Mga Batayang Estadistika
| Nilai Portofolio | $ 292,466,539 |
| Posisi Saat Ini | 346 |
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)
PLDTX - PIMCO Low Duration Fund II Institutional telah mengungkapkan total kepemilikan 346 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 292,466,539 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama PLDTX - PIMCO Low Duration Fund II Institutional adalah TREASURY NOTE (US:US91282CHB00) , PIMCO ST FLOATING NAV PORT IV MUTUAL FUND (US:US72202G3801) , UMBS TBA (US:US01F0506844) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , and FREDDIE MAC NOTES 08/25 0.68 (US:US3134GWJN76) . Posisi baru PLDTX - PIMCO Low Duration Fund II Institutional meliputi: TREASURY NOTE (US:US91282CHB00) , PIMCO ST FLOATING NAV PORT IV MUTUAL FUND (US:US72202G3801) , UMBS TBA (US:US01F0506844) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , and FREDDIE MAC NOTES 08/25 0.68 (US:US3134GWJN76) .
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 |
|---|---|---|---|---|
| 36.80 | 13.6637 | 13.6637 | ||
| 19.49 | 7.2380 | 7.2380 | ||
| 23.70 | 8.8013 | 3.7020 | ||
| 37.32 | 13.8585 | 0.3556 | ||
| 0.82 | 0.3057 | 0.3057 | ||
| 0.75 | 0.2798 | 0.2798 | ||
| 0.60 | 0.2242 | 0.2242 | ||
| 0.60 | 0.2224 | 0.2224 | ||
| 40.05 | 14.8720 | 0.2020 | ||
| 0.50 | 0.1857 | 0.1857 |
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 |
|---|---|---|---|---|
| -13.07 | -4.8522 | -1.4095 | ||
| -4.68 | -1.7380 | -0.2198 | ||
| -3.63 | -1.3464 | -0.2039 | ||
| 0.45 | 0.1668 | -0.1621 | ||
| -0.42 | -0.1569 | -0.1569 | ||
| 0.28 | 0.1055 | -0.0920 | ||
| 0.29 | 0.1094 | -0.0780 | ||
| 0.24 | 0.0903 | -0.0667 | ||
| -0.18 | -0.0659 | -0.0659 | ||
| 0.62 | 0.2300 | -0.0628 |
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 (%) |
|
|---|---|---|---|---|---|---|
| US91282CHB00 / TREASURY NOTE | 40.05 | 0.07 | 14.8720 | 0.2020 | ||
| US72202G3801 / PIMCO ST FLOATING NAV PORT IV MUTUAL FUND | 37.32 | 1.31 | 13.8585 | 0.3556 | ||
| CITIGROUP REPO REPO 5807 / RA (000000000) | 36.80 | 13.6637 | 13.6637 | |||
| US01F0506844 / UMBS TBA | 23.70 | 53.30 | 8.8013 | 3.7020 | ||
| US01F0606834 / Uniform Mortgage-Backed Security, TBA | 19.49 | 7.2380 | 7.2380 | |||
| US3134GWJN76 / FREDDIE MAC NOTES 08/25 0.68 | 8.27 | 0.90 | 3.0700 | 0.0666 | ||
| US91282CGE57 / United States Treasury Note/Bond | 7.39 | 0.03 | 2.7440 | 0.0362 | ||
| US3132DWEJ80 / Freddie Mac Pool | 7.34 | -2.33 | 2.7235 | -0.0291 | ||
| US3134GWZV19 / FHLMC | 6.13 | 0.89 | 2.2760 | 0.0493 | ||
| US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 5.40 | -0.97 | 2.0051 | 0.0065 | ||
| US3140MJ6N00 / FNMA POOL BV5376 FN 04/52 FIXED 3 | 4.87 | -1.28 | 1.8064 | 0.0003 | ||
| US3134GW5R39 / FREDDIE MAC 0.65 10/25 | 4.35 | 0.95 | 1.6144 | 0.0357 | ||
| FED HM LN PC POOL QG7216 FR 07/53 FIXED 5 / ABS-MBS (US3133C8AR65) | 2.66 | -1.33 | 0.9892 | -0.0005 | ||
| US3134GW6C50 / FEDERAL HOME LOAN MORTGAGE CORP 0.80000000 | 2.49 | 0.89 | 0.9261 | 0.0198 | ||
| US91282CGK18 / U.S. Treasury Inflation Linked Notes | 2.16 | 0.75 | 0.8027 | 0.0162 | ||
| US01F0526800 / Uniform Mortgage-Backed Security, TBA | 2.00 | 1.32 | 0.7419 | 0.0915 | ||
| US TREASURY N/B 04/26 4.875 / DBT (US91282CKK61) | 1.91 | -0.21 | 0.7099 | 0.0075 | ||
| US78432WAA18 / SFO Commercial Mortgage Trust 2021-555 | 1.89 | 0.96 | 0.7028 | 0.0159 | ||
| US3140QNGC08 / Fannie Mae Pool | 1.73 | -1.93 | 0.6425 | -0.0042 | ||
| US3140J5TD14 / FNMA POOL BM1447 FN 07/47 FIXED VAR | 1.73 | -1.98 | 0.6421 | -0.0045 | ||
| US38145GAM24 / Goldman Sachs Group Inc/The | 1.60 | -0.25 | 0.5949 | 0.0061 | ||
| US05552FBA49 / BBCMS Mortgage Trust 2022-C15 | 1.56 | 0.26 | 0.5803 | 0.0090 | ||
| US91282CEZ05 / U.S. Treasury Inflation Linked Notes | 1.44 | 0.91 | 0.5355 | 0.0117 | ||
| US912828XL95 / United States Treasury Inflation Indexed Bonds | 1.35 | 0.75 | 0.5020 | 0.0103 | ||
| US59217GEJ40 / Metropolitan Life Global Funding I | 1.30 | 0.85 | 0.4826 | 0.0104 | ||
| US3140MJ6Y64 / FNMA POOL BV5386 FN 04/52 FIXED 3 | 1.29 | -2.19 | 0.4806 | -0.0044 | ||
| US3140Q7XY81 / FNMA POOL CA0694 FN 11/47 FIXED 3.5 | 1.29 | -2.35 | 0.4787 | -0.0054 | ||
| US22877LAA52 / CRSNT Trust 2021-MOON | 1.28 | 0.23 | 0.4769 | 0.0073 | ||
| US68245HAA23 / One Market Plaza Trust 2017-1MKT | 1.26 | 1.86 | 0.4669 | 0.0143 | ||
| US3140QNS866 / FNMA POOL CB3242 FN 04/52 FIXED 3 | 1.23 | -2.14 | 0.4580 | -0.0042 | ||
| US3140QNUC42 / Federal National Mortgage Association | 1.23 | -1.76 | 0.4557 | -0.0022 | ||
| US38380QGA40 / GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H14 FH | 1.16 | -0.09 | 0.4315 | 0.0051 | ||
| US3140QNUB68 / Federal National Mortgage Association | 1.14 | -2.15 | 0.4236 | -0.0036 | ||
| US054980AA58 / BDS 2022-FL11 LLC | 1.14 | -6.04 | 0.4219 | -0.0214 | ||
| US65364UAL08 / Niagara Mohawk Power Corp. | 1.09 | 0.55 | 0.4054 | 0.0074 | ||
| US3140Q7NA16 / FNMA POOL CA0384 FN 09/47 FIXED 3.5 | 1.08 | -1.01 | 0.3997 | 0.0013 | ||
| US26210YAA47 / DROP Mortgage Trust, Series 2021-FILE, Class A | 1.07 | 2.01 | 0.3967 | 0.0130 | ||
| US38382Y5C34 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H11 CL FC V/R 6.10000000 | 1.06 | -1.77 | 0.3923 | -0.0019 | ||
| US87166PAL58 / SYNIT 23-A2 A 5.74% 10-15-29/26 | 1.02 | -0.20 | 0.3782 | 0.0042 | ||
| HYUNDAI CAPITAL AMERICA HYUNDAI CAPITAL AMERICA / DBT (US44891ACX37) | 1.01 | 0.00 | 0.3755 | 0.0049 | ||
| ABBVD / AbbVie Inc. - Depositary Receipt (Common Stock) | 1.01 | 0.00 | 0.3750 | 0.0048 | ||
| US46647PCQ72 / JPMorgan Chase & Co | 1.00 | -0.10 | 0.3723 | 0.0043 | ||
| US38382Y5K59 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H12 CL FA V/R 6.06629000 | 0.96 | -2.34 | 0.3561 | -0.0038 | ||
| US38376R6V36 / Government National Mortgage Association | 0.95 | -8.51 | 0.3515 | -0.0278 | ||
| CITIBANK NA CITIBANK NA / DBT (US17325FBF45) | 0.91 | -0.22 | 0.3368 | 0.0034 | ||
| SCE.PRK / SCE Trust V - Preferred Security | 0.90 | 0.11 | 0.3359 | 0.0046 | ||
| US17305EGP43 / Citibank Credit Card Issuance Trust | 0.90 | -0.11 | 0.3343 | 0.0039 | ||
| US74153WCR88 / Pricoa Global Funding I | 0.90 | 0.11 | 0.3339 | 0.0046 | ||
| US647622AA79 / New Orleans Hotel Trust 2019-HNLA | 0.89 | 0.45 | 0.3318 | 0.0056 | ||
| US90205FAA84 / 280 Park Avenue 2017-280P Mortgage Trust | 0.89 | 1.02 | 0.3312 | 0.0073 | ||
| US05549RAA59 / BBCMS TRUST 2018-CBM BBCMS 2018-CBM A | 0.88 | -1.24 | 0.3265 | 0.0002 | ||
| US02376UAA34 / American Airlines Pass Through Trust, Series 2016-1, Class AA | 0.87 | 0.23 | 0.3217 | 0.0047 | ||
| FED HM LN PC POOL QG8791 FR 08/53 FIXED 5 / ABS-MBS (US3133C9XU21) | 0.86 | -0.35 | 0.3205 | 0.0029 | ||
| US05493LAA44 / BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX A 144A | 0.86 | 0.23 | 0.3196 | 0.0049 | ||
| US20048GAA40 / COMM 2019-521F Mortgage Trust | 0.86 | 2.75 | 0.3195 | 0.0126 | ||
| US55285AAA51 / MF1 2022-FL9 LLC SER 2022-FL9 CL A V/R REGD 144A P/P 2.96000000 | 0.85 | -4.50 | 0.3156 | -0.0105 | ||
| FANNIE MAE FNR 2024 90 FA / ABS-MBS (US3136BTXB47) | 0.83 | -9.59 | 0.3085 | -0.0279 | ||
| FED HM LN PC POOL SD7578 FR 04/55 FIXED 6 / ABS-MBS (US3132DVM362) | 0.82 | 0.3057 | 0.3057 | |||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | 0.82 | 0.00 | 0.3036 | 0.0039 | ||
| US05553BAA35 / Beneria Cowen & Pritzer Collateral Funding Corp | 0.81 | -0.37 | 0.3015 | 0.0027 | ||
| US94988J6F93 / Wells Fargo Bank NA | 0.81 | 0.00 | 0.3014 | 0.0040 | ||
| US36179T7L33 / Ginnie Mae II Pool | 0.81 | -2.76 | 0.3008 | -0.0047 | ||
| FANNIE MAE FNR 2012 125 GC / ABS-MBS (US3136A9E797) | 0.80 | -3.61 | 0.2974 | -0.0069 | ||
| US38383KDE91 / GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H20 FE | 0.79 | -1.26 | 0.2917 | 0.0002 | ||
| US04965JAA16 / Atrium Hotel Portfolio Trust 2017-ATRM | 0.78 | -0.51 | 0.2881 | 0.0023 | ||
| US38382Y5F64 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H11 CL FD V/R 6.21629000 | 0.78 | -0.64 | 0.2881 | 0.0019 | ||
| US30227FAA84 / Extended Stay America Trust | 0.77 | -0.90 | 0.2869 | 0.0013 | ||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 0.75 | 0.2798 | 0.2798 | |||
| US01F0226831 / FEDERAL NATIONAL MORTGAGE ASSOCIATION 30YR TBA AUG | 0.75 | 1.50 | 0.2772 | 0.0345 | ||
| US918307AM15 / UNITED WHOLESALE MORTGAGE LLC UWM 2021 INV4 A9 144A | 0.74 | -1.74 | 0.2734 | -0.0011 | ||
| US12564NAA00 / CLNY Trust 2019-IKPR | 0.73 | -11.49 | 0.2721 | -0.0310 | ||
| US67114KAL17 / ONSLOW BAY MORTGAGE LOAN TRUST SER 2021-INV2 CL A11 V/R REGD 144A P/P 0.94967000 | 0.73 | -1.22 | 0.2717 | 0.0001 | ||
| US20048FAA66 / COMM MORTGAGE TRUST COMM 2021 2400 A 144A | 0.73 | -0.27 | 0.2713 | 0.0029 | ||
| US36265LAB36 / GS MORTGAGE BACKED SECURITIES GSMBS 2022 HP1 A2 144A | 0.71 | -2.35 | 0.2626 | -0.0031 | ||
| ATHENE GLOBAL FUNDING SECURED 144A 07/26 VAR / DBT (US04685A4J75) | 0.70 | 0.14 | 0.2603 | 0.0036 | ||
| FREDDIE MAC FHR 5442 FB / ABS-MBS (US3137HF4U64) | 0.63 | -8.05 | 0.2333 | -0.0171 | ||
| US14686TAC27 / CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A3 144A | 0.62 | -22.43 | 0.2300 | -0.0628 | ||
| US36263TAB89 / GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR3 SER 2021-GR3 CL A2 V/R REGD 144A P/P 2.50000000 | 0.61 | -2.08 | 0.2273 | -0.0020 | ||
| US38382YC277 / GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H24 BF | 0.61 | 0.16 | 0.2269 | 0.0032 | ||
| IBM / International Business Machines Corporation - Depositary Receipt (Common Stock) | 0.61 | 0.66 | 0.2254 | 0.0041 | ||
| BANK OF AMERICA CORP SR UNSECURED 05/29 VAR / DBT (US06051GMT30) | 0.60 | 0.2242 | 0.2242 | |||
| US48128B5497 / JPMORGAN CHASE and CO 4.625% PERP PFD | 0.60 | 0.00 | 0.2237 | 0.0028 | ||
| US67114WAA99 / ONSLOW BAY FINANCIAL LLC OBX 2022 INV2 A1 144A | 0.60 | -1.95 | 0.2237 | -0.0017 | ||
| PM / Philip Morris International Inc. - Depositary Receipt (Common Stock) | 0.60 | 0.2224 | 0.2224 | |||
| FNMA POOL BL0449 FN 12/25 FIXED 3.59 / ABS-MBS (US3140HRQB20) | 0.60 | 0.17 | 0.2213 | 0.0032 | ||
| FNMA POOL BL1942 FN 03/26 FIXED 3.15 / ABS-MBS (US3140HTEQ82) | 0.59 | 0.17 | 0.2205 | 0.0034 | ||
| US46652DAA37 / JP Morgan Chase Commercial Mortgage Securities Corp | 0.56 | -5.37 | 0.2097 | -0.0088 | ||
| US83207DAA63 / SMB PRIVATE EDUCATION LOAN TRUST 2023-C SER 2023-C CL A1A REGD 144A P/P 5.67000000 | 0.54 | -4.59 | 0.2010 | -0.0071 | ||
| CHESAPEAKE FUNDING II LLC CFII 2024 1A A1 144A / ABS-O (US165183DE19) | 0.53 | -11.75 | 0.1982 | -0.0233 | ||
| CHESAPEAKE FUNDING II LLC CFII 2024 1A A2 144A / ABS-O (US165183DJ06) | 0.53 | -11.71 | 0.1961 | -0.0234 | ||
| US61946QAA94 / Mosaic Solar Loan Trust, Series 2022-1A, Class A | 0.52 | -4.40 | 0.1939 | -0.0063 | ||
| US38375UVD98 / GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H08 FD | 0.51 | -17.95 | 0.1902 | -0.0387 | ||
| US34535QAA31 / Ford Credit Auto Owner Trust 2023-REV1 | 0.51 | 0.40 | 0.1885 | 0.0030 | ||
| FNMA POOL BS9244 FN 08/28 FIXED 4.43 / ABS-MBS (US3140LLHW42) | 0.51 | 0.80 | 0.1881 | 0.0038 | ||
| BMW US CAPITAL LLC COMPANY GUAR 144A 03/28 4.75 / DBT (US05565ECW30) | 0.51 | 25.94 | 0.1878 | 0.0409 | ||
| RFR USD SOFR/2.00000 12/21/22-10Y CME / DIR (EZFXDWH0DRR4) | 0.50 | -5.26 | 0.1873 | -0.0079 | ||
| GM FINANCIAL AUTOMOBILE LEASIN GMALT 2025 1 A3 / ABS-O (US36271VAD91) | 0.50 | 0.20 | 0.1870 | 0.0028 | ||
| US38382YAZ60 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-H12 CL DF V/R 6.17700000 | 0.50 | -0.59 | 0.1869 | 0.0014 | ||
| US38382YC921 / GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H24 FD | 0.50 | 0.00 | 0.1863 | 0.0025 | ||
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/27 4.95 / DBT (US928668CN06) | 0.50 | 0.20 | 0.1863 | 0.0027 | ||
| FREDDIE MAC FHR 5557 FM / ABS-MBS (US3137HLZ217) | 0.50 | 0.1857 | 0.1857 | |||
| FHLMC MULTIFAMILY STRUCTURED P FHMS Q029 A / ABS-MBS (US3137HHH387) | 0.50 | -0.20 | 0.1856 | 0.0023 | ||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H15 DF / ABS-MBS (US38380LA785) | 0.50 | -1.19 | 0.1849 | 0.0002 | ||
| US38382YV269 / GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H05 JF | 0.49 | -1.00 | 0.1836 | 0.0006 | ||
| US95001TAA34 / WFMBS_19-1 | 0.49 | -0.61 | 0.1820 | 0.0011 | ||
| US38382YN829 / Government National Mortgage Association | 0.49 | -1.22 | 0.1812 | 0.0003 | ||
| US31418CLK89 / Fannie Mae Pool | 0.49 | -5.45 | 0.1808 | -0.0076 | ||
| FANNIE MAE FNR 2025 24 FB / ABS-MBS (US3136BVSA74) | 0.49 | -3.00 | 0.1801 | -0.0032 | ||
| US83206NAB38 / SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1B V/R REGD 144A P/P 1.83000000 | 0.48 | -5.11 | 0.1795 | -0.0071 | ||
| FANNIE MAE FNR 2025 19 FC / ABS-MBS (US3136BVBY34) | 0.48 | -4.03 | 0.1770 | -0.0051 | ||
| FREDDIE MAC FHR 5513 MF / ABS-MBS (US3137HKEX87) | 0.47 | -5.24 | 0.1749 | -0.0072 | ||
| US3132Y16V51 / FED HM LN PC POOL Q58083 FG 08/48 FIXED 4 | 0.47 | -0.42 | 0.1743 | 0.0016 | ||
| US83206NAA54 / SMB Private Education Loan Trust 2022-B | 0.47 | -3.91 | 0.1735 | -0.0049 | ||
| FREDDIE MAC FHR 5511 FB / ABS-MBS (US3137HKKK92) | 0.46 | -6.10 | 0.1718 | -0.0085 | ||
| FREDDIE MAC FHR 5517 FE / ABS-MBS (US3137HKGJ75) | 0.46 | -6.10 | 0.1716 | -0.0091 | ||
| MERCEDES BENZ FIN NA COMPANY GUAR 144A 03/28 4.75 / DBT (US58769JBE64) | 0.45 | 0.67 | 0.1685 | 0.0034 | ||
| US42806MBA62 / Hertz Vehicle Financing LLC | 0.45 | -49.94 | 0.1668 | -0.1621 | ||
| US31402C4C34 / Fannie Mae Pool | 0.45 | -3.46 | 0.1657 | -0.0039 | ||
| FREDDIE MAC FHR 5511 FG / ABS-MBS (US3137HKKP89) | 0.44 | -9.02 | 0.1651 | -0.0141 | ||
| FANNIE MAE FNR 2019 9 FA / ABS-MBS (US3136B33L22) | 0.44 | -4.75 | 0.1640 | -0.0059 | ||
| FREDDIE MAC FHR 5505 AF / ABS-MBS (US3137HJ6H53) | 0.44 | -6.60 | 0.1633 | -0.0092 | ||
| FANNIE MAE FNR 2024 90 ED / ABS-MBS (US3136BTYL10) | 0.42 | -3.70 | 0.1552 | -0.0039 | ||
| US05565ECE32 / BMW US CAPITAL LLC 144A LIFE SR UNSEC 5.05% 08-11-28 | 0.41 | 0.99 | 0.1513 | 0.0033 | ||
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/28 5.05 / DBT (US928668CP53) | 0.40 | 0.75 | 0.1494 | 0.0028 | ||
| PROTECTIVE LIFE GLOBAL SECURED 144A 07/26 VAR / DBT (US743672AG20) | 0.40 | 0.00 | 0.1487 | 0.0019 | ||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 0.39 | 0.1456 | 0.1456 | |||
| FED HM LN PC POOL SB1240 FR 12/32 FIXED 2.5 / ABS-MBS (US3132CXLV28) | 0.39 | -6.02 | 0.1450 | -0.0071 | ||
| US3132Y16L79 / FED HM LN PC POOL Q58074 FG 08/48 FIXED 4 | 0.38 | -0.52 | 0.1418 | 0.0009 | ||
| FANNIE MAE FNR 2024 38 FA / ABS-MBS (US3136BR4S35) | 0.38 | -5.21 | 0.1418 | -0.0061 | ||
| FNMA POOL BY4733 FN 06/53 FIXED 5 / ABS-MBS (US3140NMHK68) | 0.38 | -0.26 | 0.1410 | 0.0015 | ||
| US38375UWT32 / GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H11 FE | 0.38 | -7.16 | 0.1398 | -0.0087 | ||
| US30326MAA36 / FS RIALTO | 0.37 | -2.11 | 0.1380 | -0.0010 | ||
| US38375UUZ10 / GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H08 FB | 0.36 | -19.69 | 0.1351 | -0.0309 | ||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H07 FC / ABS-MBS (US38383KVE99) | 0.36 | -9.30 | 0.1343 | -0.0117 | ||
| FNMA POOL FS7637 FN 09/35 FIXED VAR / ABS-MBS (US3140XPPX19) | 0.34 | -7.77 | 0.1280 | -0.0090 | ||
| US05610AAW80 / BX Trust, Series 2022-FOX2, Class A2 | 0.34 | -6.15 | 0.1249 | -0.0065 | ||
| US31418CFM10 / Fannie Mae Pool | 0.33 | -5.22 | 0.1217 | -0.0051 | ||
| FREDDIE MAC FHR 5426 CF / ABS-MBS (US3137HCY227) | 0.31 | -6.02 | 0.1160 | -0.0058 | ||
| US63939KAC36 / Navient Private Education Loan Trust, Series 2015-BA, Class A3 | 0.31 | -11.75 | 0.1145 | -0.0134 | ||
| US38376RTJ58 / GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H09 FB | 0.31 | -18.13 | 0.1141 | -0.0235 | ||
| MORGAN STANLEY BANK NA MORGAN STANLEY BANK NA / DBT (US61690U8E33) | 0.30 | 0.33 | 0.1127 | 0.0018 | ||
| CITIBANK NA SR UNSECURED 11/27 VAR / DBT (US17325FBL13) | 0.30 | 0.00 | 0.1121 | 0.0016 | ||
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/27 4.875 / DBT (US44891ADU88) | 0.30 | 0.1121 | 0.1121 | |||
| US89233FHN15 / Toyota Motor Credit Corporation | 0.30 | 0.00 | 0.1118 | 0.0015 | ||
| US78433XAA81 / Stonepeak ABS, Series 2021-1A | 0.30 | -10.18 | 0.1116 | -0.0110 | ||
| US38383KCS96 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H19 CL FA V/R 6.20000000 | 0.30 | -0.33 | 0.1108 | 0.0009 | ||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 2A A2 144A / ABS-O (US78397XAB01) | 0.29 | -42.47 | 0.1094 | -0.0780 | ||
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A2 144A / ABS-O (US30336CAC91) | 0.29 | -33.33 | 0.1086 | -0.0520 | ||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 4 A2 / ABS-O (US802919AB63) | 0.28 | -47.21 | 0.1055 | -0.0920 | ||
| US38376R5Y83 / GNMA, Series 2017-H15, Class FN | 0.28 | -9.94 | 0.1045 | -0.0100 | ||
| FREDDIE MAC FHR 5345 A / ABS-MBS (US3137HAQS82) | 0.27 | -12.86 | 0.1009 | -0.0135 | ||
| US3140HNZC97 / FNMA POOL BK8838 FN 08/48 FIXED 4 | 0.27 | -1.82 | 0.1001 | -0.0005 | ||
| US38376RC950 / GNMA, Series 2016-H22, Class FA | 0.27 | -25.56 | 0.0996 | -0.0325 | ||
| US3137BWWX87 / FHLMC, Series 4678, Class AF | 0.26 | -3.73 | 0.0960 | -0.0025 | ||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 3 A 144A / ABS-O (US69547XAA00) | 0.25 | -16.56 | 0.0937 | -0.0170 | ||
| US91282CAQ42 / USTN TII 0.125% 10/15/2025 | 0.25 | 0.41 | 0.0915 | 0.0017 | ||
| GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 2 A2B / ABS-O (US379931AC24) | 0.24 | -43.22 | 0.0903 | -0.0667 | ||
| US31394JD872 / Freddie Mac Structured Pass-Through Certificates | 0.24 | -2.43 | 0.0895 | -0.0011 | ||
| FREDDIE MAC SLST SLST 2023 1 A11 144A / ABS-MBS (US35564CNN38) | 0.24 | -32.96 | 0.0885 | -0.0417 | ||
| US31374CPJ98 / Fannie Mae Pool | 0.23 | -12.55 | 0.0855 | -0.0112 | ||
| US3137ADTZ01 / FREDDIE MAC REMICS FHR 3891 BF | 0.23 | -9.24 | 0.0843 | -0.0071 | ||
| M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A2 144A / ABS-O (US55286TAB17) | 0.22 | -36.55 | 0.0807 | -0.0447 | ||
| US75575WAA45 / Ready Capital Mortgage Financing 2021-FL7 LLC | 0.22 | -36.47 | 0.0802 | -0.0444 | ||
| RFR USD SOFR/5.00000 07/10/25-1Y LCH / DIR (EZKWBYYGB4D2) | 0.22 | -6.11 | 0.0799 | -0.0041 | ||
| US86359LGG86 / STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR8 A2B | 0.21 | -1.84 | 0.0794 | -0.0005 | ||
| US45254NRT62 / IMM 2005-8 2A | 0.21 | -17.32 | 0.0781 | -0.0153 | ||
| US3132HUCJ07 / FREDDIEMAC STRIP FHS 332 V1 | 0.21 | -1.44 | 0.0765 | -0.0003 | ||
| US585525FX10 / MRFC Mortgage Pass-Through Trust Series 2002-TBC2 | 0.20 | -0.49 | 0.0760 | 0.0008 | ||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | 0.20 | 0.0753 | 0.0753 | |||
| XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV | 0.20 | 0.50 | 0.0746 | 0.0010 | ||
| MARS INC SR UNSECURED 144A 03/27 4.45 / DBT (US571676AW54) | 0.20 | 0.00 | 0.0745 | 0.0011 | ||
| FNMA POOL BL3670 FN 10/26 FIXED 2.08 / ABS-MBS (US3140HVCG74) | 0.19 | 0.52 | 0.0722 | 0.0014 | ||
| US31329KQR85 / Freddie Mac Pool | 0.19 | -4.46 | 0.0720 | -0.0022 | ||
| US3137F4BX98 / Freddie Mac REMICS | 0.19 | -9.95 | 0.0709 | -0.0066 | ||
| RFR USD SOFR/3.25000 06/18/25-10Y CME / DIR (EZXZ4DC8KGZ4) | 0.19 | 0.0696 | 0.0696 | |||
| US38375UXM79 / Government National Mortgage Association | 0.17 | -16.91 | 0.0641 | -0.0120 | ||
| US31395M2F53 / Freddie Mac Structured Pass-Through Certificates | 0.16 | -3.66 | 0.0589 | -0.0014 | ||
| MERCEDES BENZ FIN NA COMPANY GUAR 144A 11/27 4.9 / DBT (US58769JAZ03) | 0.15 | 0.0563 | 0.0563 | |||
| US31417DW338 / Fannie Mae Pool | 0.15 | -13.71 | 0.0563 | -0.0080 | ||
| CHASE AUTO OWNER TRUST CHAOT 2024 1A A2 144A / ABS-O (US16144BAB45) | 0.14 | -54.55 | 0.0520 | -0.0612 | ||
| US126670LE60 / CHL Mortgage Pass-Through Trust 2005-HYB9 | 0.14 | -4.23 | 0.0507 | -0.0015 | ||
| US31402RLN79 / Fannie Mae Pool | 0.13 | -7.64 | 0.0494 | -0.0036 | ||
| US14317HAC51 / CARMAX AUTO OWNER TRUST 2022 2 | 0.13 | -39.45 | 0.0491 | -0.0311 | ||
| US36228F4P85 / GSR Mortgage Loan Trust 2004-7 | 0.13 | -0.79 | 0.0468 | 0.0001 | ||
| US576433UM63 / MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 3A7 | 0.13 | -2.34 | 0.0466 | -0.0004 | ||
| US31371MP431 / FNMA POOL 256143 FN 01/36 FIXED 4.5 | 0.12 | -1.64 | 0.0449 | -0.0001 | ||
| FNMA POOL AB3968 FN 12/26 FIXED 3 / ABS-MBS (US31417AMS59) | 0.12 | -20.53 | 0.0448 | -0.0106 | ||
| US92925CCE03 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2006-AR1 2A1A | 0.11 | -2.59 | 0.0423 | -0.0002 | ||
| US31397KE319 / FHLMC, Series 3360, Class FC | 0.10 | -3.88 | 0.0370 | -0.0010 | ||
| US44891ABT34 / Hyundai Capital America | 0.09 | 0.0346 | 0.0346 | |||
| US12660WAA36 / Credit Suisse Mortgage Capital Certificates | 0.09 | 0.00 | 0.0335 | 0.0004 | ||
| US38376RWY88 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2016-H15 CL FA V/R 2.79725000 | 0.09 | -25.83 | 0.0332 | -0.0110 | ||
| FNMA POOL 890541 FN 06/28 FIXED VAR / ABS-MBS (US31410LLW09) | 0.08 | -11.58 | 0.0316 | -0.0035 | ||
| US06051GDM87 / Banc of America Funding 2005-D Trust | 0.08 | -5.68 | 0.0309 | -0.0014 | ||
| US3138ENEW53 / Fannie Mae Pool | 0.08 | -4.82 | 0.0296 | -0.0012 | ||
| US362341RX95 / GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 | 0.08 | -3.70 | 0.0293 | -0.0006 | ||
| US31410FUB92 / FN 888078 | 0.08 | -3.75 | 0.0286 | -0.0007 | ||
| US501687AA54 / LAD Auto Receivables Trust 2022-1 | 0.07 | -48.03 | 0.0249 | -0.0217 | ||
| US07386HSY89 / Bear Stearns ALT-A Trust 2005-4 | 0.06 | -3.12 | 0.0233 | -0.0002 | ||
| US3137F4CZ38 / FHLMC, Multifamily Structured Pass-Through Certificates, Series KBX1, Class A2 | 0.06 | 0.00 | 0.0216 | 0.0003 | ||
| US31391XDM83 / FNMA POOL 679708 FN 09/41 FLOATING VAR | 0.05 | -3.57 | 0.0201 | -0.0008 | ||
| US31407UMR58 / Fannie Mae Pool | 0.05 | -3.77 | 0.0193 | -0.0004 | ||
| GNMA II POOL MA2864 G2 06/30 FIXED 3 / ABS-MBS (US36179RFD61) | 0.05 | -8.93 | 0.0193 | -0.0014 | ||
| US31398GMG19 / Fannie Mae REMICS | 0.05 | -1.96 | 0.0187 | -0.0000 | ||
| US38376REV42 / GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H17 FL | 0.05 | -19.67 | 0.0183 | -0.0041 | ||
| US31397GEP19 / FREDDIE MAC FHR 3309 SC | 0.05 | -2.04 | 0.0179 | -0.0001 | ||
| US31407MWT88 / FNMA POOL 835058 FN 06/35 FLOATING VAR | 0.05 | -2.08 | 0.0177 | -0.0000 | ||
| GNMA II POOL MA2645 G2 03/30 FIXED 3 / ABS-MBS (US36179Q5E71) | 0.04 | -8.70 | 0.0158 | -0.0011 | ||
| US59020USJ50 / MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLMI MLMI 2005-A2 A2 | 0.04 | -4.88 | 0.0147 | -0.0004 | ||
| US31402R4F39 / Fannie Mae Pool | 0.04 | -2.70 | 0.0135 | -0.0002 | ||
| US86363DAH44 / Structured Asset Mortgage Investments II Trust 2007-AR2 | 0.04 | -12.50 | 0.0132 | -0.0018 | ||
| RFR USD SOFR/5.00000 10/15/24-1Y LCH / DIR (EZWD2PPRJ1Y8) | 0.04 | -12.50 | 0.0131 | -0.0019 | ||
| US31307NT617 / FHLG 15YR 3% 05/01/2029#J32373 | 0.03 | -12.12 | 0.0108 | -0.0014 | ||
| US36179RDA41 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 0.03 | -9.68 | 0.0107 | -0.0009 | ||
| US3137AQ7C65 / FREDDIE MAC FHR 4040 PO | 0.03 | -26.32 | 0.0106 | -0.0036 | ||
| 317U7HTA5 PIMCO SWAPTION 3.75 CALL USD 2025103 / DIR (000000000) | 0.03 | 0.0100 | 0.0100 | |||
| 317U6RTA4 PIMCO SWAPTION 3.75 CALL USD 2025080 / DIR (000000000) | 0.03 | 0.0099 | 0.0099 | |||
| FNMA POOL AT7754 FN 06/28 FIXED 3 / ABS-MBS (US3138WVTL57) | 0.02 | -11.11 | 0.0092 | -0.0008 | ||
| US31392GVX05 / FANNIEMAE WHOLE LOAN FNW 2003 W1 1A1 | 0.02 | -4.00 | 0.0091 | -0.0001 | ||
| US31386C4H26 / FNMA POOL 559824 FN 08/30 FLOATING VAR | 0.02 | -4.35 | 0.0084 | -0.0002 | ||
| US92925CBA99 / WaMu Mortgage Pass-Through Certificates Series 2005-AR19 Trust | 0.02 | -4.35 | 0.0084 | -0.0003 | ||
| US92922FR676 / WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR8 1A1A | 0.02 | -4.55 | 0.0080 | -0.0002 | ||
| US12669F6Z19 / CWMBS, Inc. | 0.02 | 0.00 | 0.0079 | -0.0001 | ||
| US31418ATF56 / FNMA 15YR 3% 05/01/2028#MA1449 | 0.02 | -13.04 | 0.0078 | -0.0008 | ||
| US40431KAA88 / HSI ASSET LOAN OBLIGATION HALO 2007 WF1 A1 | 0.02 | 0.00 | 0.0075 | 0.0001 | ||
| US3622MAAB76 / GSAMP Trust 2007-FM1 | 0.02 | -5.00 | 0.0074 | 0.0000 | ||
| FNMA POOL AJ8540 FN 01/27 FIXED 3 / ABS-MBS (US3138E1P273) | 0.02 | -25.00 | 0.0071 | -0.0020 | ||
| US04541GCG55 / Asset Backed Securities Corp Home Equity Loan Trust | 0.02 | -25.00 | 0.0069 | -0.0021 | ||
| US31390STH49 / FNMA POOL 654952 FN 07/42 FLOATING VAR | 0.02 | -10.00 | 0.0069 | -0.0007 | ||
| US86358HGW34 / STRUCTURED ASSET MORTGAGE INVE SAMI 1999 1 2A | 0.02 | 0.00 | 0.0069 | 0.0001 | ||
| US86359LPF03 / Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A3 | 0.02 | -15.00 | 0.0065 | -0.0010 | ||
| US07384MZS42 / Bear Stearns ARM Trust 2003-8 | 0.02 | -5.88 | 0.0063 | -0.0001 | ||
| US81377JAB98 / Securitized Asset Backed Receivables LLC Trust 2007-HE1 | 0.02 | 0.00 | 0.0063 | 0.0000 | ||
| US466247NV12 / JP MORGAN MORTGAGE TRUST 2005-A2 JPMMT 2005-A2 5A2 | 0.01 | -6.67 | 0.0054 | -0.0003 | ||
| US92922F4M79 / WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust | 0.01 | -6.67 | 0.0054 | -0.0002 | ||
| US31406BEX47 / FNMA | 0.01 | 0.00 | 0.0046 | -0.0000 | ||
| RFR USD SOFR/4.75000 11/04/24-1Y LCH / DIR (EZW5P83XRK77) | 0.01 | -20.00 | 0.0045 | -0.0013 | ||
| US31403HEM88 / FN 749040 | 0.01 | -9.09 | 0.0040 | -0.0001 | ||
| US36225CPL45 / Ginnie Mae II Pool | 0.01 | -10.00 | 0.0036 | -0.0001 | ||
| US22540VK434 / Credit Suisse First Boston Mortgage Securities Corp | 0.01 | 0.00 | 0.0036 | -0.0001 | ||
| US17307GXP89 / Citigroup Mortgage Loan Trust Inc | 0.01 | -10.00 | 0.0035 | -0.0003 | ||
| US3128QJ4L75 / FED HM LN PC POOL 1G1727 FH 07/35 FLOATING VAR | 0.01 | 0.00 | 0.0034 | -0.0000 | ||
| RFR USD SOFR/3.23100 09/18/24-10Y LCH / DIR (EZ8Z99V6R391) | 0.01 | -11.11 | 0.0032 | -0.0004 | ||
| FED HM LN PC POOL J17884 FG 01/27 FIXED 3 / ABS-MBS (US3128PXXM34) | 0.01 | -25.00 | 0.0025 | -0.0005 | ||
| FNMA POOL MA1045 FN 04/27 FIXED 3 / ABS-MBS (US31418AET16) | 0.01 | -25.00 | 0.0023 | -0.0007 | ||
| US86358HNX34 / Structured Asset Mortgage Investments Trust 2002-AR3 | 0.01 | -16.67 | 0.0021 | -0.0001 | ||
| US31358SSV42 / Fannie Mae REMICS | 0.01 | 0.00 | 0.0021 | -0.0001 | ||
| CMLTI / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2003 HE3 A | 0.01 | -16.67 | 0.0020 | -0.0003 | ||
| US929227QB55 / WaMu Mortgage Pass-Through Certificates Series 2002-AR6 Trust | 0.00 | 0.00 | 0.0018 | -0.0000 | ||
| US12465MAA27 / C-BASS 2006-CB9 TRUST | 0.00 | 0.00 | 0.0018 | 0.0000 | ||
| US12669GHG91 / COUNTRYWIDE HOME LOANS CWHL 2004 HYB9 1A1 | 0.00 | 0.00 | 0.0016 | -0.0000 | ||
| US36225CB625 / GNMA II POOL 080060 G2 04/27 FLOATING VAR | 0.00 | -20.00 | 0.0016 | -0.0002 | ||
| US74160MDL37 / Prime Mortgage Trust 2004-CL1 | 0.00 | 0.00 | 0.0016 | -0.0002 | ||
| RFR USD SOFR/3.24000 09/16/24-10Y LCH / DIR (EZH06W9H2QV9) | 0.00 | 0.00 | 0.0016 | -0.0002 | ||
| RFR USD SOFR/3.24800 09/18/24-10Y LCH / DIR (EZ8Z99V6R391) | 0.00 | -55.56 | 0.0015 | -0.0020 | ||
| RFR USD SOFR/3.27750 09/16/24-10Y LCH / DIR (EZH06W9H2QV9) | 0.00 | -25.00 | 0.0015 | -0.0003 | ||
| US31362M2Q01 / FNMA POOL 065583 FN 09/28 FLOATING VAR | 0.00 | 0.00 | 0.0012 | -0.0001 | ||
| RFR USD SOFR/3.41000 09/05/24-10Y LCH / DIR (EZQK0T1M7D98) | 0.00 | -33.33 | 0.0010 | -0.0002 | ||
| US35729NAB10 / Fremont Home Loan Trust, Series 2006-E, Class 2A1 | 0.00 | 0.00 | 0.0010 | 0.0000 | ||
| US31402RN628 / FANNIE MAE 3.454% 07/01/2035 FNMA ARM | 0.00 | 0.00 | 0.0009 | -0.0000 | ||
| US36225CCN48 / GNMA II POOL 080076 G2 05/27 FLOATING VAR | 0.00 | 0.00 | 0.0009 | -0.0002 | ||
| MORGAN STANLEY SNR S* ICE / DCR (EZDBN83SBDY5) | 0.00 | 0.0009 | 0.0009 | |||
| RFR USD SOFR/3.23200 09/10/24-10Y LCH / DIR (EZ7VRSSQ00Z9) | 0.00 | 0.00 | 0.0008 | -0.0001 | ||
| RFR USD SOFR/3.51400 09/04/24-10Y LCH / DIR (EZSXZYY2VD17) | 0.00 | -50.00 | 0.0007 | -0.0002 | ||
| RFR USD SOFR/3.55500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0.00 | -50.00 | 0.0006 | -0.0002 | ||
| RFR USD SOFR/3.56500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0.00 | -50.00 | 0.0006 | -0.0003 | ||
| RFR USD SOFR/3.53200 08/20/24-10Y LCH / DIR (EZ4ZGS2N23W5) | 0.00 | 0.00 | 0.0005 | -0.0002 | ||
| US31392JW967 / Fannie Mae REMICS | 0.00 | 0.00 | 0.0004 | -0.0002 | ||
| US36202KVB87 / Ginnie Mae II Pool | 0.00 | -50.00 | 0.0004 | -0.0006 | ||
| US07387AFZ30 / Bear Stearns ARM Trust 2005-12 | 0.00 | 0.0003 | -0.0000 | |||
| GOLDMAN SACHS GROUP INC SNR S* ICE / DCR (EZC75LZ075F3) | 0.00 | 0.0003 | 0.0003 | |||
| US31418X4C93 / FNMA POOL AD9818 FN 07/25 FIXED 4.5 | 0.00 | -100.00 | 0.0002 | -0.0006 | ||
| US36202KVJ14 / Ginnie Mae II Pool | 0.00 | 0.0001 | -0.0001 | |||
| US07384MSH69 / Bear Stearns ARM Trust 2002-11 | 0.00 | 0.0000 | 0.0000 | |||
| US36202KTR67 / Ginnie Mae II Pool | 0.00 | 0.0000 | -0.0001 | |||
| 317U4UUA7 PIMCO SWAPTION 5.0 PUT USD 20250708 / DIR (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| 317U9GMA2 PIMCO SWAPTION 4.1 PUT USD 20250703 / DIR (EZ78N9X8M3Y4) | 0.00 | 0.0000 | 0.0000 | |||
| 317U9FOA2 PIMCO SWAPTION 4.077 PUT USD 2025063 / DIR (EZXJWB9HGZH3) | 0.00 | 0.0000 | 0.0000 | |||
| 317U9IZA4 PIMCO SWAPTION 4.125 PUT USD 2025070 / DIR (EZY1VWC6W1B5) | 0.00 | -0.0000 | -0.0000 | |||
| 317U9EOA5 PIMCO SWAPTION 4.101 PUT USD 2025063 / DIR (EZXJWB9HGZH3) | 0.00 | 0.0000 | 0.0000 | |||
| 317U9FTA7 PIMCO SWAPTION 4.05 PUT USD 20250630 / DIR (EZXJWB9HGZH3) | 0.00 | 0.0000 | 0.0000 | |||
| 317U9G6A0 PIMCO SWAPTION 4.065 PUT USD 2025070 / DIR (EZJQZP36X547) | 0.00 | 0.0000 | 0.0000 | |||
| 317U9FPA1 PIMCO SWAPTION 3.677 CALL USD 202506 / DIR (EZY1GXGHBZM5) | 0.00 | 0.0000 | 0.0000 | |||
| 317U9GEA1 PIMCO SWAPTION 4.075 PUT USD 2025070 / DIR (EZ78N9X8M3Y4) | 0.00 | 0.0000 | 0.0000 | |||
| 317U9JSA0 PIMCO SWAPTION 4.122 PUT USD 2025071 / DIR (EZMLYZSNFH30) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9HMA0 PIMCO SWAPTION 4.019 PUT USD 2025070 / DIR (EZY1VWC6W1B5) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9JKA8 PIMCO SWAPTION 4.14 PUT USD 20250709 / DIR (EZYG54DQ9CL7) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9JRA1 PIMCO SWAPTION 4.12 PUT USD 20250709 / DIR (EZYG54DQ9CL7) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9L5A0 PIMCO SWAPTION 4.064 PUT USD 2025071 / DIR (EZQM9CB4TVR9) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9LGA8 PIMCO SWAPTION 4.097 PUT USD 2025071 / DIR (EZHBWHSTV570) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9L3A2 PIMCO SWAPTION 4.0525 PUT USD 202507 / DIR (EZQM9CB4TVR9) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9LLA2 PIMCO SWAPTION 4.095 PUT USD 2025071 / DIR (EZBYVN1N6JS0) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9M3A0 PIMCO SWAPTION 4.037 PUT USD 2025071 / DIR (EZ1JLHJ8JY10) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9MJA3 PIMCO SWAPTION 4.05 PUT USD 20250721 / DIR (EZPXSH8F93Y9) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9MNA8 PIMCO SWAPTION 3.955 PUT USD 2025072 / DIR (EZTRLD6PX319) | -0.00 | -0.0000 | -0.0000 | |||
| US 10YR FUT OPTN AUG25P 109.5 EXP 07/25/2025 / DIR (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9EPA4 PIMCO SWAPTION 3.701 CALL USD 202506 / DIR (EZY1GXGHBZM5) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9MPA6 PIMCO SWAPTION 3.933 PUT USD 2025072 / DIR (EZTRLD6PX319) | -0.00 | -0.0001 | -0.0001 | |||
| 317U9N1A0 PIMCO SWAPTION 3.914 PUT USD 2025072 / DIR (EZBGX0TQ91B3) | -0.00 | -0.0001 | -0.0001 | |||
| 317U9N3A8 PIMCO SWAPTION 3.905 PUT USD 2025072 / DIR (EZBGX0TQ91B3) | -0.00 | -0.0001 | -0.0001 | |||
| 317U9FUA5 PIMCO SWAPTION 3.7 CALL USD 20250630 / DIR (EZY1GXGHBZM5) | -0.00 | -0.0001 | -0.0001 | |||
| 317U9HNA9 PIMCO SWAPTION 3.669 CALL USD 202507 / DIR (EZJFGPMJB918) | -0.00 | -0.0001 | -0.0001 | |||
| 317U9N4A7 PIMCO SWAPTION 3.555 CALL USD 202507 / DIR (EZMYNDCY8F38) | -0.00 | -0.0001 | -0.0001 | |||
| 317U9N2A9 PIMCO SWAPTION 3.564 CALL USD 202507 / DIR (EZMYNDCY8F38) | -0.00 | -0.0001 | -0.0001 | |||
| RFR USD SOFR/3.79500 08/06/24-10Y LCH / DIR (EZNY7TTVVKP4) | -0.00 | -0.0001 | -0.0002 | |||
| 317U9MQA5 PIMCO SWAPTION 3.583 CALL USD 202507 / DIR (EZCLF3R2NG23) | -0.00 | -0.0002 | -0.0002 | |||
| 317U9MOA7 PIMCO SWAPTION 3.605 CALL USD 202507 / DIR (EZCLF3R2NG23) | -0.00 | -0.0002 | -0.0002 | |||
| 317U9L6A9 PIMCO SWAPTION 3.664 CALL USD 202507 / DIR (EZT5FL9WGCP1) | -0.00 | -0.0002 | -0.0002 | |||
| 317U9M4A9 PIMCO SWAPTION 3.637 CALL USD 202507 / DIR (EZ7SJVNDKPC9) | -0.00 | -0.0002 | -0.0002 | |||
| 317U6RVA1 PIMCO SWAPTION 2.75 CALL USD 2025080 / DIR (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| 317U9GFA0 PIMCO SWAPTION 3.725 CALL USD 202507 / DIR (EZ78XR7L6YX2) | -0.00 | -0.0002 | -0.0002 | |||
| 317U9LHA7 PIMCO SWAPTION 3.697 CALL USD 202507 / DIR (EZ1ZLHZPLNC3) | -0.00 | -0.0003 | -0.0003 | |||
| 317U9G7A9 PIMCO SWAPTION 3.715 CALL USD 202507 / DIR (EZL4V0T519J1) | -0.00 | -0.0003 | -0.0003 | |||
| RFR USD SOFR/3.85000 08/05/24-10Y LCH / DIR (EZKZ3H4L0SC3) | -0.00 | -0.0003 | -0.0003 | |||
| 317U9L4A1 PIMCO SWAPTION 3.6525 CALL USD 20250 / DIR (EZT5FL9WGCP1) | -0.00 | -0.0003 | -0.0003 | |||
| US 10YR FUT OPTN AUG25P 110.2 EXP 07/25/2025 / DIR (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| 317U9JTA9 PIMCO SWAPTION 3.772 CALL USD 202507 / DIR (EZTK0K9DDPF2) | -0.00 | -0.0004 | -0.0004 | |||
| US 10YR FUT OPTN AUG25C 112.5 EXP 07/25/2025 / DIR (000000000) | -0.00 | -0.0004 | -0.0004 | |||
| RFR USD SOFR/3.88500 07/12/24-10Y LCH / DIR (EZ5CY898Q7W9) | -0.00 | -0.0004 | -0.0003 | |||
| RFR USD SOFR/4.00000 02/26/25-10Y LCH / DIR (EZ02007F7Y72) | -0.00 | -0.0005 | -0.0001 | |||
| 317U9GNA1 PIMCO SWAPTION 3.75 CALL USD 2025070 / DIR (EZ78XR7L6YX2) | -0.00 | -0.0005 | -0.0005 | |||
| 317U9LMA1 PIMCO SWAPTION 3.695 CALL USD 202507 / DIR (EZSG2674R1G7) | -0.00 | -0.0005 | -0.0005 | |||
| RFR USD SOFR/3.87000 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) | -0.00 | 0.00 | -0.0005 | 0.0001 | ||
| 317U9MKA1 PIMCO SWAPTION 3.7 CALL USD 20250721 / DIR (EZQRZMCG5093) | -0.00 | -0.0006 | -0.0006 | |||
| RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (EZH2QB9TLWH9) | -0.00 | -0.0006 | -0.0002 | |||
| RFR USD SOFR/3.5815* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.00 | -150.00 | -0.0006 | -0.0016 | ||
| RFR USD SOFR/3.62330 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.00 | -150.00 | -0.0006 | -0.0017 | ||
| RFR USD SOFR/3.6637* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.00 | -150.00 | -0.0006 | -0.0017 | ||
| 317U9JQA2 PIMCO SWAPTION 3.77 CALL USD 2025070 / DIR (EZT76LRY6S63) | -0.00 | -0.0007 | -0.0007 | |||
| RFR USD SOFR/3.6766* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.00 | -150.00 | -0.0007 | -0.0017 | ||
| 317U9JLA7 PIMCO SWAPTION 3.79 CALL USD 2025070 / DIR (EZT76LRY6S63) | -0.00 | -0.0008 | -0.0008 | |||
| 317U9J0A0 PIMCO SWAPTION 3.775 CALL USD 202507 / DIR (EZJFGPMJB918) | -0.00 | -0.0010 | -0.0010 | |||
| RFR USD SOFR/3.87400 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) | -0.00 | 100.00 | -0.0011 | -0.0005 | ||
| US 10YR FUT OPTN AUG25C 112.7 EXP 07/25/2025 / DIR (000000000) | -0.00 | -0.0011 | -0.0011 | |||
| 317U6RUA2 PIMCO SWAPTION 3.25 CALL USD 2025080 / DIR (000000000) | -0.00 | -0.0012 | -0.0012 | |||
| RFR USD SOFR/3.89900 03/11/25-10Y LCH / DIR (EZXJC61P0SN9) | -0.00 | 50.00 | -0.0013 | -0.0005 | ||
| RFR USD SOFR/3.69100 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.00 | -250.00 | -0.0013 | -0.0023 | ||
| RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (EZ2V6Q3C4Q52) | -0.00 | 50.00 | -0.0013 | -0.0005 | ||
| RFR USD SOFR/3.73910 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.00 | -250.00 | -0.0014 | -0.0025 | ||
| RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (EZKR9TWV5646) | -0.00 | -40.00 | -0.0015 | 0.0005 | ||
| 317U7HVA2 PIMCO SWAPTION 2.83 CALL USD 2025103 / DIR (000000000) | -0.00 | -0.0017 | -0.0017 | |||
| RFR USD SOFR/3.97500 03/21/25-10Y LCH / DIR (EZSTF4LLCQZ1) | -0.01 | 40.00 | -0.0026 | -0.0007 | ||
| RFR USD SOFR/3.7351* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.01 | -450.00 | -0.0028 | -0.0039 | ||
| RFR USD SOFR/3.68900 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.01 | -500.00 | -0.0031 | -0.0041 | ||
| RFR USD SOFR/3.84200 03/04/25-5Y LCH / DIR (EZSYJ06JDLK1) | -0.01 | 100.00 | -0.0031 | -0.0016 | ||
| RFR USD SOFR/3.72186 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.01 | -550.00 | -0.0036 | -0.0046 | ||
| 317U7HUA3 PIMCO SWAPTION 3.29 CALL USD 2025103 / DIR (000000000) | -0.01 | -0.0040 | -0.0040 | |||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | -0.05 | -0.0184 | -0.0184 | |||
| RFR USD SOFR/2.15000 06/15/22-5Y LCH / DIR (EZG3K81HS5Q1) | -0.16 | -51.95 | -0.0595 | 0.0626 | ||
| RFR USD SOFR/3.75000 09/02/25-7Y* LCH / DIR (000000000) | -0.18 | -0.0659 | -0.0659 | |||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | -0.42 | -0.1569 | -0.1569 | |||
| US01F0406854 / UMBS TBA | -3.63 | -1.01 | -1.3464 | -0.2039 | ||
| US01F0326821 / Fannie Mae or Freddie Mac | -4.68 | 1.67 | -1.7380 | -0.2198 | ||
| US01F0306781 / UMBS TBA | -13.07 | 7.08 | -4.8522 | -1.4095 |
