Mga Batayang Estadistika
| Nilai Portofolio | $ 234,977,649 |
| Posisi Saat Ini | 802 |
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)
TIFUX - International Fixed Income Fund telah mengungkapkan total kepemilikan 802 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 234,977,649 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama TIFUX - International Fixed Income Fund adalah Uniform Mortgage-Backed Security, TBA (US:US01F0626717) , Fannie Mae or Freddie Mac (US:US01F0506687) , Fannie Mae Pool (US:US31418ET751) , FNMA 30YR 6.5% 12/01/2053#MA5217 (US:US31418EYP95) , and Uniform Mortgage-Backed Security, TBA (US:US01F0606750) . Posisi baru TIFUX - International Fixed Income Fund meliputi: Fannie Mae or Freddie Mac (US:US01F0506687) , Ginnie Mae II pool (US:US21H0306660) , GNMA (US:US21H0326627) , UMBS TBA (US:US01F0406698) , and Ginnie Mae (US:US21H0226637) .
Peningkatan Tertinggi Kuartal Ini
Kami menggunakan perubahan dalam alokasi portofolio karena ini adalah metrik yang paling bermakna. Perubahan dapat disebabkan oleh perdagangan atau perubahan harga saham.
| Keamanan | Saham (MM) |
Nilai (Juta Dolar AS) |
Portfolio % | ΔPorsyento ng Portfolio |
|---|---|---|---|---|
| 23.52 | 13.2619 | 13.2619 | ||
| 18.33 | 10.3362 | 10.3362 | ||
| 0.00 | 0.00 | 9.0617 | ||
| 15.59 | 8.7888 | 8.0920 | ||
| 13.74 | 7.7461 | 7.7461 | ||
| 12.39 | 6.9847 | 6.9847 | ||
| -0.57 | -0.3213 | 6.7292 | ||
| 9.00 | 5.0715 | 5.0715 | ||
| 7.65 | 4.3146 | 4.3146 | ||
| 6.46 | 3.6420 | 3.6420 |
Penurunan Tertinggi Kuartal Ini
Kami menggunakan perubahan dalam alokasi portofolio karena ini adalah metrik yang paling bermakna. Perubahan dapat disebabkan oleh perdagangan atau perubahan harga saham.
| Keamanan | Saham (MM) |
Nilai (Juta Dolar AS) |
Portfolio % | ΔPorsyento ng Portfolio |
|---|---|---|---|---|
| -18.48 | -10.4174 | -10.4174 | ||
| -17.40 | -9.8090 | -9.8090 | ||
| 0.00 | 0.00 | -6.9999 | ||
| -9.05 | -5.1022 | -5.1022 | ||
| 0.00 | 0.00 | -4.4769 | ||
| -7.00 | -3.9478 | -3.9478 | ||
| 1.04 | 0.5860 | -3.3988 | ||
| -1.85 | -1.0434 | -2.6493 | ||
| -3.82 | -2.1560 | -2.1560 | ||
| -3.79 | -2.1355 | -2.1355 |
Pengajuan 13F dan Dana
Formulir ini diajukan pada 2025-07-28 untuk periode pelaporan 2025-05-31. Investor ini belum mengungkapkan sekuritas yang diperhitungkan dalam bentuk saham, sehingga kolom terkait saham dalam tabel di bawah ini dihilangkan. Klik ikon tautan untuk melihat riwayat transaksi selengkapnya.
Tingkatkan ke versi premium untuk membuka data premium dan ekspor ke Excel. 
.
2022-07-28: Catatan Penting - Kami telah mengubah cara perhitungan kolom Δ Portfolio % pada tabel ini. Sebelumnya, kami melaporkannya sebagai persentase perubahan dalam alokasi portofolio. Sekarang kami melaporkannya sebagai perubahan mentah dalam alokasi portofolio (tetap dilaporkan sebagai persentase). Dalam rumus, sebelumnya kami melaporkannya sebagai 100 * (alokasi saat ini - alokasi sebelumnya) / alokasi sebelumnya. Sekarang kami melaporkannya sebagai (alokasi saat ini - alokasi sebelumnya).
| Keamanan | Ketik | ΔSaham (%) |
Nilai ($MM) |
Portpolyo (%) |
ΔPortofolio (%) |
|
|---|---|---|---|---|---|---|
| FUTURE CONTRACT ON EURO-BTP FUTURE JUN25 /EUR/ 0.00000000 / DIR (N/A) | 23.52 | 13.2619 | 13.2619 | |||
| CCS USD R USSOFR/JPYMUTKCALM -47 GST /LONG/ / DFE (N/A) | 18.33 | 10.3362 | 10.3362 | |||
| US01F0626717 / Uniform Mortgage-Backed Security, TBA | 15.59 | 1,170.50 | 8.7888 | 8.0920 | ||
| FUTURE CONTRACT ON US 5YR NOTE (CBT) SEP25 0.00000000 / DIR (N/A) | 13.74 | 7.7461 | 7.7461 | |||
| US01F0506687 / Fannie Mae or Freddie Mac | 12.39 | 6.9847 | 6.9847 | |||
| FUTURE CONTRACT ON EURO-OAT FUTURE JUN25 /EUR/ 0.00000000 / DIR (N/A) | 9.00 | 5.0715 | 5.0715 | |||
| FUTURE CONTRACT ON US 10YR ULTRA FUT SEP25 0.00000000 / DIR (N/A) | 7.65 | 4.3146 | 4.3146 | |||
| FRANCE (GOVT OF) /EUR/ REGD SER OAT 2.75000000 / DBT (FR001400PM68) | 6.91 | 10.04 | 3.8940 | 0.4327 | ||
| FUTURE CONTRACT ON EURO-SCHATZ FUT JUN25 /EUR/ 0.00000000 / DIR (N/A) | 6.46 | 3.6420 | 3.6420 | |||
| FUTURE CONTRACT ON CAN 10YR BOND FUT SEP25 /CAD/ 0.00000000 / DIR (N/A) | 6.42 | 3.6177 | 3.6177 | |||
| US31418ET751 / Fannie Mae Pool | 6.05 | -4.09 | 3.4097 | -0.0678 | ||
| FUTURE CONTRACT ON LONG GILT FUTURE SEP25 /GBP/ 0.00000000 / DIR (N/A) | 5.55 | 3.1272 | 3.1272 | |||
| FUTURE CONTRACT ON US 2YR NOTE (CBT) SEP25 0.00000000 / DIR (N/A) | 5.39 | 3.0406 | 3.0406 | |||
| US31418EYP95 / FNMA 30YR 6.5% 12/01/2053#MA5217 | 4.16 | -8.39 | 2.3457 | -0.1582 | ||
| FUTURE CONTRACT ON AUST 3YR BOND FUT JUN25 /AUD/ 0.00000000 / DIR (N/A) | 3.74 | 2.1104 | 2.1104 | |||
| UNITED STATES TREASURY BOND 4.50000000 / DBT (US912810UE63) | 3.63 | -6.56 | 2.0474 | -0.0956 | ||
| CCS USD R USSOFR/JPYMUTKCALM -45.9 GLM /LONG/ / DFE (N/A) | 3.60 | 2.0311 | 2.0311 | |||
| US01F0606750 / Uniform Mortgage-Backed Security, TBA | 3.16 | -18.93 | 1.7823 | -0.4496 | ||
| LETRA TESOURO NACIONAL /BRL/ REGD ZCP SER LTN 0.00000000 / DBT (BRSTNCLTN863) | 3.15 | 54.61 | 1.7784 | 0.6532 | ||
| BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.15000000 / DBT (ES0000012O67) | 3.15 | 93.24 | 1.7740 | 0.8761 | ||
| FUTURE CONTRACT ON US 10YR NOTE (CBT)SEP25 0.00000000 / DIR (N/A) | 3.10 | 1.7482 | 1.7482 | |||
| US3132DWJN48 / Freddie Mac Pool, 30 Year | 3.07 | -6.04 | 1.7288 | -0.0707 | ||
| MYBMI2300024 / Malaysia Government Bond | 2.97 | 5.77 | 1.6747 | 0.1263 | ||
| GINNIE MAE II POOL P#MB0143 3.50000000 / ABS-MBS (US3618N5ER61) | 2.90 | 1.6336 | 1.6336 | |||
| ES0000012L78 / SPAIN GOVT EUR 144A LIFE/REG S 3.55% 10-31-33 | 2.73 | 9.46 | 1.5405 | 0.1640 | ||
| ES0000012K61 / Spain Government Bond | 2.35 | 9.82 | 1.3239 | 0.1446 | ||
| US31418EVB37 / FNMA, 30 Year | 2.24 | -5.36 | 1.2654 | -0.0422 | ||
| GINNIE MAE II POOL P#MB0255 3.50000000 / ABS-MBS (US3618N5H931) | 2.24 | 1.2638 | 1.2638 | |||
| US36179W7K87 / Ginnie Mae II Pool | 2.10 | -4.49 | 1.1865 | -0.0285 | ||
| UNITED STATES TREASURY BOND 4.62500000 / DBT (US912810UG12) | 1.81 | 790.15 | 1.0193 | 0.9070 | ||
| CASH COLLATERAL BCY USD /CCBCYXUS0/ 4.23000000 / STIV (N/A) | 1.78 | 1.0029 | 1.0029 | |||
| ETANF / Direction Générale du Trésor - Corporate Bond/Note | 1.74 | -32.52 | 0.9829 | -0.4417 | ||
| BONOS Y OBLIG DEL ESTADO /EUR/ REGD 2.70000000 / DBT (ES0000012O00) | 1.73 | 10.08 | 0.9733 | 0.1087 | ||
| SPGB / BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 07/28 1 | 1.67 | 10.48 | 0.9394 | 0.1076 | ||
| CASH COLLATERAL LCH BCY USD REGD 0.50000000 / STIV (N/A) | 1.64 | 0.9257 | 0.9257 | |||
| JP1300481F92 / Japan Government Thirty Year Bond | 1.62 | -1.99 | 0.9159 | 0.0019 | ||
| JP1300621K47 / Japan Government Thirty Year Bond | 1.57 | -4.62 | 0.8855 | -0.0222 | ||
| FUTURE CONTRACT ON EURO-BUXL 30Y BND JUN25 /EUR/ 0.00000000 / DIR (N/A) | 1.52 | 0.8561 | 0.8561 | |||
| JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 85 2.30000000 / DBT (JP1300851R17) | 1.51 | -13.08 | 0.8508 | -0.1069 | ||
| US91282CGK18 / U.S. Treasury Inflation Linked Notes | 1.42 | 0.64 | 0.8021 | 0.0225 | ||
| GB00B84Z9V04 / United Kingdom Gilt | 1.39 | 3.43 | 0.7819 | 0.0425 | ||
| FREDDIE MAC POOL UMBS P#SD8463 6.00000000 / ABS-MBS (US3132DWML45) | 1.37 | -52.19 | 0.7706 | -0.8049 | ||
| JP1201551FC0 / Japan Government Twenty Year Bond | 1.31 | 3.39 | 0.7393 | 0.0396 | ||
| JP1300441E92 / Japan Government Thirty Year Bond | 1.31 | -1.51 | 0.7362 | 0.0052 | ||
| US9128283R96 / United States Treasury Inflation Indexed Bonds | 1.27 | 1.52 | 0.7156 | 0.0261 | ||
| JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 83 2.20000000 / DBT (JP1300831Q70) | 1.22 | -6.29 | 0.6888 | -0.0298 | ||
| JGBI / JAPAN GOVT CPI LINKED BONDS 03/28 0.1 | 1.19 | 4.86 | 0.6692 | 0.0454 | ||
| JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 191 2.00000000 / DBT (JP1201911R15) | 1.17 | -15.48 | 0.6622 | -0.1041 | ||
| SINGAPORE GOVERNMENT /SGD/ REGD REG S 3.25000000 / DBT (SGXPK17B11U8) | 1.12 | -15.99 | 0.6337 | -0.1042 | ||
| US21H0306660 / Ginnie Mae II pool | 1.05 | 0.5892 | 0.5892 | |||
| FANNIE MAE POOL UMBS P#MA5389 6.00000000 / ABS-MBS (US31418E7B00) | 1.04 | -85.62 | 0.5860 | -3.3988 | ||
| BONOS Y OBLIG DEL ESTADO /EUR/ REGD 2.50000000 / DBT (ES0000012M77) | 1.03 | 9.90 | 0.5823 | 0.0645 | ||
| HAYFIN EMERALD CLO XIV DAC SER 14A CL A V/R REGD 144A P/P /EUR/ 3.91400000 / ABS-CBDO (XS2962031659) | 1.02 | 9.31 | 0.5758 | 0.0607 | ||
| FRANCE (GOVT OF) /EUR/ REGD SER OAT 3.00000000 / DBT (FR001400NEF3) | 1.00 | 0.5617 | 0.5617 | |||
| US91282CCM10 / United States Treasury Inflation Indexed Bonds | 0.98 | 1.45 | 0.5525 | 0.0196 | ||
| FANNIE MAE REMICS SER 2024-90 CL FA V/R 5.82197000 / ABS-CBDO (US3136BTXB47) | 0.94 | -8.86 | 0.5281 | -0.0386 | ||
| R2035 / South Africa - Corporate Bond/Note | 0.94 | 6.98 | 0.5276 | 0.0453 | ||
| US36179WZA97 / Ginnie Mae II Pool | 0.93 | -4.62 | 0.5239 | -0.0135 | ||
| US853254CW88 / STANDARD CHARTERED PLC REGD 144A P/P 6.75000000 | 0.93 | -0.64 | 0.5223 | 0.0080 | ||
| STATE OF ISRAEL REGD SER 5Y 5.37500000 / DBT (US46514Y8A80) | 0.91 | 0.00 | 0.5117 | 0.0112 | ||
| JP1201541F90 / Japan Government Twenty Year Bond | 0.88 | 3.41 | 0.4960 | 0.0268 | ||
| UNITED STATES TREASURY BOND 4.12500000 / DBT (US912810UD80) | 0.87 | -4.79 | 0.4928 | -0.0136 | ||
| US715638BE14 / Peruvian Government International Bond | 0.87 | 1.87 | 0.4911 | 0.0194 | ||
| OBX 2024-HYB1 TRUST SER 2024-HYB1 CL A1 V/R REGD 144A P/P 3.65998700 / ABS-CBDO (US67448MAA80) | 0.86 | -4.12 | 0.4856 | -0.0101 | ||
| FREDDIE MAC REMICS SER 5513 CL MF V/R 5.26197000 / ABS-CBDO (US3137HKEX87) | 0.86 | -4.66 | 0.4849 | -0.0127 | ||
| US3132DWHZ95 / Freddie Mac Pool | 0.85 | -3.21 | 0.4765 | -0.0051 | ||
| US31418ERA00 / Fannie Mae Pool | 0.84 | -4.66 | 0.4735 | -0.0122 | ||
| JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 82 1.80000000 / DBT (JP1300821Q49) | 0.84 | -6.58 | 0.4727 | -0.0221 | ||
| FANNIE MAE POOL UMBS P#DB5507 5.00000000 / ABS-MBS (US3140AFDM56) | 0.83 | -1.88 | 0.4699 | 0.0018 | ||
| CASH COLATERAL ISDA BPS USD 4.23000000 / STIV (N/A) | 0.83 | 0.4668 | 0.4668 | |||
| JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 190 1.80000000 / DBT (JP1201901QA8) | 0.82 | -1.44 | 0.4637 | 0.0036 | ||
| US13607C3925 / Canadian Imperial Bank of Commerce, ELN, (linked to S&P 500 Index) | 0.82 | 0.37 | 0.4625 | 0.0120 | ||
| US06738ECJ29 / Barclays PLC | 0.82 | -0.49 | 0.4605 | 0.0081 | ||
| CREDIT AGRICOLE SA REGD V/R 144A P/P MTN 5.86200000 / DBT (US22535WAN74) | 0.81 | -1.22 | 0.4577 | 0.0047 | ||
| US21H0326627 / GNMA | 0.80 | 0.4511 | 0.4511 | |||
| US83612HAD08 / SOUNDVIEW HOME LOAN TRUST 2006-3 SER 2006-3 CL A4 V/R REGD 1.95800000 | 0.79 | -2.82 | 0.4479 | -0.0028 | ||
| FREDDIE MAC POOL UMBS P#QI1549 5.00000000 / ABS-MBS (US3133W7WJ01) | 0.79 | -1.87 | 0.4427 | 0.0015 | ||
| FREDDIE MAC POOL UMBS P#SD8403 6.50000000 / ABS-MBS (US3132DWKQ59) | 0.77 | -9.50 | 0.4357 | -0.0350 | ||
| JP1300731N17 / JAPAN (30 YEAR ISSUE) 0.700000% 12/20/2051 | 0.76 | -6.84 | 0.4307 | -0.0212 | ||
| GB00BLH38158 / United Kingdom Gilt | 0.75 | 0.94 | 0.4239 | 0.0132 | ||
| GCAT 2023-NQM4 TRUST SER 2023-NQM4 CL A1 V/R REGD 144A P/P 4.25000000 / ABS-CBDO (US36171FAA12) | 0.75 | -2.60 | 0.4225 | -0.0017 | ||
| US46654DAD57 / JP MORGAN MORTGAGE TRUST 2021-INV4 SER 2021-INV4 CL A2 V/R REGD 144A P/P 3.00000000 | 0.75 | -4.23 | 0.4214 | -0.0089 | ||
| US912810SW99 / United States Treasury Note/Bond | 0.74 | -4.52 | 0.4168 | -0.0103 | ||
| GB00BN65R313 / United Kingdom Gilt | 0.74 | 3.22 | 0.4166 | 0.0219 | ||
| SINGAPORE GOVERNMENT /SGD/ REGD 2.75000000 / DBT (SGXF25686589) | 0.73 | 0.4138 | 0.4138 | |||
| XS2538441598 / Romanian Government International Bond | 0.73 | 8.48 | 0.4112 | 0.0401 | ||
| US91282CDX65 / United States Treasury Inflation Indexed Bonds | 0.73 | 1.40 | 0.4089 | 0.0141 | ||
| CND100069PK9 / CHINA GOVERNMENT BOND 3.190000% 04/15/2053 | 0.71 | 1.72 | 0.4007 | 0.0154 | ||
| JP1300521G93 / JAPAN (30 YEAR ISSUE) SR UNSECURED 09/46 0.5 | 0.71 | -3.01 | 0.4001 | -0.0032 | ||
| TD.PFA / The Toronto-Dominion Bank - Preferred Security | 0.71 | 0.14 | 0.3996 | 0.0093 | ||
| JAMESTOWN CLO XVI LTD SER 2021-16A CL AR V/R REGD 144A P/P 5.40177000 / ABS-CBDO (US47048RAL96) | 0.70 | 0.00 | 0.3951 | 0.0088 | ||
| DEUTSCHE BANK NY REGD V/R 4.99900000 / DBT (US251526CX52) | 0.70 | 0.00 | 0.3928 | 0.0089 | ||
| GB00BMBL1F74 / United Kingdom Gilt | 0.68 | 1.48 | 0.3858 | 0.0139 | ||
| ROCKFORD TOWER EUROPE CLO 2018-1 DAC SER 2018-1A CL AR V/R REGD 144A P/P /EUR/ 3.56100000 / ABS-CBDO (XS2779841050) | 0.68 | 9.47 | 0.3845 | 0.0407 | ||
| US01F0406698 / UMBS TBA | 0.68 | 0.3842 | 0.3842 | |||
| US01F0306781 / UMBS TBA | 0.68 | -126.98 | 0.3836 | 1.8261 | ||
| US3132DWJH79 / Freddie Mac Pool | 0.67 | -5.11 | 0.3774 | -0.0117 | ||
| JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 17 2.20000000 / DBT (JP1400171Q50) | 0.67 | -7.21 | 0.3773 | -0.0207 | ||
| CA74814ZFS70 / Province of Quebec Canada | 0.65 | -6.70 | 0.3689 | -0.0178 | ||
| CDX 2I65BYEH4 01.000 SP 06/20/2030 BARCUS3BXXX FIXED / DCR (N/A) | 0.65 | 0.3680 | 0.3680 | |||
| US225401AZ15 / Credit Suisse Group AG | 0.64 | -0.46 | 0.3629 | 0.0066 | ||
| AU3CB0284172 / Queensland Treasury Corp | 0.63 | 26.96 | 0.3563 | 0.0818 | ||
| US46655LAE48 / J.P. Morgan Mortgage Trust | 0.63 | -4.54 | 0.3560 | -0.0088 | ||
| US46654RAG74 / J.P. Morgan Mortgage Trust 2021-INV8 | 0.63 | -4.72 | 0.3533 | -0.0095 | ||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 0.62 | 0.16 | 0.3495 | 0.0084 | ||
| US912810SE91 / United States Treas Bds Bond | 0.62 | -5.66 | 0.3481 | -0.0126 | ||
| LINCOLN FIN GLBL FUNDING REGD 144A P/P 5.30000000 / DBT (US53359KAA97) | 0.61 | 0.00 | 0.3456 | 0.0071 | ||
| AU3SG0002553 / NEW S WALES TREA | 0.61 | 81.44 | 0.3419 | 0.1574 | ||
| US06051GJF72 / Bank of America Corp. | 0.61 | 0.67 | 0.3414 | 0.0099 | ||
| BANK OF AMERICA CORP REGD V/R 5.51100000 / DBT (US06051GMM86) | 0.60 | -1.47 | 0.3405 | 0.0030 | ||
| US3133BWYT44 / FREDDIE MAC POOL UMBS P#QF8822 6.50000000 | 0.60 | -26.64 | 0.3403 | -0.1134 | ||
| PNCS34 / The PNC Financial Services Group, Inc. - Depositary Receipt (Common Stock) | 0.60 | -1.63 | 0.3402 | 0.0021 | ||
| US95000U3A91 / Wells Fargo & Co. | 0.60 | 0.00 | 0.3391 | 0.0077 | ||
| CARLYLE GLOBAL MARKET STRATEGIES CLO SER 2016-3A CL ARRR V/R REGD 144A P/P 5.35947000 / ABS-CBDO (US14311UBA51) | 0.60 | -0.33 | 0.3374 | 0.0063 | ||
| DRYDEN 43 SENIOR LOAN FUND SER 2016-43A CL AR3 V/R REGD 144A P/P 5.33947000 / ABS-CBDO (US26245CBQ50) | 0.60 | -0.50 | 0.3372 | 0.0054 | ||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 0.60 | 0.17 | 0.3363 | 0.0080 | ||
| DANSKE / Danske Bank A/S | 0.59 | 0.34 | 0.3344 | 0.0081 | ||
| US36264RAE53 / GS MORTGAGE-BACKED SECURITIES CORP TRUST 202 SER 2022-PJ4 CL A4 V/R REGD 144A P/P 2.50000000 | 0.59 | -3.90 | 0.3338 | -0.0063 | ||
| FREDDIE MAC POOL UMBS P#SD8410 6.50000000 / ABS-MBS (US3132DWKX01) | 0.59 | -8.23 | 0.3332 | -0.0221 | ||
| US21H0226637 / Ginnie Mae | 0.59 | 0.3304 | 0.3304 | |||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | 0.58 | 0.3291 | 0.3291 | |||
| US3133BM4D48 / FNCL UMBS 4.5 QF0820 09-01-52 | 0.58 | -2.37 | 0.3251 | -0.0007 | ||
| UNITED KINGDOM GILT /GBP/ REGD REG S 4.37500000 / DBT (GB00BPSNBB36) | 0.57 | 1.96 | 0.3234 | 0.0135 | ||
| PROVIDUS CLO II DAC SER 2A CL ARR V/R REGD 144A P/P /EUR/ 3.43900000 / ABS-CBDO (XS2905436734) | 0.57 | 9.44 | 0.3207 | 0.0341 | ||
| XS2665045949 / HAYFIN EMERALD CLO SER 12A CL A V/R REGD 144A P/P /EUR/ 0.00000000 | 0.57 | 9.02 | 0.3207 | 0.0333 | ||
| FREDDIE MAC POOL UMBS P#SD4998 5.00000000 / ABS-MBS (US3132DSRT14) | 0.57 | -33.10 | 0.3204 | -0.1478 | ||
| GROSVENOR PLACE CLO 2024-2 DAC SER 2024-2A CL A V/R REGD 144A P/P /EUR/ 3.84523000 / ABS-CBDO (XS2925040128) | 0.57 | 9.23 | 0.3204 | 0.0335 | ||
| SAUDI INTERNATIONAL BOND /EUR/ REGD 144A P/P 3.37500000 / DBT (XS3015245957) | 0.57 | 9.25 | 0.3197 | 0.0334 | ||
| XS0089572316 / Republic of Italy Government International Bond | 0.56 | 7.13 | 0.3137 | 0.0272 | ||
| CVC CORDATUS OPPORTUNITY LOAN FUND-R DAC SER 1A CL AR V/R REGD 144A P/P /EUR/ 2.98300000 / ABS-CBDO (XS3020835339) | 0.55 | 0.3118 | 0.3118 | |||
| FUTURE CONTRACT ON EURO-BTP FUTURE SEP25 /EUR/ 0.00000000 / DIR (N/A) | 0.55 | 0.3091 | 0.3091 | |||
| XS2388197175 / St Pauls CLO | 0.54 | 6.67 | 0.3068 | 0.0255 | ||
| JP1300711M79 / JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 71 0.70000000 | 0.54 | -6.27 | 0.3036 | -0.0133 | ||
| AU3SG0002504 / Treasury Corp of Victoria | 0.54 | 5.52 | 0.3020 | 0.0224 | ||
| CARVAL CLO I LTD SER 2018-1A CL AR V/R REGD 144A P/P 5.49054000 / ABS-CBDO (US146865AJ95) | 0.54 | -4.12 | 0.3017 | -0.0061 | ||
| US3140QTAW95 / Fannie Mae Pool | 0.53 | -2.59 | 0.2971 | -0.0017 | ||
| TOWD POINT MORTGAGE FUNDING 2024 - GRA SER 2024-GR6A CL A1 V/R REGD 144A P/P /GBP/ 5.38795000 / ABS-CBDO (XS2799791848) | 0.52 | 0.19 | 0.2942 | 0.0071 | ||
| US80281LAT26 / Santander UK Group Holdings plc | 0.52 | -0.38 | 0.2926 | 0.0054 | ||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 0.51 | -0.97 | 0.2898 | 0.0036 | ||
| JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 192 2.40000000 / DBT (JP1201921R47) | 0.51 | 0.2896 | 0.2896 | |||
| CA68333ZAY30 / ONTARIO PROVINCE CDA 3.65% 06/02/2033 | 0.51 | -59.65 | 0.2888 | -0.4113 | ||
| US06051GLG28 / Bank of America Corp | 0.51 | 0.20 | 0.2864 | 0.0068 | ||
| ATHENE GLOBAL FUNDING REGD V/R 144A P/P 5.09357400 / DBT (US04685A4J75) | 0.50 | 0.40 | 0.2826 | 0.0069 | ||
| BAIN CAPITAL CREDIT CLO 2020-2 LTD SER 2020-2A CL ARR V/R REGD 144A P/P 5.50947000 / ABS-CBDO (US05683EAW21) | 0.50 | 0.00 | 0.2821 | 0.0061 | ||
| ELEVATION CLO 2021-15 LTD SER 2018-3A CL A1R2 V/R REGD 144A P/P 5.58177000 / ABS-CBDO (US28623VAN91) | 0.50 | -0.20 | 0.2820 | 0.0055 | ||
| ICG US CLO 2021-3 LTD SER 2021-3A CL AR V/R REGD 144A P/P 5.41947000 / ABS-CBDO (US449249AS08) | 0.50 | -0.40 | 0.2810 | 0.0050 | ||
| ES0000012E51 / Spain Government Bond | 0.50 | 10.24 | 0.2796 | 0.0320 | ||
| US80413TBD00 / Saudi Government International Bond | 0.50 | -28.16 | 0.2795 | -0.1009 | ||
| ABU DHABI DEVELOPMENT HO REGD 144A P/P 4.37500000 / DBT (US00402D2C80) | 0.49 | 0.00 | 0.2749 | 0.0063 | ||
| JP1201861PA6 / JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 186 1.50000000 | 0.49 | -1.02 | 0.2749 | 0.0031 | ||
| XS2662538425 / Barclays PLC | 0.49 | 9.23 | 0.2736 | 0.0283 | ||
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H07 CL JF V/R 5.11827000 / ABS-CBDO (US38383KVX70) | 0.48 | -2.23 | 0.2726 | -0.0002 | ||
| SAGB / Republic of South Africa Government Bond | 0.48 | 6.24 | 0.2690 | 0.0211 | ||
| US465973AC95 / JP MORGAN MORTGAGE TRUST SER 2022-INV1 CL A3 V/R REGD 144A P/P 3.00000000 | 0.47 | -3.67 | 0.2664 | -0.0044 | ||
| FANNIE MAE REMICS SER 2025-6 CL GF V/R 5.72197000 / ABS-CBDO (US3136BUVB38) | 0.46 | -6.67 | 0.2605 | -0.0126 | ||
| JP1300611K15 / JAPAN (30 YEAR ISSUE) BONDS 12/48 0.7 | 0.45 | -4.22 | 0.2560 | -0.0054 | ||
| OE8S / Spain Government Bond | 0.45 | 10.34 | 0.2529 | 0.0288 | ||
| US3140MAT464 / Fannie Mae Pool | 0.44 | -2.42 | 0.2504 | -0.0007 | ||
| US36179W5C89 / Ginnie Mae II Pool | 0.43 | -4.44 | 0.2426 | -0.0057 | ||
| US38141GA468 / Goldman Sachs Group Inc/The | 0.42 | -0.24 | 0.2378 | 0.0048 | ||
| US05571AAQ85 / BPCE SA | 0.41 | -0.49 | 0.2306 | 0.0038 | ||
| SAUDI INTERNATIONAL BOND REGD 144A P/P 5.12500000 / DBT (US80413TBJ79) | 0.41 | 0.50 | 0.2292 | 0.0061 | ||
| ES0000012E69 / Spain Government Bond | 0.40 | 9.19 | 0.2283 | 0.0242 | ||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 0.40 | 0.2280 | 0.2280 | |||
| RY.PRM / Royal Bank of Canada - Preferred Stock | 0.40 | 0.25 | 0.2271 | 0.0055 | ||
| US00084DBC39 / ABN AMRO Bank NV | 0.40 | -0.50 | 0.2269 | 0.0039 | ||
| US80413TBC27 / Saudi Government International Bond | 0.40 | 0.00 | 0.2263 | 0.0050 | ||
| UNITED STATES TREASURY NOTE 4.37500000 / DBT (US91282CKQ32) | 0.40 | -0.99 | 0.2257 | 0.0026 | ||
| US89178BAA26 / TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A | 0.40 | -4.55 | 0.2252 | -0.0055 | ||
| JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 86 2.40000000 / DBT (JP1300861R49) | 0.40 | 0.2249 | 0.2249 | |||
| US62955HAA59 / NYO COMMERCIAL MORTGAGE TRUST 2021-1290 SER 2021-1290 CL A V/R REGD 144A P/P 1.17500000 | 0.40 | -0.25 | 0.2247 | 0.0046 | ||
| ES0000012K20 / SPAIN GOVT EUR 144A LIFE/REG S 0.7% 04-30-32 | 0.40 | 10.28 | 0.2240 | 0.0254 | ||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 0.40 | -0.75 | 0.2235 | 0.0030 | ||
| KOREA NATIONAL OIL CORP REGD 144A P/P 4.25000000 / DBT (US50065LAL45) | 0.40 | 0.51 | 0.2227 | 0.0057 | ||
| US69380TAA97 / PRPM 2023-NQM3 Trust | 0.39 | -5.10 | 0.2205 | -0.0067 | ||
| NORTHWOODS CAPITAL XII-B LTD SER 2018-12BA CL AR V/R REGD 144A P/P 5.48928000 / ABS-CBDO (US66858CAN74) | 0.39 | -18.01 | 0.2183 | -0.0419 | ||
| US669884AE80 / NOVASTAR MORTGAGE FUNDING TRUST SERIES 2006-1 SER 2006-1 CL A2D V/R REGD 2.24800000 | 0.39 | 0.26 | 0.2177 | 0.0054 | ||
| US25160PAH01 / Deutsche Bank AG/New York NY | 0.39 | 0.26 | 0.2174 | 0.0053 | ||
| Q / Quetzal Copper Corp. | 0.38 | 3.51 | 0.2162 | 0.0116 | ||
| ES0000012K46 / BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.90000000 | 0.38 | 5.85 | 0.2143 | 0.0164 | ||
| US69380GAA76 / PRKCM 2023-AFC4 TRUST SER 2023-AFC4 CL A1 S/UP REGD 144A P/P 7.22500000 | 0.38 | -5.49 | 0.2137 | -0.0075 | ||
| US36179WR347 / GNMA | 0.38 | -4.55 | 0.2136 | -0.0051 | ||
| XS0287753775 / Newgate Funding PLC | 0.38 | -0.79 | 0.2135 | 0.0034 | ||
| US3132DWJ531 / UMBS | 0.38 | -4.80 | 0.2128 | -0.0060 | ||
| US36361UAL44 / Gallatin CLO VIII 2017-1 Ltd | 0.38 | -1.57 | 0.2124 | 0.0016 | ||
| JP1120241K56 / Japanese Government CPI Linked Bond | 0.38 | 4.74 | 0.2124 | 0.0142 | ||
| ES0000012H58 / BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 10/71 1 | 0.38 | 3.58 | 0.2123 | 0.0121 | ||
| USP78024AG45 / Peruvian Government International Bond | 0.36 | 1.13 | 0.2017 | 0.0068 | ||
| US05551UAA34 / BIG COMMERCIAL MORTGAGE TRUST 2022-BIG SER 2022-BIG CL A V/R REGD 144A P/P 0.00000000 | 0.36 | -1.92 | 0.2015 | 0.0006 | ||
| GB00BFWFPP71 / United Kingdom Gilt | 0.35 | 2.02 | 0.1998 | 0.0083 | ||
| US55286LAA08 / MFA 2023-NQM4 Trust | 0.35 | -8.95 | 0.1953 | -0.0142 | ||
| US30227FAA84 / Extended Stay America Trust | 0.34 | -1.15 | 0.1935 | 0.0021 | ||
| JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 171 0.40000000 / DBT (JP1051711Q82) | 0.34 | 4.94 | 0.1917 | 0.0129 | ||
| XS2404665460 / BNPP AM EURO CLO 2019 BV SER 2019-1A CL AR V/R REGD 144A P/P /EUR/ 0.82000000 | 0.34 | 9.03 | 0.1907 | 0.0198 | ||
| FUTURE CONTRACT ON CAN 5YR BOND FUT SEP25 /CAD/ 0.00000000 / DIR (N/A) | 0.33 | 0.1876 | 0.1876 | |||
| EXPORT DEVELOPMNT CANADA /INR/ REGD 144A P/P MTN 7.13000000 / DBT (XS2779828206) | 0.33 | 3.43 | 0.1874 | 0.0101 | ||
| XS0304503534 / Ludgate Funding PLC | 0.33 | 4.17 | 0.1836 | 0.0114 | ||
| UNITED STATES TREASURY BILL ZCP 0.00000000 / STIV (US912797LW51) | 0.32 | 0.1818 | 0.1818 | |||
| US3140MHSS99 / FANNIE MAE POOL UMBS P#BV4128 2.00000000 | 0.32 | -4.20 | 0.1801 | -0.0036 | ||
| US3133BPD399 / FNCL UMBS 4.5 QF1922 10-01-52 | 0.32 | -2.45 | 0.1794 | -0.0004 | ||
| XS0268014353 / RMAC Securities No 1 PLC | 0.31 | 2.97 | 0.1760 | 0.0085 | ||
| LYG / Lloyds Banking Group plc - Depositary Receipt (Common Stock) | 0.31 | 0.32 | 0.1745 | 0.0042 | ||
| STATE OF ISRAEL REGD SER 5Y 5.37500000 / DBT (US46514BRN90) | 0.30 | 0.66 | 0.1715 | 0.0045 | ||
| ATHENE GLOBAL FUNDING REGD 144A P/P 5.51600000 / DBT (US04685A3T66) | 0.30 | 0.00 | 0.1714 | 0.0033 | ||
| STATE OF ISRAEL REGD SER 10Y 5.50000000 / DBT (US46514BRL35) | 0.30 | -1.66 | 0.1676 | 0.0008 | ||
| US3133KNEE94 / UMBS | 0.29 | -3.31 | 0.1647 | -0.0021 | ||
| US63861VAF40 / Nationwide Building Society | 0.29 | 0.69 | 0.1644 | 0.0046 | ||
| US68249DAA72 / One New York Plaza Trust 2020-1NYP | 0.29 | 0.00 | 0.1643 | 0.0037 | ||
| US225401AP33 / Credit Suisse Group AG | 0.29 | 0.1639 | 0.1639 | |||
| BLUEMOUNTAIN CLO 2016-3 LTD SER 2016-3A CL A1R2 V/R REGD 144A P/P 5.52633000 / ABS-CBDO (US09628VAW46) | 0.29 | -16.62 | 0.1616 | -0.0276 | ||
| IRS RSOFRP03.25 03/19/35 BARCUS3BXXX FLOAT / DIR (N/A) | 0.28 | 0.1598 | 0.1598 | |||
| US040104MX65 / ARGENT MORTGAGE LOAN TRUST 2005-W1 SER 2005-W1 CL A1 V/R REGD 2.18800000 | 0.28 | -2.08 | 0.1594 | 0.0002 | ||
| USU5615XAA82 / MANHATTAN WEST | 0.28 | 0.72 | 0.1588 | 0.0046 | ||
| US288547AA09 / ELLINGTON LOAN ACQUISITION TRUST 2007-2 SER 2007-2 CL A1 V/R REGD 144A P/P 2.75800000 | 0.27 | -2.49 | 0.1550 | -0.0001 | ||
| US3140LXFD27 / FEDERAL NATIONAL MORTGAGE ASSOCIATION | 0.27 | -2.50 | 0.1542 | -0.0004 | ||
| US004421RH88 / ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIE SER 2005-HE5 CL M4 V/R REGD 2.60800000 | 0.27 | -2.15 | 0.1542 | 0.0002 | ||
| US3140NGTB63 / FNMA POOL BY0545 FN 05/53 FIXED 5 | 0.27 | -4.24 | 0.1533 | -0.0029 | ||
| OZLM IX LTD SER 2014-9A CL A1A4 V/R REGD 144A P/P 5.46947000 / ABS-CBDO (US67109KBG85) | 0.27 | -24.37 | 0.1524 | -0.0448 | ||
| US912828XL95 / United States Treasury Inflation Indexed Bonds | 0.27 | 0.75 | 0.1520 | 0.0046 | ||
| STATE OF ISRAEL REGD SER 30Y 5.75000000 / DBT (US46514BRM18) | 0.27 | -6.01 | 0.1503 | -0.0058 | ||
| US25151KAC36 / Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-3, Class 2A1 | 0.26 | -3.69 | 0.1475 | -0.0020 | ||
| BONOS DE TESORERIA /PEN/ REGD 7.60000000 / DBT (PEP01000C5J8) | 0.26 | -0.39 | 0.1444 | 0.0022 | ||
| XS2305383288 / DRYDEN LEVERAGED LOAN CDO DRYD 2017 27A AR 144A | 0.26 | 7.14 | 0.1443 | 0.0126 | ||
| AU3SG0001175 / TREASURY CORP VICTORIA LOCAL GOVT G 12/32 4.25 | 0.25 | 150.50 | 0.1428 | 0.0814 | ||
| ABBVIE INC DISCOUNT___________ COMMERCIAL PAPER 0.00000000 / STIV (US00287BTA79) | 0.25 | 0.1408 | 0.1408 | |||
| ALIMENTATION CO DISC 06/25/25 0.00000000 / STIV (US01626UTR67) | 0.25 | 0.1405 | 0.1405 | |||
| US225401AC20 / Credit Suisse Group AG | 0.25 | 0.00 | 0.1394 | 0.0029 | ||
| US46654AAC36 / JP Morgan Mortgage Trust 2021-10 | 0.25 | -4.65 | 0.1392 | -0.0031 | ||
| US225401AF50 / Credit Suisse Group AG | 0.24 | 0.00 | 0.1379 | 0.0032 | ||
| US912810SJ88 / United States Treas Bds Bond | 0.24 | -6.15 | 0.1377 | -0.0059 | ||
| XS2586944659 / REPUBLIC OF POLAND /EUR/ REGD REG S EMTN 3.87500000 | 0.24 | 9.22 | 0.1341 | 0.0141 | ||
| US03880XAA46 / Arbor Realty Collateralized Loan Obligation Ltd., Series 2022-FL1, Class A | 0.23 | -16.30 | 0.1307 | -0.0216 | ||
| US126698AA73 / CWABS ASSET-BACKED CERTIFICATES TRUST 2007-13 SER 2007-13 CL 1A V/R REGD 2.54800000 | 0.23 | -2.95 | 0.1297 | -0.0015 | ||
| US74143JAA97 / PRET 2021-RN3 LLC | 0.22 | -4.72 | 0.1257 | -0.0033 | ||
| US912810SK51 / United States Treasury Note/Bond | 0.22 | -6.01 | 0.1236 | -0.0053 | ||
| US83206NAB38 / SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1B V/R REGD 144A P/P 1.83000000 | 0.22 | -5.65 | 0.1228 | -0.0041 | ||
| US912810SA79 / United States Treas Bds Bond | 0.22 | -5.65 | 0.1226 | -0.0045 | ||
| XS2310127027 / CORDATUS CLO PLC CORDA 11A AR 144A | 0.22 | -6.90 | 0.1223 | -0.0059 | ||
| GB00BLBDX619 / UTD KINGDOM GILT GBP REG S 1.125% 10-22-73 | 0.22 | -1.82 | 0.1222 | 0.0006 | ||
| US3140QBZL57 / FANNIE MAE POOL UMBS P#CA4346 3.00000000 | 0.21 | -3.62 | 0.1205 | -0.0015 | ||
| US12544RBY36 / CHL MORTGAGE PASS-THROUGH TRUST 2007-4 SER 2007-4 CL 1A47 REGD 6.00000000 | 0.21 | -1.85 | 0.1198 | 0.0007 | ||
| MYBGO2200018 / Malaysia Government Investment Issue | 0.21 | 0.1192 | 0.1192 | |||
| US445545AS56 / Hungary Government International Bond | 0.21 | -0.48 | 0.1168 | 0.0019 | ||
| XS0301721832 / Alba 2007-1 PLC | 0.21 | 1.98 | 0.1166 | 0.0048 | ||
| XS2350603374 / CAIRN CLO BV CRNCL 2018 10A AR 144A | 0.21 | -5.50 | 0.1164 | -0.0043 | ||
| US07335YAA47 / BDS 2021-FL10 LTD / BDS 2021-FL10 LLC 1ML+135 12/18/2036 144A | 0.21 | -16.26 | 0.1162 | -0.0198 | ||
| US48241FAB04 / KBC Group NV | 0.21 | 0.00 | 0.1158 | 0.0025 | ||
| MARICOPA CNTY AZ INDL DEV AUTH REGD B/E 7.37500000 / DBT (US56681NJD03) | 0.20 | -0.49 | 0.1155 | 0.0020 | ||
| SUMITOMO MITSUI TR BK LT REGD 144A P/P MTN 5.20000000 / DBT (US86563VBQ14) | 0.20 | 0.00 | 0.1149 | 0.0026 | ||
| MYBMO2000028 / Malaysia Government Bond | 0.20 | 7.41 | 0.1147 | 0.0102 | ||
| PACIFICORP REGD 5.30000000 / DBT (US695114DC94) | 0.20 | 0.00 | 0.1145 | 0.0024 | ||
| XS2066880928 / CAIRN CLO BV CRNCL 2016 7A A1R 144A | 0.20 | -2.88 | 0.1142 | -0.0006 | ||
| PM / Philip Morris International Inc. - Depositary Receipt (Common Stock) | 0.20 | 0.50 | 0.1141 | 0.0029 | ||
| REPUBLIC OF CHILE REGD 4.85000000 / DBT (US168863EB04) | 0.20 | 0.50 | 0.1137 | 0.0031 | ||
| REPUBLIC OF POLAND REGD 4.62500000 / DBT (US731011AX08) | 0.20 | 1.01 | 0.1136 | 0.0035 | ||
| PM / Philip Morris International Inc. - Depositary Receipt (Common Stock) | 0.20 | -0.50 | 0.1134 | 0.0020 | ||
| US91282CGP05 / United States Treasury Note/Bond | 0.20 | 0.00 | 0.1131 | 0.0028 | ||
| FANNIE MAE POOL UMBS P#DB6905 6.00000000 / ABS-MBS (US3140AGU779) | 0.20 | -2.45 | 0.1126 | -0.0004 | ||
| US80007RAE53 / Sands China Ltd | 0.20 | -0.50 | 0.1124 | 0.0017 | ||
| IRS RSOFRP03.00 03/19/27 BARCUS3BXXX FLOAT / DIR (N/A) | 0.20 | 0.1117 | 0.1117 | |||
| ABU DHABI DEVELOPMENT HO REGD 144A P/P MTN 4.50000000 / DBT (US00402AAA97) | 0.20 | 0.1114 | 0.1114 | |||
| US404280BK42 / HSBC Holdings PLC | 0.20 | 0.00 | 0.1114 | 0.0027 | ||
| US12670FAE07 / COUNTRYWIDE ASSET-BACKED CERTIFICATES SER 2007-9 CL 2A4 V/R REGD 1.95800000 | 0.20 | -1.51 | 0.1110 | 0.0008 | ||
| AU3SG0002868 / Queensland Treasury Corp | 0.20 | 4.84 | 0.1102 | 0.0072 | ||
| AU3SG0002579 / TREASURY CORP VICTORIA /AUD/ REGD 2.00000000 | 0.19 | 0.1095 | 0.1095 | |||
| US65535HAZ29 / Nomura Holdings Inc | 0.19 | 0.52 | 0.1084 | 0.0028 | ||
| XS2364199674 / Romanian Government International Bond | 0.19 | 9.09 | 0.1084 | 0.0109 | ||
| US3133BM4C64 / FNCL UMBS 4.5 QF0819 10-01-52 | 0.19 | -16.30 | 0.1075 | -0.0177 | ||
| US694308KC03 / Pacific Gas and Electric Co | 0.19 | -1.07 | 0.1048 | 0.0014 | ||
| US36179XNC64 / Ginnie Mae II Pool | 0.18 | 0.0996 | 0.0996 | |||
| IRS RSOFRP03.50 12/20/38 BARCUS3BXXX FLOAT / DIR (N/A) | 0.18 | 0.0994 | 0.0994 | |||
| US3140X7RG61 / Fannie Mae Pool | 0.17 | -2.79 | 0.0986 | -0.0004 | ||
| US74730DAC74 / Qatar Petroleum | 0.17 | 1.16 | 0.0983 | 0.0034 | ||
| XS1150797600 / EUROSAIL PLC ESAIL 2007 4X A3 REGS | 0.17 | -6.59 | 0.0961 | -0.0047 | ||
| XS0248588047 / RMAC Securities No 1 PLC | 0.16 | 2.52 | 0.0921 | 0.0042 | ||
| XS0300470365 / Resloc UK 2007-1 PLC | 0.16 | 2.55 | 0.0913 | 0.0046 | ||
| AU3SG0002082 / New South Wales Treasury Corp | 0.16 | 0.0909 | 0.0909 | |||
| IRS RSO/NP03.75 03/19/55 BARCUS3BXXX FLOAT / DIR (N/A) | 0.16 | 0.0899 | 0.0899 | |||
| US26245MAC55 / Dryden 55 CLO Ltd | 0.16 | -24.40 | 0.0896 | -0.0262 | ||
| IRS R03.00PER6M 03/19/27 BARCUS3BXXX FIXED / DIR (N/A) | 0.15 | 0.0848 | 0.0848 | |||
| BRITISH COLUMBIA PROV OF /CAD/ REGD 4.15000000 / DBT (CA110709AK82) | 0.15 | 3.45 | 0.0846 | 0.0046 | ||
| CDX 2I65BYEG6 01.000 SP 12/20/2029 BARCUS3BXXX FIXED / DCR (N/A) | 0.15 | 0.0834 | 0.0834 | |||
| US36143L2G95 / GA Global Funding Trust | 0.14 | 0.70 | 0.0812 | 0.0021 | ||
| US3140M5R490 / FNMA 30YR 6.5% 07/01/2053#BU4106 | 0.14 | -0.70 | 0.0803 | 0.0011 | ||
| XS2364200357 / ROMANIA | 0.14 | 6.02 | 0.0798 | 0.0061 | ||
| CASH COLLATERAL V/R 12/31/49 4.23000000 / STIV (N/A) | 0.14 | 0.0784 | 0.0784 | |||
| IRS RSOFRP02.96 11/30/26 BARC FLOAT / DIR (N/A) | 0.13 | 0.0740 | 0.0740 | |||
| US64828XAA19 / NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1 SER 2020-RPL1 CL A1 V/R REGD 144A P/P 2.75000000 | 0.13 | -5.15 | 0.0729 | -0.0022 | ||
| US912810SD19 / United States Treas Bds Bond | 0.13 | -5.26 | 0.0712 | -0.0027 | ||
| US07325QAA31 / BFAT 2007-SR1A V/R 03/25/37 2.92663000 | 0.13 | -1.57 | 0.0705 | 0.0001 | ||
| US912810ST60 / TREASURY BOND | 0.12 | -4.62 | 0.0702 | -0.0017 | ||
| US12551JAL08 / CIFC FUNDING LTD CIFC 2017 4A A1R 144A | 0.12 | -23.60 | 0.0695 | -0.0194 | ||
| JP1201561G37 / Japan Government Twenty Year Bond | 0.12 | 3.39 | 0.0689 | 0.0037 | ||
| US64830NAA90 / New Residential Mortgage Loan Trust 2019-RPL3 | 0.12 | -5.47 | 0.0684 | -0.0024 | ||
| GENCAT / Autonomous Community of Catalonia | 0.12 | 9.35 | 0.0663 | 0.0071 | ||
| US3140XBHT03 / FANNIE MAE POOL UMBS P#FM7441 3.00000000 | 0.12 | -4.88 | 0.0662 | -0.0020 | ||
| US3133BUGZ40 / FREDDIE MAC POOL FR QF6516 | 0.12 | -1.69 | 0.0659 | 0.0008 | ||
| XS2586944147 / REPUBLIC OF POLAND /EUR/ REGD REG S EMTN 4.25000000 | 0.11 | 6.54 | 0.0643 | 0.0048 | ||
| XS1794675931 / Fairfax Financial Holdings Ltd | 0.11 | 9.80 | 0.0633 | 0.0067 | ||
| IT0005386922 / BANCA MONTE DEI PASCHI S COVERED REGS 10/27 0.875 | 0.11 | 9.90 | 0.0631 | 0.0073 | ||
| IRS RSOFRP03.00 03/19/30 BARCUS3BXXX FLOAT / DIR (N/A) | 0.11 | 0.0618 | 0.0618 | |||
| XS2332590475 / Nexi SpA | 0.11 | 10.10 | 0.0617 | 0.0067 | ||
| XS2388558889 / Serbia International Bond | 0.10 | 10.75 | 0.0586 | 0.0068 | ||
| FREDDIE MAC POOL UMBS P#QH5912 6.50000000 / ABS-MBS (US3133CJR945) | 0.10 | -0.98 | 0.0574 | 0.0009 | ||
| US91282CEZ05 / U.S. Treasury Inflation Linked Notes | 0.10 | 1.00 | 0.0574 | 0.0018 | ||
| REPUBLIC OF POLAND REGD 4.87500000 / DBT (US857524AF94) | 0.10 | 1.00 | 0.0570 | 0.0016 | ||
| GOLDMAN SACHS BANK USA REGD V/R SER BKNT 5.28300000 / DBT (US38151LAF76) | 0.10 | 0.00 | 0.0566 | 0.0011 | ||
| REPUBLIC OF POLAND REGD 5.37500000 / DBT (US857524AH50) | 0.10 | 0.00 | 0.0564 | 0.0008 | ||
| AU0000079402 / Queensland Treasury Corp | 0.10 | 6.45 | 0.0560 | 0.0042 | ||
| REPUBLIC OF POLAND REGD 5.12500000 / DBT (US731011AY80) | 0.10 | 0.00 | 0.0559 | 0.0010 | ||
| US731011AV42 / Republic of Poland Government International Bond | 0.10 | 0.00 | 0.0553 | 0.0012 | ||
| TRS SOFRINDX/IBOXIG INDX 06/20/25 BPS /LONG/ / DE (N/A) | 0.10 | 0.0544 | 0.0544 | |||
| US89178WAU27 / TOWD POINT MORTGAGE TRUST 2020-1 SER 2020-1 CL A1 V/R REGD 144A P/P 2.71000000 | 0.10 | -5.88 | 0.0542 | -0.0023 | ||
| US3140XMTM86 / UMBS, 30 Year | 0.09 | -5.10 | 0.0529 | -0.0017 | ||
| XS2308626485 / Serbia International Bond | 0.09 | 9.52 | 0.0519 | 0.0054 | ||
| US31418ET595 / FNCL UMBS 5.0 MA5071 07-01-53 | 0.09 | -3.19 | 0.0515 | -0.0006 | ||
| US731011AW25 / Republic of Poland Government International Bond | 0.09 | -5.21 | 0.0514 | -0.0016 | ||
| IRS RSOFRP03.25 06/18/30 BARCUS3BXXX FLOAT / DIR (N/A) | 0.09 | 0.0484 | 0.0484 | |||
| XS2331735253 / Romanian Government International Bond | 0.09 | 7.59 | 0.0483 | 0.0043 | ||
| IRS PMUTKR00.40 06/19/39 BARCUS3BXXX FLOAT / DIR (N/A) | 0.09 | 0.0481 | 0.0481 | |||
| IRS R04.50PBW6M 03/19/35 BARCUS3BXXX FIXED / DIR (N/A) | 0.08 | 0.0470 | 0.0470 | |||
| US36179WXK97 / Ginnie Mae II Pool | 0.08 | -4.76 | 0.0454 | -0.0013 | ||
| US92922FLD86 / WaMu Mortgage Pass-Through Certificates Series 2004-AR1 Trust | 0.08 | -2.50 | 0.0445 | 0.0002 | ||
| US86364MAC47 / STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2007-AR4 SER 2007-AR4 CL A3 V/R REGD 1.92800000 | 0.08 | -2.60 | 0.0425 | -0.0001 | ||
| JPY/USD FWD 20250603 000001538 USD / DFE (N/A) | 0.08 | 0.0424 | 0.0424 | |||
| US3132DWGQ06 / FHLG 30YR 5% 03/01/2053#SD8307 | 0.08 | -3.85 | 0.0424 | -0.0007 | ||
| IRS R04.00PSO/N 03/17/28 BARCUS3BXXX FIXED / DIR (N/A) | 0.07 | 0.0406 | 0.0406 | |||
| US552751AA74 / MFA 2020-NQM2 TRUST SER 2020-NQM2 CL A1 V/R REGD 144A P/P 1.38100000 | 0.07 | -12.50 | 0.0400 | -0.0042 | ||
| US3140QDYC24 / FNMA POOL CA6106 FN 06/50 FIXED 4 | 0.07 | -5.41 | 0.0399 | -0.0011 | ||
| FREDDIE MAC POOL UMBS P#RJ1757 5.00000000 / ABS-MBS (US3142GR5T30) | 0.07 | -1.41 | 0.0397 | 0.0001 | ||
| US38376RWY88 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2016-H15 CL FA V/R 2.79725000 | 0.07 | -25.00 | 0.0390 | -0.0120 | ||
| FREDDIE MAC POOL UMBS P#QI1359 5.00000000 / ABS-MBS (US3133W7QL21) | 0.07 | -1.47 | 0.0379 | 0.0001 | ||
| US90355DAV55 / UNITED WHOLESALE MORTGAGE LLC UWM 2021 INV5 A12 144A | 0.07 | -4.29 | 0.0379 | -0.0008 | ||
| FR0014001NN8 / French Republic Government Bond OAT | 0.07 | -2.94 | 0.0377 | -0.0003 | ||
| US3133B6DL13 / FREDDIE MAC POOL UMBS P#QD8207 2.00000000 | 0.06 | -4.48 | 0.0366 | -0.0008 | ||
| IRS R04.75PNF3F 06/19/29 BARCUS3BXXX FIXED / DIR (N/A) | 0.06 | 0.0358 | 0.0358 | |||
| IRS RER6MP02.21 03/12/55 BARCUS3BXXX FLOAT / DIR (N/A) | 0.06 | 0.0351 | 0.0351 | |||
| IRS RMUTKP01.50 09/18/54 BARCUS3BXXX FLOAT / DIR (N/A) | 0.06 | 0.0348 | 0.0348 | |||
| AU0000013740 / Australia Government Bond | 0.06 | 5.17 | 0.0346 | 0.0026 | ||
| US36263KAB70 / GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV1 SER 2021-INV1 CL A2 V/R REGD 144A P/P 2.50000000 | 0.06 | -3.17 | 0.0345 | -0.0007 | ||
| UNITED STATES TREASURY BILL ZCP 0.00000000 / STIV (US912797QK68) | 0.06 | 0.0341 | 0.0341 | |||
| US36263TAB89 / GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR3 SER 2021-GR3 CL A2 V/R REGD 144A P/P 2.50000000 | 0.06 | -4.76 | 0.0340 | -0.0008 | ||
| IRS RSOFRP01.00 12/15/26 BARCUS3BXXX FLOAT / DIR (N/A) | 0.06 | 0.0325 | 0.0325 | |||
| US12661XAC65 / CSMC 2021-INV1TRUST SER 2021-INV1 CL A3 V/R REGD 144A P/P 2.50000000 | 0.06 | -3.39 | 0.0322 | -0.0007 | ||
| DK0009403644 / JYSKE REALKREDIT A/S COVERED 10/53 1.5 | 0.06 | 7.69 | 0.0316 | 0.0026 | ||
| IRS PSOFRR03.25 03/19/55 BARCUS3BXXX FLOAT / DIR (N/A) | 0.05 | 0.0309 | 0.0309 | |||
| US74922EAA73 / RALI SERIES 2006-QS6 TRUST SER 2006-QS6 CL 1A1 REGD 6.00000000 | 0.05 | 0.00 | 0.0301 | 0.0004 | ||
| FANNIE MAE POOL UMBS P#DB3354 5.00000000 / ABS-MBS (US3140ACWQ29) | 0.05 | -1.89 | 0.0295 | 0.0001 | ||
| IRS PSOFRR03.75 06/21/25 BARCUS3BXXX FLOAT / DIR (N/A) | 0.05 | 0.0295 | 0.0295 | |||
| US3137BPPH69 / FREDDIE MAC REMICS SER 4579 CL FD V/R 2.38150000 | 0.05 | -5.66 | 0.0286 | -0.0011 | ||
| US41164MAC10 / HARBORVIEW MORTGAGE LOAN TRUST 2007-1 SER 2007-1 CL 2A1A V/R REGD 1.86325000 | 0.05 | 0.00 | 0.0277 | 0.0001 | ||
| IRS R03.37PER6M 10/09/28 BARCUS3BXXX FIXED / DIR (N/A) | 0.05 | 0.0272 | 0.0272 | |||
| IRS PER6MR02.25 09/17/35 BARCUS3BXXX FLOAT / DIR (N/A) | 0.05 | 0.0262 | 0.0262 | |||
| US3140X6S931 / FANNIE MAE POOL UMBS P#FM3243 3.50000000 | 0.04 | -4.35 | 0.0252 | -0.0005 | ||
| IRS R03.92PCAON 06/19/26 BARCUS3BXXX FIXED / DIR (N/A) | 0.04 | 0.0250 | 0.0250 | |||
| US12544PAF99 / CHL MORTGAGE PASS-THROUGH TRUST 2007-19 SER 2007-19 CL 2A1 REGD 6.50000000 | 0.04 | -2.27 | 0.0246 | -0.0002 | ||
| IRS PSO/NR03.50 03/19/35 BARCUS3BXXX FLOAT / DIR (N/A) | 0.04 | 0.0245 | 0.0245 | |||
| US68402YAA47 / OPTION ONE MORTGAGE LOAN TRUST 2007-CP1 SER 2007-CP1 CL 1A1 V/R REGD 1.84800000 | 0.04 | 0.00 | 0.0241 | 0.0004 | ||
| US92916MAF86 / VOYA CLO LTD VOYA 2017 1A A1R 144A | 0.04 | -25.45 | 0.0235 | -0.0071 | ||
| US86364RAA77 / STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR6 A1 | 0.04 | -2.44 | 0.0226 | -0.0003 | ||
| US31398GBB41 / FANNIE MAE REMICS SER 2009-104 CL FA V/R 2.50800000 | 0.04 | -2.50 | 0.0223 | -0.0003 | ||
| MYBMO2200016 / Malaysia Government Bond | 0.04 | 0.0214 | 0.0214 | |||
| XS0290416527 / EUROHOME UK MORTGAGES PLC EHMU 2007 1 A REGS | 0.04 | -10.00 | 0.0207 | -0.0018 | ||
| JPY/USD FWD 20250603 000004066 USD / DFE (N/A) | 0.04 | 0.0203 | 0.0203 | |||
| SGXF13029610 / Singapore Government Bond | 0.04 | 6.06 | 0.0202 | 0.0019 | ||
| US939336KZ50 / WASHINGTON MUTUAL MSC MORTGAGE PASS-THROUG SER 2002-AR3 CL 1A7 V/R REGD 3.85207600 | 0.04 | -2.78 | 0.0202 | -0.0000 | ||
| XS2331742036 / Romanian Government International Bond | 0.04 | 6.06 | 0.0199 | 0.0015 | ||
| US41162BAA17 / HARBORVIEW MORTGAGE LOAN TRUST SER 2006-SB1 CL A1A V/R REGD 3.17644500 | 0.03 | 0.00 | 0.0195 | 0.0003 | ||
| US86359DXP76 / STRUCTURED ASSET SECURITIES CORP SER 2006-RF1 CL 1A V/R REGD 144A P/P 1.98800000 | 0.03 | 0.00 | 0.0193 | 0.0002 | ||
| US126697AA90 / CWABS ASSET-BACKED CERTIFICATES TRUST 2007-12 SER 2007-12 CL 1A1 V/R REGD 2.44800000 | 0.03 | 0.00 | 0.0187 | 0.0001 | ||
| US31417KPB79 / UMBS, 30 Year | 0.03 | -6.06 | 0.0179 | -0.0008 | ||
| EUR/USD FWD 20250603 000006038 USD / DFE (N/A) | 0.03 | 0.0179 | 0.0179 | |||
| IRS RSOFRP03.50 06/20/54 BARCUS3BXXX FLOAT / DIR (N/A) | 0.03 | 0.0176 | 0.0176 | |||
| US12669GPN50 / CHL Mortgage Pass-Through Trust 2005-2 | 0.03 | 0.00 | 0.0175 | 0.0002 | ||
| US12669GZQ71 / CHL MORTGAGE PASS-THROUGH TRUST 2005-9 SER 2005-9 CL 1A3 V/R REGD 2.16800000 | 0.03 | -3.33 | 0.0168 | 0.0000 | ||
| BRL/USD FWD 20250603 000015298 USD / DFE (N/A) | 0.03 | 0.0164 | 0.0164 | |||
| IRS RER6MP02.27 03/12/55 BARCUS3BXXX FLOAT / DIR (N/A) | 0.03 | 0.0164 | 0.0164 | |||
| IRS RSOFRP04.00 06/20/26 BARCUS3BXXX FLOAT / DIR (N/A) | 0.03 | 0.0161 | 0.0161 | |||
| US93363RAB24 / WaMu Mortgage Pass-Through Certificates Series 2006-AR13 Trust | 0.03 | 0.00 | 0.0160 | 0.0002 | ||
| US92922FBX50 / WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR9, Class 2A | 0.03 | -20.00 | 0.0160 | -0.0034 | ||
| FR0013480613 / French Republic Government Bond OAT | 0.03 | -79.55 | 0.0156 | -0.0573 | ||
| US362341WZ88 / GSR MORTGAGE LOAN TRUST | 0.03 | 0.00 | 0.0156 | 0.0002 | ||
| IRS R03.75PBW6M 03/19/30 BARCUS3BXXX FIXED / DIR (N/A) | 0.03 | 0.0155 | 0.0155 | |||
| IRS RER6MP00.05 05/27/50 BARCUS3BXXX FLOAT / DIR (N/A) | 0.03 | 0.0153 | 0.0153 | |||
| US3140HAU579 / FANNIE MAE POOL UMBS P#BJ8703 3.50000000 | 0.03 | -3.85 | 0.0143 | -0.0000 | ||
| IRS R03.89PCAON 06/19/26 BARCUS3BXXX FIXED / DIR (N/A) | 0.03 | 0.0143 | 0.0143 | |||
| IRS RSOFRP04.25 12/20/25 BARCUS3BXXX FLOAT / DIR (N/A) | 0.02 | 0.0139 | 0.0139 | |||
| US3133KYR921 / Freddie Mac Gold Pool | 0.02 | -4.00 | 0.0138 | -0.0000 | ||
| IRS R03.98PSOFR 11/30/27 BARC FIXED / DIR (N/A) | 0.02 | 0.0136 | 0.0136 | |||
| TWD/USD FWD 20250716 000011091 USD / DFE (N/A) | 0.02 | 0.0135 | 0.0135 | |||
| FREDDIE MAC POOL UMBS P#QI5805 5.00000000 / ABS-MBS (US3133WCNW09) | 0.02 | -4.17 | 0.0132 | -0.0002 | ||
| MYR/USD FWD 20250618 000011553 USD / DFE (N/A) | 0.02 | 0.0128 | 0.0128 | |||
| TRS SOFRINDX/IBOXIG INDX 09/22/25 JPM /LONG/ / DE (N/A) | 0.02 | 0.0128 | 0.0128 | |||
| IRS R02.34PER6M 01/10/30 BARCUS3BXXX FIXED / DIR (N/A) | 0.02 | 0.0127 | 0.0127 | |||
| DK0002050368 / Nordea Kredit Realkreditaktieselskab | 0.02 | 4.76 | 0.0126 | 0.0010 | ||
| FANNIE MAE POOL UMBS P#DA7883 6.50000000 / ABS-MBS (US3140A8XM96) | 0.02 | 0.00 | 0.0122 | 0.0002 | ||
| BRL/USD FWD 20250603 000000902 USD / DFE (N/A) | 0.02 | 0.0121 | 0.0121 | |||
| US31394A6Y70 / FNW 2004-W12 1A1 6% 7/25/44 6.00000000 | 0.02 | 0.00 | 0.0114 | -0.0001 | ||
| IRS R02.25PER6M 09/17/30 BARCUS3BXXX FIXED / DIR (N/A) | 0.02 | 0.0114 | 0.0114 | |||
| IRS R01.50PCN07 03/18/31 BPS LONG / DIR (N/A) | 0.02 | 0.0110 | 0.0110 | |||
| US12628LAJ98 / CSAB MORTGAGE-BACKED TRUST 2006-4 SER 2006-4 CL A6A S/UP REGD 5.68370000 | 0.02 | -5.00 | 0.0108 | -0.0003 | ||
| US07402FAA30 / BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 1A1 | 0.02 | -5.26 | 0.0105 | -0.0001 | ||
| IRS R03.50PKL3M 03/19/30 GST LONG / DIR (N/A) | 0.02 | 0.0103 | 0.0103 | |||
| IRS RSOFRP03.77 03/04/55 BARCUS3BXXX FLOAT / DIR (N/A) | 0.02 | 0.0103 | 0.0103 | |||
| AU0000097495 / Australia Government Bond | 0.02 | 6.25 | 0.0097 | 0.0005 | ||
| US86359LJA89 / STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR2 2A1 | 0.02 | 0.00 | 0.0096 | 0.0000 | ||
| IRS RSOFRP03.25 06/18/27 BARCUS3BXXX FLOAT / DIR (N/A) | 0.02 | 0.0095 | 0.0095 | |||
| US57563NAA63 / MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY SER 2008-1 CL A1 V/R 2.88963000 | 0.02 | -5.88 | 0.0094 | -0.0002 | ||
| US863579JG47 / Structured Adjustable Rate Mortgage Loan Trust | 0.02 | -5.88 | 0.0094 | 0.0000 | ||
| US31393QNV04 / FREDDIE MAC REMICS SER 2614 CL SJ V/R 14.80770500 | 0.02 | -5.88 | 0.0093 | -0.0002 | ||
| US86359LRW18 / STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A1A | 0.02 | -6.25 | 0.0089 | 0.0000 | ||
| US93363EAF25 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2006- SER 2006-AR10 CL 2A1 V/R REGD 3.87366700 | 0.02 | -6.25 | 0.0089 | -0.0004 | ||
| KRW/USD FWD 20250612 000000902 USD / DFE (N/A) | 0.02 | 0.0089 | 0.0089 | |||
| JPY/USD FWD 20260105 000011091 USD / DFE (N/A) | 0.02 | 0.0088 | 0.0088 | |||
| PLN/USD FWD 20250606 000004066 USD / DFE (N/A) | 0.02 | 0.0086 | 0.0086 | |||
| BRL/USD FWD 20250603 000001538 USD / DFE (N/A) | 0.01 | 0.0084 | 0.0084 | |||
| IRS RSOFRP03.64 08/07/34 BARCUS3BXXX FLOAT / DIR (N/A) | 0.01 | 0.0083 | 0.0083 | |||
| US3140X47J93 / FANNIE MAE POOL UMBS P#FM1796 3.50000000 | 0.01 | -6.67 | 0.0083 | -0.0005 | ||
| US88432CBB19 / Wind River CLO, Ltd. FRN, due 07/18/2031 | 0.01 | -83.91 | 0.0082 | -0.0400 | ||
| IRS RSOFRP03.25 12/20/53 BARCUS3BXXX FLOAT / DIR (N/A) | 0.01 | 0.0078 | 0.0078 | |||
| US31395HHV50 / Freddie Mac Structured Pass-Through Certificates | 0.01 | -7.69 | 0.0072 | -0.0001 | ||
| IRS RSOFRP03.79 11/15/53 BARC FLOAT / DIR (N/A) | 0.01 | 0.0071 | 0.0071 | |||
| IRS R02.25PCN07 09/18/29 BPS LONG / DIR (N/A) | 0.01 | 0.0069 | 0.0069 | |||
| US75116AAA88 / RALI SERIES 2007-QO2 TRUST SER 2007-QO2 CL A1 V/R REGD 1.85800000 | 0.01 | 0.00 | 0.0069 | -0.0001 | ||
| CAD/USD FWD 20250603 000009049 USD / DFE (N/A) | 0.01 | 0.0068 | 0.0068 | |||
| TWD/USD FWD 20250820 000011091 USD / DFE (N/A) | 0.01 | 0.0067 | 0.0067 | |||
| US41161PMG53 / HARBORVIEW MORTGAGE LOAN TRUST 2005-3 SER 2005-3 CL 2A1A V/R REGD 2.21325000 | 0.01 | -8.33 | 0.0067 | 0.0001 | ||
| IRS R01.50PCN07 03/18/31 SCX LONG / DIR (N/A) | 0.01 | 0.0064 | 0.0064 | |||
| US02147BAJ44 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 7T2 A9 | 0.01 | 0.00 | 0.0064 | 0.0000 | ||
| JPY/USD FWD 20250620 000009049 USD / DFE (N/A) | 0.01 | 0.0062 | 0.0062 | |||
| US86360JAA97 / STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 1A1 | 0.01 | -9.09 | 0.0062 | -0.0002 | ||
| JPY/USD FWD 20260105 000004334 USD / DFE (N/A) | 0.01 | 0.0061 | 0.0061 | |||
| US92922F4M79 / WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust | 0.01 | 0.00 | 0.0059 | -0.0000 | ||
| PLN/USD FWD 20250606 000000902 USD / DFE (N/A) | 0.01 | 0.0059 | 0.0059 | |||
| JPY/USD FWD 20250603 000009049 USD / DFE (N/A) | 0.01 | 0.0059 | 0.0059 | |||
| US76113MAB19 / Residential Asset Securitization Trust, Series 2006-R1, Class A2 | 0.01 | 0.00 | 0.0058 | 0.0001 | ||
| US02150GAN88 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 11T1 A12 | 0.01 | 0.00 | 0.0057 | 0.0001 | ||
| IRS RSOFRP03.59 08/19/34 BARCUS3BXXX FLOAT / DIR (N/A) | 0.01 | 0.0056 | 0.0056 | |||
| IRS R03.75PNF3F 06/15/27 BARCUS3BXXX FIXED / DIR (N/A) | 0.01 | 0.0056 | 0.0056 | |||
| US31407UMR58 / Fannie Mae Pool | 0.01 | 0.00 | 0.0054 | -0.0000 | ||
| IRS R02.85PCAON 09/01/29 BARC FIXED / DIR (N/A) | 0.01 | 0.0052 | 0.0052 | |||
| IRS R04.50PBW6M 06/18/35 BARCUS3BXXX FIXED / DIR (N/A) | 0.01 | 0.0051 | 0.0051 | |||
| US12669GUM13 / CHL MORTGAGE PASS-THROUGH TRUST 2005-11 SER 2005-11 CL 3A1 V/R REGD 2.91195200 | 0.01 | -11.11 | 0.0051 | 0.0001 | ||
| IRS RSOFRP03.78 11/15/53 BARC FLOAT / DIR (N/A) | 0.01 | 0.0049 | 0.0049 | |||
| IRS RSOFRP03.78 11/15/53 BARC FLOAT / DIR (N/A) | 0.01 | 0.0049 | 0.0049 | |||
| US93935AAC62 / WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATE SER 2006-AR5 CL 3A V/R REGD 3.26644500 | 0.01 | 0.00 | 0.0049 | -0.0001 | ||
| KRW/USD FWD 20250618 000004066 USD / DFE (N/A) | 0.01 | 0.0048 | 0.0048 | |||
| IDR/USD FWD 20250618 000015298 USD / DFE (N/A) | 0.01 | 0.0047 | 0.0047 | |||
| US41161PLR28 / HARBORVIEW MORTGAGE LOAN TRUST 2005-2 SER 2005-2 CL 2A1A V/R REGD 2.17325000 | 0.01 | 0.00 | 0.0046 | -0.0001 | ||
| IRS RSOFRP03.80 02/15/55 BARC FLOAT / DIR (N/A) | 0.01 | 0.0045 | 0.0045 | |||
| IRS RSOFRP03.88 11/15/53 BARC FLOAT / DIR (N/A) | 0.01 | 0.0044 | 0.0044 | |||
| US02152AAY55 / ALTERNATIVE LOAN TRUST 2007-16CB SER 2007-16CB CL 5A1 REGD 6.25000000 | 0.01 | 0.00 | 0.0043 | -0.0001 | ||
| SGD/USD FWD 20250702 000009049 USD / DFE (N/A) | 0.01 | 0.0042 | 0.0042 | |||
| US12640QAE35 / CREDIT SUISSE MORTGAGE TRUST CSMC 2007 5R A5 | 0.01 | 0.00 | 0.0041 | -0.0001 | ||
| DKK/USD FWD 20250702 000004334 USD / DFE (N/A) | 0.01 | 0.0041 | 0.0041 | |||
| US36318WAK62 / GALAXY CLO LTD GALXY 2013 15A ARR 144A | 0.01 | -89.86 | 0.0040 | -0.0342 | ||
| IRS RSOFRP03.61 08/22/34 BARCUS3BXXX FLOAT / DIR (N/A) | 0.01 | 0.0039 | 0.0039 | |||
| PLN/USD FWD 20250620 000000902 USD / DFE (N/A) | 0.01 | 0.0038 | 0.0038 | |||
| IRS R03.50PKL3M 03/19/30 BPS LONG / DIR (N/A) | 0.01 | 0.0038 | 0.0038 | |||
| IRS R02.47PST3M 02/03/30 BARCUS3BXXX FIXED / DIR (N/A) | 0.01 | 0.0037 | 0.0037 | |||
| JPY/USD FWD 20250603 000000642 USD / DFE (N/A) | 0.01 | 0.0036 | 0.0036 | |||
| PLN/USD FWD 20250620 000001394 USD / DFE (N/A) | 0.01 | 0.0035 | 0.0035 | |||
| PLN/USD FWD 20250620 000004066 USD / DFE (N/A) | 0.01 | 0.0035 | 0.0035 | |||
| US313398VT33 / FSPC T-35 A V/R 9/25/31 1.84800000 | 0.01 | -14.29 | 0.0034 | -0.0005 | ||
| IRS R04.25PBW6M 03/19/35 BARCUS3BXXX FIXED / DIR (N/A) | 0.01 | 0.0033 | 0.0033 | |||
| US36185MBL54 / GMAC MORTGAGE CORPORATION LOAN TRUST | 0.01 | -16.67 | 0.0033 | -0.0004 | ||
| TRS SOFRINDX/IBOXIG INDX 09/22/25 BPS /LONG/ / DE (N/A) | 0.01 | 0.0032 | 0.0032 | |||
| IRS RSOFRP03.93 11/15/54 BARC FLOAT / DIR (N/A) | 0.01 | 0.0031 | 0.0031 | |||
| IRS RSOFRP03.93 06/25/55 BARCUS3BXXX FLOAT / DIR (N/A) | 0.01 | 0.0031 | 0.0031 | |||
| CNH/USD FWD 20250820 000004066 USD / DFE (N/A) | 0.01 | 0.0031 | 0.0031 | |||
| IRS RSOFRP03.95 11/15/54 BARC FLOAT / DIR (N/A) | 0.01 | 0.0031 | 0.0031 | |||
| US126670JY52 / COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 3A2A | 0.00 | 0.00 | 0.0027 | 0.0000 | ||
| IRS RSOFRP03.99 11/15/54 BARC FLOAT / DIR (N/A) | 0.00 | 0.0027 | 0.0027 | |||
| PLN/USD FWD 20250606 000001538 USD / DFE (N/A) | 0.00 | 0.0026 | 0.0026 | |||
| IRS RER6MP02.28 03/12/55 BARCUS3BXXX FLOAT / DIR (N/A) | 0.00 | 0.0026 | 0.0026 | |||
| IRS R00.75PMUTK 03/19/27 BARCUS3BXXX FIXED / DIR (N/A) | 0.00 | 0.0026 | 0.0026 | |||
| US34706CAA71 / FORT CRE 2022-FL3 ISSUER LLC SER 2022-FL3 CL A V/R REGD 144A P/P 1.90000000 | 0.00 | -94.12 | 0.0026 | -0.0352 | ||
| IRS RSOFRP03.77 02/15/55 BARC FLOAT / DIR (N/A) | 0.00 | 0.0026 | 0.0026 | |||
| US45660L4G12 / RESIDENTIAL ASSET SECURITIZATI RAST 2005 A15 5A1 | 0.00 | 0.00 | 0.0025 | -0.0002 | ||
| US07384MN322 / BEAR STEARNS ARM TRUST 2004-2 SER 2004-2 CL 22A V/R REGD 4.79772900 | 0.00 | -33.33 | 0.0025 | -0.0012 | ||
| IRS RSOFRP03.96 06/27/55 BARCUS3BXXX FLOAT / DIR (N/A) | 0.00 | 0.0024 | 0.0024 | |||
| IRS RSOFRP03.91 11/15/53 BARC FLOAT / DIR (N/A) | 0.00 | 0.0024 | 0.0024 | |||
| US058927AA22 / Banc of America Funding 2006-A Trust | 0.00 | 0.00 | 0.0023 | 0.0000 | ||
| IRS RSOFRP03.96 11/15/54 BARC FLOAT / DIR (N/A) | 0.00 | 0.0021 | 0.0021 | |||
| EUR/USD FWD 20250603 000004334 USD / DFE (N/A) | 0.00 | 0.0021 | 0.0021 | |||
| DK0009397739 / JYSKE REALKREDIT A/S COVERED 10/50 1 | 0.00 | 0.00 | 0.0021 | 0.0002 | ||
| US31395NLE57 / FANNIE MAE REMICS SER 2006-48 CL TF V/R 2.10800000 | 0.00 | 0.00 | 0.0020 | -0.0000 | ||
| KRW/USD FWD 20250609 000004066 USD / DFE (N/A) | 0.00 | 0.0019 | 0.0019 | |||
| EGP/USD FWD 20250825 000003534 USD / DFE (N/A) | 0.00 | 0.0019 | 0.0019 | |||
| US31339LU240 / FREDDIE MAC REMICS SER 2391 CL FJ V/R 2.26538000 | 0.00 | -25.00 | 0.0019 | -0.0003 | ||
| US31393YU521 / FNGT 2004-T3 1A1 6% 2/25/44 6.00000000 | 0.00 | 0.00 | 0.0018 | -0.0000 | ||
| US31393CEY57 / FANNIE MAE REMICS SER 2003-34 CL A1 6.00000000 | 0.00 | 0.00 | 0.0018 | -0.0000 | ||
| US9393357P40 / WAMU 02-AR9 1A V/R 8/25/42 3.72644500 | 0.00 | 0.00 | 0.0018 | -0.0000 | ||
| IRS P03.25RCAON 06/21/53 BARC FIXED / DIR (N/A) | 0.00 | 0.0017 | 0.0017 | |||
| IDR/USD FWD 20250610 000004066 USD / DFE (N/A) | 0.00 | 0.0017 | 0.0017 | |||
| IRS RSOFRP03.95 11/15/54 BARC FLOAT / DIR (N/A) | 0.00 | 0.0016 | 0.0016 | |||
| IRS PMUTKR02.00 06/18/55 BARCUS3BXXX FLOAT / DIR (N/A) | 0.00 | 0.0016 | 0.0016 | |||
| PEN/USD FWD 20250618 000011553 USD / DFE (N/A) | 0.00 | 0.0015 | 0.0015 | |||
| USD/ZAR FWD 20250623 000006038 USD / DFE (N/A) | 0.00 | 0.0015 | 0.0015 | |||
| US3137BPS836 / FREDDIE MAC REMICS SER 4579 CL SD V/R 2.30538300 | 0.00 | 0.00 | 0.0015 | -0.0001 | ||
| CDS US345397YG20 05.000 SP 06/20/2025 BARCUS3BXXX FIXED / DCR (N/A) | 0.00 | 0.0015 | 0.0015 | |||
| US38380TV370 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2017-121 CL PE 3.00000000 | 0.00 | 0.00 | 0.0015 | -0.0001 | ||
| GBP/USD FWD 20250603 000004334 USD / DFE (N/A) | 0.00 | 0.0014 | 0.0014 | |||
| IRS R00.30PSS1D 02/15/27 BARC FIXED / DIR (N/A) | 0.00 | 0.0014 | 0.0014 | |||
| CDS NA 04.750 SP 07/06/2026 DUB LONG / DCR (N/A) | 0.00 | 0.0014 | 0.0014 | |||
| CNY/USD FWD 20250620 000011091 USD / DFE (N/A) | 0.00 | 0.0014 | 0.0014 | |||
| US12667GKC68 / ALTERNATIVE LOAN TRUST 2005-21CB SER 2005-21CB CL A3 REGD 5.25000000 | 0.00 | 0.00 | 0.0012 | -0.0000 | ||
| EGP/USD FWD 20250610 000000902 USD / DFE (N/A) | 0.00 | 0.0012 | 0.0012 | |||
| MXN/USD FWD 20250618 000006038 USD / DFE (N/A) | 0.00 | 0.0012 | 0.0012 | |||
| MXN/USD FWD 20250618 000004334 USD / DFE (N/A) | 0.00 | 0.0011 | 0.0011 | |||
| SGD/USD FWD 20250702 000004334 USD / DFE (N/A) | 0.00 | 0.0011 | 0.0011 | |||
| EGP/USD FWD 20250604 000015298 USD / DFE (N/A) | 0.00 | 0.0011 | 0.0011 | |||
| IRS RSOFRP03.75 06/20/31 BARCUS3BXXX FLOAT / DIR (N/A) | 0.00 | 0.0010 | 0.0010 | |||
| OTC EPUT EUR VS CZK @ 24.65 BOA 3/11/2026 /EUR/ 0.00000000 / DFE (N/A) | 0.00 | 0.0010 | 0.0010 | |||
| EGP/USD FWD 20250618 000011091 USD / DFE (N/A) | 0.00 | 0.0010 | 0.0010 | |||
| INR/USD FWD 20250630 000004608 USD / DFE (N/A) | 0.00 | 0.0009 | 0.0009 | |||
| TRY/USD FWD 20250617 000011553 USD / DFE (N/A) | 0.00 | 0.0009 | 0.0009 | |||
| AUD/USD FWD 20250702 000001538 USD / DFE (N/A) | 0.00 | 0.0009 | 0.0009 | |||
| CNY/USD FWD 20250609 000000902 USD / DFE (N/A) | 0.00 | 0.0009 | 0.0009 | |||
| TRY/USD FWD 20250613 000011553 USD / DFE (N/A) | 0.00 | 0.0008 | 0.0008 | |||
| US31410KL695 / FANNIE MAE POOL UMBS P#889649 6.50000000 | 0.00 | 0.00 | 0.0008 | 0.0000 | ||
| US589929M704 / MERRILL LYNCH MORTGAGE INVESTORS TRUST MLMI SERI SER 2003-A2 CL 1A1 V/R REGD 4.35915200 | 0.00 | 0.00 | 0.0008 | -0.0000 | ||
| KRW/USD FWD 20250716 000006038 USD / DFE (N/A) | 0.00 | 0.0008 | 0.0008 | |||
| TRY/USD FWD 20250620 000011553 USD / DFE (N/A) | 0.00 | 0.0008 | 0.0008 | |||
| TRY/USD FWD 20250612 000011553 USD / DFE (N/A) | 0.00 | 0.0008 | 0.0008 | |||
| US07384MWG31 / BEAR STEARNS ARM TRUST 2003-5 SER 2003-5 CL 1A2 V/R REGD 4.18676400 | 0.00 | 0.00 | 0.0007 | -0.0000 | ||
| US86359BGF22 / Structured Adjustable Rate Mortgage Loan Trust | 0.00 | 0.00 | 0.0007 | 0.0000 | ||
| US36229RJJ95 / GSR MORTGAGE LOAN TRUST GSR 2003 1 A2 | 0.00 | 0.00 | 0.0007 | -0.0000 | ||
| CNY/USD FWD 20250617 000004066 USD / DFE (N/A) | 0.00 | 0.0007 | 0.0007 | |||
| TRY/USD FWD 20250618 000011553 USD / DFE (N/A) | 0.00 | 0.0007 | 0.0007 | |||
| US07384MN579 / BEAR STEARNS ARM TRUST 2004-2 SER 2004-2 CL 23A V/R REGD 3.43960500 | 0.00 | 0.00 | 0.0007 | 0.0000 | ||
| US07384MYW62 / BEAR STEARNS ARM TRUST 2003-7 SER 2003-7 CL 6A V/R REGD 4.22484900 | 0.00 | 0.00 | 0.0007 | -0.0001 | ||
| EGP/USD FWD 20250603 000001394 USD / DFE (N/A) | 0.00 | 0.0007 | 0.0007 | |||
| IRS RSOFRP04.02 05/15/26 BARCUS3BXXX FLOAT / DIR (N/A) | 0.00 | 0.0007 | 0.0007 | |||
| EGP/USD FWD 20250610 000003534 USD / DFE (N/A) | 0.00 | 0.0007 | 0.0007 | |||
| EGP/USD FWD 20250610 000001394 USD / DFE (N/A) | 0.00 | 0.0007 | 0.0007 | |||
| EGP/USD FWD 20250722 000015298 USD / DFE (N/A) | 0.00 | 0.0007 | 0.0007 | |||
| CNY/USD FWD 20250611 000011091 USD / DFE (N/A) | 0.00 | 0.0006 | 0.0006 | |||
| US12669GTV31 / CWHL 2005-3 2A1 V/R 4/25/35 2.28800000 | 0.00 | 0.00 | 0.0006 | -0.0000 | ||
| EGP/USD FWD 20250826 000001394 USD / DFE (N/A) | 0.00 | 0.0006 | 0.0006 | |||
| TRY/USD FWD 20250610 000011553 USD / DFE (N/A) | 0.00 | 0.0006 | 0.0006 | |||
| AUD/USD FWD 20250603 000004066 USD / DFE (N/A) | 0.00 | 0.0006 | 0.0006 | |||
| IRS PSO/NR03.75 03/19/27 BARCUS3BXXX FLOAT / DIR (N/A) | 0.00 | 0.0006 | 0.0006 | |||
| US36202EV891 / GINNIE MAE II POOL P#4239 6.00000000 | 0.00 | -100.00 | 0.0006 | -0.0002 | ||
| IRS R02.02PESTR 10/11/29 BARC FIXED / DIR (N/A) | 0.00 | 0.0005 | 0.0005 | |||
| TWD/USD FWD 20250612 000004066 USD / DFE (N/A) | 0.00 | 0.0005 | 0.0005 | |||
| US929227R651 / WaMu Mortgage Pass-Through Certificates Series 2003-AR5 Trust | 0.00 | 0.0005 | 0.0000 | |||
| US525ESC0B69 / Lehman Brothers Holdings, Inc. | 0.00 | -100.00 | 0.0005 | -0.0003 | ||
| CDS US465410AH18 01.000 SP 06/20/2025 BARCGB5GXXX LONG / DCR (N/A) | 0.00 | 0.0004 | 0.0004 | |||
| EUR/USD FWD 20250603 000004066 USD / DFE (N/A) | 0.00 | 0.0004 | 0.0004 | |||
| CNH/USD FWD 20250618 000011553 USD / DFE (N/A) | 0.00 | 0.0004 | 0.0004 | |||
| CHF/USD FWD 20250603 000006038 USD / DFE (N/A) | 0.00 | 0.0004 | 0.0004 | |||
| TRY/USD FWD 20250625 000011553 USD / DFE (N/A) | 0.00 | 0.0003 | 0.0003 | |||
| MYR/USD FWD 20250618 000006038 USD / DFE (N/A) | 0.00 | 0.0003 | 0.0003 | |||
| US466247AZ62 / JP MORGAN MORTGAGE TRUST 2003-A2 SER 2003-A2 CL 3A1 V/R REGD 3.76336000 | 0.00 | -100.00 | 0.0003 | -0.0003 | ||
| EUR/USD FWD 20250603 000015513 USD / DFE (N/A) | 0.00 | 0.0003 | 0.0003 | |||
| CNH/USD FWD 20250618 000015298 USD / DFE (N/A) | 0.00 | 0.0003 | 0.0003 | |||
| KRW/USD FWD 20250613 000000902 USD / DFE (N/A) | 0.00 | 0.0003 | 0.0003 | |||
| TRY/USD FWD 20250605 000011553 USD / DFE (N/A) | 0.00 | 0.0003 | 0.0003 | |||
| CNY/USD FWD 20250626 000004066 USD / DFE (N/A) | 0.00 | 0.0003 | 0.0003 | |||
| US86359BNU16 / Structured Adjustable Rate Mortgage Loan Trust Series 2004-4 | 0.00 | 0.0003 | -0.0000 | |||
| PLN/USD FWD 20250613 000001538 USD / DFE (N/A) | 0.00 | 0.0002 | 0.0002 | |||
| PLN/USD FWD 20250613 000011091 USD / DFE (N/A) | 0.00 | 0.0002 | 0.0002 | |||
| PLN/USD FWD 20250613 000000902 USD / DFE (N/A) | 0.00 | 0.0002 | 0.0002 | |||
| US466247LZ44 / JP MORGAN MORTGAGE TRUST 2005-A1 SER 2005-A1 CL 6T1 V/R REGD 4.64499200 | 0.00 | 0.0002 | 0.0000 | |||
| NGN/USD FWD 20250616 000015298 USD / DFE (N/A) | 0.00 | 0.0002 | 0.0002 | |||
| ORO USD 1Y P 4.57000 L 08/13/25 BPS 0.00000000 / DIR (N/A) | 0.00 | 0.0002 | 0.0002 | |||
| INR/USD FWD 20250630 000001394 USD / DFE (N/A) | 0.00 | 0.0002 | 0.0002 | |||
| CNY/USD FWD 20250605 000015298 USD / DFE (N/A) | 0.00 | 0.0001 | 0.0001 | |||
| NZD/USD FWD 20250603 000004334 USD / DFE (N/A) | 0.00 | 0.0001 | 0.0001 | |||
| INR/USD FWD 20250630 000000902 USD / DFE (N/A) | 0.00 | 0.0001 | 0.0001 | |||
| HUF/USD FWD 20250822 000011091 USD / DFE (N/A) | 0.00 | 0.0001 | 0.0001 | |||
| EUR/USD FWD 20250603 000011553 USD / DFE (N/A) | 0.00 | 0.0001 | 0.0001 | |||
| TRY/USD FWD 20250709 000011553 USD / DFE (N/A) | 0.00 | 0.0001 | 0.0001 | |||
| IRS R02.50PKWDC 09/17/30 BARC FIXED / DIR (N/A) | 0.00 | 0.0001 | 0.0001 | |||
| IRS RSOFRP04.00 09/29/55 BARCUS3BXXX FLOAT / DIR (N/A) | 0.00 | 0.0001 | 0.0001 | |||
| ILS/USD FWD 20250604 000011091 USD / DFE (N/A) | 0.00 | 0.0001 | 0.0001 | |||
| AUD/USD FWD 20250603 000004334 USD / DFE (N/A) | 0.00 | 0.0001 | 0.0001 | |||
| TWD/USD FWD 20250609 000004066 USD / DFE (N/A) | 0.00 | 0.0001 | 0.0001 | |||
| BRL/USD FWD 20250603 000001394 USD / DFE (N/A) | 0.00 | 0.0000 | 0.0000 | |||
| CNY/USD FWD 20250605 000004066 USD / DFE (N/A) | 0.00 | 0.0000 | 0.0000 | |||
| NGN/USD FWD 20250617 000015298 USD / DFE (N/A) | 0.00 | 0.0000 | 0.0000 | |||
| CNY/USD FWD 20250605 000011091 USD / DFE (N/A) | 0.00 | 0.0000 | 0.0000 | |||
| SGD/USD FWD 20250702 000001538 USD / DFE (N/A) | 0.00 | 0.0000 | 0.0000 | |||
| KZT/USD FWD 20250917 000003534 USD / DFE (N/A) | 0.00 | 0.0000 | 0.0000 | |||
| NGN/USD FWD 20250618 000004608 USD / DFE (N/A) | 0.00 | 0.0000 | 0.0000 | |||
| HUF/USD FWD 20250822 000004608 USD / DFE (N/A) | 0.00 | 0.0000 | 0.0000 | |||
| ORO USD 1Y P 4.57000 L 08/13/25 JPM 0.00000000 / DIR (N/A) | 0.00 | 0.0000 | 0.0000 | |||
| CNY/USD FWD 20250617 000011091 USD / DFE (N/A) | 0.00 | 0.0000 | 0.0000 | |||
| DK0009397069 / JYSKE REALKREDIT A/S COVERED REGS 10/50 1 | 0.00 | 0.0000 | 0.0000 | |||
| DK0002050012 / NORDEA KREDIT REALKREDIT /DKK/ REGD 1.50000000 | 0.00 | 0.0000 | 0.0000 | |||
| DK0002044718 / NORDEA KREDIT REALKREDIT COVERED 10/50 1 | 0.00 | 0.0000 | 0.0000 | |||
| US01F0606347 / FNMA TBA | 0.00 | -100.00 | -6.9999 | |||
| DK0004619384 / REALKREDIT DANMARK COVERED REGS 10/53 1.5 | 0.00 | 0.0000 | 0.0000 | |||
| DK0004612454 / REALKREDIT DANMARK A/S COVERED 10/50 1 | 0.00 | 0.0000 | 0.0000 | |||
| DK0009527293 / NYKREDIT REALKREDIT AS COVERED REGS 10/53 1 | 0.00 | 0.0000 | 0.0000 | |||
| DK0002044551 / NORDEA KREDIT REALKREDIT COVERED REGS 10/50 1 | 0.00 | 0.0000 | 0.0000 | |||
| DK0009522815 / NYKREDIT REALKREDIT AS COVERED REGS 10/50 1 | 0.00 | 0.0000 | 0.0000 | |||
| DK0002044122 / NORDEA KREDIT REALKREDIT COVERED 10/50 1.5 | 0.00 | 0.0000 | 0.0000 | |||
| DK0009527376 / Nykredit Realkredit A/S, Series 01E | 0.00 | 0.0000 | 0.0000 | |||
| DK0009528424 / NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5 | 0.00 | 0.0000 | 0.0000 | |||
| DK0009524431 / NYKREDIT REALKREDIT AS COVERED REGS 10/50 1 | 0.00 | 0.0000 | 0.0000 | |||
| THB/USD FWD 20250716 000011091 USD / DFE (N/A) | 0.00 | 0.0000 | 0.0000 | |||
| DK0009521254 / NYKREDIT REALKREDIT AS COVERED REGS 10/50 1.5 | 0.00 | 0.0000 | 0.0000 | |||
| US01F0506356 / Uniform Mortgage-Backed Security, TBA | 0.00 | -100.00 | 2.5475 | |||
| US01F0606420 / Uniform Mortgage-Backed Security, TBA | 0.00 | -100.00 | 9.0617 | |||
| US01F0306377 / Uniform Mortgage-Backed Security, TBA | 0.00 | -100.00 | -1.5837 | |||
| US01F0426324 / Uniform Mortgage-Backed Security, TBA | 0.00 | -100.00 | -4.4769 | |||
| US55282XAA81 / MF1 Multifamily Housing Mortgage Loan Trust | 0.00 | -100.00 | -0.0065 | |||
| US01F0204309 / Uniform Mortgage-Backed Security, TBA | 0.00 | -100.00 | 1.0445 | |||
| NGN/USD FWD 20250613 000003534 USD / DFE (N/A) | -0.00 | -0.0000 | -0.0000 | |||
| SGD/USD FWD 20250702 000003534 USD / DFE (N/A) | -0.00 | -0.0000 | -0.0000 | |||
| INR/USD FWD 20250630 000011091 USD / DFE (N/A) | -0.00 | -0.0000 | -0.0000 | |||
| ILS/USD FWD 20250611 000004334 USD / DFE (N/A) | -0.00 | -0.0000 | -0.0000 | |||
| SGD/USD FWD 20250603 000001538 USD / DFE (N/A) | -0.00 | -0.0000 | -0.0000 | |||
| ORO USD 5Y P 4.40000 L 06/24/25 DUB 0.00000000 / DIR (N/A) | -0.00 | -0.0000 | -0.0000 | |||
| CNH/USD FWD 20250618 000003534 USD / DFE (N/A) | -0.00 | -0.0000 | -0.0000 | |||
| ORO USD 5Y P 4.28000 L 06/25/25 DUB 0.00000000 / DIR (N/A) | -0.00 | -0.0000 | -0.0000 | |||
| CNY/USD FWD 20250717 000011091 USD / DFE (N/A) | -0.00 | -0.0000 | -0.0000 | |||
| NZD/USD FWD 20250603 000001538 USD / DFE (N/A) | -0.00 | -0.0000 | -0.0000 | |||
| IDR/USD FWD 20250716 000004066 USD / DFE (N/A) | -0.00 | -0.0000 | -0.0000 | |||
| TWD/USD FWD 20250623 000004066 USD / DFE (N/A) | -0.00 | -0.0000 | -0.0000 | |||
| CNY/USD FWD 20250717 000004066 USD / DFE (N/A) | -0.00 | -0.0000 | -0.0000 | |||
| NGN/USD FWD 20250623 000000902 USD / DFE (N/A) | -0.00 | -0.0000 | -0.0000 | |||
| ORO USD 5Y P 4.30000 L 06/25/25 DUB 0.00000000 / DIR (N/A) | -0.00 | -0.0001 | -0.0001 | |||
| ORO USD 5Y P 4.25000 L 06/23/25 BOA 0.00000000 / DIR (N/A) | -0.00 | -0.0001 | -0.0001 | |||
| USD/ZAR FWD 20250623 000011091 USD / DFE (N/A) | -0.00 | -0.0001 | -0.0001 | |||
| IRS RSOFRP03.81 11/15/34 BARC FLOAT / DIR (N/A) | -0.00 | -0.0001 | -0.0001 | |||
| KZT/USD FWD 20250908 000011091 USD / DFE (N/A) | -0.00 | -0.0001 | -0.0001 | |||
| ORO USD 10Y P 4.13800 L 06/12/25 BOA 0.00000000 / DIR (N/A) | -0.00 | -0.0001 | -0.0001 | |||
| NZD/USD FWD 20250603 000011553 USD / DFE (N/A) | -0.00 | -0.0001 | -0.0001 | |||
| TWD/USD FWD 20250820 000006038 USD / DFE (N/A) | -0.00 | -0.0001 | -0.0001 | |||
| KRW/USD FWD 20250623 000006038 USD / DFE (N/A) | -0.00 | -0.0001 | -0.0001 | |||
| NZD/USD FWD 20250702 000004334 USD / DFE (N/A) | -0.00 | -0.0001 | -0.0001 | |||
| CNH/USD FWD 20250716 000001538 USD / DFE (N/A) | -0.00 | -0.0002 | -0.0002 | |||
| KZT/USD FWD 20250911 000011091 USD / DFE (N/A) | -0.00 | -0.0002 | -0.0002 | |||
| THB/USD FWD 20250716 000004066 USD / DFE (N/A) | -0.00 | -0.0002 | -0.0002 | |||
| PUT OPTION ON US 10YR FUT OPTN JUL25 108.5 0.00000000 / DO (N/A) | -0.00 | -0.0002 | -0.0002 | |||
| IRS R04.00PBW6M 06/21/33 BARCUS3BXXX FIXED / DIR (N/A) | -0.00 | -0.0002 | -0.0002 | |||
| SGD/USD FWD 20250603 000003534 USD / DFE (N/A) | -0.00 | -0.0002 | -0.0002 | |||
| CNY/USD FWD 20250709 000003534 USD / DFE (N/A) | -0.00 | -0.0003 | -0.0003 | |||
| IRS RCAONP02.85 06/01/33 BARCUS3BXXX FLOAT / DIR (N/A) | -0.00 | -0.0003 | -0.0003 | |||
| ORO USD 5Y P 4.35000 L 09/25/25 BRC 0.00000000 / DIR (N/A) | -0.00 | -0.0003 | -0.0003 | |||
| AUD/USD FWD 20250603 000006038 USD / DFE (N/A) | -0.00 | -0.0003 | -0.0003 | |||
| JPY/USD FWD 20250702 000004334 USD / DFE (N/A) | -0.00 | -0.0004 | -0.0004 | |||
| INR/USD FWD 20250630 000003534 USD / DFE (N/A) | -0.00 | -0.0004 | -0.0004 | |||
| ORO USD 10Y P 4.13000 L 06/20/25 GLM 0.00000000 / DIR (N/A) | -0.00 | -0.0005 | -0.0005 | |||
| CNH/USD FWD 20250618 000001394 USD / DFE (N/A) | -0.00 | -0.0005 | -0.0005 | |||
| JPY/USD FWD 20250603 000011553 USD / DFE (N/A) | -0.00 | -0.0006 | -0.0006 | |||
| IRS RSOFRP03.90 03/12/35 BARCUS3BXXX FLOAT / DIR (N/A) | -0.00 | -0.0006 | -0.0006 | |||
| PLN/USD FWD 20250606 000006038 USD / DFE (N/A) | -0.00 | -0.0006 | -0.0006 | |||
| INR/USD FWD 20250630 000015298 USD / DFE (N/A) | -0.00 | -0.0006 | -0.0006 | |||
| ILS/USD FWD 20250604 000006038 USD / DFE (N/A) | -0.00 | -0.0006 | -0.0006 | |||
| ORO USD 10Y C 3.73800 L 06/12/25 BOA 0.00000000 / DIR (N/A) | -0.00 | -0.0006 | -0.0006 | |||
| ORO USD 5Y P 4.33000 L 09/25/25 DUB 0.00000000 / DIR (N/A) | -0.00 | -0.0006 | -0.0006 | |||
| IRS RCAONP02.88 09/01/33 BARC FLOAT / DIR (N/A) | -0.00 | -0.0007 | -0.0007 | |||
| IRS RSOFRP03.84 05/15/34 BARC FLOAT / DIR (N/A) | -0.00 | -0.0007 | -0.0007 | |||
| PEN/USD FWD 20250922 000003534 USD / DFE (N/A) | -0.00 | -0.0007 | -0.0007 | |||
| IRS RSOFRP03.90 08/15/26 BARCUS3BXXX FLOAT / DIR (N/A) | -0.00 | -0.0007 | -0.0007 | |||
| PEN/USD FWD 20250807 000004066 USD / DFE (N/A) | -0.00 | -0.0007 | -0.0007 | |||
| CNH/USD FWD 20250820 000006038 USD / DFE (N/A) | -0.00 | -0.0008 | -0.0008 | |||
| KRW/USD FWD 20250605 000006038 USD / DFE (N/A) | -0.00 | -0.0008 | -0.0008 | |||
| CNH/USD FWD 20250820 000011553 USD / DFE (N/A) | -0.00 | -0.0008 | -0.0008 | |||
| IRS RCAONP03.00 06/01/34 BARC FLOAT / DIR (N/A) | -0.00 | -0.0008 | -0.0008 | |||
| IRS RCAONP03.00 06/01/34 BARC FLOAT / DIR (N/A) | -0.00 | -0.0008 | -0.0008 | |||
| JPY/USD FWD 20250702 000009049 USD / DFE (N/A) | -0.00 | -0.0008 | -0.0008 | |||
| INR/USD FWD 20250630 000006038 USD / DFE (N/A) | -0.00 | -0.0008 | -0.0008 | |||
| SGD/USD FWD 20250603 000011553 USD / DFE (N/A) | -0.00 | -0.0008 | -0.0008 | |||
| KZT/USD FWD 20250912 000003534 USD / DFE (N/A) | -0.00 | -0.0008 | -0.0008 | |||
| CNH/USD FWD 20250716 000001394 USD / DFE (N/A) | -0.00 | -0.0009 | -0.0009 | |||
| ORO USD 10Y P 4.10100 L 06/30/25 GLM 0.00000000 / DIR (N/A) | -0.00 | -0.0009 | -0.0009 | |||
| KZT/USD FWD 20251215 000003534 USD / DFE (N/A) | -0.00 | -0.0009 | -0.0009 | |||
| IRS RSOFRP04.06 06/26/55 BARCUS3BXXX FLOAT / DIR (N/A) | -0.00 | -0.0009 | -0.0009 | |||
| IRS RSOFRP03.83 05/15/34 BARC FLOAT / DIR (N/A) | -0.00 | -0.0009 | -0.0009 | |||
| IRS RSOFRP03.88 03/25/35 BARCUS3BXXX FLOAT / DIR (N/A) | -0.00 | -0.0009 | -0.0009 | |||
| CALL OPTION ON US 10YR FUT OPTN JUL25 111.5 0.00000000 / DO (N/A) | -0.00 | -0.0010 | -0.0010 | |||
| CHF/USD FWD 20250702 000001538 USD / DFE (N/A) | -0.00 | -0.0010 | -0.0010 | |||
| PLN/USD FWD 20250606 000000642 USD / DFE (N/A) | -0.00 | -0.0010 | -0.0010 | |||
| KZT/USD FWD 20250911 000003534 USD / DFE (N/A) | -0.00 | -0.0011 | -0.0011 | |||
| SGD/USD FWD 20250603 000011091 USD / DFE (N/A) | -0.00 | -0.0011 | -0.0011 | |||
| THB/USD FWD 20250716 000001394 USD / DFE (N/A) | -0.00 | -0.0011 | -0.0011 | |||
| IRS RCAONP03.00 06/01/33 BARC FLOAT / DIR (N/A) | -0.00 | -0.0011 | -0.0011 | |||
| IRS RSOFRP03.90 03/04/35 BARCUS3BXXX FLOAT / DIR (N/A) | -0.00 | -0.0012 | -0.0012 | |||
| CHF/USD FWD 20250603 000001538 USD / DFE (N/A) | -0.00 | -0.0012 | -0.0012 | |||
| IRS RSOFRP03.93 03/24/35 BARCUS3BXXX FLOAT / DIR (N/A) | -0.00 | -0.0012 | -0.0012 | |||
| IRS RCAONP03.00 06/01/34 BARC FLOAT / DIR (N/A) | -0.00 | -0.0013 | -0.0013 | |||
| THB/USD FWD 20250716 000000642 USD / DFE (N/A) | -0.00 | -0.0014 | -0.0014 | |||
| GBP/USD FWD 20250702 000004334 USD / DFE (N/A) | -0.00 | -0.0014 | -0.0014 | |||
| ORO USD 10Y C 3.73000 L 06/20/25 GLM 0.00000000 / DIR (N/A) | -0.00 | -0.0015 | -0.0015 | |||
| PEN/USD FWD 20250917 000011553 USD / DFE (N/A) | -0.00 | -0.0016 | -0.0016 | |||
| IRS RSOFRP03.59 08/31/29 BARC FLOAT / DIR (N/A) | -0.00 | -0.0016 | -0.0016 | |||
| PEN/USD FWD 20250910 000011091 USD / DFE (N/A) | -0.00 | -0.0016 | -0.0016 | |||
| PEN/USD FWD 20250618 000011091 USD / DFE (N/A) | -0.00 | -0.0016 | -0.0016 | |||
| IRS R01.92PESTR 10/11/29 BARC FIXED / DIR (N/A) | -0.00 | -0.0017 | -0.0017 | |||
| SGD/USD FWD 20250603 000006038 USD / DFE (N/A) | -0.00 | -0.0017 | -0.0017 | |||
| IRS RSOFRP03.84 11/15/34 BARC FLOAT / DIR (N/A) | -0.00 | -0.0017 | -0.0017 | |||
| ORO USD 10Y C 3.70100 L 06/30/25 GLM 0.00000000 / DIR (N/A) | -0.00 | -0.0017 | -0.0017 | |||
| JPY/USD FWD 20250603 000004334 USD / DFE (N/A) | -0.00 | -0.0017 | -0.0017 | |||
| KRW/USD FWD 20250618 000001394 USD / DFE (N/A) | -0.00 | -0.0018 | -0.0018 | |||
| PEN/USD FWD 20250618 000003534 USD / DFE (N/A) | -0.00 | -0.0018 | -0.0018 | |||
| DKK/USD FWD 20250603 000006038 USD / DFE (N/A) | -0.00 | -0.0018 | -0.0018 | |||
| JPY/USD FWD 20250702 000001538 USD / DFE (N/A) | -0.00 | -0.0019 | -0.0019 | |||
| JPY/USD FWD 20250702 000000642 USD / DFE (N/A) | -0.00 | -0.0020 | -0.0020 | |||
| PEN/USD FWD 20251110 000011553 USD / DFE (N/A) | -0.00 | -0.0020 | -0.0020 | |||
| ILS/USD FWD 20250604 000004334 USD / DFE (N/A) | -0.00 | -0.0021 | -0.0021 | |||
| IRS RSOFRP03.84 11/15/34 BARC FLOAT / DIR (N/A) | -0.00 | -0.0022 | -0.0022 | |||
| CNH/USD FWD 20250820 000001394 USD / DFE (N/A) | -0.00 | -0.0022 | -0.0022 | |||
| CNH/USD FWD 20250716 000000902 USD / DFE (N/A) | -0.00 | -0.0022 | -0.0022 | |||
| CNH/USD FWD 20250618 000000902 USD / DFE (N/A) | -0.00 | -0.0023 | -0.0023 | |||
| IRS RER6MP02.00 09/17/27 BARCUS3BXXX FLOAT / DIR (N/A) | -0.00 | -0.0024 | -0.0024 | |||
| IRS RCAONP03.25 12/18/34 BARCUS3BXXX FLOAT / DIR (N/A) | -0.00 | -0.0024 | -0.0024 | |||
| EUR/USD FWD 20250603 000009049 USD / DFE (N/A) | -0.00 | -0.0025 | -0.0025 | |||
| PLN/USD FWD 20250606 000011553 USD / DFE (N/A) | -0.00 | -0.0027 | -0.0027 | |||
| IRS PIN00R06.00 09/17/30 BARC FLOAT / DIR (N/A) | -0.00 | -0.0028 | -0.0028 | |||
| PEN/USD FWD 20250730 000011091 USD / DFE (N/A) | -0.00 | -0.0028 | -0.0028 | |||
| KRW/USD FWD 20250605 000003534 USD / DFE (N/A) | -0.01 | -0.0029 | -0.0029 | |||
| KRW/USD FWD 20250618 000011553 USD / DFE (N/A) | -0.01 | -0.0030 | -0.0030 | |||
| IRS R00.70PER6M 04/11/27 BARCUS3BXXX FIXED / DIR (N/A) | -0.01 | -0.0033 | -0.0033 | |||
| BRL/USD FWD 20250603 000004066 USD / DFE (N/A) | -0.01 | -0.0033 | -0.0033 | |||
| IRS RSOFRP03.62 11/30/29 BARCUS3BXXX FLOAT / DIR (N/A) | -0.01 | -0.0033 | -0.0033 | |||
| IRS R01.00PMUTK 03/19/32 BARCUS3BXXX FIXED / DIR (N/A) | -0.01 | -0.0034 | -0.0034 | |||
| IRS RKL3MP03.75 09/18/34 BPS LONG / DIR (N/A) | -0.01 | -0.0037 | -0.0037 | |||
| CNH/USD FWD 20250820 000015298 USD / DFE (N/A) | -0.01 | -0.0037 | -0.0037 | |||
| IRS RSOFRP03.90 02/15/35 BARCUS3BXXX FLOAT / DIR (N/A) | -0.01 | -0.0038 | -0.0038 | |||
| GBP/USD FWD 20250603 000004066 USD / DFE (N/A) | -0.01 | -0.0039 | -0.0039 | |||
| CAD/USD FWD 20250702 000009049 USD / DFE (N/A) | -0.01 | -0.0042 | -0.0042 | |||
| IRS R01.00PMUTK 09/18/34 BARCUS3BXXX FIXED / DIR (N/A) | -0.01 | -0.0045 | -0.0045 | |||
| TWD/USD FWD 20250820 000015298 USD / DFE (N/A) | -0.01 | -0.0045 | -0.0045 | |||
| IRS RSOFRP04.11 11/15/54 BARC FLOAT / DIR (N/A) | -0.01 | -0.0047 | -0.0047 | |||
| IRS RSOFRP03.66 08/31/29 BARC FLOAT / DIR (N/A) | -0.01 | -0.0048 | -0.0048 | |||
| IRS R00.85PMUTK 09/20/33 BARCUS3BXXX FIXED / DIR (N/A) | -0.01 | -0.0049 | -0.0049 | |||
| IRS R00.65PER6M 05/11/27 BARCUS3BXXX FIXED / DIR (N/A) | -0.01 | -0.0050 | -0.0050 | |||
| SGD/USD FWD 20250603 000004334 USD / DFE (N/A) | -0.01 | -0.0051 | -0.0051 | |||
| IRS RSOFRP03.85 02/28/29 BARC FLOAT / DIR (N/A) | -0.01 | -0.0053 | -0.0053 | |||
| KRW/USD FWD 20250618 000003534 USD / DFE (N/A) | -0.01 | -0.0053 | -0.0053 | |||
| CDX 2I65BYEG6 01.000 BP 12/20/2034 BARCUS3BXXX FLOAT / DCR (N/A) | -0.01 | -0.0054 | -0.0054 | |||
| IRS RKL3MP03.75 09/20/33 GST LONG / DIR (N/A) | -0.01 | -0.0055 | -0.0055 | |||
| BRL/USD FWD 20250702 000001538 USD / DFE (N/A) | -0.01 | -0.0055 | -0.0055 | |||
| CDS US50064FAM68 01.000 BP 06/20/2030 BOFAUS6NGFX LONG / DCR (N/A) | -0.01 | -0.0055 | -0.0055 | |||
| IRS RSOFRP03.83 06/30/31 BARC FLOAT / DIR (N/A) | -0.01 | -0.0056 | -0.0056 | |||
| CNH/USD FWD 20250820 000000902 USD / DFE (N/A) | -0.01 | -0.0057 | -0.0057 | |||
| IRS R01.71PCAON 10/02/29 BARC FIXED / DIR (N/A) | -0.01 | -0.0059 | -0.0059 | |||
| IRS R01.00PER6M 05/13/27 BARCUS3BXXX FIXED / DIR (N/A) | -0.01 | -0.0061 | -0.0061 | |||
| KRW/USD FWD 20250609 000000902 USD / DFE (N/A) | -0.01 | -0.0061 | -0.0061 | |||
| IRS RSOFRP04.12 11/15/54 BARC FLOAT / DIR (N/A) | -0.01 | -0.0061 | -0.0061 | |||
| KRW/USD FWD 20250612 000003534 USD / DFE (N/A) | -0.01 | -0.0062 | -0.0062 | |||
| IRS RKL3MP03.75 03/19/35 JPM LONG / DIR (N/A) | -0.01 | -0.0068 | -0.0068 | |||
| IRS PSG1DR02.50 09/17/30 BARCUS3BXXX FLOAT / DIR (N/A) | -0.01 | -0.0071 | -0.0071 | |||
| TRY/USD FWD 20250611 000011553 USD / DFE (N/A) | -0.01 | -0.0072 | -0.0072 | |||
| CDS US50064FAM68 01.000 BP 06/20/2030 GSILGB2XXXX LONG / DCR (N/A) | -0.01 | -0.0079 | -0.0079 | |||
| IRS RSOFRP03.86 02/28/29 BARC FLOAT / DIR (N/A) | -0.01 | -0.0081 | -0.0081 | |||
| IRS R00.65PER6M 04/12/27 BARCUS3BXXX FIXED / DIR (N/A) | -0.01 | -0.0084 | -0.0084 | |||
| EUR/USD FWD 20250702 000006038 USD / DFE (N/A) | -0.02 | -0.0090 | -0.0090 | |||
| TWD/USD FWD 20250716 000001394 USD / DFE (N/A) | -0.02 | -0.0091 | -0.0091 | |||
| CNH/USD FWD 20250618 000004066 USD / DFE (N/A) | -0.02 | -0.0092 | -0.0092 | |||
| JPY/USD FWD 20250620 000011091 USD / DFE (N/A) | -0.02 | -0.0099 | -0.0099 | |||
| IRS R00.25PMUTK 03/15/32 BARCUS3BXXX FIXED / DIR (N/A) | -0.02 | -0.0101 | -0.0101 | |||
| CNH/USD FWD 20250618 000006038 USD / DFE (N/A) | -0.02 | -0.0112 | -0.0112 | |||
| CDX 2I666VDL6 01.000 BP 06/20/2035 BARCUS3BXXX FLOAT / DCR (N/A) | -0.02 | -0.0122 | -0.0122 | |||
| IRS R01.79PESTR 10/11/29 BARC FIXED / DIR (N/A) | -0.02 | -0.0123 | -0.0123 | |||
| IRS P02.25RER6M 09/17/55 BARCUS3BXXX FIXED / DIR (N/A) | -0.03 | -0.0143 | -0.0143 | |||
| IRS RCAONP03.75 12/20/33 BARC FLOAT / DIR (N/A) | -0.03 | -0.0148 | -0.0148 | |||
| TWD/USD FWD 20250716 000000902 USD / DFE (N/A) | -0.03 | -0.0149 | -0.0149 | |||
| TWD/USD FWD 20250716 000004066 USD / DFE (N/A) | -0.03 | -0.0155 | -0.0155 | |||
| SGD/USD FWD 20250603 000009049 USD / DFE (N/A) | -0.03 | -0.0161 | -0.0161 | |||
| IRS RCAONP03.18 06/01/33 BARC FLOAT / DIR (N/A) | -0.03 | -0.0168 | -0.0168 | |||
| CASH COLLATERAL USD 4.23000000 / STIV (N/A) | -0.03 | -0.0169 | -0.0169 | |||
| BRL/USD FWD 20251002 000004066 USD / DFE (N/A) | -0.03 | -0.0170 | -0.0170 | |||
| USD/ZAR FWD 20250623 000000642 USD / DFE (N/A) | -0.03 | -0.0173 | -0.0173 | |||
| CAD/USD FWD 20250603 000004066 USD / DFE (N/A) | -0.03 | -0.0182 | -0.0182 | |||
| GBP/USD FWD 20250603 000011553 USD / DFE (N/A) | -0.03 | -0.0189 | -0.0189 | |||
| IRS P03.25RSOFR 06/18/35 BARCUS3BXXX FIXED / DIR (N/A) | -0.03 | -0.0193 | -0.0193 | |||
| KRW/USD FWD 20250612 000004066 USD / DFE (N/A) | -0.03 | -0.0196 | -0.0196 | |||
| IRS RSOFRP04.10 12/31/31 BARC FLOAT / DIR (N/A) | -0.04 | -0.0212 | -0.0212 | |||
| TWD/USD FWD 20250820 000004066 USD / DFE (N/A) | -0.04 | -0.0232 | -0.0232 | |||
| USD/ZAR FWD 20250623 000004334 USD / DFE (N/A) | -0.04 | -0.0248 | -0.0248 | |||
| AUD/USD FWD 20250603 000001538 USD / DFE (N/A) | -0.04 | -0.0250 | -0.0250 | |||
| TWD/USD FWD 20250820 000001394 USD / DFE (N/A) | -0.05 | -0.0258 | -0.0258 | |||
| IRS R00.00PMUTK 03/17/31 BARCUS3BXXX FIXED / DIR (N/A) | -0.05 | -0.0301 | -0.0301 | |||
| IRS RCAONP03.25 12/20/33 BARC FLOAT / DIR (N/A) | -0.06 | -0.0327 | -0.0327 | |||
| IRS RER6MP03.00 03/15/33 BARCUS3BXXX FLOAT / DIR (N/A) | -0.06 | -0.0342 | -0.0342 | |||
| CDX 2I666VDL6 01.000 BP 06/20/2030 BARCUS3BXXX FLOAT / DCR (N/A) | -0.06 | -0.0346 | -0.0346 | |||
| TWD/USD FWD 20250820 000000902 USD / DFE (N/A) | -0.07 | -0.0378 | -0.0378 | |||
| BRL/USD FWD 20251002 000011091 USD / DFE (N/A) | -0.08 | -0.0472 | -0.0472 | |||
| DKK/USD FWD 20260401 000009049 USD / DFE (N/A) | -0.09 | -0.0515 | -0.0515 | |||
| IRS R00.45PER6M 05/27/50 BARCUS3BXXX FIXED / DIR (N/A) | -0.09 | -0.0517 | -0.0517 | |||
| IRS P00.45RMUTK 12/15/51 BARCUS3BXXX FIXED / DIR (N/A) | -0.10 | -0.0546 | -0.0546 | |||
| IRS R03.00PSO/N 06/17/27 BARCUS3BXXX FIXED / DIR (N/A) | -0.11 | -0.0624 | -0.0624 | |||
| FUTURE CONTRACT ON US LONG BOND(CBT) SEP25 0.00000000 / DIR (N/A) | -0.11 | -0.0636 | -0.0636 | |||
| IRS R01.00PMUTK 03/19/35 BARCUS3BXXX FIXED / DIR (N/A) | -0.11 | -0.0638 | -0.0638 | |||
| CASH COLLATERAL ISDA BPS USD 4.23000000 / STIV (N/A) | -0.12 | -0.0677 | -0.0677 | |||
| IRS R02.25PER6M 09/21/42 BARCUS3BXXX FIXED / DIR (N/A) | -0.14 | -0.0768 | -0.0768 | |||
| IRS RSG1DP02.75 09/18/29 BARCUS3BXXX FLOAT / DIR (N/A) | -0.14 | -0.0777 | -0.0777 | |||
| IRS RSOFRP04.15 11/15/34 BARC FLOAT / DIR (N/A) | -0.14 | -0.0789 | -0.0789 | |||
| IRS P00.40RMUTK 12/15/51 BARC FIXED / DIR (N/A) | -0.17 | -0.0944 | -0.0944 | |||
| IRS R02.25PER6M 09/21/37 BARCUS3BXXX FIXED / DIR (N/A) | -0.18 | -0.1010 | -0.1010 | |||
| IRS R01.00PMUTK 06/19/44 BARCUS3BXXX FIXED / DIR (N/A) | -0.21 | -0.1203 | -0.1203 | |||
| IRS R00.05PMUTK 12/15/31 BARC FIXED / DIR (N/A) | -0.21 | -0.1205 | -0.1205 | |||
| IRS R03.50PSO/N 03/19/30 BARCUS3BXXX FIXED / DIR (N/A) | -0.23 | -0.1298 | -0.1298 | |||
| IRS RSOFRP04.10 08/31/29 BARC FLOAT / DIR (N/A) | -0.29 | -0.1647 | -0.1647 | |||
| US01F0226674 / Uniform Mortgage-Backed Security, TBA | -0.57 | -95.28 | -0.3213 | 6.7292 | ||
| US01F0526644 / Uniform Mortgage-Backed Security, TBA | -0.69 | -0.3906 | -0.3906 | |||
| RC R/P DEUTSC 4.440% 06/05/25 4.44000000 / RA (N/A) | -0.89 | -0.5043 | -0.5043 | |||
| RC R/P CANAD 2.28% 6/11/25/EUR 2.28000000 / RA (N/A) | -1.03 | -0.5834 | -0.5834 | |||
| RC R/P DEUTSC 4.420% 06/05/25 4.42000000 / RA (N/A) | -1.06 | -0.6000 | -0.6000 | |||
| RC R/P DEUTSC 4.400% 06/03/25 4.40000000 / RA (N/A) | -1.30 | -0.7321 | -0.7321 | |||
| RC R/P DEUTSC 4.410% 06/05/25 4.41000000 / RA (N/A) | -1.36 | -0.7686 | -0.7686 | |||
| RC R/P SCOTIA 4.440% 06/09/25 4.44000000 / RA (N/A) | -1.37 | -0.7697 | -0.7697 | |||
| FUTURE CONTRACT ON US ULTRA BOND CBT SEP25 0.00000000 / DIR (N/A) | -1.39 | -0.7852 | -0.7852 | |||
| RC R/P DEUTSC 4.450% 06/05/25 4.45000000 / RA (N/A) | -1.70 | -0.9580 | -0.9580 | |||
| US01F0426654 / Uniform Mortgage-Backed Security, TBA | -1.85 | -165.93 | -1.0434 | -2.6493 | ||
| US01F0204630 / FNCI 2 6/20 | -1.90 | -1.0689 | -1.0689 | |||
| RC R/P J.P. M 4.450% 06/04/25 4.45000000 / RA (N/A) | -3.22 | -1.8163 | -1.8163 | |||
| FUTURE CONTRACT ON EURO-BOBL FUTURE JUN25 /EUR/ 0.00000000 / DIR (N/A) | -3.79 | -2.1355 | -2.1355 | |||
| CCS JPY P USSOFR/JPYMUTKCALM -45.9 GLM /SHORT/ / DFE (N/A) | -3.82 | -2.1560 | -2.1560 | |||
| FUTURE CONTRACT ON EURO-BUND FUTURE JUN25 /EUR/ 0.00000000 / DIR (N/A) | -7.00 | -3.9478 | -3.9478 | |||
| FUTURE CONTRACT ON AUST 10Y BOND FUT JUN25 /AUD/ 0.00000000 / DIR (N/A) | -9.05 | -5.1022 | -5.1022 | |||
| US01F0206619 / FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE | -13.78 | 7.54 | -7.7715 | -0.2744 | ||
| FUTURE CONTRACT ON JPN 10Y BOND(OSE) JUN25 /JPY/ 0.00000000 / DIR (N/A) | -17.40 | -9.8090 | -9.8090 | |||
| CCS JPY P USSOFR/JPYMUTKCALM -47 GST /SHORT/ / DFE (N/A) | -18.48 | -10.4174 | -10.4174 |
