ5746 0,20 −3,79 0,0015 −0,0003
US92564RAJ41 / VICI Properties, LP/VICI Note Company, Inc. 0,20 0,00 0,0015 −0,0003
RFR USD SOFR/3.30000 12/02/24-7Y* CME / DIR (EZKHRJGZF457) 0,20 −61,38 0,0015 −0,0031
RFR USD SOFR/3.30000 12/02/24-4Y* CME / DIR (EZ2F419XN3M4) 0,20 −49,62 0,0015 −0,0020
US07274NAL73 / Bayer Us Finance Ii Llc 4.375% 12/15/2028 144a Bond 0,20 2,06 0,0015 −0,0002
US3132DWGH07 / Freddie Mac Pool 0,20 −2,96 0,0015 −0,0003
IRS ZAR 8.55000 08/03/23-5Y CME / DIR (EZQ36JRDXMG3) 0,20 38,03 0,0015 0,0002
FNMA POOL DB3399 FN 05/54 FIXED 5 / ABS-MBS (US3140ACX574) 0,19 −0,51 0,0015 −0,0003
FNMA POOL DB3399 FN 05/54 FIXED 5 / ABS-MBS (US3140ACX574) 0,19 −0,51 0,0015 −0,0003
31750R693 PIMCO FXVAN PUT EUR USD 1.15000000 / DFE (EZ42NGT6JMN8) 0,19 0,0014 0,0014
31750R693 PIMCO FXVAN PUT EUR USD 1.15000000 / DFE (EZ42NGT6JMN8) 0,19 0,0014 0,0014
US3133C2GD46 / FED HM LN PC POOL QG1996 FR 05/53 FIXED 5.5 0,19 −7,69 0,0014 −0,0004
OIS MXN TIIE1/9.02000 12/23/24-5Y* CME / DIR (EZCWHQ8VQXX7) 0,19 46,56 0,0014 0,0003
US00253CHK62 / AAMES MORTGAGE TRUST AMT 2001 4 M1 0,19 −7,73 0,0014 −0,0004
US88339FAA12 / Theorem Funding Trust 2022-2 0,19 −68,03 0,0014 −0,0038
FED HM LN PC POOL QG3091 FR 05/53 FIXED 5 / ABS-MBS (US3133C3NG76) 0,19 0,00 0,0014 −0,0003
FED HM LN PC POOL QG3091 FR 05/53 FIXED 5 / ABS-MBS (US3133C3NG76) 0,19 0,00 0,0014 −0,0003
IRS ZAR 8.46400 08/02/23-5Y CME / DIR (EZV6VF9MRYQ4) 0,18 42,19 0,0014 0,0002
IRS ZAR 8.46400 08/02/23-5Y CME / DIR (EZV6VF9MRYQ4) 0,18 42,19 0,0014 0,0002
XS1371533867 / THAMES WATER UTC 0,18 −3,70 0,0014 −0,0003
EZF18JKBYSB9 / ROLLS-ROYCE PLC SNR SE ICE 0,18 −2,15 0,0014 −0,0003
IRS ZAR 8.46000 08/02/23-5Y CME / DIR (EZV6VF9MRYQ4) 0,18 41,41 0,0014 0,0002
IRS ZAR 8.46000 08/02/23-5Y CME / DIR (EZV6VF9MRYQ4) 0,18 41,41 0,0014 0,0002
US715638CZ34 / REPUBLIC OF PERU SR UNSECURED 144A 08/34 5.4 0,18 7,78 0,0013 −0,0001
US3133CCL950 / FED HM LN PC POOL QH0352 FR 09/53 FIXED 5.5 0,18 0,00 0,0013 −0,0002
FED HM LN PC POOL SD4997 FR 10/53 FIXED 5 / ABS-MBS (US3132DSRS31) 0,18 −1,65 0,0013 −0,0003
FED HM LN PC POOL SD4997 FR 10/53 FIXED 5 / ABS-MBS (US3132DSRS31) 0,18 −1,65 0,0013 −0,0003
IRS ZAR 8.46000 08/01/23-5Y CME / DIR (EZ3M086DKDF9) 0,18 152,11 0,0013 0,0007
IRS ZAR 8.46000 08/01/23-5Y CME / DIR (EZ3M086DKDF9) 0,18 152,11 0,0013 0,0007
US32028HAE36 / First Franklin Mortgage Loan Trust 2006-FF10 0,18 −2,21 0,0013 −0,0003
US694308JG36 / Pacific Gas and Electric Co 0,17 1,17 0,0013 −0,0002
IRS ZAR 8.40000 08/07/23-5Y CME / DIR (EZZNDGQBLP39) 0,17 52,21 0,0013 0,0003
IRS ZAR 8.40000 08/07/23-5Y CME / DIR (EZZNDGQBLP39) 0,17 52,21 0,0013 0,0003
BOUGHT PLN SOLD USD 20250718 / DFE (000000000) 0,17 0,0013 0,0013
US46652DAG07 / JP Morgan Chase Commercial Mortgage Securities Trust 2020-MKST 0,17 −5,00 0,0013 −0,0003
IRS ZAR 8.42760 07/31/23-5Y CME / DIR (EZ0W028CV1D4) 0,17 44,07 0,0013 0,0002
IRS ZAR 8.42760 07/31/23-5Y CME / DIR (EZ0W028CV1D4) 0,17 44,07 0,0013 0,0002
US3140J6GR20 / Federal National Mortgage Association 0,17 −1,73 0,0013 −0,0003
US023771R919 / American Airlines 2016-3 Class AA Pass Through Trust 0,17 −3,41 0,0013 −0,0003
UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR / DBT (US903724CB62) 0,17 −2,33 0,0013 −0,0003
UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR / DBT (US903724CB62) 0,17 −2,33 0,0013 −0,0003
IRS ZAR 8.06250 01/08/25-6Y CME / DIR (EZ21FTG2CH43) 0,17 290,70 0,0013 0,0009
IRS ZAR 8.06250 01/08/25-6Y CME / DIR (EZ21FTG2CH43) 0,17 290,70 0,0013 0,0009
BOUGHT CHF SOLD USD 20250702 / DFE (000000000) 0,17 0,0013 0,0013
BOUGHT CHF SOLD USD 20250702 / DFE (000000000) 0,17 0,0013 0,0013
IRS ZAR 8.36000 08/07/23-5Y CME / DIR (EZZNDGQBLP39) 0,17 47,79 0,0013 0,0003
RFR USD SOFR/3.84000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) 0,17 12,84 0,0013 −0,0001
RFR USD SOFR/3.84000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) 0,17 12,84 0,0013 −0,0001
US12668BLJ07 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 2CB A9 0,17 −4,60 0,0012 −0,0003
US3131Y1CW87 / FED HM LN PC POOL ZM6385 FR 05/48 FIXED 4 0,17 −0,60 0,0012 −0,0002
VAL / Valaris Limited 0,16 2,50 0,0012 −0,0002
RFR GBP SONIO/3.50000 03/19/25-10Y LCH / DIR (EZSRZZKW9XN0) 0,16 −20,20 0,0012 −0,0006
RFR GBP SONIO/3.50000 03/19/25-10Y LCH / DIR (EZSRZZKW9XN0) 0,16 −20,20 0,0012 −0,0006
952NPJ000 / CREDIT SUISSE GROUP AG JR SUB 144A 0,16 0,00 0,0012 −0,0002
US25151UAA51 / Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-AR2 0,16 −1,23 0,0012 −0,0002
US3140JLY731 / Fannie Mae Pool 0,16 −7,51 0,0012 −0,0003
US3140NKPA39 / FNMA 30YR 5% 05/01/2053#BY3116 0,16 −22,71 0,0012 −0,0006
RFR USD SOFR/3.75000 05/07/25-10Y LCH / DIR (EZ61ZS50J0P1) 0,16 0,0012 0,0012
US90355YAA55 / US Renal Care Inc 0,16 0,00 0,0012 −0,0002
US576433G423 / MASTR Adjustable Rate Mortgages Trust 2006-OA1 0,16 0,64 0,0012 −0,0002
US23332QAS21 / DSLA MORTGAGE LOAN TRUST DSLA 2006 AR2 2AB3 0,16 −0,63 0,0012 −0,0002
US3133C2JD19 / FED HM LN PC POOL QG2060 FR 05/53 FIXED 5 0,16 −0,64 0,0012 −0,0002
US3140HJHS30 / Fannie Mae Pool 0,16 −3,12 0,0012 −0,0003
XS2576550672 / Thames Water Utilities Finance plc 0,15 −3,75 0,0012 −0,0003
US92922FB647 / WaMu Mortgage Pass-Through Certificates Series 2004-AR13 Trust 0,15 −4,97 0,0012 −0,0003
US46628KAH32 / JP Morgan Mortgage Trust 2006-A3 0,15 −2,55 0,0011 −0,0002
FNMA POOL FS7304 FN 10/53 FIXED VAR / ABS-MBS (US3140XPDJ52) 0,15 −1,94 0,0011 −0,0002
FNMA POOL FS7304 FN 10/53 FIXED VAR / ABS-MBS (US3140XPDJ52) 0,15 −1,94 0,0011 −0,0002
RFR GBP SONIO/3.70000 03/28/24-10Y LCH / DIR (EZFCF73KNS79) 0,15 −42,21 0,0011 −0,0012
RFR GBP SONIO/3.70000 03/28/24-10Y LCH / DIR (EZFCF73KNS79) 0,15 −42,21 0,0011 −0,0012
US63543VAE39 / NATIONAL COLLEGIATE STUDENT LO NCSLT 2006 3 A5 0,15 −65,92 0,0011 −0,0028
RFR USD SOFR/3.90000 04/15/24-10Y LCH / DIR (EZ246ZNM85X6) 0,15 1 400,00 0,0011 0,0010
US3137FMUK66 / Freddie Mac Multifamily Structured Pass Through Certificates 0,15 −15,43 0,0011 −0,0004
US922646AS37 / Venezuela Government International Bond 0,15 −3,27 0,0011 −0,0002
US81375WEG78 / SECURITIZED ASSET BACKED RECEI SABR 2005 FR2 M3 0,15 −1,33 0,0011 −0,0002
RFR USD SOFR/3.67900 08/13/24-10Y LCH / DIR (EZCBVMK12M33) 0,15 −53,18 0,0011 −0,0017
RFR USD SOFR/3.67900 08/13/24-10Y LCH / DIR (EZCBVMK12M33) 0,15 −53,18 0,0011 −0,0017
US2620512044 / Drillco Holdings Luxembourg SA 0,01 0,00 0,15 −18,99 0,0011 −0,0005
EZZVSNMRWDZ0 / GENERAL ELECTRIC COMPANY SNR S* ICE 0,14 −20,88 0,0011 −0,0005
US23246BAK70 / Countrywide Asset-Backed Certificates 0,14 −2,72 0,0011 −0,0002
US31329PHT30 / FED HM LN PC POOL ZA5642 FR 09/48 FIXED 4 0,14 0,00 0,0011 −0,0002
US46629QAW69 / J.P. Morgan Mortgage Acquisition Trust 2006-Ch2 0,14 −14,97 0,0011 −0,0004
US88432CBB19 / Wind River CLO, Ltd. FRN, due 07/18/2031 0,14 −83,41 0,0011 −0,0064
IRS EUR 2.53000 04/23/25-10Y LCH / DIR (EZP376MT1B98) 0,14 0,0011 0,0011
US3133KJ6X56 / Freddie Mac Pool 0,14 −4,14 0,0010 −0,0002
OIS MXN TIIE1/8.99000 12/24/24-5Y* CME / DIR (EZC5XXNBZLX2) 0,14 47,87 0,0010 0,0002
FNMA POOL DB1377 FN 04/54 FIXED 6.5 / ABS-MBS (US3140AAQ754) 0,14 0,00 0,0010 −0,0002
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,14 0,0010 0,0010
THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75 / DBT (XS3017976054) 0,14 0,0010 0,0010
THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75 / DBT (XS3017976054) 0,14 0,0010 0,0010
US933633AF67 / WAMU COMMERCIAL MORTGAGE SECUR WMCMS 2006 SL1 D 144A 0,14 −24,02 0,0010 −0,0006
US31418ES431 / UMBS, 30 Year 0,14 −2,86 0,0010 −0,0002
US31418CUA07 / Fannie Mae Pool 0,14 −2,17 0,0010 −0,0002
317U0U6A8 PIMCO FPPSWAPTION 2.4 CALL USD / DIR (000000000) 0,14 0,0010 0,0010
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,14 0,0010 0,0010
US16678REC79 / CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 BA A2 144A 0,14 −11,18 0,0010 −0,0003
US30166TAD54 / Exeter Automobile Receivables Trust 2023-4 0,13 −59,15 0,0010 −0,0019
US92925VAA89 / WaMu Mortgage Pass-Through Certificates Series 2007-HY1 Trust 0,13 −3,60 0,0010 −0,0002
US57645DAG79 / MASTR ALTERNATIVE LOANS TRUST MALT 2006 3 2A2 0,13 −2,21 0,0010 −0,0002
US59024FAF18 / MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3C 0,13 −1,48 0,0010 −0,0002
EZNCVP71WHS5 / CDX HY37 5Y ICE 0,13 −9,59 0,0010 −0,0003
US12668AZL24 / Alternative Loan Trust, Series 2005-64CB, Class 1A1 0,13 −1,49 0,0010 −0,0002
US3140HHT626 / FNMA POOL BK4172 FN 04/48 FIXED 4.5 0,13 −0,76 0,0010 −0,0002
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,13 0,0010 0,0010
US52522CAA18 / LEHMAN XS TRUST LXS 2006 14N 1A1A 0,13 −0,78 0,0010 −0,0002
UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR / DBT (US903724CA89) 0,13 −3,05 0,0010 −0,0002
UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR / DBT (US903724CA89) 0,13 −3,05 0,0010 −0,0002
VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (EZKBMTL78RT9) 0,13 6,72 0,0010 −0,0001
VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (EZKBMTL78RT9) 0,13 6,72 0,0010 −0,0001
THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75 / DBT (XS3060649830) 0,13 0,0009 0,0009
THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75 / DBT (XS3060649830) 0,13 0,0009 0,0009
US07402FAA30 / BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 1A1 0,12 −2,36 0,0009 −0,0002
US751151AD34 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS12 1A4 0,12 −3,12 0,0009 −0,0002
USP7807HAQ85 / Petroleos de Venezuela SA 0,12 −4,62 0,0009 −0,0002
US3132DWJE49 / Freddie Mac Pool 0,12 −1,59 0,0009 −0,0002
RFR USD SOFR/3.76000 08/23/23-10Y LCH / DIR (EZPXMLL7LLX7) 0,12 −229,17 0,0009 0,0018
US3140NJQL12 / UMBS 0,12 0,00 0,0009 −0,0002
UKRAINE GOVERNMENT SR UNSECURED 144A 02/36 VAR / DBT (US903724CC46) 0,12 −3,94 0,0009 −0,0002
US3140NL3Q04 / FNMA POOL BY4406 FN 06/53 FIXED 5.5 0,12 −1,61 0,0009 −0,0002
XS2240971742 / Country Garden Holdings Co Ltd 0,12 −24,37 0,0009 −0,0005
US3140JLLW24 / Fannie Mae Pool 0,12 −3,20 0,0009 −0,0002
US05950TAC99 / BANKOF AMERICA MORTGAGE SECURITIES 0,12 −0,84 0,0009 −0,0002
US31418EHF07 / Fannie Mae Pool 0,12 −1,67 0,0009 −0,0002
BOUGHT TRY SOLD USD 20250721 / DFE (000000000) 0,12 0,0009 0,0009
BOUGHT JPY SOLD USD 20250804 / DFE (000000000) 0,12 0,0009 0,0009
BOUGHT JPY SOLD USD 20250804 / DFE (000000000) 0,12 0,0009 0,0009
US761118HU52 / RALI SERIES 2005-QO2 TRUST RALI 2005-QO2 A1 0,12 −0,85 0,0009 −0,0002
AT&T INC SNR S* ICE / DCR (EZVHX8BNGL14) 0,12 9,43 0,0009 −0,0001
AT&T INC SNR S* ICE / DCR (EZVHX8BNGL14) 0,12 9,43 0,0009 −0,0001
TRT061124T11 / Turkey Government Bond 0,12 −4,13 0,0009 −0,0002
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,12 0,0009 0,0009
US3140H1FD75 / FNMA POOL BJ0163 FN 12/47 FIXED 3.5 0,12 −0,86 0,0009 −0,0002
US46631JAL26 / JP Morgan Mortgage Trust, Series 2007-A4, Class 3A1 0,11 0,00 0,0009 −0,0001
GOLDMAN SACHS GROUP INC SNR S* ICE / DCR (EZC75LZ075F3) 0,11 0,0008 0,0008
GOLDMAN SACHS GROUP INC SNR S* ICE / DCR (EZC75LZ075F3) 0,11 0,0008 0,0008
US3131Y9GR82 / FED HM LN PC POOL ZN2908 FR 01/49 FIXED 4 0,11 0,00 0,0008 −0,0002
BOUGHT TRY SOLD USD 20250723 / DFE (000000000) 0,11 0,0008 0,0008
BOUGHT TRY SOLD USD 20250723 / DFE (000000000) 0,11 0,0008 0,0008
RFR USD SOFR/3.80000 08/30/23-10Y LCH / DIR (EZZ44B0R4XW3) 0,11 −49,54 0,0008 −0,0011
RFR USD SOFR/3.80000 08/30/23-10Y LCH / DIR (EZZ44B0R4XW3) 0,11 −49,54 0,0008 −0,0011
US03072SES05 / AMERIQUEST MORTGAGE SECURITIES AMSI 2003 2 M1 0,11 −3,51 0,0008 −0,0002
US225470RY13 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 12 6A1 0,11 −0,90 0,0008 −0,0002
XS2280833133 / Country Garden Holdings Co Ltd 0,11 −20,29 0,0008 −0,0004
952YSX903 / WINDSTREAM UNITS EQUITY 0,01 0,00 0,11 −13,01 0,0008 −0,0003
BOUGHT TRY SOLD USD 20250808 / DFE (000000000) 0,11 0,0008 0,0008
BOUGHT TRY SOLD USD 20250808 / DFE (000000000) 0,11 0,0008 0,0008
US3140X46Y79 / FNMA POOL FM1786 FN 08/49 FIXED VAR 0,11 0,00 0,0008 −0,0001
US3140QC5Z52 / FNMA POOL CA5363 FN 08/49 FIXED 4 0,11 −0,93 0,0008 −0,0001
BOUGHT TRY SOLD USD 20250714 / DFE (000000000) 0,11 0,0008 0,0008
US3140H5MJ76 / FNMA POOL BJ3960 FN 01/48 FIXED 3.5 0,11 −0,94 0,0008 −0,0001
BOUGHT PEN SOLD USD 20250701 / DFE (000000000) 0,11 0,0008 0,0008
US31329PJV67 / FED HM LN PC POOL ZA5676 FR 09/48 FIXED 4 0,10 −0,96 0,0008 −0,0001
IRS ZAR 8.42600 08/01/23-5Y CME / DIR (EZ3M086DKDF9) 0,10 45,07 0,0008 0,0001
IRS ZAR 8.42600 08/01/23-5Y CME / DIR (EZ3M086DKDF9) 0,10 45,07 0,0008 0,0001
US74922MAA99 / RALI Trust, Series 2006-QA6, Class A1 0,10 −1,90 0,0008 −0,0002
P1AY34 / Paychex, Inc. - Depositary Receipt (Common Stock) 0,10 0,0008 0,0008
P1AY34 / Paychex, Inc. - Depositary Receipt (Common Stock) 0,10 0,0008 0,0008
EZNLRC3852L0 / SOUTH AFRICA EM SP BOA 0,10 −5 200,00 0,0008 0,0008
XAN5200EAC56 / McDermott Technology Americas Inc 2020 Make Whole Term Loan 0,10 24,39 0,0008 0,0000
BOUGHT TRY SOLD USD 20250711 / DFE (000000000) 0,10 0,0008 0,0008
BOUGHT TRY SOLD USD 20250711 / DFE (000000000) 0,10 0,0008 0,0008
US3140HBJZ29 / FNMA POOL BJ9279 FN 02/48 FIXED 3.5 0,10 −7,34 0,0008 −0,0002
US3132A5JX42 / FREDDIE MAC POOL FR ZS4778 0,10 −1,94 0,0008 −0,0002
BOUGHT TRY SOLD USD 20250710 / DFE (000000000) 0,10 0,0008 0,0008
BOUGHT TRY SOLD USD 20250710 / DFE (000000000) 0,10 0,0008 0,0008
US3133BWUK70 / FED HM LN PC POOL QF8686 FR 02/53 FIXED 5.5 0,10 −20,63 0,0008 −0,0004
US94985YAA55 / WELLS FARGO MORTGAGE BACKED SE WFMBS 2007 AR8 A1 0,10 −5,66 0,0007 −0,0002
US31418DAN21 / Fannie Mae Pool 0,10 −3,88 0,0007 −0,0002
IRS ZAR 8.54300 08/04/23-5Y CME / DIR (EZ0ZH48FN960) 0,10 67,80 0,0007 0,0002
US17307GEP90 / CREDIT BASED ASSET SERVICING A CBASS 2004 CB3 M1 0,10 −2,97 0,0007 −0,0002
RFR USD SOFR/3.25000 06/18/25-5Y LCH / DIR (EZH1N8KH2K02) 0,10 0,0007 0,0007
RFR USD SOFR/3.25000 06/18/25-5Y LCH / DIR (EZH1N8KH2K02) 0,10 0,0007 0,0007
US803169AN15 / Saranac CLO III Ltd 0,10 −70,25 0,0007 −0,0021
US3140HJ5G26 / Fannie Mae Pool 0,10 −3,03 0,0007 −0,0002
952NPG907 / CREDIT SUISSE GROUP AG JR SUB REGS 0,10 0,00 0,0007 −0,0001
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,10 0,0007 0,0007
US3133BUMA25 / FHLG 30YR 5% 01/01/2053#QF6653 0,09 −1,05 0,0007 −0,0001
US3140NHMP06 / Fannie Mae Pool 0,09 −1,06 0,0007 −0,0001
EZQ5L44FQ7Q3 / FORD MOTOR CREDIT COMPANY LLC SNR S* ICE 0,09 −33,57 0,0007 −0,0005
US863579XK92 / Structured Adjustable Rate Mortgage Loan Trust Series 2005-18 0,09 −3,12 0,0007 −0,0001
XS0107289323 / THAMES WATER UTL 0,09 −4,17 0,0007 −0,0002
US3131Y2QD34 / FHLG 30YR 4% 08/01/2048#ZM7652 0,09 −1,09 0,0007 −0,0001
IRS ZAR 8.42100 08/04/23-5Y CME / DIR (EZ0ZH48FN960) 0,09 54,24 0,0007 0,0002
US31418CXT60 / Fannie Mae Pool 0,09 −3,23 0,0007 −0,0001
FORD MOTOR COMPANY SNR S* ICE / DCR (EZD9TZS41F90) 0,09 −5,26 0,0007 −0,0002
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,09 0,0007 0,0007
IRS ZAR 8.41500 08/04/23-5Y CME / DIR (EZ0ZH48FN960) 0,09 49,15 0,0007 0,0001
IRS ZAR 8.41500 08/04/23-5Y CME / DIR (EZ0ZH48FN960) 0,09 49,15 0,0007 0,0001
US3140QAJB76 / FNMA POOL CA2957 FN 06/48 FIXED 4.5 0,09 −1,12 0,0007 −0,0001
BOUGHT PEN SOLD USD 20250702 / DFE (000000000) 0,09 0,0007 0,0007
BOUGHT MXN SOLD USD 20250917 / DFE (000000000) 0,09 0,0007 0,0007
BOUGHT MXN SOLD USD 20250917 / DFE (000000000) 0,09 0,0007 0,0007
IRS ZAR 8.38000 08/04/23-5Y CME / DIR (EZ0ZH48FN960) 0,09 45,76 0,0006 0,0001
US12669GUR00 / CHL Mortgage Pass-Through Trust 2005-11 0,09 −1,15 0,0006 −0,0001
US3140H5LT67 / FNMA POOL BJ3937 FN 01/48 FIXED 3.5 0,09 0,00 0,0006 −0,0001
US31418EJF88 / FNMA 30YR 5% 09/01/2052#MA4761 0,09 −3,41 0,0006 −0,0001
US92925DAB64 / WaMu Mortgage Pass-Through Certificates Series 2006-AR17 Trust 0,09 −3,41 0,0006 −0,0001
TRT061124T11 / Turkey Government Bond 0,09 −3,41 0,0006 −0,0001
SOLD KWD BOUGHT USD 20290702 / DFE (000000000) 0,09 0,0006 0,0006
US3133BWMK62 / FNCL UMBS 5.5 QF8462 03-01-53 0,08 −1,18 0,0006 −0,0001
US31418EXT27 / UMBS 0,08 −2,35 0,0006 −0,0001
US3140HBFK95 / Fannie Mae Pool 0,08 −2,35 0,0006 −0,0001
US456674AE03 / INDYMAC INDA MORTGAGE LOAN TRU INDA 2007 AR4 3A1 0,08 −1,23 0,0006 −0,0001
IRS ZAR 8.08000 01/08/25-6Y CME / DIR (EZ21FTG2CH43) 0,08 86,05 0,0006 0,0002
IRS ZAR 8.08000 01/08/25-6Y CME / DIR (EZ21FTG2CH43) 0,08 86,05 0,0006 0,0002
US3140GVZY43 / Fannie Mae Pool 0,08 −1,23 0,0006 −0,0001
US31418EJZ43 / Fannie Mae Pool 0,08 −1,23 0,0006 −0,0001
US3140NJQE78 / UMBS 0,08 0,00 0,0006 −0,0001
US3140NHEJ38 / UMBS 0,08 0,00 0,0006 −0,0001
US3131XYGX10 / FHLMC UMBS, 30 Year 0,08 −2,50 0,0006 −0,0001
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,08 0,0006 0,0006
US262051AA36 / FORESEA Holding SA 0,08 −1,28 0,0006 −0,0001
US3133KPUP16 / FR RA7790 0,08 −3,75 0,0006 −0,0001
US3133BBSH33 / Freddie Mac Pool 0,08 −6,17 0,0006 −0,0001
PEMEX LCDS SP DUB / DCR (000000000) 0,08 0,0006 0,0006
PEMEX LCDS SP DUB / DCR (000000000) 0,08 0,0006 0,0006
US55275TAB44 / Mastr Asset Backed Securities Trust 2007-WMC1 0,08 0,00 0,0006 −0,0001
ISRAEL GOVT EM SP CBK / DCR (EZYH14HMXHV9) 0,07 −16,85 0,0006 −0,0002
RFR USD SOFR/3.59400 01/09/24-10Y LCH / DIR (EZS0MLST8BG8) 0,07 −59,22 0,0006 −0,0010
RFR USD SOFR/3.59400 01/09/24-10Y LCH / DIR (EZS0MLST8BG8) 0,07 −59,22 0,0006 −0,0010
US040114HW38 / Argentine Republic Government International Bond 0,07 5,80 0,0006 −0,0001
RFR USD SOFR/3.25000 06/21/23-5Y LCH / DIR (EZ628FWCQP43) 0,07 −82,45 0,0005 −0,0031
RFR USD SOFR/3.25000 06/21/23-5Y LCH / DIR (EZ628FWCQP43) 0,07 −82,45 0,0005 −0,0031
BOUGHT PEN SOLD USD 20250714 / DFE (000000000) 0,07 0,0005 0,0005
952NPHII6 / CREDIT SUISSE GROUP AG COCO JR SUB REGS 0,07 0,00 0,0005 −0,0001
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0,07 0,0005 0,0005
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0,07 0,0005 0,0005
US05542WAZ68 / BCAP LLC TRUST BCAP 2013 RR9 4A7 144A 0,07 −19,32 0,0005 −0,0002
RFR USD SOFR/3.80000 08/22/23-7Y LCH / DIR (EZ3S4YKS10B8) 0,07 775,00 0,0005 0,0005
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,07 0,0005 0,0005
US31418CND29 / Federal National Mortgage Association 0,07 −1,45 0,0005 −0,0001
RFR USD SOFR/3.71000 03/05/24-10Y LCH / DIR (EZ4J782MXTD2) 0,07 −270,00 0,0005 0,0009
RFR USD SOFR/3.71000 03/05/24-10Y LCH / DIR (EZ4J782MXTD2) 0,07 −270,00 0,0005 0,0009
US059515AH96 / BANC OF AMERICA FUNDING CORPOR BAFC 2007 3 TA6 0,07 −2,86 0,0005 −0,0001
US3133BAC583 / FHLG 30YR 3% 04/01/2052#QE0992 0,07 −1,45 0,0005 −0,0001
IRS ZAR 8.41500 07/31/23-5Y CME / DIR (EZ0W028CV1D4) 0,07 −42,37 0,0005 −0,0005
US61744CKP04 / Morgan Stanley ABS Capital I Inc Trust 2005-HE1 0,07 −2,90 0,0005 −0,0001
BOUGHT TRY SOLD USD 20250820 / DFE (000000000) 0,07 0,0005 0,0005
IRS EUR 2.52000 04/09/25-10Y LCH / DIR (EZTHL4ZCB733) 0,07 0,0005 0,0005
IRS EUR 2.52000 04/09/25-10Y LCH / DIR (EZTHL4ZCB733) 0,07 0,0005 0,0005
US12669GUM13 / CHL MORTGAGE PASS-THROUGH TRUST 2005-11 SER 2005-11 CL 3A1 V/R REGD 2.91195200 0,07 −2,90 0,0005 −0,0001
UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR / DBT (US903724CF76) 0,07 −14,10 0,0005 −0,0002
UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR / DBT (US903724CF76) 0,07 −14,10 0,0005 −0,0002
US52521YAA47 / LMT 2007-8 1A1 0,07 −1,49 0,0005 −0,0001
US3140HNY897 / FNMA POOL BK8834 FN 08/48 FIXED 4 0,07 −4,35 0,0005 −0,0001
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 0,07 0,0005 0,0005
BOUGHT TRY SOLD USD 20250718 / DFE (000000000) 0,07 0,0005 0,0005
BOUGHT TRY SOLD USD 20250718 / DFE (000000000) 0,07 0,0005 0,0005
EZ5XBRXGFQK1 / ROLLS-ROYCE PLC SNR SE ICE 0,07 1,56 0,0005 −0,0001
US66987XFU46 / NOVASTAR HOME EQUITY LOAN NHEL 2004 3 M6 0,07 1,56 0,0005 −0,0001
UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR / DBT (US903724CE02) 0,06 −3,03 0,0005 −0,0001
UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR / DBT (US903724CE02) 0,06 −3,03 0,0005 −0,0001
BOUGHT PEN SOLD USD 20250917 / DFE (000000000) 0,06 0,0005 0,0005
BOUGHT PEN SOLD USD 20250917 / DFE (000000000) 0,06 0,0005 0,0005
RFR USD SOFR/3.60000 01/17/24-10Y LCH / DIR (EZ3PH80XK7T0) 0,06 −61,68 0,0005 −0,0010
CDX HY39 5Y ICE / DCR (EZ66CLGCW4X8) 0,06 14,29 0,0005 −0,0000
CDX HY39 5Y ICE / DCR (EZ66CLGCW4X8) 0,06 14,29 0,0005 −0,0000
US12668BJX29 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 J1 1A1 0,06 −1,56 0,0005 −0,0001
RFR USD SOFR/3.32826 09/03/24-7Y* CME / DIR (EZPDSL9DRNN3) 0,06 −65,93 0,0005 −0,0011
RFR USD SOFR/3.32826 09/03/24-7Y* CME / DIR (EZPDSL9DRNN3) 0,06 −65,93 0,0005 −0,0011
US3140HMVY70 / FNMA POOL BK7830 FN 08/48 FIXED 4.5 0,06 0,00 0,0005 −0,0001
US912810SD19 / United States Treas Bds Bond 0,06 −1,67 0,0004 −0,0001
RFR USD SOFR/3.78300 02/07/24-10Y LCH / DIR (EZDSWYTCHFC4) 0,06 286,67 0,0004 0,0003
US576457AC94 / Mastr Asset-Backed Securities Trust, Series 2007-HE1, Class A3 0,06 −5,00 0,0004 −0,0001
US3133C05V00 / FED HM LN PC POOL QG0860 FR 04/53 FIXED 5 0,06 0,00 0,0004 −0,0001
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,06 0,0004 0,0004
US466247VJ91 / JP MORGAN MORTGAGE TRUST JPMMT 2005 S2 2A16 0,06 −1,75 0,0004 −0,0001
UKRAINE GOVERNMENT SR UNSECURED 144A 02/36 VAR / DBT (US903724CG59) 0,06 −15,38 0,0004 −0,0002
FED HM LN PC POOL QH9251 FR 02/54 FIXED 6 / ABS-MBS (US3133CNH476) 0,06 −3,51 0,0004 −0,0001
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,06 0,0004 0,0004
IRS ZAR 8.05750 01/07/25-6Y CME / DIR (EZRGM8BPMT84) 0,05 500,00 0,0004 0,0003
XS2240971825 / Country Garden Holdings Co Ltd 0,05 −22,86 0,0004 −0,0002
IRS ZAR 8.05250 01/07/25-6Y CME / DIR (EZRGM8BPMT84) 0,05 500,00 0,0004 0,0003
BOUGHT TRY SOLD USD 20250805 / DFE (000000000) 0,05 0,0004 0,0004
US02146YAD85 / Alternative Loan Trust 2006-OA9 0,05 0,00 0,0004 −0,0001
BOUGHT NZD SOLD USD 20250702 / DFE (000000000) 0,05 0,0004 0,0004
BOUGHT NZD SOLD USD 20250702 / DFE (000000000) 0,05 0,0004 0,0004
EZY2QJ3Z39M5 / CDX IG40 5Y ICE 0,05 8,16 0,0004 −0,0000
BOUGHT KRW SOLD USD 20250716 / DFE (000000000) 0,05 0,0004 0,0004
US126650BS86 / CVS PASS THROUGH TRUST PASS THRU CE 144A 01/32 7.507 0,05 −3,70 0,0004 −0,0001
IRS ZAR 8.03000 01/07/25-6Y CME / DIR (EZRGM8BPMT84) 0,05 477,78 0,0004 0,0003
IRS ZAR 8.03000 01/07/25-6Y CME / DIR (EZRGM8BPMT84) 0,05 477,78 0,0004 0,0003
US3140Q9HR70 / FN 07/48 FIXED 4 0,05 −3,77 0,0004 −0,0001
US3132DP6B98 / FR SD2666 0,05 −3,77 0,0004 −0,0001
BOUGHT TRY SOLD USD 20250818 / DFE (000000000) 0,05 0,0004 0,0004
BOUGHT TRY SOLD USD 20250818 / DFE (000000000) 0,05 0,0004 0,0004
US46628GAL32 / J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A2 3A1 0,05 −1,92 0,0004 −0,0001
IRS ZAR 8.00000 01/03/25-6Y CME / DIR (EZ8TNXTHVLP9) 0,05 466,67 0,0004 0,0003
US12669FL509 / COUNTRYWIDE HOME LOANS CWHL 2004 15 4A 0,05 −3,77 0,0004 −0,0001
IRS ZAR 8.00100 01/06/25-6Y CME / DIR (EZX05JH7BB81) 0,05 466,67 0,0004 0,0003
IRS ZAR 8.00100 01/06/25-6Y CME / DIR (EZX05JH7BB81) 0,05 466,67 0,0004 0,0003
FNMA POOL BY6131 FN 09/53 FIXED 6.5 / ABS-MBS (US3140NNY580) 0,05 0,00 0,0004 −0,0001
FNMA POOL BY6131 FN 09/53 FIXED 6.5 / ABS-MBS (US3140NNY580) 0,05 0,00 0,0004 −0,0001
BOUGHT GBP SOLD USD 20250702 / DFE (000000000) 0,05 0,0004 0,0004
US3132DP4A34 / Freddie Mac Pool 0,05 −7,55 0,0004 −0,0001
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,05 0,0004 0,0004
USL269151134 / DRILLCO HLDG LUX SA 0,00 0,00 0,05 −18,64 0,0004 −0,0002
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,05 0,0004 0,0004
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 0,05 0,0004 0,0004
US12669GRM59 / COUNTRYWIDE HOME LOANS CWHL 2005 1 1A1 0,05 −2,08 0,0004 −0,0001
US3140HMKD52 / FNMA 30YR 4.5% 07/01/2048# 0,05 0,00 0,0004 −0,0001
US3140HJZU83 / FNMA POOL BK5254 FN 05/48 FIXED 4 0,05 −2,08 0,0004 −0,0001
US31329QNE79 / FED HM LN PC POOL ZA6689 FR 04/49 FIXED 4 0,05 0,00 0,0004 −0,0001
US3140H57H84 / FNMA POOL BJ4495 FN 12/47 FIXED 4.5 0,05 −2,17 0,0003 −0,0001
US61749KAA16 / MORGAN STANLEY CAPITAL INC MSAC 2006 WMC2 A1 0,05 −2,17 0,0003 −0,0001
BOUGHT GBP SOLD USD 20250702 / DFE (000000000) 0,05 0,0003 0,0003
US887367AA88 / TIMES SQUARE HOTEL TRUST PASS THRU CE 144A 08/26 8.528 0,04 −16,98 0,0003 −0,0001
EZW8XKN63668 / GENERAL ELECTRIC COMPANY SNR S* ICE 0,04 −15,69 0,0003 −0,0001
US3133C5VS70 / Freddie Mac Pool 0,04 −2,33 0,0003 −0,0001
BOUGHT PEN SOLD USD 20250714 / DFE (000000000) 0,04 0,0003 0,0003
US3140NK4E82 / UMBS, 30 Year 0,04 −2,33 0,0003 −0,0001
BOUGHT GBP SOLD USD 20250702 / DFE (000000000) 0,04 0,0003 0,0003
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0,04 0,0003 0,0003
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0,04 0,0003 0,0003
US3132DPF863 / Freddie Mac Pool 0,04 −2,38 0,0003 −0,0001
US3140X4Y835 / FNMA 30YR 3.5% 06/01/2049#FM1634 0,04 −4,76 0,0003 −0,0001
US251513BC04 / Deutsche Alt-B Securities Mortgage Loan Trust Series 2006-AB4 0,04 −2,44 0,0003 −0,0001
US251513BD86 / Deutsche Alt-B Securities Mortgage Loan Trust Series 2006-AB4 0,04 −2,44 0,0003 −0,0001
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 0,04 0,0003 0,0003
US007036QH22 / Adjustable Rate Mortgage Trust 2005-8 0,04 0,00 0,0003 −0,0001
US3140HK2M94 / FNMA POOL BK6179 FN 11/48 FIXED 4 0,04 0,00 0,0003 −0,0001
US3131Y15E62 / FED HM LN PC POOL ZM7145 FR 07/48 FIXED 4 0,04 0,00 0,0003 −0,0001
US3140JGTQ88 / Fannie Mae Pool 0,04 0,00 0,0003 −0,0001
US3140J9PC98 / Fannie Mae Pool 0,04 −2,63 0,0003 −0,0001
FED HM LN PC POOL RJ1875 FR 03/54 FIXED 5 / ABS-MBS (US3142GSCM88) 0,04 −2,63 0,0003 −0,0001
RFR USD SOFR/3.72500 02/07/24-10Y LCH / DIR (EZDSWYTCHFC4) 0,04 146,67 0,0003 0,0002
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,04 0,0003 0,0003
US3133BUWC70 / FHLG 30YR 5% 02/01/2053#QF6943 0,04 0,00 0,0003 −0,0000
US3140JGWZ41 / Fannie Mae Pool 0,04 −5,26 0,0003 −0,0001
BOUGHT EUR SOLD USD 20250804 / DFE (000000000) 0,04 0,0003 0,0003
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,04 0,0003 0,0003
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,04 0,0003 0,0003
US3132D9KK93 / Freddie Mac Pool 0,04 −18,18 0,0003 −0,0001
US45660LVM89 / IndyMac INDX Mortgage Loan Trust 2005-AR15 0,04 0,00 0,0003 −0,0001
US3140NLMZ99 / FNMA POOL BY3975 FN 06/53 FIXED 5 0,04 0,00 0,0003 −0,0000
US96106JAE91 / WESTMORELAND COAL CO PIK TERM LOAN 0,03 3,03 0,0003 −0,0000
BOUGHT TRY SOLD USD 20250812 / DFE (000000000) 0,03 0,0003 0,0003
BOUGHT TRY SOLD USD 20250812 / DFE (000000000) 0,03 0,0003 0,0003
VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (EZSQ5BJRJBN9) 0,03 10,00 0,0003 −0,0000
ISRAEL GOVT EM SP JPM / DCR (EZZH278GQXH1) 0,03 371,43 0,0003 0,0002
ISRAEL GOVT EM SP JPM / DCR (EZZH278GQXH1) 0,03 371,43 0,0003 0,0002
US22540VK434 / Credit Suisse First Boston Mortgage Securities Corp 0,03 −2,94 0,0003 −0,0001
EZBLK0RXQ2F2 / AT&T INC SNR S* ICE 0,03 −13,51 0,0002 −0,0001
US18976GAU04 / CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A6 1A19 0,03 0,00 0,0002 −0,0000
BOUGHT PEN SOLD USD 20250707 / DFE (000000000) 0,03 0,0002 0,0002
US007036KD71 / ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 4 3A1 0,03 −3,12 0,0002 −0,0000
US3140NJHB31 / FNMA POOL BY2025 FN 05/53 FIXED 5 0,03 0,00 0,0002 −0,0000
US058933AN29 / Banc of America Funding 2006-D Trust 0,03 −6,06 0,0002 −0,0001
ROLLS-ROYCE PLC SNR SE ICE / DCR (EZ6TZSNBRC59) 0,03 0,0002 0,0002
BOUGHT PEN SOLD USD 20250707 / DFE (000000000) 0,03 0,0002 0,0002
BOEING CO/THE SNR S* ICE / DCR (EZ8LJVJQFWV8) 0,03 210,00 0,0002 0,0001
RFR USD SOFR/3.68500 01/24/24-10Y LCH / DIR (EZ93VBFRKZG5) 0,03 −142,47 0,0002 0,0009
RFR USD SOFR/3.68500 01/24/24-10Y LCH / DIR (EZ93VBFRKZG5) 0,03 −142,47 0,0002 0,0009
CDX EM34 ICE / DCR (EZS59H4VYXZ5) 0,03 328,57 0,0002 0,0002
CDX EM34 ICE / DCR (EZS59H4VYXZ5) 0,03 328,57 0,0002 0,0002
US3140X7KS72 / Fannie Mae Pool 0,03 −3,23 0,0002 −0,0000
US46631JAN81 / JP MORGAN MORTGAGE TRUST JPMMT 2007 A4 3A3 0,03 0,00 0,0002 −0,0000
US31418EM236 / Fannie Mae Pool 0,03 −3,23 0,0002 −0,0001
THAMES WATER UTIL LTD SR SECURED 144A 03/27 0.00000 / DBT (XS3002255787) 0,03 11,54 0,0002 −0,0000
THAMES WATER UTIL LTD SR SECURED 144A 03/27 0.00000 / DBT (XS3002255787) 0,03 11,54 0,0002 −0,0000
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,03 0,0002 0,0002
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,03 0,0002 0,0002
BOUGHT GBP SOLD USD 20250702 / DFE (000000000) 0,03 0,0002 0,0002
BOUGHT GBP SOLD USD 20250702 / DFE (000000000) 0,03 0,0002 0,0002
RFR USD SOFR/3.70000 03/05/24-10Y LCH / DIR (EZ4J782MXTD2) 0,03 −172,50 0,0002 0,0006
RFR USD SOFR/3.70000 03/05/24-10Y LCH / DIR (EZ4J782MXTD2) 0,03 −172,50 0,0002 0,0006
BOUGHT TRY SOLD USD 20251113 / DFE (000000000) 0,03 0,0002 0,0002
BOUGHT TRY SOLD USD 20251113 / DFE (000000000) 0,03 0,0002 0,0002
US3133KYYA18 / Federal Home Loan Mortgage Corporation 0,03 0,00 0,0002 −0,0000
US3131XYJ750 / Freddie Mac Pool 0,03 0,00 0,0002 −0,0000
US3140H7L629 / FNMA POOL BJ5748 FN 05/48 FIXED 4 0,03 0,00 0,0002 −0,0000
US12668JAA43 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 QH2 A1 144A 0,03 0,00 0,0002 −0,0000
XS2280431763 / CIFI Holdings Group Co Ltd 0,03 −17,65 0,0002 −0,0001
MEXICO LA SP MYC / DCR (EZDKNKQB19P7) 0,03 −1 450,00 0,0002 0,0002
BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) 0,03 0,0002 0,0002
BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) 0,03 0,0002 0,0002
RFR USD SOFR/3.73800 01/23/24-10Y LCH / DIR (EZ5NB1HF1B57) 0,03 −750,00 0,0002 0,0002
RFR USD SOFR/3.73800 01/23/24-10Y LCH / DIR (EZ5NB1HF1B57) 0,03 −750,00 0,0002 0,0002
US3140JPKG96 / FNMA POOL BN6594 FN 05/49 FIXED 4 0,03 −3,70 0,0002 −0,0000
US59020UL375 / MLCC MORTGAGE INVESTORS INC MLCC 2005 3 1A 0,03 0,00 0,0002 −0,0000
US929227XB72 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2002-AR17 SER 2002-AR17 CL 1A V/R REGD 3.52644500 0,03 −3,70 0,0002 −0,0000
US3133BXWB37 / FED HM LN PC POOL QF9642 FR 03/53 FIXED 5 0,03 −3,70 0,0002 −0,0000
USP17625AE71 / Venezuela Government International Bond 0,03 −3,70 0,0002 −0,0000
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,03 0,0002 0,0002
RFR USD SOFR/3.52500 03/02/23-7Y LCH / DIR (EZMHJQBYLCQ2) 0,03 −133,33 0,0002 0,0009
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,03 0,0002 0,0002
RFR USD SOFR/3.54666 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) 0,02 −79,31 0,0002 −0,0008
US3140FUHL59 / FNMA POOL BE8334 FN 07/47 FIXED 4 0,02 0,00 0,0002 −0,0000
FED HM LN PC POOL SD8464 FR 09/54 FIXED 6.5 / ABS-MBS (US3132DWMM28) 0,02 −7,69 0,0002 −0,0001
FED HM LN PC POOL SD8464 FR 09/54 FIXED 6.5 / ABS-MBS (US3132DWMM28) 0,02 −7,69 0,0002 −0,0001
US3140XKBL30 / Fannie Mae Pool 0,02 −4,00 0,0002 −0,0000
EZF7Y38CZFL5 / CDX EM38 ICE 0,02 −151,06 0,0002 0,0006
RFR USD SOFR/3.50000 12/20/23-7Y CME / DIR (EZPR4RDSDSJ6) 0,02 −79,65 0,0002 −0,0008
RFR USD SOFR/3.50000 12/20/23-7Y CME / DIR (EZPR4RDSDSJ6) 0,02 −79,65 0,0002 −0,0008
US007036MX18 / ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 7 4A1 0,02 0,00 0,0002 −0,0000
US3140HECQ32 / FNMA POOL BK0978 FN 02/48 FIXED 4.5 0,02 0,00 0,0002 −0,0000
US05491JAB98 / BAMLL RE-REMIC TRUST 2016-RRLD11 SER 2016-LD11 CL AJB V/R REGD 144A P/P 6.00818300 0,02 0,00 0,0002 −0,0000
US466286AV35 / J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A7 2A7 0,02 −8,33 0,0002 −0,0000
US31418EPC83 / FNMA 30YR 5% 02/01/2053#MA4918 0,02 −4,35 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
EZG1MXP5KL27 / CDX IG41 5Y ICE 0,02 15,79 0,0002 −0,0000
BOUGHT PEN SOLD USD 20250917 / DFE (000000000) 0,02 0,0002 0,0002
BOUGHT PEN SOLD USD 20250917 / DFE (000000000) 0,02 0,0002 0,0002
USP97475AJ95 / Venezuela Government International Bond 0,02 −8,70 0,0002 −0,0000
BOUGHT PEN SOLD USD 20250930 / DFE (000000000) 0,02 0,0002 0,0002
UKRAINE GOVERNMENT SR UNSECURED 144A 02/30 VAR / DBT (US903724CD29) 0,02 −8,70 0,0002 −0,0000
EZWHY2KRQV17 / BRAZIL LA SP GST 0,02 16,67 0,0002 −0,0000
WINDSTREAMWARRANTS SLDENVWINDSTREAMWARRANTS / DE (000000000) 0,02 0,0002 0,0002
WINDSTREAMWARRANTS SLDENVWINDSTREAMWARRANTS / DE (000000000) 0,02 0,0002 0,0002
US38144RAC16 / GSAA Home Equity Trust 2007-8 0,02 −19,23 0,0002 −0,0001
US31418EMN75 / Federal National Mortgage Association, Inc. 0,02 0,00 0,0002 −0,0000
US3140Q75V59 / Fannie Mae Pool 0,02 0,00 0,0002 −0,0000
US31418EMS62 / FNCL UMBS 5.0 MA4868 01-01-53 0,02 0,00 0,0002 −0,0000
XS2205316941 / CIFI Holdings Group Co Ltd 0,02 −16,67 0,0002 −0,0001
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,02 0,0002 0,0002
XS2099272846 / CIFI Holdings Group Co Ltd 0,02 −13,04 0,0002 −0,0001
BOUGHT TRY SOLD USD 20250804 / DFE (000000000) 0,02 0,0002 0,0002
BOUGHT TRY SOLD USD 20250804 / DFE (000000000) 0,02 0,0002 0,0002
BOUGHT TRY SOLD USD 20250729 / DFE (000000000) 0,02 0,0002 0,0002
BOUGHT TRY SOLD USD 20250729 / DFE (000000000) 0,02 0,0002 0,0002
US320520AE98 / FIRST HORIZON MORTGAGE PASS TH FHASI 2007 2 1A5 0,02 −13,64 0,0001 −0,0001
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,02 0,0001 0,0001
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,02 0,0001 0,0001
US3140NE3X18 / FNMA POOL BX9813 FN 05/53 FIXED 4.5 0,02 −5,00 0,0001 −0,0000
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 0,02 0,0001 0,0001
IRS EUR -0.32900 03/09/21-5Y* LCH / DIR (EZKDQ6QXWN03) 0,02 −44,12 0,0001 −0,0002
XS2342908949 / CIFI Holdings Group Co Ltd 0,02 −21,74 0,0001 −0,0001
RFR USD SOFR/3.55016 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) 0,02 −84,48 0,0001 −0,0009
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,02 0,0001 0,0001
CMBX.NA.AAA.12 SP MEI / DCR (000000000) 0,02 0,0001 0,0001
BOUGHT GBP SOLD USD 20250702 / DFE (000000000) 0,02 0,0001 0,0001
RFR USD SOFR/3.73500 08/07/23-10Y LCH / DIR (EZDZ6D0MWWY4) 0,02 −129,31 0,0001 0,0006
RFR USD SOFR/3.73500 08/07/23-10Y LCH / DIR (EZDZ6D0MWWY4) 0,02 −129,31 0,0001 0,0006
US452152GS43 / Illinois, General Obligation Bonds, Taxable Build America Bonds 0,02 −5,88 0,0001 −0,0000
UNIT / Uniti Group Inc. 0,00 0,00 0,02 −11,11 0,0001 −0,0000
US2620511053 / Drillco Holdings Luxembourg SA 0,00 0,00 0,02 −15,79 0,0001 −0,0001
US40431KAA88 / HSI ASSET LOAN OBLIGATION HALO 2007 WF1 A1 0,02 0,00 0,0001 −0,0000
BOUGHT TRY SOLD USD 20250724 / DFE (000000000) 0,02 0,0001 0,0001
BOUGHT TRY SOLD USD 20250724 / DFE (000000000) 0,02 0,0001 0,0001
US12668BLY73 / COUNTRYWIDE ALTERNATIVE LOAN TRUST 0,02 −6,25 0,0001 −0,0000
ISRAEL GOVT EM SP MYC / DCR (EZXHZ73B1F04) 0,02 −6,25 0,0001 −0,0000
ISRAEL GOVT EM SP MYC / DCR (EZXHZ73B1F04) 0,02 −6,25 0,0001 −0,0000
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 0,02 0,0001 0,0001
US05946XYZ04 / BANC OF AMERICA FUNDING 2005-F TRUST BAFC 2005-F 4A1 0,02 −6,25 0,0001 −0,0000
EZG3MM4J6J03 / CDX IG38 5Y ICE 0,02 0,00 0,0001 −0,0000
BOUGHT AUD SOLD USD 20250702 / DFE (000000000) 0,01 0,0001 0,0001
US3140JSVS54 / FNMA 30YR 3.5% 04/01/2049#BN9624 0,01 −6,67 0,0001 −0,0000
US949802AA06 / WELLS FARGO MORTGAGE BACKED SECURITIES 2003-I TRUST VAR 09/25/2033 0,01 −6,67 0,0001 −0,0000
US126694JR04 / CHL Mortgage Pass-Through Trust, Series 2005-24, Class A1 0,01 0,00 0,0001 −0,0000
BOUGHT TRY SOLD USD 20250725 / DFE (000000000) 0,01 0,0001 0,0001
BOUGHT TRY SOLD USD 20250725 / DFE (000000000) 0,01 0,0001 0,0001
US05949CPD29 / Banc of America Mortgage 2005-L Trust 0,01 −7,14 0,0001 −0,0000
US3131Y0AV40 / FED HM LN PC POOL ZM5420 FR 01/48 FIXED 4 0,01 0,00 0,0001 −0,0000
US12668ARH04 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 59 1A2C 0,01 −7,14 0,0001 −0,0000
BOUGHT PEN SOLD USD 20250707 / DFE (000000000) 0,01 0,0001 0,0001
BOUGHT PEN SOLD USD 20250707 / DFE (000000000) 0,01 0,0001 0,0001
RFR USD SOFR/3.75000 12/18/24-10Y LCH / DIR (EZ7K2W20N534) 0,01 −244,44 0,0001 0,0002
RFR USD SOFR/3.75000 12/18/24-10Y LCH / DIR (EZ7K2W20N534) 0,01 −244,44 0,0001 0,0002
RFR USD SOFR/3.64750 01/08/24-10Y LCH / DIR (EZG7FCZ335H8) 0,01 −88,98 0,0001 −0,0009
RFR USD SOFR/3.64750 01/08/24-10Y LCH / DIR (EZG7FCZ335H8) 0,01 −88,98 0,0001 −0,0009
US3140HL4C76 / FNMA POOL BK7118 FN 07/48 FIXED 4 0,01 0,00 0,0001 −0,0000
US3140HJYY15 / FNMA POOL BK5226 FN 09/48 FIXED 4 0,01 −14,29 0,0001 −0,0000
RFR USD SOFR/3.54542 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) 0,01 −89,66 0,0001 −0,0009
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,01 0,0001 0,0001
EZJGYSSMZ0P0 / MEXICO LA SP MYC 0,01 37,50 0,0001 0,0000
ISRAEL GOVT EM SP GST / DCR (EZZH278GQXH1) 0,01 57,14 0,0001 0,0000
RFR USD SOFR/3.73000 08/03/23-10Y LCH / DIR (EZ1K3X5C8LD0) 0,01 −120,37 0,0001 0,0006
RFR USD SOFR/3.73000 08/03/23-10Y LCH / DIR (EZ1K3X5C8LD0) 0,01 −120,37 0,0001 0,0006
US92922FBX50 / WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR9, Class 2A 0,01 0,00 0,0001 −0,0000
US45254NDK00 / IMPAC CMB TRUST IMM 2002 9F A1 0,01 −54,17 0,0001 −0,0001
RFR USD SOFR/3.51042 09/03/24-4Y* LCH / DIR (EZ4809P3F712) 0,01 −85,71 0,0001 −0,0006
RFR USD SOFR/3.51042 09/03/24-4Y* LCH / DIR (EZ4809P3F712) 0,01 −85,71 0,0001 −0,0006
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) 0,01 0,0001 0,0001
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) 0,01 0,0001 0,0001
US872224AG53 / TBW Mortgage-Backed Trust Series 2006-4 0,01 −9,09 0,0001 −0,0000
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,01 0,0001 0,0001
EURO-BUXL 30Y BND SEP25 XEUR 20250908 / DIR (DE000F1NGF87) 0,01 0,0001 0,0001
EURO-BUXL 30Y BND SEP25 XEUR 20250908 / DIR (DE000F1NGF87) 0,01 0,0001 0,0001
US3140K8SU68 / FNMA POOL BP1430 FN 03/50 FIXED 3.5 0,01 0,00 0,0001 −0,0000
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0,01 0,0001 0,0001
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0,01 0,0001 0,0001
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,01 0,0001 0,0001
US3140H7LZ83 / FNMA 30YR 4% 05/01/2048#BJ5743 0,01 0,00 0,0001 −0,0000
US32051GJ896 / First Horizon Asset Securities Inc 0,01 0,00 0,0001 −0,0000
US31418DXE74 / Uniform Mortgage-Backed Securities 0,01 0,00 0,0001 −0,0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,01 0,0001 0,0001
BOUGHT ILS SOLD USD 20250702 / DFE (000000000) 0,01 0,0001 0,0001
RFR USD SOFR/3.66500 01/24/24-10Y LCH / DIR (EZ93VBFRKZG5) 0,01 −110,96 0,0001 0,0007
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,01 0,0001 0,0001
LU2445093987 / INTELSAT EMERGENCE SA CALL EXP17FEB27 0,01 0,00 0,0001 −0,0000
EZ89MT0WHJP2 / MEXICO LA SP MYC 0,01 300,00 0,0001 0,0000
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,01 0,0001 0,0001
EZNLRC3852L0 / SOUTH AFRICA EM SP BOA 0,01 −92,16 0,0001 −0,0007
US885220DW07 / Thornburg Mortgage Securities Trust 2003-4 0,01 −12,50 0,0001 −0,0000
BOUGHT TRY SOLD USD 20250813 / DFE (000000000) 0,01 0,0001 0,0001
BOUGHT TRY SOLD USD 20250813 / DFE (000000000) 0,01 0,0001 0,0001
BOUGHT AUD SOLD USD 20250702 / DFE (000000000) 0,01 0,0001 0,0001
BOUGHT AUD SOLD USD 20250702 / DFE (000000000) 0,01 0,0001 0,0001
US3132AEK475 / FED HM LN PC POOL ZT2115 FR 01/29 FIXED 6 0,01 −12,50 0,0001 −0,0000
US912810SF66 / Us Treasury Bond 0,01 0,00 0,0001 −0,0000
US126698AC30 / Countrywide Asset-Backed Certificates 0,01 0,00 0,0001 −0,0000
EZ0D1S8SW570 / CDX HY35 5Y ICE 0,01 −36,36 0,0001 −0,0000
US36179UKZ48 / Ginnie Mae II Pool 0,01 −14,29 0,0001 −0,0000
EZLWQ22MVSP2 / CDX IG39 5Y ICE 0,01 0,00 0,0001 −0,0000
EZ4YGY9ZBMF1 / CMBX.NA.AAA.12 SP SAL 0,01 −700,00 0,0001 0,0001
952XGJII0 / EQTYWM927 WESTMORELAND MINING 0,00 0,00 0,01 −33,33 0,0001 −0,0000
ISRAEL GOVT EM SP BRC / DCR (EZZH278GQXH1) 0,01 −14,29 0,0001 −0,0000
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,01 0,0001 0,0001
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,01 0,0001 0,0001
ISRAEL GOVT EM SP JPM / DCR (EZXHZ73B1F04) 0,01 −68,75 0,0000 −0,0001
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,01 0,0000 0,0000
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,01 0,0000 0,0000
EZ6ZWC9MVX60 / MEXICO LA SP JPM 0,01 0,00 0,0000 −0,0000
BOUGHT TRY SOLD USD 20250701 / DFE (000000000) 0,01 0,0000 0,0000
BOUGHT TRY SOLD USD 20250701 / DFE (000000000) 0,01 0,0000 0,0000
BOUGHT AUD SOLD USD 20250805 / DFE (000000000) 0,01 0,0000 0,0000
BOUGHT AUD SOLD USD 20250805 / DFE (000000000) 0,01 0,0000 0,0000
SOLD PEN BOUGHT USD 20250701 / DFE (000000000) 0,00 0,0000 0,0000
SOLD PEN BOUGHT USD 20250701 / DFE (000000000) 0,00 0,0000 0,0000
ISRAEL GOVT EM SP BOA / DCR (EZZH278GQXH1) 0,00 −42,86 0,0000 −0,0000
MEXICO LA SP GST / DCR (EZDKNKQB19P7) 0,00 −300,00 0,0000 0,0001
BOUGHT TRY SOLD USD 20250811 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT TRY SOLD USD 20250811 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT THB SOLD USD 20250716 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT JPY SOLD USD 20250804 / DFE (000000000) 0,00 0,0000 0,0000
US30162RAD35 / Exela Intermediate LLC/Exela Finance, Inc. 0,00 −66,67 0,0000 −0,0001
EZJP54HQYM45 / CDX EM37 ICE 0,00 −250,00 0,0000 0,0001
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0,00 0,0000 0,0000
US3132A5JA49 / FED HM LN PC POOL ZS4757 FR 02/48 FIXED 4.5 0,00 0,00 0,0000 −0,0000
EZGYTWKCT097 / CDX IG37 5Y ICE 0,00 0,00 0,0000 −0,0000
US31393BX754 / Fannie Mae Trust 2003-W6 0,00 0,00 0,0000 −0,0000
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0,00 0,0000 0,0000
ISRAEL GOVT EM SP GST / DCR (EZV039TQB7Z2) 0,00 0,0000 0,0000
US31393CEY57 / FANNIE MAE REMICS SER 2003-34 CL A1 6.00000000 0,00 0,00 0,0000 −0,0000
US31329PBX06 / FREDDIE MAC POOL FR ZA5454 0,00 0,00 0,0000 −0,0000
US30227FAY60 / EXTENDED STAY AMERICA TRUST ESA 2021 ESH XCP 144A 0,00 0,00 0,0000 −0,0000
US362341WZ88 / GSR MORTGAGE LOAN TRUST 0,00 0,00 0,0000 −0,0000
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT IDR SOLD USD 20250714 / DFE (000000000) 0,00 0,0000 0,0000
935ZXN908 / WESTMORELAND MINING HOLDINGS L COMMON 0,00 0,00 0,00 −66,67 0,0000 −0,0000
BOUGHT TRY SOLD USD 20250807 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT TRY SOLD USD 20250807 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT NOK SOLD USD 20250702 / DFE (000000000) 0,00 0,0000 0,0000
US07384M4E98 / BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004 0,00 −50,00 0,0000 −0,0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT IDR SOLD USD 20250714 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT IDR SOLD USD 20250714 / DFE (000000000) 0,00 0,0000 0,0000
US69547MAD83 / PAID_22-3 0,00 −99,57 0,0000 −0,0020
US3140JN5L01 / Federal National Mortgage Association, Inc. 0,00 0,00 0,0000 −0,0000
BOUGHT KRW SOLD USD 20250708 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT PLN SOLD USD 20250718 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT JPY SOLD USD 20250804 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT TRY SOLD USD 20250814 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT TRY SOLD USD 20250814 / DFE (000000000) 0,00 0,0000 0,0000
SOLD NOK BOUGHT USD 20250804 / DFE (000000000) 0,00 0,0000 0,0000
EURO-SCHATZ FUT SEP25 XEUR 20250908 / DIR (DE000F1NGF79) 0,00 0,0000 0,0000
EURO-SCHATZ FUT SEP25 XEUR 20250908 / DIR (DE000F1NGF79) 0,00 0,0000 0,0000
EZT4KMN1Y986 / MEXICO LA SP MYC 0,00 29,41 0,0000 −0,0000
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,00 0,0000 0,0000
US86359BNU16 / Structured Adjustable Rate Mortgage Loan Trust Series 2004-4 0,00 0,0000 −0,0000
BOUGHT IDR SOLD USD 20250714 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT KRW SOLD USD 20250716 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT KWD SOLD USD 20260630 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT KWD SOLD USD 20260630 / DFE (000000000) 0,00 0,0000 0,0000
LU2445094365 / INTELSAT EMERGENCE SA 0,00 0,0000 −0,0000
EZYP3FB7TK33 / CDX EM35 ICE 0,00 0,0000 0,0000
BOUGHT IDR SOLD USD 20250714 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT PEN SOLD USD 20250714 / DFE (000000000) 0,00 0,0000 0,0000
EZ6N5RTF6TW5 / CDX EM39 ICE 0,00 −100,00 0,0000 0,0001
BOUGHT IDR SOLD USD 20250714 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT KWD SOLD USD 20260521 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT KWD SOLD USD 20260521 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT KWD SOLD USD 20260617 / DFE (000000000) 0,00 0,0000 0,0000
US31402CWF57 / FNMA POOL 725246 FN 01/34 FIXED VAR 0,00 0,0000 −0,0000
FNMA POOL 625537 FN 01/32 FIXED 6.5 / ABS-MBS (US31389G4W71) 0,00 0,0000 −0,0000
FNMA POOL 625537 FN 01/32 FIXED 6.5 / ABS-MBS (US31389G4W71) 0,00 0,0000 −0,0000
BOUGHT CHF SOLD USD 20250702 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT CHF SOLD USD 20250702 / DFE (000000000) 0,00 0,0000 0,0000
SOLD SEK BOUGHT USD 20250804 / DFE (000000000) 0,00 0,0000 0,0000
SOLD TWD BOUGHT USD 20250703 / DFE (000000000) 0,00 0,0000 0,0000
FNMA POOL 535032 FN 12/29 FIXED VAR / ABS-MBS (US31384VLM27) 0,00 0,0000 −0,0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,00 0,0000 0,0000
FNMA POOL 524579 FN 10/28 FIXED 6.5 / ABS-MBS (US31384HXG37) 0,00 0,0000 −0,0000
31371GPH7 / Fnma Pool 251624 Bond 0,00 0,0000 −0,0000
US31371G2S85 / FN 251985 0,00 0,0000 −0,0000
US31371MH834 / Fannie Mae Pool 0,00 0,0000 −0,0000
FNMA POOL 562567 FN 02/31 FIXED 6.5 / ABS-MBS (US31386F6C48) 0,00 0,0000 −0,0000
FNMA POOL 562567 FN 02/31 FIXED 6.5 / ABS-MBS (US31386F6C48) 0,00 0,0000 −0,0000
FNMA POOL 335339 FN 02/26 FIXED 6.5 / ABS-MBS (US31375HPY44) 0,00 0,0000 −0,0000
US81744FDP99 / SEQUOIA MORTGAGE TRUST SEMT 2004 8 B1 0,00 0,0000 −0,0000
BOUGHT CAD SOLD USD 20250805 / DFE (000000000) 0,00 0,0000 0,0000
FED HM LN PC POOL ZJ5251 FR 03/31 FIXED 7 / ABS-MBS (US3131WVZQ28) 0,00 0,0000 0,0000
FNMA POOL 941139 FN 09/37 FIXED 7 / ABS-MBS (US31413CBG33) 0,00 0,0000 0,0000
FNMA POOL 941139 FN 09/37 FIXED 7 / ABS-MBS (US31413CBG33) 0,00 0,0000 0,0000
RU000A0JXU22 / Russian Foreign Bond - Eurobond 0,00 0,0000 0,0000
RUSSIA / Russian Foreign Bond - Eurobond 0,00 0,0000 0,0000
ACI012L97 / HIPOTECARIA SU CASITA SA COMMON STOCK 0,35 0,00 0,00 0,0000 0,0000
US92918XAA37 / Voyager Aviation Holdings LLC 0,00 0,0000 0,0000
317U9G6A0 PIMCO SWAPTION 4.065 PUT USD 2025070 / DIR (EZJQZP36X547) −0,00 0,0000 0,0000
317U9EKA9 PIMCO SWAPTION 2.36 PUT EUR 20250630 / DIR (000000000) −0,00 0,0000 0,0000
317U9EKA9 PIMCO SWAPTION 2.36 PUT EUR 20250630 / DIR (000000000) −0,00 0,0000 0,0000
317U9ELA8 PIMCO SWAPTION 2.1 CALL EUR 20250630 / DIR (000000000) −0,00 0,0000 0,0000
317U9ELA8 PIMCO SWAPTION 2.1 CALL EUR 20250630 / DIR (000000000) −0,00 0,0000 0,0000
317U9EIA2 PIMCO SWAPTION 4.127 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
31750QSL4 OTC EPUT FN 4.5 JUL25 92.46875 PUT / DIR (000000000) −0,00 −0,0000 −0,0000
31750QSL4 OTC EPUT FN 4.5 JUL25 92.46875 PUT / DIR (000000000) −0,00 −0,0000 −0,0000
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0000 −0,0000
3175ET9M2 PIMCO FLOOR USD 0.02596 USD SOFR COM / DIR (000000000) −0,00 −0,0000 −0,0000
3175ET9M2 PIMCO FLOOR USD 0.02596 USD SOFR COM / DIR (000000000) −0,00 −0,0000 −0,0000
SOLD CAD BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
317U9GEA1 PIMCO SWAPTION 4.075 PUT USD 2025070 / DIR (EZ78N9X8M3Y4) −0,00 −0,0000 −0,0000
317U9GEA1 PIMCO SWAPTION 4.075 PUT USD 2025070 / DIR (EZ78N9X8M3Y4) −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
COLOMBIA LA SP JPM / DCR (EZ05QB3PBRQ1) −0,00 −100,00 −0,0000 −0,0000
BOUGHT KWD SOLD USD 20260518 / DFE (000000000) −0,00 −0,0000 −0,0000
BOUGHT KWD SOLD USD 20260518 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD KRW 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 SEK SOLD USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD CHF BOUGHT USD 20250804 / DFE (000000000) −0,00 −0,0000 −0,0000
BOUGHT KWD SOLD USD 20260602 / DFE (000000000) −0,00 −0,0000 −0,0000
BOUGHT KWD SOLD USD 20260602 / DFE (000000000) −0,00 −0,0000 −0,0000
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) −0,00 −0,0000 −0,0000
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD TRY BOUGHT USD 20250709 / DFE (000000000) −0,00 −0,0000 −0,0000
317U9JRA1 PIMCO SWAPTION 4.12 PUT USD 20250709 / DIR (EZYG54DQ9CL7) −0,00 −0,0000 −0,0000
317U9JRA1 PIMCO SWAPTION 4.12 PUT USD 20250709 / DIR (EZYG54DQ9CL7) −0,00 −0,0000 −0,0000
SOLD CAD BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD THB BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0000 −0,0000
317U9HMA0 PIMCO SWAPTION 4.019 PUT USD 2025070 / DIR (EZY1VWC6W1B5) −0,00 −0,0000 −0,0000
317U9HMA0 PIMCO SWAPTION 4.019 PUT USD 2025070 / DIR (EZY1VWC6W1B5) −0,00 −0,0000 −0,0000
BOUGHT KWD SOLD USD 20260610 / DFE (000000000) −0,00 −0,0000 −0,0000
317U9JSA0 PIMCO SWAPTION 4.122 PUT USD 2025071 / DIR (EZMLYZSNFH30) −0,00 −0,0000 −0,0000
BOUGHT KWD SOLD USD 20260610 / DFE (000000000) −0,00 −0,0000 −0,0000
COLOMBIA LA SP JPM / DCR (EZXKWXGHTDT1) −0,00 −100,00 −0,0000 0,0000
SOLD TRY BOUGHT USD 20250703 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD TRY BOUGHT USD 20250703 / DFE (000000000) −0,00 −0,0000 −0,0000
BOUGHT KWD SOLD USD 20260615 / DFE (000000000) −0,00 −0,0000 −0,0000
BOUGHT KWD SOLD USD 20260615 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD CHF BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD CHF BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
BOUGHT NOK SOLD USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
BOUGHT NOK SOLD USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
COLOMBIA LA SP BRC / DCR (EZ05QB3PBRQ1) −0,00 −100,00 −0,0000 −0,0000
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD KRW 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 SGD BOUGHT USD 20250805 / DFE (000000000) −0,00 −0,0000 −0,0000
RFR USD SOFR/3.65000 03/05/24-10Y LCH / DIR (EZ4J782MXTD2) −0,00 −97,50 −0,0000 0,0003
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD KRW 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 TWD BOUGHT USD 20250820 / DFE (000000000) −0,00 −0,0000 −0,0000
COLOMBIA LA SP BPS / DCR (EZQJJC4KSPK3) −0,00 −96,00 −0,0000 0,0002
SOLD NOK BOUGHT USD 20250804 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD ILS BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD ILS BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
BOUGHT KWD SOLD USD 20260528 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD THB BOUGHT USD 20250716 / DFE (000000000) −0,00 −0,0000 −0,0000
31750PIZ6 PIMCO FXVAN PUT USD TRY 39.75000000 / DFE (EZYP4979H2H4) −0,00 −95,24 −0,0000 0,0002
31750PIZ6 PIMCO FXVAN PUT USD TRY 39.75000000 / DFE (EZYP4979H2H4) −0,00 −95,24 −0,0000 0,0002
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
BOUGHT INR SOLD USD 20250820 / 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
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
BOUGHT KWD SOLD USD 20260504 / DFE (000000000) −0,00 −0,0000 −0,0000
31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) −0,00 −98,68 −0,0000 0,0013
31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) −0,00 −98,68 −0,0000 0,0013
31750QN05 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) −0,00 −98,68 −0,0000 0,0013
BOUGHT INR SOLD USD 20250820 / DFE (000000000) −0,00 −0,0000 −0,0000
317U9L3A2 PIMCO SWAPTION 4.0525 PUT USD 202507 / DIR (EZQM9CB4TVR9) −0,00 −0,0000 −0,0000
317U9L3A2 PIMCO SWAPTION 4.0525 PUT USD 202507 / DIR (EZQM9CB4TVR9) −0,00 −0,0000 −0,0000
COLOMBIA LA SP BPS / DCR (EZXKWXGHTDT1) −0,00 0,00 −0,0000 0,0000
COLOMBIA LA SP BPS / DCR (EZXKWXGHTDT1) −0,00 0,00 −0,0000 0,0000
COLOMBIA LA SP GST / DCR (EZXKWXGHTDT1) −0,00 50,00 −0,0000 −0,0000
SOLD SEK BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD SEK 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 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 ZAR BOUGHT USD 20250723 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) −0,00 −0,0000 −0,0000
317U9LGA8 PIMCO SWAPTION 4.097 PUT USD 2025071 / DIR (EZHBWHSTV570) −0,00 −0,0000 −0,0000
SOLD KRW BOUGHT USD 20250708 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD KRW BOUGHT USD 20250708 / DFE (000000000) −0,00 −0,0000 −0,0000
BOUGHT KWD SOLD USD 20260505 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD KRW BOUGHT USD 20250714 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD KRW BOUGHT USD 20250714 / DFE (000000000) −0,00 −0,0000 −0,0000
31750QSK6 OTC ECAL FN 4.5 JUL25 96.46875 CALL / DIR (000000000) −0,00 −0,0000 −0,0000
31750QSK6 OTC ECAL FN 4.5 JUL25 96.46875 CALL / DIR (000000000) −0,00 −0,0000 −0,0000
31750QMA4 PIMCO CDSOPT PUT USD 1.0 20250716 / DCR (EZ967XY50V92) −0,00 −97,37 −0,0000 0,0013
BOUGHT KWD SOLD USD 20270610 / DFE (000000000) −0,00 −0,0000 −0,0000
BOUGHT KWD SOLD USD 20270610 / DFE (000000000) −0,00 −0,0000 −0,0000
BOUGHT KWD SOLD USD 20270610 / DFE (000000000) −0,00 −0,0000 −0,0000
BOUGHT KWD SOLD USD 20270610 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
317U9LLA2 PIMCO SWAPTION 4.095 PUT USD 2025071 / DIR (EZBYVN1N6JS0) −0,00 −0,0000 −0,0000
TRS SOFRINDX/IBXXLLTR 09/22/25 MYC / DCR (000000000) −0,00 −0,0000 −0,0000
31750QMB2 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (EZ967XY50V92) −0,00 −97,37 −0,0000 0,0013
BOUGHT PEN SOLD USD 20250701 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD NOK BOUGHT USD 20250702 / DFE (000000000) −0,01 −0,0000 −0,0000
SOLD NOK BOUGHT USD 20250702 / DFE (000000000) −0,01 −0,0000 −0,0000
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,01 −0,0000 −0,0000
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,01 −0,0000 −0,0000
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) −0,01 −0,0000 −0,0000
SOLD PLN BOUGHT USD 20250710 / DFE (000000000) −0,01 −0,0000 −0,0000
SOLD PLN BOUGHT USD 20250710 / DFE (000000000) −0,01 −0,0000 −0,0000
SOLD TRY BOUGHT USD 20250729 / DFE (000000000) −0,01 −0,0001 −0,0001
SOLD NOK BOUGHT USD 20250702 / DFE (000000000) −0,01 −0,0001 −0,0001
SOLD NOK BOUGHT USD 20250702 / DFE (000000000) −0,01 −0,0001 −0,0001
SOLD AUD BOUGHT USD 20250702 / DFE (000000000) −0,01 −0,0001 −0,0001
SOLD AUD BOUGHT USD 20250702 / DFE (000000000) −0,01 −0,0001 −0,0001
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,01 −0,0001 −0,0001
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,01 −0,0001 −0,0001
COLOMBIA LA SP MYC / DCR (EZXKWXGHTDT1) −0,01 250,00 −0,0001 −0,0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) −0,01 −0,0001 −0,0001
317U9MJA3 PIMCO SWAPTION 4.05 PUT USD 20250721 / DIR (EZPXSH8F93Y9) −0,01 −0,0001 −0,0001
317U9MJA3 PIMCO SWAPTION 4.05 PUT USD 20250721 / DIR (EZPXSH8F93Y9) −0,01 −0,0001 −0,0001
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) −0,01 −0,0001 −0,0001
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) −0,01 −0,0001 −0,0001
317U9M3A0 PIMCO SWAPTION 4.037 PUT USD 2025071 / DIR (EZ1JLHJ8JY10) −0,01 −0,0001 −0,0001
317U9GAA5 PIMCO SWAPTION 2.64 PUT EUR 20250703 / DIR (EZL9GW5599J4) −0,01 −0,0001 −0,0001
US 10YR FUT OPTN AUG25P 108.5 EXP 07/25/2025 / DIR (000000000) −0,01 −0,0001 −0,0001
US 10YR FUT OPTN AUG25P 108.5 EXP 07/25/2025 / DIR (000000000) −0,01 −0,0001 −0,0001
SOLD ILS BOUGHT USD 20250709 / DFE (000000000) −0,01 −0,0001 −0,0001
SOLD ILS BOUGHT USD 20250709 / DFE (000000000) −0,01 −0,0001 −0,0001
SOLD BRL BOUGHT USD 20250702 / DFE (000000000) −0,01 −0,0001 −0,0001
SOLD BRL BOUGHT USD 20250702 / DFE (000000000) −0,01 −0,0001 −0,0001
RFR USD SOFR/3.75000 12/13/22-5Y LCH / DIR (EZFJH6GL7211) −0,01 −0,0001 −0,0001
RFR USD SOFR/3.75000 12/13/22-5Y LCH / DIR (EZFJH6GL7211) −0,01 −0,0001 −0,0001
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,01 −0,0001 −0,0001
SOLD SEK BOUGHT USD 20250702 / DFE (000000000) −0,01 −0,0001 −0,0001
SOLD SEK BOUGHT USD 20250702 / DFE (000000000) −0,01 −0,0001 −0,0001
SOLD THB BOUGHT USD 20250716 / DFE (000000000) −0,01 −0,0001 −0,0001
SOLD SEK BOUGHT USD 20250702 / DFE (000000000) −0,01 −0,0001 −0,0001
SOLD MXN BOUGHT USD 20250917 / DFE (000000000) −0,01 −0,0001 −0,0001
SOLD NZD BOUGHT USD 20250702 / DFE (000000000) −0,01 −0,0001 −0,0001
SOLD NZD BOUGHT USD 20250702 / DFE (000000000) −0,01 −0,0001 −0,0001
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,01 −0,0001 −0,0001
TRS SOFRINDX/IBXXLLTR 09/22/25 JPM / DCR (000000000) −0,01 −0,0001 −0,0001
317U9LFA9 PIMCO SWAPTION 2.46 CALL EUR 2025071 / DIR (EZLXC2V2MYF7) −0,01 −0,0001 −0,0001
317U9LFA9 PIMCO SWAPTION 2.46 CALL EUR 2025071 / DIR (EZLXC2V2MYF7) −0,01 −0,0001 −0,0001
317U9MPA6 PIMCO SWAPTION 3.933 PUT USD 2025072 / DIR (EZTRLD6PX319) −0,01 −0,0001 −0,0001
317U9MPA6 PIMCO SWAPTION 3.933 PUT USD 2025072 / DIR (EZTRLD6PX319) −0,01 −0,0001 −0,0001
EURO-BUND OPTION AUG25C 132.5 EXP 07/25/2025 / DIR (DE000F1674Y7) −0,01 −0,0001 −0,0001
RFR USD SOFR/3.67000 01/08/24-10Y LCH / DIR (EZG7FCZ335H8) −0,01 −110,17 −0,0001 −0,0011
RFR USD SOFR/3.67000 01/08/24-10Y LCH / DIR (EZG7FCZ335H8) −0,01 −110,17 −0,0001 −0,0011
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,01 −0,0001 −0,0001
RFR USD SOFR/3.68400 01/03/24-10Y LCH / DIR (EZDL1WQQ28Y4) −0,01 −133,33 −0,0001 −0,0004
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) −0,01 −0,0001 −0,0001
ZCS BRL 11.7 03/24/22-01/04/27 CME / DIR (EZQDNC1L61Z9) −0,01 −79,41 −0,0001 0,0005
ZCS BRL 11.7 03/24/22-01/04/27 CME / DIR (EZQDNC1L61Z9) −0,01 −79,41 −0,0001 0,0005
31750PJ85 PIMCO FXVAN PUT USD TRY 41.60000000 / DFE (EZMGNXM4T248) −0,01 −56,25 −0,0001 0,0002
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,02 −0,0001 −0,0001
31750PIY9 PIMCO FXVAN CALL USD TRY 51.75000000 / DFE (EZ0WD1TWX9Y8) −0,02 −84,21 −0,0001 0,0007
EURO-BOBL OPTION AUG25C 118.5 EXP 07/25/2025 / DIR (DE000F167SZ1) −0,02 −0,0001 −0,0001
EURO-BOBL OPTION AUG25C 118.5 EXP 07/25/2025 / DIR (DE000F167SZ1) −0,02 −0,0001 −0,0001
317U9LEA0 PIMCO SWAPTION 2.72 PUT EUR 20250716 / DIR (EZMWVGHPD033) −0,02 −0,0001 −0,0001
317U9LEA0 PIMCO SWAPTION 2.72 PUT EUR 20250716 / DIR (EZMWVGHPD033) −0,02 −0,0001 −0,0001
TRS SOFRINDX/IBXXLLTR 09/22/25 BPS / DCR (000000000) −0,02 −0,0001 −0,0001
TRS SOFRINDX/IBXXLLTR 09/22/25 BPS / DCR (000000000) −0,02 −0,0001 −0,0001
SOLD PEN BOUGHT USD 20251001 / DFE (000000000) −0,02 −0,0001 −0,0001
SOLD PEN BOUGHT USD 20251001 / DFE (000000000) −0,02 −0,0001 −0,0001
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) −0,02 −0,0001 −0,0001
RFR USD SOFR/3.47000 02/22/23-7Y LCH / DIR (EZV47KR0KWY6) −0,02 −93,42 −0,0002 0,0025
RFR USD SOFR/3.47000 02/22/23-7Y LCH / DIR (EZV47KR0KWY6) −0,02 −93,42 −0,0002 0,0025
RFR USD SOFR/3.62000 01/31/24-10Y LCH / DIR (EZBL3RM9F9M5) −0,02 −72,00 −0,0002 0,0005
RFR USD SOFR/3.62000 01/31/24-10Y LCH / DIR (EZBL3RM9F9M5) −0,02 −72,00 −0,0002 0,0005
SOLD PEN BOUGHT USD 20250707 / DFE (000000000) −0,02 −0,0002 −0,0002
SOLD PEN BOUGHT USD 20250707 / DFE (000000000) −0,02 −0,0002 −0,0002
US 10YR FUT OPTN AUG25P 109.5 EXP 07/25/2025 / DIR (000000000) −0,02 −0,0002 −0,0002
US 10YR FUT OPTN AUG25P 109.5 EXP 07/25/2025 / DIR (000000000) −0,02 −0,0002 −0,0002
31750PMA6 PIMCO FXVAN PUT USD TRY 40.57500000 / DFE (EZ6D60D4NDX6) −0,02 −61,82 −0,0002 0,0003
31750PMA6 PIMCO FXVAN PUT USD TRY 40.57500000 / DFE (EZ6D60D4NDX6) −0,02 −61,82 −0,0002 0,0003
317U9MNA8 PIMCO SWAPTION 3.955 PUT USD 2025072 / DIR (EZTRLD6PX319) −0,02 −0,0002 −0,0002
317U9MNA8 PIMCO SWAPTION 3.955 PUT USD 2025072 / DIR (EZTRLD6PX319) −0,02 −0,0002 −0,0002
TRS SOFRINDX/IBXXLLTR 09/22/25 MYC / DCR (000000000) −0,02 −0,0002 −0,0002
COLOMBIA LA SP MYC / DCR (EZQJJC4KSPK3) −0,02 −8,00 −0,0002 0,0000
COLOMBIA LA SP MYC / DCR (EZQJJC4KSPK3) −0,02 −8,00 −0,0002 0,0000
31750PMB4 PIMCO FXVAN CALL USD TRY 52.72500000 / DFE (EZ334JPD9ZR9) −0,02 −83,33 −0,0002 0,0011
31750PMB4 PIMCO FXVAN CALL USD TRY 52.72500000 / DFE (EZ334JPD9ZR9) −0,02 −83,33 −0,0002 0,0011
SOLD CHF BOUGHT USD 20250702 / DFE (000000000) −0,02 −0,0002 −0,0002
SOLD CHF BOUGHT USD 20250702 / DFE (000000000) −0,02 −0,0002 −0,0002
317U9EPA4 PIMCO SWAPTION 3.701 CALL USD 202506 / DIR (EZY1GXGHBZM5) −0,02 −0,0002 −0,0002
317U9EPA4 PIMCO SWAPTION 3.701 CALL USD 202506 / DIR (EZY1GXGHBZM5) −0,02 −0,0002 −0,0002
SOLD PEN BOUGHT USD 20251205 / DFE (000000000) −0,03 −0,0002 −0,0002
SOLD PEN BOUGHT USD 20251205 / DFE (000000000) −0,03 −0,0002 −0,0002
3175ET223 PIMCO FLOOR USD 0.02224 USD SOFR COM / DIR (000000000) −0,03 −0,0002 −0,0002
3175ET223 PIMCO FLOOR USD 0.02224 USD SOFR COM / DIR (000000000) −0,03 −0,0002 −0,0002
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,03 −0,0002 −0,0002
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) −0,03 −0,0002 −0,0002
EURO-BOBL OPTION AUG25P 117.2 EXP 07/25/2025 / DIR (DE000F167SF3) −0,03 −0,0002 −0,0002
EURO-BOBL OPTION AUG25P 117.2 EXP 07/25/2025 / DIR (DE000F167SF3) −0,03 −0,0002 −0,0002
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) −0,03 −0,0002 −0,0002
EZ87806BLJ43 / FORD MOTOR CREDIT COMPANY LLC SNR S* ICE −0,03 −23,68 −0,0002 0,0001
EURO-BUND OPTION AUG25P 129 EXP 07/25/2025 / DIR (DE000F167368) −0,03 −0,0002 −0,0002
EURO-BUND OPTION AUG25P 129 EXP 07/25/2025 / DIR (DE000F167368) −0,03 −0,0002 −0,0002
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,03 −0,0002 −0,0002
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,03 −0,0002 −0,0002
317U9N1A0 PIMCO SWAPTION 3.914 PUT USD 2025072 / DIR (EZBGX0TQ91B3) −0,03 −0,0002 −0,0002
317U9N3A8 PIMCO SWAPTION 3.905 PUT USD 2025072 / DIR (EZBGX0TQ91B3) −0,04 −0,0003 −0,0003
TRS SOFRINDX/IBXXLLTR 09/22/25 MYC / DCR (000000000) −0,04 −0,0003 −0,0003
TRS SOFRINDX/IBXXLLTR 09/22/25 MYC / DCR (000000000) −0,04 −0,0003 −0,0003
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) −0,04 −0,0003 −0,0003
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) −0,04 −0,0003 −0,0003
SOFTBANK GROUP CORP SNR JP SP GST / DCR (EZ1K1NTX2WN0) −0,04 20,00 −0,0003 −0,0000
SOFTBANK GROUP CORP SNR JP SP GST / DCR (EZ1K1NTX2WN0) −0,04 20,00 −0,0003 −0,0000
US 10YR FUT OPTN AUG25P 110.2 EXP 07/25/2025 / DIR (000000000) −0,04 −0,0003 −0,0003
317U9MQA5 PIMCO SWAPTION 3.583 CALL USD 202507 / DIR (EZCLF3R2NG23) −0,04 −0,0003 −0,0003
317U9MQA5 PIMCO SWAPTION 3.583 CALL USD 202507 / DIR (EZCLF3R2NG23) −0,04 −0,0003 −0,0003
ZCS BRL 11.26 03/25/22-01/04/27 CME / DIR (EZTGJMP2L6K1) −0,04 −7,32 −0,0003 0,0001
ZCS BRL 11.26 03/25/22-01/04/27 CME / DIR (EZTGJMP2L6K1) −0,04 −7,32 −0,0003 0,0001
ZCS BRL 11.245 03/25/22-01/04/27 CME / DIR (EZTGJMP2L6K1) −0,04 −7,32 −0,0003 0,0001
ZCS BRL 11.245 03/25/22-01/04/27 CME / DIR (EZTGJMP2L6K1) −0,04 −7,32 −0,0003 0,0001
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,04 −0,0003 −0,0003
ZCS BRL 14.0087 05/12/25-01/04/27 CME / DIR (EZHTRBH6Z688) −0,04 −0,0003 −0,0003
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) −0,04 −0,0003 −0,0003
RFR USD SOFR/3.5815* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) −0,04 −134,48 −0,0003 −0,0013
SOLD PEN BOUGHT USD 20250808 / DFE (000000000) −0,04 −0,0003 −0,0003
SOLD PEN BOUGHT USD 20250808 / DFE (000000000) −0,04 −0,0003 −0,0003
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) −0,04 −0,0003 −0,0003
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) −0,04 −0,0003 −0,0003
TRS SOFRINDX/IBXXLLTR 09/22/25 BPS / DCR (000000000) −0,04 −0,0003 −0,0003
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,04 −0,0003 −0,0003
CMBX.NA.AAA.15 SP MYC / DCR (EZSC22FCPYN8) −0,04 −65,89 −0,0003 0,0008
CMBX.NA.AAA.15 SP MYC / DCR (EZSC22FCPYN8) −0,04 −65,89 −0,0003 0,0008
RFR USD SOFR/3.60080 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) −0,05 −140,52 −0,0004 −0,0014
RFR USD SOFR/3.60240 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) −0,05 −142,24 −0,0004 −0,0014
SOLD PLN BOUGHT USD 20250710 / DFE (000000000) −0,05 −0,0004 −0,0004
SOLD PLN BOUGHT USD 20250710 / DFE (000000000) −0,05 −0,0004 −0,0004
RFR USD SOFR/3.59507 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) −0,05 −142,24 −0,0004 −0,0014
RFR USD SOFR/3.75000 01/02/24-10Y LCH / DIR (EZ29NPCQVYW2) −0,05 68,97 −0,0004 −0,0001
RFR USD SOFR/3.75000 01/02/24-10Y LCH / DIR (EZ29NPCQVYW2) −0,05 68,97 −0,0004 −0,0001
RFR JPY MUTK/1.25000 06/18/25-10Y LCH / DIR (EZHVW867QSM1) −0,05 −0,0004 −0,0004
RFR USD SOFR/3.88000 10/16/23-30Y LCH / DIR (EZMGKY0TMR53) −0,05 −265,62 −0,0004 −0,0007
RFR USD SOFR/3.88000 10/16/23-30Y LCH / DIR (EZMGKY0TMR53) −0,05 −265,62 −0,0004 −0,0007
SOLD NZD BOUGHT USD 20250804 / DFE (000000000) −0,05 −0,0004 −0,0004
RFR USD SOFR/3.6062* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) −0,05 −146,55 −0,0004 −0,0014
SOLD THB BOUGHT USD 20250716 / DFE (000000000) −0,06 −0,0004 −0,0004
SOLD THB BOUGHT USD 20250716 / DFE (000000000) −0,06 −0,0004 −0,0004
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,06 −0,0004 −0,0004
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) −0,06 −0,0004 −0,0004
RFR USD SOFR/3.60089 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) −0,06 −150,86 −0,0004 −0,0015
31750PJ77 PIMCO FXVAN CALL USD TRY 56.90000000 / DFE (EZTHFXN1DFH1) −0,06 −61,94 −0,0004 0,0009
ZCS BRL 11.715 03/24/22-01/04/27 CME / DIR (EZQDNC1L61Z9) −0,06 −10,29 −0,0005 0,0001
ZCS BRL 11.715 03/24/22-01/04/27 CME / DIR (EZQDNC1L61Z9) −0,06 −10,29 −0,0005 0,0001
RFR USD SOFR/3.60243 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) −0,06 −152,59 −0,0005 −0,0015
RFR USD SOFR/3.87000 10/17/23-30Y LCH / DIR (EZ4Y6ZHLLK61) −0,06 −342,31 −0,0005 −0,0007
317U9HNA9 PIMCO SWAPTION 3.669 CALL USD 202507 / DIR (EZJFGPMJB918) −0,06 −0,0005 −0,0005
317U9HNA9 PIMCO SWAPTION 3.669 CALL USD 202507 / DIR (EZJFGPMJB918) −0,06 −0,0005 −0,0005
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,07 −0,0005 −0,0005
IRS AUD 2.75000 06/17/16-10Y CME / DIR (EZ49RGV27FH3) −0,07 −58,33 −0,0005 0,0009
IRS AUD 2.75000 06/17/16-10Y CME / DIR (EZ49RGV27FH3) −0,07 −58,33 −0,0005 0,0009
SOLD PEN BOUGHT USD 20250812 / DFE (000000000) −0,07 −0,0005 −0,0005
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,07 −0,0005 −0,0005
IRS EUR 2.52000 03/27/25-10Y LCH / DIR (EZ84ZR69LPH2) −0,07 −42,61 −0,0005 0,0005
IRS EUR 2.52000 03/27/25-10Y LCH / DIR (EZ84ZR69LPH2) −0,07 −42,61 −0,0005 0,0005
CDX EM41 ICE / DCR (EZKFGV9S8KR7) −0,07 −53,79 −0,0005 0,0008
CDX EM41 ICE / DCR (EZKFGV9S8KR7) −0,07 −53,79 −0,0005 0,0008
SOLD NZD BOUGHT USD 20250702 / DFE (000000000) −0,07 −0,0005 −0,0005
317U9N4A7 PIMCO SWAPTION 3.555 CALL USD 202507 / DIR (EZMYNDCY8F38) −0,07 −0,0005 −0,0005
317U9N4A7 PIMCO SWAPTION 3.555 CALL USD 202507 / DIR (EZMYNDCY8F38) −0,07 −0,0005 −0,0005
317U9N2A9 PIMCO SWAPTION 3.564 CALL USD 202507 / DIR (EZMYNDCY8F38) −0,07 −0,0005 −0,0005
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) −0,07 −0,0005 −0,0005
TRS SOFRINDX/IBXXLLTR 09/22/25 MYC / DCR (000000000) −0,07 −0,0006 −0,0006
3175AC919 PIMCO FLOOR USD 0.0255 USD SOFR COMP / DIR (000000000) −0,07 −0,0006 −0,0006
3175AC919 PIMCO FLOOR USD 0.0255 USD SOFR COMP / DIR (000000000) −0,07 −0,0006 −0,0006
SOLD PEN BOUGHT USD 20250930 / DFE (000000000) −0,07 −0,0006 −0,0006
SOLD PLN BOUGHT USD 20250710 / DFE (000000000) −0,07 −0,0006 −0,0006
RFR USD SOFR/3.62330 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) −0,08 −165,52 −0,0006 −0,0016
ZCS BRL 11.22 03/25/22-01/04/27 CME / DIR (EZTGJMP2L6K1) −0,08 85,37 −0,0006 −0,0002
RFR USD SOFR/3.6766* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) −0,08 −166,38 −0,0006 −0,0016
317U9L4A1 PIMCO SWAPTION 3.6525 CALL USD 20250 / DIR (EZT5FL9WGCP1) −0,08 −0,0006 −0,0006
SOLD PEN BOUGHT USD 20251105 / DFE (000000000) −0,08 −0,0006 −0,0006
317U9G7A9 PIMCO SWAPTION 3.715 CALL USD 202507 / DIR (EZL4V0T519J1) −0,08 −0,0006 −0,0006
317U9G7A9 PIMCO SWAPTION 3.715 CALL USD 202507 / DIR (EZL4V0T519J1) −0,08 −0,0006 −0,0006
SOLD THB BOUGHT USD 20250716 / DFE (000000000) −0,08 −0,0006 −0,0006
317U9MOA7 PIMCO SWAPTION 3.605 CALL USD 202507 / DIR (EZCLF3R2NG23) −0,09 −0,0006 −0,0006
317U9MOA7 PIMCO SWAPTION 3.605 CALL USD 202507 / DIR (EZCLF3R2NG23) −0,09 −0,0006 −0,0006
RFR USD SOFR/3.6637* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) −0,09 −173,28 −0,0006 −0,0017
317U9L6A9 PIMCO SWAPTION 3.664 CALL USD 202507 / DIR (EZT5FL9WGCP1) −0,09 −0,0006 −0,0006
SOLD PEN BOUGHT USD 20251217 / DFE (000000000) −0,09 −0,0007 −0,0007
SOLD PEN BOUGHT USD 20250821 / DFE (000000000) −0,09 −0,0007 −0,0007
SOLD PEN BOUGHT USD 20250821 / DFE (000000000) −0,09 −0,0007 −0,0007
RFR USD SOFR/3.83000 10/12/23-30Y LCH / DIR (EZ0R2CJ02B95) −0,09 1 720,00 −0,0007 −0,0006
RFR USD SOFR/3.83000 10/12/23-30Y LCH / DIR (EZ0R2CJ02B95) −0,09 1 720,00 −0,0007 −0,0006
TRS SOFRINDX/IBXXLLTR 09/22/25 JPM / DCR (000000000) −0,09 −0,0007 −0,0007
TRS SOFRINDX/IBXXLLTR 09/22/25 JPM / DCR (000000000) −0,09 −0,0007 −0,0007
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) −0,09 −0,0007 −0,0007
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) −0,09 −0,0007 −0,0007
RFR USD SOFR/3.7317* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) −0,10 −182,76 −0,0007 −0,0017
CDX EM40 ICE / DCR (EZXWTK5G6C61) −0,10 −69,62 −0,0007 0,0021
SOLD PEN BOUGHT USD 20250825 / DFE (000000000) −0,10 −0,0007 −0,0007
RFR USD SOFR/3.79500 08/06/24-10Y LCH / DIR (EZNY7TTVVKP4) −0,10 −241,43 −0,0007 −0,0014
317U9O2A7 PIMCO SWAPTION 3.895 PUT USD 2025072 / DIR (EZHZLXVZP143) −0,10 −0,0008 −0,0008
317U9O2A7 PIMCO SWAPTION 3.895 PUT USD 2025072 / DIR (EZHZLXVZP143) −0,10 −0,0008 −0,0008
317U9GFA0 PIMCO SWAPTION 3.725 CALL USD 202507 / DIR (EZ78XR7L6YX2) −0,10 −0,0008 −0,0008
SOLD PEN BOUGHT USD 20251029 / DFE (000000000) −0,10 −0,0008 −0,0008
SOLD PEN BOUGHT USD 20251029 / DFE (000000000) −0,10 −0,0008 −0,0008
SOLD PEN BOUGHT USD 20251124 / DFE (000000000) −0,10 −0,0008 −0,0008
SOLD PEN BOUGHT USD 20251124 / DFE (000000000) −0,10 −0,0008 −0,0008
317U9M4A9 PIMCO SWAPTION 3.637 CALL USD 202507 / DIR (EZ7SJVNDKPC9) −0,11 −0,0008 −0,0008
RFR USD SOFR/3.84200 12/26/23-10Y LCH / DIR (EZXF72WB6QT0) −0,11 120,83 −0,0008 −0,0004
SOLD PEN BOUGHT USD 20250731 / DFE (000000000) −0,11 −0,0008 −0,0008
SOLD ILS BOUGHT USD 20250702 / DFE (000000000) −0,11 −0,0008 −0,0008
SOLD ILS BOUGHT USD 20250702 / DFE (000000000) −0,11 −0,0008 −0,0008
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) −0,12 −0,0009 −0,0009
RFR USD SOFR/3.87000 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) −0,12 73,91 −0,0009 −0,0003
ZCS BRL 13.9271 05/08/25-01/04/27 CME / DIR (EZ6MPDHN98L0) −0,12 −0,0009 −0,0009
ZCS BRL 13.9271 05/08/25-01/04/27 CME / DIR (EZ6MPDHN98L0) −0,12 −0,0009 −0,0009
3175JI9T6 PIMCO FLOOR USD 0.026175 USD SOFR CO / DIR (EZZYKWJNYDD0) −0,13 −33,86 −0,0009 0,0007
3175JI9T6 PIMCO FLOOR USD 0.026175 USD SOFR CO / DIR (EZZYKWJNYDD0) −0,13 −33,86 −0,0009 0,0007
SOLD CAD BOUGHT USD 20250711 / DFE (000000000) −0,13 −0,0010 −0,0010
SOLD CAD BOUGHT USD 20250711 / DFE (000000000) −0,13 −0,0010 −0,0010
ZCS BRL 11.87 03/22/22-01/04/27 CME / DIR (EZQDNC1L61Z9) −0,13 86,76 −0,0010 −0,0004
ZCS BRL 11.87 03/22/22-01/04/27 CME / DIR (EZQDNC1L61Z9) −0,13 86,76 −0,0010 −0,0004
US 10YR FUT OPTN AUG25C 112.7 EXP 07/25/2025 / DIR (000000000) −0,13 −0,0010 −0,0010
US 10YR FUT OPTN AUG25C 112.7 EXP 07/25/2025 / DIR (000000000) −0,13 −0,0010 −0,0010
SOLD PEN BOUGHT USD 20250917 / DFE (000000000) −0,13 −0,0010 −0,0010
SOLD PEN BOUGHT USD 20250917 / DFE (000000000) −0,13 −0,0010 −0,0010
IRS EUR 2.46000 04/01/25-10Y LCH / DIR (EZ53SKB9GFZ1) −0,13 −25,42 −0,0010 0,0006
IRS EUR 2.46000 04/01/25-10Y LCH / DIR (EZ53SKB9GFZ1) −0,13 −25,42 −0,0010 0,0006
RFR USD SOFR/3.68700 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) −0,13 −214,66 −0,0010 −0,0020
RFR USD SOFR/3.72136 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) −0,13 −215,52 −0,0010 −0,0020
IRS EUR 2.40000 04/09/25-5Y LCH / DIR (EZVHX3M64G11) −0,14 −0,0010 −0,0010
IRS EUR 2.40000 04/09/25-5Y LCH / DIR (EZVHX3M64G11) −0,14 −0,0010 −0,0010
RFR USD SOFR/3.05000 09/06/22-10Y LCH / DIR (EZFMM2VYWS46) −0,14 −15,62 −0,0010 0,0004
RFR USD SOFR/3.05000 09/06/22-10Y LCH / DIR (EZFMM2VYWS46) −0,14 −15,62 −0,0010 0,0004
RFR USD SOFR/3.72186 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) −0,14 −216,38 −0,0010 −0,0020
317U9LMA1 PIMCO SWAPTION 3.695 CALL USD 202507 / DIR (EZSG2674R1G7) −0,14 −0,0010 −0,0010
RFR USD SOFR/3.72680 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) −0,14 −220,69 −0,0010 −0,0021
317U9LHA7 PIMCO SWAPTION 3.697 CALL USD 202507 / DIR (EZ1ZLHZPLNC3) −0,14 −0,0011 −0,0011
317U9LHA7 PIMCO SWAPTION 3.697 CALL USD 202507 / DIR (EZ1ZLHZPLNC3) −0,14 −0,0011 −0,0011
SOLD PEN BOUGHT USD 20250730 / DFE (000000000) −0,14 −0,0011 −0,0011
RFR USD SOFR/3.7351* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) −0,15 −226,72 −0,0011 −0,0021
RFR USD SOFR/3.73910 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) −0,15 −229,31 −0,0011 −0,0022
RFR USD SOFR/3.73910 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) −0,15 −229,31 −0,0011 −0,0022
CDX EM42 ICE / DCR (EZ8N8SNTCSD6) −0,15 −45,52 −0,0011 0,0013
CDX EM42 ICE / DCR (EZ8N8SNTCSD6) −0,15 −45,52 −0,0011 0,0013
317U9MKA1 PIMCO SWAPTION 3.7 CALL USD 20250721 / DIR (EZQRZMCG5093) −0,15 −0,0012 −0,0012
SOLD PEN BOUGHT USD 20250814 / DFE (000000000) −0,16 −0,0012 −0,0012
SOLD PEN BOUGHT USD 20250814 / DFE (000000000) −0,16 −0,0012 −0,0012
IRS EUR 2.42000 03/07/25-10Y LCH / DIR (EZL5KMTRTV12) −0,16 −20,71 −0,0012 0,0006
IRS EUR 2.42000 03/07/25-10Y LCH / DIR (EZL5KMTRTV12) −0,16 −20,71 −0,0012 0,0006
SOLD PEN BOUGHT USD 20250702 / DFE (000000000) −0,16 −0,0012 −0,0012
SOLD PEN BOUGHT USD 20250702 / DFE (000000000) −0,16 −0,0012 −0,0012
317U9EJA1 PIMCO SWAPTION 3.727 CALL USD 202506 / DIR (EZY1GXGHBZM5) −0,16 −0,0012 −0,0012
317U9EJA1 PIMCO SWAPTION 3.727 CALL USD 202506 / DIR (EZY1GXGHBZM5) −0,16 −0,0012 −0,0012
RFR USD SOFR/3.74901 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) −0,16 −237,07 −0,0012 −0,0022
RFR USD SOFR/3.50000 12/20/23-10Y CME / DIR (EZ4G8FZQ8LF2) −0,16 −34,82 −0,0012 0,0010
RFR USD SOFR/3.50000 12/20/23-10Y CME / DIR (EZ4G8FZQ8LF2) −0,16 −34,82 −0,0012 0,0010
ZCS BRL 10.21 04/03/24-01/04/27 CME / DIR (EZF71ZRC44X9) −0,16 −69,35 −0,0012 0,0035
317U9JQA2 PIMCO SWAPTION 3.77 CALL USD 2025070 / DIR (EZT76LRY6S63) −0,17 −0,0012 −0,0012
317U9O3A6 PIMCO SWAPTION 3.545 CALL USD 202507 / DIR (EZ24N26H1YR9) −0,17 −0,0013 −0,0013
317U9O3A6 PIMCO SWAPTION 3.545 CALL USD 202507 / DIR (EZ24N26H1YR9) −0,17 −0,0013 −0,0013
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,17 −0,0013 −0,0013
SOLD CHF BOUGHT USD 20250804 / DFE (000000000) −0,17 −0,0013 −0,0013
317U9JTA9 PIMCO SWAPTION 3.772 CALL USD 202507 / DIR (EZTK0K9DDPF2) −0,17 −0,0013 −0,0013
317U9JTA9 PIMCO SWAPTION 3.772 CALL USD 202507 / DIR (EZTK0K9DDPF2) −0,17 −0,0013 −0,0013
SOLD ILS BOUGHT USD 20250902 / DFE (000000000) −0,17 −0,0013 −0,0013
SOLD ILS BOUGHT USD 20250902 / DFE (000000000) −0,17 −0,0013 −0,0013
RFR USD SOFR/3.69100 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) −0,18 −250,86 −0,0013 −0,0023
US 10YR FUT OPTN AUG25C 112.5 EXP 07/25/2025 / DIR (000000000) −0,18 −0,0014 −0,0014
RFR USD SOFR/3.34000 02/23/23-7Y LCH / DIR (EZSKV9FDTLJ7) −0,19 −55,11 −0,0014 0,0023
RFR USD SOFR/3.34000 02/23/23-7Y LCH / DIR (EZSKV9FDTLJ7) −0,19 −55,11 −0,0014 0,0023
CDX EM43 ICE / DCR (000000000) −0,19 −0,0014 −0,0014
CDX EM43 ICE / DCR (000000000) −0,19 −0,0014 −0,0014
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) −0,19 −0,0014 −0,0014
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) −0,19 −0,0014 −0,0014
SOLD PEN BOUGHT USD 20250730 / DFE (000000000) −0,19 −0,0015 −0,0015
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,20 −0,0015 −0,0015
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,20 −0,0015 −0,0015
US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) −0,20 −0,0015 −0,0015
RFR USD SOFR/3.85400 12/29/23-10Y LCH / DIR (EZ691JFCS359) −0,22 102,83 −0,0016 −0,0007
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,22 −0,0016 −0,0016
US 10YR FUT OPTN AUG25C 112 EXP 07/25/2025 / DIR (000000000) −0,22 −0,0016 −0,0016
US 10YR FUT OPTN AUG25C 112 EXP 07/25/2025 / DIR (000000000) −0,22 −0,0016 −0,0016
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) −0,22 −0,0017 −0,0017
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) −0,22 −0,0017 −0,0017
RFR USD SOFR/3.68900 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) −0,23 −295,69 −0,0017 −0,0027
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,23 −0,0017 −0,0017
RFR USD SOFR/3.43000 02/27/23-10Y LCH / DIR (EZ6K0YC51G79) −0,23 −39,69 −0,0017 0,0016
RFR USD SOFR/3.43000 02/27/23-10Y LCH / DIR (EZ6K0YC51G79) −0,23 −39,69 −0,0017 0,0016
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) −0,24 −0,0018 −0,0018
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) −0,24 −0,0018 −0,0018
RFR USD SOFR/3.87400 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) −0,25 255,07 −0,0018 −0,0012
SOLD CAD BOUGHT USD 20250707 / DFE (000000000) −0,26 −0,0019 −0,0019
SOLD ILS BOUGHT USD 20250718 / DFE (000000000) −0,26 −0,0019 −0,0019
SOLD ILS BOUGHT USD 20250718 / DFE (000000000) −0,26 −0,0019 −0,0019
RFR USD SOFR/4.00000 06/20/24-2Y CME / DIR (EZ33002G9XM4) −0,26 −117,05 −0,0020 −0,0154
RFR USD SOFR/4.00000 06/20/24-2Y CME / DIR (EZ33002G9XM4) −0,26 −117,05 −0,0020 −0,0154
SOLD AUD BOUGHT USD 20250805 / DFE (000000000) −0,26 −0,0020 −0,0020
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,26 −0,0020 −0,0020
RFR JPY MUTK/0.17625 04/27/22-5Y LCH / DIR (EZPC6TG33VJ8) −0,27 −25,35 −0,0020 0,0011
RFR USD SOFR/3.05000 09/07/22-5Y LCH / DIR (EZM84G9F7F52) −0,27 −11,37 −0,0020 0,0006
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) −0,27 −0,0020 −0,0020
ZCS BRL 10.03683 08/07/23-01/04/27 CME / DIR (EZBDPBBXCM84) −0,27 −4,56 −0,0020 0,0005
ZCS BRL 10.03683 08/07/23-01/04/27 CME / DIR (EZBDPBBXCM84) −0,27 −4,56 −0,0020 0,0005
RFR USD SOFR/3.90750 03/04/25-10Y LCH / DIR (EZP5RC766JJ0) −0,28 53,33 −0,0021 −0,0005
RFR USD SOFR/3.90750 03/04/25-10Y LCH / DIR (EZP5RC766JJ0) −0,28 53,33 −0,0021 −0,0005
IRS EUR 2.59000 08/19/24-10Y LCH / DIR (EZ89K27HY2C4) −0,28 63,37 −0,0021 −0,0006
IRS EUR 2.59000 08/19/24-10Y LCH / DIR (EZ89K27HY2C4) −0,28 63,37 −0,0021 −0,0006
RFR USD SOFR/3.10000 09/09/22-7Y LCH / DIR (EZ6QS0WYFNK9) −0,30 −23,77 −0,0022 0,0012
RFR USD SOFR/3.37000 03/01/23-10Y LCH / DIR (EZ2DTQNC61N7) −0,30 −32,80 −0,0022 0,0017
RFR USD SOFR/3.37000 03/01/23-10Y LCH / DIR (EZ2DTQNC61N7) −0,30 −32,80 −0,0022 0,0017
ZCS BRL 9.89906 08/03/23-01/02/26 CME / DIR (EZKWTG6QMJZ2) −0,30 5,63 −0,0023 0,0003
RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (EZH2QB9TLWH9) −0,30 60,85 −0,0023 −0,0006
RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (EZH2QB9TLWH9) −0,30 60,85 −0,0023 −0,0006
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,31 −0,0023 −0,0023
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,32 −0,0024 −0,0024
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) −0,32 −0,0024 −0,0024
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,32 −0,0024 −0,0024
RFR USD SOFR/3.05000 09/08/22-7Y LCH / DIR (EZX1Q15VXXN4) −0,33 −21,96 −0,0025 0,0012
RFR USD SOFR/3.05000 09/08/22-7Y LCH / DIR (EZX1Q15VXXN4) −0,33 −21,96 −0,0025 0,0012
IRS EUR 2.22000 01/08/25-10Y LCH / DIR (EZHH63XJ2WL4) −0,34 −6,94 −0,0025 0,0007
SOLD PEN BOUGHT USD 20250709 / DFE (000000000) −0,34 −0,0025 −0,0025
RFR USD SOFR/3.95000 12/19/23-10Y LCH / DIR (EZTT7ZS7J9T1) −0,34 53,15 −0,0026 −0,0006
RFRF USD SF+26.161/1.6* 7/24/23-9Y* CME / DIR (EZ6P3GZYT2C3) −0,34 −12,56 −0,0026 0,0009
RFRF USD SF+26.161/1.6* 7/24/23-9Y* CME / DIR (EZ6P3GZYT2C3) −0,34 −12,56 −0,0026 0,0009
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,35 −0,0026 −0,0026
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) −0,35 −0,0026 −0,0026
RFR USD SOFR/3.45000 03/07/23-10Y LCH / DIR (EZB2984B6K87) −0,36 −42,93 −0,0027 0,0029
RFR USD SOFR/3.45000 03/07/23-10Y LCH / DIR (EZB2984B6K87) −0,36 −42,93 −0,0027 0,0029
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,36 −0,0027 −0,0027
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,37 −0,0028 −0,0028
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) −0,37 −0,0028 −0,0028
RFR USD SOFR/3.30000 03/06/23-10Y LCH / DIR (EZZ9G8J5D176) −0,38 −27,04 −0,0028 0,0017
RFR USD SOFR/3.30000 03/06/23-10Y LCH / DIR (EZZ9G8J5D176) −0,38 −27,04 −0,0028 0,0017
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,38 −0,0028 −0,0028
RFR USD SOFR/3.44600 10/23/24-10Y LCH / DIR (EZ0G93G4TB83) −0,38 −20,55 −0,0028 0,0014
RFR USD SOFR/3.44600 10/23/24-10Y LCH / DIR (EZ0G93G4TB83) −0,38 −20,55 −0,0028 0,0014
CMBX.NA.AAA.15 SP GST / DCR (EZSC22FCPYN8) −0,38 197,67 −0,0029 −0,0017
CMBX.NA.AAA.15 SP GST / DCR (EZSC22FCPYN8) −0,38 197,67 −0,0029 −0,0017
RFR USD SOFR/4.06000 07/02/24-10Y LCH / DIR (EZ6F7BKB3SW9) −0,38 39,64 −0,0029 −0,0005
SOLD PEN BOUGHT USD 20250730 / DFE (000000000) −0,40 −0,0030 −0,0030
SOLD PEN BOUGHT USD 20250730 / DFE (000000000) −0,40 −0,0030 −0,0030
RFR USD SOFR/3.55500 03/05/24-30Y LCH / DIR (EZC041BTG4F9) −0,40 46,86 −0,0030 −0,0006
RFR USD SOFR/3.55500 03/05/24-30Y LCH / DIR (EZC041BTG4F9) −0,40 46,86 −0,0030 −0,0006
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,40 −0,0030 −0,0030
RFR USD SOFR/4.03000 12/15/23-10Y LCH / DIR (EZN4W4SQMWC7) −0,41 38,31 −0,0031 −0,0005
RFR USD SOFR/4.03000 12/15/23-10Y LCH / DIR (EZN4W4SQMWC7) −0,41 38,31 −0,0031 −0,0005
SOLD CAD BOUGHT USD 20250702 / DFE (000000000) −0,42 −0,0032 −0,0032
RFR USD SOFR/3.99400 07/02/24-10Y LCH / DIR (EZ6F7BKB3SW9) −0,43 54,55 −0,0032 −0,0008
SOLD AUD BOUGHT USD 20250702 / DFE (000000000) −0,43 −0,0032 −0,0032
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,43 −0,0032 −0,0032
RFRF USD SF+26.161/1.4* 7/20/23-4Y* CME / DIR (EZSDJCSH40R0) −0,44 −78,30 −0,0033 0,0145
RFRF USD SF+26.161/1.4* 7/20/23-4Y* CME / DIR (EZSDJCSH40R0) −0,44 −78,30 −0,0033 0,0145
ZCS BRL 9.93932 08/07/23-01/02/26 CME / DIR (EZ831NM8G5X1) −0,45 5,45 −0,0033 0,0004
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,46 −0,0035 −0,0035
SOLD PEN BOUGHT USD 20250915 / DFE (000000000) −0,46 −0,0035 −0,0035
SOLD CAD BOUGHT USD 20250805 / DFE (000000000) −0,46 −0,0035 −0,0035
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,47 −0,0035 −0,0035
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,47 −0,0035 −0,0035
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,47 −0,0035 −0,0035
SOLD PEN BOUGHT USD 20250714 / DFE (000000000) −0,48 −0,0036 −0,0036
RFR USD SOFR/3.38500 10/17/24-10Y LCH / DIR (EZQ8GN13B6X9) −0,48 −17,12 −0,0036 0,0015
RFR USD SOFR/3.38500 10/17/24-10Y LCH / DIR (EZQ8GN13B6X9) −0,48 −17,12 −0,0036 0,0015
ZCS BRL 10.183133 04/04/24-01/04/27 CME / DIR (EZJLHSSFBZG6) −0,49 −53,80 −0,0037 0,0057
ZCS BRL 10.16509 04/01/24-01/04/27 CME / DIR (EZF71ZRC44X9) −0,50 −6,92 −0,0037 0,0010
ZCS BRL 10.16509 04/01/24-01/04/27 CME / DIR (EZF71ZRC44X9) −0,50 −6,92 −0,0037 0,0010
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,51 −0,0038 −0,0038
IRS EUR 2.65000 08/14/24-5Y LCH / DIR (EZJ6HD982SV2) −0,52 30,73 −0,0039 −0,0004
SOLD PEN BOUGHT USD 20250922 / DFE (000000000) −0,52 −0,0039 −0,0039
SOLD PEN BOUGHT USD 20250922 / DFE (000000000) −0,52 −0,0039 −0,0039
RFR USD SOFR/3.75000 06/20/24-5Y CME / DIR (EZN00HJGN4H7) −0,53 −359,90 −0,0039 −0,0057
RFR USD SOFR/3.75000 06/20/24-5Y CME / DIR (EZN00HJGN4H7) −0,53 −359,90 −0,0039 −0,0057
SOLD GBP BOUGHT USD 20250804 / DFE (000000000) −0,55 −0,0041 −0,0041
SOLD GBP BOUGHT USD 20250804 / DFE (000000000) −0,55 −0,0041 −0,0041
RFR USD SOFR/3.89900 03/11/25-10Y LCH / DIR (EZXJC61P0SN9) −0,55 55,81 −0,0041 −0,0010
RFR USD SOFR/3.89900 03/11/25-10Y LCH / DIR (EZXJC61P0SN9) −0,55 55,81 −0,0041 −0,0010
RFR USD SOFR/2.70000 07/21/23-5Y LCH / DIR (EZDM6D6GTD83) −0,56 −10,94 −0,0042 0,0014
IRS AUD 3.00000 03/21/17-10Y CME / DIR (EZWKW50BLBL2) −0,57 −32,38 −0,0042 0,0031
IRS AUD 3.00000 03/21/17-10Y CME / DIR (EZWKW50BLBL2) −0,57 −32,38 −0,0042 0,0031
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,57 −0,0043 −0,0043
ZCS BRL 10.13796 07/28/23-01/04/27 CME / DIR (EZZWKGN07H82) −0,57 −76,73 −0,0043 0,0174
ZCS BRL 10.13796 07/28/23-01/04/27 CME / DIR (EZZWKGN07H82) −0,57 −76,73 −0,0043 0,0174
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,58 −0,0043 −0,0043
RFR USD SOFR/4.08000 06/05/24-10Y LCH / DIR (EZZ07KT62N06) −0,58 79,44 −0,0043 −0,0015
RFR USD SOFR/4.08000 06/05/24-10Y LCH / DIR (EZZ07KT62N06) −0,58 79,44 −0,0043 −0,0015
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,58 −0,0043 −0,0043
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,58 −0,0044 −0,0044
RFR USD SOFR/2.67500 07/24/23-5Y LCH / DIR (EZ561776MKV0) −0,58 −10,74 −0,0044 0,0014
RFR USD SOFR/2.67500 07/24/23-5Y LCH / DIR (EZ561776MKV0) −0,58 −10,74 −0,0044 0,0014
RFR USD SOFR/3.48100 10/29/24-10Y LCH / DIR (EZL59N2WYF38) −0,58 −22,85 −0,0044 0,0023
RFR USD SOFR/3.48100 10/29/24-10Y LCH / DIR (EZL59N2WYF38) −0,58 −22,85 −0,0044 0,0023
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,59 −0,0044 −0,0044
RFR USD SOFR/3.42000 05/24/23-10Y LCH / DIR (EZW175N35ZV4) −0,59 −65,93 −0,0044 0,0108
RFR USD SOFR/3.42000 05/24/23-10Y LCH / DIR (EZW175N35ZV4) −0,59 −65,93 −0,0044 0,0108
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,60 −0,0045 −0,0045
ZCS BRL 9.87397 08/03/23-01/02/26 CME / DIR (EZKWTG6QMJZ2) −0,60 111,62 −0,0045 −0,0020
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,61 −0,0046 −0,0046
RFR USD SOFR/3.75000 12/20/23-5Y LCH / DIR (EZQ1LP9YKNN9) −0,62 351,82 −0,0046 −0,0034
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,62 −0,0046 −0,0046
RFR USD SOFR/3.45000 10/11/24-10Y LCH / DIR (EZSSZHJJP5K5) −0,62 −20,43 −0,0047 0,0022
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,63 −0,0047 −0,0047
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,63 −0,0047 −0,0047
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,63 −0,0047 −0,0047
RFR USD SOFR/4.25000 11/22/23-10Y LCH / DIR (EZC8R3CD2H95) −0,63 22,16 −0,0048 −0,0002
RFR USD SOFR/4.25000 11/22/23-10Y LCH / DIR (EZC8R3CD2H95) −0,63 22,16 −0,0048 −0,0002
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) −0,65 −0,0048 −0,0048
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,65 −0,0048 −0,0048
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,65 −0,0048 −0,0048
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,65 −0,0049 −0,0049
SOLD CHF BOUGHT USD 20250702 / DFE (000000000) −0,66 −0,0049 −0,0049
SOLD CHF BOUGHT USD 20250702 / DFE (000000000) −0,66 −0,0049 −0,0049
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) −0,66 −0,0049 −0,0049
IRS EUR 2.25000 09/17/25-10Y LCH / DIR (EZNLCZXFPVL3) −0,66 −0,0050 −0,0050
SOLD PEN BOUGHT USD 20250917 / DFE (000000000) −0,66 −0,0050 −0,0050
SOLD PEN BOUGHT USD 20250917 / DFE (000000000) −0,66 −0,0050 −0,0050
RFR USD SOFR/2.85000 08/30/22-5Y LCH / DIR (EZLK7ZQFBRF6) −0,68 −8,28 −0,0051 0,0014
RFR USD SOFR/2.46750 07/27/23-5Y LCH / DIR (EZQNV0CHV4Z7) −0,68 −9,12 −0,0051 0,0015
RFR USD SOFR/2.46750 07/27/23-5Y LCH / DIR (EZQNV0CHV4Z7) −0,68 −9,12 −0,0051 0,0015
3175XG9F4 PIMCO CAP USD 0.02596 USD SOFR COMPO / DIR (000000000) −0,68 −0,0051 −0,0051
3175XG9F4 PIMCO CAP USD 0.02596 USD SOFR COMPO / DIR (000000000) −0,68 −0,0051 −0,0051
RFR USD SOFR/3.75000 12/18/24-5Y CME / DIR (EZ2V74HC3Q62) −0,71 359,09 −0,0053 −0,0039
RFR USD SOFR/3.75000 12/18/24-5Y CME / DIR (EZ2V74HC3Q62) −0,71 359,09 −0,0053 −0,0039
RFR USD SOFR/3.75000 06/20/24-7Y CME / DIR (EZCCSW1V4GN3) −0,75 −161,82 −0,0056 −0,0163
RFR USD SOFR/3.75000 06/20/24-7Y CME / DIR (EZCCSW1V4GN3) −0,75 −161,82 −0,0056 −0,0163
RFR USD SOFR/3.37500 10/15/24-10Y LCH / DIR (EZW0Y59ZCKK7) −0,79 −16,56 −0,0059 0,0024
RFR USD SOFR/3.37500 10/15/24-10Y LCH / DIR (EZW0Y59ZCKK7) −0,79 −16,56 −0,0059 0,0024
RFRF USD SF+26.161/1.4* 7/18/23-4Y* CME / DIR (EZ37WB6B28S5) −0,81 −22,84 −0,0061 0,0032
RFRF USD SF+26.161/1.4* 7/18/23-4Y* CME / DIR (EZ37WB6B28S5) −0,81 −22,84 −0,0061 0,0032
RFR USD SOFR/2.74750 07/25/23-5Y LCH / DIR (EZHFXFP4WZG9) −0,82 −11,58 −0,0061 0,0020
RFR USD SOFR/4.25000 03/20/24-5Y CME / DIR (EZFWJFM3X2Y3) −0,82 33,22 −0,0061 −0,0007
RFR USD SOFR/4.25000 03/20/24-5Y CME / DIR (EZFWJFM3X2Y3) −0,82 33,22 −0,0061 −0,0007
INF SWAP GB NI 4.055 09/15/21-10Y LCH / DIR (EZBQJH502J96) −0,88 −48,80 −0,0066 0,0085
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,89 −0,0067 −0,0067
RFR USD SOFR/3.51500 11/06/24-10Y LCH / DIR (EZH37Z857HQ2) −0,90 −26,00 −0,0068 0,0040
RFR USD SOFR/3.51500 11/06/24-10Y LCH / DIR (EZH37Z857HQ2) −0,90 −26,00 −0,0068 0,0040
RFR USD SOFR/2.55000 07/21/23-30Y LCH / DIR (EZFNX64KWCD3) −0,92 9,13 −0,0069 0,0005
RFR USD SOFR/2.55000 07/21/23-30Y LCH / DIR (EZFNX64KWCD3) −0,92 9,13 −0,0069 0,0005
RFR USD SOFR/2.53700 07/24/23-30Y LCH / DIR (EZ4C690LD6R5) −0,93 9,05 −0,0070 0,0005
RFR USD SOFR/2.53700 07/24/23-30Y LCH / DIR (EZ4C690LD6R5) −0,93 9,05 −0,0070 0,0005
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,93 −0,0070 −0,0070
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,93 −0,0070 −0,0070
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) −0,94 −0,0071 −0,0071
US01F0206874 / UMBS TBA 30YR 2% AUG 20 TO BE ANNOUNCED 2.00000000 −0,95 1,17 −0,0071 0,0022
SOLD MXN BOUGHT USD 20250917 / DFE (000000000) −0,96 −0,0072 −0,0072
SOLD MXN BOUGHT USD 20250917 / DFE (000000000) −0,96 −0,0072 −0,0072
ZCS BRL 10.18249 04/04/24-01/04/27 CME / DIR (EZJLHSSFBZG6) −0,99 −7,14 −0,0074 0,0020
ZCS BRL 10.3275 04/05/24-01/04/27 CME / DIR (EZKTCB597CM3) −0,99 −7,80 −0,0074 0,0021
INF SWAP GB NI 4.0 09/15/21-10Y LCH / DIR (EZBQJH502J96) −1,00 −41,38 −0,0075 0,0076
INF SWAP GB NI 4.0 09/15/21-10Y LCH / DIR (EZBQJH502J96) −1,00 −41,38 −0,0075 0,0076
ZCS BRL 10.098 03/28/24-01/04/27 CME / DIR (EZXVDPT8RY03) −1,01 −6,68 −0,0075 0,0020
ZCS BRL 10.098 03/28/24-01/04/27 CME / DIR (EZXVDPT8RY03) −1,01 −6,68 −0,0075 0,0020
SOLD CAD BOUGHT USD 20250703 / DFE (000000000) −1,01 −0,0076 −0,0076
SOLD CAD BOUGHT USD 20250703 / DFE (000000000) −1,01 −0,0076 −0,0076
3175OQ913 PIMCO CAP USD 0.02224 USD SOFR COMPO / DIR (000000000) −1,05 −0,0079 −0,0079
3175OQ913 PIMCO CAP USD 0.02224 USD SOFR COMPO / DIR (000000000) −1,05 −0,0079 −0,0079
ZCS BRL 10.10457 07/28/23-01/02/26 CME / DIR (EZQJCQCR1TQ5) −1,05 5,31 −0,0079 0,0009
ZCS BRL 10.10457 07/28/23-01/02/26 CME / DIR (EZQJCQCR1TQ5) −1,05 5,31 −0,0079 0,0009
RFRF USD SF+26.161/1.5* 7/22/23-8Y* CME / DIR (EZXYLHD4W6W8) −1,06 −7,52 −0,0079 0,0022
RFRF USD SF+26.161/1.5* 7/22/23-8Y* CME / DIR (EZXYLHD4W6W8) −1,06 −7,52 −0,0079 0,0022
ZCS BRL 10.08501 08/01/23-01/02/26 CME / DIR (EZZN17Q4G5T0) −1,07 5,34 −0,0080 0,0009
ZCS BRL 10.08501 08/01/23-01/02/26 CME / DIR (EZZN17Q4G5T0) −1,07 5,34 −0,0080 0,0009
SOLD GBP BOUGHT USD 20250702 / DFE (000000000) −1,07 −0,0080 −0,0080
RFRF USD SF+26.161/1.7* 7/12/23-9Y* CME / DIR (EZKZJBTG1738) −1,08 −13,25 −0,0081 0,0029
RFRF USD SF+26.161/1.7* 7/12/23-9Y* CME / DIR (EZKZJBTG1738) −1,08 −13,25 −0,0081 0,0029
ZCS BRL 10.05205 08/02/23-01/02/26 CME / DIR (EZ116MWHQ1N5) −1,09 5,33 −0,0081 0,0010
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −1,11 −0,0083 −0,0083
ZCS BRL 10.25622 04/03/24-01/04/27 CME / DIR (EZF71ZRC44X9) −1,12 109,91 −0,0084 −0,0037
ZCS BRL 10.20325 04/02/24-01/04/27 CME / DIR (EZF71ZRC44X9) −1,15 114,21 −0,0086 −0,0039
ZCS BRL 9.99764 08/04/23-01/04/27 CME / DIR (EZKMLJRVK4K5) −1,20 −4,47 −0,0090 0,0021
IRS EUR 2.25000 09/17/25-5Y LCH / DIR (EZ3YW7100S99) −1,22 −79,64 −0,0091 0,0436
IRS EUR 2.25000 09/17/25-5Y LCH / DIR (EZ3YW7100S99) −1,22 −79,64 −0,0091 0,0436
SOLD CAD BOUGHT USD 20250708 / DFE (000000000) −1,25 −0,0093 −0,0093
RFR USD SOFR/4.25000 03/20/24-7Y CME / DIR (EZYQYZRSQ9W3) −1,25 31,71 −0,0093 −0,0010
ZCS BRL 10.04072 08/02/23-01/04/27 CME / DIR (EZZWKGN07H82) −1,26 −48,74 −0,0095 0,0122
RFR USD SOFR/3.46500 10/30/24-10Y LCH / DIR (EZ6NZKJMK5Y6) −1,26 −21,65 −0,0095 0,0048
EZPYFXKDYBY8 / INF SWAP GB NI 4.14 10/15/21-10Y LCH −1,27 0,00 −0,0095 0,0000
EZPYFXKDYBY8 / INF SWAP GB NI 4.14 10/15/21-10Y LCH −1,27 −41,39 −0,0095 0,0096
SOLD BRL BOUGHT USD 20250702 / DFE (000000000) −1,38 −0,0103 −0,0103
RFR USD SOFR/3.50000 12/20/23-10Y LCH / DIR (EZ4G8FZQ8LF2) −1,38 460,32 −0,0104 −0,0082
RFR USD SOFR/3.50000 12/20/23-10Y LCH / DIR (EZ4G8FZQ8LF2) −1,38 460,32 −0,0104 −0,0082
RFR USD SOFR/3.08000 02/23/23-30Y LCH / DIR (EZ8G71TWCYV4) −1,43 15,90 −0,0107 0,0002
RFRF USD SF+26.161/1.5* 7/15/23-8Y* CME / DIR (EZ49L30X8CL0) −1,44 −7,50 −0,0108 0,0029
RFRF USD SF+26.161/1.5* 7/15/23-8Y* CME / DIR (EZ49L30X8CL0) −1,44 −7,50 −0,0108 0,0029
RFRF USD SF+26.161/1.50 7/05/23-8Y* CME / DIR (EZG255XP83L5) −1,46 −7,56 −0,0109 0,0030
RFR USD SOFR/2.50800 07/25/23-30Y LCH / DIR (EZQG3RFPRQH9) −1,47 8,88 −0,0110 0,0009
RFR USD SOFR/3.75000 12/18/24-7Y LCH / DIR (EZQ9TQ7T4F86) −1,56 512,20 −0,0117 −0,0094
RFR USD SOFR/3.75000 12/18/24-7Y LCH / DIR (EZQ9TQ7T4F86) −1,56 512,20 −0,0117 −0,0094
RFR USD SOFR/2.69000 07/11/22-10Y LCH / DIR (EZ1VLGLZFD40) −1,59 −10,36 −0,0119 0,0037
RFR USD SOFR/2.68000 07/11/22-10Y LCH / DIR (EZ1VLGLZFD40) −1,61 −9,46 −0,0121 0,0036
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −1,82 −0,0137 −0,0137
3175MR9F2 PIMCO CAP USD 0.0255 USD SOFR COMPOU / DIR (000000000) −1,88 −0,0141 −0,0141
US01F0204713 / UMBS 15YR TBA(REG B) 2.0 UMBS TBA 07-01-35 −2,01 −89,69 −0,0151 0,2146
RFR USD SOFR/4.10000 09/02/25-27Y* CME / DIR (000000000) −2,02 −0,0151 −0,0151
EZPYFXKDYBY8 / INF SWAP GB NI 4.14 10/15/21-10Y LCH −2,11 65,51 −0,0158 −0,0062
ZCS BRL 10.09012 07/31/23-01/04/27 CME / DIR (EZZWKGN07H82) −2,35 −4,75 −0,0176 0,0041
ZCS BRL 10.09012 07/31/23-01/04/27 CME / DIR (EZZWKGN07H82) −2,35 −4,75 −0,0176 0,0041
RFR USD SOFR/3.62000 09/02/25-4Y* LCH / DIR (EZNQ4Z4QT3L7) −2,42 −0,0181 −0,0181
RFR USD SOFR/3.62000 09/02/25-4Y* LCH / DIR (EZNQ4Z4QT3L7) −2,42 −0,0181 −0,0181
3175AC950 PIMCO CAP USD 0.026175 USD SOFR COMP / DIR (000000000) −2,74 −0,0205 −0,0205
US01F0126767 / Uniform Mortgage-Backed Security, TBA −2,74 0,81 −0,0206 0,0064
RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) −2,91 −609,11 −0,0218 −0,0268
RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) −2,91 −609,11 −0,0218 −0,0268
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −2,94 −0,0220 −0,0220
RFRF USD SF+26.161/1.4* 7/13/23-28Y* CME / DIR (EZFN0D62Q593) −3,04 −88,34 −0,0228 0,2071
RFRF USD SF+26.161/1.4* 7/13/23-28Y* CME / DIR (EZFN0D62Q593) −3,04 −88,34 −0,0228 0,2071
RFRF USD SF+26.161/1.4* 7/21/23-28Y* CME / DIR (EZ1R3WQC6RX0) −3,25 2,23 −0,0244 0,0037
RFRF USD SF+26.161/1.4* 7/21/23-28Y* CME / DIR (EZ1R3WQC6RX0) −3,25 2,23 −0,0244 0,0037
SOLD CAD BOUGHT USD 20250710 / DFE (000000000) −3,34 −0,0250 −0,0250
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −3,43 −0,0257 −0,0257
BARCLAYS REV REPO EUR / RA (000000000) −3,48 −0,0261 −0,0261
BARCLAYS REV REPO EUR / RA (000000000) −3,48 −0,0261 −0,0261
RFRF USD SF+26.161/0.50 9/16/23-5Y* CME / DIR (EZTP4L47M699) −3,49 −12,56 −0,0261 0,0090
RFRF USD SF+26.161/0.50 9/16/23-5Y* CME / DIR (EZTP4L47M699) −3,49 −12,56 −0,0261 0,0090
RFR USD SOFR/3.75000 09/02/25-7Y* LCH / DIR (000000000) −3,58 −0,0268 −0,0268
RFR USD SOFR/3.75000 09/02/25-7Y* LCH / DIR (000000000) −3,58 −0,0268 −0,0268
RFR USD SOFR/3.75000 06/20/24-7Y LCH / DIR (EZCCSW1V4GN3) −3,66 −402,56 −0,0274 −0,0381
RFR USD SOFR/3.70000 06/06/23-10Y LCH / DIR (EZHYT50N15V9) −3,76 −168,48 −0,0281 −0,0765
SOLD EUR BOUGHT USD 20250804 / DFE (000000000) −5,60 −0,0420 −0,0420
SOLD EUR BOUGHT USD 20250804 / DFE (000000000) −5,60 −0,0420 −0,0420
RFRF USD SF+26.161/1.4* 7/22/23-28Y* CME / DIR (000000000) −8,05 −0,0603 −0,0603
RFRF USD SF+26.161/1.4* 7/22/23-28Y* CME / DIR (000000000) −8,05 −0,0603 −0,0603
RFR USD SOFR/3.75000 12/18/24-5Y LCH / DIR (EZ2V74HC3Q62) −8,81 5 622,08 −0,0660 −0,0647
RFR USD SOFR/3.75000 12/18/24-5Y LCH / DIR (EZ2V74HC3Q62) −8,81 5 622,08 −0,0660 −0,0647
US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) −10,09 −0,0756 −0,0756
US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) −10,09 −0,0756 −0,0756
US01F0204895 / UMBS 15YR TBA(REG B) 2.0 UMBS TBA 08-01-35 −13,72 −29,14 −0,1028 0,0887
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) −14,88 −0,1115 −0,1115
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) −14,88 −0,1115 −0,1115
RFRF USD SF+26.161/0.7* 9/16/23-8Y* CME / DIR (EZCQ8PB28P30) −15,25 −8,06 −0,1142 0,0320
RFRF USD SF+26.161/0.7* 9/16/23-8Y* CME / DIR (EZCQ8PB28P30) −15,25 −8,06 −0,1142 0,0320
RFRF USD SF+26.161/1.5* 7/13/23-28Y* CME / DIR (EZFN0D62Q593) −26,66 2,26 −0,1998 0,0301
RFRF USD SF+26.161/1.5* 7/13/23-28Y* CME / DIR (EZFN0D62Q593) −26,66 2,26 −0,1998 0,0301
US01F0226831 / FEDERAL NATIONAL MORTGAGE ASSOCIATION 30YR TBA AUG −325,97 1,46 −2,4421 0,7365