Mga Batayang Estadistika
| Nilai Portofolio | $ 3,045,199,583 |
| Posisi Saat Ini | 2,114 |
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)
PIMCO FUNDS - PIMCO All Asset: Multi-RAE PLUS Fund telah mengungkapkan total kepemilikan 2,114 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 3,045,199,583 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama PIMCO FUNDS - PIMCO All Asset: Multi-RAE PLUS Fund adalah Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , UMBS TBA (US:US01F0406854) , UMBS TBA (US:US01F0506844) , and UMBS TBA (US:US01F0426811) . Posisi baru PIMCO FUNDS - PIMCO All Asset: Multi-RAE PLUS Fund meliputi: Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , UMBS TBA (US:US01F0406854) , UMBS TBA (US:US01F0506844) , and UMBS TBA (US:US01F0426811) .
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 |
|---|---|---|---|---|
| 422.29 | 19.3521 | 19.3009 | ||
| 134.82 | 6.1782 | 6.1782 | ||
| 185.95 | 8.5216 | 3.6240 | ||
| 66.90 | 3.0658 | 3.0658 | ||
| 66.90 | 3.0658 | 3.0658 | ||
| 75.90 | 3.4783 | 2.4655 | ||
| 42.32 | 1.9394 | 1.9394 | ||
| 37.55 | 1.7209 | 1.7209 | ||
| 34.47 | 1.5796 | 1.5796 | ||
| 62.09 | 2.8456 | 1.3664 |
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 |
|---|---|---|---|---|
| -88.04 | -4.0344 | -4.0357 | ||
| -32.66 | -1.4967 | -3.2035 | ||
| 37.25 | 1.7068 | -1.6048 | ||
| 55.64 | 2.5498 | -1.0570 | ||
| 1.36 | 0.0624 | -0.6580 | ||
| -7.72 | -0.3540 | -0.2544 | ||
| -4.10 | -0.1881 | -0.1881 | ||
| 6.52 | 0.2986 | -0.1791 | ||
| 5.02 | 0.2299 | -0.1555 | ||
| 5.02 | 0.2299 | -0.1555 |
Pengajuan 13F dan Dana
Formulir ini diajukan pada 2025-08-28 untuk periode pelaporan 2025-06-30. 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 (%) |
|
|---|---|---|---|---|---|---|
| US01F0626899 / Uniform Mortgage-Backed Security, TBA | 422.29 | 34,513.93 | 19.3521 | 19.3009 | ||
| US01F0606834 / Uniform Mortgage-Backed Security, TBA | 185.95 | 59.22 | 8.5216 | 3.6240 | ||
| US01F0406854 / UMBS TBA | 134.82 | 6.1782 | 6.1782 | |||
| TSY INFL IX N/B 07/34 1.875 / DBT (US91282CLE92) | 79.94 | 0.17 | 3.6636 | -0.1395 | ||
| US01F0506844 / UMBS TBA | 75.90 | 179.59 | 3.4783 | 2.4655 | ||
| REPO BANK AMERICA REPO / RA (000000000) | 66.90 | 3.0658 | 3.0658 | |||
| REPO BANK AMERICA REPO / RA (000000000) | 66.90 | 3.0658 | 3.0658 | |||
| US01F0426811 / UMBS TBA | 62.09 | 76.05 | 2.8456 | 1.3664 | ||
| US01F0526800 / Uniform Mortgage-Backed Security, TBA | 55.64 | -35.31 | 2.5498 | -1.0570 | ||
| US01F0306781 / UMBS TBA | 42.32 | 1.9394 | 1.9394 | |||
| US21H0406817 / Ginnie Mae | 37.55 | 1.7209 | 1.7209 | |||
| EW / Edwards Lifesciences Corporation | 37.25 | -52.84 | 1.7068 | -1.6048 | ||
| US715638BY77 / REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 | 37.05 | 6.77 | 1.6981 | 0.0444 | ||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | 34.47 | 1.5796 | 1.5796 | |||
| TSY INFL IX N/B 04/29 2.125 / DBT (US91282CKL45) | 27.91 | 0.73 | 1.2789 | -0.0413 | ||
| US TREASURY N/B 05/44 4.625 / DBT (US912810UB25) | 26.78 | -2.25 | 1.2273 | -0.0782 | ||
| US21H0506723 / Ginnie Mae | 26.54 | 1.2161 | 1.2161 | |||
| FNMA POOL BM7581 FN 09/31 VARIABLE / ABS-MBS (US3140JCM768) | 20.79 | 0.82 | 0.9527 | -0.0298 | ||
| US05608RAE53 / BX Trust | 15.99 | 0.18 | 0.7326 | -0.0278 | ||
| US76110W7G55 / RESIDENTIAL ASSET SECURITIES C RASC 2005 KS11 M4 | 15.83 | 0.32 | 0.7256 | -0.0264 | ||
| US59020U6H36 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 WMC2 A1 | 14.77 | -0.33 | 0.6769 | -0.0293 | ||
| US17330VAA44 / CMLTI_22-A | 14.40 | -2.19 | 0.6597 | -0.0416 | ||
| US21H0426799 / Ginnie Mae | 13.91 | 0.6375 | 0.6375 | |||
| C1CI34 / Crown Castle Inc. - Depositary Receipt (Common Stock) | 13.44 | 0.6159 | 0.6159 | |||
| XS2369734509 / SCULPTOR EUROPEAN CLO SCULE 6A AR 144A | 12.94 | 8.70 | 0.5931 | 0.0258 | ||
| US55284AAC27 / MF1 Ltd., Series 2021-FL7, Class AS | 12.75 | 0.86 | 0.5844 | -0.0181 | ||
| US912810SF66 / Us Treasury Bond | 12.75 | -2.56 | 0.5843 | -0.0392 | ||
| US55284AAE82 / MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 B 144A | 12.48 | 0.16 | 0.5719 | -0.0218 | ||
| US55284JAC36 / MF1 2022-FL8 Ltd | 12.48 | -0.59 | 0.5717 | -0.0263 | ||
| 4020 / Saudi Real Estate Company | 12.21 | 1.47 | 0.5597 | -0.0138 | ||
| US00442JAA25 / ACE Securities Corp Home Equity Loan Trust Series 2007-ASAP1 | 11.83 | -1.60 | 0.5421 | -0.0307 | ||
| US07386RAD17 / BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE4 1A4 | 11.44 | 0.78 | 0.5244 | -0.0166 | ||
| US12651DAG34 / CREDIT SUISSE MORTGAGE TRUST CSMC 2015 12R 2A2 144A | 11.18 | -4.03 | 0.5123 | -0.0427 | ||
| CDX ITRAXX XOV42 5Y 35-100% SP JPM / DCR (EZ2BLZ4YH9B3) | 11.15 | 0.5111 | 0.5111 | |||
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2025 FL17 AS 144A / ABS-CBDO (US55287HAC43) | 11.15 | -0.21 | 0.5110 | -0.0214 | ||
| FNMA POOL BM7579 FN 10/29 VARIABLE / ABS-MBS (US3140JCM503) | 11.15 | 1.01 | 0.5108 | -0.0151 | ||
| USP78024AG45 / Peruvian Government International Bond | 11.04 | 7.59 | 0.5058 | 0.0170 | ||
| TREASURY BILL 07/25 0.00000 / DBT (US912797NX17) | 10.88 | 0.4987 | 0.4987 | |||
| TREASURY BILL 07/25 0.00000 / DBT (US912797NX17) | 10.88 | 0.4987 | 0.4987 | |||
| FCT / Fincantieri S.p.A. | 10.87 | 9.88 | 0.4980 | 0.0267 | ||
| VOLKSWAGEN GROUP OF AM / DBT (US92866BU298) | 10.77 | 0.4934 | 0.4934 | |||
| 01626P148 / Alimentation Couche-Tard Inc | 10.75 | 0.4925 | 0.4925 | |||
| 01626P148 / Alimentation Couche-Tard Inc | 10.75 | 0.4925 | 0.4925 | |||
| US38141GZS64 / GOLDMAN SACHS GROUP INC SR UNSECURED 03/28 VAR | 10.70 | -0.18 | 0.4905 | -0.0204 | ||
| CVS / CVS Health Corporation - Depositary Receipt (Common Stock) | 10.63 | 0.4871 | 0.4871 | |||
| HERTZ VEHICLE FINANCING LLC HERTZ 2024 1A A 144A / ABS-O (US42806MCK36) | 10.57 | 0.21 | 0.4845 | -0.0182 | ||
| FNMA POOL BS9867 FN 11/30 FIXED 5.3 / ABS-MBS (US3140LL6D83) | 10.45 | 0.65 | 0.4790 | -0.0158 | ||
| US525931AB72 / Lendbuzz Securitization Trust 2023-3 | 10.33 | 0.4734 | 0.4734 | |||
| FNMA POOL CB9627 FN 12/54 FIXED 4.5 / ABS-MBS (US3140QVVV30) | 9.85 | -1.25 | 0.4515 | -0.0239 | ||
| FNMA POOL CB9627 FN 12/54 FIXED 4.5 / ABS-MBS (US3140QVVV30) | 9.85 | -1.25 | 0.4515 | -0.0239 | ||
| US32027LAA35 / FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF14 A1 | 9.82 | -1.40 | 0.4498 | -0.0245 | ||
| ZAG000125980 / Republic of South Africa Government Bond | 9.79 | 8.28 | 0.4488 | 0.0179 | ||
| RVPO STATE STREET GLOBAL MARKE USD RVPO FICC SSGM / RA (000000000) | 9.60 | 0.4399 | 0.4399 | |||
| RVPO STATE STREET GLOBAL MARKE USD RVPO FICC SSGM / RA (000000000) | 9.60 | 0.4399 | 0.4399 | |||
| US45257EAC84 / Impac Secured Assets Trust 2006-5 | 9.50 | -1.53 | 0.4353 | -0.0244 | ||
| US92558NAN21 / VIBRANT CLO LTD VIBR 2019 11A A2R 144A | 9.14 | 0.02 | 0.4191 | -0.0165 | ||
| US232434AE09 / Alternative Loan Trust 2006-OC8 | 9.13 | -2.59 | 0.4184 | -0.0283 | ||
| US83206NAC11 / SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B B 144A | 9.12 | -3.90 | 0.4177 | -0.0343 | ||
| US69121PAY97 / OWNIT 2005-4 M1 | 9.01 | -2.07 | 0.4127 | -0.0255 | ||
| RFRF USD SF+26.161/1.00 9/16/23-7Y* CME / DIR (EZ4FYS5F94M8) | 8.93 | -8.94 | 0.4092 | -0.0581 | ||
| XS2373706519 / Carlyle Euro CLO 2019-2 DAC | 8.92 | 8.41 | 0.4088 | 0.0167 | ||
| BNSB34 / The Bank of Nova Scotia - Depositary Receipt (Common Stock) | 8.73 | 1.08 | 0.3999 | -0.0115 | ||
| US46652LU215 / JABIL INC | 8.62 | 0.3949 | 0.3949 | |||
| FED HM LN PC POOL WA4832 FR 11/43 FIXED 3.65 / ABS-MBS (US3142ACEE56) | 8.58 | -3.38 | 0.3930 | -0.0300 | ||
| FED HM LN PC POOL WA4832 FR 11/43 FIXED 3.65 / ABS-MBS (US3142ACEE56) | 8.58 | -3.38 | 0.3930 | -0.0300 | ||
| FREDDIE MAC FHR 5513 MF / ABS-MBS (US3137HKEX87) | 8.48 | -5.18 | 0.3885 | -0.0375 | ||
| FREDDIE MAC FHR 5513 MF / ABS-MBS (US3137HKEX87) | 8.48 | -5.18 | 0.3885 | -0.0375 | ||
| OXYD / Occidental Petroleum Corporation - Depositary Receipt (Common Stock) | 8.35 | 0.43 | 0.3825 | -0.0135 | ||
| HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (US40412BVN09) | 8.29 | 0.3799 | 0.3799 | |||
| RADMFENT TRS EQUITY FEDL01+62 JPM / DE (000000000) | 8.02 | 0.3677 | 0.3677 | |||
| A3KMYN / Air Lease Corporation - Preferred Stock | 7.98 | 0.3659 | 0.3659 | |||
| A3KMYN / Air Lease Corporation - Preferred Stock | 7.98 | 0.3659 | 0.3659 | |||
| US05377RFV15 / AESOP_22-5A | 7.86 | -0.39 | 0.3603 | -0.0158 | ||
| FNMA POOL BZ2582 FN 12/29 FIXED 4.3 / ABS-MBS (US3140NW2Q77) | 7.77 | 1.03 | 0.3563 | -0.0104 | ||
| FANNIE MAE FNR 2024 77 FM / ABS-MBS (US3136BTRF25) | 7.66 | -13.33 | 0.3511 | -0.0701 | ||
| US81377EAA29 / Securitized Asset Backed Receivables LLC Trust 2006-WM3 | 7.53 | -0.66 | 0.3453 | -0.0161 | ||
| POLAND GOVERNMENT BOND BONDS 07/29 4.75 / DBT (PL0000116760) | 7.24 | 9.54 | 0.3316 | 0.0168 | ||
| FNMA POOL BZ2327 FN 10/33 FIXED 5.06 / ABS-MBS (US3140NWSR74) | 7.23 | -0.01 | 0.3315 | -0.0132 | ||
| FNMA POOL BZ2327 FN 10/33 FIXED 5.06 / ABS-MBS (US3140NWSR74) | 7.23 | -0.01 | 0.3315 | -0.0132 | ||
| US69363JAA25 / PRET 2022-RN1 LLC | 7.04 | -2.55 | 0.3225 | -0.0216 | ||
| US80556XAH08 / SAST 2006-2 M2 | 6.98 | 1.12 | 0.3196 | -0.0091 | ||
| US70069FEM59 / PARK PLACE SECURITIES INC PPSI 2004 WHQ2 M5 | 6.97 | 0.32 | 0.3193 | -0.0116 | ||
| US74143JAA97 / PRET 2021-RN3 LLC | 6.94 | -4.10 | 0.3182 | -0.0268 | ||
| RTX / RTX Corporation - Depositary Receipt (Common Stock) | 6.86 | 0.3142 | 0.3142 | |||
| RTX / RTX Corporation - Depositary Receipt (Common Stock) | 6.86 | 0.3142 | 0.3142 | |||
| ARES CLO LTD ARES 2015 2A AR3 144A / ABS-CBDO (US04015GAX79) | 6.72 | 0.16 | 0.3080 | -0.0117 | ||
| ARES CLO LTD ARES 2015 2A AR3 144A / ABS-CBDO (US04015GAX79) | 6.72 | 0.16 | 0.3080 | -0.0117 | ||
| US67113DBA19 / OZLM LTD OZLM 2019 24A A1CR 144A | 6.66 | 0.03 | 0.3053 | -0.0121 | ||
| E1SE34 / Eversource Energy - Depositary Receipt (Common Stock) | 6.63 | 1.21 | 0.3039 | -0.0083 | ||
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A / ABS-MBS (XS2799791848) | 6.59 | -0.51 | 0.3020 | -0.0136 | ||
| US12669VAE83 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 7 2A4 | 6.58 | 0.35 | 0.3016 | -0.0109 | ||
| US367910AV88 / GE-WMC Asset-Backed Pass-Through Certificates Series 2005-2 | 6.56 | -6.00 | 0.3008 | -0.0319 | ||
| COL17CT02914 / Colombian TES | 6.53 | 3.60 | 0.2994 | -0.0011 | ||
| CORDATUS CLO PLC CORDA 24A A 144A / ABS-CBDO (XS2511416906) | 6.52 | 4.66 | 0.2987 | 0.0020 | ||
| XS2307738828 / JUBILEE CDO BV JUBIL 2016 17A A1RR 144A | 6.52 | 9.59 | 0.2986 | 0.0153 | ||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | 6.52 | -35.01 | 0.2986 | -0.1791 | ||
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (US48002AUE27) | 6.49 | 0.2973 | 0.2973 | |||
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (US48002AUE27) | 6.49 | 0.2973 | 0.2973 | |||
| US55379AAC80 / M360 2021-CRE3 Ltd | 6.36 | -0.06 | 0.2913 | -0.0118 | ||
| US57643LMA16 / MASTR Asset Backed Securities Trust 2006-AM1 | 6.34 | -3.94 | 0.2905 | -0.0240 | ||
| FNMA POOL BS9669 FN 10/28 FIXED 4.72 / ABS-MBS (US3140LLW723) | 6.21 | 0.32 | 0.2847 | -0.0104 | ||
| CL0002454248 / Bonos de la Tesoreria de la Republica en pesos | 6.15 | 4.98 | 0.2819 | 0.0027 | ||
| FHLMC MULTIFAMILY STRUCTURED P FHMS Q034 APT2 / ABS-MBS (US3137HLY301) | 6.10 | 0.2795 | 0.2795 | |||
| US542514SW51 / LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 WL3 2A4 | 6.04 | -1.87 | 0.2769 | -0.0165 | ||
| US12598JAC53 / CSMC 2021-RPL7 Trust | 6.01 | -3.44 | 0.2755 | -0.0212 | ||
| PCG.PRD / Pacific Gas and Electric Company - Preferred Stock | 6.00 | 0.00 | 0.2750 | -0.0110 | ||
| US91282CHP95 / United States Treasury Inflation Indexed Bonds | 5.95 | 0.56 | 0.2727 | -0.0093 | ||
| ERAEMLT TRS EQUITY FEDL01+111 MEI / DE (000000000) | 5.94 | 0.2721 | 0.2721 | |||
| RADMFENT TRS EQUITY SOFR+55 JPM / DE (000000000) | 5.89 | 0.2701 | 0.2701 | |||
| XS2390844780 / Black Diamond CLO 2019-1 DAC | 5.79 | -1.19 | 0.2653 | -0.0139 | ||
| US12559QAF90 / CIT Mortgage Loan Trust 2007-1 | 5.78 | -6.06 | 0.2650 | -0.0283 | ||
| ARES STRATEGIC INCOME FU SR UNSECURED 144A 09/28 5.45 / DBT (US04020EAL11) | 5.70 | 0.2614 | 0.2614 | |||
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 1 B 144A / ABS-O (US69544NAC11) | 5.68 | -0.05 | 0.2604 | -0.0105 | ||
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 1 B 144A / ABS-O (US69544NAC11) | 5.68 | -0.05 | 0.2604 | -0.0105 | ||
| MX0SGO0000M6 / Mexican Udibonos | 5.59 | 12.02 | 0.2562 | 0.0184 | ||
| US61747YEC57 / Morgan Stanley | 5.53 | 0.91 | 0.2536 | -0.0077 | ||
| US74919PAE97 / RAAC 2006-SP2 M2 | 5.36 | -2.23 | 0.2456 | -0.0156 | ||
| RFR USD SOFR/3.50000 12/18/24-30Y CME / DIR (EZ4089K4KC85) | 5.36 | 42.12 | 0.2455 | 0.0659 | ||
| RFR USD SOFR/3.50000 12/18/24-30Y CME / DIR (EZ4089K4KC85) | 5.36 | 42.12 | 0.2455 | 0.0659 | ||
| RFR USD SOFR/2.75000 06/21/23-30Y CME / DIR (EZM2L9TGLT92) | 5.36 | 0.89 | 0.2454 | -0.0075 | ||
| US32027GAE61 / First Franklin Mortgage Loan Trust 2006-FF12 | 5.34 | -2.93 | 0.2448 | -0.0174 | ||
| MDLZ / Mondelez International, Inc. - Depositary Receipt (Common Stock) | 5.33 | 0.2443 | 0.2443 | |||
| MDLZ / Mondelez International, Inc. - Depositary Receipt (Common Stock) | 5.33 | 0.2443 | 0.2443 | |||
| NAVESINK CLO, LIMITED NAVS 2024 2A A1 144A / ABS-CBDO (US63942YAA29) | 5.30 | 0.15 | 0.2430 | -0.0093 | ||
| HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (US40412BVF74) | 5.28 | 0.2418 | 0.2418 | |||
| US63860FAF09 / NATIONSTAR HOME EQ LN TR 06 B 1ML+36 09/25/2036 | 5.27 | -6.35 | 0.2413 | -0.0266 | ||
| JACKSON NATL LIFE GLOBAL JACKSON NATL LIFE GLOBAL / DBT (US46849LUZ20) | 5.24 | -0.10 | 0.2404 | -0.0098 | ||
| JACKSON NATL LIFE GLOBAL JACKSON NATL LIFE GLOBAL / DBT (US46849LUZ20) | 5.24 | -0.10 | 0.2404 | -0.0098 | ||
| FNMA POOL BZ1029 FN 06/29 FIXED 4.93 / ABS-MBS (US3140NVEB95) | 5.13 | 0.25 | 0.2351 | -0.0087 | ||
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 2 B 144A / ABS-O (US69545GAC50) | 5.11 | 0.18 | 0.2342 | -0.0089 | ||
| RFR USD SOFR/3.00000 06/21/23-10Y CME / DIR (EZVCRM3XZB08) | 5.02 | -37.98 | 0.2299 | -0.1555 | ||
| RFR USD SOFR/3.00000 06/21/23-10Y CME / DIR (EZVCRM3XZB08) | 5.02 | -37.98 | 0.2299 | -0.1555 | ||
| DIAMETER CAPITAL CLO DCLO 2024 6A A1 144A / ABS-CBDO (US25255UAA07) | 5.02 | 0.16 | 0.2298 | -0.0088 | ||
| ERAEMLT TRS EQUITY SOFR+120 MEI / DE (000000000) | 5.00 | 0.2291 | 0.2291 | |||
| ERAEMLT TRS EQUITY SOFR+120 MEI / DE (000000000) | 5.00 | 0.2291 | 0.2291 | |||
| US542514NE09 / LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 WL2 M4 | 4.95 | -1.39 | 0.2271 | -0.0124 | ||
| US81879MAG42 / SGMS 2005-OPT1 | 4.91 | 0.70 | 0.2250 | -0.0074 | ||
| US040104SR34 / ARGENT SECURITIES INC. ARSI 2006 W3 A2C | 4.90 | -1.90 | 0.2247 | -0.0135 | ||
| US751150AA12 / RALI Series 2006-QO7 Trust | 4.88 | -0.57 | 0.2236 | -0.0102 | ||
| US76110WM526 / RESIDENTIAL ASSET SECURITIES C RASC 2005 KS1 M3 | 4.85 | 0.08 | 0.2222 | -0.0087 | ||
| US52474XAA37 / LEGACY MORTGAGE ASSET TRUST SER 2021-GS3 CL A1 V/R REGD 144A P/P 0.00000000 | 4.82 | -2.76 | 0.2211 | -0.0153 | ||
| US61753VAE20 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE4 A2D | 4.80 | -1.36 | 0.2199 | -0.0119 | ||
| US17307GWU83 / CITIGROUP MORTGAGE LOAN TRUST INC SER 2005-HE3 CL M4 V/R REGD 2.91838000 | 4.77 | 0.04 | 0.2187 | -0.0086 | ||
| US23244GAD43 / Alternative Loan Trust 2006-OA18 | 4.55 | -3.25 | 0.2086 | -0.0156 | ||
| US55275NAE13 / MARM 2006-0A2 2A1 | 4.46 | 7.31 | 0.2046 | 0.0064 | ||
| US004421NF68 / ACE SECURITIES CORP. ACE 2005 HE3 M4 | 4.38 | 0.83 | 0.2006 | -0.0062 | ||
| US251526CE71 / DEUTSCHE BANK AG NEW YORK BNCH 2.129%/VAR 11/24/2026 | 4.36 | 0.79 | 0.1996 | -0.0063 | ||
| PEP01000C5I0 / BONOS DE TESORERIA | 4.34 | 7.16 | 0.1990 | 0.0059 | ||
| US251526CD98 / Deutsche Bank AG/New York NY | 4.34 | 1.74 | 0.1987 | -0.0044 | ||
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (US48002AU933) | 4.28 | 0.1959 | 0.1959 | |||
| US12648WBG69 / CREDIT SUISSE MORTGAGE TRUST CSMC 2014 7R 5A3 144A | 4.27 | -0.26 | 0.1956 | -0.0083 | ||
| US912810SB52 / United States Treasury Inflation Indexed Bonds | 4.16 | -3.34 | 0.1908 | -0.0145 | ||
| US03512TAF84 / AngloGold Ashanti Holdings PLC | 4.11 | 1.16 | 0.1882 | -0.0052 | ||
| SAGB / Republic of South Africa Government Bond | 4.08 | 6.28 | 0.1868 | 0.0040 | ||
| US67113DBC74 / OZLM LTD OZLM 2019 24A A2AR 144A | 4.07 | 0.20 | 0.1863 | -0.0071 | ||
| US52524HAH30 / LEHMAN XS TRUST LXS 2007 4N 3A1A | 4.06 | -1.55 | 0.1859 | -0.0105 | ||
| US92922F7P73 / WAMU_05-AR17 | 4.00 | -0.32 | 0.1833 | -0.0079 | ||
| AXP / American Express Company - Depositary Receipt (Common Stock) | 3.98 | 0.96 | 0.1825 | -0.0054 | ||
| AXP / American Express Company - Depositary Receipt (Common Stock) | 3.98 | 0.96 | 0.1825 | -0.0054 | ||
| US04542BKU51 / ABFC 2005-HE1 M3 | 3.93 | 0.43 | 0.1800 | -0.0064 | ||
| RTX / RTX Corporation - Depositary Receipt (Common Stock) | 3.92 | 0.1797 | 0.1797 | |||
| US70069FCZ80 / PARK PLACE SECURITIES INC PPSI 2004 MHQ1 M5 | 3.88 | 0.47 | 0.1777 | -0.0062 | ||
| US48252KAC36 / KKR FINANCIAL CLO LTD KKR 21 B 144A | 3.86 | 0.10 | 0.1771 | -0.0068 | ||
| US073879PA06 / BEAR STEARNS ASSET BACKED SECU BSABS 2004 HE11 M3 | 3.83 | -3.50 | 0.1755 | -0.0136 | ||
| US78449YAA82 / SMB PRIVATE EDUCATION LOAN TRUST 2021-B 1.31% 07/17/2051 144A | 3.81 | -7.04 | 0.1744 | -0.0206 | ||
| US55275RAC60 / MASTR ASSET BACKED SECURITIES TRUST 2006-NC3 MABS 2006-NC3 A3 | 3.78 | -0.81 | 0.1734 | -0.0084 | ||
| US912810QE10 / United States Treas Bds Bond | 3.76 | -1.52 | 0.1722 | -0.0096 | ||
| US25150RAF29 / Deutsche Alt-A Securities Mortgage Loan Trust Series 2006-AR6 | 3.75 | -1.39 | 0.1718 | -0.0094 | ||
| US55275NAA90 / MASTR Adjustable Rate Mortgages Trust 2006-OA2 | 3.75 | 0.19 | 0.1718 | -0.0065 | ||
| XS2305240843 / EURO GALAXY CLO DAC EGLXY 2013 3A ARRR 144A | 3.69 | 8.79 | 0.1691 | 0.0075 | ||
| US86361KAA51 / Structured Asset Investment Loan Trust 2006-BNC3 | 3.69 | -0.30 | 0.1690 | -0.0072 | ||
| BLUEMOUNTAIN CLO LTD BLUEM 2018 3A A1R 144A / ABS-CBDO (US09630AAN63) | 3.68 | -12.28 | 0.1687 | -0.0312 | ||
| BLUEMOUNTAIN CLO LTD BLUEM 2018 3A A1R 144A / ABS-CBDO (US09630AAN63) | 3.68 | -12.28 | 0.1687 | -0.0312 | ||
| US45661EAV65 / IndyMac INDX Mortgage Loan Trust 2006-AR4 | 3.68 | -2.52 | 0.1684 | -0.0112 | ||
| US46602UAD00 / IXIS REAL ESTATE CAPITAL TRUST IXIS 2006 HE3 A4 | 3.67 | -1.13 | 0.1684 | -0.0087 | ||
| SCE.PRK / SCE Trust V - Preferred Security | 3.64 | 0.36 | 0.1667 | -0.0060 | ||
| BANK OF INDUSTRY LIMITED 2024 EUR TERM LOAN B1 / LON (BA000BY62) | 3.63 | 9.02 | 0.1662 | 0.0077 | ||
| BANK OF INDUSTRY LIMITED 2024 EUR TERM LOAN B1 / LON (BA000BY62) | 3.63 | 9.02 | 0.1662 | 0.0077 | ||
| FNMA POOL BZ2331 FN 08/30 FIXED 4.86 / ABS-MBS (US3140NWSV86) | 3.60 | 0.50 | 0.1650 | -0.0057 | ||
| XS2313672177 / MAN GLG EURO CLO GLGE 5A A1R 144A | 3.58 | -23.15 | 0.1639 | -0.0578 | ||
| US89180LAA61 / TPMT_21-SJ2 | 3.42 | -10.72 | 0.1568 | -0.0259 | ||
| PIKES PEAK CLO PIPK 2018 2A ARR 144A / ABS-CBDO (US72133JAY38) | 3.40 | 0.27 | 0.1560 | -0.0058 | ||
| PIKES PEAK CLO PIPK 2018 2A ARR 144A / ABS-CBDO (US72133JAY38) | 3.40 | 0.27 | 0.1560 | -0.0058 | ||
| XS2318315921 / Asian Infrastructure Investment Bank/The | 3.37 | -1.78 | 0.1544 | -0.0090 | ||
| XS2318315921 / Asian Infrastructure Investment Bank/The | 3.37 | -1.78 | 0.1544 | -0.0090 | ||
| US43710XAD03 / Home Equity Loan Trust | 3.33 | -6.22 | 0.1528 | -0.0166 | ||
| XS2304369759 / BLACKROCK EUROPEAN CLO DAC BECLO 7A AR 144A | 3.30 | 0.80 | 0.1511 | -0.0048 | ||
| FNMA POOL CB9448 FN 11/54 FIXED 4.5 / ABS-MBS (US3140QVQA57) | 3.25 | -1.04 | 0.1488 | -0.0076 | ||
| US320276AF51 / First Franklin Mortgage Loan Trust 2006-FF9 | 3.22 | 1.70 | 0.1477 | -0.0033 | ||
| US68403KAB17 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 6 2A2 | 3.19 | 0.47 | 0.1462 | -0.0051 | ||
| US06738ECE32 / Barclays PLC | 3.18 | 1.66 | 0.1457 | -0.0033 | ||
| FNMA POOL BS9613 FN 10/28 FIXED 4.77 / ABS-MBS (US3140LLVF52) | 3.16 | 0.32 | 0.1449 | -0.0053 | ||
| FNMA POOL BS9613 FN 10/28 FIXED 4.77 / ABS-MBS (US3140LLVF52) | 3.16 | 0.32 | 0.1449 | -0.0053 | ||
| IRS EUR 2.25000 09/17/25-30Y LCH / DIR (EZV4L1QCFM97) | 3.15 | 50.24 | 0.1442 | 0.0444 | ||
| US055984AA69 / BSPRT ISSUER, LTD. BSPRT 2022 FL9 A 144A | 3.12 | -32.27 | 0.1430 | -0.0765 | ||
| TRINITY SQUARE TRINI 2021 1A AR 144A / ABS-MBS (XS2783078087) | 3.10 | 0.65 | 0.1423 | -0.0047 | ||
| US73316PJX96 / POPULAR ABS MORTGAGE PASS THRO POPLR 2006 A M2 | 3.09 | -5.33 | 0.1416 | -0.0139 | ||
| US12662GAC24 / CSMC 2021-RPL4 Trust | 3.07 | -3.37 | 0.1408 | -0.0107 | ||
| CPPIB CAPITAL INC COMPANY GUAR REGS 06/34 4.3 / DBT (CA12593CAY71) | 3.06 | 4.04 | 0.1404 | 0.0001 | ||
| US31418CSG05 / Fannie Mae Pool | 3.06 | -4.49 | 0.1403 | -0.0124 | ||
| US17309LAH87 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 HE2 M3 | 3.05 | -0.07 | 0.1398 | -0.0057 | ||
| CDX ITRAXX XOV42 5Y 35-100% SP BPS / DCR (EZ2BLZ4YH9B3) | 3.03 | 0.1390 | 0.1390 | |||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 3.03 | 0.10 | 0.1388 | -0.0054 | ||
| BANKERS HEALTHCARE GROUP SECUR BHG 2025 1CON B 144A / ABS-O (US08860AAB52) | 3.03 | 0.53 | 0.1387 | -0.0048 | ||
| US617538AB90 / Morgan Stanley ABS Capital I Incorporated Trust 2007-HE3 | 3.01 | -2.90 | 0.1381 | -0.0098 | ||
| US52476DAA54 / LMAT_21-GS2 | 3.00 | -3.91 | 0.1376 | -0.0113 | ||
| MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock) | 3.00 | 0.1375 | 0.1375 | |||
| US35729QAD07 / FREMONT HOME LOAN TRUST FHLT 2006 B 2A3 | 2.98 | -1.19 | 0.1364 | -0.0072 | ||
| US3622M8AE61 / GSAMP TRUST GSAMP 2006 HE8 A2D | 2.92 | 0.59 | 0.1338 | -0.0045 | ||
| US06051GJS93 / Bank of America Corp | 2.92 | 0.83 | 0.1337 | -0.0042 | ||
| RADMFENT TRS EQUITY FEDL01+68 BPS / DE (000000000) | 2.86 | 0.1312 | 0.1312 | |||
| RADMFENT TRS EQUITY FEDL01+68 BPS / DE (000000000) | 2.86 | 0.1312 | 0.1312 | |||
| US52474JAA43 / Legacy Mortgage Asset Trust 2021-GS1 | 2.81 | -1.13 | 0.1287 | -0.0067 | ||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 2.80 | 0.1284 | 0.1284 | |||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 2 C 144A / ABS-O (US694961AC78) | 2.80 | -15.38 | 0.1284 | -0.0294 | ||
| US17311XAB10 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC2 A3B | 2.80 | -0.39 | 0.1282 | -0.0056 | ||
| US63942CAC64 / Navient Private Education Refi Loan Trust 2021-D | 2.80 | -0.25 | 0.1281 | -0.0054 | ||
| US126673C261 / COUNTRYWIDE ASSET BACKED CERTI CWL 2005 3 MV7 | 2.79 | 0.25 | 0.1278 | -0.0047 | ||
| PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000 / DBT (US69828QAD97) | 2.78 | 0.91 | 0.1272 | -0.0039 | ||
| US83613FAA93 / Soundview Home Loan Trust, Series 2007-OPT5, Class 1A1 | 2.73 | -0.73 | 0.1250 | -0.0059 | ||
| US65537BAC46 / NOMURA ASSET ACCEPTANCE CORPOR NAA 2006 WF1 A3 | 2.70 | -3.94 | 0.1239 | -0.0102 | ||
| XS1794675931 / Fairfax Financial Holdings Ltd | 2.70 | 10.03 | 0.1237 | 0.0068 | ||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 2.69 | 0.1231 | 0.1231 | |||
| US30331GAC50 / FHF Trust 2023-1 | 2.66 | -23.30 | 0.1219 | -0.0434 | ||
| A3KMYN / Air Lease Corporation - Preferred Stock | 2.65 | 0.1213 | 0.1213 | |||
| FNMA POOL BS9073 FN 07/30 FIXED 4.54 / ABS-MBS (US3140LLCK58) | 2.63 | 0.65 | 0.1207 | -0.0040 | ||
| FNMA POOL BS9073 FN 07/30 FIXED 4.54 / ABS-MBS (US3140LLCK58) | 2.63 | 0.65 | 0.1207 | -0.0040 | ||
| US05401AAR23 / Avolon Holdings Funding Ltd | 2.62 | 1.59 | 0.1201 | -0.0029 | ||
| US912810ST60 / TREASURY BOND | 2.61 | -1.99 | 0.1198 | -0.0073 | ||
| ZAG000077470 / Republic of South Africa Government Bond | 2.60 | 1,015.02 | 0.1191 | 0.1084 | ||
| RU20INTR TRS EQUITY SOFR+32 RBC / DE (000000000) | 2.60 | 0.1190 | 0.1190 | |||
| RU20INTR TRS EQUITY SOFR+32 RBC / DE (000000000) | 2.60 | 0.1190 | 0.1190 | |||
| US17309MAF05 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH2 M2 | 2.60 | -4.88 | 0.1189 | -0.0111 | ||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | 2.59 | 0.94 | 0.1186 | -0.0036 | ||
| NDDUEAFE TRS EQUITY FEDL01+28 MEI / DE (000000000) | 2.59 | 0.1186 | 0.1186 | |||
| FIRST HELP FINANCIAL LLC FHF 2024 1A A2 144A / ABS-O (US31568AAB26) | 2.57 | -14.92 | 0.1179 | -0.0262 | ||
| TRT061124T11 / Turkey Government Bond | 2.55 | -2.26 | 0.1169 | -0.0075 | ||
| US02660KAA07 / American Home Mortgage Assets Trust 2006-5 | 2.55 | -2.56 | 0.1168 | -0.0078 | ||
| US3622MGAA63 / GSAMP Trust | 2.54 | 4.01 | 0.1165 | 0.0000 | ||
| XS2305369709 / CORDATUS CLO PLC CORDA 7A ARR 144A | 2.53 | -8.20 | 0.1160 | -0.0154 | ||
| ATLAS SENIOR LOAN FUND LTD ATCLO 2021 17A AR 144A / ABS-CBDO (US04942FAL31) | 2.50 | 0.40 | 0.1146 | -0.0041 | ||
| US655378AC19 / NOMURA ASSET ACCEPTANCE CORPOR NAA 2007 2 A2 | 2.49 | -1.15 | 0.1143 | -0.0059 | ||
| US32027EAF88 / FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF5 2A4 | 2.49 | 0.57 | 0.1140 | -0.0039 | ||
| US76110W7F72 / RESIDENTIAL ASSET SECURITIES C RASC 2005 KS11 M3 | 2.49 | -3.27 | 0.1139 | -0.0085 | ||
| XS2350603374 / CAIRN CLO BV CRNCL 2018 10A AR 144A | 2.48 | -6.19 | 0.1139 | -0.0123 | ||
| US76112BAN01 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 RS8 MII2 | 2.43 | -4.53 | 0.1111 | -0.0099 | ||
| US86361CAE57 / STRUCTURED ASSET SECURITIES CO SASC 2006 W1A A5 144A | 2.42 | -2.81 | 0.1108 | -0.0078 | ||
| US68400DAE40 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 1 2A3 | 2.41 | -1.43 | 0.1106 | -0.0061 | ||
| NDDUEAFE TRS EQUITY SOFR-5 JPM / DE (000000000) | 2.40 | 0.1098 | 0.1098 | |||
| XS2167007918 / WELLS FARGO and CO NEW 1.741%/VAR 05/04/2030 REGS | 2.37 | 10.64 | 0.1087 | 0.0065 | ||
| US3128MMW419 / Freddie Mac Gold Pool | 2.37 | -4.48 | 0.1086 | -0.0096 | ||
| MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock) | 2.37 | 0.55 | 0.1085 | -0.0037 | ||
| MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock) | 2.37 | 0.55 | 0.1085 | -0.0037 | ||
| REPUBLIC OF PANAMA EUR TERM LOAN 2 / LON (BA000HCH9) | 2.37 | 9.44 | 0.1085 | 0.0054 | ||
| US52475XAA28 / Legacy Mortgage Asset Trust 2021-GS5 | 2.35 | -2.97 | 0.1077 | -0.0077 | ||
| STRATTON MORTGAGE FUNDING PLC STRA 2024 1A A 144A / ABS-MBS (XS2728570248) | 2.35 | 0.17 | 0.1075 | -0.0041 | ||
| US74143FAA75 / PRET_21-RN2 | 2.34 | -8.29 | 0.1074 | -0.0144 | ||
| US59024HAA86 / MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A3 A1 | 2.33 | -8.63 | 0.1068 | -0.0147 | ||
| US04012XAE58 / ARGENT SECURITIES INC. ARSI 2006 W5 A2D | 2.33 | -0.30 | 0.1067 | -0.0046 | ||
| MX0SGO0000K0 / Mexican Udibonos | 2.33 | 11.65 | 0.1067 | 0.0073 | ||
| SCE.PRK / SCE Trust V - Preferred Security | 2.31 | 0.22 | 0.1060 | -0.0040 | ||
| MX0MGO0001F1 / Mexican Bonos | 2.30 | 0.57 | 0.1056 | -0.0036 | ||
| ERADXULT TRS EQUITY SOFR+95 MYI / DE (000000000) | 2.30 | 0.1053 | 0.1053 | |||
| ERADXULT TRS EQUITY SOFR+95 MYI / DE (000000000) | 2.30 | 0.1053 | 0.1053 | |||
| DE000DL19VP0 / DEUTSCHE BANK AG SR UNSECURED REGS 09/26 VAR | 2.23 | 9.46 | 0.1024 | 0.0051 | ||
| FNMA POOL BZ3634 FN 04/35 FIXED 5.21 / ABS-MBS (US3140NYBC45) | 2.21 | 0.1013 | 0.1013 | |||
| OCTAGON INVESTMENT PARTNERS 40 OCT40 2019 1A A1RR 144A / ABS-CBDO (US67592BAY48) | 2.19 | -0.46 | 0.1003 | -0.0045 | ||
| US694308JW85 / Pacific Gas and Electric Co | 2.18 | 0.97 | 0.1001 | -0.0030 | ||
| CBRE SVCS INC / DBT (US12610BUA87) | 2.18 | 0.0998 | 0.0998 | |||
| MX0MGO000102 / Mexican Bonos | 2.17 | -21.78 | 0.0994 | -0.0328 | ||
| R2037 / South Africa - Sovereign or Government Agency Debt | 2.16 | 8.42 | 0.0991 | 0.0040 | ||
| OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A / ABS-CBDO (US67592CAL00) | 2.12 | -25.44 | 0.0971 | -0.0383 | ||
| ERAEMLT TRS EQUITY FEDL01+124 MEI / DE (000000000) | 2.10 | 0.0963 | 0.0963 | |||
| US288542AA12 / ELLINGTON LOAN ACQUISITION TRUST 2007-1 SER 2007-1 CL A1 V/R REGD 144A P/P 2.80800000 | 2.06 | -5.91 | 0.0942 | -0.0099 | ||
| US16165AAD63 / CHASEFLEX TRUST CFLX 2007 3 2A1 | 2.00 | -0.40 | 0.0918 | -0.0040 | ||
| FNMA POOL FS8200 FN 06/54 FIXED VAR / ABS-MBS (US3140XQDE49) | 1.98 | -2.17 | 0.0908 | -0.0057 | ||
| FNMA POOL FS8200 FN 06/54 FIXED VAR / ABS-MBS (US3140XQDE49) | 1.98 | -2.17 | 0.0908 | -0.0057 | ||
| HOST HOTELS + RESORTS LP SR UNSECURED 04/35 5.5 / DBT (US44107TBC99) | 1.98 | 0.97 | 0.0908 | -0.0027 | ||
| US9128286T26 / United States Treasury Note/Bond | 1.97 | 1.08 | 0.0905 | -0.0026 | ||
| NDDUEAFE TRS EQUITY FEDL01+33 CBK / DE (000000000) | 1.97 | 0.0901 | 0.0901 | |||
| NDDUEAFE TRS EQUITY FEDL01+33 CBK / DE (000000000) | 1.97 | 0.0901 | 0.0901 | |||
| FNMA POOL BZ0976 FN 05/29 FIXED 4.85 / ABS-MBS (US3140NVCN51) | 1.94 | 0.26 | 0.0891 | -0.0033 | ||
| FNMA POOL BZ0976 FN 05/29 FIXED 4.85 / ABS-MBS (US3140NVCN51) | 1.94 | 0.26 | 0.0891 | -0.0033 | ||
| FED HM LN PC POOL QI6075 FR 05/54 FIXED 6 / ABS-MBS (US3133WCXC35) | 1.94 | -0.36 | 0.0890 | -0.0039 | ||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 1.92 | 0.52 | 0.0880 | -0.0030 | ||
| US42806MBS70 / Hertz Vehicle Financing III LLC | 1.91 | -0.10 | 0.0875 | -0.0036 | ||
| FED HM LN PC POOL QI7525 FR 06/54 FIXED 6 / ABS-MBS (US3133WELE84) | 1.91 | -5.97 | 0.0873 | -0.0093 | ||
| US126670TW86 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 1 MV1 | 1.90 | -4.28 | 0.0872 | -0.0075 | ||
| US03072SC608 / Asset-Backed Pass-Through Certificates Series 2005-R4 | 1.90 | 0.42 | 0.0871 | -0.0031 | ||
| WELF 2021 1A A1R TSFR3M 04/34 5.49348 / ABS-MBS (000000000) | 1.90 | 0.0871 | 0.0871 | |||
| WELF 2021 1A A1R TSFR3M 04/34 5.49348 / ABS-MBS (000000000) | 1.90 | 0.0871 | 0.0871 | |||
| US84752EAE32 / SPECIALTY UNDERWRITING + RESID SURF 2007 BC2 A2D | 1.89 | -0.32 | 0.0866 | -0.0037 | ||
| FREDDIE MAC FHR 5549 BF / ABS-MBS (US3137HLS527) | 1.88 | 0.0861 | 0.0861 | |||
| RFR USD SOFR/3.84199 12/02/24-4Y* LCH / DIR (EZSGM4VHBMV4) | 1.87 | 102.38 | 0.0856 | 0.0416 | ||
| RFR USD SOFR/3.50000 06/20/24-30Y CME / DIR (EZV8ZC6L7CY8) | 1.87 | 15.26 | 0.0855 | 0.0084 | ||
| RFR USD SOFR/3.00000 06/21/23-7Y CME / DIR (EZWF2F56KP17) | 1.87 | -57.29 | 0.0855 | -0.1226 | ||
| CDX ITRAXX XOV42 5Y 35-100% SP BOA / DCR (EZ2BLZ4YH9B3) | 1.86 | 0.0852 | 0.0852 | |||
| US46629TAK60 / JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CH1 M5 | 1.82 | 0.55 | 0.0836 | -0.0029 | ||
| R2032 / South Africa - Corporate Bond/Note | 1.82 | 7.51 | 0.0833 | 0.0027 | ||
| US00441QAA76 / ACE SECURITIES CORP. ACE 2006 CW1 A1 | 1.82 | -3.15 | 0.0832 | -0.0061 | ||
| US00774MAX39 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 1.81 | 2.31 | 0.0831 | -0.0014 | ||
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 4 A2 144A / ABS-O (US69547DAB29) | 1.80 | 0.0827 | 0.0827 | |||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 1.80 | 1.01 | 0.0827 | -0.0024 | ||
| CZECH / Czech Republic Government Bond | 1.78 | 9.88 | 0.0815 | 0.0044 | ||
| US61749HAE09 / MORGAN STANLEY CAPITAL INC MSAC 2006 HE3 A2D | 1.78 | -2.74 | 0.0815 | -0.0056 | ||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 1.77 | 1.26 | 0.0810 | -0.0022 | ||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 1.77 | 1.26 | 0.0810 | -0.0022 | ||
| TSY INFL IX N/B 01/34 1.75 / DBT (US91282CJY84) | 1.76 | 0.29 | 0.0806 | -0.0030 | ||
| TSY INFL IX N/B 01/34 1.75 / DBT (US91282CJY84) | 1.76 | 0.29 | 0.0806 | -0.0030 | ||
| US23371DAG97 / DAE Funding LLC | 1.73 | 0.93 | 0.0794 | -0.0024 | ||
| US74923GAC78 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA1 A3 | 1.73 | -1.76 | 0.0793 | -0.0046 | ||
| XS2304366656 / HARVEST CLO HARVT 16A ARR 144A | 1.68 | -6.83 | 0.0770 | -0.0089 | ||
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A2A / ABS-O (US448973AB35) | 1.68 | -35.65 | 0.0770 | -0.0474 | ||
| US21H0406734 / Ginnie Mae | 1.66 | 0.0763 | 0.0763 | |||
| US925650AB99 / VICI Properties LP | 1.66 | 0.48 | 0.0761 | -0.0026 | ||
| ERAUSST TRS EQUITY FEDL01+36 MYI / DE (000000000) | 1.65 | 0.0758 | 0.0758 | |||
| ERAUSST TRS EQUITY FEDL01+36 MYI / DE (000000000) | 1.65 | 0.0758 | 0.0758 | |||
| US35104AAB44 / FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2023-2 A2 | 1.65 | -26.59 | 0.0756 | -0.0314 | ||
| US87264ABT16 / T-MOBILE USA INC 2.875% 02/15/2031 | 1.64 | 1.61 | 0.0751 | -0.0018 | ||
| FNMA POOL CB9634 FN 12/54 FIXED 4.5 / ABS-MBS (US3140QVV434) | 1.63 | -0.49 | 0.0745 | -0.0034 | ||
| IRS AUD 4.50000 09/20/23-10Y LCH / DIR (EZGXS4F4YYN6) | 1.62 | 100.25 | 0.0745 | 0.0358 | ||
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A3 144A / ABS-O (US30336CAE57) | 1.62 | -0.18 | 0.0743 | -0.0031 | ||
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A3 144A / ABS-O (US30336CAE57) | 1.62 | -0.18 | 0.0743 | -0.0031 | ||
| US933635AA29 / WaMu Mortgage Pass-Through Certificates Series 2007-OA2 Trust | 1.57 | -4.33 | 0.0719 | -0.0062 | ||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 1.56 | 0.0717 | 0.0717 | |||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 1.56 | 0.0717 | 0.0717 | |||
| US81375WGF77 / SECURITIZED ASSET BACKED RECEI SABR 2005 HE1 M1 | 1.56 | -3.70 | 0.0715 | -0.0057 | ||
| ERAUSST TRS EQUITY SOFR+35 JPM / DE (000000000) | 1.55 | 0.0712 | 0.0712 | |||
| US23242FAA49 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 16 1A | 1.55 | -0.51 | 0.0712 | -0.0032 | ||
| US225401AU28 / Credit Suisse Group AG | 1.54 | 1.98 | 0.0707 | -0.0014 | ||
| US912810RR14 / United States Treasury Inflation Indexed Bonds | 1.54 | -3.02 | 0.0706 | -0.0051 | ||
| RADMFENT TRS EQUITY SOFR+67 BPS / DE (000000000) | 1.52 | 0.0697 | 0.0697 | |||
| US68402CAA27 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 2 1A1 | 1.52 | -1.81 | 0.0695 | -0.0041 | ||
| US45262BAB99 / IMPERIAL BRANDS FIN PLC REGD 144A P/P 3.50000000 | 1.51 | 0.27 | 0.0692 | -0.0026 | ||
| EXTRA SPACE STORAGE LP COMPANY GUAR 06/35 5.4 / DBT (US30225VAU17) | 1.51 | 1.07 | 0.0691 | -0.0020 | ||
| EXTRA SPACE STORAGE LP COMPANY GUAR 06/35 5.4 / DBT (US30225VAU17) | 1.51 | 1.07 | 0.0691 | -0.0020 | ||
| PROLOGIS LP SR UNSECURED 01/35 5 / DBT (US74340XCN93) | 1.50 | 0.74 | 0.0688 | -0.0022 | ||
| US23246BAK70 / Countrywide Asset-Backed Certificates | 1.49 | -2.73 | 0.0685 | -0.0047 | ||
| HPS CORPORATE LENDING FU SR UNSECURED 04/32 5.95 / DBT (US40440VAK17) | 1.49 | 0.0684 | 0.0684 | |||
| US12668TAE47 / Countrywide Asset-Backed Certificates | 1.49 | -1.52 | 0.0684 | -0.0038 | ||
| US12666SAA69 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 BC5 1A | 1.49 | -2.87 | 0.0682 | -0.0048 | ||
| US31659TEZ49 / Fieldstone Mortgage Investment Trust Series 2006-1 | 1.49 | -2.04 | 0.0682 | -0.0042 | ||
| RADMFENT TRS EQUITY SOFR+59 BPS / DE (000000000) | 1.48 | 0.0678 | 0.0678 | |||
| FCT / Fincantieri S.p.A. | 1.46 | 1.95 | 0.0671 | -0.0013 | ||
| FCT / Fincantieri S.p.A. | 1.46 | 1.95 | 0.0671 | -0.0013 | ||
| US68402YAA47 / OPTION ONE MORTGAGE LOAN TRUST 2007-CP1 SER 2007-CP1 CL 1A1 V/R REGD 1.84800000 | 1.46 | -0.95 | 0.0668 | -0.0033 | ||
| US68389FKR46 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 1 M1 | 1.46 | -4.33 | 0.0668 | -0.0058 | ||
| US23243AAB26 / Alternative Loan Trust 2006-OA12 | 1.46 | -5.45 | 0.0667 | -0.0067 | ||
| US70052LAC72 / Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | 1.45 | 3.78 | 0.0666 | -0.0001 | ||
| US93934MAA53 / WASHINGTON MUTURAL ASSET-BACKED CERTIFICATE SER 2006-HE3 CL 1A V/R REGD 1.86300000 | 1.45 | -1.37 | 0.0663 | -0.0036 | ||
| US004424AE79 / ACE Securities Corp Home Equity Loan Trust Series 2007-WM1 | 1.44 | -0.83 | 0.0659 | -0.0032 | ||
| US3133C2NS32 / FED HM LN PC POOL QG2201 FR 05/53 FIXED 5.5 | 1.43 | 0.00 | 0.0655 | -0.0026 | ||
| US715638BE14 / Peruvian Government International Bond | 1.42 | -15.64 | 0.0653 | -0.0152 | ||
| 01626P148 / Alimentation Couche-Tard Inc | 1.40 | 0.0644 | 0.0644 | |||
| US76716XAC65 / RIO OIL FINANCE TRUST SR SECURED 144A 04/28 8.2 | 1.40 | -3.97 | 0.0643 | -0.0053 | ||
| US35729MAD92 / Fremont Home Loan Trust 2006-3 | 1.37 | -4.46 | 0.0628 | -0.0055 | ||
| BRSTNCLTN7Z6 / BRAZIL LTN BRL 0.0% 07-01-25 | 1.36 | -91.00 | 0.0624 | -0.6580 | ||
| US61753NAA81 / MORGAN STANLEY CAPITAL INC MSAC 2007 NC2 A1 144A | 1.36 | -0.37 | 0.0624 | -0.0027 | ||
| US17312TAJ25 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL2 A3B | 1.35 | -0.07 | 0.0617 | -0.0025 | ||
| CDX ITRAXX XOV42 5Y 35-100% SP GST / DCR (EZ2BLZ4YH9B3) | 1.35 | 0.0617 | 0.0617 | |||
| 30064K105 / Exacttarget, Inc. | 1.32 | 1.07 | 0.0607 | -0.0017 | ||
| US35729VAA52 / Fremont Home Loan Trust, Series 2006-D, Class 1A1 | 1.32 | -0.82 | 0.0606 | -0.0030 | ||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | 1.32 | 0.0604 | 0.0604 | |||
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A3 144A / ABS-O (US17331QAD88) | 1.31 | -0.15 | 0.0599 | -0.0025 | ||
| US126670DD79 / COUNTRYWIDE ASSET BACKED CERTI CWL 2005 11 MV4 | 1.30 | -14.46 | 0.0597 | -0.0129 | ||
| US92922F5Y09 / WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR15 A1B4 | 1.30 | -1.14 | 0.0596 | -0.0031 | ||
| US345397B280 / FORD MTR CR CO LLC 3.375% 11/13/2025 | 1.29 | 0.55 | 0.0592 | -0.0020 | ||
| ERAUSLT TRS EQUITY SOFR+18 JPM / DE (000000000) | 1.28 | 0.0588 | 0.0588 | |||
| US097023DG73 / Boeing Co/The | 1.28 | 0.55 | 0.0587 | -0.0020 | ||
| RADMFENT TRS EQUITY FEDL01+74 BPS / DE (000000000) | 1.28 | 0.0586 | 0.0586 | |||
| US02150KAZ21 / CORP CMO | 1.27 | -1.25 | 0.0580 | -0.0031 | ||
| US05530PAP71 / BCAP LLC Trust 2007-AA1 | 1.26 | -0.71 | 0.0576 | -0.0027 | ||
| US16412XAJ46 / Cheniere Corpus Christi Holdings LLC | 1.25 | 1.05 | 0.0575 | -0.0017 | ||
| US87264ABV61 / T-Mobile USA Inc | 1.25 | 1.21 | 0.0574 | -0.0015 | ||
| US36245DAD21 / GSAMP TRUST GSAMP 2006 FM2 A2C | 1.25 | -0.64 | 0.0573 | -0.0026 | ||
| US12666PAE43 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 10 1AF5 | 1.23 | -0.96 | 0.0566 | -0.0028 | ||
| US93364BAA89 / WaMu Mortgage Pass-Through Certificates Trust, Series 2007-OA5, Class 1A | 1.23 | -1.05 | 0.0562 | -0.0028 | ||
| US06051GLG28 / Bank of America Corp | 1.23 | 0.57 | 0.0562 | -0.0019 | ||
| US03072SQ400 / AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R9 M2 | 1.23 | 0.66 | 0.0561 | -0.0019 | ||
| FLAGSHIP CREDIT AUTO TRUST FCAT 2024 1 A2 144A / ABS-O (US33843VAC72) | 1.22 | -25.91 | 0.0561 | -0.0226 | ||
| ERAUSLT TRS EQUITY SOFR+25 JPM / DE (000000000) | 1.22 | 0.0560 | 0.0560 | |||
| US842400FZ13 / Southern California Edison Co. Bond 4.65% Due 10/1/2043 | 1.21 | -3.42 | 0.0556 | -0.0043 | ||
| US75115YAA73 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QO1 A1 | 1.21 | -4.81 | 0.0553 | -0.0051 | ||
| US05369AAD37 / Aviation Capital Group LLC | 1.20 | 0.25 | 0.0549 | -0.0020 | ||
| FNMA POOL BS9220 FN 08/30 FIXED 4.72 / ABS-MBS (US3140LLG627) | 1.20 | 0.17 | 0.0548 | -0.0021 | ||
| FNMA POOL BS9220 FN 08/30 FIXED 4.72 / ABS-MBS (US3140LLG627) | 1.20 | 0.17 | 0.0548 | -0.0021 | ||
| US3622MAAA93 / GSAMP TRUST GSAMP 2007 FM1 A1 | 1.19 | -0.75 | 0.0545 | -0.0026 | ||
| US00441TAE38 / ACE SECURITIES CORP. ACE 2006 HE3 A2D | 1.19 | -0.42 | 0.0545 | -0.0024 | ||
| MX0SGO0000F0 / Mexican Udibonos | 1.18 | 11.42 | 0.0541 | 0.0036 | ||
| US694308JM04 / PACIFIC GAS and ELECTRIC CO 4.55% 07/01/2030 | 1.17 | 0.86 | 0.0537 | -0.0017 | ||
| US61751TAB52 / Morgan Stanley Mortgage Loan Trust 2007-2AX | 1.16 | -3.24 | 0.0533 | -0.0040 | ||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 12A A1 144A / ABS-CBDO (US03332DAA28) | 1.15 | -0.26 | 0.0527 | -0.0023 | ||
| US84751NAB01 / SPECIALTY UNDERWRITING + RESID SURF 2006 BC5 A2A | 1.15 | -0.35 | 0.0525 | -0.0023 | ||
| US81375WGW01 / SECURITIZED ASSET BACKED RECEI SABR 2005 OP2 M3 | 1.14 | 0.44 | 0.0523 | -0.0018 | ||
| ERAEMLT TRS EQUITY SOFR+120.5 MEI / DE (000000000) | 1.14 | 0.0523 | 0.0523 | |||
| ERAEMLT TRS EQUITY SOFR+120.5 MEI / DE (000000000) | 1.14 | 0.0523 | 0.0523 | |||
| US55027AAD28 / LUMINENT MORTGAGE TRUST LUM 2006 3 22A1 | 1.14 | -3.32 | 0.0521 | -0.0039 | ||
| RADMFENT TRS EQUITY SOFR+52 BPS / DE (000000000) | 1.14 | 0.0520 | 0.0520 | |||
| US76088TAA97 / RPM 22-3 A 144A 5.38% 11-25-30 | 1.12 | -43.76 | 0.0514 | -0.0436 | ||
| US07384YPX84 / Bear Stearns Asset Backed Securities Trust 2004-HE1 | 1.11 | -2.29 | 0.0508 | -0.0032 | ||
| SCE.PRK / SCE Trust V - Preferred Security | 1.11 | 0.09 | 0.0507 | -0.0020 | ||
| SCE.PRK / SCE Trust V - Preferred Security | 1.11 | 0.09 | 0.0507 | -0.0020 | ||
| FREDDIE MAC FHR 5557 FM / ABS-MBS (US3137HLZ217) | 1.10 | 0.0504 | 0.0504 | |||
| FHR 5557 FM SOFR30A+110BP / ABS-MBS (955TAMII5) | 1.10 | 0.0504 | 0.0504 | |||
| RU20INTR TRS EQUITY SOFR+37 MBC / DE (000000000) | 1.10 | 0.0502 | 0.0502 | |||
| US59022QAC69 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE5 A2B | 1.10 | -1.35 | 0.0502 | -0.0027 | ||
| US76088LAA61 / RPM_21-2A | 1.05 | -13.39 | 0.0483 | -0.0097 | ||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 1.05 | 0.0481 | 0.0481 | |||
| US92331LBC37 / VENTURE CDO LTD VENTR 2017 27A AR 144A | 1.05 | -42.31 | 0.0479 | -0.0385 | ||
| ERADXULT TRS EQUITY SOFR+95.5 MYI / DE (000000000) | 1.03 | 0.0473 | 0.0473 | |||
| US83207DAB47 / SMB 23-C A1B 144A (SOFR30A+155) FRN 11-15-52/10-17-33 | 1.03 | -5.86 | 0.0472 | -0.0049 | ||
| US61753KAA43 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A1 | 1.03 | 0.19 | 0.0472 | -0.0018 | ||
| RADMFXNT TRS EQUITY SOFR+16 JPM / DE (000000000) | 1.02 | 0.0468 | 0.0468 | |||
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 C A3 / ABS-O (US448976AD22) | 1.01 | 0.40 | 0.0461 | -0.0017 | ||
| REACH FINANCIAL LLC REACH 2025 1A B 144A / ABS-O (US75525PAB85) | 1.01 | -0.20 | 0.0461 | -0.0019 | ||
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2024 FL14 A 144A / ABS-CBDO (US55416AAA79) | 1.00 | 0.30 | 0.0460 | -0.0017 | ||
| US02150KAX72 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OH1 A1B | 1.00 | -5.11 | 0.0460 | -0.0044 | ||
| US144531DP28 / CARRINGTON MORTGAGE LOAN TRUST CARR 2005 NC5 M2 | 1.00 | -5.74 | 0.0459 | -0.0048 | ||
| FANNIE MAE FNR 2025 54 FM / ABS-MBS (US3136BWNW23) | 1.00 | 0.0458 | 0.0458 | |||
| FNR 202554 FM SOFR30A+110BP / ABS-MBS (938KTUII8) | 1.00 | 0.0458 | 0.0458 | |||
| FNR 202554 FM SOFR30A+110BP / ABS-MBS (938KTUII8) | 1.00 | 0.0458 | 0.0458 | |||
| US55336VBQ23 / MPLX LP | 1.00 | 1.63 | 0.0456 | -0.0010 | ||
| FED HM LN PC POOL QI3936 FR 04/54 FIXED 6 / ABS-MBS (US3133WALR75) | 0.99 | -1.20 | 0.0454 | -0.0024 | ||
| RFR USD SOFR/3.70000 02/20/24-25Y LCH / DIR (EZRM7DK4X894) | 0.99 | 54.93 | 0.0454 | 0.0149 | ||
| US362334NW08 / GSRPM MORTGAGE LOAN TRUST GSRPM 2006 1 M2 144A | 0.98 | 1.24 | 0.0450 | -0.0012 | ||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 3 A 144A / ABS-O (US69547XAA00) | 0.97 | -16.48 | 0.0446 | -0.0109 | ||
| FNMA POOL DB0770 FN 03/54 FIXED 6 / ABS-MBS (US3140A92C34) | 0.97 | -0.31 | 0.0446 | -0.0019 | ||
| FNMA POOL DB0770 FN 03/54 FIXED 6 / ABS-MBS (US3140A92C34) | 0.97 | -0.31 | 0.0446 | -0.0019 | ||
| US41161PMG53 / HARBORVIEW MORTGAGE LOAN TRUST 2005-3 SER 2005-3 CL 2A1A V/R REGD 2.21325000 | 0.97 | -3.49 | 0.0444 | -0.0035 | ||
| FIRST HELP FINANCIAL LLC FHF 2024 2A A2 144A / ABS-O (US30336NAC56) | 0.95 | -15.25 | 0.0435 | -0.0099 | ||
| US576457AC94 / Mastr Asset-Backed Securities Trust, Series 2007-HE1, Class A3 | 0.94 | -4.07 | 0.0433 | -0.0036 | ||
| FNMA POOL DB0830 FN 04/54 FIXED 6 / ABS-MBS (US3140A94Q02) | 0.94 | -0.42 | 0.0433 | -0.0019 | ||
| US38122NB769 / GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/46 FIXED 3 | 0.94 | -12.94 | 0.0429 | -0.0083 | ||
| US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) | 0.94 | 0.0429 | 0.0429 | |||
| US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) | 0.94 | 0.0429 | 0.0429 | |||
| FED HM LN PC POOL QI6291 FR 05/54 FIXED 6 / ABS-MBS (US3133WC7C27) | 0.93 | -0.54 | 0.0425 | -0.0020 | ||
| OPORTUN FUNDING LLC OPTN 2024 2 A 144A / ABS-O (US68377KAA51) | 0.92 | -37.52 | 0.0420 | -0.0279 | ||
| FED HM LN PC POOL QI4035 FR 04/54 FIXED 6 / ABS-MBS (US3133WAPU68) | 0.91 | -0.76 | 0.0419 | -0.0020 | ||
| GA GLOBAL FUNDING TRUST SECURED 144A 01/35 5.9 / DBT (US36143L2S34) | 0.91 | 0.00 | 0.0419 | -0.0017 | ||
| FED HM LN PC POOL QI6798 FR 05/54 FIXED 6 / ABS-MBS (US3133WDRT17) | 0.90 | -3.24 | 0.0411 | -0.0031 | ||
| FED HM LN PC POOL QI6798 FR 05/54 FIXED 6 / ABS-MBS (US3133WDRT17) | 0.90 | -3.24 | 0.0411 | -0.0031 | ||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | 0.90 | 0.0411 | 0.0411 | |||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | 0.90 | 0.0411 | 0.0411 | |||
| US17312TAA16 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL2 A1 144A | 0.89 | -1.44 | 0.0407 | -0.0022 | ||
| US86562MCB46 / Sumitomo Mitsui Financial Group Inc | 0.89 | 1.96 | 0.0406 | -0.0008 | ||
| FNMA POOL DB0829 FN 04/54 FIXED 6 / ABS-MBS (US3140A94P29) | 0.88 | -4.64 | 0.0405 | -0.0037 | ||
| US42704RAA95 / HERA COMMERCIAL MORTGAGE LTD HERA 2021 FL1 A 144A | 0.88 | 0.23 | 0.0404 | -0.0015 | ||
| FNMA POOL DB0827 FN 04/54 FIXED 6 / ABS-MBS (US3140A94M97) | 0.88 | -7.76 | 0.0403 | -0.0051 | ||
| XS2301385832 / Invesco Euro CLO I DAC | 0.87 | -0.57 | 0.0399 | -0.0018 | ||
| FED HM LN PC POOL QI8171 FR 06/54 FIXED 6 / ABS-MBS (US3133WFCG09) | 0.87 | -8.83 | 0.0398 | -0.0056 | ||
| FED HM LN PC POOL QI8171 FR 06/54 FIXED 6 / ABS-MBS (US3133WFCG09) | 0.87 | -8.83 | 0.0398 | -0.0056 | ||
| US89175JAE01 / TOWD POINT MORTGAGE TRUST TPMT 2017 6 B1 144A | 0.86 | 0.35 | 0.0395 | -0.0014 | ||
| US46627MER43 / JP Morgan Alternative Loan Trust 2006-S1 | 0.86 | -8.45 | 0.0393 | -0.0053 | ||
| US76112BED82 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 RS10 MII2 | 0.86 | -0.58 | 0.0392 | -0.0018 | ||
| US004421UU52 / ACE SECURITIES CORP. ACE 2006 NC1 M1 | 0.85 | -4.79 | 0.0392 | -0.0036 | ||
| 317U7IQA6 PIMCO SWAPTION 3.75 CALL USD 2025103 / DIR (000000000) | 0.85 | 0.0391 | 0.0391 | |||
| US797440CD44 / San Diego Gas & Electric Co. | 0.84 | -0.36 | 0.0386 | -0.0017 | ||
| US126673ML34 / CPT 2004 EC1 M1 | 0.83 | -1.19 | 0.0382 | -0.0020 | ||
| US46647PBR64 / JPMorgan Chase & Co | 0.83 | 0.98 | 0.0380 | -0.0011 | ||
| US03027XAW02 / American Tower Corp | 0.81 | 1.25 | 0.0373 | -0.0010 | ||
| US404280DZ92 / HSBC HOLDINGS PLC REGD V/R 5.88700000 | 0.81 | -0.12 | 0.0372 | -0.0015 | ||
| US91683TAB52 / UPSTART SECURITIZATION TRUST UPST 2022 3 A 144A | 0.81 | -58.90 | 0.0369 | -0.0565 | ||
| US69359QAA22 / PRET 2021-RN4 LLC | 0.80 | -3.49 | 0.0368 | -0.0029 | ||
| US617526AF58 / MORGAN STANLEY ABS CAPITAL I INC TRUST 2007-HE1 | 0.80 | -1.35 | 0.0368 | -0.0020 | ||
| NDDUEAFE TRS EQUITY SOFR+29 MYI / DE (000000000) | 0.80 | 0.0367 | 0.0367 | |||
| RADMFUNT TRS EQUITY FEDL01+18 JPM / DE (000000000) | 0.80 | 0.0367 | 0.0367 | |||
| US64032PAA03 / Nelnet Student Loan Trust, Series 2023-AA, Class AFL | 0.80 | -8.36 | 0.0367 | -0.0049 | ||
| US83613FAD33 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT5 2A3 | 0.80 | -1.96 | 0.0366 | -0.0022 | ||
| US76089EAA10 / RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 1A A 144A | 0.80 | -12.11 | 0.0366 | -0.0067 | ||
| US92925CCC47 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR1 1A1A | 0.79 | -0.13 | 0.0363 | -0.0015 | ||
| US64828XAA19 / NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1 SER 2020-RPL1 CL A1 V/R REGD 144A P/P 2.75000000 | 0.79 | -4.15 | 0.0360 | -0.0030 | ||
| US3140NDH420 / FNMA POOL BX8350 FN 04/53 FIXED 4.5 | 0.78 | -0.51 | 0.0359 | -0.0016 | ||
| US03072SWT85 / AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R11 M4 | 0.78 | 0.65 | 0.0358 | -0.0012 | ||
| ASCENT EDUCATION FUNDING TRUST ASCNT 2024 A A 144A / ABS-O (US04362VAA35) | 0.78 | -6.59 | 0.0357 | -0.0040 | ||
| US35729PFM77 / FREMONT HOME LOAN TRUST FHLT 2004 3 M2 | 0.78 | -2.88 | 0.0356 | -0.0025 | ||
| US43732VAT35 / Home Partners of America 2021-2 Trust | 0.78 | -4.79 | 0.0356 | -0.0032 | ||
| US751153AA50 / RALI SERIES 2006-QO10 TRUST RALI 2006-QO10 A1 | 0.76 | -3.43 | 0.0349 | -0.0027 | ||
| RADMFXNT TRS EQUITY SOFR+29 JPM / DE (000000000) | 0.76 | 0.0347 | 0.0347 | |||
| RADMFXNT TRS EQUITY SOFR+29 JPM / DE (000000000) | 0.76 | 0.0347 | 0.0347 | |||
| US12667GL766 / CORP CMO | 0.75 | -0.40 | 0.0343 | -0.0015 | ||
| US92925CBJ09 / CORP CMO | 0.75 | -4.60 | 0.0342 | -0.0031 | ||
| US64032PAB85 / Nelnet Student Loan Trust 2023-A | 0.74 | -8.07 | 0.0339 | -0.0045 | ||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 1 A 144A / ABS-O (US69548AAA97) | 0.73 | -18.30 | 0.0336 | -0.0091 | ||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 1 A 144A / ABS-O (US69548AAA97) | 0.73 | -18.30 | 0.0336 | -0.0091 | ||
| US75115EAD58 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS11 1A4 | 0.73 | -5.91 | 0.0336 | -0.0035 | ||
| US345397C353 / Ford Motor Credit Co LLC | 0.73 | 0.28 | 0.0333 | -0.0012 | ||
| RFR USD SOFR/3.75000 06/20/24-20Y CME / DIR (EZM4928YBNS8) | 0.72 | -2.70 | 0.0331 | -0.0023 | ||
| US36245YAC84 / GSAMP Trust 2007-H1 | 0.71 | -1.92 | 0.0328 | -0.0020 | ||
| FCT / Fincantieri S.p.A. | 0.71 | 0.0326 | 0.0326 | |||
| E1IX34 / Edison International - Depositary Receipt (Common Stock) | 0.71 | -12.22 | 0.0326 | -0.0060 | ||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 0.70 | 1.15 | 0.0322 | -0.0009 | ||
| US75971EAF34 / RENAISSANCE HOME EQUITY LOAN T RAMC 2006 3 AF3 | 0.70 | -1.97 | 0.0320 | -0.0019 | ||
| IRS AUD 4.50000 06/18/25-10Y LCH / DIR (EZ3K0DGVSD24) | 0.69 | 0.0315 | 0.0315 | |||
| US81377GAA76 / Securitized Asset Backed Receivables LLC Trust 2006-FR4 | 0.68 | -0.29 | 0.0311 | -0.0013 | ||
| CRB SECURITIZATION TRUST CRB 2023 1 A 144A / ABS-O (US12670DAA37) | 0.67 | -46.31 | 0.0307 | -0.0288 | ||
| US040104RF05 / ARGENT SECURITIES INC. ARSI 2006 W1 A2C | 0.67 | 0.60 | 0.0307 | -0.0011 | ||
| US93976AAH59 / Washington State Convention Center Public Facilities District, Lodging Tax Bonds, Taxable Build Amer | 0.67 | -1.47 | 0.0306 | -0.0017 | ||
| US03329TAG94 / Anchorage Credit Funding 4 Ltd. | 0.67 | 2.78 | 0.0305 | -0.0004 | ||
| PROLOGIS LP SR UNSECURED 02/33 4.2 / DBT (CA74340XCP48) | 0.67 | 5.89 | 0.0305 | 0.0005 | ||
| PROLOGIS LP SR UNSECURED 02/33 4.2 / DBT (CA74340XCP48) | 0.67 | 5.89 | 0.0305 | 0.0005 | ||
| XS0194143532 / SLM Student Loan Trust, Series 2004-5X, Class A6 | 0.66 | 5.24 | 0.0304 | 0.0004 | ||
| NDDUEAFE TRS EQUITY SOFR+0 MYI / DE (000000000) | 0.66 | 0.0304 | 0.0304 | |||
| RADMFUNT TRS EQUITY SOFR-14 JPM / DE (000000000) | 0.65 | 0.0298 | 0.0298 | |||
| RADMFUNT TRS EQUITY SOFR-14 JPM / DE (000000000) | 0.65 | 0.0298 | 0.0298 | |||
| US61744CDH60 / Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-HE3, Class M1 | 0.65 | -9.10 | 0.0298 | -0.0043 | ||
| US83611MKZ04 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 1 A5 | 0.64 | -5.19 | 0.0293 | -0.0028 | ||
| US12489WQX55 / CREDIT BASED ASSET SERVICING A CBASS 2006 CB3 AV4 | 0.63 | -3.94 | 0.0291 | -0.0024 | ||
| ACI1G9KT1 / CAIRN CLO BV CRNCL 2016 7A A1R 144A | 0.63 | -3.40 | 0.0287 | -0.0022 | ||
| US00764MGH43 / Aegis Asset Backed Securities Trust Mortgage Pass-Through Ctfs Ser 2005-4 | 0.63 | -3.10 | 0.0286 | -0.0021 | ||
| RU20INTR TRS EQUITY SOFR+33 BPS / DE (000000000) | 0.61 | 0.0281 | 0.0281 | |||
| RU20INTR TRS EQUITY SOFR+33 BPS / DE (000000000) | 0.61 | 0.0281 | 0.0281 | |||
| MARS INC SR UNSECURED 144A 03/35 5.2 / DBT (US571676BA26) | 0.61 | 0.66 | 0.0278 | -0.0009 | ||
| US12669GTQ46 / CHL Mortgage Pass-Through Trust 2005-3 | 0.61 | -1.94 | 0.0278 | -0.0017 | ||
| US64830NAA90 / New Residential Mortgage Loan Trust 2019-RPL3 | 0.60 | -5.34 | 0.0277 | -0.0027 | ||
| US07388HAP47 / Bear Stearns Asset-Backed Securities I Trust, Series 2006-HE7, Class 2A2 | 0.60 | -3.39 | 0.0274 | -0.0021 | ||
| US12482NAN12 / CBAM 2019-10 Ltd | 0.60 | -16.76 | 0.0273 | -0.0068 | ||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 2A ARV 144A / ABS-CBDO (US03329LAS07) | 0.59 | 1.20 | 0.0270 | -0.0007 | ||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 2A ARV 144A / ABS-CBDO (US03329LAS07) | 0.59 | 1.20 | 0.0270 | -0.0007 | ||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2018 6A A 144A / ABS-CBDO (US03330LAA61) | 0.58 | -6.86 | 0.0268 | -0.0031 | ||
| US91680UAA79 / Upstart Pass-Through Trust Series | 0.58 | -43.00 | 0.0267 | -0.0220 | ||
| US3622MHAC03 / GSAMP TRUST GSAMP 2007 FM2 A2B | 0.58 | -0.17 | 0.0266 | -0.0011 | ||
| CENTERBRIDGE CREDIT FUNDING LT CBCF 2021 1A A 144A / ABS-CBDO (US15186PAA66) | 0.58 | 1.41 | 0.0265 | -0.0007 | ||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARV 144A / ABS-CBDO (US033296AG97) | 0.57 | -0.70 | 0.0260 | -0.0012 | ||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARE 144A / ABS-CBDO (US033296AS36) | 0.57 | -0.70 | 0.0260 | -0.0012 | ||
| US525161AN53 / LEHMAN XS TRUST LXS 2006 GP4 3A5 | 0.56 | -2.09 | 0.0258 | -0.0016 | ||
| RADMFENT TRS EQUITY FEDL01+69 GST / DE (000000000) | 0.56 | 0.0258 | 0.0258 | |||
| PCG.PRD / Pacific Gas and Electric Company - Preferred Stock | 0.56 | -4.60 | 0.0257 | -0.0023 | ||
| US033295AA45 / Anchorage Credit Funding 14 Ltd., Series 2021-14A, Class A | 0.56 | -0.18 | 0.0256 | -0.0011 | ||
| RFR USD SOFR/3.75000 06/20/24-15Y CME / DIR (EZ5HXCSLBRW2) | 0.55 | -41.23 | 0.0254 | -0.0195 | ||
| US83612NAD75 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 WMC1 3A2 | 0.55 | -0.72 | 0.0252 | -0.0012 | ||
| US3137ARVQ69 / FREDDIE MAC FHR 4079 WZ | 0.55 | -1.08 | 0.0252 | -0.0013 | ||
| J2BL34 / Jabil Inc. - Depositary Receipt (Common Stock) | 0.55 | 0.0252 | 0.0252 | |||
| J2BL34 / Jabil Inc. - Depositary Receipt (Common Stock) | 0.55 | 0.0252 | 0.0252 | |||
| US83612KAA97 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT3 1A1 | 0.54 | -0.55 | 0.0247 | -0.0012 | ||
| US06738ECG89 / Barclays PLC | 0.53 | 1.73 | 0.0243 | -0.0005 | ||
| 952NPKII9 / CREDIT SUISSE GROUP AG COCO JR SUB 144A | 0.53 | 0.00 | 0.0242 | -0.0010 | ||
| US939355AB98 / Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OA3 Trust | 0.52 | -2.43 | 0.0240 | -0.0016 | ||
| US80281LAT26 / Santander UK Group Holdings plc | 0.52 | 0.38 | 0.0239 | -0.0009 | ||
| FCT / Fincantieri S.p.A. | 0.52 | 0.98 | 0.0237 | -0.0007 | ||
| US64034AAB98 / NELNET STUDENT LOAN TRUST 2018-3 NSLT 2018-3A A2 | 0.52 | -41.71 | 0.0237 | -0.0186 | ||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.52 | 0.0236 | 0.0236 | |||
| F+G GLOBAL FUNDING SECURED 144A 01/30 5.875 / DBT (US30321L2J09) | 0.51 | 0.98 | 0.0236 | -0.0007 | ||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | 0.51 | 0.20 | 0.0234 | -0.0009 | ||
| ERADXULT TRS EQUITY FEDL01+90*BULLET*JPM / DE (000000000) | 0.51 | 0.0234 | 0.0234 | |||
| US694308JG36 / Pacific Gas and Electric Co | 0.51 | 1.00 | 0.0232 | -0.0007 | ||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A3 144A / ABS-O (US78435VAC63) | 0.50 | 0.00 | 0.0230 | -0.0009 | ||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A3 144A / ABS-O (US78435VAC63) | 0.50 | 0.00 | 0.0230 | -0.0009 | ||
| JACKSON NATL LIFE GLOBAL SECURED 144A 01/28 VAR / DBT (US46849CJN20) | 0.50 | -0.60 | 0.0230 | -0.0010 | ||
| XS2227906208 / AMERICAN TOWER CORP SR UNSECURED 01/32 1 | 0.50 | 10.35 | 0.0230 | 0.0014 | ||
| US12667GFZ19 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 19CB A1 | 0.50 | -2.15 | 0.0230 | -0.0014 | ||
| US04541GJT04 / ASSET BACKED SECURITIES CORP H ABSHE 2004 HE3 M1 | 0.50 | 0.00 | 0.0229 | -0.0009 | ||
| TRICOLOR AUTO SECURITIZATION T TAST 2024 1A A 144A / ABS-O (US89616LAA08) | 0.49 | -43.29 | 0.0225 | -0.0187 | ||
| TRICOLOR AUTO SECURITIZATION T TAST 2024 1A A 144A / ABS-O (US89616LAA08) | 0.49 | -43.29 | 0.0225 | -0.0187 | ||
| RFR USD SOFR/3.25000 06/21/23-5Y CME / DIR (EZ628FWCQP43) | 0.48 | -82.37 | 0.0221 | -0.1082 | ||
| RFR USD SOFR/3.25000 06/21/23-5Y CME / DIR (EZ628FWCQP43) | 0.48 | -82.37 | 0.0221 | -0.1082 | ||
| US83612TAA07 / Soundview Home Loan Trust 2007-OPT1 | 0.48 | -0.82 | 0.0221 | -0.0011 | ||
| US89178BAA26 / TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A | 0.48 | -4.23 | 0.0218 | -0.0019 | ||
| US03330EAJ38 / Anchorage Credit Funding 3 Ltd. | 0.47 | 0.85 | 0.0217 | -0.0007 | ||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 8A A 144A / ABS-CBDO (US03331XAA90) | 0.47 | 1.07 | 0.0217 | -0.0006 | ||
| US31418CZG22 / Federal National Mortgage Association | 0.47 | -1.87 | 0.0217 | -0.0013 | ||
| US40430TAC62 / HSI ASSET SECURITIZATION CORPO HASC 2007 NC1 A3 | 0.47 | -1.46 | 0.0217 | -0.0012 | ||
| CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A 03/45 9.7 / DBT (US224939AB41) | 0.47 | 0.0216 | 0.0216 | |||
| FNMA POOL AJ7493 FN 12/26 FIXED 3 / ABS-MBS (US3138E0KF52) | 0.47 | -19.10 | 0.0216 | -0.0061 | ||
| FNMA POOL AJ7493 FN 12/26 FIXED 3 / ABS-MBS (US3138E0KF52) | 0.47 | -19.10 | 0.0216 | -0.0061 | ||
| ROMARK CREDIT FUNDING, LTD. RCF 2021 2A A 144A / ABS-CBDO (US77588JAA43) | 0.47 | 1.08 | 0.0215 | -0.0006 | ||
| ROMARK CREDIT FUNDING, LTD. RCF 2021 2A A 144A / ABS-CBDO (US77588JAA43) | 0.47 | 1.08 | 0.0215 | -0.0006 | ||
| US03290AAA88 / Anchorage Credit Funding Ltd. | 0.47 | 1.30 | 0.0215 | -0.0006 | ||
| XS1819574929 / Rolls-Royce PLC | 0.46 | 10.58 | 0.0211 | 0.0012 | ||
| US66988UAA88 / NOVASTAR MORTGAGE BACKED NOTES NMFT 2006 MTA1 1A1 | 0.46 | 0.44 | 0.0211 | -0.0007 | ||
| US59024FAE43 / MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3B | 0.44 | -1.35 | 0.0201 | -0.0011 | ||
| US362334NB60 / GSAA Trust | 0.44 | -2.88 | 0.0201 | -0.0014 | ||
| US31398T5D93 / FANNIE MAE FNR 2010 99 CL | 0.43 | 0.23 | 0.0199 | -0.0007 | ||
| US466247H899 / JP MORGAN MORTGAGE TRUST JPMMT 2006 A2 1A1 | 0.43 | -6.90 | 0.0198 | -0.0023 | ||
| US93363RAB24 / WaMu Mortgage Pass-Through Certificates Series 2006-AR13 Trust | 0.43 | -0.23 | 0.0198 | -0.0008 | ||
| US23333YAA38 / DSLA MORTGAGE LOAN TRUST DSLA 2007 AR1 1A1A | 0.43 | 0.00 | 0.0196 | -0.0008 | ||
| US61753VAA08 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE4 A1 144A | 0.43 | -1.61 | 0.0196 | -0.0011 | ||
| US61751QAB14 / Morgan Stanley Home Equity Loan Trust 2007-1 | 0.43 | -0.93 | 0.0196 | -0.0010 | ||
| US07274EAK91 / BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.375% 11-21-30 | 0.43 | 1.43 | 0.0195 | -0.0005 | ||
| US07274EAM57 / BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.875% 11-21-53 | 0.43 | 2.91 | 0.0195 | -0.0002 | ||
| US64829VAA44 / New Residential Mortgage Loan Trust 2018-RPL1 | 0.42 | -4.36 | 0.0191 | -0.0017 | ||
| US576436CP28 / MASTR SPECIALIZED LOAN TRUST MASD 2005 3 M1 144A | 0.41 | -3.31 | 0.0187 | -0.0014 | ||
| US40430HCV87 / HSI ASSET SECURITIZATION CORPO HASC 2005 I1 1A | 0.41 | -1.92 | 0.0187 | -0.0011 | ||
| US83406TAB89 / SoFi Professional Loan Program 2020-ATrust | 0.41 | -7.27 | 0.0187 | -0.0023 | ||
| GA GLOBAL FUNDING TRUST SR SECURED 144A 04/32 5.5 / DBT (US36143L2T17) | 0.41 | 0.74 | 0.0186 | -0.0006 | ||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | 0.40 | 0.75 | 0.0185 | -0.0006 | ||
| US07274NAL73 / Bayer Us Finance Ii Llc 4.375% 12/15/2028 144a Bond | 0.40 | 1.80 | 0.0182 | -0.0004 | ||
| BOUGHT BRL SOLD USD 20251002 / DFE (000000000) | 0.39 | 0.0181 | 0.0181 | |||
| ERAUSST TRS EQUITY FEDL01+58 RBC / DE (000000000) | 0.39 | 0.0180 | 0.0180 | |||
| US45668GAD43 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR14 1A3A | 0.39 | -4.66 | 0.0178 | -0.0016 | ||
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 1A A2 144A / ABS-O (US37988XAB10) | 0.38 | -15.64 | 0.0176 | -0.0041 | ||
| US38380LFE83 / GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H09 FA | 0.38 | -0.52 | 0.0176 | -0.0008 | ||
| US404280CK33 / HSBC Holdings PLC | 0.38 | 1.87 | 0.0175 | -0.0004 | ||
| USY62014AA64 / NAKILAT INC SR SECURED REGS 12/33 6.067 | 0.38 | -3.56 | 0.0174 | -0.0014 | ||
| US04012MAM10 / ARGENT SECURITIES INC. ARSI 2006 M1 A1 | 0.38 | -1.05 | 0.0174 | -0.0009 | ||
| ERAUSLT TRS EQUITY FEDL01+85 MYI / DE (000000000) | 0.38 | 0.0173 | 0.0173 | |||
| ERAUSLT TRS EQUITY FEDL01+85 MYI / DE (000000000) | 0.38 | 0.0173 | 0.0173 | |||
| US86358EQK54 / STRUCTURED ASSET INVESTMENT LO SAIL 2005 1 M3 144A | 0.38 | -10.24 | 0.0173 | -0.0027 | ||
| RADMFENT TRS EQUITY FEDL01+72 BPS / DE (000000000) | 0.37 | 0.0171 | 0.0171 | |||
| US61744CSY39 / MORGAN STANLEY CAPITAL INC MSAC 2005 WMC6 M4 | 0.37 | -14.65 | 0.0171 | -0.0037 | ||
| US65535HAS85 / Nomura Holdings Inc | 0.37 | 1.92 | 0.0170 | -0.0004 | ||
| RFR USD SOFR/3.50000 06/18/25-15Y CME / DIR (EZ05MN7YT9J3) | 0.36 | 0.0167 | 0.0167 | |||
| RFR USD SOFR/3.50000 06/18/25-15Y CME / DIR (EZ05MN7YT9J3) | 0.36 | 0.0167 | 0.0167 | |||
| US3622EBAB42 / GSAA HOME EQUITY TRUST GSAA 2007 4 A2 | 0.36 | -2.46 | 0.0164 | -0.0011 | ||
| US61753KAC09 / Morgan Stanley ABS Capital I Inc Trust 2007-HE5 | 0.36 | -0.84 | 0.0163 | -0.0008 | ||
| US36244KAE55 / GSAMP TRUST 2006-HE3 GSAMP 2006-HE3 A2D | 0.35 | -6.61 | 0.0162 | -0.0018 | ||
| US12644WAT36 / CSMC Trust 2010-16 | 0.35 | 0.57 | 0.0161 | -0.0006 | ||
| US912810SD19 / United States Treas Bds Bond | 0.35 | -2.51 | 0.0161 | -0.0011 | ||
| US93363QAC24 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR15 2A | 0.35 | 0.29 | 0.0160 | -0.0006 | ||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.35 | 0.0160 | 0.0160 | |||
| US22822VAL53 / Crown Castle International Corp | 0.35 | 0.87 | 0.0159 | -0.0005 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.35 | 0.0159 | 0.0159 | |||
| US962166BY91 / Weyerhaeuser Co | 0.35 | 1.17 | 0.0158 | -0.0004 | ||
| TREASURY BILL 09/25 0.00000 / DBT (US912797PW16) | 0.34 | 0.0156 | 0.0156 | |||
| TREASURY BILL 09/25 0.00000 / DBT (US912797PW16) | 0.34 | 0.0156 | 0.0156 | |||
| US68403FAA49 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 4 1A1 | 0.34 | -1.74 | 0.0156 | -0.0009 | ||
| 952NPH004 / CREDIT SUISSE GROUP AG COCO JR SUB 144A | 0.34 | 0.00 | 0.0154 | -0.0006 | ||
| US35729TAA07 / Fremont Home Loan Trust, Series 2006-C, Class 1A1 | 0.33 | -0.89 | 0.0153 | -0.0007 | ||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 0.33 | 0.0152 | 0.0152 | |||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 0.33 | 0.0152 | 0.0152 | |||
| RFR USD SOFR/4.0535* 09/02/25-27Y* LCH / DIR (EZRQXB0T6JR0) | 0.33 | 0.0152 | 0.0152 | |||
| US3137A8VQ82 / Freddie Mac REMICS | 0.33 | 0.92 | 0.0151 | -0.0005 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.33 | 0.0151 | 0.0151 | |||
| US55275TAB44 / Mastr Asset Backed Securities Trust 2007-WMC1 | 0.33 | -0.91 | 0.0151 | -0.0007 | ||
| XS2404309754 / NPC UKRENERGO GOVT GUARANT REGS 11/28 6.875 | 0.33 | 3.50 | 0.0149 | -0.0001 | ||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 7A A 144A / ABS-CBDO (US03331FAA84) | 0.32 | -14.25 | 0.0147 | -0.0031 | ||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 7A A 144A / ABS-CBDO (US03331FAA84) | 0.32 | -14.25 | 0.0147 | -0.0031 | ||
| US07387YAE32 / BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE6 2A | 0.32 | -0.32 | 0.0145 | -0.0006 | ||
| US939336X573 / CORP CMO | 0.31 | -4.28 | 0.0144 | -0.0012 | ||
| US93364EAD67 / WaMu Asset-Backed Certificates WaMu Series 2007-HE3 Trust | 0.31 | -1.26 | 0.0144 | -0.0008 | ||
| US007036TD80 / ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 10 2A1 | 0.31 | -1.27 | 0.0143 | -0.0007 | ||
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A2A 144A / ABS-O (US17331QAB23) | 0.31 | -57.46 | 0.0143 | -0.0206 | ||
| TREASURY BILL 07/25 0.00000 / DBT (US912797LW51) | 0.31 | 0.0141 | 0.0141 | |||
| TREASURY BILL 07/25 0.00000 / DBT (US912797LW51) | 0.31 | 0.0141 | 0.0141 | |||
| RFR USD SOFR/4.04638 09/02/25-27Y* LCH / DIR (EZRQXB0T6JR0) | 0.30 | 0.0137 | 0.0137 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.30 | 0.0137 | 0.0137 | |||
| US64352VKC45 / New Century Home Equity Loan Trust, Series 2005-1, Class M3 | 0.30 | 0.34 | 0.0136 | -0.0005 | ||
| US23345WAA36 / DT Auto Owner Trust 2023-3 | 0.30 | -82.65 | 0.0135 | -0.0675 | ||
| US02146TAG22 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 24CB A7 | 0.29 | -2.02 | 0.0134 | -0.0008 | ||
| 952NPGII8 / CREDIT SUISSE GP AG COCO JRSUB 144A RVC | 0.29 | 0.00 | 0.0132 | -0.0005 | ||
| BOUGHT TWD SOLD USD 20250709 / DFE (000000000) | 0.29 | 0.0132 | 0.0132 | |||
| BOUGHT TWD SOLD USD 20250709 / DFE (000000000) | 0.29 | 0.0132 | 0.0132 | |||
| US3132XWE647 / Freddie Mac Gold Pool | 0.29 | -1.04 | 0.0131 | -0.0007 | ||
| US81377AAE29 / SECURITIZED ASSET BACKED RECEI SABR 2006 HE2 A2D | 0.28 | -0.70 | 0.0131 | -0.0006 | ||
| US05952DAR98 / BANC OF AMERICA FUNDING CORPOR BAFC 2007 A 2A5 | 0.28 | -4.38 | 0.0130 | -0.0012 | ||
| US86364YAA29 / STRUCTURED ADJUSTABLE RATE MOR SARM 2007 11 1A1 | 0.28 | -6.27 | 0.0130 | -0.0014 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.28 | 0.0129 | 0.0129 | |||
| RADMFXNT TRS EQUITY FEDL01+53 BPS / DE (000000000) | 0.28 | 0.0128 | 0.0128 | |||
| US35729TAD46 / FREMONT HOME LOAN TRUST FHLT 2006 C 2A2 | 0.28 | -0.71 | 0.0128 | -0.0006 | ||
| US43710XAE85 / HOME EQUITY LOAN TRUST HELT 2007 FRE1 2AV4 | 0.28 | 0.36 | 0.0127 | -0.0005 | ||
| XS2066217295 / CORDATUS CLO PLC CORDA 5A ARR 144A | 0.28 | -25.88 | 0.0126 | -0.0050 | ||
| US61749BAF04 / MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2D | 0.27 | -2.49 | 0.0126 | -0.0008 | ||
| US404280CH04 / HSBC Holdings PLC | 0.27 | 1.86 | 0.0126 | -0.0003 | ||
| EXETER AUTOMOBILE RECEIVABLES EART 2024 1A A3 / ABS-O (US30167PAC41) | 0.27 | -66.75 | 0.0126 | -0.0266 | ||
| US32027NWP22 / FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF10 A5 | 0.27 | -2.85 | 0.0125 | -0.0009 | ||
| 952NPG006 / CREDIT SUISSE GROUP AG JR SUB 144A | 0.27 | 0.00 | 0.0124 | -0.0005 | ||
| US41161PYZ07 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 3A1A | 0.27 | -0.74 | 0.0124 | -0.0006 | ||
| US05950PAK93 / BANC OF AMERICA FUNDING CORPOR BAFC 2006 H 4A1 | 0.27 | -0.74 | 0.0123 | -0.0006 | ||
| ERADXULT TRS EQUITY SOFR+70 MEI / DE (000000000) | 0.27 | 0.0122 | 0.0122 | |||
| ERADXULT TRS EQUITY SOFR+70 MEI / DE (000000000) | 0.27 | 0.0122 | 0.0122 | |||
| US539439AT62 / Lloyds Banking Group PLC | 0.27 | 0.38 | 0.0122 | -0.0004 | ||
| ERADXULT TRS EQUITY FEDL01+94 MYI / DE (000000000) | 0.26 | 0.0121 | 0.0121 | |||
| RFR USD SOFR/3.50000 12/20/23-7Y CME / DIR (EZPR4RDSDSJ6) | 0.26 | -78.84 | 0.0117 | -0.0459 | ||
| RFR USD SOFR/3.50000 12/20/23-7Y CME / DIR (EZPR4RDSDSJ6) | 0.26 | -78.84 | 0.0117 | -0.0459 | ||
| US209111FX66 / Consolidated Edison Co of New York Inc | 0.26 | 1.59 | 0.0117 | -0.0003 | ||
| US93934FJQ63 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR1 A1A | 0.25 | -0.78 | 0.0116 | -0.0006 | ||
| US761118CX47 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QS10 3A1 | 0.25 | -4.87 | 0.0116 | -0.0011 | ||
| US073879GZ57 / Bear Stearns Asset Backed Securities Trust 2004-2 | 0.25 | -14.53 | 0.0116 | -0.0025 | ||
| AU3FN0029609 / AAI Ltd | 0.25 | 0.00 | 0.0116 | -0.0004 | ||
| US93363RAA41 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 1A | 0.25 | -3.46 | 0.0115 | -0.0009 | ||
| VITALITY RE XVI LTD UNSECURED 144A 01/30 VAR / DBT (US92849FAC23) | 0.25 | 0.00 | 0.0115 | -0.0004 | ||
| US073871AE56 / BEAR STEARNS ALT A TRUST BALTA 2006 4 13A1 | 0.25 | -1.19 | 0.0114 | -0.0006 | ||
| ERADXULT TRS EQUITY SOFR+97 MYI / DE (000000000) | 0.25 | 0.0114 | 0.0114 | |||
| US3138A36Z55 / FNMA POOL AH2687 FN 01/41 FIXED 4.5 | 0.25 | -1.19 | 0.0114 | -0.0006 | ||
| US61750MAE57 / MSAC 2006-HE7 A2C | 0.25 | -2.75 | 0.0114 | -0.0008 | ||
| US75406WAE12 / RESIDENTIAL ASSET SECURITIES C RASC 2006 KS6 M1 | 0.25 | -4.67 | 0.0112 | -0.0010 | ||
| US225401AP33 / Credit Suisse Group AG | 0.24 | 1.24 | 0.0112 | -0.0003 | ||
| US761136AA85 / RESIDENTIAL ASSET SECURITIZATI RAST 2007 A1 A1 | 0.24 | -2.40 | 0.0112 | -0.0007 | ||
| US144527AC22 / CARRINGTON MORTGAGE LOAN TRUST CARR 2007 FRE1 A3 | 0.24 | -3.23 | 0.0110 | -0.0008 | ||
| ZAG000077470 / Republic of South Africa Government Bond | 0.23 | -90.38 | 0.0107 | -0.1047 | ||
| BRIDGECREST LENDING AUTO SECUR BLAST 2024 1 A3 / ABS-O (US107933AC76) | 0.23 | -39.11 | 0.0107 | -0.0075 | ||
| US542512AA67 / Long Beach Mortgage Loan Trust 2006-11 | 0.23 | -0.88 | 0.0104 | -0.0005 | ||
| SAN DIEGO G + E 1ST MORTGAGE 04/54 5.55 / DBT (US797440CF91) | 0.23 | -0.44 | 0.0103 | -0.0004 | ||
| SAN DIEGO G + E 1ST MORTGAGE 04/54 5.55 / DBT (US797440CF91) | 0.23 | -0.44 | 0.0103 | -0.0004 | ||
| US3622MGAD03 / GSAMP Trust 2007-NC1 | 0.22 | 2.75 | 0.0103 | -0.0001 | ||
| US61753KAB26 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A2A | 0.22 | -0.90 | 0.0102 | -0.0005 | ||
| US68403HAA05 / Option One Mortgage Loan Trust, Series 2007-5, Class 1A1 | 0.22 | -1.78 | 0.0101 | -0.0006 | ||
| US542514RH93 / Long Beach Mortgage Loan Trust 2006-1 | 0.22 | -5.17 | 0.0101 | -0.0010 | ||
| US3140GSRX23 / FANNIE MAE POOL FN BH4101 | 0.22 | -0.90 | 0.0101 | -0.0005 | ||
| US86358BAT98 / STRUCTURED ASSET SECURITIES CO SASC 2007 WF1 A6 | 0.22 | -6.01 | 0.0101 | -0.0011 | ||
| US617526AA61 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A1 | 0.22 | -2.26 | 0.0099 | -0.0006 | ||
| US42225UAL89 / Healthcare Realty Holdings LP | 0.22 | 1.42 | 0.0099 | -0.0002 | ||
| US93935KAB61 / WASHINGTON MUTUAL ASSET BACKED WMABS 2007 HE1 2A1 | 0.21 | -0.93 | 0.0098 | -0.0005 | ||
| US07274EAL74 / BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.5% 11-21-33 | 0.21 | 1.90 | 0.0098 | -0.0002 | ||
| US61749JAT34 / MORGAN STANLEY MORTGAGE LOAN T MSM 2006 7 5A3 | 0.21 | -8.97 | 0.0098 | -0.0014 | ||
| US73316MAE75 / POPULAR ABS MORTGAGE PASS THRO POPLR 2006 C M1 | 0.21 | -1.84 | 0.0098 | -0.0006 | ||
| CPS AUTO TRUST CPS 2024 A A 144A / ABS-O (US22411CAA80) | 0.21 | -64.49 | 0.0098 | -0.0187 | ||
| US23245CAA80 / COUNTRYWIDE ASSET-BACKED CERTIFICATES SER 2007-1 CL 1A V/R REGD 1.84800000 | 0.21 | -3.23 | 0.0097 | -0.0007 | ||
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A2 144A / ABS-O (US30336CAC91) | 0.21 | -33.55 | 0.0096 | -0.0053 | ||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A2 144A / ABS-O (US78435VAB80) | 0.21 | -72.30 | 0.0095 | -0.0263 | ||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A2 144A / ABS-O (US78435VAB80) | 0.21 | -72.30 | 0.0095 | -0.0263 | ||
| US29444UBL98 / Equinix, Inc. | 0.21 | 1.97 | 0.0095 | -0.0002 | ||
| US9497EMAJ40 / WELLS FARGO HOME EQUITY TRUST WFHET 2005 4 M3 | 0.21 | -18.58 | 0.0095 | -0.0026 | ||
| US66989EAA38 / NovaStar Mortgage Funding Trust Series 2007-2 | 0.21 | -6.36 | 0.0095 | -0.0010 | ||
| JACKSON NATL LIFE GLOBAL SECURED 144A 01/30 5.35 / DBT (US46849LVE81) | 0.21 | 0.49 | 0.0094 | -0.0003 | ||
| H / Hyatt Hotels Corporation | 0.21 | 1.99 | 0.0094 | -0.0002 | ||
| US715638CE05 / REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94 | 0.20 | 0.0094 | 0.0094 | |||
| US715638CE05 / REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94 | 0.20 | 0.0094 | 0.0094 | |||
| US404280CF48 / HSBC Holdings PLC | 0.20 | 1.50 | 0.0093 | -0.0002 | ||
| US36241KZ350 / Ginnie Mae I Pool | 0.20 | -1.47 | 0.0092 | -0.0005 | ||
| US74922QAB86 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA8 A2 | 0.20 | -1.48 | 0.0092 | -0.0005 | ||
| US617526AB45 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A2FP | 0.20 | -1.49 | 0.0091 | -0.0005 | ||
| US12628LAJ98 / CSAB MORTGAGE-BACKED TRUST 2006-4 SER 2006-4 CL A6A S/UP REGD 5.68370000 | 0.20 | -2.96 | 0.0091 | -0.0006 | ||
| US12668BBN29 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 81 A1 | 0.20 | -3.94 | 0.0090 | -0.0007 | ||
| US44328BAD01 / HSI ASSET SECURITIZATION CORPO HASC 2006 HE2 2A2 | 0.19 | -1.52 | 0.0089 | -0.0005 | ||
| US92927XAE40 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY6 2A3 | 0.19 | -2.05 | 0.0088 | -0.0005 | ||
| US52520QAB05 / LEHMAN MORTGAGE TRUST LMT 2006 7 1A2 | 0.19 | -0.52 | 0.0087 | -0.0004 | ||
| US92922F7Q56 / WaMu Mortgage Pass-Through Certificates Series 2005-AR17 Trust | 0.19 | 0.00 | 0.0087 | -0.0004 | ||
| US86358ETJ54 / STRUCTURED ASSET INVESTMENT LO SAIL 2005 5 M4 | 0.19 | -5.13 | 0.0085 | -0.0008 | ||
| US126670KK30 / Countrywide Asset-Backed Certificates, Series 2005-AB4, Class 2A1 | 0.18 | -1.08 | 0.0084 | -0.0004 | ||
| US81375WFJ09 / SECURITIZED ASSET BACKED RECEI SABR 2005 FR4 M2 | 0.18 | -3.72 | 0.0083 | -0.0006 | ||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.18 | 0.0083 | 0.0083 | |||
| US41162DAA72 / HarborView Mortgage Loan Trust 2006-12 | 0.18 | -1.10 | 0.0083 | -0.0004 | ||
| US59024LAD38 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 HE2 A2C | 0.18 | -1.13 | 0.0081 | -0.0004 | ||
| US68389FGK49 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 1 M1 | 0.18 | -5.41 | 0.0080 | -0.0008 | ||
| US040104EN75 / ARGENT SECURITIES INC. ARSI 2003 W10 M1 | 0.17 | -1.14 | 0.0080 | -0.0004 | ||
| US30212PBH73 / Expedia Group Inc | 0.17 | 1.78 | 0.0079 | -0.0002 | ||
| US84751XAC65 / SPECIALTY UNDERWRITING + RESID SURF 2006 AB3 A2B | 0.17 | 0.00 | 0.0079 | -0.0003 | ||
| US61749NAD93 / MORGAN STANLEY CAPITAL INC MSAC 2006 HE5 A2C | 0.17 | -0.58 | 0.0078 | -0.0004 | ||
| US84751PKW85 / SPECIALTY UNDERWRITING + RESID SURF 2006 AB1 A4 | 0.17 | -1.76 | 0.0077 | -0.0004 | ||
| ZCS BRL 13.3537 05/12/25-01/02/29 CME / DIR (EZSPJ72GL6V3) | 0.17 | 0.0076 | 0.0076 | |||
| ZCS BRL 13.3537 05/12/25-01/02/29 CME / DIR (EZSPJ72GL6V3) | 0.17 | 0.0076 | 0.0076 | |||
| US83613DAA46 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT2 1A1 | 0.17 | -1.19 | 0.0076 | -0.0004 | ||
| US362341BT57 / GSAMP TRUST GSAMP 2005 HE3 M4 | 0.17 | -3.51 | 0.0076 | -0.0006 | ||
| US93935HAH03 / Washington Mutual Mortgage Pass-Through Certificates WMALT Series Trust | 0.16 | -2.40 | 0.0075 | -0.0005 | ||
| US12667GZB21 / Alternative Loan Trust 2005-31 | 0.16 | -0.61 | 0.0074 | -0.0004 | ||
| US3132VP5V63 / FED HM LN PC POOL Q63559 FG 05/49 FIXED 3.5 | 0.16 | -0.61 | 0.0074 | -0.0004 | ||
| OIS COP IBR/7.49800 11/25/24-3Y* CME / DIR (EZK9X312V5L2) | 0.16 | -9.04 | 0.0074 | -0.0011 | ||
| OIS COP IBR/7.49800 11/25/24-3Y* CME / DIR (EZK9X312V5L2) | 0.16 | -9.04 | 0.0074 | -0.0011 | ||
| US320516AA56 / First Horizon Alternative Mortgage Securities Trust 2006-AA3 | 0.16 | -2.45 | 0.0073 | -0.0005 | ||
| US74924EAA55 / RALI Series 2007-QH8 Trust | 0.16 | -3.07 | 0.0072 | -0.0005 | ||
| US05401AAM36 / Avolon Holdings Funding Ltd | 0.16 | -59.49 | 0.0072 | -0.0114 | ||
| US12668AHE82 / Alternative Loan Trust 2005-56 | 0.16 | 1.29 | 0.0072 | -0.0002 | ||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0.16 | 0.0072 | 0.0072 | |||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0.16 | 0.0072 | 0.0072 | |||
| NDDUEAFE TRS EQUITY SOFR+28 MYI / DE (000000000) | 0.16 | 0.0071 | 0.0071 | |||
| US126697AA90 / CWABS ASSET-BACKED CERTIFICATES TRUST 2007-12 SER 2007-12 CL 1A1 V/R REGD 2.44800000 | 0.15 | -2.53 | 0.0071 | -0.0005 | ||
| US12668JAA43 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 QH2 A1 144A | 0.15 | -0.65 | 0.0071 | -0.0003 | ||
| US17309BAL18 / Citigroup Mortgage Loan Trust, Series 2006-WF2, Class A1 | 0.15 | -2.55 | 0.0070 | -0.0005 | ||
| US152314JV38 / Centex Home Equity | 0.15 | -2.63 | 0.0068 | -0.0004 | ||
| US00437NAD49 / Accredited Mortgage Loan Trust 2006-2 | 0.15 | -13.95 | 0.0068 | -0.0014 | ||
| US00443PAD15 / ACE SECURITIES CORP. ACE 2007 HE2 A2C | 0.15 | -0.67 | 0.0068 | -0.0003 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.15 | 0.0067 | 0.0067 | |||
| US41161PLR28 / HARBORVIEW MORTGAGE LOAN TRUST 2005-2 SER 2005-2 CL 2A1A V/R REGD 2.17325000 | 0.15 | -4.58 | 0.0067 | -0.0006 | ||
| US026935AH97 / AMERICAN HOME MORTGAGE ASSETS AHMA 2007 3 21A1 | 0.14 | -3.38 | 0.0066 | -0.0005 | ||
| US1266735Z13 / COUNTRYWIDE ASSET BACKED CERTI CWL 2005 8 M6 | 0.14 | 0.00 | 0.0066 | -0.0003 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.14 | 0.0066 | 0.0066 | |||
| US12544PAA03 / COUNTRYWIDE HOME LOANS CWHL 2007 19 1A1 | 0.14 | -2.05 | 0.0066 | -0.0004 | ||
| US38380VEU17 / GOVERNMENT NATIONAL MORTGAGE A GNR 2018 19 WF | 0.14 | -3.42 | 0.0065 | -0.0005 | ||
| US36298GAA76 / GSPA MONETIZATION TRUST PASS THRU CE 144A 10/29 6.422 | 0.14 | -4.08 | 0.0065 | -0.0005 | ||
| US576449AB88 / MASTR Asset-Backed Securities Trust, Series 2006-HE4, Class A2 | 0.14 | -2.10 | 0.0064 | -0.0004 | ||
| US02150DAA37 / Alternative Loan Trust, Series 2007-OA4, Class A1 | 0.14 | -0.72 | 0.0063 | -0.0003 | ||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | 0.14 | 0.0062 | 0.0062 | |||
| US12668AZ650 / Alternative Loan Trust 2005-65CB | 0.13 | -4.29 | 0.0062 | -0.0005 | ||
| US57643LEA08 / MASTR ASSET BACKED SECURITIES MABS 2004 FRE1 M7 | 0.13 | -1.47 | 0.0061 | -0.0003 | ||
| US59023AAC09 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 MLN1 A2B | 0.13 | -12.00 | 0.0061 | -0.0011 | ||
| US46651QAA58 / JP Morgan Chase Commercial Mortgage Securities Trust 2019-FL12 | 0.13 | -2.22 | 0.0061 | -0.0004 | ||
| 952NPHII6 / CREDIT SUISSE GROUP AG COCO JR SUB REGS | 0.13 | 0.00 | 0.0060 | -0.0002 | ||
| US225458W877 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 8 1A1 | 0.13 | -2.24 | 0.0060 | -0.0004 | ||
| US3622MAAD33 / GSAMP Trust 2007-FM1 | 0.13 | 0.00 | 0.0060 | -0.0003 | ||
| BOUGHT BRL SOLD USD 20250804 / DFE (000000000) | 0.13 | 0.0059 | 0.0059 | |||
| US437084QA78 / Home Equity Asset Trust | 0.13 | -7.30 | 0.0058 | -0.0007 | ||
| US41161PVF79 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 12 1A1A | 0.13 | -7.35 | 0.0058 | -0.0007 | ||
| US3137AFHT27 / FREDDIE MAC FHR 3922 GS | 0.13 | 1.61 | 0.0058 | -0.0001 | ||
| US3140H37E09 / Fannie Mae Pool | 0.12 | -2.36 | 0.0057 | -0.0003 | ||
| US45254NLJ45 / IMPAC CMB TRUST SERIES 2004-10 SER 2004-10 CL 1A1 V/R REGD 2.34800000 | 0.12 | -1.59 | 0.0057 | -0.0003 | ||
| US3140GUMA21 / Federal National Mortgage Association | 0.12 | -1.59 | 0.0057 | -0.0003 | ||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.12 | 0.0056 | 0.0056 | |||
| US36296QZF98 / GNMA POOL 698342 GN 05/39 FIXED 5 | 0.12 | -1.63 | 0.0056 | -0.0003 | ||
| 952NPL005 / CREDIT SUISSE GROUP AG COCO JR SUB 144A | 0.12 | 0.00 | 0.0055 | -0.0002 | ||
| US92925CDA71 / WaMu Mortgage Pass-Through Certificates Series 2006-AR3 Trust | 0.12 | -3.23 | 0.0055 | -0.0004 | ||
| US25151KAC36 / Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-3, Class 2A1 | 0.12 | -3.25 | 0.0055 | -0.0004 | ||
| US55275RAD44 / MASTR ASSET BACKED SECURITIES MABS 2006 NC3 A4 | 0.12 | -0.83 | 0.0055 | -0.0003 | ||
| US842587DE49 / Southern Co. (The), Series A | 0.12 | 1.71 | 0.0055 | -0.0001 | ||
| US576433UF13 / MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 3A1 | 0.12 | -2.48 | 0.0054 | -0.0003 | ||
| US41164YAB74 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 4 2A1 | 0.12 | -0.84 | 0.0054 | -0.0003 | ||
| US61753EAB65 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A2B | 0.12 | 0.00 | 0.0054 | -0.0002 | ||
| US12639PAA66 / CSMC Mortgage-Backed Trust 2007-6 | 0.12 | -1.69 | 0.0053 | -0.0003 | ||
| US167736YV37 / CHICAGO IL WTR REVENUE CHIWTR 11/29 FIXED 6.642 | 0.11 | 0.00 | 0.0052 | -0.0002 | ||
| US125432AE49 / COUNTRYWIDE HOME LOANS CWHL 2006 12 A1 | 0.11 | -2.59 | 0.0052 | -0.0003 | ||
| US23292HAB78 / DLLAA 2023-1 LLC | 0.11 | -68.36 | 0.0052 | -0.0117 | ||
| US74922QAA04 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA8 A1 | 0.11 | -0.90 | 0.0050 | -0.0003 | ||
| US45660LMG13 / IndyMac INDX Mortgage Loan Trust 2005-AR12 | 0.11 | -0.91 | 0.0050 | -0.0003 | ||
| US86358EDG89 / STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC9 2A | 0.11 | -11.48 | 0.0050 | -0.0009 | ||
| US86358EEC66 / STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC8 M3 | 0.11 | 0.00 | 0.0050 | -0.0002 | ||
| RADMFXNT TRS EQUITY FEDL01+34 BPS / DE (000000000) | 0.11 | 0.0050 | 0.0050 | |||
| US3622ECAF39 / GSAA HOME EQUITY TRUST GSAA 2007 5 2A3A | 0.11 | -1.83 | 0.0049 | -0.0003 | ||
| US452152FA44 / State of Illinois General Obligation Unlimited | 0.11 | -8.70 | 0.0048 | -0.0006 | ||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.10 | 0.0047 | 0.0047 | |||
| US17311BAB99 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A2B | 0.10 | -0.96 | 0.0047 | -0.0003 | ||
| US39539GAA04 / GREENPOINT MORTGAGE FUNDING TR GPMF 2006 OH1 A1 | 0.10 | -1.92 | 0.0047 | -0.0002 | ||
| US251510LD38 / Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2006-AR1 | 0.10 | -1.92 | 0.0047 | -0.0003 | ||
| US12669LAD29 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 6 2A3 | 0.10 | -1.92 | 0.0047 | -0.0003 | ||
| US3140JGR644 / Fannie Mae Pool | 0.10 | -0.98 | 0.0047 | -0.0002 | ||
| US31418CU779 / FANNIE MAE 3.50% 03/01/2048 FNMA | 0.10 | -1.94 | 0.0047 | -0.0003 | ||
| PARIBAS REPO / RA (000000000) | 0.10 | 0.0046 | 0.0046 | |||
| PARIBAS REPO / RA (000000000) | 0.10 | 0.0046 | 0.0046 | |||
| US23332QAA13 / DSLA MORTGAGE LOAN TRUST DSLA 2006 AR2 1A1A | 0.10 | -1.98 | 0.0046 | -0.0003 | ||
| US36179QUQ27 / GNMA II POOL MA2391 G2 11/44 FLOATING VAR | 0.10 | 0.00 | 0.0045 | -0.0002 | ||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.10 | 0.0045 | 0.0045 | |||
| ERADXULT TRS EQUITY FEDL01+109 MBC / DE (000000000) | 0.10 | 0.0045 | 0.0045 | |||
| US86361HAB06 / STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR7 A1BG | 0.10 | -2.02 | 0.0044 | -0.0003 | ||
| US61915RAU05 / MortgageIT Trust 2005-5 | 0.10 | -6.80 | 0.0044 | -0.0005 | ||
| US17313QAL23 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA | 0.10 | -4.00 | 0.0044 | -0.0004 | ||
| ERAUSLT TRS EQUITY SOFR+53 MYI / DE (000000000) | 0.10 | 0.0044 | 0.0044 | |||
| ERAUSLT TRS EQUITY SOFR+53 MYI / DE (000000000) | 0.10 | 0.0044 | 0.0044 | |||
| US92922F4C97 / WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR14, Class 1A3 | 0.10 | -1.04 | 0.0044 | -0.0002 | ||
| US92925VAP58 / WaMu Mortgage Pass-Through Certificates Series 2007-HY1 Trust | 0.10 | -2.06 | 0.0044 | -0.0003 | ||
| US3132LAY638 / FED HM LN PC POOL V85233 FG 03/49 FIXED 4 | 0.09 | -6.00 | 0.0044 | -0.0005 | ||
| US45660LGV53 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR5 4A1 | 0.09 | 1.08 | 0.0043 | -0.0001 | ||
| US912810SC36 / United States Treas Bds Bond | 0.09 | -2.08 | 0.0043 | -0.0003 | ||
| US542514UL68 / LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 3 2A4 | 0.09 | -2.08 | 0.0043 | -0.0003 | ||
| US61753EAC49 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A2C | 0.09 | 0.00 | 0.0043 | -0.0002 | ||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.09 | 0.0042 | 0.0042 | |||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.09 | 0.0042 | 0.0042 | |||
| US912810SJ88 / United States Treas Bds Bond | 0.09 | -2.15 | 0.0042 | -0.0003 | ||
| RFR USD SOFR/4.07100 01/15/25-10Y LCH / DIR (EZZWCBP8MVY9) | 0.09 | 200.00 | 0.0042 | 0.0027 | ||
| US749241AA33 / RALI Series 2007-QH9 Trust | 0.09 | -2.17 | 0.0042 | -0.0003 | ||
| US41162DAD12 / HarborView Mortgage Loan Trust 2006-12 | 0.09 | -2.17 | 0.0042 | -0.0002 | ||
| US912810TT51 / United States Treasury Note/Bond | 0.09 | -3.26 | 0.0041 | -0.0003 | ||
| US74958XAB01 / RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 SA2 2A1 | 0.09 | -1.14 | 0.0040 | -0.0002 | ||
| US12566VAJ17 / CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A4 1A9 | 0.09 | -5.49 | 0.0040 | -0.0004 | ||
| ERAUSST TRS EQUITY SOFR+40 MBC / DE (000000000) | 0.09 | 0.0040 | 0.0040 | |||
| ERAUSST TRS EQUITY SOFR+40 MBC / DE (000000000) | 0.09 | 0.0040 | 0.0040 | |||
| US69337BAA26 / PHH Alternative Mortgage Trust Series 2007-1 | 0.09 | 0.00 | 0.0039 | -0.0002 | ||
| RU20INTR TRS EQUITY SOFR+16 BPS / DE (000000000) | 0.09 | 0.0039 | 0.0039 | |||
| US542512AD07 / Long Beach Mortgage Loan Trust 2006-11 | 0.09 | -1.16 | 0.0039 | -0.0002 | ||
| US45071KDD37 / IXIS Real Estate Capital Trust 2006-HE1 | 0.09 | -2.30 | 0.0039 | -0.0002 | ||
| US75970JAF30 / RENAISSANCE HOME EQUITY LOAN T RAMC 2007 1 AF3 | 0.09 | -10.53 | 0.0039 | -0.0007 | ||
| US66988WAD83 / NovaStar Mortgage Funding Trust, Series 2006-3 | 0.08 | 1.20 | 0.0039 | -0.0001 | ||
| US61753EAD22 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A2D | 0.08 | 0.00 | 0.0039 | -0.0001 | ||
| US3623417Z67 / GSR MORTGAGE LOAN TRUST GSR 2006 1F 5A1 | 0.08 | -4.55 | 0.0039 | -0.0003 | ||
| US452152GS43 / Illinois, General Obligation Bonds, Taxable Build America Bonds | 0.08 | -1.18 | 0.0039 | -0.0002 | ||
| US93935HAB33 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 7 A1B | 0.08 | -2.35 | 0.0038 | -0.0002 | ||
| US45661KAD28 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR11 2A1 | 0.08 | -1.19 | 0.0038 | -0.0002 | ||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.08 | 0.0038 | 0.0038 | |||
| US78420MAB54 / SG MORTGAGE SECURITIES TRUST SGMS 2006 OPT2 A2 | 0.08 | 0.00 | 0.0038 | -0.0002 | ||
| US03072SVS12 / AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R10 M2 | 0.08 | 0.00 | 0.0037 | -0.0001 | ||
| REACH FINANCIAL LLC REACH 2024 1A A 144A / ABS-O (US75526PAA93) | 0.08 | -41.18 | 0.0037 | -0.0028 | ||
| US3138EKW351 / Fannie Mae Pool | 0.08 | -2.44 | 0.0037 | -0.0003 | ||
| US76112B2D12 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 RS2 A3A | 0.08 | -3.70 | 0.0036 | -0.0003 | ||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.08 | 0.0036 | 0.0036 | |||
| US3140GYJX82 / Fannie Mae Pool | 0.08 | -2.53 | 0.0036 | -0.0002 | ||
| US93364EAA29 / WaMu Asset-Backed Certificates WaMu Series 2007-HE3 Trust | 0.08 | -2.53 | 0.0035 | -0.0002 | ||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.08 | 0.0035 | 0.0035 | |||
| US751152AB50 / RALI 2006 QA7 2A1 | 0.08 | -2.53 | 0.0035 | -0.0003 | ||
| BOUGHT PEN SOLD USD 20250703 / DFE (000000000) | 0.08 | 0.0035 | 0.0035 | |||
| BOUGHT PEN SOLD USD 20250703 / DFE (000000000) | 0.08 | 0.0035 | 0.0035 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.08 | 0.0035 | 0.0035 | |||
| US12669HAA77 / Countrywide Asset-Backed Certificates | 0.08 | 0.00 | 0.0035 | -0.0001 | ||
| US12668UAG67 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 3 2A3 | 0.08 | -1.30 | 0.0035 | -0.0002 | ||
| US43739EAQ08 / HOMEBANC MORTGAGE TRUST HMBT 2005 1 A2 | 0.07 | -2.63 | 0.0034 | -0.0002 | ||
| US03072SUQ64 / AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R9 M3 | 0.07 | -57.47 | 0.0034 | -0.0049 | ||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.07 | 0.0034 | 0.0034 | |||
| US12543XAG16 / COUNTRYWIDE HOME LOANS CWHL 2006 19 1A7 | 0.07 | -1.35 | 0.0034 | -0.0002 | ||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.07 | 0.0034 | 0.0034 | |||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.07 | 0.0034 | 0.0034 | |||
| US41161PSK02 / HarborView Mortgage Loan Trust 2005-9 | 0.07 | -3.95 | 0.0034 | -0.0003 | ||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.07 | 0.0033 | 0.0033 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.07 | 0.0033 | 0.0033 | |||
| US12544AAW53 / COUNTRYWIDE HOME LOANS CWHL 2006 20 1A21 | 0.07 | -2.74 | 0.0033 | -0.0002 | ||
| US81744FCH82 / SEQUOIA MORTGAGE TRUST SEMT 2004 6 A2 | 0.07 | -2.74 | 0.0033 | -0.0002 | ||
| US88522XAC56 / Thornburg Mortgage Securities Trust 2007-3 | 0.07 | -10.26 | 0.0032 | -0.0005 | ||
| US16163CAN20 / CHASE MORTGAGE FINANCE CORPORA CHASE 2006 A1 4A1 | 0.07 | -5.56 | 0.0031 | -0.0003 | ||
| RADMFXNT TRS EQUITY FEDL01+48 BPS / DE (000000000) | 0.07 | 0.0031 | 0.0031 | |||
| US74922MAA99 / RALI Trust, Series 2006-QA6, Class A1 | 0.07 | -1.47 | 0.0031 | -0.0002 | ||
| US3137A9D525 / Freddie Mac REMICS | 0.07 | -2.94 | 0.0031 | -0.0002 | ||
| US61757MAA62 / MORGAN STANLEY CAPITAL INC MSAC 2007 SEA1 1A1 144A | 0.07 | -1.49 | 0.0031 | -0.0002 | ||
| US93935LAB45 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR8 2A | 0.07 | -1.49 | 0.0031 | -0.0002 | ||
| US12667GHG10 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J5 1A7 | 0.07 | -1.49 | 0.0030 | -0.0002 | ||
| NDDUEAFE TRS EQUITY SOFR+30 GST / DE (000000000) | 0.07 | 0.0030 | 0.0030 | |||
| US12666BAA35 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 22 1A | 0.07 | 0.00 | 0.0030 | -0.0001 | ||
| US31659TEY73 / FIELDSTONE MORTGAGE INVESTMENT TRUST SERIES 2006-1 | 0.07 | -1.52 | 0.0030 | -0.0002 | ||
| US75971FAD50 / RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1 | 0.06 | -1.54 | 0.0030 | -0.0002 | ||
| US23243WAA62 / CWABS Asset-Backed Certificates Trust 2006-18 | 0.06 | 0.00 | 0.0029 | -0.0001 | ||
| US17310UAB89 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR1 A2 | 0.06 | -3.08 | 0.0029 | -0.0002 | ||
| US75115BAB53 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA5 1A2 | 0.06 | -3.08 | 0.0029 | -0.0002 | ||
| US31419BMQ58 / FNMA POOL AE1266 FN 09/41 FIXED 4.5 | 0.06 | -4.62 | 0.0029 | -0.0003 | ||
| US94985GAH92 / Wells Fargo Alternative Loan 2007-PA3 Trust | 0.06 | 0.00 | 0.0028 | -0.0001 | ||
| US3622MGAB47 / GSAMP TRUST GSAMP 2007 NC1 A2A | 0.06 | 3.33 | 0.0028 | -0.0000 | ||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.06 | 0.0028 | 0.0028 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.06 | 0.0028 | 0.0028 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.06 | 0.0028 | 0.0028 | |||
| US3128MJ2X72 / Freddie Mac Gold Pool | 0.06 | -1.61 | 0.0028 | -0.0002 | ||
| INF SWAP US IT 2.58125 05/16/25-5Y LCH / DIR (EZ4DL37DCX93) | 0.06 | 0.0028 | 0.0028 | |||
| US92927XAC83 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY6 2A1 | 0.06 | -3.23 | 0.0028 | -0.0002 | ||
| US3622ECAA42 / GSAA Home Equity Trust, Series 2007-5, Class 1AV1 | 0.06 | -3.28 | 0.0027 | -0.0002 | ||
| US31397U3F44 / FNR 2011-60 OA 8/39 | 0.06 | -1.67 | 0.0027 | -0.0002 | ||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | 0.06 | 0.0027 | 0.0027 | |||
| US31397KC909 / Freddie Mac REMICS | 0.06 | -3.39 | 0.0026 | -0.0002 | ||
| US12668BDC46 / Alternative Loan Trust 2005-76 | 0.06 | -5.00 | 0.0026 | -0.0002 | ||
| RFR USD SOFR/4.09000 01/22/25-10Y LCH / DIR (EZFR659WJHH9) | 0.06 | 24.44 | 0.0026 | 0.0004 | ||
| RFR USD SOFR/4.09000 01/22/25-10Y LCH / DIR (EZFR659WJHH9) | 0.06 | 24.44 | 0.0026 | 0.0004 | ||
| US677632PA36 / OHIO ST UNIV OHSHGR 06/11 FIXED OID 4.8 | 0.06 | -1.75 | 0.0026 | -0.0002 | ||
| US45660KAA97 / IndyMac INDX Mortgage Loan Trust 2006-AR39 | 0.05 | -3.57 | 0.0025 | -0.0002 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.05 | 0.0025 | 0.0025 | |||
| US281020AN70 / EDISON INTERNATIONAL SR UNSECURED 06/27 5.75 | 0.05 | 0.00 | 0.0025 | -0.0001 | ||
| BANK OF AMERICA CORPORATION SNR S* ICE / DCR (EZJY8RTJK2L1) | 0.05 | -8.47 | 0.0025 | -0.0003 | ||
| EZ0J4QT7NLJ9 / VOLKSWAGEN INTERNATIONAL FINA SNR SE ICE | 0.05 | -29.33 | 0.0024 | -0.0012 | ||
| BOUGHT TRY SOLD USD 20250729 / DFE (000000000) | 0.05 | 0.0024 | 0.0024 | |||
| US452152BM28 / State of Illinois General Obligation Unlimited | 0.05 | 0.00 | 0.0024 | -0.0001 | ||
| US362375AD97 / GSAA HOME EQUITY TRUST GSAA 2006 10 AF4 | 0.05 | -1.89 | 0.0024 | -0.0002 | ||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.05 | 0.0024 | 0.0024 | |||
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 7 B / ABS-O (US69548RAB06) | 0.05 | -91.53 | 0.0024 | -0.0263 | ||
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 7 B / ABS-O (US69548RAB06) | 0.05 | -91.53 | 0.0024 | -0.0263 | ||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.05 | 0.0024 | 0.0024 | |||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.05 | 0.0024 | 0.0024 | |||
| RFR USD SOFR/3.98235 12/02/24-2Y* LCH / DIR (EZ1P2MZR4KH2) | 0.05 | -51.43 | 0.0024 | -0.0027 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.05 | 0.0024 | 0.0024 | |||
| US85573MAA71 / STARWOOD MORTGAGE RESIDENTIAL STAR 2020 3 A1 144A | 0.05 | -8.93 | 0.0023 | -0.0003 | ||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | 0.05 | 0.0023 | 0.0023 | |||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | 0.05 | 0.0023 | 0.0023 | |||
| US17309YAC12 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 FX1 A3 | 0.05 | -1.96 | 0.0023 | -0.0001 | ||
| US3132WPND57 / FGLMC 4.0 Q49387 LTV 07-01-47 | 0.05 | 0.00 | 0.0023 | -0.0001 | ||
| US16678RDL87 / CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 2A A2 144A | 0.05 | -3.85 | 0.0023 | -0.0002 | ||
| US86358EA977 / Structured Asset Investment Loan Trust 2006-1 | 0.05 | -1.96 | 0.0023 | -0.0002 | ||
| US12670FAA84 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 9 1A | 0.05 | -2.00 | 0.0023 | -0.0001 | ||
| US12668BB444 / Alternative Loan Trust, Series 2006-OA3, Class 1A1 | 0.05 | 0.00 | 0.0022 | -0.0001 | ||
| US31396XNT71 / FANNIE MAE FNR 2007 96 AF | 0.05 | -5.88 | 0.0022 | -0.0002 | ||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.05 | 0.0022 | 0.0022 | |||
| US3140XJNU38 / UMBS, 30 Year | 0.05 | -2.04 | 0.0022 | -0.0001 | ||
| US89176EAA82 / Towd Point Mortgage Trust 2018-1 | 0.05 | -17.54 | 0.0022 | -0.0006 | ||
| US251510CV37 / Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2005-1, Class 1A1 | 0.05 | -2.08 | 0.0022 | -0.0001 | ||
| US61745M4P58 / Morgan Stanley Mortgage Loan Trust 2005-3AR | 0.05 | -2.13 | 0.0021 | -0.0001 | ||
| US52522EAA73 / Lehman XS Trust, Series 2006-7, Class 1A1A | 0.05 | 0.00 | 0.0021 | -0.0001 | ||
| US02150JAV44 / Alternative Loan Trust 2007-9T1 | 0.05 | -4.17 | 0.0021 | -0.0002 | ||
| EZ897ZSH5V50 / HOCHTIEF AG SNR SE SP JPM | 0.05 | -26.98 | 0.0021 | -0.0009 | ||
| EZZVSNMRWDZ0 / GENERAL ELECTRIC COMPANY SNR S* ICE | 0.05 | -20.69 | 0.0021 | -0.0007 | ||
| US40430MAC10 / HSI ASSET SECURITIZATION CORPO HASC 2006 WMC1 A2 | 0.05 | -2.17 | 0.0021 | -0.0001 | ||
| US3622MGAC20 / GSAMP TRUST GSAMP 2007 NC1 A2B | 0.05 | 2.27 | 0.0021 | -0.0000 | ||
| US36190GAE89 / GSMSC Pass-Through Trust 2009-4R | 0.05 | -2.17 | 0.0021 | -0.0001 | ||
| US3136BBAR38 / Fannie Mae-Aces | 0.05 | -6.25 | 0.0021 | -0.0003 | ||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.05 | 0.0021 | 0.0021 | |||
| US040104MX65 / ARGENT MORTGAGE LOAN TRUST 2005-W1 SER 2005-W1 CL A1 V/R REGD 2.18800000 | 0.04 | -2.27 | 0.0020 | -0.0001 | ||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0.04 | 0.0020 | 0.0020 | |||
| US46629QAW69 / J.P. Morgan Mortgage Acquisition Trust 2006-Ch2 | 0.04 | -15.69 | 0.0020 | -0.0004 | ||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0.04 | 0.0020 | 0.0020 | |||
| RFR USD SOFR/3.97000 01/15/25-10Y LCH / DIR (EZZWCBP8MVY9) | 0.04 | 43.33 | 0.0020 | 0.0005 | ||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.04 | 0.0020 | 0.0020 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.04 | 0.0020 | 0.0020 | |||
| US55274QBB05 / MASTR ASSET SECURITIZATION TRU MASTR 2006 2 1A26 | 0.04 | -4.65 | 0.0019 | -0.0002 | ||
| US362334GR95 / GSAA Home Equity Trust, Series 2006-5, Class 2A1 | 0.04 | -2.38 | 0.0019 | -0.0001 | ||
| US45661VAA44 / IndyMac INDX Mortgage Loan Trust 2006-AR12 | 0.04 | -2.38 | 0.0019 | -0.0001 | ||
| US46632TAA34 / JP Morgan Mortgage Trust Series 2008-R2 | 0.04 | -2.38 | 0.0019 | -0.0001 | ||
| US32051GTX33 / FIRST HORIZON MORTGAGE PASS-THROUGH TRUST | 0.04 | -4.65 | 0.0019 | -0.0002 | ||
| US939346AA00 / Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR9 Trust | 0.04 | -4.76 | 0.0019 | -0.0002 | ||
| US74922PAC86 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA2 A3 | 0.04 | -4.76 | 0.0019 | -0.0002 | ||
| US31394TYD17 / Freddie Mac REMICS | 0.04 | -2.44 | 0.0019 | -0.0001 | ||
| US36296QK320 / Ginnie Mae I Pool | 0.04 | -2.50 | 0.0018 | -0.0001 | ||
| US130685C814 / California (State of) Public Works Board (California State University), Series 2010 B-2, RB | 0.04 | 0.00 | 0.0018 | -0.0001 | ||
| US02149HAJ95 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 2CB 1A9 | 0.04 | -5.00 | 0.0018 | -0.0001 | ||
| US3140JANZ71 / FNMA POOL BM5807 FN 04/48 FIXED VAR | 0.04 | -2.56 | 0.0018 | -0.0001 | ||
| US18976GAG10 / CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A6 1A7 | 0.04 | -2.56 | 0.0018 | -0.0001 | ||
| US74923HAL50 / RALI Trust, Series 2007-QS4, Class 3A2 | 0.04 | -2.56 | 0.0017 | -0.0001 | ||
| US362334LJ15 / GSAMP TRUST GSAMP 2006 HE2 M1 | 0.04 | -22.92 | 0.0017 | -0.0006 | ||
| US02147DAB73 / Alternative Loan Trust 2006-OA11 | 0.04 | -2.63 | 0.0017 | -0.0001 | ||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.04 | 0.0017 | 0.0017 | |||
| US07386HXZ99 / BEAR STEARNS ALT A TRUST BALTA 2005 9 21A1 | 0.04 | -2.63 | 0.0017 | -0.0001 | ||
| US31410FVW21 / Fnma Pl 888129 5.537 Due 02/01/37 Bond | 0.04 | -2.63 | 0.0017 | -0.0001 | ||
| US59023EAE86 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE4 A2D | 0.04 | -2.63 | 0.0017 | -0.0001 | ||
| US76110WRT52 / RESIDENTIAL ASSET SECURITIES C RASC 2003 KS4 AIIB | 0.04 | 0.00 | 0.0017 | -0.0001 | ||
| US52524VAG41 / Lehman XS Trust, Series 2007-15N | 0.04 | -5.26 | 0.0017 | -0.0002 | ||
| US12667HAA95 / Countrywide Asset-Backed Certificates | 0.04 | -2.78 | 0.0016 | -0.0001 | ||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.04 | 0.0016 | 0.0016 | |||
| US52525BAD47 / LEHMAN XS TRUST LXS 2007 16N 2A2 | 0.04 | -2.78 | 0.0016 | -0.0001 | ||
| US65535AAA25 / NOMURA HOME EQUITY LOAN INC NHELI 2006 AF1 A1 | 0.03 | -2.86 | 0.0016 | -0.0001 | ||
| US45660LXN45 / RESIDENTIAL ASSET SECURITIZATI RAST 2005 A10 A4 | 0.03 | 0.00 | 0.0016 | -0.0001 | ||
| BOUGHT PEN SOLD USD 20251031 / DFE (000000000) | 0.03 | 0.0016 | 0.0016 | |||
| US93934FMN95 / WMALT_06-AR2 | 0.03 | 9.68 | 0.0016 | 0.0001 | ||
| US362669BJ12 / GSR MORTGAGE LOAN TRUST GSR 2007 4F 3A8 | 0.03 | -5.56 | 0.0016 | -0.0002 | ||
| US07387AGE91 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 23A1 | 0.03 | -2.94 | 0.0016 | -0.0001 | ||
| US885220GF47 / Thornburg Mortgage Securities Trust, Series 2004-4, Class 3A | 0.03 | -17.50 | 0.0016 | -0.0004 | ||
| US17309QAF19 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH3 M2 | 0.03 | -28.26 | 0.0015 | -0.0007 | ||
| RFR USD SOFR/3.93300 01/06/25-10Y LCH / DIR (EZK6LHB5L486) | 0.03 | 50.00 | 0.0015 | 0.0005 | ||
| BOUGHT PEN SOLD USD 20250730 / DFE (000000000) | 0.03 | 0.0015 | 0.0015 | |||
| US81744HAH66 / Sequoia Mortgage Trust | 0.03 | -8.57 | 0.0015 | -0.0002 | ||
| US362341JL40 / GSAA HOME EQUITY TRUST GSAA 2005 10 M5 | 0.03 | -25.58 | 0.0015 | -0.0006 | ||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.03 | 0.0015 | 0.0015 | |||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.03 | 0.0015 | 0.0015 | |||
| US933637AE07 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR18 2A3 | 0.03 | -5.88 | 0.0015 | -0.0002 | ||
| US31397KL827 / Freddie Mac REMICS | 0.03 | -5.88 | 0.0015 | -0.0002 | ||
| US31418CS476 / Fannie Mae Pool | 0.03 | 0.00 | 0.0015 | -0.0001 | ||
| US59020UH324 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A7 2A1 | 0.03 | 0.00 | 0.0015 | -0.0001 | ||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.03 | 0.0015 | 0.0015 | |||
| US31411EMM65 / FNMA POOL 905864 FN 11/36 FIXED 6 | 0.03 | -3.12 | 0.0015 | -0.0001 | ||
| US83612NAE58 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 WMC1 3A3 | 0.03 | 0.00 | 0.0015 | -0.0001 | ||
| US86360UAC09 / STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR6 1A3 | 0.03 | -3.12 | 0.0015 | -0.0001 | ||
| RFR GBP SONIO/4.32000 10/20/23-10Y LCH / DIR (EZ49Z4HPK8R0) | 0.03 | 138.46 | 0.0015 | 0.0008 | ||
| US12668AFH32 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 48T1 A2 | 0.03 | -3.12 | 0.0014 | -0.0001 | ||
| US81375WEG78 / SECURITIZED ASSET BACKED RECEI SABR 2005 FR2 M3 | 0.03 | 0.00 | 0.0014 | -0.0001 | ||
| US12668AWH49 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 58 A1 | 0.03 | -3.12 | 0.0014 | -0.0001 | ||
| US3140H5LJ85 / FNMA POOL BJ3928 FN 12/47 FIXED 3.5 | 0.03 | 0.00 | 0.0014 | -0.0001 | ||
| US76110HZE25 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2004 QA4 CB1 | 0.03 | 0.00 | 0.0014 | -0.0001 | ||
| US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 0.03 | 3.33 | 0.0014 | -0.0000 | ||
| US59981TAC99 / MILL CITY MORTGAGE LOAN TRUST 2019-GS2 SER 2019-GS2 CL A1 V/R REGD 144A P/P 2.75000000 | 0.03 | -8.82 | 0.0014 | -0.0002 | ||
| US3138ELCT86 / Fannie Mae Pool | 0.03 | -3.23 | 0.0014 | -0.0001 | ||
| US46630GAD79 / JP Morgan Mortgage Trust, Series 2007-A1, Class 2A2 | 0.03 | 0.00 | 0.0014 | -0.0001 | ||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.03 | 0.0014 | 0.0014 | |||
| US65535AAD63 / NOMURA HOME EQUITY LOAN INC NHELI 2006 AF1 A4 | 0.03 | 0.00 | 0.0014 | -0.0001 | ||
| US31397KE319 / FHLMC, Series 3360, Class FC | 0.03 | -3.23 | 0.0014 | -0.0001 | ||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.03 | 0.0014 | 0.0014 | |||
| US83612TAB89 / Soundview Home Loan Trust, Series 2007-OPT1, Class 2A1 | 0.03 | 0.00 | 0.0014 | -0.0001 | ||
| US74923HAK77 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS4 3A1 | 0.03 | -3.23 | 0.0014 | -0.0001 | ||
| US31418CUA07 / Fannie Mae Pool | 0.03 | -3.33 | 0.0014 | -0.0001 | ||
| US3140H4B452 / Federal National Mortgage Association, Inc. | 0.03 | -3.33 | 0.0014 | -0.0001 | ||
| US46628GAL32 / J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A2 3A1 | 0.03 | 0.00 | 0.0014 | -0.0001 | ||
| US31418CV272 / FANNIE MAE 3.50% 04/01/2048 FNL FNCL | 0.03 | -3.33 | 0.0014 | -0.0001 | ||
| US89177XAA54 / TOWD POINT MORTGAGE TRUST 2019-HY3 SER 2019-HY3 CL A1A V/R REGD 144A P/P 2.70800000 | 0.03 | -9.37 | 0.0013 | -0.0002 | ||
| US12566TAM99 / CITIMORTGAGE ALTERNATIVE LOAN CMALT 2006 A7 1A12 | 0.03 | -3.45 | 0.0013 | -0.0001 | ||
| US86359LSM27 / Structured Asset Mortgage Investments II Trust, Series 2006-AR2, Class A1 | 0.03 | -9.68 | 0.0013 | -0.0002 | ||
| US3140Q9HE67 / FNMA POOL CA2028 FN 04/48 FIXED 3.5 | 0.03 | 0.00 | 0.0013 | -0.0001 | ||
| US59024FAD69 / Merrill Lynch Alternative Note Asset Trust Series 2007-A2 | 0.03 | 0.00 | 0.0013 | -0.0001 | ||
| US61911GAA22 / Mortgage Equity Conversion Asset Trust 2007-FF3 | 0.03 | -20.00 | 0.0013 | -0.0004 | ||
| US3140H5MP37 / Fannie Mae Pool | 0.03 | 0.00 | 0.0013 | -0.0001 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.03 | 0.0013 | 0.0013 | |||
| US41161QAD34 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 3 3A | 0.03 | 0.00 | 0.0013 | -0.0000 | ||
| US07386HWZ09 / CORP CMO | 0.03 | -3.57 | 0.0013 | -0.0001 | ||
| US863579C309 / STRUCTURED ADJUSTABLE RATE MOR SARM 2005 21 6A3 | 0.03 | -3.57 | 0.0013 | -0.0001 | ||
| US35729PHN33 / Fremont Home Loan Trust 2005-A | 0.03 | -41.30 | 0.0013 | -0.0009 | ||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.03 | 0.0013 | 0.0013 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.03 | 0.0013 | 0.0013 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.03 | 0.0013 | 0.0013 | |||
| RFR USD SOFR/4.10000 01/21/25-10Y LCH / DIR (EZ7J947QTC64) | 0.03 | 28.57 | 0.0012 | 0.0002 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.03 | 0.0012 | 0.0012 | |||
| US23246LAA70 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 BC3 1A | 0.03 | -3.70 | 0.0012 | -0.0001 | ||
| US07386HUJ84 / BEAR STEARNS ALT A TRUST BALTA 2005 5 22A1 | 0.03 | -3.70 | 0.0012 | -0.0001 | ||
| US576433EU63 / MASTR ADJUSTABLE RATE MORTGAGE MARM 2003 4 B1 | 0.03 | -3.70 | 0.0012 | -0.0001 | ||
| US61746WWR77 / Morgan Stanley Dean Witter Capital I Inc Trust 2002-AM3 | 0.03 | -10.34 | 0.0012 | -0.0002 | ||
| US31418CWS96 / Fannie Mae Pool | 0.03 | 0.00 | 0.0012 | -0.0001 | ||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.03 | 0.0012 | 0.0012 | |||
| US31418CYL26 / Federal National Mortgage Association | 0.03 | 0.00 | 0.0012 | -0.0001 | ||
| US12669GYY15 / CHL Mortgage Pass-Through Trust 2005-9 | 0.03 | -3.85 | 0.0012 | -0.0001 | ||
| US59023CAK80 / Merrill Lynch Mortgage Investors Trust Series 2006-A3 | 0.03 | 0.00 | 0.0012 | -0.0001 | ||
| US3140H1FD75 / FNMA POOL BJ0163 FN 12/47 FIXED 3.5 | 0.03 | 0.00 | 0.0012 | -0.0001 | ||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.03 | 0.0012 | 0.0012 | |||
| US466309AA90 / JP Morgan Alternative Loan Trust | 0.03 | 0.00 | 0.0012 | -0.0001 | ||
| RFR USD SOFR/3.90000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.03 | 525.00 | 0.0012 | 0.0009 | ||
| US07386XAA46 / Bear Stearns ALT-A Trust 2007-1 | 0.02 | 0.00 | 0.0011 | -0.0000 | ||
| US17309TAC27 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 NC2 A2B | 0.02 | 0.00 | 0.0011 | -0.0001 | ||
| US46628TAD37 / JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WMC2 A4 | 0.02 | 4.35 | 0.0011 | 0.0000 | ||
| US36183XQ869 / GNMA POOL AL2279 GN 03/45 FIXED 3.5 | 0.02 | -4.00 | 0.0011 | -0.0001 | ||
| RFR USD SOFR/3.89600 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.02 | 500.00 | 0.0011 | 0.0009 | ||
| US36296XU770 / GNMA POOL 704506 GN 05/39 FIXED 5 | 0.02 | 0.00 | 0.0011 | -0.0001 | ||
| US54251MAA27 / Long Beach Mortgage Loan Trust, Series 2006-4, Class 1A | 0.02 | 0.00 | 0.0011 | -0.0001 | ||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0011 | 0.0011 | |||
| US3137AHVF23 / FREDDIE MAC FHR 3951 US | 0.02 | 0.00 | 0.0011 | -0.0001 | ||
| US31396VDT26 / FANNIE MAE FNR 2007 32 JS | 0.02 | 0.00 | 0.0011 | -0.0001 | ||
| 952NPK908 / CREDIT SUISSE GROUP AG COCO JRSUB 144A | 0.02 | 0.00 | 0.0011 | -0.0000 | ||
| US02151GAK31 / Countrywide Alternative Loan Trust | 0.02 | -4.17 | 0.0011 | -0.0001 | ||
| US61749WAP23 / MORGAN STANLEY MORTGAGE LOAN T MSM 2006 11 2A2 | 0.02 | -4.17 | 0.0011 | -0.0001 | ||
| US88522XAE13 / Thornburg Mortgage Securities Trust, Series 2007-3, Class 3A1 | 0.02 | -4.17 | 0.0011 | -0.0001 | ||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0011 | 0.0011 | |||
| US12669GN644 / Reperforming Loan REMIC Trust 2005-R2 | 0.02 | -8.00 | 0.0011 | -0.0001 | ||
| US31418CXM18 / Fannie Mae Pool | 0.02 | -4.17 | 0.0011 | -0.0001 | ||
| US12668ACP84 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 51 2A1 | 0.02 | -11.54 | 0.0011 | -0.0002 | ||
| US126650BQ21 / CVS Pass-Through Trust | 0.02 | -4.17 | 0.0011 | -0.0001 | ||
| US81375WFU53 / SECURITIZED ASSET BACKED RECEI SABR 2005 FR5 M1 | 0.02 | -8.00 | 0.0011 | -0.0001 | ||
| US3140H5MJ76 / FNMA POOL BJ3960 FN 01/48 FIXED 3.5 | 0.02 | 0.00 | 0.0011 | -0.0000 | ||
| US07384MTD47 / Bear Stearns ARM Trust, Series 2003-2, Class A5 | 0.02 | 0.00 | 0.0011 | -0.0001 | ||
| US939336V916 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-AR14 A1 | 0.02 | 0.00 | 0.0011 | -0.0001 | ||
| US542514KV50 / LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 2 M5 | 0.02 | -26.67 | 0.0010 | -0.0004 | ||
| US86361BAF40 / STRUCTURED ADJUSTABLE RATE MOR SARM 2006 7 3AF | 0.02 | 0.00 | 0.0010 | -0.0000 | ||
| US61760JAA88 / MORGAN STANLEY REREMIC TRUST MSRR 2011 R2 1A 144A | 0.02 | 0.00 | 0.0010 | -0.0001 | ||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0010 | 0.0010 | |||
| US3140HBJZ29 / FNMA POOL BJ9279 FN 02/48 FIXED 3.5 | 0.02 | -8.33 | 0.0010 | -0.0001 | ||
| US744434CW90 / PUBLIC PWR GENERATION AGY NE R PUBPWR 01/41 FIXED 7.242 | 0.02 | -4.55 | 0.0010 | -0.0001 | ||
| US03464LAA44 / ANGEL OAK MORTGAGE TRUST 2020-4 AOMT 2020-4 A1 | 0.02 | -8.70 | 0.0010 | -0.0001 | ||
| US251510DG50 / DEUTSCHE ALT A SECURITIES INC DBALT 2005 1 1A4 | 0.02 | -4.55 | 0.0010 | -0.0001 | ||
| US02147QAC69 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 19CB A3 | 0.02 | -4.55 | 0.0010 | -0.0001 | ||
| US92927BAA08 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA6 1A | 0.02 | 0.00 | 0.0010 | -0.0001 | ||
| US3140H5NN79 / FNMA POOL BJ3996 FN 02/48 FIXED 3.5 | 0.02 | 0.00 | 0.0010 | -0.0000 | ||
| BOUGHT KRW SOLD USD 20250710 / DFE (000000000) | 0.02 | 0.0010 | 0.0010 | |||
| RFR USD SOFR/4.01500 12/30/24-10Y LCH / DIR (EZVY5NK4YWD2) | 0.02 | 40.00 | 0.0010 | 0.0002 | ||
| RFR USD SOFR/4.01500 12/30/24-10Y LCH / DIR (EZVY5NK4YWD2) | 0.02 | 40.00 | 0.0010 | 0.0002 | ||
| US04013BAB80 / ARGENT SECURITIES INC. ARSI 2006 M2 A2B | 0.02 | 0.00 | 0.0010 | -0.0001 | ||
| US3137ADTZ01 / FREDDIE MAC REMICS FHR 3891 BF | 0.02 | -8.70 | 0.0010 | -0.0001 | ||
| US885220EW97 / Thornburg Mortgage Securities Trust, Series 2004-1, Class II2A | 0.02 | 0.00 | 0.0010 | -0.0001 | ||
| US89177HAA05 / Towd Point Mortgage Trust, Series 2019-HY2, Class A1 | 0.02 | -4.55 | 0.0010 | -0.0001 | ||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0010 | 0.0010 | |||
| US69121PBU66 / OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2005 5 M1 | 0.02 | -4.76 | 0.0010 | -0.0001 | ||
| US362334FF66 / GSAA HOME EQUITY TRUST GSAA 2006 4 2A1 | 0.02 | 0.00 | 0.0010 | -0.0000 | ||
| US92925GAJ22 / WaMu Mortgage Pass-Through Certificates Trust, Series 2006-AR16, Class 3A3 | 0.02 | -4.76 | 0.0010 | -0.0001 | ||
| US84751WAD65 / SPECIALTY UNDERWRITING + RESID SURF 2006 BC3 A2C | 0.02 | -4.76 | 0.0010 | -0.0001 | ||
| US57643GAE70 / MASTR Asset-Backed Securities Trust, Series 2006-FRE2, Class A5 | 0.02 | -4.76 | 0.0009 | -0.0001 | ||
| US3140GRAN41 / FNMA POOL BH2712 FN 04/47 FIXED 3.5 | 0.02 | 0.00 | 0.0009 | -0.0000 | ||
| TRT061124T11 / Turkey Government Bond | 0.02 | -4.76 | 0.0009 | -0.0001 | ||
| TRT061124T11 / Turkey Government Bond | 0.02 | -4.76 | 0.0009 | -0.0001 | ||
| BOUGHT SEK SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0009 | 0.0009 | |||
| BOUGHT SEK SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0009 | 0.0009 | |||
| US550279AM51 / Luminent Mortgage Trust, Series 2006-1, Class A1 | 0.02 | 0.00 | 0.0009 | -0.0000 | ||
| US45660LKW80 / IndyMac INDX Mortgage Loan Trust 2005-AR10 | 0.02 | -5.00 | 0.0009 | -0.0001 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0009 | 0.0009 | |||
| BANK OF AMERICA CORPORATION SNR S* ICE / DCR (EZHYVHXCW214) | 0.02 | -29.63 | 0.0009 | -0.0004 | ||
| US31419A3K17 / Fannie Mae Pool | 0.02 | -5.00 | 0.0009 | -0.0001 | ||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0009 | 0.0009 | |||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0009 | 0.0009 | |||
| IRS EUR 2.40000 02/12/25-10Y LCH / DIR (EZNHC24BF987) | 0.02 | -17.39 | 0.0009 | -0.0002 | ||
| IRS EUR 2.40000 02/12/25-10Y LCH / DIR (EZNHC24BF987) | 0.02 | -17.39 | 0.0009 | -0.0002 | ||
| US3140H5LT67 / FNMA POOL BJ3937 FN 01/48 FIXED 3.5 | 0.02 | -5.26 | 0.0009 | -0.0000 | ||
| US83162CRY11 / United States Small Business Administration | 0.02 | 0.00 | 0.0009 | -0.0000 | ||
| US855541AA68 / SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 S1 1A | 0.02 | 0.00 | 0.0008 | -0.0001 | ||
| US3138ANJA25 / Fannie Mae Pool | 0.02 | 0.00 | 0.0008 | -0.0000 | ||
| US61744CKP04 / Morgan Stanley ABS Capital I Inc Trust 2005-HE1 | 0.02 | 0.00 | 0.0008 | -0.0001 | ||
| US59024FAF18 / MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3C | 0.02 | -5.56 | 0.0008 | -0.0000 | ||
| US30161NAX93 / EXELON CORP SR UNSECURED 04/30 4.05 | 0.02 | 0.00 | 0.0008 | -0.0000 | ||
| TRT061124T11 / Turkey Government Bond | 0.02 | -5.56 | 0.0008 | -0.0001 | ||
| TRT061124T11 / Turkey Government Bond | 0.02 | -5.56 | 0.0008 | -0.0001 | ||
| US31416WHF23 / FNMA POOL AB1129 FN 06/30 FIXED 4.5 | 0.02 | -5.56 | 0.0008 | -0.0001 | ||
| RFR USD SOFR/3.89000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.02 | 325.00 | 0.0008 | 0.0006 | ||
| US32028GAE52 / First Franklin Mortgage Loan Trust 2006-FF15 | 0.02 | -37.04 | 0.0008 | -0.0005 | ||
| US86360WAB81 / STRUCTURED ASSET INVESTMENT LO SAIL 2006 4 A2 | 0.02 | 0.00 | 0.0008 | -0.0000 | ||
| US29446MAF95 / Equinor ASA | 0.02 | 6.25 | 0.0008 | -0.0000 | ||
| US36296UNU06 / Ginnie Mae I Pool | 0.02 | -5.56 | 0.0008 | -0.0001 | ||
| US373334KL43 / Georgia Power Co. | 0.02 | 0.00 | 0.0008 | -0.0000 | ||
| US863579V473 / Structured Adjustable Rate Mortgage Loan Trust | 0.02 | 0.00 | 0.0008 | -0.0000 | ||
| US46628BAG59 / JP MORGAN MORTGAGE TRUST JPMMT 2006 A6 1A4L | 0.02 | -5.88 | 0.0008 | -0.0000 | ||
| US00252FAK75 / AAMES MORTGAGE INVESTMENT TRUS AMIT 2004 1 M6 | 0.02 | -30.43 | 0.0008 | -0.0004 | ||
| US542514NT77 / LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 3 1A | 0.02 | 0.00 | 0.0008 | -0.0000 | ||
| RFR USD SOFR/3.84000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.02 | 300.00 | 0.0007 | 0.0005 | ||
| US70069FCY16 / Park Place Securities Inc Asset-Backed Pass-Through Certificates Series 2004-MHQ | 0.02 | -11.11 | 0.0007 | -0.0001 | ||
| US31406DAN66 / FNMA POOL 806513 FN 12/34 FLOATING VAR | 0.02 | 0.00 | 0.0007 | -0.0000 | ||
| US3137B66E61 / FREDDIE MAC FHR 4273 PF | 0.02 | -6.25 | 0.0007 | -0.0001 | ||
| US02660LAA89 / American Home Mortgage Assets Trust | 0.02 | -6.25 | 0.0007 | -0.0001 | ||
| US23332UAC80 / DSLA MORTGAGE LOAN TRUST DSLA 2004 AR1 A2A | 0.02 | -6.25 | 0.0007 | -0.0001 | ||
| US12667GDA85 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J3 1A1 | 0.02 | 0.00 | 0.0007 | -0.0000 | ||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0007 | 0.0007 | |||
| OIS MXN TIIE1/8.27000 03/19/25-10Y* CME / DIR (EZCJCJ68DC78) | 0.02 | 0.0007 | 0.0007 | |||
| OIS MXN TIIE1/8.27000 03/19/25-10Y* CME / DIR (EZCJCJ68DC78) | 0.02 | 0.0007 | 0.0007 | |||
| US74922KAA34 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS1 1A1 | 0.02 | 0.00 | 0.0007 | -0.0000 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.02 | 0.0007 | 0.0007 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.02 | 0.0007 | 0.0007 | |||
| US46630GAC96 / J.P. Morgan Mortgage Trust | 0.02 | 0.00 | 0.0007 | -0.0000 | ||
| US31418MQP04 / FNMA POOL AD0461 FN 09/36 FIXED VAR | 0.02 | -11.76 | 0.0007 | -0.0001 | ||
| US45254TRR76 / IMPAC SECURED ASSETS CORP. IMSA 2005 1 4A | 0.02 | 0.00 | 0.0007 | -0.0001 | ||
| US61750SAA06 / MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A1 | 0.02 | 0.00 | 0.0007 | -0.0000 | ||
| US02660CAF77 / AMERICAN HOME MORTGAGE INVESTM AHM 2007 2 13A1 | 0.02 | 0.00 | 0.0007 | -0.0000 | ||
| US12667GL840 / Alternative Loan Trust 2005-43 | 0.01 | 0.00 | 0.0007 | -0.0000 | ||
| US68389XBW48 / ORACLE CORP SR UNSECURED 04/40 3.6 | 0.01 | 0.00 | 0.0007 | -0.0000 | ||
| US12668BZM89 / CWALT 2006 13T1 A11 | 0.01 | -6.67 | 0.0007 | -0.0001 | ||
| US70069FAZ09 / ASSET BACKED SECURITY | 0.01 | -6.67 | 0.0007 | -0.0001 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0007 | 0.0007 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0007 | 0.0007 | |||
| US36241KW530 / Ginnie Mae I Pool | 0.01 | -7.14 | 0.0006 | -0.0000 | ||
| US17307G3C01 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR1 2A1 | 0.01 | -13.33 | 0.0006 | -0.0001 | ||
| US3140HE7E68 / FNMA POOL BK1792 FN 03/48 FIXED 3.5 | 0.01 | 0.00 | 0.0006 | -0.0000 | ||
| US36296GRH64 / GNMA POOL 690888 GN 06/38 FIXED 5 | 0.01 | 0.00 | 0.0006 | -0.0000 | ||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0006 | 0.0006 | |||
| US3138A37H49 / FNMA POOL AH2695 FN 01/41 FIXED 4.5 | 0.01 | 0.00 | 0.0006 | -0.0000 | ||
| US949789AA94 / Wells Fargo Mortgage Backed Securities 2006-AR19 Trust | 0.01 | 0.00 | 0.0006 | -0.0000 | ||
| RFR USD SOFR/3.75000 05/07/25-10Y LCH / DIR (EZ61ZS50J0P1) | 0.01 | 0.0006 | 0.0006 | |||
| US31410GHP19 / Fannie Mae Pool | 0.01 | -7.69 | 0.0006 | -0.0000 | ||
| US31416YE870 / FNMA POOL AB2858 FN 01/39 FIXED 5.5 | 0.01 | -7.69 | 0.0006 | -0.0000 | ||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.01 | 0.0006 | 0.0006 | |||
| US36295NCS45 / GNMA POOL 675181 GN 03/38 FIXED 5 | 0.01 | -7.69 | 0.0006 | -0.0000 | ||
| US3128M7V601 / FED HM LN PC POOL G05737 FG 05/35 FIXED 6.5 | 0.01 | -7.69 | 0.0006 | -0.0001 | ||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0006 | 0.0006 | |||
| US3140H5N645 / FNMA POOL BJ4012 FN 02/48 FIXED 3.5 | 0.01 | 0.00 | 0.0006 | -0.0000 | ||
| US3138X0BT40 / Fannie Mae Pool | 0.01 | 0.00 | 0.0006 | -0.0000 | ||
| US31412DLW64 / FNMA POOL 922041 FN 02/37 FIXED 6 | 0.01 | -7.69 | 0.0006 | -0.0001 | ||
| IRS EUR 2.45000 05/05/25-10Y LCH / DIR (EZCDFQCSBVM0) | 0.01 | 0.0006 | 0.0006 | |||
| IRS EUR 2.45000 05/05/25-10Y LCH / DIR (EZCDFQCSBVM0) | 0.01 | 0.0006 | 0.0006 | |||
| US22943YUN74 / CREDIT SUISSE MORTGAGE TRUST CSMC 2009 3R 29A2 144A | 0.01 | 0.00 | 0.0006 | -0.0000 | ||
| US466247UG61 / JP Morgan Mortgage Trust 2005-A6 | 0.01 | 0.00 | 0.0006 | -0.0000 | ||
| US3620C3VR04 / GNMA POOL 747724 GN 08/40 FIXED 5 | 0.01 | 0.00 | 0.0006 | -0.0000 | ||
| US76112BH609 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC5 M3 | 0.01 | -33.33 | 0.0006 | -0.0003 | ||
| US92922FQ504 / WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR7 A4 | 0.01 | 0.00 | 0.0006 | -0.0000 | ||
| US3138EKWM31 / Fannie Mae Pool | 0.01 | 0.00 | 0.0006 | -0.0001 | ||
| US59023YAG98 / Merrill Lynch Alternative Note Asset Trust Series 2007-F1 | 0.01 | 0.00 | 0.0006 | -0.0000 | ||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0006 | 0.0006 | |||
| US36183XMV90 / Ginnie Mae I Pool | 0.01 | 0.00 | 0.0006 | -0.0000 | ||
| RFR GBP SONIO/3.70000 03/28/24-10Y LCH / DIR (EZFCF73KNS79) | 0.01 | -45.00 | 0.0005 | -0.0004 | ||
| RFR GBP SONIO/3.70000 03/28/24-10Y LCH / DIR (EZFCF73KNS79) | 0.01 | -45.00 | 0.0005 | -0.0004 | ||
| US76112BR368 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 NC1 AII | 0.01 | -8.33 | 0.0005 | -0.0000 | ||
| US31397FNM04 / FREDDIE MAC FHR 3289 FG | 0.01 | -15.38 | 0.0005 | -0.0001 | ||
| US31411KW666 / FNMA POOL 910669 FN 02/37 FIXED 6 | 0.01 | 0.00 | 0.0005 | -0.0000 | ||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0005 | 0.0005 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0005 | 0.0005 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0005 | 0.0005 | |||
| US92925VAK61 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 3A3 | 0.01 | 0.00 | 0.0005 | -0.0000 | ||
| US31394FAF27 / FANNIE MAE FNR 2005 75 AF | 0.01 | -8.33 | 0.0005 | -0.0001 | ||
| US32051GA887 / First Horizon Alternative Mortgage Securities Trust 2005-AA10 | 0.01 | 0.00 | 0.0005 | -0.0000 | ||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0005 | 0.0005 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0005 | 0.0005 | |||
| US3622MPAN83 / GSR MORTGAGE LOAN TRUST 2007-1F GSR 2007-1F 2A4 | 0.01 | -9.09 | 0.0005 | -0.0000 | ||
| PEMEX LCDS SP DUB / DCR (000000000) | 0.01 | 0.0005 | 0.0005 | |||
| PEMEX LCDS SP DUB / DCR (000000000) | 0.01 | 0.0005 | 0.0005 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0005 | 0.0005 | |||
| US3140GTX708 / FNMA POOL BH5201 FN 09/47 FIXED 3.5 | 0.01 | 0.00 | 0.0005 | -0.0000 | ||
| US362382AE30 / GSAA HOME EQUITY TRUST GSAA 2006 9 A2 | 0.01 | 0.00 | 0.0005 | -0.0000 | ||
| US92925DAD21 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 2A | 0.01 | 0.00 | 0.0005 | -0.0000 | ||
| US36297BXM89 / GNMA 30YR 5.0% 02/15/2039#707284 | 0.01 | -16.67 | 0.0005 | -0.0001 | ||
| US3138EKHM06 / FANNIE MAE POOL UMBS P#AL2935 3.50000000 | 0.01 | 0.00 | 0.0005 | -0.0000 | ||
| US23243AAD81 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA12 A2 | 0.01 | 0.00 | 0.0005 | -0.0000 | ||
| US863579VV75 / STRUCTURED ADJUSTABLE RATE MOR SARM 2005 17 5A1 | 0.01 | 0.00 | 0.0005 | -0.0000 | ||
| US31397QZU56 / FANNIE MAE FNR 2011 17 KS | 0.01 | 0.00 | 0.0005 | -0.0000 | ||
| US3138AFVY39 / FNMA POOL AI2430 FN 05/41 FIXED 4.5 | 0.01 | 0.00 | 0.0005 | -0.0000 | ||
| US92922F3L06 / WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR12 1A6 | 0.01 | 0.00 | 0.0005 | -0.0000 | ||
| US86360KAA60 / Structured Asset Mortgage Investments II Trust 2006-AR3 | 0.01 | 0.00 | 0.0005 | -0.0000 | ||
| US3620C4RW28 / GNMA POOL 748501 GN 06/40 FIXED 5 | 0.01 | 0.00 | 0.0005 | -0.0000 | ||
| RFR USD SOFR/3.85000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.01 | 125.00 | 0.0005 | 0.0002 | ||
| US3140H5M324 / FNMA POOL BJ3977 FN 01/48 FIXED 3.5 | 0.01 | 0.00 | 0.0005 | -0.0000 | ||
| US9292274D55 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2003-AR6 A1 | 0.01 | -25.00 | 0.0005 | -0.0001 | ||
| US12669GZQ71 / CHL MORTGAGE PASS-THROUGH TRUST 2005-9 SER 2005-9 CL 1A3 V/R REGD 2.16800000 | 0.01 | -10.00 | 0.0005 | -0.0000 | ||
| US3138EG6F64 / Fannie Mae Pool | 0.01 | -10.00 | 0.0004 | -0.0001 | ||
| US31371M3W52 / FNMA POOL 256513 FN 12/36 FIXED 5.5 | 0.01 | -10.00 | 0.0004 | -0.0000 | ||
| US362341SF70 / GSR Mortgage Loan Trust 2005-AR6 | 0.01 | 0.00 | 0.0004 | -0.0000 | ||
| US31394FHD06 / FNMA, Series 2005-79, Class NF | 0.01 | -10.00 | 0.0004 | -0.0000 | ||
| US31412BFS60 / FNMA POOL 920077 FN 12/36 FIXED 5.5 | 0.01 | 0.00 | 0.0004 | -0.0000 | ||
| US126694A329 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA1 2A1 | 0.01 | 0.00 | 0.0004 | 0.0000 | ||
| US31412MTG32 / Fannie Mae Pool | 0.01 | -18.18 | 0.0004 | -0.0001 | ||
| US04541GQD78 / ASSET BACKED SECURITIES CORP H ABSHE 2005 HE2 M3 | 0.01 | 0.00 | 0.0004 | -0.0000 | ||
| US31396VDR69 / FANNIE MAE FNR 2007 32 SA | 0.01 | 0.00 | 0.0004 | -0.0000 | ||
| US161546DB96 / Chase Funding Trust Series 2002-3 | 0.01 | 0.00 | 0.0004 | -0.0000 | ||
| US31411CDR97 / Fannie Mae Pool | 0.01 | 0.00 | 0.0004 | -0.0000 | ||
| US31411AFF75 / FNMA POOL 902066 FN 12/36 FIXED 6 | 0.01 | 0.00 | 0.0004 | -0.0000 | ||
| US12669FL509 / COUNTRYWIDE HOME LOANS CWHL 2004 15 4A | 0.01 | 0.00 | 0.0004 | -0.0000 | ||
| US65535VLL08 / NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AP2 A5 | 0.01 | 0.00 | 0.0004 | -0.0000 | ||
| US3138EKSM86 / Fannie Mae Pool | 0.01 | 0.00 | 0.0004 | -0.0000 | ||
| ZCS BRL 13.32 05/08/25-01/02/29 CME / DIR (EZYLW2ZWVNG8) | 0.01 | 0.0004 | 0.0004 | |||
| ZCS BRL 13.32 05/08/25-01/02/29 CME / DIR (EZYLW2ZWVNG8) | 0.01 | 0.0004 | 0.0004 | |||
| US07386HSZ54 / BEAR STEARNS ALT-A TRUST 2005-4 SER 2005-4 CL 23A2 V/R REGD 4.43001800 | 0.01 | -11.11 | 0.0004 | -0.0000 | ||
| BARCLAYS BANK PLC SNR SE ICE / DCR (EZB88Z42LS80) | 0.01 | -20.00 | 0.0004 | -0.0001 | ||
| US92925DAB64 / WaMu Mortgage Pass-Through Certificates Series 2006-AR17 Trust | 0.01 | -11.11 | 0.0004 | -0.0000 | ||
| US31411G3F75 / FNMA POOL 908098 FN 12/36 FIXED 6 | 0.01 | 0.00 | 0.0004 | -0.0000 | ||
| US31404BND00 / FNMA POOL 763688 FN 01/34 FIXED 5.5 | 0.01 | -27.27 | 0.0004 | -0.0002 | ||
| US31410KXK59 / Fannie Mae Pool | 0.01 | 0.00 | 0.0004 | -0.0000 | ||
| US3138EGSJ46 / FNMA 5.50% #AL0520 6/41 | 0.01 | 0.00 | 0.0004 | -0.0000 | ||
| US31397KZG92 / FREDDIE MAC FHR 3376 FD | 0.01 | 0.00 | 0.0004 | -0.0000 | ||
| US585525FX10 / MRFC Mortgage Pass-Through Trust Series 2002-TBC2 | 0.01 | 0.00 | 0.0004 | -0.0000 | ||
| US31398G7B90 / FANNIE MAE FNR 2010 2 LS | 0.01 | 0.00 | 0.0004 | -0.0000 | ||
| US36176ARS05 / Ginnie Mae I Pool | 0.01 | 0.00 | 0.0004 | -0.0000 | ||
| US75115AAA97 / RALI Series 2006-QS8 Trust | 0.01 | 0.00 | 0.0004 | -0.0000 | ||
| US36184BZ674 / Ginnie Mae I Pool | 0.01 | 0.00 | 0.0004 | -0.0000 | ||
| US362341XG98 / GSR Mortgage Loan Trust 2005-AR7 | 0.01 | 0.00 | 0.0004 | -0.0000 | ||
| SOLD COP BOUGHT USD 20250917 / DFE (000000000) | 0.01 | 0.0004 | 0.0004 | |||
| US61754HAD44 / MORGAN STANLEY MORTGAGE LOAN T MSM 2007 7AX 2A3 | 0.01 | -12.50 | 0.0004 | -0.0000 | ||
| BOUGHT TRY SOLD USD 20251217 / DFE (000000000) | 0.01 | 0.0004 | 0.0004 | |||
| US31414LB985 / Fannie Mae Pool | 0.01 | -12.50 | 0.0004 | -0.0000 | ||
| US31410GPD96 / FNMA POOL 888820 FN 07/37 FIXED VAR | 0.01 | -12.50 | 0.0004 | -0.0000 | ||
| US92925CBA99 / WaMu Mortgage Pass-Through Certificates Series 2005-AR19 Trust | 0.01 | -12.50 | 0.0004 | -0.0000 | ||
| US36241LJY39 / Ginnie Mae I Pool | 0.01 | 0.00 | 0.0004 | -0.0000 | ||
| US12669F6Z19 / CWMBS, Inc. | 0.01 | 0.00 | 0.0004 | -0.0000 | ||
| US86359LRY73 / STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A2 | 0.01 | 0.00 | 0.0003 | -0.0000 | ||
| US617487AC74 / Morgan Stanley Mortgage Loan Trust 2006-16AX | 0.01 | -12.50 | 0.0003 | -0.0000 | ||
| US07388GAD34 / BEAR STEARNS ASSET BACKED SECU BSABS 2006 3 M1 | 0.01 | -36.36 | 0.0003 | -0.0002 | ||
| US863579HD34 / Structured Adjustable Rate Mortgage Loan Trust Series 2004-20 | 0.01 | 0.00 | 0.0003 | -0.0000 | ||
| US05952GAT85 / BANC OF AMERICA FUNDING CORPOR BAFC 2007 D 3A1 | 0.01 | 0.00 | 0.0003 | -0.0000 | ||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0003 | 0.0003 | |||
| US126384BX33 / CREDIT SUISSE MORTGAGE TRUST CSMC 2007 2 1A13 | 0.01 | -14.29 | 0.0003 | -0.0000 | ||
| US31416YNX21 / FNMA POOL AB3105 FN 05/41 FIXED 4.5 | 0.01 | 0.00 | 0.0003 | -0.0000 | ||
| US31411GP718 / FNMA POOL 907746 FN 01/37 FIXED 6 | 0.01 | -14.29 | 0.0003 | -0.0000 | ||
| US92922F4M79 / WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust | 0.01 | -14.29 | 0.0003 | -0.0000 | ||
| US31396WLX29 / Fannie Mae REMICS | 0.01 | -14.29 | 0.0003 | -0.0000 | ||
| US17307G2Z05 / Citigroup Mortgage Loan Trust, Inc., Series 2006-AR1, Class 1A1 | 0.01 | -14.29 | 0.0003 | -0.0000 | ||
| US36296QH516 / Ginnie Mae I Pool | 0.01 | 0.00 | 0.0003 | -0.0000 | ||
| US3620A2J562 / GNMA POOL 716784 GN 04/39 FIXED 5 | 0.01 | 0.00 | 0.0003 | -0.0000 | ||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | 0.01 | 0.0003 | 0.0003 | |||
| IRS EUR 2.52000 04/09/25-10Y LCH / DIR (EZTHL4ZCB733) | 0.01 | 0.0003 | 0.0003 | |||
| IRS EUR 2.52000 04/09/25-10Y LCH / DIR (EZTHL4ZCB733) | 0.01 | 0.0003 | 0.0003 | |||
| US126650DK33 / CVS HEALTH CORP SR UNSECURED 04/40 4.125 | 0.01 | 0.00 | 0.0003 | -0.0000 | ||
| US3138A1CC37 / FNMA POOL AH0066 FN 02/41 FIXED 4.5 | 0.01 | 0.00 | 0.0003 | -0.0000 | ||
| US86359YAD31 / STRUCTURED ASSET SECURITIES CO SASC 2006 BC1 A2 | 0.01 | 0.00 | 0.0003 | -0.0000 | ||
| US02660WAC01 / American Home Mortgage Assets Trust, Series 2006-1, Class 2A1 | 0.01 | 0.00 | 0.0003 | -0.0000 | ||
| US576433C539 / MASTR ADJUSTABLE RATE MORTGAGE MARM 2005 6 5A2 | 0.01 | 0.00 | 0.0003 | -0.0000 | ||
| US36296JEM36 / GNMA POOL 692340 GN 02/39 FIXED 5 | 0.01 | -14.29 | 0.0003 | -0.0000 | ||
| US3128P7H714 / FED HM LN PC POOL C91154 FG 01/28 FIXED 5 | 0.01 | -14.29 | 0.0003 | -0.0000 | ||
| US17307GW795 / Citigroup Mortgage Loan Trust 2005-11 | 0.01 | 0.00 | 0.0003 | -0.0000 | ||
| BOUGHT HUF SOLD USD 20250822 / DFE (000000000) | 0.01 | 0.0003 | 0.0003 | |||
| BOUGHT HUF SOLD USD 20250822 / DFE (000000000) | 0.01 | 0.0003 | 0.0003 | |||
| US22942KAJ97 / CREDIT SUISSE MORTGAGE TRUST CSMC 2006 7 2A6 | 0.01 | 20.00 | 0.0003 | -0.0000 | ||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0003 | 0.0003 | |||
| US31414PU648 / Fannie Mae Pool | 0.01 | 0.00 | 0.0003 | -0.0000 | ||
| US31396URJ15 / FREDDIE MAC FHR 3181 PS | 0.01 | 0.00 | 0.0003 | -0.0000 | ||
| US31410KNH31 / Fannie Mae Pool | 0.01 | 0.00 | 0.0003 | -0.0000 | ||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.01 | 0.0003 | 0.0003 | |||
| US3138EK2N45 / Fannie Mae Pool | 0.01 | 0.00 | 0.0003 | -0.0000 | ||
| US02152AAB52 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 16CB 1A2 | 0.01 | 0.00 | 0.0003 | -0.0000 | ||
| US05946XQX48 / Banc of America Funding Corp | 0.01 | 0.00 | 0.0002 | -0.0000 | ||
| US31419AHX81 / Fannie Mae Pool | 0.01 | 0.00 | 0.0002 | -0.0000 | ||
| US70869PFT93 / PENNSYLVANIA ST ECON DEV FING AUTH REVENUE | 0.01 | 0.00 | 0.0002 | -0.0000 | ||
| US36297AKJ15 / Ginnie Mae I Pool | 0.01 | 0.00 | 0.0002 | -0.0000 | ||
| US81377GAB59 / SECURITIZED ASSET BACKED RECEI SABR 2006 FR4 A2B | 0.01 | 0.00 | 0.0002 | -0.0000 | ||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0002 | 0.0002 | |||
| US589929M969 / Merrill Lynch Mortgage Investors Trust MLMI Series 2003-A2 | 0.01 | 0.00 | 0.0002 | -0.0000 | ||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0002 | 0.0002 | |||
| US36296QDB23 / Ginnie Mae I Pool | 0.01 | 0.00 | 0.0002 | -0.0000 | ||
| US31416VKF03 / FNMA POOL AB0293 FN 11/38 FIXED 6 | 0.01 | 0.00 | 0.0002 | -0.0000 | ||
| US36176ARN18 / Ginnie Mae I Pool | 0.01 | 0.00 | 0.0002 | -0.0000 | ||
| US31418CKG86 / Fannie Mae Pool | 0.01 | 0.00 | 0.0002 | -0.0000 | ||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0002 | 0.0002 | |||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0002 | 0.0002 | |||
| US05950RBJ77 / BANC OF AMERICA FUNDING CORPOR BAFC 2006 6 3A4 | 0.01 | 0.00 | 0.0002 | -0.0000 | ||
| US3128L7L967 / FED HM LN PC POOL A73952 FG 02/38 FIXED 5 | 0.00 | -20.00 | 0.0002 | -0.0001 | ||
| US31414NBW39 / FNMA POOL 970853 FN 12/38 FIXED 6 | 0.00 | -20.00 | 0.0002 | -0.0000 | ||
| US31400RKV23 / Fannie Mae Pool | 0.00 | -33.33 | 0.0002 | -0.0001 | ||
| US36176R7H96 / GNMA POOL 774296 GN 03/42 FIXED 5 | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| US02146YAC03 / Alternative Loan Trust 2006-OA9 | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| US3128L9KD44 / FED HM LN PC POOL A75692 FG 04/38 FIXED 5 | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| US31412NX351 / Fannie Mae Pool | 0.00 | -20.00 | 0.0002 | -0.0000 | ||
| US36228FD453 / GSR MORTGAGE LOAN TRUST GSR 2004 4 2A2 | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| US59020UVJ14 / Merrill Lynch Mortgage Investors Trust, Series 2005-1, Class 2A2 | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| XS0290416527 / EUROHOME UK MORTGAGES PLC EHMU 2007 1 A REGS | 0.00 | -20.00 | 0.0002 | -0.0000 | ||
| US05948XT270 / Banc of America Mortgage Trust, Series 2004-A, Class 2A2 | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| US12669GJB86 / CHL Mortgage Pass-Through Trust 2004-29 | 0.00 | -20.00 | 0.0002 | -0.0000 | ||
| US36241KUL06 / Government National Mortgage Association | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| US57563NAA63 / MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY SER 2008-1 CL A1 V/R 2.88963000 | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| US3140H1FV73 / Federal National Mortgage Association, Inc. | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| US3140H3ZT63 / FNMA POOL BJ2553 FN 12/47 FIXED 3.5 | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| US12668AN276 / Alternative Loan Trust 2005-69 | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| US31404RUM77 / FANNIE MAE 3.478% 03/01/2034 FNMA ARM | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| US05949AZE36 / BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 L 2A1 | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| US12668AVL69 / Alternative Loan Trust, Series 2005-61, Class 1A1 | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| US31411XMC64 / Fannie Mae Pool | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| US36296YP307 / GNMA POOL 705242 GN 08/39 FIXED 5 | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| BNP PARIBAS SNR SE ICE / DCR (EZ7F30D5N508) | 0.00 | -20.00 | 0.0002 | -0.0001 | ||
| BNP PARIBAS SNR SE ICE / DCR (EZ7F30D5N508) | 0.00 | -20.00 | 0.0002 | -0.0001 | ||
| US3140GYGZ67 / Federal National Mortgage Association | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| US41162GAA04 / HarborView Mortgage Loan Trust 2006-11 | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| US07384MR877 / Bear Stearns ARM Trust 2004-3 | 0.00 | -25.00 | 0.0002 | -0.0000 | ||
| IRS EUR 2.39000 10/01/24-10Y LCH / DIR (EZHK1QM5FKM1) | 0.00 | -86.96 | 0.0002 | -0.0009 | ||
| US31416CKF22 / Fannie Mae Pool | 0.00 | -25.00 | 0.0002 | -0.0000 | ||
| US3138XQQC81 / FNMA POOL AW1350 FN 02/44 FIXED 4.5 | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| US31412PWN76 / FNMA POOL 931353 FN 06/39 FIXED 5.5 | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| US31398NWE02 / FANNIE MAE FNR 2010 111 FC | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| US31411E3U97 / FNMA POOL 906311 FN 01/37 FIXED 6 | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| US576433UM63 / MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 3A7 | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| US31411W4N48 / FANNIE MAE POOL FN 917129 | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
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| US36296DP285 / Ginnie Mae I Pool | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| US31396PWK38 / FANNIE MAE FNR 2007 15 AI | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| US64352VHW46 / New Century Home Equity Loan Trust, Series 2004-3, Class M2 | 0.00 | -88.89 | 0.0002 | -0.0011 | ||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| US16162WPX10 / Chase Mortgage Finance Trust, Series 2005-A2, Class 1A3 | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| US36200MTF04 / Ginnie Mae I Pool | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| US31412DLU09 / FNMA POOL 922039 FN 02/37 FIXED 5.5 | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| US05950PAU75 / Banc of America Funding 2006-H Trust | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| US36241LVF02 / Ginnie Mae I Pool | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| BOUGHT PEN SOLD USD 20250711 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| US31397BJY83 / FREDDIE MAC FHR 3218 SA | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| US07386HYW59 / BEAR STEARNS ALT A TRUST BALTA 2005 10 11A1 | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| US3128KKZG71 / FED HM LN PC POOL A57043 FG 02/37 FIXED 5 | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| US31416H4W21 / FNMA POOL AA0836 FN 01/39 FIXED 4.5 | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| US31416JAW18 / Fannie Mae Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US86360JAN19 / Structured Asset Mortgage Investments II Trust 2006-AR5 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US268668BD18 / EMC MORTGAGE LOAN TRUST EMCM 2002 B A1 144A | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US31396WTU08 / Fannie Mae REMICS | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US31410GNL31 / FNCL UMBS 5.5 888795 11-01-36 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US3138AE2F95 / FNMA POOL AI1673 FN 06/41 FIXED 4.5 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| US05949AHA16 / Banc of America Mortgage 2004-E Trust | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US92922F5U86 / WaMu Mortgage Pass-Through Certificates Series 2005-AR15 Trust | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| US31403CQ795 / FNMA POOL 744878 FN 11/33 FIXED 5.5 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US362341WZ88 / GSR MORTGAGE LOAN TRUST | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US31414CJM10 / FNMA POOL 962068 FN 03/38 FIXED 6 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| US3128K95C43 / FED HM LN PC POOL A48943 FG 05/36 FIXED 5.5 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US31396PT920 / FANNIE MAE FNR 2007 22 SW | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US86359SAD62 / Structured Asset Securities Corp. Mortgage Loan Trust, Series 2006-BC5, Class A4 | 0.00 | -66.67 | 0.0001 | -0.0002 | ||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| US3620AC6N92 / GNMA POOL 726377 GN 10/39 FIXED 5 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US86361KAC18 / STRUCTURED ASSET INVESTMENT LO SAIL 2006 BNC3 A3 | 0.00 | -33.33 | 0.0001 | -0.0001 | ||
| US3140H6CT42 / Fannie Mae Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US3620AC3Y84 / GNMA POOL 726315 GN 09/39 FIXED 5 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US12667G6K42 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 45 2A1 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US3128M4QW63 / FED HM LN PC POOL G02869 FG 11/35 FIXED 5 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| IRS EUR 2.55000 04/16/25-10Y LCH / DIR (EZ15F0SX71M6) | 0.00 | 0.0001 | 0.0001 | |||
| US36210B4E28 / Ginnie Mae I Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US31414NEZ33 / FNMA POOL 970952 FN 12/38 FIXED 6 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| US07387AGZ21 / Bear Stearns Adjustable Rate Mortgage Trust, Series 2006-1, Class A1 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US073875AA49 / BEAR STEARNS ALT A TRUST BALTA 2006 7 1A1 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US05949A6C95 / Banc of America Mortgage Securities, Inc. | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US31371NDS18 / Fannie Mae Pool | 0.00 | -33.33 | 0.0001 | -0.0000 | ||
| US31414G3K31 / FNMA POOL 966202 FN 12/37 FIXED 6 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US23332UEM27 / DSLA Mortgage Loan Trust, Series 2005-AR4, Class 2A1A | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US126694S412 / COUNTRYWIDE ALTERNATIVE LOAN TRUST | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| US31371NJ630 / Fannie Mae Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US36291TUF38 / GNMA POOL 637882 GN 04/35 FIXED 5 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| US3128M7E441 / FGOLD 30YR GIANT | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US31393BX754 / Fannie Mae Trust 2003-W6 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US07389NAA37 / Bear Stearns Asset Backed Securities Trust 2006-SD4 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US3128L5HY06 / Freddie Mac Gold Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US751151AQ47 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS12 2A11 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| IRS EUR 2.61000 03/24/25-10Y LCH / DIR (EZPS73SKDR02) | 0.00 | -166.67 | 0.0001 | 0.0003 | ||
| IRS EUR 2.61000 03/24/25-10Y LCH / DIR (EZPS73SKDR02) | 0.00 | -166.67 | 0.0001 | 0.0003 | ||
| US31417VAP85 / FNMA POOL AC8113 FN 01/36 FIXED 5.5 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US31416VGE83 / FNMA POOL AB0196 FN 02/39 FIXED 5.5 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| MORGAN STANLEY SNR S* ICE / DCR (EZ95R0LYJLM3) | 0.00 | 0.0001 | 0.0001 | |||
| MORGAN STANLEY SNR S* ICE / DCR (EZ95R0LYJLM3) | 0.00 | 0.0001 | 0.0001 | |||
| US3620A6DC87 / Government National Mortgage Association | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US46630PAE51 / JP MORGAN MORTGAGE TRUST JPMMT 2007 A2 2A1 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US83162CRR69 / UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2008-20C 1 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US36297KH871 / GNMA POOL 714055 GN 05/39 FIXED 5 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US31417YAY32 / Fannie Mae Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US36296QL310 / GNMA 5.00% 3/39 #697946 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US61749LAP67 / MORGAN STANLEY MORTGAGE LOAN TRUST 2006-8AR | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US589929R265 / Merrill Lynch Mortgage Investors Trust MLMI Series 2003-A3 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US94984GAD97 / WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR12 2A1 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US45660LUD99 / IndyMac INDX Mortgage Loan Trust 2005-AR16IP | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US3138EKRF45 / FNMA POOL AL3185 FN 02/39 FIXED VAR | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US3138EHPD85 / FNMA 30YR | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US36296XUD47 / Ginnie Mae I Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US31394V6K15 / FANNIE MAE FNR 2006 16 SM | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US36296QPK93 / Ginnie Mae I Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US36295WJ736 / GNMA POOL 682586 GN 04/38 FIXED 5 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US12668AKQ75 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 53T2 2A2 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US94984UAE64 / WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA4 2A1 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US83162CSN47 / United States Small Business Administration | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| US31410WML99 / FNMA POOL 899563 FN 06/37 FIXED 6 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US05952EAA47 / BANC OF AMERICA FUNDING CORPOR BAFC 2007 B A1 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US3138AHS809 / FNMA POOL AI4142 FN 06/41 FIXED 4.5 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US31371NSV81 / FANNIE MAE 5.00% 03/01/2028 FNMA 30 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US3128M4WK51 / Freddie Mac Gold Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US31396PMQ18 / FANNIE MAE FNR 2007 4 SL | 0.00 | -50.00 | 0.0001 | -0.0000 | ||
| US31411HND88 / FNMA POOL 908588 FN 02/37 FIXED 6 | 0.00 | -50.00 | 0.0001 | -0.0000 | ||
| US36296Q6V63 / GNMA POOL 698484 GN 08/39 FIXED 5 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
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| US36241LJB36 / Ginnie Mae I Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US36200JJZ49 / GOVT NATL MORTG ASSN 5.00% 12/15/2035 GNMA SF | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
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| US31416CD290 / FNMA POOL 995721 FN 03/39 FIXED VAR | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US863579JG47 / Structured Adjustable Rate Mortgage Loan Trust | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US86359LRW18 / STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A1A | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US07384MXB35 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 6 2A1 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
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| US31407PFB94 / Fannie Mae Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US3138A5WG35 / FNMA POOL AH4246 FN 04/41 FIXED 4.5 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US126673J373 / ENCORE CREDIT RECEIVABLES TRUS ECR 2005 2 M3 | 0.00 | -80.00 | 0.0001 | -0.0002 | ||
| US31396LT267 / FNMA, REMIC, Series 2006-115, Class ES | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US31395A3J20 / Freddie Mac Structured Pass-Through Certificates | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US31400JR505 / FNMA POOL 689108 FN 02/33 FIXED 5.5 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US36176DEZ24 / GINNIE MAE I POOL GN 762752 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
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| US31417YM954 / FNMA POOL MA0383 FN 04/30 FIXED 4.5 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US12544VCN73 / CWHL 2007-5 A51 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US3138ADYY53 / FNMA POOL AI0726 FN 04/41 FIXED 4.5 | 0.00 | -50.00 | 0.0001 | -0.0001 | ||
| US31403LUQ21 / FNMA POOL 752191 FN 11/33 FIXED 5.5 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US46628BBC37 / JP MORGAN MORTGAGE TRUST JPMMT 2006 A6 3A1 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
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| US3128M5BY59 / FED HM LN PC POOL G03355 FG 08/37 FIXED 5 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US126670LE60 / CHL Mortgage Pass-Through Trust 2005-HYB9 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
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| US31406TGE55 / Fannie Mae Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US45670CAA53 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR7 1A1 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
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| US36296X3G79 / GNMA POOL 704699 GN 09/39 FIXED 5 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US3620AVQ470 / GNMA POOL 741275 GN 05/40 FIXED 5 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US31407FD649 / FNMA POOL 829125 FN 10/35 FIXED 5.5 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US3128LBC556 / FED HM LN PC POOL A77292 FG 04/38 FIXED 5 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US31410GRN50 / Fannie Mae Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US3128M6QV39 / Freddie Mac Gold Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US31371M7M35 / FNMA POOL 256600 FN 02/27 FIXED 5.5 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US3128M7HT66 / Freddie Mac Gold Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US3140HAQL76 / FNMA POOL BJ8558 FN 03/48 FIXED 3.5 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US86359LEV71 / Structured Asset Mortgage Investments II Trust 2004-AR6 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US31414HJX61 / Fannie Mae Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US31368HMQ38 / Fannie Mae Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US3128MJCJ76 / Freddie Mac Gold Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US31412LM721 / Fannie Mae Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US16162WPB99 / Chase Mortgage Finance Trust | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US31414L2H03 / Fannie Mae Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US31417YJ240 / FNMA POOL MA0280 FN 11/29 FIXED 5.5 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US36296UE309 / GNMA POOL 701354 GN 02/39 FIXED 5 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| US31417S3V02 / Uniform Mortgage-Backed Securities | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US66987XGJ81 / NOVASTAR HOME EQUITY LOAN NHEL 2005 1 M5 | 0.00 | -80.00 | 0.0001 | -0.0002 | ||
| US31410F3J26 / FNMA POOL 888301 FN 09/36 FIXED VAR | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US31397H6P87 / FREDDIE MAC REMICS FHR 3311 FN | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US31371MR908 / Fannie Mae Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US31396WRQ14 / Fannie Mae REMICS | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| OIS MXN TIIE1/7.76000 04/09/25-4Y* CME / DIR (EZ8RRKWFNPF8) | 0.00 | 0.0001 | 0.0001 | |||
| OIS MXN TIIE1/7.76000 04/09/25-4Y* CME / DIR (EZ8RRKWFNPF8) | 0.00 | 0.0001 | 0.0001 | |||
| US36295LGE56 / GNMA POOL 673497 GN 04/38 FIXED 5 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US31410G2H50 / Fannie Mae Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US36296P6L00 / GNMA POOL 697575 GN 11/38 FIXED 5 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US3128P7MZ31 / FED HM LN PC POOL C91276 FG 11/29 FIXED 5 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US362341RT83 / GSR MORTGAGE LOAN TRUST GSR 2005 AR6 1A1 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US31418RB751 / FNMA POOL AD3661 FN 05/40 FIXED 4.5 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US31297F2U64 / FED HM LN PC POOL A27987 FG 07/34 FIXED 5 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US3138EHXA54 / FNMA POOL AL1572 FN 09/36 FIXED VAR | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US3138A5W654 / FNMA POOL AH4268 FN 04/41 FIXED 4.5 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US3128M6JM13 / FREDDIE MAC GOLD POOL FG G04468 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US3128M75R30 / Freddie Mac Gold Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US31371N2D62 / FNMA POOL 257372 FN 09/28 FIXED 6 | 0.00 | 0.00 | 0.0000 | -0.0000 | ||
| US36176R7B27 / GNMA POOL 774290 GN 02/42 FIXED 5 | 0.00 | 0.00 | 0.0000 | -0.0000 | ||
| US3128M6SU38 / Freddie Mac Gold Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | ||
| ROLLS-ROYCE PLC SNR SE ICE / DCR (EZ6TZSNBRC59) | 0.00 | 0.0000 | 0.0000 | |||
| US31414FS510 / FNMA POOL 965040 FN 09/38 FIXED 4.5 | 0.00 | 0.00 | 0.0000 | -0.0000 | ||
| US31409WLC37 / FNMA POOL 880623 FN 04/36 FIXED 5.5 | 0.00 | 0.00 | 0.0000 | -0.0000 | ||
| US3128P7NZ22 / Federal Home Loan Mortgage Corporation | 0.00 | 0.00 | 0.0000 | -0.0000 | ||
| US3132A94U89 / FED HM LN PC POOL ZS8935 FR 01/29 FIXED 6.5 | 0.00 | 0.00 | 0.0000 | -0.0000 | ||
| US31415TF549 / FNCL UMBS 5.5 988588 08-01-38 | 0.00 | 0.00 | 0.0000 | -0.0000 | ||
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| US31407HRF54 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | ||
| US36295GBG64 / GNMA POOL 669739 GN 07/37 FIXED 6 | 0.00 | 0.00 | 0.0000 | -0.0000 | ||
| US31371M5N36 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | ||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US36296QZD41 / Ginnie Mae I Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | ||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US362341FR55 / GSR Mortgage Loan Trust, Series 2005-AR, Class 6A1 | 0.00 | 0.0000 | -0.0000 | |||
| US31418PS221 / FNMA POOL AD2336 FN 02/40 FIXED 4.5 | 0.00 | 0.0000 | -0.0000 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US3128K8EE28 / Freddie Mac Gold Pool | 0.00 | 0.0000 | -0.0000 | |||
| US31415XKP59 / FNMA POOL 992302 FN 01/39 FIXED 5.5 | 0.00 | 0.0000 | -0.0000 | |||
| US31374CPF76 / Fannie Mae Pool | 0.00 | -100.00 | 0.0000 | -0.0000 | ||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US3620C0WE43 / GNMA POOL 745045 GN 11/39 FIXED 5 | 0.00 | 0.0000 | -0.0000 | |||
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| US31393C4W07 / FANNIE MAE FNR 2003 66 SA | 0.00 | 0.0000 | -0.0000 | |||
| US31396VCB27 / Fannie Mae REMICS | 0.00 | 0.0000 | -0.0000 | |||
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| US3128M6WG97 / FHLMC | 0.00 | 0.0000 | -0.0000 | |||
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| US31403YNJ81 / 30 YR SINGLE FAMILY MBS | 0.00 | 0.0000 | -0.0000 | |||
| US31403C6S57 / UMBS, 30 Year | 0.00 | 0.0000 | -0.0000 | |||
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| US07384MTM46 / Bear Stearns ARM Trust 2003-1 | 0.00 | 0.0000 | -0.0000 | |||
| US36296DZF85 / GNMA POOL 688442 GN 05/38 FIXED 5 | 0.00 | 0.0000 | -0.0000 | |||
| US3128K9RM89 / FED HM LN PC POOL A48592 FG 03/36 FIXED 6 | 0.00 | 0.0000 | -0.0000 | |||
| US36212TA538 / GNMA POOL 542828 GN 06/35 FIXED 5 | 0.00 | 0.0000 | -0.0000 | |||
| US07384M2E17 / Bear Stearns ARM Trust 2004-1 | 0.00 | 0.0000 | -0.0000 | |||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US31408CA897 / FNMA POOL 847031 FN 12/35 FIXED 5.5 | 0.00 | 0.0000 | -0.0000 | |||
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| US3128M6JE96 / FED HM LN PC POOL G04461 FG 07/38 FIXED 5 | 0.00 | 0.0000 | -0.0000 | |||
| US31402QYY15 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | |||
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| US31403MUU16 / FNMA POOL 753095 FN 12/33 FIXED 5.5 | 0.00 | 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 | |||
| US31411AGT60 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | |||
| US31371NMK80 / UMBS, 20 Year | 0.00 | 0.0000 | -0.0000 | |||
| US31415BDJ52 / FNMA POOL 981705 FN 06/38 FIXED 4.5 | 0.00 | 0.0000 | -0.0000 | |||
| US36295GBH48 / GNMA POOL 669740 GN 08/37 FIXED 6 | 0.00 | 0.0000 | -0.0000 | |||
| US31417YDA29 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | |||
| US31412AWT77 / FNMA POOL 919658 FN 09/37 FIXED 6 | 0.00 | -100.00 | 0.0000 | -0.0000 | ||
| US07386HSY89 / Bear Stearns ALT-A Trust 2005-4 | 0.00 | 0.0000 | -0.0000 | |||
| US31397SWJ94 / FANNIE MAE FNR 2011 40 SX | 0.00 | 0.0000 | -0.0000 | |||
| US3140H5MU22 / FNMA POOL BJ3970 FN 01/48 FIXED 3.5 | 0.00 | 0.0000 | -0.0000 | |||
| US3128P7JU80 / FEDERAL HOME LOAN MORTGAGE CORP 5.00% 05/01/2028 FHLMC G30 | 0.00 | 0.0000 | -0.0000 | |||
| US31409XPU71 / FNMA POOL 881635 FN 02/36 FIXED 5.5 | 0.00 | 0.0000 | -0.0000 | |||
| BOUGHT KRW SOLD USD 20250708 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT KRW SOLD USD 20250708 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US3128KKPP80 / FED HM LN PC POOL A56730 FG 01/37 FIXED 5 | 0.00 | 0.0000 | -0.0000 | |||
| US3138AAS937 / FNMA POOL AH8643 FN 04/41 FIXED 4.5 | 0.00 | 0.0000 | -0.0000 | |||
| US12669GPR64 / CHL Mortgage Pass-Through Trust 2005-2 | 0.00 | 0.0000 | -0.0000 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US31419FVG89 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | |||
| US31371N7L34 / FNMA POOL 257499 FN 12/28 FIXED 5.5 | 0.00 | 0.0000 | -0.0000 | |||
| US31409GPE07 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | |||
| US31416BS829 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | |||
| US36296JJY29 / GNMA POOL 692479 GN 04/39 FIXED 5 | 0.00 | 0.0000 | -0.0000 | |||
| US31410GPA57 / FNMA 5.50% 8/37 #888817 | 0.00 | 0.0000 | -0.0000 | |||
| US31407UMR58 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | |||
| US31418XNQ78 / FNMA POOL AD9398 FN 06/40 FIXED 4.5 | 0.00 | 0.0000 | -0.0000 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US31396NH417 / FREDDIE MAC FHR 3136 NS | 0.00 | 0.0000 | -0.0000 | |||
| US31410KAA25 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | |||
| US36295L3X75 / GNMA POOL 674114 GN 06/38 FIXED 5 | 0.00 | 0.0000 | -0.0000 | |||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US31385XNR43 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | |||
| US312929MQ29 / Freddie Mac Gold Pool | 0.00 | 0.0000 | -0.0000 | |||
| US3128LXAV26 / Freddie Mac Gold Pool | 0.00 | 0.0000 | -0.0000 | |||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US31419DG543 / FNMA POOL AE2919 FN 08/40 FIXED 5.5 | 0.00 | 0.0000 | -0.0000 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US31410KXL33 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | |||
| US585525EN47 / MRFC Mortgage Pass-Through Trust Series 2000-TBC3 | 0.00 | 0.0000 | -0.0000 | |||
| US32051GGD16 / First Horizon Alternative Mortgage Securities Trust 2005-AA1 | 0.00 | 0.0000 | -0.0000 | |||
| US31413NGG43 / FNMA POOL 950299 FN 08/37 FIXED 5.5 | 0.00 | 0.0000 | -0.0000 | |||
| US31410SS651 / FNMA POOL 896141 FN 06/36 FIXED 5.5 | 0.00 | 0.0000 | -0.0000 | |||
| US939336X409 / WaMu Mortgage Pass-Through Certificates Series 2005-AR1 Trust | 0.00 | 0.0000 | -0.0000 | |||
| US3128M4AK99 / FED HM LN PC POOL G02410 FG 01/36 FIXED 5 | 0.00 | 0.0000 | -0.0000 | |||
| US31406TQU87 / Federal National Mortgage Association | 0.00 | 0.0000 | -0.0000 | |||
| US31406L3C03 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | |||
| US31417YJN85 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US3138EDMB43 / FNMA 30YR 4.5% 04/01/2042#AK8453 | 0.00 | 0.0000 | -0.0000 | |||
| US3138AKTT66 / FNMA POOL AI5961 FN 06/26 FIXED 4 | 0.00 | 0.0000 | -0.0000 | |||
| US31413HWP99 / FNMA POOL 946254 FN 09/37 FIXED 6 | 0.00 | 0.0000 | -0.0000 | |||
| US3138ABDP10 / FNMA POOL AH9109 FN 04/41 FIXED 4.5 | 0.00 | 0.0000 | -0.0000 | |||
| US31395HHV50 / Freddie Mac Structured Pass-Through Certificates | 0.00 | 0.0000 | -0.0000 | |||
| US31404V6A14 / FNMA POOL 780365 FN 06/34 FLOATING VAR | 0.00 | 0.0000 | -0.0000 | |||
| US31371NSN65 / FANNIE MAE POOL UMBS P#257125 5.50000000 | 0.00 | 0.0000 | -0.0000 | |||
| US36295QN557 / GNMA POOL 677312 GN 09/38 FIXED 5 | 0.00 | 0.0000 | -0.0000 | |||
| US31412BFT44 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | |||
| US3138AHGU48 / FNMA POOL AI3810 FN 06/41 FIXED 4.5 | 0.00 | 0.0000 | -0.0000 | |||
| US31371NLG87 / FNMA POOL 256927 FN 10/27 FIXED 5.5 | 0.00 | 0.0000 | -0.0000 | |||
| US3128JRGY60 / Freddie Mac Non Gold Pool | 0.00 | 0.0000 | -0.0000 | |||
| US31402RTS84 / FNMA POOL 735961 FN 09/35 FLOATING VAR | 0.00 | 0.0000 | -0.0000 | |||
| US3138LT4L90 / FNMA POOL AO3526 FN 04/39 FIXED 4.5 | 0.00 | 0.0000 | -0.0000 | |||
| US3128CUM299 / FED HM LN PC POOL G30377 FG 12/27 FIXED 6 | 0.00 | 0.0000 | -0.0000 | |||
| US31410LKA97 / FNMA POOL 890489 FN 11/41 FIXED VAR | 0.00 | 0.0000 | -0.0000 | |||
| US3138ANY565 / FNMA POOL AI8831 FN 08/41 FIXED 4.5 | 0.00 | 0.0000 | -0.0000 | |||
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| US92922FD213 / WAMU_05-AR2 | 0.00 | 0.0000 | -0.0000 | |||
| US22541QCT76 / Credit Suisse First Boston Mortgage Securities Corp | 0.00 | 0.0000 | -0.0000 | |||
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| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
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| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
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| US3128M7KW58 / FHLMC | 0.00 | 0.0000 | -0.0000 | |||
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| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
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| US12669GHG91 / COUNTRYWIDE HOME LOANS CWHL 2004 HYB9 1A1 | 0.00 | 0.0000 | -0.0000 | |||
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| US07384M3D25 / BEAR STEARNS ARM TRUST 2004-9 BSARM 2004-9 22A1 | 0.00 | 0.0000 | -0.0000 | |||
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| US3623413A52 / GSAMP TRUST GSAMP 2006 S1 A2A | 0.00 | 0.0000 | -0.0000 | |||
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| SOLD TWD BOUGHT USD 20250703 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US31416JMP39 / FNMA POOL AA1265 FN 08/33 FIXED 4.5 | 0.00 | 0.0000 | -0.0000 | |||
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| US31371MQC46 / 30 YR SINGLE FAMILY MBS | 0.00 | 0.0000 | -0.0000 | |||
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| US3128JREM41 / FED HM LN PC POOL 847340 FH 11/34 FLOATING VAR | 0.00 | 0.0000 | -0.0000 | |||
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| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
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| US3128M6B985 / Freddie Mac Gold Pool | 0.00 | 0.0000 | -0.0000 | |||
| US31414QVY06 / FNMA POOL 973231 FN 10/36 FIXED 6 | 0.00 | 0.0000 | -0.0000 | |||
| US86359AYX52 / Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-22A | 0.00 | 0.0000 | -0.0000 | |||
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| US45660N2Y00 / IndyMac INDX Mortgage Loan Trust, Series 2004-AR10, Class 2A2A | 0.00 | 0.0000 | 0.0000 | |||
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| BOUGHT TRY SOLD USD 20250807 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US05948XBS99 / BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 D 2A1 | 0.00 | 0.0000 | -0.0000 | |||
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| US31411APZ20 / Federal National Mortgage Association | 0.00 | 0.0000 | -0.0000 | |||
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| US31416BUC08 / FNMA POOL 995279 FN 12/38 FIXED VAR | 0.00 | 0.0000 | -0.0000 | |||
| US939336PL10 / Washington Mutual MSC Mortgage Pass-Through Certificates Series 2003-AR1 Trust | 0.00 | 0.0000 | -0.0000 | |||
| BOUGHT TRY SOLD USD 20250701 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US023138AA88 / Ambac Assurance Corp | 0.00 | 0.0000 | -0.0000 | |||
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| US31414FFS56 / FNMA POOL 964677 FN 08/38 FIXED 6 | 0.00 | 0.0000 | 0.0000 | |||
| 31402DKE9 / Fnma Pl 725793 5.519 Due 09/01/19 Bond | 0.00 | 0.0000 | -0.0000 | |||
| 317U7ICA1 PIMCO SWAPTION 6.05 PUT USD 20251030 / DIR (000000000) | 0.00 | 0.0000 | 0.0000 | |||
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| US31371M7J06 / FNMA POOL 256597 FN 02/37 FIXED 5.5 | 0.00 | 0.0000 | -0.0000 | |||
| US31410RNM78 / Federal National Mortgage Association, Inc. | 0.00 | 0.0000 | 0.0000 | |||
| US31376KSS68 / FNMA POOL 357929 FN 08/25 FIXED 5 | 0.00 | 0.0000 | -0.0000 | |||
| US31393T7H31 / Fannie Mae REMICS | 0.00 | 0.0000 | -0.0000 | |||
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| US31402DP797 / Fannie Mae Pool | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| SOLD HKD BOUGHT USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US31410CB842 / FNMA POOL 884863 FN 04/36 FIXED 5.5 | 0.00 | 0.0000 | -0.0000 | |||
| SOLD HKD BOUGHT USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US31411ECZ88 / FNMA POOL 905588 FN 12/36 FIXED 5.5 | 0.00 | 0.0000 | 0.0000 | |||
| US31388JK531 / FANNIE MAE 3.636% 09/01/2031 FNMA ARM | 0.00 | 0.0000 | 0.0000 | |||
| US31419AK897 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | |||
| US05948XBV29 / Banc of America Mortgage Trust, Series 2003-D, Class 2A4 | 0.00 | 0.0000 | 0.0000 | |||
| SOLD CNH BOUGHT USD 20250820 / 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 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 | |||
| 31750QMA4 PIMCO CDSOPT PUT USD 1.0 20250716 / DCR (EZ967XY50V92) | -0.00 | -100.00 | -0.0000 | 0.0003 | ||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| 31750QN05 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) | -0.00 | -100.00 | -0.0000 | 0.0003 | ||
| 31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) | -0.00 | -100.00 | -0.0000 | 0.0003 | ||
| 31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) | -0.00 | -100.00 | -0.0000 | 0.0003 | ||
| 31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) | -0.00 | -100.00 | -0.0000 | 0.0003 | ||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD TRY BOUGHT USD 20250709 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD TRY BOUGHT USD 20250724 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD TRY BOUGHT USD 20250728 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD ZAR BOUGHT USD 20250723 / 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 | |||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD KRW BOUGHT USD 20250714 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF53) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD CNH BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD PEN BOUGHT USD 20250922 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD KRW BOUGHT USD 20250708 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD KRW BOUGHT USD 20250708 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOFTBANK GROUP CORP SNR JP SP GST / DCR (EZ1K1NTX2WN0) | -0.00 | 100.00 | -0.0001 | -0.0000 | ||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| EURO-BUXL 30Y BND SEP25 XEUR 20250908 / DIR (DE000F1NGF87) | -0.00 | -0.0001 | -0.0001 | |||
| EURO-BUXL 30Y BND SEP25 XEUR 20250908 / DIR (DE000F1NGF87) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD PEN BOUGHT USD 20250717 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD PEN BOUGHT USD 20250717 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| ZCS BRL 13.9255 05/08/25-01/04/27 CME / DIR (EZ6MPDHN98L0) | -0.00 | -0.0002 | -0.0002 | |||
| ZCS BRL 13.9255 05/08/25-01/04/27 CME / DIR (EZ6MPDHN98L0) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD ILS BOUGHT USD 20250709 / DFE (000000000) | -0.01 | -0.0002 | -0.0002 | |||
| IRS EUR 2.38000 12/31/24-10Y LCH / DIR (EZT9L1T84284) | -0.01 | -77.27 | -0.0002 | 0.0008 | ||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0003 | -0.0003 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0003 | -0.0003 | |||
| SOLD TRY BOUGHT USD 20250707 / DFE (000000000) | -0.01 | -0.0003 | -0.0003 | |||
| SOLD TRY BOUGHT USD 20250707 / DFE (000000000) | -0.01 | -0.0003 | -0.0003 | |||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0003 | -0.0003 | |||
| ZCS BRL 14.0087 05/12/25-01/04/27 CME / DIR (EZHTRBH6Z688) | -0.01 | -0.0003 | -0.0003 | |||
| IRS EUR 2.52000 03/27/25-10Y LCH / DIR (EZ84ZR69LPH2) | -0.01 | -40.00 | -0.0003 | 0.0002 | ||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0003 | -0.0003 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0003 | -0.0003 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0003 | -0.0003 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0003 | -0.0003 | |||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0003 | -0.0003 | |||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0003 | -0.0003 | |||
| SOLD TRY BOUGHT USD 20251217 / DFE (000000000) | -0.01 | -0.0004 | -0.0004 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0004 | -0.0004 | |||
| RFR USD SOFR/3.87000 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) | -0.01 | -46.67 | -0.0004 | 0.0004 | ||
| SOLD PEN BOUGHT USD 20250808 / DFE (000000000) | -0.01 | -0.0004 | -0.0004 | |||
| SOLD PEN BOUGHT USD 20250808 / DFE (000000000) | -0.01 | -0.0004 | -0.0004 | |||
| IRS MXN 9.39000 11/15/24-1Y* (WHT) CME / DIR (EZY2ZGSDJ3P8) | -0.01 | 28.57 | -0.0004 | -0.0001 | ||
| IRS EUR 2.46000 04/01/25-10Y LCH / DIR (EZ53SKB9GFZ1) | -0.01 | -25.00 | -0.0004 | 0.0002 | ||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0004 | -0.0004 | |||
| IRS EUR 2.67000 04/03/24-10Y LCH / DIR (EZNZ7GSWY0V5) | -0.01 | -25.00 | -0.0004 | 0.0002 | ||
| SOLD PLN BOUGHT USD 20250710 / DFE (000000000) | -0.01 | -0.0005 | -0.0005 | |||
| SOLD PLN BOUGHT USD 20250710 / DFE (000000000) | -0.01 | -0.0005 | -0.0005 | |||
| SOLD PLN BOUGHT USD 20250710 / DFE (000000000) | -0.01 | -0.0005 | -0.0005 | |||
| DEUTSCHE BANK AKTIENGESELLSCH SLA SE ICE / DCR (EZ3G5KGG4B32) | -0.01 | -75.61 | -0.0005 | 0.0015 | ||
| DEUTSCHE BANK AKTIENGESELLSCH SLA SE ICE / DCR (EZ3G5KGG4B32) | -0.01 | -75.61 | -0.0005 | 0.0015 | ||
| IRS EUR 2.40000 04/09/25-5Y LCH / DIR (EZVHX3M64G11) | -0.01 | -0.0005 | -0.0005 | |||
| IRS EUR 2.40000 04/09/25-5Y LCH / DIR (EZVHX3M64G11) | -0.01 | -0.0005 | -0.0005 | |||
| IRS EUR 2.25000 09/17/25-5Y LCH / DIR (EZ3YW7100S99) | -0.01 | -81.13 | -0.0005 | 0.0020 | ||
| IRS EUR 2.68000 08/07/24-10Y LCH / DIR (EZY1BDNLL5Q4) | -0.01 | 57.14 | -0.0005 | -0.0001 | ||
| IRS EUR 2.68000 08/07/24-10Y LCH / DIR (EZY1BDNLL5Q4) | -0.01 | 57.14 | -0.0005 | -0.0001 | ||
| SOLD PEN BOUGHT USD 20250711 / DFE (000000000) | -0.01 | -0.0005 | -0.0005 | |||
| SOLD PEN BOUGHT USD 20250711 / DFE (000000000) | -0.01 | -0.0005 | -0.0005 | |||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | -0.01 | -0.0005 | -0.0005 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0005 | -0.0005 | |||
| IRS EUR 2.46000 03/13/25-10Y LCH / DIR (EZYS5KMNTTM6) | -0.01 | -26.67 | -0.0005 | 0.0002 | ||
| RFR USD SOFR/3.89000 03/03/25-10Y LCH / DIR (EZ6496BPGLD0) | -0.01 | 71.43 | -0.0006 | -0.0002 | ||
| RFR USD SOFR/3.89000 03/03/25-10Y LCH / DIR (EZ6496BPGLD0) | -0.01 | 71.43 | -0.0006 | -0.0002 | ||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0006 | -0.0006 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0006 | -0.0006 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0006 | -0.0006 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0006 | -0.0006 | |||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0006 | -0.0006 | |||
| IRS EUR 2.59000 08/19/24-10Y LCH / DIR (EZ89K27HY2C4) | -0.01 | 75.00 | -0.0006 | -0.0002 | ||
| IRS EUR 2.59000 08/19/24-10Y LCH / DIR (EZ89K27HY2C4) | -0.01 | 75.00 | -0.0006 | -0.0002 | ||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0007 | -0.0007 | |||
| IRS EUR 2.35000 04/29/25-5Y LCH / DIR (EZ74X71XY4J2) | -0.01 | -0.0007 | -0.0007 | |||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0007 | -0.0007 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0007 | -0.0007 | |||
| IRS MXN 9.43000 10/31/24-1Y* (WHT) CME / DIR (EZ5F1PDPNS31) | -0.02 | 36.36 | -0.0007 | -0.0001 | ||
| IRS MXN 9.43000 10/31/24-1Y* (WHT) CME / DIR (EZ5F1PDPNS31) | -0.02 | 36.36 | -0.0007 | -0.0001 | ||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.02 | -0.0007 | -0.0007 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.02 | -0.0007 | -0.0007 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.02 | -0.0008 | -0.0008 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.02 | -0.0008 | -0.0008 | |||
| INF SWAP US IT 2.5025 03/25/25-5Y LCH / DIR (EZCD1478Q5K2) | -0.02 | -126.87 | -0.0008 | -0.0040 | ||
| IRS EUR 2.58000 08/29/24-10Y LCH / DIR (EZK1YHHFDQG6) | -0.02 | 63.64 | -0.0008 | -0.0003 | ||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0009 | -0.0009 | |||
| SOLD DKK BOUGHT USD 20250804 / DFE (000000000) | -0.02 | -0.0009 | -0.0009 | |||
| SOLD DKK BOUGHT USD 20250804 / DFE (000000000) | -0.02 | -0.0009 | -0.0009 | |||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0009 | -0.0009 | |||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0009 | -0.0009 | |||
| SOLD SEK BOUGHT USD 20250804 / DFE (000000000) | -0.02 | -0.0009 | -0.0009 | |||
| SOLD SEK BOUGHT USD 20250804 / DFE (000000000) | -0.02 | -0.0009 | -0.0009 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.02 | -0.0009 | -0.0009 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.02 | -0.0009 | -0.0009 | |||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0.02 | -0.0009 | -0.0009 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0009 | -0.0009 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.02 | -0.0010 | -0.0010 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0010 | -0.0010 | |||
| IRS EUR 2.42000 03/07/25-10Y LCH / DIR (EZL5KMTRTV12) | -0.02 | -22.22 | -0.0010 | 0.0003 | ||
| IRS CZK 3.76000 11/01/24-10Y CME / DIR (EZZDBNZ60DY7) | -0.02 | -2,300.00 | -0.0010 | -0.0011 | ||
| SOLD PEN BOUGHT USD 20250804 / DFE (000000000) | -0.02 | -0.0011 | -0.0011 | |||
| SOLD PEN BOUGHT USD 20250804 / DFE (000000000) | -0.02 | -0.0011 | -0.0011 | |||
| SOLD NZD BOUGHT USD 20250804 / DFE (000000000) | -0.02 | -0.0011 | -0.0011 | |||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.02 | -0.0011 | -0.0011 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0011 | -0.0011 | |||
| RFR USD SOFR/3.90750 03/04/25-10Y LCH / DIR (EZP5RC766JJ0) | -0.02 | 50.00 | -0.0011 | -0.0004 | ||
| RFR USD SOFR/3.89900 03/11/25-10Y LCH / DIR (EZXJC61P0SN9) | -0.03 | 56.25 | -0.0012 | -0.0004 | ||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.03 | -0.0012 | -0.0012 | |||
| SOLD IDR BOUGHT USD 20250711 / DFE (000000000) | -0.03 | -0.0012 | -0.0012 | |||
| RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (EZ2V6Q3C4Q52) | -0.03 | 52.94 | -0.0012 | -0.0004 | ||
| RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (EZ2V6Q3C4Q52) | -0.03 | 52.94 | -0.0012 | -0.0004 | ||
| RFR USD SOFR/3.87400 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) | -0.03 | 73.33 | -0.0012 | -0.0005 | ||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0013 | -0.0013 | |||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.03 | -0.0013 | -0.0013 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0013 | -0.0013 | |||
| RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (EZH2QB9TLWH9) | -0.03 | 64.71 | -0.0013 | -0.0005 | ||
| RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (EZH2QB9TLWH9) | -0.03 | 64.71 | -0.0013 | -0.0005 | ||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0013 | -0.0013 | |||
| SOLD INR BOUGHT USD 20250709 / DFE (000000000) | -0.03 | -0.0014 | -0.0014 | |||
| IRS EUR 2.71000 08/06/24-10Y LCH / DIR (EZVBYTCCB5R1) | -0.03 | 36.36 | -0.0014 | -0.0003 | ||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.03 | -0.0014 | -0.0014 | |||
| SOLD PEN BOUGHT USD 20250929 / DFE (000000000) | -0.03 | -0.0015 | -0.0015 | |||
| SOLD PEN BOUGHT USD 20250929 / DFE (000000000) | -0.03 | -0.0015 | -0.0015 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0015 | -0.0015 | |||
| RFR USD SOFR/4.00000 02/26/25-10Y LCH / DIR (EZ02007F7Y72) | -0.03 | 32.00 | -0.0015 | -0.0003 | ||
| RFR USD SOFR/4.00000 02/26/25-10Y LCH / DIR (EZ02007F7Y72) | -0.03 | 32.00 | -0.0015 | -0.0003 | ||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0015 | -0.0015 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.03 | -0.0016 | -0.0016 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0016 | -0.0016 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0016 | -0.0016 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.04 | -0.0017 | -0.0017 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.04 | -0.0017 | -0.0017 | |||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | -0.04 | -0.0018 | -0.0018 | |||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | -0.04 | -0.0018 | -0.0018 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.04 | -0.0019 | -0.0019 | |||
| IRS EUR 2.22000 01/08/25-10Y LCH / DIR (EZHH63XJ2WL4) | -0.04 | -6.82 | -0.0019 | 0.0002 | ||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.04 | -0.0019 | -0.0019 | |||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.04 | -0.0019 | -0.0019 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.04 | -0.0019 | -0.0019 | |||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.04 | -0.0020 | -0.0020 | |||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | -0.04 | -0.0020 | -0.0020 | |||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | -0.04 | -0.0020 | -0.0020 | |||
| SOLD CLP BOUGHT USD 20250723 / DFE (000000000) | -0.05 | -0.0021 | -0.0021 | |||
| SOLD PEN BOUGHT USD 20251205 / DFE (000000000) | -0.05 | -0.0021 | -0.0021 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.05 | -0.0023 | -0.0023 | |||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | -0.05 | -0.0023 | -0.0023 | |||
| RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (EZKR9TWV5646) | -0.05 | 45.71 | -0.0024 | -0.0007 | ||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.05 | -0.0024 | -0.0024 | |||
| IRS EUR 2.91000 12/29/23-10Y LCH / DIR (EZ6S054Q5KZ9) | -0.05 | 88.89 | -0.0024 | -0.0011 | ||
| RFR USD SOFR/3.97500 03/21/25-10Y LCH / DIR (EZSTF4LLCQZ1) | -0.05 | 36.84 | -0.0024 | -0.0006 | ||
| IRS EUR 3.28000 11/22/23-10Y LCH / DIR (EZW942T998K1) | -0.05 | 48.57 | -0.0024 | -0.0007 | ||
| IRS EUR 3.28000 11/22/23-10Y LCH / DIR (EZW942T998K1) | -0.05 | 48.57 | -0.0024 | -0.0007 | ||
| RFR USD SOFR/3.84200 03/04/25-5Y LCH / DIR (EZSYJ06JDLK1) | -0.05 | 103.85 | -0.0025 | -0.0012 | ||
| RFR USD SOFR/3.84200 03/04/25-5Y LCH / DIR (EZSYJ06JDLK1) | -0.05 | 103.85 | -0.0025 | -0.0012 | ||
| IRS EUR 3.30500 11/27/23-10Y LCH / DIR (EZRHKQRJ6LC5) | -0.05 | 50.00 | -0.0025 | -0.0007 | ||
| IRS EUR 3.30500 11/27/23-10Y LCH / DIR (EZRHKQRJ6LC5) | -0.05 | 50.00 | -0.0025 | -0.0007 | ||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.06 | -0.0026 | -0.0026 | |||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.06 | -0.0027 | -0.0027 | |||
| SOLD PEN BOUGHT USD 20251128 / DFE (000000000) | -0.06 | -0.0027 | -0.0027 | |||
| IRS EUR 3.06300 12/06/23-10Y LCH / DIR (EZCXF38PCGV4) | -0.06 | 66.67 | -0.0028 | -0.0010 | ||
| CMBX.NA.AAA.16 SP SAL / DCR (EZJ2X064YKF7) | -0.06 | -42.59 | -0.0029 | 0.0023 | ||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.06 | -0.0029 | -0.0029 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.07 | -0.0030 | -0.0030 | |||
| SOLD PEN BOUGHT USD 20251212 / DFE (000000000) | -0.07 | -0.0030 | -0.0030 | |||
| IRS EUR 3.12800 12/04/23-10Y LCH / DIR (EZ6Z02R5YJR8) | -0.07 | 58.54 | -0.0030 | -0.0010 | ||
| IRS EUR 3.12800 12/04/23-10Y LCH / DIR (EZ6Z02R5YJR8) | -0.07 | 58.54 | -0.0030 | -0.0010 | ||
| RFR USD SOFR/3.53500 11/06/24-10Y LCH / DIR (EZH37Z857HQ2) | -0.07 | -28.87 | -0.0032 | 0.0015 | ||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.07 | -0.0034 | -0.0034 | |||
| SOLD BRL BOUGHT USD 20260402 / DFE (000000000) | -0.07 | -0.0034 | -0.0034 | |||
| SOLD PEN BOUGHT USD 20251203 / DFE (000000000) | -0.07 | -0.0034 | -0.0034 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.07 | -0.0034 | -0.0034 | |||
| SOLD PLN BOUGHT USD 20250710 / DFE (000000000) | -0.08 | -0.0035 | -0.0035 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.08 | -0.0035 | -0.0035 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.08 | -0.0036 | -0.0036 | |||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.08 | -0.0038 | -0.0038 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.09 | -0.0040 | -0.0040 | |||
| SOLD PEN BOUGHT USD 20251027 / DFE (000000000) | -0.09 | -0.0040 | -0.0040 | |||
| 31750R3X3 PIMCO FXVAN CALL USD TRY 54.00000000 / DFE (EZP38740M526) | -0.09 | -0.0041 | -0.0041 | |||
| 31750R3X3 PIMCO FXVAN CALL USD TRY 54.00000000 / DFE (EZP38740M526) | -0.09 | -0.0041 | -0.0041 | |||
| SOLD PEN BOUGHT USD 20251117 / DFE (000000000) | -0.09 | -0.0041 | -0.0041 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.09 | -0.0041 | -0.0041 | |||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.09 | -0.0042 | -0.0042 | |||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.09 | -0.0042 | -0.0042 | |||
| SOLD PEN BOUGHT USD 20251205 / DFE (000000000) | -0.09 | -0.0042 | -0.0042 | |||
| INF SWAP US IT 2.5225 03/27/25-5Y LCH / DIR (EZWDN00FCNN2) | -0.10 | -161.94 | -0.0044 | -0.0119 | ||
| INF SWAP US IT 2.5225 03/27/25-5Y LCH / DIR (EZWDN00FCNN2) | -0.10 | -161.94 | -0.0044 | -0.0119 | ||
| IRS CLP 5.02000 11/05/24-6Y* CME / DIR (000000000) | -0.10 | -0.0045 | -0.0045 | |||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.10 | -0.0046 | -0.0046 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.10 | -0.0048 | -0.0048 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.10 | -0.0048 | -0.0048 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.11 | -0.0050 | -0.0050 | |||
| OIS MXN TIIE1/9.00000 12/24/24-4Y* CME / DIR (EZM51TDSF7W6) | -0.11 | 43.42 | -0.0050 | -0.0014 | ||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.11 | -0.0051 | -0.0051 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.11 | -0.0051 | -0.0051 | |||
| SOLD CZK BOUGHT USD 20250822 / DFE (000000000) | -0.11 | -0.0052 | -0.0052 | |||
| SOLD CZK BOUGHT USD 20250822 / DFE (000000000) | -0.11 | -0.0052 | -0.0052 | |||
| OIS MXN TIIE1/9.39000 12/12/25-9Y* CME / DIR (EZB94V5ZTJT3) | -0.11 | 54.79 | -0.0052 | -0.0017 | ||
| OIS MXN TIIE1/9.39000 12/12/25-9Y* CME / DIR (EZB94V5ZTJT3) | -0.11 | 54.79 | -0.0052 | -0.0017 | ||
| SOLD PLN BOUGHT USD 20250710 / DFE (000000000) | -0.12 | -0.0053 | -0.0053 | |||
| SOLD PLN BOUGHT USD 20250710 / DFE (000000000) | -0.12 | -0.0053 | -0.0053 | |||
| SOLD PEN BOUGHT USD 20250703 / DFE (000000000) | -0.12 | -0.0057 | -0.0057 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.13 | -0.0058 | -0.0058 | |||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.13 | -0.0060 | -0.0060 | |||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | -0.13 | -0.0061 | -0.0061 | |||
| RFR USD SOFR/4.00000 06/20/24-2Y CME / DIR (EZ33002G9XM4) | -0.14 | -117.00 | -0.0063 | -0.0444 | ||
| RFR USD SOFR/4.00000 06/20/24-2Y CME / DIR (EZ33002G9XM4) | -0.14 | -117.00 | -0.0063 | -0.0444 | ||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0.14 | -0.0065 | -0.0065 | |||
| 317U7ISA4 PIMCO SWAPTION 2.83 CALL USD 2025103 / DIR (000000000) | -0.15 | -0.0066 | -0.0066 | |||
| 317U7ISA4 PIMCO SWAPTION 2.83 CALL USD 2025103 / DIR (000000000) | -0.15 | -0.0066 | -0.0066 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.15 | -0.0070 | -0.0070 | |||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | -0.16 | -0.0072 | -0.0072 | |||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | -0.16 | -0.0072 | -0.0072 | |||
| OIS MXN TIIE1+24/9.4300 12/25/25-9Y* CME / DIR (EZV4JXT1DTW8) | -0.16 | 52.88 | -0.0073 | -0.0023 | ||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.16 | -0.0073 | -0.0073 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.16 | -0.0073 | -0.0073 | |||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | -0.16 | -0.0073 | -0.0073 | |||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | -0.16 | -0.0073 | -0.0073 | |||
| SOLD BRL BOUGHT USD 20260402 / DFE (000000000) | -0.17 | -0.0076 | -0.0076 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.17 | -0.0077 | -0.0077 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.18 | -0.0082 | -0.0082 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.18 | -0.0082 | -0.0082 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.18 | -0.0084 | -0.0084 | |||
| SOLD PEN BOUGHT USD 20250819 / DFE (000000000) | -0.18 | -0.0084 | -0.0084 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.19 | -0.0088 | -0.0088 | |||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.20 | -0.0091 | -0.0091 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.22 | -0.0103 | -0.0103 | |||
| SOLD PEN BOUGHT USD 20250709 / DFE (000000000) | -0.23 | -0.0104 | -0.0104 | |||
| RFR USD SOFR/3.75000 12/18/24-10Y CME / DIR (EZ7K2W20N534) | -0.23 | -194.98 | -0.0104 | -0.0219 | ||
| IRS PLN 4.93000 11/04/24-5Y* CME / DIR (000000000) | -0.24 | -0.0111 | -0.0111 | |||
| SOLD PEN BOUGHT USD 20250731 / DFE (000000000) | -0.24 | -0.0111 | -0.0111 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.30 | -0.0136 | -0.0136 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.30 | -0.0137 | -0.0137 | |||
| SOLD BRL BOUGHT USD 20260402 / DFE (000000000) | -0.30 | -0.0138 | -0.0138 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.30 | -0.0138 | -0.0138 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.30 | -0.0139 | -0.0139 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.31 | -0.0142 | -0.0142 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.32 | -0.0144 | -0.0144 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.32 | -0.0148 | -0.0148 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.33 | -0.0149 | -0.0149 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.33 | -0.0150 | -0.0150 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.33 | -0.0153 | -0.0153 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.33 | -0.0153 | -0.0153 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.34 | -0.0154 | -0.0154 | |||
| RFR USD SOFR/3.75000 12/18/24-7Y LCH / DIR (EZQ9TQ7T4F86) | -0.34 | 510.91 | -0.0154 | -0.0128 | ||
| SOLD PEN BOUGHT USD 20251212 / DFE (000000000) | -0.34 | -0.0155 | -0.0155 | |||
| 317U7IRA5 PIMCO SWAPTION 3.29 CALL USD 2025103 / DIR (000000000) | -0.34 | -0.0157 | -0.0157 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.34 | -0.0157 | -0.0157 | |||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | -0.35 | -0.0160 | -0.0160 | |||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.37 | -0.0171 | -0.0171 | |||
| RFR JPY MUTK/2.00000 06/18/25-30Y LCH / DIR (EZGXYMX8TZ55) | -0.43 | -0.0197 | -0.0197 | |||
| SOLD AUD BOUGHT USD 20250805 / DFE (000000000) | -0.43 | -0.0199 | -0.0199 | |||
| SOLD PEN BOUGHT USD 20250825 / DFE (000000000) | -0.46 | -0.0210 | -0.0210 | |||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | -0.52 | -0.0236 | -0.0236 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.53 | -0.0244 | -0.0244 | |||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0.58 | -0.0268 | -0.0268 | |||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | -0.75 | -0.0342 | -0.0342 | |||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | -0.79 | -0.0363 | -0.0363 | |||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | -0.79 | -0.0363 | -0.0363 | |||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -1.00 | -0.0457 | -0.0457 | |||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -1.00 | -0.0457 | -0.0457 | |||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -1.22 | -0.0560 | -0.0560 | |||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -1.22 | -0.0560 | -0.0560 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -1.51 | -0.0691 | -0.0691 | |||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -1.51 | -0.0694 | -0.0694 | |||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -1.51 | -0.0694 | -0.0694 | |||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | -2.22 | -0.1017 | -0.1017 | |||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | -2.22 | -0.1017 | -0.1017 | |||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) | -2.33 | -37.34 | -0.1067 | 0.0704 | ||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) | -2.33 | -37.34 | -0.1067 | 0.0704 | ||
| IRS EUR 2.25000 09/17/25-10Y LCH / DIR (EZNLCZXFPVL3) | -2.39 | -4.47 | -0.1097 | 0.0097 | ||
| IRS EUR 2.25000 09/17/25-10Y LCH / DIR (EZNLCZXFPVL3) | -2.39 | -4.47 | -0.1097 | 0.0097 | ||
| CDX IG43 5Y ICE / DCR (EZ10N17RBN04) | -2.54 | -11.38 | -0.1163 | 0.0201 | ||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | -2.80 | -0.1283 | -0.1283 | |||
| RFR USD SOFR/3.25000 06/18/25-30Y CME / DIR (EZVR6JLJ0ZB5) | -4.10 | -0.1881 | -0.1881 | |||
| CDX IG44 5Y ICE / DCR (EZPF6RHH0ZV8) | -7.72 | 269.70 | -0.3540 | -0.2544 | ||
| EW / Edwards Lifesciences Corporation | -32.66 | -187.69 | -1.4967 | -3.2035 | ||
| US01F0326821 / Fannie Mae or Freddie Mac | -88.04 | -183,508.33 | -4.0344 | -4.0357 |
