Mga Batayang Estadistika
| Nilai Portofolio | $ 72,912,496,593 |
| Posisi Saat Ini | 8,293 |
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)
PTTRX - PIMCO Total Return Fund Institutional telah mengungkapkan total kepemilikan 8,293 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 72,912,496,593 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama PTTRX - PIMCO Total Return Fund Institutional adalah UMBS TBA (US:US01F0506844) , PIMCO ST FLOATING NAV PORT IV MUTUAL FUND (US:US72202G3801) , FNMA 30YR TBA 3.0% AUG 20 TO BE ANNOUNCED 3.00000000 (US:US01F0306864) , UMBS TBA (US:US01F0306781) , and Uniform Mortgage-Backed Security, TBA (US:US01F0606834) . Posisi baru PTTRX - PIMCO Total Return Fund Institutional meliputi: UMBS TBA (US:US01F0506844) , PIMCO ST FLOATING NAV PORT IV MUTUAL FUND (US:US72202G3801) , FNMA 30YR TBA 3.0% AUG 20 TO BE ANNOUNCED 3.00000000 (US:US01F0306864) , UMBS TBA (US:US01F0306781) , and Uniform Mortgage-Backed Security, TBA (US:US01F0606834) .
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 |
|---|---|---|---|---|
| 2,440.94 | 5.4915 | 4.2422 | ||
| 2,142.67 | 4.8205 | 3.1383 | ||
| 1,122.23 | 2.5247 | 1.9913 | ||
| 612.88 | 1.3788 | 1.3788 | ||
| 612.88 | 1.3788 | 1.3788 | ||
| 524.77 | 1.1806 | 1.1806 | ||
| 1,701.09 | 3.8270 | 0.9499 | ||
| 342.83 | 0.7713 | 0.9007 | ||
| 2.59 | 0.0058 | 0.7712 | ||
| 1,791.03 | 4.0294 | 0.6520 |
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 |
|---|---|---|---|---|
| 2,225.34 | 5.0065 | -3.8883 | ||
| 510.76 | 1.1491 | -2.5190 | ||
| 17.00 | 0.0382 | -2.2259 | ||
| 72.46 | 0.1630 | -2.1173 | ||
| 122.93 | 0.2766 | -0.8995 | ||
| 78.50 | 0.1766 | -0.4587 | ||
| -162.40 | -0.3654 | -0.3654 | ||
| -162.40 | -0.3654 | -0.3654 | ||
| 4.48 | 0.0101 | -0.2580 | ||
| -87.16 | -0.1961 | -0.1961 |
Pengajuan 13F dan Dana
Formulir ini diajukan pada 2025-08-28 untuk periode pelaporan 2025-06-30. 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 | Harga Saham Rata-rata | Saham (MM) |
ΔSaham (%) |
ΔSaham (%) |
Nilai ($MM) |
Portpolyo (%) |
ΔPortofolio (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| US01F0506844 / UMBS TBA | 2,440.94 | 283.28 | 5.4915 | 4.2422 | |||||
| US72202G3801 / PIMCO ST FLOATING NAV PORT IV MUTUAL FUND | 2,379.35 | 1.31 | 5.3530 | 0.1538 | |||||
| US01F0306864 / FNMA 30YR TBA 3.0% AUG 20 TO BE ANNOUNCED 3.00000000 | 2,225.34 | -50.92 | 5.0065 | -3.8883 | |||||
| US01F0306781 / UMBS TBA | 2,142.67 | 133.26 | 4.8205 | 3.1383 | |||||
| US01F0606834 / Uniform Mortgage-Backed Security, TBA | 1,791.03 | 4.03 | 4.0294 | 0.6520 | |||||
| US01F0426811 / UMBS TBA | 1,701.09 | 15.98 | 3.8270 | 0.9499 | |||||
| US01F0406854 / UMBS TBA | 1,122.23 | 312.69 | 2.5247 | 1.9913 | |||||
| US912810ST60 / TREASURY BOND | 1,019.59 | -2.15 | 2.2938 | -0.0128 | |||||
| US912810RM27 / United States Treas Bds Bond | 613.68 | -2.34 | 1.3806 | -0.0105 | |||||
| GB00BMV7TC88 / United Kingdom Gilt | 612.88 | 1.3788 | 1.3788 | ||||||
| GB00BMV7TC88 / United Kingdom Gilt | 612.88 | 1.3788 | 1.3788 | ||||||
| US21H0326700 / GNMA2 30YR TBA(REG C) 3.5 TBA 07-01-50 | 524.77 | 1.1806 | 1.1806 | ||||||
| US01F0526800 / Uniform Mortgage-Backed Security, TBA | 510.76 | -72.68 | 1.1491 | -2.5190 | |||||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | 474.38 | 8.57 | 1.0672 | 0.1000 | |||||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | 474.38 | 8.57 | 1.0672 | 0.1000 | |||||
| US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 432.82 | -3.30 | 0.9737 | -0.0171 | |||||
| ROUNDSTONE SECURITIES RNST 2A A 144A / ABS-MBS (XS2779836308) | 423.31 | 4.06 | 0.9523 | 0.0518 | |||||
| ROUNDSTONE SECURITIES RNST 2A A 144A / ABS-MBS (XS2779836308) | 423.31 | 4.06 | 0.9523 | 0.0518 | |||||
| LEGACY MORTGAGE ASSET TRUST LMAT 2024 INV1 PT 144A / ABS-MBS (US52475VBH06) | 422.79 | -0.12 | 0.9512 | 0.0142 | |||||
| LEGACY MORTGAGE ASSET TRUST LMAT 2024 INV1 PT 144A / ABS-MBS (US52475VBH06) | 422.79 | -0.12 | 0.9512 | 0.0142 | |||||
| US912810SV17 / United States Treasury Inflation Indexed Bonds | 404.62 | -4.36 | 0.9103 | -0.0263 | |||||
| US21H0306827 / Ginnie Mae | 352.89 | 329.22 | 0.7939 | 0.6326 | |||||
| US21H0426799 / Ginnie Mae | 342.83 | -538.66 | 0.7713 | 0.9007 | |||||
| US01F0626899 / Uniform Mortgage-Backed Security, TBA | 341.50 | 330.40 | 0.7683 | 0.6126 | |||||
| US912810SW99 / United States Treasury Note/Bond | 340.28 | -2.19 | 0.7655 | -0.0046 | |||||
| US21H0406817 / Ginnie Mae | 329.41 | 67.96 | 0.7411 | 0.3819 | |||||
| US912810QY73 / United States Treas Bds Bond | 320.22 | -2.07 | 0.7204 | -0.0034 | |||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP3 PT 144A / ABS-MBS (US173112AS24) | 282.57 | -2.18 | 0.6357 | -0.0038 | |||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP3 PT 144A / ABS-MBS (US173112AS24) | 282.57 | -2.18 | 0.6357 | -0.0038 | |||||
| US21H0226710 / GNII II 2.5% 07/01/2050 #TBA | 280.80 | 42.70 | 0.6317 | 0.3058 | |||||
| BANC OF AMERICA MERRILL LYNCH BAMLL 2024 LB1 AE 144A / ABS-MBS (US05494AAA79) | 265.04 | -3.68 | 0.5963 | -0.0129 | |||||
| BANC OF AMERICA MERRILL LYNCH BAMLL 2024 LB1 AE 144A / ABS-MBS (US05494AAA79) | 265.04 | -3.68 | 0.5963 | -0.0129 | |||||
| US21H0526788 / Ginnie Mae | 262.53 | 0.5906 | 0.5906 | ||||||
| US12654RAM60 / CREDIT SUISSE MORTGAGE TRUST CSMC 2018 SP3 PT 144A | 259.41 | -3.56 | 0.5836 | -0.0118 | |||||
| US12654QBH83 / CREDIT SUISSE MORTGAGE TRUST CSMC 2018 SP2 PT 144A | 256.60 | -4.75 | 0.5773 | -0.0191 | |||||
| ZAG000016320 / Republic of South Africa Government Bond | 252.13 | -25.13 | 0.5672 | -0.1783 | |||||
| US912810SJ88 / United States Treas Bds Bond | 245.47 | 26.87 | 0.5523 | 0.1240 | |||||
| US TREASURY N/B 02/55 4.625 / DBT (US912810UG12) | 242.27 | 811.44 | 0.5450 | 0.4862 | |||||
| US TREASURY N/B 02/55 4.625 / DBT (US912810UG12) | 242.27 | 811.44 | 0.5450 | 0.4862 | |||||
| US912810RN00 / United States Treas Bds Bond | 240.28 | -2.37 | 0.5406 | -0.0043 | |||||
| US21H0506723 / Ginnie Mae | 238.15 | -109,845.62 | 0.5358 | 0.5361 | |||||
| RFR USD SOFR/1.75000 12/21/22-30Y CME / DIR (EZ000VCFPMC7) | 236.59 | 6.32 | 0.5323 | 0.0397 | |||||
| RFR USD SOFR/1.75000 12/21/22-30Y CME / DIR (EZ000VCFPMC7) | 236.59 | 6.32 | 0.5323 | 0.0397 | |||||
| EW / Edwards Lifesciences Corporation | 234.71 | 36.94 | 0.5280 | 0.1424 | |||||
| US52474BAJ26 / LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL1 PT 144A | 233.74 | -0.90 | 0.5259 | 0.0037 | |||||
| US91282CCM10 / United States Treasury Inflation Indexed Bonds | 232.25 | 1.21 | 0.5225 | 0.0145 | |||||
| US21H0506806 / GNMA | 223.87 | 0.5036 | 0.5036 | ||||||
| US912810TH14 / United States Treasury Note/Bond | 223.41 | -27.15 | 0.5026 | -0.1762 | |||||
| EUROPEAN UNION SR UNSECURED REGS 10/29 2.875 / DBT (EU000A3L1CN4) | 222.72 | 9.82 | 0.5011 | 0.0521 | |||||
| EUROPEAN UNION SR UNSECURED REGS 10/29 2.875 / DBT (EU000A3L1CN4) | 222.72 | 9.82 | 0.5011 | 0.0521 | |||||
| US912810TA60 / U.S. Treasury Bonds | 219.92 | -2.05 | 0.4948 | -0.0023 | |||||
| BARROW FUNDING PLC BARRO 1A A 144A / ABS-MBS (XS2755901266) | 214.15 | -1.64 | 0.4818 | -0.0002 | |||||
| BARROW FUNDING PLC BARRO 1A A 144A / ABS-MBS (XS2755901266) | 214.15 | -1.64 | 0.4818 | -0.0002 | |||||
| Q / Quetzal Copper Corp. | 213.10 | -17.77 | 0.4794 | -0.0942 | |||||
| Q / Quetzal Copper Corp. | 213.10 | -17.77 | 0.4794 | -0.0942 | |||||
| GB00BMV7TC88 / United Kingdom Gilt | 211.87 | 6.44 | 0.4767 | 0.0360 | |||||
| GB00BMV7TC88 / United Kingdom Gilt | 211.87 | 6.44 | 0.4767 | 0.0360 | |||||
| US31418EMT46 / Fannie Mae Pool | 201.15 | -3.03 | 0.4525 | -0.0067 | |||||
| US3132DWJR51 / FHLG 30YR 5.5% 11/01/2053#SD8372 | 199.73 | -2.53 | 0.4493 | -0.0043 | |||||
| US912810RB61 / United States Treas Bds Bond | 194.51 | -2.14 | 0.4376 | -0.0024 | |||||
| US91282CDX65 / United States Treasury Inflation Indexed Bonds | 192.12 | 1.14 | 0.4322 | 0.0117 | |||||
| EW / Edwards Lifesciences Corporation | 171.40 | 39.43 | 0.3856 | 0.1091 | |||||
| EW / Edwards Lifesciences Corporation | 171.40 | 0.00 | 0.3856 | 0.0000 | |||||
| US912810TP30 / US TREASURY I/L 1.5% 02-15-53 | 166.51 | -3.87 | 0.3746 | -0.0088 | |||||
| US21H0606713 / Ginnie Mae | 166.45 | 0.3745 | 0.3745 | ||||||
| BARCLAYS CAPITAL REPO REPO / RA (000000000) | 162.40 | 0.3654 | 0.3654 | ||||||
| BARCLAYS CAPITAL REPO REPO / RA (000000000) | 162.40 | 0.3654 | 0.3654 | ||||||
| US912810RH32 / United States Treas Bds Bond | 153.18 | -2.24 | 0.3446 | -0.0023 | |||||
| US21H0206753 / GINNIE MAE II POOL 30YR TBA (JULY) | 147.21 | 173.00 | 0.3312 | 0.2419 | |||||
| US52473LAA08 / LEGACY MORTGAGE ASSET TRUST LMAT 2017 RPL2 A1 144A | 146.86 | -2.55 | 0.3304 | -0.0032 | |||||
| US3140QNGB25 / FNMA POOL CB2893 FN 02/52 FIXED 3 | 145.28 | -1.77 | 0.3269 | -0.0005 | |||||
| US12594YAA01 / CREDIT SUISSE MORTGAGE TRUST CSMC 2017 RPL2 A1 144A | 144.98 | -2.32 | 0.3262 | -0.0024 | |||||
| US12653MAM82 / CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL4 PT 144A | 143.54 | -1.94 | 0.3229 | -0.0011 | |||||
| US90355RAC60 / UWM 2021-INV3 A3 11/51 | 143.35 | -2.47 | 0.3225 | -0.0029 | |||||
| US912810SY55 / United States Treasury Note/Bond | 142.77 | -2.02 | 0.3212 | -0.0014 | |||||
| US912810RL44 / United States Treasury Inflation Indexed Bonds | 138.16 | -2.85 | 0.3108 | -0.0040 | |||||
| 5831 / Shizuoka Financial Group,Inc. | 137.17 | 1.77 | 0.3086 | 0.0102 | |||||
| 5831 / Shizuoka Financial Group,Inc. | 137.17 | 1.77 | 0.3086 | 0.0102 | |||||
| US12653HAA59 / CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL1 A1 144A | 136.98 | -1.72 | 0.3082 | -0.0004 | |||||
| US36267BAB36 / GS Mortgage-Backed Securities Trust | 135.90 | -1.61 | 0.3057 | -0.0000 | |||||
| PEP01000C5I0 / BONOS DE TESORERIA | 133.53 | 31.47 | 0.3004 | 0.0756 | |||||
| US912810SH23 / United States Treas Bds Bond | 133.33 | -2.60 | 0.3000 | -0.0031 | |||||
| US912810SD19 / United States Treas Bds Bond | 131.91 | 35.56 | 0.2968 | 0.0814 | |||||
| TSY INFL IX N/B 02/54 2.125 / DBT (US912810TY47) | 129.41 | -3.68 | 0.2912 | -0.0063 | |||||
| TSY INFL IX N/B 02/54 2.125 / DBT (US912810TY47) | 129.41 | -3.68 | 0.2912 | -0.0063 | |||||
| US654744AC50 / Nissan Motor Co Ltd | 127.10 | -1.25 | 0.2859 | 0.0010 | |||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP4 PT 144A / ABS-MBS (US17332EAT91) | 124.55 | -3.14 | 0.2802 | -0.0045 | |||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP4 PT 144A / ABS-MBS (US17332EAT91) | 124.55 | -3.14 | 0.2802 | -0.0045 | |||||
| EW / Edwards Lifesciences Corporation | 122.93 | -79.50 | 0.2766 | -0.8995 | |||||
| US11135FBP53 / SR UNSECURED 144A 11/35 3.137 | 122.52 | 1.76 | 0.2756 | 0.0091 | |||||
| US654744AB77 / Nissan Motor Co Ltd | 122.02 | 0.49 | 0.2745 | 0.0057 | |||||
| R2035 / South Africa - Corporate Bond/Note | 120.81 | 53.72 | 0.2718 | 0.0978 | |||||
| US21H0406734 / Ginnie Mae | 120.24 | -37.18 | 0.2705 | -0.1049 | |||||
| US912810SC36 / United States Treas Bds Bond | 117.12 | -2.53 | 0.2635 | -0.0025 | |||||
| US30227FAA84 / Extended Stay America Trust | 114.52 | -0.86 | 0.2576 | 0.0019 | |||||
| US62955HAA59 / NYO COMMERCIAL MORTGAGE TRUST 2021-1290 SER 2021-1290 CL A V/R REGD 144A P/P 1.17500000 | 114.22 | 0.55 | 0.2570 | 0.0055 | |||||
| J P MORGAN TERM REPO / RA (000000000) | 114.15 | 0.2568 | 0.2568 | ||||||
| J P MORGAN TERM REPO / RA (000000000) | 114.15 | 0.2568 | 0.2568 | ||||||
| US01F0606750 / Uniform Mortgage-Backed Security, TBA | 112.16 | -31.39 | 0.2523 | -0.0684 | |||||
| FED HM LN PC POOL SD8431 FR 05/54 FIXED 5.5 / ABS-MBS (US3132DWLL53) | 110.63 | -2.61 | 0.2489 | -0.0026 | |||||
| FED HM LN PC POOL SD8431 FR 05/54 FIXED 5.5 / ABS-MBS (US3132DWLL53) | 110.63 | -2.61 | 0.2489 | -0.0026 | |||||
| US3133KRB291 / Freddie Mac Pool | 109.94 | -2.17 | 0.2473 | -0.0014 | |||||
| 5831 / Shizuoka Financial Group,Inc. | 109.00 | 0.2452 | 0.2452 | ||||||
| 5831 / Shizuoka Financial Group,Inc. | 109.00 | 0.2452 | 0.2452 | ||||||
| US21H0226892 / Ginnie Mae | 107.92 | -2.06 | 0.2428 | 0.0266 | |||||
| US31418EU999 / Fannie Mae Pool | 107.35 | -2.65 | 0.2415 | -0.0026 | |||||
| US TREASURY N/B 08/54 4.25 / DBT (US912810UC08) | 107.34 | -3.25 | 0.2415 | -0.0041 | |||||
| US TREASURY N/B 08/54 4.25 / DBT (US912810UC08) | 107.34 | -3.25 | 0.2415 | -0.0041 | |||||
| US21H0306744 / Ginnie Mae | 103.86 | 0.2337 | 0.2337 | ||||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A A 144A / ABS-MBS (XS2859749504) | 102.19 | 5.43 | 0.2299 | 0.0153 | |||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A A 144A / ABS-MBS (XS2859749504) | 102.19 | 5.43 | 0.2299 | 0.0153 | |||||
| US21H0606895 / Ginnie Mae | 100.35 | 0.2258 | 0.2258 | ||||||
| US3132DWHG15 / Freddie Mac Pool | 100.17 | -2.54 | 0.2253 | -0.0022 | |||||
| 5831 / Shizuoka Financial Group,Inc. | 99.25 | -2.73 | 0.2233 | -0.0026 | |||||
| 5831 / Shizuoka Financial Group,Inc. | 99.25 | -2.73 | 0.2233 | -0.0026 | |||||
| US3132DWF653 / Freddie Mac Pool | 97.78 | -2.75 | 0.2200 | -0.0026 | |||||
| US912810SK51 / United States Treasury Note/Bond | 97.23 | -2.77 | 0.2187 | -0.0026 | |||||
| RFR USD SOFR/3.50000 06/20/24-30Y LCH / DIR (EZV8ZC6L7CY8) | 95.18 | 13.09 | 0.2141 | 0.0278 | |||||
| RFR USD SOFR/3.50000 06/20/24-30Y LCH / DIR (EZV8ZC6L7CY8) | 95.18 | 13.09 | 0.2141 | 0.0278 | |||||
| US31418EXU99 / Fannie Mae Pool | 94.51 | -2.20 | 0.2126 | -0.0013 | |||||
| US912810SP49 / United States Treasury Note/Bond | 92.77 | -3.24 | 0.2087 | -0.0035 | |||||
| ALIGNED DATA CENTERS INTER LP 2024 TERM LOAN / LON (BA000JN59) | 92.25 | 0.2075 | 0.2075 | ||||||
| ALIGNED DATA CENTERS INTER LP 2024 TERM LOAN / LON (BA000JN59) | 92.25 | 0.2075 | 0.2075 | ||||||
| BANC OF AMERICA MERRILL LYNCH BAMLL 2024 LB2 A 144A / ABS-MBS (US054987AA02) | 89.98 | -4.22 | 0.2024 | -0.0055 | |||||
| BANC OF AMERICA MERRILL LYNCH BAMLL 2024 LB2 A 144A / ABS-MBS (US054987AA02) | 89.98 | -4.22 | 0.2024 | -0.0055 | |||||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 88.86 | 0.1999 | 0.1999 | ||||||
| US912810SA79 / United States Treas Bds Bond | 86.82 | 178.38 | 0.1953 | 0.1263 | |||||
| US36268SAA78 / GS MORTGAGE BACKED SECURITIES GSMBS 2022 LTV2 A1 144A | 85.66 | -1.81 | 0.1927 | -0.0004 | |||||
| US67114WAA99 / ONSLOW BAY FINANCIAL LLC OBX 2022 INV2 A1 144A | 84.69 | -2.02 | 0.1905 | -0.0008 | |||||
| US78485KAA34 / STWD 2022-FL3 Ltd | 83.93 | -10.55 | 0.1888 | -0.0189 | |||||
| US715638BY77 / REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 | 83.87 | 6.77 | 0.1887 | 0.0148 | |||||
| US912810SM18 / US TII .25 02/15/2050 (TIPS) | 83.64 | -3.93 | 0.1882 | -0.0046 | |||||
| US53946PAA84 / LoanCore 2022-CRE7 Issuer Ltd | 83.37 | -5.51 | 0.1876 | -0.0078 | |||||
| US715638BE14 / Peruvian Government International Bond | 82.73 | -15.64 | 0.1861 | -0.0310 | |||||
| US912810SE91 / United States Treas Bds Bond | 81.59 | 196.43 | 0.1836 | 0.1226 | |||||
| 5831 / Shizuoka Financial Group,Inc. | 80.78 | 0.1817 | 0.1817 | ||||||
| 5831 / Shizuoka Financial Group,Inc. | 80.78 | 0.1817 | 0.1817 | ||||||
| US38382YB857 / Government National Mortgage Association | 79.75 | -0.44 | 0.1794 | 0.0021 | |||||
| US912810RW09 / United States Treasury Inflation Indexed Bonds | 78.92 | -3.33 | 0.1776 | -0.0032 | |||||
| US05942JAA60 / BAMLL 2023 HTL 10/27 1 | 78.92 | -19.87 | 0.1776 | -0.0405 | |||||
| US01F0226831 / FEDERAL NATIONAL MORTGAGE ASSOCIATION 30YR TBA AUG | 78.50 | -75.76 | 0.1766 | -0.4587 | |||||
| US36179XLE49 / GNMA | 78.28 | -2.86 | 0.1761 | -0.0023 | |||||
| XS1697686928 / WARWICK FINANCE RESIDENTIAL MO WARW 3A A 144A | 78.28 | -5.44 | 0.1761 | -0.0072 | |||||
| US3140QSLC30 / FNMA POOL CB6622 FN 06/53 FIXED 5 | 76.63 | -0.62 | 0.1724 | 0.0017 | |||||
| US38382Y3J05 / Government National Mortgage Association | 76.26 | -0.61 | 0.1716 | 0.0017 | |||||
| US3132DWDK62 / FHLMC Pool, 30 Year | 75.88 | -2.21 | 0.1707 | -0.0011 | |||||
| US52474EAL11 / LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL2 PT 144A | 74.56 | -2.20 | 0.1677 | -0.0010 | |||||
| US12653JAM53 / CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL3 PT 144A | 74.43 | -1.66 | 0.1675 | -0.0001 | |||||
| US097023DG73 / Boeing Co/The | 74.41 | 0.61 | 0.1674 | 0.0037 | |||||
| US912810SF66 / Us Treasury Bond | 74.36 | -2.56 | 0.1673 | -0.0016 | |||||
| US03880XAA46 / Arbor Realty Collateralized Loan Obligation Ltd., Series 2022-FL1, Class A | 73.75 | -10.99 | 0.1659 | -0.0175 | |||||
| US3132DWH220 / FHLG 30YR 5.5% 08/01/2053#SD8349 | 73.59 | -2.23 | 0.1655 | -0.0011 | |||||
| US38382YJ207 / Government National Mortgage Association | 72.69 | -0.13 | 0.1635 | 0.0024 | |||||
| US01F0326821 / Fannie Mae or Freddie Mac | 72.46 | -93.77 | 0.1630 | -2.1173 | |||||
| US31418EW300 / Fannie Mae Pool | 71.95 | -2.67 | 0.1619 | -0.0018 | |||||
| US44891ABZ93 / Hyundai Capital America | 70.58 | 0.77 | 0.1588 | 0.0037 | |||||
| US172967NG21 / Citigroup Inc | 70.33 | 0.63 | 0.1582 | 0.0035 | |||||
| US44891ACK16 / Hyundai Capital America | 70.32 | -0.25 | 0.1582 | 0.0021 | |||||
| US06539WBB19 / BANK 2020-BNK25 BANK 2020-BN25 A5 | 70.10 | 1.41 | 0.1577 | 0.0047 | |||||
| ONTARIO (PROVINCE OF) SR UNSECURED 12/34 3.8 / DBT (CA68333ZBG15) | 69.88 | 0.1572 | 0.1572 | ||||||
| ONTARIO (PROVINCE OF) SR UNSECURED 12/34 3.8 / DBT (CA68333ZBG15) | 69.88 | 0.1572 | 0.1572 | ||||||
| US36260AAA43 / GS MORTGAGE BACKED SECURITIES GSMBS 2020 RPL1 A1 144A | 69.63 | -1.64 | 0.1567 | -0.0001 | |||||
| US36179W2V97 / Ginnie Mae II Pool | 69.28 | -2.87 | 0.1559 | -0.0020 | |||||
| US3133KNZE65 / FED HM LN PC POOL RA7041 FR 03/52 FIXED 3 | 67.87 | -2.02 | 0.1527 | -0.0007 | |||||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | 67.51 | 0.1519 | 0.1519 | ||||||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | 67.51 | 0.1519 | 0.1519 | ||||||
| 937CJTII1 / CASTLELAKE LP FIRST LIEN TERM LOAN | 66.96 | -3.53 | 0.1506 | -0.0030 | |||||
| US404280DR76 / HSBC Holdings PLC | 65.33 | -0.07 | 0.1470 | 0.0023 | |||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2025 NQM1 PT 144A / ABS-MBS (US36271LAL36) | 65.26 | -5.37 | 0.1468 | -0.0058 | |||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2025 NQM1 PT 144A / ABS-MBS (US36271LAL36) | 65.26 | -5.37 | 0.1468 | -0.0058 | |||||
| US912810RR14 / United States Treasury Inflation Indexed Bonds | 65.09 | -3.00 | 0.1464 | -0.0021 | |||||
| US36168FAE88 / GCAT Trust, Series 2022-INV2, Class A5 | 64.98 | -2.38 | 0.1462 | -0.0012 | |||||
| US912810QZ49 / United States Treas Bds Bond | 64.12 | -2.02 | 0.1442 | -0.0006 | |||||
| US31418ES506 / Fannie Mae Pool | 63.44 | -2.91 | 0.1427 | -0.0019 | |||||
| US918307AC33 / SER 2021-INV4 CL A3 V/R REGD 144A P/P 2.50000000 | 63.22 | -2.06 | 0.1422 | -0.0007 | |||||
| US097023DA04 / Boeing Co/The | 62.58 | 0.64 | 0.1408 | 0.0031 | |||||
| US465973AC95 / JP MORGAN MORTGAGE TRUST SER 2022-INV1 CL A3 V/R REGD 144A P/P 3.00000000 | 61.70 | -1.37 | 0.1388 | 0.0003 | |||||
| US912810RP57 / United States Treas Bds Bond | 61.51 | -2.40 | 0.1384 | -0.0011 | |||||
| US TREASURY N/B 11/54 4.5 / DBT (US912810UE63) | 61.20 | -3.28 | 0.1377 | -0.0024 | |||||
| US TREASURY N/B 11/54 4.5 / DBT (US912810UE63) | 61.20 | -3.28 | 0.1377 | -0.0024 | |||||
| JPMMT 2025 LTV2 JPMMT 2025 LTV2 PT 144A / ABS-MBS (955UAOII8) | 59.83 | 0.1346 | 0.1346 | ||||||
| JPMMT 2025 LTV2 JPMMT 2025 LTV2 PT 144A / ABS-MBS (955UAOII8) | 59.83 | 0.1346 | 0.1346 | ||||||
| MORGAN STANLEY BANK NA MORGAN STANLEY BANK NA / DBT (US61690U8D59) | 59.69 | -0.11 | 0.1343 | 0.0020 | |||||
| MORGAN STANLEY BANK NA MORGAN STANLEY BANK NA / DBT (US61690U8D59) | 59.69 | -0.11 | 0.1343 | 0.0020 | |||||
| 4020 / Saudi Real Estate Company | 59.67 | 1.22 | 0.1343 | 0.0037 | |||||
| 4020 / Saudi Real Estate Company | 59.67 | 1.22 | 0.1343 | 0.0037 | |||||
| US57629TBQ94 / MassMutual Global Funding II | 59.21 | -0.04 | 0.1332 | 0.0021 | |||||
| 933UGCII5 / KRE 1330 BROADWAY OWNER 2018 TERM LOAN | 58.60 | -4.86 | 0.1318 | -0.0045 | |||||
| US3132DWFQ15 / FHLG 30YR 4.5% 12/01/2052# | 58.54 | -2.12 | 0.1317 | -0.0007 | |||||
| GATEWAY LEASE CTL A WHLN03785 / ABS-O (963SPPII4) | 58.30 | 4.75 | 0.1312 | 0.0080 | |||||
| US3140QSPN58 / Federal National Mortgage Association | 58.18 | -2.17 | 0.1309 | -0.0008 | |||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 58.04 | 1.19 | 0.1306 | 0.0036 | |||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 58.04 | 1.19 | 0.1306 | 0.0036 | |||||
| US29444UBK16 / Equinix Inc | 58.04 | 0.76 | 0.1306 | 0.0031 | |||||
| US88258MAA36 / TEXAS NATURAL GAS SECURITIZTN FIN CORP REVENUE | 57.18 | -3.89 | 0.1286 | -0.0031 | |||||
| 944ZSGII9 / PROJECT QUASAR PLEDGCO SLU 2022 EUR TERM LOAN A1 | 56.32 | 5.27 | 0.1267 | 0.0083 | |||||
| US38382YR218 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H03 CL FA V/R 5.42906000 | 55.43 | -0.97 | 0.1247 | 0.0008 | |||||
| US52473LAE20 / LEGACY MORTGAGE ASSET TRUST LMAT 2017 RPL2 B1 144A | 55.42 | 0.60 | 0.1247 | 0.0027 | |||||
| FED HM LN PC POOL SD7578 FR 04/55 FIXED 6 / ABS-MBS (US3132DVM362) | 54.93 | 0.1236 | 0.1236 | ||||||
| FED HM LN PC POOL SD7578 FR 04/55 FIXED 6 / ABS-MBS (US3132DVM362) | 54.93 | 0.1236 | 0.1236 | ||||||
| DE000DL19U23 / DEUTSCHE BANK AG SR UNSECURED REGS 01/27 1.625 | 54.63 | 9.83 | 0.1229 | 0.0128 | |||||
| US02666TAB35 / American Homes 4 Rent LP | 54.57 | 0.88 | 0.1228 | 0.0030 | |||||
| US12594YAD40 / CREDIT SUISSE MORTGAGE TRUST CSMC 2017 RPL2 B1 144A | 54.56 | 0.55 | 0.1228 | 0.0026 | |||||
| US46647PBR64 / JPMorgan Chase & Co | 54.28 | 1.01 | 0.1221 | 0.0032 | |||||
| US36265LAB36 / GS MORTGAGE BACKED SECURITIES GSMBS 2022 HP1 A2 144A | 53.18 | -2.43 | 0.1196 | -0.0010 | |||||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | 53.10 | 0.17 | 0.1195 | 0.0021 | |||||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | 53.10 | 0.17 | 0.1195 | 0.0021 | |||||
| 5831 / Shizuoka Financial Group,Inc. | 52.52 | -5.79 | 0.1182 | -0.0053 | |||||
| 5831 / Shizuoka Financial Group,Inc. | 52.52 | -5.79 | 0.1182 | -0.0053 | |||||
| US38382YNR08 / Government National Mortgage Association | 52.41 | 0.31 | 0.1179 | 0.0022 | |||||
| US36179WZA97 / Ginnie Mae II Pool | 52.40 | -3.15 | 0.1179 | -0.0019 | |||||
| US00928QAU58 / Aircastle Ltd | 51.91 | 0.86 | 0.1168 | 0.0029 | |||||
| US626207YM09 / MUNI ELEC AUTH OF GEORGIA | 51.52 | -4.02 | 0.1159 | -0.0029 | |||||
| CPPIB CAPITAL INC COMPANY GUAR REGS 06/34 4.3 / DBT (CA12593CAY71) | 51.40 | 4.07 | 0.1156 | 0.0063 | |||||
| CPPIB CAPITAL INC COMPANY GUAR REGS 06/34 4.3 / DBT (CA12593CAY71) | 51.40 | 4.07 | 0.1156 | 0.0063 | |||||
| US23345LAA70 / DOLP Trust 2021-NYC | 50.54 | 1.26 | 0.1137 | 0.0032 | |||||
| FNMA POOL MA5420 FN 07/54 FIXED 5.5 / ABS-MBS (US31418FAW77) | 50.39 | -2.78 | 0.1134 | -0.0014 | |||||
| US95000U3E14 / Wells Fargo & Co. | 49.90 | 0.52 | 0.1123 | 0.0024 | |||||
| US21H0426872 / Ginnie Mae | 49.76 | 19.14 | 0.1119 | 0.0300 | |||||
| US06051GLV94 / Bank of America Corp. | 49.05 | -0.21 | 0.1104 | 0.0015 | |||||
| US31418ET678 / Fannie Mae Pool | 48.76 | -2.61 | 0.1097 | -0.0011 | |||||
| US06540JBG67 / BANK 2020-BNK26 | 48.69 | 1.44 | 0.1095 | 0.0033 | |||||
| XS1789787568 / KIRKBY RMBS KIRK 1A A 144A | 48.68 | -2.10 | 0.1095 | -0.0006 | |||||
| US3140QSMW84 / Federal National Mortgage Association | 48.45 | -1.81 | 0.1090 | -0.0002 | |||||
| US3140QRAF07 / FNCL UMBS 4.5 CB5405 10-01-52 | 47.91 | -2.20 | 0.1078 | -0.0007 | |||||
| US90355DAV55 / UNITED WHOLESALE MORTGAGE LLC UWM 2021 INV5 A12 144A | 47.90 | -1.69 | 0.1078 | -0.0001 | |||||
| US48275EAA47 / KREF 2022-FL3 Ltd | 47.87 | -13.57 | 0.1077 | -0.0149 | |||||
| US67114KAC18 / ONSLOW BAY FINANCIAL LLC OBX 2021 INV2 A3 144A | 47.82 | -1.98 | 0.1076 | -0.0004 | |||||
| US52473LAF94 / LEGACY MORTGAGE ASSET TRUST LMAT 2017 RPL2 B2 144A | 47.75 | -0.41 | 0.1074 | 0.0013 | |||||
| US12594YAE23 / CREDIT SUISSE MORTGAGE TRUST CSMC 2017 RPL2 B2 144A | 47.22 | -0.50 | 0.1062 | 0.0012 | |||||
| US054980AA58 / BDS 2022-FL11 LLC | 47.19 | -6.05 | 0.1062 | -0.0050 | |||||
| US912810TE82 / United States Treasury Inflation Indexed Bonds | 47.18 | -4.80 | 0.1061 | -0.0036 | |||||
| PROJECT PANAMA SPV LLC CR LKD NTSER 2024 1 144A / ABS-O (US74290GAA67) | 46.96 | 0.22 | 0.1057 | 0.0019 | |||||
| PROJECT PANAMA SPV LLC CR LKD NTSER 2024 1 144A / ABS-O (US74290GAA67) | 46.96 | 0.22 | 0.1057 | 0.0019 | |||||
| US03880RAA77 / Arbor Realty Collateralized Loan Obligation Ltd | 46.92 | -15.77 | 0.1056 | -0.0178 | |||||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | 46.87 | -0.55 | 0.1055 | 0.0011 | |||||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | 46.87 | -0.55 | 0.1055 | 0.0011 | |||||
| US31418ER854 / FNCL UMBS 5.5 MA5010 05-01-53 | 46.61 | -3.00 | 0.1049 | -0.0015 | |||||
| US90932LAJ61 / United Airlines 2023-1 Class A Pass Through Trust | 46.45 | 0.62 | 0.1045 | 0.0023 | |||||
| P1NW34 / Pinnacle West Capital Corporation - Depositary Receipt (Common Stock) | 46.28 | -0.34 | 0.1041 | 0.0013 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A A2 144A / ABS-O (US21055PAB04) | 46.20 | 0.16 | 0.1039 | 0.0018 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A A2 144A / ABS-O (US21055PAB04) | 46.20 | 0.16 | 0.1039 | 0.0018 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A A2 144A / ABS-O (US210927AB51) | 46.20 | 0.14 | 0.1039 | 0.0018 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A A2 144A / ABS-O (US210927AB51) | 46.20 | 0.14 | 0.1039 | 0.0018 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A A2 144A / ABS-O (US210928AB35) | 46.20 | 0.18 | 0.1039 | 0.0018 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A A2 144A / ABS-O (US210928AB35) | 46.20 | 0.18 | 0.1039 | 0.0018 | |||||
| XS1908327320 / PROTEUS RMBS DAC PROTE 1A AR 144A | 45.97 | -5.68 | 0.1034 | -0.0045 | |||||
| US36179XFF87 / Government National Mortgage Association (GNMA) | 45.97 | -3.56 | 0.1034 | -0.0021 | |||||
| US12653HAD98 / CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL1 B1 144A | 45.55 | 0.39 | 0.1025 | 0.0020 | |||||
| S1MF34 / Sumitomo Mitsui Financial Group, Inc. - Depositary Receipt (Common Stock) | 45.44 | 1.03 | 0.1022 | 0.0027 | |||||
| S1MF34 / Sumitomo Mitsui Financial Group, Inc. - Depositary Receipt (Common Stock) | 45.44 | 1.03 | 0.1022 | 0.0027 | |||||
| O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) | 45.37 | -7.40 | 0.1021 | -0.0064 | |||||
| O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) | 45.37 | -7.40 | 0.1021 | -0.0064 | |||||
| USU5615XAA82 / MANHATTAN WEST | 45.32 | 1.44 | 0.1020 | 0.0031 | |||||
| US07274EAJ29 / BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.25% 01-21-29 | 45.27 | 1.28 | 0.1018 | 0.0029 | |||||
| US38384AV349 / GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H15 FA | 45.14 | -3.79 | 0.1015 | -0.0023 | |||||
| US36179XHW92 / Ginnie Mae II Pool | 45.11 | -18.27 | 0.1015 | -0.0207 | |||||
| US05942JAB44 / BAMLL 2023 HTL 10/27 1 | 45.01 | -6.64 | 0.1013 | -0.0055 | |||||
| RIPON MORTGAGES RIPON 2025 1A B 144A / ABS-MBS (XS2982123585) | 45.01 | 6.61 | 0.1013 | 0.0078 | |||||
| RIPON MORTGAGES RIPON 2025 1A B 144A / ABS-MBS (XS2982123585) | 45.01 | 6.61 | 0.1013 | 0.0078 | |||||
| US00452AAA88 / Accident Fund Insurance Company of America | 44.93 | 0.11 | 0.1011 | 0.0017 | |||||
| US87277JAA97 / TRTX 2022-FL5 Issuer Ltd | 44.81 | -7.99 | 0.1008 | -0.0070 | |||||
| US36262RAB33 / GS Mortgage-Backed Securities Trust 2021-HP1 | 44.66 | -2.23 | 0.1005 | -0.0006 | |||||
| US74923EAA64 / Rad CLO 5 Ltd | 44.65 | -15.83 | 0.1005 | -0.0170 | |||||
| US65535HAR03 / Nomura Holdings Inc | 44.45 | 0.67 | 0.1000 | 0.0023 | |||||
| US36179W2U15 / Ginnie Mae II Pool | 44.33 | -2.93 | 0.0997 | -0.0014 | |||||
| US12595VAD91 / COMM 2018-COR3 Mortgage Trust | 44.15 | 0.55 | 0.0993 | 0.0021 | |||||
| US44891ACL98 / Hyundai Capital America | 43.92 | -0.16 | 0.0988 | 0.0014 | |||||
| US225401BC11 / UBS Group AG | 43.75 | -0.02 | 0.0984 | 0.0016 | |||||
| US25389JAT34 / Digital Realty Trust LP | 43.52 | 0.72 | 0.0979 | 0.0023 | |||||
| US06738ECJ29 / Barclays PLC | 43.25 | -0.21 | 0.0973 | 0.0014 | |||||
| SERIES 2024 1 CLN 2031 SERIES 2024 1 CLN 2031 / ABS-O (US15487CAA18) | 43.21 | 1.26 | 0.0972 | 0.0027 | |||||
| SERIES 2024 1 CLN 2031 SERIES 2024 1 CLN 2031 / ABS-O (US15487CAA18) | 43.21 | 1.26 | 0.0972 | 0.0027 | |||||
| JP MORGAN MORTGAGE TRUST JPMMT 2024 CES2 PT 144A / ABS-MBS (US46658QAN07) | 43.15 | -4.77 | 0.0971 | -0.0032 | |||||
| JP MORGAN MORTGAGE TRUST JPMMT 2024 CES2 PT 144A / ABS-MBS (US46658QAN07) | 43.15 | -4.77 | 0.0971 | -0.0032 | |||||
| US912810RJ97 / United States Treas Bds Bond | 43.14 | -2.27 | 0.0971 | -0.0007 | |||||
| US834012AA48 / SOFI ALTERNATIVE TRUST SAT 2018 A P1 144A | 43.09 | -5.49 | 0.0969 | -0.0040 | |||||
| US251526CD98 / Deutsche Bank AG/New York NY | 42.90 | -7.19 | 0.0965 | -0.0058 | |||||
| US225401AF50 / Credit Suisse Group AG | 42.74 | 0.80 | 0.0962 | 0.0023 | |||||
| US61774LBF58 / Morgan Stanley Capital I Inc | 42.74 | 1.83 | 0.0961 | 0.0032 | |||||
| US3140MMLJ58 / FNMA POOL BV7528 FN 05/52 FIXED 3 | 42.63 | -1.87 | 0.0959 | -0.0003 | |||||
| US78486BAA26 / STARWOOD COMMERCIAL MORTGAGE T STWD 2021 FL2 A 144A | 42.62 | -27.31 | 0.0959 | -0.0339 | |||||
| PERFORMER FUNDING PERFF 1A B 144A / ABS-O (XS2721092901) | 42.38 | 6.37 | 0.0953 | 0.0071 | |||||
| US902613AU26 / UBS Group AG | 42.26 | -0.18 | 0.0951 | 0.0013 | |||||
| US38382Y7K32 / GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H14 FA | 42.21 | -0.79 | 0.0950 | 0.0008 | |||||
| US912834LR79 / United States Treasury Strip Coupon | 41.52 | -1.96 | 0.0934 | -0.0003 | |||||
| US31325YRN03 / Freddie Mac Strips | 41.49 | 0.31 | 0.0933 | 0.0018 | |||||
| US38141GA468 / Goldman Sachs Group Inc/The | 40.85 | 0.42 | 0.0919 | 0.0018 | |||||
| US31418EV807 / FN MA5138 | 40.54 | -2.56 | 0.0912 | -0.0009 | |||||
| US38382YM755 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H02 CL FL V/R 5.45906000 | 40.48 | -2.21 | 0.0911 | -0.0006 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 40.44 | 0.72 | 0.0910 | 0.0021 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 40.44 | 0.72 | 0.0910 | 0.0021 | |||||
| US06738ECC75 / Barclays PLC | 40.33 | -0.61 | 0.0907 | 0.0009 | |||||
| ROUNDSTONE SECURITIES RNST 2A B 144A / ABS-MBS (XS2779836480) | 40.24 | 9.89 | 0.0905 | 0.0095 | |||||
| ROUNDSTONE SECURITIES RNST 2A B 144A / ABS-MBS (XS2779836480) | 40.24 | 9.89 | 0.0905 | 0.0095 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 39.94 | -0.28 | 0.0899 | 0.0012 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 39.94 | -0.28 | 0.0899 | 0.0012 | |||||
| US3140QNGC08 / Fannie Mae Pool | 39.77 | -1.94 | 0.0895 | -0.0003 | |||||
| US3140QNQY18 / FNMA 30YR 3% 03/01/2052#CB3170 | 39.58 | -1.87 | 0.0891 | -0.0002 | |||||
| FNMA POOL FS6838 FN 11/53 FIXED VAR / ABS-MBS (US3140XNS474) | 39.58 | -2.10 | 0.0890 | -0.0005 | |||||
| FNMA POOL FS6838 FN 11/53 FIXED VAR / ABS-MBS (US3140XNS474) | 39.58 | -2.10 | 0.0890 | -0.0005 | |||||
| US31418ECR99 / Fannie Mae Pool | 39.58 | -2.16 | 0.0890 | -0.0005 | |||||
| US3132DWH303 / Freddie Mac Pool | 39.53 | -3.14 | 0.0889 | -0.0014 | |||||
| US12635WAA53 / COMM 2016-787S MORTGAGE TRUST COMM 2016-787S A | 39.49 | 0.21 | 0.0888 | 0.0016 | |||||
| SAN / Banco Santander, S.A. - Depositary Receipt (Common Stock) | 39.36 | 1.14 | 0.0886 | 0.0024 | |||||
| SAN / Banco Santander, S.A. - Depositary Receipt (Common Stock) | 39.36 | 1.14 | 0.0886 | 0.0024 | |||||
| US928668AU66 / Volkswagen Group of America Finance LLC | 39.35 | 0.75 | 0.0885 | 0.0021 | |||||
| US95003WAA45 / Wells Fargo Commercial Mortgage Trust 2022-ONL | 39.21 | 0.92 | 0.0882 | 0.0022 | |||||
| US74727PBE07 / Qatar Government International Bond | 39.12 | -1.46 | 0.0880 | 0.0001 | |||||
| CBAMR LTD CBAMR 2019 9A AR 144A / ABS-CBDO (US14987VAN91) | 39.11 | 0.12 | 0.0880 | 0.0015 | |||||
| CBAMR LTD CBAMR 2019 9A AR 144A / ABS-CBDO (US14987VAN91) | 39.11 | 0.12 | 0.0880 | 0.0015 | |||||
| RIPON MORTGAGES RIPON 2025 1A C 144A / ABS-MBS (XS2982123668) | 39.05 | 6.68 | 0.0879 | 0.0068 | |||||
| RIPON MORTGAGES RIPON 2025 1A C 144A / ABS-MBS (XS2982123668) | 39.05 | 6.68 | 0.0879 | 0.0068 | |||||
| XS1789788533 / KIRKBY RMBS KIRK 1A B 144A | 39.00 | 6.39 | 0.0877 | 0.0066 | |||||
| CAPITAL FOUR US CLO C4US 2022 1A AR 144A / ABS-CBDO (US14016CAN65) | 38.95 | -0.07 | 0.0876 | 0.0013 | |||||
| CAPITAL FOUR US CLO C4US 2022 1A AR 144A / ABS-CBDO (US14016CAN65) | 38.95 | -0.07 | 0.0876 | 0.0013 | |||||
| US22877LAA52 / CRSNT Trust 2021-MOON | 38.93 | 0.24 | 0.0876 | 0.0016 | |||||
| FED HM LN PC POOL SD8396 FR 01/54 FIXED 6 / ABS-MBS (US3132DWKH50) | 38.85 | -5.36 | 0.0874 | -0.0035 | |||||
| FED HM LN PC POOL SD8396 FR 01/54 FIXED 6 / ABS-MBS (US3132DWKH50) | 38.85 | -5.36 | 0.0874 | -0.0035 | |||||
| IRS EUR 2.25000 09/17/25-30Y LCH / DIR (EZV4L1QCFM97) | 38.79 | -23.84 | 0.0873 | -0.0255 | |||||
| IRS EUR 2.25000 09/17/25-30Y LCH / DIR (EZV4L1QCFM97) | 38.79 | -23.84 | 0.0873 | -0.0255 | |||||
| US46647PCW41 / JPMorgan Chase & Co | 38.66 | 0.60 | 0.0870 | 0.0019 | |||||
| US07274EAK91 / BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.375% 11-21-30 | 38.59 | -7.91 | 0.0868 | -0.0059 | |||||
| 4020 / Saudi Real Estate Company | 38.54 | 0.42 | 0.0867 | 0.0018 | |||||
| US654744AD34 / Nissan Motor Co Ltd | 38.47 | -3.40 | 0.0865 | -0.0016 | |||||
| BARCLAYS MORTGAGE LOAN TRUST BARC 2024 NQM2 PT1 144A / ABS-MBS (US06745JAM71) | 38.29 | -7.99 | 0.0861 | -0.0060 | |||||
| BARCLAYS MORTGAGE LOAN TRUST BARC 2024 NQM2 PT1 144A / ABS-MBS (US06745JAM71) | 38.29 | -7.99 | 0.0861 | -0.0060 | |||||
| US65339KBR05 / NextEra Energy Capital Holdings Inc | 38.10 | -7.98 | 0.0857 | -0.0059 | |||||
| US90351DAF42 / UBS Group AG | 38.10 | 0.11 | 0.0857 | 0.0015 | |||||
| US3136A6MF80 / FANNIE MAE FNR 2012 60 JZ | 37.91 | -1.25 | 0.0853 | 0.0003 | |||||
| US682680BL63 / CORPORATE BONDS | 37.89 | 0.77 | 0.0853 | 0.0020 | |||||
| US09659W2M50 / BNP Paribas SA | 37.67 | 1.32 | 0.0847 | 0.0024 | |||||
| US62954HAZ10 / NXP BV / NXP Funding LLC / NXP USA Inc | 37.47 | 0.31 | 0.0843 | 0.0016 | |||||
| US06051GKJ75 / Bank of America Corp | 37.24 | 0.75 | 0.0838 | 0.0020 | |||||
| US912810RC45 / United States Treas Bds Bond | 37.18 | -2.13 | 0.0836 | -0.0005 | |||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A A 144A / ABS-O (US83407UAA60) | 37.02 | 0.0833 | 0.0833 | ||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A A 144A / ABS-O (US83407UAA60) | 37.02 | 0.0833 | 0.0833 | ||||||
| US12653HAE71 / CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL1 B2 144A | 36.92 | -0.53 | 0.0831 | 0.0009 | |||||
| US36267EAD31 / GS MORTGAGE-BACKED SECURITIES CORP TRUST 202 SER 2022-PJ2 CL A4 V/R REGD 144A P/P 2.50000000 | 36.91 | -3.38 | 0.0830 | -0.0015 | |||||
| US07274EAH62 / Bayer US Finance LLC | 36.90 | -0.22 | 0.0830 | 0.0011 | |||||
| FNMA POOL CB7015 FN 09/53 FIXED 5.5 / ABS-MBS (US3140QSYM74) | 36.34 | -1.77 | 0.0818 | -0.0001 | |||||
| FNMA POOL CB7015 FN 09/53 FIXED 5.5 / ABS-MBS (US3140QSYM74) | 36.34 | -1.77 | 0.0818 | -0.0001 | |||||
| FED HM LN PC POOL SD8446 FR 07/54 FIXED 5.5 / ABS-MBS (US3132DWL354) | 36.21 | -2.35 | 0.0815 | -0.0006 | |||||
| US29426VAD82 / Citigroup Commercial Mortgage Trust, Series 2022-GC48, Class A5 | 36.12 | 0.72 | 0.0813 | 0.0019 | |||||
| US31418EKT63 / FNMA 30YR 4.5% 11/52#MA4805 | 36.10 | -2.25 | 0.0812 | -0.0005 | |||||
| XS2264968665 / Ivory Coast Government International Bond | 35.87 | 11.31 | 0.0807 | 0.0094 | |||||
| US26835PAH38 / EDP Finance BV | 35.84 | 1.30 | 0.0806 | 0.0023 | |||||
| US61747YFH36 / Morgan Stanley | 35.81 | 0.36 | 0.0806 | 0.0016 | |||||
| US29278GAW87 / Enel Finance International NV | 35.75 | 0.47 | 0.0804 | 0.0017 | |||||
| JP MORGAN MORTGAGE TRUST SERIE 07/55 9 / ABS-MBS (000000000) | 35.68 | 0.0803 | 0.0803 | ||||||
| JP MORGAN MORTGAGE TRUST SERIE 07/55 9 / ABS-MBS (000000000) | 35.68 | 0.0803 | 0.0803 | ||||||
| US29444UBL98 / Equinix, Inc. | 35.57 | 1.59 | 0.0800 | 0.0025 | |||||
| R2037 / South Africa - Sovereign or Government Agency Debt | 35.45 | 8.40 | 0.0797 | 0.0074 | |||||
| US08162UAW09 / Benchmark 2018-B8 Mortgage Trust | 35.32 | 1.02 | 0.0795 | 0.0021 | |||||
| US08163RBQ83 / Benchmark 2022-B35 Mortgage Trust | 35.24 | 0.75 | 0.0793 | 0.0018 | |||||
| US06541LBG05 / BANK 2022-BNK40 | 35.24 | 1.54 | 0.0793 | 0.0025 | |||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D A1B 144A / ABS-O (US78450PAB13) | 35.06 | -5.28 | 0.0789 | -0.0031 | |||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D A1B 144A / ABS-O (US78450PAB13) | 35.06 | -5.28 | 0.0789 | -0.0031 | |||||
| US80413TBC27 / Saudi Government International Bond | 34.99 | 0.27 | 0.0787 | 0.0015 | |||||
| US694308JP35 / PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/26 3.15 | 34.91 | 0.34 | 0.0785 | 0.0015 | |||||
| US88258MAB19 / Texas Natural Gas Securitization Finance Corp. | 34.88 | -0.09 | 0.0785 | 0.0012 | |||||
| US694308JG36 / Pacific Gas and Electric Co | 34.48 | 1.01 | 0.0776 | 0.0020 | |||||
| US337738BC18 / FISERV INC 2.650000% 06/01/2030 | 34.45 | 1.80 | 0.0775 | 0.0026 | |||||
| US95000U2V48 / WELLS FARGO & COMPANY REGD V/R MTN 3.52600000 | 34.42 | 0.63 | 0.0774 | 0.0017 | |||||
| US83368RBS04 / Societe Generale SA | 34.27 | 1.50 | 0.0771 | 0.0024 | |||||
| US853254CQ11 / Standard Chartered plc | 34.12 | -0.23 | 0.0768 | 0.0011 | |||||
| FED HM LN PC POOL QI4076 FR 04/54 FIXED 5.5 / ABS-MBS (US3133WAQ506) | 34.09 | -1.02 | 0.0767 | 0.0005 | |||||
| FED HM LN PC POOL QI4076 FR 04/54 FIXED 5.5 / ABS-MBS (US3133WAQ506) | 34.09 | -1.02 | 0.0767 | 0.0005 | |||||
| US53948HAA41 / LoanCore 2021-CRE6 Issuer Ltd | 34.06 | -8.69 | 0.0766 | -0.0059 | |||||
| US78432WAA18 / SFO Commercial Mortgage Trust 2021-555 | 34.01 | 0.99 | 0.0765 | 0.0020 | |||||
| ROUNDSTONE SECURITIES RNST 2A C 144A / ABS-MBS (XS2779836647) | 34.00 | 10.21 | 0.0765 | 0.0082 | |||||
| ROUNDSTONE SECURITIES RNST 2A C 144A / ABS-MBS (XS2779836647) | 34.00 | 10.21 | 0.0765 | 0.0082 | |||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 33.99 | 0.98 | 0.0765 | 0.0020 | |||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 33.99 | 0.98 | 0.0765 | 0.0020 | |||||
| NWIDE / Nationwide Building Society | 33.96 | 1.44 | 0.0764 | 0.0023 | |||||
| ACI1G7W13 / CPI PROPERTY GROUP SA SR UNSECURED REGS 04/27 1.625 | 33.84 | 10.35 | 0.0761 | 0.0082 | |||||
| US681936BH22 / Omega Healthcare Investors, Inc. | 33.82 | -0.13 | 0.0761 | 0.0011 | |||||
| US06738ECD58 / Barclays PLC | 33.66 | -0.07 | 0.0757 | 0.0012 | |||||
| US45262BAB99 / IMPERIAL BRANDS FIN PLC REGD 144A P/P 3.50000000 | 33.63 | 0.26 | 0.0757 | 0.0014 | |||||
| XS2330054953 / OAK HILL EUROPEAN CREDIT PARTN OHECP 2018 7A AR 144A | 33.58 | -5.53 | 0.0756 | -0.0031 | |||||
| US09659W2H65 / BNP Paribas SA | 33.57 | 0.70 | 0.0755 | 0.0017 | |||||
| XS2310127027 / CORDATUS CLO PLC CORDA 11A AR 144A | 33.50 | -7.00 | 0.0754 | -0.0044 | |||||
| XS2305383288 / DRYDEN LEVERAGED LOAN CDO DRYD 2017 27A AR 144A | 33.47 | 6.73 | 0.0753 | 0.0059 | |||||
| BMW US CAPITAL LLC COMPANY GUAR 144A 03/28 VAR / DBT (US05565ECX13) | 33.42 | -0.16 | 0.0752 | 0.0011 | |||||
| US694308JJ74 / Pacific Gas and Electric Co | 33.32 | -3.52 | 0.0750 | -0.0015 | |||||
| BANC OF AMERICA MERRILL LYNCH BAMLL 2025 HMST A 144A / ABS-MBS (US05555XAA37) | 33.29 | -2.99 | 0.0749 | -0.0011 | |||||
| BANC OF AMERICA MERRILL LYNCH BAMLL 2025 HMST A 144A / ABS-MBS (US05555XAA37) | 33.29 | -2.99 | 0.0749 | -0.0011 | |||||
| US05369AAD37 / Aviation Capital Group LLC | 33.20 | 0.25 | 0.0747 | 0.0014 | |||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 33.12 | -1.04 | 0.0745 | 0.0004 | |||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 33.12 | -1.04 | 0.0745 | 0.0004 | |||||
| US95001WBB37 / Wells Fargo Commercial Mortgage Trust 2019-C49 | 33.08 | 0.84 | 0.0744 | 0.0018 | |||||
| US3140QN6X50 / FNMA POOL CB3585 FN 05/52 FIXED 3 | 32.89 | -4.73 | 0.0740 | -0.0024 | |||||
| US3132DWE664 / UMBS | 32.75 | -2.14 | 0.0737 | -0.0004 | |||||
| TRINITY SQUARE TRINI 2021 1A AR 144A / ABS-MBS (XS2783078087) | 32.59 | 0.62 | 0.0733 | 0.0016 | |||||
| TRINITY SQUARE TRINI 2021 1A AR 144A / ABS-MBS (XS2783078087) | 32.59 | 0.62 | 0.0733 | 0.0016 | |||||
| PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000 / DBT (US69828QAD97) | 32.59 | 0.90 | 0.0733 | 0.0018 | |||||
| PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000 / DBT (US69828QAD97) | 32.59 | 0.90 | 0.0733 | 0.0018 | |||||
| S56431109 / Northam Platinum Holdings Ltd | 32.47 | 1.22 | 0.0731 | 0.0020 | |||||
| S56431109 / Northam Platinum Holdings Ltd | 32.47 | 1.22 | 0.0731 | 0.0020 | |||||
| FNMA POOL DB3401 FN 05/54 FIXED 5.5 / ABS-MBS (US3140ACX731) | 32.47 | -1.05 | 0.0730 | 0.0004 | |||||
| FNMA POOL DB3401 FN 05/54 FIXED 5.5 / ABS-MBS (US3140ACX731) | 32.47 | -1.05 | 0.0730 | 0.0004 | |||||
| XS2264968665 / Ivory Coast Government International Bond | 32.42 | 12.40 | 0.0729 | 0.0091 | |||||
| XS2264968665 / Ivory Coast Government International Bond | 32.42 | 12.40 | 0.0729 | 0.0091 | |||||
| FED HM LN PC POOL SD4674 FR 11/53 FIXED 5.5 / ABS-MBS (US3132DSFP20) | 32.39 | -2.20 | 0.0729 | -0.0004 | |||||
| FED HM LN PC POOL SD4674 FR 11/53 FIXED 5.5 / ABS-MBS (US3132DSFP20) | 32.39 | -2.20 | 0.0729 | -0.0004 | |||||
| O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) | 32.39 | 1.03 | 0.0729 | 0.0019 | |||||
| O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) | 32.39 | 1.03 | 0.0729 | 0.0019 | |||||
| US3132DWG982 / FNCL UMBS 5.5 SD8324 05-01-53 | 32.39 | -3.13 | 0.0729 | -0.0011 | |||||
| US74977RDR21 / Cooperatieve Rabobank UA | 32.19 | 0.70 | 0.0724 | 0.0017 | |||||
| XS1697693627 / WARWICK FINANCE RESIDENTIAL MO WARW 3A B 144A | 32.19 | 6.64 | 0.0724 | 0.0056 | |||||
| XS2109812508 / Romanian Government International Bond | 32.05 | 11.59 | 0.0721 | 0.0085 | |||||
| LVS / Las Vegas Sands Corp. - Depositary Receipt (Common Stock) | 31.99 | 0.57 | 0.0720 | 0.0016 | |||||
| LVS / Las Vegas Sands Corp. - Depositary Receipt (Common Stock) | 31.99 | 0.57 | 0.0720 | 0.0016 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 31.93 | 0.0718 | 0.0718 | ||||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 31.93 | 0.0718 | 0.0718 | ||||||
| US031162DP23 / Amgen Inc | 31.85 | -10.78 | 0.0716 | -0.0074 | |||||
| US08160JAE73 / Benchmark 2019-B9 Mortgage Trust | 31.77 | 1.02 | 0.0715 | 0.0019 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 31.58 | 0.0711 | 0.0711 | ||||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 31.58 | 0.0711 | 0.0711 | ||||||
| US38145GAM24 / Goldman Sachs Group Inc/The | 31.54 | -0.27 | 0.0710 | 0.0010 | |||||
| US08163PBG46 / BMARK 22-B33 A5 3.3503% 01-15-32 | 31.43 | 0.92 | 0.0707 | 0.0018 | |||||
| US42806MBJ71 / Hertz Vehicle Financing LLC | 31.38 | 0.85 | 0.0706 | 0.0017 | |||||
| US097023CY98 / BOEING CO 5.15 5/30 | 31.31 | 1.17 | 0.0704 | 0.0019 | |||||
| US83368RBQ48 / Societe Generale SA | 31.28 | -0.32 | 0.0704 | 0.0009 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 31.18 | 0.0702 | 0.0702 | ||||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 31.18 | 0.0702 | 0.0702 | ||||||
| US3133KN4P50 / FED HM LN PC POOL RA7130 FR 04/52 FIXED 3 | 31.14 | -1.20 | 0.0700 | 0.0003 | |||||
| XS2305240843 / EURO GALAXY CLO DAC EGLXY 2013 3A ARRR 144A | 31.13 | 8.78 | 0.0700 | 0.0067 | |||||
| XS2167193015 / State of Israel | 31.02 | 1.55 | 0.0698 | 0.0022 | |||||
| US86772HAA59 / Sunrun Demeter Issuer 2021-2 | 30.95 | 0.30 | 0.0696 | 0.0013 | |||||
| FANNIE MAE FNR 2025 6 FA / ABS-MBS (US3136BUTN04) | 30.80 | -7.50 | 0.0693 | -0.0044 | |||||
| FANNIE MAE FNR 2025 6 FA / ABS-MBS (US3136BUTN04) | 30.80 | -7.50 | 0.0693 | -0.0044 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A A2 144A / ABS-O (US21056EAB48) | 30.76 | 0.18 | 0.0692 | 0.0012 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A A2 144A / ABS-O (US21056EAB48) | 30.76 | 0.18 | 0.0692 | 0.0012 | |||||
| US3132DWJL81 / Freddie Mac Pool | 30.69 | -2.42 | 0.0690 | -0.0006 | |||||
| BANC OF AMERICA MERRILL LYNCH BAMLL 2024 LB2 B 144A / ABS-MBS (US054987AC67) | 30.66 | 3.48 | 0.0690 | 0.0034 | |||||
| BANC OF AMERICA MERRILL LYNCH BAMLL 2024 LB2 B 144A / ABS-MBS (US054987AC67) | 30.66 | 3.48 | 0.0690 | 0.0034 | |||||
| FED HM LN PC POOL SD5568 FR 05/54 FIXED 5.5 / ABS-MBS (US3132DTFH86) | 30.53 | -5.19 | 0.0687 | -0.0026 | |||||
| FED HM LN PC POOL SD5568 FR 05/54 FIXED 5.5 / ABS-MBS (US3132DTFH86) | 30.53 | -5.19 | 0.0687 | -0.0026 | |||||
| UNITED AIR 2024 1 AA PTT PASS THRU CE 08/38 5.45 / DBT (US90932WAA18) | 30.52 | 0.13 | 0.0687 | 0.0012 | |||||
| US44891ACA34 / Hyundai Capital America | 30.46 | 1.42 | 0.0685 | 0.0020 | |||||
| FREDDIE MAC FHR 5499 FH / ABS-MBS (US3137HJWY95) | 30.46 | -9.04 | 0.0685 | -0.0056 | |||||
| FREDDIE MAC FHR 5499 FH / ABS-MBS (US3137HJWY95) | 30.46 | -9.04 | 0.0685 | -0.0056 | |||||
| US07336JAD00 / Bayview MSR Opportunity Master Fund Trust, Series 2021-5, Class A1 | 30.37 | -2.03 | 0.0683 | -0.0003 | |||||
| US06054AAX72 / BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 3.705% 09/15/2048 2015-UBS7 A4 | 30.34 | 0.33 | 0.0683 | 0.0013 | |||||
| STANDARD CHARTERED BK/NY SR UNSECURED 12/27 4.853 / DBT (US85325X2B15) | 30.32 | 0.67 | 0.0682 | 0.0015 | |||||
| STANDARD CHARTERED BK/NY SR UNSECURED 12/27 4.853 / DBT (US85325X2B15) | 30.32 | 0.67 | 0.0682 | 0.0015 | |||||
| XS2376688474 / OCP EURO CLO 2020-4 DAC SER 2020-4A CL AR V/R REGD 144A P/P /EUR/ 0.00000000 | 30.27 | -6.81 | 0.0681 | -0.0038 | |||||
| US902055AA09 / 225 Liberty Street Trust 2016-225L | 30.19 | 0.97 | 0.0679 | 0.0017 | |||||
| US31418EW227 / Fannie Mae Pool | 30.07 | -1.77 | 0.0677 | -0.0001 | |||||
| XS0329656101 / NEWGATE FUNDING PLC NGATE 2007 3X A2B REGS | 29.98 | -0.70 | 0.0674 | 0.0006 | |||||
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/27 VAR / DBT (US44891ADS33) | 29.96 | -0.08 | 0.0674 | 0.0010 | |||||
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/27 VAR / DBT (US44891ADS33) | 29.96 | -0.08 | 0.0674 | 0.0010 | |||||
| LONZ / PIMCO ETF Trust - PIMCO Senior Loan Active Exchange-Traded Fund | 0.59 | 0.00 | 29.91 | 1.21 | 0.0673 | 0.0019 | |||
| XS0767581407 / Lloyds Bank PLC | 29.91 | 3.76 | 0.0673 | 0.0035 | |||||
| PERFORMER FUNDING PERFF 1A C 144A / ABS-O (XS2721093115) | 29.89 | 6.09 | 0.0672 | 0.0049 | |||||
| PERFORMER FUNDING PERFF 1A C 144A / ABS-O (XS2721093115) | 29.89 | 6.09 | 0.0672 | 0.0049 | |||||
| US06051GHD43 / Bank of America Corp | 29.82 | 0.86 | 0.0671 | 0.0016 | |||||
| US05571AAQ85 / BPCE SA | 29.75 | -0.33 | 0.0669 | 0.0009 | |||||
| US45262BAC72 / IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/29 3.875 | 29.70 | 0.90 | 0.0668 | 0.0017 | |||||
| FNMA POOL MA5388 FN 06/54 FIXED 5.5 / ABS-MBS (US31418E7A27) | 29.69 | -2.60 | 0.0668 | -0.0007 | |||||
| US43289VAA17 / Hilton USA Trust 2016-SFP | 29.60 | 2.56 | 0.0666 | 0.0027 | |||||
| FED HM LN PC POOL SD8395 FR 01/54 FIXED 5.5 / ABS-MBS (US3132DWKG77) | 29.58 | -2.27 | 0.0666 | -0.0005 | |||||
| FED HM LN PC POOL SD8395 FR 01/54 FIXED 5.5 / ABS-MBS (US3132DWKG77) | 29.58 | -2.27 | 0.0666 | -0.0005 | |||||
| US64831DAB82 / NEW RESIDENTIAL MORTGAGE LOAN NRZT 2022 INV1 A2 144A | 29.56 | -2.10 | 0.0665 | -0.0003 | |||||
| XS2310758011 / HARVEST CLO HARVT 20A AR 144A | 29.53 | -0.96 | 0.0664 | 0.0004 | |||||
| US90931GAA76 / United Airlines 2020-1 Class A Pass Through Trust | 29.53 | -6.56 | 0.0664 | -0.0035 | |||||
| US06738ECM57 / BARCLAYS PLC SR UNSECURED 09/27 VAR | 29.43 | -0.30 | 0.0662 | 0.0009 | |||||
| US38145GAN07 / Goldman Sachs Group Inc/The | 29.33 | -0.22 | 0.0660 | 0.0009 | |||||
| US3140XJNP43 / Fannie Mae Pool | 29.29 | -3.50 | 0.0659 | -0.0013 | |||||
| CDX ITRAXX XOV42 5Y 35-100% SP BPS / DCR (EZ2BLZ4YH9B3) | 29.23 | 0.0658 | 0.0658 | ||||||
| CDX ITRAXX XOV42 5Y 35-100% SP BPS / DCR (EZ2BLZ4YH9B3) | 29.23 | 0.0658 | 0.0658 | ||||||
| US694308JM04 / PACIFIC GAS and ELECTRIC CO 4.55% 07/01/2030 | 29.20 | 0.85 | 0.0657 | 0.0016 | |||||
| US36263TAB89 / GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR3 SER 2021-GR3 CL A2 V/R REGD 144A P/P 2.50000000 | 29.14 | -2.14 | 0.0656 | -0.0004 | |||||
| XS2357554679 / SEGOVIA EUROPEAN CLO 6 2019 SEGOV 2019 6A AR 144A | 29.11 | 8.95 | 0.0655 | 0.0063 | |||||
| US785592AX43 / Sabine Pass Liquefaction LLC | 29.06 | 1.71 | 0.0654 | 0.0021 | |||||
| US65480CAC91 / NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/26 1.85 | 28.82 | 0.47 | 0.0648 | 0.0013 | |||||
| XS0588909878 / TESCO PROPERTY FIN 4 PLC SR SECURED REGS 10/40 5.8006 | 28.76 | 7.56 | 0.0647 | 0.0055 | |||||
| US00217VAA89 / AREIT 2022-CRE7 LLC | 28.74 | -10.77 | 0.0647 | -0.0066 | |||||
| US64110DAK00 / NetApp Inc | 28.43 | 2.14 | 0.0640 | 0.0023 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A A2 / ABS-O (US21050QAB32) | 28.38 | 0.58 | 0.0639 | 0.0014 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A A2 / ABS-O (US21050QAB32) | 28.38 | 0.58 | 0.0639 | 0.0014 | |||||
| TSY INFL IX N/B 02/55 2.375 / DBT (US912810UH94) | 28.32 | 0.0637 | 0.0637 | ||||||
| ROUNDSTONE SECURITIES RNST 2A D 144A / ABS-MBS (XS2779836993) | 28.23 | 10.31 | 0.0635 | 0.0069 | |||||
| ROUNDSTONE SECURITIES RNST 2A D 144A / ABS-MBS (XS2779836993) | 28.23 | 10.31 | 0.0635 | 0.0069 | |||||
| US3140XGRB71 / Federal National Mortgage Association, Inc. | 28.14 | -2.20 | 0.0633 | -0.0004 | |||||
| XS2178857954 / Romanian Government International Bond | 28.07 | 10.88 | 0.0631 | 0.0071 | |||||
| US144527AC22 / CARRINGTON MORTGAGE LOAN TRUST CARR 2007 FRE1 A3 | 27.91 | -2.99 | 0.0628 | -0.0009 | |||||
| FED HM LN PC POOL SD8438 FR 06/54 FIXED 5.5 / ABS-MBS (US3132DWLT89) | 27.83 | -2.45 | 0.0626 | -0.0005 | |||||
| FED HM LN PC POOL SD8438 FR 06/54 FIXED 5.5 / ABS-MBS (US3132DWLT89) | 27.83 | -2.45 | 0.0626 | -0.0005 | |||||
| US52473LAG77 / LEGACY MORTGAGE ASSET TRUST LMAT 2017 RPL2 B3 144A | 27.68 | -0.67 | 0.0623 | 0.0006 | |||||
| XS2307738828 / JUBILEE CDO BV JUBIL 2016 17A A1RR 144A | 27.67 | 9.59 | 0.0622 | 0.0064 | |||||
| XS1908328724 / PROTEUS RMBS DAC PROTE 1A FR 144A | 27.65 | 8.25 | 0.0622 | 0.0057 | |||||
| BIRCH GROVE CLO LTD. BGCLO 19A A1RR 144A / ABS-CBDO (US09075JAU34) | 27.56 | 0.33 | 0.0620 | 0.0012 | |||||
| BIRCH GROVE CLO LTD. BGCLO 19A A1RR 144A / ABS-CBDO (US09075JAU34) | 27.56 | 0.33 | 0.0620 | 0.0012 | |||||
| US48125LRV61 / JPMorgan Chase Bank NA | 27.43 | -0.33 | 0.0617 | 0.0008 | |||||
| BNP / BNP Paribas SA | 27.42 | 0.89 | 0.0617 | 0.0015 | |||||
| BNP / BNP Paribas SA | 27.42 | 0.89 | 0.0617 | 0.0015 | |||||
| US85208NAE04 / Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC | 27.42 | -7.92 | 0.0617 | -0.0042 | |||||
| S56431109 / Northam Platinum Holdings Ltd | 27.38 | 1.80 | 0.0616 | 0.0021 | |||||
| S56431109 / Northam Platinum Holdings Ltd | 27.38 | 1.80 | 0.0616 | 0.0021 | |||||
| US3132DWGZ05 / Freddie Mac Pool | 27.36 | -2.86 | 0.0616 | -0.0008 | |||||
| US694308JF52 / Pacific Gas and Electric Co | 27.36 | 0.97 | 0.0616 | 0.0016 | |||||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | 27.22 | 0.13 | 0.0612 | 0.0011 | |||||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | 27.22 | 0.13 | 0.0612 | 0.0011 | |||||
| US225401AT54 / Credit Suisse Group AG | 27.08 | -12.16 | 0.0609 | -0.0073 | |||||
| US36179T7L33 / Ginnie Mae II Pool | 26.96 | -2.82 | 0.0607 | -0.0008 | |||||
| US83206NAA54 / SMB Private Education Loan Trust 2022-B | 26.89 | -4.02 | 0.0605 | -0.0015 | |||||
| PROJECT HUDSON II FIXED TERM LOAN / ABS-MBS (BA0004RR0) | 26.88 | 0.10 | 0.0605 | 0.0010 | |||||
| PROJECT HUDSON II FIXED TERM LOAN / ABS-MBS (BA0004RR0) | 26.88 | 0.10 | 0.0605 | 0.0010 | |||||
| US404121AH82 / HCA Inc | 26.84 | -0.04 | 0.0604 | 0.0009 | |||||
| US80281LAT26 / Santander UK Group Holdings plc | 26.73 | 0.38 | 0.0601 | 0.0012 | |||||
| US50203JAA60 / LFT CRE 2021-FL1 Ltd | 26.66 | -22.53 | 0.0600 | -0.0162 | |||||
| US55285AAA51 / MF1 2022-FL9 LLC SER 2022-FL9 CL A V/R REGD 144A P/P 2.96000000 | 26.63 | -4.47 | 0.0599 | -0.0018 | |||||
| US860630AG72 / Stifel Financial Corp | 26.54 | 0.51 | 0.0597 | 0.0013 | |||||
| US404280DY28 / HSBC HOLDINGS PLC FRN SOFR+0 08/14/2027 | 26.54 | -0.39 | 0.0597 | 0.0007 | |||||
| US06279JAC36 / Bank of Ireland Group PLC | 26.49 | -0.37 | 0.0596 | 0.0007 | |||||
| US83368RBR21 / Societe Generale SA | 26.44 | 0.33 | 0.0595 | 0.0011 | |||||
| US928668CA84 / Volkswagen Group of America Finance LLC | 26.37 | -0.13 | 0.0593 | 0.0009 | |||||
| US06051GJK67 / Bank of America Corp | 26.32 | 0.87 | 0.0592 | 0.0014 | |||||
| US46647PDU75 / JPMorgan Chase & Co. | 26.29 | 0.62 | 0.0591 | 0.0013 | |||||
| US694308KL02 / Pacific Gas and Electric Co | 26.17 | 0.28 | 0.0589 | 0.0011 | |||||
| US90323WAN02 / Ursa Re Ltd | 26.16 | -1.26 | 0.0589 | 0.0002 | |||||
| US694308KB20 / Pacific Gas and Electric Co | 26.16 | 0.88 | 0.0589 | 0.0014 | |||||
| US60687YBH18 / Mizuho Financial Group Inc | 26.01 | 1.88 | 0.0585 | 0.0020 | |||||
| US404280DZ92 / HSBC HOLDINGS PLC REGD V/R 5.88700000 | 25.97 | -0.15 | 0.0584 | 0.0008 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 25.75 | 1.00 | 0.0579 | 0.0015 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 25.75 | 1.00 | 0.0579 | 0.0015 | |||||
| US456837AU72 / ING Groep NV | 25.70 | 0.82 | 0.0578 | 0.0014 | |||||
| US80282KBF21 / Santander Holdings USA, Inc. | 25.66 | 0.55 | 0.0577 | 0.0012 | |||||
| US80282KBF21 / Santander Holdings USA, Inc. | 25.66 | 0.55 | 0.0577 | 0.0012 | |||||
| US3140XKTN04 / FNMA POOL FS4156 FN 09/52 FIXED VAR | 25.62 | -0.91 | 0.0576 | 0.0004 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 25.61 | -0.04 | 0.0576 | 0.0009 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 25.61 | -0.04 | 0.0576 | 0.0009 | |||||
| FHLMC MULTIFAMILY STRUCTURED P FHMS Q029 A / ABS-MBS (US3137HHH387) | 25.60 | -0.03 | 0.0576 | 0.0009 | |||||
| FHLMC MULTIFAMILY STRUCTURED P FHMS Q029 A / ABS-MBS (US3137HHH387) | 25.60 | -0.03 | 0.0576 | 0.0009 | |||||
| US02401LAA26 / American Assets Trust LP | 25.54 | 1.52 | 0.0575 | 0.0018 | |||||
| US26884UAE91 / EPR Properties | 25.53 | 0.78 | 0.0574 | 0.0014 | |||||
| US251526CP29 / Deutsche Bank AG/New York NY | 25.53 | -12.65 | 0.0574 | -0.0073 | |||||
| XS2326512618 / HARVEST CLO HARVT 21A A1R 144A | 25.51 | 1.57 | 0.0574 | 0.0018 | |||||
| 4020 / Saudi Real Estate Company | 25.50 | 10.30 | 0.0574 | 0.0062 | |||||
| 4020 / Saudi Real Estate Company | 25.50 | 10.30 | 0.0574 | 0.0062 | |||||
| LYG / Lloyds Banking Group plc - Depositary Receipt (Common Stock) | 25.46 | 0.00 | 0.0573 | 0.0009 | |||||
| LYG / Lloyds Banking Group plc - Depositary Receipt (Common Stock) | 25.46 | 0.00 | 0.0573 | 0.0009 | |||||
| FED HM LN PC POOL SD8408 FR 03/54 FIXED 5.5 / ABS-MBS (US3132DWKV45) | 25.43 | -2.51 | 0.0572 | -0.0005 | |||||
| FED HM LN PC POOL SD8408 FR 03/54 FIXED 5.5 / ABS-MBS (US3132DWKV45) | 25.43 | -2.51 | 0.0572 | -0.0005 | |||||
| US780097BP50 / Natwest Group PLC | 25.26 | 0.78 | 0.0568 | 0.0013 | |||||
| US55285PAA21 / MFA 2023-NQM1 Trust | 25.26 | -3.24 | 0.0568 | -0.0010 | |||||
| US3132DWHU09 / FNCL UMBS 6.0 SD8343 07-01-53 | 25.22 | -3.51 | 0.0567 | -0.0011 | |||||
| ATHENE GLOBAL FUNDING SECURED 144A 03/27 VAR / DBT (US04685A3U30) | 25.20 | 0.11 | 0.0567 | 0.0010 | |||||
| US44891ACQ85 / Hyundai Capital America | 25.10 | -0.39 | 0.0565 | 0.0007 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 25.09 | 1.00 | 0.0564 | 0.0015 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 25.09 | 1.00 | 0.0564 | 0.0015 | |||||
| MORGAN STANLEY BANK NA SR UNSECURED 05/28 VAR / DBT (US61690U8C76) | 25.08 | -0.07 | 0.0564 | 0.0009 | |||||
| MORGAN STANLEY BANK NA SR UNSECURED 05/28 VAR / DBT (US61690U8C76) | 25.08 | -0.07 | 0.0564 | 0.0009 | |||||
| US06541RBB87 / BANK 2019-BNK23 | 25.06 | 1.58 | 0.0564 | 0.0018 | |||||
| US46647PCP99 / JPMorgan Chase & Co | 24.99 | 0.87 | 0.0562 | 0.0014 | |||||
| US60687YCL11 / Mizuho Financial Group Inc | 24.95 | 0.29 | 0.0561 | 0.0011 | |||||
| SAN / Banco Santander, S.A. - Depositary Receipt (Common Stock) | 24.95 | -0.24 | 0.0561 | 0.0008 | |||||
| SAN / Banco Santander, S.A. - Depositary Receipt (Common Stock) | 24.95 | -0.24 | 0.0561 | 0.0008 | |||||
| US31398N4D30 / FANNIE MAE FNR 2010 124 JZ | 24.68 | -2.93 | 0.0555 | -0.0008 | |||||
| US07274NAL73 / Bayer Us Finance Ii Llc 4.375% 12/15/2028 144a Bond | 24.67 | -12.38 | 0.0555 | -0.0068 | |||||
| US225401BB38 / Credit Suisse Group AG | 24.67 | 1.18 | 0.0555 | 0.0015 | |||||
| US694308KC03 / Pacific Gas and Electric Co | 24.59 | 0.22 | 0.0553 | 0.0010 | |||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 INV3 PT 144A / ABS-MBS (US17332ACD00) | 24.55 | -6.78 | 0.0552 | -0.0031 | |||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 INV3 PT 144A / ABS-MBS (US17332ACD00) | 24.55 | -6.78 | 0.0552 | -0.0031 | |||||
| US61690U7W40 / Morgan Stanley Bank NA | 24.51 | -0.11 | 0.0551 | 0.0008 | |||||
| US78403DAP50 / SBA Tower Trust | 24.50 | 0.84 | 0.0551 | 0.0013 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 24.35 | 0.76 | 0.0548 | 0.0013 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 24.35 | 0.76 | 0.0548 | 0.0013 | |||||
| US TREASURY N/B 05/44 4.625 / DBT (US912810UB25) | 24.23 | -2.25 | 0.0545 | -0.0004 | |||||
| US22550L2M24 / Credit Suisse AG/New York NY | 24.17 | 0.18 | 0.0544 | 0.0010 | |||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL6 PT 144A / ABS-MBS (US36272QAS66) | 24.14 | -1.43 | 0.0543 | 0.0001 | |||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL6 PT 144A / ABS-MBS (US36272QAS66) | 24.14 | -1.43 | 0.0543 | 0.0001 | |||||
| XS1908327759 / PROTEUS RMBS DAC PROTE 1A BR 144A | 23.98 | 8.45 | 0.0539 | 0.0050 | |||||
| FANNIE MAE FNR 2025 18 FM / ABS-MBS (US3136BVKH00) | 23.96 | -4.89 | 0.0539 | -0.0019 | |||||
| FANNIE MAE FNR 2025 18 FM / ABS-MBS (US3136BVKH00) | 23.96 | -4.89 | 0.0539 | -0.0019 | |||||
| FNMA POOL MA5296 FN 03/54 FIXED 5.5 / ABS-MBS (US31418E3E84) | 23.88 | -2.65 | 0.0537 | -0.0006 | |||||
| FNMA POOL MA5296 FN 03/54 FIXED 5.5 / ABS-MBS (US31418E3E84) | 23.88 | -2.65 | 0.0537 | -0.0006 | |||||
| US06540WBD48 / Bank 2019-BNK19 | 23.88 | 1.13 | 0.0537 | 0.0015 | |||||
| US055984AA69 / BSPRT ISSUER, LTD. BSPRT 2022 FL9 A 144A | 23.77 | -32.26 | 0.0535 | -0.0242 | |||||
| FANNIE MAE FNR 2025 16 FN / ABS-MBS (US3136BU6A37) | 23.76 | -4.46 | 0.0535 | -0.0016 | |||||
| FANNIE MAE FNR 2025 16 FN / ABS-MBS (US3136BU6A37) | 23.76 | -4.46 | 0.0535 | -0.0016 | |||||
| BRITISH COLUMBIA PROV OF UNSECURED 06/34 4.15 / DBT (CA110709AK82) | 23.71 | 4.34 | 0.0533 | 0.0030 | |||||
| BRITISH COLUMBIA PROV OF UNSECURED 06/34 4.15 / DBT (CA110709AK82) | 23.71 | 4.34 | 0.0533 | 0.0030 | |||||
| FANNIE MAE FNR 2025 4 FB / ABS-MBS (US3136BUU651) | 23.48 | -9.22 | 0.0528 | -0.0044 | |||||
| FANNIE MAE FNR 2025 4 FB / ABS-MBS (US3136BUU651) | 23.48 | -9.22 | 0.0528 | -0.0044 | |||||
| US36179XNC64 / Ginnie Mae II Pool | 23.48 | -3.19 | 0.0528 | -0.0009 | |||||
| US17326JAS87 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2017 RP1 PT 144A | 23.45 | -2.21 | 0.0528 | -0.0003 | |||||
| CVS / CVS Health Corporation - Depositary Receipt (Common Stock) | 23.42 | 0.0527 | 0.0527 | ||||||
| CVS / CVS Health Corporation - Depositary Receipt (Common Stock) | 23.42 | 0.0527 | 0.0527 | ||||||
| DE000DL19VP0 / DEUTSCHE BANK AG SR UNSECURED REGS 09/26 VAR | 23.40 | 9.46 | 0.0526 | 0.0053 | |||||
| US654740BS71 / Nissan Motor Acceptance Corp | 23.32 | 1.25 | 0.0525 | 0.0015 | |||||
| US40728TAA16 / Hamilton College | 23.27 | -3.83 | 0.0524 | -0.0012 | |||||
| US30326MAA36 / FS RIALTO | 23.21 | -2.03 | 0.0522 | -0.0002 | |||||
| ACI1G4C61 / IVORY COAST SR UNSECURED 144A 10/31 5.875 | 23.21 | 9.87 | 0.0522 | 0.0055 | |||||
| XS2170187145 / Serbia International Bond | 23.01 | 10.06 | 0.0518 | 0.0055 | |||||
| FANNIE MAE FNR 2025 1 FD / ABS-MBS (US3136BUZM56) | 22.99 | -8.06 | 0.0517 | -0.0036 | |||||
| FANNIE MAE FNR 2025 1 FD / ABS-MBS (US3136BUZM56) | 22.99 | -8.06 | 0.0517 | -0.0036 | |||||
| US12659TAC99 / Credit Suisse Mortgage Capital Certificates | 22.99 | -3.41 | 0.0517 | -0.0010 | |||||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | 22.95 | 0.74 | 0.0516 | 0.0012 | |||||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | 22.95 | 0.74 | 0.0516 | 0.0012 | |||||
| CDX ITRAXX XOV42 5Y 35-100% SP JPM / DCR (EZ2BLZ4YH9B3) | 22.95 | 0.0516 | 0.0516 | ||||||
| CDX ITRAXX XOV42 5Y 35-100% SP JPM / DCR (EZ2BLZ4YH9B3) | 22.95 | 0.0516 | 0.0516 | ||||||
| CDX ITRAXX XOV42 5Y 35-100% SP JPM / DCR (EZ2BLZ4YH9B3) | 22.95 | 0.0516 | 0.0516 | ||||||
| US12594YAF97 / CREDIT SUISSE MORTGAGE TRUST CSMC 2017 RPL2 B3 144A | 22.94 | -3.21 | 0.0516 | -0.0009 | |||||
| US3140XGFP95 / Fannie Mae Pool | 22.94 | -2.66 | 0.0516 | -0.0006 | |||||
| US10112RBB96 / Boston Properties LP | 22.90 | -13.86 | 0.0515 | -0.0073 | |||||
| XS1884698256 / HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR | 22.81 | 6.93 | 0.0513 | 0.0041 | |||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 22.78 | 0.83 | 0.0512 | 0.0012 | |||||
| US225401AV01 / Credit Suisse Group AG | 22.76 | 0.17 | 0.0512 | 0.0009 | |||||
| US38937LAB71 / Gray Oak Pipeline LLC | 22.71 | 1.47 | 0.0511 | 0.0015 | |||||
| BMW US CAPITAL LLC COMPANY GUAR 144A 03/27 VAR / DBT (US05565ECV56) | 22.62 | 0.23 | 0.0509 | 0.0009 | |||||
| BMW US CAPITAL LLC COMPANY GUAR 144A 03/27 VAR / DBT (US05565ECV56) | 22.62 | 0.23 | 0.0509 | 0.0009 | |||||
| US00774MAG06 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 22.58 | 0.04 | 0.0508 | 0.0008 | |||||
| US251526CE71 / DEUTSCHE BANK AG NEW YORK BNCH 2.129%/VAR 11/24/2026 | 22.57 | 0.79 | 0.0508 | 0.0012 | |||||
| FNMA POOL FS4840 FN 05/53 FIXED VAR / ABS-MBS (US3140XLLW67) | 22.54 | -2.37 | 0.0507 | -0.0004 | |||||
| FNMA POOL FS4840 FN 05/53 FIXED VAR / ABS-MBS (US3140XLLW67) | 22.54 | -2.37 | 0.0507 | -0.0004 | |||||
| US07274NAJ28 / Bayer US Finance II LLC | 22.54 | 0.17 | 0.0507 | 0.0009 | |||||
| US03027XAX84 / AMERICAN TOWER CORP SR UNSECURED 01/27 2.75 | 22.46 | 0.84 | 0.0505 | 0.0012 | |||||
| XS2350603374 / CAIRN CLO BV CRNCL 2018 10A AR 144A | 22.45 | -6.19 | 0.0505 | -0.0025 | |||||
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/28 5.05 / DBT (US928668CP53) | 22.43 | 0.61 | 0.0505 | 0.0011 | |||||
| US12653HAF47 / CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL1 B3 144A | 22.40 | 0.96 | 0.0504 | 0.0013 | |||||
| US3140QNKS04 / FNMA POOL CB3004 FN 02/52 FIXED 3 | 22.37 | -1.54 | 0.0503 | 0.0000 | |||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D A1A 144A / ABS-O (US78450PAA30) | 22.36 | -4.63 | 0.0503 | -0.0016 | |||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D A1A 144A / ABS-O (US78450PAA30) | 22.36 | -4.63 | 0.0503 | -0.0016 | |||||
| US21684AAC09 / Cooperatieve Rabobank UA | 22.29 | 0.20 | 0.0501 | 0.0009 | |||||
| US05610AAW80 / BX Trust, Series 2022-FOX2, Class A2 | 22.27 | -6.18 | 0.0501 | -0.0024 | |||||
| HOLCIM FINANCE US LLC COMPANY GUAR 144A 04/28 4.7 / DBT (US43475RAB24) | 22.21 | 0.0500 | 0.0500 | ||||||
| US29250NBX21 / ENBRIDGE INC SR UNSEC 6.0% 11-15-28 | 22.16 | 0.88 | 0.0499 | 0.0012 | |||||
| RFR USD SOFR/2.61740 09/30/22-25Y* LCH / DIR (EZ86651VZHW8) | 22.12 | 8.01 | 0.0498 | 0.0044 | |||||
| RFR USD SOFR/2.61740 09/30/22-25Y* LCH / DIR (EZ86651VZHW8) | 22.12 | 8.01 | 0.0498 | 0.0044 | |||||
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/27 4.85 / DBT (US44891ADP93) | 22.10 | 0.45 | 0.0497 | 0.0010 | |||||
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/27 4.85 / DBT (US44891ADP93) | 22.10 | 0.45 | 0.0497 | 0.0010 | |||||
| US3137F5BX63 / Freddie Mac REMICS | 22.05 | -3.40 | 0.0496 | -0.0009 | |||||
| US38382YN902 / Government National Mortgage Association | 22.01 | -0.29 | 0.0495 | 0.0007 | |||||
| US55285BAA35 / MF1 2022-FL10 LLC MF1 2022-FL10 A | 22.01 | -5.66 | 0.0495 | -0.0021 | |||||
| US31418EPD66 / Fannie Mae Pool | 21.93 | -2.74 | 0.0493 | -0.0006 | |||||
| ACA / Crédit Agricole S.A. | 21.89 | -0.26 | 0.0493 | 0.0007 | |||||
| BAMLL COML MTG SECS TR 2024 04/42 1 / ABS-MBS (US05554WAA62) | 21.85 | 3.31 | 0.0492 | 0.0023 | |||||
| BAMLL COML MTG SECS TR 2024 04/42 1 / ABS-MBS (US05554WAA62) | 21.85 | 3.31 | 0.0492 | 0.0023 | |||||
| XS2350015942 / CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A | 21.83 | -11.55 | 0.0491 | -0.0055 | |||||
| DK0009391104 / JYSKE REALKREDIT A/S /DKK/ REGD SER 321E 1.00000000 | 21.79 | 0.34 | 0.0490 | 0.0009 | |||||
| DK0009391104 / JYSKE REALKREDIT A/S /DKK/ REGD SER 321E 1.00000000 | 21.79 | 0.34 | 0.0490 | 0.0009 | |||||
| US95000U3G61 / Wells Fargo & Co | 21.78 | 0.50 | 0.0490 | 0.0010 | |||||
| XS2419216622 / Toro European CLO 7 DAC | 21.77 | 7.90 | 0.0490 | 0.0043 | |||||
| US03666HAF82 / ANTARES HOLDINGS LP | 21.77 | 0.06 | 0.0490 | 0.0008 | |||||
| US92277GAU13 / Ventas Realty LP | 21.59 | 2.18 | 0.0486 | 0.0018 | |||||
| US2620512044 / Drillco Holdings Luxembourg SA | 1.04 | 0.00 | 21.42 | -18.61 | 0.0482 | -0.0101 | |||
| T MOBILE US TRUST TMUST 2024 1A A 144A / ABS-O (US87267RAA32) | 21.37 | -0.06 | 0.0481 | 0.0007 | |||||
| T MOBILE US TRUST TMUST 2024 1A A 144A / ABS-O (US87267RAA32) | 21.37 | -0.06 | 0.0481 | 0.0007 | |||||
| FANNIE MAE FNR 2024 38 FA / ABS-MBS (US3136BR4S35) | 21.24 | -5.39 | 0.0478 | -0.0019 | |||||
| FANNIE MAE FNR 2024 38 FA / ABS-MBS (US3136BR4S35) | 21.24 | -5.39 | 0.0478 | -0.0019 | |||||
| US05377RGC25 / Avis Budget Rental Car Funding AESOP LLC | 21.13 | 0.29 | 0.0475 | 0.0009 | |||||
| US90117PAA30 / 1211 AVENUE OF THE AMERICAS TR AOTA 2015 1211 A1A1 144A | 21.11 | -2.39 | 0.0475 | -0.0004 | |||||
| US55284AAA60 / MF1 2021-FL7 Ltd | 21.10 | -36.22 | 0.0475 | -0.0258 | |||||
| US87264ABZ75 / T-Mobile USA Inc | 20.98 | 0.79 | 0.0472 | 0.0011 | |||||
| XS2716891440 / EPH Financing International AS | 20.98 | 9.66 | 0.0472 | 0.0048 | |||||
| US403950AA61 / HGI CRE CLO 2021-FL3 Ltd | 20.94 | 0.21 | 0.0471 | 0.0009 | |||||
| US46647PDW32 / JPMorgan Chase & Co | 20.91 | -0.17 | 0.0471 | 0.0007 | |||||
| 4020 / Saudi Real Estate Company | 20.90 | 9.91 | 0.0470 | 0.0049 | |||||
| 4020 / Saudi Real Estate Company | 20.90 | 9.91 | 0.0470 | 0.0049 | |||||
| ROUNDSTONE SECURITIES RNST 2A Z 144A / ABS-MBS (XS2779837371) | 20.83 | 17.83 | 0.0469 | 0.0077 | |||||
| ROUNDSTONE SECURITIES RNST 2A Z 144A / ABS-MBS (XS2779837371) | 20.83 | 17.83 | 0.0469 | 0.0077 | |||||
| US83368RAZ55 / Societe Generale SA | 20.79 | -15.54 | 0.0468 | -0.0077 | |||||
| US63861VAJ61 / Nationwide Building Society | 20.79 | -15.95 | 0.0468 | -0.0080 | |||||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | 20.76 | 0.69 | 0.0467 | 0.0011 | |||||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | 20.76 | 0.69 | 0.0467 | 0.0011 | |||||
| BARROW FUNDING PLC BARRO 1A B / ABS-MBS (XS2755901696) | 20.69 | 5.95 | 0.0465 | 0.0033 | |||||
| BARROW FUNDING PLC BARRO 1A B / ABS-MBS (XS2755901696) | 20.69 | 5.95 | 0.0465 | 0.0033 | |||||
| PANTHER ESCROW ISSUER PANTHER ESCROW ISSUER / DBT (US69867RAA59) | 20.68 | 1.95 | 0.0465 | 0.0016 | |||||
| PANTHER ESCROW ISSUER PANTHER ESCROW ISSUER / DBT (US69867RAA59) | 20.68 | 1.95 | 0.0465 | 0.0016 | |||||
| US31418EJ844 / Fannie Mae Pool | 20.67 | -3.71 | 0.0465 | -0.0010 | |||||
| US3140NEPU33 / FNMA POOL BX9434 FN 03/53 FIXED 5.5 | 20.65 | -3.74 | 0.0465 | -0.0010 | |||||
| US3140QR4N06 / FNMA POOL CB6228 FN 05/53 FIXED 4.5 | 20.56 | -3.55 | 0.0463 | -0.0009 | |||||
| FNMA POOL MA5354 FN 05/54 FIXED 6 / ABS-MBS (US31418E5Q96) | 20.55 | -5.14 | 0.0462 | -0.0017 | |||||
| US86562MCG33 / Sumitomo Mitsui Financial Group Inc | 20.53 | 1.46 | 0.0462 | 0.0014 | |||||
| XS2353412633 / DRYDEN EURO CLO DRYD 2017 52A AR 144A | 20.51 | 4.40 | 0.0461 | 0.0027 | |||||
| DATABRICKS INC LAST OUT TERM LOAN / LON (BA000D206) | 20.50 | 0.25 | 0.0461 | 0.0009 | |||||
| DATABRICKS INC LAST OUT TERM LOAN / LON (BA000D206) | 20.50 | 0.25 | 0.0461 | 0.0009 | |||||
| US21071BAA35 / Consumers 2023 Securitization Funding LLC | 20.46 | -0.59 | 0.0460 | 0.0005 | |||||
| XS1697546247 / WARWICK FINANCE RESIDENTIAL MO WARW 3A PRC 144A | 20.39 | 11.61 | 0.0459 | 0.0054 | |||||
| MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock) | 20.38 | 0.80 | 0.0458 | 0.0011 | |||||
| MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock) | 20.38 | 0.80 | 0.0458 | 0.0011 | |||||
| US36264RAE53 / GS MORTGAGE-BACKED SECURITIES CORP TRUST 202 SER 2022-PJ4 CL A4 V/R REGD 144A P/P 2.50000000 | 20.36 | -1.75 | 0.0458 | -0.0001 | |||||
| XS2404665460 / BNPP AM EURO CLO 2019 BV SER 2019-1A CL AR V/R REGD 144A P/P /EUR/ 0.82000000 | 20.33 | 8.70 | 0.0457 | 0.0043 | |||||
| US38239PAA57 / Goodman US Finance Five LLC | 20.32 | 0.86 | 0.0457 | 0.0011 | |||||
| US91087BAL45 / Mexico Government International Bond | 20.31 | 1.16 | 0.0457 | 0.0012 | |||||
| US912810SL35 / United States Treasury Note/Bond | 20.27 | -2.94 | 0.0456 | -0.0006 | |||||
| US650036AZ90 / NEW YORK ST URBAN DEV CORP REV NYSDEV 03/31 FIXED 2.027 | 20.26 | 1.43 | 0.0456 | 0.0014 | |||||
| US59024UAD37 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 MLN1 A2C | 20.17 | -4.82 | 0.0454 | -0.0015 | |||||
| US74977RDK77 / Cooperatieve Rabobank UA | 20.15 | -15.82 | 0.0453 | -0.0077 | |||||
| PERFORMER FUNDING PERFF 1A D 144A / ABS-O (XS2721093388) | 20.14 | 6.01 | 0.0453 | 0.0033 | |||||
| PERFORMER FUNDING PERFF 1A D 144A / ABS-O (XS2721093388) | 20.14 | 6.01 | 0.0453 | 0.0033 | |||||
| VIRGINIA POWER FUEL SEC SR SECURED 05/33 4.877 / DBT (US92808VAB80) | 20.14 | 0.57 | 0.0453 | 0.0010 | |||||
| VIRGINIA POWER FUEL SEC SR SECURED 05/33 4.877 / DBT (US92808VAB80) | 20.14 | 0.57 | 0.0453 | 0.0010 | |||||
| US681936BM17 / Omega Healthcare Investors Inc | 20.13 | 1.45 | 0.0453 | 0.0014 | |||||
| MORGAN STANLEY BANK NA SR UNSECURED 10/27 VAR / DBT (US61690U8F08) | 20.12 | -0.11 | 0.0453 | 0.0007 | |||||
| MORGAN STANLEY BANK NA SR UNSECURED 10/27 VAR / DBT (US61690U8F08) | 20.12 | -0.11 | 0.0453 | 0.0007 | |||||
| RIPON MORTGAGES RIPON 2025 1A D 144A / ABS-MBS (XS2982123742) | 20.11 | 6.71 | 0.0452 | 0.0035 | |||||
| RIPON MORTGAGES RIPON 2025 1A D 144A / ABS-MBS (XS2982123742) | 20.11 | 6.71 | 0.0452 | 0.0035 | |||||
| O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) | 20.06 | 1.02 | 0.0451 | 0.0012 | |||||
| O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) | 20.06 | 1.02 | 0.0451 | 0.0012 | |||||
| ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A AR3 144A / ABS-CBDO (US03328QBL41) | 20.04 | 0.15 | 0.0451 | 0.0008 | |||||
| ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A AR3 144A / ABS-CBDO (US03328QBL41) | 20.04 | 0.15 | 0.0451 | 0.0008 | |||||
| US902613AV09 / UBS Group AG | 20.01 | 1.18 | 0.0450 | 0.0012 | |||||
| US52472GAL86 / LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL4 PT 144A | 19.99 | -2.58 | 0.0450 | -0.0005 | |||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL7 PT 144A / ABS-MBS (US36273CAR88) | 19.94 | -3.09 | 0.0448 | -0.0007 | |||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL7 PT 144A / ABS-MBS (US36273CAR88) | 19.94 | -3.09 | 0.0448 | -0.0007 | |||||
| US225401BE76 / UBS Group AG | 19.86 | 0.50 | 0.0447 | 0.0009 | |||||
| US650036BA31 / NEW YORK ST URBAN DEV CORP REV NYSDEV 03/32 FIXED 2.127 | 19.81 | 1.38 | 0.0446 | 0.0013 | |||||
| ROUNDSTONE SECURITIES RNST 2A R / ABS-MBS (XS2779837702) | 19.78 | 13.75 | 0.0445 | 0.0060 | |||||
| US803014AB57 / Santos Finance Ltd | 19.78 | 1.91 | 0.0445 | 0.0015 | |||||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | 19.66 | 1.75 | 0.0442 | 0.0015 | |||||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | 19.66 | 1.75 | 0.0442 | 0.0015 | |||||
| US44409MAC01 / Hudson Pacific Properties LP | 19.65 | 18.61 | 0.0442 | 0.0075 | |||||
| US86562MCR97 / Sumitomo Mitsui Financial Group Inc | 19.57 | 0.31 | 0.0440 | 0.0008 | |||||
| US465685AQ80 / ITC Holdings Corp | 19.45 | 1.91 | 0.0438 | 0.0015 | |||||
| US95000U2S19 / Wells Fargo & Co | 19.43 | 0.97 | 0.0437 | 0.0011 | |||||
| FREDDIE MAC FHR 5513 MF / ABS-MBS (US3137HKEX87) | 19.40 | -5.18 | 0.0437 | -0.0016 | |||||
| FREDDIE MAC FHR 5513 MF / ABS-MBS (US3137HKEX87) | 19.40 | -5.18 | 0.0437 | -0.0016 | |||||
| US650036BB14 / New York State Urban Development Corp | 19.39 | 1.15 | 0.0436 | 0.0012 | |||||
| US088929AC82 / BGC Group Inc | 19.37 | 0.18 | 0.0436 | 0.0008 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A A1 / ABS-O (US21050QAA58) | 19.35 | -22.01 | 0.0435 | -0.0114 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A A1 / ABS-O (US21050QAA58) | 19.35 | -22.01 | 0.0435 | -0.0114 | |||||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | 19.32 | 0.01 | 0.0435 | 0.0007 | |||||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | 19.32 | 0.01 | 0.0435 | 0.0007 | |||||
| US606822CS14 / MITSUBISHI UFJ FINANCIAL GROUP INC | 19.30 | 0.32 | 0.0434 | 0.0008 | |||||
| US38380L8G12 / GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H07 FA | 19.20 | -1.17 | 0.0432 | 0.0002 | |||||
| FNMA POOL FS6809 FN 02/54 FIXED VAR / ABS-MBS (US3140XNR716) | 19.12 | -2.17 | 0.0430 | -0.0003 | |||||
| FNMA POOL FS6809 FN 02/54 FIXED VAR / ABS-MBS (US3140XNR716) | 19.12 | -2.17 | 0.0430 | -0.0003 | |||||
| US05964HAQ83 / Banco Santander SA | 19.09 | 0.43 | 0.0430 | 0.0009 | |||||
| US46653QBD60 / JP MORGAN MORTGAGE TRUST 05/52 1 | 19.04 | -1.96 | 0.0428 | -0.0002 | |||||
| US29425AAD54 / Citigroup Commercial Mortgage Trust 2015-GC33 | 19.03 | -12.38 | 0.0428 | -0.0053 | |||||
| US3140QNSU77 / UMBS, 30 Year | 19.02 | -3.86 | 0.0428 | -0.0010 | |||||
| US55284JAA79 / MF1 2022-FL8 Ltd | 18.99 | -12.58 | 0.0427 | -0.0054 | |||||
| US3140FXG301 / Fannie Mae Pool | 18.95 | -3.58 | 0.0426 | -0.0009 | |||||
| US14040HCS22 / CAPITAL ONE FINANCIAL CORPORATION | 18.84 | -16.91 | 0.0424 | -0.0078 | |||||
| US23636ABC45 / Danske Bank A/S | 18.84 | 0.38 | 0.0424 | 0.0008 | |||||
| WEIR GROUP INC COMPANY GUAR 144A 05/30 5.35 / DBT (US94877DAA28) | 18.77 | 0.0422 | 0.0422 | ||||||
| WEIR GROUP INC COMPANY GUAR 144A 05/30 5.35 / DBT (US94877DAA28) | 18.77 | 0.0422 | 0.0422 | ||||||
| US31418EHK91 / Fannie Mae Pool | 18.75 | -2.30 | 0.0422 | -0.0003 | |||||
| US02377LAA26 / American Airlines Pass Through Trust, Series 2019-1, Class AA | 18.74 | 0.24 | 0.0422 | 0.0008 | |||||
| US12595EAD76 / COMM 2017-COR2 Mortgage Trust | 18.73 | 0.69 | 0.0421 | 0.0010 | |||||
| SCE.PRK / SCE Trust V - Preferred Security | 18.70 | 0.07 | 0.0421 | 0.0007 | |||||
| SCE.PRK / SCE Trust V - Preferred Security | 18.70 | 0.07 | 0.0421 | 0.0007 | |||||
| XS2304366656 / HARVEST CLO HARVT 16A ARR 144A | 18.68 | -6.83 | 0.0420 | -0.0024 | |||||
| US361841AP42 / GLP Capital LP / GLP Financing II Inc | 18.66 | 1.65 | 0.0420 | 0.0013 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 18.64 | 0.39 | 0.0419 | 0.0008 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 18.64 | 0.39 | 0.0419 | 0.0008 | |||||
| US3140NPRF94 / FNMA POOL BY6785 FN 08/53 FIXED 5.5 | 18.61 | -2.75 | 0.0419 | -0.0005 | |||||
| CDX ITRAXX XOV42 5Y 35-100% SP GST / DCR (EZ2BLZ4YH9B3) | 18.59 | 0.0418 | 0.0418 | ||||||
| XS2391578239 / Ares European CLO XII DAC | 18.57 | 6.72 | 0.0418 | 0.0033 | |||||
| US912810QW18 / United States Treas Bds Bond | 18.53 | -1.96 | 0.0417 | -0.0002 | |||||
| US06738ECK91 / Barclays PLC | 18.51 | 0.55 | 0.0416 | 0.0009 | |||||
| N1WG34 / NatWest Group plc - Depositary Receipt (Common Stock) | 18.40 | -0.39 | 0.0414 | 0.0005 | |||||
| N1WG34 / NatWest Group plc - Depositary Receipt (Common Stock) | 18.40 | -0.39 | 0.0414 | 0.0005 | |||||
| US925650AB99 / VICI Properties LP | 18.36 | 0.52 | 0.0413 | 0.0009 | |||||
| US3140NEPM17 / FNMA POOL BX9427 FN 03/53 FIXED 5.5 | 18.33 | -1.69 | 0.0412 | -0.0000 | |||||
| US251526CN70 / Deutsche Bank AG/New York NY | 18.31 | -0.36 | 0.0412 | 0.0005 | |||||
| US871911AT09 / SYSTEMS RESOURCE 1ST MORTGAGE 12/25 2.14 | 18.29 | 0.68 | 0.0412 | 0.0009 | |||||
| US3133KPNE42 / FED HM LN PC POOL RA7589 FR 03/52 FIXED 3 | 18.25 | -0.84 | 0.0410 | 0.0003 | |||||
| US20268JAG85 / CommonSpirit Health | 18.14 | 0.30 | 0.0408 | 0.0008 | |||||
| US61774AAD54 / Morgan Stanley Direct Lending Fund | 18.04 | 0.43 | 0.0406 | 0.0008 | |||||
| LYG / Lloyds Banking Group plc - Depositary Receipt (Common Stock) | 17.94 | -18.00 | 0.0404 | -0.0081 | |||||
| LYG / Lloyds Banking Group plc - Depositary Receipt (Common Stock) | 17.94 | -18.00 | 0.0404 | -0.0081 | |||||
| XS2388558889 / Serbia International Bond | 17.90 | 12.06 | 0.0403 | 0.0049 | |||||
| RFR USD SOFR/3.25000 06/18/25-10Y LCH / DIR (EZXZ4DC8KGZ4) | 17.90 | -11.74 | 0.0403 | -0.0046 | |||||
| RFR USD SOFR/3.25000 06/18/25-10Y LCH / DIR (EZXZ4DC8KGZ4) | 17.90 | -11.74 | 0.0403 | -0.0046 | |||||
| US92558NAJ19 / Vibrant CLO XI Ltd | 17.69 | -21.98 | 0.0398 | -0.0104 | |||||
| US05571AAR68 / BPCE SA | 17.69 | 0.54 | 0.0398 | 0.0008 | |||||
| US86562MCN83 / Sumitomo Mitsui Financial Group Inc | 17.66 | 1.28 | 0.0397 | 0.0011 | |||||
| US44891ACB17 / Hyundai Capital America | 17.61 | -0.23 | 0.0396 | 0.0005 | |||||
| US22535WAJ62 / Credit Agricole SA | 17.61 | -18.05 | 0.0396 | -0.0080 | |||||
| RFR USD SOFR/3.25000 03/19/25-30Y LCH / DIR (EZLKBMPX51B0) | 17.55 | 23.07 | 0.0395 | 0.0079 | |||||
| RFR USD SOFR/3.25000 03/19/25-30Y LCH / DIR (EZLKBMPX51B0) | 17.55 | 23.07 | 0.0395 | 0.0079 | |||||
| US889175BF15 / TOLEDO EDISON CO/THE | 17.51 | 0.35 | 0.0394 | 0.0008 | |||||
| US65364UAL08 / Niagara Mohawk Power Corp. | 17.47 | 0.55 | 0.0393 | 0.0008 | |||||
| US78486EAA64 / STWD 2021-LIH Mortgage Trust | 17.44 | 0.48 | 0.0392 | 0.0008 | |||||
| US720198AE09 / Piedmont Operating Partnership LP | 17.32 | 2.19 | 0.0390 | 0.0014 | |||||
| URSA RE LTD UNSECURED 144A 12/26 VAR / DBT (US90323WAP59) | 17.32 | -0.77 | 0.0390 | 0.0003 | |||||
| URSA RE LTD UNSECURED 144A 12/26 VAR / DBT (US90323WAP59) | 17.32 | -0.77 | 0.0390 | 0.0003 | |||||
| US59217GBY44 / Metropolitan Life Global Funding I | 17.31 | 0.46 | 0.0390 | 0.0008 | |||||
| US345397B280 / FORD MTR CR CO LLC 3.375% 11/13/2025 | 17.29 | 0.54 | 0.0389 | 0.0008 | |||||
| XS1908327916 / PROTEUS RMBS DAC PROTE 1A CR 144A | 17.28 | 8.45 | 0.0389 | 0.0036 | |||||
| US00130HCC79 / AES CORP 3.95% 07/15/2030 144A | 17.28 | 1.40 | 0.0389 | 0.0011 | |||||
| US33938XAB10 / Flex Ltd | 17.28 | 1.27 | 0.0389 | 0.0011 | |||||
| US17290YAR99 / Citigroup Commercial Mortgage Trust 2016-C1 | 17.28 | 0.58 | 0.0389 | 0.0008 | |||||
| US694308HY69 / Pacific Gas & Electric Co. | 17.24 | -3.46 | 0.0388 | -0.0007 | |||||
| US126673ZV78 / COUNTRYWIDE ASSET BACKED CERTI CWL 2005 3 MF1 | 17.24 | 0.05 | 0.0388 | 0.0006 | |||||
| US90353KAY55 / UBS Commercial Mortgage Trust 2018-C13 | 17.20 | 1.02 | 0.0387 | 0.0010 | |||||
| US87264ABF12 / CORP. NOTE | 17.15 | 1.31 | 0.0386 | 0.0011 | |||||
| US36250WAA80 / GS MORTGAGE SECURITIES TRUST GSMS 2015 590M A 144A | 17.12 | 1.00 | 0.0385 | 0.0010 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A A2 144A / ABS-O (US21056DAB64) | 17.09 | 0.13 | 0.0385 | 0.0007 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A A2 144A / ABS-O (US21056DAB64) | 17.09 | 0.13 | 0.0385 | 0.0007 | |||||
| US88522RAA23 / Thornburg Mortgage Securities Trust 2006-5 | 17.08 | -3.06 | 0.0384 | -0.0006 | |||||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | 17.08 | 0.92 | 0.0384 | 0.0010 | |||||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | 17.08 | 0.92 | 0.0384 | 0.0010 | |||||
| US09659W2V59 / BNP Paribas SA | 17.06 | 0.44 | 0.0384 | 0.0008 | |||||
| MARS INC SR UNSECURED 144A 03/28 4.6 / DBT (US571676AX38) | 17.04 | -18.81 | 0.0383 | -0.0081 | |||||
| MARS INC SR UNSECURED 144A 03/28 4.6 / DBT (US571676AX38) | 17.04 | -18.81 | 0.0383 | -0.0081 | |||||
| US87276WAA18 / TPG Real Estate Finance Issuer LTD | 17.01 | -4.98 | 0.0383 | -0.0014 | |||||
| US01F0526727 / Uniform Mortgage-Backed Security, TBA | 17.00 | -98.53 | 0.0382 | -2.2259 | |||||
| XS2418762923 / Madison Park Euro Funding XIV DAC | 16.99 | 8.25 | 0.0382 | 0.0035 | |||||
| AON NORTH AMERICA INC AON NORTH AMERICA INC / DBT (US03740MAA80) | 16.97 | -18.78 | 0.0382 | -0.0081 | |||||
| AON NORTH AMERICA INC AON NORTH AMERICA INC / DBT (US03740MAA80) | 16.97 | -18.78 | 0.0382 | -0.0081 | |||||
| US065405AE24 / BANK, Series 2019-BN16, Class A4 | 16.91 | 1.16 | 0.0380 | 0.0010 | |||||
| FNMA POOL FS6837 FN 07/53 FIXED VAR / ABS-MBS (US3140XNS391) | 16.91 | -2.60 | 0.0380 | -0.0004 | |||||
| FNMA POOL FS6837 FN 07/53 FIXED VAR / ABS-MBS (US3140XNS391) | 16.91 | -2.60 | 0.0380 | -0.0004 | |||||
| US29278GAM06 / Enel Finance International NV | 16.89 | 0.80 | 0.0380 | 0.0009 | |||||
| US05964HAY18 / Banco Santander SA | 16.86 | 0.37 | 0.0379 | 0.0007 | |||||
| ROUNDSTONE SECURITIES RNST 2A E 144A / ABS-MBS (XS2779837025) | 16.85 | 10.62 | 0.0379 | 0.0042 | |||||
| ROUNDSTONE SECURITIES RNST 2A E 144A / ABS-MBS (XS2779837025) | 16.85 | 10.62 | 0.0379 | 0.0042 | |||||
| N1WG34 / NatWest Group plc - Depositary Receipt (Common Stock) | 16.80 | -19.02 | 0.0378 | -0.0081 | |||||
| N1WG34 / NatWest Group plc - Depositary Receipt (Common Stock) | 16.80 | -19.02 | 0.0378 | -0.0081 | |||||
| US3133KYSK63 / UMBS | 16.77 | -1.50 | 0.0377 | 0.0000 | |||||
| US46592XBL73 / JP MORGAN MORTGAGE TRUST JPMMT 2021 13 A12 144A | 16.76 | -2.01 | 0.0377 | -0.0002 | |||||
| US694308JT56 / Pacific Gas and Electric Co | 16.76 | 0.87 | 0.0377 | 0.0009 | |||||
| US3137ASTB02 / FREDDIE MAC FHR 4093 QZ | 16.72 | -2.70 | 0.0376 | -0.0004 | |||||
| US571903BM43 / Marriott International Inc/MD | 16.71 | 0.14 | 0.0376 | 0.0007 | |||||
| US05401AAR23 / Avolon Holdings Funding Ltd | 16.69 | 1.56 | 0.0375 | 0.0012 | |||||
| US853254CS76 / Standard Chartered plc | 16.63 | -18.97 | 0.0374 | -0.0080 | |||||
| HYUNDAI CAPITAL AMERICA HYUNDAI CAPITAL AMERICA / DBT (US44891ACT25) | 16.56 | 0.15 | 0.0372 | 0.0007 | |||||
| HYUNDAI CAPITAL AMERICA HYUNDAI CAPITAL AMERICA / DBT (US44891ACT25) | 16.56 | 0.15 | 0.0372 | 0.0007 | |||||
| US61772WAA53 / Morgan Stanley Capital I Trust 2021-230P | 16.56 | -53.98 | 0.0372 | -0.0424 | |||||
| US72349LAA08 / PINNACOL ASSURANCE SUBORDINATE 06/34 8.625 | 16.51 | -0.32 | 0.0371 | 0.0005 | |||||
| ANTARES HOLDINGS SR UNSECURED 144A 02/29 6.5 / DBT (US03666HAG65) | 16.42 | 0.74 | 0.0369 | 0.0009 | |||||
| US3132DWGH07 / Freddie Mac Pool | 16.40 | -2.98 | 0.0369 | -0.0005 | |||||
| CBOM / Credit Bank of Moscow (public joint-stock company) | 16.27 | -19.18 | 0.0366 | -0.0080 | |||||
| CBOM / Credit Bank of Moscow (public joint-stock company) | 16.27 | -19.18 | 0.0366 | -0.0080 | |||||
| US05964HAX35 / Banco Santander SA | 16.22 | -0.32 | 0.0365 | 0.0005 | |||||
| US694308KM84 / Pacific Gas and Electric Co. | 16.21 | 0.02 | 0.0365 | 0.0006 | |||||
| US38383KDF66 / GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H20 FG | 16.20 | -0.78 | 0.0364 | 0.0003 | |||||
| MUFG / Mitsubishi UFJ Financial Group, Inc. - Depositary Receipt (Common Stock) | 16.09 | 0.87 | 0.0362 | 0.0009 | |||||
| MUFG / Mitsubishi UFJ Financial Group, Inc. - Depositary Receipt (Common Stock) | 16.09 | 0.87 | 0.0362 | 0.0009 | |||||
| US3140JWB827 / FNMA POOL BO1862 FN 08/49 FIXED 3 | 16.06 | -2.15 | 0.0361 | -0.0002 | |||||
| US62829D2A73 / Mutual of Omaha Cos. Global Funding | 16.04 | 0.16 | 0.0361 | 0.0006 | |||||
| MORGAN STANLEY BANK NA SR UNSECURED 01/29 VAR / DBT (US61690DK643) | 16.04 | -0.21 | 0.0361 | 0.0005 | |||||
| MORGAN STANLEY BANK NA SR UNSECURED 01/29 VAR / DBT (US61690DK643) | 16.04 | -0.21 | 0.0361 | 0.0005 | |||||
| US650036BC96 / NEW YORK ST URBAN DEV CORP REV NYSDEV 03/34 FIXED 2.277 | 16.00 | 0.76 | 0.0360 | 0.0008 | |||||
| US842400HM81 / Southern California Edison Co | 16.00 | 1.24 | 0.0360 | 0.0010 | |||||
| XS1697698188 / WARWICK FINANCE RESIDENTIAL MO WARW 3A C 144A | 15.97 | 6.59 | 0.0359 | 0.0028 | |||||
| US80282KBF21 / Santander Holdings USA, Inc. | 15.88 | 2.21 | 0.0357 | 0.0013 | |||||
| US80282KBF21 / Santander Holdings USA, Inc. | 15.88 | 2.21 | 0.0357 | 0.0013 | |||||
| US465972AA56 / JP Morgan Chase Commercial Mortgage Securities Trust, Series 2022-DATA, Class A | 15.83 | 1.79 | 0.0356 | 0.0012 | |||||
| US3132DPYV48 / Freddie Mac Pool | 15.82 | -1.73 | 0.0356 | -0.0000 | |||||
| CEBB / Nationwide Building Society - Preferred Security | 15.74 | -0.04 | 0.0354 | 0.0006 | |||||
| CEBB / Nationwide Building Society - Preferred Security | 15.74 | -0.04 | 0.0354 | 0.0006 | |||||
| US649840CS20 / NY STATE ELECTRIC + GAS SR UNSECURED 144A 10/30 1.95 | 15.70 | 0.94 | 0.0353 | 0.0009 | |||||
| US46149MAA45 / Invesco CLO Ltd., Series 2021-2A, Class A | 15.66 | 0.13 | 0.0352 | 0.0006 | |||||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | 15.58 | 1.84 | 0.0351 | 0.0012 | |||||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | 15.58 | 1.84 | 0.0351 | 0.0012 | |||||
| US105340AP80 / Brandywine Operating Partnership LP | 15.55 | 3.52 | 0.0350 | 0.0017 | |||||
| BMW US CAPITAL LLC COMPANY GUAR 144A 03/27 4.65 / DBT (US05565ECU73) | 15.49 | 0.40 | 0.0349 | 0.0007 | |||||
| BMW US CAPITAL LLC COMPANY GUAR 144A 03/27 4.65 / DBT (US05565ECU73) | 15.49 | 0.40 | 0.0349 | 0.0007 | |||||
| US28504KAA51 / Electricite de France SA | 15.49 | 0.28 | 0.0348 | 0.0007 | |||||
| US64831HAM51 / New Residential Mortgage Loan Trust 2023-NQM1 | 15.43 | -7.44 | 0.0347 | -0.0022 | |||||
| US3132DWJ531 / UMBS | 15.40 | -4.68 | 0.0347 | -0.0011 | |||||
| PANTHEON SNR DBT SCNDRS IIIUSD TERM LOAN / LON (BA000HYC6) | 15.30 | 0.0344 | 0.0344 | ||||||
| PANTHEON SNR DBT SCNDRS IIIUSD TERM LOAN / LON (BA000HYC6) | 15.30 | 0.0344 | 0.0344 | ||||||
| US52474AAE55 / LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL3 B1 144A | 15.22 | 0.92 | 0.0342 | 0.0009 | |||||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H07 FC / ABS-MBS (US38383KVE99) | 15.19 | -9.17 | 0.0342 | -0.0028 | |||||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H07 FC / ABS-MBS (US38383KVE99) | 15.19 | -9.17 | 0.0342 | -0.0028 | |||||
| RFR USD SOFR/3.50000 12/18/24-30Y LCH / DIR (EZ4089K4KC85) | 15.17 | 39.66 | 0.0341 | 0.0101 | |||||
| US39541EAA10 / Greensaif Pipelines Bidco Sarl | 15.17 | 0.35 | 0.0341 | 0.0007 | |||||
| XS2304369759 / BLACKROCK EUROPEAN CLO DAC BECLO 7A AR 144A | 15.16 | 0.78 | 0.0341 | 0.0008 | |||||
| MARS INC SR UNSECURED 144A 03/27 4.45 / DBT (US571676AW54) | 15.16 | -20.81 | 0.0341 | -0.0083 | |||||
| MARS INC SR UNSECURED 144A 03/27 4.45 / DBT (US571676AW54) | 15.16 | -20.81 | 0.0341 | -0.0083 | |||||
| US06051GLX50 / BANK OF AMERICA CORP SR UNSECURED 09/27 VAR | 15.14 | -0.38 | 0.0341 | 0.0004 | |||||
| OIS GBP SONIO/0.90000 03/11/22-30Y LCH / DIR (EZ092MRKJWQ3) | 15.14 | 8.40 | 0.0341 | 0.0031 | |||||
| OIS GBP SONIO/0.90000 03/11/22-30Y LCH / DIR (EZ092MRKJWQ3) | 15.14 | 8.40 | 0.0341 | 0.0031 | |||||
| US36179XBS45 / Government National Mortgage Association (GNMA) | 15.13 | -3.28 | 0.0340 | -0.0006 | |||||
| DE000A30VT06 / Deutsche Bank AG | 15.09 | 10.00 | 0.0339 | 0.0036 | |||||
| XS2339017928 / CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A | 15.08 | -10.88 | 0.0339 | -0.0035 | |||||
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/27 4.95 / DBT (US928668CN06) | 15.05 | 0.17 | 0.0339 | 0.0006 | |||||
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/27 4.95 / DBT (US928668CN06) | 15.05 | 0.17 | 0.0339 | 0.0006 | |||||
| US61770YAA38 / Morgan Stanley Capital I Trust 2020-CNP | 14.86 | 2.17 | 0.0334 | 0.0012 | |||||
| US670855AA38 / OBX Trust | 14.78 | -3.27 | 0.0332 | -0.0006 | |||||
| US3132DQRQ19 / FED HM LN PC POOL SD3195 FR 06/53 FIXED 5 | 14.77 | -4.25 | 0.0332 | -0.0009 | |||||
| US780097BG51 / NatWest Group PLC | 14.75 | 0.80 | 0.0332 | 0.0008 | |||||
| US31418EP387 / UMBS | 14.72 | -2.83 | 0.0331 | -0.0004 | |||||
| US71654QDP46 / Petroleos Mexicanos | 14.68 | 2.77 | 0.0330 | 0.0014 | |||||
| US29248HAA14 / Empower Finance 2020 LP | 14.63 | 1.15 | 0.0329 | 0.0009 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A A1 144A / ABS-O (US210927AA78) | 14.55 | -30.51 | 0.0327 | -0.0136 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A A1 144A / ABS-O (US210927AA78) | 14.55 | -30.51 | 0.0327 | -0.0136 | |||||
| US928668CB67 / Volkswagen Group of America Finance LLC | 14.50 | 0.17 | 0.0326 | 0.0006 | |||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 14.49 | 0.0326 | 0.0326 | ||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 14.49 | 0.0326 | 0.0326 | ||||||
| US38376RFL50 / GNR 2015-H20 FC | 14.48 | -19.56 | 0.0326 | -0.0073 | |||||
| US59022QAD43 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE5 A2C | 14.45 | -1.35 | 0.0325 | 0.0001 | |||||
| XS2264968665 / Ivory Coast Government International Bond | 14.45 | 10.47 | 0.0325 | 0.0036 | |||||
| XS2264968665 / Ivory Coast Government International Bond | 14.45 | 10.47 | 0.0325 | 0.0036 | |||||
| US52474AAF21 / LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL3 B2 144A | 14.43 | 0.68 | 0.0325 | 0.0007 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A A1 144A / ABS-O (US210928AA51) | 14.41 | -29.84 | 0.0324 | -0.0131 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A A1 144A / ABS-O (US210928AA51) | 14.41 | -29.84 | 0.0324 | -0.0131 | |||||
| US95000U3A91 / Wells Fargo & Co. | 14.39 | 80.02 | 0.0324 | 0.0147 | |||||
| US88522AAC53 / Thornburg Mortgage Securities Trust | 14.37 | -2.41 | 0.0323 | -0.0003 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA A2 144A / ABS-O (US21050UAB44) | 14.36 | 0.53 | 0.0323 | 0.0007 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA A2 144A / ABS-O (US21050UAB44) | 14.36 | 0.53 | 0.0323 | 0.0007 | |||||
| W1BD34 / Warner Bros. Discovery, Inc. - Depositary Receipt (Common Stock) | 14.33 | 0.0322 | 0.0322 | ||||||
| W1BD34 / Warner Bros. Discovery, Inc. - Depositary Receipt (Common Stock) | 14.33 | 0.0322 | 0.0322 | ||||||
| SRG / Snam S.p.A. | 14.33 | 0.0322 | 0.0322 | ||||||
| SRG / Snam S.p.A. | 14.33 | 0.0322 | 0.0322 | ||||||
| US36179WR347 / GNMA | 14.25 | -3.15 | 0.0321 | -0.0005 | |||||
| US38382YN829 / Government National Mortgage Association | 14.23 | -1.13 | 0.0320 | 0.0002 | |||||
| US26884UAF66 / EPR Properties | 14.19 | 1.55 | 0.0319 | 0.0010 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A A1 144A / ABS-O (US21055PAA21) | 14.14 | -31.21 | 0.0318 | -0.0137 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A A1 144A / ABS-O (US21055PAA21) | 14.14 | -31.21 | 0.0318 | -0.0137 | |||||
| SYMPHONY CLO LTD SYMP 2022 37A A1AR 144A / ABS-CBDO (US87169VAS43) | 14.13 | 0.18 | 0.0318 | 0.0006 | |||||
| SYMPHONY CLO LTD SYMP 2022 37A A1AR 144A / ABS-CBDO (US87169VAS43) | 14.13 | 0.18 | 0.0318 | 0.0006 | |||||
| US3140QR4E07 / Fannie Mae Pool | 14.12 | -2.16 | 0.0318 | -0.0002 | |||||
| HARDWOOD FUNDING LLC CORP0HRF2 / DBT (955NUGII9) | 14.07 | 0.0316 | 0.0316 | ||||||
| US92332LAU35 / VENTURE CDO LTD VENTR 2019 36A A1AR 144A | 14.05 | -18.03 | 0.0316 | -0.0063 | |||||
| NATIONAL FOOTBAL LEAGUE 4.5YR / DBT (902EYJ902) | 14.04 | 0.71 | 0.0316 | 0.0007 | |||||
| NATIONAL FOOTBAL LEAGUE 4.5YR / DBT (902EYJ902) | 14.04 | 0.71 | 0.0316 | 0.0007 | |||||
| NATIONAL FOOTBAL LEAGUE 4.5YR / DBT (902EZU906) | 14.04 | 0.71 | 0.0316 | 0.0007 | |||||
| NATIONAL FOOTBAL LEAGUE 4.5YR / DBT (902EZU906) | 14.04 | 0.71 | 0.0316 | 0.0007 | |||||
| US65535HBH12 / Nomura Holdings Inc | 13.92 | 0.40 | 0.0313 | 0.0006 | |||||
| US61946QAA94 / Mosaic Solar Loan Trust, Series 2022-1A, Class A | 13.90 | -4.40 | 0.0313 | -0.0009 | |||||
| XS2388561750 / Republic of Serbia | 13.90 | 13.74 | 0.0313 | 0.0042 | |||||
| US30767EAD13 / FARM CREDIT BK OF TEXAS JR SUBORDINA 144A 12/99 VAR | 13.90 | 0.00 | 13.89 | 0.28 | 0.0313 | 0.0006 | |||
| US62947QBB32 / NXP BV / NXP Funding LLC | 13.87 | 0.00 | 0.0312 | 0.0005 | |||||
| US11135FBK66 / BROADCOM INC 3.419% 04/15/2033 144A | 13.84 | 1.86 | 0.0311 | 0.0011 | |||||
| US3133BXVC29 / FED HM LN PC POOL QF9611 FR 03/53 FIXED 5.5 | 13.80 | -4.64 | 0.0310 | -0.0010 | |||||
| AU3FN0029609 / AAI Ltd | 13.80 | 1.26 | 0.0310 | 0.0009 | |||||
| US3140FXLS95 / FNMA POOL BF0336 FN 01/59 FIXED 4 | 13.79 | -1.54 | 0.0310 | 0.0000 | |||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D B 144A / ABS-O (US78450PAC95) | 13.76 | 0.16 | 0.0310 | 0.0005 | |||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D B 144A / ABS-O (US78450PAC95) | 13.76 | 0.16 | 0.0310 | 0.0005 | |||||
| 4020 / Saudi Real Estate Company | 13.74 | 1.00 | 0.0309 | 0.0008 | |||||
| 4020 / Saudi Real Estate Company | 13.74 | 1.00 | 0.0309 | 0.0008 | |||||
| US12551JAL08 / CIFC FUNDING LTD CIFC 2017 4A A1R 144A | 13.73 | -23.47 | 0.0309 | -0.0088 | |||||
| US26884UAG40 / EPR Properties | 13.73 | 1.79 | 0.0309 | 0.0010 | |||||
| US3133BMDN21 / Freddie Mac Pool | 13.68 | -1.73 | 0.0308 | -0.0000 | |||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 13.64 | 0.55 | 0.0307 | 0.0007 | |||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 13.64 | 0.55 | 0.0307 | 0.0007 | |||||
| US681936BL34 / Omega Healthcare Investors Inc. | 13.62 | 1.82 | 0.0306 | 0.0010 | |||||
| EAST LANE RE VII LTD UNSECURED 144A 03/26 VAR / DBT (US27332EAA91) | 13.57 | 0.53 | 0.0305 | 0.0006 | |||||
| EAST LANE RE VII LTD UNSECURED 144A 03/26 VAR / DBT (US27332EAA91) | 13.57 | 0.53 | 0.0305 | 0.0006 | |||||
| US36257CAA53 / GS Mortgage Securities Corp Trust 2017-GPTX | 13.57 | 0.55 | 0.0305 | 0.0007 | |||||
| US74256LEP04 / Principal Life Global Funding II | 13.54 | 0.83 | 0.0305 | 0.0007 | |||||
| US904678AU32 / UniCredit SpA | 13.53 | 0.59 | 0.0304 | 0.0007 | |||||
| US3137FMD257 / Freddie Mac Multifamily Structured Pass Through Certificates | 13.45 | 0.30 | 0.0303 | 0.0006 | |||||
| US92328MAE30 / Venture Global Calcasieu Pass LLC | 13.42 | 1.62 | 0.0302 | 0.0010 | |||||
| US41164MAC10 / HARBORVIEW MORTGAGE LOAN TRUST 2007-1 SER 2007-1 CL 2A1A V/R REGD 1.86325000 | 13.40 | -1.07 | 0.0301 | 0.0002 | |||||
| FED HM LN PC POOL SD4977 FR 11/53 FIXED 5 / ABS-MBS (US3132DSQ625) | 13.40 | -2.05 | 0.0301 | -0.0001 | |||||
| FED HM LN PC POOL SD4977 FR 11/53 FIXED 5 / ABS-MBS (US3132DSQ625) | 13.40 | -2.05 | 0.0301 | -0.0001 | |||||
| US26210YAA47 / DROP Mortgage Trust, Series 2021-FILE, Class A | 13.31 | 2.05 | 0.0299 | 0.0011 | |||||
| US912810RF75 / United States Treasury Inflation Indexed Bonds | 13.30 | -2.60 | 0.0299 | -0.0003 | |||||
| US694308JL21 / PACIFIC GAS and ELECTRIC CO 3.45% 07/01/2025 | 13.30 | 0.40 | 0.0299 | 0.0006 | |||||
| XS1996438948 / Virgin Media Secured Finance PLC | 13.28 | 10.19 | 0.0299 | 0.0032 | |||||
| US67116EAA73 / OBX Trust, Series 2022-INV3, Class A1 | 13.20 | -2.65 | 0.0297 | -0.0003 | |||||
| US25389JAU07 / Digital Realty Trust LP | 13.20 | 1.63 | 0.0297 | 0.0009 | |||||
| E1IX34 / Edison International - Depositary Receipt (Common Stock) | 13.16 | 0.23 | 0.0296 | 0.0005 | |||||
| E1IX34 / Edison International - Depositary Receipt (Common Stock) | 13.16 | 0.23 | 0.0296 | 0.0005 | |||||
| US3140QRFZ16 / FNMA 30YR 5.5% 11/01/2052#CB5583 | 13.08 | -2.54 | 0.0294 | -0.0003 | |||||
| BGC / BGC Group, Inc. | 13.06 | 0.87 | 0.0294 | 0.0007 | |||||
| BGC / BGC Group, Inc. | 13.06 | 0.87 | 0.0294 | 0.0007 | |||||
| XS2326485898 / BAIN CAPITAL EURO CLO BCCE 2018 2A AR 144A | 13.00 | -10.13 | 0.0292 | -0.0028 | |||||
| NMR / Nomura Holdings, Inc. - Depositary Receipt (Common Stock) | 12.99 | -0.17 | 0.0292 | 0.0004 | |||||
| NMR / Nomura Holdings, Inc. - Depositary Receipt (Common Stock) | 12.99 | -0.17 | 0.0292 | 0.0004 | |||||
| PERFORMER FUNDING PERFF 1A F 144A / ABS-O (XS2721093891) | 12.99 | 6.05 | 0.0292 | 0.0021 | |||||
| PERFORMER FUNDING PERFF 1A F 144A / ABS-O (XS2721093891) | 12.99 | 6.05 | 0.0292 | 0.0021 | |||||
| US92331EAF34 / XXIX Venture Limited | 12.98 | -37.58 | 0.0292 | -0.0168 | |||||
| ADNOC MURBAN RSC LTD ADNOC MURBAN RSC LTD / DBT (US00723L2A68) | 12.95 | 1.35 | 0.0291 | 0.0009 | |||||
| ADNOC MURBAN RSC LTD ADNOC MURBAN RSC LTD / DBT (US00723L2A68) | 12.95 | 1.35 | 0.0291 | 0.0009 | |||||
| US29278GAX60 / Enel Finance International NV | 12.94 | 1.85 | 0.0291 | 0.0010 | |||||
| XS1908328054 / PROTEUS RMBS DAC PROTE 1A DR 144A | 12.94 | 8.44 | 0.0291 | 0.0027 | |||||
| RFR GBP SONIO/0.90000 03/15/22-30Y LCH / DIR (EZ1PFH0N3JH1) | 12.87 | 8.41 | 0.0289 | 0.0027 | |||||
| RFR GBP SONIO/0.90000 03/15/22-30Y LCH / DIR (EZ1PFH0N3JH1) | 12.87 | 8.41 | 0.0289 | 0.0027 | |||||
| XS1909057645 / Logicor Financing Sarl | 12.86 | 10.36 | 0.0289 | 0.0031 | |||||
| US3136AGZY10 / FANNIE MAE FNR 2013 101 SB | 12.84 | -2.37 | 0.0289 | -0.0002 | |||||
| US531546AB51 / Liberty Utilities Finance GP 1 | 12.83 | 2.09 | 0.0289 | 0.0010 | |||||
| US105340AQ63 / Brandywine Operating Partnership LP | 12.78 | 2.95 | 0.0287 | 0.0013 | |||||
| US87166FAE34 / Synchrony Bank | 12.75 | 0.53 | 0.0287 | 0.0006 | |||||
| US87166FAD50 / Synchrony Bank | 12.70 | -0.17 | 0.0286 | 0.0004 | |||||
| 4020 / Saudi Real Estate Company | 12.64 | 0.90 | 0.0284 | 0.0007 | |||||
| US3140XFZJ33 / FNMA POOL FS0744 FN 02/52 FIXED VAR | 12.63 | -1.59 | 0.0284 | 0.0000 | |||||
| XS2395965416 / Harvest CLO XXII DAC | 12.61 | 6.49 | 0.0284 | 0.0022 | |||||
| US38376RRL23 / Government National Mortgage Association | 12.57 | -15.81 | 0.0283 | -0.0048 | |||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 B A1A 144A / ABS-O (US78450CAA27) | 12.53 | -6.74 | 0.0282 | -0.0016 | |||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 B A1A 144A / ABS-O (US78450CAA27) | 12.53 | -6.74 | 0.0282 | -0.0016 | |||||
| US65535HBM07 / Nomura Holdings Inc | 12.53 | 0.56 | 0.0282 | 0.0006 | |||||
| US38237KAA88 / 4% 20 Apr 2049 | 12.51 | 2.70 | 0.0281 | 0.0012 | |||||
| US35729MAD92 / Fremont Home Loan Trust 2006-3 | 12.49 | -4.45 | 0.0281 | -0.0008 | |||||
| US45674CAA18 / INFOR INC SR UNSECURED 144A 07/25 1.75 | 12.48 | 0.87 | 0.0281 | 0.0007 | |||||
| US912834KV90 / United States Treasury Strip Coupon | 12.46 | -1.52 | 0.0280 | 0.0000 | |||||
| US912834JP42 / United States Treasury Strip Coupon | 12.45 | -1.32 | 0.0280 | 0.0001 | |||||
| XS2376115270 / Toro European CLO 6 DAC | 12.43 | 5.18 | 0.0280 | 0.0018 | |||||
| FCT / Fincantieri S.p.A. | 12.41 | 0.0279 | 0.0279 | ||||||
| FCT / Fincantieri S.p.A. | 12.41 | 0.0279 | 0.0279 | ||||||
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/32 5.65 / DBT (US928668CR10) | 12.41 | 2.08 | 0.0279 | 0.0010 | |||||
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/32 5.65 / DBT (US928668CR10) | 12.41 | 2.08 | 0.0279 | 0.0010 | |||||
| US694308JK48 / PACIFIC GAS and ELECTRIC CO 3.75% 07/01/2028 | 12.33 | 0.88 | 0.0277 | 0.0007 | |||||
| US3136A7X569 / FANNIE MAE FNR 2012 89 DZ | 12.32 | -2.00 | 0.0277 | -0.0001 | |||||
| BARROW FUNDING PLC BARRO 1A Z 144A / ABS-MBS (XS2755904286) | 12.27 | 11.03 | 0.0276 | 0.0031 | |||||
| BARROW FUNDING PLC BARRO 1A Z 144A / ABS-MBS (XS2755904286) | 12.27 | 11.03 | 0.0276 | 0.0031 | |||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 B A1B 144A / ABS-O (US78450CAB00) | 12.24 | -6.58 | 0.0275 | -0.0015 | |||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 B A1B 144A / ABS-O (US78450CAB00) | 12.24 | -6.58 | 0.0275 | -0.0015 | |||||
| US35729VAC19 / FREMONT HOME LOAN TRUST FHLT 2006 D 2A2 | 12.21 | -2.38 | 0.0275 | -0.0002 | |||||
| US14040HCU77 / Capital One Financial Corp | 12.20 | -0.03 | 0.0274 | 0.0004 | |||||
| US01166VAA70 / Alaska Airlines 2020-1 Class A Pass Through Trust | 12.20 | 0.41 | 0.0274 | 0.0006 | |||||
| BLUEMOUNTAIN CLO LTD BLUEM 2018 3A A1R 144A / ABS-CBDO (US09630AAN63) | 12.17 | -12.27 | 0.0274 | -0.0033 | |||||
| US80413TBD00 / Saudi Government International Bond | 12.16 | 1.65 | 0.0274 | 0.0009 | |||||
| US52474AAA34 / LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL3 A1 144A | 12.12 | -8.49 | 0.0273 | -0.0021 | |||||
| US37046US851 / General Motors Financial Co Inc | 12.09 | -0.52 | 0.0272 | 0.0003 | |||||
| US37046US851 / General Motors Financial Co Inc | 12.09 | -0.52 | 0.0272 | 0.0003 | |||||
| US928563AE54 / VMware, Inc. | 12.09 | 0.37 | 0.0272 | 0.0005 | |||||
| HASI / HA Sustainable Infrastructure Capital, Inc. | 12.05 | 0.0271 | 0.0271 | ||||||
| HASI / HA Sustainable Infrastructure Capital, Inc. | 12.05 | 0.0271 | 0.0271 | ||||||
| US38382YQ301 / Government National Mortgage Association | 12.04 | -0.77 | 0.0271 | 0.0002 | |||||
| US23329PAF71 / DNB Bank ASA | 12.01 | 0.86 | 0.0270 | 0.0007 | |||||
| FED HM LN PC POOL RJ1877 FR 03/54 FIXED 5.5 / ABS-MBS (US3142GSCP10) | 11.99 | -1.01 | 0.0270 | 0.0002 | |||||
| FED HM LN PC POOL RJ1877 FR 03/54 FIXED 5.5 / ABS-MBS (US3142GSCP10) | 11.99 | -1.01 | 0.0270 | 0.0002 | |||||
| US44891ACM71 / Hyundai Capital America | 11.99 | -0.18 | 0.0270 | 0.0004 | |||||
| US3132DWES89 / FR SD8245 | 11.98 | -2.25 | 0.0270 | -0.0002 | |||||
| US912834KP23 / United States Treasury Strip Coupon | 11.97 | -1.32 | 0.0269 | 0.0001 | |||||
| US3140MSQ405 / FNMA 30YR 4.5% 11/01/2052#BW1374 | 11.96 | -1.49 | 0.0269 | 0.0000 | |||||
| XS2073824851 / BLUEMOUNTAIN EUR CLO BLUME 5A A 144A | 11.94 | 8.79 | 0.0269 | 0.0026 | |||||
| US31398T4L29 / FANNIE MAE FNR 2010 99 NP | 11.92 | -2.70 | 0.0268 | -0.0003 | |||||
| FCT / Fincantieri S.p.A. | 11.92 | 1.93 | 0.0268 | 0.0009 | |||||
| FCT / Fincantieri S.p.A. | 11.92 | 1.93 | 0.0268 | 0.0009 | |||||
| PRJCT ALFA INVSTINDUSTRAL VIII 2025 EUR TERM LOAN 2 / LON (BA000GNP1) | 11.91 | 8.94 | 0.0268 | 0.0026 | |||||
| PRJCT ALFA INVSTINDUSTRAL VIII 2025 EUR TERM LOAN 2 / LON (BA000GNP1) | 11.91 | 8.94 | 0.0268 | 0.0026 | |||||
| US52532XAH89 / Leidos Inc | 11.91 | 1.76 | 0.0268 | 0.0009 | |||||
| MORGAN STANLEY BANK NA MORGAN STANLEY BANK NA / DBT (US61690U7Z70) | 11.87 | -0.18 | 0.0267 | 0.0004 | |||||
| MORGAN STANLEY BANK NA MORGAN STANLEY BANK NA / DBT (US61690U7Z70) | 11.87 | -0.18 | 0.0267 | 0.0004 | |||||
| US023771R919 / American Airlines 2016-3 Class AA Pass Through Trust | 11.85 | -3.80 | 0.0267 | -0.0006 | |||||
| US78081BAH69 / Royalty Pharma PLC | 11.82 | 0.90 | 0.0266 | 0.0007 | |||||
| FNMA POOL BZ2346 FN 11/29 FIXED 4.3 / ABS-MBS (US3140NWTC96) | 11.80 | 0.79 | 0.0265 | 0.0006 | |||||
| FNMA POOL BZ2346 FN 11/29 FIXED 4.3 / ABS-MBS (US3140NWTC96) | 11.80 | 0.79 | 0.0265 | 0.0006 | |||||
| RIPON MORTGAGES RIPON 2025 1A Z 144A / ABS-MBS (XS2982124633) | 11.79 | 9.54 | 0.0265 | 0.0027 | |||||
| RIPON MORTGAGES RIPON 2025 1A Z 144A / ABS-MBS (XS2982124633) | 11.79 | 9.54 | 0.0265 | 0.0027 | |||||
| US912834KH07 / United States Treasury Strip Coupon | 11.73 | -1.27 | 0.0264 | 0.0001 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 11.69 | 8.86 | 0.0263 | 0.0025 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 11.69 | 8.86 | 0.0263 | 0.0025 | |||||
| US205887CF79 / Conagra Brands Inc | 11.66 | 1.44 | 0.0262 | 0.0008 | |||||
| 69511JD28 / PACIFICORP | 11.64 | -24.96 | 0.0262 | -0.0082 | |||||
| 69511JD28 / PACIFICORP | 11.64 | -24.96 | 0.0262 | -0.0082 | |||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | 11.64 | 0.0262 | 0.0262 | ||||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | 11.64 | 0.0262 | 0.0262 | ||||||
| TREASURY BILL 08/25 0.00000 / DBT (US912797PN17) | 11.63 | 0.0262 | 0.0262 | ||||||
| TREASURY BILL 08/25 0.00000 / DBT (US912797PN17) | 11.63 | 0.0262 | 0.0262 | ||||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | 11.62 | 0.0262 | 0.0262 | ||||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | 11.62 | 0.0262 | 0.0262 | ||||||
| LVS / Las Vegas Sands Corp. - Depositary Receipt (Common Stock) | 11.62 | 0.55 | 0.0261 | 0.0006 | |||||
| LVS / Las Vegas Sands Corp. - Depositary Receipt (Common Stock) | 11.62 | 0.55 | 0.0261 | 0.0006 | |||||
| US542512AA67 / Long Beach Mortgage Loan Trust 2006-11 | 11.59 | -0.91 | 0.0261 | 0.0002 | |||||
| US83368RBC51 / Societe Generale SA | 11.59 | -24.99 | 0.0261 | -0.0081 | |||||
| BBV / Banco Bilbao Vizcaya Argentaria, S.A. - Depositary Receipt (Common Stock) | 11.58 | 1.44 | 0.0261 | 0.0008 | |||||
| XS0307493162 / RMAC SECURITIES PLC RMACS 2007 NS1X A2A REGS | 11.56 | 2.10 | 0.0260 | 0.0009 | |||||
| NMR / Nomura Holdings, Inc. - Depositary Receipt (Common Stock) | 11.55 | 0.28 | 0.0260 | 0.0005 | |||||
| US83206NAB38 / SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1B V/R REGD 144A P/P 1.83000000 | 11.55 | -5.06 | 0.0260 | -0.0009 | |||||
| US78403DAR17 / SBA TOWER TRUST | 11.54 | 1.50 | 0.0260 | 0.0008 | |||||
| US23636ABE01 / Danske Bank A/S | 11.54 | -0.40 | 0.0260 | 0.0003 | |||||
| INEOS FINANCE PLC SR SECURED 144A 08/30 5.625 / DBT (XS2991272068) | 11.48 | 6.14 | 0.0258 | 0.0019 | |||||
| US3137A8KF47 / Freddie Mac REMICS | 11.47 | -3.61 | 0.0258 | -0.0005 | |||||
| US3133BTYY00 / FHLG 30YR 5.5% 01/01/2053#QF6127 | 11.45 | -0.30 | 0.0258 | 0.0003 | |||||
| US3136B1A536 / FANNIE MAE FNR 2018 32 F | 11.44 | -3.22 | 0.0257 | -0.0004 | |||||
| US345397B363 / Ford Motor Credit Co LLC | 11.42 | 1.96 | 0.0257 | 0.0009 | |||||
| US853254BZ29 / Standard Chartered PLC | 11.41 | 0.86 | 0.0257 | 0.0006 | |||||
| PERFORMER FUNDING PERFF 1A Z 144A / ABS-O (XS2721094519) | 11.40 | 16.19 | 0.0257 | 0.0039 | |||||
| PERFORMER FUNDING PERFF 1A Z 144A / ABS-O (XS2721094519) | 11.40 | 16.19 | 0.0257 | 0.0039 | |||||
| US16159RAC97 / Chase Home Lending Mortgage Trust 2023-RPL2 | 11.30 | -1.76 | 0.0254 | -0.0000 | |||||
| ENTERPRISE FLEET FINANCING LLC EFF 2024 2 A2 144A / ABS-O (US29375RAB24) | 11.30 | -20.69 | 0.0254 | -0.0061 | |||||
| ENTERPRISE FLEET FINANCING LLC EFF 2024 2 A2 144A / ABS-O (US29375RAB24) | 11.30 | -20.69 | 0.0254 | -0.0061 | |||||
| US44409MAD83 / Hudson Pacific Properties LP | 11.29 | 12.25 | 0.0254 | 0.0031 | |||||
| US06675FBA49 / Banque Federative du Credit Mutuel SA | 11.27 | -0.11 | 0.0254 | 0.0004 | |||||
| US3133KPPA02 / FR30 | 11.27 | -3.04 | 0.0254 | -0.0004 | |||||
| PCG.PRD / Pacific Gas and Electric Company - Preferred Stock | 11.23 | 0.0253 | 0.0253 | ||||||
| PCG.PRD / Pacific Gas and Electric Company - Preferred Stock | 11.23 | 0.0253 | 0.0253 | ||||||
| COOPERATIEVE RABOBANK UA COOPERATIEVE RABOBANK UA / DBT (US74977RDT86) | 11.19 | -25.91 | 0.0252 | -0.0083 | |||||
| COOPERATIEVE RABOBANK UA COOPERATIEVE RABOBANK UA / DBT (US74977RDT86) | 11.19 | -25.91 | 0.0252 | -0.0083 | |||||
| US3136BBAR38 / Fannie Mae-Aces | 11.17 | -7.19 | 0.0251 | -0.0015 | |||||
| PROLOGIS LP SR UNSECURED 02/33 4.2 / DBT (CA74340XCP48) | 11.17 | 5.82 | 0.0251 | 0.0018 | |||||
| PROLOGIS LP SR UNSECURED 02/33 4.2 / DBT (CA74340XCP48) | 11.17 | 5.82 | 0.0251 | 0.0018 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 11.14 | -0.16 | 0.0251 | 0.0004 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 11.14 | -0.16 | 0.0251 | 0.0004 | |||||
| US05609CAA53 / BX Commercial Mortgage Trust 2021-21M | 11.07 | -55.58 | 0.0249 | -0.0303 | |||||
| US05565ASK06 / BNP Paribas SA | 11.06 | 3.34 | 0.0249 | 0.0012 | |||||
| US05493AAA88 / BFLD Trust | 11.06 | -1.65 | 0.0249 | -0.0000 | |||||
| US52474AAG04 / LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL3 B3 144A | 11.04 | 0.98 | 0.0248 | 0.0006 | |||||
| US3140X4GR15 / FNMA POOL FM1107 FN 06/49 FIXED VAR | 11.00 | -1.57 | 0.0247 | 0.0000 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A C 144A / ABS-O (US210927AD18) | 10.93 | -9.42 | 0.0246 | -0.0021 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A C 144A / ABS-O (US210927AD18) | 10.93 | -9.42 | 0.0246 | -0.0021 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A C 144A / ABS-O (US21055PAD69) | 10.93 | -9.50 | 0.0246 | -0.0021 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A C 144A / ABS-O (US21055PAD69) | 10.93 | -9.50 | 0.0246 | -0.0021 | |||||
| BBV / Banco Bilbao Vizcaya Argentaria, S.A. - Depositary Receipt (Common Stock) | 10.92 | 0.49 | 0.0246 | 0.0005 | |||||
| BBV / Banco Bilbao Vizcaya Argentaria, S.A. - Depositary Receipt (Common Stock) | 10.92 | 0.49 | 0.0246 | 0.0005 | |||||
| US74927UAA60 / RBSGC MORTGAGE PASS THROUGH CE RBSGC 2005 RP1 1F 144A | 10.92 | -1.40 | 0.0246 | 0.0001 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A C 144A / ABS-O (US210928AD90) | 10.90 | -9.07 | 0.0245 | -0.0020 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A C 144A / ABS-O (US210928AD90) | 10.90 | -9.07 | 0.0245 | -0.0020 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A B 144A / ABS-O (US210927AC35) | 10.89 | -9.40 | 0.0245 | -0.0021 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A B 144A / ABS-O (US210927AC35) | 10.89 | -9.40 | 0.0245 | -0.0021 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A B 144A / ABS-O (US21055PAC86) | 10.89 | -9.48 | 0.0245 | -0.0021 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A B 144A / ABS-O (US21055PAC86) | 10.89 | -9.48 | 0.0245 | -0.0021 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A B 144A / ABS-O (US210928AC18) | 10.86 | -9.04 | 0.0244 | -0.0020 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A B 144A / ABS-O (US210928AC18) | 10.86 | -9.04 | 0.0244 | -0.0020 | |||||
| 967BVF000 / RIPONSPVASSETS 3MSONIA + 0BP | 10.83 | 3.83 | 0.0244 | 0.0013 | |||||
| BINOM SECURITIZATION TRUST BINOM 2022 INV1 A1 144A / ABS-MBS (US090975AA18) | 10.81 | -4.11 | 0.0243 | -0.0006 | |||||
| BINOM SECURITIZATION TRUST BINOM 2022 INV1 A1 144A / ABS-MBS (US090975AA18) | 10.81 | -4.11 | 0.0243 | -0.0006 | |||||
| XS2341633456 / BLUEMOUNTAIN FUJI EUR CLO BLUME 3A A1R 144A | 10.80 | -7.67 | 0.0243 | -0.0016 | |||||
| US60687YBL20 / Mizuho Financial Group Inc | 10.77 | 1.63 | 0.0242 | 0.0008 | |||||
| US86563VBG32 / Sumitomo Mitsui Trust Bank Ltd | 10.76 | 0.13 | 0.0242 | 0.0004 | |||||
| US86563VBG32 / Sumitomo Mitsui Trust Bank Ltd | 10.76 | 0.13 | 0.0242 | 0.0004 | |||||
| XS1908328484 / PROTEUS RMBS DAC PROTE 1A ER 144A | 10.75 | 8.44 | 0.0242 | 0.0022 | |||||
| US12594MBC10 / COMM 16-COR1 A4 3.091% 10-10-49/08-10-26 | 10.75 | 1.60 | 0.0242 | 0.0008 | |||||
| US05549RAA59 / BBCMS TRUST 2018-CBM BBCMS 2018-CBM A | 10.67 | -1.24 | 0.0240 | 0.0001 | |||||
| US75406EAF88 / RASC Series 2006-KS4 Trust | 10.66 | -5.95 | 0.0240 | -0.0011 | |||||
| US07386HSY89 / Bear Stearns ALT-A Trust 2005-4 | 10.65 | -2.13 | 0.0240 | -0.0001 | |||||
| USP78024AF61 / REPUBLIC OF PERU SR UNSECURED REGS 08/32 6.15 | 10.63 | 6.77 | 0.0239 | 0.0019 | |||||
| US29278GAN88 / Enel Finance International NV | 10.55 | 1.56 | 0.0237 | 0.0007 | |||||
| O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) | 10.53 | -1.36 | 0.0237 | 0.0001 | |||||
| RIPON MORTGAGES RIPON 2025 1A R 144A / ABS-MBS (XS2982125010) | 10.53 | 9.54 | 0.0237 | 0.0024 | |||||
| RIPON MORTGAGES RIPON 2025 1A R 144A / ABS-MBS (XS2982125010) | 10.53 | 9.54 | 0.0237 | 0.0024 | |||||
| US68400DAE40 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 1 2A3 | 10.47 | -1.46 | 0.0236 | 0.0000 | |||||
| BANC OF AMERICA MERRILL LYNCH BAMLL 2025 HMST B 144A / ABS-MBS (US05555XAB10) | 10.47 | 0.99 | 0.0236 | 0.0006 | |||||
| BANC OF AMERICA MERRILL LYNCH BAMLL 2025 HMST B 144A / ABS-MBS (US05555XAB10) | 10.47 | 0.99 | 0.0236 | 0.0006 | |||||
| US620076BT59 / Motorola Solutions Inc | 10.45 | 1.56 | 0.0235 | 0.0007 | |||||
| US05534AAR23 / BCAP LLC TRUST BCAP 2011 RR5 15A1 144A | 10.41 | -1.66 | 0.0234 | -0.0000 | |||||
| US404119CP27 / HCA Inc | 10.37 | 0.93 | 0.0233 | 0.0006 | |||||
| US391399AA00 / Great-West Lifeco US Finance 2020 LP | 10.35 | 0.93 | 0.0233 | 0.0006 | |||||
| US92332YAA91 / Venture Global LNG, Inc. | 10.34 | 1.14 | 0.0233 | 0.0006 | |||||
| BARROW FUNDING PLC BARRO 1A C / ABS-MBS (XS2755902074) | 10.31 | 5.07 | 0.0232 | 0.0015 | |||||
| BARROW FUNDING PLC BARRO 1A C / ABS-MBS (XS2755902074) | 10.31 | 5.07 | 0.0232 | 0.0015 | |||||
| US3133BVT708 / FNCL UMBS 5.5 QF7774 02-01-53 | 10.27 | -4.14 | 0.0231 | -0.0006 | |||||
| US466317AA25 / J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURI SER 2022-NLP CL A V/R REGD 144A P/P 1.28650000 | 10.24 | 0.87 | 0.0230 | 0.0006 | |||||
| PCG.PRD / Pacific Gas and Electric Company - Preferred Stock | 10.23 | 0.0230 | 0.0230 | ||||||
| PCG.PRD / Pacific Gas and Electric Company - Preferred Stock | 10.23 | 0.0230 | 0.0230 | ||||||
| US31418EYN48 / FNCL UMBS 6.0 MA5216 12-01-53 | 10.23 | -4.58 | 0.0230 | -0.0007 | |||||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | 10.22 | 0.0230 | 0.0230 | ||||||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | 10.22 | 0.0230 | 0.0230 | ||||||
| US53219LAW90 / LIFEPOINT HEALTH INC | 10.16 | 1.48 | 0.0229 | 0.0007 | |||||
| XAF6628DAN49 / Numericable U.S. LLC, Term Loan B14 | 10.15 | 0.82 | 0.0228 | 0.0005 | |||||
| US50200YAQ17 / LCM LTD PARTNERSHIP LCM 30A AR 144A | 10.10 | -20.76 | 0.0227 | -0.0055 | |||||
| XS2438026440 / Thames Water Utilities Finance PLC | 10.05 | -5.32 | 0.0226 | -0.0009 | |||||
| US58003UAA60 / MF1 Multifamily Housing Mortgage Loan Trust | 10.02 | -35.58 | 0.0225 | -0.0119 | |||||
| STEPSTNE GRUP MDCO 2 GMBH THE USD TERM LOAN / LON (BA000BVC2) | 10.02 | -1.65 | 0.0225 | -0.0000 | |||||
| US80000XAC39 / SANDERS RE III LTD UNSECURED 144A 04/29 VAR | 10.01 | -42.20 | 0.0225 | -0.0158 | |||||
| US31418ELY40 / FEDERAL NATIONAL MORTGAGE ASSOCIATION | 10.00 | -3.00 | 0.0225 | -0.0003 | |||||
| US40139LBA08 / Guardian Life Global Funding | 9.99 | 1.08 | 0.0225 | 0.0006 | |||||
| CREDIT OPPORTUNITIES PARTNERS 2025A SR UNSECD NT TRANCHE A / DBT (955SEWII1) | 9.97 | 0.0224 | 0.0224 | ||||||
| CREDIT OPPORTUNITIES PARTNERS 2025A SR UNSECD NT TRANCHE A / DBT (955SEWII1) | 9.97 | 0.0224 | 0.0224 | ||||||
| US345370DA55 / Ford Motor Co | 9.95 | 2.29 | 0.0224 | 0.0009 | |||||
| US842400HF31 / Southern California Edison Co | 9.93 | -3.47 | 0.0223 | -0.0004 | |||||
| US38239JAA97 / Goodman US Finance Three LLC | 9.90 | 0.88 | 0.0223 | 0.0005 | |||||
| US70069FDN42 / PARK PLACE SECURITIES INC PPSI 2004 WWF1 M5 | 9.88 | -5.91 | 0.0222 | -0.0010 | |||||
| US023765AA88 / American Airlines 2016-2 Class AA Pass Through Trust | 9.87 | -2.96 | 0.0222 | -0.0003 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A A1 144A / ABS-O (US21056EAA64) | 9.86 | -30.47 | 0.0222 | -0.0092 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A A1 144A / ABS-O (US21056EAA64) | 9.86 | -30.47 | 0.0222 | -0.0092 | |||||
| US18539UAD72 / Clearway Energy Operating LLC | 9.83 | 4.50 | 0.0221 | 0.0013 | |||||
| US46592TBL61 / JP MORGAN MORTGAGE TRUST JPMMT 2021 8 A12 144A | 9.83 | -2.28 | 0.0221 | -0.0002 | |||||
| US90276FAW41 / UBS Commercial Mortgage Trust 2018-C10 | 9.83 | 0.48 | 0.0221 | 0.0005 | |||||
| US95001ABD72 / Wells Fargo Commercial Mortgage Trust 2017-C41 | 9.82 | 0.83 | 0.0221 | 0.0005 | |||||
| US3140N0TH82 / FNMA 30YR 4.5% 10/01/2052#BW7751 | 9.79 | -7.19 | 0.0220 | -0.0013 | |||||
| US636180BR19 / National Fuel Gas Co | 9.73 | 0.60 | 0.0219 | 0.0005 | |||||
| US694308HW04 / PACIFIC GAS + ELECTRIC SR UNSECURED 12/27 3.3 | 9.68 | 0.84 | 0.0218 | 0.0005 | |||||
| US46647PCB04 / JPMorgan Chase & Co | 9.67 | 0.74 | 0.0218 | 0.0005 | |||||
| US3132DNBC65 / FED HM LN PC POOL SD0935 FR 04/52 FIXED 3 | 9.61 | -1.82 | 0.0216 | -0.0000 | |||||
| US00500RAA32 / ACREC 2021-FL1 Ltd | 9.60 | -4.05 | 0.0216 | -0.0005 | |||||
| US89231WAA18 / Toyota Auto Loan Extended Note Trust 2023-1 | 9.60 | 0.41 | 0.0216 | 0.0004 | |||||
| POLESTAR RE LTD UNSECURED 144A 01/27 VAR / DBT (US73110JAB89) | 9.51 | 0.96 | 0.0214 | 0.0005 | |||||
| POLESTAR RE LTD UNSECURED 144A 01/27 VAR / DBT (US73110JAB89) | 9.51 | 0.96 | 0.0214 | 0.0005 | |||||
| US84751PHA03 / SPECIALTY UNDERWRITING + RESID SURF 2005 BC3 M3 | 9.50 | -1.57 | 0.0214 | 0.0000 | |||||
| US532522AA74 / LIMA METRO LINE 2 144A LIFE SR SEC SF 5.875% 07-05-34 | 9.48 | -1.59 | 0.0213 | 0.0000 | |||||
| FNMA POOL DB5275 FN 06/54 FIXED 5.5 / ABS-MBS (US3140AE2H16) | 9.45 | -0.73 | 0.0213 | 0.0002 | |||||
| FNMA POOL DB5275 FN 06/54 FIXED 5.5 / ABS-MBS (US3140AE2H16) | 9.45 | -0.73 | 0.0213 | 0.0002 | |||||
| US88880LAR42 / TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/34 FIXED 3.401 | 9.44 | 1.35 | 0.0212 | 0.0006 | |||||
| SCE.PRK / SCE Trust V - Preferred Security | 9.40 | 0.37 | 0.0211 | 0.0004 | |||||
| SCE.PRK / SCE Trust V - Preferred Security | 9.40 | 0.37 | 0.0211 | 0.0004 | |||||
| US3140QNYG10 / FNMA 30YR 3% 03/01/2052#CB3410 | 9.40 | -2.42 | 0.0211 | -0.0002 | |||||
| TREASURY BILL 07/25 0.00000 / DBT (US912797PG65) | 9.35 | 0.0210 | 0.0210 | ||||||
| TREASURY BILL 07/25 0.00000 / DBT (US912797PG65) | 9.35 | 0.0210 | 0.0210 | ||||||
| US36257UAL17 / GS Mortgage Securities Trust 2019-GC42 | 9.34 | 1.91 | 0.0210 | 0.0007 | |||||
| US466308AE30 / J.P. MORGAN ALTERNATIVE LOAN T JPALT 2008 R3 3A1 144A | 9.32 | -1.56 | 0.0210 | 0.0000 | |||||
| US446413AZ96 / Huntington Ingalls Industries Inc | 9.31 | 1.95 | 0.0210 | 0.0007 | |||||
| US61749QAE08 / MORGAN STANLEY IXIS REAL ESTAT MSIX 2006 1 A4 | 9.30 | -2.33 | 0.0209 | -0.0002 | |||||
| US07401NAA72 / BEAR STEARNS MORTGAGE FUNDING TRUST 2006 | 9.29 | -0.17 | 0.0209 | 0.0003 | |||||
| US89115A2M37 / Toronto-Dominion Bank | 9.29 | -29.75 | 0.0209 | -0.0084 | |||||
| US00130HCG83 / CORP. NOTE | 9.27 | 2.28 | 0.0209 | 0.0008 | |||||
| US02376AAA79 / American Airlines Pass Through Trust, Series 2017-2, Class AA | 9.27 | -3.87 | 0.0208 | -0.0005 | |||||
| US021455AE00 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC4 2A3 | 9.26 | -0.52 | 0.0208 | 0.0002 | |||||
| US3140XJ4D27 / Federal National Mortgage Association, Inc. | 9.22 | -2.55 | 0.0207 | -0.0002 | |||||
| US77587UAL61 / ROMARK CLO LTD RMRK 2017 1A A1R 144A | 9.21 | -36.92 | 0.0207 | -0.0116 | |||||
| XS2229875989 / Ford Motor Credit Co LLC | 9.20 | 8.90 | 0.0207 | 0.0020 | |||||
| US694308HS91 / Pacific Gal Elec Bond | 9.19 | 0.55 | 0.0207 | 0.0004 | |||||
| US38122ND823 / Golden State Tobacco Securitization Corp | 9.15 | -18.45 | 0.0206 | -0.0043 | |||||
| US23636AAZ49 / Danske Bank A/S | 9.14 | 0.73 | 0.0206 | 0.0005 | |||||
| US928563AF20 / VMware Inc | 9.14 | 1.29 | 0.0206 | 0.0006 | |||||
| US345397ZW60 / Ford Motor Credit Co. LLC | 9.14 | 0.61 | 0.0206 | 0.0005 | |||||
| US863613AA32 / Structured Asset Securities Corp Mortgage Loan Trust 2007-MLN1 | 9.13 | -0.61 | 0.0205 | 0.0002 | |||||
| FNMA POOL DB0816 FN 04/54 FIXED 5.5 / ABS-MBS (US3140A94A59) | 9.10 | -0.15 | 0.0205 | 0.0003 | |||||
| FNMA POOL DB0816 FN 04/54 FIXED 5.5 / ABS-MBS (US3140A94A59) | 9.10 | -0.15 | 0.0205 | 0.0003 | |||||
| US61753KAC09 / Morgan Stanley ABS Capital I Inc Trust 2007-HE5 | 9.09 | -0.77 | 0.0205 | 0.0002 | |||||
| XS1697701826 / WARWICK FINANCE RESIDENTIAL MO WARW 3A D 144A | 9.09 | 6.55 | 0.0204 | 0.0016 | |||||
| US86358EPQ34 / STRUCTURED ASSET INVESTMENT LO SAIL 2004 11 M1 | 9.09 | -6.94 | 0.0204 | -0.0012 | |||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 9.03 | 1.37 | 0.0203 | 0.0006 | |||||
| XS1697706890 / WARWICK FINANCE RESIDENTIAL MO WARW 3A E 144A | 9.01 | 6.64 | 0.0203 | 0.0016 | |||||
| US931427AQ19 / Walgreens Boots Alliance Inc | 9.01 | -0.30 | 0.0203 | 0.0003 | |||||
| HARDWOOD FUNDING LLC CORP0HRD7 / DBT (955NUHII7) | 8.95 | 0.0201 | 0.0201 | ||||||
| HARDWOOD FUNDING LLC CORP0HRD7 / DBT (955NUHII7) | 8.95 | 0.0201 | 0.0201 | ||||||
| US92539XAA28 / Verus Securitization Trust 2023-6 | 8.95 | -7.85 | 0.0201 | -0.0014 | |||||
| US36298GAA76 / GSPA MONETIZATION TRUST PASS THRU CE 144A 10/29 6.422 | 8.95 | -3.89 | 0.0201 | -0.0005 | |||||
| US46652VBK08 / JP MORGAN MORTGAGE TRUST JPMMT 2021 4 A12 144A | 8.93 | -2.19 | 0.0201 | -0.0001 | |||||
| US90931CAA62 / United Airlines Pass Through Trust, Series 2019-1, Class AA | 8.90 | 0.11 | 0.0200 | 0.0003 | |||||
| US02005NBU37 / Ally Financial Inc | 8.87 | 1.09 | 0.0200 | 0.0005 | |||||
| TREASURY BILL 08/25 0.00000 / DBT (US912797PP64) | 8.87 | 0.0199 | 0.0199 | ||||||
| TREASURY BILL 08/25 0.00000 / DBT (US912797PP64) | 8.87 | 0.0199 | 0.0199 | ||||||
| US44891ACR68 / Hyundai Capital America | 8.86 | 0.51 | 0.0199 | 0.0004 | |||||
| XS2307740642 / JUBILEE CDO BV JUBIL 2016 17A A2RR 144A | 8.83 | 8.46 | 0.0199 | 0.0018 | |||||
| ROUNDSTONE SECURITIES RNST 2A F 144A / ABS-MBS (XS2779837298) | 8.81 | 11.60 | 0.0198 | 0.0023 | |||||
| ROUNDSTONE SECURITIES RNST 2A F 144A / ABS-MBS (XS2779837298) | 8.81 | 11.60 | 0.0198 | 0.0023 | |||||
| US37940XAE22 / Global Payments Inc | 8.79 | 0.83 | 0.0198 | 0.0005 | |||||
| US38376RMP81 / GNMA, Series 2015-H32, Class FA | 8.76 | -14.25 | 0.0197 | -0.0029 | |||||
| US68389FJJ49 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 4 M2 | 8.73 | -5.56 | 0.0196 | -0.0008 | |||||
| FR00140063V5 / ELECTRICITE DE FRANCE RT SCRIP 12/31/49 | 8.72 | 0.21 | 0.0196 | 0.0004 | |||||
| FR00140063V5 / ELECTRICITE DE FRANCE RT SCRIP 12/31/49 | 8.72 | 0.21 | 0.0196 | 0.0004 | |||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 8.71 | 0.85 | 0.0196 | 0.0005 | |||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 8.71 | 0.85 | 0.0196 | 0.0005 | |||||
| US22160NAA72 / CoStar Group Inc | 8.69 | 1.60 | 0.0195 | 0.0006 | |||||
| US418751AD59 / HAT Holdings I LLC / HAT Holdings II LLC | 8.68 | 3.21 | 0.0195 | 0.0009 | |||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 8.68 | 0.0195 | 0.0195 | ||||||
| US05369AAN19 / Aviation Capital Group LLC | 8.67 | 0.64 | 0.0195 | 0.0004 | |||||
| PERFORMER FUNDING PERFF 1A E 144A / ABS-O (XS2721093545) | 8.66 | 6.04 | 0.0195 | 0.0014 | |||||
| PERFORMER FUNDING PERFF 1A E 144A / ABS-O (XS2721093545) | 8.66 | 6.04 | 0.0195 | 0.0014 | |||||
| US08576PAH47 / Berry Global Inc | 8.65 | 0.76 | 0.0195 | 0.0005 | |||||
| US31418DKC55 / FANNIE MAE POOL UMBS P#MA3890 3.00000000 | 8.65 | -1.82 | 0.0195 | -0.0000 | |||||
| US95002EBB20 / WELLS FARGO TR 2013-LC12 2.725% 02/15/2053 | 8.65 | 1.36 | 0.0195 | 0.0006 | |||||
| US38376RQN97 / GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H04 FK | 8.63 | -17.18 | 0.0194 | -0.0037 | |||||
| IRS AUD 4.50000 09/20/23-10Y LCH / DIR (EZGXS4F4YYN6) | 8.62 | 100.14 | 0.0194 | 0.0099 | |||||
| IRS AUD 4.50000 09/20/23-10Y LCH / DIR (EZGXS4F4YYN6) | 8.62 | 100.14 | 0.0194 | 0.0099 | |||||
| US65535HAS85 / Nomura Holdings Inc | 8.62 | 1.75 | 0.0194 | 0.0006 | |||||
| US161175AY09 / Charter Communications Operating LLC / Charter Communications Operating Capital | 8.62 | 0.01 | 0.0194 | 0.0003 | |||||
| FED HM LN PC POOL QI4071 FR 04/54 FIXED 5.5 / ABS-MBS (US3133WAQY71) | 8.60 | -4.30 | 0.0193 | -0.0005 | |||||
| FED HM LN PC POOL QI4071 FR 04/54 FIXED 5.5 / ABS-MBS (US3133WAQY71) | 8.60 | -4.30 | 0.0193 | -0.0005 | |||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 8.59 | 0.0193 | 0.0193 | ||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 8.59 | 0.0193 | 0.0193 | ||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 8.59 | 0.0193 | 0.0193 | ||||||
| CDX ITRAXX XOV38 5Y 35-100% SP GST / DCR (EZHPR21Q7MJ8) | 8.59 | 0.0193 | 0.0193 | ||||||
| CDX ITRAXX XOV38 5Y 35-100% SP GST / DCR (EZHPR21Q7MJ8) | 8.59 | 0.0193 | 0.0193 | ||||||
| US36179TXW07 / Ginnie Mae II Pool | 8.58 | -2.03 | 0.0193 | -0.0001 | |||||
| VICI PROPERTIES LP SR UNSECURED 04/28 4.75 / DBT (US925650AJ26) | 8.57 | 0.57 | 0.0193 | 0.0004 | |||||
| VICI PROPERTIES LP SR UNSECURED 04/28 4.75 / DBT (US925650AJ26) | 8.57 | 0.57 | 0.0193 | 0.0004 | |||||
| US08161NAD93 / BENCHMARK MORTGAGE TRUST BMARK 2020 B16 ASB | 8.57 | -4.08 | 0.0193 | -0.0005 | |||||
| US49427RAQ56 / Kilroy Realty LP | 8.54 | 1.52 | 0.0192 | 0.0006 | |||||
| US00652XAA63 / Adani Transmission Ltd | 8.54 | 2.78 | 0.0192 | 0.0008 | |||||
| RIPON MORTGAGES RIPON 2025 1A E 144A / ABS-MBS (XS2982124047) | 8.53 | 6.91 | 0.0192 | 0.0015 | |||||
| RIPON MORTGAGES RIPON 2025 1A E 144A / ABS-MBS (XS2982124047) | 8.53 | 6.91 | 0.0192 | 0.0015 | |||||
| FED HM LN PC POOL QI4073 FR 04/54 FIXED 5.5 / ABS-MBS (US3133WAQ274) | 8.51 | -0.22 | 0.0191 | 0.0003 | |||||
| FED HM LN PC POOL QI4073 FR 04/54 FIXED 5.5 / ABS-MBS (US3133WAQ274) | 8.51 | -0.22 | 0.0191 | 0.0003 | |||||
| US85205TAN00 / Spirit AeroSystems Inc | 8.50 | -0.54 | 0.0191 | 0.0002 | |||||
| FNMA POOL BZ2240 FN 12/29 FIXED 4.045 / ABS-MBS (US3140NWP258) | 8.49 | 0.96 | 0.0191 | 0.0005 | |||||
| FNMA POOL BZ2240 FN 12/29 FIXED 4.045 / ABS-MBS (US3140NWP258) | 8.49 | 0.96 | 0.0191 | 0.0005 | |||||
| CREDIT OPPORTUNITIES PARTNERS 2025A SR UNSECD NT TRANCHE B / DBT (955SEVII3) | 8.49 | 0.0191 | 0.0191 | ||||||
| CREDIT OPPORTUNITIES PARTNERS 2025A SR UNSECD NT TRANCHE B / DBT (955SEVII3) | 8.49 | 0.0191 | 0.0191 | ||||||
| US12668KAD54 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 5 2A3 | 8.48 | -4.48 | 0.0191 | -0.0006 | |||||
| US46645UAT43 / JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 | 8.47 | 0.47 | 0.0191 | 0.0004 | |||||
| US11120VAC72 / Brixmor Operating Partnership LP | 8.47 | 0.38 | 0.0191 | 0.0004 | |||||
| US06051GKP36 / Bank of America Corp | 8.46 | 0.42 | 0.0190 | 0.0004 | |||||
| US07335YAA47 / BDS 2021-FL10 LTD / BDS 2021-FL10 LLC 1ML+135 12/18/2036 144A | 8.45 | -18.08 | 0.0190 | -0.0038 | |||||
| US88880LAS25 / TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/35 FIXED 3.501 | 8.44 | 1.08 | 0.0190 | 0.0005 | |||||
| US36264BAA89 / GPMT LTD. GPMT 2021 FL3 A 144A | 8.44 | -19.44 | 0.0190 | -0.0042 | |||||
| US36179XBR61 / GNMA | 8.44 | -3.31 | 0.0190 | -0.0003 | |||||
| US224939AA67 / Credicorp Capital Sociedad Titulizadora SA | 8.37 | 2.74 | 0.0188 | 0.0008 | |||||
| US07274EAL74 / BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.5% 11-21-33 | 8.37 | 2.05 | 0.0188 | 0.0007 | |||||
| US04002VAA98 / AREIT Trust, Series 2022-CRE6, Class A | 8.36 | -0.26 | 0.0188 | 0.0003 | |||||
| US46652JAW27 / JPMDB Commercial Mortgage Securities Trust 2020-COR7 | 8.35 | 1.45 | 0.0188 | 0.0006 | |||||
| ALAMO RE LTD UNSECURED 144A 06/27 VAR / DBT (US011395AP50) | 8.35 | -0.57 | 0.0188 | 0.0002 | |||||
| ALAMO RE LTD UNSECURED 144A 06/27 VAR / DBT (US011395AP50) | 8.35 | -0.57 | 0.0188 | 0.0002 | |||||
| CA125491AG54 / CI FINANCIAL CO | 8.34 | 0.64 | 0.0188 | 0.0004 | |||||
| CA125491AG54 / CI FINANCIAL CO | 8.34 | 0.64 | 0.0188 | 0.0004 | |||||
| US12668NAA54 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 2 1A | 8.34 | -2.31 | 0.0188 | -0.0001 | |||||
| US38141GYM04 / Goldman Sachs Group Inc/The | 8.33 | 0.96 | 0.0187 | 0.0005 | |||||
| US314382AA01 / Fells Point Funding Trust | 8.32 | 0.97 | 0.0187 | 0.0005 | |||||
| ALAMO RE LTD UNSECURED 144A 06/26 VAR / DBT (US011395AQ34) | 8.31 | -1.06 | 0.0187 | 0.0001 | |||||
| ALAMO RE LTD UNSECURED 144A 06/26 VAR / DBT (US011395AQ34) | 8.31 | -1.06 | 0.0187 | 0.0001 | |||||
| ACI1D58V1 / LOGICOR FINANCING SARL COMPANY GUAR REGS 07/27 1.625 | 8.28 | 10.39 | 0.0186 | 0.0020 | |||||
| VIRGINIA POWER FUEL SEC SR SECURED 05/29 5.088 / DBT (US92808VAA08) | 8.27 | -21.54 | 0.0186 | -0.0047 | |||||
| VIRGINIA POWER FUEL SEC SR SECURED 05/29 5.088 / DBT (US92808VAA08) | 8.27 | -21.54 | 0.0186 | -0.0047 | |||||
| US3133C25K09 / FED HM LN PC POOL QG2650 FR 05/53 FIXED 5 | 8.27 | -0.33 | 0.0186 | 0.0002 | |||||
| US95001VAU44 / Wells Fargo Commercial Mortgage Trust 2019-C51 | 8.26 | 1.26 | 0.0186 | 0.0005 | |||||
| US38382YY644 / Government National Mortgage Association | 8.25 | -0.07 | 0.0186 | 0.0003 | |||||
| US694308GY78 / Pacific Gas & Electric 4.50% Senior Notes 12/15/41 | 8.18 | -1.98 | 0.0184 | -0.0001 | |||||
| US78420MAE93 / SG MORTGAGE SECURITIES TRUST SGMS 2006 OPT2 A3C | 8.18 | -1.62 | 0.0184 | -0.0000 | |||||
| US172983AE85 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 NC1 A2D | 8.16 | -4.75 | 0.0184 | -0.0006 | |||||
| US01882YAC03 / Alliant Energy Finance LLC | 8.15 | 0.23 | 0.0183 | 0.0003 | |||||
| CARVAL CLO LTD CARVL 2018 1A AR 144A / ABS-CBDO (US146865AJ95) | 8.13 | -3.82 | 0.0183 | -0.0004 | |||||
| CARVAL CLO LTD CARVL 2018 1A AR 144A / ABS-CBDO (US146865AJ95) | 8.13 | -3.82 | 0.0183 | -0.0004 | |||||
| US74930PAJ30 / RBSSP RESECURITIZATION TRUST RBSSP 2011 4 5A1 144A | 8.13 | 1.18 | 0.0183 | 0.0005 | |||||
| BANK OF AMERICA CORP SR UNSECURED 01/29 VAR / DBT (US06051GMK21) | 8.12 | 0.42 | 0.0183 | 0.0004 | |||||
| BANK OF AMERICA CORP SR UNSECURED 01/29 VAR / DBT (US06051GMK21) | 8.12 | 0.42 | 0.0183 | 0.0004 | |||||
| ORCL / Oracle Corporation - Depositary Receipt (Common Stock) | 8.11 | 0.25 | 0.0183 | 0.0003 | |||||
| ORCL / Oracle Corporation - Depositary Receipt (Common Stock) | 8.11 | 0.25 | 0.0183 | 0.0003 | |||||
| ATHENE GLOBAL FUNDING SECURED 144A 11/31 5.322 / DBT (US04685A4D06) | 8.07 | 0.75 | 0.0182 | 0.0004 | |||||
| ATHENE GLOBAL FUNDING SECURED 144A 11/31 5.322 / DBT (US04685A4D06) | 8.07 | 0.75 | 0.0182 | 0.0004 | |||||
| US36143L2A26 / GA Global Funding Trust | 8.06 | 0.79 | 0.0181 | 0.0004 | |||||
| US912810SG40 / United States Treasury Inflation Indexed Bonds | 8.05 | -3.71 | 0.0181 | -0.0004 | |||||
| XS1789788889 / KIRKBY RMBS KIRK 1A C 144A | 8.05 | 8.10 | 0.0181 | 0.0016 | |||||
| US11135FAS02 / BROADCOM INC 4.3% 11/15/2032 | 8.03 | 1.62 | 0.0181 | 0.0006 | |||||
| US097023CU76 / BOEING CO 5.04% 05/01/2027 | 8.03 | 0.29 | 0.0181 | 0.0003 | |||||
| US76716XAB82 / RIO OIL FINANCE TRUST SR SECURED 144A 01/27 9.75 | 8.01 | -11.19 | 0.0180 | -0.0019 | |||||
| US00253XAB73 / American Airlines Inc/AAdvantage Loyalty IP Ltd | 8.00 | 2.08 | 0.0180 | 0.0006 | |||||
| US92539YAA01 / Verus Securitization Trust 2023-7 | 7.99 | -7.51 | 0.0180 | -0.0011 | |||||
| US465981AA63 / JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES SER 2023-CCDC CL A REGD 144A P/P 7.23547000 | 7.98 | 0.66 | 0.0180 | 0.0004 | |||||
| PURPLE RE LTD UNSECURED 144A 06/27 VAR / DBT (US74639NAC74) | 7.98 | -3.15 | 0.0180 | -0.0003 | |||||
| PURPLE RE LTD UNSECURED 144A 06/27 VAR / DBT (US74639NAC74) | 7.98 | -3.15 | 0.0180 | -0.0003 | |||||
| US699149AJ91 / Paraguay Government International Bond | 7.96 | 2.51 | 0.0179 | 0.0007 | |||||
| US36166NAK90 / GE Capital Funding LLC | 7.95 | -37.58 | 0.0179 | -0.0103 | |||||
| US31847RAG74 / First American Financial Corp. | 7.95 | 0.37 | 0.0179 | 0.0003 | |||||
| US46652WAA18 / JPMCC 21-410T A 144A 2.28704% 03-05-42/01-07-28 | 7.94 | 1.77 | 0.0179 | 0.0006 | |||||
| GOLUB CAPITAL PARTNERS STATIC GOST 2024 1A A1 144A / ABS-CBDO (US381929AA67) | 7.92 | -6.45 | 0.0178 | -0.0009 | |||||
| CITIBANK NA CITIBANK NA / DBT (US17325FBK30) | 7.92 | 1.03 | 0.0178 | 0.0005 | |||||
| CITIBANK NA CITIBANK NA / DBT (US17325FBK30) | 7.92 | 1.03 | 0.0178 | 0.0005 | |||||
| US05551UAA34 / BIG COMMERCIAL MORTGAGE TRUST 2022-BIG SER 2022-BIG CL A V/R REGD 144A P/P 0.00000000 | 7.91 | -1.59 | 0.0178 | 0.0000 | |||||
| US097023CM50 / Boing Company (The) 2.70%, Due 02/01/2027 | 7.90 | 0.78 | 0.0178 | 0.0004 | |||||
| US3140MHT337 / FNMA POOL BV4169 FN 03/52 FIXED 2 | 7.88 | -3.14 | 0.0177 | -0.0003 | |||||
| US590232AA24 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 SD1 A1 | 7.82 | -0.80 | 0.0176 | 0.0001 | |||||
| US654740BT54 / Nissan Motor Acceptance Corp | 7.81 | -0.62 | 0.0176 | 0.0002 | |||||
| PERFORMER FUNDING PERFF 1A R 144A / ABS-O (XS2721094352) | 7.80 | 9.75 | 0.0176 | 0.0018 | |||||
| PERFORMER FUNDING PERFF 1A R 144A / ABS-O (XS2721094352) | 7.80 | 9.75 | 0.0176 | 0.0018 | |||||
| US172967MS77 / Citigroup Inc | 7.80 | -33.15 | 0.0176 | -0.0083 | |||||
| US26884UAD19 / EPR Properties | 7.76 | 0.84 | 0.0175 | 0.0004 | |||||
| US025816DL03 / American Express Co | 7.75 | -0.39 | 0.0174 | 0.0002 | |||||
| US46647PDG81 / JPMorgan Chase & Co. | 7.74 | 0.40 | 0.0174 | 0.0003 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A R 144A / ABS-O (US210928AL17) | 7.74 | -23.42 | 0.0174 | -0.0050 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A R 144A / ABS-O (US210928AL17) | 7.74 | -23.42 | 0.0174 | -0.0050 | |||||
| H / Hyatt Hotels Corporation | 7.73 | 0.76 | 0.0174 | 0.0004 | |||||
| H / Hyatt Hotels Corporation | 7.73 | 0.76 | 0.0174 | 0.0004 | |||||
| FED HM LN PC POOL QG3948 FR 06/53 FIXED 5 / ABS-MBS (US3133C4L513) | 7.72 | -0.34 | 0.0174 | 0.0002 | |||||
| FED HM LN PC POOL QG3948 FR 06/53 FIXED 5 / ABS-MBS (US3133C4L513) | 7.72 | -0.34 | 0.0174 | 0.0002 | |||||
| US3138ERM647 / Fannie Mae Pool | 7.69 | -7.46 | 0.0173 | -0.0011 | |||||
| US00909DAA19 / Air Canada 2020-2 Class A Pass Through Trust | 7.68 | -9.19 | 0.0173 | -0.0014 | |||||
| IRS AUD 4.50000 09/18/24-10Y LCH / DIR (EZLG541MMLX8) | 7.68 | 115.19 | 0.0173 | 0.0094 | |||||
| IRS AUD 4.50000 09/18/24-10Y LCH / DIR (EZLG541MMLX8) | 7.68 | 115.19 | 0.0173 | 0.0094 | |||||
| US694308JH19 / Pacific Gas and Electric Co | 7.68 | -2.71 | 0.0173 | -0.0002 | |||||
| US3140QQA966 / FNMA POOL CB4531 FN 06/52 FIXED 3 | 7.65 | -0.80 | 0.0172 | 0.0001 | |||||
| MORGAN STANLEY BANK NA SR UNSECURED 10/27 VAR / DBT (US61690U8G80) | 7.61 | 0.28 | 0.0171 | 0.0003 | |||||
| MORGAN STANLEY BANK NA SR UNSECURED 10/27 VAR / DBT (US61690U8G80) | 7.61 | 0.28 | 0.0171 | 0.0003 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A R 144A / ABS-O (US210927AL34) | 7.60 | -24.64 | 0.0171 | -0.0052 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A R 144A / ABS-O (US210927AL34) | 7.60 | -24.64 | 0.0171 | -0.0052 | |||||
| A1PP34 / AppLovin Corporation - Depositary Receipt (Common Stock) | 7.60 | 0.90 | 0.0171 | 0.0004 | |||||
| A1PP34 / AppLovin Corporation - Depositary Receipt (Common Stock) | 7.60 | 0.90 | 0.0171 | 0.0004 | |||||
| US84751PLM94 / SPECIALTY UNDERWRITING + RESID SURF 2006 BC2 A2B | 7.59 | -1.82 | 0.0171 | -0.0000 | |||||
| SCE.PRK / SCE Trust V - Preferred Security | 7.58 | 0.45 | 0.0171 | 0.0003 | |||||
| SCE.PRK / SCE Trust V - Preferred Security | 7.58 | 0.45 | 0.0171 | 0.0003 | |||||
| BK / The Bank of New York Mellon Corporation - Depositary Receipt (Common Stock) | 7.58 | -33.90 | 0.0170 | -0.0083 | |||||
| BK / The Bank of New York Mellon Corporation - Depositary Receipt (Common Stock) | 7.58 | -33.90 | 0.0170 | -0.0083 | |||||
| US05492TBP49 / BBCMS Trust | 7.56 | 1.48 | 0.0170 | 0.0005 | |||||
| US88522TAA88 / THORNBURG MORTGAGE SECURITIES TMST 2007 5 1A1 | 7.54 | -0.92 | 0.0170 | 0.0001 | |||||
| US61747YFA82 / Morgan Stanley | 7.53 | 0.37 | 0.0169 | 0.0003 | |||||
| US05971AAG67 / Banco BTG Pactual SA/Cayman Islands | 7.51 | 0.47 | 0.0169 | 0.0003 | |||||
| US75973PAA75 / ReNew Wind Energy AP2 / ReNew Power Pvt Ltd other 9 Subsidiaries | 7.50 | 2.18 | 0.0169 | 0.0006 | |||||
| KOREA DEVELOPMENT BANK SR UNSECURED 10/26 VAR / DBT (US500630DY12) | 7.50 | -0.07 | 0.0169 | 0.0003 | |||||
| KOREA DEVELOPMENT BANK SR UNSECURED 10/26 VAR / DBT (US500630DY12) | 7.50 | -0.07 | 0.0169 | 0.0003 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA A1 144A / ABS-O (US21050UAA60) | 7.49 | -31.74 | 0.0169 | -0.0074 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA A1 144A / ABS-O (US21050UAA60) | 7.49 | -31.74 | 0.0169 | -0.0074 | |||||
| US345397ZR75 / Ford Motor Credit Co., LLC | 7.48 | 1.42 | 0.0168 | 0.0005 | |||||
| UNITED WHOLESALE MORTGAGE LLC UWM 2021 INV3 A4 144A / ABS-MBS (US90355RAE27) | 7.47 | -1.75 | 0.0168 | -0.0000 | |||||
| UNITED WHOLESALE MORTGAGE LLC UWM 2021 INV3 A4 144A / ABS-MBS (US90355RAE27) | 7.47 | -1.75 | 0.0168 | -0.0000 | |||||
| US36179UH540 / Ginnie Mae II Pool | 7.46 | -2.01 | 0.0168 | -0.0001 | |||||
| RIPON MORTGAGES RIPON 2025 1A F 144A / ABS-MBS (XS2982124120) | 7.45 | 6.89 | 0.0168 | 0.0013 | |||||
| RIPON MORTGAGES RIPON 2025 1A F 144A / ABS-MBS (XS2982124120) | 7.45 | 6.89 | 0.0168 | 0.0013 | |||||
| US42806MBA62 / Hertz Vehicle Financing LLC | 7.44 | -49.93 | 0.0167 | -0.0162 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A R 144A / ABS-O (US21055PAG90) | 7.44 | -24.22 | 0.0167 | -0.0050 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A R 144A / ABS-O (US21055PAG90) | 7.44 | -24.22 | 0.0167 | -0.0050 | |||||
| TOWD POINT MORTGAGE TRUST TPMT 2016 1 B2 144A / ABS-MBS (US89172EAL83) | 7.42 | 0.84 | 0.0167 | 0.0004 | |||||
| TOWD POINT MORTGAGE TRUST TPMT 2016 1 B2 144A / ABS-MBS (US89172EAL83) | 7.42 | 0.84 | 0.0167 | 0.0004 | |||||
| BAMLL COML MTG SECS TR 2024 04/42 1 / ABS-MBS (US05554WAB46) | 7.41 | 6.68 | 0.0167 | 0.0013 | |||||
| BAMLL COML MTG SECS TR 2024 04/42 1 / ABS-MBS (US05554WAB46) | 7.41 | 6.68 | 0.0167 | 0.0013 | |||||
| US3136ATZ563 / FANNIE MAE FNR 2016 76 FA | 7.41 | -2.26 | 0.0167 | -0.0001 | |||||
| US36262RAJ68 / GS MORTGAGE BACKED SECURITIES 01/52 1 | 7.40 | -1.82 | 0.0166 | -0.0000 | |||||
| US40430HER57 / HSI Asset Securitization Corp Trust 2006-NC1 | 7.39 | 0.39 | 0.0166 | 0.0003 | |||||
| US073873AA90 / BEAR STEARNS ALT A TRUST BALTA 2006 5 1A1 | 7.37 | -1.13 | 0.0166 | 0.0001 | |||||
| US17291GAA40 / CITIGROUP COMMERCIAL MORTGAGE CGCMT 2021 KEYS A 144A | 7.36 | -0.01 | 0.0166 | 0.0003 | |||||
| US12528YAF07 / Cantor Commercial Real Estate Lending 2019-CF2 | 7.34 | 1.89 | 0.0165 | 0.0006 | |||||
| US92230AAA43 / VASA Trust 2021-VASA | 7.34 | 0.05 | 0.0165 | 0.0003 | |||||
| BANC OF AMERICA MERRILL LYNCH 05/56 1 / ABS-MBS (US05494AAG40) | 7.34 | 2.95 | 0.0165 | 0.0007 | |||||
| BANC OF AMERICA MERRILL LYNCH 05/56 1 / ABS-MBS (US05494AAG40) | 7.34 | 2.95 | 0.0165 | 0.0007 | |||||
| US36179UCC45 / Ginnie Mae II Pool | 7.32 | -2.47 | 0.0165 | -0.0001 | |||||
| FNMA POOL DB3754 FN 05/54 FIXED 5.5 / ABS-MBS (US3140ADE499) | 7.32 | -0.20 | 0.0165 | 0.0002 | |||||
| FNMA POOL DB3754 FN 05/54 FIXED 5.5 / ABS-MBS (US3140ADE499) | 7.32 | -0.20 | 0.0165 | 0.0002 | |||||
| US073879WD61 / BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE5 M4 | 7.31 | 0.33 | 0.0165 | 0.0003 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A C 144A / ABS-O (US21056EAD04) | 7.31 | -9.50 | 0.0164 | -0.0014 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A C 144A / ABS-O (US21056EAD04) | 7.31 | -9.50 | 0.0164 | -0.0014 | |||||
| US617526AE83 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A2C | 7.29 | -1.31 | 0.0164 | 0.0000 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A B 144A / ABS-O (US21056EAC21) | 7.29 | -9.47 | 0.0164 | -0.0014 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A B 144A / ABS-O (US21056EAC21) | 7.29 | -9.47 | 0.0164 | -0.0014 | |||||
| US3140QNW249 / FNMA POOL CB3364 FN 04/52 FIXED 3 | 7.26 | -2.17 | 0.0163 | -0.0001 | |||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A B / ABS-MBS (XS2859749686) | 7.25 | 9.05 | 0.0163 | 0.0016 | |||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A B / ABS-MBS (XS2859749686) | 7.25 | 9.05 | 0.0163 | 0.0016 | |||||
| T MOBILE USA INC T MOBILE USA INC / DBT (US87264ADL61) | 7.25 | 1.13 | 0.0163 | 0.0004 | |||||
| T MOBILE USA INC T MOBILE USA INC / DBT (US87264ADL61) | 7.25 | 1.13 | 0.0163 | 0.0004 | |||||
| US3137FUKP89 / Freddie Mac REMICS | 7.20 | -5.46 | 0.0162 | -0.0007 | |||||
| US03881BAE39 / Arbor Multifamily Mortgage Securities Trust 2020-MF1 | 7.20 | 1.38 | 0.0162 | 0.0005 | |||||
| US12655TBM09 / COMM MORTGAGE TRUST COMM 2019 GC44 A5 | 7.18 | 1.44 | 0.0161 | 0.0005 | |||||
| US44107TAY29 / Host Hotels & Resorts LP | 7.18 | 1.56 | 0.0161 | 0.0005 | |||||
| US92539BAA08 / Verus Securitization Trust 2023-1 | 7.14 | -3.31 | 0.0161 | -0.0003 | |||||
| US3136AVB651 / FANNIE MAE FNR 2017 16 FM | 7.14 | -3.75 | 0.0161 | -0.0004 | |||||
| FR00140063V5 / ELECTRICITE DE FRANCE RT SCRIP 12/31/49 | 7.13 | -0.13 | 0.0160 | 0.0002 | |||||
| FR00140063V5 / ELECTRICITE DE FRANCE RT SCRIP 12/31/49 | 7.13 | -0.13 | 0.0160 | 0.0002 | |||||
| US48129RAX35 / JPMDB COMMERCIAL MORTGAGE SECU JPMDB 2019 COR6 A4 | 7.08 | 1.65 | 0.0159 | 0.0005 | |||||
| US24703TAD81 / CORP. NOTE | 7.06 | -0.34 | 0.0159 | 0.0002 | |||||
| US80622GAD60 / Scentre Group Trust 1 / Scentre Group Trust 2 | 7.06 | 0.26 | 0.0159 | 0.0003 | |||||
| US040104QP95 / ARGENT SECURITIES INC. ARSI 2005 W5 A2D | 7.04 | 0.27 | 0.0158 | 0.0003 | |||||
| US38376R4U70 / GNMA, Series 2017-H14, Class FG | 7.03 | -11.25 | 0.0158 | -0.0017 | |||||
| US38376RJ724 / GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H24 F | 7.03 | -12.31 | 0.0158 | -0.0019 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A B / ABS-O (US21050QAC15) | 6.98 | 0.46 | 0.0157 | 0.0003 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A B / ABS-O (US21050QAC15) | 6.98 | 0.46 | 0.0157 | 0.0003 | |||||
| US52107QAJ40 / Lazard Group LLC | 6.98 | 0.66 | 0.0157 | 0.0004 | |||||
| US3133C1FP02 / FED HM LN PC POOL QG1074 FR 04/53 FIXED 5.5 | 6.94 | -3.54 | 0.0156 | -0.0003 | |||||
| US90276XAV73 / UBS Commercial Mortgage Trust | 6.92 | 0.85 | 0.0156 | 0.0004 | |||||
| XS0248588047 / RMAC Securities No 1 PLC | 6.91 | 1.62 | 0.0156 | 0.0005 | |||||
| US01F0424758 / Fannie Mae or Freddie Mac | 6.91 | -2.68 | 0.0155 | 0.0038 | |||||
| BARROW FUNDING PLC BARRO 1A D / ABS-MBS (XS2755902587) | 6.90 | 5.46 | 0.0155 | 0.0010 | |||||
| BARROW FUNDING PLC BARRO 1A D / ABS-MBS (XS2755902587) | 6.90 | 5.46 | 0.0155 | 0.0010 | |||||
| US3132XSBA76 / FED HM LN PC POOL Q50032 FG 08/47 FIXED 4 | 6.89 | -1.08 | 0.0155 | 0.0001 | |||||
| US12595RAA41 / CSMCM TRUST CERTIFICATES CSMCM 2018 RPL1 CERT 144A | 6.89 | 0.28 | 0.0155 | 0.0003 | |||||
| VENTURE GLOBAL LNG INC VENTURE GLOBAL LNG INC / DBT (US92332YAE14) | 6.88 | 2.63 | 0.0155 | 0.0006 | |||||
| VENTURE GLOBAL LNG INC VENTURE GLOBAL LNG INC / DBT (US92332YAE14) | 6.88 | 2.63 | 0.0155 | 0.0006 | |||||
| US05491UBD90 / BBCMS Mortgage Trust, Series 2018-C2, Class A5 | 6.88 | -0.36 | 0.0155 | 0.0002 | |||||
| US928668BV31 / Volkswagen Group of America Finance LLC | 6.88 | -0.12 | 0.0155 | 0.0002 | |||||
| US023770AA81 / American Airlin Bond | 6.87 | -4.28 | 0.0155 | -0.0004 | |||||
| US45668NAC11 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR41 A3 | 6.85 | -7.84 | 0.0154 | -0.0010 | |||||
| US90932JAA07 / United Airlines 2019-2 Class AA Pass Through Trust | 6.85 | -2.52 | 0.0154 | -0.0001 | |||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | 6.82 | 0.0153 | 0.0153 | ||||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | 6.82 | 0.0153 | 0.0153 | ||||||
| US48250LAW90 / KKR FINANCIAL CLO LTD 07/30 1 | 6.81 | -38.69 | 0.0153 | -0.0093 | |||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | 6.81 | 0.0153 | 0.0153 | ||||||
| US15189XBD93 / CenterPoint Energy Houston Electric LLC | 6.81 | 0.73 | 0.0153 | 0.0004 | |||||
| US38376RNF90 / GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H33 FA | 6.79 | -13.53 | 0.0153 | -0.0021 | |||||
| XS2264968665 / Ivory Coast Government International Bond | 6.78 | 10.85 | 0.0153 | 0.0017 | |||||
| XS2264968665 / Ivory Coast Government International Bond | 6.78 | 10.85 | 0.0153 | 0.0017 | |||||
| US126395AA04 / CSMC 2020-FACT CSMC 2020-FACT A | 6.76 | 0.30 | 0.0152 | 0.0003 | |||||
| US842587DH79 / Southern Co/The | 6.75 | 1.58 | 0.0152 | 0.0005 | |||||
| US842400HD82 / Southern California Edison Co | 6.74 | 0.69 | 0.0152 | 0.0003 | |||||
| US89114TZT23 / Toronto-Dominion Bank/The | 6.74 | 0.76 | 0.0152 | 0.0004 | |||||
| US67118CAA99 / OBX 2023-NQM8 Trust | 6.74 | -7.76 | 0.0152 | -0.0010 | |||||
| DUTCH MORTGAGE WAREHOUSE FINAN DMWF 2024 1A VFN 144A / ABS-MBS (XS2862882193) | 6.74 | 65.50 | 0.0152 | 0.0061 | |||||
| US842434CW01 / Southern California Gas Co. | 6.69 | 0.90 | 0.0151 | 0.0004 | |||||
| US85205TAK60 / Spirit AeroSystems, Inc. | 6.69 | 2.47 | 0.0150 | 0.0006 | |||||
| US345397B512 / Ford Motor Credit Co LLC | 6.69 | 1.30 | 0.0150 | 0.0004 | |||||
| US02666TAA51 / American Homes 4 Rent LP | 6.64 | 0.45 | 0.0149 | 0.0003 | |||||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | 6.62 | 0.0149 | 0.0149 | ||||||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | 6.62 | 0.0149 | 0.0149 | ||||||
| US756109BF09 / Realty Income Corp | 6.62 | -0.06 | 0.0149 | 0.0002 | |||||
| HYUNDAI CAPITAL AMERICA HYUNDAI CAPITAL AMERICA / DBT (US44891ACU97) | 6.61 | 0.64 | 0.0149 | 0.0003 | |||||
| HYUNDAI CAPITAL AMERICA HYUNDAI CAPITAL AMERICA / DBT (US44891ACU97) | 6.61 | 0.64 | 0.0149 | 0.0003 | |||||
| US756109BE34 / Realty Income Corp | 6.60 | 0.02 | 0.0148 | 0.0002 | |||||
| US3138ELCT86 / Fannie Mae Pool | 6.57 | -3.15 | 0.0148 | -0.0002 | |||||
| US44409MAB28 / Hudson Pacific Properties LP | 6.57 | 18.76 | 0.0148 | 0.0025 | |||||
| US3140N5VJ08 / FNCL UMBS 4.5 BX1516 11-01-52 | 6.56 | -0.44 | 0.0148 | 0.0002 | |||||
| US617526AF58 / MORGAN STANLEY ABS CAPITAL I INC TRUST 2007-HE1 | 6.56 | -1.32 | 0.0148 | 0.0000 | |||||
| US29157TAD81 / EMORY UNIVERSITY | 6.56 | 1.78 | 0.0148 | 0.0005 | |||||
| US46655LAE48 / J.P. Morgan Mortgage Trust | 6.56 | -1.35 | 0.0148 | 0.0000 | |||||
| US3132DWJF14 / Freddie Mac Pool | 6.55 | -1.99 | 0.0147 | -0.0001 | |||||
| XS1555168365 / THAMES WATER UTC | 6.54 | -4.91 | 0.0147 | -0.0005 | |||||
| US477143AH41 / JetBlue 2019-1 Class AA Pass Through Trust | 6.51 | -2.28 | 0.0146 | -0.0001 | |||||
| US097023DB86 / Boeing Co/The | 6.50 | 1.12 | 0.0146 | 0.0004 | |||||
| US46647PBA30 / JPMorgan Chase & Co | 6.48 | 0.23 | 0.0146 | 0.0003 | |||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 6.47 | 0.0146 | 0.0146 | ||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 6.47 | 0.0146 | 0.0146 | ||||||
| US3132A5GX78 / Freddie Mac Pool | 6.45 | -1.87 | 0.0145 | -0.0000 | |||||
| US61749NAE76 / Morgan Stanley ABS Capital I, Inc. Trust, Series 2006-HE5, Class A2D | 6.44 | -0.89 | 0.0145 | 0.0001 | |||||
| FNMA POOL FS7252 FN 11/53 FIXED VAR / ABS-MBS (US3140XPBW81) | 6.42 | -2.12 | 0.0145 | -0.0001 | |||||
| FNMA POOL FS7252 FN 11/53 FIXED VAR / ABS-MBS (US3140XPBW81) | 6.42 | -2.12 | 0.0145 | -0.0001 | |||||
| US65535HBK41 / Nomura Holdings Inc | 6.39 | 1.33 | 0.0144 | 0.0004 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A D 144A / ABS-O (US210927AE90) | 6.39 | -9.73 | 0.0144 | -0.0013 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A D 144A / ABS-O (US210927AE90) | 6.39 | -9.73 | 0.0144 | -0.0013 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A D 144A / ABS-O (US21055PAE43) | 6.39 | -9.79 | 0.0144 | -0.0013 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A D 144A / ABS-O (US21055PAE43) | 6.39 | -9.79 | 0.0144 | -0.0013 | |||||
| US3136AVA745 / FANNIE MAE FNR 2017 16 CF | 6.39 | -5.10 | 0.0144 | -0.0005 | |||||
| FANNIE MAE FNR 2024 10 AF / ABS-MBS (US3136BQ6A27) | 6.38 | -7.22 | 0.0143 | -0.0009 | |||||
| FANNIE MAE FNR 2024 10 AF / ABS-MBS (US3136BQ6A27) | 6.38 | -7.22 | 0.0143 | -0.0009 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A D 144A / ABS-O (US210928AE73) | 6.38 | -9.38 | 0.0143 | -0.0012 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A D 144A / ABS-O (US210928AE73) | 6.38 | -9.38 | 0.0143 | -0.0012 | |||||
| US07401CAV54 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2007 4 22A1 | 6.38 | -2.03 | 0.0143 | -0.0001 | |||||
| US46592WBM73 / JP MORGAN MORTGAGE TRUST JPMMT 2021 12 A13 144A | 6.37 | -1.93 | 0.0143 | -0.0000 | |||||
| US3133C1RG74 / FNCL UMBS 5.5 QG1387 04-01-53 | 6.33 | -3.91 | 0.0142 | -0.0003 | |||||
| US38383YP715 / GOVERNMENT NATIONAL MORTGAGE A GNR 2022 151 FA | 6.32 | -3.77 | 0.0142 | -0.0003 | |||||
| US682680BJ18 / ONEOK Inc | 6.32 | -14.78 | 0.0142 | -0.0022 | |||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL2 A1 144A / ABS-MBS (US36269MAA99) | 6.30 | -1.65 | 0.0142 | -0.0000 | |||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL2 A1 144A / ABS-MBS (US36269MAA99) | 6.30 | -1.65 | 0.0142 | -0.0000 | |||||
| KILROY REALTY LP COMPANY GUAR 01/36 6.25 / DBT (US49427RAS13) | 6.29 | 0.56 | 0.0141 | 0.0003 | |||||
| KILROY REALTY LP COMPANY GUAR 01/36 6.25 / DBT (US49427RAS13) | 6.29 | 0.56 | 0.0141 | 0.0003 | |||||
| CHARTER COMM OPT LLC/CAP CHARTER COMM OPT LLC/CAP / DBT (US161175CQ56) | 6.28 | -11.84 | 0.0141 | -0.0016 | |||||
| CHARTER COMM OPT LLC/CAP CHARTER COMM OPT LLC/CAP / DBT (US161175CQ56) | 6.28 | -11.84 | 0.0141 | -0.0016 | |||||
| US05401AAB70 / Avolon Holdings Funding Ltd | 6.27 | 0.85 | 0.0141 | 0.0003 | |||||
| US05401AAB70 / Avolon Holdings Funding Ltd | 6.27 | 0.85 | 0.0141 | 0.0003 | |||||
| US04013BAC63 / Argent Securities Trust 2006-M2 | 6.26 | -1.15 | 0.0141 | 0.0001 | |||||
| US337932AP26 / FirstEnergy Corp | 6.22 | 2.12 | 0.0140 | 0.0005 | |||||
| US63633DAF15 / National Health Investors, Inc. | 6.21 | 2.46 | 0.0140 | 0.0006 | |||||
| US3136AUZF15 / FANNIE MAE FNR 2016 106 FT | 6.21 | -3.26 | 0.0140 | -0.0002 | |||||
| US25160PAJ66 / Deutsche Bank AG/New York NY | 6.20 | -0.29 | 0.0140 | 0.0002 | |||||
| FNMA POOL BU4594 FN 05/54 FIXED 5.5 / ABS-MBS (US3140M6C847) | 6.20 | -0.16 | 0.0140 | 0.0002 | |||||
| FNMA POOL BU4594 FN 05/54 FIXED 5.5 / ABS-MBS (US3140M6C847) | 6.20 | -0.16 | 0.0140 | 0.0002 | |||||
| US3132A5G331 / UMBS Pool | 6.19 | -2.07 | 0.0139 | -0.0001 | |||||
| US06650AAE73 / BANK 2017-BNK8 | 6.19 | 1.71 | 0.0139 | 0.0005 | |||||
| CAPITAL POWER US HOLDING COMPANY GUAR 144A 06/28 5.257 / DBT (US14041TAA60) | 6.18 | 0.0139 | 0.0139 | ||||||
| CAPITAL POWER US HOLDING COMPANY GUAR 144A 06/28 5.257 / DBT (US14041TAA60) | 6.18 | 0.0139 | 0.0139 | ||||||
| US933634AJ62 / WaMu Mortgage Pass-Through Certificates Series 2007-HY3 Trust | 6.18 | -2.59 | 0.0139 | -0.0001 | |||||
| RAD CLO LTD RAD 2019 4A AR 144A / ABS-CBDO (US749984AA83) | 6.17 | -16.29 | 0.0139 | -0.0024 | |||||
| RAD CLO LTD RAD 2019 4A AR 144A / ABS-CBDO (US749984AA83) | 6.17 | -16.29 | 0.0139 | -0.0024 | |||||
| US89178BAA26 / TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A | 6.16 | -4.18 | 0.0139 | -0.0004 | |||||
| US303901BB79 / Fairfax Financial Holdings Ltd | 6.16 | 0.70 | 0.0138 | 0.0003 | |||||
| US3138WFGG59 / FNMA POOL AS5598 FN 08/45 FIXED 4 | 6.15 | -0.74 | 0.0138 | 0.0001 | |||||
| US06051GLC14 / BANK OF AMERICA CORP | 6.14 | 0.15 | 0.0138 | 0.0002 | |||||
| US960386AM29 / Wabtec Corp | 6.14 | 0.41 | 0.0138 | 0.0003 | |||||
| US35729RAF38 / FREMONT HOME LOAN TRUST FHLT 2006 A 2A4 | 6.13 | -0.11 | 0.0138 | 0.0002 | |||||
| US31398NE428 / FANNIE MAE FNR 2010 112 PD | 6.13 | -1.94 | 0.0138 | -0.0000 | |||||
| US462613AP51 / CORP. NOTE | 6.12 | 0.86 | 0.0138 | 0.0003 | |||||
| US61751QAB14 / Morgan Stanley Home Equity Loan Trust 2007-1 | 6.11 | -0.94 | 0.0138 | 0.0001 | |||||
| MOUNTAIN VIEW CLO MVEW 2022 1A A1R 144A / ABS-CBDO (US62432UAN19) | 6.11 | 0.07 | 0.0137 | 0.0002 | |||||
| MOUNTAIN VIEW CLO MVEW 2022 1A A1R 144A / ABS-CBDO (US62432UAN19) | 6.11 | 0.07 | 0.0137 | 0.0002 | |||||
| US03666HAC51 / Antares Holdings LP | 6.10 | 0.25 | 0.0137 | 0.0003 | |||||
| TREASURY BILL 09/25 0.00000 / DBT (US912797PW16) | 6.10 | 0.0137 | 0.0137 | ||||||
| TREASURY BILL 09/25 0.00000 / DBT (US912797PW16) | 6.10 | 0.0137 | 0.0137 | ||||||
| US694308JC22 / Pacific Gas and Electric Co | 6.07 | 0.53 | 0.0137 | 0.0003 | |||||
| US49427RAP73 / Kilroy Realty L.P. | 6.07 | 1.69 | 0.0136 | 0.0004 | |||||
| US92925CDS89 / WaMu Mortgage Pass-Through Certificates Series 2006-AR2 Trust | 6.06 | -4.84 | 0.0136 | -0.0005 | |||||
| ATHENE GLOBAL FUNDING SR SECURED 144A 05/26 5.62 / DBT (US04685A3V13) | 6.05 | -0.15 | 0.0136 | 0.0002 | |||||
| ATHENE GLOBAL FUNDING SR SECURED 144A 05/26 5.62 / DBT (US04685A3V13) | 6.05 | -0.15 | 0.0136 | 0.0002 | |||||
| US38122ND419 / Golden State Tobacco Securitization Corp | 6.04 | 0.72 | 0.0136 | 0.0003 | |||||
| USY4S71YAA27 / JSW Hydro Energy Ltd | 6.02 | -1.25 | 0.0135 | 0.0000 | |||||
| US67117VAA89 / OBX 2023-NQM6 Trust | 6.01 | -6.82 | 0.0135 | -0.0008 | |||||
| US3140NGMR88 / FNMA POOL BY0367 FN 06/53 FIXED 6 | 6.00 | -0.32 | 0.0135 | 0.0002 | |||||
| US606822BZ65 / Mitsubishi UFJ Financial Group, Inc. | 5.99 | 0.89 | 0.0135 | 0.0003 | |||||
| US06051GGF00 / Bank of America Corp | 5.98 | 0.40 | 0.0135 | 0.0003 | |||||
| US866677AH07 / Sun Communities Operating LP | 5.97 | 0.95 | 0.0134 | 0.0003 | |||||
| XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV | 5.96 | 0.0134 | 0.0134 | ||||||
| XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV | 5.96 | 0.0134 | 0.0134 | ||||||
| RFR USD SOFR/3.50000 12/18/24-30Y CME / DIR (EZ4089K4KC85) | 5.96 | -45.18 | 0.0134 | -0.0107 | |||||
| US74977RDJ05 / Cooperatieve Rabobank UA | 5.95 | 0.95 | 0.0134 | 0.0003 | |||||
| US05571AAS42 / BPCE SA | 5.94 | 0.88 | 0.0134 | 0.0003 | |||||
| XS2438026366 / Thames Water Utilities Finance PLC | 5.93 | -3.39 | 0.0133 | -0.0002 | |||||
| ATHENE GLOBAL FUNDING SECURED 144A 08/26 VAR / DBT (US04685A4B40) | 5.92 | 0.02 | 0.0133 | 0.0002 | |||||
| ATHENE GLOBAL FUNDING SECURED 144A 08/26 VAR / DBT (US04685A4B40) | 5.92 | 0.02 | 0.0133 | 0.0002 | |||||
| US90353DAZ87 / UBS Commercial Mortgage Trust 2018-C12 | 5.92 | 0.87 | 0.0133 | 0.0003 | |||||
| US68389FKR46 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 1 M1 | 5.91 | -4.38 | 0.0133 | -0.0004 | |||||
| US3136AVQC67 / FANNIE MAE FNR 2017 18 AF | 5.90 | -2.77 | 0.0133 | -0.0002 | |||||
| US38383KHV70 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H27 CL FD V/R 6.42200000 | 5.90 | -1.83 | 0.0133 | -0.0000 | |||||
| US3140QNPG11 / FNMA POOL CB3122 FN 03/52 FIXED 3 | 5.89 | -3.06 | 0.0132 | -0.0002 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 5.88 | 0.39 | 0.0132 | 0.0003 | |||||
| GB00BMBL1D50 / United Kingdom Gilt | 5.88 | 0.70 | 0.0132 | 0.0003 | |||||
| US01306GAC78 / PROVINCE OF ALBERTA SR UNSECURED 144A 08/26 2.05 | 5.87 | 0.63 | 0.0132 | 0.0003 | |||||
| ONSLOW BAY FINANCIAL LLC OBX 2024 HYB2 A1 144A / ABS-MBS (US67118RAA68) | 5.86 | -4.57 | 0.0132 | -0.0004 | |||||
| ONSLOW BAY FINANCIAL LLC OBX 2024 HYB2 A1 144A / ABS-MBS (US67118RAA68) | 5.86 | -4.57 | 0.0132 | -0.0004 | |||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D D 144A / ABS-O (US78450PAE51) | 5.86 | 0.31 | 0.0132 | 0.0003 | |||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D D 144A / ABS-O (US78450PAE51) | 5.86 | 0.31 | 0.0132 | 0.0003 | |||||
| HARDWOOD FUNDING LLC CORP0HRE5 / DBT (955NUFII1) | 5.86 | 0.0132 | 0.0132 | ||||||
| US55336VAN01 / MPLX LP | 5.85 | -0.83 | 0.0132 | 0.0001 | |||||
| ING / ING Groep N.V. - Depositary Receipt (Common Stock) | 5.85 | -40.23 | 0.0132 | -0.0085 | |||||
| ING / ING Groep N.V. - Depositary Receipt (Common Stock) | 5.85 | -40.23 | 0.0132 | -0.0085 | |||||
| US57643LMA16 / MASTR Asset Backed Securities Trust 2006-AM1 | 5.84 | -3.95 | 0.0131 | -0.0003 | |||||
| US3140MSLG89 / Fannie Mae Pool | 5.83 | -2.41 | 0.0131 | -0.0001 | |||||
| US89788MAJ18 / Truist Financial Corp | 5.82 | -0.24 | 0.0131 | 0.0002 | |||||
| US3140NQDL91 / Fannie Mae Pool | 5.81 | -1.41 | 0.0131 | 0.0000 | |||||
| DANSKE / Danske Bank A/S | 5.81 | 0.83 | 0.0131 | 0.0003 | |||||
| DANSKE / Danske Bank A/S | 5.81 | 0.83 | 0.0131 | 0.0003 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A E 144A / ABS-O (US210927AK50) | 5.79 | -9.15 | 0.0130 | -0.0011 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A E 144A / ABS-O (US210927AK50) | 5.79 | -9.15 | 0.0130 | -0.0011 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A E 144A / ABS-O (US21055PAF18) | 5.79 | -9.25 | 0.0130 | -0.0011 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A E 144A / ABS-O (US210928AK34) | 5.77 | -8.82 | 0.0130 | -0.0010 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A E 144A / ABS-O (US210928AK34) | 5.77 | -8.82 | 0.0130 | -0.0010 | |||||
| US22758CAA99 / CROSS 2023-H1 MORTGAGE TRUST CROSS 2023-H1 A1 | 5.76 | -7.63 | 0.0130 | -0.0008 | |||||
| US61749BAE39 / MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2C | 5.75 | -2.31 | 0.0129 | -0.0001 | |||||
| US161175BZ64 / Charter Communications Operating LLC / Charter Communications Operating Capital | 5.73 | 4.69 | 0.0129 | 0.0008 | |||||
| US00108WAH34 / AEP Texas Inc. | 5.73 | 0.83 | 0.0129 | 0.0003 | |||||
| US3133B6AC41 / FED HM LN PC POOL QD8103 FR 03/52 FIXED 2 | 5.73 | -1.63 | 0.0129 | -0.0000 | |||||
| CBOM / Credit Bank of Moscow (public joint-stock company) | 5.71 | 0.23 | 0.0128 | 0.0002 | |||||
| CBOM / Credit Bank of Moscow (public joint-stock company) | 5.71 | 0.23 | 0.0128 | 0.0002 | |||||
| FNMA POOL BY9172 FN 09/53 FIXED 5.5 / ABS-MBS (US3140NSFN95) | 5.71 | -2.74 | 0.0128 | -0.0002 | |||||
| FNMA POOL BY9172 FN 09/53 FIXED 5.5 / ABS-MBS (US3140NSFN95) | 5.71 | -2.74 | 0.0128 | -0.0002 | |||||
| US3140NDW528 / FNMA POOL BX8767 FN 03/53 FIXED 5.5 | 5.70 | -0.37 | 0.0128 | 0.0002 | |||||
| US77578JAC27 / Rolls-Royce PLC | 5.70 | 0.26 | 0.0128 | 0.0002 | |||||
| US3133C6Z690 / FREDDIE MAC POOL UMBS P#QG6165 5.50000000 | 5.67 | -0.56 | 0.0128 | 0.0001 | |||||
| US12596WAC82 / CSAIL 2019-C16 Commercial Mortgage Trust | 5.66 | 1.43 | 0.0127 | 0.0004 | |||||
| US3133BWFG34 / FED HM LN PC POOL QF8267 FR 03/53 FIXED 5.5 | 5.65 | -0.28 | 0.0127 | 0.0002 | |||||
| US3140N6ZY12 / FNCL UMBS 4.5 BX2558 11-01-52 | 5.65 | -11.37 | 0.0127 | -0.0014 | |||||
| US67116NAA72 / OCI NV | 5.65 | 3.84 | 0.0127 | 0.0007 | |||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A R / ABS-MBS (XS2859750429) | 5.64 | 11.17 | 0.0127 | 0.0015 | |||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A R / ABS-MBS (XS2859750429) | 5.64 | 11.17 | 0.0127 | 0.0015 | |||||
| US3140QED669 / Fannie Mae Pool | 5.63 | -2.07 | 0.0127 | -0.0001 | |||||
| US35729PNC04 / Fremont Home Loan Trust 2005-E | 5.63 | -8.77 | 0.0127 | -0.0010 | |||||
| US91412GHA67 / UNIV OF CALIFORNIA CA REVENUES | 5.62 | -3.58 | 0.0127 | -0.0003 | |||||
| US617505AD48 / MORGAN STANLEY CAPITAL INC MSAC 2007 NC1 A2C | 5.62 | -1.90 | 0.0126 | -0.0000 | |||||
| FNMA POOL DA6085 FN 12/53 FIXED 5.5 / ABS-MBS (US3140A6XP61) | 5.62 | -0.78 | 0.0126 | 0.0001 | |||||
| FNMA POOL DA6085 FN 12/53 FIXED 5.5 / ABS-MBS (US3140A6XP61) | 5.62 | -0.78 | 0.0126 | 0.0001 | |||||
| US3136AWXA02 / FANNIE MAE FNR 2017 47 FE | 5.59 | -4.72 | 0.0126 | -0.0004 | |||||
| MARS INC SR UNSECURED 144A 03/32 5 / DBT (US571676AZ85) | 5.58 | 0.90 | 0.0125 | 0.0003 | |||||
| MARS INC SR UNSECURED 144A 03/32 5 / DBT (US571676AZ85) | 5.58 | 0.90 | 0.0125 | 0.0003 | |||||
| US382371AA01 / GoodLeap Sustainable Home Solutions Trust 2021-3 | 5.57 | -2.04 | 0.0125 | -0.0001 | |||||
| US3140X4WK87 / FNMA POOL FM1549 FN 09/48 FIXED VAR | 5.56 | -2.88 | 0.0125 | -0.0002 | |||||
| US30225VAL18 / Extra Space Storage LP | 5.54 | 0.29 | 0.0125 | 0.0002 | |||||
| US05491YAA82 / BAMLL Commercial Mortgage Securities Trust 2018-PARK | 5.53 | 0.38 | 0.0124 | 0.0002 | |||||
| US00084DBC39 / ABN AMRO Bank NV | 5.53 | -0.47 | 0.0124 | 0.0001 | |||||
| XS2390844780 / Black Diamond CLO 2019-1 DAC | 5.53 | -1.20 | 0.0124 | 0.0001 | |||||
| US00654CAA09 / Adani Renewable Energy RJ Ltd/Kodangal Solar Parks Pvt Ltd/Wardha Solar Maharash | 5.52 | 0.42 | 0.0124 | 0.0002 | |||||
| CAPE LOOKOUT RE LTD UNSECURED 144A 03/32 VAR / DBT (US13947LAG77) | 5.52 | 0.42 | 0.0124 | 0.0003 | |||||
| US70462GAC24 / PEACEHEALTH OBLIGATED GR SR UNSECURED 11/50 3.218 | 5.52 | -5.64 | 0.0124 | -0.0005 | |||||
| US92925VAM28 / WaMu Mortgage Pass-Through Certificates Series 2007-Hy1 Trust | 5.51 | -0.05 | 0.0124 | 0.0002 | |||||
| US3137FUKQ62 / Freddie Mac REMICS | 5.50 | -6.71 | 0.0124 | -0.0007 | |||||
| US81376VAC19 / SECURITIZED ASSET BACKED RECEI SABR 2006 FR2 A3 | 5.49 | 0.49 | 0.0124 | 0.0003 | |||||
| US80282KBF21 / Santander Holdings USA, Inc. | 5.49 | 1.09 | 0.0124 | 0.0003 | |||||
| US80282KBF21 / Santander Holdings USA, Inc. | 5.49 | 1.09 | 0.0124 | 0.0003 | |||||
| BANC OF AMERICA MERRILL LYNCH 05/56 1 / ABS-MBS (US05494AAE91) | 5.49 | 2.14 | 0.0123 | 0.0005 | |||||
| BANC OF AMERICA MERRILL LYNCH 05/56 1 / ABS-MBS (US05494AAE91) | 5.49 | 2.14 | 0.0123 | 0.0005 | |||||
| US12640HAW34 / CREDIT SUISSE MORTGAGE TRUST CSMC 2012 3R 1A11 144A | 5.48 | -0.87 | 0.0123 | 0.0001 | |||||
| FED HM LN PC POOL QG0088 FR 04/53 FIXED 5.5 / ABS-MBS (US3133C0CZ38) | 5.48 | -5.91 | 0.0123 | -0.0006 | |||||
| FED HM LN PC POOL QG0088 FR 04/53 FIXED 5.5 / ABS-MBS (US3133C0CZ38) | 5.48 | -5.91 | 0.0123 | -0.0006 | |||||
| US87165BAP85 / SYNCHRONY FINANCIAL SR UNSECURED 03/29 5.15 | 5.47 | 0.87 | 0.0123 | 0.0003 | |||||
| BANC OF AMERICA MERRILL LYNCH 05/56 1 / ABS-MBS (US05494AAC36) | 5.47 | 1.73 | 0.0123 | 0.0004 | |||||
| BANC OF AMERICA MERRILL LYNCH 05/56 1 / ABS-MBS (US05494AAC36) | 5.47 | 1.73 | 0.0123 | 0.0004 | |||||
| US3140QSDA65 / FNMA POOL CB6396 FN 03/53 FIXED 5.5 | 5.46 | -2.67 | 0.0123 | -0.0001 | |||||
| FNMA POOL DA0571 FN 10/53 FIXED 5.5 / ABS-MBS (US3140A0T582) | 5.46 | -5.19 | 0.0123 | -0.0005 | |||||
| FNMA POOL DA0571 FN 10/53 FIXED 5.5 / ABS-MBS (US3140A0T582) | 5.46 | -5.19 | 0.0123 | -0.0005 | |||||
| US61749LAH42 / MORGAN STANLEY MORTGAGE LOAN T MSM 2006 8AR 3A | 5.45 | -2.57 | 0.0123 | -0.0001 | |||||
| 938DREII2 / ENCINA PRIVATE CREDIT LLC NOTE | 5.45 | -0.80 | 0.0123 | 0.0001 | |||||
| US91412HGF47 / UNIV OF CALIFORNIA CA REVENUES | 5.44 | 1.21 | 0.0122 | 0.0003 | |||||
| ATHENE GLOBAL FUNDING ATHENE GLOBAL FUNDING / DBT (US04685A3S83) | 5.44 | -0.31 | 0.0122 | 0.0002 | |||||
| ATHENE GLOBAL FUNDING ATHENE GLOBAL FUNDING / DBT (US04685A3S83) | 5.44 | -0.31 | 0.0122 | 0.0002 | |||||
| FED HM LN PC POOL QH1220 FR 09/53 FIXED 5.5 / ABS-MBS (US3133CDK943) | 5.43 | -7.32 | 0.0122 | -0.0008 | |||||
| FED HM LN PC POOL QH1220 FR 09/53 FIXED 5.5 / ABS-MBS (US3133CDK943) | 5.43 | -7.32 | 0.0122 | -0.0008 | |||||
| US15135BAR24 / Centene Corp | 5.43 | 0.93 | 0.0122 | 0.0003 | |||||
| T1OW34 / American Tower Corporation - Depositary Receipt (Common Stock) | 5.43 | 0.74 | 0.0122 | 0.0003 | |||||
| T1OW34 / American Tower Corporation - Depositary Receipt (Common Stock) | 5.43 | 0.74 | 0.0122 | 0.0003 | |||||
| US59024UAE10 / MLMI 2007-MLN1 A2D 3/37 | 5.41 | -4.82 | 0.0122 | -0.0004 | |||||
| US46647PBE51 / JPMorgan Chase & Co | 5.41 | 1.62 | 0.0122 | 0.0004 | |||||
| US92922FM214 / WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR5 A6 | 5.41 | -5.22 | 0.0122 | -0.0005 | |||||
| US337932AN77 / FirstEnergy Corp | 5.40 | 0.69 | 0.0121 | 0.0003 | |||||
| US86364KAA25 / CORP CMO | 5.39 | 1.05 | 0.0121 | 0.0003 | |||||
| XS2013574384 / Ford Motor Credit Co LLC | 5.38 | 9.13 | 0.0121 | 0.0012 | |||||
| US49427RAK86 / Kilroy Realty LP | 5.37 | 1.51 | 0.0121 | 0.0004 | |||||
| US68402BAA44 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 3 1A1 | 5.36 | -1.45 | 0.0121 | 0.0000 | |||||
| FNMA POOL BU4178 FN 09/53 FIXED 5.5 / ABS-MBS (US3140M5UC73) | 5.36 | -0.35 | 0.0121 | 0.0002 | |||||
| FNMA POOL BU4178 FN 09/53 FIXED 5.5 / ABS-MBS (US3140M5UC73) | 5.36 | -0.35 | 0.0121 | 0.0002 | |||||
| US3133C6CT48 / FED HM LN PC POOL QG5482 FR 06/53 FIXED 6 | 5.36 | -10.01 | 0.0121 | -0.0011 | |||||
| US92540BAA70 / CORP CMO | 5.35 | -8.56 | 0.0120 | -0.0009 | |||||
| US46628BAW00 / JP MORGAN MORTGAGE TRUST JPMMT 2006 A6 2A4 | 5.34 | -1.93 | 0.0120 | -0.0000 | |||||
| REPUBLIC OF POLAND REPUBLIC OF POLAND / DBT (US731011AY80) | 5.33 | 1.41 | 0.0120 | 0.0004 | |||||
| REPUBLIC OF POLAND REPUBLIC OF POLAND / DBT (US731011AY80) | 5.33 | 1.41 | 0.0120 | 0.0004 | |||||
| US361435AA82 / GAIF Bond Issuer Pty Ltd | 5.32 | 0.43 | 0.0120 | 0.0002 | |||||
| US3138WGF745 / FNMA POOL AS6489 FN 01/46 FIXED 4 | 5.32 | -0.95 | 0.0120 | 0.0001 | |||||
| 30064K105 / Exacttarget, Inc. | 5.32 | 1.30 | 0.0120 | 0.0003 | |||||
| 30064K105 / Exacttarget, Inc. | 5.32 | 1.30 | 0.0120 | 0.0003 | |||||
| US02376UAA34 / American Airlines Pass Through Trust, Series 2016-1, Class AA | 5.31 | 0.17 | 0.0120 | 0.0002 | |||||
| XS2167007918 / WELLS FARGO and CO NEW 1.741%/VAR 05/04/2030 REGS | 5.31 | 10.63 | 0.0119 | 0.0013 | |||||
| US17312TAA16 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL2 A1 144A | 5.30 | -1.41 | 0.0119 | 0.0000 | |||||
| US902613BB36 / CORP. NOTE | 5.30 | -0.04 | 0.0119 | 0.0002 | |||||
| FREDDIE MAC FHR 5426 AF / ABS-MBS (US3137HCXU12) | 5.30 | -7.88 | 0.0119 | -0.0008 | |||||
| FREDDIE MAC FHR 5426 AF / ABS-MBS (US3137HCXU12) | 5.30 | -7.88 | 0.0119 | -0.0008 | |||||
| US3132DWHT36 / FEDERAL HOME LOAN MORTGAGE CORP | 5.29 | -2.38 | 0.0119 | -0.0001 | |||||
| US22003BAL09 / Corporate Office Properties LP | 5.29 | 0.67 | 0.0119 | 0.0003 | |||||
| US3138WHKF86 / FNMA 30YR 4% 07/01/2046#AS7493 | 5.29 | -0.66 | 0.0119 | 0.0001 | |||||
| US31335BED47 / FED HM LN PC POOL G61032 FG 06/47 FIXED 3.5 | 5.29 | -1.67 | 0.0119 | -0.0000 | |||||
| US05533XAA00 / BCAP LLC 2011-RR4-I Trust | 5.28 | -0.68 | 0.0119 | 0.0001 | |||||
| FNMA POOL BY4193 FN 07/53 FIXED 5.5 / ABS-MBS (US3140NLUT48) | 5.28 | -10.52 | 0.0119 | -0.0012 | |||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A R 144A / ABS-O (US83407UAE82) | 5.28 | 0.0119 | 0.0119 | ||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A R 144A / ABS-O (US83407UAE82) | 5.28 | 0.0119 | 0.0119 | ||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A A1 144A / ABS-O (US21056DAA81) | 5.27 | -30.88 | 0.0119 | -0.0050 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A A1 144A / ABS-O (US21056DAA81) | 5.27 | -30.88 | 0.0119 | -0.0050 | |||||
| US46647PDX15 / JPMorgan Chase & Co | 5.26 | 0.40 | 0.0118 | 0.0002 | |||||
| FLORIDA ST BRD OF ADMIN FIN CO FLSGEN 07/34 FIXED 5.526 / DBT (US341271AH76) | 5.24 | 0.06 | 0.0118 | 0.0002 | |||||
| FLORIDA ST BRD OF ADMIN FIN CO FLSGEN 07/34 FIXED 5.526 / DBT (US341271AH76) | 5.24 | 0.06 | 0.0118 | 0.0002 | |||||
| US529537AA08 / Lexington Realty Trust | 5.24 | 1.24 | 0.0118 | 0.0003 | |||||
| US07386HVS74 / BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1 | 5.23 | -3.66 | 0.0118 | -0.0003 | |||||
| US404119CQ00 / HCA Inc | 5.22 | 1.99 | 0.0118 | 0.0004 | |||||
| US040104TH43 / ARGENT SECURITIES INC. ARSI 2006 W4 A2D | 5.22 | -0.78 | 0.0117 | 0.0001 | |||||
| SAMMONS FINANCIAL GLOBAL SECURED 144A 12/29 5.1 / DBT (US79587J2A00) | 5.21 | 1.56 | 0.0117 | 0.0004 | |||||
| SAMMONS FINANCIAL GLOBAL SECURED 144A 12/29 5.1 / DBT (US79587J2A00) | 5.21 | 1.56 | 0.0117 | 0.0004 | |||||
| US933631AD53 / WaMu Asset-Backed Certificates WaMu Series 2007-HE1 Trust | 5.21 | 0.35 | 0.0117 | 0.0002 | |||||
| US09659W2P81 / BNP Paribas SA | 5.20 | 1.92 | 0.0117 | 0.0004 | |||||
| US3140MU5W64 / FNMA POOL BW3560 FN 06/52 FIXED 3 | 5.17 | -0.96 | 0.0116 | 0.0001 | |||||
| US817826AE03 / 7-Eleven Inc | 5.17 | 2.17 | 0.0116 | 0.0004 | |||||
| US949746TD35 / Wells Fargo & Co | 5.20 | 0.00 | 5.16 | 1.98 | 0.0116 | 0.0004 | |||
| US28504DAB91 / Electricite de France SA | 5.15 | 0.35 | 0.0116 | 0.0002 | |||||
| FED HM LN PC POOL QI4128 FR 04/54 FIXED 5.5 / ABS-MBS (US3133WASR03) | 5.14 | -5.33 | 0.0116 | -0.0005 | |||||
| FED HM LN PC POOL QI4128 FR 04/54 FIXED 5.5 / ABS-MBS (US3133WASR03) | 5.14 | -5.33 | 0.0116 | -0.0005 | |||||
| US35729NAD75 / FREMONT HOME LOAN TRUST FHLT 2006 E 2A3 | 5.13 | -0.41 | 0.0115 | 0.0001 | |||||
| SCE.PRK / SCE Trust V - Preferred Security | 5.13 | 0.21 | 0.0115 | 0.0002 | |||||
| SCE.PRK / SCE Trust V - Preferred Security | 5.13 | 0.21 | 0.0115 | 0.0002 | |||||
| US909318AA56 / United Airlines Pass Through Trust, Series 2018-1, Class AA | 5.12 | -0.83 | 0.0115 | 0.0001 | |||||
| US93364CAA62 / WaMu Mortgage Pass-Through Certificates Series 2007-OA4 Trust | 5.12 | -4.28 | 0.0115 | -0.0003 | |||||
| AXP / American Express Company - Depositary Receipt (Common Stock) | 5.12 | 1.07 | 0.0115 | 0.0003 | |||||
| AXP / American Express Company - Depositary Receipt (Common Stock) | 5.12 | 1.07 | 0.0115 | 0.0003 | |||||
| EQT / EQT Corporation | 5.11 | 0.0115 | 0.0115 | ||||||
| EQT / EQT Corporation | 5.11 | 0.0115 | 0.0115 | ||||||
| US3131XVXG54 / FED HM LN PC POOL ZM2479 FR 01/47 FIXED 4 | 5.11 | -7.24 | 0.0115 | -0.0007 | |||||
| US66988RAE71 / NOVASTAR HOME EQUITY LOAN NHEL 2006 6 A2D | 5.10 | -1.47 | 0.0115 | 0.0000 | |||||
| YELLOW TULIP ASSETCO B.V. GALIBIER ASSETCO PPN / DBT (XS2859280526) | 5.09 | 8.53 | 0.0115 | 0.0011 | |||||
| YELLOW TULIP ASSETCO B.V. GALIBIER ASSETCO PPN / DBT (XS2859280526) | 5.09 | 8.53 | 0.0115 | 0.0011 | |||||
| US12515HAZ82 / CD 2017-CD5 Mortgage Trust | 5.09 | 1.15 | 0.0115 | 0.0003 | |||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A C / ABS-MBS (XS2859749769) | 5.09 | 9.05 | 0.0114 | 0.0011 | |||||
| US251510LD38 / Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2006-AR1 | 5.08 | -2.04 | 0.0114 | -0.0001 | |||||
| US3140MSK531 / FNCL UMBS 4.5 BW1215 10-01-52 | 5.08 | -4.21 | 0.0114 | -0.0003 | |||||
| US77586RAK68 / Romanian Government International Bond | 5.07 | 0.50 | 0.0114 | 0.0002 | |||||
| US64032PAB85 / Nelnet Student Loan Trust 2023-A | 5.07 | -8.12 | 0.0114 | -0.0008 | |||||
| US61750FAE07 / MORGAN STANLEY CAPITAL INC MSAC 2006 HE6 A2C | 5.06 | -1.27 | 0.0114 | 0.0000 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A R 144A / ABS-O (US21056EAL20) | 5.06 | -26.91 | 0.0114 | -0.0039 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A R 144A / ABS-O (US21056EAL20) | 5.06 | -26.91 | 0.0114 | -0.0039 | |||||
| PDM / Piedmont Realty Trust, Inc. | 5.06 | 1.42 | 0.0114 | 0.0003 | |||||
| PDM / Piedmont Realty Trust, Inc. | 5.06 | 1.42 | 0.0114 | 0.0003 | |||||
| US06051GHT94 / Bank of America Corp. | 5.05 | -43.82 | 0.0114 | -0.0085 | |||||
| US02377BAB27 / American Airlines 2015-2 Class AA Pass Through Trust | 5.03 | 0.44 | 0.0113 | 0.0002 | |||||
| US3140XKLN85 / Fannie Mae Pool | 5.02 | -2.69 | 0.0113 | -0.0001 | |||||
| US19075QAD43 / CoBank, ACB | 5.20 | 0.00 | 5.02 | 0.66 | 0.0113 | 0.0003 | |||
| AU3FN0029609 / AAI Ltd | 5.02 | 1.70 | 0.0113 | 0.0004 | |||||
| AU3FN0029609 / AAI Ltd | 5.02 | 1.70 | 0.0113 | 0.0004 | |||||
| US46647PCQ72 / JPMorgan Chase & Co | 5.01 | -0.12 | 0.0113 | 0.0002 | |||||
| CBOM / Credit Bank of Moscow (public joint-stock company) | 5.00 | -0.24 | 0.0112 | 0.0002 | |||||
| CBOM / Credit Bank of Moscow (public joint-stock company) | 5.00 | -0.24 | 0.0112 | 0.0002 | |||||
| ORCL / Oracle Corporation - Depositary Receipt (Common Stock) | 5.00 | -0.04 | 0.0112 | 0.0002 | |||||
| US023771S255 / American Airlines 2016-3 Class A Pass Through Trust | 4.99 | -3.65 | 0.0112 | -0.0002 | |||||
| US3138XSP846 / Fannie Mae Pool | 4.97 | -2.66 | 0.0112 | -0.0001 | |||||
| US3132DWDE03 / FHLG 30YR 3% 03/01/2052#SD8201 | 4.97 | -2.28 | 0.0112 | -0.0001 | |||||
| US75156XAD30 / RAMP Series 2006-RZ4 Trust | 4.96 | -4.42 | 0.0112 | -0.0003 | |||||
| RFR USD SOFR/3.25000 06/18/25-30Y LCH / DIR (EZVR6JLJ0ZB5) | 4.95 | 0.0111 | 0.0111 | ||||||
| RFR USD SOFR/3.25000 06/18/25-30Y LCH / DIR (EZVR6JLJ0ZB5) | 4.95 | 0.0111 | 0.0111 | ||||||
| XS2576550672 / Thames Water Utilities Finance plc | 4.93 | -3.65 | 0.0111 | -0.0002 | |||||
| US05552YAE68 / BBCMS Mortgage Trust 2022-C16 | 4.93 | 0.78 | 0.0111 | 0.0003 | |||||
| AON NORTH AMERICA INC AON NORTH AMERICA INC / DBT (US03740MAB63) | 4.92 | 0.63 | 0.0111 | 0.0002 | |||||
| AON NORTH AMERICA INC AON NORTH AMERICA INC / DBT (US03740MAB63) | 4.92 | 0.63 | 0.0111 | 0.0002 | |||||
| US37959EAA01 / Globe Life Inc | 4.91 | 1.63 | 0.0111 | 0.0004 | |||||
| US88522XAC56 / Thornburg Mortgage Securities Trust 2007-3 | 4.91 | -9.79 | 0.0110 | -0.0010 | |||||
| US00442EAH80 / ACE SECURITIES CORP. ACE 2006 NC3 A2D | 4.90 | -2.58 | 0.0110 | -0.0001 | |||||
| US32027LAF22 / FFML 2006-FF14 A6 | 4.90 | 0.89 | 0.0110 | 0.0003 | |||||
| XS2439765616 / Palmer Square European Loan Funding 2022-1 DAC | 4.90 | -17.21 | 0.0110 | -0.0021 | |||||
| US74927UAY47 / RBSGC MORTGAGE PASS THROUGH CE RBSGC 2005 A 2A3 | 4.90 | -1.65 | 0.0110 | -0.0000 | |||||
| AU3FN0029609 / AAI Ltd | 4.89 | 1.10 | 0.0110 | 0.0003 | |||||
| AU3FN0029609 / AAI Ltd | 4.89 | 1.10 | 0.0110 | 0.0003 | |||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A D / ABS-MBS (XS2859749843) | 4.88 | 9.17 | 0.0110 | 0.0011 | |||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A D / ABS-MBS (XS2859749843) | 4.88 | 9.17 | 0.0110 | 0.0011 | |||||
| US69291QAA31 / PFP III PFP 2022 9 A 144A | 4.87 | -21.86 | 0.0110 | -0.0028 | |||||
| US13032UVF29 / CALIFORNIA ST HLTH FACS FING AUTH REVENUE | 4.87 | 0.54 | 0.0110 | 0.0002 | |||||
| US12667G7D99 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 46CB A10 | 4.86 | -2.80 | 0.0109 | -0.0001 | |||||
| US3133BPM705 / FNCL UMBS 4.5 QF2182 10-01-52 | 4.86 | -0.80 | 0.0109 | 0.0001 | |||||
| US92939UAE64 / WEC Energy Group, Inc. | 4.85 | 1.91 | 0.0109 | 0.0004 | |||||
| US74919LAD01 / RAAC Series 2007-RP4 Trust | 4.83 | -2.52 | 0.0109 | -0.0001 | |||||
| US05490RAA41 / BANC OF AMERICA MERRILL LYNCH BAMLL 2015 ASTR A 144A | 4.82 | 1.37 | 0.0109 | 0.0003 | |||||
| US212015AS02 / Continental Resources Inc/OK | 4.82 | 0.63 | 0.0108 | 0.0002 | |||||
| US169905AF36 / Choice Hotels International Inc | 4.81 | 0.35 | 0.0108 | 0.0002 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 4.81 | 0.17 | 0.0108 | 0.0002 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 4.81 | 0.17 | 0.0108 | 0.0002 | |||||
| US055742AA88 / BSST MORTGAGE TRUST BSST 2022 1700 A 144A | 4.79 | -68.49 | 0.0108 | -0.0229 | |||||
| US86359XAE31 / STRUCTURED ASSET SECURITIES CO SASC 2006 AM1 A5 | 4.79 | -3.68 | 0.0108 | -0.0002 | |||||
| US35729MAE75 / FREMONT HOME LOAN TRUST FHLT 2006 3 2A4 | 4.77 | -4.48 | 0.0107 | -0.0003 | |||||
| US17307GC227 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 7 2A5A | 4.76 | -2.80 | 0.0107 | -0.0001 | |||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 4.76 | 0.78 | 0.0107 | 0.0003 | |||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 4.76 | 0.78 | 0.0107 | 0.0003 | |||||
| STATE STREET BANK + TR SR UNSECURED 11/29 4.782 / DBT (US857449AE22) | 4.75 | 1.17 | 0.0107 | 0.0003 | |||||
| STATE STREET BANK + TR SR UNSECURED 11/29 4.782 / DBT (US857449AE22) | 4.75 | 1.17 | 0.0107 | 0.0003 | |||||
| US316599AD10 / FIELDSTONE MORTGAGE INVESTMENT FMIC 2006 3 2A3 | 4.74 | 0.36 | 0.0107 | 0.0002 | |||||
| US68403FAA49 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 4 1A1 | 4.74 | -1.72 | 0.0107 | -0.0000 | |||||
| US281020AN70 / EDISON INTERNATIONAL SR UNSECURED 06/27 5.75 | 4.73 | -0.29 | 0.0107 | 0.0001 | |||||
| US13032UVH84 / CALIFORNIA ST HLTH FACS FING A CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY | 4.73 | 0.55 | 0.0106 | 0.0002 | |||||
| XS2330503694 / Romanian Government International Bond | 4.69 | 12.25 | 0.0106 | 0.0013 | |||||
| US04012XAD75 / ARGENT SECURITIES INC. ARSI 2006 W5 A2C | 4.69 | -0.32 | 0.0105 | 0.0001 | |||||
| US748939AA32 / RALI Series 2006-QA4 Trust | 4.69 | -2.68 | 0.0105 | -0.0001 | |||||
| US46656NAA72 / J.P. Morgan Mortgage Trust 2023-DSC1 | 4.67 | -2.75 | 0.0105 | -0.0001 | |||||
| US3140QPZY64 / FNMA POOL CB4358 FN 07/52 FIXED 3 | 4.66 | -0.77 | 0.0105 | 0.0001 | |||||
| US66988XAC83 / NovaStar Mortgage Funding Trust, Series 2006-4, Class A2C | 4.66 | -3.92 | 0.0105 | -0.0003 | |||||
| US68400DAD66 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 1 2A2 | 4.65 | -1.46 | 0.0105 | 0.0000 | |||||
| US45410LAA08 / India Green Power Holdings | 4.64 | 2.00 | 0.0104 | 0.0004 | |||||
| OTCV47 / Ontario Teachers' Cadillac Fairview Properties Trust | 4.63 | 0.67 | 0.0104 | 0.0002 | |||||
| XS1800027234 / KIRKBY RMBS KIRK 1A Y 144A | 4.63 | -1.97 | 0.0104 | -0.0000 | |||||
| US3140XK4X54 / FNMA POOL FS4437 FN 10/52 FIXED VAR | 4.63 | -3.36 | 0.0104 | -0.0002 | |||||
| RFR USD SOFR/3.25000 06/18/25-5Y LCH / DIR (EZH1N8KH2K02) | 4.62 | 0.0104 | 0.0104 | ||||||
| RFR USD SOFR/3.25000 06/18/25-5Y LCH / DIR (EZH1N8KH2K02) | 4.62 | 0.0104 | 0.0104 | ||||||
| US05591UAA51 / BSREP COMMERCIAL MORTGAGE TRUST 2021-DC BSREP 2021-DC A | 4.62 | -0.24 | 0.0104 | 0.0001 | |||||
| MNSH / MNSN Holdings Inc. | 0.01 | 0.00 | 4.61 | 8.16 | 0.0104 | 0.0009 | |||
| US813765AC80 / SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A3 | 4.59 | -1.80 | 0.0103 | -0.0000 | |||||
| US93363BAB71 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR6 1A2 | 4.59 | -0.41 | 0.0103 | 0.0001 | |||||
| US866677AF41 / Sun Communities Operating LP | 4.59 | 1.41 | 0.0103 | 0.0003 | |||||
| US93936AAB70 / Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-HY1 Trust | 4.58 | -4.18 | 0.0103 | -0.0003 | |||||
| US12430YAA82 / BWAY 2021-1450 MORTGAGE TRUST SER 2021-1450 CL A V/R REGD 144A P/P 1.33700000 | 4.58 | 0.90 | 0.0103 | 0.0003 | |||||
| US3617FEYJ49 / GNMA II POOL CO3413 G2 04/47 FIXED 3 | 4.57 | -1.02 | 0.0103 | 0.0001 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A D / ABS-O (US21050QAE70) | 4.56 | 0.46 | 0.0103 | 0.0002 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A D / ABS-O (US21050QAE70) | 4.56 | 0.46 | 0.0103 | 0.0002 | |||||
| US3618AHR257 / GNMA II POOL CR3205 G2 05/47 FIXED 3 | 4.56 | -1.04 | 0.0103 | 0.0001 | |||||
| US64032PAA03 / Nelnet Student Loan Trust, Series 2023-AA, Class AFL | 4.55 | -8.32 | 0.0102 | -0.0008 | |||||
| FED HM LN PC POOL SD5352 FR 07/50 FIXED 4 / ABS-MBS (US3132DS5M09) | 4.55 | -2.22 | 0.0102 | -0.0001 | |||||
| FED HM LN PC POOL SD5352 FR 07/50 FIXED 4 / ABS-MBS (US3132DS5M09) | 4.55 | -2.22 | 0.0102 | -0.0001 | |||||
| FCT / Fincantieri S.p.A. | 4.54 | 9.88 | 0.0102 | 0.0011 | |||||
| FCT / Fincantieri S.p.A. | 4.54 | 9.88 | 0.0102 | 0.0011 | |||||
| DATABRICKS INC DELAYED DRAW TERM LOAN / LON (BA000D1C1) | 4.54 | 0.27 | 0.0102 | 0.0002 | |||||
| DATABRICKS INC DELAYED DRAW TERM LOAN / LON (BA000D1C1) | 4.54 | 0.27 | 0.0102 | 0.0002 | |||||
| US542514LL69 / LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 WL1 M4 | 4.51 | -2.72 | 0.0101 | -0.0001 | |||||
| US45834QAA76 / INTEGRIS BAPTIST MEDICAL SR SECURED 08/50 3.875 | 4.49 | -3.98 | 0.0101 | -0.0002 | |||||
| US088929AB00 / BGC Group, Inc. | 4.49 | 0.11 | 0.0101 | 0.0002 | |||||
| CA74814ZFS70 / Province of Quebec Canada | 4.48 | -96.30 | 0.0101 | -0.2580 | |||||
| US07387AET88 / Bear Stearns ARM Trust 2005-10 | 4.47 | -3.10 | 0.0101 | -0.0002 | |||||
| US98162JAA43 / Worldwide Plaza Trust 2017-WWP | 4.46 | 2.83 | 0.0100 | 0.0004 | |||||
| MAGNETITE CLO LTD MAGNE 2015 12A AR4 144A / ABS-CBDO (US55953HBD44) | 4.45 | -34.01 | 0.0100 | -0.0049 | |||||
| MAGNETITE CLO LTD MAGNE 2015 12A AR4 144A / ABS-CBDO (US55953HBD44) | 4.45 | -34.01 | 0.0100 | -0.0049 | |||||
| US12667FGM14 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 8CB M2 | 4.45 | -9.75 | 0.0100 | -0.0009 | |||||
| US715638BD31 / REPUBLIC OF PERU SR UNSECURED 144A 08/31 6.95 | 4.44 | -15.64 | 0.0100 | -0.0017 | |||||
| US65535AAD63 / NOMURA HOME EQUITY LOAN INC NHELI 2006 AF1 A4 | 4.44 | -0.11 | 0.0100 | 0.0001 | |||||
| US3136AWHE08 / FANNIE MAE FNR 2017 39 FT | 4.44 | -3.65 | 0.0100 | -0.0002 | |||||
| US404119BX69 / HCA Inc | 4.42 | 0.0099 | 0.0099 | ||||||
| US44555PAN15 / Hundred Acre Wood Trust 2021-INV2 | 4.41 | -1.93 | 0.0099 | -0.0000 | |||||
| US3133B6KG45 / FED HM LN PC POOL QD8395 FR 03/52 FIXED 3 | 4.39 | -0.75 | 0.0099 | 0.0001 | |||||
| IRS NZD 3.75000 06/15/22-5Y LCH / DIR (EZ329Y2MS4V2) | 4.39 | -32.08 | 0.0099 | -0.0044 | |||||
| IRS NZD 3.75000 06/15/22-5Y LCH / DIR (EZ329Y2MS4V2) | 4.39 | -32.08 | 0.0099 | -0.0044 | |||||
| US11044MAA45 / British Airways 2020-1 Class A Pass Through Trust | 4.38 | -2.40 | 0.0099 | -0.0001 | |||||
| US46115HCD70 / Intesa Sanpaolo SpA | 4.38 | 1.25 | 0.0099 | 0.0003 | |||||
| FNMA POOL BY6739 FN 08/53 FIXED 5.5 / ABS-MBS (US3140NPPZ76) | 4.36 | -11.22 | 0.0098 | -0.0011 | |||||
| FNMA POOL BY6739 FN 08/53 FIXED 5.5 / ABS-MBS (US3140NPPZ76) | 4.36 | -11.22 | 0.0098 | -0.0011 | |||||
| US023761AA74 / American Airlines Pass Through Trust, Series 2017-1, Class AA | 4.36 | 0.30 | 0.0098 | 0.0002 | |||||
| US3133B6Y538 / UMBS | 4.35 | -3.05 | 0.0098 | -0.0001 | |||||
| US92839CAA53 / Visio 2023-2 Trust | 4.34 | -5.67 | 0.0098 | -0.0004 | |||||
| US610202BR34 / Monongahela Power Co | 4.34 | 0.81 | 0.0098 | 0.0002 | |||||
| US3133BU2E67 / FED HM LN PC POOL QF7073 FR 02/53 FIXED 5.5 | 4.33 | -1.88 | 0.0097 | -0.0000 | |||||
| US073881AA25 / Bear Stearns ARM Trust 2007-3 | 4.33 | -3.61 | 0.0097 | -0.0002 | |||||
| US12660WAA36 / Credit Suisse Mortgage Capital Certificates | 4.33 | -0.14 | 0.0097 | 0.0001 | |||||
| US3136A3VW81 / FANNIE MAE FNR 2012 7 QF | 4.33 | -3.26 | 0.0097 | -0.0002 | |||||
| US92330YAN31 / VENTURE CDO LTD VENTR 2018 33A A1LR 144A | 4.33 | -28.67 | 0.0097 | -0.0037 | |||||
| US08661UAB26 / Beth Israel Lahey Health Inc | 4.33 | -3.26 | 0.0097 | -0.0002 | |||||
| US71103XAS36 / PEOPLE S FINANCIAL REALTY MORT PFRMS 2006 1 2A2 | 4.33 | -0.96 | 0.0097 | 0.0001 | |||||
| US38376RHB50 / GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H22 FD | 4.32 | -13.37 | 0.0097 | -0.0013 | |||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 4.31 | 0.58 | 0.0097 | 0.0002 | |||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 4.31 | 0.58 | 0.0097 | 0.0002 | |||||
| CAN 10YR BOND FUT SEP25 XMOD 20250918 / DIR (000000000) | 4.31 | 0.0097 | 0.0097 | ||||||
| US31418EF214 / Fannie Mae Pool | 4.30 | -2.60 | 0.0097 | -0.0001 | |||||
| US02149DAN93 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY13 4A1 | 4.29 | -0.46 | 0.0097 | 0.0001 | |||||
| US3140N55J94 / FNCL UMBS 4.5 BX1748 12-01-52 | 4.29 | -1.45 | 0.0096 | 0.0000 | |||||
| US3140QNGA42 / FNMA POOL CB2892 FN 02/52 FIXED 3 | 4.29 | -2.37 | 0.0096 | -0.0001 | |||||
| US880451AZ24 / TENNESSEE GAS PIPELINE REGD 144A P/P 2.90000000 | 4.28 | 1.23 | 0.0096 | 0.0003 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A D 144A / ABS-O (US21056EAE86) | 4.27 | -9.81 | 0.0096 | -0.0009 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A D 144A / ABS-O (US21056EAE86) | 4.27 | -9.81 | 0.0096 | -0.0009 | |||||
| US61756XAG07 / Morgan Stanley Mortgage Loan Trust 2007-15AR | 4.27 | -0.88 | 0.0096 | 0.0001 | |||||
| US11043XAA19 / British Airways Pass Through Trust, Series 2019-1, Class AA | 4.26 | -2.22 | 0.0096 | -0.0001 | |||||
| US17312GAB77 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL3 A3B | 4.26 | -0.86 | 0.0096 | 0.0001 | |||||
| US31620RAK14 / Fidelity National Financial Inc | 4.26 | 0.81 | 0.0096 | 0.0002 | |||||
| US577081BE10 / Mattel Inc | 4.25 | 0.12 | 0.0096 | 0.0002 | |||||
| US817826AD20 / 7-Eleven Inc | 4.24 | 1.36 | 0.0095 | 0.0003 | |||||
| US31418EE555 / UMBS, 30 Year | 4.24 | -2.49 | 0.0095 | -0.0001 | |||||
| US3617L7U982 / GNMA POOL BP1508 GN 09/49 FIXED 4 | 4.23 | -5.16 | 0.0095 | -0.0004 | |||||
| US44409MAA45 / HUDSON PACIFIC PROPERTIE COMPANY GUAR 11/27 3.95 | 4.22 | 8.37 | 0.0095 | 0.0009 | |||||
| FED HM LN PC POOL QG8243 FR 08/53 FIXED 5.5 / ABS-MBS (US3133C9EQ20) | 4.22 | -0.21 | 0.0095 | 0.0001 | |||||
| FED HM LN PC POOL QG8243 FR 08/53 FIXED 5.5 / ABS-MBS (US3133C9EQ20) | 4.22 | -0.21 | 0.0095 | 0.0001 | |||||
| US3140X6WD92 / FNMA POOL FM3343 FN 02/30 FIXED VAR | 4.21 | -10.76 | 0.0095 | -0.0010 | |||||
| US550279AM51 / Luminent Mortgage Trust, Series 2006-1, Class A1 | 4.21 | -0.38 | 0.0095 | 0.0001 | |||||
| US880451AV10 / Tennessee Gas Pipeline Co Debentures 7% 10/15/28 | 4.20 | 0.53 | 0.0094 | 0.0002 | |||||
| US949746SH57 / Wells Fargo & Co Bond | 4.19 | 0.53 | 0.0094 | 0.0002 | |||||
| OZLM LTD OZLM 2014 9A A1A4 144A / ABS-CBDO (US67109KBG85) | 4.18 | -24.32 | 0.0094 | -0.0028 | |||||
| OZLM LTD OZLM 2014 9A A1A4 144A / ABS-CBDO (US67109KBG85) | 4.18 | -24.32 | 0.0094 | -0.0028 | |||||
| US90352JAC71 / UBS Group AG | 4.18 | 0.72 | 0.0094 | 0.0002 | |||||
| SIXTH STREET LENDING PAR SR UNSECURED 144A 07/30 6.125 / DBT (US829932AE25) | 4.18 | 1.19 | 0.0094 | 0.0003 | |||||
| SIXTH STREET LENDING PAR SR UNSECURED 144A 07/30 6.125 / DBT (US829932AE25) | 4.18 | 1.19 | 0.0094 | 0.0003 | |||||
| US3617G1S416 / GNMA II POOL BE6839 G2 03/48 FIXED 4 | 4.17 | -1.26 | 0.0094 | 0.0000 | |||||
| US126670DD79 / COUNTRYWIDE ASSET BACKED CERTI CWL 2005 11 MV4 | 4.16 | -14.44 | 0.0094 | -0.0014 | |||||
| US314890AB05 / Ferguson Finance PLC | 4.15 | 1.89 | 0.0093 | 0.0003 | |||||
| US3617H4NH00 / GNMA II POOL BH6692 G2 06/48 FIXED 4 | 4.14 | -4.38 | 0.0093 | -0.0003 | |||||
| US3132D55B45 / Freddie Mac Pool | 4.14 | -5.55 | 0.0093 | -0.0004 | |||||
| US3136AU5W75 / Fannie Mae REMICS | 4.12 | -3.80 | 0.0093 | -0.0002 | |||||
| US31418DMP41 / Federal National Mortgage Association (FNMA) | 4.12 | -1.03 | 0.0093 | 0.0001 | |||||
| US03027XAK63 / American Tower Corp 3.375% 10/15/2026 Bond | 4.11 | 0.54 | 0.0093 | 0.0002 | |||||
| FNMA POOL BY9003 FN 08/53 FIXED 5.5 / ABS-MBS (US3140NSAD68) | 4.11 | -0.19 | 0.0093 | 0.0001 | |||||
| US92922FW460 / CORP CMO | 4.11 | -0.75 | 0.0092 | 0.0001 | |||||
| US3133BJ7L09 / Freddie Mac Pool | 4.10 | -2.87 | 0.0092 | -0.0001 | |||||
| US26884UAC36 / EPR Properties | 4.10 | 0.32 | 0.0092 | 0.0002 | |||||
| US17311BAS25 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A1 144A | 4.08 | -0.95 | 0.0092 | 0.0001 | |||||
| US836205AY00 / Republic of South Africa Government International Bond | 4.07 | 2.31 | 0.0092 | 0.0004 | |||||
| US836205AY00 / Republic of South Africa Government International Bond | 4.07 | 2.31 | 0.0092 | 0.0004 | |||||
| BOUGHT BRL SOLD USD 20251002 / DFE (000000000) | 4.06 | 0.0091 | 0.0091 | ||||||
| BOUGHT BRL SOLD USD 20251002 / DFE (000000000) | 4.06 | 0.0091 | 0.0091 | ||||||
| TREASURY BILL 09/25 0.00000 / DBT (US912797MH75) | 4.05 | 0.0091 | 0.0091 | ||||||
| TREASURY BILL 09/25 0.00000 / DBT (US912797MH75) | 4.05 | 0.0091 | 0.0091 | ||||||
| US23308LAA26 / DBGS 2021-W52 Mortgage Trust | 4.04 | -0.30 | 0.0091 | 0.0001 | |||||
| US05490BAW19 / BCAP LLC TRUST BCAP 2013 RR1 5A2 144A | 4.04 | -0.42 | 0.0091 | 0.0001 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A C 144A / ABS-O (US21056DAD21) | 4.04 | -9.45 | 0.0091 | -0.0008 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A C 144A / ABS-O (US21056DAD21) | 4.04 | -9.45 | 0.0091 | -0.0008 | |||||
| US3618ACLV85 / GNMA II POOL CQ9340 G2 01/47 FIXED 3 | 4.04 | -0.96 | 0.0091 | 0.0001 | |||||
| FNMA POOL BY5014 FN 07/53 FIXED 5.5 / ABS-MBS (US3140NMSC24) | 4.03 | -0.59 | 0.0091 | 0.0001 | |||||
| FNMA POOL BY5014 FN 07/53 FIXED 5.5 / ABS-MBS (US3140NMSC24) | 4.03 | -0.59 | 0.0091 | 0.0001 | |||||
| US68784HAD35 / OSCAR US FUNDING XIV LLC | 4.03 | -16.57 | 0.0091 | -0.0016 | |||||
| US41161PLR28 / HARBORVIEW MORTGAGE LOAN TRUST 2005-2 SER 2005-2 CL 2A1A V/R REGD 2.17325000 | 4.03 | -4.78 | 0.0091 | -0.0003 | |||||
| US22822VBB62 / CROWN CASTLE INC | 4.03 | 0.80 | 0.0091 | 0.0002 | |||||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | 4.03 | 8.99 | 0.0091 | 0.0009 | |||||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | 4.03 | 8.99 | 0.0091 | 0.0009 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A B 144A / ABS-O (US21056DAC48) | 4.02 | -9.41 | 0.0091 | -0.0008 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A B 144A / ABS-O (US21056DAC48) | 4.02 | -9.41 | 0.0091 | -0.0008 | |||||
| EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF53) | 4.02 | 0.0090 | 0.0090 | ||||||
| US62954HAX61 / NXP BV / NXP Funding LLC / NXP USA Inc | 4.01 | 0.75 | 0.0090 | 0.0002 | |||||
| US3137A9YV24 / FREDDIE MAC FHR 3838 GZ | 4.01 | -2.22 | 0.0090 | -0.0001 | |||||
| US694308HP52 / PACIFIC GAS + ELECTRIC SR UNSECURED 03/26 2.95 | 4.00 | 0.48 | 0.0090 | 0.0002 | |||||
| IRS AUD 4.50000 03/20/24-10Y LCH / DIR (EZJLKSMVQPQ8) | 4.00 | 107.53 | 0.0090 | 0.0047 | |||||
| IRS AUD 4.50000 03/20/24-10Y LCH / DIR (EZJLKSMVQPQ8) | 4.00 | 107.53 | 0.0090 | 0.0047 | |||||
| XS2305369709 / CORDATUS CLO PLC CORDA 7A ARR 144A | 3.98 | -8.20 | 0.0090 | -0.0006 | |||||
| US95002DBG34 / Wells Fargo Commercial Mortgage Trust 2018-C47 | 3.98 | 0.61 | 0.0090 | 0.0002 | |||||
| US45660LVM89 / IndyMac INDX Mortgage Loan Trust 2005-AR15 | 3.98 | -1.39 | 0.0090 | 0.0000 | |||||
| US31659TEY73 / FIELDSTONE MORTGAGE INVESTMENT TRUST SERIES 2006-1 | 3.98 | -2.09 | 0.0090 | -0.0000 | |||||
| US45669BAF94 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR1 3A1 | 3.97 | -3.80 | 0.0089 | -0.0002 | |||||
| FED HM LN PC POOL QH2176 FR 10/53 FIXED 5.5 / ABS-MBS (US3133CEMZ25) | 3.97 | -0.18 | 0.0089 | 0.0001 | |||||
| FED HM LN PC POOL QH2176 FR 10/53 FIXED 5.5 / ABS-MBS (US3133CEMZ25) | 3.97 | -0.18 | 0.0089 | 0.0001 | |||||
| US3140J6GM33 / FANNIE MAE 4% 10/01/2047 FNL | 3.96 | -2.05 | 0.0089 | -0.0000 | |||||
| US1266944B18 / COUNTRYWIDE HOME LOANS CWHL 2006 HYB3 2AB3 | 3.96 | -2.17 | 0.0089 | -0.0001 | |||||
| US41161PPN77 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 7 1A1 | 3.95 | -1.69 | 0.0089 | -0.0000 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA B 144A / ABS-O (US21050UAC27) | 3.94 | 0.13 | 0.0089 | 0.0002 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA B 144A / ABS-O (US21050UAC27) | 3.94 | 0.13 | 0.0089 | 0.0002 | |||||
| US68400DAF15 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 1 2A4 | 3.94 | -1.45 | 0.0089 | 0.0000 | |||||
| US3618A8XS12 / GNMA II POOL CQ6089 G2 11/47 FIXED 3 | 3.94 | -0.93 | 0.0089 | 0.0001 | |||||
| US3140NLVR72 / FNCL UMBS 5.5 BY4223 06-01-53 | 3.92 | -0.76 | 0.0088 | 0.0001 | |||||
| US12638PAB58 / CSMC Mortgage-Backed Trust 2007-3 | 3.91 | 2.57 | 0.0088 | 0.0004 | |||||
| US31620MBR60 / FIDELITY NATL INFORMN SVCS INC 1.15% 03/01/2026 | 3.91 | 0.90 | 0.0088 | 0.0002 | |||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 3.90 | 0.0088 | 0.0088 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 3.90 | 0.0088 | 0.0088 | ||||||
| US00774MAL90 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.89 | -0.08 | 0.0088 | 0.0001 | |||||
| US3617XCSD84 / GNMA POOL CI7716 GN 11/51 FIXED 4 | 3.89 | -1.12 | 0.0087 | 0.0000 | |||||
| TREASURY BILL 08/25 0.00000 / DBT (US912797MG92) | 3.88 | 0.0087 | 0.0087 | ||||||
| TREASURY BILL 08/25 0.00000 / DBT (US912797MG92) | 3.88 | 0.0087 | 0.0087 | ||||||
| US31398NRZ95 / Fannie Mae REMICS | 3.88 | -3.41 | 0.0087 | -0.0002 | |||||
| US23243LAA08 / CWABS Asset-Backed Certificates Trust 2006-14 | 3.88 | 2.40 | 0.0087 | 0.0003 | |||||
| US92925GAJ22 / WaMu Mortgage Pass-Through Certificates Trust, Series 2006-AR16, Class 3A3 | 3.88 | -1.47 | 0.0087 | 0.0000 | |||||
| FED HM LN PC POOL QH1172 FR 09/53 FIXED 5.5 / ABS-MBS (US3133CDJR62) | 3.88 | -0.21 | 0.0087 | 0.0001 | |||||
| FED HM LN PC POOL QH1172 FR 09/53 FIXED 5.5 / ABS-MBS (US3133CDJR62) | 3.88 | -0.21 | 0.0087 | 0.0001 | |||||
| C / Citigroup Inc. - Depositary Receipt (Common Stock) | 3.88 | -50.30 | 0.0087 | -0.0085 | |||||
| C / Citigroup Inc. - Depositary Receipt (Common Stock) | 3.88 | -50.30 | 0.0087 | -0.0085 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A E 144A / ABS-O (US21056EAK47) | 3.87 | -9.26 | 0.0087 | -0.0007 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A E 144A / ABS-O (US21056EAK47) | 3.87 | -9.26 | 0.0087 | -0.0007 | |||||
| US71951QAB86 / Physicians Realty LP | 3.87 | 1.12 | 0.0087 | 0.0002 | |||||
| US05950PAU75 / Banc of America Funding 2006-H Trust | 3.85 | -1.36 | 0.0087 | 0.0000 | |||||
| US61750MAE57 / MSAC 2006-HE7 A2C | 3.85 | -2.80 | 0.0087 | -0.0001 | |||||
| US46654DAD57 / JP MORGAN MORTGAGE TRUST 2021-INV4 SER 2021-INV4 CL A2 V/R REGD 144A P/P 3.00000000 | 3.84 | -2.61 | 0.0086 | -0.0001 | |||||
| US3138ERBQ27 / FNMA POOL AL9046 FN 08/46 FIXED VAR | 3.84 | -0.57 | 0.0086 | 0.0001 | |||||
| US92916MAF86 / VOYA CLO LTD VOYA 2017 1A A1R 144A | 3.84 | -24.77 | 0.0086 | -0.0027 | |||||
| TREASURY BILL 10/25 0.00000 / DBT (US912797RD17) | 3.83 | 0.0086 | 0.0086 | ||||||
| TREASURY BILL 10/25 0.00000 / DBT (US912797RD17) | 3.83 | 0.0086 | 0.0086 | ||||||
| US04410RAA41 / Ashford Hospitality Trust 2018-ASHF | 3.83 | -0.10 | 0.0086 | 0.0001 | |||||
| US31335A3G11 / FED HM LN PC POOL G60799 FG 11/46 FIXED 3.5 | 3.83 | -1.92 | 0.0086 | -0.0000 | |||||
| US23245FAC77 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC10 2A2A | 3.81 | -4.46 | 0.0086 | -0.0003 | |||||
| US05367AAH68 / Aviation Capital Group LLC | 3.80 | -0.03 | 0.0085 | 0.0001 | |||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A B 144A / ABS-O (US83407UAB44) | 3.79 | 0.0085 | 0.0085 | ||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A B 144A / ABS-O (US83407UAB44) | 3.79 | 0.0085 | 0.0085 | ||||||
| US49427RAR30 / KILROY REALTY 2.65 11/33 | 3.77 | 0.99 | 0.0085 | 0.0002 | |||||
| DANSKE / Danske Bank A/S | 3.77 | 0.08 | 0.0085 | 0.0001 | |||||
| DANSKE / Danske Bank A/S | 3.77 | 0.08 | 0.0085 | 0.0001 | |||||
| US93364AAC62 / WaMu Mortgage Pass-Through Certificates Series 2007-OA3 Trust | 3.76 | -1.08 | 0.0085 | 0.0000 | |||||
| US36255WAA36 / GS Mortgage Securities Corp II | 3.75 | -14.05 | 0.0084 | -0.0012 | |||||
| US76112B2D12 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 RS2 A3A | 3.74 | -4.42 | 0.0084 | -0.0002 | |||||
| US74931QAA94 / RBSSP RESECURITIZATION TRUST RBSSP 2012 7 A1 144A | 3.72 | -0.48 | 0.0084 | 0.0001 | |||||
| US542514NT77 / LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 3 1A | 3.71 | -2.19 | 0.0083 | -0.0000 | |||||
| US3136AVM484 / FANNIE MAE FNR 2017 27 FA | 3.69 | -1.12 | 0.0083 | 0.0000 | |||||
| PENSKE TRUCK LEASING/PTL PENSKE TRUCK LEASING/PTL / DBT (US709599BZ68) | 3.69 | 0.60 | 0.0083 | 0.0002 | |||||
| PENSKE TRUCK LEASING/PTL PENSKE TRUCK LEASING/PTL / DBT (US709599BZ68) | 3.69 | 0.60 | 0.0083 | 0.0002 | |||||
| US38376RRG38 / GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H07 FE | 3.69 | -11.37 | 0.0083 | -0.0009 | |||||
| US05551JAA88 / BAMLL Commercial Mortgage Securities Trust 2020-BOC | 3.68 | -2.05 | 0.0083 | -0.0000 | |||||
| US75972BAB71 / RENESAS ELECTRONICS CORP | 3.68 | 0.91 | 0.0083 | 0.0002 | |||||
| US862121AC45 / STORE CAP CORP 2.75% 11/18/2030 | 3.67 | 0.60 | 0.0083 | 0.0002 | |||||
| FED HM LN PC POOL QG8401 FR 08/53 FIXED 5.5 / ABS-MBS (US3133C9KN25) | 3.67 | -2.00 | 0.0083 | -0.0000 | |||||
| FED HM LN PC POOL QG8401 FR 08/53 FIXED 5.5 / ABS-MBS (US3133C9KN25) | 3.67 | -2.00 | 0.0083 | -0.0000 | |||||
| 4O2B / Adani Transmission Ltd | 3.67 | 2.78 | 0.0082 | 0.0004 | |||||
| US93363RAB24 / WaMu Mortgage Pass-Through Certificates Series 2006-AR13 Trust | 3.67 | -0.14 | 0.0082 | 0.0001 | |||||
| US3133B6AE07 / Freddie Mac Pool | 3.66 | -3.22 | 0.0082 | -0.0001 | |||||
| US3138WEZ284 / FNMA POOL AS5260 FN 06/45 FIXED 4 | 3.66 | -0.63 | 0.0082 | 0.0001 | |||||
| US57645EAM21 / MASTR ASSET BACKED SECURITIES MABS 2006 AM3 A4 | 3.64 | -2.93 | 0.0082 | -0.0001 | |||||
| OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A / ABS-CBDO (US67592CAL00) | 3.64 | -25.45 | 0.0082 | -0.0026 | |||||
| OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A / ABS-CBDO (US67592CAL00) | 3.64 | -25.45 | 0.0082 | -0.0026 | |||||
| XS2306989372 / BNPP AM Euro CLO 2018 BV | 3.64 | 8.76 | 0.0082 | 0.0008 | |||||
| US05591XAA90 / BRSP 2021-FL1 Ltd | 3.64 | -1.09 | 0.0082 | 0.0000 | |||||
| US928668BB76 / Volkswagen Group of America Finance LLC | 3.64 | 0.66 | 0.0082 | 0.0002 | |||||
| US22535WAH07 / Credit Agricole SA | 3.63 | -52.17 | 0.0082 | -0.0086 | |||||
| US3136AVPY96 / FANNIE MAE FNR 2017 18 FA | 3.63 | -4.22 | 0.0082 | -0.0002 | |||||
| US06738ECE32 / Barclays PLC | 3.62 | 1.66 | 0.0082 | 0.0003 | |||||
| US90931LAA61 / United Airlines 2016-1 Class AA Pass Through Trust | 3.62 | 0.61 | 0.0081 | 0.0002 | |||||
| FNMA POOL BY1266 FN 05/53 FIXED 5.5 / ABS-MBS (US3140NHMQ88) | 3.62 | -5.01 | 0.0081 | -0.0003 | |||||
| FNMA POOL BY1266 FN 05/53 FIXED 5.5 / ABS-MBS (US3140NHMQ88) | 3.62 | -5.01 | 0.0081 | -0.0003 | |||||
| S56431109 / Northam Platinum Holdings Ltd | 3.62 | 0.89 | 0.0081 | 0.0002 | |||||
| S56431109 / Northam Platinum Holdings Ltd | 3.62 | 0.89 | 0.0081 | 0.0002 | |||||
| US3140LQP957 / Fannie Mae Pool | 3.61 | -2.51 | 0.0081 | -0.0001 | |||||
| USL269151217 / DRILLCO HLDG LUX S A | 0.18 | 0.00 | 3.61 | -18.61 | 0.0081 | -0.0017 | |||
| US055979AC23 / BMW Vehicle Lease Trust 2023-2 | 3.61 | -47.87 | 0.0081 | -0.0072 | |||||
| FED HM LN PC POOL QG2926 FR 05/53 FIXED 5.5 / ABS-MBS (US3133C3HB53) | 3.60 | -0.22 | 0.0081 | 0.0001 | |||||
| FED HM LN PC POOL QG2926 FR 05/53 FIXED 5.5 / ABS-MBS (US3133C3HB53) | 3.60 | -0.22 | 0.0081 | 0.0001 | |||||
| GNMA II POOL MA9961 G2 10/54 FIXED 3.5 / ABS-MBS (US36180AB691) | 3.60 | -1.53 | 0.0081 | 0.0000 | |||||
| GNMA II POOL MA9961 G2 10/54 FIXED 3.5 / ABS-MBS (US36180AB691) | 3.60 | -1.53 | 0.0081 | 0.0000 | |||||
| US073871AA35 / Bear Stearns ALT-A Trust 2006-4 | 3.60 | -2.36 | 0.0081 | -0.0001 | |||||
| US3133BPF527 / FED HM LN PC POOL QF1988 FR 10/52 FIXED 5 | 3.60 | -2.31 | 0.0081 | -0.0001 | |||||
| SCE.PRK / SCE Trust V - Preferred Security | 3.60 | 0.33 | 0.0081 | 0.0002 | |||||
| SCE.PRK / SCE Trust V - Preferred Security | 3.60 | 0.33 | 0.0081 | 0.0002 | |||||
| US3133BEX813 / FREDDIE MAC POOL UMBS P#QE5203 4.00000000 | 3.59 | -2.13 | 0.0081 | -0.0000 | |||||
| US36196EWU71 / GNMA II POOL AX3359 G2 07/48 FIXED 4 | 3.58 | -1.32 | 0.0081 | 0.0000 | |||||
| US31394PPR81 / FHLMC STRUCTURED PASS THROUGH FSPC T 59 1A2 | 3.58 | -2.87 | 0.0081 | -0.0001 | |||||
| US37940XAD49 / Global Payments Inc | 3.58 | -52.41 | 0.0081 | -0.0086 | |||||
| US456837BB82 / ING Groep NV | 3.58 | -52.41 | 0.0080 | -0.0086 | |||||
| US617538AD56 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE3 A2D | 3.57 | -2.88 | 0.0080 | -0.0001 | |||||
| XS2228683350 / Nissan Motor Co Ltd | 3.57 | 8.97 | 0.0080 | 0.0008 | |||||
| US86358EPT72 / STRUCTURED ASSET INVESTMENT LO SAIL 2004 11 M4 | 3.57 | 0.51 | 0.0080 | 0.0002 | |||||
| F+G ANNUITIES + LIFE INC COMPANY GUAR 10/34 6.25 / DBT (US30190AAG94) | 3.57 | 2.21 | 0.0080 | 0.0003 | |||||
| F+G ANNUITIES + LIFE INC COMPANY GUAR 10/34 6.25 / DBT (US30190AAG94) | 3.57 | 2.21 | 0.0080 | 0.0003 | |||||
| US61768HAW60 / Morgan Stanley Capital I Trust 2019-L2, Series 2019-L2, Class A4 | 3.55 | 0.82 | 0.0080 | 0.0002 | |||||
| US459506AN18 / CORP. NOTE | 3.54 | -58.54 | 0.0080 | -0.0109 | |||||
| US3133C8L860 / FED HM LN PC POOL QG7551 FR 07/53 FIXED 4.5 | 3.54 | -5.86 | 0.0080 | -0.0004 | |||||
| US31395M2F53 / Freddie Mac Structured Pass-Through Certificates | 3.53 | -3.63 | 0.0080 | -0.0002 | |||||
| US320986AA08 / FIRST INVESTORS AUTO OWNER TRUST 2023-1 FIAOT 2023-1A A | 3.53 | -19.28 | 0.0079 | -0.0017 | |||||
| YELLOW TULIP BIDCO B.V. GALIBIER BIDCO PPN / DBT (XS2859301033) | 3.52 | -6.53 | 0.0079 | -0.0004 | |||||
| YELLOW TULIP BIDCO B.V. GALIBIER BIDCO PPN / DBT (XS2859301033) | 3.52 | -6.53 | 0.0079 | -0.0004 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 3.52 | 9.93 | 0.0079 | 0.0008 | |||||
| USY7280PAA13 / ReNew Wind Energy AP2 / ReNew Power Pvt Ltd other 9 Subsidiaries | 3.51 | 2.18 | 0.0079 | 0.0003 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A R / ABS-O (US21050QAG29) | 3.51 | 1.59 | 0.0079 | 0.0002 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A R / ABS-O (US21050QAG29) | 3.51 | 1.59 | 0.0079 | 0.0002 | |||||
| US3132DQT896 / FHLG 30YR 5.5% 07/01/2053#SD3275 | 3.51 | -0.28 | 0.0079 | 0.0001 | |||||
| US431282AR39 / Highwoods Realty LP | 3.50 | 1.45 | 0.0079 | 0.0002 | |||||
| US61747YFF79 / Morgan Stanley | 3.50 | 0.58 | 0.0079 | 0.0002 | |||||
| US3133C3SY38 / FED HM LN PC POOL QG3235 FR 04/53 FIXED 4.5 | 3.50 | -7.25 | 0.0079 | -0.0005 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A C / ABS-O (US21050QAD97) | 3.49 | 0.55 | 0.0078 | 0.0002 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A C / ABS-O (US21050QAD97) | 3.49 | 0.55 | 0.0078 | 0.0002 | |||||
| US3133CCPZ32 / FED HM LN PC POOL QH0440 FR 09/53 FIXED 5 | 3.48 | -1.25 | 0.0078 | 0.0000 | |||||
| US00703QAE26 / Adjustable Rate Mortgage Trust 2006-3 | 3.48 | -1.33 | 0.0078 | 0.0000 | |||||
| US92539FAA12 / VERUS_23-INV1 | 3.48 | -7.22 | 0.0078 | -0.0005 | |||||
| BARROW FUNDING PLC BARRO 1A E / ABS-MBS (XS2755903718) | 3.47 | 5.93 | 0.0078 | 0.0006 | |||||
| BARROW FUNDING PLC BARRO 1A E / ABS-MBS (XS2755903718) | 3.47 | 5.93 | 0.0078 | 0.0006 | |||||
| US02378MAA99 / AMERICAN AIRLINES 2019-1 CLASS A PASS THROUGH TRUS 3.500000% 02/15/2032 | 3.46 | 0.64 | 0.0078 | 0.0002 | |||||
| US88522EAC75 / THORNBURG MORTGAGE SECURITIES TRUST 2007-1 TMST 2007-1 A2B | 3.46 | 2.92 | 0.0078 | 0.0003 | |||||
| CH1214797172 / Credit Suisse Group AG | 3.45 | 9.00 | 0.0078 | 0.0008 | |||||
| US59022QAC69 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE5 A2B | 3.45 | -1.34 | 0.0078 | 0.0000 | |||||
| US31392GVX05 / FANNIEMAE WHOLE LOAN FNW 2003 W1 1A1 | 3.45 | -2.38 | 0.0078 | -0.0001 | |||||
| US84858DAA63 / Spirit Airlines Pass Through Trust 2015-1A | 3.45 | -6.17 | 0.0078 | -0.0004 | |||||
| US3138WFS807 / Fannie Mae Pool | 3.45 | -0.72 | 0.0078 | 0.0001 | |||||
| US3132HTRR94 / FREDDIEMAC STRIP FHS 312 V1 | 3.44 | -2.63 | 0.0077 | -0.0001 | |||||
| US92926SAD80 / WaMu Asset-Backed Certificates WaMu Series | 3.44 | -0.32 | 0.0077 | 0.0001 | |||||
| US05606FAA12 / BX TRUST BX 2019 OC11 A 144A | 3.44 | 1.00 | 0.0077 | 0.0002 | |||||
| BARROW FUNDING PLC BARRO 1A F / ABS-MBS (XS2755904013) | 3.43 | 5.21 | 0.0077 | 0.0005 | |||||
| BARROW FUNDING PLC BARRO 1A F / ABS-MBS (XS2755904013) | 3.43 | 5.21 | 0.0077 | 0.0005 | |||||
| AVIATION CAPITAL GROUP SR UNSECURED 144A 04/30 5.125 / DBT (US05369AAS06) | 3.43 | 1.51 | 0.0077 | 0.0002 | |||||
| AVIATION CAPITAL GROUP SR UNSECURED 144A 04/30 5.125 / DBT (US05369AAS06) | 3.43 | 1.51 | 0.0077 | 0.0002 | |||||
| US86358EPS99 / STRUCTURED ASSET INVESTMENT LO SAIL 2004 11 M3 | 3.42 | 0.03 | 0.0077 | 0.0001 | |||||
| RIPON MORTGAGES RIPON 2025 1A X 144A / ABS-MBS (XS2982125101) | 3.42 | -36.70 | 0.0077 | -0.0043 | |||||
| RIPON MORTGAGES RIPON 2025 1A X 144A / ABS-MBS (XS2982125101) | 3.42 | -36.70 | 0.0077 | -0.0043 | |||||
| US36198W7H25 / GNMA POOL AI9896 GN 08/44 FIXED 3.5 | 3.42 | -1.84 | 0.0077 | -0.0000 | |||||
| US92925DAD21 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 2A | 3.41 | 0.03 | 0.0077 | 0.0001 | |||||
| US477164AA59 / JetBlue 2020-1 Class A Pass Through Trust | 3.41 | -4.48 | 0.0077 | -0.0002 | |||||
| US90932LAA52 / United Airlines, Bond | 3.41 | -3.94 | 0.0077 | -0.0002 | |||||
| US525226AJ52 / Lehman XS Trust Series 2006-12N | 3.40 | -4.63 | 0.0077 | -0.0002 | |||||
| FED HM LN PC POOL QI8204 FR 06/54 FIXED 5.5 / ABS-MBS (US3133WFDH72) | 3.39 | -1.71 | 0.0076 | -0.0000 | |||||
| FED HM LN PC POOL QI8204 FR 06/54 FIXED 5.5 / ABS-MBS (US3133WFDH72) | 3.39 | -1.71 | 0.0076 | -0.0000 | |||||
| US13032UVG02 / CALIFORNIA ST HLTH FACS FING AUTH REVENUE | 3.39 | 0.56 | 0.0076 | 0.0002 | |||||
| US61753KAA43 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A1 | 3.38 | 0.12 | 0.0076 | 0.0001 | |||||
| US19828TAA43 / CORP. NOTE | 3.38 | 1.59 | 0.0076 | 0.0002 | |||||
| US54627RAS94 / Louisiana Local Government Environmental Facilities & Community Development Auth | 3.38 | 0.63 | 0.0076 | 0.0002 | |||||
| US3140MPVF57 / Fannie Mae Pool | 3.38 | -1.52 | 0.0076 | 0.0000 | |||||
| US021468AA17 / Alternative Loan Trust, Series 2006-14CB, Class A1 | 3.37 | -1.84 | 0.0076 | -0.0000 | |||||
| US11043XAB91 / British Airways Pass Through Trust, Series 2019-1, Class A | 3.37 | -5.56 | 0.0076 | -0.0003 | |||||
| US31416VJ479 / FNMA POOL AB0282 FN 01/39 FIXED 6 | 3.34 | -1.27 | 0.0075 | 0.0000 | |||||
| FED HM LN PC POOL QG5126 FR 06/53 FIXED 5.5 / ABS-MBS (US3133C5VT53) | 3.34 | -0.36 | 0.0075 | 0.0001 | |||||
| FED HM LN PC POOL QG5126 FR 06/53 FIXED 5.5 / ABS-MBS (US3133C5VT53) | 3.34 | -0.36 | 0.0075 | 0.0001 | |||||
| US49446RAX70 / KIMCO REALTY CORP 1.9% 03/01/2028 | 3.33 | 1.74 | 0.0075 | 0.0002 | |||||
| US92539DAA63 / Verus Securitization Trust 2023-2 | 3.33 | -9.11 | 0.0075 | -0.0006 | |||||
| US92926UAA97 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY2 1A1 | 3.33 | -0.80 | 0.0075 | 0.0001 | |||||
| COREBRIDGE GLOB FUNDING COREBRIDGE GLOB FUNDING / DBT (US00138CBB37) | 3.32 | -54.62 | 0.0075 | -0.0087 | |||||
| US12465MAC82 / CREDIT BASED ASSET SERVICING A CBASS 2006 CB9 A3 | 3.32 | -0.09 | 0.0075 | 0.0001 | |||||
| US74924VAE92 / RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX9 2A | 3.32 | -0.27 | 0.0075 | 0.0001 | |||||
| US61915CAA71 / MORTGAGEIT TRUST MHL 2007 2 A1 | 3.32 | -0.06 | 0.0075 | 0.0001 | |||||
| US3140NDLK14 / FNMA POOL BX8429 FN 04/53 FIXED 5.5 | 3.31 | -0.21 | 0.0075 | 0.0001 | |||||
| US02156LAF85 / Altice France SA/France | 3.31 | 5.45 | 0.0074 | 0.0005 | |||||
| US3140F96M25 / FNMA POOL BD2675 FN 07/46 FIXED 4 | 3.30 | -0.87 | 0.0074 | 0.0001 | |||||
| RFR USD SOFR/3.25000 06/18/25-7Y LCH / DIR (EZNM897HLTQ3) | 3.30 | -44.36 | 0.0074 | -0.0057 | |||||
| RFR USD SOFR/3.25000 06/18/25-7Y LCH / DIR (EZNM897HLTQ3) | 3.30 | -44.36 | 0.0074 | -0.0057 | |||||
| US92922F6Y99 / WaMu Mortgage Pass-Through Certificates Series 2005-AR16 Trust | 3.29 | -4.30 | 0.0074 | -0.0002 | |||||
| US02147DAB73 / Alternative Loan Trust 2006-OA11 | 3.29 | -2.17 | 0.0074 | -0.0000 | |||||
| US49427RAN26 / Kilroy Realty LP | 3.28 | 0.77 | 0.0074 | 0.0002 | |||||
| US68389BAC72 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 3 2A3 | 3.27 | -0.15 | 0.0074 | 0.0001 | |||||
| US3140X5KC64 / Fannie Mae Pool | 3.27 | -0.18 | 0.0074 | 0.0001 | |||||
| US74958DAA63 / RFMSI Trust, Series 2006-S10, Class 1A1 | 3.27 | -1.57 | 0.0074 | 0.0000 | |||||
| OXYD / Occidental Petroleum Corporation - Depositary Receipt (Common Stock) | 3.26 | 0.0073 | 0.0073 | ||||||
| OXYD / Occidental Petroleum Corporation - Depositary Receipt (Common Stock) | 3.26 | 0.0073 | 0.0073 | ||||||
| US10112RBF01 / Boston Properties LP | 3.26 | 2.04 | 0.0073 | 0.0003 | |||||
| NWE / NorthWestern Energy Group, Inc. | 3.25 | 0.84 | 0.0073 | 0.0002 | |||||
| NWE / NorthWestern Energy Group, Inc. | 3.25 | 0.84 | 0.0073 | 0.0002 | |||||
| US17312FAD50 / CITICORP MORTGAGE SECURITIES, CMSI 2007 3 1A4 | 3.24 | -0.86 | 0.0073 | 0.0001 | |||||
| US466247E904 / JP MORGAN MORTGAGE TRUST JPMMT 2006 A1 2A4 | 3.24 | -7.06 | 0.0073 | -0.0004 | |||||
| US3140MTRE50 / FNMA POOL BW2284 FN 08/52 FIXED 4.5 | 3.24 | -0.43 | 0.0073 | 0.0001 | |||||
| US86358ESN75 / STRUCTURED ASSET INVESTMENT LO SAIL 2005 4 M4 | 3.23 | -9.32 | 0.0073 | -0.0006 | |||||
| MERCEDES BENZ FIN NA COMPANY GUAR 144A 03/28 4.75 / DBT (US58769JBE64) | 3.23 | 0.78 | 0.0073 | 0.0002 | |||||
| MERCEDES BENZ FIN NA COMPANY GUAR 144A 03/28 4.75 / DBT (US58769JBE64) | 3.23 | 0.78 | 0.0073 | 0.0002 | |||||
| US3133KYR848 / Freddie Mac Pool | 3.23 | -1.68 | 0.0073 | -0.0000 | |||||
| US3140XBMA56 / FNMA POOL FM7552 FN 07/34 FIXED VAR | 3.23 | -9.61 | 0.0073 | -0.0006 | |||||
| US3617XUP662 / Ginnie Mae I Pool | 3.22 | -2.25 | 0.0072 | -0.0000 | |||||
| US3140NFBK71 / FNMA 30YR 5.5% 06/01/2053#BX9941 | 3.22 | -0.65 | 0.0072 | 0.0001 | |||||
| US3128MJ3T51 / FEDERAL HOME LOAN MORTGAGE CORP 4.00% 04/01/2048 G30 FGLMC | 3.20 | -1.57 | 0.0072 | 0.0000 | |||||
| US31398NSK18 / FANNIE MAE FNR 2010 109 Q | 3.20 | -9.81 | 0.0072 | -0.0007 | |||||
| US22822VBD29 / Crown Castle Inc | 3.20 | 0.98 | 0.0072 | 0.0002 | |||||
| US3133C6TR09 / Federal Home Loan Mortgage Corporation | 3.20 | -2.65 | 0.0072 | -0.0001 | |||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | 3.20 | 0.0072 | 0.0072 | ||||||
| US07387YAE32 / BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE6 2A | 3.20 | -0.44 | 0.0072 | 0.0001 | |||||
| US3617FUQV01 / GNMA II POOL CP4968 G2 08/47 FIXED 3 | 3.19 | -0.99 | 0.0072 | 0.0000 | |||||
| US3132DWGQ06 / FHLG 30YR 5% 03/01/2053#SD8307 | 3.18 | -2.28 | 0.0072 | -0.0000 | |||||
| US3133BEVZ33 / FNCL UMBS 4.5 QE5132 07-01-52 | 3.17 | -0.60 | 0.0071 | 0.0001 | |||||
| US3137BSAE33 / FREDDIE MAC FHR 4620 AF | 3.17 | -4.17 | 0.0071 | -0.0002 | |||||
| US59023XAC02 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE6 A2B | 3.16 | -3.75 | 0.0071 | -0.0002 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 3.15 | 0.86 | 0.0071 | 0.0002 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 3.15 | 0.86 | 0.0071 | 0.0002 | |||||
| US38376REV42 / GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H17 FL | 3.15 | -19.18 | 0.0071 | -0.0015 | |||||
| US361841AL38 / GLP Capital LP / GLP Financing II Inc | 3.14 | 0.93 | 0.0071 | 0.0002 | |||||
| ACI1F6P97 / VIRGIN MONEY UK PLC SR UNSECURED REGS 09/27 VAR | 3.13 | 7.04 | 0.0070 | 0.0006 | |||||
| FNMA POOL BY5876 FN 06/53 FIXED 5.5 / ABS-MBS (US3140NNQ651) | 3.12 | -0.26 | 0.0070 | 0.0001 | |||||
| FNMA POOL BY5876 FN 06/53 FIXED 5.5 / ABS-MBS (US3140NNQ651) | 3.12 | -0.26 | 0.0070 | 0.0001 | |||||
| US3138EPN912 / Fannie Mae Pool | 3.12 | -1.85 | 0.0070 | -0.0000 | |||||
| US93363EAK10 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR10 3A3 | 3.11 | -0.51 | 0.0070 | 0.0001 | |||||
| US3133KYSQ34 / Freddie Mac Pool | 3.11 | -0.89 | 0.0070 | 0.0001 | |||||
| US3133AJRD72 / FED HM LN PC POOL QC0484 FR 04/51 FIXED 3 | 3.10 | -0.74 | 0.0070 | 0.0001 | |||||
| CABK / CaixaBank, S.A. | 3.10 | 0.81 | 0.0070 | 0.0002 | |||||
| US07386HG396 / BEAR STEARNS ALT A TRUST BALTA 2006 2 24A1 | 3.09 | -1.40 | 0.0069 | 0.0000 | |||||
| US02377AAA60 / American Airlines Pass Through Trust, Series 2014-1, Class A | 3.08 | -4.44 | 0.0069 | -0.0002 | |||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 B B / ABS-O (US78450CAC82) | 3.08 | -0.13 | 0.0069 | 0.0001 | |||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 B B / ABS-O (US78450CAC82) | 3.08 | -0.13 | 0.0069 | 0.0001 | |||||
| US11120VAE39 / Brixmor Operating Partnership LP | 3.06 | 0.86 | 0.0069 | 0.0002 | |||||
| US3138WFMJ25 / FNMA POOL AS5760 FN 09/45 FIXED 4 | 3.06 | -0.71 | 0.0069 | 0.0001 | |||||
| US88522XAE13 / Thornburg Mortgage Securities Trust, Series 2007-3, Class 3A1 | 3.06 | -2.24 | 0.0069 | -0.0000 | |||||
| US023764AA14 / American Airlin Bond | 3.05 | -3.20 | 0.0069 | -0.0001 | |||||
| US3133BVJ485 / FNCL UMBS 5.5 QF7483 02-01-53 | 3.05 | -2.62 | 0.0069 | -0.0001 | |||||
| US46188BAB80 / INVITATION HOMES OPER PARTNERSHIP | 3.04 | 2.15 | 0.0068 | 0.0003 | |||||
| US3617YURP13 / GNMA II POOL CM8594 G2 12/46 FIXED 3 | 3.04 | -0.94 | 0.0068 | 0.0000 | |||||
| US3138WFRJ79 / FNMA POOL AS5888 FN 09/45 FIXED 4 | 3.04 | -3.58 | 0.0068 | -0.0001 | |||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A E / ABS-MBS (XS2859749926) | 3.04 | 9.31 | 0.0068 | 0.0007 | |||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A E / ABS-MBS (XS2859749926) | 3.04 | 9.31 | 0.0068 | 0.0007 | |||||
| US466247WS81 / JP MORGAN MORTGAGE TRUST JPMMT 2005 A7 2A5 | 3.04 | -0.69 | 0.0068 | 0.0001 | |||||
| US3140MW2U99 / FNCL UMBS 5.5 BW5286 04-01-53 | 3.03 | -0.26 | 0.0068 | 0.0001 | |||||
| US61749QAD25 / MORGAN STANLEY IXIS REAL ESTAT MSIX 2006 1 A3 | 3.03 | -2.35 | 0.0068 | -0.0001 | |||||
| US3140QN6Y34 / Fannie Mae Pool | 3.03 | -2.51 | 0.0068 | -0.0001 | |||||
| US38376REA05 / Government National Mortgage Association | 3.02 | -24.55 | 0.0068 | -0.0021 | |||||
| US3133KNXS79 / FED HM LN PC POOL RA6989 FR 03/52 FIXED 3 | 3.02 | -1.66 | 0.0068 | -0.0000 | |||||
| GNMA II POOL MB0362 G2 05/55 FIXED 3.5 / ABS-MBS (US3618N5ML00) | 3.02 | 0.0068 | 0.0068 | ||||||
| GNMA II POOL MB0362 G2 05/55 FIXED 3.5 / ABS-MBS (US3618N5ML00) | 3.02 | 0.0068 | 0.0068 | ||||||
| US36179TV774 / Ginnie Mae II Pool | 3.02 | -2.61 | 0.0068 | -0.0001 | |||||
| US38375UYW43 / GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H09 FB | 3.01 | -9.77 | 0.0068 | -0.0006 | |||||
| US225401AU28 / Credit Suisse Group AG | 3.00 | 1.97 | 0.0067 | 0.0002 | |||||
| US3132HTZX70 / FREDDIEMAC STRIP FHS 321 V4 | 2.99 | -2.92 | 0.0067 | -0.0001 | |||||
| US92277GAG29 / Ventas Realty LP | 2.99 | 0.10 | 0.0067 | 0.0001 | |||||
| US46632TAA34 / JP Morgan Mortgage Trust Series 2008-R2 | 2.98 | -1.88 | 0.0067 | -0.0000 | |||||
| US3132DPJH29 / FED HM LN PC POOL SD2064 FR 08/52 FIXED 4.5 | 2.98 | -0.80 | 0.0067 | 0.0001 | |||||
| US55379AAA25 / M360 2021-CRE3 Ltd | 2.96 | -60.15 | 0.0067 | -0.0098 | |||||
| US61744CTM81 / MORGAN STANLEY CAPITAL INC MSAC 2005 HE4 M3 | 2.94 | -8.90 | 0.0066 | -0.0005 | |||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A C 144A / ABS-O (US83407UAC27) | 2.93 | 0.0066 | 0.0066 | ||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A C 144A / ABS-O (US83407UAC27) | 2.93 | 0.0066 | 0.0066 | ||||||
| BANC OF AMERICA MERRILL LYNCH BAMLL 2024 LB1 FE 144A / ABS-MBS (US05494AAL35) | 2.93 | 4.83 | 0.0066 | 0.0004 | |||||
| BANC OF AMERICA MERRILL LYNCH BAMLL 2024 LB1 FE 144A / ABS-MBS (US05494AAL35) | 2.93 | 4.83 | 0.0066 | 0.0004 | |||||
| US3140XHCP06 / Fannie Mae Pool | 2.92 | -1.52 | 0.0066 | 0.0000 | |||||
| US80556AAC18 / Saxon Asset Securities Trust 2006-3 | 2.92 | -14.96 | 0.0066 | -0.0010 | |||||
| US3132DM6U43 / FED HM LN PC POOL SD0883 FR 02/52 FIXED 3 | 2.92 | -0.98 | 0.0066 | 0.0000 | |||||
| US52521MAB81 / LEHMAN ABS MORTGAGE LOAN TRUST LABSM 2007 1 2A1 144A | 2.91 | -0.55 | 0.0066 | 0.0001 | |||||
| BNP / BNP Paribas SA | 2.91 | 1.78 | 0.0066 | 0.0002 | |||||
| BNP / BNP Paribas SA | 2.91 | 1.78 | 0.0066 | 0.0002 | |||||
| US48251JAL70 / KKR CLO 18 Ltd | 2.90 | -32.60 | 0.0065 | -0.0030 | |||||
| US66987WBY21 / NOVASTAR HOME EQUITY LOAN NHEL 2004 4 M6 | 2.89 | -9.35 | 0.0065 | -0.0006 | |||||
| US3132WMZW79 / FED HM LN PC POOL Q47956 FG 05/47 FIXED 3.5 | 2.88 | -0.38 | 0.0065 | 0.0001 | |||||
| US07386HUM14 / BEAR STEARNS ALT A TRUST BALTA 2005 5 25A1 | 2.88 | -2.04 | 0.0065 | -0.0000 | |||||
| US040104RV54 / ARGENT SECURITIES INC. ARSI 2006 W2 A2B | 2.87 | -0.93 | 0.0065 | 0.0000 | |||||
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2024 CES1 A1 144A / ABS-MBS (US281907AA32) | 2.87 | -5.13 | 0.0065 | -0.0002 | |||||
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2024 CES1 A1 144A / ABS-MBS (US281907AA32) | 2.87 | -5.13 | 0.0065 | -0.0002 | |||||
| US02150KAX72 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OH1 A1B | 2.86 | -5.11 | 0.0064 | -0.0002 | |||||
| US16162WPF04 / CHASE MORTGAGE FINANCE TRUST SERIES 2005-A1 CHASE 2005-A1 2A3 | 2.85 | -0.80 | 0.0064 | 0.0001 | |||||
| US61748HTG64 / MORGAN STANLEY MORTGAGE LOAN T MSM 2005 11AR A1 | 2.85 | -1.59 | 0.0064 | 0.0000 | |||||
| BANC OF AMERICA MERRILL LYNCH 05/56 1 / ABS-MBS (US05494AAJ88) | 2.84 | 3.84 | 0.0064 | 0.0003 | |||||
| US38378CZZ30 / GOVERNMENT NATIONAL MORTGAGE A GNR 2012 5 DZ | 2.84 | -2.37 | 0.0064 | -0.0001 | |||||
| US362348AS37 / ASSET BACKED SECURITY | 2.84 | -1.36 | 0.0064 | 0.0000 | |||||
| US57643GAE70 / MASTR Asset-Backed Securities Trust, Series 2006-FRE2, Class A5 | 2.84 | -2.44 | 0.0064 | -0.0001 | |||||
| US3133C5G544 / FED HM LN PC POOL QG4720 FR 06/53 FIXED 5.5 | 2.83 | -0.21 | 0.0064 | 0.0001 | |||||
| US36256AAA07 / GS Mortgage Securities Corp Trust 2018-LUAU | 2.83 | -0.21 | 0.0064 | 0.0001 | |||||
| US680223AK06 / Old Republic International Corp. | 2.83 | 0.39 | 0.0064 | 0.0001 | |||||
| US100743AK97 / Boston Gas Co | 2.82 | 0.68 | 0.0064 | 0.0001 | |||||
| US45669BAD47 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR1 2A1 | 2.82 | -2.76 | 0.0063 | -0.0001 | |||||
| US902613AP31 / UBS Group AG | 2.82 | 0.57 | 0.0063 | 0.0001 | |||||
| US38122ND666 / GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT | 2.81 | -4.58 | 0.0063 | -0.0002 | |||||
| XS2326513269 / HARVEST CLO HARVT 21A A2R 144A | 2.81 | 1.85 | 0.0063 | 0.0002 | |||||
| US009090AA91 / Air Canada 2015-1 Class A Pass Through Trust | 2.80 | -0.11 | 0.0063 | 0.0001 | |||||
| US3617BXXD05 / GNMA II POOL BE4276 G2 06/48 FIXED 4 | 2.80 | -1.17 | 0.0063 | 0.0000 | |||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D C 144A / ABS-O (US78450PAD78) | 2.79 | 0.29 | 0.0063 | 0.0001 | |||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D C 144A / ABS-O (US78450PAD78) | 2.79 | 0.29 | 0.0063 | 0.0001 | |||||
| US86359LRY73 / STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A2 | 2.79 | -2.65 | 0.0063 | -0.0001 | |||||
| US06051GLE79 / Bank of America Corporation | 2.79 | -0.11 | 0.0063 | 0.0001 | |||||
| US3133CCNP77 / FED HM LN PC POOL QH0398 FR 09/53 FIXED 5 | 2.79 | -2.55 | 0.0063 | -0.0001 | |||||
| US928563AK15 / VMware Inc | 2.78 | 1.50 | 0.0062 | 0.0002 | |||||
| US16165YAC66 / CHASEFLEX TRUST CFLX 2007 M1 1A3 | 2.78 | -1.80 | 0.0062 | -0.0000 | |||||
| FNMA POOL DB4107 FN 06/54 FIXED 5.5 / ABS-MBS (US3140ADR525) | 2.77 | -0.65 | 0.0062 | 0.0001 | |||||
| FNMA POOL DB4107 FN 06/54 FIXED 5.5 / ABS-MBS (US3140ADR525) | 2.77 | -0.65 | 0.0062 | 0.0001 | |||||
| US647622AA79 / New Orleans Hotel Trust 2019-HNLA | 2.77 | 0.44 | 0.0062 | 0.0001 | |||||
| LONG GILT FUTURE SEP25 IFLL 20250926 / DIR (GB00MP6FM953) | 2.77 | 0.0062 | 0.0062 | ||||||
| LONG GILT FUTURE SEP25 IFLL 20250926 / DIR (GB00MP6FM953) | 2.77 | 0.0062 | 0.0062 | ||||||
| US05530VAN91 / BCAP LLC TRUST BCAP 2007 AA3 2A1A | 2.76 | -4.69 | 0.0062 | -0.0002 | |||||
| US3136ATRP16 / Fannie Mae REMICS | 2.75 | -5.23 | 0.0062 | -0.0002 | |||||
| FED HM LN PC POOL SD8401 FR 02/54 FIXED 5.5 / ABS-MBS (US3132DWKN29) | 2.75 | -2.21 | 0.0062 | -0.0000 | |||||
| FED HM LN PC POOL SD8401 FR 02/54 FIXED 5.5 / ABS-MBS (US3132DWKN29) | 2.75 | -2.21 | 0.0062 | -0.0000 | |||||
| US3138ERA592 / Fannie Mae Pool | 2.74 | -2.18 | 0.0062 | -0.0000 | |||||
| US61749GAC69 / MORGAN STANLEY HOME EQUITY LOA MSHEL 2006 3 A3 | 2.74 | -1.40 | 0.0062 | 0.0000 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A R 144A / ABS-O (US21056DAL47) | 2.74 | -26.59 | 0.0062 | -0.0021 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A R 144A / ABS-O (US21056DAL47) | 2.74 | -26.59 | 0.0062 | -0.0021 | |||||
| XS2290544068 / CPI Property Group SA | 2.73 | 14.93 | 0.0061 | 0.0009 | |||||
| US61748BAC81 / MORGAN STANLEY CAPITAL INC MSAC 2006 HE4 A3 | 2.73 | -2.36 | 0.0061 | -0.0000 | |||||
| US3133KYTF69 / FED HM LN PC POOL RB5050 FR 05/40 FIXED 3.5 | 2.71 | -0.70 | 0.0061 | 0.0001 | |||||
| US02151ABW99 / Alternative Loan Trust 2007-19 | 2.71 | -1.24 | 0.0061 | 0.0000 | |||||
| US31394PPQ09 / FHLMC STRUCTURED PASS THROUGH FSPC T 59 1A1 | 2.71 | -2.73 | 0.0061 | -0.0001 | |||||
| US045413CW97 / ASSET BACKED SECURITIES CORP H ABSHE 2002 HE2 B | 2.71 | -5.65 | 0.0061 | -0.0003 | |||||
| US3133B6KV12 / FED HM LN PC POOL QD8408 FR 03/52 FIXED 2 | 2.70 | -5.02 | 0.0061 | -0.0002 | |||||
| US31393AP687 / FANNIEMAE WHOLE LOAN FNW 2003 W4 2A | 2.70 | -2.63 | 0.0061 | -0.0001 | |||||
| US08661UAA43 / BETH ISRAEL LAHEY HEALTH SECURED 07/28 2.22 | 2.69 | 1.85 | 0.0061 | 0.0002 | |||||
| US17313BAE11 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC4 A2D | 2.69 | -8.66 | 0.0061 | -0.0005 | |||||
| LONGLEAF PINE RE LTD UNSECURED 144A 05/31 VAR / DBT (US54307MAA62) | 2.68 | -2.65 | 0.0060 | -0.0001 | |||||
| LONGLEAF PINE RE LTD UNSECURED 144A 05/31 VAR / DBT (US54307MAA62) | 2.68 | -2.65 | 0.0060 | -0.0001 | |||||
| RNHB B.V. GALIBIER DPF231 RR / DBT (XS2846979875) | 2.68 | 2.60 | 0.0060 | 0.0002 | |||||
| RNHB B.V. GALIBIER DPF231 RR / DBT (XS2846979875) | 2.68 | 2.60 | 0.0060 | 0.0002 | |||||
| CONSUMERS 23 SECURE FUND SR SECURED 09/31 5.21 / DBT (US21071BAB18) | 2.67 | 0.53 | 0.0060 | 0.0001 | |||||
| CONSUMERS 23 SECURE FUND SR SECURED 09/31 5.21 / DBT (US21071BAB18) | 2.67 | 0.53 | 0.0060 | 0.0001 | |||||
| US16165YAA01 / ChaseFlex Trust Series 2007-M1 | 2.67 | -1.77 | 0.0060 | -0.0000 | |||||
| US05492TAD28 / BBCMS Mortgage Trust 2020-C6 | 2.67 | -4.24 | 0.0060 | -0.0002 | |||||
| US362341XG98 / GSR Mortgage Loan Trust 2005-AR7 | 2.67 | -7.72 | 0.0060 | -0.0004 | |||||
| US3140MXJH85 / FNCL UMBS 4.5 BW5663 06-01-52 | 2.67 | -0.56 | 0.0060 | 0.0001 | |||||
| VICI PROPERTIES LP SR UNSECURED 04/34 5.75 / DBT (US925650AF04) | 2.66 | 1.68 | 0.0060 | 0.0002 | |||||
| VICI PROPERTIES LP SR UNSECURED 04/34 5.75 / DBT (US925650AF04) | 2.66 | 1.68 | 0.0060 | 0.0002 | |||||
| US74164MAB46 / PRIMERICA INC | 2.66 | 1.88 | 0.0060 | 0.0002 | |||||
| US83612NAE58 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 WMC1 3A3 | 2.65 | -0.49 | 0.0060 | 0.0001 | |||||
| TREASURY BILL 08/25 0.00000 / DBT (US912797QK68) | 2.65 | 0.0060 | 0.0060 | ||||||
| TREASURY BILL 08/25 0.00000 / DBT (US912797QK68) | 2.65 | 0.0060 | 0.0060 | ||||||
| FNMA POOL BY4139 FN 06/53 FIXED 5.5 / ABS-MBS (US3140NLS594) | 2.65 | -0.41 | 0.0060 | 0.0001 | |||||
| FNMA POOL BY4139 FN 06/53 FIXED 5.5 / ABS-MBS (US3140NLS594) | 2.65 | -0.41 | 0.0060 | 0.0001 | |||||
| US361841AQ25 / GLP Capital LP / GLP Financing II Inc | 2.64 | 1.11 | 0.0059 | 0.0002 | |||||
| US3138WFPY64 / FNMA POOL AS5838 FN 09/45 FIXED 4 | 2.64 | -1.49 | 0.0059 | 0.0000 | |||||
| US3136A8YX25 / FANNIE MAE FNR 2012 103 LF | 2.64 | -4.07 | 0.0059 | -0.0002 | |||||
| AVGO / Broadcom Inc. - Depositary Receipt (Common Stock) | 2.64 | 0.19 | 0.0059 | 0.0001 | |||||
| AVGO / Broadcom Inc. - Depositary Receipt (Common Stock) | 2.64 | 0.19 | 0.0059 | 0.0001 | |||||
| US9393363K70 / Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-2 Trust | 2.63 | -0.75 | 0.0059 | 0.0001 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A E / ABS-O (US21050QAF46) | 2.62 | 1.08 | 0.0059 | 0.0002 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A E / ABS-O (US21050QAF46) | 2.62 | 1.08 | 0.0059 | 0.0002 | |||||
| US38376RCB06 / GNMA, Series 2015-H14, Class FA | 2.62 | -13.50 | 0.0059 | -0.0008 | |||||
| US92925VAF76 / WaMu Mortgage Pass-Through Certificates Series 2007-HY1 Trust | 2.61 | -2.97 | 0.0059 | -0.0001 | |||||
| US06540WBB81 / BANK BANK 2019 BN19 ASB | 2.61 | -4.64 | 0.0059 | -0.0002 | |||||
| US36295V4N67 / GNMA I, 30 Year | 2.61 | -1.18 | 0.0059 | 0.0000 | |||||
| US44107TAZ93 / Host Hotels & Resorts LP | 2.60 | 1.32 | 0.0059 | 0.0002 | |||||
| US42225UAG94 / Healthcare Trust of America Holdings LP | 2.60 | 1.09 | 0.0058 | 0.0002 | |||||
| US42225UAM62 / Healthcare Realty Holdings LP | 2.60 | -0.15 | 0.0058 | 0.0001 | |||||
| US05534AAN19 / BCAP LLC 2011-RR5-I Trust | 2.59 | -12.79 | 0.0058 | -0.0007 | |||||
| US3617BKK835 / GNMA II POOL BD3919 G2 05/48 FIXED 4 | 2.59 | -3.68 | 0.0058 | -0.0001 | |||||
| US01F0226757 / Uniform Mortgage-Backed Security, TBA | 2.59 | -100.56 | 0.0058 | 0.7712 | |||||
| US500630CJ53 / Korea Development Bank/The | 2.58 | 0.47 | 0.0058 | 0.0001 | |||||
| US25151RAG92 / DEUTSCHE ALT A SECURITIES INC DBALT 2007 AR1 A5 | 2.58 | -2.94 | 0.0058 | -0.0001 | |||||
| US3140X8H344 / FN FM4749 | 2.58 | -4.30 | 0.0058 | -0.0002 | |||||
| US45669FAC77 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR11 2A1 | 2.58 | 0.23 | 0.0058 | 0.0001 | |||||
| US3133BFWM85 / FED HM LN PC POOL QE6052 FR 07/52 FIXED 4.5 | 2.56 | -0.39 | 0.0058 | 0.0001 | |||||
| US84751NAE40 / Specialty Underwriting & Residential Finance Trust, Series 2006-BC5, Class A2D | 2.56 | -0.39 | 0.0058 | 0.0001 | |||||
| US95000PAF18 / WELLS FARGO COMMERCIAL MORTGAG WFCM 2016 C37 ASB | 2.56 | -19.72 | 0.0058 | -0.0013 | |||||
| COREWEAVE CMPTE ACQU CO II LLC 2024 DELAYED DRAW TERM LOAN / LON (BA0004JK4) | 2.56 | 1.87 | 0.0058 | 0.0002 | |||||
| COREWEAVE CMPTE ACQU CO II LLC 2024 DELAYED DRAW TERM LOAN / LON (BA0004JK4) | 2.56 | 1.87 | 0.0058 | 0.0002 | |||||
| RNHB B.V. GALIBIER DPF211 RR / DBT (XS2846979289) | 2.56 | 10.99 | 0.0057 | 0.0007 | |||||
| RNHB B.V. GALIBIER DPF211 RR / DBT (XS2846979289) | 2.56 | 10.99 | 0.0057 | 0.0007 | |||||
| US3138ERM720 / FNMA POOL AL9381 FN 06/30 FIXED VAR | 2.55 | -8.36 | 0.0057 | -0.0004 | |||||
| US92331AAU88 / Venture XXVIII CLO Ltd | 2.55 | -41.98 | 0.0057 | -0.0040 | |||||
| ENEL FINANCE INTL NV ENEL FINANCE INTL NV / DBT (US29278GBD97) | 2.55 | 0.79 | 0.0057 | 0.0001 | |||||
| ENEL FINANCE INTL NV ENEL FINANCE INTL NV / DBT (US29278GBD97) | 2.55 | 0.79 | 0.0057 | 0.0001 | |||||
| US02151NBH44 / Alternative Loan Trust, Series 2007-18CB, Class 2A25 | 2.54 | -0.78 | 0.0057 | 0.0000 | |||||
| US3140QSXT37 / FANNIE MAE POOL UMBS P#CB6989 5.50000000 | 2.54 | -1.89 | 0.0057 | -0.0000 | |||||
| CH1174335740 / CREDIT SUISSE GRP AG 2.875/VAR 04/02/2032 REGS | 2.54 | 11.46 | 0.0057 | 0.0007 | |||||
| US3618B2XJ33 / GNMA II POOL CS8781 G2 09/47 FIXED 3 | 2.54 | -0.94 | 0.0057 | 0.0000 | |||||
| US86360JAN19 / Structured Asset Mortgage Investments II Trust 2006-AR5 | 2.53 | -2.35 | 0.0057 | -0.0000 | |||||
| US00138CAU27 / Corebridge Global Funding | 2.53 | -0.20 | 0.0057 | 0.0001 | |||||
| US3132A9U219 / Freddie Mac Pool | 2.53 | -4.57 | 0.0057 | -0.0002 | |||||
| US3140JXJV17 / FNMA POOL BO2975 FN 09/49 FIXED 3 | 2.53 | -0.79 | 0.0057 | 0.0000 | |||||
| US3140NGFU90 / FNMA POOL BY0178 FN 05/53 FIXED 5 | 2.52 | -0.83 | 0.0057 | 0.0000 | |||||
| US59020UH324 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A7 2A1 | 2.52 | -1.25 | 0.0057 | 0.0000 | |||||
| US3140NPSJ08 / FNMA POOL BY6820 FN 08/53 FIXED 4.5 | 2.51 | -0.40 | 0.0056 | 0.0001 | |||||
| US3132DWC353 / FR SD8190 | 2.51 | -3.28 | 0.0056 | -0.0001 | |||||
| US3132DP5P93 / FED HM LN PC POOL SD2654 FR 04/53 FIXED 5 | 2.51 | -1.18 | 0.0056 | 0.0000 | |||||
| US14454AAD19 / Carrington Mortgage Loan Trust Series 2006-FRE2 | 2.50 | -2.91 | 0.0056 | -0.0001 | |||||
| US3622MAAC59 / GSAMP TRUST GSAMP 2007 FM1 A2B | 2.50 | -0.64 | 0.0056 | 0.0001 | |||||
| US225401AP33 / Credit Suisse Group AG | 2.50 | 1.55 | 0.0056 | 0.0002 | |||||
| US36179WXK97 / Ginnie Mae II Pool | 2.49 | -3.18 | 0.0056 | -0.0001 | |||||
| US3137FMCZ38 / Freddie Mac Multifamily Structured Pass Through Certificates | 2.49 | 0.93 | 0.0056 | 0.0001 | |||||
| XS1932879130 / Kookmin Bank | 2.48 | 0.40 | 0.0056 | 0.0001 | |||||
| US362341WA38 / GSR MORTGAGE LOAN TRUST | 2.48 | -1.00 | 0.0056 | 0.0000 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA D 144A / ABS-O (US21050UAE82) | 2.48 | 0.28 | 0.0056 | 0.0001 | |||||
| KIZUNA RE III PTE LTD UNSECURED 144A 04/29 VAR / DBT (US49835JAB26) | 2.48 | -1.31 | 0.0056 | 0.0000 | |||||
| KIZUNA RE III PTE LTD UNSECURED 144A 04/29 VAR / DBT (US49835JAB26) | 2.48 | -1.31 | 0.0056 | 0.0000 | |||||
| US61755AAC09 / Morgan Stanley ABS Capital I Inc Trust 2007-NC3 | 2.47 | -1.36 | 0.0056 | 0.0000 | |||||
| US35729PPB03 / FREMONT HOME LOAN TRUST FHLT 2006 1 2A4 | 2.47 | 0.16 | 0.0055 | 0.0001 | |||||
| US3138W6EN23 / FNMA POOL AR8240 FN 04/43 FIXED 3 | 2.46 | -2.46 | 0.0055 | -0.0000 | |||||
| US29273VAR15 / Energy Transfer LP | 2.45 | -61.32 | 0.0055 | -0.0085 | |||||
| XS2345982362 / Credit Suisse AG | 2.45 | 9.72 | 0.0055 | 0.0006 | |||||
| 30064K105 / Exacttarget, Inc. | 2.45 | 1.07 | 0.0055 | 0.0001 | |||||
| 30064K105 / Exacttarget, Inc. | 2.45 | 1.07 | 0.0055 | 0.0001 | |||||
| US31393RG615 / FHLMC STRUCTURED PASS THROUGH FSPC T 56 3AF | 2.44 | -1.22 | 0.0055 | 0.0000 | |||||
| US68402BAC00 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 3 2A2 | 2.44 | 0.08 | 0.0055 | 0.0001 | |||||
| US66988YAD40 / NOVASTAR HOME EQUITY LOAN NHEL 2006 5 A2C | 2.43 | -0.21 | 0.0055 | 0.0001 | |||||
| MMAF EQUIPMENT FINANCE LLC MMAF 2024 A A2 144A / ABS-O (US55318CAB00) | 2.43 | -20.37 | 0.0055 | -0.0013 | |||||
| MMAF EQUIPMENT FINANCE LLC MMAF 2024 A A2 144A / ABS-O (US55318CAB00) | 2.43 | -20.37 | 0.0055 | -0.0013 | |||||
| US3140QPR665 / FNMA POOL CB4108 FN 07/52 FIXED 3 | 2.43 | -0.70 | 0.0055 | 0.0000 | |||||
| FNMA POOL DA5999 FN 03/54 FIXED 5.5 / ABS-MBS (US3140A6UZ70) | 2.43 | -4.60 | 0.0055 | -0.0002 | |||||
| FNMA POOL DA5999 FN 03/54 FIXED 5.5 / ABS-MBS (US3140A6UZ70) | 2.43 | -4.60 | 0.0055 | -0.0002 | |||||
| FNMA POOL BX9416 FN 03/53 FIXED 5 / ABS-MBS (US3140NEPA78) | 2.43 | -0.53 | 0.0055 | 0.0001 | |||||
| FNMA POOL BX9416 FN 03/53 FIXED 5 / ABS-MBS (US3140NEPA78) | 2.43 | -0.53 | 0.0055 | 0.0001 | |||||
| US31418EJ687 / Federal National Mortgage Association (FNMA) | 2.42 | -2.38 | 0.0055 | -0.0000 | |||||
| THAMES SSNM 144A UNFUNDED COMM / DBT (955RVLII8) | 2.42 | 0.0054 | 0.0054 | ||||||
| US43710XAD03 / Home Equity Loan Trust | 2.42 | -6.21 | 0.0054 | -0.0003 | |||||
| US172967NS68 / CITIGROUP INC | 2.41 | 0.25 | 0.0054 | 0.0001 | |||||
| US31418CJE57 / Fannie Mae Pool | 2.41 | -2.51 | 0.0054 | -0.0001 | |||||
| FED HM LN PC POOL QG3596 FR 05/53 FIXED 5.5 / ABS-MBS (US3133C37H34) | 2.40 | -0.25 | 0.0054 | 0.0001 | |||||
| FED HM LN PC POOL QG3596 FR 05/53 FIXED 5.5 / ABS-MBS (US3133C37H34) | 2.40 | -0.25 | 0.0054 | 0.0001 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A D 144A / ABS-O (US21056DAE04) | 2.40 | -9.75 | 0.0054 | -0.0005 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A D 144A / ABS-O (US21056DAE04) | 2.40 | -9.75 | 0.0054 | -0.0005 | |||||
| US52473LAD47 / LEGACY MORTGAGE ASSET TRUST LMAT 2017 RPL2 XS 144A | 2.39 | -2.77 | 0.0054 | -0.0001 | |||||
| US22003BAM81 / Corporate Office Properties LP | 2.39 | 2.09 | 0.0054 | 0.0002 | |||||
| US02005NBQ25 / Ally Financial Inc | 2.39 | 0.63 | 0.0054 | 0.0001 | |||||
| US07386HF711 / BEAR STEARNS ALT-A TRUST 2006 | 2.38 | -3.33 | 0.0054 | -0.0001 | |||||
| US2620511053 / Drillco Holdings Luxembourg SA | 0.12 | 0.00 | 2.38 | -18.60 | 0.0054 | -0.0011 | |||
| US3617GMM257 / GNMA II POOL BG3077 G2 05/48 FIXED 4 | 2.38 | -1.20 | 0.0054 | 0.0000 | |||||
| US35729PJF80 / Fremont Home Loan Trust 2005-1 | 2.37 | -12.54 | 0.0053 | -0.0007 | |||||
| US11120VAK98 / Brixmor Operating Partnership LP | 2.37 | 1.89 | 0.0053 | 0.0002 | |||||
| US98419MAJ99 / Xylem Inc/NY | 2.37 | 0.38 | 0.0053 | 0.0001 | |||||
| US61753KAB26 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A2A | 2.36 | -0.80 | 0.0053 | 0.0000 | |||||
| US38375UWT32 / GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H11 FE | 2.35 | -7.07 | 0.0053 | -0.0003 | |||||
| US31418BWU69 / Fannie Mae Pool | 2.35 | -2.49 | 0.0053 | -0.0000 | |||||
| US30037DAA37 / Evergy Metro Inc | 2.35 | 1.47 | 0.0053 | 0.0002 | |||||
| US31416CLT17 / Fannie Mae Pool | 2.34 | -2.05 | 0.0053 | -0.0000 | |||||
| US61915RBY18 / MortgageIT Mortgage Loan Trust, Series 2006-1, Class 1A1 | 2.34 | -2.90 | 0.0053 | -0.0001 | |||||
| US86562MDA53 / Sumitomo Mitsui Financial Group, Inc. | 2.34 | -0.17 | 0.0053 | 0.0001 | |||||
| US3618ACLL04 / GNMA II POOL CQ9331 G2 01/47 FIXED 3 | 2.33 | -0.93 | 0.0052 | 0.0000 | |||||
| US75970QAG55 / RENAISSANCE HOME EQUITY LOAN T RAMC 2007 2 AF4 | 2.33 | -0.85 | 0.0052 | 0.0000 | |||||
| RNHB B.V. 01/27 1 / DBT (XS2846979362) | 2.33 | 9.36 | 0.0052 | 0.0005 | |||||
| RNHB B.V. 01/27 1 / DBT (XS2846979362) | 2.33 | 9.36 | 0.0052 | 0.0005 | |||||
| US3617FKD617 / GNMA II POOL CO7325 G2 12/46 FIXED 3 | 2.32 | -9.98 | 0.0052 | -0.0005 | |||||
| US3617KGY207 / GNMA POOL BO1629 GN 07/49 FIXED 4 | 2.32 | -9.96 | 0.0052 | -0.0005 | |||||
| US362341LL12 / GSMPS Mortgage Loan Trust, Series 2005-RP3, Class 1AF | 2.31 | -1.41 | 0.0052 | 0.0000 | |||||
| US410867AG05 / Hanover Insurance Group Inc/The | 2.31 | 1.36 | 0.0052 | 0.0002 | |||||
| US539439AR07 / Lloyds Banking Group PLC | 2.30 | 0.75 | 0.0052 | 0.0001 | |||||
| US16162WQL62 / CHASE MORTGAGE FINANCE CORPORA CHASE 2005 A2 3A4 | 2.29 | -2.84 | 0.0052 | -0.0001 | |||||
| US73316TAC62 / POPULAR ABS MORTGAGE PASS THRO POPLR 2006 E A3 | 2.29 | -4.34 | 0.0052 | -0.0001 | |||||
| US3140MYC916 / FNCL UMBS 4.5 BW6395 08-01-52 | 2.29 | -5.13 | 0.0052 | -0.0002 | |||||
| CH0517825276 / Credit Suisse Group AG | 2.29 | 10.25 | 0.0052 | 0.0006 | |||||
| US17326UAE47 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2018 RP2 M2 144A | 2.29 | 1.15 | 0.0052 | 0.0001 | |||||
| US2350366Q86 / DALLAS FORT WORTH TX INTERNATI DALAPT 11/28 FIXED 1.946 | 2.27 | 0.98 | 0.0051 | 0.0001 | |||||
| TORREY PINES RE LTD UNSECURED 144A 06/32 VAR / DBT (US89141WAH51) | 2.27 | -1.17 | 0.0051 | 0.0000 | |||||
| TORREY PINES RE LTD UNSECURED 144A 06/32 VAR / DBT (US89141WAH51) | 2.27 | -1.17 | 0.0051 | 0.0000 | |||||
| POLESTAR RE LTD UNSECURED 144A 01/28 VAR / DBT (US73110JAC62) | 2.27 | -0.22 | 0.0051 | 0.0001 | |||||
| US02666TAC18 / American Homes 4 Rent, LP | 2.27 | 1.48 | 0.0051 | 0.0002 | |||||
| US74958TAB98 / RFMSI SERIES 2007-SA3 TRUST RFMSI 2007-SA3 2A1 | 2.26 | -5.12 | 0.0051 | -0.0002 | |||||
| US3618AHT808 / GNMA II POOL CR3275 G2 09/47 FIXED 3 | 2.25 | -0.88 | 0.0051 | 0.0000 | |||||
| US68269MAB00 / OneMain Financial Issuance Trust 2021-1 | 2.25 | 0.00 | 0.0051 | 0.0001 | |||||
| US05535YAE86 / BCAP LLC TRUST BCAP 2011 RR6 5A1 144A | 2.25 | -2.14 | 0.0051 | -0.0000 | |||||
| US14889DAJ72 / Catamaran CLO 2014-1 Ltd | 2.24 | -38.60 | 0.0051 | -0.0030 | |||||
| US61744YAP34 / Morgan Stanley | 2.24 | 0.76 | 0.0050 | 0.0001 | |||||
| US808513BJ38 / Charles Schwab Corp/The | 2.40 | 0.00 | 2.23 | 4.12 | 0.0050 | 0.0003 | |||
| US46654PAA49 / JPMCC_21-HTL5 | 2.22 | -0.13 | 0.0050 | 0.0001 | |||||
| US31398PHA03 / FANNIE MAE FNR 2010 35 ZV | 2.22 | -4.02 | 0.0050 | -0.0001 | |||||
| US71085PCD33 / PEOPLE S CHOICE HOME LOAN SECU PCHLT 2005 2 M4 | 2.21 | -5.28 | 0.0050 | -0.0002 | |||||
| US3140NLQZ53 / Federal National Mortgage Association | 2.20 | -0.54 | 0.0050 | 0.0001 | |||||
| US3138ENEW53 / Fannie Mae Pool | 2.20 | -5.05 | 0.0050 | -0.0002 | |||||
| US92331LBC37 / VENTURE CDO LTD VENTR 2017 27A AR 144A | 2.20 | -42.31 | 0.0049 | -0.0035 | |||||
| RNHB B.V. GALIBIER DPF221 RR / DBT (XS2846979446) | 2.20 | 8.82 | 0.0049 | 0.0005 | |||||
| RNHB B.V. GALIBIER DPF221 RR / DBT (XS2846979446) | 2.20 | 8.82 | 0.0049 | 0.0005 | |||||
| US3140NSPT55 / FNMA POOL BY9433 FN 09/53 FIXED 5 | 2.19 | -4.86 | 0.0049 | -0.0002 | |||||
| US31339SH812 / FED HM LN PC POOL QA2955 FR 09/49 FIXED 3 | 2.19 | -1.40 | 0.0049 | 0.0000 | |||||
| US05951GAQ55 / Banc of America Funding 2007-2 Trust | 2.19 | -0.18 | 0.0049 | 0.0001 | |||||
| US00764MHE03 / AEGIS ASSET BACKED SECURITIES TRUST 2005-5 AABST 2005-5 M1 | 2.19 | -6.10 | 0.0049 | -0.0002 | |||||
| US3132XSH374 / FED HM LN PC POOL Q50249 FG 08/47 FIXED 4 | 2.18 | -0.41 | 0.0049 | 0.0001 | |||||
| US3140N16T58 / FNCL UMBS 4.5 BW8981 10-01-52 | 2.18 | -1.09 | 0.0049 | 0.0000 | |||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A D 144A / ABS-O (US83407UAD00) | 2.18 | 0.0049 | 0.0049 | ||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A D 144A / ABS-O (US83407UAD00) | 2.18 | 0.0049 | 0.0049 | ||||||
| US83611JAA34 / SNDPT 2018-2A A | 2.17 | -24.28 | 0.0049 | -0.0015 | |||||
| US3140GYBE83 / FNMA POOL BH9036 FN 11/47 FIXED 4 | 2.16 | -0.28 | 0.0049 | 0.0001 | |||||
| US35729QAD07 / FREMONT HOME LOAN TRUST FHLT 2006 B 2A3 | 2.15 | -1.19 | 0.0048 | 0.0000 | |||||
| US22944BAL27 / CSMC Mortgage-Backed Trust 2007-5 | 2.15 | -1.96 | 0.0048 | -0.0000 | |||||
| US61753EAB65 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A2B | 2.15 | 0.23 | 0.0048 | 0.0001 | |||||
| US542514KC79 / LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 1 M4 | 2.15 | -7.22 | 0.0048 | -0.0003 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A E 144A / ABS-O (US21056DAK63) | 2.14 | -9.16 | 0.0048 | -0.0004 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A E 144A / ABS-O (US21056DAK63) | 2.14 | -9.16 | 0.0048 | -0.0004 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA R 144A / ABS-O (US21050UAG31) | 2.14 | -0.70 | 0.0048 | 0.0000 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA R 144A / ABS-O (US21050UAG31) | 2.14 | -0.70 | 0.0048 | 0.0000 | |||||
| US14454AAC36 / CARRINGTON MORTGAGE LOAN TRUST CARR 2006 FRE2 A3 | 2.14 | -2.95 | 0.0048 | -0.0001 | |||||
| US36179WTZ13 / GINNIE MAE II POOL P#MA7768 3.00000000 | 2.13 | -3.14 | 0.0048 | -0.0001 | |||||
| US76110WQ667 / RESIDENTIAL ASSET SECURITIES C RASC 2005 EMX1 M2 | 2.13 | -6.84 | 0.0048 | -0.0003 | |||||
| US073866BN44 / BEAR STEARNS ALT A TRUST BALTA 2006 R1 2E21 | 2.12 | -1.03 | 0.0048 | 0.0000 | |||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A F / ABS-MBS (XS2859750007) | 2.12 | 9.22 | 0.0048 | 0.0005 | |||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A F / ABS-MBS (XS2859750007) | 2.12 | 9.22 | 0.0048 | 0.0005 | |||||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | 2.12 | 1.05 | 0.0048 | 0.0001 | |||||
| US30247DAE13 / FIRST FRANKLIN MORTGAGE LOAN TRUST 2006-FF13 SER 2006-FF13 CL A2D V/R REGD 1.94800000 | 2.11 | -1.63 | 0.0047 | -0.0000 | |||||
| US3140QPHL46 / UMBS, 30 Year | 2.10 | -0.89 | 0.0047 | 0.0000 | |||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 2.10 | 0.0047 | 0.0047 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 2.10 | 0.0047 | 0.0047 | ||||||
| US05534AAJ07 / BCAP LLC TRUST BCAP 2011 RR5 7A1 144A | 2.08 | -10.00 | 0.0047 | -0.0004 | |||||
| US126670WD68 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 3 M2 | 2.08 | -3.98 | 0.0047 | -0.0001 | |||||
| US3132WLE519 / FED HM LN PC POOL Q46455 FG 03/47 FIXED 3.5 | 2.08 | -0.72 | 0.0047 | 0.0000 | |||||
| US17326UAF12 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2018 RP2 M3 144A | 2.07 | 0.88 | 0.0047 | 0.0001 | |||||
| US3133C3WT96 / Federal Home Loan Mortgage Corp. | 2.07 | -8.80 | 0.0047 | -0.0004 | |||||
| US75970QAD25 / Renaissance Home Equity Loan Trust 2007-2 | 2.07 | -0.86 | 0.0047 | 0.0000 | |||||
| FNMA POOL DB5273 FN 06/54 FIXED 5.5 / ABS-MBS (US3140AE2F59) | 2.06 | -1.91 | 0.0046 | -0.0000 | |||||
| FNMA POOL DB5273 FN 06/54 FIXED 5.5 / ABS-MBS (US3140AE2F59) | 2.06 | -1.91 | 0.0046 | -0.0000 | |||||
| US3138WFGH33 / FNMA POOL AS5599 FN 08/45 FIXED 4 | 2.06 | -0.77 | 0.0046 | 0.0000 | |||||
| US00442MAB37 / ACE SECURITIES CORP. ACE 2006 SD2 M1 | 2.05 | -2.38 | 0.0046 | -0.0000 | |||||
| US83612NAD75 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 WMC1 3A2 | 2.05 | -0.58 | 0.0046 | 0.0000 | |||||
| US3140N7DT48 / FNMA POOL BX2813 FN 11/52 FIXED 4.5 | 2.05 | -3.08 | 0.0046 | -0.0001 | |||||
| US3140MKJB94 / Fannie Mae Pool | 2.04 | -3.13 | 0.0046 | -0.0001 | |||||
| US3138WFYH31 / Fannie Mae Pool | 2.04 | -3.41 | 0.0046 | -0.0001 | |||||
| US105340AR47 / Brandywine Operating Partnership LP | 2.04 | 3.50 | 0.0046 | 0.0002 | |||||
| US61745M4R15 / MORGAN STANLEY MORTGAGE LOAN T MSM 2005 3AR 3A | 2.04 | -4.50 | 0.0046 | -0.0001 | |||||
| ING / ING Groep N.V. - Depositary Receipt (Common Stock) | 2.03 | 1.35 | 0.0046 | 0.0001 | |||||
| ING / ING Groep N.V. - Depositary Receipt (Common Stock) | 2.03 | 1.35 | 0.0046 | 0.0001 | |||||
| US46592NAC02 / J.P. Morgan Mortgage Trust, Series 2021-7, Class A3 | 2.03 | -2.60 | 0.0046 | -0.0000 | |||||
| US3618AWUC67 / GNMA II POOL CS4179 G2 07/47 FIXED 3 | 2.02 | -8.22 | 0.0046 | -0.0003 | |||||
| CBOM / Credit Bank of Moscow (public joint-stock company) | 2.02 | 0.60 | 0.0045 | 0.0001 | |||||
| CBOM / Credit Bank of Moscow (public joint-stock company) | 2.02 | 0.60 | 0.0045 | 0.0001 | |||||
| US3133BHQ901 / FNCL UMBS 4.5 QE7680 07-01-52 | 2.01 | -0.84 | 0.0045 | 0.0000 | |||||
| US86358EPU46 / STRUCTURED ASSET INVESTMENT LO SAIL 2004 11 M5 | 2.01 | -1.18 | 0.0045 | 0.0000 | |||||
| US3617LC4N55 / Ginnie Mae I Pool | 2.01 | -2.90 | 0.0045 | -0.0001 | |||||
| US466247WL39 / JP MORGAN MORTGAGE TRUST JPMMT 2005 A7 1A4 | 2.01 | -1.47 | 0.0045 | 0.0000 | |||||
| FNMA POOL MA5444 FN 08/54 FIXED 5.5 / ABS-MBS (US31418FBN69) | 2.01 | -2.15 | 0.0045 | -0.0000 | |||||
| FNMA POOL MA5444 FN 08/54 FIXED 5.5 / ABS-MBS (US31418FBN69) | 2.01 | -2.15 | 0.0045 | -0.0000 | |||||
| US362334PK42 / GSAMP TRUST GSAMP 2006 FM1 A2D | 2.01 | 0.60 | 0.0045 | 0.0001 | |||||
| US05953LAJ89 / Banc of America Funding 2007-8 Trust | 2.00 | 0.10 | 0.0045 | 0.0001 | |||||
| US31414UZ845 / FNMA POOL 976967 FN 02/38 FIXED 6 | 2.00 | -1.62 | 0.0045 | -0.0000 | |||||
| XS2052337503 / Ford Motor Credit Co LLC | 2.00 | 9.17 | 0.0045 | 0.0004 | |||||
| US17307GW795 / Citigroup Mortgage Loan Trust 2005-11 | 2.00 | -1.53 | 0.0045 | 0.0000 | |||||
| US007036DW36 / ADJUSTABLE RATE MORTGAGE TRUST ARMT 2004 4 5M1 | 1.99 | -1.14 | 0.0045 | 0.0000 | |||||
| US3140JVQC96 / FNMA POOL BO1350 FN 08/49 FIXED 4 | 1.99 | -3.22 | 0.0045 | -0.0001 | |||||
| US17312GAC50 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL3 A3C | 1.98 | -0.85 | 0.0045 | 0.0000 | |||||
| US85571BAY11 / Starwood Property Trust Inc | 1.98 | 1.90 | 0.0045 | 0.0002 | |||||
| US05401AAS06 / Avolon Holdings Funding Ltd | 1.98 | 0.81 | 0.0045 | 0.0001 | |||||
| US337932AH00 / FirstEnergy Corp | 1.98 | 0.56 | 0.0045 | 0.0001 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA C 144A / ABS-O (US21050UAD00) | 1.97 | 0.20 | 0.0044 | 0.0001 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA C 144A / ABS-O (US21050UAD00) | 1.97 | 0.20 | 0.0044 | 0.0001 | |||||
| US76112BT919 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 RS1 AI3 | 1.97 | -1.89 | 0.0044 | -0.0000 | |||||
| US46647PAF36 / JPMorgan Chase & Co | 1.97 | 0.56 | 0.0044 | 0.0001 | |||||
| US38379MTG95 / GOVERNMENT NATIONAL MORTGAGE A GNR 2015 110 DF | 1.97 | -2.77 | 0.0044 | -0.0001 | |||||
| FNMA POOL BY8290 FN 08/53 FIXED 5.5 / ABS-MBS (US3140NRF846) | 1.96 | -0.20 | 0.0044 | 0.0001 | |||||
| FNMA POOL BY8290 FN 08/53 FIXED 5.5 / ABS-MBS (US3140NRF846) | 1.96 | -0.20 | 0.0044 | 0.0001 | |||||
| US32028PAF27 / FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF11 2A4 | 1.96 | -2.92 | 0.0044 | -0.0001 | |||||
| US06738EBV65 / Barclays PLC | 1.96 | 2.09 | 0.0044 | 0.0002 | |||||
| US3133C4VF84 / FED HM LN PC POOL QG4214 FR 05/53 FIXED 5 | 1.94 | -0.72 | 0.0044 | 0.0000 | |||||
| US3138WGDK71 / Fannie Mae Pool | 1.94 | -1.47 | 0.0044 | 0.0000 | |||||
| US3140F0AB02 / FNMA POOL BC4501 FN 03/46 FIXED 4 | 1.94 | -0.77 | 0.0044 | 0.0000 | |||||
| US3618A8D384 / GNMA II POOL CQ5522 G2 10/46 FIXED 3 | 1.93 | -1.02 | 0.0044 | 0.0000 | |||||
| US31398PW961 / FANNIE MAE FNR 2010 39 MZ | 1.93 | -0.46 | 0.0043 | 0.0000 | |||||
| US07386HZJ30 / Bear Stearns ALT-A Trust 2005-10 | 1.93 | -4.04 | 0.0043 | -0.0001 | |||||
| US3133KPFP80 / Freddie Mac Pool | 1.92 | -2.09 | 0.0043 | -0.0000 | |||||
| US92925VAA89 / WaMu Mortgage Pass-Through Certificates Series 2007-HY1 Trust | 1.92 | -3.28 | 0.0043 | -0.0001 | |||||
| US3617KGUN89 / GNMA POOL BO1489 GN 06/49 FIXED 4 | 1.92 | -1.08 | 0.0043 | 0.0000 | |||||
| US66988WAE66 / NOVASTAR HOME EQUITY LOAN NHEL 2006 3 A2D | 1.92 | 3.40 | 0.0043 | 0.0002 | |||||
| US43709XAF87 / Home Equity Mortgage Loan Asset-Backed Trust Series INABS | 1.91 | -2.25 | 0.0043 | -0.0000 | |||||
| USL26915AA33 / FORESEA Holding SA | 1.91 | -1.59 | 0.0043 | -0.0000 | |||||
| FNMA POOL DA5932 FN 01/54 FIXED 6.5 / ABS-MBS (US3140A6SW77) | 1.91 | -0.10 | 0.0043 | 0.0001 | |||||
| FNMA POOL DA5932 FN 01/54 FIXED 6.5 / ABS-MBS (US3140A6SW77) | 1.91 | -0.10 | 0.0043 | 0.0001 | |||||
| US29280HAB87 / Enel Finance America LLC | 1.91 | -0.31 | 0.0043 | 0.0001 | |||||
| US025816CS64 / American Express Co | 1.91 | 0.79 | 0.0043 | 0.0001 | |||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 1.91 | 0.0043 | 0.0043 | ||||||
| RFR USD SOFR/3.64159 04/07/25-30Y* LCH / DIR (EZGJ99MVMFL2) | 1.90 | 7,516.00 | 0.0043 | 0.0042 | |||||
| US02342TAE91 / Amdocs Ltd | 1.90 | 1.87 | 0.0043 | 0.0001 | |||||
| US90932LAG23 / United Airlines Inc | 1.89 | 0.91 | 0.0042 | 0.0001 | |||||
| US31418EQ864 / Fannie Mae Pool | 1.88 | -2.43 | 0.0042 | -0.0000 | |||||
| US38375UZ783 / GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H25 FB | 1.88 | -6.13 | 0.0042 | -0.0002 | |||||
| US3132DWC841 / Freddie Mac Pool | 1.88 | -2.39 | 0.0042 | -0.0000 | |||||
| US38376RDB96 / Government National Mortgage Association Series 2015-H15 Class FC | 1.88 | -3.74 | 0.0042 | -0.0001 | |||||
| FED HM LN PC POOL QG0442 FR 03/53 FIXED 5 / ABS-MBS (US3133C0P306) | 1.88 | -0.48 | 0.0042 | 0.0000 | |||||
| FED HM LN PC POOL QG0442 FR 03/53 FIXED 5 / ABS-MBS (US3133C0P306) | 1.88 | -0.48 | 0.0042 | 0.0000 | |||||
| US50085PAA57 / KREST COMMERCIAL MORTGAGE SECU KREST 2021 CHIP A 144A | 1.87 | 0.11 | 0.0042 | 0.0001 | |||||
| US759351AP49 / Reinsurance Group of America Inc | 1.87 | -67.74 | 0.0042 | -0.0086 | |||||
| US38376RY269 / GNMA, Series 2017-H07, Class FG | 1.86 | -11.34 | 0.0042 | -0.0005 | |||||
| US78444EAD13 / SLM Student Loan Trust 2007-7 | 1.86 | -4.48 | 0.0042 | -0.0001 | |||||
| US00774MAV72 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 1.85 | -60.92 | 0.0042 | -0.0063 | |||||
| US3140NCMD88 / FNMA POOL BX7555 FN 03/53 FIXED 5.5 | 1.85 | -5.19 | 0.0042 | -0.0002 | |||||
| US3617FUFX85 / GNMA II POOL CP4682 G2 02/47 FIXED 3 | 1.84 | -0.92 | 0.0041 | 0.0000 | |||||
| US46647PDA12 / JPMorgan Chase & Co. | 1.83 | 0.38 | 0.0041 | 0.0001 | |||||
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/30 5.35 / DBT (US928668CQ37) | 1.83 | 2.01 | 0.0041 | 0.0001 | |||||
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/30 5.35 / DBT (US928668CQ37) | 1.83 | 2.01 | 0.0041 | 0.0001 | |||||
| US92922F8T86 / WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR18 3A1 | 1.83 | -0.49 | 0.0041 | 0.0000 | |||||
| US12645QCY26 / CREDIT SUISSE MORTGAGE TRUST CSMC 2011 6R 4A2 144A | 1.82 | -0.05 | 0.0041 | 0.0001 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 1.82 | 0.0041 | 0.0041 | ||||||
| US36298YAB65 / GSAA Home Equity Trust 2006-14 | 1.82 | -1.57 | 0.0041 | 0.0000 | |||||
| US07387AEG67 / Bear Stearns ARM Trust 2005-9 | 1.82 | -6.43 | 0.0041 | -0.0002 | |||||
| US362463AE16 / GSAMP TRUST GSAMP 2006 NC2 A2D | 1.82 | -0.98 | 0.0041 | 0.0000 | |||||
| US12669MAA62 / COUNTRYWIDE HOME LOANS CWHL 2007 J1 1A1 | 1.81 | 0.22 | 0.0041 | 0.0001 | |||||
| US93363EAA38 / WaMu Mortgage Pass-Through Certificates Series 2006-AR10 Trust | 1.81 | 1.17 | 0.0041 | 0.0001 | |||||
| US36268NAA81 / GTCR W-2 Merger Sub LLC | 1.81 | 1.98 | 0.0041 | 0.0001 | |||||
| US12652FAA03 / CSMC Trust 2017-CALI | 1.80 | -0.55 | 0.0041 | 0.0000 | |||||
| US07389RAP10 / BEAR STEARNS ASSET BACKED SECU BSABS 2006 HE10 21A2 | 1.80 | -3.07 | 0.0041 | -0.0001 | |||||
| US78409VBJ26 / S&P Global Inc | 1.80 | 1.12 | 0.0041 | 0.0001 | |||||
| US31418EQ948 / Federal National Mortgage Association | 1.80 | -3.28 | 0.0040 | -0.0001 | |||||
| US3617H2JP16 / GNMA II POOL BH4770 G2 06/48 FIXED 4 | 1.79 | -1.27 | 0.0040 | 0.0000 | |||||
| FNMA POOL FS6053 FN 09/53 FIXED VAR / ABS-MBS (US3140XMWP70) | 1.78 | -0.22 | 0.0040 | 0.0001 | |||||
| FNMA POOL FS6053 FN 09/53 FIXED VAR / ABS-MBS (US3140XMWP70) | 1.78 | -0.22 | 0.0040 | 0.0001 | |||||
| US3133KYSC48 / FHLG 20YR 3% 09/01/2039#RB5015 | 1.78 | -2.09 | 0.0040 | -0.0000 | |||||
| BLUE OWL FINANCE LLC COMPANY GUAR 06/31 3.125 / DBT (US09581JAR77) | 1.78 | 1.08 | 0.0040 | 0.0001 | |||||
| BLUE OWL FINANCE LLC COMPANY GUAR 06/31 3.125 / DBT (US09581JAR77) | 1.78 | 1.08 | 0.0040 | 0.0001 | |||||
| US07386HQ874 / Bear Stearns ALT-A Trust, Series 2006-3, Class 35A1 | 1.78 | -0.22 | 0.0040 | 0.0001 | |||||
| LYG / Lloyds Banking Group plc - Depositary Receipt (Common Stock) | 1.77 | -68.93 | 0.0040 | -0.0086 | |||||
| LYG / Lloyds Banking Group plc - Depositary Receipt (Common Stock) | 1.77 | -68.93 | 0.0040 | -0.0086 | |||||
| US902613AD01 / UBS Group AG | 1.77 | 3.20 | 0.0040 | 0.0002 | |||||
| US31418DNC29 / Fannie Mae Pool | 1.77 | -5.00 | 0.0040 | -0.0001 | |||||
| US404119BW86 / HCA Inc 5.875% 02/01/2029 | 1.76 | 0.68 | 0.0040 | 0.0001 | |||||
| US90932PAA66 / United Airlines 2014-1 Class A Pass Through Trust | 1.76 | -5.22 | 0.0040 | -0.0002 | |||||
| US12668BMU43 / Alternative Loan Trust 2006-5T2 | 1.75 | -4.79 | 0.0039 | -0.0001 | |||||
| US90355RAM43 / UNITED WHOLESALE MORTGAGE LLC UWM 2021 INV3 A9 144A | 1.75 | -1.63 | 0.0039 | -0.0000 | |||||
| US591894CC27 / Metropolitan Edison Co. | 1.75 | 0.58 | 0.0039 | 0.0001 | |||||
| US161175CJ14 / Charter Communications Operating LLC / Charter Communications Operating Capital | 1.74 | 4.12 | 0.0039 | 0.0002 | |||||
| CH0483180946 / Credit Suisse Group AG | 1.74 | 9.84 | 0.0039 | 0.0004 | |||||
| US03072SDF92 / Ameriquest Mort Sec Inc Asset Bk Pass Thr Cert Ser 2002-C | 1.73 | -2.20 | 0.0039 | -0.0000 | |||||
| XS0800186222 / THAMES WATER UTC | 1.73 | -5.04 | 0.0039 | -0.0001 | |||||
| US3140QR5B58 / Fannie Mae Pool | 1.73 | -1.37 | 0.0039 | 0.0000 | |||||
| KOREA NATIONAL OIL CORP SR UNSECURED 144A 04/29 4.875 / DBT (US50065LAH33) | 1.73 | 0.76 | 0.0039 | 0.0001 | |||||
| KOREA NATIONAL OIL CORP SR UNSECURED 144A 04/29 4.875 / DBT (US50065LAH33) | 1.73 | 0.76 | 0.0039 | 0.0001 | |||||
| RFR USD SOFR/3.76473 12/17/24-30Y LCH / DIR (EZYDGJYHYRS1) | 1.73 | 269.87 | 0.0039 | 0.0029 | |||||
| RFR USD SOFR/3.76473 12/17/24-30Y LCH / DIR (EZYDGJYHYRS1) | 1.73 | 269.87 | 0.0039 | 0.0029 | |||||
| US3138Y6Q987 / FNMA POOL AX4979 FN 10/44 FIXED 4 | 1.72 | -15.78 | 0.0039 | -0.0007 | |||||
| US3140F75L96 / FNMA POOL BD0850 FN 06/46 FIXED 4 | 1.72 | -0.81 | 0.0039 | 0.0000 | |||||
| Q1UE34 / Quest Diagnostics Incorporated - Depositary Receipt (Common Stock) | 1.72 | 0.35 | 0.0039 | 0.0001 | |||||
| Q1UE34 / Quest Diagnostics Incorporated - Depositary Receipt (Common Stock) | 1.72 | 0.35 | 0.0039 | 0.0001 | |||||
| US466278AR98 / JP Morgan Alternative Loan Trust 2007-A2 | 1.71 | -2.95 | 0.0039 | -0.0001 | |||||
| US3140QNTC60 / Fannie Mae Pool | 1.71 | -2.78 | 0.0039 | -0.0000 | |||||
| US61747YET82 / Morgan Stanley | 1.71 | 0.00 | 0.0038 | 0.0001 | |||||
| EVERGLADES RE II LTD UNSECURED 144A 05/31 VAR / DBT (US30014LAP94) | 1.71 | -1.33 | 0.0038 | 0.0000 | |||||
| EVERGLADES RE II LTD UNSECURED 144A 05/31 VAR / DBT (US30014LAP94) | 1.71 | -1.33 | 0.0038 | 0.0000 | |||||
| US83611XAB01 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 EQ2 A2 | 1.71 | -1.95 | 0.0038 | -0.0000 | |||||
| US3140EYVS77 / FNMA POOL BC4224 FN 03/46 FIXED 4 | 1.71 | -0.70 | 0.0038 | 0.0000 | |||||
| US3138WFGJ98 / FNMA POOL AS5600 FN 08/45 FIXED 4 | 1.70 | -3.07 | 0.0038 | -0.0001 | |||||
| US3140LXAP02 / FNMA POOL BT8113 FN 05/52 FIXED 3 | 1.70 | -0.76 | 0.0038 | 0.0000 | |||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 B R 144A / ABS-O (US78450CAF14) | 1.70 | 2.35 | 0.0038 | 0.0001 | |||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 B R 144A / ABS-O (US78450CAF14) | 1.70 | 2.35 | 0.0038 | 0.0001 | |||||
| US3140EU4V89 / FNMA POOL BC0835 FN 04/46 FIXED 4 | 1.70 | -0.76 | 0.0038 | 0.0000 | |||||
| US41161QAB77 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 3 2A1A | 1.70 | 0.77 | 0.0038 | 0.0001 | |||||
| US92936UAE91 / WP Carey Inc. | 1.70 | 0.30 | 0.0038 | 0.0001 | |||||
| US93934FQP08 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR3 A1A | 1.69 | -1.69 | 0.0038 | -0.0000 | |||||
| US576433G423 / MASTR Adjustable Rate Mortgages Trust 2006-OA1 | 1.69 | 1.02 | 0.0038 | 0.0001 | |||||
| US68403HAC60 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 5 2A2 | 1.68 | -0.94 | 0.0038 | 0.0000 | |||||
| US05953YAB74 / BANC OF AMERICA FUNDING CORPOR BAFC 2007 4 TA4 | 1.67 | -2.28 | 0.0038 | -0.0000 | |||||
| US17326UAD63 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2018 RP2 M1 144A | 1.67 | 1.03 | 0.0038 | 0.0001 | |||||
| US751152AA77 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA7 1A1 | 1.67 | -0.89 | 0.0037 | 0.0000 | |||||
| XS0300473542 / Resloc UK 2007-1 PLC | 1.67 | 2.40 | 0.0037 | 0.0001 | |||||
| US3617FMTK92 / GNMA II POOL CO9554 G2 11/46 FIXED 3 | 1.67 | -0.89 | 0.0037 | 0.0000 | |||||
| US3617L8GM34 / GNMA POOL BP2004 GN 09/49 FIXED 4 | 1.66 | -1.19 | 0.0037 | 0.0000 | |||||
| US32027EAE14 / FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF5 2A3 | 1.66 | -7.02 | 0.0037 | -0.0002 | |||||
| ZCS BRL 13.2914 05/08/25-01/02/29 CME / DIR (EZYLW2ZWVNG8) | 1.66 | 0.0037 | 0.0037 | ||||||
| ZCS BRL 13.2914 05/08/25-01/02/29 CME / DIR (EZYLW2ZWVNG8) | 1.66 | 0.0037 | 0.0037 | ||||||
| ZCS BRL 13.2914 05/08/25-01/02/29 CME / DIR (EZYLW2ZWVNG8) | 1.66 | 0.0037 | 0.0037 | ||||||
| US07387AGE91 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 23A1 | 1.65 | -0.48 | 0.0037 | 0.0000 | |||||
| US17307GTJ75 / CITIGROUP MORTGAGE LOAN TRUST, INC. | 1.65 | -8.48 | 0.0037 | -0.0003 | |||||
| US3140N0T397 / FNCL UMBS 4.5 BW7769 09-01-52 | 1.65 | -0.42 | 0.0037 | 0.0000 | |||||
| US744448CT65 / Public Service Co of Colorado | 1.65 | 1.04 | 0.0037 | 0.0001 | |||||
| US86361BAF40 / STRUCTURED ADJUSTABLE RATE MOR SARM 2006 7 3AF | 1.65 | -0.66 | 0.0037 | 0.0000 | |||||
| US52521RBH30 / LEHMAN MORTGAGE TRUST LMT 2007 5 4A2 | 1.64 | -6.81 | 0.0037 | -0.0002 | |||||
| US3133KYSW02 / Freddie Mac Pool | 1.64 | -1.26 | 0.0037 | 0.0000 | |||||
| US519440AD36 / LAVENDER TRUST LTS 2010 RR2A A4 144A | 1.64 | -2.96 | 0.0037 | -0.0001 | |||||
| US40430HCN61 / HSI ASSET SECURITIZATION CORPO HASC 2005 I1 2A4 | 1.64 | -1.62 | 0.0037 | -0.0000 | |||||
| US83611XAC83 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 EQ2 A3 | 1.63 | -1.98 | 0.0037 | -0.0000 | |||||
| US38376RXY79 / GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H18 FA | 1.63 | -15.86 | 0.0037 | -0.0006 | |||||
| US3140XDDC79 / Fannie Mae Pool | 1.63 | -1.99 | 0.0037 | -0.0000 | |||||
| US3617LKJA90 / GNMA POOL BQ1157 GN 11/49 FIXED 4 | 1.62 | -1.10 | 0.0036 | 0.0000 | |||||
| US84751PLP26 / SPECIALTY UNDERWRITING + RESID SURF 2006 BC2 A2D | 1.62 | -1.82 | 0.0036 | -0.0000 | |||||
| US3140F44V50 / FNMA POOL BC8935 FN 06/46 FIXED 4 | 1.61 | -0.62 | 0.0036 | 0.0000 | |||||
| US45660LV977 / IndyMac INDX Mortgage Loan Trust 2005-AR31 | 1.61 | -1.53 | 0.0036 | 0.0000 | |||||
| US31396JT212 / FHLMC, Reference REMIC, Series R006, Class ZA | 1.61 | -3.60 | 0.0036 | -0.0001 | |||||
| US3132AEKD75 / Freddie Mac Pool | 1.60 | -3.49 | 0.0036 | -0.0001 | |||||
| US362334FG40 / GSAA HOME EQUITY TRUST GSAA 2006 4 3A1 | 1.60 | -2.67 | 0.0036 | -0.0000 | |||||
| CH1174335732 / Credit Suisse Group AG | 1.60 | 9.21 | 0.0036 | 0.0004 | |||||
| US866677AE75 / Sun Communities Operating LP | 1.60 | 1.85 | 0.0036 | 0.0001 | |||||
| US3128JRGY60 / Freddie Mac Non Gold Pool | 1.60 | -4.20 | 0.0036 | -0.0001 | |||||
| US3133C1RA05 / FED HM LN PC POOL QG1381 FR 04/53 FIXED 5.5 | 1.60 | -0.25 | 0.0036 | 0.0000 | |||||
| US16162WPD55 / CHASE MORTGAGE FINANCE CORPORA CHASE 2005 A1 2A1 | 1.58 | -0.82 | 0.0036 | 0.0000 | |||||
| US3138YBC764 / FNMA POOL AX9093 FN 11/44 FIXED 4 | 1.58 | -1.13 | 0.0036 | 0.0000 | |||||
| US06051GLA57 / Bank of America Corp. | 1.58 | 0.00 | 0.0036 | 0.0001 | |||||
| US29273VAS97 / Energy Transfer LP | 1.58 | 0.64 | 0.0035 | 0.0001 | |||||
| US31418EWA45 / UMBS, 30 Year | 1.58 | -5.58 | 0.0035 | -0.0002 | |||||
| US52521MAC64 / Lehman ABS Mortgage Loan Trust | 1.57 | -0.57 | 0.0035 | 0.0000 | |||||
| US12636YAA01 / CRH America Finance, Inc. | 1.57 | 0.58 | 0.0035 | 0.0001 | |||||
| US2350366S43 / Dallas/Fort Worth International Airport | 1.57 | 1.03 | 0.0035 | 0.0001 | |||||
| US453140AF21 / Imperial Brands Finance PLC | 1.57 | 0.19 | 0.0035 | 0.0001 | |||||
| USU76673AB55 / RIO OIL FINANCE TRUST SR SECURED REGS 01/27 9.75 | 1.56 | -11.19 | 0.0035 | -0.0004 | |||||
| US3133B9VH48 / FED HM LN PC POOL QE0616 FR 04/52 FIXED 3 | 1.56 | -0.70 | 0.0035 | 0.0000 | |||||
| US3133BPLR73 / FNCL UMBS 4.5 QF2136 10-01-52 | 1.56 | -0.45 | 0.0035 | 0.0000 | |||||
| US38376RBB15 / Government National Mortgage Association | 1.56 | -20.14 | 0.0035 | -0.0008 | |||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 1.56 | 1.50 | 0.0035 | 0.0001 | |||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 1.56 | 1.50 | 0.0035 | 0.0001 | |||||
| US54627RAN08 / Louisiana Local Government Environmental Facilities & Community Development Auth | 1.56 | 0.71 | 0.0035 | 0.0001 | |||||
| US61765LAU44 / Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24 | 1.56 | -83.07 | 0.0035 | -0.0168 | |||||
| US31396XEH35 / FANNIE MAE FNR 2007 80 FA | 1.55 | -3.90 | 0.0035 | -0.0001 | |||||
| RFR USD SOFR/3.6132* 03/01/24-9Y* LCH / DIR (EZPPGS20SB55) | 1.55 | -47.78 | 0.0035 | -0.0031 | |||||
| RFR USD SOFR/3.6132* 03/01/24-9Y* LCH / DIR (EZPPGS20SB55) | 1.55 | -47.78 | 0.0035 | -0.0031 | |||||
| US715638DB56 / REPUBLIC OF PERU BONDS 144A 08/40 5.35 | 1.55 | 7.47 | 0.0035 | 0.0003 | |||||
| US3140XD5L60 / Fannie Mae Pool | 1.55 | -0.83 | 0.0035 | 0.0000 | |||||
| SIXTH STREET LENDING PAR SR UNSECURED 03/29 6.5 / DBT (US829932AB85) | 1.55 | 0.98 | 0.0035 | 0.0001 | |||||
| SIXTH STREET LENDING PAR SR UNSECURED 03/29 6.5 / DBT (US829932AB85) | 1.55 | 0.98 | 0.0035 | 0.0001 | |||||
| US3618A0UH57 / GNMA II POOL CP9584 G2 12/46 FIXED 3 | 1.54 | -0.96 | 0.0035 | 0.0000 | |||||
| US69121PBU66 / OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2005 5 M1 | 1.54 | -3.62 | 0.0035 | -0.0001 | |||||
| US29135LAH33 / Abu Dhabi Government International Bond | 1.53 | 1.12 | 0.0035 | 0.0001 | |||||
| US83611MML99 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 OPT2 A4 | 1.53 | -5.33 | 0.0034 | -0.0001 | |||||
| FED HM LN PC POOL QJ0163 FR 07/54 FIXED 5.5 / ABS-MBS (US3133CQFC43) | 1.53 | -0.26 | 0.0034 | 0.0000 | |||||
| FED HM LN PC POOL QJ0163 FR 07/54 FIXED 5.5 / ABS-MBS (US3133CQFC43) | 1.53 | -0.26 | 0.0034 | 0.0000 | |||||
| FED HM LN PC POOL RJ0052 FR 10/53 FIXED 6.5 / ABS-MBS (US3142GQBW14) | 1.52 | -5.11 | 0.0034 | -0.0001 | |||||
| FED HM LN PC POOL RJ0052 FR 10/53 FIXED 6.5 / ABS-MBS (US3142GQBW14) | 1.52 | -5.11 | 0.0034 | -0.0001 | |||||
| US853254CT59 / STANDARD CHARTERED PLC REGD 144A P/P 6.18700000 | 1.52 | -0.20 | 0.0034 | 0.0000 | |||||
| US247361ZV38 / Delta Air Lines 2020-1 Class AA Pass Through Trust | 1.52 | -3.37 | 0.0034 | -0.0001 | |||||
| ACI1FNQ32 / BARCLAYS PLC JR SUBORDINA REGS VAR | 1.51 | 6.40 | 0.0034 | 0.0003 | |||||
| US92332YAD31 / Venture Global LNG Inc | 1.51 | 1.68 | 0.0034 | 0.0001 | |||||
| US67448GAA13 / OBX 23-NQM4 A1 144A 6.113% 03-25-63/05-25-27 | 1.51 | -6.79 | 0.0034 | -0.0002 | |||||
| US3617F57G99 / GNMA II POOL CN6295 G2 03/47 FIXED 3 | 1.51 | -0.92 | 0.0034 | 0.0000 | |||||
| US361841AH26 / GLP Capital LP / GLP Financing II Inc | 1.50 | -0.27 | 0.0034 | 0.0000 | |||||
| US00928QAS03 / Aircastle Ltd | 1.49 | 0.34 | 0.0034 | 0.0001 | |||||
| US3622MHAC03 / GSAMP TRUST GSAMP 2007 FM2 A2B | 1.49 | -0.27 | 0.0034 | 0.0000 | |||||
| US17311YAC75 / C-BASS Mortgage Loan Trust 2007-CB3 | 1.49 | 1.02 | 0.0034 | 0.0001 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA E 144A / ABS-O (US21050UAF57) | 1.49 | 0.68 | 0.0033 | 0.0001 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA E 144A / ABS-O (US21050UAF57) | 1.49 | 0.68 | 0.0033 | 0.0001 | |||||
| US161175BA14 / Charter Communications Operating LLC / Charter Communications Operating Capital | 1.49 | 4.28 | 0.0033 | 0.0002 | |||||
| THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75 / DBT (XS3017976054) | 1.48 | 0.0033 | 0.0033 | ||||||
| THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75 / DBT (XS3017976054) | 1.48 | 0.0033 | 0.0033 | ||||||
| US36290PAT49 / GSMPS MORTGAGE LOAN TRUST GSMPS 2003 3 A2 144A | 1.48 | 0.95 | 0.0033 | 0.0001 | |||||
| EZNLRC3852L0 / SOUTH AFRICA EM SP BOA | 1.48 | 1,823.38 | 0.0033 | 0.0032 | |||||
| EZNLRC3852L0 / SOUTH AFRICA EM SP BOA | 1.48 | 1,823.38 | 0.0033 | 0.0032 | |||||
| US22945DAJ28 / CSAIL COMMERCIAL MORTGAGE TRUS CSAIL 2019 C15 ASB | 1.48 | -8.94 | 0.0033 | -0.0003 | |||||
| US02151WAA09 / Alternative Loan Trust, Series 2007-OA11, Class A1A | 1.48 | 2.64 | 0.0033 | 0.0001 | |||||
| US3140FBLN88 / FNMA POOL BD3932 FN 08/46 FIXED 4 | 1.47 | -1.01 | 0.0033 | 0.0000 | |||||
| US88880LAN38 / TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/31 FIXED 2.951 | 1.47 | 1.73 | 0.0033 | 0.0001 | |||||
| US172987AD17 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR7 1A3A | 1.47 | -0.88 | 0.0033 | 0.0000 | |||||
| XS2576550326 / Thames Water Utilities Finance PLC | 1.47 | -4.18 | 0.0033 | -0.0001 | |||||
| US161175BV50 / Charter Communications Operating LLC / Charter Communications Operating Capital | 1.47 | 5.62 | 0.0033 | 0.0002 | |||||
| US12564NAA00 / CLNY Trust 2019-IKPR | 1.47 | -11.43 | 0.0033 | -0.0004 | |||||
| US3138XBX903 / FANNIE MAE POOL UMBS P#AV0703 4.00000000 | 1.47 | -2.27 | 0.0033 | -0.0000 | |||||
| US3138WFS989 / Uniform Mortgage-Backed Securities | 1.46 | -0.75 | 0.0033 | 0.0000 | |||||
| US126694E958 / CHL Mortgage Pass-Through Trust 2006-OA4 | 1.46 | -0.55 | 0.0033 | 0.0000 | |||||
| US3618AWQ316 / GNMA II POOL CS4074 G2 08/47 FIXED 3 | 1.46 | -1.22 | 0.0033 | 0.0000 | |||||
| US36254XAA28 / GS Mortgage Securities Trust 2017-FARM | 1.46 | 0.83 | 0.0033 | 0.0001 | |||||
| US68403KAD72 / Option One Mortgage Loan Trust 2007-6 | 1.45 | 0.48 | 0.0033 | 0.0001 | |||||
| US3140JAC482 / UMBS, 15 Year | 1.45 | -10.40 | 0.0033 | -0.0003 | |||||
| CH0550413337 / Credit Suisse Group AG | 1.45 | 7.99 | 0.0033 | 0.0003 | |||||
| US3140FCP447 / FNMA POOL BD4942 FN 08/46 FIXED 4 | 1.45 | -0.48 | 0.0033 | 0.0000 | |||||
| US55275BAD91 / MASTR ASSET BACKED SECURITIES MABS 2006 NC2 A4 | 1.44 | -1.17 | 0.0032 | 0.0000 | |||||
| US90931MAA45 / United Airlines 2016-1 Class A Pass Through Trust | 1.44 | 0.63 | 0.0032 | 0.0001 | |||||
| US36228F6A98 / GSAMP TRUST GSAMP 2004 SEA2 M2 | 1.44 | -2.78 | 0.0032 | -0.0000 | |||||
| US36245RAA77 / ASSET BACKED SECURITY | 1.44 | -1.91 | 0.0032 | -0.0000 | |||||
| US92927BAC63 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA6 2A | 1.43 | -1.78 | 0.0032 | -0.0000 | |||||
| US3133KNR544 / Freddie Mac Pool | 1.43 | -1.71 | 0.0032 | -0.0000 | |||||
| ICON INVESTMENTS SIX DAC ICON INVESTMENTS SIX DAC / DBT (US45115AAA25) | 1.43 | 0.00 | 0.0032 | 0.0001 | |||||
| ICON INVESTMENTS SIX DAC ICON INVESTMENTS SIX DAC / DBT (US45115AAA25) | 1.43 | 0.00 | 0.0032 | 0.0001 | |||||
| US649603AQ05 / NYMT 2006-1 2A3 | 1.43 | -1.18 | 0.0032 | 0.0000 | |||||
| FISH POND RE LTD UNSECURED 144A 01/27 VAR / DBT (US33774EAA29) | 1.43 | -0.49 | 0.0032 | 0.0000 | |||||
| FISH POND RE LTD UNSECURED 144A 01/27 VAR / DBT (US33774EAA29) | 1.43 | -0.49 | 0.0032 | 0.0000 | |||||
| BOEING CO/THE SNR S* ICE / DCR (EZ8LJVJQFWV8) | 1.42 | 237.29 | 0.0032 | 0.0023 | |||||
| US3617G9M818 / GNMA II POOL BF3083 G2 07/48 FIXED 4 | 1.42 | -4.57 | 0.0032 | -0.0001 | |||||
| BGC / BGC Group, Inc. | 1.42 | 1.79 | 0.0032 | 0.0001 | |||||
| BGC / BGC Group, Inc. | 1.42 | 1.79 | 0.0032 | 0.0001 | |||||
| US3617H7NB60 / GNMA II POOL BH9386 G2 06/48 FIXED 4 | 1.42 | -3.80 | 0.0032 | -0.0001 | |||||
| US31392MGY21 / FHLMC STRUCTURED PASS THROUGH FSPC T 42 A4 | 1.42 | -1.94 | 0.0032 | -0.0000 | |||||
| US3138XETG39 / FNMA POOL AV3250 FN 12/43 FIXED 4 | 1.42 | -0.98 | 0.0032 | 0.0000 | |||||
| US3140NDLR66 / FNMA POOL BX8435 FN 04/53 FIXED 5.5 | 1.42 | -0.28 | 0.0032 | 0.0000 | |||||
| 952NPKII9 / CREDIT SUISSE GROUP AG COCO JR SUB 144A | 1.42 | 0.00 | 0.0032 | 0.0001 | |||||
| US45660LY864 / IndyMac INDA Mortgage Loan Trust 2005-AR2 | 1.42 | -1.05 | 0.0032 | 0.0000 | |||||
| US3140E9AJ57 / FNMA POOL BA4508 FN 11/45 FIXED 4 | 1.41 | -0.63 | 0.0032 | 0.0000 | |||||
| US46645UAU16 / JP MORGAN CHASE COMMERCIAL MOR JPMCC 2016 JP4 ASB | 1.40 | -14.44 | 0.0032 | -0.0005 | |||||
| US65535HAY53 / Nomura Holdings Inc | 1.40 | 1.08 | 0.0032 | 0.0001 | |||||
| US55283TAA60 / MF1 Multifamily Housing Mortgage Loan Trust | 1.40 | -30.15 | 0.0031 | -0.0013 | |||||
| US31418DGJ54 / Fannie Mae Pool | 1.40 | -1.13 | 0.0031 | 0.0000 | |||||
| US378272AQ19 / Glencore Funding LLC | 1.40 | 0.72 | 0.0031 | 0.0001 | |||||
| US3140NJHA57 / FANNIE MAE POOL UMBS P#BY2024 5.50000000 | 1.39 | -0.22 | 0.0031 | 0.0000 | |||||
| US46628SAF02 / JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WF1 A3B | 1.38 | 1.02 | 0.0031 | 0.0001 | |||||
| US3138Y9MH81 / Fannie Mae Pool | 1.38 | -4.89 | 0.0031 | -0.0001 | |||||
| US25151AAB70 / DEUTSCHE ALT A SECURITIES INC DBALT 2006 AR3 A2 | 1.38 | -1.57 | 0.0031 | 0.0000 | |||||
| US07386HP546 / BEAR STEARNS ALT A TRUST BALTA 2006 3 31A1 | 1.38 | -3.23 | 0.0031 | -0.0001 | |||||
| US3140NCCV96 / FNMA POOL BX7283 FN 05/53 FIXED 6 | 1.37 | -0.29 | 0.0031 | 0.0000 | |||||
| US3137ALRU57 / FREDDIE MAC FHR 4006 CZ | 1.37 | -0.94 | 0.0031 | 0.0000 | |||||
| US31418BU797 / Fannie Mae Pool | 1.37 | -3.66 | 0.0031 | -0.0001 | |||||
| US3140NMKH92 / FNMA POOL BY4795 FN 07/53 FIXED 4.5 | 1.36 | -0.44 | 0.0031 | 0.0000 | |||||
| TORREY PINES RE LTD TORREY PINES RE LTD / DBT (US89141WAJ18) | 1.36 | -0.73 | 0.0031 | 0.0000 | |||||
| TORREY PINES RE LTD TORREY PINES RE LTD / DBT (US89141WAJ18) | 1.36 | -0.73 | 0.0031 | 0.0000 | |||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 1.35 | 0.0030 | 0.0030 | ||||||
| THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75 / DBT (XS3060649830) | 1.35 | 0.0030 | 0.0030 | ||||||
| THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75 / DBT (XS3060649830) | 1.35 | 0.0030 | 0.0030 | ||||||
| US3133C64F32 / Federal Home Loan Mortgage Corp. | 1.35 | -10.97 | 0.0030 | -0.0003 | |||||
| US68403FAD87 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 4 2A3 | 1.35 | -0.96 | 0.0030 | 0.0000 | |||||
| TREASURY BILL 08/25 0.00000 / DBT (US912797PQ48) | 1.34 | 0.0030 | 0.0030 | ||||||
| TREASURY BILL 08/25 0.00000 / DBT (US912797PQ48) | 1.34 | 0.0030 | 0.0030 | ||||||
| US38381XFA90 / GNMA, Series 2019-90, Class F | 1.34 | -2.83 | 0.0030 | -0.0000 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 1.34 | 0.0030 | 0.0030 | ||||||
| US31398N2W39 / FNMA, REMIC, Series 2010-123, Class FL | 1.34 | -4.71 | 0.0030 | -0.0001 | |||||
| US07386XAA46 / Bear Stearns ALT-A Trust 2007-1 | 1.33 | 0.30 | 0.0030 | 0.0001 | |||||
| US2254582X55 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 8 9A13 | 1.33 | -1.85 | 0.0030 | -0.0000 | |||||
| US00084DBA72 / ABN AMRO Bank NV | 1.33 | -75.03 | 0.0030 | -0.0088 | |||||
| US3132HT3R54 / Freddie Mac Strips | 1.32 | -3.72 | 0.0030 | -0.0001 | |||||
| US3140XFD654 / FNMA POOL FS0124 FN 01/52 FIXED VAR | 1.32 | -1.86 | 0.0030 | -0.0000 | |||||
| US31391XDM83 / FNMA POOL 679708 FN 09/41 FLOATING VAR | 1.32 | -4.97 | 0.0030 | -0.0001 | |||||
| MMC / Marsh & McLennan Companies, Inc. - Depositary Receipt (Common Stock) | 1.32 | 1.00 | 0.0030 | 0.0001 | |||||
| MMC / Marsh & McLennan Companies, Inc. - Depositary Receipt (Common Stock) | 1.32 | 1.00 | 0.0030 | 0.0001 | |||||
| US3137B6BC41 / FHR 4272 FD 11/43 | 1.31 | -5.75 | 0.0030 | -0.0001 | |||||
| FED HM LN PC POOL SD8382 FR 12/53 FIXED 5 / ABS-MBS (US3132DWJ382) | 1.31 | -1.13 | 0.0030 | 0.0000 | |||||
| FED HM LN PC POOL SD8382 FR 12/53 FIXED 5 / ABS-MBS (US3132DWJ382) | 1.31 | -1.13 | 0.0030 | 0.0000 | |||||
| US61754VAE11 / Morgan Stanley Mortgage Loan Trust 2007-11AR | 1.31 | -2.89 | 0.0030 | -0.0000 | |||||
| BOUGHT BRL SOLD USD 20250804 / DFE (000000000) | 1.31 | 0.0030 | 0.0030 | ||||||
| US126670JY52 / COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 3A2A | 1.31 | -0.68 | 0.0029 | 0.0000 | |||||
| INTEGRITY RE III UNSECURED 144A 06/27 VAR / DBT (US45870GAF37) | 1.31 | 1.16 | 0.0029 | 0.0001 | |||||
| INTEGRITY RE III UNSECURED 144A 06/27 VAR / DBT (US45870GAF37) | 1.31 | 1.16 | 0.0029 | 0.0001 | |||||
| US161175BY99 / CHARTER COMM OPER LLC/CAP CORP 3.85% 04/01/2061 | 1.31 | 5.57 | 0.0029 | 0.0002 | |||||
| US00442CAE93 / ACE SECURITIES CORP. ACE 2006 FM2 A2D | 1.31 | -2.39 | 0.0029 | -0.0000 | |||||
| US12668BEK52 / Alternative Loan Trust | 1.30 | -2.18 | 0.0029 | -0.0000 | |||||
| GREENGROVE RE LTD UNSECURED 144A 04/32 VAR / DBT (US39526JAA97) | 1.30 | -0.31 | 0.0029 | 0.0000 | |||||
| GREENGROVE RE LTD UNSECURED 144A 04/32 VAR / DBT (US39526JAA97) | 1.30 | -0.31 | 0.0029 | 0.0000 | |||||
| US17326UAJ34 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2018 RP2 B3 144A | 1.30 | -0.15 | 0.0029 | 0.0000 | |||||
| US05608VAA44 / BX 2021-MFM1 | 1.30 | 0.39 | 0.0029 | 0.0001 | |||||
| CH0494734418 / Credit Suisse Group AG | 1.29 | 11.57 | 0.0029 | 0.0003 | |||||
| US3140F46B78 / FNMA POOL BC8965 FN 07/46 FIXED 4 | 1.29 | -0.77 | 0.0029 | 0.0000 | |||||
| US78444NAD12 / SLC Student Loan Trust 2008-2 | 1.29 | -2.27 | 0.0029 | -0.0000 | |||||
| US45662JAC62 / IndyMac INDX Mortgage Loan Trust 2006-R1 | 1.29 | -2.50 | 0.0029 | -0.0000 | |||||
| US161630CA46 / CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 12M3 | 1.28 | -3.31 | 0.0029 | -0.0001 | |||||
| US2350366R69 / DALLAS FORT WORTH TX INTERNATI DALAPT 11/29 FIXED 2.046 | 1.28 | 1.02 | 0.0029 | 0.0001 | |||||
| FNMA POOL BY3394 FN 06/53 FIXED 5.5 / ABS-MBS (US3140NKXY23) | 1.28 | -1.99 | 0.0029 | -0.0000 | |||||
| FNMA POOL BY3394 FN 06/53 FIXED 5.5 / ABS-MBS (US3140NKXY23) | 1.28 | -1.99 | 0.0029 | -0.0000 | |||||
| US3618A8CP02 / GNMA II POOL CQ5478 G2 02/47 FIXED 3 | 1.28 | -0.93 | 0.0029 | 0.0000 | |||||
| US31393LFK44 / FHLMC STRUCTURED PASS THROUGH FSPC T 54 2A | 1.28 | -2.44 | 0.0029 | -0.0000 | |||||
| US17313EAA38 / Citigroup Mortgage Loan Trust 2007-FS1 | 1.28 | -3.33 | 0.0029 | -0.0001 | |||||
| US76716XAC65 / RIO OIL FINANCE TRUST SR SECURED 144A 04/28 8.2 | 1.28 | -3.92 | 0.0029 | -0.0001 | |||||
| US46630XAF50 / JPMAC_07-CH3 | 1.27 | -8.21 | 0.0029 | -0.0002 | |||||
| RNHB B.V. GALIBIER?CRE / DBT (XS2846979958) | 1.27 | 7.42 | 0.0029 | 0.0002 | |||||
| US00442EAF25 / ACE SECURITIES CORP. ACE 2006 NC3 A2B | 1.27 | -2.53 | 0.0029 | -0.0000 | |||||
| US02660VAC28 / AMERICAN HOME MORTGAGE ASSETS AHMA 2005 1 2A21 | 1.27 | -0.16 | 0.0029 | 0.0000 | |||||
| US76112BX390 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 NC1 M1 | 1.27 | -5.29 | 0.0029 | -0.0001 | |||||
| US3618A9KJ33 / GNMA II POOL CQ6597 G2 05/47 FIXED 3 | 1.27 | -1.09 | 0.0029 | 0.0000 | |||||
| CH1211713180 / Credit Suisse Group AG | 1.27 | 6.55 | 0.0029 | 0.0002 | |||||
| US3138WFS237 / FNMA POOL AS5936 FN 10/45 FIXED 4 | 1.27 | -0.63 | 0.0029 | 0.0000 | |||||
| XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV | 1.26 | 0.0028 | 0.0028 | ||||||
| XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV | 1.26 | 0.0028 | 0.0028 | ||||||
| US125432AE49 / COUNTRYWIDE HOME LOANS CWHL 2006 12 A1 | 1.25 | -2.49 | 0.0028 | -0.0000 | |||||
| US65535VKK34 / NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AR2 M1 | 1.25 | -1.57 | 0.0028 | 0.0000 | |||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 1.25 | 0.0028 | 0.0028 | ||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 1.25 | 0.0028 | 0.0028 | ||||||
| US863592AD34 / STRUCTURED ASSET SECURITIES CO SASC 2006 RF3 1A4 144A | 1.25 | -1.34 | 0.0028 | 0.0000 | |||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 B D / ABS-O (US78450CAE49) | 1.25 | 0.48 | 0.0028 | 0.0001 | |||||
| US3140HBF297 / Fannie Mae Pool | 1.24 | -5.56 | 0.0028 | -0.0001 | |||||
| US74922MAA99 / RALI Trust, Series 2006-QA6, Class A1 | 1.23 | -2.14 | 0.0028 | -0.0000 | |||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 1.23 | 0.0028 | 0.0028 | ||||||
| US07386HPE52 / BEAR STEARNS ALT A TRUST BALTA 2004 12 2A2 | 1.23 | 5.48 | 0.0028 | 0.0002 | |||||
| 317U88SA5 PIMCO SWAPTION 3.65 CALL USD 2025080 / DIR (EZN8G3KVRYT1) | 1.23 | -9.95 | 0.0028 | -0.0003 | |||||
| 317U88SA5 PIMCO SWAPTION 3.65 CALL USD 2025080 / DIR (EZN8G3KVRYT1) | 1.23 | -9.95 | 0.0028 | -0.0003 | |||||
| US47049QAA40 / JAMESTOWN CLO LTD JTWN 2018 11A A1 144A | 1.23 | -17.67 | 0.0028 | -0.0005 | |||||
| AT&T INC SNR S* ICE / DCR (EZVHX8BNGL14) | 1.23 | 8.66 | 0.0028 | 0.0003 | |||||
| US17025MAA45 / COUNTRYWIDE HOME LOANS CWHL 2007 HY6 1A1 | 1.23 | -0.41 | 0.0028 | 0.0000 | |||||
| US3140E74T41 / FNMA POOL BA3533 FN 01/46 FIXED 4 | 1.22 | -0.73 | 0.0027 | 0.0000 | |||||
| US3138EREC04 / FNMA POOL AL9130 FN 04/46 FIXED VAR | 1.22 | -7.08 | 0.0027 | -0.0002 | |||||
| US34706CAA71 / FORT CRE 2022-FL3 ISSUER LLC SER 2022-FL3 CL A V/R REGD 144A P/P 1.90000000 | 1.22 | -93.63 | 0.0027 | -0.0397 | |||||
| US3140N6W240 / FNMA POOL BX2464 FN 12/52 FIXED 5.5 | 1.22 | -2.40 | 0.0027 | -0.0000 | |||||
| US23243WAA62 / CWABS Asset-Backed Certificates Trust 2006-18 | 1.22 | 0.25 | 0.0027 | 0.0000 | |||||
| US38376RGB69 / Government National Mortgage Association | 1.22 | -17.63 | 0.0027 | -0.0005 | |||||
| US3133TQPC59 / FREDDIE MAC FHR 2273 PZ | 1.22 | -12.90 | 0.0027 | -0.0004 | |||||
| KRATON CORP KRATON CORP / DBT (US50077CAA45) | 1.22 | 0.25 | 0.0027 | 0.0001 | |||||
| KRATON CORP KRATON CORP / DBT (US50077CAA45) | 1.22 | 0.25 | 0.0027 | 0.0001 | |||||
| US3618AA3M29 / GNMA II POOL CQ8004 G2 09/47 FIXED 3 | 1.21 | -0.90 | 0.0027 | 0.0000 | |||||
| US31418EV724 / FN MA5137 | 1.21 | -2.57 | 0.0027 | -0.0000 | |||||
| US59020USJ50 / MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLMI MLMI 2005-A2 A2 | 1.21 | -3.66 | 0.0027 | -0.0001 | |||||
| US04013BAB80 / ARGENT SECURITIES INC. ARSI 2006 M2 A2B | 1.21 | -1.14 | 0.0027 | 0.0000 | |||||
| RNHB B.V. GALIBIER DPF222 RR / DBT (XS2846979529) | 1.21 | 8.61 | 0.0027 | 0.0003 | |||||
| RNHB B.V. GALIBIER DPF222 RR / DBT (XS2846979529) | 1.21 | 8.61 | 0.0027 | 0.0003 | |||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 1.21 | 1.34 | 0.0027 | 0.0001 | |||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 1.21 | 1.34 | 0.0027 | 0.0001 | |||||
| US15135BAY74 / Centene Corp | 1.21 | 1.77 | 0.0027 | 0.0001 | |||||
| US36179WVV70 / GINNIE MAE II POOL G2 MA7828 | 1.21 | -3.13 | 0.0027 | -0.0000 | |||||
| US780099CK11 / Royal Bank of Scotland Group Plc Bond | 1.21 | 0.00 | 0.0027 | 0.0000 | |||||
| US3128NCM765 / FED HM LN PC POOL 1G0382 FH 10/35 FLOATING VAR | 1.21 | -7.16 | 0.0027 | -0.0002 | |||||
| US86363MAC55 / Structured Asset Securities Corp Mortgage Loan Trust 2007-GEL2 | 1.21 | -7.02 | 0.0027 | -0.0002 | |||||
| US073868AM36 / BEAR STEARNS ALT A TRUST BALTA 2006 6 2A1 | 1.20 | -0.99 | 0.0027 | 0.0000 | |||||
| US00764MFD48 / AEGIS ASSET BACKED SECURITIES AABST 2005 2 M3 | 1.20 | -14.27 | 0.0027 | -0.0004 | |||||
| US617538AA18 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE3 A2A | 1.19 | -2.85 | 0.0027 | -0.0000 | |||||
| US46654AAC36 / JP Morgan Mortgage Trust 2021-10 | 1.19 | -1.98 | 0.0027 | -0.0000 | |||||
| US31418ECA64 / FNMA 30YR 3% 03/01/2052#MA4564 | 1.19 | -2.46 | 0.0027 | -0.0000 | |||||
| US61755CAD48 / Morgan Stanley ABS Capital I Incorporated Trust | 1.19 | -1.74 | 0.0027 | -0.0000 | |||||
| US3618AWQW77 / GNMA II POOL CS4069 G2 12/46 FIXED 3 | 1.19 | -20.56 | 0.0027 | -0.0006 | |||||
| US90932MAA36 / United Airlines 2019-2 Class A Pass Through Trust | 1.19 | -3.97 | 0.0027 | -0.0001 | |||||
| US11271LAE20 / Brookfield Finance Inc | 1.18 | 0.85 | 0.0027 | 0.0001 | |||||
| US3132DWGG24 / FHLG 30YR 5% 02/01/2053# | 1.18 | -2.48 | 0.0027 | -0.0000 | |||||
| US86362GAB14 / STRUCTURED ASSET SECURITIES CO SASC 2006 ZA A2 144A | 1.18 | -8.03 | 0.0027 | -0.0002 | |||||
| US61754HAB87 / Morgan Stanley Mortgage Loan Trust 2007-7AX | 1.18 | -3.13 | 0.0026 | -0.0000 | |||||
| US11042TAA16 / British Airways Pass-Through Trust, Series 2018-1, Class AA | 1.18 | -3.69 | 0.0026 | -0.0001 | |||||
| US75406BAG23 / RASC Series 2006-KS2 Trust | 1.18 | 0.26 | 0.0026 | 0.0000 | |||||
| US61753KAE64 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A2D | 1.17 | -0.76 | 0.0026 | 0.0000 | |||||
| US36295TB606 / GNMA II POOL 679661 G2 07/48 FIXED 4 | 1.17 | -1.68 | 0.0026 | -0.0000 | |||||
| US669971AC78 / NOVASTAR HOME EQUITY LOAN NHEL 2007 1 A2B | 1.17 | -1.93 | 0.0026 | -0.0000 | |||||
| US74924VAC37 / RASC Series 2006-EMX9 Trust | 1.17 | -5.89 | 0.0026 | -0.0001 | |||||
| US38376RPV23 / Government National Mortgage Association | 1.17 | -13.77 | 0.0026 | -0.0004 | |||||
| US23246LAA70 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 BC3 1A | 1.16 | -1.69 | 0.0026 | -0.0000 | |||||
| US3618AHPM38 / GNMA II POOL CR3128 G2 01/47 FIXED 3 | 1.16 | -0.85 | 0.0026 | 0.0000 | |||||
| US32115BAD29 / First NLC Trust | 1.16 | -1.11 | 0.0026 | 0.0000 | |||||
| US542514TQ74 / Long Beach Mortgage Loan Trust 2006-2 | 1.16 | -2.20 | 0.0026 | -0.0000 | |||||
| US52520CAD74 / LEHMAN MORTGAGE TRUST LMT 2006 3 1A1 | 1.15 | -4.80 | 0.0026 | -0.0001 | |||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 B C / ABS-O (US78450CAD65) | 1.15 | 0.52 | 0.0026 | 0.0001 | |||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 B C / ABS-O (US78450CAD65) | 1.15 | 0.52 | 0.0026 | 0.0001 | |||||
| US362290AA68 / GSR MORTGAGE LOAN TRUST GSR 2007 AR1 1A1 | 1.15 | -2.47 | 0.0026 | -0.0000 | |||||
| US3140FEFM19 / FNMA POOL BD6471 FN 09/46 FIXED 4 | 1.15 | -1.04 | 0.0026 | 0.0000 | |||||
| US3140J5LM94 / Fannie Mae Pool | 1.15 | -12.18 | 0.0026 | -0.0003 | |||||
| US61753VAE20 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE4 A2D | 1.15 | -1.38 | 0.0026 | 0.0000 | |||||
| US45660KAA97 / IndyMac INDX Mortgage Loan Trust 2006-AR39 | 1.15 | -2.47 | 0.0026 | -0.0000 | |||||
| US05950NBB38 / BANC OF AMERICA FUNDING CORPOR BAFC 2006 5 2A11 | 1.15 | -0.87 | 0.0026 | 0.0000 | |||||
| US17326UAH77 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2018 RP2 B2 144A | 1.14 | 0.26 | 0.0026 | 0.0000 | |||||
| US66988VAD01 / NOVASTAR HOME EQUITY LOAN NHEL 2006 2 A2C | 1.14 | -0.95 | 0.0026 | 0.0000 | |||||
| XS0248595091 / RMAC Securities No 1 PLC | 1.14 | 4.59 | 0.0026 | 0.0002 | |||||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 1.14 | 0.0026 | 0.0026 | ||||||
| US3140MNYU40 / FNMA POOL BV8822 FN 05/52 FIXED 3 | 1.14 | -0.96 | 0.0026 | 0.0000 | |||||
| US31418CSG05 / Fannie Mae Pool | 1.14 | -4.54 | 0.0026 | -0.0001 | |||||
| US3138W9SF81 / FNMA 30YR 3.0% 09/01/2043#AS0517 | 1.13 | -2.50 | 0.0025 | -0.0000 | |||||
| US66988RAC16 / NOVASTAR HOME EQUITY LOAN NHEL 2006 6 A2B | 1.13 | -1.39 | 0.0025 | 0.0000 | |||||
| US3140FTMB40 / FNMA POOL BE7553 FN 02/47 FIXED 3 | 1.13 | -0.61 | 0.0025 | 0.0000 | |||||
| US07387ABR59 / Bear Stearns ARM Trust 2005-4 | 1.13 | -6.30 | 0.0025 | -0.0001 | |||||
| US3140F1HS47 / FNMA POOL BC5640 FN 06/46 FIXED 4 | 1.13 | -0.79 | 0.0025 | 0.0000 | |||||
| US31406DAF33 / Fannie Mae Pool | 1.13 | -2.25 | 0.0025 | -0.0000 | |||||
| US07386HYH82 / BEAR STEARNS ALT A TRUST BALTA 2005 9 26A1 | 1.13 | -0.44 | 0.0025 | 0.0000 | |||||
| US31397KE236 / SINGLE FAMILY ARM | 1.13 | -2.93 | 0.0025 | -0.0000 | |||||
| US3617HA3R62 / GNMA II POOL BI1708 G2 07/48 FIXED 4 | 1.13 | -1.23 | 0.0025 | 0.0000 | |||||
| US3133BMW842 / FR QF0671 | 1.13 | -0.35 | 0.0025 | 0.0000 | |||||
| AVIATION CAPITAL GROUP AVIATION CAPITAL GROUP / DBT (US05369AAQ40) | 1.12 | 0.99 | 0.0025 | 0.0001 | |||||
| AVIATION CAPITAL GROUP AVIATION CAPITAL GROUP / DBT (US05369AAQ40) | 1.12 | 0.99 | 0.0025 | 0.0001 | |||||
| US539439AY57 / LLOYDS BANKING GROUP PLC 5.985000% 08/07/2027 | 1.12 | -0.18 | 0.0025 | 0.0000 | |||||
| US29278NAF06 / Energy Transfer Operating LP | 1.12 | 0.81 | 0.0025 | 0.0001 | |||||
| ENB.PRN / Enbridge Inc. - Preferred Security | 1.12 | -77.96 | 0.0025 | -0.0087 | |||||
| ENB.PRN / Enbridge Inc. - Preferred Security | 1.12 | -77.96 | 0.0025 | -0.0087 | |||||
| US32115BAB62 / FIRST NLC TRUST FNLC 2007 1 A2 144A | 1.12 | -1.15 | 0.0025 | 0.0000 | |||||
| US3618A64L22 / GNMA II POOL CQ4427 G2 06/47 FIXED 3 | 1.12 | -0.09 | 0.0025 | 0.0000 | |||||
| US1266716B71 / CWABS Inc Asset-Backed Certificates Trust 2004-5 | 1.11 | -0.27 | 0.0025 | 0.0000 | |||||
| US3133ARE502 / FNCL UMBS 3.0 QC6456 09-01-51 | 1.11 | -0.71 | 0.0025 | 0.0000 | |||||
| US933636AA02 / WaMu Mortgage Pass-Through Certificates Series 2007-HY4 Trust | 1.11 | -2.97 | 0.0025 | -0.0000 | |||||
| US292480AL49 / Enable Midstream Partners, L.P. | 1.11 | -77.99 | 0.0025 | -0.0086 | |||||
| NATURE COAST RE LTD UNSECURED 144A 04/33 VAR / DBT (US63901CAE12) | 1.11 | 0.45 | 0.0025 | 0.0001 | |||||
| NATURE COAST RE LTD UNSECURED 144A 04/33 VAR / DBT (US63901CAE12) | 1.11 | 0.45 | 0.0025 | 0.0001 | |||||
| US3140NLVM85 / FNMA 30YR 6% 06/01/2053#BY4219 | 1.10 | -0.72 | 0.0025 | 0.0000 | |||||
| US41161VAC46 / HarborView Mortgage Loan Trust 2006-7 | 1.10 | -3.01 | 0.0025 | -0.0000 | |||||
| US756109BG81 / Realty Income Corp | 1.09 | 0.64 | 0.0025 | 0.0001 | |||||
| US31418EGJ38 / FN MA4700 | 1.09 | -2.42 | 0.0025 | -0.0000 | |||||
| US07386HE987 / BEAR STEARNS ALT A TRUST BALTA 2006 2 21A1 | 1.09 | -7.54 | 0.0025 | -0.0002 | |||||
| US31418DJN30 / Fannie Mae Pool | 1.09 | -1.18 | 0.0024 | 0.0000 | |||||
| FCT / Fincantieri S.p.A. | 1.09 | 2.16 | 0.0024 | 0.0001 | |||||
| FCT / Fincantieri S.p.A. | 1.09 | 2.16 | 0.0024 | 0.0001 | |||||
| US126673AX00 / COUNTRYWIDE ASSET BACKED CERTI CWL 2004 6 1A2 | 1.09 | -4.07 | 0.0024 | -0.0001 | |||||
| US17307GWT11 / Citigroup Mortgage Loan Trust, Inc. | 1.08 | -17.59 | 0.0024 | -0.0005 | |||||
| US17316HBT14 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2010 2 7A2A 144A | 1.08 | -4.00 | 0.0024 | -0.0001 | |||||
| US36245AAD81 / GSAMP Trust, Series 2006-HE6, Class A4 | 1.08 | -0.65 | 0.0024 | 0.0000 | |||||
| US05954DAR70 / BANC OF AMERICA FUNDING CORPOR BAFC 2007 E 8A1 | 1.07 | -0.83 | 0.0024 | 0.0000 | |||||
| US02379KAA25 / American Airlines 2021-1 Class A Pass Through Trust | 1.07 | 0.38 | 0.0024 | 0.0000 | |||||
| US682696AA77 / OneMain Financial Issuance Trust 2020-2 | 1.07 | 0.75 | 0.0024 | 0.0001 | |||||
| US68389FCT93 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2002 5 M1 | 1.07 | -3.79 | 0.0024 | -0.0001 | |||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | 1.07 | 0.0024 | 0.0024 | ||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | 1.07 | 0.0024 | 0.0024 | ||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | 1.07 | 0.0024 | 0.0024 | ||||||
| US05531TAF03 / BCAP LLC TRUST BCAP 2008 RR2 A6 144A | 1.07 | -0.84 | 0.0024 | 0.0000 | |||||
| AU3TI0000569 / NEW S WALES TREASURY CRP LOCAL GOVT G 11/25 2.75 | 1.06 | 6.30 | 0.0024 | 0.0002 | |||||
| US46630GAJ40 / JP Morgan Mortgage Trust 2007-A1 | 1.06 | -9.80 | 0.0024 | -0.0002 | |||||
| US3617MFXZ81 / GNMA POOL BS5196 GN 01/50 FIXED 4 | 1.06 | -1.12 | 0.0024 | 0.0000 | |||||
| US86361QAD60 / STRUCTURED ADJUSTABLE RATE MOR SARM 2006 10 2A1 | 1.06 | -12.55 | 0.0024 | -0.0003 | |||||
| US20267VAA52 / Commonbond Student Loan Trust 2017-A-GS | 1.06 | -7.36 | 0.0024 | -0.0001 | |||||
| US38375UZZ64 / Government National Mortgage Association | 1.06 | -6.55 | 0.0024 | -0.0001 | |||||
| US17326UAK07 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2018 RP2 B4 144A | 1.06 | -1.22 | 0.0024 | 0.0000 | |||||
| US3138WFJN73 / Fannie Mae Pool | 1.06 | -0.66 | 0.0024 | 0.0000 | |||||
| US00908PAA57 / Air Canada 2017-1 Class AA Pass Through Trust | 1.05 | -0.19 | 0.0024 | 0.0000 | |||||
| US31396FQ224 / FHLMC STRUCTURED PASS THROUGH FSPC T 66 2A1 | 1.05 | -2.33 | 0.0024 | -0.0000 | |||||
| US25265LAA89 / Diamond Infrastructure Funding LLC | 1.05 | 0.38 | 0.0024 | 0.0000 | |||||
| US00973RAJ23 / Aker BP ASA | 1.05 | 1.55 | 0.0024 | 0.0001 | |||||
| US3617H1J992 / GNMA II POOL BH3888 G2 05/48 FIXED 4 | 1.04 | -1.14 | 0.0023 | 0.0000 | |||||
| BOUGHT BRL SOLD USD 20251002 / DFE (000000000) | 1.04 | 0.0023 | 0.0023 | ||||||
| BOUGHT BRL SOLD USD 20251002 / DFE (000000000) | 1.04 | 0.0023 | 0.0023 | ||||||
| US36185MDQ24 / GMAC MORTGAGE CORPORATION LOAN GMACM 2006 AR1 2A1 | 1.04 | -1.24 | 0.0023 | 0.0000 | |||||
| US84751PKW85 / SPECIALTY UNDERWRITING + RESID SURF 2006 AB1 A4 | 1.04 | -1.71 | 0.0023 | -0.0000 | |||||
| US3617KLF461 / GNMA POOL BO4687 GN 09/49 FIXED 4 | 1.04 | -1.24 | 0.0023 | 0.0000 | |||||
| US36208A7J42 / GNMA II POOL 892397 G2 02/60 FLOATING VAR | 1.03 | -14.71 | 0.0023 | -0.0004 | |||||
| XS1736667723 / OAK HILL EUROPEAN CREDIT PARTN OHECP 2015 4A A1RE 144A | 1.03 | -10.35 | 0.0023 | -0.0002 | |||||
| 317U8AEA5 PIMCO SWAPTION 3.6 CALL USD 20250805 / DIR (EZ5DF8SK6Z39) | 1.03 | -73.04 | 0.0023 | -0.0061 | |||||
| 317U8AEA5 PIMCO SWAPTION 3.6 CALL USD 20250805 / DIR (EZ5DF8SK6Z39) | 1.03 | -73.04 | 0.0023 | -0.0061 | |||||
| US44328BAE83 / HSI ASSET SECURITIZATION CORPO HASC 2006 HE2 2A3 | 1.03 | -1.91 | 0.0023 | -0.0000 | |||||
| US22540VUG57 / Credit Suisse First Boston Mortgage Securities Corp | 1.03 | -0.39 | 0.0023 | 0.0000 | |||||
| US3140FMS721 / FNMA POOL BE2341 FN 02/47 FIXED 4 | 1.03 | -1.35 | 0.0023 | 0.0000 | |||||
| US45661ECW21 / IndyMac INDX Mortgage Loan Trust 2006-AR7 | 1.02 | -14.18 | 0.0023 | -0.0003 | |||||
| US59021AAD00 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 FM1 A2D | 1.02 | -4.66 | 0.0023 | -0.0001 | |||||
| US31418ER771 / UMBS | 1.02 | -2.49 | 0.0023 | -0.0000 | |||||
| US00442CAD11 / ACE SECURITIES CORP. ACE 2006 FM2 A2C | 1.02 | -2.49 | 0.0023 | -0.0000 | |||||
| US04542BHM72 / ASSET BACKED FUNDING CERTIFICA ABFC 2004 FF1 M1 | 1.02 | -3.06 | 0.0023 | -0.0000 | |||||
| CH1142754311 / CREDIT SUISSE GRP AG 2.125%/VAR 11/15/2029 REGS | 1.01 | 8.68 | 0.0023 | 0.0002 | |||||
| US3138WG7A60 / FNMA 30YR 4% 05/01/46#AS7188 | 1.01 | -1.27 | 0.0023 | 0.0000 | |||||
| US02660TGW71 / AMERICAN HOME MORTGAGE INVESTMENT TRUST 2005-4 AHM 2005-4 5A | 1.01 | -0.69 | 0.0023 | 0.0000 | |||||
| US46625SAE63 / JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 HE2 A5 | 1.01 | -23.81 | 0.0023 | -0.0007 | |||||
| US3140F9PN93 / FNMA POOL BD2228 FN 08/46 FIXED 4 | 1.01 | -1.17 | 0.0023 | 0.0000 | |||||
| US3140N0NW14 / FNCL UMBS 4.5 BW7604 08-01-52 | 1.01 | -2.13 | 0.0023 | -0.0000 | |||||
| US040104MG33 / Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2004-W11 | 1.01 | -11.65 | 0.0023 | -0.0003 | |||||
| DRYDEN SENIOR LOAN FUND DRSLF 2017 54A AR 144A / ABS-CBDO (US26244RAF82) | 1.01 | -26.53 | 0.0023 | -0.0008 | |||||
| DRYDEN SENIOR LOAN FUND DRSLF 2017 54A AR 144A / ABS-CBDO (US26244RAF82) | 1.01 | -26.53 | 0.0023 | -0.0008 | |||||
| US3617XXAF61 / GNMA POOL CK2706 GN 02/52 FIXED 4 | 1.01 | -14.40 | 0.0023 | -0.0003 | |||||
| US3133C0UX87 / FED HM LN PC POOL QG0598 FR 04/53 FIXED 5.5 | 1.01 | -0.40 | 0.0023 | 0.0000 | |||||
| US30212PBK03 / Expedia Group Inc | 1.00 | -79.91 | 0.0023 | -0.0088 | |||||
| US3623417L71 / GSR MORTGAGE LOAN TRUST GSR 2006 1F 2A12 | 1.00 | -2.90 | 0.0023 | -0.0000 | |||||
| US17326UAG94 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2018 RP2 B1 144A | 1.00 | 0.60 | 0.0023 | 0.0000 | |||||
| US74922PAC86 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA2 A3 | 1.00 | -4.11 | 0.0023 | -0.0001 | |||||
| US3140NQRC47 / FNMA POOL BY7682 FN 07/53 FIXED 4.5 | 1.00 | -0.40 | 0.0023 | 0.0000 | |||||
| US81375WFJ09 / SECURITIZED ASSET BACKED RECEI SABR 2005 FR4 M2 | 1.00 | -3.29 | 0.0023 | -0.0000 | |||||
| US05535YAN85 / BCAP LLC TRUST BCAP 2011 RR6 9A1 144A | 1.00 | -2.06 | 0.0022 | -0.0000 | |||||
| US3617MYMR73 / GNMA POOL BT9368 GN 04/50 FIXED 4 | 0.99 | -1.09 | 0.0022 | 0.0000 | |||||
| FNMA POOL DB5477 FN 06/54 FIXED 5.5 / ABS-MBS (US3140AFCP96) | 0.99 | -0.10 | 0.0022 | 0.0000 | |||||
| FNMA POOL DB5477 FN 06/54 FIXED 5.5 / ABS-MBS (US3140AFCP96) | 0.99 | -0.10 | 0.0022 | 0.0000 | |||||
| US2350366M72 / DFW ARPT 1.329% 11/1/2025 | 0.99 | 0.71 | 0.0022 | 0.0001 | |||||
| US46651QAA58 / JP Morgan Chase Commercial Mortgage Securities Trust 2019-FL12 | 0.99 | -1.79 | 0.0022 | -0.0000 | |||||
| US74930PAC86 / RBSSP RESECURITIZATION TRUST RBSSP 2011 4 2A1 144A | 0.99 | -4.00 | 0.0022 | -0.0001 | |||||
| US3140H4AE43 / FNMA 15YR 3% 04/01/2033#BJ2704 | 0.98 | -2.87 | 0.0022 | -0.0000 | |||||
| US3132WLB705 / FED HM LN PC POOL Q46361 FG 02/47 FIXED 3.5 | 0.98 | -0.41 | 0.0022 | 0.0000 | |||||
| US3140FEXB51 / FNMA POOL BD6973 FN 10/46 FIXED 4 | 0.98 | -0.41 | 0.0022 | 0.0000 | |||||
| US05369AAA97 / Aviation Capital Group LLC | 0.97 | 0.83 | 0.0022 | 0.0001 | |||||
| US3617FMM671 / GNMA II POOL CO9381 G2 07/46 FIXED 3 | 0.97 | -0.92 | 0.0022 | 0.0000 | |||||
| US878048AJ69 / TBW MORTGAGE BACKED PASS THROU TBW 2006 2 5A1 | 0.97 | -4.90 | 0.0022 | -0.0001 | |||||
| US3133C8ZY42 / FED HM LN PC POOL QG7959 FR 07/53 FIXED 4.5 | 0.97 | -0.31 | 0.0022 | 0.0000 | |||||
| US86944BAJ26 / SUTTER HEALTH UNSECURED 08/50 3.361 | 0.97 | -1.43 | 0.0022 | 0.0000 | |||||
| US32051GTX33 / FIRST HORIZON MORTGAGE PASS-THROUGH TRUST | 0.97 | -5.57 | 0.0022 | -0.0001 | |||||
| US669971AD51 / NOVASTAR HOME EQUITY LOAN NHEL 2007 1 A2C | 0.97 | -1.93 | 0.0022 | -0.0000 | |||||
| US3138ERDP26 / UMBS | 0.96 | -7.40 | 0.0022 | -0.0001 | |||||
| US3617GS2G37 / GNMA II POOL BG7975 G2 06/48 FIXED 4 | 0.96 | -2.03 | 0.0022 | -0.0000 | |||||
| US3140JR3L38 / Fannie Mae Pool | 0.96 | -0.72 | 0.0022 | 0.0000 | |||||
| US38378Y3A51 / GOVERNMENT NATIONAL MORTGAGE A GNR 2014 21 WI | 0.96 | -5.26 | 0.0022 | -0.0001 | |||||
| US32027NNA53 / FIRST FRANKLIN MTG LOAN ASSET FFML 2004 FF11 M4 | 0.96 | -5.07 | 0.0022 | -0.0001 | |||||
| US3140NMGY71 / Fannie Mae Pool | 0.96 | -0.83 | 0.0021 | 0.0000 | |||||
| US3140NMJE80 / FNMA 30YR 5.5% 07/01/2053#BY4760 | 0.95 | -0.21 | 0.0021 | 0.0000 | |||||
| US12669F6Z19 / CWMBS, Inc. | 0.95 | -3.15 | 0.0021 | -0.0000 | |||||
| US3617X5VB36 / GNMA II POOL CI1510 G2 11/46 FIXED 3 | 0.95 | -0.94 | 0.0021 | 0.0000 | |||||
| US126694LW60 / CHL Mortgage Pass-Through Trust 2005-22 | 0.95 | -1.04 | 0.0021 | 0.0000 | |||||
| US3617B9DB97 / GNMA POOL BC5498 GN 10/47 FIXED 3.5 | 0.95 | -1.45 | 0.0021 | 0.0000 | |||||
| US36295TBH68 / GNMA II POOL 679640 G2 06/48 FIXED 4 | 0.95 | -4.62 | 0.0021 | -0.0001 | |||||
| US3133BHCJ33 / FED HM LN PC POOL QE7273 FR 08/52 FIXED 3 | 0.95 | -0.63 | 0.0021 | 0.0000 | |||||
| IRS NZD 4.25000 12/21/22-5Y LCH / DIR (EZZCJ1HFCKX1) | 0.95 | -18.66 | 0.0021 | -0.0004 | |||||
| IRS NZD 4.25000 12/21/22-5Y LCH / DIR (EZZCJ1HFCKX1) | 0.95 | -18.66 | 0.0021 | -0.0004 | |||||
| US37940XAB82 / Global Payments Inc | 0.95 | -80.96 | 0.0021 | -0.0089 | |||||
| US87264ACA16 / T-MOBILE USA INC 2.05% 02/15/2028 | 0.95 | 1.18 | 0.0021 | 0.0001 | |||||
| US3140N8ES39 / FNMA POOL BX3744 FN 01/53 FIXED 5.5 | 0.95 | -2.58 | 0.0021 | -0.0000 | |||||
| US3133C7LU92 / FED HM LN PC POOL QG6639 FR 06/53 FIXED 4.5 | 0.94 | -0.42 | 0.0021 | 0.0000 | |||||
| US3617YEBK57 / GNMA II POOL CL6342 G2 09/46 FIXED 3 | 0.94 | -0.95 | 0.0021 | 0.0000 | |||||
| US12669LAD29 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 6 2A3 | 0.94 | -2.08 | 0.0021 | -0.0000 | |||||
| FED HM LN PC POOL SD4572 FR 08/53 FIXED 5.5 / ABS-MBS (US3132DSCH31) | 0.94 | -2.49 | 0.0021 | -0.0000 | |||||
| US31325TN965 / Freddie Mac Strips | 0.94 | 0.21 | 0.0021 | 0.0000 | |||||
| US17315QAN60 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2010 4 3A6 144A | 0.94 | -3.20 | 0.0021 | -0.0000 | |||||
| US92922FG778 / WAMU 05-AR4 A5 4.6787% 4/25/35 4.21583000 | 0.94 | -4.68 | 0.0021 | -0.0001 | |||||
| US74924RAD08 / RESIDENTIAL ASSET SECURITIES C RASC 2006 KS8 A4 | 0.94 | -3.31 | 0.0021 | -0.0000 | |||||
| US68402BAE65 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 3 2A4 | 0.94 | 0.11 | 0.0021 | 0.0000 | |||||
| US00084DAW02 / ABN AMRO Bank NV | 0.93 | -80.93 | 0.0021 | -0.0087 | |||||
| US90932QAA40 / United Airlines 2014-2 Class A Pass Through Trust | 0.93 | -0.22 | 0.0021 | 0.0000 | |||||
| US3131YDEM27 / FED HM LN PC POOL ZN6440 FR 05/34 FIXED 3.5 | 0.93 | -15.34 | 0.0021 | -0.0003 | |||||
| US63940QAB95 / NAVIENT PRIVATE EDUCATION LOAN TRUST 2018-B NAVSL 2018-BA A2A | 0.92 | -25.14 | 0.0021 | -0.0007 | |||||
| US3128MJ3B44 / Freddie Mac Gold Pool | 0.92 | -2.23 | 0.0021 | -0.0000 | |||||
| US3132ADP690 / Freddie Mac Pool | 0.92 | -3.86 | 0.0021 | -0.0000 | |||||
| US3140LRP773 / FNMA POOL BT3145 FN 07/51 FIXED 3 | 0.92 | -0.75 | 0.0021 | 0.0000 | |||||
| US64352VCS88 / NEW CENTURY HOME EQUITY LOAN T NCHET 2003 2 M2 | 0.92 | 0.11 | 0.0021 | 0.0000 | |||||
| US3140MXWE08 / FNMA POOL BW6044 FN 07/52 FIXED 3 | 0.92 | -0.86 | 0.0021 | 0.0000 | |||||
| US12657VAA08 / CSWF 2021-SOP2 | 0.92 | -85.22 | 0.0021 | -0.0117 | |||||
| US3140FCHQ49 / FNMA POOL BD4738 FN 08/46 FIXED 4 | 0.92 | -0.76 | 0.0021 | 0.0000 | |||||
| US3140N0D938 / FNCL UMBS 4.5 BW7327 08-01-52 | 0.92 | -3.16 | 0.0021 | -0.0000 | |||||
| US74958WAC01 / RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 SA1 2A2 | 0.92 | -2.65 | 0.0021 | -0.0000 | |||||
| US362611AA37 / GSR MORTGAGE LOAN TRUST GSR 2006 8F 4A1 | 0.92 | -5.76 | 0.0021 | -0.0001 | |||||
| US004421XW81 / ACE SECURITIES CORP. ACE 2006 SD1 M1 | 0.92 | -4.78 | 0.0021 | -0.0001 | |||||
| US86360BAC28 / STRUCTURED ADJUSTABLE RATE MOR SARM 2006 4 2A1 | 0.91 | -0.98 | 0.0021 | 0.0000 | |||||
| FED HM LN PC POOL QH0855 FR 09/53 FIXED 5.5 / ABS-MBS (US3133CC5Q58) | 0.91 | -6.74 | 0.0021 | -0.0001 | |||||
| FED HM LN PC POOL QH0855 FR 09/53 FIXED 5.5 / ABS-MBS (US3133CC5Q58) | 0.91 | -6.74 | 0.0021 | -0.0001 | |||||
| XS0590171103 / THAMES WATER UTC | 0.91 | -6.26 | 0.0021 | -0.0001 | |||||
| US3140QBP362 / FNMA POOL CA4041 FN 05/49 FIXED 6 | 0.91 | -0.44 | 0.0021 | 0.0000 | |||||
| US31405YPX30 / Fannie Mae Pool | 0.91 | -6.27 | 0.0021 | -0.0001 | |||||
| US22945AAA79 / CSMC 2017-RPL1 TRUST CSMC 2017-RPL1 A1 | 0.91 | -11.39 | 0.0020 | -0.0002 | |||||
| RFR USD SOFR/3.65471 04/07/25-30Y* LCH / DIR (EZGJ99MVMFL2) | 0.91 | 3,536.00 | 0.0020 | 0.0020 | |||||
| RFR USD SOFR/3.65471 04/07/25-30Y* LCH / DIR (EZGJ99MVMFL2) | 0.91 | 3,536.00 | 0.0020 | 0.0020 | |||||
| US3140MECF12 / FNMA POOL BV0969 FN 12/52 FIXED 4.5 | 0.91 | -0.55 | 0.0020 | 0.0000 | |||||
| US53947XAA00 / LoanCore 2021-CRE5 Issuer Ltd | 0.91 | -37.45 | 0.0020 | -0.0012 | |||||
| US3140F45J14 / FNMA POOL BC8948 FN 06/46 FIXED 4 | 0.91 | -0.55 | 0.0020 | 0.0000 | |||||
| US3618AP6J37 / GNMA II POOL CR8973 G2 10/46 FIXED 3 | 0.90 | -1.31 | 0.0020 | 0.0000 | |||||
| US576722AA04 / Mather Foundation | 0.90 | 1.01 | 0.0020 | 0.0001 | |||||
| US3133BNXB46 / FNCL UMBS 4.5 QF1574 10-01-52 | 0.90 | -0.55 | 0.0020 | 0.0000 | |||||
| US46626LCC28 / JP Morgan Mortgage Acquisition Corp., Series 2005-FRE1, Class M1 | 0.90 | -12.71 | 0.0020 | -0.0003 | |||||
| US073880AD80 / Bear Stearns ARM Trust 2007-1 | 0.90 | -6.84 | 0.0020 | -0.0001 | |||||
| US81376YAE14 / SECURITIZED ASSET BACKED RECEI SABR 2006 HE1 A2D | 0.90 | 0.00 | 0.0020 | 0.0000 | |||||
| US3140GYNF21 / FNMA POOL BH9389 FN 11/32 FIXED 3 | 0.90 | -5.77 | 0.0020 | -0.0001 | |||||
| US02149JAK25 / Alternative Loan Trust, Series 2006-45T1, Class 1A10 | 0.90 | -0.33 | 0.0020 | 0.0000 | |||||
| US49427RAL69 / Kilroy Realty LP | 0.90 | 0.11 | 0.0020 | 0.0000 | |||||
| US31334YHW03 / Freddie Mac Pool | 0.90 | -2.61 | 0.0020 | -0.0000 | |||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.90 | 0.0020 | 0.0020 | ||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.90 | 0.0020 | 0.0020 | ||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.90 | 0.0020 | 0.0020 | ||||||
| US3133BHXU58 / FED HM LN PC POOL QE7891 FR 08/52 FIXED 4.5 | 0.90 | -0.44 | 0.0020 | 0.0000 | |||||
| US57643QBL86 / MASTR REPERFORMING LOAN TRUST MARP 2006 1 1A1F 144A | 0.89 | -4.08 | 0.0020 | -0.0001 | |||||
| US3133BHCH76 / FED HM LN PC POOL QE7272 FR 07/52 FIXED 3 | 0.89 | -0.56 | 0.0020 | 0.0000 | |||||
| US863579Y691 / STRUCTURED ADJUSTABLE RATE MOR SARM 2006 3 4A | 0.89 | -2.30 | 0.0020 | -0.0000 | |||||
| US46629BAE92 / JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CW2 AF5 | 0.89 | -1.44 | 0.0020 | 0.0000 | |||||
| PEP01000C5F6 / Peru Government Bond | 0.89 | 4.23 | 0.0020 | 0.0001 | |||||
| US3140HDN834 / FNMA POOL BK0414 FN 12/39 FIXED 3 | 0.88 | -0.79 | 0.0020 | 0.0000 | |||||
| US05946XJN49 / BANK OF AMERICA FUNDING CORPORATION | 0.88 | -1.46 | 0.0020 | 0.0000 | |||||
| US14310MAW73 / Carlyle Global Market Strategies CLO 2014-1 Ltd | 0.88 | -23.56 | 0.0020 | -0.0006 | |||||
| US74922QAB86 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA8 A2 | 0.88 | -1.46 | 0.0020 | 0.0000 | |||||
| FNMA POOL DB1100 FN 04/54 FIXED 5.5 / ABS-MBS (US3140AAGJ04) | 0.87 | -0.23 | 0.0020 | 0.0000 | |||||
| FNMA POOL DB1100 FN 04/54 FIXED 5.5 / ABS-MBS (US3140AAGJ04) | 0.87 | -0.23 | 0.0020 | 0.0000 | |||||
| US84752CAE75 / SPECIALTY UNDERWRITING + RESID SURF 2007 AB1 A2D | 0.87 | -0.11 | 0.0020 | 0.0000 | |||||
| US004421DA81 / ACE Securities Corp Home Equity Loan Trust Series 2003-HE1 | 0.87 | -2.13 | 0.0020 | -0.0000 | |||||
| US617487AB91 / MORGAN STANLEY MORTGAGE LOAN T MSM 2006 16AX 2A1 | 0.87 | -5.33 | 0.0020 | -0.0001 | |||||
| US29717PAQ00 / Essex Portfolio LP | 0.87 | 0.11 | 0.0020 | 0.0000 | |||||
| US3140HEVZ20 / FNMA POOL BK1531 FN 06/48 FIXED 4 | 0.87 | -0.23 | 0.0020 | 0.0000 | |||||
| US38376RB705 / GNMA, Series 2016-H23, Class F | 0.87 | -19.65 | 0.0020 | -0.0004 | |||||
| US31394VL730 / Fannie Mae REMICS | 0.87 | -3.35 | 0.0020 | -0.0000 | |||||
| US05949CEG78 / BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 G 2A4 | 0.87 | -1.14 | 0.0019 | 0.0000 | |||||
| US93934FNR90 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 3 3CB5 | 0.86 | 0.35 | 0.0019 | 0.0000 | |||||
| US004421UC54 / ACE SECURITIES CORP. ACE 2005 HE7 M1 | 0.86 | -13.61 | 0.0019 | -0.0003 | |||||
| US3132CWAU80 / Freddie Mac Pool 3.50 06/01/2034 | 0.86 | -5.48 | 0.0019 | -0.0001 | |||||
| US03759CAS98 / Apidos CLO XXIV | 0.86 | -1.93 | 0.0019 | -0.0000 | |||||
| US03027XCE85 / American Tower Corp. | 0.86 | 0.70 | 0.0019 | 0.0000 | |||||
| US3622ECAB25 / GSAA HOME EQUITY TRUST GSAA 2007 5 2A1A | 0.86 | -4.45 | 0.0019 | -0.0001 | |||||
| US31418DLN02 / Fannie Mae Pool | 0.86 | -5.51 | 0.0019 | -0.0001 | |||||
| US3618A54G54 / GNMA II POOL CQ3523 G2 11/46 FIXED 3 | 0.86 | -0.92 | 0.0019 | 0.0000 | |||||
| 31750R594 PIMCO FXVAN PUT EUR USD 1.09750000 / DFE (EZXSNMVYWSL9) | 0.86 | 0.0019 | 0.0019 | ||||||
| 31750R594 PIMCO FXVAN PUT EUR USD 1.09750000 / DFE (EZXSNMVYWSL9) | 0.86 | 0.0019 | 0.0019 | ||||||
| US36179WQB71 / GNMA | 0.86 | -3.06 | 0.0019 | -0.0000 | |||||
| US86359LLZ03 / Structured Asset Mortgage Investments II Trust 2005-AR4 | 0.86 | -2.73 | 0.0019 | -0.0000 | |||||
| FNMA POOL BY6587 FN 07/53 FIXED 5.5 / ABS-MBS (US3140NPJ925) | 0.85 | -4.26 | 0.0019 | -0.0001 | |||||
| FNMA POOL BY6587 FN 07/53 FIXED 5.5 / ABS-MBS (US3140NPJ925) | 0.85 | -4.26 | 0.0019 | -0.0001 | |||||
| US45670CAC10 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR7 2A1 | 0.85 | -0.12 | 0.0019 | 0.0000 | |||||
| US576436AT67 / MASTR Reperforming Loan Trust 2005-1 | 0.85 | -4.71 | 0.0019 | -0.0001 | |||||
| XS1697546080 / WARWICK FINANCE RESIDENTIAL MO WARW 3A RRC 144A | 0.85 | 9.84 | 0.0019 | 0.0002 | |||||
| FED HM LN PC POOL QG7630 FR 08/53 FIXED 5.5 / ABS-MBS (US3133C8PP45) | 0.85 | -13.47 | 0.0019 | -0.0003 | |||||
| FED HM LN PC POOL QG7630 FR 08/53 FIXED 5.5 / ABS-MBS (US3133C8PP45) | 0.85 | -13.47 | 0.0019 | -0.0003 | |||||
| US3140N17J67 / FNCL UMBS 4.5 BW8996 10-01-52 | 0.85 | -2.86 | 0.0019 | -0.0000 | |||||
| US06051GHM42 / Bank of America Corp | 0.85 | 0.95 | 0.0019 | 0.0000 | |||||
| US95000U2A01 / Wells Fargo & Co | 0.85 | 0.59 | 0.0019 | 0.0000 | |||||
| US05532TAD46 / BCAP LLC TRUST BCAP 2010 RR1 1A4 144A | 0.85 | -0.24 | 0.0019 | 0.0000 | |||||
| GENERAL MOTORS COMPANY SNR S* ICE / DCR (EZ0F3ZJ20784) | 0.84 | -4.97 | 0.0019 | -0.0001 | |||||
| GENERAL MOTORS COMPANY SNR S* ICE / DCR (EZ0F3ZJ20784) | 0.84 | -4.97 | 0.0019 | -0.0001 | |||||
| US3622A2D589 / GNMA 30YR 5.0% 05/15/2039#783724 | 0.84 | -3.24 | 0.0019 | -0.0000 | |||||
| US38376R5D47 / GNMA, Series 2017-H14, Class FD | 0.84 | -20.51 | 0.0019 | -0.0004 | |||||
| US86358EZP41 / STRUCTURED ASSET INVESTMENT LO SAIL 2005 11 A3 | 0.84 | -12.37 | 0.0019 | -0.0002 | |||||
| US46628YBN94 / JP MORGAN MORTGAGE TRUST JPMMT 2006 S2 3A11 | 0.83 | -1.30 | 0.0019 | 0.0000 | |||||
| US74930PAE43 / RBSSP RESECURITIZATION TRUST RBSSP 2011 4 3A1 144A | 0.83 | -4.47 | 0.0019 | -0.0001 | |||||
| US55265WCA99 / MSSTR_04-2 | 0.83 | -2.58 | 0.0019 | -0.0000 | |||||
| XS0107289323 / THAMES WATER UTL | 0.83 | -4.59 | 0.0019 | -0.0001 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 0.83 | 0.85 | 0.0019 | 0.0000 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 0.83 | 0.85 | 0.0019 | 0.0000 | |||||
| US05490BAQ41 / BCAP LLC TRUST BCAP 2013 RR1 3A4 144A | 0.83 | -0.12 | 0.0019 | 0.0000 | |||||
| US39541EAC75 / Greensaif Pipelines Bidco Sarl | 0.83 | -0.84 | 0.0019 | 0.0000 | |||||
| US65023TAJ16 / Newark BSL CLO 1 Ltd | 0.83 | -35.61 | 0.0019 | -0.0010 | |||||
| US22616CAJ27 / Crestline Denali CLO XV Ltd | 0.83 | -82.73 | 0.0019 | -0.0087 | |||||
| US3140X6UX74 / FNMA POOL FM3297 FN 05/35 FIXED VAR | 0.83 | -2.25 | 0.0019 | -0.0000 | |||||
| US617538AC73 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE3 A2C | 0.82 | -2.95 | 0.0019 | -0.0000 | |||||
| US45660L5T24 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR3 2A1B | 0.82 | -0.96 | 0.0019 | 0.0000 | |||||
| US3133BAL584 / FED HM LN PC POOL QE1248 FR 05/52 FIXED 4 | 0.82 | -3.18 | 0.0019 | -0.0000 | |||||
| FED HM LN PC POOL QH2235 FR 09/53 FIXED 5.5 / ABS-MBS (US3133CEPU01) | 0.82 | -3.07 | 0.0019 | -0.0000 | |||||
| FED HM LN PC POOL QH2235 FR 09/53 FIXED 5.5 / ABS-MBS (US3133CEPU01) | 0.82 | -3.07 | 0.0019 | -0.0000 | |||||
| US02005NBP42 / Ally Financial Inc | 0.82 | 1.86 | 0.0018 | 0.0001 | |||||
| US3140EB2C43 / FNMA POOL BA7070 FN 05/46 FIXED 4 | 0.82 | -0.49 | 0.0018 | 0.0000 | |||||
| US59020UL375 / MLCC MORTGAGE INVESTORS INC MLCC 2005 3 1A | 0.82 | -1.33 | 0.0018 | 0.0000 | |||||
| US31395CQX29 / FREDDIE MAC FHR 2825 PZ | 0.82 | -3.77 | 0.0018 | -0.0000 | |||||
| US31410KJV70 / Fannie Mae Pool | 0.81 | -1.81 | 0.0018 | -0.0000 | |||||
| US31392AAY47 / FANNIE MAE FNR 2001 62 PZ | 0.81 | -5.57 | 0.0018 | -0.0001 | |||||
| US06051GHG73 / Bank of America Corp | 0.81 | 0.75 | 0.0018 | 0.0000 | |||||
| CHILEAN GOVT LA SP BRC / DCR (EZW4N9W3P466) | 0.81 | 18.62 | 0.0018 | 0.0003 | |||||
| CHILEAN GOVT LA SP BRC / DCR (EZW4N9W3P466) | 0.81 | 18.62 | 0.0018 | 0.0003 | |||||
| CHILEAN GOVT LA SP BRC / DCR (EZW4N9W3P466) | 0.81 | 18.62 | 0.0018 | 0.0003 | |||||
| US529043AE19 / Lexington Realty Trust | 0.81 | 1.89 | 0.0018 | 0.0001 | |||||
| US3140EVAH03 / FNMA POOL BC0907 FN 05/46 FIXED 4 | 0.81 | -1.83 | 0.0018 | -0.0000 | |||||
| FNMA POOL BY0385 FN 06/53 FIXED 5.5 / ABS-MBS (US3140NGNB28) | 0.81 | -0.25 | 0.0018 | 0.0000 | |||||
| US3140XGB326 / FNMA POOL FS0957 FN 03/52 FIXED VAR | 0.80 | -2.31 | 0.0018 | -0.0000 | |||||
| US32113JAA34 / First NLC Trust | 0.80 | -1.48 | 0.0018 | 0.0000 | |||||
| US04942VAW46 / Atlas Senior Loan Fund XIII, Series 2019-13A, Class A1NR | 0.80 | -34.02 | 0.0018 | -0.0009 | |||||
| US3138WDX893 / FNMA 30YR 4% 01/01/2045#AS4302 | 0.80 | -2.08 | 0.0018 | -0.0000 | |||||
| US345397XL24 / FORD MOTOR CREDIT CO LLC | 0.80 | 0.50 | 0.0018 | 0.0000 | |||||
| US3140QNMK59 / FNMA 30YR 3% 03/01/2052#CB3061 | 0.80 | -3.62 | 0.0018 | -0.0000 | |||||
| US95040QAC87 / Welltower Inc | 0.80 | 0.00 | 0.0018 | 0.0000 | |||||
| US3617MYA669 / GNMA POOL BT9029 GN 03/50 FIXED 4 | 0.80 | -1.12 | 0.0018 | 0.0000 | |||||
| US3140QNWZ19 / FNMA POOL CB3363 FN 04/52 FIXED 3 | 0.80 | -2.09 | 0.0018 | -0.0000 | |||||
| US59023LAC63 / Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-1 | 0.80 | -1.49 | 0.0018 | 0.0000 | |||||
| US31418EHJ29 / Fannie Mae Pool | 0.79 | -2.22 | 0.0018 | -0.0000 | |||||
| BOUGHT TRY SOLD USD 20250709 / DFE (000000000) | 0.79 | 0.0018 | 0.0018 | ||||||
| BOUGHT TRY SOLD USD 20250709 / DFE (000000000) | 0.79 | 0.0018 | 0.0018 | ||||||
| US3140K04L95 / Fannie Mae Pool | 0.79 | -5.73 | 0.0018 | -0.0001 | |||||
| US02147QAQ55 / Countrywide 06-19cb A15 Bond | 0.79 | -2.23 | 0.0018 | -0.0000 | |||||
| FNMA POOL BY6919 FN 08/53 FIXED 6 / ABS-MBS (US3140NPVM99) | 0.79 | -4.59 | 0.0018 | -0.0001 | |||||
| FNMA POOL BY6919 FN 08/53 FIXED 6 / ABS-MBS (US3140NPVM99) | 0.79 | -4.59 | 0.0018 | -0.0001 | |||||
| US3138WENR66 / FANNIE MAE POOL FN AS4899 | 0.79 | -3.31 | 0.0018 | -0.0000 | |||||
| US3140NCEQ83 / FNMA POOL BX7342 FN 07/53 FIXED 4.5 | 0.79 | -0.25 | 0.0018 | 0.0000 | |||||
| US61748HGR66 / Morgan Stanley Mortgage Loan Trust 2004-11AR | 0.79 | -2.84 | 0.0018 | -0.0000 | |||||
| US80282KAZ93 / Santander Holdings USA Inc | 0.79 | 0.77 | 0.0018 | 0.0000 | |||||
| US46657BAA26 / J.P. Morgan Mortgage Trust 2023-DSC2 | 0.79 | -4.15 | 0.0018 | -0.0000 | |||||
| US3617F6RQ31 / GNMA II POOL CN6795 G2 09/46 FIXED 3 | 0.79 | -0.88 | 0.0018 | 0.0000 | |||||
| US45660NX839 / IndyMac INDX Mortgage Loan Trust 2004-AR6 | 0.79 | -1.13 | 0.0018 | 0.0000 | |||||
| US466247J531 / JPMMT 2006-A2 2A2 | 0.78 | -6.56 | 0.0018 | -0.0001 | |||||
| US3140H4ZD94 / FNMA POOL BJ3439 FN 02/33 FIXED 3 | 0.78 | -3.09 | 0.0018 | -0.0000 | |||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.78 | 0.0018 | 0.0018 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.78 | 0.0018 | 0.0018 | ||||||
| 31750R5B9 PIMCO FXVAN PUT EUR USD 1.10000000 / DFE (EZ0X1GXSRXF6) | 0.78 | 0.0018 | 0.0018 | ||||||
| 31750R5B9 PIMCO FXVAN PUT EUR USD 1.10000000 / DFE (EZ0X1GXSRXF6) | 0.78 | 0.0018 | 0.0018 | ||||||
| US55028BAA52 / LUMINENT MORTGAGE TRUST LUM 2006 7 1A1 | 0.78 | -1.14 | 0.0018 | 0.0000 | |||||
| US12668BXF56 / Alternative Loan Trust 2006-12CB | 0.78 | -1.15 | 0.0017 | 0.0000 | |||||
| US059515AD82 / BANC OF AMERICA FUNDING CORPOR BAFC 2007 3 TA3A | 0.78 | -2.27 | 0.0017 | -0.0000 | |||||
| US31392D4P48 / FANNIE MAE FNR 2002 57 ZF | 0.78 | -7.30 | 0.0017 | -0.0001 | |||||
| US61753NAD21 / MORGAN STANLEY CAPITAL INC MSAC 2007 NC2 A2B | 0.77 | -0.90 | 0.0017 | 0.0000 | |||||
| US17312VAE83 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 6 1A3A | 0.77 | -0.51 | 0.0017 | 0.0000 | |||||
| US02152AAY55 / ALTERNATIVE LOAN TRUST 2007-16CB SER 2007-16CB CL 5A1 REGD 6.25000000 | 0.77 | -2.65 | 0.0017 | -0.0000 | |||||
| FED HM LN PC POOL QG6218 FR 07/53 FIXED 5 / ABS-MBS (US3133C64B28) | 0.77 | -0.77 | 0.0017 | 0.0000 | |||||
| FED HM LN PC POOL QG6218 FR 07/53 FIXED 5 / ABS-MBS (US3133C64B28) | 0.77 | -0.77 | 0.0017 | 0.0000 | |||||
| US863579R422 / STRUCTURED ADJUSTABLE RATE MOR SARM 2006 1 8A1 | 0.77 | -0.39 | 0.0017 | 0.0000 | |||||
| US12668BWF65 / Alternative Loan Trust 2006-11CB | 0.77 | -1.54 | 0.0017 | 0.0000 | |||||
| US3138WFMZ66 / FNMA POOL AS5775 FN 09/45 FIXED 4 | 0.77 | -1.67 | 0.0017 | -0.0000 | |||||
| US46628KAK60 / JP Morgan Mortgage Trust 2006-A3 | 0.77 | -3.04 | 0.0017 | -0.0000 | |||||
| US92325QAA58 / Venture 32 CLO Ltd | 0.77 | -25.66 | 0.0017 | -0.0006 | |||||
| US058927AG91 / Banc of America Funding Trust, Series 2006-A, Class 3A2 | 0.77 | -2.80 | 0.0017 | -0.0000 | |||||
| US3138EG2V50 / Fannie Mae 3.50 08/01/2026 | 0.76 | -39.98 | 0.0017 | -0.0011 | |||||
| US3133ANQY31 / Freddie Mac Pool | 0.76 | -0.78 | 0.0017 | 0.0000 | |||||
| US3140E8L307 / FNMA POOL BA3945 FN 01/46 FIXED 4 | 0.76 | -9.27 | 0.0017 | -0.0001 | |||||
| US59020UYU32 / Merrill Lynch Mortgage Investors Trust MLMI Series 2005-A5 | 0.76 | -6.04 | 0.0017 | -0.0001 | |||||
| US31418C7A62 / UMBS, 15 Year | 0.76 | -4.39 | 0.0017 | -0.0000 | |||||
| US81744HAH66 / Sequoia Mortgage Trust | 0.76 | -7.42 | 0.0017 | -0.0001 | |||||
| VERUS SECURITIZATION TRUST VERUS 2022 2 A1 144A / ABS-MBS (US92538XAA37) | 0.76 | -2.56 | 0.0017 | -0.0000 | |||||
| VERUS SECURITIZATION TRUST VERUS 2022 2 A1 144A / ABS-MBS (US92538XAA37) | 0.76 | -2.56 | 0.0017 | -0.0000 | |||||
| US12668BRG04 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC2 2A3 | 0.76 | -0.78 | 0.0017 | 0.0000 | |||||
| US36184AHW27 / GNMA POOL AL3845 GN 02/45 FIXED 3.5 | 0.76 | -1.56 | 0.0017 | 0.0000 | |||||
| US761143AE66 / RESIDENTIAL ASSET SECURITIZATI RAST 2007 A9 A5 | 0.76 | -3.56 | 0.0017 | -0.0000 | |||||
| US86361KAC18 / STRUCTURED ASSET INVESTMENT LO SAIL 2006 BNC3 A3 | 0.76 | -27.70 | 0.0017 | -0.0006 | |||||
| US3132WLRQ11 / FED HM LN PC POOL Q46794 FG 03/47 FIXED 3.5 | 0.76 | -0.26 | 0.0017 | 0.0000 | |||||
| US3132DMZ249 / FREDDIE MAC POOL FR SD0761 | 0.76 | -2.58 | 0.0017 | -0.0000 | |||||
| US576433VN38 / MASTR Adjustable Rate Mortgages Trust 2004-15 | 0.75 | 1.21 | 0.0017 | 0.0000 | |||||
| US30161NBB64 / Exelon Corp | 0.75 | 0.81 | 0.0017 | 0.0000 | |||||
| US3133BKMR77 / FED HM LN PC POOL QE9368 FR 08/52 FIXED 4.5 | 0.75 | -8.98 | 0.0017 | -0.0001 | |||||
| US41161QAM33 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 3 1A1A | 0.74 | 1.92 | 0.0017 | 0.0001 | |||||
| US650036AX43 / New York State Urban Development Corp | 0.74 | 1.36 | 0.0017 | 0.0000 | |||||
| US3138LVC926 / FANNIE MAE POOL UMBS P#AO4595 4.00000000 | 0.74 | -0.94 | 0.0017 | 0.0000 | |||||
| US86789MAA53 / Suntrust Alternative Loan Trust Series 2005-1F | 0.74 | -1.33 | 0.0017 | 0.0000 | |||||
| US3140NQRB63 / FNMA POOL BY7681 FN 07/53 FIXED 4.5 | 0.74 | -0.40 | 0.0017 | 0.0000 | |||||
| FED HM LN PC POOL QH7815 FR 01/54 FIXED 6.5 / ABS-MBS (US3133CLVG85) | 0.74 | -10.26 | 0.0017 | -0.0002 | |||||
| FED HM LN PC POOL QH7815 FR 01/54 FIXED 6.5 / ABS-MBS (US3133CLVG85) | 0.74 | -10.26 | 0.0017 | -0.0002 | |||||
| MMIFS RE LTD SECURED 144A 01/33 VAR / DBT (XS2969300081) | 0.74 | 6.21 | 0.0017 | 0.0001 | |||||
| MMIFS RE LTD SECURED 144A 01/33 VAR / DBT (XS2969300081) | 0.74 | 6.21 | 0.0017 | 0.0001 | |||||
| US31402LPB26 / FANNIE MAE 2.757% 06/01/2043 FAR FNARM | 0.73 | -3.68 | 0.0016 | -0.0000 | |||||
| US251526CF47 / Deutsche Bank AG/New York NY | 0.73 | 1.95 | 0.0016 | 0.0001 | |||||
| US02147DAC56 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA11 A1C | 0.73 | 0.83 | 0.0016 | 0.0000 | |||||
| US3133AN3Y85 / FED HM LN PC POOL QC4415 FR 07/51 FIXED 3 | 0.73 | -1.62 | 0.0016 | 0.0000 | |||||
| US00252FCV13 / AAMES MORTGAGE INVESTMENT TRUS AMIT 2005 4 M3 | 0.73 | -7.93 | 0.0016 | -0.0001 | |||||
| BOUGHT TRY SOLD USD 20250728 / DFE (000000000) | 0.73 | 0.0016 | 0.0016 | ||||||
| BOUGHT TRY SOLD USD 20250728 / DFE (000000000) | 0.73 | 0.0016 | 0.0016 | ||||||
| US89178WAU27 / TOWD POINT MORTGAGE TRUST 2020-1 SER 2020-1 CL A1 V/R REGD 144A P/P 2.71000000 | 0.73 | -5.45 | 0.0016 | -0.0001 | |||||
| US3140HJWM94 / FNMA POOL BK5151 FN 05/33 FIXED 3 | 0.73 | -2.81 | 0.0016 | -0.0000 | |||||
| US3140X6WA53 / Fannie Mae Pool | 0.73 | -6.57 | 0.0016 | -0.0001 | |||||
| US362341XC84 / GSR MORTGAGE LOAN TRUST GSR 2005 AR7 4A1 | 0.73 | -5.72 | 0.0016 | -0.0001 | |||||
| US3140E9AL04 / FANNIE MAE POOL UMBS P#BA4510 4.00000000 | 0.73 | -0.82 | 0.0016 | 0.0000 | |||||
| US93935HAF47 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 7 A3 | 0.72 | -2.95 | 0.0016 | -0.0000 | |||||
| US59022QAE26 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE5 A2D | 0.72 | -1.37 | 0.0016 | 0.0000 | |||||
| US3138X46Z80 / Federal National Mortgage Association, Inc. | 0.72 | -0.96 | 0.0016 | 0.0000 | |||||
| US31418BA559 / FNMA POOL MA1827 FN 03/44 FIXED 4 | 0.72 | -5.14 | 0.0016 | -0.0001 | |||||
| US3136A7YG19 / FANNIE MAE FNR 2012 87 SQ | 0.72 | -1.50 | 0.0016 | 0.0000 | |||||
| US3140H3RS72 / FNMA POOL BJ2296 FN 02/48 FIXED 4 | 0.72 | -0.42 | 0.0016 | 0.0000 | |||||
| US52607MAA71 / LENDMARK FUNDING TRUST 21-1A A 1.9% 11/20/2031 144A | 0.72 | 0.56 | 0.0016 | 0.0000 | |||||
| US59020UE354 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A7 1A1 | 0.72 | -1.51 | 0.0016 | 0.0000 | |||||
| US17309BAD91 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WF2 A2E | 0.72 | -1.24 | 0.0016 | 0.0000 | |||||
| FSK / FS KKR Capital Corp. | 0.72 | 0.00 | 0.0016 | 0.0000 | |||||
| FSK / FS KKR Capital Corp. | 0.72 | 0.00 | 0.0016 | 0.0000 | |||||
| US41161PKD41 / HarborView Mortgage Loan Trust 2004-11 | 0.72 | -0.55 | 0.0016 | 0.0000 | |||||
| US909319AA30 / United Airlines 2013-1 Class A Pass Through Trust | 0.72 | 0.28 | 0.0016 | 0.0000 | |||||
| US3140F3N469 / FNMA POOL BC7610 FN 05/46 FIXED 4 | 0.72 | -0.83 | 0.0016 | 0.0000 | |||||
| US12667FFN06 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 J4 2A1 | 0.72 | -3.11 | 0.0016 | -0.0000 | |||||
| TORREY PINES RE LTD TORREY PINES RE LTD / DBT (US89141WAK80) | 0.72 | -1.65 | 0.0016 | -0.0000 | |||||
| TORREY PINES RE LTD TORREY PINES RE LTD / DBT (US89141WAK80) | 0.72 | -1.65 | 0.0016 | -0.0000 | |||||
| US073868BE01 / BEAR STEARNS ALT A TRUST BALTA 2006 6 32A1 | 0.72 | -1.79 | 0.0016 | -0.0000 | |||||
| US3140QNQX35 / FNMA 30YR 3% 03/01/2052#CB3169 | 0.72 | -2.59 | 0.0016 | -0.0000 | |||||
| US3133C2NN45 / FED HM LN PC POOL QG2197 FR 05/53 FIXED 5.5 | 0.71 | -0.28 | 0.0016 | 0.0000 | |||||
| US3138YAMA01 / FNMA POOL AX8452 FN 11/44 FIXED 4 | 0.71 | -0.56 | 0.0016 | 0.0000 | |||||
| US76111XG722 / RFMSI Series 2006-SA1 Trust | 0.71 | -2.60 | 0.0016 | -0.0000 | |||||
| US3140NAJP99 / FNMA POOL BX5669 FN 01/53 FIXED 5.5 | 0.71 | -6.32 | 0.0016 | -0.0001 | |||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.71 | 0.0016 | 0.0016 | ||||||
| US36242DRX39 / GSAMP Trust 2005-HE1 | 0.71 | -0.97 | 0.0016 | 0.0000 | |||||
| US3140NAVQ35 / FNMA POOL BX6022 FN 02/53 FIXED 5.5 | 0.71 | -3.14 | 0.0016 | -0.0000 | |||||
| US3140EUGY98 / Fannie Mae Pool | 0.71 | -5.46 | 0.0016 | -0.0001 | |||||
| US007036LG93 / Adjustable Rate Mortgage Trust 2005-5 | 0.71 | -0.84 | 0.0016 | 0.0000 | |||||
| WINSTON RE LTD UNSECURED 144A 02/31 VAR / DBT (US975660AA93) | 0.71 | -0.14 | 0.0016 | 0.0000 | |||||
| WINSTON RE LTD UNSECURED 144A 02/31 VAR / DBT (US975660AA93) | 0.71 | -0.14 | 0.0016 | 0.0000 | |||||
| US3136ADPU76 / FANNIE MAE FNR 2013 34 WF | 0.71 | 0.00 | 0.0016 | 0.0000 | |||||
| VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (EZKBMTL78RT9) | 0.71 | 6.81 | 0.0016 | 0.0001 | |||||
| INTEGRITY RE III UNSECURED 144A 06/28 VAR / DBT (US45870GAE61) | 0.71 | 0.14 | 0.0016 | 0.0000 | |||||
| INTEGRITY RE III UNSECURED 144A 06/28 VAR / DBT (US45870GAE61) | 0.71 | 0.14 | 0.0016 | 0.0000 | |||||
| US05951VAH24 / BANC OF AMERICA FUNDING CORPOR BAFC 2006 I 4A1 | 0.70 | -0.14 | 0.0016 | 0.0000 | |||||
| 31750R5C7 PIMCO FXVAN PUT EUR USD 1.11000000 / DFE (EZ6LHMHGSW79) | 0.70 | 0.0016 | 0.0016 | ||||||
| 31750R5C7 PIMCO FXVAN PUT EUR USD 1.11000000 / DFE (EZ6LHMHGSW79) | 0.70 | 0.0016 | 0.0016 | ||||||
| US3140H9KK89 / FNMA POOL BJ7497 FN 12/48 FIXED 3.5 | 0.70 | -0.71 | 0.0016 | 0.0000 | |||||
| US02147PAK03 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 29T1 2A2 | 0.70 | -0.57 | 0.0016 | 0.0000 | |||||
| US29278GAP37 / Enel Finance International NV | 0.70 | 2.18 | 0.0016 | 0.0001 | |||||
| XS0362465535 / EMF NL BV EMFNL 2008 APRX A2 REGS | 0.70 | -11.27 | 0.0016 | -0.0002 | |||||
| FED HM LN PC POOL QG3950 FR 05/53 FIXED 5.5 / ABS-MBS (US3133C4L778) | 0.70 | -0.28 | 0.0016 | 0.0000 | |||||
| FED HM LN PC POOL QG3950 FR 05/53 FIXED 5.5 / ABS-MBS (US3133C4L778) | 0.70 | -0.28 | 0.0016 | 0.0000 | |||||
| PALM RE LTD UNSECURED 144A 06/32 VAR / DBT (US69664FAB40) | 0.70 | 0.0016 | 0.0016 | ||||||
| PALM RE LTD UNSECURED 144A 06/32 VAR / DBT (US69664FAB40) | 0.70 | 0.0016 | 0.0016 | ||||||
| US3140E4XK86 / FNMA POOL BA0681 FN 11/45 FIXED 4 | 0.70 | -0.57 | 0.0016 | 0.0000 | |||||
| US81376YAD31 / SECURITIZED ASSET BACKED RECEI SABR 2006 HE1 A2C | 0.70 | 0.00 | 0.0016 | 0.0000 | |||||
| US3133KPSM13 / FED HM LN PC POOL RA7724 FR 04/52 FIXED 3 | 0.70 | -4.51 | 0.0016 | -0.0000 | |||||
| US058930AJ77 / BANC OF AMERICA FUNDING CORPOR BAFC 2006 C 4A2 | 0.70 | 0.58 | 0.0016 | 0.0000 | |||||
| US3140MWZR01 / FNMA POOL BW5251 FN 02/53 FIXED 5.5 | 0.70 | -0.57 | 0.0016 | 0.0000 | |||||
| US87303TAA51 / N/A TTN 2021-MHC A | 0.70 | 0.29 | 0.0016 | 0.0000 | |||||
| US3138WUD675 / Fannie Mae Pool | 0.69 | -1.84 | 0.0016 | -0.0000 | |||||
| US3140J6CP00 / FNMA POOL BM1877 FN 10/47 FIXED VAR | 0.69 | -0.43 | 0.0016 | 0.0000 | |||||
| US3140NAJK03 / FNMA POOL BX5665 FN 01/53 FIXED 5.5 | 0.69 | -0.29 | 0.0016 | 0.0000 | |||||
| US52520MEK53 / Lehman Mortgage Trust, Series 2005-3, Class 4A1 | 0.69 | -0.86 | 0.0016 | 0.0000 | |||||
| US61756HBN98 / Morgan Stanley Mortgage Loan Trust 2007-13 | 0.69 | -2.13 | 0.0016 | -0.0000 | |||||
| US3138EJ7A05 / Fannie Mae Pool | 0.69 | -2.69 | 0.0015 | -0.0000 | |||||
| US12668AKQ75 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 53T2 2A2 | 0.69 | -2.55 | 0.0015 | -0.0000 | |||||
| US466247J465 / JP MORGAN MORTGAGE TRUST | 0.69 | -5.11 | 0.0015 | -0.0001 | |||||
| US61749BAF04 / MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2D | 0.69 | -2.28 | 0.0015 | -0.0000 | |||||
| US3617FMD753 / GNMA II POOL CO9126 G2 12/46 FIXED 3 | 0.69 | -5.77 | 0.0015 | -0.0001 | |||||
| US36242D6P30 / GSR MORTGAGE LOAN TRUST GSR 2005 5F 2A19 | 0.69 | -2.84 | 0.0015 | -0.0000 | |||||
| US3617FUT620 / GNMA II POOL CP5073 G2 01/48 FIXED 3 | 0.69 | -0.87 | 0.0015 | 0.0000 | |||||
| US74924DAA72 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS10 A1 | 0.68 | 0.15 | 0.0015 | 0.0000 | |||||
| US3622EBAC25 / GSAA HOME EQUITY TRUST GSAA 2007 4 A3A | 0.68 | -2.57 | 0.0015 | -0.0000 | |||||
| US55903VBA08 / Warnermedia Holdings Inc | 0.68 | -85.44 | 0.0015 | -0.0088 | |||||
| US07402FAC95 / BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 2A1 | 0.68 | 1.04 | 0.0015 | 0.0000 | |||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.68 | 0.0015 | 0.0015 | ||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.68 | 0.0015 | 0.0015 | ||||||
| CBL / CBL & Associates Properties, Inc. | 0.03 | 0.00 | 0.68 | -4.49 | 0.0015 | -0.0000 | |||
| US3617YMNE85 / GNMA POOL CM2189 GN 03/52 FIXED 4 | 0.68 | -1.17 | 0.0015 | 0.0000 | |||||
| FED HM LN PC POOL QH3800 FR 11/53 FIXED 6 / ABS-MBS (US3133CGGH49) | 0.68 | -0.29 | 0.0015 | 0.0000 | |||||
| FED HM LN PC POOL QH3800 FR 11/53 FIXED 6 / ABS-MBS (US3133CGGH49) | 0.68 | -0.29 | 0.0015 | 0.0000 | |||||
| US3140LQR441 / FNMA POOL BT2306 FN 03/52 FIXED 3 | 0.68 | -0.73 | 0.0015 | 0.0000 | |||||
| SOLD KWD BOUGHT USD 20290503 / DFE (000000000) | 0.68 | 0.0015 | 0.0015 | ||||||
| SOLD KWD BOUGHT USD 20290503 / DFE (000000000) | 0.68 | 0.0015 | 0.0015 | ||||||
| US3138WFPZ30 / Fannie Mae Pool | 0.67 | -3.58 | 0.0015 | -0.0000 | |||||
| US126670MH82 / Countrywide Asset-Backed Certificates | 0.67 | -24.78 | 0.0015 | -0.0005 | |||||
| US3140EXBC62 / FNMA POOL BC2734 FN 05/46 FIXED 4 | 0.67 | -6.92 | 0.0015 | -0.0001 | |||||
| US31411H7D63 / Fannie Mae Pool | 0.67 | -1.03 | 0.0015 | 0.0000 | |||||
| US3617H4DR91 / GNMA II POOL BH6412 G2 07/48 FIXED 4 | 0.67 | -2.19 | 0.0015 | -0.0000 | |||||
| US3132WLQ745 / FED HM LN PC POOL Q46777 FG 03/47 FIXED 3.5 | 0.67 | -0.59 | 0.0015 | 0.0000 | |||||
| US05951VAJ89 / BANC OF AMERICA FUNDING CORPOR BAFC 2006 I 5A1 | 0.67 | -0.59 | 0.0015 | 0.0000 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.67 | 0.0015 | 0.0015 | ||||||
| CHILEAN GOVT LA SP MYC / DCR (EZW4N9W3P466) | 0.66 | -2.64 | 0.0015 | -0.0000 | |||||
| US03072SQS76 / AMERIQUEST MORTGAGE SECURITIES AMSI 2004 FR1 M2 | 0.66 | 0.61 | 0.0015 | 0.0000 | |||||
| US61755CAA09 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A1 | 0.66 | -1.78 | 0.0015 | -0.0000 | |||||
| US3140QNB433 / Fannie Mae Pool | 0.66 | -2.36 | 0.0015 | -0.0000 | |||||
| US617526AD01 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A2B | 0.66 | -1.35 | 0.0015 | 0.0000 | |||||
| US32051GUA11 / FIRST HORIZON MORTGAGE PASS TH FHASI 2005 AR4 4A1 | 0.66 | -1.65 | 0.0015 | 0.0000 | |||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.66 | 0.0015 | 0.0015 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.66 | 0.0015 | 0.0015 | ||||||
| US31406BB743 / FNMA POOL 804762 FN 01/35 FLOATING VAR | 0.66 | -19.61 | 0.0015 | -0.0003 | |||||
| XS2010044035 / MACKAY SHIELDS EURO CLO MKSE 1A A 144A | 0.66 | -67.53 | 0.0015 | -0.0030 | |||||
| US86359LMB26 / STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR4 A3 | 0.65 | -2.69 | 0.0015 | -0.0000 | |||||
| US3140NK4E82 / UMBS, 30 Year | 0.65 | -1.96 | 0.0015 | -0.0000 | |||||
| FNMA POOL CB7198 FN 07/53 FIXED 6 / ABS-MBS (US3140QS7L94) | 0.65 | -5.94 | 0.0015 | -0.0001 | |||||
| FNMA POOL CB7198 FN 07/53 FIXED 6 / ABS-MBS (US3140QS7L94) | 0.65 | -5.94 | 0.0015 | -0.0001 | |||||
| US3140X4Y264 / Fannie Mae Pool | 0.65 | -4.42 | 0.0015 | -0.0000 | |||||
| US863579BM96 / Structured Adjustable Rate Mortgage Loan Trust, Series 2004-13, Class A2 | 0.65 | -0.61 | 0.0015 | 0.0000 | |||||
| US3138YFEQ32 / FNMA POOL AY1942 FN 01/45 FIXED 4 | 0.65 | -0.77 | 0.0015 | 0.0000 | |||||
| US02147BAH87 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 7T2 A8 | 0.65 | -1.07 | 0.0015 | 0.0000 | |||||
| US76113XAA90 / Residential Asset Securitization Trust 2006-A12 | 0.65 | -2.11 | 0.0015 | -0.0000 | |||||
| US3137AK4J72 / FREDDIE MAC FHR 3975 CS | 0.65 | -1.67 | 0.0015 | -0.0000 | |||||
| US74922LAK98 / RALI Series 2006-QS16 Trust | 0.65 | -2.85 | 0.0015 | -0.0000 | |||||
| US46647JAC45 / JP MORGAN MORTGAGE TRUST 2016-4 JPMMT 2016-4 A3 | 0.65 | -1.22 | 0.0015 | 0.0000 | |||||
| US74923YAB02 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA4 A1B | 0.65 | -3.29 | 0.0015 | -0.0000 | |||||
| US059515BE56 / BANC OF AMERICA FUNDING CORPOR BAFC 2007 3 XA1 | 0.65 | -0.92 | 0.0015 | 0.0000 | |||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A X 144A / ABS-MBS (XS2859750189) | 0.64 | -46.11 | 0.0015 | -0.0012 | |||||
| DUTCH MORTGAGE FINANCE DMFI 2024 1A X 144A / ABS-MBS (XS2859750189) | 0.64 | -46.11 | 0.0015 | -0.0012 | |||||
| US3138YEQ750 / FEDERAL NATIONAL MORTGAGE ASSOCIATION | 0.64 | -0.77 | 0.0014 | 0.0000 | |||||
| US31394ALL88 / FANNIEMAE WHOLE LOAN FNW 2004 W8 2A | 0.64 | -7.50 | 0.0014 | -0.0001 | |||||
| US31418EAP51 / FN MA4513 | 0.64 | -2.59 | 0.0014 | -0.0000 | |||||
| US86359LPD54 / Structured Asset Mortgage Investments II Trust 2005-AR5 | 0.64 | -2.74 | 0.0014 | -0.0000 | |||||
| US863576AA29 / Structured Asset Securities Corp Trust 2005-5 | 0.64 | -8.86 | 0.0014 | -0.0001 | |||||
| US5764342H69 / MASTR ALTERNATIVE LOANS TRUST MALT 2006 2 2A1 | 0.64 | -2.75 | 0.0014 | -0.0000 | |||||
| US3140HHTC93 / FNMA 15YR 3% 04/01/2033#BK4146 | 0.64 | -2.91 | 0.0014 | -0.0000 | |||||
| US32051RAA95 / First Horizon Alternative Mortgage Securities Trust 2006-RE1 | 0.64 | -2.61 | 0.0014 | -0.0000 | |||||
| US86358ENH52 / STRUCTURED ASSET INVESTMENT LO SAIL 2004 BNC2 A6 | 0.63 | -15.58 | 0.0014 | -0.0002 | |||||
| US76112BF546 / RAAC SERIES RAAC 2005 SP2 2A | 0.63 | -2.31 | 0.0014 | -0.0000 | |||||
| FNMA POOL BY4990 FN 06/53 FIXED 5 / ABS-MBS (US3140NMRL32) | 0.63 | -0.31 | 0.0014 | 0.0000 | |||||
| FNMA POOL BY4990 FN 06/53 FIXED 5 / ABS-MBS (US3140NMRL32) | 0.63 | -0.31 | 0.0014 | 0.0000 | |||||
| US3140EY3R05 / FNMA POOL BC4407 FN 03/46 FIXED 4 | 0.63 | -0.78 | 0.0014 | 0.0000 | |||||
| US161630BA54 / CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 10A1 | 0.63 | -0.94 | 0.0014 | 0.0000 | |||||
| XS0800185174 / THAMES WATER UTC | 0.63 | -5.96 | 0.0014 | -0.0001 | |||||
| US855541AA68 / SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 S1 1A | 0.63 | -2.18 | 0.0014 | -0.0000 | |||||
| US31393XBU00 / FANNIE MAE REMICS FNR 2004-12 ZX | 0.63 | -2.18 | 0.0014 | -0.0000 | |||||
| FNMA POOL MA5294 FN 03/54 FIXED 5 / ABS-MBS (US31418E3C29) | 0.63 | -2.33 | 0.0014 | -0.0000 | |||||
| FNMA POOL MA5294 FN 03/54 FIXED 5 / ABS-MBS (US31418E3C29) | 0.63 | -2.33 | 0.0014 | -0.0000 | |||||
| US3140X6WN74 / FNMA POOL FM3352 FN 05/33 FIXED VAR | 0.63 | -8.21 | 0.0014 | -0.0001 | |||||
| US902674ZW39 / UBS AG | 0.62 | 0.65 | 0.0014 | 0.0000 | |||||
| US3133A5A606 / FED HM LN PC POOL QA9929 FR 06/50 FIXED 3.5 | 0.62 | -0.95 | 0.0014 | 0.0000 | |||||
| US81744HAF01 / SEQUOIA MORTGAGE TRUST SEMT 2007 1 3A1 | 0.62 | -7.01 | 0.0014 | -0.0001 | |||||
| US912810RA88 / United States Treasury Inflation Indexed Bonds | 0.62 | -2.51 | 0.0014 | -0.0000 | |||||
| US007036TK24 / Adjustable Rate Mortgage Trust | 0.62 | -1.58 | 0.0014 | -0.0000 | |||||
| GNMA II POOL MB0420 G2 06/55 FIXED 3.5 / ABS-MBS (US3618N5PE30) | 0.62 | 0.0014 | 0.0014 | ||||||
| GNMA II POOL MB0420 G2 06/55 FIXED 3.5 / ABS-MBS (US3618N5PE30) | 0.62 | 0.0014 | 0.0014 | ||||||
| US31329QDF54 / Freddie Mac Pool | 0.62 | -0.48 | 0.0014 | 0.0000 | |||||
| US75115AAA97 / RALI Series 2006-QS8 Trust | 0.62 | -1.44 | 0.0014 | 0.0000 | |||||
| 317U8D2A2 PIMCO SWAPTION 3.7 CALL USD 20250813 / DIR (EZKZHY60KQL7) | 0.62 | -59.02 | 0.0014 | -0.0019 | |||||
| 317U8D2A2 PIMCO SWAPTION 3.7 CALL USD 20250813 / DIR (EZKZHY60KQL7) | 0.62 | -59.02 | 0.0014 | -0.0019 | |||||
| US07336CAA18 / BDS 2022-FL12 LLC | 0.62 | -27.90 | 0.0014 | -0.0005 | |||||
| US17311WAF41 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR4 2A2A | 0.62 | -0.32 | 0.0014 | 0.0000 | |||||
| US36182XJS18 / GNMA POOL AJ2973 GN 09/44 FIXED 3.5 | 0.61 | -10.23 | 0.0014 | -0.0001 | |||||
| US00774MAW55 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.61 | 1.32 | 0.0014 | 0.0000 | |||||
| US3132ACYN46 / FNCI UMBS 3.5 ZT0717 10-01-33 | 0.61 | -4.37 | 0.0014 | -0.0000 | |||||
| US3140QPCG06 / FNMA POOL CB3670 FN 04/52 FIXED 3 | 0.61 | -5.42 | 0.0014 | -0.0001 | |||||
| US38376RCF10 / GNMA, Series 2015-H14, Class FB | 0.61 | -7.72 | 0.0014 | -0.0001 | |||||
| US31405ASG93 / FNMA POOL 783619 FN 06/35 FLOATING VAR | 0.61 | -2.56 | 0.0014 | -0.0000 | |||||
| US76110WRS79 / RASC Series 2003-KS4 Trust | 0.61 | -1.14 | 0.0014 | 0.0000 | |||||
| US3140Q8S712 / FNMA POOL CA1441 FN 03/33 FIXED 3 | 0.61 | -2.26 | 0.0014 | -0.0000 | |||||
| US31418BZY54 / Fannie Mae Pool | 0.60 | -0.66 | 0.0014 | 0.0000 | |||||
| US3132D54S88 / Freddie Mac Pool | 0.60 | -3.67 | 0.0014 | -0.0000 | |||||
| US863579Q432 / STRUCTURED ADJUSTABLE RATE MOR SARM 2006 1 6A1 | 0.60 | -7.95 | 0.0014 | -0.0001 | |||||
| US31392TUQ83 / FREDDIE MAC FHR 2481 ZA | 0.60 | -3.53 | 0.0014 | -0.0000 | |||||
| US3128Q2FP35 / FED HM LN PC POOL 1L0174 FH 08/35 FLOATING VAR | 0.60 | -1.80 | 0.0014 | -0.0000 | |||||
| ARMOR RE II LTD UNSECURED 144A 01/32 VAR / DBT (US04227FAF27) | 0.60 | -1.15 | 0.0014 | 0.0000 | |||||
| ARMOR RE II LTD UNSECURED 144A 01/32 VAR / DBT (US04227FAF27) | 0.60 | -1.15 | 0.0014 | 0.0000 | |||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.60 | 0.0014 | 0.0014 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.60 | 0.0014 | 0.0014 | ||||||
| US11042CAA80 / British Airways 2021-1 Class A Pass Through Trust | 0.60 | -1.48 | 0.0014 | 0.0000 | |||||
| US45660LMG13 / IndyMac INDX Mortgage Loan Trust 2005-AR12 | 0.60 | -1.16 | 0.0013 | 0.0000 | |||||
| US07387AAB17 / Bear Stearns Adjustable Rate Mortgage Trust, Series 2005-1, Class 2A1 | 0.60 | -0.99 | 0.0013 | 0.0000 | |||||
| US80007RAK14 / Sands China Ltd | 0.60 | 0.67 | 0.0013 | 0.0000 | |||||
| US3140EXAZ66 / FNMA POOL BC2723 FN 04/46 FIXED 4 | 0.60 | -1.00 | 0.0013 | 0.0000 | |||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.60 | 0.0013 | 0.0013 | ||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.60 | 0.0013 | 0.0013 | ||||||
| US43709XAD30 / INDYMAC RESIDENTIAL ASSET BACK INABS 2006 E 2A2 | 0.60 | -2.14 | 0.0013 | -0.0000 | |||||
| US12667G4S95 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 42CB A1 | 0.60 | -2.14 | 0.0013 | -0.0000 | |||||
| US22822VAC54 / Crown Castle International Corp | 0.59 | 0.34 | 0.0013 | 0.0000 | |||||
| US36225FC725 / GNMA II POOL 082793 G2 04/41 FLOATING VAR | 0.59 | -1.82 | 0.0013 | -0.0000 | |||||
| US015271AK55 / Alexandria Real Estate Equities Inc | 0.59 | 0.51 | 0.0013 | 0.0000 | |||||
| US3140MGXX47 / Federal National Mortgage Association | 0.59 | -0.67 | 0.0013 | 0.0000 | |||||
| US3140MS4U61 / FNMA POOL BW1734 FN 05/52 FIXED 3 | 0.59 | -0.84 | 0.0013 | 0.0000 | |||||
| US3140LWYU57 / FNMA POOL BT7922 FN 09/52 FIXED 4.5 | 0.59 | -0.51 | 0.0013 | 0.0000 | |||||
| US3138WET337 / FNMA 30YR 4% 05/01/2045#AS5069 | 0.59 | -2.64 | 0.0013 | -0.0000 | |||||
| US3140X6LC39 / Fannie Mae Pool | 0.59 | -25.60 | 0.0013 | -0.0004 | |||||
| US16162WPJ26 / Chase Mortgage Finance Trust, Series 2005-A1, Class 3A1 | 0.59 | -0.51 | 0.0013 | 0.0000 | |||||
| US17326UAL89 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2018 RP2 B5 144A | 0.59 | -5.15 | 0.0013 | -0.0000 | |||||
| US617487AF06 / MORGAN STANLEY MORTGAGE LOAN T MSM 2006 16AX 3A1 | 0.59 | -0.17 | 0.0013 | 0.0000 | |||||
| US589929R265 / Merrill Lynch Mortgage Investors Trust MLMI Series 2003-A3 | 0.58 | -2.83 | 0.0013 | -0.0000 | |||||
| US31418DDC39 / FNMA 20YR 3.5% 07/01/2039#MA3698 | 0.58 | -1.18 | 0.0013 | 0.0000 | |||||
| US12668AFL44 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 48T1 A5 | 0.58 | -3.48 | 0.0013 | -0.0000 | |||||
| US3140MN6K70 / FNMA POOL BV8973 FN 06/52 FIXED 3 | 0.58 | -0.51 | 0.0013 | 0.0000 | |||||
| US3140FDXY71 / FNMA POOL BD6094 FN 09/46 FIXED 4 | 0.58 | -0.34 | 0.0013 | 0.0000 | |||||
| US863579J908 / STRUCTURED ADJUSTABLE RATE MOR SARM 2005 22 1A4 | 0.58 | -16.48 | 0.0013 | -0.0002 | |||||
| US708696BY48 / Pennsylvania Electric Co. | 0.58 | 0.69 | 0.0013 | 0.0000 | |||||
| US456681AE53 / IndyMac INDX Mortgage Loan Trust 2007-AR13 | 0.58 | -0.51 | 0.0013 | 0.0000 | |||||
| US05946XM758 / BANC OF AMERICA FUNDING CORPOR BAFC 2005 6 1A7 | 0.58 | 0.00 | 0.0013 | 0.0000 | |||||
| BOEING CO/THE SNR S* ICE / DCR (EZQMMTKX5F48) | 0.57 | 20.84 | 0.0013 | 0.0002 | |||||
| BOEING CO/THE SNR S* ICE / DCR (EZQMMTKX5F48) | 0.57 | 20.84 | 0.0013 | 0.0002 | |||||
| US31397KKX80 / FREDDIE MAC FHR 3364 FA | 0.57 | -5.60 | 0.0013 | -0.0001 | |||||
| US3140E6HG07 / FNMA POOL BA2030 FN 02/46 FIXED 4 | 0.57 | -1.04 | 0.0013 | 0.0000 | |||||
| US31402DQ456 / FNMA POOL 725975 FN 09/34 FLOATING VAR | 0.57 | -12.29 | 0.0013 | -0.0002 | |||||
| US03764QBC50 / Apidos CLO XV | 0.57 | -2.06 | 0.0013 | -0.0000 | |||||
| US61754HAD44 / MORGAN STANLEY MORTGAGE LOAN T MSM 2007 7AX 2A3 | 0.57 | -3.23 | 0.0013 | -0.0000 | |||||
| US02150EAN31 / Alternative Loan Trust 2007-5CB | 0.57 | -2.56 | 0.0013 | -0.0000 | |||||
| US126673UR12 / CWABS Asset-Backed Certificates Trust | 0.57 | -15.83 | 0.0013 | -0.0002 | |||||
| US126378AL28 / CSMC Mortgage-Backed Trust 2007-1 | 0.57 | -1.39 | 0.0013 | 0.0000 | |||||
| US52520CAG06 / LEHMAN MORTGAGE TRUST LMT 2006 3 1A4 | 0.57 | -4.69 | 0.0013 | -0.0000 | |||||
| US12489WJP05 / Credit-Based Asset Servicing & Securitization LLC, Series 2004-CB4, Class A5 | 0.57 | -5.95 | 0.0013 | -0.0001 | |||||
| US74923HAD35 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS4 1A4 | 0.57 | -2.41 | 0.0013 | -0.0000 | |||||
| FED HM LN PC POOL QF7451 FR 02/53 FIXED 6.5 / ABS-MBS (US3133BVH406) | 0.57 | -5.34 | 0.0013 | -0.0001 | |||||
| FED HM LN PC POOL QF7451 FR 02/53 FIXED 6.5 / ABS-MBS (US3133BVH406) | 0.57 | -5.34 | 0.0013 | -0.0001 | |||||
| US3140GYAJ89 / FNMA POOL BH9008 FN 08/47 FIXED 4 | 0.57 | -0.35 | 0.0013 | 0.0000 | |||||
| XS1807174559 / Qatar Government International Bond | 0.57 | -1.57 | 0.0013 | 0.0000 | |||||
| US07384M2E17 / Bear Stearns ARM Trust 2004-1 | 0.57 | -1.91 | 0.0013 | -0.0000 | |||||
| US05535YAJ73 / BCAP LLC TRUST BCAP 2011 RR6 7A1 144A | 0.56 | -7.40 | 0.0013 | -0.0001 | |||||
| US3133B7LG19 / Freddie Mac Pool | 0.56 | -6.63 | 0.0013 | -0.0001 | |||||
| US12669GBZ37 / COUNTRYWIDE HOME LOANS CWHL 2004 HYB7 1A2 | 0.56 | -1.40 | 0.0013 | 0.0000 | |||||
| US38376RCZ73 / GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H15 FB | 0.56 | -15.64 | 0.0013 | -0.0002 | |||||
| US05950PAL76 / Banc of America Funding Trust, Series 2006-H, Class 4A2 | 0.56 | -0.88 | 0.0013 | 0.0000 | |||||
| US31397HLQ91 / FREDDIE MAC FHR 3322 FA | 0.56 | -2.09 | 0.0013 | -0.0000 | |||||
| US599191AA16 / Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd | 0.56 | -11.37 | 0.0013 | -0.0001 | |||||
| US07387AGZ21 / Bear Stearns Adjustable Rate Mortgage Trust, Series 2006-1, Class A1 | 0.56 | -0.71 | 0.0013 | 0.0000 | |||||
| US3140EVQE08 / FNCL UMBS 4.0 BC1352 03-01-46 | 0.56 | -5.11 | 0.0013 | -0.0000 | |||||
| US16165TBC62 / CHASEFLEX TRUST CFLX 2005 2 3A2 | 0.56 | 0.54 | 0.0013 | 0.0000 | |||||
| US3140LXAG03 / FNMA POOL BT8106 FN 04/52 FIXED 3 | 0.56 | -1.07 | 0.0012 | 0.0000 | |||||
| US75115DAJ46 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS13 1A9 | 0.55 | -6.73 | 0.0012 | -0.0001 | |||||
| US3131Y3YQ38 / FED HM LN PC POOL ZM8819 FR 09/48 FIXED 6 | 0.55 | -0.18 | 0.0012 | 0.0000 | |||||
| US86359BX304 / STRUCTURED ASSET SECURITIES CO SASC 2005 GEL1 M3 | 0.55 | -4.97 | 0.0012 | -0.0000 | |||||
| FNMA POOL DA4990 FN 11/53 FIXED 5.5 / ABS-MBS (US3140A5RL49) | 0.55 | 0.00 | 0.0012 | 0.0000 | |||||
| FNMA POOL DA4990 FN 11/53 FIXED 5.5 / ABS-MBS (US3140A5RL49) | 0.55 | 0.00 | 0.0012 | 0.0000 | |||||
| FNMA POOL DA7801 FN 01/54 FIXED 5.5 / ABS-MBS (US3140A8U344) | 0.55 | -0.36 | 0.0012 | 0.0000 | |||||
| FNMA POOL DA7801 FN 01/54 FIXED 5.5 / ABS-MBS (US3140A8U344) | 0.55 | -0.36 | 0.0012 | 0.0000 | |||||
| US059515AH96 / BANC OF AMERICA FUNDING CORPOR BAFC 2007 3 TA6 | 0.55 | -2.66 | 0.0012 | -0.0000 | |||||
| US431282AS12 / HIGHWOODS REALTY LP SR UNSECURED 02/30 3.05 | 0.55 | 2.24 | 0.0012 | 0.0000 | |||||
| US3140HBHL50 / FNMA POOL BJ9234 FN 06/48 FIXED 4 | 0.55 | -0.18 | 0.0012 | 0.0000 | |||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 0.55 | 0.74 | 0.0012 | 0.0000 | |||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 0.55 | 0.74 | 0.0012 | 0.0000 | |||||
| US31418CVF84 / Fannie Mae Pool | 0.55 | -5.37 | 0.0012 | -0.0000 | |||||
| US12668AZX61 / Alternative Loan Trust 2005-64CB | 0.55 | -1.80 | 0.0012 | -0.0000 | |||||
| US3138XLXJ64 / Fannie Mae Pool | 0.54 | -0.73 | 0.0012 | 0.0000 | |||||
| US92539TAA16 / Verus Securitization Trust, Series 2023-4, Class A1 | 0.54 | -11.42 | 0.0012 | -0.0001 | |||||
| US3140F36M51 / FNMA POOL BC8075 FN 06/46 FIXED 4 | 0.54 | -1.28 | 0.0012 | 0.0000 | |||||
| US61751DAJ37 / MORGAN STANLEY MORTGAGE LOAN T MSM 2006 17XS A6 | 0.54 | -4.59 | 0.0012 | -0.0000 | |||||
| US68401TAE82 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 2 3A3 | 0.54 | -2.00 | 0.0012 | -0.0000 | |||||
| US126694X529 / COUNTRYWIDE HOME LOANS CWHL 2006 9 A12 | 0.54 | -1.10 | 0.0012 | 0.0000 | |||||
| US31395A3J20 / Freddie Mac Structured Pass-Through Certificates | 0.54 | -3.07 | 0.0012 | -0.0000 | |||||
| US3140FAAH56 / FNMA POOL BD2707 FN 07/46 FIXED 4 | 0.54 | -0.37 | 0.0012 | 0.0000 | |||||
| US65535AAA25 / NOMURA HOME EQUITY LOAN INC NHELI 2006 AF1 A1 | 0.53 | -2.20 | 0.0012 | -0.0000 | |||||
| US76113ACA79 / RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX3 A3 | 0.53 | -11.31 | 0.0012 | -0.0001 | |||||
| US3140HET938 / FNMA POOL BK1475 FN 05/48 FIXED 4 | 0.53 | -1.48 | 0.0012 | 0.0000 | |||||
| US3137BGA254 / FREDDIE MAC FHR 4429 AI | 0.53 | 1.33 | 0.0012 | 0.0000 | |||||
| US3140EAWD14 / FNMA 30YR 4% 02/01/2046#BA6043 | 0.53 | -0.56 | 0.0012 | 0.0000 | |||||
| US3617MYAZ28 / GNMA POOL BT9024 GN 03/50 FIXED 4 | 0.53 | -1.12 | 0.0012 | 0.0000 | |||||
| US3140QRNL38 / FANNIE MAE POOL FN CB5794 | 0.53 | -0.19 | 0.0012 | 0.0000 | |||||
| US17311LAJ08 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR5 2A2A | 0.53 | -0.75 | 0.0012 | 0.0000 | |||||
| US3138WDWD96 / FNMA POOL AS4243 FN 11/43 FIXED 3 | 0.53 | -1.49 | 0.0012 | -0.0000 | |||||
| 952NPG006 / CREDIT SUISSE GROUP AG JR SUB 144A | 0.53 | 0.00 | 0.0012 | 0.0000 | |||||
| US3133BWGJ63 / FED HM LN PC POOL QF8301 FR 03/53 FIXED 5.5 | 0.53 | -0.19 | 0.0012 | 0.0000 | |||||
| US3133CC5R32 / UMBS | 0.53 | -2.42 | 0.0012 | -0.0000 | |||||
| US12667GF735 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J7 1A6 | 0.53 | -0.57 | 0.0012 | 0.0000 | |||||
| US31418DAC65 / FNMA POOL MA3602 FN 02/39 FIXED 3.5 | 0.52 | -0.95 | 0.0012 | 0.0000 | |||||
| US3133B7YN23 / FED HM LN PC POOL QD9717 FR 04/52 FIXED 3 | 0.52 | -0.76 | 0.0012 | 0.0000 | |||||
| US39538BAG95 / GREENPOINT MORTGAGE FUNDING TR GPMF 2006 AR6 A4 | 0.52 | -0.38 | 0.0012 | 0.0000 | |||||
| CHILEAN GOVT LA SP GST / DCR (EZW4N9W3P466) | 0.52 | -23.61 | 0.0012 | -0.0003 | |||||
| CHILEAN GOVT LA SP GST / DCR (EZW4N9W3P466) | 0.52 | -23.61 | 0.0012 | -0.0003 | |||||
| FNMA POOL DB2217 FN 05/54 FIXED 5.5 / ABS-MBS (US3140ABPB59) | 0.52 | -5.11 | 0.0012 | -0.0000 | |||||
| FNMA POOL DB2217 FN 05/54 FIXED 5.5 / ABS-MBS (US3140ABPB59) | 0.52 | -5.11 | 0.0012 | -0.0000 | |||||
| US756109BJ21 / REALTY INCOME CORP REGD 2.20000000 | 0.52 | 1.57 | 0.0012 | 0.0000 | |||||
| RFR USD SOFR/3.68691 03/01/24-9Y* LCH / DIR (EZPPGS20SB55) | 0.52 | -82.55 | 0.0012 | -0.0054 | |||||
| US466247YH09 / JP Morgan Mortgage Trust 2005-A8 | 0.52 | -2.63 | 0.0012 | -0.0000 | |||||
| US3140EYWK33 / FNMA 30YR 4% 03/01/2046#BC4249 | 0.52 | -20.76 | 0.0012 | -0.0003 | |||||
| US1266944F22 / CHL Mortgage Pass-Through Trust, Series 2006-HYB3, Class 3A1B | 0.52 | -3.90 | 0.0012 | -0.0000 | |||||
| SOLD KWD BOUGHT USD 20290508 / DFE (000000000) | 0.52 | 0.0012 | 0.0012 | ||||||
| SOLD KWD BOUGHT USD 20290508 / DFE (000000000) | 0.52 | 0.0012 | 0.0012 | ||||||
| US17025RAA32 / COUNTRYWIDE HOME LOANS CWHL 2007 HY4 1A1 | 0.52 | -2.82 | 0.0012 | -0.0000 | |||||
| CA68333ZAY30 / ONTARIO PROVINCE CDA 3.65% 06/02/2033 | 0.52 | -99.22 | 0.0012 | -0.1456 | |||||
| US3128QJ5N23 / FED HM LN PC POOL 1G1753 FH 10/35 FLOATING VAR | 0.52 | -11.64 | 0.0012 | -0.0001 | |||||
| US45662BAD10 / INDYMAC INDA MORTGAGE LOAN TRU INDA 2006 AR1 A3 | 0.52 | -0.96 | 0.0012 | 0.0000 | |||||
| US68403FAC05 / Option One Mortgage Loan Trust 2007-4 | 0.52 | -0.96 | 0.0012 | 0.0000 | |||||
| US3138WSYK80 / FNMA POOL AT5213 FN 06/43 FIXED 3 | 0.51 | -4.10 | 0.0012 | -0.0000 | |||||
| US771367CE70 / Rochester Gas and Electric Corp | 0.51 | 1.38 | 0.0012 | 0.0000 | |||||
| US64352VNK34 / New Century Home Equity Loan Trust Series 2005-B | 0.51 | -10.63 | 0.0012 | -0.0001 | |||||
| US3140F1X561 / FNMA POOL BC6099 FN 06/46 FIXED 4 | 0.51 | -0.39 | 0.0012 | 0.0000 | |||||
| FNMA POOL DA5046 FN 11/53 FIXED 5.5 / ABS-MBS (US3140A5TC22) | 0.51 | -0.19 | 0.0012 | 0.0000 | |||||
| FNMA POOL DA5046 FN 11/53 FIXED 5.5 / ABS-MBS (US3140A5TC22) | 0.51 | -0.19 | 0.0012 | 0.0000 | |||||
| US05602CAA27 / BSPRT 2021-FL7 ISSUER LTD SER 2021-FL7 CL A V/R REGD 144A P/P 1.42000000 | 0.51 | -2.67 | 0.0012 | -0.0000 | |||||
| US939336G495 / WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 AR3 2A2 | 0.51 | 0.99 | 0.0011 | 0.0000 | |||||
| US862121AD28 / STORE Capital Corp. | 0.51 | 0.20 | 0.0011 | 0.0000 | |||||
| US86789MAF41 / SUNTRUST ALTERNATIVE LOAN TRUS STALT 2005 1F 1A6 | 0.51 | -0.59 | 0.0011 | 0.0000 | |||||
| US466287AA70 / J.P. MORGAN ALTERNATIVE LOAN T JPALT 2007 A1 1A1A | 0.51 | 0.00 | 0.0011 | 0.0000 | |||||
| US64352VKC45 / New Century Home Equity Loan Trust, Series 2005-1, Class M3 | 0.51 | 0.40 | 0.0011 | 0.0000 | |||||
| US52520MCF86 / LEHMAN MORTGAGE TRUST LMT 2005 2 4A1 | 0.51 | -4.90 | 0.0011 | -0.0000 | |||||
| US05951VAV18 / BANC OF AMERICA FUNDING CORPOR BAFC 2006 I 6A1 | 0.50 | -5.44 | 0.0011 | -0.0000 | |||||
| FNMA POOL DA2948 FN 10/53 FIXED 5.5 / ABS-MBS (US3140A3H227) | 0.50 | -0.98 | 0.0011 | 0.0000 | |||||
| FNMA POOL DA2948 FN 10/53 FIXED 5.5 / ABS-MBS (US3140A3H227) | 0.50 | -0.98 | 0.0011 | 0.0000 | |||||
| US3622A2KQ41 / Ginnie Mae I Pool | 0.50 | -2.90 | 0.0011 | -0.0000 | |||||
| US3138YJGL49 / FNMA POOL AY4702 FN 07/46 FIXED 4 | 0.50 | -0.79 | 0.0011 | 0.0000 | |||||
| US31329PBU66 / Freddie Mac Pool | 0.50 | -3.65 | 0.0011 | -0.0000 | |||||
| US3137ARFP60 / FREDDIE MAC FHR 4062 AS | 0.50 | 5.49 | 0.0011 | 0.0001 | |||||
| US05949CCD65 / Banc Of America 05-f 3a1 Bond | 0.50 | -0.99 | 0.0011 | 0.0000 | |||||
| US3618AHNC73 / GNMA II POOL CR3087 G2 09/46 FIXED 3 | 0.50 | -23.93 | 0.0011 | -0.0003 | |||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.50 | 0.0011 | 0.0011 | ||||||
| US3617MFR514 / GNMA POOL BS5008 GN 02/50 FIXED 3 | 0.50 | -1.78 | 0.0011 | -0.0000 | |||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.50 | 0.0011 | 0.0011 | ||||||
| US225401AC20 / Credit Suisse Group AG | 0.50 | 0.81 | 0.0011 | 0.0000 | |||||
| US345397XU23 / Ford Motor Credit Co LLC | 0.50 | 0.00 | 0.0011 | 0.0000 | |||||
| US3617MR3L62 / GNMA POOL BT3503 GN 02/50 FIXED 4 | 0.50 | -1.19 | 0.0011 | 0.0000 | |||||
| US64352VFQ95 / New Century Home Equity Loan Trust 2004-1 | 0.50 | -1.59 | 0.0011 | -0.0000 | |||||
| US3132DWJ614 / FNCL UMBS 6.5 SD8385 12-01-53 | 0.50 | -8.50 | 0.0011 | -0.0001 | |||||
| US05959LAH69 / Banco do Brasil SA/Cayman | 0.49 | 0.61 | 0.0011 | 0.0000 | |||||
| US17307GT577 / Citigroup Mortgage Loan Trust Inc | 0.49 | -0.81 | 0.0011 | 0.0000 | |||||
| 952NPHII6 / CREDIT SUISSE GROUP AG COCO JR SUB REGS | 0.49 | 0.00 | 0.0011 | 0.0000 | |||||
| US41161PKA02 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 11 2A2A | 0.49 | -3.16 | 0.0011 | -0.0000 | |||||
| US31407ULQ84 / FNMA POOL 841035 FN 11/35 FLOATING VAR | 0.49 | -2.00 | 0.0011 | -0.0000 | |||||
| US3140X7DH90 / FANNIE MAE POOL UMBS P#FM3703 3.50000000 | 0.49 | -2.78 | 0.0011 | -0.0000 | |||||
| US073879LP11 / BEAR STEARNS ASSET BACKED SECU BSABS 2004 AC6 A2 | 0.49 | -5.59 | 0.0011 | -0.0000 | |||||
| US31397MR259 / FANNIE MAE FNR 2008 93 OA | 0.49 | -2.98 | 0.0011 | -0.0000 | |||||
| US02151BBG23 / Alternative Loan Trust 2007-22 | 0.49 | -4.68 | 0.0011 | -0.0000 | |||||
| US3140E85Y09 / FNMA POOL BA4462 FN 12/45 FIXED 4 | 0.49 | -0.61 | 0.0011 | 0.0000 | |||||
| US31407H3G96 / FNMA POOL 831599 FN 07/36 FIXED 6 | 0.49 | -1.41 | 0.0011 | 0.0000 | |||||
| US22822VAZ40 / Crown Castle International Corp | 0.49 | 0.62 | 0.0011 | 0.0000 | |||||
| US65537KAY64 / NOMURA HOME EQUITY LOAN INC NHELI 2007 1 1A4 | 0.49 | 1.25 | 0.0011 | 0.0000 | |||||
| US75115DAK19 / RALI Trust, Series 2006-QS13, Class 1A10 | 0.49 | -6.73 | 0.0011 | -0.0001 | |||||
| US36195GX245 / GNMA POOL AV6097 GN 10/47 FIXED 3.5 | 0.48 | -1.43 | 0.0011 | 0.0000 | |||||
| US3617LKDJ63 / GNMA POOL BQ1005 GN 10/49 FIXED 4 | 0.48 | -1.02 | 0.0011 | 0.0000 | |||||
| US92990GAJ22 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY5 3A1 | 0.48 | -0.21 | 0.0011 | 0.0000 | |||||
| US3133B6YN40 / FED HM LN PC POOL QD8817 FR 03/52 FIXED 3 | 0.48 | -2.82 | 0.0011 | -0.0000 | |||||
| US3138YRTN83 / FNMA POOL AZ0556 FN 10/45 FIXED 4 | 0.48 | -0.62 | 0.0011 | 0.0000 | |||||
| 31750R5R4 PIMCO FXVAN CALL USD SEK 10.20000000 / DFE (EZR5HRN9R6R0) | 0.48 | 0.0011 | 0.0011 | ||||||
| 31750R5R4 PIMCO FXVAN CALL USD SEK 10.20000000 / DFE (EZR5HRN9R6R0) | 0.48 | 0.0011 | 0.0011 | ||||||
| US59020UYP47 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A5 A4 | 0.48 | -6.04 | 0.0011 | -0.0001 | |||||
| US059487AC20 / BANC OF AMERICA ALTERNATIVE LO BOAA 2006 6 CB3 | 0.48 | -0.82 | 0.0011 | 0.0000 | |||||
| US12668AQ246 / Alternative Loan Trust, Series 2005-J14, Class A3 | 0.48 | -0.82 | 0.0011 | 0.0000 | |||||
| US32027NNS61 / First Franklin Mortgage Loan Trust 2004-FF10 Asset-Backed Certificates, Series 2004-FF10 | 0.48 | -6.05 | 0.0011 | -0.0001 | |||||
| US3140JXMR67 / FANNIE MAE POOL FN BO3067 | 0.48 | -0.83 | 0.0011 | 0.0000 | |||||
| US411640AB10 / HarborView Mortgage Loan Trust 2007-7 | 0.48 | -3.23 | 0.0011 | -0.0000 | |||||
| US23333YAD76 / DSLA MORTGAGE LOAN TRUST DSLA 2007 AR1 2A1B | 0.48 | -2.05 | 0.0011 | -0.0000 | |||||
| US3140F1VH26 / FNMA 30YR 4% 05/01/2046#BC6015 | 0.47 | -7.24 | 0.0011 | -0.0001 | |||||
| US07386HA928 / Bear Stearns ALT-A Trust 2006-1 | 0.47 | 0.42 | 0.0011 | 0.0000 | |||||
| US3138M9WW77 / FNMA POOL AP6060 FN 07/43 FIXED 3 | 0.47 | -0.84 | 0.0011 | 0.0000 | |||||
| US38375BJS25 / Government National Mortgage Association | 0.47 | -11.63 | 0.0011 | -0.0001 | |||||
| EZWLHWP69KK1 / GENERAL MOTORS COMPANY SNR S* ICE | 0.47 | -14.36 | 0.0011 | -0.0002 | |||||
| US3140QAG793 / FNMA 30YR 3% 10/01/2048#CA2921 | 0.47 | -1.05 | 0.0011 | 0.0000 | |||||
| FED HM LN PC POOL QI7620 FR 06/54 FIXED 5.5 / ABS-MBS (US3133WEPD65) | 0.47 | -0.84 | 0.0011 | 0.0000 | |||||
| FED HM LN PC POOL QI7620 FR 06/54 FIXED 5.5 / ABS-MBS (US3133WEPD65) | 0.47 | -0.84 | 0.0011 | 0.0000 | |||||
| US07402FAA30 / BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 1A1 | 0.47 | -2.29 | 0.0011 | -0.0000 | |||||
| US07387QAX88 / Bear Stearns ALT-A Trust, Series 2006-8, Class 3A1 | 0.47 | -3.70 | 0.0011 | -0.0000 | |||||
| US3140KC5J71 / FNMA POOL BP5348 FN 05/50 FIXED 3 | 0.47 | -1.06 | 0.0011 | 0.0000 | |||||
| US761118TR95 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA2 2A1 | 0.47 | -8.77 | 0.0011 | -0.0001 | |||||
| US3140H44J05 / FNMA POOL BJ3524 FN 11/47 FIXED 4 | 0.47 | -6.40 | 0.0011 | -0.0001 | |||||
| US126694CD80 / COUNTRYWIDE HOME LOANS CWHL 2005 21 A1 | 0.47 | -2.30 | 0.0011 | -0.0000 | |||||
| US71085PBN24 / PEOPLE S CHOICE HOME LOAN SECU PCHLT 2005 1 M4 | 0.47 | -18.78 | 0.0011 | -0.0002 | |||||
| US3138X1ES13 / FNMA POOL AU1944 FN 07/43 FIXED 3 | 0.47 | -0.85 | 0.0010 | 0.0000 | |||||
| US3132A9U623 / FHLG 15YR 3.5% 07/01/2033#ZS8705 | 0.47 | -4.91 | 0.0010 | -0.0000 | |||||
| US32051GQA66 / First Horizon Alternative Mortgage Securities Trust 2005-AA6 | 0.46 | -0.43 | 0.0010 | 0.0000 | |||||
| US12669GN644 / Reperforming Loan REMIC Trust 2005-R2 | 0.46 | -6.30 | 0.0010 | -0.0001 | |||||
| US3138EGSJ46 / FNMA 5.50% #AL0520 6/41 | 0.46 | -2.13 | 0.0010 | -0.0000 | |||||
| US31417F3F33 / FNMA 30YR 3.0% 04/01/2043#AB8897 | 0.46 | -2.13 | 0.0010 | -0.0000 | |||||
| US3138X3EJ79 / Fannie Mae Pool | 0.46 | -2.13 | 0.0010 | -0.0000 | |||||
| US38376RGP55 / Government National Mortgage Association | 0.46 | -17.59 | 0.0010 | -0.0002 | |||||
| US38380UAY91 / Government National Mortgage Association | 0.46 | -2.96 | 0.0010 | -0.0000 | |||||
| CDX IG44 5Y ICE / DCR (EZPF6RHH0ZV8) | 0.46 | -91.65 | 0.0010 | -0.0111 | |||||
| US07384MZS42 / Bear Stearns ARM Trust 2003-8 | 0.46 | -2.35 | 0.0010 | -0.0000 | |||||
| US31390STH49 / FNMA POOL 654952 FN 07/42 FLOATING VAR | 0.46 | -9.86 | 0.0010 | -0.0001 | |||||
| US45660N2L88 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR8 2A1 | 0.46 | -2.56 | 0.0010 | -0.0000 | |||||
| US94990DAA46 / Wells Fargo Commercial Mortgage Trust 2018-1745 | 0.46 | -0.44 | 0.0010 | 0.0000 | |||||
| GNMA II POOL MB0088 G2 12/54 FIXED 3.5 / ABS-MBS (US3618N5C239) | 0.46 | -89.13 | 0.0010 | -0.0082 | |||||
| GNMA II POOL MB0088 G2 12/54 FIXED 3.5 / ABS-MBS (US3618N5C239) | 0.46 | -89.13 | 0.0010 | -0.0082 | |||||
| BOUGHT TRY SOLD USD 20250806 / DFE (000000000) | 0.46 | 0.0010 | 0.0010 | ||||||
| BOUGHT TRY SOLD USD 20250806 / DFE (000000000) | 0.46 | 0.0010 | 0.0010 | ||||||
| US94983PAF53 / Wells Fargo Mortgage Backed Securities 2006-AR4 Trust | 0.46 | -3.40 | 0.0010 | -0.0000 | |||||
| US126694TD08 / COUNTRYWIDE HOME LOANS | 0.46 | -0.66 | 0.0010 | 0.0000 | |||||
| US3140MW3M64 / Fannie Mae Pool | 0.45 | -0.22 | 0.0010 | 0.0000 | |||||
| US43739EAJ64 / HomeBanc Mortgage Trust 2004-2 | 0.45 | -4.42 | 0.0010 | -0.0000 | |||||
| US05949CPK61 / BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 L 2A4 | 0.45 | -1.09 | 0.0010 | 0.0000 | |||||
| US3133BKSS96 / FHLG 30YR 4.5% 09/01/2052#QE9529 | 0.45 | -0.44 | 0.0010 | 0.0000 | |||||
| US3138YNEK95 / FNMA POOL AY8237 FN 05/45 FIXED 4 | 0.45 | -0.88 | 0.0010 | 0.0000 | |||||
| US36228F6Q41 / GSAMP TRUST GSAMP 2004 AR1 M2 | 0.45 | 1.12 | 0.0010 | 0.0000 | |||||
| US3140K04Z81 / FNMA POOL BO5339 FN 11/34 FIXED 3.5 | 0.45 | -5.44 | 0.0010 | -0.0000 | |||||
| US021482AE49 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2008 2R 3A1 | 0.45 | -1.95 | 0.0010 | -0.0000 | |||||
| US31392AFF03 / FANNIE MAE FNR 2001 64 ZG | 0.45 | -6.82 | 0.0010 | -0.0001 | |||||
| US3138YVXM66 / FNMA POOL AZ4283 FN 11/45 FIXED 4 | 0.45 | -1.10 | 0.0010 | 0.0000 | |||||
| US3138ETJ987 / Fannie Mae Pool | 0.45 | -1.96 | 0.0010 | -0.0000 | |||||
| FED HM LN PC POOL QI7629 FR 06/54 FIXED 5.5 / ABS-MBS (US3133WEPN48) | 0.45 | 0.00 | 0.0010 | 0.0000 | |||||
| FED HM LN PC POOL QI7629 FR 06/54 FIXED 5.5 / ABS-MBS (US3133WEPN48) | 0.45 | 0.00 | 0.0010 | 0.0000 | |||||
| US3140XHNG87 / Fannie Mae Pool | 0.45 | -3.02 | 0.0010 | -0.0000 | |||||
| US3140XC2F48 / FANNIE MAE POOL UMBS P#FM8873 3.50000000 | 0.45 | -9.49 | 0.0010 | -0.0001 | |||||
| US93936NAA19 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 4 1A1 | 0.45 | 0.22 | 0.0010 | 0.0000 | |||||
| US93362FAJ21 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR8 3A1 | 0.45 | -0.45 | 0.0010 | 0.0000 | |||||
| US3140FBLR92 / FNMA POOL BD3935 FN 09/46 FIXED 4 | 0.45 | -0.45 | 0.0010 | 0.0000 | |||||
| US3140MWVL76 / FNMA POOL BW5118 FN 01/53 FIXED 5.5 | 0.44 | -7.11 | 0.0010 | -0.0001 | |||||
| 952NPH004 / CREDIT SUISSE GROUP AG COCO JR SUB 144A | 0.44 | 0.00 | 0.0010 | 0.0000 | |||||
| US31406AZ629 / FANNIE MAE 3.074% 01/01/2035 FNMA ARM | 0.44 | -2.21 | 0.0010 | -0.0000 | |||||
| US12627HAK68 / CSAB Mortgage-Backed Trust 2006-2 | 0.44 | -3.28 | 0.0010 | -0.0000 | |||||
| US12668BFL27 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 86CB A11 | 0.44 | -1.99 | 0.0010 | -0.0000 | |||||
| US65480CAD74 / Nissan Motor Acceptance Co LLC | 0.44 | -1.56 | 0.0010 | -0.0000 | |||||
| SOLD KWD BOUGHT USD 20290507 / DFE (000000000) | 0.44 | 0.0010 | 0.0010 | ||||||
| SOLD KWD BOUGHT USD 20290507 / DFE (000000000) | 0.44 | 0.0010 | 0.0010 | ||||||
| US93934XAB91 / WASHINGTON MUTUAL ASSET BACKED WMABS 2006 HE5 2A1 | 0.44 | -1.79 | 0.0010 | -0.0000 | |||||
| US59023XAB29 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE6 A2A | 0.44 | -3.72 | 0.0010 | -0.0000 | |||||
| US31397KZG92 / FREDDIE MAC FHR 3376 FD | 0.44 | -4.14 | 0.0010 | -0.0000 | |||||
| US3140Q8VY82 / FANNIE MAE POOL FN CA1530 | 0.44 | -0.45 | 0.0010 | 0.0000 | |||||
| US021482AC82 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2008 2R 2A1 | 0.44 | -0.68 | 0.0010 | 0.0000 | |||||
| US466247WQ26 / JP MORGAN MORTGAGE TRUST JPMMT 2005 A7 2A3 | 0.44 | -0.68 | 0.0010 | 0.0000 | |||||
| US466247K281 / JP MORGAN MORTGAGE TRUST | 0.44 | -6.60 | 0.0010 | -0.0001 | |||||
| US81744HAA14 / Sequoia Mortgage Trust 2007-1 | 0.44 | -6.99 | 0.0010 | -0.0001 | |||||
| US3140E6HC92 / FNMA POOL BA2026 FN 11/45 FIXED 4 | 0.44 | -0.90 | 0.0010 | 0.0000 | |||||
| US3128NCMR21 / FED HM LN PC POOL 1G0368 FH 10/35 FLOATING VAR | 0.44 | -2.02 | 0.0010 | -0.0000 | |||||
| US761118FJ26 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QA9 NB21 | 0.44 | -8.96 | 0.0010 | -0.0001 | |||||
| US31395XRF41 / FHLMC, REMIC, Series 3013, Class HZ | 0.44 | -6.22 | 0.0010 | -0.0000 | |||||
| FNMA POOL DA3831 FN 11/53 FIXED 5.5 / ABS-MBS (US3140A4HH71) | 0.44 | -0.46 | 0.0010 | 0.0000 | |||||
| FNMA POOL DA3831 FN 11/53 FIXED 5.5 / ABS-MBS (US3140A4HH71) | 0.44 | -0.46 | 0.0010 | 0.0000 | |||||
| US74922LAA17 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS16 A1 | 0.44 | -3.33 | 0.0010 | -0.0000 | |||||
| US3140QSKK64 / FNCL UMBS 6.0 CB6597 04-01-53 | 0.44 | -5.63 | 0.0010 | -0.0000 | |||||
| BOUGHT TRY SOLD USD 20250811 / DFE (000000000) | 0.44 | 0.0010 | 0.0010 | ||||||
| BOUGHT TRY SOLD USD 20250811 / DFE (000000000) | 0.44 | 0.0010 | 0.0010 | ||||||
| US31403C2F72 / FNMA POOL 745174 FN 12/44 FLOATING VAR | 0.44 | -2.03 | 0.0010 | -0.0000 | |||||
| US3138X1HJ86 / FNMA POOL AU2032 FN 07/43 FIXED 3 | 0.43 | -0.92 | 0.0010 | 0.0000 | |||||
| FNMA POOL FS7326 FN 11/38 FIXED VAR / ABS-MBS (US3140XPD893) | 0.43 | -3.13 | 0.0010 | -0.0000 | |||||
| FNMA POOL FS7326 FN 11/38 FIXED VAR / ABS-MBS (US3140XPD893) | 0.43 | -3.13 | 0.0010 | -0.0000 | |||||
| US3133BKVE63 / FHLG 30YR 4.5% 09/01/2052#QE9613 | 0.43 | -0.46 | 0.0010 | 0.0000 | |||||
| US31398KUV06 / FREDDIE MAC FHR 3596 FC | 0.43 | -3.78 | 0.0010 | -0.0000 | |||||
| US3140F2G614 / FNMA POOL BC6520 FN 05/46 FIXED 4 | 0.43 | -0.69 | 0.0010 | 0.0000 | |||||
| FED HM LN PC POOL SD8439 FR 06/54 FIXED 6 / ABS-MBS (US3132DWLU52) | 0.43 | -4.65 | 0.0010 | -0.0000 | |||||
| FED HM LN PC POOL SD8439 FR 06/54 FIXED 6 / ABS-MBS (US3132DWLU52) | 0.43 | -4.65 | 0.0010 | -0.0000 | |||||
| US16165VAJ70 / ChaseFlex Trust Series 2007-1 | 0.43 | -0.69 | 0.0010 | 0.0000 | |||||
| US38376RSG29 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2016-H06 CL FD V/R 2.91725000 | 0.43 | -19.81 | 0.0010 | -0.0002 | |||||
| FED HM LN PC POOL SD8432 FR 05/54 FIXED 6 / ABS-MBS (US3132DWLM37) | 0.43 | -4.45 | 0.0010 | -0.0000 | |||||
| FED HM LN PC POOL SD8432 FR 05/54 FIXED 6 / ABS-MBS (US3132DWLM37) | 0.43 | -4.45 | 0.0010 | -0.0000 | |||||
| US59024FAF18 / MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3C | 0.43 | -1.15 | 0.0010 | 0.0000 | |||||
| US466247XG35 / JP MORGAN MORTGAGE TRUST JPMMT 2005 ALT1 2A1 | 0.43 | -3.39 | 0.0010 | -0.0000 | |||||
| US02147QAD43 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 19CB A4 | 0.43 | -2.29 | 0.0010 | -0.0000 | |||||
| US761118RJ97 / RALI Series 2006-QO1 Trust | 0.43 | -0.93 | 0.0010 | 0.0000 | |||||
| US31407HTE61 / Fannie Mae Pool | 0.43 | -1.39 | 0.0010 | 0.0000 | |||||
| US3138WGHE75 / Fannie Mae Pool | 0.43 | -0.70 | 0.0010 | 0.0000 | |||||
| US3140ML2N91 / FNMA POOL BV7080 FN 03/52 FIXED 3 | 0.43 | -0.70 | 0.0010 | 0.0000 | |||||
| US3132DWBV46 / Freddie Mac Pool | 0.43 | -1.62 | 0.0010 | -0.0000 | |||||
| US3140XKBM13 / UMBS, 30 Year | 0.43 | -2.97 | 0.0010 | -0.0000 | |||||
| US3140MFZ486 / FNCL UMBS 4.5 BV2562 07-01-52 | 0.42 | -1.40 | 0.0010 | 0.0000 | |||||
| US3617L7C980 / GNMA POOL BP0996 GN 08/49 FIXED 4 | 0.42 | -0.94 | 0.0009 | 0.0000 | |||||
| US12669VAD01 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 7 2A3 | 0.42 | -15.15 | 0.0009 | -0.0002 | |||||
| US16162XAA54 / CHASE MORTGAGE FINANCE CORPORA CHASE 2006 S3 1A1 | 0.42 | -0.95 | 0.0009 | 0.0000 | |||||
| US16165YAT91 / CHASEFLEX TRUST CFLX 2007 M1 2F4 | 0.42 | 1.71 | 0.0009 | 0.0000 | |||||
| US38375BQN54 / GNMA, Series 2012-H08, Class FB | 0.42 | -12.97 | 0.0009 | -0.0001 | |||||
| US31416XMX56 / Fannie Mae Pool | 0.42 | -0.72 | 0.0009 | 0.0000 | |||||
| US86359BEK35 / STRUCTURED ASSET SECURITIES CO SASC 2003 40A 3A2 | 0.42 | -0.72 | 0.0009 | 0.0000 | |||||
| US3138W9LL23 / FNMA POOL AS0330 FN 08/43 FIXED 3 | 0.41 | -3.50 | 0.0009 | -0.0000 | |||||
| US31410KEY64 / FNMA POOL 889451 FN 05/38 FIXED VAR | 0.41 | -1.20 | 0.0009 | 0.0000 | |||||
| US853254CW88 / STANDARD CHARTERED PLC REGD 144A P/P 6.75000000 | 0.41 | 0.00 | 0.0009 | 0.0000 | |||||
| US23243AAB26 / Alternative Loan Trust 2006-OA12 | 0.41 | -5.50 | 0.0009 | -0.0000 | |||||
| US3617BBFA48 / GNMA POOL BC7361 GN 10/47 FIXED 3.5 | 0.41 | -1.44 | 0.0009 | 0.0000 | |||||
| FNMA POOL DA1051 FN 10/53 FIXED 5.5 / ABS-MBS (US3140A1EZ67) | 0.41 | -0.24 | 0.0009 | 0.0000 | |||||
| FNMA POOL DA1051 FN 10/53 FIXED 5.5 / ABS-MBS (US3140A1EZ67) | 0.41 | -0.24 | 0.0009 | 0.0000 | |||||
| US477143AJ07 / JETBLUE 2019-1 CLASS A | 0.41 | -2.84 | 0.0009 | -0.0000 | |||||
| US02147LAJ26 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 22R 1A9 | 0.41 | -3.07 | 0.0009 | -0.0000 | |||||
| US04541GDS84 / Asset-Backed Securities Corp. Home Equity Loan Trust, Series 2003-HE2, Class M1 | 0.41 | -10.09 | 0.0009 | -0.0001 | |||||
| US93935BAG59 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 5 3A5 | 0.41 | -3.30 | 0.0009 | -0.0000 | |||||
| US3138XML731 / FNMA POOL AV9349 FN 03/29 FIXED 3.5 | 0.41 | -6.62 | 0.0009 | -0.0000 | |||||
| US3140HDZG20 / FNMA POOL BK0742 FN 03/33 FIXED 3 | 0.41 | -5.32 | 0.0009 | -0.0000 | |||||
| US02149JCB08 / Alternative Loan Trust, Series 2006-45T1, Class 1A16 | 0.41 | 0.00 | 0.0009 | 0.0000 | |||||
| US525226AG14 / Lehman XS Trust Series 2006-12N | 0.41 | -4.93 | 0.0009 | -0.0000 | |||||
| US31402RS833 / FNMA POOL 735943 FN 05/35 FLOATING VAR | 0.40 | -4.04 | 0.0009 | -0.0000 | |||||
| US3140E0FC41 / Fannie Mae Pool | 0.40 | -6.05 | 0.0009 | -0.0000 | |||||
| US17307GL228 / Citigroup Mortgage Loan Trust, Inc. | 0.40 | -4.04 | 0.0009 | -0.0000 | |||||
| US3138XTCA11 / FNMA POOL AW3664 FN 04/29 FIXED 3.5 | 0.40 | -8.18 | 0.0009 | -0.0001 | |||||
| US939336Z305 / WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR3, Class A1 | 0.40 | -3.58 | 0.0009 | -0.0000 | |||||
| US3617J6DY70 / GNMA POOL BK5519 GN 04/49 FIXED 4 | 0.40 | -1.23 | 0.0009 | 0.0000 | |||||
| US61748HLA76 / MORGAN STANLEY MORTGAGE LOAN T MSM 2005 5AR 2A1 | 0.40 | -3.82 | 0.0009 | -0.0000 | |||||
| US3133B6YB02 / FED HM LN PC POOL QD8806 FR 03/52 FIXED 3 | 0.40 | -3.59 | 0.0009 | -0.0000 | |||||
| US46628BAE02 / JP MORGAN MORTGAGE TRUST JPMMT 2006 A6 1A3 | 0.40 | -2.43 | 0.0009 | -0.0000 | |||||
| US3131XCWF00 / FED HM LN PC POOL ZK8746 FR 05/32 FIXED 3.5 | 0.40 | -3.37 | 0.0009 | -0.0000 | |||||
| USL269151134 / DRILLCO HLDG LUX SA | 0.02 | 0.00 | 0.40 | -18.50 | 0.0009 | -0.0002 | |||
| US3138XWY360 / FNMA POOL AW7029 FN 06/29 FIXED 3.5 | 0.40 | -7.83 | 0.0009 | -0.0001 | |||||
| US02660TJG94 / AMERICAN HOME MORTGAGE INVESTM AHM 2006 1 2A3 | 0.40 | 0.00 | 0.0009 | 0.0000 | |||||
| US76114QAJ40 / Residential Asset Securitization Trust | 0.40 | -1.24 | 0.0009 | 0.0000 | |||||
| US3140E8FV57 / FNMA POOL BA3779 FN 01/46 FIXED 4 | 0.40 | -0.75 | 0.0009 | 0.0000 | |||||
| US38376RBH84 / Government National Mortgage Association | 0.40 | -26.16 | 0.0009 | -0.0003 | |||||
| US31402Q5H04 / FNMA POOL 735348 FN 02/35 FLOATING VAR | 0.40 | -1.73 | 0.0009 | -0.0000 | |||||
| US251510KH50 / DEUTSCHE ALT A SECURITIES INC DBALT 2005 6 2A3 | 0.40 | -3.41 | 0.0009 | -0.0000 | |||||
| US3128NCTB06 / FED HM LN PC POOL 1G0546 FH 05/35 FLOATING VAR | 0.40 | -1.73 | 0.0009 | -0.0000 | |||||
| 317U88VA1 PIMCO SWAPTION 3.65 CALL USD 2025080 / DIR (EZN8G3KVRYT1) | 0.40 | -70.96 | 0.0009 | -0.0021 | |||||
| 317U88VA1 PIMCO SWAPTION 3.65 CALL USD 2025080 / DIR (EZN8G3KVRYT1) | 0.40 | -70.96 | 0.0009 | -0.0021 | |||||
| US3137A5AL85 / FREDDIE MAC FHR 3797 FB | 0.40 | -6.16 | 0.0009 | -0.0000 | |||||
| US61751JAM36 / MORGAN STANLEY MORTGAGE LOAN T MSM 2007 6XS 2A6S | 0.40 | -1.25 | 0.0009 | 0.0000 | |||||
| HESTIA RE LTD UNSECURED 144A 03/32 VAR / DBT (US42815KAC62) | 0.40 | -1.00 | 0.0009 | 0.0000 | |||||
| HESTIA RE LTD UNSECURED 144A 03/32 VAR / DBT (US42815KAC62) | 0.40 | -1.00 | 0.0009 | 0.0000 | |||||
| HESTIA RE LTD UNSECURED 144A 03/32 VAR / DBT (US42815KAD46) | 0.39 | -1.25 | 0.0009 | 0.0000 | |||||
| HESTIA RE LTD UNSECURED 144A 03/32 VAR / DBT (US42815KAD46) | 0.39 | -1.25 | 0.0009 | 0.0000 | |||||
| US3617L7K736 / Ginnie Mae I Pool | 0.39 | -11.49 | 0.0009 | -0.0001 | |||||
| XS1736667640 / OAK HILL EUROPEAN CREDIT PARTN OHECP 2015 4A A1R 144A | 0.39 | -10.50 | 0.0009 | -0.0001 | |||||
| US07386HFU05 / BEAR STEARNS ALT A TRUST BALTA 2004 1 2A3 | 0.39 | -6.00 | 0.0009 | -0.0000 | |||||
| US31411URD53 / FNMA POOL 914984 FN 04/37 FIXED 6 | 0.39 | -1.01 | 0.0009 | 0.0000 | |||||
| US3140LUUA73 / FNMA POOL BT5976 FN 08/51 FIXED 3 | 0.39 | -0.76 | 0.0009 | 0.0000 | |||||
| US3133BHZQ29 / FNCL UMBS 4.5 QE7951 08-01-52 | 0.39 | -16.81 | 0.0009 | -0.0002 | |||||
| US3617BGEN64 / Ginnie Mae I Pool | 0.39 | -1.76 | 0.0009 | -0.0000 | |||||
| US3138ERPD67 / FNMA POOL AL9419 FN 07/31 FIXED VAR | 0.39 | -8.45 | 0.0009 | -0.0001 | |||||
| US65538PAG37 / NOMURA ASSET ACCEPTANCE CORPOR NAA 2007 1 1A6 | 0.39 | -2.51 | 0.0009 | -0.0000 | |||||
| US31418CHT45 / Fannie Mae Pool | 0.39 | -5.58 | 0.0009 | -0.0000 | |||||
| US31392UMD36 / FREDDIE MAC FHR 2503 PZ | 0.39 | -3.96 | 0.0009 | -0.0000 | |||||
| US3131Y8YJ81 / FED HM LN PC POOL ZN2513 FR 01/34 FIXED 3.5 | 0.39 | -2.76 | 0.0009 | -0.0000 | |||||
| US23246KAA97 / Alternative Loan Trust 2007-1T1 | 0.39 | -3.25 | 0.0009 | -0.0000 | |||||
| US29250NBH70 / Enbridge Inc | 0.39 | 1.05 | 0.0009 | 0.0000 | |||||
| US94984UAE64 / WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA4 2A1 | 0.38 | -0.52 | 0.0009 | 0.0000 | |||||
| US12668APJ87 / CWALT 05-54CB 2A5 LCF 5.5% 11-25-35 | 0.38 | -0.78 | 0.0009 | 0.0000 | |||||
| US38380LMX81 / GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H18 FD | 0.38 | -9.03 | 0.0009 | -0.0001 | |||||
| US22541SXR48 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2004 AR8 8M1 | 0.38 | -1.79 | 0.0009 | -0.0000 | |||||
| US3140H7UM79 / FNCI UMBS 3.0 BJ5987 12-01-32 | 0.38 | -4.50 | 0.0009 | -0.0000 | |||||
| US61746RCE99 / Morgan Stanley ABS Capital I Inc Trust Series 2003-SD1 | 0.38 | 0.00 | 0.0009 | 0.0000 | |||||
| US12668BZF39 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 13T1 A5 | 0.38 | -7.32 | 0.0009 | -0.0001 | |||||
| US3140MA2R41 / FNMA 30YR 3% 03/01/2052#BU8883 | 0.38 | -2.06 | 0.0009 | -0.0000 | |||||
| US31392R3H23 / FREDDIE MAC FHR 2484 LZ | 0.38 | -6.40 | 0.0009 | -0.0000 | |||||
| US31419AL705 / Fannie Mae Pool | 0.38 | -2.06 | 0.0009 | -0.0000 | |||||
| US3138WTUT19 / Fannie Mae Pool | 0.38 | -2.07 | 0.0009 | -0.0000 | |||||
| US3132WL2W54 / FED HM LN PC POOL Q47088 FG 03/47 FIXED 3.5 | 0.38 | -1.56 | 0.0009 | 0.0000 | |||||
| US3140HFER61 / FNCI UMBS 3.0 BK1943 04-01-33 | 0.38 | -2.32 | 0.0009 | -0.0000 | |||||
| US3132DWET62 / FHLG 30YR 5% 09/01/2052#SD8246 | 0.38 | -2.07 | 0.0009 | -0.0000 | |||||
| US31397AL505 / FHLMC, REMIC, Series 3204, Class ZM | 0.38 | -3.57 | 0.0009 | -0.0000 | |||||
| US88522YAB56 / Thornburg Mortgage Securities Trust 2007-4 | 0.38 | -14.86 | 0.0009 | -0.0001 | |||||
| US3140EXAT07 / FNMA POOL BC2717 FN 04/46 FIXED 4 | 0.38 | -0.53 | 0.0008 | 0.0000 | |||||
| US3136B8FD61 / FANNIE MAE FNR 2019 81 QF | 0.38 | -2.84 | 0.0008 | -0.0000 | |||||
| US12651QAA76 / CSMC 2017-CHOP A 1ML+75 07/15/2032 | 0.38 | 0.27 | 0.0008 | 0.0000 | |||||
| US3133BYBM04 / FED HM LN PC POOL QF9944 FR 03/53 FIXED 6 | 0.37 | -0.27 | 0.0008 | 0.0000 | |||||
| US3138MR2J98 / FNMA POOL AQ9776 FN 12/42 FIXED 3 | 0.37 | -3.61 | 0.0008 | -0.0000 | |||||
| US3133BDHD04 / FNCL UMBS 4.5 QE3828 06-01-52 | 0.37 | -0.53 | 0.0008 | 0.0000 | |||||
| CHILEAN GOVT LA SP BPS / DCR (EZW4N9W3P466) | 0.37 | -45.45 | 0.0008 | -0.0007 | |||||
| CHILEAN GOVT LA SP BPS / DCR (EZW4N9W3P466) | 0.37 | -45.45 | 0.0008 | -0.0007 | |||||
| US161546DB96 / Chase Funding Trust Series 2002-3 | 0.37 | -3.88 | 0.0008 | -0.0000 | |||||
| US3138YW2K25 / FNMA POOL AZ5277 FN 06/45 FIXED 4 | 0.37 | -0.80 | 0.0008 | 0.0000 | |||||
| US3138WEAR04 / UMBS | 0.37 | -3.89 | 0.0008 | -0.0000 | |||||
| US3140F2B250 / FNMA POOL BC6356 FN 02/46 FIXED 4 | 0.37 | -0.80 | 0.0008 | 0.0000 | |||||
| US3140HAR518 / FNMA POOL BJ8607 FN 04/33 FIXED 3 | 0.37 | -2.88 | 0.0008 | -0.0000 | |||||
| US31418DGH98 / Fannie Mae Pool | 0.37 | -5.12 | 0.0008 | -0.0000 | |||||
| US3140MXNF73 / FNCL UMBS 4.5 BW5789 08-01-52 | 0.37 | -0.54 | 0.0008 | 0.0000 | |||||
| US3136AAAN59 / Fannie Mae REMICS | 0.37 | -3.39 | 0.0008 | -0.0000 | |||||
| US02146TAN72 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 24CB A13 | 0.37 | -1.60 | 0.0008 | -0.0000 | |||||
| US761119AN65 / RESIDENTIAL ASSET SECURITIZATI RAST 2006 A8 2A8 | 0.37 | -2.89 | 0.0008 | -0.0000 | |||||
| US04542BAQ59 / ASSET BACKED FUNDING CERTIFICA ABFC 2002 SB1 AII1 | 0.37 | -2.89 | 0.0008 | -0.0000 | |||||
| US83088MAK80 / Skyworks Solutions Inc | 0.37 | 1.10 | 0.0008 | 0.0000 | |||||
| US07335UAU88 / BAYVIEW MSR OPPORTUNITY MASTER BVINV 2021 6 AF 144A | 0.37 | -2.40 | 0.0008 | -0.0000 | |||||
| US36184S5B21 / GNMA POOL AM5342 GN 04/45 FIXED 3.5 | 0.37 | -1.61 | 0.0008 | 0.0000 | |||||
| US86364LAA08 / STRUCTURED ASSET SECURITIES CO SASC 2007 WF2 A1 | 0.37 | -46.09 | 0.0008 | -0.0007 | |||||
| FED HM LN PC POOL QH4481 FR 10/53 FIXED 6 / ABS-MBS (US3133CG6S15) | 0.37 | -0.27 | 0.0008 | 0.0000 | |||||
| FED HM LN PC POOL QH4481 FR 10/53 FIXED 6 / ABS-MBS (US3133CG6S15) | 0.37 | -0.27 | 0.0008 | 0.0000 | |||||
| US38375B2L53 / GNMA, Series 2013-H13, Class FT | 0.36 | -7.14 | 0.0008 | -0.0000 | |||||
| US466247J952 / JP MORGAN MORTGAGE TRUST JPMMT 2006 A2 3A1 | 0.36 | -6.68 | 0.0008 | -0.0000 | |||||
| US31397JYP38 / FREDDIE MAC FHR 3339 FL | 0.36 | -1.63 | 0.0008 | -0.0000 | |||||
| US92922F4F29 / WaMu Mortgage Pass-Through Certificates Series 2005-AR14 Trust | 0.36 | -1.36 | 0.0008 | 0.0000 | |||||
| XS0287753775 / Newgate Funding PLC | 0.36 | 0.28 | 0.0008 | 0.0000 | |||||
| US31418CWA88 / FANNIE MAE POOL FN MA3340 | 0.36 | -4.97 | 0.0008 | -0.0000 | |||||
| US74957VAQ23 / RFMSI Series 2006-S6 Trust | 0.36 | -3.21 | 0.0008 | -0.0000 | |||||
| QUERCUS RE DESIGNATED ACTIVITY 07/27 1 / DBT (XS2865536135) | 0.36 | 7.42 | 0.0008 | 0.0001 | |||||
| QUERCUS RE DESIGNATED ACTIVITY 07/27 1 / DBT (XS2865536135) | 0.36 | 7.42 | 0.0008 | 0.0001 | |||||
| US3140HAQ866 / FNMA POOL BJ8578 FN 04/33 FIXED 3 | 0.36 | -2.69 | 0.0008 | -0.0000 | |||||
| US92917CAE21 / Voya CLO 2013-1 Ltd | 0.36 | -23.19 | 0.0008 | -0.0002 | |||||
| US36184YHV20 / GNMA POOL AM7444 GN 04/45 FIXED 3.5 | 0.36 | -1.37 | 0.0008 | 0.0000 | |||||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.36 | 0.0008 | 0.0008 | ||||||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.36 | 0.0008 | 0.0008 | ||||||
| US3138X2XC33 / FNMA POOL AU3374 FN 08/43 FIXED 3 | 0.36 | -1.37 | 0.0008 | 0.0000 | |||||
| US12667GLD33 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 23CB A3 | 0.36 | -1.10 | 0.0008 | 0.0000 | |||||
| US31417G3T19 / Fannie Mae Pool | 0.36 | -1.64 | 0.0008 | 0.0000 | |||||
| US17025WAA27 / CHL Mortgage Pass-Through Trust 2007-21 | 0.36 | -4.27 | 0.0008 | -0.0000 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.36 | 0.0008 | 0.0008 | ||||||
| US31418EL576 / Fannie Mae Pool | 0.36 | -3.49 | 0.0008 | -0.0000 | |||||
| US22942JAL70 / CSMC Mortgage-Backed Trust 2006-6 | 0.36 | -4.01 | 0.0008 | -0.0000 | |||||
| US251526CK32 / DEUTSCHE BANK AG NEW YORK BNCH 3.035/VAR 05/28/2032 | 0.36 | 2.29 | 0.0008 | 0.0000 | |||||
| US12544ABM62 / CHL Mortgage Pass-Through Trust, Series 2006-20, Class 1A36 | 0.36 | -2.72 | 0.0008 | -0.0000 | |||||
| US3140XFDP31 / FNMA POOL FS0109 FN 03/32 FIXED VAR | 0.36 | -25.31 | 0.0008 | -0.0003 | |||||
| US41161PMG53 / HARBORVIEW MORTGAGE LOAN TRUST 2005-3 SER 2005-3 CL 2A1A V/R REGD 2.21325000 | 0.36 | -3.52 | 0.0008 | -0.0000 | |||||
| US12464YAC30 / C-BASS 2007-CB5 Trust | 0.36 | -1.66 | 0.0008 | -0.0000 | |||||
| US026929AA76 / American Home Mortgage Investment Trust | 0.36 | -0.84 | 0.0008 | 0.0000 | |||||
| US466247UG61 / JP Morgan Mortgage Trust 2005-A6 | 0.35 | -0.56 | 0.0008 | 0.0000 | |||||
| US12667G7F48 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 46CB A12 | 0.35 | -2.75 | 0.0008 | -0.0000 | |||||
| OIS CAD CAONREPO/2.7404 03/10/25-9Y* LCH / DIR (EZFX115HKHQ4) | 0.35 | -344.14 | 0.0008 | 0.0011 | |||||
| OIS CAD CAONREPO/2.7404 03/10/25-9Y* LCH / DIR (EZFX115HKHQ4) | 0.35 | -344.14 | 0.0008 | 0.0011 | |||||
| US05950NBH08 / BANC OF AMERICA FUNDING CORPOR BAFC 2006 5 3A4 | 0.35 | 0.00 | 0.0008 | 0.0000 | |||||
| US3140HBFY99 / FNCI UMBS 3.0 BJ9182 05-01-33 | 0.35 | -10.63 | 0.0008 | -0.0001 | |||||
| US84751PFW41 / SPECIALTY UNDERWRITING + RESID SURF 2005 BC2 M3 | 0.35 | -15.55 | 0.0008 | -0.0001 | |||||
| EZNLRC3852L0 / SOUTH AFRICA EM SP BOA | 0.35 | 905.71 | 0.0008 | 0.0007 | |||||
| ORANGE CAPITAL RE DAC SR UNSECURED 144A 01/29 VAR / DBT (XS2931270180) | 0.35 | 7.98 | 0.0008 | 0.0001 | |||||
| ORANGE CAPITAL RE DAC SR UNSECURED 144A 01/29 VAR / DBT (XS2931270180) | 0.35 | 7.98 | 0.0008 | 0.0001 | |||||
| US361841AR08 / GLP Capital LP / GLP Financing II Inc | 0.35 | 1.73 | 0.0008 | 0.0000 | |||||
| US32056JAA25 / First Horizon Mortgage Pass-Through Trust | 0.35 | -11.36 | 0.0008 | -0.0001 | |||||
| US3140H1WY20 / FNMA POOL BJ0662 FN 03/33 FIXED 3 | 0.35 | -3.31 | 0.0008 | -0.0000 | |||||
| US3138WHBR26 / Fannie Mae Pool | 0.35 | -1.96 | 0.0008 | -0.0000 | |||||
| US3138Y9AW86 / FNMA POOL AX7220 FN 11/29 FIXED 3.5 | 0.35 | -6.40 | 0.0008 | -0.0000 | |||||
| US456669AA87 / INDYMAC IMJA MORTGAGE LOAN TRU IMJA 2007 A3 A1 | 0.35 | -3.58 | 0.0008 | -0.0000 | |||||
| US3617BFAQ58 / GNMA POOL BD0015 GN 09/47 FIXED 3.5 | 0.35 | -1.42 | 0.0008 | 0.0000 | |||||
| US3132A9VC88 / Freddie Mac Pool | 0.35 | -4.41 | 0.0008 | -0.0000 | |||||
| US92977YAC57 / WACHOVIA MORTGAGE LOAN TRUST, WMLT 2005 A 2A1 | 0.35 | -2.25 | 0.0008 | -0.0000 | |||||
| US3138YUUK54 / FNMA POOL AZ3285 FN 08/45 FIXED 4 | 0.35 | -1.42 | 0.0008 | 0.0000 | |||||
| 317U8RKA1 PIMCO SWAPTION 3.5 CALL USD 20250721 / DIR (EZ3SGXHDXKD4) | 0.35 | -89.02 | 0.0008 | -0.0062 | |||||
| 317U8RKA1 PIMCO SWAPTION 3.5 CALL USD 20250721 / DIR (EZ3SGXHDXKD4) | 0.35 | -89.02 | 0.0008 | -0.0062 | |||||
| US07384MZV70 / BEAR STEARNS ARM TRUST 2003-8 BSARM 2003-8 4A1 | 0.34 | -1.43 | 0.0008 | 0.0000 | |||||
| US25151EAF07 / DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB3 A5B | 0.34 | -1.71 | 0.0008 | -0.0000 | |||||
| US3133TJQ552 / FREDDIE MAC FHR 2130 ZQ | 0.34 | -9.26 | 0.0008 | -0.0001 | |||||
| US3140GT2D15 / FNMA 30YR 4% 08/01/2047#BH5271 | 0.34 | -0.29 | 0.0008 | 0.0000 | |||||
| US31418DPM82 / Federal National Mortgage Association (FNMA) | 0.34 | -3.12 | 0.0008 | -0.0000 | |||||
| US3138WWBD07 / FNMA 30YR 3.0% 07/01/2043#AT8135 | 0.34 | -0.87 | 0.0008 | 0.0000 | |||||
| US576433SU18 / MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 10 1A1 | 0.34 | -13.71 | 0.0008 | -0.0001 | |||||
| RFR USD SOFR/3.80662 04/02/25-30Y* LCH / DIR (EZGJ99MVMFL2) | 0.34 | 1,260.00 | 0.0008 | 0.0007 | |||||
| RFR USD SOFR/3.80662 04/02/25-30Y* LCH / DIR (EZGJ99MVMFL2) | 0.34 | 1,260.00 | 0.0008 | 0.0007 | |||||
| RFR USD SOFR/3.80662 04/02/25-30Y* LCH / DIR (EZGJ99MVMFL2) | 0.34 | 1,260.00 | 0.0008 | 0.0007 | |||||
| US3140E9JL13 / Federal National Mortgage Association, Inc. | 0.34 | -6.89 | 0.0008 | -0.0000 | |||||
| US31418EXT27 / UMBS | 0.34 | -1.74 | 0.0008 | -0.0000 | |||||
| US61748HWP27 / MORGAN STANLEY MORTGAGE LOAN T MSM 2006 3AR 1A3 | 0.34 | -3.43 | 0.0008 | -0.0000 | |||||
| US3140FMD293 / FNMA POOL BE1920 FN 11/46 FIXED 4 | 0.34 | -0.29 | 0.0008 | 0.0000 | |||||
| US38374FYS72 / Government National Mortgage Association | 0.34 | -4.80 | 0.0008 | -0.0000 | |||||
| US31397KE319 / FHLMC, Series 3360, Class FC | 0.34 | -3.99 | 0.0008 | -0.0000 | |||||
| US12668BNA79 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 5T2 A7 | 0.34 | -5.07 | 0.0008 | -0.0000 | |||||
| MORGAN STANLEY SNR S* ICE / DCR (EZDBN83SBDY5) | 0.34 | 0.0008 | 0.0008 | ||||||
| MORGAN STANLEY SNR S* ICE / DCR (EZDBN83SBDY5) | 0.34 | 0.0008 | 0.0008 | ||||||
| US31394BS620 / FANNIE MAE FNR 2004 97 ZH | 0.34 | -5.62 | 0.0008 | -0.0000 | |||||
| US466247YP25 / JP Morgan Mortgage Trust 2005-A8 | 0.34 | -1.18 | 0.0008 | 0.0000 | |||||
| US74957EAN76 / RESIDENTIAL FUNDING MTG SEC I RFMSI 2006 S5 A13 | 0.34 | -1.47 | 0.0008 | 0.0000 | |||||
| US3140QLUT11 / FNMA POOL CB1493 FN 06/36 FIXED 3.5 | 0.34 | -1.75 | 0.0008 | 0.0000 | |||||
| US16165AAA25 / ChaseFlex Trust Series 2007-3 | 0.34 | -0.59 | 0.0008 | 0.0000 | |||||
| US3140Q9UT89 / FNMA POOL CA2393 FN 05/33 FIXED 3 | 0.34 | -7.95 | 0.0008 | -0.0001 | |||||
| US76113LAE74 / RESIDENTIAL ASSET SECURITIZATION TRUST 2006-A10 SER 2006-A10 CL A5 REGD 6.50000000 | 0.34 | -1.47 | 0.0008 | 0.0000 | |||||
| US02147CAF05 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA8 2A3 | 0.34 | -8.97 | 0.0008 | -0.0001 | |||||
| US31418EP460 / Federal National Mortgage Association (FNMA) | 0.33 | -4.57 | 0.0008 | -0.0000 | |||||
| US31394FAF27 / FANNIE MAE FNR 2005 75 AF | 0.33 | -7.22 | 0.0008 | -0.0000 | |||||
| US3617B7HB95 / GNMA POOL BC3826 GN 10/47 FIXED 3.5 | 0.33 | -1.47 | 0.0008 | 0.0000 | |||||
| US740816AP89 / President & Fellows of Harvard College | 0.33 | -1.18 | 0.0008 | 0.0000 | |||||
| US3140X5BL64 / FNMA UMBS, 15 Year | 0.33 | -7.99 | 0.0008 | -0.0001 | |||||
| US46630GBB05 / JPMMT 2007-A1 7A1 | 0.33 | -1.18 | 0.0008 | 0.0000 | |||||
| US3140N8LT39 / FNMA POOL BX3937 FN 01/53 FIXED 4.5 | 0.33 | -0.89 | 0.0008 | 0.0000 | |||||
| US3140NG5K24 / FNMA POOL BY0849 FN 05/53 FIXED 5.5 | 0.33 | -8.26 | 0.0008 | -0.0001 | |||||
| US3617GUHG26 / GNMA II POOL BG9231 G2 05/48 FIXED 4 | 0.33 | -0.89 | 0.0007 | 0.0000 | |||||
| US31393CX406 / FNMA, Series 2003-W8, Class 3F2 | 0.33 | -5.14 | 0.0007 | -0.0000 | |||||
| US38374LZW44 / Government National Mortgage Association | 0.33 | -4.06 | 0.0007 | -0.0000 | |||||
| GB00BNNM0F84 / RIPON INVESTMENTS FINANCING RIPON PPN PROXY | 0.33 | -43.88 | 0.0007 | -0.0006 | |||||
| US3128JMQR13 / FED HM LN PC POOL 1B2363 FH 09/35 FLOATING VAR | 0.33 | -12.70 | 0.0007 | -0.0001 | |||||
| US3140Q9LP68 / FANNIE MAE POOL | 0.33 | -2.95 | 0.0007 | -0.0000 | |||||
| US31412LN554 / FNMA POOL 928412 FN 06/37 FIXED 6.5 | 0.33 | -17.17 | 0.0007 | -0.0001 | |||||
| US18976GAE61 / CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A6 1A5 | 0.33 | -1.80 | 0.0007 | -0.0000 | |||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.33 | 0.0007 | 0.0007 | ||||||
| US61753NAE04 / Morgan Stanley ABS Capital I Inc Trust 2007-NC2 | 0.33 | -0.91 | 0.0007 | 0.0000 | |||||
| US31418DPN65 / FNMA 15YR 3.5% 05/01/2035#MA4028 | 0.33 | -4.39 | 0.0007 | -0.0000 | |||||
| US3140H7DE47 / FNMA POOL BJ5500 FN 04/48 FIXED 4 | 0.33 | -0.30 | 0.0007 | 0.0000 | |||||
| US3140F06S85 / FNMA POOL BC5380 FN 04/46 FIXED 4 | 0.33 | -0.30 | 0.0007 | 0.0000 | |||||
| US22943HAG11 / CSAB Mortgage-Backed Trust 2006-1 | 0.33 | -0.91 | 0.0007 | 0.0000 | |||||
| US17311FAH73 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 OPX1 A5A | 0.33 | -1.51 | 0.0007 | 0.0000 | |||||
| US3140J9H530 / Fannie Mae Pool | 0.33 | -1.22 | 0.0007 | 0.0000 | |||||
| US3138WTDZ61 / FNMA 30YR 3.0% 06/01/2043#AT5519 | 0.33 | -0.61 | 0.0007 | 0.0000 | |||||
| US3128QLP622 / FED HM LN PC POOL 1H2545 FH 11/35 FLOATING VAR | 0.33 | -1.52 | 0.0007 | -0.0000 | |||||
| US437084HU34 / HOME EQUITY ASSET TRUST HEAT 2005 1 M5 | 0.32 | -20.25 | 0.0007 | -0.0002 | |||||
| US46629CAH07 / JP MORGAN MORTGAGE TRUST JPMMT 2006 A5 3A2 | 0.32 | -4.15 | 0.0007 | -0.0000 | |||||
| US65535VAA61 / Nomura Asset Acceptance Corp Alternative Loan Trust Series 2001-R1A | 0.32 | -0.31 | 0.0007 | 0.0000 | |||||
| US3140XB6Z83 / FNMA POOL FM8087 FN 03/35 FIXED VAR | 0.32 | -4.75 | 0.0007 | -0.0000 | |||||
| US36185N6Q88 / GMAC Mortgage Corporation Loan Trust | 0.32 | -4.75 | 0.0007 | -0.0000 | |||||
| US3140HD3B83 / FNMA POOL BK0793 FN 04/33 FIXED 3 | 0.32 | -15.79 | 0.0007 | -0.0001 | |||||
| US36183T4E60 / GNMA POOL AK9821 GN 02/45 FIXED 3.5 | 0.32 | -22.71 | 0.0007 | -0.0002 | |||||
| US3138YYJV60 / FNMA POOL AZ6575 FN 10/45 FIXED 4 | 0.32 | -0.93 | 0.0007 | 0.0000 | |||||
| US12668EAA55 / Alternative Loan Trust 2006-J5 | 0.32 | -1.24 | 0.0007 | 0.0000 | |||||
| US86363DAH44 / Structured Asset Mortgage Investments II Trust 2007-AR2 | 0.32 | -13.08 | 0.0007 | -0.0001 | |||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D R 144A / ABS-O (US78450PAF27) | 0.32 | -11.63 | 0.0007 | -0.0001 | |||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D R 144A / ABS-O (US78450PAF27) | 0.32 | -11.63 | 0.0007 | -0.0001 | |||||
| US31394CDB54 / FANNIE MAE FNR 2005 13 FA | 0.32 | -4.79 | 0.0007 | -0.0000 | |||||
| US07384MAA09 / Bear Stearns ARM Trust 2000-2 | 0.32 | -4.50 | 0.0007 | -0.0000 | |||||
| US12543TAZ84 / COUNTRYWIDE HOME LOANS CWHL 2006 13 1A24 | 0.32 | -0.62 | 0.0007 | 0.0000 | |||||
| THAMES WATER UTIL LTD SR SECURED 144A 03/27 0.00000 / DBT (XS3002255787) | 0.32 | 10.80 | 0.0007 | 0.0001 | |||||
| THAMES WATER UTIL LTD SR SECURED 144A 03/27 0.00000 / DBT (XS3002255787) | 0.32 | 10.80 | 0.0007 | 0.0001 | |||||
| US31395NC964 / FNMA, REMIC, Series 2006-58, Class FL | 0.32 | -4.23 | 0.0007 | -0.0000 | |||||
| US86359LPF03 / Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A3 | 0.32 | -14.32 | 0.0007 | -0.0001 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.32 | 0.0007 | 0.0007 | ||||||
| FNMA POOL MA5353 FN 05/54 FIXED 5.5 / ABS-MBS (US31418E5P14) | 0.32 | -2.48 | 0.0007 | -0.0000 | |||||
| FNMA POOL MA5353 FN 05/54 FIXED 5.5 / ABS-MBS (US31418E5P14) | 0.32 | -2.48 | 0.0007 | -0.0000 | |||||
| US31418N2D12 / FNMA POOL AD1671 FN 01/40 FIXED 6 | 0.32 | -0.32 | 0.0007 | 0.0000 | |||||
| US31418BL382 / Fannie Mae Pool | 0.31 | -1.26 | 0.0007 | 0.0000 | |||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.31 | 0.0007 | 0.0007 | ||||||
| US38375B4J89 / GOVERNMENT NATIONAL MORTGAGE A GNR 2013 H15 FC | 0.31 | -16.84 | 0.0007 | -0.0001 | |||||
| US52520MGG24 / LEHMAN MORTGAGE TRUST LMT 2006 2 1A1 | 0.31 | -1.27 | 0.0007 | 0.0000 | |||||
| US863579G771 / Structured Adjustable Rate Mortgage Loan Trust | 0.31 | -1.27 | 0.0007 | 0.0000 | |||||
| US933636AG71 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY4 3A1 | 0.31 | -0.64 | 0.0007 | 0.0000 | |||||
| US31418ES431 / UMBS, 30 Year | 0.31 | -2.21 | 0.0007 | -0.0000 | |||||
| US3128M7T977 / Freddie Mac Gold Pool | 0.31 | -2.83 | 0.0007 | -0.0000 | |||||
| US3133BVME20 / FED HM LN PC POOL QF7557 FR 02/53 FIXED 4 | 0.31 | -0.64 | 0.0007 | 0.0000 | |||||
| US3138WJBL12 / Fannie Mae Pool | 0.31 | -3.74 | 0.0007 | -0.0000 | |||||
| US31406BAA89 / FNMA POOL 804701 FN 01/35 FLOATING VAR | 0.31 | -3.75 | 0.0007 | -0.0000 | |||||
| US3138WVSQ53 / FNMA POOL AT7726 FN 06/43 FIXED 3 | 0.31 | -2.24 | 0.0007 | -0.0000 | |||||
| US31407P3Z96 / FNMA POOL 837016 FN 08/35 FLOATING VAR | 0.31 | -2.24 | 0.0007 | -0.0000 | |||||
| US31407JHC99 / FNMA POOL 831927 FN 12/36 FIXED 6 | 0.31 | -1.29 | 0.0007 | 0.0000 | |||||
| US3140X64P36 / FNMA POOL FM3529 FN 06/40 FIXED VAR | 0.31 | -3.47 | 0.0007 | -0.0000 | |||||
| US31392CA463 / FNMA, REMIC, Series 2002-28, Class PK | 0.31 | -5.26 | 0.0007 | -0.0000 | |||||
| US3140MMBK32 / FNCL UMBS 4.5 BV7241 05-01-52 | 0.31 | -0.33 | 0.0007 | 0.0000 | |||||
| US3138X5SG33 / Fannie Mae Pool | 0.31 | -1.61 | 0.0007 | -0.0000 | |||||
| US31410WXV52 / FNMA POOL 899892 FN 11/36 FIXED 6 | 0.31 | -0.65 | 0.0007 | 0.0000 | |||||
| US251513BC04 / Deutsche Alt-B Securities Mortgage Loan Trust Series 2006-AB4 | 0.31 | -3.17 | 0.0007 | -0.0000 | |||||
| US251513BD86 / Deutsche Alt-B Securities Mortgage Loan Trust Series 2006-AB4 | 0.31 | -3.17 | 0.0007 | -0.0000 | |||||
| US31386XQU36 / FNMA POOL 576567 FN 02/31 FIXED 8 | 0.31 | -4.69 | 0.0007 | -0.0000 | |||||
| US004375CG41 / Accredited Mortgage Loan Trust, Series 2004-4, Class M1 | 0.30 | -7.60 | 0.0007 | -0.0000 | |||||
| WINSTON RE LTD UNSECURED 144A 02/28 VAR / DBT (US975660AC59) | 0.30 | 1.33 | 0.0007 | 0.0000 | |||||
| WINSTON RE LTD UNSECURED 144A 02/28 VAR / DBT (US975660AC59) | 0.30 | 1.33 | 0.0007 | 0.0000 | |||||
| US31410KCA07 / FNMA POOL 889365 FN 01/38 FIXED VAR | 0.30 | -5.30 | 0.0007 | -0.0000 | |||||
| US3128NCMU59 / FED HM LN PC POOL 1G0371 FH 11/35 FLOATING VAR | 0.30 | -30.59 | 0.0007 | -0.0003 | |||||
| US31414VB968 / FNMA POOL 977164 FN 09/38 FIXED 6 | 0.30 | -0.98 | 0.0007 | 0.0000 | |||||
| US12668AVL69 / Alternative Loan Trust, Series 2005-61, Class 1A1 | 0.30 | -5.31 | 0.0007 | -0.0000 | |||||
| US62951MAB63 / NOMURA ASSET ACCEPTANCE CORPOR NAA 2004 R1 A2 144A | 0.30 | -3.82 | 0.0007 | -0.0000 | |||||
| US3133BQQU31 / FNCL UMBS 4.5 QF3167 11-01-52 | 0.30 | -0.66 | 0.0007 | 0.0000 | |||||
| US86364JAA51 / STRUCTURED ADJUSTABLE RATE MOR SARM 2007 9 1A1 | 0.30 | -5.05 | 0.0007 | -0.0000 | |||||
| US466247SL84 / JP MORGAN MORTGAGE TRUST JPMMT 2005 A5 3A3 | 0.30 | -28.16 | 0.0007 | -0.0003 | |||||
| US3136ABP497 / FANNIE MAE FNR 2013 6 SN | 0.30 | -1.64 | 0.0007 | 0.0000 | |||||
| US3136AJQT64 / FANNIE MAE FNR 2014 14 SC | 0.30 | 1.71 | 0.0007 | 0.0000 | |||||
| US32051GXV21 / FIRST HORIZON MORTGAGE PASS TH FHASI 2005 AR5 4A1 | 0.30 | -1.65 | 0.0007 | -0.0000 | |||||
| US3140NDH420 / FNMA POOL BX8350 FN 04/53 FIXED 4.5 | 0.30 | -0.33 | 0.0007 | 0.0000 | |||||
| US31418CLK89 / Fannie Mae Pool | 0.30 | -5.10 | 0.0007 | -0.0000 | |||||
| US31397KTG66 / FREDDIE MAC FHR 3380 F | 0.30 | -6.60 | 0.0007 | -0.0000 | |||||
| US073868AV35 / Bear Stearns ALT-A Trust 2006-6 | 0.30 | -1.66 | 0.0007 | 0.0000 | |||||
| WINDMILL III RE DAC UNSECURED 144A 07/28 VAR / DBT (XS2845137541) | 0.30 | 8.39 | 0.0007 | 0.0001 | |||||
| WINDMILL III RE DAC UNSECURED 144A 07/28 VAR / DBT (XS2845137541) | 0.30 | 8.39 | 0.0007 | 0.0001 | |||||
| US05532LAD10 / BCAP LLC TRUST BCAP 2009 RR14 2A2 144A | 0.30 | -1.33 | 0.0007 | 0.0000 | |||||
| US02147CAG87 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA8 2A4 | 0.30 | -0.34 | 0.0007 | 0.0000 | |||||
| US3132AEG671 / FHLG 15YR 3.5% 05/01/2034#ZT2021 | 0.30 | -3.90 | 0.0007 | -0.0000 | |||||
| US07384MG557 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 1 12A2 | 0.30 | -1.34 | 0.0007 | 0.0000 | |||||
| FNMA POOL DA4230 FN 12/53 FIXED 5.5 / ABS-MBS (US3140A4VY49) | 0.30 | 0.00 | 0.0007 | 0.0000 | |||||
| FNMA POOL DA4230 FN 12/53 FIXED 5.5 / ABS-MBS (US3140A4VY49) | 0.30 | 0.00 | 0.0007 | 0.0000 | |||||
| US57563NAA63 / MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY SER 2008-1 CL A1 V/R 2.88963000 | 0.30 | -4.22 | 0.0007 | -0.0000 | |||||
| US3140X7AP44 / FNMA POOL FM3613 FN 05/35 FIXED VAR | 0.29 | -3.92 | 0.0007 | -0.0000 | |||||
| US59024KAX19 / MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 AF1 AV1 | 0.29 | -0.68 | 0.0007 | 0.0000 | |||||
| US3140NGTA80 / FNMA POOL BY0544 FN 05/53 FIXED 5 | 0.29 | -1.35 | 0.0007 | 0.0000 | |||||
| US93934FEN87 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 9 2A2 | 0.29 | 0.00 | 0.0007 | 0.0000 | |||||
| US313399MW46 / FREDDIE MAC FHR 2343 UZ | 0.29 | -4.25 | 0.0007 | -0.0000 | |||||
| US3138WHGJ54 / Fannie Mae Pool | 0.29 | -0.34 | 0.0007 | 0.0000 | |||||
| US12668AXF73 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 63 3A1 | 0.29 | -4.58 | 0.0007 | -0.0000 | |||||
| US3140Q8S894 / FNCI UMBS 3.0 CA1442 03-01-33 | 0.29 | -2.99 | 0.0007 | -0.0000 | |||||
| US3138EGXD11 / Fannie Mae Pool | 0.29 | -2.99 | 0.0007 | -0.0000 | |||||
| US68389XBU81 / ORACLE CORP SR UNSECURED 04/27 2.8 | 0.29 | 0.69 | 0.0007 | 0.0000 | |||||
| US3132DWHA45 / Freddie Mac Pool | 0.29 | -4.58 | 0.0007 | -0.0000 | |||||
| US31407KRD36 / FNMA POOL 833084 FN 09/35 FLOATING VAR | 0.29 | -2.68 | 0.0007 | -0.0000 | |||||
| US48252AAA97 / KKR Group Finance Co VI LLC | 0.29 | 0.69 | 0.0007 | 0.0000 | |||||
| US31398MFL54 / FANNIE MAE FNR 2010 20 FB | 0.29 | -10.77 | 0.0007 | -0.0001 | |||||
| US46628BAD29 / JP MORGAN MORTGAGE TRUST JPMMT 2006 A6 1A2 | 0.29 | -2.36 | 0.0007 | -0.0000 | |||||
| US02149JAL08 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 45T1 1A11 | 0.29 | -0.34 | 0.0007 | 0.0000 | |||||
| US3137B2JP67 / Freddie Mac REMICS | 0.29 | -2.03 | 0.0007 | -0.0000 | |||||
| US07386HB835 / BEAR STEARNS ALT-A TRUST | 0.29 | 0.35 | 0.0007 | 0.0000 | |||||
| US3138XBGJ75 / Fannie Mae Pool | 0.29 | -9.40 | 0.0007 | -0.0001 | |||||
| US46653KAA60 / JAB Holdings BV | 0.29 | 1.40 | 0.0007 | 0.0000 | |||||
| US31410ULR13 / Fannie Mae Pool | 0.29 | -1.37 | 0.0006 | 0.0000 | |||||
| US3140HH2Y05 / FNCI UMBS 3.0 BK4390 04-01-33 | 0.29 | -3.36 | 0.0006 | -0.0000 | |||||
| SOLD KWD BOUGHT USD 20290502 / DFE (000000000) | 0.29 | 0.0006 | 0.0006 | ||||||
| SOLD KWD BOUGHT USD 20290502 / DFE (000000000) | 0.29 | 0.0006 | 0.0006 | ||||||
| US32051GQL22 / First Horizon Mortgage Pass-Through Trust 2005-AR3 | 0.29 | -1.37 | 0.0006 | 0.0000 | |||||
| XS2341634009 / BLUEMOUNTAIN FUJI EUR CLO BLUME 3A A2R 144A | 0.29 | -7.12 | 0.0006 | -0.0000 | |||||
| US1266714M54 / COUNTRYWIDE ASSET BACKED CERTI CWL 2004 3 2A | 0.29 | -2.73 | 0.0006 | -0.0000 | |||||
| FNMA POOL BY8484 FN 08/53 FIXED 5 / ABS-MBS (US3140NRNA00) | 0.29 | -0.35 | 0.0006 | 0.0000 | |||||
| FNMA POOL BY8484 FN 08/53 FIXED 5 / ABS-MBS (US3140NRNA00) | 0.29 | -0.35 | 0.0006 | 0.0000 | |||||
| US86360UAC09 / STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR6 1A3 | 0.29 | -1.38 | 0.0006 | 0.0000 | |||||
| US83612KAD37 / Soundview Home Loan Trust, Series 2007-OPT3, Class 2A3 | 0.28 | -27.37 | 0.0006 | -0.0002 | |||||
| US31402DQ860 / FNMA POOL 725979 FN 03/34 FLOATING VAR | 0.28 | -2.75 | 0.0006 | -0.0000 | |||||
| US3138X2WZ37 / FNMA POOL AU3363 FN 08/43 FIXED 3 | 0.28 | -4.39 | 0.0006 | -0.0000 | |||||
| US3140F4AM88 / FNMA POOL BC8111 FN 07/46 FIXED 4 | 0.28 | -0.70 | 0.0006 | 0.0000 | |||||
| US3137B0WL41 / FREDDIE MAC FHR 4182 HF | 0.28 | 0.00 | 0.0006 | 0.0000 | |||||
| US3140J5FH73 / FNMA POOL BM1067 FN 12/31 FIXED VAR | 0.28 | -8.74 | 0.0006 | -0.0001 | |||||
| US3140MELM61 / FNMA POOL BV1231 FN 03/52 FIXED 3 | 0.28 | -0.71 | 0.0006 | 0.0000 | |||||
| US81379EAA01 / Securitized Asset Backed Receivables LLC Trust 2007-BR5 | 0.28 | -1.40 | 0.0006 | 0.0000 | |||||
| US585525FC72 / Mellon Residential Funding Corp Mor Pas Thr Cer Ser 01 Tbc1 | 0.28 | -4.10 | 0.0006 | -0.0000 | |||||
| US31407YHH53 / FNMA POOL 844532 FN 11/35 FLOATING VAR | 0.28 | -1.75 | 0.0006 | -0.0000 | |||||
| US74930PAG90 / RBSSP RESECURITIZATION TRUST RBSSP 2011 4 4A1 144A | 0.28 | -17.60 | 0.0006 | -0.0001 | |||||
| US31407AG627 / FNMA POOL 824721 FN 05/35 FLOATING VAR | 0.28 | -2.44 | 0.0006 | -0.0000 | |||||
| US500945AB61 / Kubota Credit Owner Trust 2023-2 | 0.28 | -57.89 | 0.0006 | -0.0008 | |||||
| US31418CUH59 / Fannie Mae Pool | 0.28 | -4.44 | 0.0006 | -0.0000 | |||||
| US3622MPBC10 / GSR Mortgage Loan Trust, Series 2007-1F, Class 3A13 | 0.28 | -4.14 | 0.0006 | -0.0000 | |||||
| US3132DWHE66 / UMBS | 0.28 | -2.11 | 0.0006 | -0.0000 | |||||
| US3140JPJZ96 / Fannie Mae Pool | 0.28 | -3.47 | 0.0006 | -0.0000 | |||||
| BOUGHT MXN SOLD USD 20251217 / DFE (000000000) | 0.28 | 0.0006 | 0.0006 | ||||||
| BOUGHT MXN SOLD USD 20251217 / DFE (000000000) | 0.28 | 0.0006 | 0.0006 | ||||||
| US31418CPF58 / Fannie Mae Pool | 0.28 | -2.46 | 0.0006 | -0.0000 | |||||
| US31416VGC28 / Fannie Mae Pool | 0.28 | -1.07 | 0.0006 | 0.0000 | |||||
| US36184BNK97 / GNMA POOL AL4894 GN 02/45 FIXED 3.5 | 0.28 | -1.42 | 0.0006 | 0.0000 | |||||
| US3138X0Y282 / Fannie Mae Pool | 0.28 | -2.12 | 0.0006 | -0.0000 | |||||
| US021468AG86 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 14CB A7 | 0.28 | -1.78 | 0.0006 | -0.0000 | |||||
| US31418CTD64 / Fannie Mae Pool | 0.28 | -5.17 | 0.0006 | -0.0000 | |||||
| US3140F1BU56 / FNMA 30YR 4% 04/01/2046#BC5450 | 0.28 | -0.72 | 0.0006 | 0.0000 | |||||
| US36182XU665 / Ginnie Mae I Pool | 0.28 | -1.43 | 0.0006 | 0.0000 | |||||
| US3138ETH338 / FNMA POOL AL8349 FN 04/46 FIXED VAR | 0.28 | -1.08 | 0.0006 | 0.0000 | |||||
| US3617B7GB05 / GNMA POOL BC3794 GN 10/47 FIXED 3.5 | 0.28 | -1.43 | 0.0006 | 0.0000 | |||||
| US3138WSXJ27 / FNMA POOL AT5180 FN 05/43 FIXED 3 | 0.28 | -0.72 | 0.0006 | 0.0000 | |||||
| US3140QTJD24 / FANNIE MAE POOL FN CB7459 | 0.27 | -0.36 | 0.0006 | 0.0000 | |||||
| US3140X5QS52 / FNMA POOL FM2264 FN 01/35 FIXED VAR | 0.27 | -6.83 | 0.0006 | -0.0000 | |||||
| US81881JAC62 / Shackleton 2014-V-R CLO Ltd | 0.27 | -31.75 | 0.0006 | -0.0003 | |||||
| US16163EAH18 / CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S2 1A8 | 0.27 | -0.73 | 0.0006 | 0.0000 | |||||
| VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (EZJPZK13BGC9) | 0.27 | 23.08 | 0.0006 | 0.0001 | |||||
| US31359TJ251 / FANNIE MAE FNR 1998 40 D | 0.27 | -11.97 | 0.0006 | -0.0001 | |||||
| US31396HL643 / FREDDIE MAC FHR 3115 LZ | 0.27 | -3.20 | 0.0006 | -0.0000 | |||||
| US12668APH22 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 54CB 2A4 | 0.27 | -1.09 | 0.0006 | 0.0000 | |||||
| US03027XBV10 / American Tower Corp | 0.27 | 0.37 | 0.0006 | 0.0000 | |||||
| US585525DF22 / MELLON RESIDENTIAL FUNDING COR MOR PAS THR TR SER MRFC 1999-TBC3 A2 | 0.27 | -13.42 | 0.0006 | -0.0001 | |||||
| US3132DWFA62 / FHLG 30YR 6% 09/01/2052#SD8261 | 0.27 | -3.57 | 0.0006 | -0.0000 | |||||
| US3133KQPE07 / Freddie Mac Pool | 0.27 | -0.37 | 0.0006 | 0.0000 | |||||
| US3138WDDT59 / FNMA POOL AS3713 FN 11/44 FIXED 4 | 0.27 | -7.27 | 0.0006 | -0.0000 | |||||
| US31412PJJ12 / FNMA POOL 930965 FN 04/39 FIXED 5.5 | 0.27 | -0.74 | 0.0006 | 0.0000 | |||||
| US61749EAH09 / MORGAN STANLEY MORTGAGE LOAN T MSM 2006 12XS A6A | 0.27 | -2.20 | 0.0006 | -0.0000 | |||||
| US31395MCV90 / FREDDIE MAC FHR 2934 EJ | 0.27 | -4.32 | 0.0006 | -0.0000 | |||||
| US3138WGDE12 / Fannie Mae Pool | 0.27 | -0.75 | 0.0006 | 0.0000 | |||||
| US3140HB3D85 / FNMA POOL BJ9795 FN 10/39 FIXED 3 | 0.27 | -6.36 | 0.0006 | -0.0000 | |||||
| US3136A0J654 / Fannie Mae REMICS | 0.26 | -5.71 | 0.0006 | -0.0000 | |||||
| US31414CLJ52 / Fannie Mae Pool | 0.26 | -6.74 | 0.0006 | -0.0000 | |||||
| US313398XY00 / FREDDIE MAC FHR 2349 NZ | 0.26 | -6.74 | 0.0006 | -0.0000 | |||||
| US3138ENQD45 / FNMA 15YR 3.5% 10/01/2029#AL5851 | 0.26 | -9.93 | 0.0006 | -0.0001 | |||||
| US3140NRRP33 / FNMA POOL BY8593 FN 08/53 FIXED 5 | 0.26 | -0.76 | 0.0006 | 0.0000 | |||||
| US86360QAB14 / Structured Asset Mortgage Investments II Trust, Series 2006-AR4, Class 2A1 | 0.26 | -7.12 | 0.0006 | -0.0000 | |||||
| US3140NASU83 / FNMA 30YR 5.5% 01/01/2053#BX5930 | 0.26 | -2.97 | 0.0006 | -0.0000 | |||||
| US31397KE566 / FREDDIE MAC FHR 3360 SA | 0.26 | -1.52 | 0.0006 | 0.0000 | |||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.26 | 0.0006 | 0.0006 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.26 | 0.0006 | 0.0006 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.26 | 0.0006 | 0.0006 | ||||||
| US31412NEM48 / FNMA POOL 929940 FN 09/38 FIXED 6 | 0.26 | -2.62 | 0.0006 | -0.0000 | |||||
| US32052EAF60 / FIRST HORIZON MORTGAGE PASS TH FHASI 2006 AR3 3A1 | 0.26 | 0.39 | 0.0006 | 0.0000 | |||||
| US3132XUXB67 / FED HM LN PC POOL Q52473 FG 12/47 FIXED 4 | 0.26 | -0.38 | 0.0006 | 0.0000 | |||||
| US3140FEFB53 / FNMA POOL BD6461 FN 09/46 FIXED 4 | 0.26 | -0.38 | 0.0006 | 0.0000 | |||||
| US61754PAA21 / Morgan Stanley Mortgage Loan Trust 2007-8XS | 0.26 | -1.52 | 0.0006 | 0.0000 | |||||
| US3140HFEH89 / FNMA POOL BK1935 FN 03/33 FIXED 3 | 0.26 | -3.00 | 0.0006 | -0.0000 | |||||
| US31413Y2L44 / FNMA POOL 959879 FN 11/37 FIXED 5.5 | 0.26 | -0.77 | 0.0006 | 0.0000 | |||||
| US872227AK96 / TBW Mortgage-Backed Trust 2007-2 | 0.26 | -2.63 | 0.0006 | -0.0000 | |||||
| US31402Q3W98 / FNMA POOL 735313 FN 02/35 FLOATING VAR | 0.26 | -20.55 | 0.0006 | -0.0001 | |||||
| US3131X7AU20 / FNCI UMBS 3.0 ZK3619 10-01-26 | 0.26 | -20.55 | 0.0006 | -0.0001 | |||||
| US3140LWW605 / FNMA POOL BT7868 FN 10/52 FIXED 4.5 | 0.26 | -0.77 | 0.0006 | 0.0000 | |||||
| US81744LAA26 / SEQUOIA MORTGAGE TRUST SEMT 2007 2 1A1 | 0.26 | -10.10 | 0.0006 | -0.0001 | |||||
| US3138X4PE47 / FNMA 30YR 3.0% 09/01/2043#AU4920 | 0.26 | -1.15 | 0.0006 | 0.0000 | |||||
| US12638PCP27 / CREDIT SUISSE MORTGAGE TRUST CSMC 2007 3 2A19 | 0.26 | -1.15 | 0.0006 | 0.0000 | |||||
| US07389QAN88 / BEAR STEARNS ASSET BACKED SECU BSABS 2007 SD1 22A1 | 0.26 | -0.39 | 0.0006 | 0.0000 | |||||
| FED HM LN PC POOL QH2482 FR 10/53 FIXED 5.5 / ABS-MBS (US3133CEXK37) | 0.26 | -0.39 | 0.0006 | 0.0000 | |||||
| FED HM LN PC POOL QH2482 FR 10/53 FIXED 5.5 / ABS-MBS (US3133CEXK37) | 0.26 | -0.39 | 0.0006 | 0.0000 | |||||
| US3133C9K282 / FED HM LN PC POOL QG8413 FR 08/53 FIXED 6 | 0.26 | -3.41 | 0.0006 | -0.0000 | |||||
| US3140QESP83 / Fannie Mae Pool | 0.26 | -0.78 | 0.0006 | 0.0000 | |||||
| US3133TGU642 / FREDDIE MAC FHR 2091 ZE | 0.26 | -11.15 | 0.0006 | -0.0001 | |||||
| US845437BR25 / Southwestern Electric Power Co | 0.25 | 0.79 | 0.0006 | 0.0000 | |||||
| BOUGHT TRY SOLD USD 20250701 / DFE (000000000) | 0.25 | 0.0006 | 0.0006 | ||||||
| BOUGHT TRY SOLD USD 20250701 / DFE (000000000) | 0.25 | 0.0006 | 0.0006 | ||||||
| US31396VMF21 / FNR 2007-35 PF 4/37 | 0.25 | -3.05 | 0.0006 | -0.0000 | |||||
| BONANZA RE LTD UNSECURED 144A 01/26 VAR / DBT (US09785EAN13) | 0.25 | 4.12 | 0.0006 | 0.0000 | |||||
| BONANZA RE LTD UNSECURED 144A 01/26 VAR / DBT (US09785EAN13) | 0.25 | 4.12 | 0.0006 | 0.0000 | |||||
| US36249BAB62 / GSAA Home Equity Trust, Series 2007-7, Class 1A2 | 0.25 | -12.46 | 0.0006 | -0.0001 | |||||
| US55336VAR15 / MPLX LP | 0.25 | 0.80 | 0.0006 | 0.0000 | |||||
| US3138WM5V99 / Fannie Mae Pool | 0.25 | -1.17 | 0.0006 | 0.0000 | |||||
| US36242D4Z30 / GSR MORTGAGE LOAN TRUST GSR 2005 AR3 8A1 | 0.25 | -13.06 | 0.0006 | -0.0001 | |||||
| US3133CAS686 / Freddie Mac Pool | 0.25 | -13.95 | 0.0006 | -0.0001 | |||||
| US22541SEZ74 / CSFB Mortgage-Backed Pass-Through Certificates, Series 2004-AR4, Class 2A1 | 0.25 | -8.73 | 0.0006 | -0.0000 | |||||
| US12506YCW75 / CDC MORTGAGE CAPITAL TRUST CDCMC 2004 HE2 M1 | 0.25 | -15.20 | 0.0006 | -0.0001 | |||||
| INTEGRITY RE III UNSECURED 144A 06/27 VAR / DBT (US45870GAC06) | 0.25 | 0.80 | 0.0006 | 0.0000 | |||||
| INTEGRITY RE III UNSECURED 144A 06/27 VAR / DBT (US45870GAA40) | 0.25 | 0.80 | 0.0006 | 0.0000 | |||||
| INTEGRITY RE III UNSECURED 144A 06/27 VAR / DBT (US45870GAA40) | 0.25 | 0.80 | 0.0006 | 0.0000 | |||||
| US16678RDK05 / CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 2A A1 144A | 0.25 | -5.28 | 0.0006 | -0.0000 | |||||
| US3140QRUL54 / FANNIE MAE POOL UMBS P#CB5986 5.00000000 | 0.25 | -1.19 | 0.0006 | 0.0000 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.25 | 0.0006 | 0.0006 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.25 | 0.0006 | 0.0006 | ||||||
| US12638PAJ84 / CREDIT SUISSE MORTGAGE TRUST | 0.25 | 3.31 | 0.0006 | 0.0000 | |||||
| US225401AY40 / Credit Suisse Group AG | 0.25 | -0.40 | 0.0006 | 0.0000 | |||||
| US36179VMH05 / Government National Mortgage Association | 0.25 | -5.66 | 0.0006 | -0.0000 | |||||
| US61746WVS69 / Morgan Stanley Dean Witter Capital I Inc Trust 2002-NC4 | 0.25 | -12.63 | 0.0006 | -0.0001 | |||||
| US45254TRR76 / IMPAC SECURED ASSETS CORP. IMSA 2005 1 4A | 0.25 | -3.86 | 0.0006 | -0.0000 | |||||
| US05950GAB95 / Banc of America Mortgage 2006-2 Trust | 0.25 | -3.12 | 0.0006 | -0.0000 | |||||
| US345397C270 / Ford Motor Credit Co LLC | 0.25 | 0.0006 | 0.0006 | ||||||
| US78473WAC73 / SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 4 2A1 | 0.25 | -9.82 | 0.0006 | -0.0001 | |||||
| US31393YBS37 / Fannie Mae REMICS | 0.25 | -5.36 | 0.0006 | -0.0000 | |||||
| US02149HAN08 / Alternative Loan Trust 2007-2CB | 0.25 | -2.76 | 0.0006 | -0.0000 | |||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | 0.25 | 0.0006 | 0.0006 | ||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | 0.25 | 0.0006 | 0.0006 | ||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | 0.25 | 0.0006 | 0.0006 | ||||||
| US31417GWZ52 / Fannie Mae Pool | 0.25 | -1.60 | 0.0006 | -0.0000 | |||||
| US3132AECH71 / FNCI UMBS 3.5 ZT1872 04-01-34 | 0.25 | -3.15 | 0.0006 | -0.0000 | |||||
| US61746WA750 / MORGAN STANLEY DEAN WITTER CAP MSDWC 2003 NC2 M1 | 0.25 | -9.59 | 0.0006 | -0.0000 | |||||
| US3138WWYM58 / FNMA POOL AT8815 FN 06/43 FIXED 3 | 0.25 | -2.00 | 0.0006 | -0.0000 | |||||
| US12669FN414 / COUNTRYWIDE HOME LOANS CWHL 2004 12 10A1 | 0.25 | -8.24 | 0.0006 | -0.0000 | |||||
| US3138W9PA22 / FNMA POOL AS0416 FN 09/43 FIXED 4 | 0.24 | -1.21 | 0.0006 | 0.0000 | |||||
| US232433AA04 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 SD4 A1 144A | 0.24 | -0.41 | 0.0006 | 0.0000 | |||||
| US637432NW12 / National Rural Utilities Cooperative Finance Corp | 0.24 | 2.52 | 0.0005 | 0.0000 | |||||
| US36183WU590 / Ginnie Mae I Pool | 0.24 | -1.62 | 0.0005 | -0.0000 | |||||
| FNMA POOL BY6045 FN 07/53 FIXED 5.5 / ABS-MBS (US3140NNWF81) | 0.24 | -0.41 | 0.0005 | 0.0000 | |||||
| FNMA POOL BY6045 FN 07/53 FIXED 5.5 / ABS-MBS (US3140NNWF81) | 0.24 | -0.41 | 0.0005 | 0.0000 | |||||
| US45670CAA53 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR7 1A1 | 0.24 | 0.00 | 0.0005 | 0.0000 | |||||
| US52520MDP59 / LEHMAN MORTGAGE TRUST | 0.24 | -1.62 | 0.0005 | -0.0000 | |||||
| US31418CRA44 / FNMA 15YR 3.5% 11/01/2032#MA3180 | 0.24 | -5.47 | 0.0005 | -0.0000 | |||||
| US3132L5WB55 / Freddie Mac Gold Pool | 0.24 | -0.82 | 0.0005 | 0.0000 | |||||
| US31418EPE40 / FNCL UMBS 6.0 MA4920 02-01-53 | 0.24 | -4.74 | 0.0005 | -0.0000 | |||||
| US3138A4Y588 / Fannie Mae Pool | 0.24 | -37.73 | 0.0005 | -0.0003 | |||||
| US31393T2B16 / FANNIE MAE FNR 2003 106 FA | 0.24 | -3.21 | 0.0005 | -0.0000 | |||||
| US31398NKU71 / FANNIE MAE FNR 2010 107 JI | 0.24 | -2.04 | 0.0005 | -0.0000 | |||||
| US93935BAH33 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 5 3A6 | 0.24 | -3.23 | 0.0005 | -0.0000 | |||||
| US31412LG533 / FNMA POOL 928220 FN 04/37 FIXED 6.5 | 0.24 | -0.41 | 0.0005 | 0.0000 | |||||
| 952NPK908 / CREDIT SUISSE GROUP AG COCO JRSUB 144A | 0.24 | 0.00 | 0.0005 | 0.0000 | |||||
| US466247TQ62 / J.P. Morgan Mortgage Trust 2005-A1 | 0.24 | -1.65 | 0.0005 | 0.0000 | |||||
| US3138WBK795 / Fannie Mae Pool | 0.24 | -0.83 | 0.0005 | 0.0000 | |||||
| US12669FA866 / CHL MORTGAGE PASS-THROUGH TRUST 2004-11 CWHL 2004-11 2A1 | 0.24 | -10.49 | 0.0005 | -0.0001 | |||||
| US3140QNS379 / UMBS | 0.24 | -3.64 | 0.0005 | -0.0000 | |||||
| US3128JMM796 / FED HM LN PC POOL 1B2281 FH 07/35 FLOATING VAR | 0.24 | -2.06 | 0.0005 | -0.0000 | |||||
| US59024LAB71 / MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES 2007-HE2 | 0.24 | -0.83 | 0.0005 | 0.0000 | |||||
| US3133KYR681 / FHLG 20YR 3% 08/01/2039#RB5009 | 0.24 | -1.24 | 0.0005 | 0.0000 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.24 | 0.0005 | 0.0005 | ||||||
| US3138W1ZQ38 / FNMA POOL AR4350 FN 07/43 FIXED 3 | 0.24 | -6.32 | 0.0005 | -0.0000 | |||||
| US31392F6D45 / FANNIE MAE SERIES 2002-77_____ CLASS F VARIABLE RATE 2.61838000 | 0.24 | -7.06 | 0.0005 | -0.0000 | |||||
| US3136AJX270 / FANNIE MAE FNR 2014 29 BS | 0.24 | 2.16 | 0.0005 | 0.0000 | |||||
| US31418CVP66 / Fannie Mae Pool | 0.24 | -14.49 | 0.0005 | -0.0001 | |||||
| US3140MMLG10 / FNMA POOL BV7526 FN 02/52 FIXED 3 | 0.24 | -0.84 | 0.0005 | 0.0000 | |||||
| US3128QJ4L75 / FED HM LN PC POOL 1G1727 FH 07/35 FLOATING VAR | 0.24 | -2.07 | 0.0005 | -0.0000 | |||||
| US12545CAE03 / COUNTRYWIDE HOME LOANS CWHL 2007 10 A5 | 0.24 | -2.89 | 0.0005 | -0.0000 | |||||
| US3138WDT271 / Fannie Mae Pool | 0.24 | -2.49 | 0.0005 | -0.0000 | |||||
| US17326UAC80 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2018 RP2 AIO2 144A | 0.24 | -4.86 | 0.0005 | -0.0000 | |||||
| US3140N8PV49 / FNMA POOL BX4035 FN 12/52 FIXED 5.5 | 0.24 | -0.42 | 0.0005 | 0.0000 | |||||
| US251513AQ09 / DEUTSCHE ALT-A SECURITIES, INC. | 0.24 | -2.89 | 0.0005 | -0.0000 | |||||
| US46649CAA18 / JP Morgan Mortgage Trust 2018-4 | 0.24 | -1.67 | 0.0005 | -0.0000 | |||||
| US45668GAD43 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR14 1A3A | 0.24 | -4.47 | 0.0005 | -0.0000 | |||||
| US3138W5HT82 / Fannie Mae Pool | 0.24 | -2.49 | 0.0005 | -0.0000 | |||||
| US92922FB720 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-AR13 A2A | 0.23 | -5.26 | 0.0005 | -0.0000 | |||||
| US3138X0Y365 / Fannie Mae Pool | 0.23 | -2.50 | 0.0005 | -0.0000 | |||||
| US31418DMF68 / Fannie Mae Pool | 0.23 | -5.26 | 0.0005 | -0.0000 | |||||
| US3140HBK560 / FNMA POOL BJ9315 FN 02/48 FIXED 3 | 0.23 | -0.85 | 0.0005 | 0.0000 | |||||
| US31406RFH30 / FNMA POOL 817468 FN 09/35 FLOATING VAR | 0.23 | -1.69 | 0.0005 | -0.0000 | |||||
| US3140QRMT72 / FANNIE MAE POOL UMBS P#CB5769 5.00000000 | 0.23 | -5.67 | 0.0005 | -0.0000 | |||||
| US31396PZ950 / FANNIE MAE FNR 2007 20 FP | 0.23 | -1.69 | 0.0005 | -0.0000 | |||||
| US57645RAA95 / MASTR Adjustable Rate Mortgages Trust 2007-HF1 | 0.23 | -4.12 | 0.0005 | -0.0000 | |||||
| US31397KTJ06 / Freddie Mac REMICS | 0.23 | -2.10 | 0.0005 | -0.0000 | |||||
| US31394ALV60 / Fannie Mae REMIC Trust 2004-W10 | 0.23 | -7.20 | 0.0005 | -0.0000 | |||||
| US86359AMR13 / STRUCTURED ASSET SECURITIES CO SASC 2003 6A 2A1 | 0.23 | -2.93 | 0.0005 | -0.0000 | |||||
| US31411USD45 / FNMA POOL 915016 FN 04/37 FIXED 6 | 0.23 | -0.85 | 0.0005 | 0.0000 | |||||
| US71085PDE07 / PEOPLE'S CHOICE HOME LOAN SECURITIES TRUST SERIES PCHLT 2005-4 1A3 | 0.23 | -36.96 | 0.0005 | -0.0003 | |||||
| BOUGHT TRY SOLD USD 20250808 / DFE (000000000) | 0.23 | 0.0005 | 0.0005 | ||||||
| BOUGHT TRY SOLD USD 20250808 / DFE (000000000) | 0.23 | 0.0005 | 0.0005 | ||||||
| US3138WWK999 / Fannie Mae Pool | 0.23 | -1.69 | 0.0005 | -0.0000 | |||||
| US3138X2VS03 / Fannie Mae Pool | 0.23 | -0.86 | 0.0005 | 0.0000 | |||||
| US313920RZ53 / FANNIE MAE FNR 2001 35 ZC | 0.23 | -9.77 | 0.0005 | -0.0000 | |||||
| US576433C539 / MASTR ADJUSTABLE RATE MORTGAGE MARM 2005 6 5A2 | 0.23 | -1.71 | 0.0005 | 0.0000 | |||||
| US3140EBUZ27 / FNMA POOL BA6899 FN 12/45 FIXED 4 | 0.23 | -0.43 | 0.0005 | 0.0000 | |||||
| US36179XDB91 / Ginnie Mae II Pool | 0.23 | -3.38 | 0.0005 | -0.0000 | |||||
| US3138WV3S89 / FNMA POOL AT8008 FN 06/43 FIXED 3 | 0.23 | -0.87 | 0.0005 | 0.0000 | |||||
| US3140H1V985 / FNCL UMBS 4.0 BJ0639 03-01-48 | 0.23 | -2.97 | 0.0005 | -0.0000 | |||||
| US12669G4V05 / CHL Mortgage Pass-Through Trust 2005-J3 | 0.23 | -8.03 | 0.0005 | -0.0000 | |||||
| US3140XFDQ14 / FNMA POOL FS0110 FN 02/36 FIXED VAR | 0.23 | -5.00 | 0.0005 | -0.0000 | |||||
| US3138X2TB06 / FNMA POOL AU3245 FN 08/43 FIXED 3 | 0.23 | -0.87 | 0.0005 | 0.0000 | |||||
| US007036JA51 / ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 3 7A1 | 0.23 | -2.15 | 0.0005 | -0.0000 | |||||
| US007036MX18 / ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 7 4A1 | 0.23 | -1.73 | 0.0005 | -0.0000 | |||||
| US863579XK92 / Structured Adjustable Rate Mortgage Loan Trust Series 2005-18 | 0.23 | -2.99 | 0.0005 | -0.0000 | |||||
| US39538AAJ51 / GREENPOINT MORTGAGE FUNDING TR GPMF 2006 AR5 A3A2 | 0.23 | -1.73 | 0.0005 | 0.0000 | |||||
| US3138WMEB32 / FNMA POOL AT0129 FN 04/43 FIXED 3 | 0.23 | -0.87 | 0.0005 | 0.0000 | |||||
| US3140NMA988 / FNMA 30YR 6% 08/01/2053#BY4531 | 0.23 | -0.44 | 0.0005 | 0.0000 | |||||
| US3136APAJ17 / FANNIE MAE FNR 2015 38 DS | 0.23 | -1.74 | 0.0005 | -0.0000 | |||||
| US31418DFN75 / Fannie Mae Pool | 0.23 | -0.88 | 0.0005 | 0.0000 | |||||
| US3140E6GU00 / FNMA POOL BA2010 FN 11/45 FIXED 4 | 0.23 | -0.88 | 0.0005 | 0.0000 | |||||
| FNMA POOL BY3808 FN 08/53 FIXED 5.5 / ABS-MBS (US3140NLGS21) | 0.23 | -8.91 | 0.0005 | -0.0000 | |||||
| FNMA POOL BY3808 FN 08/53 FIXED 5.5 / ABS-MBS (US3140NLGS21) | 0.23 | -8.91 | 0.0005 | -0.0000 | |||||
| FNMA POOL CB7229 FN 10/53 FIXED 5.5 / ABS-MBS (US3140QTA747) | 0.22 | -4.29 | 0.0005 | -0.0000 | |||||
| FNMA POOL CB7229 FN 10/53 FIXED 5.5 / ABS-MBS (US3140QTA747) | 0.22 | -4.29 | 0.0005 | -0.0000 | |||||
| US362341WE59 / GSR Mortgage Loan Trust 2005-8F | 0.22 | -0.45 | 0.0005 | 0.0000 | |||||
| US3133TG7D56 / FREDDIE MAC FHR 2082 Z | 0.22 | -14.56 | 0.0005 | -0.0001 | |||||
| US12669GJY89 / COUNTRYWIDE HOME LOANS CWHL 2004 25 1A1 | 0.22 | -3.88 | 0.0005 | -0.0000 | |||||
| US3140HHDU65 / FNCI 3.0 BK3714 03-01-33 | 0.22 | -3.48 | 0.0005 | -0.0000 | |||||
| US31418CV686 / Fannie Mae Pool | 0.22 | -2.63 | 0.0005 | -0.0000 | |||||
| US31395BVE00 / FANNIE MAE FNR 2006 15 FC | 0.22 | -2.20 | 0.0005 | -0.0000 | |||||
| US59024WAB37 / MLCC MORTGAGE INVESTORS INC MLCC 2007 2 2A1 | 0.22 | -0.89 | 0.0005 | 0.0000 | |||||
| US3138XMJU58 / FNMA 15YR 3.5% 02/01/2029#AV9274 | 0.22 | -15.65 | 0.0005 | -0.0001 | |||||
| US3617M42G98 / GNMA POOL BR6175 GN 12/49 FIXED 4 | 0.22 | -1.35 | 0.0005 | 0.0000 | |||||
| US3138XC4Z20 / FNMA POOL AV1739 FN 11/43 FIXED 4 | 0.22 | -0.90 | 0.0005 | 0.0000 | |||||
| US31397CB734 / FREDDIE MAC FHR 3236 IS | 0.22 | -1.35 | 0.0005 | 0.0000 | |||||
| US57643QAG01 / MASTR REPERFORMING LOAN TRUST MARP 2005 2 1A2 144A | 0.22 | -2.67 | 0.0005 | -0.0000 | |||||
| US058933AN29 / Banc of America Funding 2006-D Trust | 0.22 | -4.78 | 0.0005 | -0.0000 | |||||
| US3132AD4R60 / FNCI UMBS 3.5 ZT1732 02-01-34 | 0.22 | -3.54 | 0.0005 | -0.0000 | |||||
| US31368HMJ94 / Fannie Mae Pool | 0.22 | -3.96 | 0.0005 | -0.0000 | |||||
| US3128P7LZ40 / FREDDIE MAC GOLD POOL P#C91244 4.50000000 | 0.22 | -10.29 | 0.0005 | -0.0000 | |||||
| US3140EAP808 / FNMA POOL BA5846 FN 01/46 FIXED 4 | 0.22 | -3.54 | 0.0005 | -0.0000 | |||||
| US78444YAD76 / SLM Student Loan Trust 2008-5 | 0.22 | -6.06 | 0.0005 | -0.0000 | |||||
| US31407JHK16 / FNMA POOL 831934 FN 11/36 FIXED 6 | 0.22 | -0.91 | 0.0005 | 0.0000 | |||||
| US3140H7K555 / FNMA POOL BJ5715 FN 04/33 FIXED 3 | 0.22 | -2.70 | 0.0005 | -0.0000 | |||||
| US31418CHS61 / FNCN UMBS 3.5 MA2940 03-01-27 | 0.22 | -17.24 | 0.0005 | -0.0001 | |||||
| US38144RAC16 / GSAA Home Equity Trust 2007-8 | 0.22 | -19.10 | 0.0005 | -0.0001 | |||||
| FNMA POOL FS6668 FN 12/53 FIXED VAR / ABS-MBS (US3140XNMS03) | 0.22 | -1.82 | 0.0005 | -0.0000 | |||||
| US31413D6C60 / FNMA POOL 942867 FN 08/37 FIXED 6 | 0.22 | -0.92 | 0.0005 | 0.0000 | |||||
| US3140H7MB07 / FEDERAL NATIONAL MORTGAGE ASSOCIATION | 0.22 | -3.15 | 0.0005 | -0.0000 | |||||
| US3138YBGZ09 / FNMA POOL AX9215 FN 12/29 FIXED 3.5 | 0.22 | -10.42 | 0.0005 | -0.0000 | |||||
| US43739ECB11 / HOMEBANC MORTGAGE TRUST HMBT 2005 5 A1 | 0.22 | -6.11 | 0.0005 | -0.0000 | |||||
| US6303614J98 / Napa Valley Unified School District, Series 2010 B, GO Bonds | 0.22 | -1.83 | 0.0005 | -0.0000 | |||||
| US3128CUME35 / Freddie Mac Gold Pool | 0.21 | -15.42 | 0.0005 | -0.0001 | |||||
| US3133TSMD26 / FREDDIE MAC FHR 2304 PZ | 0.21 | -6.14 | 0.0005 | -0.0000 | |||||
| US86358HNX34 / Structured Asset Mortgage Investments Trust 2002-AR3 | 0.21 | -6.55 | 0.0005 | -0.0000 | |||||
| US3138WGMX91 / Fannie Mae Pool | 0.21 | -0.93 | 0.0005 | 0.0000 | |||||
| US31418DLP59 / Fannie Mae Pool | 0.21 | -0.93 | 0.0005 | 0.0000 | |||||
| US3138Y7KD30 / FNMA POOL AX5691 FN 10/44 FIXED 4 | 0.21 | -0.47 | 0.0005 | 0.0000 | |||||
| US3138XZBC46 / FNMA POOL AW9034 FN 08/29 FIXED 3.5 | 0.21 | -6.14 | 0.0005 | -0.0000 | |||||
| US31329KW595 / FHLG 20YR 3% 08/01/2037#ZA2468 | 0.21 | -1.39 | 0.0005 | 0.0000 | |||||
| US02146VAC63 / Alternative Loan Trust 2006-30T1 | 0.21 | -3.20 | 0.0005 | -0.0000 | |||||
| US3138WGHD92 / Fannie Mae Pool | 0.21 | -1.40 | 0.0005 | 0.0000 | |||||
| US74160MDL37 / Prime Mortgage Trust 2004-CL1 | 0.21 | -10.17 | 0.0005 | -0.0000 | |||||
| US31403DJH35 / Fannie Mae Pool | 0.21 | -4.50 | 0.0005 | -0.0000 | |||||
| US43739EAB39 / HomeBanc Mortgage Trust 2004-1 | 0.21 | -6.61 | 0.0005 | -0.0000 | |||||
| US3617L8A644 / GNMA POOL BP1829 GN 08/49 FIXED 4 | 0.21 | -5.78 | 0.0005 | -0.0000 | |||||
| RFR GBP SONIO/3.75000 03/19/25-30Y LCH / DIR (EZ0141M3RG43) | 0.21 | 11.64 | 0.0005 | 0.0001 | |||||
| RFR GBP SONIO/3.75000 03/19/25-30Y LCH / DIR (EZ0141M3RG43) | 0.21 | 11.64 | 0.0005 | 0.0001 | |||||
| US16163FAG00 / CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S1 A7 | 0.21 | -0.47 | 0.0005 | 0.0000 | |||||
| US31410YCY86 / FNMA POOL 901087 FN 08/36 FIXED 6.5 | 0.21 | -1.41 | 0.0005 | 0.0000 | |||||
| US125438AB79 / CHL Mortgage Pass-Through Trust 2007-HYB2 | 0.21 | -1.42 | 0.0005 | 0.0000 | |||||
| US36242DH898 / GSR MORTGAGE LOAN TRUST GSR 2005 AR2 3A1 | 0.21 | -0.95 | 0.0005 | 0.0000 | |||||
| US3133KYS341 / FR RB5038 3 3/1/40 | 0.21 | -1.42 | 0.0005 | 0.0000 | |||||
| US31410SBV88 / Fannie Mae Pool | 0.21 | -1.42 | 0.0005 | -0.0000 | |||||
| FED HM LN PC POOL QH1062 FR 09/53 FIXED 6 / ABS-MBS (US3133CDFB56) | 0.21 | -0.48 | 0.0005 | 0.0000 | |||||
| FED HM LN PC POOL QH1062 FR 09/53 FIXED 6 / ABS-MBS (US3133CDFB56) | 0.21 | -0.48 | 0.0005 | 0.0000 | |||||
| US31418DAX03 / Fannie Mae Pool | 0.21 | -0.96 | 0.0005 | 0.0000 | |||||
| US3133BTRT97 / FED HM LN PC POOL QF5898 FR 01/53 FIXED 5.5 | 0.21 | -3.27 | 0.0005 | -0.0000 | |||||
| EZNLRC3852L0 / SOUTH AFRICA EM SP BOA | 0.21 | -143.83 | 0.0005 | 0.0015 | |||||
| EZNLRC3852L0 / SOUTH AFRICA EM SP BOA | 0.21 | 0.00 | 0.0005 | 0.0000 | |||||
| US31398NY244 / Fannie Mae REMICS | 0.21 | -11.59 | 0.0005 | -0.0001 | |||||
| US3140H1WJ52 / Fannie Mae Pool | 0.21 | -0.96 | 0.0005 | 0.0000 | |||||
| US31392TEK97 / Freddie Mac REMICS | 0.21 | -4.65 | 0.0005 | -0.0000 | |||||
| US31400RRY98 / UMBS, 30 Year | 0.21 | -3.30 | 0.0005 | -0.0000 | |||||
| US12669EU958 / COUNTRYWIDE HOME LOANS CWHL 2003 48 2A2 | 0.21 | -1.44 | 0.0005 | 0.0000 | |||||
| US3140XKKS81 / UMBS, 30 Year | 0.21 | -3.76 | 0.0005 | -0.0000 | |||||
| US31398RW843 / FNMA_10-74 | 0.20 | -6.85 | 0.0005 | -0.0000 | |||||
| FNMA POOL DB1122 FN 06/54 FIXED 5.5 / ABS-MBS (US3140AAG847) | 0.20 | -2.86 | 0.0005 | -0.0000 | |||||
| FNMA POOL DB1122 FN 06/54 FIXED 5.5 / ABS-MBS (US3140AAG847) | 0.20 | -2.86 | 0.0005 | -0.0000 | |||||
| US3140NLVQ99 / FNCL UMBS 5.0 BY4222 06-01-53 | 0.20 | -2.40 | 0.0005 | -0.0000 | |||||
| US31413DL884 / FNMA POOL 942351 FN 07/37 FIXED 6 | 0.20 | -0.98 | 0.0005 | 0.0000 | |||||
| US3138WVDL22 / Fannie Mae Pool | 0.20 | -1.46 | 0.0005 | -0.0000 | |||||
| US17307GY692 / Citigroup Mortgage Loan Trust, Series 2005-12, Class 2A1 | 0.20 | -15.19 | 0.0005 | -0.0001 | |||||
| US07386HDL24 / BEAR STEARNS ALT-A TRUST 2003-5 BALTA 2003-5 2A1 | 0.20 | -1.95 | 0.0005 | -0.0000 | |||||
| US3133TJRX36 / FREDDIE MAC FHR 2137 TZ | 0.20 | -9.46 | 0.0005 | -0.0000 | |||||
| US36241KXQ65 / Ginnie Mae I Pool | 0.20 | -3.37 | 0.0005 | -0.0000 | |||||
| US3138EN7B97 / Fannie Mae Pool | 0.20 | -6.51 | 0.0005 | -0.0000 | |||||
| US05946XXH15 / BANC OF AMERICA FUNDING CORPOR BAFC 2005 E 1A1 | 0.20 | -3.40 | 0.0004 | -0.0000 | |||||
| US78473JAA07 / SREIT Trust 2021-IND | 0.20 | 0.51 | 0.0004 | 0.0000 | |||||
| BOUGHT PEN SOLD USD 20250714 / DFE (000000000) | 0.20 | 0.0004 | 0.0004 | ||||||
| BOUGHT PEN SOLD USD 20250714 / DFE (000000000) | 0.20 | 0.0004 | 0.0004 | ||||||
| US3140EBZB04 / FNMA POOL BA7037 FN 04/46 FIXED 4 | 0.20 | -0.50 | 0.0004 | 0.0000 | |||||
| US31412D6E37 / FNMA POOL 922569 FN 12/36 FIXED 6 | 0.20 | -1.00 | 0.0004 | 0.0000 | |||||
| US31336CLR24 / Freddie Mac Non Gold Pool | 0.20 | -3.92 | 0.0004 | -0.0000 | |||||
| US12628LAJ98 / CSAB MORTGAGE-BACKED TRUST 2006-4 SER 2006-4 CL A6A S/UP REGD 5.68370000 | 0.20 | -2.49 | 0.0004 | -0.0000 | |||||
| US31392DTH51 / FANNIE MAE FNR 2002 45 ZA | 0.20 | -8.84 | 0.0004 | -0.0000 | |||||
| US3138X6PA72 / FNMA POOL AU6716 FN 09/43 FIXED 4 | 0.20 | -1.52 | 0.0004 | 0.0000 | |||||
| US84751NAD66 / SURF 2006-BC5 A2C | 0.20 | -0.51 | 0.0004 | 0.0000 | |||||
| US3132DWFG33 / Freddie Mac Pool | 0.20 | -2.01 | 0.0004 | -0.0000 | |||||
| US31418DCV29 / Fannie Mae Pool | 0.20 | -1.02 | 0.0004 | 0.0000 | |||||
| US31393Y5X90 / FANNIE MAE FNR 2004 49 FM | 0.19 | -5.37 | 0.0004 | -0.0000 | |||||
| US3140HP5R46 / Fannie Mae Pool | 0.19 | -17.09 | 0.0004 | -0.0001 | |||||
| US31418BXN18 / Fannie Mae Pool | 0.19 | -3.48 | 0.0004 | -0.0000 | |||||
| CDX IG43 5Y ICE / DCR (EZ10N17RBN04) | 0.19 | -98.95 | 0.0004 | -0.0405 | |||||
| CDX IG43 5Y ICE / DCR (EZ10N17RBN04) | 0.19 | -98.95 | 0.0004 | -0.0405 | |||||
| US31415WPJ61 / FNMA POOL 991525 FN 11/38 FIXED 6 | 0.19 | -0.52 | 0.0004 | 0.0000 | |||||
| SOLD KWD BOUGHT USD 20290702 / DFE (000000000) | 0.19 | 0.0004 | 0.0004 | ||||||
| SOLD KWD BOUGHT USD 20290702 / DFE (000000000) | 0.19 | 0.0004 | 0.0004 | ||||||
| US3140MGG476 / FNMA POOL BV2918 FN 02/52 FIXED 3 | 0.19 | -0.52 | 0.0004 | 0.0000 | |||||
| US3617AU6S46 / GNMA POOL BB4481 GN 07/47 FIXED 5 | 0.19 | -0.52 | 0.0004 | 0.0000 | |||||
| US12544ABL89 / CHL Mortgage Pass-Through Trust 2006-18 | 0.19 | -2.54 | 0.0004 | -0.0000 | |||||
| US31411WZ268 / FNMA POOL 917061 FN 05/37 FIXED 6 | 0.19 | -3.54 | 0.0004 | -0.0000 | |||||
| US92925VAH33 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 3A1 | 0.19 | -0.52 | 0.0004 | 0.0000 | |||||
| US126673BB70 / CWABS Inc Asset-Backed Certificates Trust 2004-6 | 0.19 | -1.04 | 0.0004 | 0.0000 | |||||
| US31418BA229 / FNMA POOL MA1824 FN 03/29 FIXED 3.5 | 0.19 | -9.48 | 0.0004 | -0.0000 | |||||
| US3138WFXD36 / FNMA 30YR | 0.19 | -0.52 | 0.0004 | 0.0000 | |||||
| US36183XNB28 / GNMA POOL AL2186 GN 02/45 FIXED 3.5 | 0.19 | -1.55 | 0.0004 | 0.0000 | |||||
| US45660LBE83 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR15 1A1 | 0.19 | -1.04 | 0.0004 | 0.0000 | |||||
| US3140E5DR25 / FNMA POOL BA1011 FN 12/46 FIXED 4 | 0.19 | -0.52 | 0.0004 | 0.0000 | |||||
| US3138WDX711 / Fannie Mae Pool | 0.19 | -1.55 | 0.0004 | 0.0000 | |||||
| US362611AL91 / GSR MORTGAGE LOAN TRUST GSR 2006 8F 3A8 | 0.19 | -4.06 | 0.0004 | -0.0000 | |||||
| US31329Q2K64 / Freddie Mac Pool | 0.19 | -2.07 | 0.0004 | -0.0000 | |||||
| US75116FBH10 / Residential Accredit Loans, Inc. | 0.19 | -1.57 | 0.0004 | 0.0000 | |||||
| US3138WESG56 / Fannie Mae Pool | 0.19 | -1.05 | 0.0004 | 0.0000 | |||||
| US911760NH53 / VENDEE MORTGAGE TRUST VENDE 2000 1 1A | 0.19 | -8.33 | 0.0004 | -0.0000 | |||||
| US31396RAR84 / FHR 3156 PF PAC1 FRN (L+25) 05-15-36 | 0.19 | -4.10 | 0.0004 | -0.0000 | |||||
| US863579V473 / Structured Adjustable Rate Mortgage Loan Trust | 0.19 | -1.06 | 0.0004 | 0.0000 | |||||
| US31403DSK62 / FNMA POOL 745822 FN 09/36 FIXED VAR | 0.19 | -3.11 | 0.0004 | -0.0000 | |||||
| US17310DAJ90 / CITICORP MORTGAGE SECURITIES, CMSI 2006 4 1A9 | 0.19 | -0.53 | 0.0004 | 0.0000 | |||||
| US45660LXA24 / IndyMac INDX Mortgage Loan Trust 2005-AR19 | 0.19 | -1.06 | 0.0004 | 0.0000 | |||||
| US3140X7BR90 / FNMA POOL FM3647 FN 06/35 FIXED VAR | 0.19 | -4.62 | 0.0004 | -0.0000 | |||||
| US3138W9HZ64 / FNMA POOL AS0247 FN 08/43 FIXED 4 | 0.19 | -0.53 | 0.0004 | 0.0000 | |||||
| US12668A3N35 / Alternative Loan Trust 2005-72 | 0.19 | -2.62 | 0.0004 | -0.0000 | |||||
| US456837AY94 / ING GROEP NV | 0.19 | 1.64 | 0.0004 | 0.0000 | |||||
| US92922F3J59 / WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR12 1A4 | 0.19 | -2.62 | 0.0004 | -0.0000 | |||||
| US466247PV93 / JP Morgan Mortgage Trust, Series 2005-A3, Class 1A1 | 0.19 | -17.78 | 0.0004 | -0.0001 | |||||
| US3140HHKA29 / FNMA POOL BK3888 FN 04/48 FIXED 4 | 0.19 | -0.54 | 0.0004 | 0.0000 | |||||
| US31412LTS96 / FNMA POOL 928561 FN 08/37 FIXED 6 | 0.19 | -4.64 | 0.0004 | -0.0000 | |||||
| US23245LAB62 / COUNTRYWIDE ALTERNATIVE LOAN TRUST | 0.19 | -5.13 | 0.0004 | -0.0000 | |||||
| US31392CCD48 / Fannie Mae REMICS | 0.19 | -7.50 | 0.0004 | -0.0000 | |||||
| US31418MWK43 / Fannie Mae Pool | 0.19 | -3.14 | 0.0004 | -0.0000 | |||||
| FNMA POOL DA4789 FN 09/53 FIXED 6 / ABS-MBS (US3140A5KB30) | 0.18 | -0.54 | 0.0004 | 0.0000 | |||||
| FNMA POOL DA4789 FN 09/53 FIXED 6 / ABS-MBS (US3140A5KB30) | 0.18 | -0.54 | 0.0004 | 0.0000 | |||||
| US07384YLJ37 / Bear Stearns Asset-Backed Securities Trust, Series 2003-SD2, Class 2A | 0.18 | 0.55 | 0.0004 | 0.0000 | |||||
| US31413FLF70 / Fannie Mae Pool | 0.18 | -1.08 | 0.0004 | 0.0000 | |||||
| US31407T2R08 / FNMA POOL 840584 FN 09/35 FLOATING VAR | 0.18 | -1.60 | 0.0004 | -0.0000 | |||||
| US92922FBV94 / WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR9, Class 1A6 | 0.18 | -3.66 | 0.0004 | -0.0000 | |||||
| US31396LE558 / FANNIE MAE FNR 2006 117 DZ | 0.18 | -0.54 | 0.0004 | 0.0000 | |||||
| US3138WXND51 / Fannie Mae Pool | 0.18 | -1.08 | 0.0004 | 0.0000 | |||||
| US31408CA970 / FNMA POOL 847032 FN 11/35 FIXED 6 | 0.18 | -1.61 | 0.0004 | 0.0000 | |||||
| US74923HAE18 / RALI Series 2007-QS4 Trust | 0.18 | -2.66 | 0.0004 | -0.0000 | |||||
| US3138EHB435 / FNMA POOL AL0958 FN 10/26 FIXED VAR | 0.18 | -36.90 | 0.0004 | -0.0002 | |||||
| GNMA POOL CL6201 GN 03/52 FIXED 4 / ABS-MBS (US3617YD3J95) | 0.18 | -1.08 | 0.0004 | 0.0000 | |||||
| GNMA POOL CL6201 GN 03/52 FIXED 4 / ABS-MBS (US3617YD3J95) | 0.18 | -1.08 | 0.0004 | 0.0000 | |||||
| US3138YDAU32 / Fannie Mae Pool | 0.18 | -11.17 | 0.0004 | -0.0000 | |||||
| US3138XBJD78 / FNMA POOL AV0259 FN 11/28 FIXED 3.5 | 0.18 | -8.54 | 0.0004 | -0.0000 | |||||
| US31398SKM43 / FANNIE MAE FNR 2010 142 PL | 0.18 | 0.00 | 0.0004 | 0.0000 | |||||
| US3138XXGE09 / UMBS, 15 Year | 0.18 | -31.06 | 0.0004 | -0.0002 | |||||
| US61744CJU18 / Morgan Stanley ABS Capital I Inc Trust 2004-HE9 | 0.18 | -12.50 | 0.0004 | -0.0001 | |||||
| US3140GUJC24 / FNMA 30YR 4% 06/01/2047#BH5658 | 0.18 | -11.65 | 0.0004 | -0.0000 | |||||
| US3133CDN269 / FED HM LN PC POOL QH1309 FR 09/53 FIXED 5.5 | 0.18 | -0.55 | 0.0004 | 0.0000 | |||||
| US3138M9YM77 / FNMA POOL AP6115 FN 07/43 FIXED 3 | 0.18 | -2.16 | 0.0004 | -0.0000 | |||||
| US2254585R50 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 9 2A1 | 0.18 | -2.69 | 0.0004 | -0.0000 | |||||
| US3132DWFU27 / Freddie Mac Pool | 0.18 | -4.26 | 0.0004 | -0.0000 | |||||
| US07384MW653 / Bear Stearns ARM Trust 2004-6 | 0.18 | -1.10 | 0.0004 | 0.0000 | |||||
| US3140MDSB50 / FNMA POOL BV0513 FN 01/52 FIXED 3 | 0.18 | -1.10 | 0.0004 | 0.0000 | |||||
| US3137B8A647 / FREDDIE MAC FHR 4305 SB | 0.18 | -8.16 | 0.0004 | -0.0000 | |||||
| US3133TDD371 / FREDDIE MAC FHR 2046 PH | 0.18 | -9.55 | 0.0004 | -0.0000 | |||||
| US78433XAA81 / Stonepeak ABS, Series 2021-1A | 0.18 | -10.00 | 0.0004 | -0.0000 | |||||
| US3140F56Z10 / Fannie Mae Pool | 0.18 | -0.55 | 0.0004 | 0.0000 | |||||
| US61751MAA27 / Morgan Stanley Mortgage Loan Trust 2007-10XS | 0.18 | -2.70 | 0.0004 | -0.0000 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.18 | 0.0004 | 0.0004 | ||||||
| US05951FAM68 / BANC OF AMERICA FUNDING CORPOR BAFC 2007 1 TA10 | 0.18 | -1.65 | 0.0004 | -0.0000 | |||||
| US31396XAL82 / FANNIE MAE FNR 2007 81 AF | 0.18 | -6.28 | 0.0004 | -0.0000 | |||||
| US59020U2H71 / Merrill Lynch Mortgage Investors Trust, Series 2005-A9, Class 2A1E | 0.18 | -2.20 | 0.0004 | -0.0000 | |||||
| US31396UT425 / FREDDIE MAC FHR 3187 JZ | 0.18 | -3.26 | 0.0004 | -0.0000 | |||||
| US3133TEJX31 / Freddie Mac REMICS | 0.18 | -11.44 | 0.0004 | -0.0000 | |||||
| US212474GG95 / CONVENTION CTR AUTH R I CIVIC CTR REV BDS 2006A | 0.18 | 0.56 | 0.0004 | 0.0000 | |||||
| US3138MAM703 / FNMA POOL AP6681 FN 09/42 FIXED 4 | 0.18 | -0.56 | 0.0004 | 0.0000 | |||||
| US31396VRS96 / SINGLE FAMILY ARM | 0.18 | -2.75 | 0.0004 | -0.0000 | |||||
| US639064TC86 / NAUGATUCK CT NAU 06/33 FIXED 5.91 | 0.18 | 0.57 | 0.0004 | 0.0000 | |||||
| US12667GR623 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 41 1A1 | 0.18 | -1.12 | 0.0004 | 0.0000 | |||||
| US31418DB686 / UMBS, 20 Year | 0.18 | -1.12 | 0.0004 | 0.0000 | |||||
| US31410KFF66 / Fannie Mae Pool | 0.18 | -2.75 | 0.0004 | -0.0000 | |||||
| US3140EXEL35 / FNMA POOL BC2838 FN 09/46 FIXED 4 | 0.18 | -2.21 | 0.0004 | -0.0000 | |||||
| US05948KR842 / Banc of America Alternative Loan Trust 2006-3 | 0.18 | -2.22 | 0.0004 | -0.0000 | |||||
| US78445FAD78 / SLMA 08-7 A4 FRN (L+90) 07-25-23 | 0.18 | -3.83 | 0.0004 | -0.0000 | |||||
| US3140X7DJ56 / FNMA POOL FM3704 FN 07/34 FIXED VAR | 0.18 | -10.20 | 0.0004 | -0.0000 | |||||
| US3133THTS66 / FREDDIE MAC FHR 2116 ZG | 0.18 | -7.89 | 0.0004 | -0.0000 | |||||
| US3140E6JW39 / FNMA POOL BA2076 FN 08/45 FIXED 4 | 0.18 | -1.69 | 0.0004 | 0.0000 | |||||
| US31410FFQ37 / FNMA POOL 887675 FN 08/36 FIXED 6 | 0.18 | -1.69 | 0.0004 | -0.0000 | |||||
| US3138WAV877 / FNMA POOL AS1538 FN 01/44 FIXED 3 | 0.18 | -1.13 | 0.0004 | 0.0000 | |||||
| US31409GKP09 / Fannie Mae Pool | 0.18 | -1.13 | 0.0004 | 0.0000 | |||||
| US3133BUZM26 / FNCL UMBS 5.5 QF7048 02-01-53 | 0.18 | 0.00 | 0.0004 | 0.0000 | |||||
| US36241KUL06 / Government National Mortgage Association | 0.18 | -1.69 | 0.0004 | -0.0000 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.17 | 0.0004 | 0.0004 | ||||||
| US52474EAB39 / LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL2 SA 144A | 0.17 | -25.00 | 0.0004 | -0.0001 | |||||
| US3133BTZC70 / FHLG 30YR 5.5% 01/01/2053#QF6139 | 0.17 | -6.95 | 0.0004 | -0.0000 | |||||
| US3132A9P680 / FED HM LN PC POOL ZS8545 FR 11/29 FIXED 3.5 | 0.17 | -7.45 | 0.0004 | -0.0000 | |||||
| FED HM LN PC POOL QH9775 FR 02/54 FIXED 5.5 / ABS-MBS (US3133CN2G68) | 0.17 | 0.00 | 0.0004 | 0.0000 | |||||
| FED HM LN PC POOL QH9775 FR 02/54 FIXED 5.5 / ABS-MBS (US3133CN2G68) | 0.17 | 0.00 | 0.0004 | 0.0000 | |||||
| US05951UAK79 / Banc of America Funding 2006 8T2 Trust | 0.17 | -0.57 | 0.0004 | 0.0000 | |||||
| US45660L4G12 / RESIDENTIAL ASSET SECURITIZATI RAST 2005 A15 5A1 | 0.17 | -8.90 | 0.0004 | -0.0000 | |||||
| US31396RKK22 / Freddie Mac REMICS | 0.17 | -4.95 | 0.0004 | -0.0000 | |||||
| US12668BDE02 / Alternative Loan Trust, Series 2005-76, Class 2A1 | 0.17 | -3.89 | 0.0004 | -0.0000 | |||||
| US31412PZC84 / FNMA 30YR 5.5% 06/01/2039#931439 | 0.17 | -0.57 | 0.0004 | 0.0000 | |||||
| RFR USD SOFR/3.77578 03/25/25-30Y* LCH / DIR (EZGJ99MVMFL2) | 0.17 | 592.00 | 0.0004 | 0.0003 | |||||
| RFR USD SOFR/3.77578 03/25/25-30Y* LCH / DIR (EZGJ99MVMFL2) | 0.17 | 592.00 | 0.0004 | 0.0003 | |||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | 0.17 | 0.0004 | 0.0004 | ||||||
| US3140FU2H03 / FNMA POOL BE8875 FN 03/47 FIXED 4 | 0.17 | 0.00 | 0.0004 | 0.0000 | |||||
| US3138YJR328 / Fannie Mae Pool | 0.17 | -1.15 | 0.0004 | 0.0000 | |||||
| US3138XJ4C89 / FNMA POOL AV7118 FN 03/29 FIXED 3.5 | 0.17 | -6.52 | 0.0004 | -0.0000 | |||||
| US3140Q9ZK26 / FNCI UMBS 3.0 CA2545 07-01-33 | 0.17 | -3.91 | 0.0004 | -0.0000 | |||||
| US3140K42X79 / FNMA POOL BO8889 FN 01/35 FIXED 3.5 | 0.17 | -6.52 | 0.0004 | -0.0000 | |||||
| US17307GRE07 / CITIGROUP MORTGAGE LOAN TRUST, INC. | 0.17 | -2.27 | 0.0004 | -0.0000 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.17 | 0.0004 | 0.0004 | ||||||
| US3132A9TC17 / FED HM LN PC POOL ZS8647 FR 02/32 FIXED 3.5 | 0.17 | -8.56 | 0.0004 | -0.0000 | |||||
| IRS AUD 4.75000 12/20/28-5Y LCH / DIR (EZCW9TP7R7M9) | 0.17 | 98.84 | 0.0004 | 0.0002 | |||||
| IRS AUD 4.75000 12/20/28-5Y LCH / DIR (EZCW9TP7R7M9) | 0.17 | 98.84 | 0.0004 | 0.0002 | |||||
| US3140J8U279 / FNMA POOL BM4200 FN 02/28 FIXED VAR | 0.17 | -35.47 | 0.0004 | -0.0002 | |||||
| US3133TKDP21 / Freddie Mac REMICS | 0.17 | -7.61 | 0.0004 | -0.0000 | |||||
| US3138WC2C62 / FANNIE MAE POOL UMBS P#AS3470 4.00000000 | 0.17 | -3.95 | 0.0004 | -0.0000 | |||||
| US31404RUM77 / FANNIE MAE 3.478% 03/01/2034 FNMA ARM | 0.17 | -10.99 | 0.0004 | -0.0000 | |||||
| US3140X6NQ07 / FNMA 15YR 3.5% 08/01/2030#FM3098 | 0.17 | -38.41 | 0.0004 | -0.0002 | |||||
| US3140E7G796 / FNMA POOL BA2921 FN 12/45 FIXED 4 | 0.17 | -3.43 | 0.0004 | -0.0000 | |||||
| US31418MMK52 / Fannie Mae Pool | 0.17 | -1.74 | 0.0004 | -0.0000 | |||||
| US41161PDW05 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 4 2A | 0.17 | -0.59 | 0.0004 | 0.0000 | |||||
| BOUGHT TRY SOLD USD 20250813 / DFE (000000000) | 0.17 | 0.0004 | 0.0004 | ||||||
| BOUGHT TRY SOLD USD 20250813 / DFE (000000000) | 0.17 | 0.0004 | 0.0004 | ||||||
| US3138XBQQ09 / FNMA POOL AV0462 FN 11/28 FIXED 3.5 | 0.17 | -8.20 | 0.0004 | -0.0000 | |||||
| US16678RCT23 / CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 1A A1 144A | 0.17 | -1.75 | 0.0004 | -0.0000 | |||||
| US3133BAB429 / FED HM LN PC POOL QE0959 FR 03/52 FIXED 3 | 0.17 | -0.59 | 0.0004 | 0.0000 | |||||
| US86358HRX97 / STRUCTURED ASSET MORTGAGE INVE SAMI 2003 AR1 A3 | 0.17 | -2.33 | 0.0004 | -0.0000 | |||||
| US456837AZ69 / ING Groep NV | 0.17 | 0.00 | 0.0004 | 0.0000 | |||||
| US3137AKPF26 / Federal Home Loan Mortgage Corporation | 0.17 | -1.18 | 0.0004 | 0.0000 | |||||
| US3138YJFW13 / FNMA POOL AY4680 FN 03/46 FIXED 4 | 0.17 | -1.18 | 0.0004 | 0.0000 | |||||
| BOUGHT TRY SOLD USD 20250721 / DFE (000000000) | 0.17 | 0.0004 | 0.0004 | ||||||
| BOUGHT TRY SOLD USD 20250721 / DFE (000000000) | 0.17 | 0.0004 | 0.0004 | ||||||
| US46629CAL19 / JP MORGAN MORTGAGE TRUST JPMMT 2006 A5 3A5 | 0.17 | -4.02 | 0.0004 | -0.0000 | |||||
| US3132QLC689 / FED HM LN PC POOL Q30092 FG 06/40 FIXED 4.5 | 0.17 | -0.60 | 0.0004 | 0.0000 | |||||
| US31392MU593 / FREDDIE MAC FHR 2463 ZB | 0.17 | -9.29 | 0.0004 | -0.0000 | |||||
| US12544XAX30 / COUNTRYWIDE HOME LOANS CWHL 2007 9 A13 | 0.17 | 0.00 | 0.0004 | 0.0000 | |||||
| US3140XDAM88 / FNMA POOL FM9011 FN 09/32 FIXED VAR | 0.17 | -15.31 | 0.0004 | -0.0001 | |||||
| US313920DM96 / FANNIE MAE FNR 2001 28 PZ | 0.17 | -12.17 | 0.0004 | -0.0000 | |||||
| US3138WVEW77 / FNMA POOL AT7348 FN 08/43 FIXED 3 | 0.17 | -0.60 | 0.0004 | 0.0000 | |||||
| US31396LBH24 / FANNIE MAE REMICS SER 2006-93_ CL FN V/R 2.10800000 | 0.16 | -2.38 | 0.0004 | -0.0000 | |||||
| US31386C3L47 / FNMA POOL 559803 FN 09/40 FLOATING VAR | 0.16 | -5.20 | 0.0004 | -0.0000 | |||||
| US3133KYRW11 / UMBS, 20 Year | 0.16 | -1.20 | 0.0004 | 0.0000 | |||||
| US3138X44Z09 / FANNIE MAE POOL UMBS P#AU5339 3.00000000 | 0.16 | -0.61 | 0.0004 | 0.0000 | |||||
| US3132M5M905 / FED HM LN PC POOL Q25184 FG 03/44 FIXED 4.5 | 0.16 | -0.61 | 0.0004 | 0.0000 | |||||
| US31396R6F98 / FREDDIE MAC FHR 3156 AZ | 0.16 | -3.55 | 0.0004 | -0.0000 | |||||
| US52521RAC51 / LEHMAN MORTGAGE TRUST LMT 2007 5 1A1 | 0.16 | -1.21 | 0.0004 | 0.0000 | |||||
| EZBXJKS0JJY3 / BRITISH TELECOMMUNICATIONS PL SNR SE ICE | 0.16 | 8.00 | 0.0004 | 0.0000 | |||||
| ZCS BRL 13.32 05/08/25-01/02/29 CME / DIR (EZYLW2ZWVNG8) | 0.16 | 0.0004 | 0.0004 | ||||||
| US59024FAD69 / Merrill Lynch Alternative Note Asset Trust Series 2007-A2 | 0.16 | -1.22 | 0.0004 | 0.0000 | |||||
| US45660LQJ16 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR11 A4 | 0.16 | -1.82 | 0.0004 | -0.0000 | |||||
| US31407UMR58 / Fannie Mae Pool | 0.16 | -2.99 | 0.0004 | -0.0000 | |||||
| US3132A82F58 / FED HM LN PC POOL ZS7974 FR 09/32 FIXED 3.5 | 0.16 | -10.00 | 0.0004 | -0.0000 | |||||
| EZRRBYCX3652 / BOEING CO/THE SNR S* ICE | 0.16 | 3.18 | 0.0004 | 0.0000 | |||||
| US22239EAG17 / CHL Mortgage Pass-Through Trust 2007-HYB1 | 0.16 | -3.01 | 0.0004 | -0.0000 | |||||
| US3140EY4Z12 / Fannie Mae Pool | 0.16 | -0.62 | 0.0004 | 0.0000 | |||||
| US759950DY16 / Renaissance Home Equity Loan Trust 2004-3 | 0.16 | -1.23 | 0.0004 | 0.0000 | |||||
| US86359BGG05 / Structured Adjustable Rate Mortgage Loan Trust, Series 2004-1, Class 4A2 | 0.16 | -4.73 | 0.0004 | -0.0000 | |||||
| US004421JJ37 / ACE Securities Corp. Home Equity Loan Trust, Series 2004-HE4, Class M2 | 0.16 | -0.62 | 0.0004 | 0.0000 | |||||
| US31418DEQ16 / Fannie Mae Pool | 0.16 | -1.23 | 0.0004 | 0.0000 | |||||
| US17309VAJ26 / CITIMORTGAGE ALTERNATIVE LOAN CMALT 2006 A4 1A9 | 0.16 | -1.84 | 0.0004 | 0.0000 | |||||
| US46630GAX34 / JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 6A1 | 0.16 | -1.23 | 0.0004 | 0.0000 | |||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.16 | 0.0004 | 0.0004 | ||||||
| ZCS BRL 13.3537 05/12/25-01/02/29 CME / DIR (EZSPJ72GL6V3) | 0.16 | 0.0004 | 0.0004 | ||||||
| ZCS BRL 13.3537 05/12/25-01/02/29 CME / DIR (EZSPJ72GL6V3) | 0.16 | 0.0004 | 0.0004 | ||||||
| US3140QNUC42 / Federal National Mortgage Association | 0.16 | -1.85 | 0.0004 | -0.0000 | |||||
| US12558MAN20 / CIT GROUP HOME EQUITY LOAN TRU CITHE 2002 1 MV1 | 0.16 | -13.11 | 0.0004 | -0.0000 | |||||
| US3138EQCP51 / FNMA 15YR 3.5% 07/01/2028#AL7277 | 0.16 | -27.06 | 0.0004 | -0.0001 | |||||
| US83609TAA51 / SOUND POINT CLO LTD SNDPT 2017 4A A1 144A | 0.16 | -32.91 | 0.0004 | -0.0002 | |||||
| US12669GFK22 / CHL Mortgage Pass-Through Trust 2004-J9 | 0.16 | 0.00 | 0.0004 | 0.0000 | |||||
| US3140FAUS91 / FNMA POOL BD3292 FN 09/46 FIXED 4 | 0.16 | -3.05 | 0.0004 | -0.0000 | |||||
| BOUGHT TRY SOLD USD 20250723 / DFE (000000000) | 0.16 | 0.0004 | 0.0004 | ||||||
| BOUGHT TRY SOLD USD 20250723 / DFE (000000000) | 0.16 | 0.0004 | 0.0004 | ||||||
| US762009BA52 / RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 S6 2A3 | 0.16 | -0.63 | 0.0004 | 0.0000 | |||||
| US16678RDT14 / CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 3A A1 144A | 0.16 | -2.47 | 0.0004 | -0.0000 | |||||
| US31392GNP62 / Fannie Mae REMICS | 0.16 | -4.24 | 0.0004 | -0.0000 | |||||
| US12669FFS74 / Reperforming Loan REMIC Trust 2003-R4 | 0.16 | -1.26 | 0.0004 | 0.0000 | |||||
| US31418DP637 / Fannie Mae Pool | 0.16 | -5.42 | 0.0004 | -0.0000 | |||||
| US31393UGU16 / FANNIE MAE FNR 2003 120 ZH | 0.16 | -2.50 | 0.0004 | -0.0000 | |||||
| US3140XCM546 / Fannie Mae Pool | 0.16 | -2.50 | 0.0004 | -0.0000 | |||||
| US31396PFQ90 / FANNIE MAE FNR 2006 124 FB | 0.16 | -1.89 | 0.0004 | -0.0000 | |||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.16 | 0.0004 | 0.0004 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.16 | 0.0004 | 0.0004 | ||||||
| US66987XCQ60 / NOVASTAR HOME EQUITY LOAN NHEL 2003 3 A1 | 0.16 | -6.06 | 0.0004 | -0.0000 | |||||
| US3133THS818 / FREDDIE MAC FHR 2118 PE | 0.16 | -11.43 | 0.0003 | -0.0000 | |||||
| US45660LYW35 / INDYMAC INDB MORTGAGE LOAN TRU INDB 2005 1 A1 | 0.16 | 0.00 | 0.0003 | 0.0000 | |||||
| US31418ENL01 / Fannie Mae Pool | 0.16 | -4.32 | 0.0003 | -0.0000 | |||||
| US38375BQS42 / GNMA, Series 2012-H08, Class FC | 0.16 | -9.36 | 0.0003 | -0.0000 | |||||
| US312931RU40 / FED HM LN PC POOL A84999 FG 03/39 FIXED 4.5 | 0.15 | -1.28 | 0.0003 | 0.0000 | |||||
| US3133THHD26 / Freddie Mac REMICS | 0.15 | -15.85 | 0.0003 | -0.0001 | |||||
| US3138E2J480 / FNMA 15YR 3.5% 12/01/2026#AJ9282 | 0.15 | -22.61 | 0.0003 | -0.0001 | |||||
| US3138EGCU64 / Fannie Mae Pool | 0.15 | -1.91 | 0.0003 | -0.0000 | |||||
| US36184B4Q70 / GNMA POOL AL5331 GN 02/45 FIXED 3.5 | 0.15 | -1.29 | 0.0003 | 0.0000 | |||||
| US12667GKC68 / ALTERNATIVE LOAN TRUST 2005-21CB SER 2005-21CB CL A3 REGD 5.25000000 | 0.15 | -3.77 | 0.0003 | -0.0000 | |||||
| US466247XK47 / JP Morgan Mortgage Trust 2005-ALT1 | 0.15 | -2.55 | 0.0003 | -0.0000 | |||||
| US31418ATQ12 / Fannie Mae Pool | 0.15 | -1.92 | 0.0003 | -0.0000 | |||||
| US3140XFDR96 / FNMA POOL FS0111 FN 02/30 FIXED VAR | 0.15 | -11.11 | 0.0003 | -0.0000 | |||||
| US31418DKL54 / Fannie Mae Pool | 0.15 | -3.80 | 0.0003 | -0.0000 | |||||
| US31412FPU11 / FNMA POOL 923935 FN 03/37 FIXED 6 | 0.15 | -0.65 | 0.0003 | 0.0000 | |||||
| US25160HAM79 / DEUTSCHE MORTGAGE AND ASSET RE DMARC 2014 RS1 4A1 144A | 0.15 | -40.62 | 0.0003 | -0.0002 | |||||
| US31409FT815 / FNMA POOL 870075 FN 08/36 FIXED 6 | 0.15 | -1.30 | 0.0003 | 0.0000 | |||||
| PERU LA SP BOA / DCR (EZW6GJQ9PZW2) | 0.15 | 5.59 | 0.0003 | 0.0000 | |||||
| PERU LA SP BOA / DCR (EZW6GJQ9PZW2) | 0.15 | 5.59 | 0.0003 | 0.0000 | |||||
| US31415PMA39 / FNMA POOL 985153 FN 09/38 FIXED 6 | 0.15 | 0.00 | 0.0003 | 0.0000 | |||||
| US3138YDJW07 / FNMA POOL AY0276 FN 04/45 FIXED 4 | 0.15 | 0.00 | 0.0003 | 0.0000 | |||||
| US3138WQQ964 / FNMA 30YR 3.0% 05/01/2043#AT3179 | 0.15 | -1.32 | 0.0003 | 0.0000 | |||||
| US31418CZ232 / FNMA POOL MA3460 FN 09/28 FIXED 3.5 | 0.15 | -11.76 | 0.0003 | -0.0000 | |||||
| BOUGHT TRY SOLD USD 20250714 / DFE (000000000) | 0.15 | 0.0003 | 0.0003 | ||||||
| US12669E4A13 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2003 J2 A1 | 0.15 | -11.31 | 0.0003 | -0.0000 | |||||
| US3137AXXG38 / SINGLE FAMILY ARM | 0.15 | -3.87 | 0.0003 | -0.0000 | |||||
| US31396WLX29 / Fannie Mae REMICS | 0.15 | -1.97 | 0.0003 | -0.0000 | |||||
| US12669GP219 / COUNTRYWIDE HOME LOANS CWHL 2005 R2 2A2 144A | 0.15 | -7.50 | 0.0003 | -0.0000 | |||||
| US3132A9TX53 / FED HM LN PC POOL ZS8666 FR 08/32 FIXED 3.5 | 0.15 | -6.33 | 0.0003 | -0.0000 | |||||
| US31410LMP49 / FEDERAL NATIONAL MORTGAGE ASSOCIATION | 0.15 | -1.34 | 0.0003 | 0.0000 | |||||
| US3138WZ3T71 / FNMA POOL AU0809 FN 09/43 FIXED 5 | 0.15 | -1.34 | 0.0003 | 0.0000 | |||||
| US46628YAC49 / JP MORGAN MORTGAGE TRUST JPMMT 2006 S2 1A3 | 0.15 | -3.29 | 0.0003 | -0.0000 | |||||
| US31410VR772 / FNMA POOL 898810 FN 11/36 FIXED 6 | 0.15 | -0.68 | 0.0003 | 0.0000 | |||||
| US36225CNP76 / Ginnie Mae II Pool | 0.15 | -4.58 | 0.0003 | -0.0000 | |||||
| US45254NKF32 / Impac CMB Trust, Series 2004-7, Class 1A1 | 0.15 | -8.18 | 0.0003 | -0.0000 | |||||
| US466286AV35 / J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A7 2A7 | 0.15 | -8.18 | 0.0003 | -0.0000 | |||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.15 | 0.0003 | 0.0003 | ||||||
| US3617AYAY80 / GNMA POOL BB7223 GN 08/47 FIXED 5 | 0.15 | -0.68 | 0.0003 | 0.0000 | |||||
| US3140E9HD15 / FNMA POOL BA4727 FN 12/45 FIXED 4 | 0.15 | -3.31 | 0.0003 | -0.0000 | |||||
| US863587AE14 / Structured Asset Investment Loan Trust | 0.15 | -14.71 | 0.0003 | -0.0000 | |||||
| US31394TUG83 / Freddie Mac REMICS | 0.15 | -3.97 | 0.0003 | -0.0000 | |||||
| US3133C4NQ32 / FHLG 30YR 6% 06/01/2053#QG3999 | 0.15 | -0.68 | 0.0003 | 0.0000 | |||||
| US31329Q2M21 / FHLG 20YR 3% 06/01/2039#ZA7080 | 0.15 | -0.68 | 0.0003 | 0.0000 | |||||
| US3138ELPB32 / FNMA POOL AL4017 FN 08/43 FIXED VAR | 0.15 | -0.68 | 0.0003 | 0.0000 | |||||
| US3140XFL251 / FNMA POOL FS0344 FN 12/51 FIXED VAR | 0.15 | -1.36 | 0.0003 | 0.0000 | |||||
| US3617YMM748 / GNMA POOL CM2182 GN 03/52 FIXED 4 | 0.14 | -1.37 | 0.0003 | 0.0000 | |||||
| BOUGHT TRY SOLD USD 20250711 / DFE (000000000) | 0.14 | 0.0003 | 0.0003 | ||||||
| BOUGHT TRY SOLD USD 20250711 / DFE (000000000) | 0.14 | 0.0003 | 0.0003 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.14 | 0.0003 | 0.0003 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.14 | 0.0003 | 0.0003 | ||||||
| US16163CAB81 / CHASE MORTGAGE FINANCE CORPORA CHASE 2006 A1 1A2 | 0.14 | -5.88 | 0.0003 | -0.0000 | |||||
| US31419BK200 / Fannie Mae Pool | 0.14 | -1.38 | 0.0003 | 0.0000 | |||||
| BOUGHT TRY SOLD USD 20250710 / DFE (000000000) | 0.14 | 0.0003 | 0.0003 | ||||||
| BOUGHT TRY SOLD USD 20250710 / DFE (000000000) | 0.14 | 0.0003 | 0.0003 | ||||||
| US92925CBA99 / WaMu Mortgage Pass-Through Certificates Series 2005-AR19 Trust | 0.14 | -4.67 | 0.0003 | -0.0000 | |||||
| US31416YNA28 / FNMA POOL AB3084 FN 06/31 FIXED 5 | 0.14 | -5.92 | 0.0003 | -0.0000 | |||||
| US3140FQEY95 / FNMA POOL BE4650 FN 03/47 FIXED 4 | 0.14 | -0.69 | 0.0003 | 0.0000 | |||||
| US05949AJ434 / BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 A 4A1 | 0.14 | -2.07 | 0.0003 | 0.0000 | |||||
| US86358EKV73 / Structured Asset Investment Loan Trust 2004-BNC1 | 0.14 | -3.40 | 0.0003 | -0.0000 | |||||
| US22541NAD12 / Home Equity Asset Trust | 0.14 | 0.00 | 0.0003 | 0.0000 | |||||
| US3132GL3E25 / FED HM LN PC POOL Q05597 FG 01/42 FIXED 4.5 | 0.14 | -0.70 | 0.0003 | 0.0000 | |||||
| US3140F2GL85 / FNMA POOL BC6502 FN 05/46 FIXED 4 | 0.14 | -1.40 | 0.0003 | 0.0000 | |||||
| US3138XZAG68 / FNMA POOL AW9006 FN 08/29 FIXED 3.5 | 0.14 | -10.19 | 0.0003 | -0.0000 | |||||
| BOUGHT KRW SOLD USD 20250708 / DFE (000000000) | 0.14 | 0.0003 | 0.0003 | ||||||
| BOUGHT KRW SOLD USD 20250708 / DFE (000000000) | 0.14 | 0.0003 | 0.0003 | ||||||
| US31407WV349 / FNMA POOL 843134 FN 11/35 FIXED 6 | 0.14 | -1.40 | 0.0003 | 0.0000 | |||||
| US3133TPJU49 / FREDDIE MAC FHR 2243 Z | 0.14 | -5.37 | 0.0003 | -0.0000 | |||||
| US3138ELUE16 / Fannie Mae Pool | 0.14 | -29.85 | 0.0003 | -0.0001 | |||||
| US3140EWCG84 / FNMA POOL BC1870 FN 05/46 FIXED 4 | 0.14 | -0.71 | 0.0003 | 0.0000 | |||||
| US31393G5Y62 / Freddie Mac REMICS | 0.14 | -5.41 | 0.0003 | -0.0000 | |||||
| US126694FD53 / COUNTRYWIDE HOME LOANS CWHL 2005 20 A6 | 0.14 | -0.71 | 0.0003 | 0.0000 | |||||
| US3138XMJS03 / FNMA POOL AV9272 FN 02/29 FIXED 3.5 | 0.14 | -8.55 | 0.0003 | -0.0000 | |||||
| US02149JAR77 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 45T1 2A2 | 0.14 | -0.71 | 0.0003 | 0.0000 | |||||
| US3617J6D505 / GNMA POOL BK5524 GN 05/49 FIXED 4 | 0.14 | -1.42 | 0.0003 | 0.0000 | |||||
| US36183REK59 / Ginnie Mae I Pool | 0.14 | -1.42 | 0.0003 | -0.0000 | |||||
| US31395DWS43 / FANNIE MAE REMICS SER 2006-49 CL PF V/R 1.95800000 | 0.14 | -11.54 | 0.0003 | -0.0000 | |||||
| US126659AA96 / CVS Pass-Through Trust, Series 2009 | 0.14 | -3.50 | 0.0003 | -0.0000 | |||||
| US3132XYUX37 / Freddie Mac Gold Pool | 0.14 | -2.13 | 0.0003 | -0.0000 | |||||
| US07384MB681 / Bear Stearns ARM Trust 2004-1 | 0.14 | -0.72 | 0.0003 | 0.0000 | |||||
| US45660LQL61 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR11 A6 | 0.14 | -1.43 | 0.0003 | -0.0000 | |||||
| US3128C6QB83 / Freddie Mac Gold Pool | 0.14 | -2.84 | 0.0003 | -0.0000 | |||||
| US3138ETN518 / FNMA POOL AL8511 FN 05/31 FIXED VAR | 0.14 | -8.05 | 0.0003 | -0.0000 | |||||
| US12669G5S66 / CHL Mortgage Pass-Through Trust 2005-17 | 0.14 | 0.00 | 0.0003 | 0.0000 | |||||
| US3128NCMJ05 / FED HM LN PC POOL 1G0361 FH 10/35 FLOATING VAR | 0.14 | -2.14 | 0.0003 | 0.0000 | |||||
| US007036TH94 / Adjustable Rate Mortgage Trust 2005-10 | 0.14 | 0.00 | 0.0003 | 0.0000 | |||||
| US31410LGC00 / FNMA 15YR 3.5% 02/01/2026#890395 | 0.14 | -47.31 | 0.0003 | -0.0003 | |||||
| US57643LNX00 / Mastr Asset Backed Securities Trust 2006-AB1 | 0.14 | -4.20 | 0.0003 | -0.0000 | |||||
| US173145AA17 / Citigroup Mortgage Loan Trust 2008-RR1 | 0.14 | -4.23 | 0.0003 | -0.0000 | |||||
| US31419AMS32 / FNMA POOL AE0368 FN 12/25 FIXED VAR | 0.14 | -51.94 | 0.0003 | -0.0003 | |||||
| US31418DLQ33 / Fannie Mae Pool | 0.14 | -2.17 | 0.0003 | -0.0000 | |||||
| US3138X1X274 / FNMA POOL AU2496 FN 07/43 FIXED 3 | 0.14 | -14.01 | 0.0003 | -0.0000 | |||||
| US36179UUM25 / Ginnie Mae II Pool | 0.14 | -2.17 | 0.0003 | -0.0000 | |||||
| XS1713075973 / BLACK DIAMOND CLO BLACK 2017 2A A1 144A | 0.14 | -38.91 | 0.0003 | -0.0002 | |||||
| US3132CWA870 / UMBS, 15 Year | 0.14 | -45.78 | 0.0003 | -0.0002 | |||||
| FNMA POOL DA3518 FN 10/53 FIXED 5.5 / ABS-MBS (US3140A34C43) | 0.14 | -29.32 | 0.0003 | -0.0001 | |||||
| FNMA POOL DA3518 FN 10/53 FIXED 5.5 / ABS-MBS (US3140A34C43) | 0.14 | -29.32 | 0.0003 | -0.0001 | |||||
| US3622EBAA68 / GSAA Home Equity Trust 2007-4 | 0.13 | -2.90 | 0.0003 | -0.0000 | |||||
| US896006AA11 / TRIAXX PRIME CDO TRIAX 2007 1A A1T 144A | 0.13 | 12.61 | 0.0003 | 0.0000 | |||||
| US3138WBQF52 / FNMA 30YR 4% 04/01/2044#AS2253 | 0.13 | -0.74 | 0.0003 | 0.0000 | |||||
| US32052WAH25 / First Horizon Alternative Mortgage Securities Trust 2007-FA4 | 0.13 | -9.46 | 0.0003 | -0.0000 | |||||
| US31400L4B71 / FNMA POOL 691218 FN 02/37 FIXED 6 | 0.13 | -0.74 | 0.0003 | 0.0000 | |||||
| US31406KBE91 / Fannie Mae Pool | 0.13 | -0.74 | 0.0003 | 0.0000 | |||||
| US31418CVE10 / Fannie Mae Pool | 0.13 | -4.29 | 0.0003 | -0.0000 | |||||
| US1248RHAA57 / Credit-Based Asset Servicing and Securitization LL | 0.13 | -1.47 | 0.0003 | -0.0000 | |||||
| US31418CAY03 / Fannie Mae Pool | 0.13 | -1.48 | 0.0003 | 0.0000 | |||||
| US3131XX2D29 / FHLG 30YR 3.5% 10/01/2047#ZM4372 | 0.13 | -7.64 | 0.0003 | -0.0000 | |||||
| US46629CAK36 / JP MORGAN MORTGAGE TRUST | 0.13 | -4.32 | 0.0003 | -0.0000 | |||||
| US3138NYVN26 / FNMA POOL AR2420 FN 01/43 FIXED 4 | 0.13 | -0.75 | 0.0003 | 0.0000 | |||||
| US05948XTG69 / BOAMS 2003-H 2A1 | 0.13 | -2.21 | 0.0003 | -0.0000 | |||||
| US05952FAE34 / BANC OF AMERICA MORTGAGE SECUR BOAMS 2007 2 A5 | 0.13 | -1.48 | 0.0003 | -0.0000 | |||||
| US92922FW536 / WaMu Mortgage Pass-Through Certificates Series 2005-AR10 Trust | 0.13 | -0.75 | 0.0003 | 0.0000 | |||||
| US31396LC990 / Fannie Mae REMICS | 0.13 | -1.48 | 0.0003 | 0.0000 | |||||
| US31416XLK45 / FNMA 15YR 3.5% 01/01/2026#AB2129 | 0.13 | -40.09 | 0.0003 | -0.0002 | |||||
| US31410LW732 / Fannie Mae Pool | 0.13 | -6.34 | 0.0003 | -0.0000 | |||||
| AES CORPORATION SNR S* ICE / DCR (000000000) | 0.13 | 0.0003 | 0.0003 | ||||||
| US31396NCK00 / FHLMC, REMIC, Series 3145, Class AJ | 0.13 | -2.94 | 0.0003 | -0.0000 | |||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.13 | 0.0003 | 0.0003 | ||||||
| US3140E4DC80 / Federal National Mortgage Association, Inc. | 0.13 | -0.75 | 0.0003 | 0.0000 | |||||
| 952NPG907 / CREDIT SUISSE GROUP AG JR SUB REGS | 0.13 | 0.00 | 0.0003 | 0.0000 | |||||
| US31406AV669 / FNMA POOL 804437 FN 12/34 FLOATING VAR | 0.13 | -2.24 | 0.0003 | -0.0000 | |||||
| US3133TVUQ75 / FREDDIE MAC FHR 2434 ZN | 0.13 | -3.68 | 0.0003 | -0.0000 | |||||
| US126694JR04 / CHL Mortgage Pass-Through Trust, Series 2005-24, Class A1 | 0.13 | -0.76 | 0.0003 | 0.0000 | |||||
| US31394CF989 / Fannie Mae REMICS | 0.13 | -7.09 | 0.0003 | -0.0000 | |||||
| US05949AH941 / Banc of America Mortgage 2005-A Trust | 0.13 | -1.50 | 0.0003 | 0.0000 | |||||
| LEGACY MORTGAGE ASSET TRUST LMAT 2024 INV1 SA 144A / ABS-MBS (US52475VAT52) | 0.13 | -10.88 | 0.0003 | -0.0000 | |||||
| LEGACY MORTGAGE ASSET TRUST LMAT 2024 INV1 SA 144A / ABS-MBS (US52475VAT52) | 0.13 | -10.88 | 0.0003 | -0.0000 | |||||
| US86358EAN67 / STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC2 M1 | 0.13 | 0.77 | 0.0003 | 0.0000 | |||||
| US31410PXS72 / FNMA POOL 893589 FN 09/36 FIXED 6 | 0.13 | -2.96 | 0.0003 | -0.0000 | |||||
| US31418CS542 / FANNIE MAE 4.00% 01/01/2048 FNL FNCL | 0.13 | -1.52 | 0.0003 | 0.0000 | |||||
| CDX ITRAXX EXJP IG43 5Y ICE / DCR (000000000) | 0.13 | 0.0003 | 0.0003 | ||||||
| CDX ITRAXX EXJP IG43 5Y ICE / DCR (000000000) | 0.13 | 0.0003 | 0.0003 | ||||||
| US07384MUR14 / BEAR STEARNS ARM TRUST 2003-3 SER 2003-3 CL 3A2 V/R REGD 4.99636100 | 0.13 | -0.76 | 0.0003 | 0.0000 | |||||
| US3140X6XD83 / Fannie Mae Pool | 0.13 | -4.41 | 0.0003 | -0.0000 | |||||
| US12669GNL13 / CHL Mortgage Pass-Through Trust 2005-7 | 0.13 | -2.27 | 0.0003 | -0.0000 | |||||
| US86360KAA60 / Structured Asset Mortgage Investments II Trust 2006-AR3 | 0.13 | -3.01 | 0.0003 | -0.0000 | |||||
| OIS MXN TIIE1/7.75000 04/07/25-5Y* CME / DIR (EZYVT7M6F4C6) | 0.13 | 0.0003 | 0.0003 | ||||||
| OIS MXN TIIE1/7.75000 04/07/25-5Y* CME / DIR (EZYVT7M6F4C6) | 0.13 | 0.0003 | 0.0003 | ||||||
| US872224AG53 / TBW Mortgage-Backed Trust Series 2006-4 | 0.13 | -1.53 | 0.0003 | 0.0000 | |||||
| US31419BMA07 / FNMA POOL AE1252 FN 07/41 FIXED 4 | 0.13 | -1.54 | 0.0003 | 0.0000 | |||||
| US3132WFWU99 / FED HM LN PC POOL Q42458 FG 06/46 FIXED 3.5 | 0.13 | -0.78 | 0.0003 | 0.0000 | |||||
| US3132A9VH75 / FNCI UMBS 3.5 ZS8716 09-01-33 | 0.13 | -5.19 | 0.0003 | -0.0000 | |||||
| US22944JDG31 / Credit Suisse Commerical Mortgage Trust | 0.13 | -0.78 | 0.0003 | 0.0000 | |||||
| US3128HVRY71 / FREDDIEMAC STRIP FHS 240 F22 | 0.13 | -3.76 | 0.0003 | -0.0000 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.13 | 0.0003 | 0.0003 | ||||||
| US31405YX220 / FANNIE MAE 3.547% 10/01/2034 FNMA ARM | 0.13 | -2.31 | 0.0003 | -0.0000 | |||||
| US3140FLBU14 / FNMA POOL BE0950 FN 11/46 FIXED 3 | 0.13 | -5.93 | 0.0003 | -0.0000 | |||||
| US31393BKJ34 / FANNIE MAE FNR 2003 32 BZ | 0.13 | -3.82 | 0.0003 | -0.0000 | |||||
| US3138WVPH81 / FANNIE MAE POOL UMBS P#AT7623 3.00000000 | 0.13 | -3.82 | 0.0003 | -0.0000 | |||||
| US313920VW76 / FANNIE MAE FNR 2001 43 PZ | 0.13 | -3.08 | 0.0003 | -0.0000 | |||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP4 SA 144A / ABS-MBS (US17332EAS19) | 0.13 | -40.00 | 0.0003 | -0.0002 | |||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP4 SA 144A / ABS-MBS (US17332EAS19) | 0.13 | -40.00 | 0.0003 | -0.0002 | |||||
| US31414TWB33 / FNMA POOL 975942 FN 11/38 FIXED 6 | 0.13 | -0.79 | 0.0003 | 0.0000 | |||||
| US3132DWJS35 / Freddie Mac Pool | 0.13 | -3.85 | 0.0003 | -0.0000 | |||||
| US12544DAH26 / COUNTRYWIDE HOME LOANS CWHL 2007 14 A8 | 0.13 | -2.34 | 0.0003 | -0.0000 | |||||
| US3140FPDG16 / FNMA POOL BE3702 FN 06/47 FIXED 4 | 0.12 | -2.36 | 0.0003 | -0.0000 | |||||
| US25151YAJ82 / DEUTSCHE ALT A SECURITIES INC DBALT 2007 1 2A1 | 0.12 | -61.49 | 0.0003 | -0.0004 | |||||
| US31406L3D85 / FNMA POOL 813596 FN 11/35 FLOATING VAR | 0.12 | -1.59 | 0.0003 | -0.0000 | |||||
| US3138EQZ542 / Fannie Mae Pool | 0.12 | -8.89 | 0.0003 | -0.0000 | |||||
| US3140F4VU75 / FNMA POOL BC8726 FN 06/46 FIXED 4 | 0.12 | -1.60 | 0.0003 | 0.0000 | |||||
| US36291US631 / GNMA POOL 638741 GN 04/37 FIXED 6 | 0.12 | -3.15 | 0.0003 | -0.0000 | |||||
| US31418BLH77 / Fannie Mae Pool | 0.12 | -3.15 | 0.0003 | -0.0000 | |||||
| US3128NCDS05 / FED HM LN PC POOL 1G0113 FH 03/35 FLOATING VAR | 0.12 | -1.60 | 0.0003 | 0.0000 | |||||
| US3140EAKU66 / FNMA POOL BA5706 FN 01/46 FIXED 4 | 0.12 | -5.38 | 0.0003 | -0.0000 | |||||
| US761118EN47 / RALI Series 2005-QO1 Trust | 0.12 | -5.43 | 0.0003 | -0.0000 | |||||
| US31418CWZ30 / Fannie Mae Pool | 0.12 | -6.87 | 0.0003 | -0.0000 | |||||
| US59020ULQ66 / Merrill Lynch Mortgage Investors Trust Series MLMI 2004-A4 | 0.12 | -15.86 | 0.0003 | -0.0000 | |||||
| 31750R5N3 PIMCO FXVAN PUT EUR USD 1.11000000 / DFE (EZ7LNGTTZ444) | 0.12 | 0.0003 | 0.0003 | ||||||
| 31750R5N3 PIMCO FXVAN PUT EUR USD 1.11000000 / DFE (EZ7LNGTTZ444) | 0.12 | 0.0003 | 0.0003 | ||||||
| US3133KR3G79 / Freddie Mac Pool | 0.12 | -3.17 | 0.0003 | -0.0000 | |||||
| US31403BM267 / FNMA POOL 743877 FN 11/33 FIXED 6 | 0.12 | -2.40 | 0.0003 | -0.0000 | |||||
| US3138ERJC58 / Fannie Mae Pool | 0.12 | -9.63 | 0.0003 | -0.0000 | |||||
| PEMEX LCDS SP DUB / DCR (000000000) | 0.12 | 0.0003 | 0.0003 | ||||||
| US3140J9GM71 / Fannie Mae Pool | 0.12 | -1.61 | 0.0003 | -0.0000 | |||||
| US04542BBL53 / ABFC Trust, Series 2002-OPT1, Class M1 | 0.12 | -8.27 | 0.0003 | -0.0000 | |||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.12 | 0.0003 | 0.0003 | ||||||
| US31397GT919 / FREDDIE MAC FHR 3305 FJ | 0.12 | -2.42 | 0.0003 | -0.0000 | |||||
| US3138YHUV09 / Fannie Mae Pool | 0.12 | -0.82 | 0.0003 | 0.0000 | |||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.12 | 0.0003 | 0.0003 | ||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.12 | 0.0003 | 0.0003 | ||||||
| US3138WWZ443 / FNMA POOL AT8862 FN 06/43 FIXED 3 | 0.12 | -5.47 | 0.0003 | -0.0000 | |||||
| US38376REZ55 / Government National Mortgage Association | 0.12 | -10.37 | 0.0003 | -0.0000 | |||||
| US38375BAM46 / GNMA, Series 2010-H02, Class FA | 0.12 | -15.38 | 0.0003 | -0.0000 | |||||
| US3140EBHZ73 / FNMA POOL BA6547 FN 11/45 FIXED 4 | 0.12 | 0.00 | 0.0003 | 0.0000 | |||||
| XS2433823270 / RIPON MORTGAGES PLC RIPON 1RA Y 144A | 0.12 | 8.11 | 0.0003 | 0.0000 | |||||
| US36242DKL63 / GSAMP TRUST GSAMP 2004 WF M2 | 0.12 | -1.64 | 0.0003 | -0.0000 | |||||
| US31397HDF29 / Freddie Mac REMICS | 0.12 | -4.00 | 0.0003 | -0.0000 | |||||
| US007036KD71 / ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 4 3A1 | 0.12 | -1.64 | 0.0003 | -0.0000 | |||||
| US3132A7TS03 / FED HM LN PC POOL ZS6861 FR 01/29 FIXED 3.5 | 0.12 | -11.76 | 0.0003 | -0.0000 | |||||
| US93364FAL58 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY7 4A1 | 0.12 | -1.64 | 0.0003 | 0.0000 | |||||
| US3138ERVN75 / Fannie Mae 3.50 10/01/2025 | 0.12 | -67.75 | 0.0003 | -0.0005 | |||||
| US590219AD36 / MLCC MORTGAGE INVESTORS INC MLCC 2006 2 1A | 0.12 | -0.83 | 0.0003 | 0.0000 | |||||
| US3140E12T95 / 30 YR SINGLE FAMILY MBS | 0.12 | -0.83 | 0.0003 | 0.0000 | |||||
| US3133BKT669 / FHLG 30YR 4% 09/01/2052#QE9573 | 0.12 | -0.83 | 0.0003 | 0.0000 | |||||
| US31407JDM18 / FNMA POOL 831808 FN 09/36 FIXED 6 | 0.12 | -8.53 | 0.0003 | -0.0000 | |||||
| US3140XA4T69 / FNMA POOL FM7133 FN 09/35 FIXED VAR | 0.12 | -13.24 | 0.0003 | -0.0000 | |||||
| US31418DFM92 / Fannie Mae Pool | 0.12 | -1.67 | 0.0003 | 0.0000 | |||||
| US3138EJRV22 / FNMA POOL AL2299 FN 04/27 FIXED VAR | 0.12 | -34.08 | 0.0003 | -0.0001 | |||||
| US12669F7L14 / Reperforming Loan REMIC Trust 2004-R1 | 0.12 | -7.09 | 0.0003 | -0.0000 | |||||
| US31371PCJ75 / Fannie Mae Pool | 0.12 | -4.07 | 0.0003 | -0.0000 | |||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.12 | 0.0003 | 0.0003 | ||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.12 | 0.0003 | 0.0003 | ||||||
| US12668AHF57 / Alternative Loan Trust 2005-56 | 0.12 | 0.85 | 0.0003 | 0.0000 | |||||
| US44328BAD01 / HSI ASSET SECURITIZATION CORPO HASC 2006 HE2 2A2 | 0.12 | -1.68 | 0.0003 | -0.0000 | |||||
| US3138XCA446 / Fannie Mae Pool | 0.12 | -8.59 | 0.0003 | -0.0000 | |||||
| US3138A2A822 / FNMA POOL AH0930 FN 12/40 FIXED 4 | 0.12 | -1.68 | 0.0003 | 0.0000 | |||||
| US3138X0BM96 / FNMA POOL AU0943 FN 06/43 FIXED 3 | 0.12 | -0.85 | 0.0003 | 0.0000 | |||||
| FNMA POOL CB6821 FN 08/53 FIXED 5.5 / ABS-MBS (US3140QSSK82) | 0.12 | -2.50 | 0.0003 | -0.0000 | |||||
| FNMA POOL CB6821 FN 08/53 FIXED 5.5 / ABS-MBS (US3140QSSK82) | 0.12 | -2.50 | 0.0003 | -0.0000 | |||||
| US86800RAC51 / SUNTRUST ALTERNATIVE LOAN TRUS STALT 2006 1F 1A3 | 0.12 | -4.10 | 0.0003 | -0.0000 | |||||
| US31409HAJ32 / Fannie Mae Pool | 0.12 | -1.69 | 0.0003 | 0.0000 | |||||
| US05949CCA27 / BANC OF AMERICA MORTGAGE 2005-F TRUST BOAMS 2005-F 2A2 | 0.12 | -1.69 | 0.0003 | -0.0000 | |||||
| US31418D6D92 / Fannie Mae Pool | 0.12 | -1.69 | 0.0003 | -0.0000 | |||||
| US3132A5JQ90 / Freddie Mac Pool | 0.12 | -2.54 | 0.0003 | -0.0000 | |||||
| US31407Q4J28 / FNMA POOL 837925 FN 08/35 FLOATING VAR | 0.12 | -2.54 | 0.0003 | -0.0000 | |||||
| US885220EB50 / THORNBURG MORTGAGE SECURITIES TMST 2003 5 1A | 0.12 | -2.54 | 0.0003 | -0.0000 | |||||
| US576433XW19 / MASTR ADJUSTABLE RATE MORTGAGE MARM 2005 2 3A1 | 0.12 | -6.50 | 0.0003 | -0.0000 | |||||
| US3617LTRQ69 / GNMA POOL BQ8595 GN 12/49 FIXED 3 | 0.12 | -0.86 | 0.0003 | 0.0000 | |||||
| US46629AAK79 / JP MORGAN MORTGAGE TRUST JPMMT 2006 S3 1A10 | 0.12 | -1.71 | 0.0003 | -0.0000 | |||||
| US3133TU4W57 / FREDDIE MAC FHR 2325 ZG | 0.12 | -8.00 | 0.0003 | -0.0000 | |||||
| US3622A2EV00 / Ginnie Mae I Pool | 0.12 | -1.71 | 0.0003 | -0.0000 | |||||
| US3131X7DH81 / FHLG 15YR 3% 11/01/2026#ZK3704 | 0.11 | -20.28 | 0.0003 | -0.0001 | |||||
| US31410QCP46 / Fannie Mae Pool | 0.11 | -1.72 | 0.0003 | 0.0000 | |||||
| US07386HSZ54 / BEAR STEARNS ALT-A TRUST 2005-4 SER 2005-4 CL 23A2 V/R REGD 4.43001800 | 0.11 | -2.56 | 0.0003 | -0.0000 | |||||
| US3138ETDC78 / FNMA POOL AL8198 FN 02/46 FIXED VAR | 0.11 | -3.39 | 0.0003 | -0.0000 | |||||
| US31418BVH67 / Fannie Mae Pool | 0.11 | -0.87 | 0.0003 | 0.0000 | |||||
| US31394CB350 / FANNIE MAE REMIC TRUST 2005-W1 SER 2005-W1 CL 1A1 6.00000000 | 0.11 | -2.56 | 0.0003 | -0.0000 | |||||
| FNMA POOL DA4221 FN 11/53 FIXED 5.5 / ABS-MBS (US3140A4VP32) | 0.11 | 0.00 | 0.0003 | 0.0000 | |||||
| FNMA POOL DA4221 FN 11/53 FIXED 5.5 / ABS-MBS (US3140A4VP32) | 0.11 | 0.00 | 0.0003 | 0.0000 | |||||
| US61745M4P58 / Morgan Stanley Mortgage Loan Trust 2005-3AR | 0.11 | -0.88 | 0.0003 | 0.0000 | |||||
| US3138WXL474 / FNMA POOL AT9346 FN 08/43 FIXED 3 | 0.11 | -0.88 | 0.0003 | 0.0000 | |||||
| US3140F3XV57 / FNMA POOL BC7891 FN 03/46 FIXED 4 | 0.11 | -0.88 | 0.0003 | 0.0000 | |||||
| US3133TEPM02 / FREDDIE MAC FHR 2077 Z | 0.11 | -10.32 | 0.0003 | -0.0000 | |||||
| US39538WEA27 / GreenPoint Mortgage Funding Trust 2005-AR5 | 0.11 | 0.00 | 0.0003 | 0.0000 | |||||
| US92922FB647 / WaMu Mortgage Pass-Through Certificates Series 2004-AR13 Trust | 0.11 | -5.04 | 0.0003 | -0.0000 | |||||
| US31407PD960 / FNMA POOL 836328 FN 09/35 FLOATING VAR | 0.11 | -1.74 | 0.0003 | -0.0000 | |||||
| US3131X9VR28 / FHLMC UMBS, 15 Year | 0.11 | -9.60 | 0.0003 | -0.0000 | |||||
| US76111XRB19 / RFMSI Series 2004-S9 Trust | 0.11 | -5.04 | 0.0003 | -0.0000 | |||||
| US39538RAB50 / GreenPoint MTA Trust 2005-AR1 | 0.11 | -4.24 | 0.0003 | -0.0000 | |||||
| US3138WDE729 / FNMA POOL AS3757 FN 11/29 FIXED 3.5 | 0.11 | -5.88 | 0.0003 | -0.0000 | |||||
| US31416XQE30 / FNMA POOL AB2252 FN 02/26 FIXED 3.5 | 0.11 | -40.11 | 0.0003 | -0.0002 | |||||
| US12668AJL08 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J11 1A12 | 0.11 | -0.88 | 0.0003 | 0.0000 | |||||
| US12668ATT24 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 62 2A1 | 0.11 | 0.00 | 0.0003 | 0.0000 | |||||
| US92922F5W43 / WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR15 A1B2 | 0.11 | -2.63 | 0.0003 | -0.0000 | |||||
| US31406DBJ46 / FNMA POOL 806541 FN 01/35 FLOATING VAR | 0.11 | -2.63 | 0.0003 | -0.0000 | |||||
| US3617AEZL31 / GNMA POOL BA2547 GN 05/47 FIXED 5 | 0.11 | -0.89 | 0.0003 | 0.0000 | |||||
| US3138WQSM54 / Fannie Mae Pool | 0.11 | -41.27 | 0.0003 | -0.0002 | |||||
| US3138WGMW19 / FNMA POOL AS6672 FN 02/46 FIXED 4 | 0.11 | 0.00 | 0.0002 | 0.0000 | |||||
| US78473NAC74 / SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 1 2A1 | 0.11 | -3.48 | 0.0002 | -0.0000 | |||||
| US3140H7SM08 / FNCI UMBS 3.0 BJ5923 04-01-33 | 0.11 | -22.54 | 0.0002 | -0.0001 | |||||
| US38375BU263 / Government National Mortgage Association | 0.11 | -7.56 | 0.0002 | -0.0000 | |||||
| US22540VK434 / Credit Suisse First Boston Mortgage Securities Corp | 0.11 | -3.51 | 0.0002 | -0.0000 | |||||
| US38374BRG04 / GOVERNMENT NATIONAL MORTGAGE A GNR 2003 65 ZA | 0.11 | -5.98 | 0.0002 | -0.0000 | |||||
| US073875AN69 / BEAR STEARNS ALT A TRUST BALTA 2006 7 23A1 | 0.11 | -0.90 | 0.0002 | 0.0000 | |||||
| US02150JAF93 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 9T1 1A6 | 0.11 | -5.17 | 0.0002 | -0.0000 | |||||
| US31403NVY02 / FNMA POOL 754031 FN 12/33 FLOATING VAR | 0.11 | -2.68 | 0.0002 | -0.0000 | |||||
| US31410XTH97 / FNMA POOL 900652 FN 09/36 FIXED 6 | 0.11 | -0.91 | 0.0002 | 0.0000 | |||||
| US31395DVC00 / FANNIE MAE FNR 2006 42 LF | 0.11 | -5.22 | 0.0002 | -0.0000 | |||||
| US46630PAZ80 / JP MORGAN MORTGAGE TRUST JPMMT 2007 A2 4A1M | 0.11 | -2.68 | 0.0002 | -0.0000 | |||||
| US761118HU52 / RALI SERIES 2005-QO2 TRUST RALI 2005-QO2 A1 | 0.11 | -0.91 | 0.0002 | 0.0000 | |||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.11 | 0.0002 | 0.0002 | ||||||
| US3617M4XM27 / Ginnie Mae I Pool | 0.11 | -1.82 | 0.0002 | 0.0000 | |||||
| US05949CED48 / BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 G 2A1 | 0.11 | -1.82 | 0.0002 | 0.0000 | |||||
| US3140GVMS12 / Fannie Mae Pool | 0.11 | -5.26 | 0.0002 | -0.0000 | |||||
| US31397PHA12 / Freddie Mac REMICS | 0.11 | -1.82 | 0.0002 | -0.0000 | |||||
| US3138WGY241 / FEDERAL NATIONAL MORTGAGE ASSOCIATION | 0.11 | -0.92 | 0.0002 | 0.0000 | |||||
| US31418DCU46 / UMBS, 15 Year | 0.11 | -3.57 | 0.0002 | -0.0000 | |||||
| US3140MGE984 / Fannie Mae Pool | 0.11 | -2.73 | 0.0002 | -0.0000 | |||||
| US12669G5M96 / COUNTRYWIDE HOME LOANS CWHL 2005 17 1A1 | 0.11 | 0.94 | 0.0002 | 0.0000 | |||||
| US3131X6DM93 / FED HM LN PC POOL ZK2808 FR 12/25 FIXED 3.5 | 0.11 | -40.88 | 0.0002 | -0.0002 | |||||
| US12653HAJ68 / CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL1 SA 144A | 0.11 | -0.93 | 0.0002 | 0.0000 | |||||
| US3140NE7E90 / FNMA POOL BX9892 FN 04/53 FIXED 5 | 0.11 | 0.00 | 0.0002 | 0.0000 | |||||
| US41161PMX86 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 4 3A1 | 0.11 | -2.73 | 0.0002 | -0.0000 | |||||
| FED HM LN PC POOL QG5830 FR 07/53 FIXED 6 / ABS-MBS (US3133C6PP88) | 0.11 | 0.00 | 0.0002 | 0.0000 | |||||
| FED HM LN PC POOL QG5830 FR 07/53 FIXED 6 / ABS-MBS (US3133C6PP88) | 0.11 | 0.00 | 0.0002 | 0.0000 | |||||
| US31412LRB89 / FNMA 6.00% 7/37 #928482 | 0.11 | -1.85 | 0.0002 | 0.0000 | |||||
| US52522DAM39 / Lehman XS Trust Series 2006-16N | 0.11 | -3.64 | 0.0002 | -0.0000 | |||||
| US3138WV5D92 / FNMA POOL AT8043 FN 07/43 FIXED 3 | 0.11 | -0.93 | 0.0002 | 0.0000 | |||||
| US3132GRP960 / FED HM LN PC POOL Q06448 FG 02/42 FIXED 4 | 0.11 | -0.93 | 0.0002 | 0.0000 | |||||
| US3132A7ZV67 / FED HM LN PC POOL ZS7056 FR 12/29 FIXED 3.5 | 0.11 | -10.17 | 0.0002 | -0.0000 | |||||
| US38376RZX78 / Government National Mortgage Association | 0.11 | -16.54 | 0.0002 | -0.0000 | |||||
| US3132DWJ465 / FHLG 30YR 5.5% 12/01/2053#SD8383 | 0.11 | -1.85 | 0.0002 | -0.0000 | |||||
| US35729QAC24 / Fremont Home Loan Trust 2006-B | 0.10 | -1.89 | 0.0002 | 0.0000 | |||||
| US31414CZB70 / FNMA POOL 962538 FN 04/38 FIXED 5.5 | 0.10 | -0.95 | 0.0002 | 0.0000 | |||||
| US07384M4J85 / Bear Stearns ARM Trust 2004-10 | 0.10 | 1.96 | 0.0002 | 0.0000 | |||||
| US3138E5U225 / Federal National Mortgage Association | 0.10 | -17.46 | 0.0002 | -0.0000 | |||||
| US31410YYR97 / FNMA POOL 901720 FN 10/36 FIXED 6 | 0.10 | -0.95 | 0.0002 | 0.0000 | |||||
| BOUGHT PEN SOLD USD 20250714 / DFE (000000000) | 0.10 | 0.0002 | 0.0002 | ||||||
| BOUGHT PEN SOLD USD 20250714 / DFE (000000000) | 0.10 | 0.0002 | 0.0002 | ||||||
| US92922FR759 / WaMu Mortgage Pass-Through Certificates Series 2005-AR8 | 0.10 | -2.80 | 0.0002 | -0.0000 | |||||
| US31419JTQ12 / Fannie Mae Pool | 0.10 | -46.94 | 0.0002 | -0.0002 | |||||
| US3138WEYH65 / Fannie Mae Pool | 0.10 | -1.89 | 0.0002 | -0.0000 | |||||
| US3138XBGH10 / FNMA POOL AV0199 FN 10/28 FIXED 3.5 | 0.10 | -13.33 | 0.0002 | -0.0000 | |||||
| US93934FPT39 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR4 2A1A | 0.10 | -21.21 | 0.0002 | -0.0001 | |||||
| US36181FM653 / GNMA POOL AF0381 GN 07/43 FIXED 2.5 | 0.10 | -1.89 | 0.0002 | -0.0000 | |||||
| US31410KXK59 / Fannie Mae Pool | 0.10 | -2.83 | 0.0002 | -0.0000 | |||||
| US31419ADH77 / Fannie Mae Pool | 0.10 | -1.90 | 0.0002 | -0.0000 | |||||
| US31407HL614 / FNMA POOL 831149 FN 12/35 FIXED 6 | 0.10 | 0.00 | 0.0002 | 0.0000 | |||||
| FNMA POOL FS5885 FN 09/53 FIXED VAR / ABS-MBS (US3140XMRF53) | 0.10 | 0.00 | 0.0002 | 0.0000 | |||||
| FNMA POOL FS5885 FN 09/53 FIXED VAR / ABS-MBS (US3140XMRF53) | 0.10 | 0.00 | 0.0002 | 0.0000 | |||||
| US31418BPB61 / Fannie Mae Pool | 0.10 | -1.92 | 0.0002 | 0.0000 | |||||
| US31419BMP75 / Fannie Mae Pool | 0.10 | -1.92 | 0.0002 | 0.0000 | |||||
| US3138X5BV82 / FNMA POOL AU5451 FN 11/28 FIXED 3.5 | 0.10 | -6.42 | 0.0002 | -0.0000 | |||||
| US059515AV80 / BANC OF AMERICA FUNDING CORPOR BAFC 2007 3 1A1 | 0.10 | -0.97 | 0.0002 | 0.0000 | |||||
| US3132A9TH04 / FED HM LN PC POOL ZS8652 FR 04/32 FIXED 3.5 | 0.10 | -5.56 | 0.0002 | -0.0000 | |||||
| US3138EKRM95 / FNMA POOL AL3191 FN 02/28 FIXED VAR | 0.10 | -16.39 | 0.0002 | -0.0000 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.10 | 0.0002 | 0.0002 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.10 | 0.0002 | 0.0002 | ||||||
| US3140A06E45 / FNMA POOL DA0868 FN 09/53 FIXED 6.5 | 0.10 | 0.00 | 0.0002 | 0.0000 | |||||
| US3138WX5C73 / FNMA POOL AT9842 FN 06/43 FIXED 4 | 0.10 | -0.98 | 0.0002 | 0.0000 | |||||
| BOUGHT TRY SOLD USD 20250718 / DFE (000000000) | 0.10 | 0.0002 | 0.0002 | ||||||
| BOUGHT TRY SOLD USD 20250718 / DFE (000000000) | 0.10 | 0.0002 | 0.0002 | ||||||
| US31413H2P29 / FNMA POOL 946382 FN 09/37 FIXED 6 | 0.10 | -1.94 | 0.0002 | 0.0000 | |||||
| US87222PAV58 / TBW MORTGAGE BACKED PASS THROU TBW 2006 6 A6A | 0.10 | -4.72 | 0.0002 | -0.0000 | |||||
| US3138WHMH25 / FNMA POOL AS7559 FN 07/46 FIXED 4 | 0.10 | -0.98 | 0.0002 | 0.0000 | |||||
| US3138WP3X01 / Fannie Mae Pool | 0.10 | -0.98 | 0.0002 | 0.0000 | |||||
| US36179TZ734 / Ginnie Mae II Pool | 0.10 | -1.94 | 0.0002 | -0.0000 | |||||
| US31410LC916 / FNMA POOL 890296 FN 02/41 FIXED VAR | 0.10 | -0.98 | 0.0002 | 0.0000 | |||||
| US3140J7MZ54 / FANNIE MAE POOL FN BM3075 | 0.10 | -5.66 | 0.0002 | -0.0000 | |||||
| BOUGHT TRY SOLD USD 20250729 / DFE (000000000) | 0.10 | 0.0002 | 0.0002 | ||||||
| BOUGHT TRY SOLD USD 20250729 / DFE (000000000) | 0.10 | 0.0002 | 0.0002 | ||||||
| BOUGHT TRY SOLD USD 20250729 / DFE (000000000) | 0.10 | 0.0002 | 0.0002 | ||||||
| US31410KPC26 / Fannie Mae Pool | 0.10 | -0.99 | 0.0002 | 0.0000 | |||||
| US3138ENLY37 / FNMA 15YR 3.5% 07/01/2029#AL5742 | 0.10 | -15.25 | 0.0002 | -0.0000 | |||||
| US31411YKU63 / FNMA POOL 918407 FN 05/37 FIXED 6 | 0.10 | -33.33 | 0.0002 | -0.0001 | |||||
| US04544TAB70 / Asset Backed Securities Corp Home Equity Loan Trust Series AMQ 2007-HE2 | 0.10 | 0.00 | 0.0002 | 0.0000 | |||||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | 0.10 | 0.0002 | 0.0002 | ||||||
| US55028CAA36 / LUMINENT MORTGAGE TRUST LUM 2007 1 1A1 | 0.10 | -1.98 | 0.0002 | 0.0000 | |||||
| US12653JAL70 / CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL3 SA 144A | 0.10 | -1.00 | 0.0002 | 0.0000 | |||||
| FED HM LN PC POOL QH1065 FR 09/53 FIXED 6 / ABS-MBS (US3133CDFE95) | 0.10 | 0.00 | 0.0002 | 0.0000 | |||||
| FED HM LN PC POOL QH1065 FR 09/53 FIXED 6 / ABS-MBS (US3133CDFE95) | 0.10 | 0.00 | 0.0002 | 0.0000 | |||||
| US759950AG37 / RENAISSANCE HOME EQUITY LOAN T RAMC 2002 2 A | 0.10 | 0.00 | 0.0002 | 0.0000 | |||||
| US38375LV807 / GOVERNMENT NATIONAL MORTGAGE A GNR 2007 72 YF | 0.10 | -2.94 | 0.0002 | -0.0000 | |||||
| US31398CYE29 / FREDDIE MAC FHR 3530 GZ | 0.10 | -2.94 | 0.0002 | -0.0000 | |||||
| US31416WX643 / Fannie Mae Pool | 0.10 | -56.19 | 0.0002 | -0.0003 | |||||
| US761120AC81 / RESIDENTIAL ASSET SECURITIZATI RAST 2007 A2 1A3 | 0.10 | 1.02 | 0.0002 | 0.0000 | |||||
| US126694HQ49 / CHL Mortgage Pass-Through Trust, Series 2005-25, Class A11 | 0.10 | -1.00 | 0.0002 | 0.0000 | |||||
| US3133B9AA24 / FED HM LN PC POOL QE0001 FR 04/52 FIXED 3 | 0.10 | -1.01 | 0.0002 | 0.0000 | |||||
| US3140NAHC05 / FNMA POOL BX5626 FN 01/53 FIXED 5.5 | 0.10 | -1.01 | 0.0002 | 0.0000 | |||||
| US929227QB55 / WaMu Mortgage Pass-Through Certificates Series 2002-AR6 Trust | 0.10 | -2.97 | 0.0002 | -0.0000 | |||||
| US3132D53L45 / Freddie Mac Pool | 0.10 | -4.85 | 0.0002 | -0.0000 | |||||
| US31416XH867 / Fannie Mae Pool | 0.10 | -39.13 | 0.0002 | -0.0001 | |||||
| US31406XWT52 / Fannie Mae Pool | 0.10 | -2.97 | 0.0002 | -0.0000 | |||||
| US31404Q5M78 / Fannie Mae Pool | 0.10 | -3.92 | 0.0002 | -0.0000 | |||||
| US3140HFGF06 / Fannie Mae Pool | 0.10 | -3.92 | 0.0002 | -0.0000 | |||||
| US31392HRD79 / FANNIE MAE FNR 2003 4 F | 0.10 | -6.73 | 0.0002 | -0.0000 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.10 | 0.0002 | 0.0002 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.10 | 0.0002 | 0.0002 | ||||||
| US3140EUUY33 / FNMA POOL BC0598 FN 01/46 FIXED 4 | 0.10 | -1.02 | 0.0002 | 0.0000 | |||||
| US3138ETZF61 / Fannie Mae Pool | 0.10 | -28.15 | 0.0002 | -0.0001 | |||||
| US161630AL29 / CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 3A1 | 0.10 | -2.02 | 0.0002 | -0.0000 | |||||
| US31410NLM82 / FNMA POOL 892332 FN 09/36 FIXED 6 | 0.10 | -1.02 | 0.0002 | 0.0000 | |||||
| US31406L4N58 / FNMA POOL 813629 FN 07/35 FLOATING VAR | 0.10 | -2.02 | 0.0002 | -0.0000 | |||||
| US3140J8NG48 / UMBS, 30 Year | 0.10 | 0.00 | 0.0002 | 0.0000 | |||||
| US31412LA429 / Fannie Mae Pool | 0.10 | -1.02 | 0.0002 | 0.0000 | |||||
| US31398EK291 / Freddie Mac REMICS | 0.10 | -4.90 | 0.0002 | -0.0000 | |||||
| US3140X6VU27 / FNMA POOL FM3326 FN 10/27 FIXED VAR | 0.10 | -33.10 | 0.0002 | -0.0001 | |||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.10 | 0.0002 | 0.0002 | ||||||
| US3617AT2J19 / GNMA POOL BB3477 GN 09/47 FIXED 5 | 0.10 | -1.03 | 0.0002 | 0.0000 | |||||
| US3140Q8WM36 / FANNIE MAE POOL UMBS P#CA1551 4.00000000 | 0.10 | -2.04 | 0.0002 | -0.0000 | |||||
| EZ4WVZ1M76W2 / BOEING CO/THE SNR S* ICE | 0.10 | 10.34 | 0.0002 | 0.0000 | |||||
| US3140X4ED47 / FNMA POOL FM1031 FN 02/49 FIXED VAR | 0.10 | -4.04 | 0.0002 | -0.0000 | |||||
| US3140FHQS90 / FNMA POOL BD9464 FN 11/46 FIXED 4 | 0.10 | -2.06 | 0.0002 | 0.0000 | |||||
| US36184K6K83 / Ginnie Mae I Pool | 0.10 | -1.04 | 0.0002 | 0.0000 | |||||
| US3140X6XR79 / FANNIE MAE POOL FN FM3387 | 0.10 | -4.04 | 0.0002 | -0.0000 | |||||
| US31411LW565 / FNMA POOL 911568 FN 04/37 FIXED 6 | 0.10 | -2.06 | 0.0002 | -0.0000 | |||||
| VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (EZL2Z9F4XSP5) | 0.10 | -5.94 | 0.0002 | -0.0000 | |||||
| VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (EZL2Z9F4XSP5) | 0.10 | -5.94 | 0.0002 | -0.0000 | |||||
| US31418C5A80 / Fannie Mae Pool | 0.09 | -5.05 | 0.0002 | -0.0000 | |||||
| US31418CZC18 / Fannie Mae Pool | 0.09 | -5.05 | 0.0002 | -0.0000 | |||||
| US3132DWE748 / Freddie Mac Pool | 0.09 | -2.08 | 0.0002 | -0.0000 | |||||
| US312936M950 / FHLG 30YR 4.0% 10/01/2039#A89384 | 0.09 | -5.05 | 0.0002 | -0.0000 | |||||
| US3138WFW288 / Fannie Mae Pool | 0.09 | -2.08 | 0.0002 | -0.0000 | |||||
| US885220EP47 / THORNBURG MORTGAGE SECURITIES TMST 2003 6 A1 | 0.09 | -2.08 | 0.0002 | -0.0000 | |||||
| US31411HRL68 / FNMA POOL 908691 FN 01/37 FIXED 6 | 0.09 | -1.05 | 0.0002 | 0.0000 | |||||
| US81744FBF36 / Sequoia Mortgage Trust 2004-4 | 0.09 | -5.05 | 0.0002 | -0.0000 | |||||
| US31416CJ495 / Fannie Mae Pool | 0.09 | -6.00 | 0.0002 | -0.0000 | |||||
| US3133TG5U99 / FREDDIE MAC REMICS FHR 2084 ZC | 0.09 | -13.08 | 0.0002 | -0.0000 | |||||
| US3140FT6Z90 / FNMA POOL BE8087 FN 02/47 FIXED 4 | 0.09 | -1.06 | 0.0002 | 0.0000 | |||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.09 | 0.0002 | 0.0002 | ||||||
| US31412D6H67 / FNMA POOL 922572 FN 12/36 FIXED 6 | 0.09 | -1.06 | 0.0002 | 0.0000 | |||||
| US3138YT6S86 / FNMA POOL AZ2680 FN 11/45 FIXED 4 | 0.09 | -1.06 | 0.0002 | 0.0000 | |||||
| US31412NFC56 / FNMA POOL 929963 FN 08/36 FIXED 6 | 0.09 | -1.06 | 0.0002 | 0.0000 | |||||
| US3138ELUS02 / FNMA 15YR 3.5% 10/01/2028#AL4192 | 0.09 | -10.58 | 0.0002 | -0.0000 | |||||
| US466247QP17 / JP MORGAN MORTGAGE TRUST JPMMT 2005 A3 7CA1 | 0.09 | -3.16 | 0.0002 | -0.0000 | |||||
| US55274QAD79 / MASTR ASSET SECURITIZATION TRU MASTR 2006 2 1A4 | 0.09 | -5.15 | 0.0002 | -0.0000 | |||||
| US31411AFG58 / FNMA POOL 902067 FN 12/36 FIXED 6 | 0.09 | -2.13 | 0.0002 | 0.0000 | |||||
| US3132ABCH33 / FED HM LN PC POOL ZS9972 FR 03/42 FIXED 3 | 0.09 | -2.13 | 0.0002 | -0.0000 | |||||
| FED HM LN PC POOL QG6246 FR 07/53 FIXED 5 / ABS-MBS (US3133C65F23) | 0.09 | -2.13 | 0.0002 | -0.0000 | |||||
| FED HM LN PC POOL QG6246 FR 07/53 FIXED 5 / ABS-MBS (US3133C65F23) | 0.09 | -2.13 | 0.0002 | -0.0000 | |||||
| US36186SM218 / GNMA POOL AN8477 GN 08/45 FIXED 3.5 | 0.09 | -1.08 | 0.0002 | 0.0000 | |||||
| US36184AVY27 / GNMA POOL AL4231 GN 02/45 FIXED 3.5 | 0.09 | -1.08 | 0.0002 | 0.0000 | |||||
| US3133BA7H87 / FED HM LN PC POOL QE1796 FR 05/52 FIXED 3 | 0.09 | -1.08 | 0.0002 | 0.0000 | |||||
| US31408BKL17 / FNMA POOL 846399 FN 05/29 FIXED 8 | 0.09 | -5.15 | 0.0002 | -0.0000 | |||||
| US3133BN5B54 / FED HM LN PC POOL QF1742 FR 09/52 FIXED 4.5 | 0.09 | -1.09 | 0.0002 | 0.0000 | |||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.09 | 0.0002 | 0.0002 | ||||||
| US31410LFA52 / FNMA POOL 890361 FN 07/41 FIXED VAR | 0.09 | -2.15 | 0.0002 | -0.0000 | |||||
| US3140F97D17 / FNMA POOL BD2691 FN 07/46 FIXED 4 | 0.09 | -1.09 | 0.0002 | 0.0000 | |||||
| US466286AT88 / J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A7 2A5 | 0.09 | -78.94 | 0.0002 | -0.0008 | |||||
| US12669FYY32 / CHL Mortgage Pass-Through Trust, Series 2004-HYB3, Class 2A | 0.09 | 0.00 | 0.0002 | 0.0000 | |||||
| US007036QH22 / Adjustable Rate Mortgage Trust 2005-8 | 0.09 | -1.09 | 0.0002 | 0.0000 | |||||
| US31415PX458 / FNMA POOL 985499 FN 08/38 FIXED 6 | 0.09 | -2.15 | 0.0002 | -0.0000 | |||||
| US31407VFX82 / FNMA POOL 841782 FN 09/35 FLOATING VAR | 0.09 | 0.00 | 0.0002 | 0.0000 | |||||
| US3133TJX400 / FREDDIE MAC FHR 2135 OH | 0.09 | -8.16 | 0.0002 | -0.0000 | |||||
| BOUGHT TRY SOLD USD 20250814 / DFE (000000000) | 0.09 | 0.0002 | 0.0002 | ||||||
| WINDR / THL Credit Wind River 2014-2 CLO Ltd | 0.09 | -92.65 | 0.0002 | -0.0025 | |||||
| US3140HARN24 / FNMA POOL BJ8592 FN 04/48 FIXED 4 | 0.09 | 0.00 | 0.0002 | 0.0000 | |||||
| BOUGHT MXN SOLD USD 20250818 / DFE (000000000) | 0.09 | 0.0002 | 0.0002 | ||||||
| BOUGHT MXN SOLD USD 20250818 / DFE (000000000) | 0.09 | 0.0002 | 0.0002 | ||||||
| US3132A9TP20 / FED HM LN PC POOL ZS8658 FR 06/32 FIXED 3.5 | 0.09 | -5.26 | 0.0002 | -0.0000 | |||||
| US3140J7W764 / FNMA POOL BM3369 FN 01/48 FIXED VAR | 0.09 | 0.00 | 0.0002 | 0.0000 | |||||
| US31410KJE55 / Fannie Mae Pool | 0.09 | -4.30 | 0.0002 | -0.0000 | |||||
| RNHB B.V. GALIBIER DPFCMBS / DBT (XS2846979792) | 0.09 | -20.54 | 0.0002 | -0.0000 | |||||
| RNHB B.V. GALIBIER DPFCMBS / DBT (XS2846979792) | 0.09 | -20.54 | 0.0002 | -0.0000 | |||||
| US059515AA44 / BANC OF AMERICA FUNDING CORPOR BAFC 2007 3 TA1A | 0.09 | -3.26 | 0.0002 | -0.0000 | |||||
| US36241L6Y75 / GNMA POOL 783587 GN 06/42 FIXED 3.5 | 0.09 | -4.30 | 0.0002 | -0.0000 | |||||
| US3133TPP452 / FREDDIE MAC FHR 2253 Z | 0.09 | -5.32 | 0.0002 | -0.0000 | |||||
| US31413QY699 / FNMA POOL 952633 FN 06/37 FIXED 6 | 0.09 | -1.11 | 0.0002 | 0.0000 | |||||
| US05949CKQ86 / BANC OF AMERICA MORTGAGE 2005-J TRUST BOAMS 2005-J 2A1 | 0.09 | -1.11 | 0.0002 | 0.0000 | |||||
| US31376KTN62 / Fannie Mae Pool | 0.09 | -8.25 | 0.0002 | -0.0000 | |||||
| US31371MFN20 / FNMA POOL 255873 FN 06/35 FIXED 7 | 0.09 | -1.12 | 0.0002 | 0.0000 | |||||
| US45254NJF50 / Impac CMB Trust Series 2004-4 | 0.09 | -2.22 | 0.0002 | -0.0000 | |||||
| US59023YAZ79 / Merrill Lynch Alternative Note Asset Trust | 0.09 | -1.12 | 0.0002 | 0.0000 | |||||
| US3138XPVM26 / FNMA POOL AW0619 FN 05/44 FIXED 4.5 | 0.09 | -1.12 | 0.0002 | 0.0000 | |||||
| US31412EHF60 / FNMA POOL 922830 FN 12/36 FIXED 6 | 0.09 | -1.12 | 0.0002 | 0.0000 | |||||
| US31411VQ517 / FNMA POOL 915876 FN 04/37 FIXED 6 | 0.09 | -1.12 | 0.0002 | 0.0000 | |||||
| US61748HVQ19 / MORGAN STANLEY MORTGAGE LOAN T MSM 2006 2 4A | 0.09 | 0.00 | 0.0002 | 0.0000 | |||||
| US31418CUV44 / FNMA POOL MA3295 FN 02/28 FIXED 3.5 | 0.09 | -12.87 | 0.0002 | -0.0000 | |||||
| US31410SYM33 / FNMA POOL 896316 FN 07/36 FIXED 6 | 0.09 | -1.12 | 0.0002 | 0.0000 | |||||
| US31405XQU09 / FANNIE MAE 3.516% 11/01/2034 FAR FNARM | 0.09 | -2.22 | 0.0002 | -0.0000 | |||||
| US3138Y9BN78 / FNMA POOL AX7244 FN 11/29 FIXED 3.5 | 0.09 | -10.20 | 0.0002 | -0.0000 | |||||
| US07384MTK89 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 1 3A1 | 0.09 | -2.25 | 0.0002 | -0.0000 | |||||
| US3136AARY32 / FANNIE MAE FNR 2012 134 FD | 0.09 | -3.33 | 0.0002 | -0.0000 | |||||
| US31393XFS18 / FANNIEMAE GRANTOR TRUST FNGT 2004 T1 1A1 | 0.09 | -4.40 | 0.0002 | -0.0000 | |||||
| US39538WHG69 / GREENPOINT MORTGAGE FUNDING TR GPMF 2006 AR3 4A2 | 0.09 | 19.18 | 0.0002 | 0.0000 | |||||
| US59020UXK68 / Merrill Lynch Mortgage Investors Trust MLMI Series 2005-A4 | 0.09 | -8.42 | 0.0002 | -0.0000 | |||||
| US3138Y2ZK21 / FNMA POOL AX1645 FN 10/44 FIXED 4 | 0.09 | -2.25 | 0.0002 | -0.0000 | |||||
| US31418CVB70 / Fannie Mae Pool | 0.09 | -2.25 | 0.0002 | -0.0000 | |||||
| US3136AFH230 / FANNIE MAE FNR 2013 81 ES | 0.09 | -4.40 | 0.0002 | -0.0000 | |||||
| US41161PCX96 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 1 1A | 0.09 | -2.25 | 0.0002 | -0.0000 | |||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.09 | 0.0002 | 0.0002 | ||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.09 | 0.0002 | 0.0002 | ||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.09 | 0.0002 | 0.0002 | ||||||
| US3133TENQ34 / FREDDIE MAC FHR 2074 Z | 0.09 | -13.13 | 0.0002 | -0.0000 | |||||
| US31416CDJ27 / FNMA 30YR 5.5% 01/01/2039#995705 | 0.09 | -3.37 | 0.0002 | -0.0000 | |||||
| US31418B4J27 / Fannie Mae Pool | 0.09 | -1.15 | 0.0002 | 0.0000 | |||||
| US3132A72N01 / FED HM LN PC POOL ZS7081 FR 01/30 FIXED 3.5 | 0.09 | -10.42 | 0.0002 | -0.0000 | |||||
| US3133TERT37 / FREDDIE MAC FHR 2073 Z | 0.09 | -10.42 | 0.0002 | -0.0000 | |||||
| US31339DJJ81 / Freddie Mac REMICS | 0.09 | -9.47 | 0.0002 | -0.0000 | |||||
| US3140H37E09 / Fannie Mae Pool | 0.09 | -1.15 | 0.0002 | -0.0000 | |||||
| US3133BQSM96 / FED HM LN PC POOL QF3224 FR 10/52 FIXED 4.5 | 0.09 | 0.00 | 0.0002 | 0.0000 | |||||
| USU16711BJ80 / CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 3X A1 REGS | 0.09 | -1.15 | 0.0002 | -0.0000 | |||||
| US317350BE56 / FINANCE AMERICA MORTGAGE LOAN FINA 2004 2 M2 | 0.09 | -20.56 | 0.0002 | -0.0000 | |||||
| US92922F7S13 / CORP CMO | 0.09 | -1.16 | 0.0002 | 0.0000 | |||||
| US92977YBR18 / WACHOVIA MORTGAGE LOAN TRUST, WMLT 2005 B 4A1 | 0.09 | -2.30 | 0.0002 | -0.0000 | |||||
| US31418CQB36 / Federal National Mortgage Association | 0.09 | -2.30 | 0.0002 | -0.0000 | |||||
| US31409WVE82 / Fannie Mae Pool | 0.09 | -1.16 | 0.0002 | -0.0000 | |||||
| US3138ESCV85 / FNMA POOL AL9983 FN 02/42 FIXED VAR | 0.08 | -5.62 | 0.0002 | -0.0000 | |||||
| US31410EW877 / FNMA POOL 887271 FN 07/36 FIXED 6 | 0.08 | -2.33 | 0.0002 | -0.0000 | |||||
| US3140F4AF38 / FNMA POOL BC8105 FN 07/46 FIXED 4 | 0.08 | -1.18 | 0.0002 | 0.0000 | |||||
| WILLIAMS COS INC SNR S* ICE / DCR (EZSPH70WS147) | 0.08 | -9.68 | 0.0002 | -0.0000 | |||||
| WILLIAMS COS INC SNR S* ICE / DCR (EZSPH70WS147) | 0.08 | -9.68 | 0.0002 | -0.0000 | |||||
| US31403DPN39 / FNMA POOL 745729 FN 08/36 FIXED VAR | 0.08 | -4.55 | 0.0002 | -0.0000 | |||||
| US36245RAF64 / GSAA Trust, Series 2007-6, Class A4 | 0.08 | -2.33 | 0.0002 | -0.0000 | |||||
| US3138W93D06 / FNMA 30YR 4.0% 10/01/2043#AS0795 | 0.08 | -1.18 | 0.0002 | 0.0000 | |||||
| US3138AVKK04 / FNMA POOL AJ3897 FN 10/41 FIXED 4 | 0.08 | 0.00 | 0.0002 | 0.0000 | |||||
| US3133AQTT40 / FREDDIE MAC POOL FR QC5962 | 0.08 | 0.00 | 0.0002 | 0.0000 | |||||
| US12668BD911 / Alternative Loan Trust 2006-OA6 | 0.08 | -4.60 | 0.0002 | -0.0000 | |||||
| US3140MGV657 / FNMA POOL BV3336 FN 02/52 FIXED 3 | 0.08 | -5.68 | 0.0002 | -0.0000 | |||||
| US59020UAS42 / Merrill Lynch Mortgage Investors Trust Series MLCC 2004-A | 0.08 | -5.68 | 0.0002 | -0.0000 | |||||
| US31412XGY40 / FNMA POOL 937715 FN 06/37 FIXED 6 | 0.08 | -1.19 | 0.0002 | 0.0000 | |||||
| US939336D591 / WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 AR2 1A2 | 0.08 | -1.19 | 0.0002 | 0.0000 | |||||
| US31407XU745 / FNMA POOL 844006 FN 11/35 FIXED 6 | 0.08 | -10.75 | 0.0002 | -0.0000 | |||||
| US3140FMAZ92 / FNMA POOL BE1823 FN 10/46 FIXED 4 | 0.08 | 0.00 | 0.0002 | 0.0000 | |||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | 0.08 | 0.0002 | 0.0002 | ||||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | 0.08 | 0.0002 | 0.0002 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.08 | 0.0002 | 0.0002 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.08 | 0.0002 | 0.0002 | ||||||
| MORGAN STANLEY SNR S* ICE / DCR (EZ95R0LYJLM3) | 0.08 | 0.0002 | 0.0002 | ||||||
| MORGAN STANLEY SNR S* ICE / DCR (EZ95R0LYJLM3) | 0.08 | 0.0002 | 0.0002 | ||||||
| US31407SJU78 / FNMA POOL 839175 FN 11/35 FLOATING VAR | 0.08 | -1.19 | 0.0002 | 0.0000 | |||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP3 SA 144A / ABS-MBS (US173112AR41) | 0.08 | -7.87 | 0.0002 | -0.0000 | |||||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP3 SA 144A / ABS-MBS (US173112AR41) | 0.08 | -7.87 | 0.0002 | -0.0000 | |||||
| US16162WPE39 / CHASE MORTGAGE FINANCE CORPORA CHASE 2005 A1 2A2 | 0.08 | -1.20 | 0.0002 | 0.0000 | |||||
| US31416AGW45 / FNMA POOL 994013 FN 10/39 FIXED 4 | 0.08 | -1.20 | 0.0002 | 0.0000 | |||||
| US31416BKY38 / Federal National Mortgage Association Fixed Rate Pass-Through Certificates | 0.08 | -1.20 | 0.0002 | 0.0000 | |||||
| US3138MCWG54 / Fannie Mae Pool | 0.08 | -4.65 | 0.0002 | -0.0000 | |||||
| US31396LLX63 / FANNIE MAE REMICS SER 2006-104 CL GF V/R 2.14275000 | 0.08 | -4.65 | 0.0002 | -0.0000 | |||||
| US3140KNMJ41 / FNMA POOL BQ3060 FN 09/35 FIXED 3 | 0.08 | -6.82 | 0.0002 | -0.0000 | |||||
| US31407Y6Z79 / FNMA POOL 845188 FN 12/35 FIXED 6 | 0.08 | -1.20 | 0.0002 | 0.0000 | |||||
| FNMA POOL DA8572 FN 02/54 FIXED 5 / ABS-MBS (US3140YWQ220) | 0.08 | 0.00 | 0.0002 | 0.0000 | |||||
| FNMA POOL DA8572 FN 02/54 FIXED 5 / ABS-MBS (US3140YWQ220) | 0.08 | 0.00 | 0.0002 | 0.0000 | |||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.08 | 0.0002 | 0.0002 | ||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.08 | 0.0002 | 0.0002 | ||||||
| US3132ADYF94 / FHLG 15YR 3.5% 01/01/2034#ZT1610 | 0.08 | -5.75 | 0.0002 | -0.0000 | |||||
| US31413HW957 / FNMA POOL 946272 FN 09/37 FIXED 6 | 0.08 | 0.00 | 0.0002 | 0.0000 | |||||
| US3138XZAF85 / FNMA POOL AW9005 FN 08/29 FIXED 3.5 | 0.08 | -7.95 | 0.0002 | -0.0000 | |||||
| US3133TEWH34 / FREDDIE MAC FHR 2083 ZC | 0.08 | -10.99 | 0.0002 | -0.0000 | |||||
| US31411G3L44 / FNMA POOL 908103 FN 08/36 FIXED 6 | 0.08 | -3.57 | 0.0002 | -0.0000 | |||||
| US3140J95A59 / Fannie Mae Pool | 0.08 | -5.81 | 0.0002 | -0.0000 | |||||
| US3138Y3XW69 / FNMA 30YR 4.0% 10/01/2044#AX2492 | 0.08 | -1.22 | 0.0002 | 0.0000 | |||||
| US31418CGM01 / Fannie Mae Pool | 0.08 | -5.81 | 0.0002 | -0.0000 | |||||
| US31418DHH89 / Fannie Mae Pool | 0.08 | -1.22 | 0.0002 | 0.0000 | |||||
| BOUGHT TRY SOLD USD 20250807 / DFE (000000000) | 0.08 | 0.0002 | 0.0002 | ||||||
| BOUGHT TRY SOLD USD 20250807 / DFE (000000000) | 0.08 | 0.0002 | 0.0002 | ||||||
| US3140FPPE30 / FNMA POOL BE4020 FN 12/46 FIXED 4 | 0.08 | 0.00 | 0.0002 | 0.0000 | |||||
| FED HM LN PC POOL QH4289 FR 11/53 FIXED 5.5 / ABS-MBS (US3133CGXS11) | 0.08 | 0.00 | 0.0002 | 0.0000 | |||||
| FED HM LN PC POOL QH4289 FR 11/53 FIXED 5.5 / ABS-MBS (US3133CGXS11) | 0.08 | 0.00 | 0.0002 | 0.0000 | |||||
| US46629NAC74 / JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 RM1 A2 | 0.08 | 0.00 | 0.0002 | 0.0000 | |||||
| US61751GAD97 / Morgan Stanley Mortgage Loan Trust 2007-5AX | 0.08 | -3.57 | 0.0002 | -0.0000 | |||||
| US3138YR4S41 / Fannie Mae Pool | 0.08 | -6.90 | 0.0002 | -0.0000 | |||||
| US36202FZD13 / Ginnie Mae II Pool | 0.08 | -1.22 | 0.0002 | -0.0000 | |||||
| US31410XPK62 / Fannie Mae Pool | 0.08 | -4.76 | 0.0002 | -0.0000 | |||||
| US31418CDN11 / Federal National Mortgage Association (FNMA) | 0.08 | -2.44 | 0.0002 | -0.0000 | |||||
| US589929S412 / MLCC MORTGAGE INVESTORS INC MLCC 2003 C A1 | 0.08 | -8.05 | 0.0002 | -0.0000 | |||||
| US31410RFE45 / FNMA POOL 894865 FN 09/36 FIXED 6 | 0.08 | -9.09 | 0.0002 | -0.0000 | |||||
| US3140FFEY31 / Fannie Mae Pool | 0.08 | -1.23 | 0.0002 | 0.0000 | |||||
| US3128E5QL62 / FED HM LN PC POOL D98559 FG 02/31 FIXED 4.5 | 0.08 | -3.61 | 0.0002 | -0.0000 | |||||
| US3140N06Z37 / FNMA 30YR 4% 09/01/2052#BW8087 | 0.08 | -1.23 | 0.0002 | 0.0000 | |||||
| US31418CZ497 / Fannie Mae Pool | 0.08 | -4.76 | 0.0002 | -0.0000 | |||||
| US36228F4P85 / GSR Mortgage Loan Trust 2004-7 | 0.08 | -1.23 | 0.0002 | 0.0000 | |||||
| FNMA POOL DA1079 FN 11/53 FIXED 5.5 / ABS-MBS (US3140A1FV45) | 0.08 | -4.76 | 0.0002 | -0.0000 | |||||
| FNMA POOL DA1079 FN 11/53 FIXED 5.5 / ABS-MBS (US3140A1FV45) | 0.08 | -4.76 | 0.0002 | -0.0000 | |||||
| US362669AL76 / GSR MORTGAGE LOAN TRUST GSR 2007 4F 3A2 | 0.08 | -4.76 | 0.0002 | -0.0000 | |||||
| US07384YBM75 / BEAR STEARNS ASSET BACKED SECU BSABS 2001 3 A2 | 0.08 | -41.04 | 0.0002 | -0.0001 | |||||
| US3140H7KT33 / FNCI UMBS 3.0 BJ5705 03-01-33 | 0.08 | -2.47 | 0.0002 | -0.0000 | |||||
| US3132AD7L63 / UMBS, 15 Year | 0.08 | -5.95 | 0.0002 | -0.0000 | |||||
| US31394NT813 / Freddie Mac REMICS | 0.08 | -4.82 | 0.0002 | -0.0000 | |||||
| US31407XVX64 / FNMA POOL 844030 FN 11/35 FIXED 6 | 0.08 | -1.25 | 0.0002 | -0.0000 | |||||
| US3133TGCZ00 / FREDDIE MAC FHR 2075 Z | 0.08 | -11.24 | 0.0002 | -0.0000 | |||||
| US3133TGU568 / FREDDIE MAC FHR 2091 ZD | 0.08 | -11.24 | 0.0002 | -0.0000 | |||||
| US3132M4NW19 / FED HM LN PC POOL Q24305 FG 01/44 FIXED 4.5 | 0.08 | 0.00 | 0.0002 | 0.0000 | |||||
| US3136ADWH82 / FANNIE MAE FNR 2013 26 FE | 0.08 | -4.88 | 0.0002 | -0.0000 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.08 | 0.0002 | 0.0002 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.08 | 0.0002 | 0.0002 | ||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.08 | 0.0002 | 0.0002 | ||||||
| US3133BWQD83 / FNCL UMBS 5.5 QF8552 03-01-53 | 0.08 | -6.02 | 0.0002 | -0.0000 | |||||
| US3138WJYV47 / UMBS, 30 Year | 0.08 | -2.50 | 0.0002 | -0.0000 | |||||
| US31418CCW29 / Fannie Mae Pool | 0.08 | -4.88 | 0.0002 | -0.0000 | |||||
| US3140QSS774 / FNMA 30YR 5% 08/01/2053#CB6841 | 0.08 | -2.50 | 0.0002 | -0.0000 | |||||
| US31417YRQ25 / Fannie Mae Pool | 0.08 | -6.02 | 0.0002 | -0.0000 | |||||
| US3140FBC736 / FNMA POOL BD3693 FN 08/46 FIXED 4 | 0.08 | 0.00 | 0.0002 | 0.0000 | |||||
| EZNLRC3852L0 / SOUTH AFRICA EM SP BOA | 0.08 | 133.33 | 0.0002 | 0.0001 | |||||
| EZNLRC3852L0 / SOUTH AFRICA EM SP BOA | 0.08 | -94.80 | 0.0002 | -0.0032 | |||||
| US31416XRY84 / FNMA POOL AB2302 FN 02/26 FIXED 3.5 | 0.08 | -36.89 | 0.0002 | -0.0001 | |||||
| US31419ANJ24 / Fannie Mae Pool | 0.08 | -2.53 | 0.0002 | -0.0000 | |||||
| US466247BL67 / JP Morgan Mortgage Trust 2004-A1 | 0.08 | -1.28 | 0.0002 | -0.0000 | |||||
| US3133C7RH28 / FED HM LN PC POOL QG6788 FR 07/53 FIXED 5 | 0.08 | 0.00 | 0.0002 | 0.0000 | |||||
| US3138WGCY84 / Fannie Mae Pool | 0.08 | -2.53 | 0.0002 | -0.0000 | |||||
| BOUGHT MXN SOLD USD 20250818 / DFE (000000000) | 0.08 | 0.0002 | 0.0002 | ||||||
| BOUGHT MXN SOLD USD 20250818 / DFE (000000000) | 0.08 | 0.0002 | 0.0002 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.08 | 0.0002 | 0.0002 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.08 | 0.0002 | 0.0002 | ||||||
| US3138WHNT53 / Fannie Mae Pool | 0.08 | -2.56 | 0.0002 | -0.0000 | |||||
| US36184NEP24 / Ginnie Mae I Pool | 0.08 | -1.30 | 0.0002 | 0.0000 | |||||
| US31393XSX65 / Fannie Mae REMICS | 0.08 | -1.30 | 0.0002 | -0.0000 | |||||
| US313399K483 / FREDDIE MAC FHR 2343 CZ | 0.08 | -7.32 | 0.0002 | -0.0000 | |||||
| US3140EXUY71 / FNMA POOL BC3298 FN 05/46 FIXED 4 | 0.08 | 0.00 | 0.0002 | 0.0000 | |||||
| US31419AU540 / FNMA POOL AE0603 FN 05/40 FIXED VAR | 0.08 | -1.30 | 0.0002 | 0.0000 | |||||
| US3617VSMF66 / GNMA POOL CE3958 GN 09/51 FIXED 4 | 0.08 | 0.00 | 0.0002 | 0.0000 | |||||
| US3138YUUX75 / FNMA POOL AZ3297 FN 11/45 FIXED 4 | 0.08 | -2.60 | 0.0002 | 0.0000 | |||||
| US31410KEZ30 / Fannie Mae Pool | 0.08 | -2.60 | 0.0002 | 0.0000 | |||||
| US3138A6ST84 / FNMA POOL AH5029 FN 02/41 FIXED 5.5 | 0.08 | -1.32 | 0.0002 | 0.0000 | |||||
| US31402GW580 / Fannie Mae Pool | 0.08 | -3.85 | 0.0002 | -0.0000 | |||||
| US31403VDD82 / FNMA POOL 758900 FN 12/33 FLOATING VAR | 0.08 | -3.85 | 0.0002 | -0.0000 | |||||
| US3133TQC540 / FHLMC, REMIC, Series 2259, Class ZM | 0.08 | -6.25 | 0.0002 | -0.0000 | |||||
| US3138E0N478 / FNMA POOL AJ7610 FN 11/26 FIXED 3.5 | 0.08 | -18.48 | 0.0002 | -0.0000 | |||||
| US02146TAA51 / Alternative Loan Trust, Series 2006-24CB, Class A1 | 0.08 | -2.60 | 0.0002 | -0.0000 | |||||
| US31410KWQ39 / Fannie Mae Pool | 0.08 | -2.60 | 0.0002 | -0.0000 | |||||
| US3132CWMC54 / FR SB0355 | 0.08 | -3.85 | 0.0002 | -0.0000 | |||||
| US31417GTS56 / FNMA POOL AB9560 FN 05/43 FIXED 3 | 0.07 | -1.33 | 0.0002 | 0.0000 | |||||
| US31407E6T53 / FNMA POOL 828982 FN 08/35 FLOATING VAR | 0.07 | -2.63 | 0.0002 | -0.0000 | |||||
| US24763LFX38 / DELTA FUNDING HOME EQUITY LOAN TRUST 1999-3 DELHE 1999-3 A1A | 0.07 | -2.63 | 0.0002 | -0.0000 | |||||
| US31392FW866 / Fannie Mae REMICS | 0.07 | -10.84 | 0.0002 | -0.0000 | |||||
| US863579JG47 / Structured Adjustable Rate Mortgage Loan Trust | 0.07 | -2.63 | 0.0002 | -0.0000 | |||||
| US31396VGA08 / Fannie Mae REMICS | 0.07 | -5.13 | 0.0002 | -0.0000 | |||||
| US31416XWE65 / FNMA POOL AB2444 FN 03/26 FIXED 3.5 | 0.07 | -31.48 | 0.0002 | -0.0001 | |||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.07 | 0.0002 | 0.0002 | ||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.07 | 0.0002 | 0.0002 | ||||||
| US31408BEA26 / FNMA POOL 846229 FN 11/35 FLOATING VAR | 0.07 | -1.33 | 0.0002 | -0.0000 | |||||
| US31412NBF24 / Fannie Mae Pool | 0.07 | -1.35 | 0.0002 | 0.0000 | |||||
| BOUGHT PEN SOLD USD 20250930 / DFE (000000000) | 0.07 | 0.0002 | 0.0002 | ||||||
| BOUGHT PEN SOLD USD 20250930 / DFE (000000000) | 0.07 | 0.0002 | 0.0002 | ||||||
| US17326UAM62 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2018 RP2 AIOS 144A | 0.07 | -3.95 | 0.0002 | -0.0000 | |||||
| US3133TEWF77 / FREDDIE MAC FHR 2083 ZA | 0.07 | -10.98 | 0.0002 | -0.0000 | |||||
| US31412GZL84 / FNMA POOL 925147 FN 08/37 FIXED 6 | 0.07 | -3.95 | 0.0002 | -0.0000 | |||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.07 | 0.0002 | 0.0002 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.07 | 0.0002 | 0.0002 | ||||||
| US31409BB481 / Fannie Mae Pool | 0.07 | -2.67 | 0.0002 | -0.0000 | |||||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | 0.07 | 0.0002 | 0.0002 | ||||||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | 0.07 | 0.0002 | 0.0002 | ||||||
| US31413LXS32 / FNMA POOL 948989 FN 08/37 FIXED 6 | 0.07 | 0.00 | 0.0002 | 0.0000 | |||||
| US3138EAF449 / Fannie Mae Pool | 0.07 | 0.00 | 0.0002 | 0.0000 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.07 | 0.0002 | 0.0002 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.07 | 0.0002 | 0.0002 | ||||||
| US3133D3DT97 / FED HM LN PC POOL QK0114 FR 11/39 FIXED 3 | 0.07 | -1.35 | 0.0002 | -0.0000 | |||||
| US3140N2RL78 / FNMA 30YR 5.5% 11/01/2052#BW9490 | 0.07 | -1.37 | 0.0002 | 0.0000 | |||||
| US36225CUC80 / Ginnie Mae II Pool | 0.07 | -12.20 | 0.0002 | -0.0000 | |||||
| US3138ELFE80 / FNMA UMBS, 15 Year | 0.07 | -14.29 | 0.0002 | -0.0000 | |||||
| US3140MDUS57 / FNMA POOL BV0592 FN 04/52 FIXED 3 | 0.07 | -1.37 | 0.0002 | 0.0000 | |||||
| US36202FJR82 / Ginnie Mae II Pool | 0.07 | -2.70 | 0.0002 | -0.0000 | |||||
| US3138EHDK56 / Fannie Mae Pool | 0.07 | -36.28 | 0.0002 | -0.0001 | |||||
| US3132HBH738 / Freddie Mac Gold Pool | 0.07 | -2.70 | 0.0002 | -0.0000 | |||||
| US3132A5HX69 / Freddie Mac Pool | 0.07 | -1.37 | 0.0002 | -0.0000 | |||||
| US3140EUS263 / FNMA POOL BC0536 FN 12/45 FIXED 4 | 0.07 | 0.00 | 0.0002 | 0.0000 | |||||
| US31416SWP28 / FNMA POOL AA8753 FN 06/39 FIXED 5 | 0.07 | 0.00 | 0.0002 | 0.0000 | |||||
| US31412LEN64 / FNMA POOL 928141 FN 03/37 FIXED 6 | 0.07 | -1.39 | 0.0002 | 0.0000 | |||||
| US07386HKZ37 / Bear Stearns ALT-A Trust 2004-9 | 0.07 | -1.39 | 0.0002 | 0.0000 | |||||
| US92922FWE41 / WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR9 A1 | 0.07 | -4.05 | 0.0002 | -0.0000 | |||||
| US3138EHG715 / FNMA 15YR 3.50% 12/26 #AL1121 | 0.07 | -29.70 | 0.0002 | -0.0001 | |||||
| US3138WFYT78 / FNMA 30YR 4% 11/01/2045#AS6121 | 0.07 | -5.33 | 0.0002 | -0.0000 | |||||
| US20846QGC69 / CONSECO FINANCE SECURITIZATION CNF 2001 1 A5 | 0.07 | -7.79 | 0.0002 | -0.0000 | |||||
| US3140H1V233 / Fannie Mae Pool | 0.07 | -1.39 | 0.0002 | -0.0000 | |||||
| US31380MZB52 / FNMA POOL 444538 FN 09/28 FIXED 6 | 0.07 | -14.46 | 0.0002 | -0.0000 | |||||
| US3133TA5W82 / FHLMC GNMA FHG 62 Z | 0.07 | -15.66 | 0.0002 | -0.0000 | |||||
| US058928AF91 / BANC OF AMERICA FUNDING CORPOR BAFC 2006 B 3A1 | 0.07 | 0.00 | 0.0002 | 0.0000 | |||||
| US3138E0LP26 / FNMA POOL AJ7533 FN 01/27 FIXED 3.5 | 0.07 | -15.66 | 0.0002 | -0.0000 | |||||
| US3140HKYD41 / Fannie Mae Pool | 0.07 | 0.00 | 0.0002 | 0.0000 | |||||
| US31410KNA87 / Fannie Mae Pool | 0.07 | -2.78 | 0.0002 | -0.0000 | |||||
| US31393APU50 / FNMA, REMIC, Series 2003-25, Class KP | 0.07 | -7.89 | 0.0002 | -0.0000 | |||||
| US31410FUK91 / FNMA POOL 888086 FN 02/36 FIXED VAR | 0.07 | -16.67 | 0.0002 | -0.0000 | |||||
| US31407ULG03 / FNMA POOL 841027 FN 11/35 FLOATING VAR | 0.07 | -58.82 | 0.0002 | -0.0002 | |||||
| US31405PRS10 / Fannie Mae Pool | 0.07 | -2.78 | 0.0002 | -0.0000 | |||||
| US61913PAQ54 / MortgageIT Trust 2005-1 | 0.07 | -5.41 | 0.0002 | -0.0000 | |||||
| US31419AE452 / Fannie Mae Pool | 0.07 | -2.78 | 0.0002 | -0.0000 | |||||
| US3133TEJY14 / FREDDIE MAC FHR 2061 ZA | 0.07 | -25.00 | 0.0002 | -0.0000 | |||||
| US3138WPHP22 / FNMA 3% 04/43 #AT2037 | 0.07 | -1.43 | 0.0002 | -0.0000 | |||||
| US05949AH867 / Banc of America Mortgage 2005-A Trust | 0.07 | -1.43 | 0.0002 | 0.0000 | |||||
| US31411RPE26 / FNMA POOL 913121 FN 03/37 FIXED 6 | 0.07 | -1.43 | 0.0002 | 0.0000 | |||||
| US3137BB7D64 / Freddie Mac REMICS | 0.07 | -6.76 | 0.0002 | -0.0000 | |||||
| EURO-BOBL FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF61) | 0.07 | 0.0002 | 0.0002 | ||||||
| US31405PLP35 / FNMA POOL 795134 FN 10/34 FLOATING VAR | 0.07 | -1.43 | 0.0002 | -0.0000 | |||||
| US31410MFL90 / Fannie Mae Pool | 0.07 | -1.43 | 0.0002 | -0.0000 | |||||
| US57643LLF12 / MASTR ASSET BACKED SECURITIES MABS 2005 AB1 A6 | 0.07 | -1.43 | 0.0002 | -0.0000 | |||||
| US3138EG2G83 / Fannie Mae Pool | 0.07 | -6.85 | 0.0002 | -0.0000 | |||||
| US36225CKZ85 / Ginnie Mae II Pool | 0.07 | -8.11 | 0.0002 | -0.0000 | |||||
| US31395WUV70 / FREDDIE MAC FHR 3012 EF | 0.07 | -2.86 | 0.0002 | -0.0000 | |||||
| US86359LAA70 / Structured Asset Mortgage Investments II Trust, Series 2003-AR4, Class A1 | 0.07 | -4.23 | 0.0002 | -0.0000 | |||||
| US3140X4K701 / Fannie Mae Pool | 0.07 | 0.00 | 0.0002 | 0.0000 | |||||
| US3138X84T57 / FNMA POOL AU8933 FN 11/28 FIXED 3.5 | 0.07 | -16.05 | 0.0002 | -0.0000 | |||||
| US31407NGS62 / FNMA POOL 835509 FN 08/35 FLOATING VAR | 0.07 | -1.45 | 0.0002 | -0.0000 | |||||
| US3617AE6B72 / GNMA POOL BA2666 GN 06/47 FIXED 5 | 0.07 | 0.00 | 0.0002 | 0.0000 | |||||
| US31412N6P66 / Fannie Mae Pool | 0.07 | 0.00 | 0.0002 | 0.0000 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.07 | 0.0002 | 0.0002 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.07 | 0.0002 | 0.0002 | ||||||
| US31411VJH33 / FNMA POOL 915664 FN 04/37 FIXED 6 | 0.07 | -1.47 | 0.0002 | 0.0000 | |||||
| US31403CUZ21 / FANNIE MAE POOL FN 745000 | 0.07 | -2.90 | 0.0002 | -0.0000 | |||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.07 | 0.0002 | 0.0002 | ||||||
| US3132A8YX16 / FED HM LN PC POOL ZS7926 FR 08/32 FIXED 3.5 | 0.07 | -6.94 | 0.0002 | -0.0000 | |||||
| US3136A5MN32 / FNMA, Series 2012-35, Class QF | 0.07 | -5.63 | 0.0002 | -0.0000 | |||||
| FED HM LN PC POOL QY2186 FR 04/55 FIXED 6.5 / ABS-MBS (US31426LNC45) | 0.07 | 0.0002 | 0.0002 | ||||||
| FED HM LN PC POOL QY2186 FR 04/55 FIXED 6.5 / ABS-MBS (US31426LNC45) | 0.07 | 0.0002 | 0.0002 | ||||||
| US31397GSV31 / FREDDIE MAC FHR 3305 BF | 0.07 | -4.35 | 0.0002 | -0.0000 | |||||
| US161630AQ16 / Chase Mortgage Finance Trust Series 2007-A1 | 0.07 | -2.94 | 0.0002 | 0.0000 | |||||
| US45660LW702 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR31 4A1 | 0.07 | -1.49 | 0.0002 | 0.0000 | |||||
| US3617VSWM08 / GNMA POOL CE4252 GN 10/51 FIXED 4 | 0.07 | -1.49 | 0.0002 | 0.0000 | |||||
| US31418MSR42 / Fannie Mae Pool | 0.07 | -2.94 | 0.0002 | -0.0000 | |||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.07 | 0.0001 | 0.0001 | ||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.07 | 0.0001 | 0.0001 | ||||||
| US31358SUV14 / FANNIE MAE FNR 2000 39 Z | 0.07 | -9.59 | 0.0001 | -0.0000 | |||||
| US3140F0MF87 / FNMA POOL BC4857 FN 03/46 FIXED 4 | 0.07 | 0.00 | 0.0001 | 0.0000 | |||||
| US36177Q6F57 / Ginnie Mae I Pool | 0.07 | -1.49 | 0.0001 | -0.0000 | |||||
| US3138EGHQ08 / Fannie Mae Pool | 0.07 | -45.45 | 0.0001 | -0.0001 | |||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.07 | 0.0001 | 0.0001 | ||||||
| US36225CE280 / GNMA II | 0.07 | -17.72 | 0.0001 | -0.0000 | |||||
| US3133TDTV81 / FREDDIE MAC FHR 2058 TE | 0.07 | -13.33 | 0.0001 | -0.0000 | |||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.07 | 0.0001 | 0.0001 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.07 | 0.0001 | 0.0001 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.07 | 0.0001 | 0.0001 | ||||||
| US3138ANLY72 / Fannie Mae Pool | 0.07 | -4.41 | 0.0001 | -0.0000 | |||||
| US3138EHDL30 / FNMA 15YR 3.5% 09/01/2026#AL1006 | 0.07 | -39.25 | 0.0001 | -0.0001 | |||||
| US31408GNA12 / FNMA POOL 850985 FN 02/36 FIXED 5.5 | 0.07 | -1.52 | 0.0001 | 0.0000 | |||||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | 0.07 | 0.0001 | 0.0001 | ||||||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | 0.07 | 0.0001 | 0.0001 | ||||||
| FED HM LN PC POOL SD8452 FR 08/54 FIXED 5 / ABS-MBS (US3132DWL925) | 0.07 | -1.52 | 0.0001 | 0.0000 | |||||
| FED HM LN PC POOL SD8452 FR 08/54 FIXED 5 / ABS-MBS (US3132DWL925) | 0.07 | -1.52 | 0.0001 | 0.0000 | |||||
| US3140H6JJ96 / FNMA POOL BJ4764 FN 01/48 FIXED 4 | 0.07 | 0.00 | 0.0001 | 0.0000 | |||||
| US3138X6WZ41 / FNMA POOL AU6963 FN 10/28 FIXED 3.5 | 0.07 | -10.96 | 0.0001 | -0.0000 | |||||
| US576433BM74 / MASTR ADJUSTABLE RATE MORTGAGE MARM 2002 3 4A1 | 0.07 | 1.56 | 0.0001 | 0.0000 | |||||
| US31418DEP33 / FNMA 20YR 3% 08/01/2039#MA3741 | 0.07 | -1.52 | 0.0001 | 0.0000 | |||||
| US31406B7F15 / FNMA POOL 805594 FN 10/34 FIXED 6 | 0.07 | -1.52 | 0.0001 | -0.0000 | |||||
| US3128NHM426 / Freddie Mac Non Gold Pool | 0.07 | -1.52 | 0.0001 | -0.0000 | |||||
| US695114CX41 / PacifiCorp | 0.07 | 0.00 | 0.0001 | 0.0000 | |||||
| US3138X3TA06 / FNMA POOL AU4144 FN 08/43 FIXED 3 | 0.06 | -1.54 | 0.0001 | 0.0000 | |||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.06 | 0.0001 | 0.0001 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.06 | 0.0001 | 0.0001 | ||||||
| US3138EBBT14 / Federal National Mortgage Association | 0.06 | -15.79 | 0.0001 | -0.0000 | |||||
| US863579B491 / STRUCTURED ADJUSTABLE RATE MOR SARM 2005 21 3A1 | 0.06 | -1.54 | 0.0001 | 0.0000 | |||||
| US31413BSE29 / Fannie Mae Pool | 0.06 | -1.54 | 0.0001 | 0.0000 | |||||
| US3133TDE692 / Freddie Mac REMICs | 0.06 | -9.86 | 0.0001 | -0.0000 | |||||
| 317U8COA0 PIMCO SWAPTION 3.65 CALL USD 2025081 / DIR (000000000) | 0.06 | 0.0001 | 0.0001 | ||||||
| US31414PYK91 / FNMA POOL 972414 FN 02/38 FIXED 5.5 | 0.06 | -1.54 | 0.0001 | 0.0000 | |||||
| US31396KXS67 / Fannie Mae REMICS | 0.06 | -3.03 | 0.0001 | -0.0000 | |||||
| US3133BSZQ83 / FHLG 30YR 5.5% 01/01/2053#QF5251 | 0.06 | -1.54 | 0.0001 | -0.0000 | |||||
| US31396YHR62 / FNMA, Series 2008-8, Class FB | 0.06 | -1.54 | 0.0001 | 0.0000 | |||||
| US31409GTT30 / Fannie Mae Pool | 0.06 | -1.54 | 0.0001 | 0.0000 | |||||
| US3138Y8VR89 / Fannie Mae Pool | 0.06 | 0.00 | 0.0001 | 0.0000 | |||||
| US31413DK977 / FNMA POOL 942320 FN 08/37 FIXED 6 | 0.06 | 0.00 | 0.0001 | 0.0000 | |||||
| US31407SNY45 / FNMA POOL 839307 FN 10/35 FLOATING VAR | 0.06 | -1.54 | 0.0001 | -0.0000 | |||||
| US31408DLC64 / FNMA POOL 848223 FN 11/35 FIXED 6 | 0.06 | -1.56 | 0.0001 | 0.0000 | |||||
| US31410TLP83 / FNMA POOL 896834 FN 07/36 FIXED 6 | 0.06 | -1.56 | 0.0001 | 0.0000 | |||||
| US31359RPS57 / FANNIE MAE FNR 1997 89 ZA | 0.06 | -13.70 | 0.0001 | -0.0000 | |||||
| US3140HDYV06 / FNMA POOL BK0723 FN 02/48 FIXED 4 | 0.06 | 0.00 | 0.0001 | 0.0000 | |||||
| US31416VB377 / Fannie Mae Pool | 0.06 | 0.00 | 0.0001 | 0.0000 | |||||
| US362480AD73 / GSC CAPITAL CORP MORTGAGE TRUS GSCC 2006 2 A1 | 0.06 | -3.08 | 0.0001 | -0.0000 | |||||
| US31409BFF94 / Fannie Mae Pool | 0.06 | 0.00 | 0.0001 | 0.0000 | |||||
| US3138XEFA15 / FNMA POOL AV2860 FN 12/28 FIXED 3.5 | 0.06 | -7.46 | 0.0001 | -0.0000 | |||||
| US31406P4X40 / FNMA POOL 816338 FN 11/34 FLOATING VAR | 0.06 | -3.17 | 0.0001 | -0.0000 | |||||
| US3133TH3Z86 / FREDDIE MAC FHR 2100 Z | 0.06 | -7.58 | 0.0001 | -0.0000 | |||||
| US31410XZ821 / FNMA POOL 900867 FN 01/37 FIXED 6 | 0.06 | -1.61 | 0.0001 | 0.0000 | |||||
| US3140J8KY80 / FN BM3910 | 0.06 | -31.46 | 0.0001 | -0.0001 | |||||
| US12669GKF71 / CHL Mortgage Pass-Through Trust, Series 2004-25, Class 2A1 | 0.06 | 0.00 | 0.0001 | 0.0000 | |||||
| US31405XWH24 / FNMA POOL 802648 FN 10/34 FLOATING VAR | 0.06 | -1.61 | 0.0001 | -0.0000 | |||||
| US36225CFQ42 / Ginnie Mae II Pool | 0.06 | -7.58 | 0.0001 | -0.0000 | |||||
| US31414NAG97 / FNMA POOL 970807 FN 11/38 FIXED 6 | 0.06 | 0.00 | 0.0001 | 0.0000 | |||||
| US31406QLT21 / FNMA POOL 816738 FN 01/30 FIXED 8 | 0.06 | -6.15 | 0.0001 | -0.0000 | |||||
| US12669F3B77 / CWHL 2004-HYB5 3A1 | 0.06 | -1.64 | 0.0001 | 0.0000 | |||||
| US12669GJB86 / CHL Mortgage Pass-Through Trust 2004-29 | 0.06 | -15.49 | 0.0001 | -0.0000 | |||||
| US31371MER43 / FNMA 6.00% 9/35 #255844 | 0.06 | -3.23 | 0.0001 | -0.0000 | |||||
| US31409VJZ76 / FNMA POOL 879680 FN 05/36 FLOATING VAR | 0.06 | -3.23 | 0.0001 | -0.0000 | |||||
| US93362FAF09 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR8 2A1 | 0.06 | 0.00 | 0.0001 | 0.0000 | |||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.06 | 0.0001 | 0.0001 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.06 | 0.0001 | 0.0001 | ||||||
| US31414GDN60 / Fannie Mae Pool | 0.06 | -1.64 | 0.0001 | 0.0000 | |||||
| US3140F8AH08 / FNMA POOL BD0907 FN 07/46 FIXED 4 | 0.06 | 0.00 | 0.0001 | 0.0000 | |||||
| US31418XGS18 / FNMA POOL AD9208 FN 06/30 FIXED 4.5 | 0.06 | -4.76 | 0.0001 | -0.0000 | |||||
| US31393QY891 / FREDDIE MAC FHR 2611 XM | 0.06 | -3.28 | 0.0001 | -0.0000 | |||||
| US31408DXN91 / Fannie Mae Pool | 0.06 | -1.67 | 0.0001 | 0.0000 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.06 | 0.0001 | 0.0001 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.06 | 0.0001 | 0.0001 | ||||||
| US31412BJZ67 / FNMA POOL 920180 FN 12/36 FIXED 6 | 0.06 | -1.67 | 0.0001 | 0.0000 | |||||
| US78473TAG58 / SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 2 3A3 | 0.06 | -1.67 | 0.0001 | 0.0000 | |||||
| US12669FTM58 / COUNTRYWIDE HOME LOANS CWHL 2004 HYB2 6A | 0.06 | -1.67 | 0.0001 | 0.0000 | |||||
| US36176XP295 / Ginnie Mae I Pool | 0.06 | -3.28 | 0.0001 | -0.0000 | |||||
| US36225CLK08 / GNMA II POOL 080329 G2 10/29 FLOATING VAR | 0.06 | -9.23 | 0.0001 | -0.0000 | |||||
| US36225CC953 / Ginnie Mae II Pool | 0.06 | -15.71 | 0.0001 | -0.0000 | |||||
| US3138WXG763 / FNMA POOL AT9221 FN 07/43 FIXED 3 | 0.06 | -1.67 | 0.0001 | -0.0000 | |||||
| US12594YAJ10 / CREDIT SUISSE MORTGAGE TRUST CSMC 2017 RPL2 SA 144A | 0.06 | 0.00 | 0.0001 | 0.0000 | |||||
| US3138MN7E48 / FNMA POOL AQ7192 FN 07/43 FIXED 3 | 0.06 | 0.00 | 0.0001 | 0.0000 | |||||
| US31410RGV50 / FNMA POOL 894912 FN 07/36 FIXED 6 | 0.06 | 0.00 | 0.0001 | 0.0000 | |||||
| PEMEX LCDS SP DUB / DCR (000000000) | 0.06 | 0.0001 | 0.0001 | ||||||
| PEMEX LCDS SP DUB / DCR (000000000) | 0.06 | 0.0001 | 0.0001 | ||||||
| PEMEX LCDS SP DUB / DCR (000000000) | 0.06 | 0.0001 | 0.0001 | ||||||
| 317U8QQA7 PIMCO SWAPTION 3.4 CALL USD 20250714 / DIR (EZZX1QQCQTH4) | 0.06 | -95.03 | 0.0001 | -0.0025 | |||||
| 317U8QQA7 PIMCO SWAPTION 3.4 CALL USD 20250714 / DIR (EZZX1QQCQTH4) | 0.06 | -95.03 | 0.0001 | -0.0025 | |||||
| US31398FM575 / Fannie Mae REMICS | 0.06 | -6.45 | 0.0001 | -0.0000 | |||||
| US36202FMC76 / Ginnie Mae II Pool | 0.06 | -3.33 | 0.0001 | -0.0000 | |||||
| US3140F1T775 / FNMA POOL BC5973 FN 04/46 FIXED 4 | 0.06 | -1.69 | 0.0001 | 0.0000 | |||||
| US31410DN555 / FNMA POOL 886112 FN 07/36 FIXED 6.5 | 0.06 | -1.69 | 0.0001 | 0.0000 | |||||
| US31396KBZ49 / Fannie Mae REMICS | 0.06 | -6.45 | 0.0001 | -0.0000 | |||||
| US36179VN710 / GNMA II POOL MA6714 G2 06/50 FIXED 5 | 0.06 | -1.69 | 0.0001 | -0.0000 | |||||
| US31418PW843 / FNMA POOL AD2470 FN 08/40 FIXED 5 | 0.06 | -3.33 | 0.0001 | -0.0000 | |||||
| US12667F2Q75 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 1CB 2A1 | 0.06 | -1.69 | 0.0001 | -0.0000 | |||||
| US3133TG3U18 / FREDDIE MAC FHR 2080 Z | 0.06 | -9.37 | 0.0001 | -0.0000 | |||||
| US3133C2BD90 / FED HM LN PC POOL QG1836 FR 04/53 FIXED 5.5 | 0.06 | 0.00 | 0.0001 | 0.0000 | |||||
| US31417YEC75 / FNMA 5.00% 7/29 #MA0130 | 0.06 | -9.37 | 0.0001 | -0.0000 | |||||
| US3133THB897 / FREDDIE MAC FHR 2104 ZM | 0.06 | -9.37 | 0.0001 | -0.0000 | |||||
| US31418CRD82 / FNMA POOL MA3183 FN 11/47 FIXED 4 | 0.06 | -1.69 | 0.0001 | -0.0000 | |||||
| US7609856D82 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 SL2 A4 | 0.06 | -10.77 | 0.0001 | -0.0000 | |||||
| US3138Y9KK39 / FNMA POOL AX7497 FN 12/29 FIXED 3.5 | 0.06 | -3.33 | 0.0001 | -0.0000 | |||||
| US3138MQAE31 / FANNIE MAE POOL UMBS P#AQ8104 3.00000000 | 0.06 | 0.00 | 0.0001 | 0.0000 | |||||
| US31412TSW44 / FNMA POOL 934433 FN 09/38 FIXED 6 | 0.06 | -3.33 | 0.0001 | -0.0000 | |||||
| US36225CCY03 / Ginnie Mae II Pool | 0.06 | -25.00 | 0.0001 | -0.0000 | |||||
| US83162CRD73 / SMALL BUSINESS ADMINISTRATION SBAP 2007 20G 1 | 0.06 | -1.72 | 0.0001 | 0.0000 | |||||
| US3140EULL13 / Fannie Mae Pool | 0.06 | -1.72 | 0.0001 | -0.0000 | |||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.06 | 0.0001 | 0.0001 | ||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.06 | 0.0001 | 0.0001 | ||||||
| US3128P7LV36 / FED HM LN PC POOL C91240 FG 01/29 FIXED 4.5 | 0.06 | -8.06 | 0.0001 | -0.0000 | |||||
| US31406YCZ16 / FNMA POOL 823688 FN 06/35 FLOATING VAR | 0.06 | 1.79 | 0.0001 | 0.0000 | |||||
| US76114HAK14 / RESIDENTIAL ASSET SECURITIES CORP. | 0.06 | 0.00 | 0.0001 | 0.0000 | |||||
| US31376KLU87 / FNMA POOL 357739 FN 03/35 FIXED 6 | 0.06 | -1.72 | 0.0001 | -0.0000 | |||||
| US17307GXR46 / Citigroup Mortgage Loan Trust Inc | 0.06 | -11.11 | 0.0001 | -0.0000 | |||||
| US3140X9WH46 / FNMA POOL FM6047 FN 05/29 FIXED VAR | 0.06 | -11.11 | 0.0001 | -0.0000 | |||||
| US3128E3ZP28 / Federal Home Loan Mortgage Corp Gold (FGLMC) | 0.06 | -20.00 | 0.0001 | -0.0000 | |||||
| US36182WBC64 / GNMA POOL AJ1835 GN 09/44 FIXED 3.5 | 0.06 | -1.75 | 0.0001 | 0.0000 | |||||
| US3138M7M855 / FNMA POOL AP3982 FN 09/42 FIXED 4 | 0.06 | -1.75 | 0.0001 | -0.0000 | |||||
| US3140XD3B07 / FNMA POOL FM9793 FN 03/32 FIXED VAR | 0.06 | -20.00 | 0.0001 | -0.0000 | |||||
| US058928AN26 / BANC OF AMERICA FUNDING CORPOR BAFC 2006 B 7A1 | 0.06 | 0.00 | 0.0001 | 0.0000 | |||||
| US3138X1QY52 / FNMA POOL AU2270 FN 08/43 FIXED 3 | 0.06 | -3.45 | 0.0001 | -0.0000 | |||||
| US31413KEQ04 / FNMA POOL 947543 FN 10/37 FIXED 6 | 0.06 | 0.00 | 0.0001 | 0.0000 | |||||
| US3132A7YG00 / FED HM LN PC POOL ZS7011 FR 08/29 FIXED 3.5 | 0.06 | -8.20 | 0.0001 | -0.0000 | |||||
| US3140E1PV94 / FNMA POOL AZ8535 FN 09/45 FIXED 4 | 0.06 | 0.00 | 0.0001 | 0.0000 | |||||
| US31411ALS23 / FNMA POOL 902237 FN 10/36 FIXED 6 | 0.06 | 0.00 | 0.0001 | 0.0000 | |||||
| US36183GBH92 / Ginnie Mae I Pool | 0.06 | 0.00 | 0.0001 | 0.0000 | |||||
| US36225CFU53 / Ginnie Mae II Pool | 0.06 | -16.67 | 0.0001 | -0.0000 | |||||
| US3138W9Z786 / Fannie Mae Pool | 0.06 | -12.70 | 0.0001 | -0.0000 | |||||
| US45660UAT60 / IndyMac ARM Trust 2001-H2 | 0.06 | -3.51 | 0.0001 | -0.0000 | |||||
| US225470A944 / Adjustable Rate Mortgage Trust 2006-1 | 0.06 | 0.00 | 0.0001 | 0.0000 | |||||
| EZLX9VYNFMW1 / AES CORPORATION SNR S* ICE | 0.06 | -64.05 | 0.0001 | -0.0002 | |||||
| US31410DUB45 / FNMA POOL 886278 FN 06/36 FIXED 6 | 0.06 | -1.79 | 0.0001 | 0.0000 | |||||
| VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (EZZJ5VMDZXB6) | 0.06 | 3.77 | 0.0001 | 0.0000 | |||||
| US3132DWHS52 / FEDERAL HOME LOAN MORTGAGE CORPORATION | 0.06 | -1.79 | 0.0001 | -0.0000 | |||||
| US3133TDPX83 / FHLMC_T-11 | 0.06 | -17.91 | 0.0001 | -0.0000 | |||||
| US3133TN4S09 / FREDDIE MAC FHR 2206 Z | 0.06 | -6.78 | 0.0001 | -0.0000 | |||||
| US3140H4B452 / Federal National Mortgage Association, Inc. | 0.06 | -3.51 | 0.0001 | -0.0000 | |||||
| US3140F96N08 / FNMA POOL BD2676 FN 06/46 FIXED 4 | 0.05 | -1.82 | 0.0001 | 0.0000 | |||||
| US36242DH559 / GSR MORTGAGE LOAN TRUST GSR 2005 AR2 1A2 | 0.05 | 0.00 | 0.0001 | 0.0000 | |||||
| US3132M3HM28 / FED HM LN PC POOL Q23236 FG 11/43 FIXED 4.5 | 0.05 | -1.82 | 0.0001 | 0.0000 | |||||
| US3133TJWT68 / FREDDIE MAC FHR 2135 LZ | 0.05 | -10.00 | 0.0001 | -0.0000 | |||||
| US3140HD4R27 / FNMA POOL BK0831 FN 02/48 FIXED 4 | 0.05 | 0.00 | 0.0001 | 0.0000 | |||||
| US76112BGF13 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 RS12 MII4 | 0.05 | -33.33 | 0.0001 | -0.0001 | |||||
| US31409V4A80 / FNMA POOL 880217 FN 02/36 FIXED 7 | 0.05 | -1.82 | 0.0001 | 0.0000 | |||||
| US3132A7NV95 / FED HM LN PC POOL ZS6704 FR 04/28 FIXED 3.5 | 0.05 | -14.29 | 0.0001 | -0.0000 | |||||
| US3138WXMU85 / FNMA POOL AT9370 FN 07/43 FIXED 3 | 0.05 | 0.00 | 0.0001 | 0.0000 | |||||
| US61749LAL53 / Morgan Stanley Mortgage Loan Trust 2006-8AR | 0.05 | -5.26 | 0.0001 | -0.0000 | |||||
| US31410YU283 / FNMA POOL 901601 FN 11/36 FIXED 6 | 0.05 | 0.00 | 0.0001 | 0.0000 | |||||
| US31411BQQ94 / FNMA POOL 903263 FN 10/36 FIXED 6 | 0.05 | -1.85 | 0.0001 | 0.0000 | |||||
| US3132DWF570 / FNCL UMBS 5.0 SD8288 01-01-53 | 0.05 | -3.64 | 0.0001 | -0.0000 | |||||
| US05951KAE38 / BANC OF AMERICA FUNDING CORPOR BAFC 2006 7 1A4 | 0.05 | -8.62 | 0.0001 | -0.0000 | |||||
| US312942BY09 / FED HM LN PC POOL A93655 FG 09/40 FIXED 4.5 | 0.05 | -3.64 | 0.0001 | -0.0000 | |||||
| US31329QTQ46 / FHLG 20YR 3.5% 05/01/2039#ZA6859 | 0.05 | -5.36 | 0.0001 | -0.0000 | |||||
| US3140EVJN89 / FNMA 30YR 4% 06/46#BC1168 | 0.05 | -1.85 | 0.0001 | -0.0000 | |||||
| US36297GKW95 / GNMA POOL 711409 GN 05/39 FIXED 5 | 0.05 | -1.85 | 0.0001 | -0.0000 | |||||
| US31413EAM75 / FNMA POOL 942912 FN 08/37 FIXED 6 | 0.05 | 0.00 | 0.0001 | 0.0000 | |||||
| US31359SVU13 / FANNIE MAE FNR 2001 22 F | 0.05 | -10.17 | 0.0001 | -0.0000 | |||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.05 | 0.0001 | 0.0001 | ||||||
| US3140F1U260 / FNMA POOL BC6000 FN 05/46 FIXED 4 | 0.05 | -7.02 | 0.0001 | -0.0000 | |||||
| US31414MPX82 / Federal National Mortgage Association, Inc. | 0.05 | 0.00 | 0.0001 | 0.0000 | |||||
| US23245CAD20 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 1 2A3 | 0.05 | -63.64 | 0.0001 | -0.0002 | |||||
| US02151CBK18 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 15CB A25 | 0.05 | -1.89 | 0.0001 | -0.0000 | |||||
| US31406PMG18 / Fannie Mae Pool | 0.05 | -1.89 | 0.0001 | 0.0000 | |||||
| US31411HB419 / FNMA POOL 908259 FN 03/37 FIXED 6 | 0.05 | -1.89 | 0.0001 | -0.0000 | |||||
| US31419L2Y84 / FNMA POOL AE9790 FN 11/40 FIXED 5 | 0.05 | 0.00 | 0.0001 | 0.0000 | |||||
| US31406QGB77 / FNMA | 0.05 | -1.89 | 0.0001 | -0.0000 | |||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.05 | 0.0001 | 0.0001 | ||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.05 | 0.0001 | 0.0001 | ||||||
| US36184QYB49 / GNMA POOL AM4306 GN 04/45 FIXED 3.5 | 0.05 | 0.00 | 0.0001 | 0.0000 | |||||
| US3138WCUU56 / Fannie Mae Pool | 0.05 | -1.89 | 0.0001 | -0.0000 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.05 | 0.0001 | 0.0001 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.05 | 0.0001 | 0.0001 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.05 | 0.0001 | 0.0001 | ||||||
| US31407X5N76 / FNMA POOL 844253 FN 11/35 FIXED 6 | 0.05 | -5.56 | 0.0001 | -0.0000 | |||||
| US31393XGV38 / FNMA, Series 2004-W2, Class 5AF | 0.05 | -7.27 | 0.0001 | -0.0000 | |||||
| US3138ELUV31 / Fannie Mae Pool | 0.05 | -43.33 | 0.0001 | -0.0001 | |||||
| US3132A7WS65 / FED HM LN PC POOL ZS6957 FR 10/28 FIXED 3.5 | 0.05 | -22.73 | 0.0001 | -0.0000 | |||||
| US31396XNT71 / FANNIE MAE FNR 2007 96 AF | 0.05 | -5.56 | 0.0001 | -0.0000 | |||||
| AT&T INC SNR S* ICE / DCR (EZHQ4Q1W91G8) | 0.05 | -29.17 | 0.0001 | -0.0000 | |||||
| US05949ADG22 / Banc of America Mortgage Securities, Inc., Series 2004-D, Class 2A2 | 0.05 | -1.92 | 0.0001 | -0.0000 | |||||
| US31410VKP49 / FNMA POOL 898602 FN 10/36 FIXED 6 | 0.05 | -1.92 | 0.0001 | 0.0000 | |||||
| US12669F6L23 / CHL Mortgage Pass-Through Trust 2004-HYB6 | 0.05 | -7.27 | 0.0001 | -0.0000 | |||||
| US3140E6DW92 / Fannie Mae Pool | 0.05 | -1.92 | 0.0001 | 0.0000 | |||||
| US31416JPK15 / Fannie Mae Pool | 0.05 | -1.92 | 0.0001 | -0.0000 | |||||
| US31410GLY79 / FNMA POOL 888743 FN 01/36 FIXED VAR | 0.05 | -1.92 | 0.0001 | -0.0000 | |||||
| US31417Q7J73 / FNMA POOL AC5396 FN 10/39 FIXED 6 | 0.05 | 0.00 | 0.0001 | 0.0000 | |||||
| US31409SKM16 / FNMA POOL 877000 FN 06/35 FLOATING VAR | 0.05 | -1.92 | 0.0001 | -0.0000 | |||||
| US31419LX327 / FNMA POOL AE9697 FN 11/40 FIXED 4 | 0.05 | -1.92 | 0.0001 | 0.0000 | |||||
| US41161UAJ16 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 6 5A1A | 0.05 | -1.92 | 0.0001 | 0.0000 | |||||
| US36225CLH78 / GNMA II POOL 080327 G2 10/29 FLOATING VAR | 0.05 | -8.93 | 0.0001 | -0.0000 | |||||
| US31414T6H93 / FNMA POOL 976172 FN 04/38 FIXED 5.5 | 0.05 | 0.00 | 0.0001 | 0.0000 | |||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.05 | 0.0001 | 0.0001 | ||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.05 | 0.0001 | 0.0001 | ||||||
| US3140Q7VM61 / Fannie Mae Pool | 0.05 | -3.77 | 0.0001 | -0.0000 | |||||
| US31412MAD02 / Fannie Mae Pool | 0.05 | -3.77 | 0.0001 | -0.0000 | |||||
| US31406GKD06 / FNMA POOL 809492 FN 02/35 FIXED 6 | 0.05 | -1.92 | 0.0001 | -0.0000 | |||||
| US3133TGZG71 / FREDDIE MAC FHR 2107 G | 0.05 | -10.53 | 0.0001 | -0.0000 | |||||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | 0.05 | 0.0001 | 0.0001 | ||||||
| US31403C6S57 / UMBS, 30 Year | 0.05 | -3.85 | 0.0001 | -0.0000 | |||||
| US3133TEMJ00 / FREDDIE MAC FHR 2064 ZA | 0.05 | -10.71 | 0.0001 | -0.0000 | |||||
| US31411AZB42 / FNMA POOL 902638 FN 10/36 FIXED 6 | 0.05 | -1.96 | 0.0001 | 0.0000 | |||||
| US31415PF943 / FNMA POOL 984992 FN 08/38 FIXED 5.5 | 0.05 | -1.96 | 0.0001 | 0.0000 | |||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.05 | 0.0001 | 0.0001 | ||||||
| US3138WPGY48 / Fannie Mae Pool | 0.05 | -1.96 | 0.0001 | -0.0000 | |||||
| US31412XR972 / FNMA POOL 938012 FN 07/37 FIXED 6 | 0.05 | 0.00 | 0.0001 | 0.0000 | |||||
| US31411NQ670 / FNMA POOL 912277 FN 03/37 FIXED 6 | 0.05 | 0.00 | 0.0001 | 0.0000 | |||||
| US3138Y9JK57 / FNMA POOL AX7465 FN 11/29 FIXED 3 | 0.05 | -5.77 | 0.0001 | -0.0000 | |||||
| US31410KJY10 / Fannie Mae Pool | 0.05 | -3.92 | 0.0001 | -0.0000 | |||||
| US3133B7E462 / FED HM LN PC POOL QD9155 FR 03/52 FIXED 3 | 0.05 | -2.00 | 0.0001 | 0.0000 | |||||
| US36225CNA08 / GNMA II POOL 080384 G2 03/30 FLOATING VAR | 0.05 | -5.77 | 0.0001 | -0.0000 | |||||
| US36182WNH24 / GNMA POOL AJ2192 GN 02/45 FIXED 3.5 | 0.05 | -2.00 | 0.0001 | 0.0000 | |||||
| US36202EWE57 / Ginnie Mae II Pool | 0.05 | -2.00 | 0.0001 | -0.0000 | |||||
| US62432LAL53 / Mountain View CLO 2017-2 LLC | 0.05 | -90.75 | 0.0001 | -0.0011 | |||||
| US36179UPC08 / Ginnie Mae II Pool | 0.05 | -2.00 | 0.0001 | -0.0000 | |||||
| US31402JTJ69 / FNMA POOL 730553 FN 08/33 FIXED 5 | 0.05 | -2.00 | 0.0001 | -0.0000 | |||||
| US3138EGRE67 / FANNIE MAE POOL UMBS P#AL0484 5.50000000 | 0.05 | -2.00 | 0.0001 | -0.0000 | |||||
| US589929F377 / Merrill Lynch Mortgage Investors Trust MLMI, Series 2003-A1, Class 3A | 0.05 | 0.00 | 0.0001 | 0.0000 | |||||
| US31411AWL50 / Fannie Mae Pool | 0.05 | -2.00 | 0.0001 | -0.0000 | |||||
| US3133TMY832 / FREDDIE MAC FHR 2204 Z | 0.05 | -9.26 | 0.0001 | -0.0000 | |||||
| US31418CMG68 / Fannie Mae Pool | 0.05 | -4.00 | 0.0001 | -0.0000 | |||||
| US31410RKS75 / FNMA POOL 895005 FN 10/36 FIXED 6 | 0.05 | -2.04 | 0.0001 | -0.0000 | |||||
| US31412D3M89 / FNMA POOL 922504 FN 04/37 FIXED 6 | 0.05 | -2.04 | 0.0001 | 0.0000 | |||||
| US3133TSQG11 / Freddie Mac Structured Pass-Through Certificates | 0.05 | -12.73 | 0.0001 | -0.0000 | |||||
| US41161PHF36 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 8 3A2 | 0.05 | 0.00 | 0.0001 | 0.0000 | |||||
| US23242GAF19 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA16 A3 | 0.05 | -2.04 | 0.0001 | -0.0000 | |||||
| US31406L4P07 / FNMA POOL 813630 FN 07/35 FLOATING VAR | 0.05 | -2.04 | 0.0001 | -0.0000 | |||||
| US3140EAXW85 / FNMA POOL BA6092 FN 01/46 FIXED 4 | 0.05 | 0.00 | 0.0001 | 0.0000 | |||||
| US3140FSP641 / FNMA POOL BE6744 FN 02/47 FIXED 4 | 0.05 | 0.00 | 0.0001 | 0.0000 | |||||
| US31410XA717 / Fannie Mae Pool | 0.05 | 0.00 | 0.0001 | 0.0000 | |||||
| FNMA POOL BX7244 FN 02/53 FIXED 5.5 / ABS-MBS (US3140NCBN89) | 0.05 | -4.00 | 0.0001 | -0.0000 | |||||
| FNMA POOL BX7244 FN 02/53 FIXED 5.5 / ABS-MBS (US3140NCBN89) | 0.05 | -4.00 | 0.0001 | -0.0000 | |||||
| US31394L5S76 / FREDDIE MAC REMICS FHR 2684 ZN | 0.05 | -2.04 | 0.0001 | -0.0000 | |||||
| 952NPH905 / CREDIT SUISSE GROUP AG COCO JR SUB REGS | 0.05 | 0.00 | 0.0001 | 0.0000 | |||||
| US3132M3JB45 / FED HM LN PC POOL Q23258 FG 11/43 FIXED 4.5 | 0.05 | -2.08 | 0.0001 | 0.0000 | |||||
| US31407JBH41 / FNMA POOL 831740 FN 09/36 FIXED 6 | 0.05 | -2.08 | 0.0001 | 0.0000 | |||||
| US31408GAR83 / Fannie Mae Pool | 0.05 | -2.08 | 0.0001 | 0.0000 | |||||
| US81377JAB98 / Securitized Asset Backed Receivables LLC Trust 2007-HE1 | 0.05 | 0.00 | 0.0001 | 0.0000 | |||||
| US3138EKLV58 / Fannie Mae Pool | 0.05 | -12.96 | 0.0001 | -0.0000 | |||||
| FNMA POOL DB2745 FN 04/54 FIXED 5.5 / ABS-MBS (US3140ACBP74) | 0.05 | -6.00 | 0.0001 | -0.0000 | |||||
| FNMA POOL DB2745 FN 04/54 FIXED 5.5 / ABS-MBS (US3140ACBP74) | 0.05 | -6.00 | 0.0001 | -0.0000 | |||||
| FED HM LN PC POOL QG9525 FR 08/53 FIXED 5.5 / ABS-MBS (US3133CASN19) | 0.05 | 0.00 | 0.0001 | 0.0000 | |||||
| FED HM LN PC POOL QG9525 FR 08/53 FIXED 5.5 / ABS-MBS (US3133CASN19) | 0.05 | 0.00 | 0.0001 | 0.0000 | |||||
| US3133TJGW71 / FREDDIE MAC FHR 2129 ZA | 0.05 | -7.84 | 0.0001 | -0.0000 | |||||
| US31413A3K77 / FNMA POOL 940102 FN 07/37 FIXED 6 | 0.05 | -2.08 | 0.0001 | -0.0000 | |||||
| US31410TZS76 / FNMA POOL 897253 FN 11/36 FIXED 6 | 0.05 | 0.00 | 0.0001 | 0.0000 | |||||
| US3140X76Y07 / FANNIE MAE POOL FN FM4486 | 0.05 | -4.17 | 0.0001 | -0.0000 | |||||
| US3140X6Z464 / Fannie Mae Pool | 0.05 | -6.12 | 0.0001 | -0.0000 | |||||
| US3138YFLA07 / FNMA POOL AY2120 FN 02/45 FIXED 5 | 0.05 | -2.13 | 0.0001 | -0.0000 | |||||
| US36225CJH07 / GOVERNMENT NATIONAL MORTGAGE ASSOC. | 0.05 | -6.12 | 0.0001 | -0.0000 | |||||
| US3133A3FP87 / FED HM LN PC POOL QA8274 FR 03/50 FIXED 3.5 | 0.05 | -2.13 | 0.0001 | 0.0000 | |||||
| RFR USD SOFR/3.55016 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | 0.05 | -90.61 | 0.0001 | -0.0010 | |||||
| RFR USD SOFR/3.55016 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | 0.05 | -90.61 | 0.0001 | -0.0010 | |||||
| US3138LXQK86 / FNMA, Other | 0.05 | -2.13 | 0.0001 | 0.0000 | |||||
| FNMA POOL BW9887 FN 10/52 FIXED 5 / ABS-MBS (US3140N26Z90) | 0.05 | -2.13 | 0.0001 | -0.0000 | |||||
| FNMA POOL BW9887 FN 10/52 FIXED 5 / ABS-MBS (US3140N26Z90) | 0.05 | -2.13 | 0.0001 | -0.0000 | |||||
| US3138ELA520 / FNMA POOL AL3627 FN 04/32 FIXED VAR | 0.05 | -4.17 | 0.0001 | -0.0000 | |||||
| US36225CH333 / GNMA II POOL 080249 G2 01/29 FLOATING VAR | 0.05 | -6.12 | 0.0001 | -0.0000 | |||||
| US86359LSM27 / Structured Asset Mortgage Investments II Trust, Series 2006-AR2, Class A1 | 0.05 | -8.00 | 0.0001 | -0.0000 | |||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | 0.05 | 0.0001 | 0.0001 | ||||||
| US31394H4A67 / FHLMC, REMIC, Series 2662, Class MT | 0.05 | -4.26 | 0.0001 | -0.0000 | |||||
| US07384YGX85 / BEAR STEARNS ASSET BACKED SECU BSABS 2003 1 A1 | 0.05 | -6.25 | 0.0001 | -0.0000 | |||||
| US31407DM777 / FNMA POOL 827582 FN 06/35 FLOATING VAR | 0.05 | -2.17 | 0.0001 | -0.0000 | |||||
| US3138Y3L589 / FNMA POOL AX2147 FN 10/29 FIXED 3.5 | 0.05 | -6.25 | 0.0001 | -0.0000 | |||||
| US3138EGQ492 / Fannie Mae Pool | 0.05 | -4.26 | 0.0001 | -0.0000 | |||||
| US31392BUS32 / FANNIE MAE FNR 2002 3 FE | 0.05 | -10.00 | 0.0001 | -0.0000 | |||||
| US31410FDR38 / FNMA POOL 887612 FN 07/36 FIXED 6 | 0.05 | -2.17 | 0.0001 | 0.0000 | |||||
| US31295LBG68 / FED HM LN PC POOL 787239 FH 07/30 FLOATING VAR | 0.05 | -4.26 | 0.0001 | -0.0000 | |||||
| US3138X1FG65 / FNMA POOL AU1966 FN 07/43 FIXED 3 | 0.05 | 0.00 | 0.0001 | 0.0000 | |||||
| US31384VUE00 / FNMA POOL 535281 FN 04/30 FIXED VAR | 0.05 | -6.25 | 0.0001 | -0.0000 | |||||
| US05951KAN37 / BANC OF AMERICA FUNDING CORPOR BAFC 2006 7 1A12 | 0.05 | -6.25 | 0.0001 | -0.0000 | |||||
| US61749KAB98 / Morgan Stanley ABS Capital I Inc Trust 2006-WMC2 | 0.05 | 0.00 | 0.0001 | 0.0000 | |||||
| US31411N2X47 / FNMA POOL 912590 FN 03/37 FIXED 6 | 0.05 | -4.26 | 0.0001 | -0.0000 | |||||
| US12667G5V16 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 43 2A1 | 0.05 | 0.00 | 0.0001 | 0.0000 | |||||
| US161630CF33 / CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 13A1 | 0.05 | -11.76 | 0.0001 | -0.0000 | |||||
| US31407SA440 / FNMA POOL 838927 FN 08/35 FIXED 6 | 0.05 | 0.00 | 0.0001 | -0.0000 | |||||
| US31410X2Q88 / FNMA POOL 900883 FN 01/37 FIXED 6 | 0.05 | -2.17 | 0.0001 | -0.0000 | |||||
| US3617LR6Y66 / GNMA POOL BQ7187 GN 10/49 FIXED 4 | 0.05 | 0.00 | 0.0001 | 0.0000 | |||||
| US31405UU497 / FNMA POOL 799903 FN 11/34 FLOATING VAR | 0.04 | -2.22 | 0.0001 | -0.0000 | |||||
| US3131X9UG71 / FED HM LN PC POOL ZK5983 FR 09/28 FIXED 3.5 | 0.04 | -10.20 | 0.0001 | -0.0000 | |||||
| US31416AD724 / FNMA POOL 993926 FN 01/39 FIXED 4 | 0.04 | -2.22 | 0.0001 | 0.0000 | |||||
| US44328AAB61 / HSI Asset Securitization Corp Trust 2006-HE1 | 0.04 | -2.22 | 0.0001 | 0.0000 | |||||
| US3138W14Q72 / FNMA POOL AR4430 FN 03/43 FIXED 3 | 0.04 | -4.35 | 0.0001 | -0.0000 | |||||
| US007036QB51 / ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 8 1A1 | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| US3138WAWW39 / FNMA POOL AS1560 FN 01/39 FIXED 4 | 0.04 | -2.22 | 0.0001 | 0.0000 | |||||
| US31417GTQ90 / Fannie Mae Pool | 0.04 | -2.22 | 0.0001 | -0.0000 | |||||
| US81743VAA17 / SEQUOIA MORTGAGE TRUST 10 SEMT 10 1A | 0.04 | -25.42 | 0.0001 | -0.0000 | |||||
| US31402RFV69 / Fannie Mae Pool | 0.04 | -4.35 | 0.0001 | -0.0000 | |||||
| US31407GUR72 / FNMA POOL 830492 FN 06/35 FIXED 7 | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| US3138W75S92 / Fannie Mae Pool | 0.04 | -2.22 | 0.0001 | -0.0000 | |||||
| US31393TB547 / FANNIEMAE WHOLE LOAN FNW 2003 W15 1A | 0.04 | -4.35 | 0.0001 | -0.0000 | |||||
| US3138E9PM67 / FNMA POOL AK4927 FN 02/32 FIXED 4 | 0.04 | -2.22 | 0.0001 | -0.0000 | |||||
| BOUGHT HUF SOLD USD 20250822 / DFE (000000000) | 0.04 | 0.0001 | 0.0001 | ||||||
| BOUGHT HUF SOLD USD 20250822 / DFE (000000000) | 0.04 | 0.0001 | 0.0001 | ||||||
| BOUGHT HUF SOLD USD 20250822 / DFE (000000000) | 0.04 | 0.0001 | 0.0001 | ||||||
| US761119AE66 / RESIDENTIAL ASSET SECURITIZATI RAST 2006 A8 1A5 | 0.04 | 2.33 | 0.0001 | 0.0000 | |||||
| US32051D4S87 / First Horizon Alternative Mortgage Securities Trust 2004-AA2 | 0.04 | -2.27 | 0.0001 | -0.0000 | |||||
| US83162CSA26 / SMALL BUSINESS ADMINISTRATION SBAP 2008 20I 1 | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| US31412LRA07 / FNMA POOL 928481 FN 07/37 FIXED 6 | 0.04 | -2.27 | 0.0001 | -0.0000 | |||||
| US36225CL202 / Ginnie Mae II Pool | 0.04 | -8.51 | 0.0001 | -0.0000 | |||||
| US12667GCB77 / Alternative Loan Trust 2005-14 | 0.04 | -2.27 | 0.0001 | 0.0000 | |||||
| US93363DAA54 / WaMu Mortgage Pass-Through Certificates Series 2006-AR9 Trust | 0.04 | -2.27 | 0.0001 | -0.0000 | |||||
| US31411APV16 / FANNIE MAE POOL FN 902336 | 0.04 | -18.87 | 0.0001 | -0.0000 | |||||
| US31413ECR45 / Fannie Mae Pool | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| US3138M53B32 / FNMA POOL AP2593 FN 08/42 FIXED 4 | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| US3133KRKU76 / FREDDIE MAC POOL UMBS P#RA9307 5.50000000 | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| US31358SNY36 / Fannie Mae REMICS | 0.04 | -15.69 | 0.0001 | -0.0000 | |||||
| US31402RRR20 / Fannie Mae Pool | 0.04 | -2.33 | 0.0001 | -0.0000 | |||||
| US31418BAA44 / FNMA, Other | 0.04 | -2.33 | 0.0001 | -0.0000 | |||||
| US31412AMV34 / FNMA POOL 919372 FN 05/37 FIXED 6 | 0.04 | -4.55 | 0.0001 | -0.0000 | |||||
| US31386MZG85 / FNMA POOL 567843 FN 09/30 FIXED 8.5 | 0.04 | -4.55 | 0.0001 | -0.0000 | |||||
| US31418CEH34 / Fannie Mae Pool | 0.04 | -4.55 | 0.0001 | -0.0000 | |||||
| FED HM LN PC POOL QG6242 FR 06/53 FIXED 5 / ABS-MBS (US3133C65B19) | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| FED HM LN PC POOL QG6242 FR 06/53 FIXED 5 / ABS-MBS (US3133C65B19) | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| US36241KT403 / Ginnie Mae I Pool | 0.04 | -4.55 | 0.0001 | -0.0000 | |||||
| US3617K7KJ85 / Ginnie Mae I Pool | 0.04 | -14.29 | 0.0001 | -0.0000 | |||||
| US3133KYR921 / Freddie Mac Gold Pool | 0.04 | -2.33 | 0.0001 | -0.0000 | |||||
| US17307GDL95 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 HYB1 A31 | 0.04 | -10.64 | 0.0001 | -0.0000 | |||||
| US31416JZM60 / FNMA POOL AA1647 FN 02/39 FIXED 5 | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| US31409ELR08 / Fannie Mae Pool | 0.04 | -4.55 | 0.0001 | -0.0000 | |||||
| US31412ES723 / FNMA POOL 923142 FN 04/36 FIXED 6 | 0.04 | -2.33 | 0.0001 | -0.0000 | |||||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0.04 | 0.0001 | 0.0001 | ||||||
| US31403N3L96 / FNMA POOL 754203 FN 12/33 FLOATING VAR | 0.04 | -4.65 | 0.0001 | -0.0000 | |||||
| MEXICO LA SP MYC / DCR (EZDKNKQB19P7) | 0.04 | -4,200.00 | 0.0001 | 0.0001 | |||||
| US31397QCM87 / FANNIE MAE FNR 2010 150 KF | 0.04 | -22.64 | 0.0001 | -0.0000 | |||||
| US31359VA942 / FNMA, REMIC Trust, Whole Loan, Series 1999-W4, Class A9 | 0.04 | -18.00 | 0.0001 | -0.0000 | |||||
| US59020UJP12 / MLCC MORTGAGE INVESTORS INC MLCC 2004 E A1 | 0.04 | -10.87 | 0.0001 | -0.0000 | |||||
| US31406L3G17 / FANNIE MAE 3.538% 01/01/2036 FNMA ARM | 0.04 | -2.38 | 0.0001 | 0.0000 | |||||
| US31418BQ902 / Fannie Mae Pool | 0.04 | -2.38 | 0.0001 | 0.0000 | |||||
| US31411FRE69 / Fannie Mae Pool | 0.04 | -2.38 | 0.0001 | 0.0000 | |||||
| US3131X6NS53 / FED HM LN PC POOL ZK3101 FR 03/26 FIXED 3.5 | 0.04 | -26.79 | 0.0001 | -0.0000 | |||||
| US3140QTA820 / FANNIE MAE POOL FN CB7230 | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| US3140E1Q715 / FNMA POOL AZ8577 FN 10/45 FIXED 4 | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| US3140E8X864 / Fannie Mae Pool | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| US3138YXJY27 / FNMA POOL AZ5678 FN 08/45 FIXED 4 | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| US31418DGB29 / FNMA POOL MA3793 FN 08/49 FIXED 6 | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| US36225CGN02 / Ginnie Mae II Pool | 0.04 | -19.61 | 0.0001 | -0.0000 | |||||
| US3140F3L976 / FNMA POOL BC7551 FN 04/46 FIXED 4 | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| US3138E43G48 / FNMA 15YR | 0.04 | -25.45 | 0.0001 | -0.0000 | |||||
| US31405HGP73 / FNMA POOL 789606 FN 08/34 FIXED 6 | 0.04 | -4.76 | 0.0001 | -0.0000 | |||||
| US3140F0N671 / FNMA POOL BC4912 FN 03/46 FIXED 4 | 0.04 | -2.44 | 0.0001 | 0.0000 | |||||
| US3133TG2F59 / FREDDIE MAC FHR 2080 C | 0.04 | -11.11 | 0.0001 | -0.0000 | |||||
| US466247TZ61 / JP Morgan Mortgage Trust 2005-A6 | 0.04 | -2.44 | 0.0001 | 0.0000 | |||||
| US31418EGK01 / Federal National Mortgage Association | 0.04 | -2.44 | 0.0001 | -0.0000 | |||||
| US3131Y9PE78 / FED HM LN PC POOL ZN3121 FR 02/34 FIXED 3.5 | 0.04 | -6.98 | 0.0001 | -0.0000 | |||||
| US3138ETQP45 / Fannie Mae Pool | 0.04 | -9.09 | 0.0001 | -0.0000 | |||||
| US3140GPL305 / FNMA POOL BH1245 FN 05/47 FIXED 3 | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| US31402RRC50 / FNMA POOL 735883 FN 03/33 FIXED VAR | 0.04 | -4.76 | 0.0001 | -0.0000 | |||||
| US31385W2S74 / Fannie Mae | 0.04 | -4.76 | 0.0001 | -0.0000 | |||||
| US3138WMXL03 / FNMA 30YR 3.0% 04/01/2043#AT0682 | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| FED HM LN PC POOL QG4158 FR 06/53 FIXED 5.5 / ABS-MBS (US3133C4TP94) | 0.04 | -6.98 | 0.0001 | -0.0000 | |||||
| FED HM LN PC POOL QG4158 FR 06/53 FIXED 5.5 / ABS-MBS (US3133C4TP94) | 0.04 | -6.98 | 0.0001 | -0.0000 | |||||
| US31407QG672 / FNMA POOL 837321 FN 09/35 FLOATING VAR | 0.04 | -2.44 | 0.0001 | -0.0000 | |||||
| US3133L8DL69 / FREDDIE MAC POOL UMBS P#RC1907 3.50000000 | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| US31411YSK00 / FNMA POOL 918622 FN 06/37 FIXED 6 | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.04 | 0.0001 | 0.0001 | ||||||
| US3128CURB41 / FED HM LN PC POOL G30482 FG 05/30 FIXED 4.5 | 0.04 | -6.98 | 0.0001 | -0.0000 | |||||
| US31411CFS52 / FNMA POOL 903877 FN 10/36 FIXED 6 | 0.04 | -2.50 | 0.0001 | 0.0000 | |||||
| US31412XFE94 / FNMA POOL 937665 FN 06/37 FIXED 6 | 0.04 | -4.88 | 0.0001 | -0.0000 | |||||
| US863579HD34 / Structured Adjustable Rate Mortgage Loan Trust Series 2004-20 | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| US31371NP256 / Fannie Mae Pool | 0.04 | -2.50 | 0.0001 | -0.0000 | |||||
| US3140A4XM82 / UMBS | 0.04 | -2.50 | 0.0001 | -0.0000 | |||||
| US312946DE31 / FED HM LN PC POOL A97301 FG 03/41 FIXED 4.5 | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| US3140N24H11 / FNCL UMBS 4.5 BW9823 09-01-52 | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| US31396V4B13 / SINGLE FAMILY ARM | 0.04 | -2.50 | 0.0001 | -0.0000 | |||||
| US45661EAV65 / IndyMac INDX Mortgage Loan Trust 2006-AR4 | 0.04 | -2.50 | 0.0001 | -0.0000 | |||||
| US05949CCE49 / BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 F 4A1 | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| US31410C6B36 / FNMA POOL 885666 FN 10/36 FIXED 6 | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| US3140HBLF37 / Fannie Mae Pool | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| US12669F7M96 / COUNTRYWIDE HOME LOANS CWHL 2004 R1 3A 144A | 0.04 | -20.41 | 0.0001 | -0.0000 | |||||
| US36202F2A30 / Ginnie Mae II Pool | 0.04 | -9.30 | 0.0001 | -0.0000 | |||||
| US3140FG5E51 / FNMA POOL BD8944 FN 10/46 FIXED 4 | 0.04 | -9.30 | 0.0001 | -0.0000 | |||||
| US31402RTT67 / FNMA POOL 735962 FN 10/35 FLOATING VAR | 0.04 | -2.56 | 0.0001 | -0.0000 | |||||
| US86358EMA19 / Structured Asset Investment Loan Trust, Series 2004-8, Class M2 | 0.04 | -24.00 | 0.0001 | -0.0000 | |||||
| US929227ZC38 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2002-AR18 A | 0.04 | -2.56 | 0.0001 | 0.0000 | |||||
| US31329K5S90 / FNCI UMBS 3.0 ZA2657 09-01-26 | 0.04 | -25.49 | 0.0001 | -0.0000 | |||||
| US31384VP633 / FNMA POOL 535145 FN 02/30 FIXED VAR | 0.04 | -7.32 | 0.0001 | -0.0000 | |||||
| US3132GJYS22 / FED HM LN PC POOL Q03721 FG 10/41 FIXED 4 | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| US3132A8N620 / FR ZS7613 | 0.04 | -9.52 | 0.0001 | -0.0000 | |||||
| US36225CEX02 / GNMA II POOL 080149 G2 01/28 FLOATING VAR | 0.04 | -19.15 | 0.0001 | -0.0000 | |||||
| US31408HY748 / FNMA POOL 852234 FN 12/35 FIXED 5.5 | 0.04 | -2.56 | 0.0001 | 0.0000 | |||||
| US3138WV4N83 / FNMA 30YR 3.0% 07/01/2043#AT8028 | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| US31392MK438 / FREDDIE MAC FHR 2461 Z | 0.04 | -5.00 | 0.0001 | -0.0000 | |||||
| US31368HMT76 / Fannie Mae Pool | 0.04 | -2.56 | 0.0001 | -0.0000 | |||||
| US31416BMS42 / Fannie Mae Pool | 0.04 | -2.56 | 0.0001 | -0.0000 | |||||
| US31411UXM88 / FNMA POOL 915184 FN 03/37 FIXED 6 | 0.04 | -2.56 | 0.0001 | -0.0000 | |||||
| EZW8XKN63668 / GENERAL ELECTRIC COMPANY SNR S* ICE | 0.04 | -13.64 | 0.0001 | -0.0000 | |||||
| US31416JZF10 / FNMA POOL AA1641 FN 01/39 FIXED 6 | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| US31412XJC92 / FNMA POOL 937759 FN 06/37 FIXED 6 | 0.04 | 0.00 | 0.0001 | -0.0000 | |||||
| US31402CQJ44 / Federal National Mortgage Association Fixed Rate Pass-Through Certificates | 0.04 | -2.56 | 0.0001 | -0.0000 | |||||
| US31418BJQ05 / FNMA POOL MA2070 FN 10/29 FIXED 3.5 | 0.04 | -7.32 | 0.0001 | -0.0000 | |||||
| US12669GPR64 / CHL Mortgage Pass-Through Trust 2005-2 | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| US45660NW682 / RESIDENTIAL ASSET SECURITIZATI RAST 2004 R2 A3 | 0.04 | -2.63 | 0.0001 | -0.0000 | |||||
| US31418CWF75 / FNMA 10YR 3.5% 04/01/2028#MA3345 | 0.04 | -15.91 | 0.0001 | -0.0000 | |||||
| US31416H7F60 / FNMA POOL AA0893 FN 12/38 FIXED 5 | 0.04 | -2.63 | 0.0001 | 0.0000 | |||||
| US36225CDM55 / GNMA II POOL 080107 G2 08/27 FLOATING VAR | 0.04 | -9.76 | 0.0001 | -0.0000 | |||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | 0.04 | 0.0001 | 0.0001 | ||||||
| US31329LAK89 / Freddie Mac Pool | 0.04 | -21.28 | 0.0001 | -0.0000 | |||||
| US3138ENSV25 / Fannie Mae 3.50 09/01/2028 | 0.04 | -39.34 | 0.0001 | -0.0001 | |||||
| US3140E7K749 / FNMA POOL BA3017 FN 12/45 FIXED 4 | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| US3138WN3E74 / FNMA POOL AT1696 FN 04/28 FIXED 3.5 | 0.04 | -13.95 | 0.0001 | -0.0000 | |||||
| US17025AAF93 / COUNTRYWIDE HOME LOANS CWHL 2006 17 A6 | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| US86359BUE90 / STRUCTURED ASSET SECURITIES CO SASC 2004 11XS 1A5A | 0.04 | -2.63 | 0.0001 | -0.0000 | |||||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | 0.04 | 0.0001 | 0.0001 | ||||||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | 0.04 | 0.0001 | 0.0001 | ||||||
| US22540A3S54 / FIRST NATIONWIDE TRUST | 0.04 | -2.70 | 0.0001 | -0.0000 | |||||
| US3138WK4Q59 / FANNIE MAE POOL FN AS9830 | 0.04 | -2.70 | 0.0001 | -0.0000 | |||||
| US36184KHZ30 / GNMA POOL AM0248 GN 03/45 FIXED 3.5 | 0.04 | -2.70 | 0.0001 | 0.0000 | |||||
| US31413SGF56 / FNMA POOL 953898 FN 11/37 FIXED 6 | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| US585525FN38 / MELLON RESIDENTIAL FUNDING COR MRFC 2002 TBC1 A | 0.04 | -5.26 | 0.0001 | -0.0000 | |||||
| US3138WZLS96 / FNMA POOL AU0336 FN 06/28 FIXED 3 | 0.04 | -7.69 | 0.0001 | -0.0000 | |||||
| US81743PCK03 / SEQUOIA MORTGAGE TRUST SEMT 2003 5 A2 | 0.04 | -7.69 | 0.0001 | -0.0000 | |||||
| US3138EHTK82 / FNMA POOL AL1453 FN 01/27 FIXED VAR | 0.04 | -20.00 | 0.0001 | -0.0000 | |||||
| US31402RSS93 / FNMA POOL 735929 FN 08/32 FIXED VAR | 0.04 | -7.69 | 0.0001 | -0.0000 | |||||
| US3617B7GE44 / GNMA POOL BC3797 GN 10/47 FIXED 3.5 | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| BOUGHT CZK SOLD USD 20250822 / DFE (000000000) | 0.04 | 0.0001 | 0.0001 | ||||||
| BOUGHT CZK SOLD USD 20250822 / DFE (000000000) | 0.04 | 0.0001 | 0.0001 | ||||||
| US3138W9KT67 / FNMA 30YR 3.0% 08/01/2043#AS0305 | 0.04 | 0.00 | 0.0001 | -0.0000 | |||||
| US31418DEJ72 / FN MA3736 | 0.04 | -7.69 | 0.0001 | -0.0000 | |||||
| US31409YGQ44 / FNMA POOL 882307 FN 07/36 FIXED 6 | 0.04 | -2.78 | 0.0001 | 0.0000 | |||||
| US31410CVE91 / FNMA POOL 885413 FN 06/36 FIXED 6 | 0.04 | -2.78 | 0.0001 | 0.0000 | |||||
| FNMA POOL MA5033 FN 04/43 FIXED 6.5 / ABS-MBS (US31418ESX93) | 0.04 | -2.78 | 0.0001 | 0.0000 | |||||
| FNMA POOL MA5033 FN 04/43 FIXED 6.5 / ABS-MBS (US31418ESX93) | 0.04 | -2.78 | 0.0001 | 0.0000 | |||||
| US3138WFPW09 / FNMA POOL AS5836 FN 09/45 FIXED 4 | 0.04 | -2.78 | 0.0001 | 0.0000 | |||||
| US31400C4K79 / FNMA POOL 684026 FN 02/33 FIXED 6 | 0.04 | -10.26 | 0.0001 | -0.0000 | |||||
| US31410RU568 / FNMA POOL 895304 FN 09/36 FIXED 6 | 0.04 | -2.78 | 0.0001 | -0.0000 | |||||
| US31414M2D70 / FNMA POOL 970672 FN 11/38 FIXED 5.5 | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| US02150GAN88 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 11T1 A12 | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| EZNLRC3852L0 / SOUTH AFRICA EM SP BOA | 0.04 | -83.01 | 0.0001 | -0.0004 | |||||
| EZNLRC3852L0 / SOUTH AFRICA EM SP BOA | 0.04 | -90.06 | 0.0001 | -0.0007 | |||||
| US3138Y9JZ27 / FNMA POOL AX7479 FN 11/44 FIXED 4.5 | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| US31413R2Y19 / FNMA POOL 953591 FN 01/38 FIXED 5.5 | 0.04 | -20.45 | 0.0001 | -0.0000 | |||||
| US45660LJJ98 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR8 2A1A | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| US02149FAK03 / Alternative Loan Trust 2006-43CB | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| US3138EKMM41 / UMBS | 0.04 | -18.60 | 0.0001 | -0.0000 | |||||
| US31406WEH34 / FNMA POOL 821936 FN 06/35 FIXED 6 | 0.04 | -2.78 | 0.0001 | -0.0000 | |||||
| US31409YQ598 / FNMA POOL 882576 FN 07/36 FIXED 6 | 0.04 | 0.00 | 0.0001 | 0.0000 | |||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.04 | 0.0001 | 0.0001 | ||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.04 | 0.0001 | 0.0001 | ||||||
| US3132A7UG46 / FED HM LN PC POOL ZS6883 FR 12/28 FIXED 3.5 | 0.04 | -7.89 | 0.0001 | -0.0000 | |||||
| US3138WGG248 / Fannie Mae Pool | 0.03 | -5.56 | 0.0001 | -0.0000 | |||||
| US3138XY5T70 / FNMA POOL AW8957 FN 07/29 FIXED 3.5 | 0.03 | -8.11 | 0.0001 | -0.0000 | |||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | 0.03 | 0.0001 | 0.0001 | ||||||
| US3140F9UL72 / Fannie Mae Pool | 0.03 | -2.86 | 0.0001 | -0.0000 | |||||
| US76111JZ721 / RESIDENTIAL FUNDING MTG SEC I RFMSI 2003 S9 A1 | 0.03 | -2.86 | 0.0001 | -0.0000 | |||||
| US36225CDP86 / Ginnie Mae II Pool | 0.03 | -12.82 | 0.0001 | -0.0000 | |||||
| US3138WTRW84 / Fannie Mae Pool | 0.03 | -2.86 | 0.0001 | -0.0000 | |||||
| US31396V4Q81 / Fannie Mae REMICS | 0.03 | -2.86 | 0.0001 | 0.0000 | |||||
| US007036LJ33 / Adjustable Rate Mortgage Trust, Series 2005-5, Class 2A1 | 0.03 | -10.53 | 0.0001 | -0.0000 | |||||
| US3140HQAK10 / FNMA 30YR 4% 09/01/2048#BK9909 | 0.03 | -2.86 | 0.0001 | 0.0000 | |||||
| US31417YNA19 / FANNIE MAE POOL FN MA0384 | 0.03 | -5.56 | 0.0001 | -0.0000 | |||||
| US3131X6CC21 / FED HM LN PC POOL ZK2767 FR 12/25 FIXED 3.5 | 0.03 | -38.18 | 0.0001 | -0.0000 | |||||
| US31374CPY65 / Fannie Mae Pool | 0.03 | -52.11 | 0.0001 | -0.0001 | |||||
| US31408H5G68 / FNMA POOL 852347 FN 01/36 FIXED 6 | 0.03 | -2.86 | 0.0001 | -0.0000 | |||||
| US46632DAB64 / JP MORGAN MORTGAGE TRUST JPMMT 2007 A6 2A1 | 0.03 | -2.86 | 0.0001 | -0.0000 | |||||
| US12465MAA27 / C-BASS 2006-CB9 TRUST | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US31418CBZ68 / Fannie Mae Pool | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US3138XJ5X18 / Fannie Mae Pool | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US3140H6CC17 / FNMA POOL BJ4566 FN 01/48 FIXED 4 | 0.03 | -2.86 | 0.0001 | -0.0000 | |||||
| US31416MXK51 / FNMA POOL AA4281 FN 04/39 FIXED 6 | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US3140MWVS20 / FNCL UMBS 5.5 BW5124 02-01-53 | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US31386C3N03 / FNMA POOL 559805 FN 10/40 FLOATING VAR | 0.03 | -5.56 | 0.0001 | -0.0000 | |||||
| US31406B4P24 / FNMA POOL 805530 FN 11/34 FIXED 6 | 0.03 | -2.94 | 0.0001 | 0.0000 | |||||
| US31410XAM83 / FNMA POOL 900112 FN 08/36 FIXED 6 | 0.03 | -2.94 | 0.0001 | 0.0000 | |||||
| US31409GTX42 / FNMA POOL 870966 FN 11/36 FIXED 6 | 0.03 | -5.71 | 0.0001 | -0.0000 | |||||
| US3132A9PB79 / FED HM LN PC POOL ZS8518 FR 02/29 FIXED 3.5 | 0.03 | -10.81 | 0.0001 | -0.0000 | |||||
| US3137ARFG61 / FREDDIE MAC FHR 4066 SA | 0.03 | -8.33 | 0.0001 | -0.0000 | |||||
| US31413HU712 / FNMA POOL 946206 FN 09/37 FIXED 6 | 0.03 | -2.94 | 0.0001 | 0.0000 | |||||
| US46630GAH83 / JP MORGAN MORTGAGE TRUST 2007-A1 | 0.03 | -10.81 | 0.0001 | -0.0000 | |||||
| US3140EWFJ96 / FNMA POOL BC1968 FN 03/46 FIXED 4 | 0.03 | -2.94 | 0.0001 | -0.0000 | |||||
| US07386HTC50 / BEAR STEARNS ALT A TRUST BALTA 2005 4 24A1 | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US3140H6CD99 / FNMA POOL BJ4567 FN 01/48 FIXED 4 | 0.03 | -2.94 | 0.0001 | -0.0000 | |||||
| US31371MFZ59 / FNMA POOL 255884 FN 08/35 FLOATING VAR | 0.03 | -2.94 | 0.0001 | -0.0000 | |||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.03 | 0.0001 | 0.0001 | ||||||
| US576433ME30 / MARM 2004-4 4A1 | 0.03 | -2.94 | 0.0001 | -0.0000 | |||||
| US3131X6GU82 / FED HM LN PC POOL ZK2911 FR 01/26 FIXED 3.5 | 0.03 | -38.89 | 0.0001 | -0.0000 | |||||
| US31406VK213 / FNMA POOL 821213 FN 05/35 FIXED 6 | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| EZNLRC3852L0 / SOUTH AFRICA EM SP BOA | 0.03 | -5.71 | 0.0001 | -0.0000 | |||||
| EZNLRC3852L0 / SOUTH AFRICA EM SP BOA | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US3140XFVY46 / Fannie Mae Pool | 0.03 | 0.00 | 0.0001 | -0.0000 | |||||
| US31409G4R41 / Fannie Mae Pool | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US31407YZR34 / FNMA POOL 845052 FN 11/35 FLOATING VAR | 0.03 | 0.00 | 0.0001 | -0.0000 | |||||
| US3137AKEE79 / Freddie Mac REMICS | 0.03 | -5.88 | 0.0001 | -0.0000 | |||||
| US31386C3P50 / FNMA POOL 559806 FN 10/30 FLOATING VAR | 0.03 | -5.88 | 0.0001 | -0.0000 | |||||
| US31359UG255 / FANNIE MAE FNR 1998 57 DT | 0.03 | -11.11 | 0.0001 | -0.0000 | |||||
| US31411K5Q23 / FNMA POOL 910855 FN 06/37 FIXED 6 | 0.03 | -3.03 | 0.0001 | -0.0000 | |||||
| US31416KA810 / FNMA POOL AA1830 FN 01/39 FIXED 5.5 | 0.03 | -3.03 | 0.0001 | -0.0000 | |||||
| FNMA POOL FS6786 FN 02/54 FIXED VAR / ABS-MBS (US3140XNRG10) | 0.03 | -3.03 | 0.0001 | -0.0000 | |||||
| FNMA POOL FS6786 FN 02/54 FIXED VAR / ABS-MBS (US3140XNRG10) | 0.03 | -3.03 | 0.0001 | -0.0000 | |||||
| US31412NBG07 / FNMA POOL 929839 FN 08/38 FIXED 6 | 0.03 | -3.03 | 0.0001 | -0.0000 | |||||
| US36176W5N74 / Ginnie Mae I Pool | 0.03 | -3.03 | 0.0001 | -0.0000 | |||||
| US3140Q96S75 / FNMA 15YR 3% 04/01/2033#CA2680 | 0.03 | -21.95 | 0.0001 | -0.0000 | |||||
| US31368HNQ29 / Fannie Mae Pool | 0.03 | -3.03 | 0.0001 | -0.0000 | |||||
| US45254NKD83 / Impac CMB Trust Series 2004-6 | 0.03 | -21.95 | 0.0001 | -0.0000 | |||||
| US31413BXF39 / FNMA POOL 940878 FN 06/37 FIXED 6 | 0.03 | -3.03 | 0.0001 | -0.0000 | |||||
| US31384VPK25 / Fannie Mae Pool | 0.03 | -8.57 | 0.0001 | -0.0000 | |||||
| US31411JMK96 / FNMA POOL 909462 FN 02/37 FIXED 6 | 0.03 | -3.12 | 0.0001 | -0.0000 | |||||
| US3138XU2X91 / FNMA POOL AW5289 FN 05/29 FIXED 3.5 | 0.03 | -8.82 | 0.0001 | -0.0000 | |||||
| US3138WQSK98 / FNMA POOL AT3221 FN 03/27 FIXED 3.5 | 0.03 | -24.39 | 0.0001 | -0.0000 | |||||
| US31407YPC74 / FNMA POOL 844719 FN 12/35 FIXED 6 | 0.03 | -3.12 | 0.0001 | -0.0000 | |||||
| US31417YTR89 / Fannie Mae Pool | 0.03 | -6.06 | 0.0001 | -0.0000 | |||||
| US3623414A44 / GSR MORTGAGE LOAN TRUST GSR 2006 AR1 2A1 | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US3140HHAB12 / FNMA POOL BK3601 FN 03/48 FIXED 3.5 | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US3140XFEH06 / FNMA POOL FS0135 FN 07/28 FIXED VAR | 0.03 | -32.61 | 0.0001 | -0.0000 | |||||
| US31358SGW52 / FANNIE MAE FNR 2000 26 FP | 0.03 | -34.04 | 0.0001 | -0.0000 | |||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.03 | 0.0001 | 0.0001 | ||||||
| US31416BGE20 / Fannie Mae Pool | 0.03 | 0.00 | 0.0001 | -0.0000 | |||||
| US31415WQ557 / FNMA POOL 991576 FN 11/38 FIXED 6 | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US31410PCR29 / Fannie Mae Pool | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| FNMA POOL BY1547 FN 07/53 FIXED 5 / ABS-MBS (US3140NHWH79) | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| FNMA POOL BY1547 FN 07/53 FIXED 5 / ABS-MBS (US3140NHWH79) | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| 317U8PVA3 PIMCO SWAPTION 3.36 CALL USD 2025071 / DIR (EZZX1QQCQTH4) | 0.03 | -97.35 | 0.0001 | -0.0025 | |||||
| 317U8PVA3 PIMCO SWAPTION 3.36 CALL USD 2025071 / DIR (EZZX1QQCQTH4) | 0.03 | -97.35 | 0.0001 | -0.0025 | |||||
| US31413D2T32 / Fannie Mae Pool | 0.03 | -6.06 | 0.0001 | -0.0000 | |||||
| US31395B5U39 / FANNIE MAE FNR 2006 32 FP | 0.03 | -21.05 | 0.0001 | -0.0000 | |||||
| US007036TE63 / ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 10 3A11 | 0.03 | -3.23 | 0.0001 | 0.0000 | |||||
| US3133TCE959 / Freddie Mac Structured Pass-Through Certificates | 0.03 | -6.25 | 0.0001 | -0.0000 | |||||
| US3138EQMR08 / Uniform Mortgage-Backed Securities | 0.03 | -9.09 | 0.0001 | -0.0000 | |||||
| US31410KHE73 / Fannie Mae Pool | 0.03 | -3.23 | 0.0001 | -0.0000 | |||||
| US31415VLY91 / FNMA POOL 990543 FN 09/38 FIXED 6 | 0.03 | -3.23 | 0.0001 | 0.0000 | |||||
| US12669GUP44 / CHL Mortgage Pass-Through Trust 2005-11 | 0.03 | -3.23 | 0.0001 | -0.0000 | |||||
| US3138ERKA73 / FNMA POOL AL9288 FN 03/29 FIXED VAR | 0.03 | -11.76 | 0.0001 | -0.0000 | |||||
| US3133TAZT23 / FREDDIE MAC FHR 1982 Z | 0.03 | -33.33 | 0.0001 | -0.0000 | |||||
| US36180WGF68 / Ginnie Mae I Pool | 0.03 | -3.23 | 0.0001 | 0.0000 | |||||
| VOLKSWAGEN INTERNATIONAL FINA SNR SE ICE / DCR (EZ7BSYXL7071) | 0.03 | -31.82 | 0.0001 | -0.0000 | |||||
| VOLKSWAGEN INTERNATIONAL FINA SNR SE ICE / DCR (EZ7BSYXL7071) | 0.03 | -31.82 | 0.0001 | -0.0000 | |||||
| US31408FJR10 / FNMA POOL 849972 FN 02/29 FIXED 8 | 0.03 | -11.76 | 0.0001 | -0.0000 | |||||
| US31406RHY45 / FNMA POOL 817547 FN 10/35 FLOATING VAR | 0.03 | -3.23 | 0.0001 | -0.0000 | |||||
| US31410REQ83 / FNMA POOL 894843 FN 09/36 FIXED 6 | 0.03 | -3.23 | 0.0001 | 0.0000 | |||||
| US36228FD453 / GSR MORTGAGE LOAN TRUST GSR 2004 4 2A2 | 0.03 | -3.23 | 0.0001 | -0.0000 | |||||
| MNSH / MNSN Holdings Inc. | 0.01 | 0.00 | 0.03 | -11.76 | 0.0001 | -0.0000 | |||
| US31417YF289 / Fannie Mae Pool | 0.03 | -6.25 | 0.0001 | -0.0000 | |||||
| US36225CZA79 / GNMA II POOL 080736 G2 09/33 FLOATING VAR | 0.03 | -3.23 | 0.0001 | -0.0000 | |||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.03 | 0.0001 | 0.0001 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.03 | 0.0001 | 0.0001 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.03 | 0.0001 | 0.0001 | ||||||
| US3138YUWK37 / Fannie Mae Pool | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US759950AW86 / Renaissance Home Equity Loan Trust 2003-2 | 0.03 | -6.25 | 0.0001 | -0.0000 | |||||
| US31404EU619 / FNMA POOL 766605 FN 03/34 FIXED 5.5 | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US86360JAA97 / STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 1A1 | 0.03 | -3.23 | 0.0001 | -0.0000 | |||||
| US31417Q4S00 / Federal National Mortgage Association (FNMA) | 0.03 | -26.83 | 0.0001 | -0.0000 | |||||
| US3138WNNZ81 / FNMA POOL AT1307 FN 06/43 FIXED 3 | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US31414CT408 / UMBS | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US3138WFJL18 / Fannie Mae Pool | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US3140E7DV92 / FNMA POOL BA2815 FN 10/45 FIXED 4 | 0.03 | -6.45 | 0.0001 | -0.0000 | |||||
| US3138YGJH60 / Federal National Mortgage Association, Inc. | 0.03 | -3.33 | 0.0001 | 0.0000 | |||||
| US3132H7DU51 / Freddie Mac Gold Pool | 0.03 | -3.33 | 0.0001 | -0.0000 | |||||
| US36183PL700 / Ginnie Mae I Pool | 0.03 | -3.33 | 0.0001 | 0.0000 | |||||
| US3128P7LR24 / Freddie Mac Gold Pool | 0.03 | -12.12 | 0.0001 | -0.0000 | |||||
| US3138WGRS51 / FNMA POOL AS6796 FN 03/46 FIXED 4 | 0.03 | -3.33 | 0.0001 | -0.0000 | |||||
| US31403DD486 / FNMA POOL 745423 FN 04/36 FIXED VAR | 0.03 | -3.33 | 0.0001 | -0.0000 | |||||
| US31407BYZ65 / FNMA POOL 826128 FN 07/35 FLOATING VAR | 0.03 | -3.33 | 0.0001 | -0.0000 | |||||
| US31405XYK35 / FNMA POOL 802714 FN 09/34 FLOATING VAR | 0.03 | -3.33 | 0.0001 | -0.0000 | |||||
| US22540VQ472 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 10 2A1 | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US31418DMG42 / FNMA UMBS, 20 Year | 0.03 | -3.33 | 0.0001 | 0.0000 | |||||
| US31418CXZ21 / FNMA 10YR 3.5% 06/01/2028#MA3395 | 0.03 | -14.71 | 0.0001 | -0.0000 | |||||
| VOLKSWAGEN INTERNATIONAL FINA SNR SE ICE / DCR (EZ7728G77FY7) | 0.03 | 0.0001 | 0.0001 | ||||||
| VOLKSWAGEN INTERNATIONAL FINA SNR SE ICE / DCR (EZ7728G77FY7) | 0.03 | 0.0001 | 0.0001 | ||||||
| US81743PBW59 / Sequoia Mortgage Trust 2003-4 | 0.03 | -3.33 | 0.0001 | -0.0000 | |||||
| US3138MJVC03 / Fannie Mae Pool | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US3140EUKL22 / FNMA POOL BC0298 FN 03/46 FIXED 4 | 0.03 | -3.33 | 0.0001 | -0.0000 | |||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL7 SA 144A / ABS-MBS (US36273CAH07) | 0.03 | -21.62 | 0.0001 | -0.0000 | |||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL7 SA 144A / ABS-MBS (US36273CAH07) | 0.03 | -21.62 | 0.0001 | -0.0000 | |||||
| US36201LHH06 / GNMA POOL 586232 GN 10/34 FIXED 6 | 0.03 | -21.62 | 0.0001 | -0.0000 | |||||
| US36202FLS38 / Ginnie Mae II Pool | 0.03 | -3.33 | 0.0001 | -0.0000 | |||||
| US31408B4W54 / FANNIE MAE 4.038% 01/01/2036 FAR FNARM | 0.03 | -3.33 | 0.0001 | -0.0000 | |||||
| US31416VJD73 / Fannie Mae Pool | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US31408GBY26 / FNMA POOL 850655 FN 02/36 FIXED 6.5 | 0.03 | -3.33 | 0.0001 | -0.0000 | |||||
| US31418CLH50 / Fannie Mae Pool | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US31404KSG84 / FANNIE MAE POOL UMBS P#771019 5.00000000 | 0.03 | -3.33 | 0.0001 | -0.0000 | |||||
| US31387UTH40 / FNMA POOL 594652 FN 06/31 FIXED 8.5 | 0.03 | -3.33 | 0.0001 | -0.0000 | |||||
| US31407GFY98 / FNMA POOL 830083 FN 07/35 FIXED 6 | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US31407XUZ22 / Fannie Mae Pool | 0.03 | 0.00 | 0.0001 | -0.0000 | |||||
| US31412V4K17 / FNMA POOL 936526 FN 07/37 FIXED 6 | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US36225CNE20 / GNMA II POOL 080388 G2 03/30 FLOATING VAR | 0.03 | -6.67 | 0.0001 | -0.0000 | |||||
| US36225CMC72 / GNMA II POOL 080354 G2 12/29 FLOATING VAR | 0.03 | -6.67 | 0.0001 | -0.0000 | |||||
| US3140EVC620 / FNMA POOL BC0992 FN 12/45 FIXED 4 | 0.03 | -3.45 | 0.0001 | 0.0000 | |||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.03 | 0.0001 | 0.0001 | ||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.03 | 0.0001 | 0.0001 | ||||||
| US3138WTRU29 / FNMA 30YR 3.0% 06/01/2043#AT5898 | 0.03 | -3.45 | 0.0001 | -0.0000 | |||||
| US45660N6S95 / IndyMac INDX Mortgage Loan Trust, Series 2004-AR11, Class 2A | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US362341DS56 / GSR MORTGAGE LOAN TRUST GSR 2005 6F 2A1 | 0.03 | -3.45 | 0.0001 | -0.0000 | |||||
| US31411BSA25 / Fannie Mae Pool | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US3138A5F238 / FNMA POOL AH3784 FN 01/41 FIXED 4 | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US92990GAD51 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY5 2A2 | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US36225CFK71 / Ginnie Mae II Pool | 0.03 | -15.15 | 0.0001 | -0.0000 | |||||
| US31416BL899 / Fannie Mae Pool | 0.03 | -3.45 | 0.0001 | -0.0000 | |||||
| US3132A4L896 / FED HM LN PC POOL ZS3951 FR 04/35 FIXED 6 | 0.03 | -9.68 | 0.0001 | -0.0000 | |||||
| US3138A7GN26 / FNMA POOL AH5604 FN 02/41 FIXED 4 | 0.03 | -3.45 | 0.0001 | -0.0000 | |||||
| US31417YJN85 / Fannie Mae Pool | 0.03 | -6.67 | 0.0001 | -0.0000 | |||||
| US31407QJP28 / FNMA POOL 837370 FN 10/35 FIXED 6 | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US31410XPB63 / FNMA POOL 900518 FN 11/36 FIXED 6 | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US3138A7G281 / Fannie Mae Pool | 0.03 | -34.88 | 0.0001 | -0.0000 | |||||
| US31418MNB45 / FNMA POOL AD0385 FN 12/38 FIXED VAR | 0.03 | -3.57 | 0.0001 | -0.0000 | |||||
| US3140F0HF43 / Federal National Mortgage Association, Inc. | 0.03 | -3.57 | 0.0001 | -0.0000 | |||||
| US92925GAA13 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 1A1 | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US456606EB47 / INHEL 2003-A AV2 | 0.03 | -18.18 | 0.0001 | -0.0000 | |||||
| US3138WUZX49 / FNMA POOL AT7057 FN 05/43 FIXED 4 | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US3138YXWM32 / FNMA POOL AZ6051 FN 11/45 FIXED 4 | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US3132D53Q32 / Freddie Mac Pool | 0.03 | -3.57 | 0.0001 | -0.0000 | |||||
| US3128E5RB71 / FED HM LN PC POOL D98582 FG 04/31 FIXED 4.5 | 0.03 | -3.57 | 0.0001 | -0.0000 | |||||
| US36183UC535 / GNMA POOL AK9992 GN 02/45 FIXED 3.5 | 0.03 | -3.57 | 0.0001 | 0.0000 | |||||
| US31413JCR32 / Fannie Mae Pool | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US31410DQ525 / FNMA POOL 886176 FN 07/36 FIXED 6 | 0.03 | -3.57 | 0.0001 | -0.0000 | |||||
| US3138YMT419 / FNMA POOL AY7770 FN 07/45 FIXED 4 | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US31406YZA18 / FNMA POOL 824337 FN 07/35 FIXED 6 | 0.03 | -3.57 | 0.0001 | -0.0000 | |||||
| US05530NAA54 / BCAP LLC Trust 2007-AA2 | 0.03 | -3.57 | 0.0001 | -0.0000 | |||||
| US31414GSS92 / FNMA POOL 965929 FN 12/37 FIXED 6 | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US31415RJE53 / FNMA POOL 986861 FN 08/38 FIXED 6 | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US31416BTG31 / Fannie Mae Pool | 0.03 | 0.00 | 0.0001 | -0.0000 | |||||
| US31415PZX94 / UMBS, 30 Year | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US36225CP674 / Ginnie Mae II Pool | 0.03 | -10.00 | 0.0001 | -0.0000 | |||||
| US126670JV14 / CHL MORTGAGE PASS-THROUGH TRUST 2005-HYB9 SER 2005-HYB9 CL 2A1 V/R REGD 3.93850000 | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US3138WNXA21 / Fannie Mae Pool | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US3140NAJW41 / FNMA POOL BX5676 FN 01/53 FIXED 4.5 | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US36225CA890 / GNMA II POOL 080030 G2 01/27 FLOATING VAR | 0.03 | -20.59 | 0.0001 | -0.0000 | |||||
| US31409XZZ58 / FANNIE MAE 3.771% 02/01/2036 FAR FNARM | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US3131X65D89 / FED HM LN PC POOL ZK3544 FR 09/26 FIXED 3.5 | 0.03 | -25.00 | 0.0001 | -0.0000 | |||||
| RFR EUR ESTRON/2.05000 11/18/24-5Y* LCH / DIR (EZ64KXLFNMN4) | 0.03 | -96.20 | 0.0001 | -0.0015 | |||||
| US31384V4S85 / Fannie Mae Pool | 0.03 | -10.34 | 0.0001 | -0.0000 | |||||
| US36225CN281 / Government National Mortgage Association | 0.03 | -10.34 | 0.0001 | -0.0000 | |||||
| US3138WE6Y01 / Fannie Mae Pool | 0.03 | -3.70 | 0.0001 | -0.0000 | |||||
| US3138W9DM97 / FNMA POOL AS0107 FN 08/28 FIXED 3 | 0.03 | -13.33 | 0.0001 | -0.0000 | |||||
| US31371NBG97 / Fannie Mae Pool | 0.03 | -23.53 | 0.0001 | -0.0000 | |||||
| US3138EKHS75 / Fannie Mae Pool | 0.03 | -18.75 | 0.0001 | -0.0000 | |||||
| US3623413A52 / GSAMP TRUST GSAMP 2006 S1 A2A | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US3128E4JS24 / FED HM LN PC POOL D97473 FG 12/27 FIXED 6 | 0.03 | -13.33 | 0.0001 | -0.0000 | |||||
| US12669GPN50 / CHL Mortgage Pass-Through Trust 2005-2 | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US3138A1RU79 / FNMA POOL AH0498 FN 12/25 FIXED 3.5 | 0.03 | -39.53 | 0.0001 | -0.0000 | |||||
| US3138WCQG19 / Fannie Mae Pool | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US36225CLY02 / GNMA II POOL 080342 G2 11/29 FLOATING VAR | 0.03 | -13.33 | 0.0001 | -0.0000 | |||||
| US31411ET640 / FNMA POOL 906073 FN 01/37 FIXED 6 | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US3140GVHL24 / FNMA POOL BH6534 FN 07/47 FIXED 4 | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US896006AB93 / TRIAXX PRIME CDO TRIAX 2007 1A A1D 144A | 0.03 | 13.04 | 0.0001 | 0.0000 | |||||
| US3138EQAG70 / FNMA POOL AL7206 FN 08/45 FIXED VAR | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US31419MAQ42 / FNMA POOL AE9914 FN 12/40 FIXED 4 | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US36198RXW14 / Ginnie Mae I Pool | 0.03 | -13.33 | 0.0001 | -0.0000 | |||||
| US31410PBE25 / FNMA POOL 892937 FN 08/36 FIXED 6 | 0.03 | -3.70 | 0.0001 | -0.0000 | |||||
| US3138ERUK46 / Fannie Mae Pool | 0.03 | -7.14 | 0.0001 | -0.0000 | |||||
| US3138WDJP73 / Fannie Mae Pool | 0.03 | -3.70 | 0.0001 | -0.0000 | |||||
| US3140X5MN02 / FNMA POOL FM2164 FN 06/38 FIXED VAR | 0.03 | -3.85 | 0.0001 | -0.0000 | |||||
| US31415PA993 / FNMA POOL 984832 FN 07/38 FIXED 5.5 | 0.03 | -3.85 | 0.0001 | 0.0000 | |||||
| US31410UCH32 / FNMA POOL 897472 FN 11/36 FIXED 6 | 0.03 | -3.85 | 0.0001 | -0.0000 | |||||
| US40431KAA88 / HSI ASSET LOAN OBLIGATION HALO 2007 WF1 A1 | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US3128NC5X80 / FED HM LN PC POOL 1G0862 FH 08/35 FLOATING VAR | 0.03 | -3.85 | 0.0001 | -0.0000 | |||||
| US3138NWMD88 / FNMA POOL AR0355 FN 08/43 FIXED 3 | 0.03 | -3.85 | 0.0001 | -0.0000 | |||||
| FNMA POOL DB4403 FN 06/54 FIXED 5.5 / ABS-MBS (US3140AD3M10) | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US36241KZL50 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (G1) | 0.03 | -10.71 | 0.0001 | -0.0000 | |||||
| US3140XCBG29 / Fannie Mae Pool | 0.03 | -10.71 | 0.0001 | -0.0000 | |||||
| US550279BA05 / Luminent Mortgage Trust | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US31329K4G61 / FED HM LN PC POOL ZA2623 FR 05/26 FIXED 3.5 | 0.03 | -32.43 | 0.0001 | -0.0000 | |||||
| US3138Y3XV86 / Fannie Mae Pool | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US3138WGGZ14 / Fannie Mae Pool | 0.03 | -3.85 | 0.0001 | -0.0000 | |||||
| US3138W9M560 / FNMA POOL AS0379 FN 09/43 FIXED 4 | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US31412DUB27 / FNMA POOL 922278 FN 12/36 FIXED 6 | 0.03 | 0.00 | 0.0001 | -0.0000 | |||||
| BOEING CO/THE SNR S* ICE / DCR (EZHP2BRFHR54) | 0.03 | -78.26 | 0.0001 | -0.0002 | |||||
| US31418RGZ82 / UMBS | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US3138EJPJ12 / FNMA POOL AL2224 FN 07/27 FIXED VAR | 0.03 | -13.79 | 0.0001 | -0.0000 | |||||
| US3138A8Q254 / FANNIE MAE POOL FN AH6772 | 0.03 | 0.00 | 0.0001 | 0.0000 | |||||
| US31410GWS82 / FNMA POOL 889057 FN 09/35 FIXED VAR | 0.03 | -3.85 | 0.0001 | -0.0000 | |||||
| US3133THDB06 / FREDDIE MAC FHR 2106 ZB | 0.03 | -7.41 | 0.0001 | -0.0000 | |||||
| US31417YGY77 / Fannie Mae Pool | 0.02 | -14.29 | 0.0001 | -0.0000 | |||||
| US3140GTVM94 / Fannie Mae Pool | 0.02 | -4.00 | 0.0001 | -0.0000 | |||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0001 | 0.0001 | ||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0001 | 0.0001 | ||||||
| US31407N4A81 / FNMA POOL 836117 FN 09/35 FIXED 6 | 0.02 | -4.00 | 0.0001 | -0.0000 | |||||
| US45660N7J87 / IndyMac INDX Mortgage Loan Trust 2004-AR13 | 0.02 | -7.69 | 0.0001 | -0.0000 | |||||
| US31407JHM71 / Fannie Mae Pool | 0.02 | -4.00 | 0.0001 | 0.0000 | |||||
| US31411BZK24 / FNMA POOL 903546 FN 10/36 FIXED 6 | 0.02 | -4.00 | 0.0001 | -0.0000 | |||||
| US31411EMN49 / FNMA POOL 905865 FN 11/36 FIXED 6 | 0.02 | -14.29 | 0.0001 | -0.0000 | |||||
| US31407VXL43 / FNMA POOL 842283 FN 09/35 FIXED 6 | 0.02 | -4.00 | 0.0001 | -0.0000 | |||||
| US23332UAC80 / DSLA MORTGAGE LOAN TRUST DSLA 2004 AR1 A2A | 0.02 | -7.69 | 0.0001 | -0.0000 | |||||
| US12669GTV31 / CWHL 2005-3 2A1 V/R 4/25/35 2.28800000 | 0.02 | -4.00 | 0.0001 | -0.0000 | |||||
| US3133TPVV83 / FREDDIE MAC FHR 2248 ZA | 0.02 | -4.00 | 0.0001 | -0.0000 | |||||
| US31410RFW43 / FNMA POOL 894881 FN 09/36 FIXED 6 | 0.02 | 0.00 | 0.0001 | 0.0000 | |||||
| US31407MWT88 / FNMA POOL 835058 FN 06/35 FLOATING VAR | 0.02 | 0.00 | 0.0001 | 0.0000 | |||||
| US31407X4N85 / FNMA POOL 844229 FN 11/35 FIXED 6 | 0.02 | -4.00 | 0.0001 | -0.0000 | |||||
| US3138A4R236 / FNMA POOL AH3204 FN 01/41 FIXED 4 | 0.02 | 0.00 | 0.0001 | 0.0000 | |||||
| US3620C56W23 / GNMA POOL 749785 GN 11/41 FIXED 3.5 | 0.02 | 0.00 | 0.0001 | -0.0000 | |||||
| AT&T INC SNR S* ICE / DCR (EZQHD6HYL6H0) | 0.02 | 4.35 | 0.0001 | 0.0000 | |||||
| US22541QUP52 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR24 3A1 | 0.02 | 0.00 | 0.0001 | -0.0000 | |||||
| US31410YRF33 / FNMA POOL 901486 FN 11/36 FIXED 6 | 0.02 | 0.00 | 0.0001 | 0.0000 | |||||
| US31408DC933 / FNMA POOL 847996 FN 11/35 FLOATING VAR | 0.02 | 0.00 | 0.0001 | 0.0000 | |||||
| US07384MR208 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 3 4A | 0.02 | 0.00 | 0.0001 | 0.0000 | |||||
| US3140F2BG46 / FNMA 30YR 4% 04/01/2046#BC6338 | 0.02 | 0.00 | 0.0001 | 0.0000 | |||||
| US3133TJUD35 / FREDDIE MAC FHR 2138 Z | 0.02 | -7.69 | 0.0001 | -0.0000 | |||||
| US3131X72G20 / FNCI UMBS 3.0 ZK4375 08-01-27 | 0.02 | -17.24 | 0.0001 | -0.0000 | |||||
| US31411DY782 / Fannie Mae Pool | 0.02 | -22.58 | 0.0001 | -0.0000 | |||||
| US41161PJH73 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 10 1A1 | 0.02 | 0.00 | 0.0001 | -0.0000 | |||||
| US31368HK362 / FNMA POOL 190314 FN 07/31 FIXED VAR | 0.02 | -4.00 | 0.0001 | -0.0000 | |||||
| FED HM LN PC POOL QG4791 FR 06/53 FIXED 5 / ABS-MBS (US3133C5KC48) | 0.02 | 0.00 | 0.0001 | -0.0000 | |||||
| FED HM LN PC POOL QG4791 FR 06/53 FIXED 5 / ABS-MBS (US3133C5KC48) | 0.02 | 0.00 | 0.0001 | -0.0000 | |||||
| US31410N6X11 / FNMA POOL 892886 FN 07/36 FIXED 6 | 0.02 | 0.00 | 0.0001 | 0.0000 | |||||
| US204012AE81 / COMMUNITY PROGRAM LOAN TRUST CPLT 1987 A A5 | 0.02 | -62.30 | 0.0001 | -0.0001 | |||||
| VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (EZL1DNFTYLG9) | 0.02 | -17.86 | 0.0001 | -0.0000 | |||||
| US3138EGP577 / FANNIE MAE 5.00% 04/01/2029 FNMA 30 | 0.02 | -14.81 | 0.0001 | -0.0000 | |||||
| US31411CCQ24 / Fannie Mae Pool | 0.02 | -4.17 | 0.0001 | 0.0000 | |||||
| US31418DJL73 / FNMA 15YR 3.5% 12/01/2034#MA3866 | 0.02 | -8.00 | 0.0001 | -0.0000 | |||||
| US31388RDA23 / FNMA POOL 612197 FN 11/31 FLOATING VAR | 0.02 | -8.00 | 0.0001 | -0.0000 | |||||
| US3138YUMC21 / FNMA POOL AZ3054 FN 07/45 FIXED 4 | 0.02 | 0.00 | 0.0001 | 0.0000 | |||||
| US31407XQG96 / Fannie Mae Pool | 0.02 | -4.17 | 0.0001 | 0.0000 | |||||
| US31410NZX91 / FNMA POOL 892758 FN 10/36 FIXED 6 | 0.02 | 0.00 | 0.0001 | 0.0000 | |||||
| US31412REL78 / Fannie Mae Pool | 0.02 | 0.00 | 0.0001 | 0.0000 | |||||
| US31410LCH33 / FNMA 15YR 3.5% 12/01/2025#890272 | 0.02 | -50.00 | 0.0001 | -0.0000 | |||||
| US3132M96Q22 / FED HM LN PC POOL Q29279 FG 10/44 FIXED 4.5 | 0.02 | 0.00 | 0.0001 | 0.0000 | |||||
| US3128LXTX80 / FED HM LN PC POOL G02366 FG 10/36 FIXED 6.5 | 0.02 | -4.17 | 0.0001 | -0.0000 | |||||
| US31402Q2A87 / FEDERAL NATIONAL MORTGAGE ASSN POOL #735269__ 6.00000000 | 0.02 | -4.17 | 0.0001 | -0.0000 | |||||
| US31410KLY81 / Fannie Mae Pool | 0.02 | -4.17 | 0.0001 | -0.0000 | |||||
| US31411UGH86 / FNMA POOL 914700 FN 04/37 FIXED 6 | 0.02 | 0.00 | 0.0001 | 0.0000 | |||||
| US31417Y3R63 / FNMA 20YR | 0.02 | -8.00 | 0.0001 | -0.0000 | |||||
| US36225CWM45 / GNMA II POOL 080651 G2 11/32 FLOATING VAR | 0.02 | -4.17 | 0.0001 | -0.0000 | |||||
| EZNNZGXLPF67 / HESS CORPORATION SNR S* ICE | 0.02 | -14.81 | 0.0001 | -0.0000 | |||||
| US65535VPU60 / NAA 2005-AR5 2A1 | 0.02 | 0.00 | 0.0001 | 0.0000 | |||||
| US31371MCG06 / Fannie Mae Pool | 0.02 | 0.00 | 0.0001 | -0.0000 | |||||
| US36225CB708 / Ginnie Mae II Pool | 0.02 | -11.54 | 0.0001 | -0.0000 | |||||
| US45660UAQ22 / IndyMac ARM Trust 2001-H2 | 0.02 | 0.00 | 0.0001 | -0.0000 | |||||
| US31411XNL54 / FNMA POOL 917595 FN 04/37 FIXED 6 | 0.02 | 0.00 | 0.0001 | 0.0000 | |||||
| US31410X2B10 / FNMA POOL 900870 FN 01/37 FIXED 6 | 0.02 | 0.00 | 0.0001 | -0.0000 | |||||
| US31418TUE53 / FNMA POOL AD5980 FN 05/40 FIXED 5 | 0.02 | 0.00 | 0.0001 | 0.0000 | |||||
| US312936LY13 / FED HM LN PC POOL A89343 FG 10/39 FIXED 4.5 | 0.02 | 0.00 | 0.0001 | 0.0000 | |||||
| US3131X93W25 / FED HM LN PC POOL ZK6213 FR 11/28 FIXED 3.5 | 0.02 | -8.00 | 0.0001 | -0.0000 | |||||
| US55275TAB44 / Mastr Asset Backed Securities Trust 2007-WMC1 | 0.02 | 0.00 | 0.0001 | 0.0000 | |||||
| US31411HZ376 / FNMA POOL 908962 FN 01/37 FIXED 6 | 0.02 | 0.00 | 0.0001 | 0.0000 | |||||
| US31404QQD42 / FANNIE MAE 4.183% 05/01/2034 FNMA ARM | 0.02 | 0.00 | 0.0001 | -0.0000 | |||||
| US31407HZE97 / FNMA POOL 831541 FN 06/36 FIXED 6 | 0.02 | 0.00 | 0.0001 | 0.0000 | |||||
| US3617KDJ999 / GNMA POOL BN9288 GN 07/49 FIXED 4 | 0.02 | 0.00 | 0.0001 | 0.0000 | |||||
| US31342AU643 / FHLM ARM 4.56% 6/33 #780605 | 0.02 | 0.00 | 0.0001 | -0.0000 | |||||
| US3132XYA724 / Freddie Mac Gold Pool | 0.02 | 0.00 | 0.0001 | 0.0000 | |||||
| US3138X9WA39 / Fannie Mae Pool | 0.02 | -4.35 | 0.0001 | 0.0000 | |||||
| US3131X63J77 / FED HM LN PC POOL ZK3501 FR 09/26 FIXED 3.5 | 0.02 | -24.14 | 0.0001 | -0.0000 | |||||
| US3128QHXK19 / Freddie Mac Non Gold Pool | 0.02 | -4.35 | 0.0001 | 0.0000 | |||||
| US31412YNW83 / Fannie Mae Pool | 0.02 | -4.35 | 0.0001 | -0.0000 | |||||
| US52472GAE44 / LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL4 SA 144A | 0.02 | -15.38 | 0.0001 | -0.0000 | |||||
| US31407R2A19 / FNMA POOL 838769 FN 09/35 FLOATING VAR | 0.02 | -4.35 | 0.0001 | -0.0000 | |||||
| US31418CFV19 / Fannie Mae Pool | 0.02 | -4.35 | 0.0001 | -0.0000 | |||||
| US31359RPN60 / FANNIE MAE FNR 1997 89 Z | 0.02 | -15.38 | 0.0001 | -0.0000 | |||||
| US36225CZM18 / GNMA II POOL 080747 G2 10/33 FLOATING VAR | 0.02 | -12.00 | 0.0001 | -0.0000 | |||||
| US46630GAM78 / JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 4A1 | 0.02 | -4.35 | 0.0001 | -0.0000 | |||||
| US3138X3XH03 / Fannie Mae Pool | 0.02 | -4.35 | 0.0001 | -0.0000 | |||||
| EZY2QJ3Z39M5 / CDX IG40 5Y ICE | 0.02 | 10.00 | 0.0001 | 0.0000 | |||||
| US07384MQ705 / Bear Stearns ARM Trust 2004-3 | 0.02 | -4.35 | 0.0001 | -0.0000 | |||||
| US31411DDD84 / FNMA POOL 904700 FN 11/36 FIXED 6 | 0.02 | 0.00 | 0.0001 | 0.0000 | |||||
| US36290VFK52 / GNMA POOL 618570 GN 10/34 FIXED 7 | 0.02 | 0.00 | 0.0001 | 0.0000 | |||||
| US31295KKR40 / FED HM LN PC POOL 786604 FH 11/28 FLOATING VAR | 0.02 | -12.00 | 0.0001 | -0.0000 | |||||
| US3138YWKA49 / FANNIE MAE POOL UMBS P#AZ4788 4.00000000 | 0.02 | -4.35 | 0.0001 | -0.0000 | |||||
| US3140E7GP97 / Uniform Mortgage-Backed Securities | 0.02 | -4.35 | 0.0001 | -0.0000 | |||||
| US31405PCY43 / FNMA POOL 794887 FN 10/34 FIXED 5.5 | 0.02 | -24.14 | 0.0001 | -0.0000 | |||||
| US3140EYP543 / FNMA POOL BC4043 FN 04/46 FIXED 4 | 0.02 | 0.00 | 0.0001 | 0.0000 | |||||
| US31374GW524 / Fannie Mae Pool | 0.02 | -8.33 | 0.0001 | -0.0000 | |||||
| US3138M1YN25 / FNMA POOL AO9716 FN 07/42 FIXED 4 | 0.02 | 0.00 | 0.0001 | 0.0000 | |||||
| US31411BP800 / FNMA POOL 903247 FN 10/36 FIXED 6 | 0.02 | 0.00 | 0.0001 | 0.0000 | |||||
| US31406REZ47 / FNMA POOL 817452 FN 08/35 FLOATING VAR | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US31410TV448 / FNMA POOL 897135 FN 09/36 FIXED 6 | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| EZNLRC3852L0 / SOUTH AFRICA EM SP BOA | 0.02 | -98.51 | 0.0000 | -0.0033 | |||||
| US07387AFZ30 / Bear Stearns ARM Trust 2005-12 | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US31407XQQ78 / FNMA POOL 843863 FN 11/35 FIXED 6 | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US31410NLN65 / FNMA POOL 892333 FN 09/36 FIXED 6 | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US3132A74V09 / FED HM LN PC POOL ZS7136 FR 02/30 FIXED 3.5 | 0.02 | -8.33 | 0.0000 | -0.0000 | |||||
| US31418WUV08 / FNMA POOL AD8695 FN 06/40 FIXED 5 | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US31416WHY12 / Federal National Mortgage Association, Inc. | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US3140F3NG90 / FNMA POOL BC7590 FN 05/46 FIXED 4 | 0.02 | -4.55 | 0.0000 | 0.0000 | |||||
| US31407FXT29 / FNMA POOL 829690 FN 09/35 FIXED 6 | 0.02 | -4.55 | 0.0000 | 0.0000 | |||||
| US3131XAVF52 / FHLG 15YR 3.5% 04/01/2029#ZK6914 | 0.02 | -27.59 | 0.0000 | -0.0000 | |||||
| US161546EW25 / Chase Funding Trust Series 2003-2 | 0.02 | -4.55 | 0.0000 | -0.0000 | |||||
| US3138Y53V67 / Fannie Mae Pool | 0.02 | -8.70 | 0.0000 | -0.0000 | |||||
| US31376KHD19 / Fannie Mae Pool | 0.02 | -4.55 | 0.0000 | -0.0000 | |||||
| US36225CE447 / Ginnie Mae II Pool | 0.02 | -12.50 | 0.0000 | -0.0000 | |||||
| US31414AT287 / FNMA POOL 960569 FN 01/38 FIXED 5.5 | 0.02 | -4.55 | 0.0000 | -0.0000 | |||||
| US31410FFR10 / FNMA POOL 887676 FN 08/36 FIXED 6 | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US31407F6J45 / FNMA POOL 829873 FN 07/35 FLOATING VAR | 0.02 | -4.55 | 0.0000 | -0.0000 | |||||
| US92922F3L06 / WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR12 1A6 | 0.02 | -4.55 | 0.0000 | -0.0000 | |||||
| US31329KX668 / FHLG 20YR 3% 04/01/2038#ZA2501 | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US02148BAC81 / Alternative Loan Trust 2006-33CB | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US31418CUB89 / Fannie Mae Pool | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US31339G5N76 / FREDDIE MAC FHR 2374 F | 0.02 | -4.55 | 0.0000 | -0.0000 | |||||
| US3138WGDL54 / FNMA 30YR 4% 12/01/2045#AS6406 | 0.02 | -4.55 | 0.0000 | -0.0000 | |||||
| US3138WHXL18 / FNMA POOL AS7882 FN 09/46 FIXED 3 | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US3140FTD991 / FNMA POOL BE7327 FN 04/47 FIXED 3 | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US31409TZA95 / FNMA POOL 878337 FN 12/36 FIXED 6 | 0.02 | -63.79 | 0.0000 | -0.0001 | |||||
| US31407HN859 / Fannie Mae Pool | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US31412ECD67 / FNMA POOL 922668 FN 03/37 FIXED 6 | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US31396YMD12 / FANNIE MAE FNR 2008 12 FA | 0.02 | -4.55 | 0.0000 | -0.0000 | |||||
| US3132XTPN25 / FED HM LN PC POOL Q51328 FG 10/47 FIXED 3.5 | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0000 | 0.0000 | ||||||
| US31406RZ409 / FNMA POOL 818063 FN 06/37 FIXED 6 | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US31411NJN84 / FNMA POOL 912069 FN 02/32 FIXED 6 | 0.02 | -4.55 | 0.0000 | -0.0000 | |||||
| US3131XY4R78 / Federal Home Loan Mortgage Corporation | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US3140QM5Y60 / FNMA 30YR 3% 01/01/2052#CB2662 | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US31418NA422 / Fannie Mae Pool | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US3140FS7B32 / FNMA POOL BE7189 FN 03/47 FIXED 4 | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US31410PTG80 / Fannie Mae Pool | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0000 | 0.0000 | ||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0000 | 0.0000 | ||||||
| US31412YC428 / FNMA POOL 938491 FN 05/37 FIXED 6 | 0.02 | -4.76 | 0.0000 | 0.0000 | |||||
| US31406VP915 / FNMA POOL 821348 FN 05/35 FIXED 6 | 0.02 | -4.76 | 0.0000 | -0.0000 | |||||
| US3133TPH517 / FREDDIE MAC FHR 2249 DZ | 0.02 | -9.09 | 0.0000 | -0.0000 | |||||
| US31411DEW56 / FNMA POOL 904749 FN 11/36 FIXED 6 | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| RFR EUR ESTRON/2.05630 11/18/24-5Y* LCH / DIR (EZ64KXLFNMN4) | 0.02 | -97.08 | 0.0000 | -0.0015 | |||||
| US36225CGW01 / GNMA II POOL 080212 G2 07/28 FLOATING VAR | 0.02 | -9.09 | 0.0000 | -0.0000 | |||||
| US3138WDQ384 / UMBS, 30 Year | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US36225CAM82 / GNMA II POOL 080011 G2 11/26 FLOATING VAR | 0.02 | -16.67 | 0.0000 | -0.0000 | |||||
| US36225CN364 / Ginnie Mae II Pool | 0.02 | -9.09 | 0.0000 | -0.0000 | |||||
| US3138ELRC96 / FNMA 15YR 3.5% 10/01/2027#AL4082 | 0.02 | -44.44 | 0.0000 | -0.0000 | |||||
| US07384MR877 / Bear Stearns ARM Trust 2004-3 | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| BOUGHT TRY SOLD USD 20250724 / DFE (000000000) | 0.02 | 0.0000 | 0.0000 | ||||||
| BOUGHT TRY SOLD USD 20250724 / DFE (000000000) | 0.02 | 0.0000 | 0.0000 | ||||||
| US3128K16K23 / FED HM LN PC POOL A41774 FG 01/36 FIXED 6.5 | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US36296YTN21 / GNMA POOL 705357 GN 12/38 FIXED 6 | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US31418DHJ46 / Fannie Mae Pool | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US31403SEN27 / FNMA POOL 756241 FN 01/34 FIXED 6 | 0.02 | -4.76 | 0.0000 | -0.0000 | |||||
| US35729PEE60 / Fremont Home Loan Trust, Series 2004-2, Class M2 | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US31385FVZ60 / FNMA POOL 543432 FN 06/30 FIXED 8 | 0.02 | -4.76 | 0.0000 | -0.0000 | |||||
| US94983JAG76 / WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR1 2A5 | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US31407FNP17 / FNMA POOL 829398 FN 11/35 FIXED 5.5 | 0.02 | -9.09 | 0.0000 | -0.0000 | |||||
| US3138YYMT77 / Fannie Mae Pool | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US3128P7L682 / Freddie Mac Gold Pool | 0.02 | -9.09 | 0.0000 | -0.0000 | |||||
| US31406GNG00 / FNMA POOL 809591 FN 02/35 FLOATING VAR | 0.02 | -44.44 | 0.0000 | -0.0000 | |||||
| US36225CL467 / Ginnie Mae II Pool | 0.02 | -4.76 | 0.0000 | -0.0000 | |||||
| US31418CJS44 / Fannie Mae Pool | 0.02 | -4.76 | 0.0000 | -0.0000 | |||||
| US31371MGH43 / FNMA 6.00% 10/35 #255900 | 0.02 | -4.76 | 0.0000 | -0.0000 | |||||
| US31405AHP12 / FNMA POOL 783338 FN 06/36 FIXED 6 | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US31413LVF39 / FNMA POOL 948914 FN 11/37 FIXED 6 | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US31407X6F34 / FNMA POOL 844270 FN 11/35 FIXED 6 | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US3132DNG726 / FNCL UMBS 4.5 SD1122 06-01-52 | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US3132ADW381 / FHLG 15YR 3.5% 12/01/2033#ZT1566 | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US31410CRC81 / FNMA POOL 885283 FN 06/36 FIXED 6 | 0.02 | -5.00 | 0.0000 | -0.0000 | |||||
| US31410CQ477 / FNMA POOL 885275 FN 06/36 FIXED 6 | 0.02 | -5.00 | 0.0000 | -0.0000 | |||||
| US3138AVRM96 / FNMA 15YR 3.5% 10/01/2026#AJ4091 | 0.02 | -26.92 | 0.0000 | -0.0000 | |||||
| US31378KMY72 / FNMA POOL 400975 FN 09/27 FIXED 8 | 0.02 | -9.52 | 0.0000 | -0.0000 | |||||
| US31415BM717 / FNMA POOL 981982 FN 07/38 FIXED 6 | 0.02 | -5.00 | 0.0000 | -0.0000 | |||||
| US05951EAM93 / BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 4A1 | 0.02 | -5.00 | 0.0000 | -0.0000 | |||||
| US31396XNX83 / Fannie Mae REMICS | 0.02 | -5.00 | 0.0000 | -0.0000 | |||||
| US3138E0RK74 / Fannie Mae Pool | 0.02 | -5.00 | 0.0000 | -0.0000 | |||||
| US03072SRX52 / Asset-Backed Pass-Through Certificates Series 2004-R5 | 0.02 | -38.71 | 0.0000 | -0.0000 | |||||
| US31410SNX17 / FNMA POOL 896006 FN 07/36 FIXED 6 | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US31386C3V29 / Fannie Mae Pool | 0.02 | -5.00 | 0.0000 | -0.0000 | |||||
| US3132A7QW42 / FED HM LN PC POOL ZS6769 FR 10/26 FIXED 3.5 | 0.02 | -50.00 | 0.0000 | -0.0000 | |||||
| US05949AHR41 / Banc of America Mortgage Trust, Series 2004-F, Class 1A1 | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US31410LGN64 / FNMA POOL 890405 FN 01/27 FIXED VAR | 0.02 | -26.92 | 0.0000 | -0.0000 | |||||
| US31405AH892 / FNMA POOL 783355 FN 02/37 FIXED 6 | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US31406UNS32 / FNMA POOL 820401 FN 05/35 FLOATING VAR | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US3140E6MN92 / UMBS | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| 317U8R0A3 PIMCO SWAPTION 3.45 CALL USD 2025071 / DIR (000000000) | 0.02 | 0.0000 | 0.0000 | ||||||
| 317U8R0A3 PIMCO SWAPTION 3.45 CALL USD 2025071 / DIR (000000000) | 0.02 | 0.0000 | 0.0000 | ||||||
| US36225CJC10 / GNMA II POOL 080258 G2 02/29 FLOATING VAR | 0.02 | -5.00 | 0.0000 | -0.0000 | |||||
| BOUGHT TRY SOLD USD 20250731 / DFE (000000000) | 0.02 | 0.0000 | 0.0000 | ||||||
| BOUGHT TRY SOLD USD 20250731 / DFE (000000000) | 0.02 | 0.0000 | 0.0000 | ||||||
| US3140X5VG59 / Fannie Mae Pool | 0.02 | -5.00 | 0.0000 | -0.0000 | |||||
| US31392GVP70 / FNMA, Grantor Trust, Whole Loan, Series 2002-T19, Class A1 | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US31411A6V26 / FNMA POOL 902784 FN 12/36 FIXED 6 | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US31386AH258 / FNMA POOL 557449 FN 10/30 FIXED 8.5 | 0.02 | -5.00 | 0.0000 | -0.0000 | |||||
| US31413BPY10 / Fannie Mae Pool | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US31410YGA64 / FNMA POOL 901193 FN 08/36 FIXED 6 | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138A42V69 / Fannie Mae Pool | 0.02 | -40.62 | 0.0000 | -0.0000 | |||||
| US59020UJR77 / Merrill Lynch Mortgage Investors Trust Series MLCC 2004-E | 0.02 | -9.52 | 0.0000 | -0.0000 | |||||
| US31389DV794 / FNMA POOL 622638 FN 03/31 FIXED 5 | 0.02 | -9.52 | 0.0000 | -0.0000 | |||||
| BOUGHT TRY SOLD USD 20250805 / DFE (000000000) | 0.02 | 0.0000 | 0.0000 | ||||||
| US3138EKFT76 / FNMA 15YR 3.5% 01/01/2028#AL2877 | 0.02 | -14.29 | 0.0000 | -0.0000 | |||||
| US3138X3EH14 / Fannie Mae Pool | 0.02 | -5.26 | 0.0000 | -0.0000 | |||||
| US31410MLU26 / FNMA POOL 891439 FN 03/36 FIXED 6.5 | 0.02 | -5.26 | 0.0000 | 0.0000 | |||||
| US31410TCJ25 / FNMA POOL 896573 FN 06/36 FIXED 6 | 0.02 | -5.26 | 0.0000 | 0.0000 | |||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0000 | 0.0000 | ||||||
| US3138EH7M88 / FNMA POOL AL1799 FN 04/27 FIXED VAR | 0.02 | -21.74 | 0.0000 | -0.0000 | |||||
| US31414AHS42 / Fannie Mae Pool | 0.02 | -14.29 | 0.0000 | -0.0000 | |||||
| US86359A5V14 / Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-34A | 0.02 | -5.26 | 0.0000 | -0.0000 | |||||
| US46630GAW50 / JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 5A6 | 0.02 | -5.26 | 0.0000 | -0.0000 | |||||
| US31395N3P09 / FANNIE MAE FNR 2006 61 SE | 0.02 | -5.26 | 0.0000 | -0.0000 | |||||
| US45660LUD99 / IndyMac INDX Mortgage Loan Trust 2005-AR16IP | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US31409FSN95 / FNMA POOL 870025 FN 05/36 FIXED 6 | 0.02 | -5.26 | 0.0000 | -0.0000 | |||||
| US74922QAA04 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA8 A1 | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US3140F4GZ38 / FNMA POOL BC8315 FN 03/46 FIXED 4 | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US31409ADU07 / FNMA POOL 865115 FN 02/36 FIXED 5.5 | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US07384M4E98 / BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004 | 0.02 | -18.18 | 0.0000 | -0.0000 | |||||
| US31392EVN74 / Fannie Mae REMICS | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US31412QGK94 / FNMA POOL 931802 FN 08/39 FIXED 5 | 0.02 | -5.26 | 0.0000 | -0.0000 | |||||
| US36225CCL81 / Ginnie Mae II Pool | 0.02 | -14.29 | 0.0000 | -0.0000 | |||||
| US31412YPX49 / FNMA POOL 938838 FN 05/37 FIXED 6 | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US3140MN3E48 / Fannie Mae Pool | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US3128P7LU52 / FG 03/29 FIXED 4.5 | 0.02 | -14.29 | 0.0000 | -0.0000 | |||||
| US36212DAY58 / GNMA POOL 530223 GN 12/30 FIXED 8 | 0.02 | -5.26 | 0.0000 | -0.0000 | |||||
| US31415TB415 / FNMA POOL 988459 FN 10/38 FIXED 6 | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US31407GJ909 / FNMA POOL 830188 FN 06/35 FIXED 6 | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US31386C3M20 / FNMA POOL 559804 FN 10/40 FLOATING VAR | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US31407JDQ22 / Fannie Mae Pool | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US31404FEQ28 / FNMA POOL 767043 FN 09/35 FIXED 6 | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US3128MJX215 / Freddie Mac Gold 4.50 02/01/2046 | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US31358S4W89 / Fannie Mae Grantor Trust 2001-T1 | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.02 | 0.0000 | 0.0000 | ||||||
| US3131X6L655 / FED HM LN PC POOL ZK3049 FR 03/26 FIXED 3.5 | 0.02 | -33.33 | 0.0000 | -0.0000 | |||||
| US3138A8ZD16 / FNMA POOL AH7039 FN 03/41 FIXED 5 | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US31408AE489 / Fannie Mae Pool | 0.02 | -5.56 | 0.0000 | 0.0000 | |||||
| US36225BMZ84 / Ginnie Mae I Pool | 0.02 | -10.53 | 0.0000 | -0.0000 | |||||
| US3138E2TB14 / Fannie Mae Pool | 0.02 | -43.33 | 0.0000 | -0.0000 | |||||
| US31408BRS96 / FNMA POOL 846597 FN 12/35 FIXED 6.5 | 0.02 | -5.56 | 0.0000 | -0.0000 | |||||
| US31406M6N13 / FNMA POOL 814577 FN 04/35 FIXED 6 | 0.02 | -5.56 | 0.0000 | 0.0000 | |||||
| US31408DC859 / Fannie Mae Pool | 0.02 | -5.56 | 0.0000 | 0.0000 | |||||
| US31407CF369 / FNMA POOL 826486 FN 07/35 FIXED 6 | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US31387RCL06 / FNMA POOL 591475 FN 08/31 FIXED 8.5 | 0.02 | -5.56 | 0.0000 | -0.0000 | |||||
| US31409T6M54 / Fannie Mae Pool | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US3140H8KK07 / FNMA POOL BJ6597 FN 01/48 FIXED 3 | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US31405KFJ51 / FNMA POOL 791369 FN 09/34 FIXED 6 | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US31376KS982 / Fannie Mae Pool | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US31411FCH55 / FNMA POOL 906472 FN 01/37 FIXED 6 | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US3128P7JW47 / Freddie Mac Gold Pool | 0.02 | -34.62 | 0.0000 | -0.0000 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.02 | 0.0000 | 0.0000 | ||||||
| US31401LNV17 / FNMA POOL 711504 FN 05/33 FIXED 6 | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US3132A8RQ48 / FED HM LN PC POOL ZS7695 FR 01/27 FIXED 3.5 | 0.02 | -29.17 | 0.0000 | -0.0000 | |||||
| US3132A7HK05 / FED HM LN PC POOL ZS6534 FR 08/26 FIXED 3.5 | 0.02 | -50.00 | 0.0000 | -0.0000 | |||||
| US3131X63L24 / FED HM LN PC POOL ZK3503 FR 09/26 FIXED 3.5 | 0.02 | -26.09 | 0.0000 | -0.0000 | |||||
| US45660N2J33 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR8 2A2A | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138XULM21 / FNMA POOL AW4831 FN 05/44 FIXED 4 | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138A2DA45 / FNMA POOL AH0996 FN 12/25 FIXED 3.5 | 0.02 | -39.29 | 0.0000 | -0.0000 | |||||
| US31410DFF24 / FNMA POOL 885866 FN 06/36 FIXED 6 | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US3140HLT719 / FNMA POOL BK6873 FN 06/48 FIXED 3.5 | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US36225CGF77 / GNMA II POOL 080197 G2 05/28 FLOATING VAR | 0.02 | -10.53 | 0.0000 | -0.0000 | |||||
| US83162CRX38 / United States Small Business Administration, Series 2008-20G, Class 1 | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0000 | 0.0000 | ||||||
| US3138EQMS80 / FNMA POOL AL7568 FN 03/28 FIXED VAR | 0.02 | -30.43 | 0.0000 | -0.0000 | |||||
| US3140GUZ750 / FNMA POOL BH6165 FN 07/47 FIXED 4 | 0.02 | -5.88 | 0.0000 | 0.0000 | |||||
| US36184BZF74 / Ginnie Mae I Pool | 0.02 | -5.88 | 0.0000 | 0.0000 | |||||
| US3138W5LW65 / FNMA POOL AR7540 FN 03/43 FIXED 4 | 0.02 | -5.88 | 0.0000 | 0.0000 | |||||
| US31410AUT14 / FNMA POOL 883594 FN 04/36 FIXED 6 | 0.02 | -5.88 | 0.0000 | -0.0000 | |||||
| US3138A75H75 / FNMA POOL AH6247 FN 04/26 FIXED 3.5 | 0.02 | -38.46 | 0.0000 | -0.0000 | |||||
| US16163CAH51 / CHASE MORTGAGE FINANCE CORPORA CHASE 2006 A1 2A3 | 0.02 | -5.88 | 0.0000 | -0.0000 | |||||
| US31410FGC32 / FNCI UMBS 6.0 887695 06-01-36 | 0.02 | -5.88 | 0.0000 | -0.0000 | |||||
| US3140FNJD72 / FNMA POOL BE2959 FN 01/47 FIXED 4 | 0.02 | -5.88 | 0.0000 | -0.0000 | |||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL6 SA 144A / ABS-MBS (US36272QAH02) | 0.02 | -15.79 | 0.0000 | -0.0000 | |||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL6 SA 144A / ABS-MBS (US36272QAH02) | 0.02 | -15.79 | 0.0000 | -0.0000 | |||||
| US31411DYU70 / FNMA POOL 905323 FN 12/36 FIXED 6 | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138X36T49 / FNMA POOL AU4481 FN 07/43 FIXED 4 | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US31408BU558 / Fannie Mae Pool | 0.02 | -27.27 | 0.0000 | -0.0000 | |||||
| US83162CRY11 / United States Small Business Administration | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US3131X6DL11 / FED HM LN PC POOL ZK2807 FR 12/25 FIXED 3.5 | 0.02 | -42.86 | 0.0000 | -0.0000 | |||||
| US3138A9PJ78 / FNMA POOL AH7624 FN 06/26 FIXED 3.5 | 0.02 | -23.81 | 0.0000 | -0.0000 | |||||
| US3138ELUQ46 / Fannie Mae Pool | 0.02 | -42.86 | 0.0000 | -0.0000 | |||||
| US31411YP729 / FNMA POOL 918546 FN 06/37 FIXED 6 | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138Y2QA40 / Fannie Mae Pool | 0.02 | -5.88 | 0.0000 | -0.0000 | |||||
| US36225CAA45 / GNMA II POOL 080000 G2 10/26 FLOATING VAR | 0.02 | -15.79 | 0.0000 | -0.0000 | |||||
| US31396W6T84 / Fannie Mae REMIC Trust 2007-W9 | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US466247E334 / JP MORGAN MORTGAGE TRUST JPMMT 2006 A1 1A1 | 0.02 | -5.88 | 0.0000 | -0.0000 | |||||
| US31410KWU41 / Fannie Mae Pool | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US31412PN233 / FNMA POOL 931109 FN 05/39 FIXED 6 | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US36225CDV54 / GNMA II POOL 080115 G2 09/27 FLOATING VAR | 0.02 | -11.76 | 0.0000 | -0.0000 | |||||
| US36202K6D25 / Ginnie Mae II Pool | 0.02 | -21.05 | 0.0000 | -0.0000 | |||||
| US31371KF899 / Fannie Mae Pool | 0.02 | -6.25 | 0.0000 | -0.0000 | |||||
| US073873AK72 / BEAR STEARNS ALT A TRUST BALTA 2006 5 2A2 | 0.02 | -6.25 | 0.0000 | -0.0000 | |||||
| US3131X62C34 / FED HM LN PC POOL ZK3471 FR 08/26 FIXED 3.5 | 0.02 | -25.00 | 0.0000 | -0.0000 | |||||
| US36225CND47 / GNMA II POOL 080387 G2 03/30 FLOATING VAR | 0.02 | -6.25 | 0.0000 | -0.0000 | |||||
| US36202FPM22 / Ginnie Mae II Pool | 0.02 | -6.25 | 0.0000 | -0.0000 | |||||
| US36225CBP05 / Government National Mortgage Association | 0.02 | -21.05 | 0.0000 | -0.0000 | |||||
| US36178UUR21 / GNMA POOL AB7792 GN 11/42 FIXED 3.5 | 0.02 | -6.25 | 0.0000 | -0.0000 | |||||
| US31411WYS06 / FNMA POOL 917021 FN 04/37 FIXED 6 | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US46628BBC37 / JP MORGAN MORTGAGE TRUST JPMMT 2006 A6 3A1 | 0.02 | 0.00 | 0.0000 | -0.0000 | |||||
| US31412BN324 / FNMA POOL 920310 FN 05/36 FIXED 6 | 0.02 | -6.25 | 0.0000 | -0.0000 | |||||
| US3128P7EF68 / FED HM LN PC POOL C91034 FG 06/27 FIXED 6 | 0.02 | -16.67 | 0.0000 | -0.0000 | |||||
| US12668BDC46 / Alternative Loan Trust 2005-76 | 0.02 | -6.25 | 0.0000 | -0.0000 | |||||
| US31396X7A66 / Fannie Mae REMICS | 0.02 | -6.25 | 0.0000 | -0.0000 | |||||
| US31288FDB76 / FED HM LN PC POOL C76398 FG 02/33 FIXED 6.5 | 0.02 | -6.25 | 0.0000 | -0.0000 | |||||
| US3128P7GZ05 / Freddie Mac Gold Pool | 0.02 | -11.76 | 0.0000 | -0.0000 | |||||
| US31411DRS08 / FNMA POOL 905097 FN 11/36 FIXED 6 | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US36297TAB89 / GSR_06-AR2 | 0.02 | -16.67 | 0.0000 | -0.0000 | |||||
| US3133BHAZ92 / FNCL UMBS 4.5 QE7224 08-01-52 | 0.02 | -16.67 | 0.0000 | -0.0000 | |||||
| US3138ABA909 / Fannie Mae Pool | 0.02 | -34.78 | 0.0000 | -0.0000 | |||||
| US3131X6GV65 / FED HM LN PC POOL ZK2912 FR 01/26 FIXED 3.5 | 0.02 | -37.50 | 0.0000 | -0.0000 | |||||
| US3140EBH878 / Fannie Mae Pool | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US31386WRK61 / FNMA POOL 575690 FN 11/30 FIXED 8.5 | 0.02 | -6.25 | 0.0000 | -0.0000 | |||||
| US12669B2X97 / COUNTRYWIDE HOME LOANS CWHL 2001 HYB1 2A1 | 0.02 | -6.25 | 0.0000 | -0.0000 | |||||
| US3128S4GH46 / Freddie Mac Non Gold Pool | 0.02 | -6.25 | 0.0000 | -0.0000 | |||||
| US3131X7AR90 / FED HM LN PC POOL ZK3616 FR 10/26 FIXED 3.5 | 0.02 | -25.00 | 0.0000 | -0.0000 | |||||
| US31411GBV32 / FNMA POOL 907352 FN 04/37 FIXED 6 | 0.02 | -6.25 | 0.0000 | -0.0000 | |||||
| EZ65GBV58FC9 / MEXICO LA SP MYC | 0.02 | 25.00 | 0.0000 | 0.0000 | |||||
| US126694DS41 / COUNTRYWIDE HOME LOANS CWHL 2005 21 2A2 | 0.02 | -21.05 | 0.0000 | -0.0000 | |||||
| US31414NCB82 / Fannie Mae Pool | 0.02 | 0.00 | 0.0000 | 0.0000 | |||||
| US31359QH491 / FANNIE MAE FNR 1997 66 Z | 0.02 | -16.67 | 0.0000 | -0.0000 | |||||
| US3131X6DS63 / FED HM LN PC POOL ZK2813 FR 12/25 FIXED 3.5 | 0.02 | -40.00 | 0.0000 | -0.0000 | |||||
| US3128P7M912 / FED HM LN PC POOL C91284 FG 01/30 FIXED 4.5 | 0.02 | -6.25 | 0.0000 | -0.0000 | |||||
| US466247WK55 / JP MORGAN MORTGAGE TRUST JPMMT 2005 A7 1A3 | 0.01 | -6.67 | 0.0000 | 0.0000 | |||||
| US36225CC615 / GNMA | 0.01 | -12.50 | 0.0000 | -0.0000 | |||||
| US3138A5AQ54 / Federal National Mortgage Association, Inc. | 0.01 | -39.13 | 0.0000 | -0.0000 | |||||
| US36225CB625 / GNMA II POOL 080060 G2 04/27 FLOATING VAR | 0.01 | -17.65 | 0.0000 | -0.0000 | |||||
| US3132A65Q23 / FED HM LN PC POOL ZS6255 FR 05/26 FIXED 3.5 | 0.01 | -36.36 | 0.0000 | -0.0000 | |||||
| US585525FX10 / MRFC Mortgage Pass-Through Trust Series 2002-TBC2 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US12668WAC10 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 4 A3 | 0.01 | -93.61 | 0.0000 | -0.0005 | |||||
| US31404NF272 / FANNIE MAE 5.50% 05/01/2034 FNMA 30 | 0.01 | -6.67 | 0.0000 | -0.0000 | |||||
| US12669FY239 / COUNTRYWIDE HOME LOANS CWHL 2004 16 1A4A | 0.01 | -6.67 | 0.0000 | -0.0000 | |||||
| US31403C5F46 / Fannie Mae Pool | 0.01 | -6.67 | 0.0000 | -0.0000 | |||||
| US31416YXG87 / FNMA 15YR 3.5% 08/01/2026#AB3378 | 0.01 | -26.32 | 0.0000 | -0.0000 | |||||
| US31396QHD43 / FNMA, REMIC, Series 2009-47, Class MT | 0.01 | -6.67 | 0.0000 | -0.0000 | |||||
| MEXICO LA SP GST / DCR (EZDKNKQB19P7) | 0.01 | -1,500.00 | 0.0000 | 0.0000 | |||||
| MEXICO LA SP GST / DCR (EZDKNKQB19P7) | 0.01 | -1,500.00 | 0.0000 | 0.0000 | |||||
| MEXICO LA SP GST / DCR (EZDKNKQB19P7) | 0.01 | -1,500.00 | 0.0000 | 0.0000 | |||||
| US3140E26U05 / FNMA POOL AZ9882 FN 10/45 FIXED 4 | 0.01 | -33.33 | 0.0000 | -0.0000 | |||||
| US31410UCV26 / FNMA POOL 897484 FN 11/36 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31410DKP41 / FNMA POOL 886002 FN 07/36 FIXED 6 | 0.01 | -6.67 | 0.0000 | -0.0000 | |||||
| US3138NWXX24 / FNMA POOL AR0693 FN 12/27 FIXED 3 | 0.01 | -12.50 | 0.0000 | -0.0000 | |||||
| US863579VM76 / Structured Adjustable Rate Mortgage Loan Trust Series 2005-17 | 0.01 | -6.67 | 0.0000 | -0.0000 | |||||
| US31410QAE17 / FNMA POOL 893805 FN 09/36 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US36291N4C25 / GNMA POOL 633619 GN 09/34 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US46629KAD19 / JP MORGAN MORTGAGE ACQUISITION TRUST 2006-WMC3 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138EG7L24 / FNMA POOL AL0898 FN 02/31 FIXED VAR | 0.01 | -6.67 | 0.0000 | -0.0000 | |||||
| US31386C3K63 / FNMA POOL 559802 FN 09/40 FLOATING VAR | 0.01 | -63.16 | 0.0000 | -0.0001 | |||||
| US36225CPN01 / Ginnie Mae II Pool | 0.01 | -12.50 | 0.0000 | -0.0000 | |||||
| US31371NCL73 / FNMA POOL 256675 FN 04/27 FIXED 5 | 0.01 | -22.22 | 0.0000 | -0.0000 | |||||
| US3137ASXX75 / FREDDIE MAC FHR 4100 DI | 0.01 | -26.32 | 0.0000 | -0.0000 | |||||
| US36241LZV16 / GNMA POOL 783456 GN 10/41 FIXED 3.5 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138WTRT55 / Fannie Mae Pool | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31418CV355 / FANNIE MAE 4.00% 04/01/2048 FNL FNCL | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138XU5J70 / FNMA POOL AW5348 FN 06/29 FIXED 3.5 | 0.01 | -6.67 | 0.0000 | -0.0000 | |||||
| US31410VGA26 / Fannie Mae Pool | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31409AFP93 / FNMA POOL 865174 FN 02/36 FIXED 6 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US07387AAV70 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 3 1A1 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31410FCN33 / FNMA POOL 887577 FN 07/36 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3128K9BA16 / FED HM LN PC POOL A48133 FG 12/35 FIXED 7.5 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138WGB298 / FNMA POOL AS6356 FN 12/45 FIXED 4 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138E2MJ13 / FNMA POOL AJ9360 FN 01/27 FIXED 3.5 | 0.01 | -22.22 | 0.0000 | -0.0000 | |||||
| US31410PAT03 / FNMA POOL 892918 FN 08/36 FIXED 6 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138E55D61 / FNMA POOL AK1743 FN 01/42 FIXED 5 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31411FHF45 / FNMA POOL 906630 FN 11/36 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138MN2Q23 / FANNIE MAE POOL UMBS P#AQ7082 4.00000000 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| US31411LRX19 / FNMA POOL 911402 FN 03/37 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138X6HE86 / Fannie Mae Pool | 0.01 | -7.14 | 0.0000 | 0.0000 | |||||
| US31386PGC14 / FNMA POOL 569095 FN 03/31 FIXED 8.5 | 0.01 | -7.14 | 0.0000 | -0.0000 | |||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| US31419JNP92 / Fannie Mae 3.50 11/01/2025 | 0.01 | -45.83 | 0.0000 | -0.0000 | |||||
| US31406UB313 / FNMA POOL 820058 FN 05/35 FIXED 6 | 0.01 | -7.14 | 0.0000 | 0.0000 | |||||
| US3617AYA698 / GNMA POOL BB7229 GN 09/47 FIXED 5 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31417GZS82 / FNMA POOL AB9752 FN 06/43 FIXED 3 | 0.01 | -7.14 | 0.0000 | -0.0000 | |||||
| US3138AP3B29 / Fannie Mae Pool | 0.01 | -23.53 | 0.0000 | -0.0000 | |||||
| US31418CR973 / Federal National Mortgage Association | 0.01 | -7.14 | 0.0000 | 0.0000 | |||||
| US3138WBCD50 / Uniform Mortgage-Backed Securities | 0.01 | -13.33 | 0.0000 | -0.0000 | |||||
| US3138LXRN17 / FNMA POOL AO6792 FN 06/42 FIXED 4 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138WLCJ03 / FANNIE MAE POOL FN AS9972 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3128NHK859 / FED HM LN PC POOL 1J1219 FH 10/35 FLOATING VAR | 0.01 | -18.75 | 0.0000 | -0.0000 | |||||
| US3138XSFY86 / FEDERAL NATIONAL MORTGAGE ASSOCIATION | 0.01 | -7.14 | 0.0000 | -0.0000 | |||||
| EZFQZ4BFTHK3 / ENERGY TRANSFER LP SNR S* ICE | 0.01 | -31.58 | 0.0000 | -0.0000 | |||||
| US36225CGP59 / GNMA II POOL 080205 G2 06/28 FLOATING VAR | 0.01 | -7.14 | 0.0000 | -0.0000 | |||||
| US31287MZE38 / FED HM LN PC POOL C62541 FG 01/32 FIXED 7 | 0.01 | -7.14 | 0.0000 | -0.0000 | |||||
| US31411GCW06 / FNMA POOL 907385 FN 01/37 FIXED 6 | 0.01 | -7.14 | 0.0000 | -0.0000 | |||||
| US126694BS68 / COUNTRYWIDE HOME LOANS CWHL 2005 HYB6 5A1 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| US45660LRE10 / IndyMac INDX Mortgage Loan Trust 2005-AR13 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31418DBU54 / FNMA POOL MA3650 FN 04/29 FIXED 3.5 | 0.01 | -7.14 | 0.0000 | -0.0000 | |||||
| US3132A7FY27 / FHLG 15YR 3.5% 10/01/2026#ZS6483 | 0.01 | -31.58 | 0.0000 | -0.0000 | |||||
| RFR EUR ESTRON/2.06280 11/14/24-5Y* LCH / DIR (EZ64KXLFNMN4) | 0.01 | -98.10 | 0.0000 | -0.0015 | |||||
| EZ6ZWC9MVX60 / MEXICO LA SP JPM | 0.01 | 8.33 | 0.0000 | 0.0000 | |||||
| US31359QJS49 / FNMA, REMIC, Series 1997-57, Class PN | 0.01 | -18.75 | 0.0000 | -0.0000 | |||||
| US31407RUB85 / FNMA POOL 838578 FN 10/35 FIXED 5.5 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US36225DCE22 / GINNIE MAE II POOL G2 80968 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3128QJB477 / FED HM LN PC POOL 1G0959 FH 05/36 FLOATING VAR | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31410MHH60 / FANNIE MAE 3.746% 04/01/2036 FNMA ARM | 0.01 | -18.75 | 0.0000 | -0.0000 | |||||
| US31417SDJ69 / FNMA POOL AC5504 FN 11/39 FIXED 5 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31417YFM49 / FNMA 20YR 4.50% 9/29 #MA0171 | 0.01 | -7.14 | 0.0000 | -0.0000 | |||||
| US3138YV4G13 / FNMA POOL AZ4422 FN 07/45 FIXED 4 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US12667GPB31 / Countrywide Alternative Loan Trust | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3140E9HP45 / Uniform Mortgage-Backed Securities | 0.01 | -7.14 | 0.0000 | -0.0000 | |||||
| US31410PAB94 / Fannie Mae Pool | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138EGT793 / FNMA POOL AL0573 FN 08/26 FIXED VAR | 0.01 | -23.53 | 0.0000 | -0.0000 | |||||
| US06051GAX79 / Banc of America Funding 2004-A Trust | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31416XSX92 / FNMA POOL AB2333 FN 02/41 FIXED 4 | 0.01 | -7.69 | 0.0000 | 0.0000 | |||||
| US3138ABL310 / Fannie Mae Pool | 0.01 | -33.33 | 0.0000 | -0.0000 | |||||
| US3133BBPE39 / FED HM LN PC POOL QE2221 FR 05/52 FIXED 4.5 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138YHJT81 / FNMA POOL AY3873 FN 08/45 FIXED 4 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| US31419KKY00 / FNMA POOL AE8410 FN 11/25 FIXED 3.5 | 0.01 | -55.56 | 0.0000 | -0.0000 | |||||
| US31413TJP84 / FNMA POOL 954870 FN 11/37 FIXED 5.5 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138A8GJ96 / Federal National Mortgage Association, Inc. | 0.01 | -33.33 | 0.0000 | -0.0000 | |||||
| US31416XR288 / FNMA POOL AB2304 FN 02/26 FIXED 3.5 | 0.01 | -42.86 | 0.0000 | -0.0000 | |||||
| US3140GYV223 / FNMA POOL BH9632 FN 09/47 FIXED 3 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3133A9XC43 / FED HM LN PC POOL QB3375 FR 09/50 FIXED 3.5 | 0.01 | -7.69 | 0.0000 | -0.0000 | |||||
| US36225CDW38 / Ginnie Mae II Pool | 0.01 | -14.29 | 0.0000 | -0.0000 | |||||
| US3128E4KM35 / FED HM LN PC POOL D97500 FG 12/27 FIXED 6 | 0.01 | -14.29 | 0.0000 | -0.0000 | |||||
| US31412DT814 / Fannie Mae Pool | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31410Q4H16 / FNMA POOL 894624 FN 11/36 FIXED 6 | 0.01 | -7.69 | 0.0000 | -0.0000 | |||||
| US31410YMJ00 / FNMA POOL 901361 FN 09/36 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31410CQ212 / FEDERAL NATIONAL MORTGAGE ASSOCIATION | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3128M7AU03 / FREDDIE MAC GOLD POOL FG G05119 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31402QYC94 / FNMA POOL 735207 FN 04/34 FIXED VAR | 0.01 | -20.00 | 0.0000 | -0.0000 | |||||
| US3129303S79 / FED HM LN PC POOL A84409 FG 02/39 FIXED 4.5 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31414BGG95 / FNMA POOL 961099 FN 04/28 FIXED 5 | 0.01 | -7.69 | 0.0000 | -0.0000 | |||||
| US3138AUQ913 / FNMA POOL AJ3179 FN 10/26 FIXED 3.5 | 0.01 | -29.41 | 0.0000 | -0.0000 | |||||
| US3140Q8JU09 / Fannie Mae Pool | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138M12B32 / FNMA POOL AO9769 FN 08/42 FIXED 4 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31403CD249 / FNMA POOL 744521 FN 09/33 FIXED 5 | 0.01 | -36.84 | 0.0000 | -0.0000 | |||||
| US31371MBJ53 / Fannie Mae Pool | 0.01 | -7.69 | 0.0000 | -0.0000 | |||||
| US313920UK48 / FANNIEMAE GRANTOR TRUST FNGT 2001 T8 A1 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138WMFX43 / Fannie Mae Pool | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3128P7NT61 / Freddie Mac Gold 4.50 05/01/2030 | 0.01 | -7.69 | 0.0000 | -0.0000 | |||||
| US3132A8F386 / FNCI UMBS 3.5 ZS7386 12-01-30 | 0.01 | -25.00 | 0.0000 | -0.0000 | |||||
| US31398NWE02 / FANNIE MAE FNR 2010 111 FC | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31411XMB81 / Fannie Mae Pool | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3132CWUP75 / FED HM LN PC POOL SB0590 FR 08/26 FIXED 3.5 | 0.01 | -40.00 | 0.0000 | -0.0000 | |||||
| US31417ACL17 / FNMA 15YR | 0.01 | -25.00 | 0.0000 | -0.0000 | |||||
| EZ89MT0WHJP2 / MEXICO LA SP MYC | 0.01 | 200.00 | 0.0000 | 0.0000 | |||||
| US31410FDB85 / Fannie Mae Pool | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3140EYPP03 / FNMA POOL BC4029 FN 03/46 FIXED 4 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31416NHU90 / FNMA POOL AA4742 FN 10/25 FIXED 3.5 | 0.01 | -47.83 | 0.0000 | -0.0000 | |||||
| US36225CCX20 / GNMA II POOL 080085 G2 06/27 FLOATING VAR | 0.01 | -14.29 | 0.0000 | -0.0000 | |||||
| US31371NV775 / Fannie Mae Pool | 0.01 | -7.69 | 0.0000 | -0.0000 | |||||
| US3128P7MT70 / FED HM LN PC POOL C91270 FG 10/29 FIXED 4.5 | 0.01 | -7.69 | 0.0000 | -0.0000 | |||||
| US05942JAE82 / BAMLL 2023 HTL 10/27 0 | 0.01 | -92.00 | 0.0000 | -0.0003 | |||||
| US31419KD859 / FNMA POOL AE8226 FN 12/25 FIXED 3.5 | 0.01 | -47.83 | 0.0000 | -0.0000 | |||||
| US31418DEM02 / Fannie Mae Pool | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31416XEM83 / Fannie Mae Pool | 0.01 | -45.45 | 0.0000 | -0.0000 | |||||
| US31418WFK18 / Fannie Mae Pool | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31413DBH98 / FNMA POOL 942040 FN 07/37 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US83162CRK17 / SMALL BUSINESS ADMINISTRATION SBAP 2007 20K 1 | 0.01 | -14.29 | 0.0000 | -0.0000 | |||||
| US3138ELBP73 / FNMA POOL AL3645 FN 05/28 FIXED VAR | 0.01 | -14.29 | 0.0000 | -0.0000 | |||||
| US362334GR95 / GSAA Home Equity Trust, Series 2006-5, Class 2A1 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31410CAY84 / FNMA POOL 884823 FN 06/36 FIXED 6 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138EH5G39 / UMBS, 15 Year | 0.01 | -25.00 | 0.0000 | -0.0000 | |||||
| US31371NRW73 / FNMA POOL 257101 FN 02/28 FIXED 5 | 0.01 | -7.69 | 0.0000 | -0.0000 | |||||
| US31405QT570 / FNMA POOL 796272 FN 12/34 FIXED 5 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31359T5E45 / FEDERAL NATIONAL MORTGAGE ASSOCIATION | 0.01 | -15.38 | 0.0000 | -0.0000 | |||||
| US3131X6X700 / FED HM LN PC POOL ZK3402 FR 07/26 FIXED 3.5 | 0.01 | -26.67 | 0.0000 | -0.0000 | |||||
| US31410DXX38 / FNMA POOL 886394 FN 08/36 FIXED 6 | 0.01 | -8.33 | 0.0000 | 0.0000 | |||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| US3138WDKE08 / FANNIE MAE POOL UMBS P#AS3892 4.00000000 | 0.01 | -8.33 | 0.0000 | 0.0000 | |||||
| US31418CGR97 / Fannie Mae Pool | 0.01 | -8.33 | 0.0000 | -0.0000 | |||||
| US31410TBK07 / Fannie Mae Pool | 0.01 | -8.33 | 0.0000 | -0.0000 | |||||
| US31407TLC26 / FNMA POOL 840123 FN 10/35 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3140E76S40 / FNMA POOL BA3580 FN 12/45 FIXED 4 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US12668AVP73 / Alternative Loan Trust 2005-61 | 0.01 | -8.33 | 0.0000 | -0.0000 | |||||
| US31410VTG58 / FNMA POOL 898851 FN 11/36 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138E8CG53 / FNMA POOL AK3670 FN 12/41 FIXED 4 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US35729NAB10 / Fremont Home Loan Trust, Series 2006-E, Class 2A1 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138WM5X55 / FNMA POOL AT0861 FN 06/43 FIXED 3 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US36225CDA18 / GNMA II POOL 080096 G2 07/27 FLOATING VAR | 0.01 | -15.38 | 0.0000 | -0.0000 | |||||
| US3132G5BJ78 / FED HM LN PC POOL U79040 FG 07/29 FIXED 3.5 | 0.01 | -15.38 | 0.0000 | -0.0000 | |||||
| US07386HKK67 / Bear Stearns ALT-A Trust, Series 2004-7, Class 2A1 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138XX2K17 / Fannie Mae Pool | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138AW5B56 / FNMA POOL AJ5341 FN 11/26 FIXED 3.5 | 0.01 | -21.43 | 0.0000 | -0.0000 | |||||
| US31400QMZ36 / FNMA POOL 694376 FN 03/33 FLOATING VAR | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3131X54F64 / FED HM LN PC POOL ZK2622 FR 10/25 FIXED 3.5 | 0.01 | -52.17 | 0.0000 | -0.0000 | |||||
| US36202DLX74 / GNMA II POOL 003042 G2 02/31 FIXED 8 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US36225CG756 / GNMA II POOL 080221 G2 08/28 FLOATING VAR | 0.01 | -21.43 | 0.0000 | -0.0000 | |||||
| US3140H4BF09 / FNMA POOL BJ2737 FN 04/48 FIXED 4 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31406UGQ58 / FNMA POOL 820207 FN 05/35 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31410DSH43 / FNMA POOL 886220 FN 07/36 FIXED 6 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31417Y2K20 / FNMA 20YR 5.0% 06/01/2031#MA0777 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31409GL463 / FNMA POOL 870747 FN 07/36 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US07384YPH35 / BEAR STEARNS ASSET BACKED SECURITIES, INC. | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138XDAW07 / FNMA POOL AV1820 FN 12/28 FIXED 3.5 | 0.01 | -8.33 | 0.0000 | -0.0000 | |||||
| US31410SRQ20 / FNMA POOL 896095 FN 06/36 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US74922NAA72 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA10 A1 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31396YCP51 / Fannie Mae REMICS | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138EJBH02 / FNMA POOL AL1839 FN 05/27 FIXED VAR | 0.01 | -21.43 | 0.0000 | -0.0000 | |||||
| US31408EC832 / FNMA POOL 848895 FN 01/36 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US86363DAJ00 / STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR2 2A2 | 0.01 | -62.07 | 0.0000 | -0.0000 | |||||
| US31404F4K66 / FNMA POOL 767726 FN 11/33 FIXED 6 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3133TNXR06 / FREDDIE MAC FHR 2234 ZP | 0.01 | -8.33 | 0.0000 | -0.0000 | |||||
| US36212KXU23 / GNMA POOL 536291 GN 09/30 FIXED 8.5 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US36202K3B95 / Ginnie Mae II Pool | 0.01 | -21.43 | 0.0000 | -0.0000 | |||||
| US31417YCK10 / Fannie Mae 4.50 05/01/2029 | 0.01 | -8.33 | 0.0000 | -0.0000 | |||||
| US36225CYX81 / GNMA II POOL 080725 G2 08/33 FLOATING VAR | 0.01 | -8.33 | 0.0000 | -0.0000 | |||||
| US31406RQU22 / FNMA POOL 817767 FN 06/36 FIXED 6 | 0.01 | -15.38 | 0.0000 | -0.0000 | |||||
| US31395B5H28 / Fannie Mae 7.00 12/01/2045 | 0.01 | -9.09 | 0.0000 | -0.0000 | |||||
| US3138WWA586 / FNMA POOL AT8127 FN 07/43 FIXED 3 | 0.01 | -9.09 | 0.0000 | -0.0000 | |||||
| US31409WFS52 / FNMA POOL 880477 FN 05/36 FIXED 6 | 0.01 | -9.09 | 0.0000 | 0.0000 | |||||
| US31409DBP78 / FNMA POOL 867746 FN 03/36 FIXED 6 | 0.01 | -9.09 | 0.0000 | 0.0000 | |||||
| US3138W5MS45 / FNMA 3% 3/1/43 #AR7568 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| US36178EDX40 / Ginnie Mae I Pool | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31407XTZ41 / FNMA POOL 843968 FN 11/35 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US36225C4L74 / Ginnie Mae II Pool | 0.01 | -9.09 | 0.0000 | -0.0000 | |||||
| US3138AJ3A80 / FNMA POOL AI5292 FN 01/27 FIXED 3.5 | 0.01 | -16.67 | 0.0000 | -0.0000 | |||||
| US36225CBY12 / GNMA II POOL 080054 G2 03/27 FLOATING VAR | 0.01 | -16.67 | 0.0000 | -0.0000 | |||||
| US31359P2N52 / FANNIE MAE FNR 1997 43 ZC | 0.01 | -41.18 | 0.0000 | -0.0000 | |||||
| US31414EQZ06 / Fannie Mae Pool | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31418CU852 / FNMA POOL MA3306 FN 03/48 FIXED 4 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31398CSA70 / FREDDIE MAC FHR 3532 SN | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31371KXY27 / FEDERAL NATIONAL MORTGAGE ASSN POOL #254595__ 6.00000000 | 0.01 | -9.09 | 0.0000 | -0.0000 | |||||
| US31416WUW09 / FNCI UMBS 3.5 AB1496 09-01-25 | 0.01 | -65.52 | 0.0000 | -0.0000 | |||||
| US31394FHD06 / FNMA, Series 2005-79, Class NF | 0.01 | -9.09 | 0.0000 | -0.0000 | |||||
| US31411SP911 / FNMA POOL 914048 FN 03/37 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3131X6WW64 / FED HM LN PC POOL ZK3361 FR 07/26 FIXED 3.5 | 0.01 | -23.08 | 0.0000 | -0.0000 | |||||
| US3140EYQC80 / FNMA POOL BC4050 FN 04/46 FIXED 4 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31390WZH86 / FNMA POOL 658744 FN 08/36 FIXED 6 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31410REW51 / Fannie Mae Pool | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31411HU997 / FNMA POOL 908808 FN 03/37 FIXED 6 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31417FR754 / UMBS | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US36225CAX48 / GNMA II POOL 080021 G2 12/26 FLOATING VAR | 0.01 | -16.67 | 0.0000 | -0.0000 | |||||
| US31371NDS18 / Fannie Mae Pool | 0.01 | -16.67 | 0.0000 | -0.0000 | |||||
| US3128JREM41 / FED HM LN PC POOL 847340 FH 11/34 FLOATING VAR | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US17326UAP93 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2018 RP2 SA 144A | 0.01 | -58.33 | 0.0000 | -0.0000 | |||||
| US31416YWR51 / Fannie Mae Pool | 0.01 | -9.09 | 0.0000 | -0.0000 | |||||
| US3128KFUJ70 / FED HM LN PC POOL A53285 FG 10/36 FIXED 7.5 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US36225CPA89 / Ginnie Mae II Pool | 0.01 | -9.09 | 0.0000 | -0.0000 | |||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| US31403DTE93 / FANNIE MAE 3.836% 04/01/2034 FNMA ARM | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31418CHC10 / FNMA 10YR 3.5% 02/01/2027#MA2926 | 0.01 | -23.08 | 0.0000 | -0.0000 | |||||
| US31416XQJ27 / FNMA POOL AB2256 FN 02/26 FIXED 3.5 | 0.01 | -37.50 | 0.0000 | -0.0000 | |||||
| US3128E4GT34 / FED HM LN PC POOL D97410 FG 09/27 FIXED 6 | 0.01 | -9.09 | 0.0000 | -0.0000 | |||||
| BOUGHT AUD SOLD USD 20250805 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| BOUGHT AUD SOLD USD 20250805 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| US3131X55A68 / FED HM LN PC POOL ZK2641 FR 10/25 FIXED 3.5 | 0.01 | -54.55 | 0.0000 | -0.0000 | |||||
| US3138X6JL02 / FNMA POOL AU6566 FN 09/43 FIXED 3 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3131X6VM91 / FED HM LN PC POOL ZK3320 FR 06/26 FIXED 3.5 | 0.01 | -23.08 | 0.0000 | -0.0000 | |||||
| US31329K4W12 / FED HM LN PC POOL ZA2637 FR 06/26 FIXED 3.5 | 0.01 | -23.08 | 0.0000 | -0.0000 | |||||
| US31402ETG34 / FNMA POOL 726951 FN 08/33 FIXED 5 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3133TPLV93 / FREDDIE MAC FHR 2246 Z | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31407YEG08 / FNMA 6.00% 11/35 #844435 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138XU2W19 / FNMA POOL AW5288 FN 05/29 FIXED 3.5 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US36225CC870 / Ginnie Mae | 0.01 | -9.09 | 0.0000 | -0.0000 | |||||
| US36211XKV72 / GNMA POOL 526008 GN 08/30 FIXED 9 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138W5GJ10 / FNMA POOL AR7400 FN 06/43 FIXED 3 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31411YGA55 / FNMA POOL 918293 FN 05/37 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| BOUGHT DKK SOLD USD 20250804 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| US31378JGQ40 / FNMA POOL 399907 FN 08/27 FLOATING VAR | 0.01 | -9.09 | 0.0000 | -0.0000 | |||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| US31417YS407 / FNMA POOL MA0538 FN 10/30 FIXED 4.5 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US46628BAX82 / JP Morgan Mortgage Trust 2006-A6 | 0.01 | -10.00 | 0.0000 | -0.0000 | |||||
| US3138EQ5G30 / Fannie Mae Pool | 0.01 | -40.00 | 0.0000 | -0.0000 | |||||
| US12669FFD06 / COUNTRYWIDE ALTERNATIVE LOAN TRUST | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31389DV208 / FNMA POOL 622633 FN 06/31 FIXED 6 | 0.01 | -18.18 | 0.0000 | -0.0000 | |||||
| US3128QJWE24 / FED HM LN PC POOL 1G1545 FH 01/37 FLOATING VAR | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31409GK218 / FNMA POOL 870713 FN 08/36 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| BOUGHT AUD SOLD USD 20250805 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| BOUGHT AUD SOLD USD 20250805 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| US31416M6W94 / Fannie Mae Pool | 0.01 | -10.00 | 0.0000 | -0.0000 | |||||
| US31410RKV05 / FNMA POOL 895008 FN 11/36 FIXED 6 | 0.01 | -10.00 | 0.0000 | -0.0000 | |||||
| US36184KHY64 / GNMA POOL AM0247 GN 03/45 FIXED 3.5 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31371NG586 / Fannie Mae Pool | 0.01 | -25.00 | 0.0000 | -0.0000 | |||||
| US31412LNS50 / FNMA POOL 928401 FN 05/37 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US61748HQW42 / MORGAN STANLEY MORTGAGE LOAN T MSM 2005 9AR 1A | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31402RTS84 / FNMA POOL 735961 FN 09/35 FLOATING VAR | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US268668AA87 / EMC Mortgage Loan Trust 2001-A | 0.01 | -10.00 | 0.0000 | -0.0000 | |||||
| US31418XZL53 / Fannie Mae Pool | 0.01 | -43.75 | 0.0000 | -0.0000 | |||||
| US32051GGD16 / First Horizon Alternative Mortgage Securities Trust 2005-AA1 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| BOUGHT SEK SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| BOUGHT SEK SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| US3128M9KQ47 / FED HM LN PC POOL G07203 FG 06/41 FIXED 4.5 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31412RLX34 / Fannie Mae Pool | 0.01 | -43.75 | 0.0000 | -0.0000 | |||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| US3140GTYF17 / FNMA POOL BH5209 FN 08/47 FIXED 4 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3140Q9XM00 / Fannie Mae Pool | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31297FQY24 / Federal Home Loan Mortgage Corp. | 0.01 | -10.00 | 0.0000 | -0.0000 | |||||
| US3140F3VZ89 / FNMA POOL BC7831 FN 05/46 FIXED 4 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138ELFD08 / FNMA 15YR 3.5% 05/01/2028#AL3763 | 0.01 | -18.18 | 0.0000 | -0.0000 | |||||
| US31396YEW84 / FANNIE MAE FNR 2008 1 NI | 0.01 | 12.50 | 0.0000 | 0.0000 | |||||
| US31417YLK19 / Fannie Mae Pool | 0.01 | -10.00 | 0.0000 | -0.0000 | |||||
| US31419JBF49 / FNMA POOL AE7237 FN 12/25 FIXED 3.5 | 0.01 | -50.00 | 0.0000 | -0.0000 | |||||
| US31406GD557 / Fannie Mae Pool | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31414QAG29 / FNMA POOL 972607 FN 04/38 FIXED 5.5 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| US07386HFG11 / BEAR STEARNS ALT A TRUST BALTA 2004 1 1A2 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US36180DRU36 / GNMA POOL AD2299 GN 03/43 FIXED 3.5 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31392AVF29 / FANNIE MAE FNR 2001 63 FA | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3140X4EZ58 / Fannie Mae Pool | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138WJ6C71 / Fannie Mae Pool | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31412ESY31 / FNMA POOL 923135 FN 01/37 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31419KH322 / FNMA POOL AE8349 FN 08/37 FIXED 6 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US542514HN71 / Long Beach Mortgage Loan Trust 2004-4 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US36225CGE03 / GNMA II POOL 080196 G2 05/28 FLOATING VAR | 0.01 | -10.00 | 0.0000 | -0.0000 | |||||
| US589929Y444 / MLCC MORTGAGE INVESTORS INC MLCC 2003 E A2 | 0.01 | -10.00 | 0.0000 | -0.0000 | |||||
| US3140ECAW98 / FNMA POOL BA7220 FN 01/46 FIXED 4 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3128CUNJ13 / FED HM LN PC POOL G30393 FG 05/28 FIXED 6 | 0.01 | -10.00 | 0.0000 | -0.0000 | |||||
| US31410C6R87 / FNMA POOL 885680 FN 10/36 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138A32B24 / Fannie Mae Pool | 0.01 | -35.71 | 0.0000 | -0.0000 | |||||
| US31409YQT72 / FNMA POOL 882566 FN 07/36 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31402JW600 / FNMA POOL 730669 FN 08/33 FIXED 5 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| US3138EQL757 / FNMA POOL AL7549 FN 10/45 FIXED VAR | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3617BYTS03 / GNMA POOL BE5061 GN 08/48 FIXED 4 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US81744MAA09 / Sequoia Mortgage Trust 2007-3 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US83162CQK26 / Small Business Admin. - 504 Program 6.07 07/01/2026 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138EKTD78 / FNMA POOL AL3247 FN 02/28 FIXED VAR | 0.01 | -10.00 | 0.0000 | -0.0000 | |||||
| US36225CAL00 / GNMA II POOL 080010 G2 11/26 FLOATING VAR | 0.01 | -10.00 | 0.0000 | -0.0000 | |||||
| US31407SF720 / FNMA POOL 839090 FN 10/35 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31419LZF39 / FNMA POOL AE9741 FN 12/40 FIXED 5 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31410RT586 / FNMA POOL 895272 FN 09/36 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31412STK14 / FNMA POOL 933554 FN 03/38 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3128CUNG73 / FED HM LN PC POOL G30391 FG 04/28 FIXED 4.5 | 0.01 | -18.18 | 0.0000 | -0.0000 | |||||
| US36225CEV46 / GNMA II POOL 080147 G2 12/27 FLOATING VAR | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| US31409WGH88 / FNMA POOL 880500 FN 07/36 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138WP4D38 / FNMA POOL AT2619 FN 08/43 FIXED 3 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31403SBL97 / FNMA POOL 756143 FN 07/30 FIXED 8 | 0.01 | -10.00 | 0.0000 | -0.0000 | |||||
| US3140H7HJ97 / FNMA POOL BJ5632 FN 02/48 FIXED 4 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3131X6J279 / FED HM LN PC POOL ZK2981 FR 02/26 FIXED 3.5 | 0.01 | -42.86 | 0.0000 | -0.0000 | |||||
| US93363PAA84 / WASHINGTON MUTUAL MORTGAGE PASS -THOUGH CERTIFICAT | 0.01 | -11.11 | 0.0000 | 0.0000 | |||||
| US31415AZH75 / FNMA POOL 981444 FN 09/38 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31414DFQ43 / FNMA POOL 962875 FN 05/38 FIXED 5.5 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US92922FBX50 / WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR9, Class 2A | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3131X6QP87 / FED HM LN PC POOL ZK3162 FR 04/26 FIXED 3.5 | 0.01 | -27.27 | 0.0000 | -0.0000 | |||||
| US31392BXA96 / Fannie Mae REMICS | 0.01 | -46.67 | 0.0000 | -0.0000 | |||||
| US36225CAZ95 / GNMA II POOL 080023 G2 12/26 FLOATING VAR | 0.01 | -27.27 | 0.0000 | -0.0000 | |||||
| US31408GB714 / FNMA POOL 850662 FN 03/36 FLOATING VAR | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| EZG1MXP5KL27 / CDX IG41 5Y ICE | 0.01 | 14.29 | 0.0000 | 0.0000 | |||||
| US31402RH281 / Fannie Mae Pool | 0.01 | -11.11 | 0.0000 | -0.0000 | |||||
| US36225CAP14 / Ginnie Mae II Pool | 0.01 | -33.33 | 0.0000 | -0.0000 | |||||
| US46628CAG33 / J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 S2 A6 | 0.01 | -11.11 | 0.0000 | -0.0000 | |||||
| US31406BEX47 / FNMA | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31410TAU97 / FNMA POOL 896519 FN 07/36 FIXED 6 | 0.01 | -11.11 | 0.0000 | -0.0000 | |||||
| US31395XEJ00 / FREDDIE MAC FHR 3021 LP | 0.01 | -11.11 | 0.0000 | -0.0000 | |||||
| US31409TVB15 / FNMA POOL 878210 FN 09/36 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31418CNE02 / Fannie Mae Pool | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US225470FG35 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 10 8A3 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31408DGG34 / FNMA POOL 848099 FN 10/35 FIXED 6 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31410TWW16 / Fannie Mae Pool | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US36225CK881 / GNMA II POOL 080318 G2 09/29 FLOATING VAR | 0.01 | -11.11 | 0.0000 | -0.0000 | |||||
| US06050HKR83 / Bank of America Mortgage 2002-G Trust | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31397FL348 / FREDDIE MAC FHR 3284 BI | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31411UPY19 / FNMA POOL 914939 FN 04/37 FIXED 6 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31412RLY17 / FNMA POOL 932843 FN 12/25 FIXED 3.5 | 0.01 | -46.67 | 0.0000 | -0.0000 | |||||
| US31297UVE71 / FED HM LN PC POOL A38713 FG 01/35 FIXED 6.5 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31411CZS33 / FNMA POOL 904453 FN 11/36 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| BOUGHT DKK SOLD USD 20250804 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| US3140X6MZ15 / FNMA 20YR 3.5% 11/01/2039#FM3075 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31412DMT27 / FNMA POOL 922070 FN 02/37 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31412FMY69 / FNMA POOL 923875 FN 04/37 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31410D3C28 / FNMA POOL 886495 FN 08/36 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3128CUQB59 / FHLMC Gold Pools, 20 Year | 0.01 | -11.11 | 0.0000 | -0.0000 | |||||
| US31412XFF69 / Fannie Mae Pool | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31411GBE17 / FNMA POOL 907337 FN 03/37 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| US3138YSCJ38 / FNMA POOL AZ0972 FN 09/45 FIXED 4 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3128CUM604 / Freddie Mac Gold Pool | 0.01 | -11.11 | 0.0000 | -0.0000 | |||||
| US31401A3K15 / FNMA 30YR | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31413CLH06 / FNMA POOL 941428 FN 07/37 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31402RDE62 / Fannie Mae Pool | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138WJXN30 / Fannie Mae Pool | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31410BCK89 / FNMA POOL 883974 FN 07/36 FIXED 6 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| BOUGHT TRY SOLD USD 20250725 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| BOUGHT TRY SOLD USD 20250725 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| US3128P7C764 / FED HM LN PC POOL C90994 FG 10/26 FIXED 6 | 0.01 | -20.00 | 0.0000 | -0.0000 | |||||
| US36202C6L22 / Ginnie Mae II Pool | 0.01 | -11.11 | 0.0000 | -0.0000 | |||||
| US3138XRXR50 / FNMA POOL AW2487 FN 06/29 FIXED 3.5 | 0.01 | -11.11 | 0.0000 | -0.0000 | |||||
| US31417NBY67 / Fannie Mae Pool | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US36202DC901 / Ginnie Mae II Pool | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31403AK792 / FNMA POOL 742918 FN 09/33 FLOATING VAR | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31415SK848 / FNMA POOL 987819 FN 09/38 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US312933BM53 / 30 YR SINGLE FAMILY MBS | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31404EA488 / Fannie Mae Pool | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3131X6LK46 / FED HM LN PC POOL ZK3030 FR 03/26 FIXED 3.5 | 0.01 | -27.27 | 0.0000 | -0.0000 | |||||
| US3138A8SL15 / FN AH6822 | 0.01 | -27.27 | 0.0000 | -0.0000 | |||||
| US31407HW694 / FNMA POOL 831469 FN 05/36 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| US06051GDM87 / Banc of America Funding 2005-D Trust | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31412NKZ86 / FNMA POOL 930112 FN 11/38 FIXED 5.5 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US36202KZF55 / GNMA II POOL 008842 G2 03/26 FLOATING VAR | 0.01 | -27.27 | 0.0000 | -0.0000 | |||||
| US29445FAV04 / EQUIFIRST MORTGAGE LOAN TRUST EMLT 2004 1 M1 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138ERN488 / FNMA 10YR 3.5% 12/01/2026#AL9410 | 0.01 | -27.27 | 0.0000 | -0.0000 | |||||
| US3128P7KH50 / FED HM LN PC POOL C91196 FG 05/28 FIXED 4.5 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US12669G3C33 / COUNTRYWIDE HOME LOANS CWHL 2005 16 A10 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31404BNE82 / FNMA POOL 763689 FN 01/34 FIXED 5 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US36225CE694 / Ginnie Mae II Pool | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3140F5MP56 / FNMA POOL BC9365 FN 06/46 FIXED 4 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31411CPM72 / FNMA POOL 904128 FN 11/36 FIXED 6 | 0.01 | -22.22 | 0.0000 | -0.0000 | |||||
| US31384VP971 / FNMA POOL 535148 FN 02/30 FIXED VAR | 0.01 | -12.50 | 0.0000 | -0.0000 | |||||
| US31411DCK37 / FNMA POOL 904674 FN 12/36 FIXED 6 | 0.01 | -12.50 | 0.0000 | -0.0000 | |||||
| US3138ASS780 / Fannie Mae Pool | 0.01 | -30.00 | 0.0000 | -0.0000 | |||||
| US31401A3J42 / UMBS, 30 Year | 0.01 | -12.50 | 0.0000 | -0.0000 | |||||
| US3138YBKP70 / FNMA 30YR 4% 02/01/2045#AX9301 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US36225CAN65 / Ginnie Mae II Pool | 0.01 | -22.22 | 0.0000 | -0.0000 | |||||
| US31402RDH93 / FNMA POOL 735504 FN 04/35 FIXED VAR | 0.01 | -12.50 | 0.0000 | -0.0000 | |||||
| US31398LN381 / FREDDIE MAC FHR 3609 F | 0.01 | -12.50 | 0.0000 | -0.0000 | |||||
| US31402RH778 / Fannie Mae Pool | 0.01 | -12.50 | 0.0000 | -0.0000 | |||||
| US31396LD568 / FANNIE MAE FNR 2006 117 SA | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31413CR685 / FNMA POOL 941609 FN 02/26 FIXED 3.5 | 0.01 | -36.36 | 0.0000 | -0.0000 | |||||
| US3128E5A823 / FED HM LN PC POOL D98131 FG 04/29 FIXED 4.5 | 0.01 | -12.50 | 0.0000 | -0.0000 | |||||
| US12669B2Z46 / COUNTRYWIDE HOME LOANS CWHL 2001 HYB1 3A2 | 0.01 | -12.50 | 0.0000 | -0.0000 | |||||
| US3138ADUP82 / FNMA 5.50% 5/41 #AI0589 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31411BQN63 / FNMA POOL 903261 FN 10/36 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US05949CKT26 / BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 J 2A4 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138WRZV53 / FNMA POOL AT4355 FN 07/43 FIXED 3 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138ACAQ03 / Fannie Mae Pool | 0.01 | -30.00 | 0.0000 | -0.0000 | |||||
| US31371NEX93 / FNMA POOL 256750 FN 06/27 FIXED 5 | 0.01 | -22.22 | 0.0000 | -0.0000 | |||||
| US31410RN399 / FNMA POOL 895110 FN 08/36 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3140E1AH65 / FNMA POOL AZ8107 FN 08/45 FIXED 4 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138WQA364 / Fannie Mae Pool | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3128M6N790 / FED HM LN PC POOL G04614 FG 02/34 FIXED 6 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138AP3Q97 / FNMA POOL AI9806 FN 08/26 FIXED 3.5 | 0.01 | -30.00 | 0.0000 | -0.0000 | |||||
| US31392DD747 / FNW 02-W7 A5 7.5% 02-25-29 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| US36295HY462 / GNMA POOL 671331 GN 07/37 FIXED 5 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138WQQS43 / Fannie Mae Pool | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31405U6G90 / Fannie Mae Pool | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31417MFB46 / Fannie Mae Pool | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31419BVX09 / FN AE1529 | 0.01 | -58.82 | 0.0000 | -0.0000 | |||||
| US31371PGW41 / FNMA POOL 257713 FN 05/37 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3140FUHU58 / FNMA POOL BE8342 FN 10/47 FIXED 4 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138WZFD91 / FNMA POOL AU0163 FN 06/43 FIXED 3 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US36202KXT77 / GNMA II | 0.01 | -41.67 | 0.0000 | -0.0000 | |||||
| US31418VSA16 / FNMA POOL AD7712 FN 02/39 FIXED 5 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31374CPN01 / FNMA POOL 310129 FN 07/27 FIXED VAR | 0.01 | -22.22 | 0.0000 | -0.0000 | |||||
| US3138W3UT87 / FNMA POOL AR5993 FN 03/43 FIXED 3 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US362341SF70 / GSR Mortgage Loan Trust 2005-AR6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31416JPM70 / FNMA POOL AA1327 FN 01/37 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3131X6DC12 / FED HM LN PC POOL ZK2799 FR 12/25 FIXED 3.5 | 0.01 | -36.36 | 0.0000 | -0.0000 | |||||
| US3138E4RU78 / FNMA POOL AK0498 FN 01/27 FIXED 3.5 | 0.01 | -30.00 | 0.0000 | -0.0000 | |||||
| US31412DUA44 / FNMA POOL 922277 FN 12/36 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3128M5VH07 / FED HM LN PC POOL G03916 FG 02/38 FIXED 6.5 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31418UZM97 / FNMA POOL AD7047 FN 05/40 FIXED 5 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31405RG831 / FNMA POOL 796823 FN 09/34 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US36202K4M42 / GNMA II POOL 008928 G2 07/26 FLOATING VAR | 0.01 | -30.00 | 0.0000 | -0.0000 | |||||
| US31413CHS17 / FNMA POOL 941341 FN 08/37 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US126670LE60 / CHL Mortgage Pass-Through Trust 2005-HYB9 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31359PXL56 / FANNIE MAE FNR 1997 38 PH | 0.01 | -50.00 | 0.0000 | -0.0000 | |||||
| US31413BU582 / FNMA POOL 940804 FN 07/37 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31410RDL06 / FNMA POOL 894807 FN 08/36 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31405U2C23 / Fannie Mae Pool | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31387VTM18 / FNMA POOL 595556 FN 05/31 FIXED 8.5 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3128P7K288 / FED HM LN PC POOL C91213 FG 10/28 FIXED 6 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31406ALS95 / FNMA POOL 804137 FN 11/34 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31398QGG64 / FREDDIE MAC FHR 3666 FC | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31413AF999 / FNMA POOL 939492 FN 06/37 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US36184BG435 / Ginnie Mae I Pool | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US36225CC201 / Ginnie Mae II Pool | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138MQAH61 / FNMA POOL AQ8107 FN 05/43 FIXED 3 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31397BBL45 / FREDDIE MAC FHR 3221 SI | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| BOUGHT MYR SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| BOUGHT MYR SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| US31411GGH92 / FNMA POOL 907500 FN 12/36 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US589929Y360 / Merrill Lynch Mortgage Investors Trust, Series 2003-E, Class A1 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3133TPWN58 / FREDDIE MAC FHR 2264 PL | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138WHV823 / Fannie Mae Pool | 0.01 | -14.29 | 0.0000 | -0.0000 | |||||
| US36225CA973 / GNMA II POOL 080031 G2 01/27 FLOATING VAR | 0.01 | -25.00 | 0.0000 | -0.0000 | |||||
| US3133TBGP94 / FREDDIE MAC FHR 2004 E | 0.01 | -50.00 | 0.0000 | -0.0000 | |||||
| US07384MTN29 / Bear Stearns ARM Trust 2003-1 | 0.01 | -14.29 | 0.0000 | -0.0000 | |||||
| US3128P7KY83 / Freddie Mac Gold Pool | 0.01 | -14.29 | 0.0000 | -0.0000 | |||||
| US31418C2U71 / FNMA POOL MA3486 FN 10/28 FIXED 3.5 | 0.01 | -14.29 | 0.0000 | -0.0000 | |||||
| US31359NSL63 / FNMA, REMIC, Series G97-2, Class ZA | 0.01 | -25.00 | 0.0000 | -0.0000 | |||||
| US12653MAL00 / CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL4 SA 144A | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31419F3B09 / FNMA POOL AE5293 FN 09/39 FIXED 5 | 0.01 | -14.29 | 0.0000 | -0.0000 | |||||
| US12667FMZ52 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 14T2 A13 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US36225CD605 / GNMA II POOL 080124 G2 10/27 FLOATING VAR | 0.01 | -14.29 | 0.0000 | -0.0000 | |||||
| US3138WDT354 / FANNIE MAE POOL UMBS P#AS4169 4.00000000 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31385XFK81 / FNMA POOL 555570 FN 06/33 FIXED VAR | 0.01 | -14.29 | 0.0000 | -0.0000 | |||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| US23332UBF03 / DSLA Mortgage Loan Trust 2004-AR3 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31403RRX88 / Fannie Mae Pool | 0.01 | -14.29 | 0.0000 | -0.0000 | |||||
| US31378TE500 / FNMA POOL 407956 FN 10/27 FLOATING VAR | 0.01 | -14.29 | 0.0000 | -0.0000 | |||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| US31411FQ312 / FNMA POOL 906874 FN 12/36 FIXED 6 | 0.01 | -14.29 | 0.0000 | -0.0000 | |||||
| US31359UPD18 / FANNIEMAE WHOLE LOAN FNW 1998 W2 A8 | 0.01 | -25.00 | 0.0000 | -0.0000 | |||||
| US3138X45A49 / FNMA POOL AU5340 FN 06/43 FIXED 3 | 0.01 | -14.29 | 0.0000 | -0.0000 | |||||
| US31407UFY82 / FNMA POOL 840883 FN 10/35 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31403QRD42 / FNMA POOL 754784 FN 04/34 FIXED 6 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US36176XN217 / GNMA POOL 779209 GN 05/42 FIXED 3.5 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138WXJ403 / FNMA POOL AT9282 FN 07/43 FIXED 3 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31402QTS02 / Fannie Mae Pool | 0.01 | -14.29 | 0.0000 | -0.0000 | |||||
| US31387ED612 / FNMA POOL 581625 FN 06/31 FIXED 8.5 | 0.01 | -14.29 | 0.0000 | -0.0000 | |||||
| US3140H7LS41 / FNMA POOL BJ5736 FN 04/48 FIXED 4 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138EK3V51 / Fannie Mae Pool | 0.01 | -25.00 | 0.0000 | -0.0000 | |||||
| US3128M45J86 / Federal Home Loan Mortgage Corporation | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138W95Z99 / FNMA 30YR 3.0% 10/01/2043#AS0863 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US466247ZP16 / J.P. Morgan Mortgage Trust 2005-A1 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31398L5U81 / FREDDIE MAC FHR 3597 FC | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31410BF662 / Fannie Mae Pool | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3128P7MJ98 / FHLMC Gold Pools, 20 Year | 0.01 | -14.29 | 0.0000 | -0.0000 | |||||
| US32053AAB26 / FIRST HORIZON MORTGAGE PASS TH FHASI 2006 AR4 1A2 | 0.01 | -14.29 | 0.0000 | -0.0000 | |||||
| US3128M5K905 / Freddie Mac Gold Pool | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31414RJQ92 / FNMA POOL 973771 FN 03/38 FIXED 5.5 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3128P7QA44 / FHLMC Gold Pools, 20 Year | 0.01 | -14.29 | 0.0000 | -0.0000 | |||||
| US31403C7B14 / FNMA POOL 745290 FN 02/36 FIXED VAR | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138A7GX08 / Fannie Mae Pool | 0.01 | -40.00 | 0.0000 | -0.0000 | |||||
| US36179RVD87 / Ginnie Mae II Pool | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31339D4L92 / Freddie Mac REMICS | 0.01 | -14.29 | 0.0000 | -0.0000 | |||||
| US362636AT94 / GSR Mortgage Loan Trust | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31417YUL90 / FNMA 15YR 3.50% 12/25 #MA0586 | 0.01 | -50.00 | 0.0000 | -0.0000 | |||||
| US36225CGG50 / Ginnie Mae II Pool | 0.01 | -14.29 | 0.0000 | -0.0000 | |||||
| US31370Q6L89 / Fannie Mae Pool | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| US31410F2Z76 / UMBS | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138A45N17 / FNMA POOL AH3552 FN 02/26 FIXED 3.5 | 0.01 | -40.00 | 0.0000 | -0.0000 | |||||
| US31407B7A18 / FNMA POOL 826289 FN 09/32 FIXED 6 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| BOUGHT TRY SOLD USD 20250725 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| BOUGHT TRY SOLD USD 20250725 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| US31407YQ287 / FANNIE MAE POOL FN 844773 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31395UEH05 / FHLMC, REMIC, Series 2980, Class QB | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31385HJD52 / Fannie Mae Pool | 0.01 | -14.29 | 0.0000 | -0.0000 | |||||
| US31412TM674 / FNMA POOL 934281 FN 06/38 FIXED 5.5 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US126694ML96 / COUNTRYWIDE HOME LOANS CWHL 2005 26 1A2 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3132A7P478 / FED HM LN PC POOL ZS6743 FR 09/26 FIXED 3.5 | 0.01 | -40.00 | 0.0000 | -0.0000 | |||||
| US31385HJE36 / FANNIE MAE POOL P#544861 4.18600000 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| US31329K4H45 / FED HM LN PC POOL ZA2624 FR 05/26 FIXED 3.5 | 0.01 | -33.33 | 0.0000 | -0.0000 | |||||
| US36295GSG81 / Ginnie Mae I Pool | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31410EBW75 / FNMA POOL 886653 FN 08/36 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31411BLM36 / FNMA POOL 903132 FN 10/36 FIXED 6 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| EZJGYSSMZ0P0 / MEXICO LA SP MYC | 0.01 | 50.00 | 0.0000 | 0.0000 | |||||
| US3131WJCT85 / FED HM LN PC POOL ZI5482 FR 10/32 FIXED 5.5 | 0.01 | -14.29 | 0.0000 | -0.0000 | |||||
| US31287LU837 / FED HM LN PC POOL C61507 FG 12/31 FIXED 7 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| BOUGHT TRY SOLD USD 20250729 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| US12669EG593 / COUNTRYWIDE HOME LOANS CWHL 2003 49 A9 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138ELLU58 / FNMA POOL AL3938 FN 07/28 FIXED VAR | 0.01 | -14.29 | 0.0000 | -0.0000 | |||||
| US07387QAY61 / BEAR STEARNS ALT A TRUST BALTA 2006 8 3A2 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31329K4X94 / Freddie Mac Pool | 0.01 | -33.33 | 0.0000 | -0.0000 | |||||
| US86358HGW34 / STRUCTURED ASSET MORTGAGE INVE SAMI 1999 1 2A | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31408JH533 / FNMA POOL 852652 FN 03/36 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138WJJD14 / Fannie Mae Pool | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31376KP426 / FNMA 6.00% 7/35 #357843 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31416SED99 / FNMA POOL AA8231 FN 07/39 FIXED 5 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138AD7E93 / FNMA POOL AI0892 FN 04/26 FIXED 3.5 | 0.01 | -40.00 | 0.0000 | -0.0000 | |||||
| US31416SCJ87 / Fannie Mae Pool | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31412BPH95 / FNMA POOL 920324 FN 06/36 FIXED 6 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3128P7ND10 / Freddie Mac Gold Pool | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31418CHG24 / Fannie Mae Pool | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31419AYG65 / FNMA POOL AE0710 FN 12/25 FIXED VAR | 0.01 | -45.45 | 0.0000 | -0.0000 | |||||
| US31359SY203 / FANNIEMAE GRANTOR TRUST FNGT 2001 T5 A3 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US66987XEC56 / NovaStar Mortgage Funding Trust Series 2004-1 | 0.01 | -14.29 | 0.0000 | -0.0000 | |||||
| US31418CW262 / Fannie Mae Pool | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US36211YSR61 / Ginnie Mae I Pool | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138XUKJ01 / FNMA POOL AW4796 FN 04/44 FIXED 4 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31397FFJ66 / FREDDIE MAC FHR 3271 FA | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US12669G2X88 / COUNTRYWIDE HOME LOANS CWHL 2005 16 A5 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31371QU713 / FNMA POOL 259006 FN 03/30 FIXED 8 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US007036PA87 / ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 6A 1A1 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| US863579FW33 / Structured Adjustable Rate Mortgage Loan Trust Series 2004-18 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31402RH695 / Fannie Mae Pool | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31390Y6F06 / FNMA POOL 660670 FN 09/32 FIXED 6 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31408JJ513 / FNMA POOL 852684 FN 03/36 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3140H2FK91 / FNMA POOL BJ1069 FN 01/48 FIXED 4 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138YYXV05 / FNMA POOL AZ6991 FN 09/45 FIXED 4 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31396WKZ85 / FANNIEMAE WHOLE LOAN FNW 2007 W6 4A2 | 0.01 | 20.00 | 0.0000 | 0.0000 | |||||
| US31410LQE55 / UMBS, 20 Year | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138YT6G49 / Fannie Mae Pool | 0.01 | -16.67 | 0.0000 | -0.0000 | |||||
| US3140XBV234 / FNMA POOL FM7832 FN 05/35 FIXED VAR | 0.01 | -16.67 | 0.0000 | -0.0000 | |||||
| US31418BYJ96 / UMBS, 30 Year | 0.01 | -16.67 | 0.0000 | -0.0000 | |||||
| US3128QSDS20 / FED HM LN PC POOL 1G1913 FH 05/37 FLOATING VAR | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US36225CCN48 / GNMA II POOL 080076 G2 05/27 FLOATING VAR | 0.01 | -28.57 | 0.0000 | -0.0000 | |||||
| US41161PCY79 / Harborview Mortgage Loan Trust 2004-6 | 0.01 | -16.67 | 0.0000 | 0.0000 | |||||
| US31418TCL98 / Fannie Mae Pool | 0.01 | -16.67 | 0.0000 | -0.0000 | |||||
| US31404QCL14 / FNMA POOL 775075 FN 05/34 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31412UNJ50 / FNMA POOL 935193 FN 06/39 FIXED 6.5 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31413JUL69 / FNMA POOL 947087 FN 10/37 FIXED 6 | 0.01 | -16.67 | 0.0000 | -0.0000 | |||||
| US31411DJH35 / FANNIE MAE POOL FN 904864 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31389X5Q24 / FNMA POOL 639055 FN 05/32 FIXED 6.5 | 0.01 | -16.67 | 0.0000 | -0.0000 | |||||
| US3137A7VH01 / Freddie Mac REMICS | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31410KKP83 / FNMA POOL 889602 FN 03/38 FIXED VAR | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3132A9LC98 / FED HM LN PC POOL ZS8423 FR 03/26 FIXED 3.5 | 0.01 | -37.50 | 0.0000 | -0.0000 | |||||
| US3138WJK566 / Fannie Mae Pool | 0.01 | -16.67 | 0.0000 | -0.0000 | |||||
| US758842AA60 / REGAL TRUST IV REGAL 1999 1 A 144A | 0.01 | -16.67 | 0.0000 | -0.0000 | |||||
| US3128CUPX88 / FED HM LN PC POOL G30438 FG 11/27 FIXED 6 | 0.01 | -16.67 | 0.0000 | -0.0000 | |||||
| US31418CP993 / Fannie Mae Pool | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31415PYX04 / Fannie Mae Pool | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31411AGZ21 / FNMA POOL 902116 FN 09/36 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US36202K7A76 / GOVT NATL MORTG ASSN 3.125% 10/20/2026 GN CMT+150 | 0.01 | -28.57 | 0.0000 | -0.0000 | |||||
| US31410TWV33 / FNMA POOL 897160 FN 09/36 FIXED 6 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31384VVZ20 / FANNIE MAE 8.50% 04/01/2030 FNMA | 0.01 | -16.67 | 0.0000 | -0.0000 | |||||
| US31410BBQ68 / FNMA POOL 883947 FN 06/36 FIXED 6 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31412LCM00 / FNMA POOL 928076 FN 01/37 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138EH5D08 / Federal National Mortgage Association (FNMA) | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31418BT559 / Fannie Mae Pool | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US36179N2L15 / Ginnie Mae II Pool | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31359QMW14 / FANNIE MAE FNR 1997 58 JZ | 0.01 | -16.67 | 0.0000 | -0.0000 | |||||
| US31403JZK59 / FNMA POOL 750546 FN 02/34 FIXED 5.5 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31385WMP13 / FNMA POOL 554866 FN 11/30 FIXED 8 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31288FNQ36 / FED HM LN PC POOL C76699 FG 02/33 FIXED 6.5 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US585525FE39 / Mellon Residential Funding Corp. Mortgage Pass-Through Certificates, Series 2001-TBC1, Class B1 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3128E3Z643 / FED HM LN PC POOL D97065 FG 09/26 FIXED 6 | 0.01 | -37.50 | 0.0000 | -0.0000 | |||||
| US31416W6N78 / Fannie Mae Pool | 0.01 | -54.55 | 0.0000 | -0.0000 | |||||
| US31402QYZ89 / Fannie Mae Pool | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| US36242D4W09 / GSR Mortgage Loan Trust 2005-AR3 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| US3140E2F898 / FNMA POOL AZ9190 FN 09/45 FIXED 4 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3128UNGQ93 / FED HM LN PC POOL H09207 FG 08/38 FIXED 6.5 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31410LLK60 / FNMA POOL 890530 FN 02/41 FIXED VAR | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3131X6AY68 / UMBS, 15 Year | 0.01 | -50.00 | 0.0000 | -0.0000 | |||||
| US38376RAT32 / GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H10 FM | 0.01 | -16.67 | 0.0000 | -0.0000 | |||||
| US3137AAED15 / FREDDIE MAC REMICS SER 3868 CL FA V/R 2.16538000 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31396VN533 / FNMA, Series 2007-42, Class AF | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US36291K6G74 / Ginnie Mae I Pool | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3128NHK362 / Freddie Mac Non Gold Pool | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31413YSB82 / FNMA POOL 959614 FN 11/37 FIXED 6 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31396YLB64 / FANNIE MAE FNR 2008 10 PI | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138XXGP55 / FNMA POOL AW7405 FN 01/27 FIXED 3.5 | 0.01 | -28.57 | 0.0000 | -0.0000 | |||||
| US31410CWY47 / FNMA POOL 885463 FN 06/36 FIXED 5 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31416W6M95 / Fannie Mae Pool | 0.01 | -54.55 | 0.0000 | -0.0000 | |||||
| US36225CBQ87 / Ginnie Mae II Pool | 0.01 | -16.67 | 0.0000 | -0.0000 | |||||
| US3138ELAR49 / Fannie Mae Pool | 0.01 | -28.57 | 0.0000 | -0.0000 | |||||
| US31416WQS43 / Fannie Mae Pool | 0.01 | -77.27 | 0.0000 | -0.0000 | |||||
| US31407UHC45 / FNMA POOL 840927 FN 10/35 FIXED 6 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31412LGN47 / Fannie Mae Pool | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3140JWCF56 / FNMA POOL BO1869 FN 12/48 FIXED 3.5 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31417Y6C67 / FNMA POOL MA0866 FN 08/31 FIXED 5 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US863572SK05 / STRUCTURED ASSET SECURITIES CO SASC 1998 RF1 A 144A | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US36225CAY21 / Ginnie Mae II Pool | 0.01 | -16.67 | 0.0000 | -0.0000 | |||||
| US31407GCY26 / FANNIE MAE 4.378% 05/01/2035 FNMA ARM | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31419BKA25 / FNMA POOL AE1188 FN 09/25 FIXED 3.5 | 0.01 | -50.00 | 0.0000 | -0.0000 | |||||
| US31397APC17 / FREDDIE MAC FHR 3201 SG | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US1729735M72 / Citicorp Mortgage Securities Trust | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US36202DMA62 / Ginnie Mae II Pool | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138A7GY80 / FNMA POOL AH5614 FN 02/26 FIXED 3.5 | 0.01 | -37.50 | 0.0000 | -0.0000 | |||||
| US31418WDA53 / FNMA POOL AD8196 FN 09/25 FIXED 3.5 | 0.01 | -61.54 | 0.0000 | -0.0000 | |||||
| US3128JMN943 / FED HM LN PC POOL 1B2315 FH 09/35 FLOATING VAR | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3617G9SR34 / GNMA POOL BF3228 GN 01/48 FIXED 4 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138A4Y257 / FNMA 15YR 3.5% 01/01/2026#AH3428 | 0.01 | -37.50 | 0.0000 | -0.0000 | |||||
| US36186MAC55 / GMACM Home Equity Loan Trust 2007-HE3 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138E1DW42 / FNMA POOL AJ8216 FN 01/27 FIXED 4 | 0.01 | -37.50 | 0.0000 | -0.0000 | |||||
| US3138X33P53 / FNMA 30YR 3.0% 10/01/2043#AU4405 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US36225BJG41 / Ginnie Mae I Pool | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31419GCZ54 / Fannie Mae Pool | 0.01 | -54.55 | 0.0000 | -0.0000 | |||||
| US36202DKA80 / GNMA II POOL 002989 G2 10/30 FIXED 8.5 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138A6CZ19 / Fannie Mae Pool | 0.01 | -28.57 | 0.0000 | -0.0000 | |||||
| US31388D5N47 / FNMA POOL 602153 FN 09/31 FIXED 6 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US86359AG988 / STRUCTURED ASSET SECURITIES CORP MORTGAGE PASS-THR SASC 2003-24A 3A2 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138YRKG24 / FNMA POOL AZ0294 FN 08/45 FIXED 4 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US83162CQY20 / United States Small Business Administration | 0.01 | -16.67 | 0.0000 | -0.0000 | |||||
| US31407JY894 / FNMA POOL 832435 FN 09/35 FIXED 6 | 0.01 | -16.67 | 0.0000 | -0.0000 | |||||
| US31410FYA73 / FNMA POOL 888205 FN 02/37 FIXED VAR | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31397RFJ05 / FREDDIE MAC FHR 3411 SN | 0.01 | 25.00 | 0.0000 | 0.0000 | |||||
| US31410FYT64 / Fannie Mae Pool | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31389J2Z66 / FNMA POOL 627292 FN 04/32 FIXED 6 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US07384MZQ85 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 1A1 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31418CKH69 / Fannie Mae Pool | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3128P7QX47 / Freddie Mac Gold Pool | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US3128M5YS35 / FED HM LN PC POOL G04021 FG 02/38 FIXED 6.5 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3128P7GA53 / FED HM LN PC POOL C91093 FG 09/27 FIXED 6 | 0.01 | -16.67 | 0.0000 | -0.0000 | |||||
| US31371MHK62 / FNMA 6.00% 11/35 #255934 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3140E2HW43 / Uniform Mortgage-Backed Securities | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31371LNE55 / FNMA POOL 255189 FN 05/34 FIXED 5 | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| US31407G2N74 / Fannie Mae Pool | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US31413REC60 / FNMA POOL 952931 FN 09/37 FIXED 6 | 0.01 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138WGAE49 / FNMA 30YR 4% 12/01/2045#AS6304 | 0.00 | -20.00 | 0.0000 | 0.0000 | |||||
| US31416R6W85 / FNMA POOL AA8084 FN 06/39 FIXED 6 | 0.00 | -82.61 | 0.0000 | -0.0000 | |||||
| US31417MQT35 / FNMA POOL AC3165 FN 10/39 FIXED 5 | 0.00 | -20.00 | 0.0000 | 0.0000 | |||||
| US31403FPV03 / Fannie Mae Pool | 0.00 | -20.00 | 0.0000 | -0.0000 | |||||
| US31410PQ222 / FNMA POOL 893373 FN 06/36 FIXED 6 | 0.00 | -20.00 | 0.0000 | 0.0000 | |||||
| US31418CR718 / Fannie Mae Pool | 0.00 | -20.00 | 0.0000 | -0.0000 | |||||
| US31417YTC11 / Federal National Mortgage Association Pool #MA0546 | 0.00 | -63.64 | 0.0000 | -0.0000 | |||||
| US3138W9BG48 / Fannie Mae Pool | 0.00 | -20.00 | 0.0000 | -0.0000 | |||||
| US3131X7SF60 / FED HM LN PC POOL ZK4118 FR 05/27 FIXED 3.5 | 0.00 | -33.33 | 0.0000 | -0.0000 | |||||
| US31388DTM01 / FNMA POOL 601856 FN 01/31 FIXED 8 | 0.00 | -20.00 | 0.0000 | -0.0000 | |||||
| US36179SEK96 / Ginnie Mae II Pool | 0.00 | -20.00 | 0.0000 | -0.0000 | |||||
| US36211TCU79 / GNMA POOL 522183 GN 03/30 FIXED 8 | 0.00 | -33.33 | 0.0000 | -0.0000 | |||||
| US31371MZ265 / FNMA 20YR 5% 10/01/2026#256461 | 0.00 | -33.33 | 0.0000 | -0.0000 | |||||
| US31410SPR21 / FNMA POOL 896032 FN 08/36 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31408JCY55 / FNMA POOL 852487 FN 12/35 FIXED 6 | 0.00 | -42.86 | 0.0000 | -0.0000 | |||||
| US3138EMYK13 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US3131X6AZ34 / FED HM LN PC POOL ZK2724 FR 11/25 FIXED 3.5 | 0.00 | -55.56 | 0.0000 | -0.0000 | |||||
| US31411BY315 / FNMA POOL 903530 FN 08/36 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31387UWB33 / FNMA POOL 594742 FN 07/31 FIXED 8 | 0.00 | -20.00 | 0.0000 | -0.0000 | |||||
| US31413D6E27 / FNMA POOL 942869 FN 08/37 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US81743VAB99 / Sequoia Mortgage Trust 10 | 0.00 | -20.00 | 0.0000 | -0.0000 | |||||
| US31407FEL04 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31404EMP87 / FNMA POOL 766366 FN 02/34 FIXED 5.5 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31412ENE22 / FNMA POOL 922989 FN 12/36 FIXED 6 | 0.00 | -20.00 | 0.0000 | -0.0000 | |||||
| US31412XPW82 / FNMA POOL 937937 FN 06/37 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31406VQS87 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31405R3A20 / FNMA POOL 797393 FN 12/34 FLOATING VAR | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31371PC812 / FANNIE MAE POOL UMBS P#257595 5.00000000 | 0.00 | -20.00 | 0.0000 | -0.0000 | |||||
| US007036HW99 / ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 3 3A1 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138AUQ756 / FNMA POOL AJ3177 FN 10/26 FIXED 3.5 | 0.00 | -33.33 | 0.0000 | -0.0000 | |||||
| US3138AMNL50 / FNMA POOL AI7594 FN 11/26 FIXED 3.5 | 0.00 | -42.86 | 0.0000 | -0.0000 | |||||
| EZ1VYT8Z4MQ6 / MEXICO LA SP MYC | 0.00 | 100.00 | 0.0000 | 0.0000 | |||||
| US3138Y87L85 / FNMA POOL AX7198 FN 12/44 FIXED 4 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US161630AC20 / Chase Mortgage Finance Trust Series 2007-A1 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US12668ACP84 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 51 2A1 | 0.00 | -20.00 | 0.0000 | -0.0000 | |||||
| US3138E0U986 / FNMA POOL AJ7807 FN 12/26 FIXED 3.5 | 0.00 | -20.00 | 0.0000 | -0.0000 | |||||
| US31407KEN54 / FNMA POOL 832741 FN 09/35 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US3131X6MG25 / FED HM LN PC POOL ZK3059 FR 03/26 FIXED 3.5 | 0.00 | -33.33 | 0.0000 | -0.0000 | |||||
| US3138A2LM90 / Fannie Mae Pool | 0.00 | -42.86 | 0.0000 | -0.0000 | |||||
| US31403YLE13 / FNMA POOL 761825 FN 08/33 FIXED 5 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31411HBU32 / FNMA POOL 908251 FN 01/37 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US36241LXP65 / Government National Mortgage Association | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31416VSY10 / FNMA 5.50% 11/38 #AB0534 | 0.00 | -20.00 | 0.0000 | -0.0000 | |||||
| US31410GYN77 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31413JDK79 / FNMA POOL 946606 FN 09/37 FLOATING VAR | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US36202K2Z72 / Ginnie Mae II Pool | 0.00 | -33.33 | 0.0000 | -0.0000 | |||||
| US3140H2XS26 / FNMA POOL BJ1588 FN 10/47 FIXED 4 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31409CCZ68 / FNMA | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138X2YL23 / FNMA 30YR 3.0% 07/01/2043#AU3414 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US36295LF893 / GNMA POOL 673491 GN 04/38 FIXED 5 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31402RB243 / FNMA POOL 735457 FN 04/35 FLOATING VAR | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31417GPV22 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31385GTR55 / FNMA POOL 544260 FN 08/30 FIXED 8.5 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31419FQT65 / FNMA POOL AE4965 FN 09/25 FIXED 3.5 | 0.00 | -63.64 | 0.0000 | -0.0000 | |||||
| US3128UNFP20 / FED HM LN PC POOL H09174 FG 03/38 FIXED 5.5 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US36225CF352 / GNMA2 1YR CMT ARM | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US36211YYS70 / GNMA POOL 527321 GN 08/30 FIXED 8 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31410CU594 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US3133TPV484 / FHLMC, Series 2248, Class FB | 0.00 | -20.00 | 0.0000 | -0.0000 | |||||
| US3138YRX782 / FNMA POOL AZ0701 FN 11/45 FIXED 4 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31298GCH11 / FED HM LN PC POOL C47272 FG 10/29 FIXED 6.5 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31406UL551 / FNMA POOL 820348 FN 09/35 FIXED 5 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31398GUQ09 / FANNIE MAE FNR 2009 106 SL | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138EHN653 / FNMA POOL AL1312 FN 05/39 FIXED VAR | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31416BKP21 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31296PGP18 / FED HM LN PC POOL A14706 FG 10/33 FIXED 4 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US83162CRA35 / Small Business Administration Participation Certs | 0.00 | -20.00 | 0.0000 | -0.0000 | |||||
| US31407KZA05 / FNMA POOL 833337 FN 08/35 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138X6QU28 / FNMA POOL AU6766 FN 08/43 FIXED 3 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US3128P7KV45 / Freddie Mac Gold Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31395CEC10 / Freddie Mac REMICS | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US07384MX982 / Bear Stearns ARM Trust 2004-7 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US36241LDB99 / Ginnie Mae I Pool | 0.00 | 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 | ||||||
| US3138EQAF97 / UMBS, 15 Year | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31419DCH26 / FNMA POOL AE2771 FN 08/26 FIXED 3.5 | 0.00 | -20.00 | 0.0000 | -0.0000 | |||||
| US3138MGQ404 / FNMA POOL AQ1374 FN 11/42 FIXED 4 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US36202K6G55 / Ginnie Mae II Pool | 0.00 | -20.00 | 0.0000 | -0.0000 | |||||
| US3138YSPY67 / FNMA POOL AZ1338 FN 06/45 FIXED 4 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31404P7C96 / FNMA POOL 774991 FN 05/34 FIXED 6 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31401CTK98 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US07820QCD51 / BELLA VISTA MORTGAGE TRUST BVMBS 2005 2 2A1 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| BOUGHT TRY SOLD USD 20250805 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT TRY SOLD USD 20250805 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT TRY SOLD USD 20250805 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US3140F5JF12 / FNMA POOL BC9261 FN 04/46 FIXED 4 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31412XES99 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31406XDV10 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US36225CMN38 / Ginnie Mae II Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31390WY556 / FNMA POOL 658732 FN 06/36 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US32052DAH44 / FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 FA8 1A8 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138WQA281 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US589929M704 / MERRILL LYNCH MORTGAGE INVESTORS TRUST MLMI SERI SER 2003-A2 CL 1A1 V/R REGD 4.35915200 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US36290RT942 / GNMA POOL 615376 GN 07/33 FIXED 5 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138WFM784 / FNMA POOL AS5781 FN 09/45 FIXED 4 | 0.00 | -25.00 | 0.0000 | -0.0000 | |||||
| US576433GC48 / MASTR Adjustable Rate Mortgages Trust 2003-6 | 0.00 | -25.00 | 0.0000 | -0.0000 | |||||
| US36212CFW64 / GNMA POOL 529481 GN 07/30 FIXED 8.5 | 0.00 | -25.00 | 0.0000 | -0.0000 | |||||
| US32051GDV41 / FIRST HORIZON MORTGAGE PASS TH FHASI 2004 FL1 1A1 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US3132A74F58 / FED HM LN PC POOL ZS7122 FR 08/27 FIXED 3.5 | 0.00 | -40.00 | 0.0000 | -0.0000 | |||||
| US31410E2L18 / FNMA POOL 887379 FN 07/36 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US59020UQD09 / Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A1 | 0.00 | -25.00 | 0.0000 | -0.0000 | |||||
| US31410XNY84 / FNMA POOL 900507 FN 09/36 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US36225CLM63 / Ginnie Mae II Pool | 0.00 | -25.00 | 0.0000 | -0.0000 | |||||
| US3140E7HA10 / Uniform Mortgage-Backed Securities | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31394AZG48 / Fannie Mae REMICS | 0.00 | -25.00 | 0.0000 | -0.0000 | |||||
| US3138WUQS54 / FNMA POOL AT6764 FN 07/43 FIXED 3 | 0.00 | -25.00 | 0.0000 | -0.0000 | |||||
| US31358SSV42 / Fannie Mae REMICS | 0.00 | -25.00 | 0.0000 | -0.0000 | |||||
| US31413F4J86 / FNMA POOL 944625 FN 07/37 FIXED 6 | 0.00 | -25.00 | 0.0000 | -0.0000 | |||||
| US3138X7MA82 / FNMA POOL AU7552 FN 10/28 FIXED 3.5 | 0.00 | -25.00 | 0.0000 | -0.0000 | |||||
| US31402Q5X53 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31400JFM62 / FNMA POOL 688772 FN 03/33 FIXED 6.5 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3128JRLP98 / FED HM LN PC POOL 847534 FH 03/36 FLOATING VAR | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31407EAE32 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31417J2B55 / FNMA POOL AC0769 FN 09/39 FIXED 5 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31401XBM83 / FNMA POOL 721044 FN 06/33 FLOATING VAR | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US36179U6X53 / Ginnie Mae II Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31400SUJ67 / FNMA POOL 696385 FN 03/33 FIXED 6 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31410TBJ34 / FNMA POOL 896541 FN 09/36 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138X45B22 / FNMA 30YR 3.0% 06/01/2043#AU5341 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31414SYA58 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31406RQ655 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US36202K5G64 / GNMA II POOL 008947 G2 08/26 FLOATING VAR | 0.00 | -25.00 | 0.0000 | -0.0000 | |||||
| US3128L7V537 / FED HM LN PC POOL A74236 FG 03/38 FIXED 7 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31413LS833 / FNMA POOL 948843 FN 08/37 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US312934SB98 / FED HM LN PC POOL A87714 FG 08/39 FIXED 4 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| BOUGHT CZK SOLD USD 20250822 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT CZK SOLD USD 20250822 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31410KEN00 / FEDERAL NATIONAL MORTGAGE ASSOCIATION | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US36225CME39 / GNMA II POOL 080356 G2 12/29 FLOATING VAR | 0.00 | -25.00 | 0.0000 | -0.0000 | |||||
| US36225CEQ50 / Ginnie Mae II Pool | 0.00 | -25.00 | 0.0000 | -0.0000 | |||||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| 31402DKE9 / Fnma Pl 725793 5.519 Due 09/01/19 Bond | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138AJNN87 / FNMA POOL AI4896 FN 06/26 FIXED 4 | 0.00 | -25.00 | 0.0000 | -0.0000 | |||||
| US31371MF937 / Fannie Mae Pool | 0.00 | -80.00 | 0.0000 | -0.0000 | |||||
| US31398GUS64 / FANNIE MAE FNR 2009 106 SN | 0.00 | -25.00 | 0.0000 | -0.0000 | |||||
| US251513AR81 / Deutsche Alt-B Securities Mortgage Loan Trust Series 2006-AB4 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31411EY921 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31385XEN30 / FNMA POOL 555541 FN 04/33 FLOATING VAR | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US576433GF78 / MASTR ADJUSTABLE RATE MORTGAGE MARM 2003 6 3A1 | 0.00 | -25.00 | 0.0000 | -0.0000 | |||||
| US36202C3L58 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 0.00 | -25.00 | 0.0000 | -0.0000 | |||||
| US31406J3J00 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31413BP392 / FNMA POOL 940642 FN 08/37 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31385XTH07 / FNMA POOL 555952 FN 11/33 FIXED VAR | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31391TX453 / FNMA POOL 676699 FN 12/32 FIXED 6 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138A8XE17 / FNMA POOL AH6976 FN 11/25 FIXED 3.5 | 0.00 | -40.00 | 0.0000 | -0.0000 | |||||
| US31402HGD70 / UMBS, 30 Year | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US74922KAA34 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS1 1A1 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US36202KXW07 / GNMA II POOL 008793 G2 01/26 FLOATING VAR | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US31407D5Z41 / FNMA 6.00% 6/35 #828064 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US36209Y6W36 / Ginnie Mae I Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US36225BPM45 / GNMA I, 30 Year | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138WPV503 / FNMA POOL AT2435 FN 05/28 FIXED 3 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31416J4Q17 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31393T7H31 / Fannie Mae REMICS | 0.00 | -25.00 | 0.0000 | -0.0000 | |||||
| US31398GQS11 / FANNIE MAE FNR 2009 111 FC | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US36179JVJ32 / GNMA POOL AC8717 GN 03/43 FIXED 3.5 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31406VSW71 / FNMA POOL 821433 FN 06/35 FIXED 6 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31407FYD67 / FANNIE MAE 4.392% 06/01/2035 FNMA ARM | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31402SX286 / FNMA POOL 736997 FN 11/33 FIXED 6 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US36202KVM43 / GNMA II POOL 008720 G2 10/25 FLOATING VAR | 0.00 | -57.14 | 0.0000 | -0.0000 | |||||
| US31406TFS50 / FNMA POOL 819277 FN 07/35 FIXED 5.5 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31414AG896 / FNMA POOL 960223 FN 11/37 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31416VD688 / Fannie Mae Pool | 0.00 | 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 | ||||||
| US36225CCJ36 / GNMA II POOL 080072 G2 05/27 FLOATING VAR | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US46630GAA31 / JP Morgan Mortgage Trust 2007-A1 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31298SUX07 / FED HM LN PC POOL C55998 FG 10/29 FIXED 6.5 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US59020UL789 / Merrill Lynch Mortgage Capital Inc. | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31407HG424 / FNMA POOL 831019 FN 10/35 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US36202DBX84 / GOVERNMENT NATIONAL MORTGAGE CORPORATION | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| BOUGHT TRY SOLD USD 20250814 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31409H4S06 / FNMA POOL 872133 FN 10/36 FIXED 6 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US36225BMN54 / Government National Mortgage Association | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138XXGL42 / FNMA POOL AW7402 FN 01/27 FIXED 3.5 | 0.00 | -40.00 | 0.0000 | -0.0000 | |||||
| US3140E7FU91 / Uniform Mortgage-Backed Securities | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31411G7L08 / FNMA POOL 908199 FN 01/37 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138A2VM80 / FNMA 15YR 3.5% 12/01/2025#AH1519 | 0.00 | -40.00 | 0.0000 | -0.0000 | |||||
| US3138M8H481 / FNMA POOL AP4750 FN 08/27 FIXED 3.5 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31376KP343 / FNMA POOL 357842 FN 07/35 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31416YE870 / FNMA POOL AB2858 FN 01/39 FIXED 5.5 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31410DD499 / FNMA POOL 885823 FN 06/36 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US36198XCP69 / Ginnie Mae I Pool | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31392CR301 / FANNIE MAE FNR 2002 26 A1 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US36225CU617 / GNMA II POOL 080604 G2 05/32 FLOATING VAR | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US589929F948 / Merrill Lynch Mortgage Investors Trust Series MLCC 2003-A | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US36201ELH17 / GNMA POOL 580928 GN 01/32 FIXED 7 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US36209SAV34 / GNMA POOL 479820 GN 12/30 FIXED 8 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138EHAQ53 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31371H2F47 / Fannie Mae | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31371MLC90 / Federal National Mortgage Association | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31410TYU32 / FNMA POOL 897223 FN 08/36 FIXED 6 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3128QJ5D41 / FED HM LN PC POOL 1G1744 FH 08/35 FLOATING VAR | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31384CVY73 / FNMA POOL 520031 FN 10/29 FIXED 5.5 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138W9K747 / FANNIE MAE POOL UMBS P#AS0317 4.00000000 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138WJPS19 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US36225B3L02 / Ginnie Mae I Pool | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US00442BAB71 / ACE SECURITIES CORP. ACE 2006 HE4 A2A | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US3132A9L549 / Freddie Mac Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31412XLB81 / FNMA POOL 937822 FN 06/37 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31368HLB77 / FNMA POOL 190322 FN 04/32 FIXED VAR | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138Y6ND20 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138X1FQ48 / FNMA POOL AU1974 FN 07/43 FIXED 3 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31410EA576 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US36202KXR12 / Ginnie Mae II Pool | 0.00 | -40.00 | 0.0000 | -0.0000 | |||||
| US31393CEY57 / FANNIE MAE REMICS SER 2003-34 CL A1 6.00000000 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31336CMG59 / FED HM LN PC POOL 972159 FH 03/35 FLOATING VAR | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US36202KZ659 / GNMA II POOL 008865 G2 05/26 FLOATING VAR | 0.00 | -25.00 | 0.0000 | -0.0000 | |||||
| US362341FR55 / GSR Mortgage Loan Trust, Series 2005-AR, Class 6A1 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31416W6T49 / Fannie Mae Pool | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US3133T9LJ24 / FREDDIE MAC FHR 1944 GC | 0.00 | -57.14 | 0.0000 | -0.0000 | |||||
| US31374GBL05 / FNMA POOL 313343 FN 02/27 FLOATING VAR | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US36213CE229 / GNMA POOL 550153 GN 07/31 FIXED 7 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31410XN447 / FNMA POOL 900511 FN 10/36 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US161630AG34 / Chase Mortgage Finance Trust, Series 2007-A1, Class 2A1 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US36207XQS44 / GNMA POOL 445165 GN 08/27 FIXED 7.5 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138ASU265 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138XGCN11 / FNMA POOL AV4576 FN 03/29 FIXED 3.5 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138ANRV79 / FNMA POOL AI8599 FN 09/26 FIXED 4 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3128MJW712 / Freddie Mac Gold Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31405SMW16 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US36209MGD02 / GNMA POOL 475496 GN 07/28 FIXED 6.5 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31371JJL98 / FNMA POOL 253267 FN 05/30 FIXED 8.5 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US36202DBY67 / GNII II 7.00% 5/29 #002755 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US36202K7C33 / GOVT NATL MORTG ASSN 3.125% 10/20/2026 GN CMT+150 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| ISRAEL GOVT EM SP GST / DCR (EZZH278GQXH1) | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| ISRAEL GOVT EM SP GST / DCR (EZZH278GQXH1) | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31404J4Y88 / FNMA POOL 770439 FN 04/34 FIXED 6 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US36202CW828 / GINNIE MAE II POOL P#2471 7.00000000 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US466247E748 / J.P. Morgan Mortgage Trust | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138A2CF41 / Fannie Mae Pool | 0.00 | -40.00 | 0.0000 | -0.0000 | |||||
| US31418B2F23 / FNMA POOL MA2573 FN 03/26 FIXED 3.5 | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US31410GTY97 / FNMA POOL 888967 FN 12/37 FIXED VAR | 0.00 | -33.33 | 0.0000 | -0.0000 | |||||
| US31394ANT96 / Fannie Mae REMICS | 0.00 | -33.33 | 0.0000 | -0.0000 | |||||
| US36179SST59 / GINNIE MAE II POOL G2 MA4130 | 0.00 | -33.33 | 0.0000 | 0.0000 | |||||
| US36202CYF49 / Gnma Ii Pool 002510 Bond | 0.00 | -33.33 | 0.0000 | -0.0000 | |||||
| US31359VH970 / Fannie Mae REMICS | 0.00 | -33.33 | 0.0000 | -0.0000 | |||||
| US31396UBX72 / FREDDIE MAC FHR 3185 GT | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US3138A4AU91 / FNMA POOL AH2718 FN 01/26 FIXED 3.5 | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US3138E24F91 / FNMA POOL AJ9821 FN 12/26 FIXED 3.5 | 0.00 | -33.33 | 0.0000 | -0.0000 | |||||
| US31410DFE58 / FNMA POOL 885865 FN 06/36 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31348SFQ21 / FED HM LN PC POOL 785575 FH 02/26 FLOATING VAR | 0.00 | -60.00 | 0.0000 | -0.0000 | |||||
| US36202KY660 / Ginnie Mae II Pool | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US3138A4Y414 / Fannie Mae Pool | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US31412TXE80 / FNMA POOL 934577 FN 10/38 FIXED 5.5 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US36202KWF82 / GNMA II | 0.00 | -60.00 | 0.0000 | -0.0000 | |||||
| US31418A4P05 / FNMA POOL MA1729 FN 11/28 FIXED 4 | 0.00 | -33.33 | 0.0000 | -0.0000 | |||||
| US31368HNW96 / FEDERAL NATIONAL MORTGAGE ASSOCIATION | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31400HAM51 / FNMA POOL 687712 FN 02/33 FIXED 6.5 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US36296LSU51 / GNMA POOL 694531 GN 11/38 FIXED 5 | 0.00 | -33.33 | 0.0000 | -0.0000 | |||||
| US36202K2K04 / Ginnie Mae II Pool | 0.00 | -33.33 | 0.0000 | -0.0000 | |||||
| US31407NP720 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31410PTZ61 / FNMA POOL 893468 FN 07/36 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31415R3M41 / FNMA POOL 987404 FN 10/38 FIXED 5.5 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31391USU06 / FNMA POOL 677431 FN 01/33 FIXED 6 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138A8PW07 / FNMA POOL AH6736 FN 02/26 FIXED 3.5 | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US3133TPF875 / Freddie Mac REMICS | 0.00 | -33.33 | 0.0000 | -0.0000 | |||||
| US3128L4M848 / FED HM LN PC POOL A71283 FG 01/38 FIXED 6.5 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US36295PQM76 / GNMA POOL 676460 GN 11/37 FIXED 5 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31410N3X48 / FNMA POOL 892814 FN 07/36 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US07384MWG31 / BEAR STEARNS ARM TRUST 2003-5 SER 2003-5 CL 1A2 V/R REGD 4.18676400 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31409C5N19 / FNMA POOL 867653 FN 05/36 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US3140F4UB04 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US36202KXE09 / GNMA II POOL 008777 G2 12/25 FLOATING VAR | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US31402T3G84 / FNMA POOL 737999 FN 09/33 FIXED 5.5 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31386ABQ85 / FNMA POOL 557247 FN 08/30 FIXED 8.5 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31419LF654 / FNMA POOL AE9188 FN 11/40 FIXED 4 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US36202KWG65 / Ginnie Mae II Pool | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US3138ATGA22 / FNMA 15YR 3% 10/01/2026#AJ1992 | 0.00 | -33.33 | 0.0000 | -0.0000 | |||||
| US31403SMG83 / FNMA POOL 756459 FN 10/33 FIXED 5 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US589929W877 / Merrill Lynch Mortgage Investors Trust MLMI, Series 2003-A4, Class 3A | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31393F7B69 / FREDDIE MAC REMICS FHR 2530 FD | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31406NUU61 / Fannie Mae Pool | 0.00 | -33.33 | 0.0000 | -0.0000 | |||||
| US31412RLV77 / FNMA 15YR | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US36211MAP59 / GNMA POOL 516714 GN 09/30 FIXED 9 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138A6Y203 / FNMA POOL AH5228 FN 01/26 FIXED 3.5 | 0.00 | -33.33 | 0.0000 | -0.0000 | |||||
| US31411DBY40 / FNMA POOL 904655 FN 11/36 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31396PZS37 / FANNIE MAE REMICS SER 2007-14 CL F V/R 2.06800000 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31419DMQ15 / Fannie Mae Pool | 0.00 | -66.67 | 0.0000 | -0.0000 | |||||
| US36202KXJ95 / GNMA II POOL 008781 G2 01/26 FLOATING VAR | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US3128M74V50 / Freddie Mac Gold Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138MSCG27 / FNMA POOL AQ9970 FN 01/28 FIXED 4 | 0.00 | -33.33 | 0.0000 | -0.0000 | |||||
| US31414JJR59 / FNMA POOL 967472 FN 01/38 FIXED 5.5 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31409UBB08 / FNMA POOL 878534 FN 02/36 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31413DJ409 / FNMA POOL 942283 FN 08/37 FIXED 6 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3132A9KZ92 / FED HM LN PC POOL ZS8412 FR 09/25 FIXED 3.5 | 0.00 | -60.00 | 0.0000 | -0.0000 | |||||
| US31410GR963 / FNMA POOL 888912 FN 11/37 FLOATING VAR | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31402DGM65 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31396WCJ36 / FANNIE MAE FNR 2007 53 SA | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31411KXS76 / FNMA POOL 910689 FN 02/37 FIXED 6 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31378CTK89 / FANNIE MAE POOL FN 394854 | 0.00 | -33.33 | 0.0000 | -0.0000 | |||||
| US36211RQ449 / GNMA POOL 520775 GN 07/30 FIXED 9 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31394JD872 / Freddie Mac Structured Pass-Through Certificates | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138AW4D22 / FNMA POOL AJ5319 FN 11/41 FIXED 4 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US3128CUML77 / FED HM LN PC POOL G30363 FG 10/27 FIXED 6 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31410LHX38 / Federal National Mortgage Association, Inc. | 0.00 | -33.33 | 0.0000 | -0.0000 | |||||
| US31416PPA92 / FNMA POOL AA5816 FN 05/39 FIXED 5.5 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31410MYA25 / FNMA POOL 891805 FN 06/36 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US3128P7GV90 / Freddie Mac Gold Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31405U5T21 / FANNIE MAE 3.324% 11/01/2034 FNMA ARM | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31410UUH30 / FNMA 6.00% 7/36 #897984 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31415RL368 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US3131X57M88 / FED HM LN PC POOL ZK2700 FR 11/25 FIXED 3.5 | 0.00 | -60.00 | 0.0000 | -0.0000 | |||||
| US31374GEW33 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US36202K3W33 / GNMA II POOL 008913 G2 07/26 FLOATING VAR | 0.00 | -33.33 | 0.0000 | -0.0000 | |||||
| US31405QRC41 / FNMA POOL 796183 FN 11/34 FIXED 5 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US3140EBLE98 / FNMA 30YR 4% 01/01/2046#BA6624 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US36212GWQ18 / GNMA POOL 533555 GN 12/30 FIXED 8 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3133TABZ49 / FREDDIE MAC FHR 1966 Z | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US31417BK550 / FNMA POOL AB4815 FN 04/27 FIXED 3.5 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31382RB288 / FNMA POOL 489757 FN 04/29 FIXED 6 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31413VDW46 / FNMA POOL 956517 FN 10/37 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31403NDT19 / FNMA POOL 753514 FN 11/33 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US36202K4L68 / Ginnie Mae II Pool | 0.00 | -33.33 | 0.0000 | -0.0000 | |||||
| US31403DA417 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31409X4Z95 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US3132A8HT96 / FED HM LN PC POOL ZS7442 FR 03/26 FIXED 2 | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US3128NC6H22 / FED HM LN PC POOL 1G0872 FH 09/35 FLOATING VAR | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138A2AX74 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US36225BNE47 / Ginnie Mae I Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31417S3V02 / Uniform Mortgage-Backed Securities | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31419AX932 / FNMA POOL AE0703 FN 12/25 FIXED VAR | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US31410KSS41 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US36225BPT97 / GNMA POOL 781334 GN 08/31 FIXED 8 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31414PUV92 / Federal National Mortgage Association, Inc. | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US36241LTU07 / Government National Mortgage Association | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31406WXC36 / FNMA POOL 822475 FN 05/35 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US13063A5E03 / State of California | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31418XLV81 / FNMA POOL AD9339 FN 09/25 FIXED 3.5 | 0.00 | -81.82 | 0.0000 | -0.0000 | |||||
| US3140E7J352 / FNMA POOL BA2981 FN 11/45 FIXED 4 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31417SBP48 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US36225CCQ78 / GNMA II POOL 080078 G2 05/27 FLOATING VAR | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31410DWZ94 / FNMA POOL 886364 FN 06/36 FIXED 6 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US36212TWV24 / GNMA POOL 543460 GN 11/30 FIXED 7 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31419FFP62 / FNMA POOL AE4673 FN 10/25 FIXED 3.5 | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US31402RW629 / FNMA POOL 736069 FN 09/33 FLOATING VAR | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US94981VAH06 / WELLS FARGO MORTGAGE BACKED SE WFMBS 2004 K 2A3 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US36295QVP26 / GNMA POOL 677522 GN 10/37 FIXED 5 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US36228FNB84 / GSR MORTGAGE LOAN TRUST | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31292HK943 / Freddie Mac Gold Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138ELFL24 / FNMA POOL AL3770 FN 02/28 FIXED VAR | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3128P7K775 / FED HM LN PC POOL C91218 FG 11/28 FIXED 6 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3131X6DE77 / FED HM LN PC POOL ZK2801 FR 01/26 FIXED 3.5 | 0.00 | -33.33 | 0.0000 | -0.0000 | |||||
| US31410PHZ99 / FNMA POOL 893148 FN 08/36 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31378GE747 / FNMA POOL 398058 FN 12/26 FIXED 8 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31406PKL21 / FNMA POOL 815799 FN 05/35 FIXED 6 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31411KUN17 / FNMA POOL 910589 FN 01/37 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US36180B3Y53 / GNMA POOL AD0815 GN 03/43 FIXED 2.5 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31418DAL64 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31419FGN06 / FNMA POOL AE4704 FN 09/30 FIXED 4.5 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31405AJA25 / FNMA POOL 783357 FN 03/37 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31417CVL61 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31403N4B06 / FNMA POOL 754218 FN 12/33 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31406PAB58 / FNMA POOL 815502 FN 03/35 FIXED 6 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31416YBX58 / FNMA POOL AB2753 FN 04/26 FIXED 3.5 | 0.00 | -33.33 | 0.0000 | -0.0000 | |||||
| US3138XS2T34 / FNMA POOL AW3485 FN 05/29 FIXED 3.5 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31409GTB22 / FNMA POOL 870946 FN 11/36 FIXED 6 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31339NC798 / Freddie Mac REMICS | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31410SZH39 / FNMA POOL 896344 FN 10/36 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US3131X6CW84 / FED HM LN PC POOL ZK2785 FR 12/25 FIXED 3.5 | 0.00 | -33.33 | 0.0000 | -0.0000 | |||||
| US31396LZE37 / FANNIE MAE FNR 2006 116 S | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31414MPD29 / FNMA POOL 970320 FN 02/38 FIXED 5.5 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| BOUGHT HUF SOLD USD 20250822 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US36202KYN98 / GNMA II POOL 008817 G2 02/26 FLOATING VAR | 0.00 | -33.33 | 0.0000 | -0.0000 | |||||
| US31411BM757 / FNMA POOL 903182 FN 10/36 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US36179NBD93 / GNMA II POOL MA0936 G2 04/43 FIXED 4.5 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31371KBQ31 / FNMA POOL 253947 FN 08/31 FIXED 8 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31403NUT26 / FNMA POOL 753994 FN 12/33 FIXED 6 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31419H3D29 / FNMA POOL AE7095 FN 12/25 FIXED 3.5 | 0.00 | -33.33 | 0.0000 | -0.0000 | |||||
| US31409T7K89 / FNMA POOL 878498 FN 02/36 FIXED 6 | 0.00 | -33.33 | 0.0000 | -0.0000 | |||||
| US31412YFT47 / FNMA POOL 938578 FN 09/36 FIXED 6 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3140MMMC96 / FNMA 30YR 4% 11/01/2052#BV7554 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3133TLUH94 / FHLMC, REMIC, Series 2178, Class PB | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31414CJS89 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31383SY385 / FNMA POOL 512030 FN 11/29 FIXED 8.5 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31414JKQ57 / FNMA POOL 967503 FN 01/38 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31414GJ343 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31418CYE82 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US36829JAA97 / GE WMC MORTGAGE SECURITIES LLC GEWMC 2006 1 A2A | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US3128QLPH83 / Freddie Mac Non Gold Pool | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US31416YTK46 / FNMA POOL AB3253 FN 07/26 FIXED 3.5 | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US36202KYK59 / GNMA II POOL 008814 G2 02/26 FLOATING VAR | 0.00 | -66.67 | 0.0000 | -0.0000 | |||||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US3138XDAZ38 / Uniform Mortgage-Backed Securities | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US31385XBD84 / Fannie Mae Pool | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US31415L4U84 / FNMA POOL 983835 FN 10/38 FIXED 5.5 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31397BYP02 / FREDDIE MAC FHR 3233 PA | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US3138EBRJ67 / FNMA 15YR | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US3128NHPA55 / FED HM LN PC POOL 1J1317 FH 04/36 FLOATING VAR | 0.00 | -50.00 | 0.0000 | 0.0000 | |||||
| US3128CUMZ63 / FED HM LN PC POOL G30376 FG 12/27 FIXED 6 | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US12669FJC86 / CHL Mortgage Pass-Through Trust 2003-60 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138WPUX09 / FNMA POOL AT2397 FN 04/28 FIXED 3 | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US3140E8WE40 / FNMA POOL BA4244 FN 11/45 FIXED 4 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31411YTJ28 / FNMA POOL 918653 FN 06/37 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31416CKQ86 / FNMA POOL 995903 FN 03/39 FIXED VAR | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US31410EEJ38 / FNMA POOL 886737 FN 08/36 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31417YVE49 / FNMA POOL MA0612 FN 11/30 FIXED 5 | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US362341WZ88 / GSR MORTGAGE LOAN TRUST | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US3132M9NE08 / FED HM LN PC POOL Q28789 FG 08/44 FIXED 4.5 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31410E2K35 / FNMA POOL 887378 FN 07/36 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US3138EGC518 / FNMA POOL AL0091 FN 07/27 FIXED VAR | 0.00 | -66.67 | 0.0000 | -0.0000 | |||||
| US126694YR39 / COUNTRYWIDE HOME LOANS CWHL 2006 3 3A2 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31371JY819 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US36229RJJ95 / GSR MORTGAGE LOAN TRUST GSR 2003 1 A2 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138A77K86 / FNMA POOL AH6297 FN 05/26 FIXED 3.5 | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US31410UES78 / FNMA POOL 897545 FN 05/37 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31371MPJ08 / FANNIE MAE 5.00% 01/01/2026 FNMA 30 | 0.00 | -75.00 | 0.0000 | -0.0000 | |||||
| US3128E35W08 / FED HM LN PC POOL D97161 FG 01/27 FIXED 6 | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US31413KRN36 / FNMA POOL 947893 FN 11/37 FIXED 5.5 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US36225CZW99 / GOVT NATL MORTG ASSN 3.75% 09/20/2033 GNMA ARM | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31371MLK17 / FNMA POOL 256030 FN 11/25 FIXED 4.5 | 0.00 | -83.33 | 0.0000 | -0.0000 | |||||
| US36200MTD55 / Ginnie Mae I Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31419J5J35 / FNMA POOL AE8048 FN 11/25 FIXED 3.5 | 0.00 | -66.67 | 0.0000 | -0.0000 | |||||
| BOUGHT TRY SOLD USD 20250812 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT TRY SOLD USD 20250812 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31374T3C14 / FNMA POOL 323995 FN 10/29 FIXED VAR | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US31296Q2G46 / FED HM LN PC POOL A16175 FG 08/29 FIXED 6.5 | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US31411EJC21 / FNMA POOL 905759 FN 12/36 FLOATING VAR | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US36225CET99 / GNMA II POOL 080145 G2 12/27 FLOATING VAR | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US31396PWK38 / FANNIE MAE FNR 2007 15 AI | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31392RDQ11 / FREDDIE MAC FHR 2469 FV | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31385JRN09 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31407L6S18 / FNMA POOL 834381 FN 08/35 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31411A6J97 / FNMA POOL 902773 FN 11/36 FIXED 6 | 0.00 | -66.67 | 0.0000 | -0.0000 | |||||
| US31283HN433 / Freddie Mac Gold Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US36229RLL14 / GSR MORTGAGE LOAN TRUST GSR 2004 2F 7A1 | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US313921DF29 / FANNIE MAE | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31410FSJ56 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3128FLLV33 / FED HM LN PC POOL D78440 FG 02/27 FIXED 7.5 | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US59020UGF66 / Merrill Lynch Mortgage Investors Trust, Series 2004-D, Class A1 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138A6H372 / Fannie Mae Pool | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US36202EQA00 / Ginnie Mae II Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31359UYS85 / Fannie Mae REMICS | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US36213EK396 / GNMA POOL 552114 GN 10/31 FIXED 7.5 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31407VFQ32 / FNMA POOL 841775 FN 09/35 FLOATING VAR | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US31411XZC28 / FNMA POOL 917939 FN 05/37 FLOATING VAR | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31410KJ962 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US36200QQJ66 / GOVT NATL MORTG ASSN 7.00% 04/15/2032 GNMA SF | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31396VTF57 / FANNIE MAE FNR 2007 39 PI | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US36202DWH06 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| XS2433822892 / RIPON MORTGAGES PLC RIPON 1RA X1 144A | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31402Q5A50 / FNMA POOL 735341 FN 12/34 FLOATING VAR | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US3128P7FE84 / FED HM LN PC POOL C91065 FG 07/27 FIXED 6 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31412MN461 / FNMA POOL 929311 FN 04/38 FIXED 5.5 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US36212MVC09 / GNMA POOL 538011 GN 08/30 FIXED 8.5 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31376UYH12 / FNMA POOL 366212 FN 12/25 FLOATING VAR | 0.00 | -66.67 | 0.0000 | -0.0000 | |||||
| US3138AYWD71 / FNMA POOL AJ6943 FN 11/26 FIXED 3.5 | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US31404W7B69 / FNMA POOL 781290 FN 06/34 FIXED 5.5 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US36202DFZ96 / GOVT NATL MORTG ASSN 8.00% 02/20/2030 GNMA II | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US61748HHB06 / Morgan Stanley Mortgage Loan Trust, Series 2004-11AR, Class 1A2A | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US36202KVJ14 / Ginnie Mae II Pool | 0.00 | -66.67 | 0.0000 | -0.0000 | |||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US3132A73P40 / FED HM LN PC POOL ZS7106 FR 02/30 FIXED 3.5 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US36225FFA21 / GNMA II POOL 082860 G2 06/41 FLOATING VAR | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US36225BST60 / GINNIE MAE I POOL GN 781430 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31406BJJ08 / FANNIE MAE 3.353% 12/01/2034 FAR FNARM | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US36212EEU73 / GNMA POOL 531247 GN 07/30 FIXED 9 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138EGAA29 / FNMA POOL AL0000 FN 03/26 FIXED VAR | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US3133TDCL82 / Freddie Mac REMICs | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31288LBS97 / FED HM LN PC POOL P50049 FG 08/29 FIXED 6.5 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31418MUB61 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US36225CQF67 / Ginnie Mae II Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31396LLV08 / FANNIE MAE FNR 2006 104 FG | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138EEQX00 / FNMA POOL AK9469 FN 03/27 FIXED 3.5 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31384WLB45 / FNMA POOL 535922 FN 03/31 FIXED VAR | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31410SNT05 / FNMA POOL 896002 FN 07/36 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US36202KW763 / GNMA II POOL 008770 G2 12/25 FLOATING VAR | 0.00 | -66.67 | 0.0000 | -0.0000 | |||||
| US31407BXK06 / FNMA POOL 826082 FN 07/35 FLOATING VAR | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US617463AA25 / Morgan Stanley IXIS Real Estate Capital Trust 2006-2 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US59020UAC99 / MLCC MORTGAGE INVESTORS, INC. - SERIES 2004 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US3622MWBF91 / GSR MORTGAGE LOAN TRUST GSR 2007 3F 1A2 | 0.00 | 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 | ||||||
| US3131X65A41 / FNCI UMBS 3.0 ZK3541 09-01-26 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31410TLD53 / FNMA POOL 896824 FN 07/36 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31408DWX82 / FNMA POOL 848562 FN 12/35 FIXED 6 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31411HQT04 / FNMA POOL 908666 FN 12/36 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31390NQU99 / FNMA POOL 651267 FN 07/32 FIXED 6.5 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US36225CEP77 / GOVERNMENT NATIONAL MORTGAGE ASSOC. | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31406L2T47 / FNMA POOL 813586 FN 03/35 FLOATING VAR | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31412SNA95 / FNMA POOL 933385 FN 02/38 FIXED 5 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31419LA861 / FNMA POOL AE9030 FN 06/26 FIXED 4 | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US36212S4V50 / GNMA POOL 542736 GN 04/31 FIXED 7 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31371HKW78 / FNMA, 30 Year | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31371KCK51 / Fannie Mae Pool | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US31410RUU12 / FNMA POOL 895295 FN 09/36 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31387UEQ04 / FNMA POOL 594243 FN 12/30 FLOATING VAR | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31407HW512 / FNMA POOL 831468 FN 05/36 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US36225CDL72 / GNMA II POOL 080106 G2 08/27 FLOATING VAR | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3131X6EL02 / FED HM LN PC POOL ZK2839 FR 12/25 FIXED 3.5 | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US83162CPS60 / United States Small Business Administration | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31412DMQ87 / FNMA POOL 922067 FN 02/37 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31371JYJ77 / FNMA POOL 253713 FN 03/31 FIXED 8 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31406YYV63 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US3128QHTU47 / FHLMC | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US36202KW276 / GNMA II POOL 008765 G2 12/25 FLOATING VAR | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US31371MZ596 / FNMA POOL 256464 FN 09/26 FIXED 4.5 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3138XEEE46 / FNMA POOL AV2832 FN 11/28 FIXED 3.5 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US36225CPL45 / Ginnie Mae II Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31390TSG57 / FNMA POOL 655819 FN 08/32 FLOATING VAR | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US36212DKL28 / GNMA POOL 530499 GN 09/30 FIXED 7.5 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31393MH614 / FREDDIE MAC REMICS SER 2585 CL FD V/R 2.52750000 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US36202DMU27 / GNMA II POOL 003071 G2 04/31 FIXED 8 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31419DRY93 / FNMA POOL AE3202 FN 10/25 FIXED 4 | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US31393JAZ12 / Freddie Mac REMICS | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31415XER89 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31404RUK12 / FANNIE MAE 3.50% 03/01/2034 FAR FNARM | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31414TKN09 / FNMA POOL 975601 FN 06/38 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US3133TLEK08 / FHLMC_2165 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31385W2N87 / FANNIE MAE POOL FN 555281 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3128MJAZ37 / FHLMC | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US449670BC11 / IMC HOME EQUITY LOAN TRUST IMCHE 1996 2 A8 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US312941NS20 / Freddie Mac Gold Pool | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT TRY SOLD USD 20250708 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31359SWU04 / FNMA, REMIC, Series 2001-14, Class Z | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| BOUGHT TRY SOLD USD 20250708 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31384V2V33 / FNMA POOL 535488 FN 09/30 FIXED VAR | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US36202KYP47 / GNMA II POOL 008818 G2 02/26 FLOATING VAR | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31410RPV59 / FNMA POOL 895136 FN 07/36 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138AWYU13 / FNMA POOL AJ5222 FN 11/26 FIXED 3.5 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31403DV637 / FNMA POOL 745937 FN 09/36 FIXED VAR | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31405SBM52 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31406WXX72 / FNMA POOL 822494 FN 06/35 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31336R5J59 / FED HM LN PC POOL 1B0349 FH 07/32 FLOATING VAR | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US36202KYL33 / GNMA II POOL 008815 G2 02/26 FLOATING VAR | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31380HSG38 / FNMA POOL 440719 FN 11/28 FIXED 6 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31376HZC05 / FNMA POOL 356339 FN 12/26 FLOATING VAR | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US07384MN579 / BEAR STEARNS ARM TRUST 2004-2 SER 2004-2 CL 23A V/R REGD 3.43960500 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US36225CKL99 / Ginnie Mae II Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31374GPE16 / FNMA POOL 313721 FN 08/26 FLOATING VAR | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3133T7YG81 / FHLMC-GNMA | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31410CA364 / FNMA POOL 884826 FN 07/36 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US3138EPE341 / FNMA 15YR | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US3139216A17 / FNGT 01-T10 A1 7.0% 12-25-41 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US3132A7G394 / Freddie Mac Pool | 0.00 | -80.00 | 0.0000 | -0.0000 | |||||
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| US31418MP224 / Federal National Mortgage Association | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31382NP899 / FNMA POOL 487447 FN 08/27 FLOATING VAR | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
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| US31412RLS49 / FNMA POOL 932837 FN 12/25 FIXED 3 | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US16163EAL20 / CHASE MORTGAGE FINANCE CORP. | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
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| US3128S4MS37 / FED HM LN PC POOL 1Q0369 FH 02/37 FLOATING VAR | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31385WTG41 / FNMA POOL 555051 FN 11/32 FLOATING VAR | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
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| US36212FZK38 / GNMA POOL 532746 GN 07/30 FIXED 8.5 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31410PUC57 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
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| US31390E6J61 / FNMA POOL 644473 FN 05/32 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US3131X6Z291 / FED HM LN PC POOL ZK3461 FR 08/26 FIXED 3 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31405DNT09 / FNMA POOL 786202 FN 07/34 FLOATING VAR | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31287RP370 / FED HM LN PC POOL C65842 FG 04/32 FIXED 7 | 0.00 | 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 | ||||||
| US31406J5V10 / FNMA POOL 811860 FN 03/35 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US863579AQ10 / Structured Adjustable Rate Mortgage Loan Trust, Series 2004-12, Class 3A2 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US36212BZJ50 / GNMA POOL 529145 GN 04/30 FIXED 8 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US126694YN25 / COUNTRYWIDE HOME LOANS CWHL 2006 3 2A2 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
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| US36225CDZ68 / GNMA II POOL 080119 G2 10/27 FLOATING VAR | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31408GFA04 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US466247AZ62 / JP MORGAN MORTGAGE TRUST 2003-A2 SER 2003-A2 CL 3A1 V/R REGD 3.76336000 | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US3128M4E331 / FED HM LN PC POOL G02554 FG 11/34 FIXED 6.5 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31410C2A98 / FANNIE MAE POOL FN 885569 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31406PHW23 / FNMA POOL 815745 FN 02/35 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31383VHF31 / FNMA POOL 514230 FN 09/29 FLOATING VAR | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31407NSE49 / FNMA POOL 835817 FN 10/35 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31410CVC36 / FNMA POOL 885411 FN 06/36 FIXED 5 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US073888AN98 / BEAR STEARNS ASSET BACKED SECU BSABS 2006 SD3 21A1 | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| US3128L4E837 / Freddie Mac Gold Pool | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31403DDX49 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31371HE385 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31419CBL63 / FNMA POOL AE1842 FN 08/25 FIXED 3.5 | 0.00 | -80.00 | 0.0000 | -0.0000 | |||||
| US31376KPE00 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US17326UAN46 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2018 RP2 C 144A | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US3132A4PA00 / FED HM LN PC POOL ZS4017 FR 09/27 FIXED 5.5 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31411JZV15 / FNMA POOL 909856 FN 03/37 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
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| US83162CRE56 / SMALL BUSINESS ADMINISTRATION SBAP 2007 20H 1 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31406A5A63 / FNMA POOL 804641 FN 12/34 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US36202KUH66 / Ginnie Mae II Pool | 0.00 | -75.00 | 0.0000 | -0.0000 | |||||
| US31391WFU09 / FNMA POOL 678879 FN 01/33 FIXED 6 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31415VK610 / FNMA POOL 990517 FN 09/38 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US31416XRS17 / FNCI UMBS 3.0 AB2296 02-01-26 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US36212NJ409 / GNMA POOL 538583 GN 11/30 FIXED 8.5 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US36202DA764 / GNII II 7.00% 3/29 #002730 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US36202K2F19 / Ginnie Mae II Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US36202DN312 / GNMA II POOL 003110 G2 07/31 FIXED 8 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US36213HVA49 / Ginnie Mae I Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31407KKB43 / FNMA POOL 832890 FN 09/35 FIXED 6 | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| BOUGHT TRY SOLD USD 20250708 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT TRY SOLD USD 20250708 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31410PPB30 / Fannie Mae Pool | 0.00 | 0.00 | 0.0000 | 0.0000 | |||||
| US36225A4L11 / GOVT NATL MORTG ASSN 6.50% 07/15/2028 GNMA SF | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US36212M5P01 / GNMA POOL 538254 GN 10/31 FIXED 7.5 | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| US31407YH518 / FANNIE MAE 6.00% 12/01/2035 FNMA 30 | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| US36225BK644 / GNMA II POOL 781217 G2 04/30 FIXED 8 | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| US31407TQU78 / FNMA POOL 840267 FN 11/35 FIXED 6 | 0.00 | 0.0000 | 0.0000 | ||||||
| US04541GLZ36 / ASSET BACKED SECURITIES CORP H ABSHE 2004 HE7 A2 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31397SWJ94 / FANNIE MAE FNR 2011 40 SX | 0.00 | 0.0000 | 0.0000 | ||||||
| US3140E9HS83 / FNMA POOL BA4740 FN 12/45 FIXED 4 | 0.00 | 0.0000 | 0.0000 | ||||||
| US589929G284 / Merrill Lynch Mortgage Investors Trust Series MLCC 2003-A | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| US31409WA760 / Fannie Mae Pool | 0.00 | 0.0000 | 0.0000 | ||||||
| US07386HSN25 / Bear Stearns ALT-A Trust 2005-3 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31410YTW48 / FNMA POOL 901565 FN 10/36 FIXED 6 | 0.00 | 0.0000 | 0.0000 | ||||||
| BARCLAYS MORTGAGE LOAN TRUST BARC 2024 NQM2 SA 144A / ABS-MBS (US06745JAH86) | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| BARCLAYS MORTGAGE LOAN TRUST BARC 2024 NQM2 SA 144A / ABS-MBS (US06745JAH86) | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| US31402BTK07 / FANNIE MAE 3.693% 08/01/2033 FNMA ARM | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| US3138MR7E56 / FNMA POOL AQ9892 FN 02/43 FIXED 3 | 0.00 | 0.0000 | 0.0000 | ||||||
| US3132GCCE21 / FED HM LN PC POOL U40194 FG 03/27 FIXED 3 | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| FNMA POOL BY4544 FN 09/53 FIXED 6 / ABS-MBS (US3140NMBN61) | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| FNMA POOL BY4544 FN 09/53 FIXED 6 / ABS-MBS (US3140NMBN61) | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| US31419KLG84 / Fannie Mae Pool | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| US31411CDV00 / FNMA POOL 903816 FN 12/36 FIXED 6 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31371ML216 / FNMA POOL 256045 FN 12/25 FIXED 5 | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31387RBJ68 / FNMA POOL 591441 FN 08/31 FIXED 8.5 | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| US31376DMZ23 / FNMA POOL 352376 FN 07/26 FLOATING VAR | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| US36209RLS03 / GNMA POOL 479237 GN 03/30 FIXED 8.5 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31404TBE29 / FNMA POOL 777737 FN 05/34 FIXED 5 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31407CSF58 / FNMA POOL 826818 FN 08/35 FIXED 6 | 0.00 | 0.0000 | 0.0000 | ||||||
| US22540V4R01 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 AR21 1A1 | 0.00 | 0.0000 | 0.0000 | ||||||
| US36225BCN64 / GNMA 7.50% 12/28 #780977 | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| US31412LGT17 / FNMA POOL 928210 FN 03/37 FIXED 6 | 0.00 | 0.0000 | 0.0000 | ||||||
| US36225BFT08 / GNMA POOL 781078 GN 08/29 FIXED 8.5 | 0.00 | 0.0000 | -0.0000 | ||||||
| US3138A5RJ39 / Fannie Mae Pool | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| US3138EGUL63 / Fannie Mae Pool | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| US36225BNC80 / Ginnie Mae I Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US36225BKS69 / GNMA POOL 781205 GN 07/30 FIXED 8.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| US81743PAP18 / Sequoia Mortgage Trust 2003-2 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31400ELA63 / FNMA POOL 685321 FN 02/33 FIXED 6 | 0.00 | 0.0000 | 0.0000 | ||||||
| US36202EV974 / GNMA II POOL 004240 G2 09/38 FIXED 6.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| US3128E4X315 / FED HM LN PC POOL D97898 FG 11/27 FIXED 6 | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| US31384VYL07 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US31408AG534 / Fannie Mae Pool | 0.00 | 0.0000 | 0.0000 | ||||||
| US31397FFP27 / FREDDIE MAC FHR 3271 FP | 0.00 | 0.0000 | 0.0000 | ||||||
| US31418BT898 / FNMA 10YR 3.5% 08/01/2025#MA2374 | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| US31406X6M94 / FNMA POOL 823576 FN 08/35 FIXED 6 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31359PH741 / Fannie Mae REMICs | 0.00 | 0.0000 | -0.0000 | ||||||
| US31413QK490 / FNMA POOL 952215 FN 11/37 FIXED 6 | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260630 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31410G7L18 / FNMA POOL 889299 FN 04/38 FIXED VAR | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260630 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US36210YJG17 / GNMA POOL 506163 GN 01/30 FIXED 8 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31415ALT69 / Fannie Mae Pool | 0.00 | 0.0000 | 0.0000 | ||||||
| US31406MLQ77 / Fannie Mae Pool | 0.00 | 0.0000 | 0.0000 | ||||||
| US36202CSP94 / Ginnie Mae II Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US36202DG704 / GOVT NATL MORTG ASSN 8.00% 05/20/2030 GNMA II | 0.00 | 0.0000 | -0.0000 | ||||||
| US31402AQK50 / FNMA POOL 723258 FN 07/32 FIXED 6.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| US36209UBR68 / GNMA POOL 481648 GN 09/29 FIXED 7 | 0.00 | 0.0000 | 0.0000 | ||||||
| US3138E1BR74 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US31371JNP56 / FNMA POOL 253398 FN 08/30 FIXED 8 | 0.00 | 0.0000 | -0.0000 | ||||||
| US3138WWMH91 / FNMA POOL AT8459 FN 06/28 FIXED 3 | 0.00 | 0.0000 | -0.0000 | ||||||
| US3138LTDW59 / FNMA POOL AO2816 FN 05/27 FIXED 4 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31371MHL46 / Fannie Mae Pool | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| US05948XBV29 / Banc of America Mortgage Trust, Series 2003-D, Class 2A4 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31406ETU81 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US45660N2Y00 / IndyMac INDX Mortgage Loan Trust, Series 2004-AR10, Class 2A2A | 0.00 | 0.0000 | 0.0000 | ||||||
| US31412VQF84 / FNMA POOL 936154 FN 05/37 FIXED 6 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31407HF681 / FNMA 6.00% 8/35 #830989 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31416XRW29 / FNMA POOL AB2300 FN 02/26 FIXED 3.5 | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| US31403SEH58 / FNMA POOL 756236 FN 01/34 FIXED 6 | 0.00 | 0.0000 | -0.0000 | ||||||
| US36292DXR87 / Ginnie Mae I Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US31410LKP66 / FNMA POOL 890502 FN 11/26 FIXED VAR | 0.00 | 0.0000 | -0.0000 | ||||||
| US31409BE600 / FNMA POOL 866057 FN 03/36 FIXED 6 | 0.00 | 0.0000 | 0.0000 | ||||||
| US2254W0BZ73 / CS FIRST BOSTON MORTGAGE SECURITIES CORP. | 0.00 | 0.0000 | 0.0000 | ||||||
| US3128S4MN40 / Freddie Mac Non Gold Pool | 0.00 | 0.0000 | 0.0000 | ||||||
| US36211CZX37 / GNMA POOL 509358 GN 07/29 FIXED 7 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31359RY635 / Fannie Mae REMICS | 0.00 | 0.0000 | -0.0000 | ||||||
| US31410KHJ60 / Fannie Mae Pool | 0.00 | 0.0000 | 0.0000 | ||||||
| US3138A1N801 / FNMA POOL AH0414 FN 02/26 FIXED 3.5 | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| US31405SEW08 / FNMA POOL 797649 FN 09/35 FIXED 6 | 0.00 | 0.0000 | 0.0000 | ||||||
| US3140QKGH55 / UMBS | 0.00 | 0.0000 | 0.0000 | ||||||
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| US31402RK731 / FNMA POOL 735718 FN 07/35 FIXED VAR | 0.00 | 0.0000 | 0.0000 | ||||||
| US36202KY330 / GNMA II POOL 008830 G2 03/26 FLOATING VAR | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| US31414CJF68 / Fannie Mae Pool | 0.00 | 0.0000 | 0.0000 | ||||||
| US31371HKS66 / FNMA POOL 252405 FN 03/29 FIXED 6.5 | 0.00 | 0.0000 | -0.0000 | ||||||
| US36205MQL53 / GNMA POOL 394759 GN 07/30 FIXED 8.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31371J6H21 / FNMA POOL 253872 FN 05/31 FIXED 8.5 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31411G7J51 / FNMA POOL 908197 FN 12/36 FIXED 6 | 0.00 | 0.0000 | 0.0000 | ||||||
| US36202K2M69 / Ginnie Mae II Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US36225CK212 / GINNIE MAE II POOL P#80312 V/R 3.25000000 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31410RCT41 / FNMA POOL 894782 FN 12/36 FIXED 6 | 0.00 | 0.0000 | 0.0000 | ||||||
| US36225CM457 / GNMA II POOL 080378 G2 02/30 FLOATING VAR | 0.00 | 0.0000 | 0.0000 | ||||||
| US31404L5Q91 / FNMA POOL 772255 FN 11/33 FIXED 6 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31412NFB73 / FNMA POOL 929962 FN 09/38 FIXED 6 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31371HHK77 / FNMA, 30 Year | 0.00 | 0.0000 | -0.0000 | ||||||
| US36202DSC64 / GOVERNMENT NATIONAL MORTGAGE CORPORATION | 0.00 | 0.0000 | 0.0000 | ||||||
| US3138EBXA84 / FNMA POOL AK6972 FN 03/27 FIXED 3.5 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31414AEX63 / Fannie Mae Pool | 0.00 | 0.0000 | 0.0000 | ||||||
| US31419JYR30 / Fannie Mae Pool | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| US31408EQZ87 / FNMA POOL 849272 FN 01/36 FLOATING VAR | 0.00 | 0.0000 | 0.0000 | ||||||
| US31416BN531 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US31410PHU03 / FNMA POOL 893143 FN 08/36 FIXED 6 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31389BAK70 / FNMA POOL 620210 FN 12/31 FIXED 6 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31371JRA42 / FN 10/30 FIXED 8 | 0.00 | 0.0000 | -0.0000 | ||||||
| US36212U4U24 / GNMA POOL 544535 GN 05/31 FIXED 7.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31416YTL29 / FNMA POOL AB3254 FN 07/26 FIXED 3.5 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31293YGV20 / FED HM LN PC POOL C32912 FG 11/29 FIXED 7.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31419KEV35 / FNMA POOL AE8247 FN 11/25 FIXED 3.5 | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| US31371MQW00 / FNMA POOL 256169 FN 02/26 FIXED 4.5 | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| US31371KKK69 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US36207LGU61 / GNMA POOL 435011 GN 01/31 FIXED 8 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31403YS878 / FNMA POOL 762043 FN 12/33 FIXED 5.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31287QGT22 / FED HM LN PC POOL C64710 FG 03/32 FIXED 6.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31374T2X69 / FNMA POOL 323990 FN 10/29 FIXED VAR | 0.00 | 0.0000 | -0.0000 | ||||||
| US36207KYQ74 / Ginnie Mae I Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US31419DMT53 / FNCI UMBS 4.0 AE3069 09-01-25 | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| US31409CZV08 / FNMA POOL 867556 FN 02/36 FIXED 6 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31402ER916 / UMBS, 30 Year | 0.00 | 0.0000 | -0.0000 | ||||||
| US3128QHTC49 / Freddie Mac Non Gold Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US31410GME07 / FANNIE MAE 3.62% 09/01/2037 FNMA ARM | 0.00 | 0.0000 | 0.0000 | ||||||
| US31410C6K35 / FNMA POOL 885674 FN 10/36 FIXED 6 | 0.00 | 0.0000 | 0.0000 | ||||||
| US36202DPG06 / GOVT NATL MORTG ASSN 8.00% 08/20/2031 GNMA II | 0.00 | 0.0000 | 0.0000 | ||||||
| US31410CUU43 / Fannie Mae Pool | 0.00 | 0.0000 | 0.0000 | ||||||
| US31410SEM52 / FNMA POOL 895740 FN 08/36 FIXED 6 | 0.00 | 0.0000 | 0.0000 | ||||||
| US36225A4Z07 / GNMA II POOL 780840 G2 07/28 FIXED 8.5 | 0.00 | 0.0000 | -0.0000 | ||||||
| US36207KZ781 / GNMA POOL 434666 GN 01/30 FIXED 8 | 0.00 | 0.0000 | -0.0000 | ||||||
| US3138A55L24 / UMBS, 15 Year | 0.00 | 0.0000 | -0.0000 | ||||||
| US31416Y3D87 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US31419KK797 / Fannie Mae Pool | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| US31411UMR94 / FNMA POOL 914868 FN 04/37 FIXED 6 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31403DLV90 / Fannie Mae Pool | 0.00 | 0.0000 | 0.0000 | ||||||
| US36202DBK63 / GNMA II POOL 002742 G2 04/29 FIXED 7 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31419JY360 / FNMA 15YR 3.50% 12/25 #AE7929 | 0.00 | 0.0000 | -0.0000 | ||||||
| US17326JAY55 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2017 RP1 SA 144A | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| US36202DLJ80 / GNMA II POOL 003029 G2 01/31 FIXED 8.5 | 0.00 | 0.0000 | -0.0000 | ||||||
| US3128MJCA67 / Freddie Mac Gold Pool | 0.00 | 0.0000 | 0.0000 | ||||||
| US36211YTF15 / GNMA POOL 527150 GN 02/30 FIXED 8 | 0.00 | 0.0000 | 0.0000 | ||||||
| US79549AXP91 / SALOMON BROTHERS MORTGAGE SECU SBM7 2003 UP2 A1 | 0.00 | 0.0000 | 0.0000 | ||||||
| BARROW FUNDING PLC 11/62 0 / ABS-MBS (XS2755904443) | 0.00 | 0.0000 | 0.0000 | ||||||
| US36225CM291 / GNMA II POOL 080376 G2 02/30 FLOATING VAR | 0.00 | 0.0000 | 0.0000 | ||||||
| US36202K2Y08 / GNMA II POOL 008891 G2 06/26 FLOATING VAR | 0.00 | 0.0000 | -0.0000 | ||||||
| US3138A2J591 / FNMA POOL AH1183 FN 01/26 FIXED 3.5 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31412XDR26 / FNMA POOL 937612 FN 06/37 FIXED 6 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31385UQQ93 / FNMA POOL 553163 FN 09/30 FIXED 8 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31400DDD12 / FNMA POOL 684200 FN 01/33 FIXED 6 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31407HZL31 / Fannie Mae Pool | 0.00 | 0.0000 | 0.0000 | ||||||
| US31382FYN31 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US31380HS998 / FNMA POOL 440744 FN 12/28 FIXED 6 | 0.00 | 0.0000 | -0.0000 | ||||||
| US36202KWD35 / GNMA II POOL 008744 G2 11/25 FLOATING VAR | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| US31329K5N04 / FED HM LN PC POOL ZA2653 FR 08/26 FIXED 3.5 | 0.00 | 0.0000 | -0.0000 | ||||||
| US36212C2C42 / GNMA POOL 530071 GN 08/30 FIXED 8.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31371KGQ85 / FNMA POOL 254107 FN 11/31 FIXED 7 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31415XK343 / FNMA POOL 992314 FN 10/38 FIXED 6 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31404UMJ69 / FNMA POOL 778961 FN 06/34 FLOATING VAR | 0.00 | 0.0000 | 0.0000 | ||||||
| US31339LMA51 / Freddie Mac REMICS | 0.00 | 0.0000 | 0.0000 | ||||||
| US3128S4K225 / FED HM LN PC POOL 1Q0313 FH 09/37 FLOATING VAR | 0.00 | 0.0000 | 0.0000 | ||||||
| US36225CD290 / Ginnie Mae II Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US3128CUK475 / Freddie Mac Gold Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US31385FQY50 / FNMA POOL 543271 FN 07/30 FIXED 8.5 | 0.00 | 0.0000 | -0.0000 | ||||||
| US46630GAN51 / JP MORGAN MORTGAGE TRUST 2007-A1 JPMMT 2007-A1 4A2 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31411EUB19 / FNMA POOL 906078 FN 01/37 FIXED 6 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31294DES62 / FED HM LN PC POOL C36445 FG 02/30 FIXED 7 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31371MNB99 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US3138Y5DV54 / FN AX3715 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31418XES36 / Fannie Mae Pool | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| US36225A2B56 / Ginnie Mae I Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US3128P7HE66 / FED HM LN PC POOL C91129 FG 12/27 FIXED 6 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31410F2H78 / Fannie Mae Pool | 0.00 | 0.0000 | 0.0000 | ||||||
| US31376KL383 / FNMA POOL 357746 FN 04/35 FIXED 6 | 0.00 | 0.0000 | 0.0000 | ||||||
| US36202KW433 / GNMA II POOL 008767 G2 12/25 FLOATING VAR | 0.00 | 0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260521 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31410QBK67 / FNMA POOL 893842 FN 10/36 FIXED 6.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31419AYS04 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US939335N840 / Washington Mutual Mortgage Securities Corp. | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260521 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31390UG839 / FNMA POOL 656423 FN 08/32 FIXED 6.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| US36202K3U76 / GNMA II POOL 008911 G2 07/26 FLOATING VAR | 0.00 | 0.0000 | -0.0000 | ||||||
| US073914WC36 / BEAR STEARNS MORTGAGE SECURITI BSMSI 1997 6 3A | 0.00 | 0.0000 | -0.0000 | ||||||
| US31410KGP30 / Fannie Mae Pool | 0.00 | 0.0000 | 0.0000 | ||||||
| US31385HUQ37 / FNMA POOL 545191 FN 09/31 FIXED VAR | 0.00 | 0.0000 | -0.0000 | ||||||
| US31406HLF28 / FNMA POOL 810426 FN 03/35 FIXED 6 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31407HZD15 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US31407N4S99 / FNMA POOL 836133 FN 09/35 FLOATING VAR | 0.00 | 0.0000 | 0.0000 | ||||||
| US31397NKP95 / Fannie Mae REMICS | 0.00 | 0.0000 | 0.0000 | ||||||
| US3140J8PZ01 / FNMA 10YR 3.5% 03/01/2028#BM4039 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31410MQS25 / Fannie Mae Pool | 0.00 | 0.0000 | 0.0000 | ||||||
| US161546EF91 / Chase Funding Trust Series 2003-1 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31413DT234 / FNMA POOL 942569 FN 08/37 FIXED 6 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31406D7D21 / FNMA POOL 807392 FN 10/31 FIXED 8 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31293YL613 / FED HM LN PC POOL C33049 FG 12/29 FIXED 7.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| US36211TQ650 / GNMA POOL 522577 GN 01/30 FIXED 8 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31348S4G64 / FREDDIE MAC NON GOLD POOL P#786223 V/R 4.62600000 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31384WKW90 / FNMA POOL 535909 FN 05/31 FIXED VAR | 0.00 | 0.0000 | -0.0000 | ||||||
| US31396PRU74 / FANNIE MAE FNR 2007 3 SH | 0.00 | 0.0000 | 0.0000 | ||||||
| US31371MH834 / Fannie Mae Pool | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| US3138XTC867 / FNMA POOL AW3694 FN 04/29 FIXED 3.5 | 0.00 | 0.0000 | -0.0000 | ||||||
| US3128NC6C35 / Freddie Mac Non Gold Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US36210XLP05 / Ginnie Mae I Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US31385XQR16 / FNMA POOL 555864 FN 09/33 FIXED VAR | 0.00 | 0.0000 | -0.0000 | ||||||
| US31362GM579 / FNMA POOL 060680 FN 02/28 FLOATING VAR | 0.00 | 0.0000 | -0.0000 | ||||||
| US3128M4B691 / FED HM LN PC POOL G02461 FG 11/36 FIXED 6.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31292HAW43 / FHLMC | 0.00 | 0.0000 | -0.0000 | ||||||
| US36212VVW61 / GNMA POOL 545229 GN 12/30 FIXED 7 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31402CUL44 / FANNIE MAE 3.853% 07/01/2033 FAR FNARM | 0.00 | 0.0000 | -0.0000 | ||||||
| US31411S5T98 / FNMA POOL 914458 FN 04/37 FIXED 6 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31371JPX62 / FANNIE MAE 8.50% 09/01/2030 FNMA | 0.00 | 0.0000 | -0.0000 | ||||||
| US31371MGB72 / Federal National Mortgage Association Pool #255894 | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| US31411DSD20 / FNMA POOL 905116 FN 01/37 FIXED 6 | 0.00 | 0.0000 | 0.0000 | ||||||
| US3128P7H227 / FREDDIE MAC GOLD POOL FG C91149 | 0.00 | 0.0000 | -0.0000 | ||||||
| US36207UEK07 / GNMA | 0.00 | 0.0000 | -0.0000 | ||||||
| US31376HYP27 / FANNIE MAE 3.782% 10/01/2026 FAR FNARM | 0.00 | 0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260617 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260617 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US3128QJD945 / FHLMC | 0.00 | 0.0000 | 0.0000 | ||||||
| US31400GRD96 / FNMA POOL 687284 FN 02/33 FIXED 6 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31392CRC00 / Fannie Mae REMICS | 0.00 | 0.0000 | -0.0000 | ||||||
| US3128LUBN51 / FED HM LN PC POOL 1J0045 FH 01/36 FLOATING VAR | 0.00 | 0.0000 | 0.0000 | ||||||
| US31402JYY71 / Fannie Mae Pool | 0.00 | 0.0000 | 0.0000 | ||||||
| US31387W2Q98 / FNMA POOL 596683 FN 10/31 FIXED 7 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31371NPJ80 / FNMA 20YR 6.50% 12/27 #257025 | 0.00 | 0.0000 | -0.0000 | ||||||
| US3138A6EB23 / FNMA POOL AH4629 FN 01/26 FIXED 3.5 | 0.00 | 0.0000 | -0.0000 | ||||||
| US36225BEV62 / GNMA POOL 781048 GN 06/29 FIXED 6.5 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31384LXF65 / FNMA POOL 527278 FN 11/29 FIXED 6 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31406V2J48 / FNMA POOL 821677 FN 06/35 FIXED 6 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31371MJ574 / Fannie Mae Pool | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| US31415PMH81 / Fannie Mae Pool | 0.00 | 0.0000 | 0.0000 | ||||||
| US07384MM829 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 2 21A | 0.00 | 0.0000 | 0.0000 | ||||||
| US31416WQT26 / UMBS | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| US31371KDV08 / FNMA POOL 254016 FN 09/31 FIXED 8.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT ILS SOLD USD 20250718 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT ILS SOLD USD 20250718 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US36202KVA05 / Ginnie Mae II Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US31400HSW42 / FNMA POOL 688233 FN 02/33 FIXED 6 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31371MGV37 / FNMA POOL 255912 FN 09/25 FIXED 4.5 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31376CDW10 / FNMA POOL 351217 FN 07/26 FLOATING VAR | 0.00 | 0.0000 | -0.0000 | ||||||
| US36202CLR24 / Ginnie Mae II Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US36209YYE21 / Ginnie Mae I Pool | 0.00 | 0.0000 | 0.0000 | ||||||
| US31376JV970 / FNMA POOL 357140 FN 07/31 FIXED 6 | 0.00 | 0.0000 | 0.0000 | ||||||
| US3128CUM299 / FED HM LN PC POOL G30377 FG 12/27 FIXED 6 | 0.00 | 0.0000 | 0.0000 | ||||||
| US3138A3K308 / FNMA POOL AH2113 FN 01/26 FIXED 4 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31385H2P60 / FNMA POOL 545382 FN 11/28 FIXED VAR | 0.00 | 0.0000 | -0.0000 | ||||||
| US31283GYU56 / FHLG 30YR 8.5% 05/01/2027# | 0.00 | 0.0000 | -0.0000 | ||||||
| US31412ER246 / Fannie Mae Pool | 0.00 | 0.0000 | 0.0000 | ||||||
| US36225CCU80 / Ginnie Mae II Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US36202DCW92 / GNMA II POOL 002785 G2 07/29 FIXED 8 | 0.00 | 0.0000 | -0.0000 | ||||||
| US36202KVX08 / GNMA II POOL 008730 G2 10/25 FLOATING VAR | 0.00 | 0.0000 | -0.0000 | ||||||
| US36202DHY04 / GNMA II POOL 002947 G2 07/30 FIXED 8.5 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31292G7G58 / FED HM LN PC POOL C00895 FG 12/29 FIXED 7 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31402QTR29 / Fannie Mae Pool | 0.00 | 0.0000 | 0.0000 | ||||||
| US31409JKA78 / FNMA POOL 872489 FN 06/36 FIXED 6 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31371K2H31 / FEDERAL NATIONAL MORTGAGE ASSN POOL #254676_ 6.00000000 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31410CFS61 / Fannie Mae Pool | 0.00 | 0.0000 | 0.0000 | ||||||
| US31283G6X08 / FED HM LN PC POOL G00886 FG 11/27 FIXED 8.5 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31293Q2Y82 / FED HM LN PC POOL C27091 FG 06/29 FIXED 6.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31371JNN09 / Fannie Mae Pool | 0.00 | 0.0000 | 0.0000 | ||||||
| US3138AGCK29 / FNMA POOL AI2773 FN 05/26 FIXED 4.5 | 0.00 | 0.0000 | -0.0000 | ||||||
| US36202KUY99 / Ginnie Mae II Pool | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| US36207LAS79 / GNMA POOL 434817 GN 07/30 FIXED 8.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT CAD SOLD USD 20250805 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31390DSN56 / FNMA POOL 643225 FN 03/32 FIXED 6 | 0.00 | 0.0000 | 0.0000 | ||||||
| US3128CUKU94 / FED HM LN PC POOL G30307 FG 01/27 FIXED 6 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31419DXW63 / FNMA POOL AE3392 FN 08/25 FIXED 4 | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| US31414CXU79 / FNMA 5.50% 4/38 #962491 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31402RDG11 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US36202CKJ17 / GNMA II POOL 002097 G2 10/25 FIXED 7 | 0.00 | 0.0000 | -0.0000 | ||||||
| BOUGHT CAD SOLD USD 20250805 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT CAD SOLD USD 20250805 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT CAD SOLD USD 20250805 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US36202CQT35 / GNMA II POOL 002266 G2 08/26 FIXED 7 | 0.00 | 0.0000 | -0.0000 | ||||||
| US36202KUJ23 / Ginnie Mae II Pool | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| US36225CEK80 / GNMA II POOL 080137 G2 11/27 FLOATING VAR | 0.00 | 0.0000 | -0.0000 | ||||||
| US36202C5V13 / GNMA II POOL 002660 G2 10/28 FIXED 7.5 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31385GZH00 / FNMA POOL 544444 FN 09/30 FIXED 8 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31391AKC26 / FNMA POOL 660991 FN 07/32 FIXED 8 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31371MDP95 / FNMA POOL 255810 FN 08/25 FIXED 5 | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| US31371KUB50 / Fannie Mae Pool | 0.00 | 0.0000 | 0.0000 | ||||||
| US3128M6PK82 / Freddie Mac Gold Pool | 0.00 | 0.0000 | 0.0000 | ||||||
| US31404XKQ69 / FNMA POOL 781603 FN 10/34 FIXED 5.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31409JCN81 / FNMA POOL 872277 FN 05/36 FIXED 6 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31409HXD15 / FNMA POOL 871976 FN 04/36 FIXED 6 | 0.00 | 0.0000 | -0.0000 | ||||||
| US36225BL972 / Ginnie Mae I Pool | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT TRY SOLD USD 20250801 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT TRY SOLD USD 20250801 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31377CWT60 / FNMA POOL 373358 FN 03/27 FIXED 7.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31371MNA17 / FNMA POOL 256085 FN 12/25 FIXED 4.5 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31292HFU32 / 30 YR SINGLE FAMILY MBS | 0.00 | 0.0000 | 0.0000 | ||||||
| US31371K3B51 / Fannie Mae | 0.00 | 0.0000 | 0.0000 | ||||||
| US36210SRQ39 / GNMA POOL 500995 GN 03/30 FIXED 8 | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31408C7D29 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US31371JL519 / FNMA POOL 253348 FN 06/30 FIXED 8.5 | 0.00 | 0.0000 | -0.0000 | ||||||
| US36202KTR67 / Ginnie Mae II Pool | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| US36225BUB25 / Ginnie Mae I Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US17326UAB08 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2018 RP2 AIO1 144A | 0.00 | 0.0000 | -0.0000 | ||||||
| US36225CK964 / Ginnie Mae II Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US31292HD500 / Freddie Mac Gold Pool | 0.00 | 0.0000 | 0.0000 | ||||||
| US36202CMA89 / GNMA II POOL 002153 G2 01/26 FIXED 7 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31374TRX99 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US31374TYD52 / FEDERAL NATIONAL MORTGAGE ASSN POOL #323908_ 6.00000000 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31415QGD25 / FNMA POOL 985896 FN 08/38 FIXED 5.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| US36208WDX83 / GOVT NATL MORTG ASSN 6.50% 06/15/2028 GNMA SF | 0.00 | 0.0000 | -0.0000 | ||||||
| US36202K3C78 / GNMA II POOL 008895 G2 06/26 FLOATING VAR | 0.00 | 0.0000 | -0.0000 | ||||||
| BOUGHT TRY SOLD USD 20250804 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT TRY SOLD USD 20250804 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31388UZF01 / FNMA POOL 615542 FN 11/31 FIXED 6.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31389YA430 / FNMA POOL 639127 FN 09/32 FIXED 6 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31292HGC25 / Freddie Mac Gold Pool | 0.00 | 0.0000 | 0.0000 | ||||||
| US31371KQ615 / Fannie Mae Pool | 0.00 | 0.0000 | 0.0000 | ||||||
| US31348S2X16 / Federal Home Loan Mortgage Corporation | 0.00 | 0.0000 | 0.0000 | ||||||
| US31416XWG14 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| FNMA POOL 654789 FN 08/32 FIXED 6 / ABS-MBS (US31390SNE71) | 0.00 | 0.0000 | 0.0000 | ||||||
| FNMA POOL 654789 FN 08/32 FIXED 6 / ABS-MBS (US31390SNE71) | 0.00 | 0.0000 | 0.0000 | ||||||
| US36225AXN52 / Ginnie Mae I Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US31410QJR39 / FNMA POOL 894072 FN 10/36 FIXED 6 | 0.00 | 0.0000 | 0.0000 | ||||||
| US36202CK773 / 30 YR SINGLE FAMILY MBS | 0.00 | 0.0000 | -0.0000 | ||||||
| US31376KPN09 / Fannie Mae Pool | 0.00 | 0.0000 | 0.0000 | ||||||
| US31418SU312 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US31390JX894 / FNMA POOL 647903 FN 04/27 FLOATING VAR | 0.00 | 0.0000 | -0.0000 | ||||||
| US36210BUF02 / Ginnie Mae I Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US31412MSA70 / Fannie Mae Pool | 0.00 | 0.0000 | 0.0000 | ||||||
| US36202KTG03 / Ginnie Mae II Pool | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| US3133TQFM42 / Freddie Mac REMICS | 0.00 | 0.0000 | -0.0000 | ||||||
| US3131X6J436 / FED HM LN PC POOL ZK2983 FR 02/26 FIXED 4 | 0.00 | 0.0000 | -0.0000 | ||||||
| US3128P7CX92 / FED HM LN PC POOL C90986 FG 06/26 FIXED 7 | 0.00 | 0.0000 | -0.0000 | ||||||
| US36212TW425 / Ginnie Mae I Pool | 0.00 | 0.0000 | 0.0000 | ||||||
| US36202EV891 / GINNIE MAE II POOL P#4239 6.00000000 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31371KZB06 / FNMA POOL 254638 FN 02/33 FIXED 6 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31287VP950 / FED HM LN PC POOL C69448 FG 07/32 FIXED 7.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| FNMA POOL 555080 FN 11/32 FIXED VAR / ABS-MBS (US31385WUD90) | 0.00 | 0.0000 | 0.0000 | ||||||
| US3128CUKR65 / FED HM LN PC POOL G30304 FG 02/26 FIXED 4.5 | 0.00 | 0.0000 | -0.0000 | ||||||
| FNMA POOL 555080 FN 11/32 FIXED VAR / ABS-MBS (US31385WUD90) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31292HKJ22 / Freddie Mac Gold Pool | 0.00 | 0.0000 | 0.0000 | ||||||
| US31368HKV41 / FANNIE MAE 7.50% 09/01/2030 FNMA 30 | 0.00 | 0.0000 | 0.0000 | ||||||
| US36212EDA29 / GNMA POOL 531197 GN 06/30 FIXED 8.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31404KL342 / FNMA POOL 770846 FN 04/34 FLOATING VAR | 0.00 | 0.0000 | 0.0000 | ||||||
| US31419B5D38 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US36225CD522 / GNMA II POOL 080123 G2 10/27 FLOATING VAR | 0.00 | 0.0000 | 0.0000 | ||||||
| US36202DRH60 / Ginnie Mae II Pool | 0.00 | 0.0000 | 0.0000 | ||||||
| US36202CPB36 / GNMA II POOL 002218 G2 05/26 FIXED 7.5 | 0.00 | 0.0000 | -0.0000 | ||||||
| US36225BWH76 / GNMA 7.00% 11/32 #781548 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31410YAF16 / FNMA POOL 901006 FN 09/36 FLOATING VAR | 0.00 | 0.0000 | 0.0000 | ||||||
| US31419DSA09 / FNMA POOL AE3212 FN 11/25 FIXED 4 | 0.00 | 0.0000 | -0.0000 | ||||||
| US3128FPRK28 / FED HM LN PC POOL D80490 FG 06/27 FIXED 7.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31378QDR92 / FNMA POOL 405212 FN 06/28 FIXED 6.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31419JBE73 / FNMA POOL AE7236 FN 12/25 FIXED 3.5 | 0.00 | 0.0000 | -0.0000 | ||||||
| US36202K2J31 / GNMA II POOL 008877 G2 05/26 FLOATING VAR | 0.00 | 0.0000 | 0.0000 | ||||||
| US36209FDS56 / GNMA POOL 470013 GN 02/29 FIXED 7 | 0.00 | 0.0000 | 0.0000 | ||||||
| US3131X6DJ64 / FED HM LN PC POOL ZK2805 FR 12/25 FIXED 3.5 | 0.00 | 0.0000 | -0.0000 | ||||||
| US3138A2CT45 / FNMA POOL AH0981 FN 12/25 FIXED 3.5 | 0.00 | 0.0000 | -0.0000 | ||||||
| US36210AZK68 / GNMA 7.00% 1/29 #486846 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31371JNQ30 / FNMA POOL 253399 FN 08/30 FIXED 8.5 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31371KMK42 / FNMA POOL 254262 FN 04/32 FIXED 6 | 0.00 | 0.0000 | 0.0000 | ||||||
| US36207LJ338 / GNMA POOL 435082 GN 04/31 FIXED 7 | 0.00 | 0.0000 | -0.0000 | ||||||
| US36212C6X43 / GNMA POOL 530186 GN 11/30 FIXED 9 | 0.00 | 0.0000 | 0.0000 | ||||||
| US36202KUF01 / GNMA II POOL 008682 G2 08/25 FLOATING VAR | 0.00 | 0.0000 | -0.0000 | ||||||
| US36210AMQ75 / Ginnie Mae I Pool | 0.00 | 0.0000 | 0.0000 | ||||||
| US36202KZH12 / GNMA II POOL 008844 G2 03/26 FLOATING VAR | 0.00 | 0.0000 | -0.0000 | ||||||
| SOLD TWD BOUGHT USD 20250703 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOLD TWD BOUGHT USD 20250703 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31359PX847 / FNMA, REMIC, Series 1997-42, Class ZC | 0.00 | 0.0000 | -0.0000 | ||||||
| US31419JW877 / FNMA POOL AE7870 FN 12/25 FIXED 3.5 | 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 | ||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31375DD833 / FNMA POOL 331427 FN 11/25 FLOATING VAR | 0.00 | 0.0000 | -0.0000 | ||||||
| US31295NUU08 / FED HM LN PC POOL 789595 FH 07/32 FLOATING VAR | 0.00 | 0.0000 | 0.0000 | ||||||
| US36202K6C42 / GNMA II POOL 008967 G2 09/26 FLOATING VAR | 0.00 | 0.0000 | 0.0000 | ||||||
| US31283HAW51 / FED HM LN PC POOL G00921 FG 04/28 FIXED 7.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31359V6Z11 / FANNIE MAE FNR 1999 37 F | 0.00 | 0.0000 | 0.0000 | ||||||
| US31385C3W12 / Federal National Mortgage Association | 0.00 | 0.0000 | 0.0000 | ||||||
| US31374TG942 / FNMA POOL 323424 FN 12/28 FIXED VAR | 0.00 | 0.0000 | 0.0000 | ||||||
| US31368HKJ13 / Fannie Mae Pool | 0.00 | 0.0000 | 0.0000 | ||||||
| US36202KVB87 / Ginnie Mae II Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US36225AWL06 / Ginnie Mae I Pool | 0.00 | 0.0000 | 0.0000 | ||||||
| US31392CRD82 / FANNIE MAE FNR 2002 21 FD | 0.00 | 0.0000 | 0.0000 | ||||||
| US31385QRZ71 / FNMA POOL 549604 FN 08/30 FIXED 8 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31385EGH62 / FNMA POOL 542100 FN 05/30 FIXED 8.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31374TVD89 / FNMA POOL 323812 FN 07/29 FIXED VAR | 0.00 | 0.0000 | -0.0000 | ||||||
| US31295KLE28 / FED HM LN PC POOL 786625 FH 09/28 FLOATING VAR | 0.00 | 0.0000 | 0.0000 | ||||||
| US41161PWU38 / HarborView Mortgage Loan Trust 2005-14 | 0.00 | 0.0000 | -0.0000 | ||||||
| US36202K3S21 / GNMA II POOL 008909 G2 07/26 FLOATING VAR | 0.00 | 0.0000 | -0.0000 | ||||||
| US31382DKX11 / FNMA POOL 479210 FN 01/29 FIXED 6 | 0.00 | 0.0000 | 0.0000 | ||||||
| US36202DGT28 / GNMA II POOL 002910 G2 04/30 FIXED 8.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| US36202DHL82 / Ginnie Mae II Pool | 0.00 | 0.0000 | 0.0000 | ||||||
| US36202DMR97 / Ginnie Mae II Pool | 0.00 | 0.0000 | 0.0000 | ||||||
| US31378YHU10 / FNMA POOL 412543 FN 01/28 FIXED 6.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31383KD204 / FNMA POOL 505121 FN 07/29 FIXED 6.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31371FHY16 / FNMA POOL 250547 FN 03/26 FIXED 6 | 0.00 | 0.0000 | -0.0000 | ||||||
| US36202DQE49 / GOVT NATL MORTG ASSN 8.00% 10/20/2031 GNMA II | 0.00 | 0.0000 | 0.0000 | ||||||
| US31418SUT40 / FNMA 15YR 3.50% 10/25 #AD5093 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31419BSF30 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US36202CUC53 / GNMA II, 30 Year | 0.00 | 0.0000 | 0.0000 | ||||||
| US36212C2Q38 / GNMA POOL 530083 GN 08/30 FIXED 8.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| US3128P7B691 / FED HM LN PC POOL C90961 FG 01/26 FIXED 4.5 | 0.00 | 0.0000 | -0.0000 | ||||||
| US36202KU452 / Ginnie Mae II Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US31371FMA74 / FNMA POOL 250653 FN 08/26 FIXED 8.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| HOMEX / Desarrolladora Homex, S.A.B. de C.V. | 0.78 | 0.00 | 0.00 | 0.0000 | 0.0000 | ||||
| US31380RQK40 / FNMA POOL 447858 FN 12/28 FIXED 6 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31400DDC39 / FNMA POOL 684199 FN 01/33 FIXED 6 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31298SQU14 / FG 02/30 FIXED 7.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| US36205RXZ53 / Ginnie Mae I Pool | 0.00 | 0.0000 | 0.0000 | ||||||
| US31375WPM72 / FNMA POOL 347028 FN 06/26 FIXED 8 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31417YWE30 / FNMA POOL MA0644 FN 12/25 FIXED 4.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| US36202DKY66 / Government National Mortgage Association | 0.00 | 0.0000 | 0.0000 | ||||||
| US31374S5U12 / Fannie Mae Pool | 0.00 | 0.0000 | 0.0000 | ||||||
| US36202DLH25 / GOVT NATL MORTG ASSN 8.00% 01/20/2031 GNMA II | 0.00 | 0.0000 | 0.0000 | ||||||
| 962LJPII7 / PP690IAC7 GLITNER BANKI HF PP690IAC7 GLITNER BANKI HF | 0.00 | 0.0000 | 0.0000 | ||||||
| US31403DFV64 / FANNIE MAE 3.862% 04/01/2036 FNMA ARM | 0.00 | 0.0000 | 0.0000 | ||||||
| US31390RK852 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US31283HGS85 / Freddie Mac Gold Pool | 0.00 | 0.0000 | 0.0000 | ||||||
| SOLD IDR BOUGHT USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOLD IDR BOUGHT USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31283GXL66 / FED HM LN PC POOL G00683 FG 12/25 FIXED 8.5 | 0.00 | 0.0000 | -0.0000 | ||||||
| US36208VVP74 / GNMA POOL 462422 GN 12/27 FIXED 7.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| US36225CBA36 / Ginnie Mae II Pool | 0.00 | 0.0000 | 0.0000 | ||||||
| US31362S5N16 / FNMA POOL 070153 FN 08/27 FLOATING VAR | 0.00 | 0.0000 | -0.0000 | ||||||
| US31371FLW04 / Fannie Mae Pool | 0.00 | 0.0000 | 0.0000 | ||||||
| US36206FWG35 / GNMA POOL 410247 GN 12/25 FIXED 8 | 0.00 | 0.0000 | -0.0000 | ||||||
| US36212EGF88 / GN 08/30 FIXED 8.5 | 0.00 | 0.0000 | -0.0000 | ||||||
| US3132CJAE38 / FHLG 10YR 3.5% 03/01/2028#SA0005 | 0.00 | 0.0000 | -0.0000 | ||||||
| US3140HJSM41 / FNMA POOL BK5023 FN 06/48 FIXED 3.5 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31371GTH38 / Fannie Mae Pool | 0.00 | 0.0000 | 0.0000 | ||||||
| US3138EGTU81 / FNMA POOL AL0562 FN 04/26 FIXED VAR | 0.00 | 0.0000 | -0.0000 | ||||||
| US36212FYB48 / GNMA POOL 532706 GN 07/30 FIXED 8.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31419FNU65 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US65535VSE91 / NOMURA ASSET ACCEPTANCE CORPOR NAA 2006 AR1 4A | 0.00 | 0.0000 | 0.0000 | ||||||
| US31380LGD47 / FNMA POOL 443096 FN 12/28 FIXED 6 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31359KGH41 / FANNIEMAE WHOLE LOAN FNW 1996 W2 A7 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31403SBK15 / FNMA POOL 756142 FN 01/30 FIXED 7.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| US3138EK2C89 / Fannie Mae Pool | 0.00 | 0.0000 | 0.0000 | ||||||
| US36206APL16 / GNMA POOL 405527 GN 11/25 FIXED 7.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| US36206JXZ29 / GNMA POOL 412996 GN 08/25 FIXED 7.5 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31359QFE98 / FANNIE MAE FNR 1997 53 PI | 0.00 | 0.0000 | 0.0000 | ||||||
| US36202CNT61 / Ginnie Mae II Pool | 0.00 | 0.0000 | 0.0000 | ||||||
| US36207H2F30 / Ginnie Mae I Pool | 0.00 | 0.0000 | 0.0000 | ||||||
| US31384VZE54 / FNMA POOL 535441 FN 03/30 FIXED VAR | 0.00 | 0.0000 | 0.0000 | ||||||
| US3140J8W903 / FNMA POOL BM4271 FN 11/25 FIXED VAR | 0.00 | 0.0000 | 0.0000 | ||||||
| US31359PWN22 / FANNIE MAE FNR 1997 34 PK | 0.00 | 0.0000 | -0.0000 | ||||||
| US3128CUKB14 / FED HM LN PC POOL G30290 FG 03/26 FIXED 6.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31374F2P35 / FNMA 7.50% 10/26 #313182 | 0.00 | 0.0000 | 0.0000 | ||||||
| US31371FA775 / FNMA 30YR | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| 936TNJII2 / NEPTUNE QUASAR PPN | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0009403727 / JYSKE REALKREDIT A/S COVERED 10/53 1.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| 934KZP905 / ENCINA PRIVATE CREDIT PFD PFD0 PFD0ENCN8 | 0.00 | 0.00 | 0.00 | 0.0000 | 0.0000 | ||||
| PERFORMER FUNDING PERFF 1A RC / ABS-O (XS2721095755) | 0.00 | 0.0000 | 0.0000 | ||||||
| XS1908329029 / PROTEUS RMBS DAC PROTE 1A YR 144A | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0004619467 / Realkredit Danmark A/S | 0.00 | 0.0000 | 0.0000 | ||||||
| US073914C270 / Structured Asset Mortgage Investments Inc | 0.00 | 0.0000 | 0.0000 | ||||||
| 317U9EGA4 PIMCO SWAPTION 4.135 PUT USD 2025063 / DIR (EZXJWB9HGZH3) | 0.00 | 0.0000 | 0.0000 | ||||||
| ROUNDSTONE SECURITIES RNST 2A X2 / ABS-MBS (XS2779838346) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| PERFORMER FUNDING PERFF 1A RC / ABS-O (XS2721095755) | 0.00 | 0.0000 | 0.0000 | ||||||
| 317U9EKA9 PIMCO SWAPTION 2.36 PUT EUR 20250630 / DIR (000000000) | -0.00 | 0.0000 | 0.0000 | ||||||
| 317U9FOA2 PIMCO SWAPTION 4.077 PUT USD 2025063 / DIR (EZXJWB9HGZH3) | -0.00 | 0.0000 | 0.0000 | ||||||
| 317U9ELA8 PIMCO SWAPTION 2.1 CALL EUR 20250630 / DIR (000000000) | -0.00 | 0.0000 | 0.0000 | ||||||
| 317U9FOA2 PIMCO SWAPTION 4.077 PUT USD 2025063 / DIR (EZXJWB9HGZH3) | -0.00 | 0.0000 | 0.0000 | ||||||
| 317U9ELA8 PIMCO SWAPTION 2.1 CALL EUR 20250630 / DIR (000000000) | -0.00 | 0.0000 | 0.0000 | ||||||
| 317U9FPA1 PIMCO SWAPTION 3.677 CALL USD 202506 / DIR (EZY1GXGHBZM5) | -0.00 | 0.0000 | 0.0000 | ||||||
| 317U9EKA9 PIMCO SWAPTION 2.36 PUT EUR 20250630 / DIR (000000000) | -0.00 | 0.0000 | 0.0000 | ||||||
| 317U9FPA1 PIMCO SWAPTION 3.677 CALL USD 202506 / DIR (EZY1GXGHBZM5) | -0.00 | 0.0000 | 0.0000 | ||||||
| 317U9FOA2 PIMCO SWAPTION 4.077 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 | ||||||
| 317U9EOA5 PIMCO SWAPTION 4.101 PUT USD 2025063 / DIR (EZXJWB9HGZH3) | -0.00 | 0.0000 | 0.0000 | ||||||
| 317U9G6A0 PIMCO SWAPTION 4.065 PUT USD 2025070 / DIR (EZJQZP36X547) | -0.00 | 0.0000 | 0.0000 | ||||||
| 317U9FTA7 PIMCO SWAPTION 4.05 PUT USD 20250630 / DIR (EZXJWB9HGZH3) | -0.00 | 0.0000 | 0.0000 | ||||||
| 317U9EOA5 PIMCO SWAPTION 4.101 PUT USD 2025063 / DIR (EZXJWB9HGZH3) | -0.00 | 0.0000 | 0.0000 | ||||||
| 317U9EIA2 PIMCO SWAPTION 4.127 PUT USD 2025063 / DIR (EZXJWB9HGZH3) | -0.00 | 0.0000 | 0.0000 | ||||||
| 317U9EIA2 PIMCO SWAPTION 4.127 PUT USD 2025063 / DIR (EZXJWB9HGZH3) | -0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / 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 | ||||||
| 317U9GMA2 PIMCO SWAPTION 4.1 PUT USD 20250703 / DIR (EZ78N9X8M3Y4) | -0.00 | -0.0000 | -0.0000 | ||||||
| 31750QSL4 OTC EPUT FN 4.5 JUL25 92.46875 PUT / DIR (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9GMA2 PIMCO SWAPTION 4.1 PUT USD 20250703 / DIR (EZ78N9X8M3Y4) | -0.00 | -0.0000 | -0.0000 | ||||||
| 31750QSL4 OTC EPUT FN 4.5 JUL25 92.46875 PUT / DIR (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9GEA1 PIMCO SWAPTION 4.075 PUT USD 2025070 / DIR (EZ78N9X8M3Y4) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9GEA1 PIMCO SWAPTION 4.075 PUT USD 2025070 / DIR (EZ78N9X8M3Y4) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT TWD SOLD USD 20250703 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT TWD SOLD USD 20250703 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9GBA4 PIMCO SWAPTION 2.38 CALL EUR 2025070 / DIR (EZ8HHXRGV1D7) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9GBA4 PIMCO SWAPTION 2.38 CALL EUR 2025070 / DIR (EZ8HHXRGV1D7) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9IZA4 PIMCO SWAPTION 4.125 PUT USD 2025070 / DIR (EZY1VWC6W1B5) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9IZA4 PIMCO SWAPTION 4.125 PUT USD 2025070 / DIR (EZY1VWC6W1B5) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD KRW BOUGHT USD 20250708 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD KRW BOUGHT USD 20250708 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD TRY BOUGHT USD 20250703 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD TRY BOUGHT USD 20250703 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260518 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260518 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD IDR BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD IDR BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9JKA8 PIMCO SWAPTION 4.14 PUT USD 20250709 / DIR (EZYG54DQ9CL7) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260602 / 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 20250709 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250708 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250708 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9JRA1 PIMCO SWAPTION 4.12 PUT USD 20250709 / DIR (EZYG54DQ9CL7) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9JRA1 PIMCO SWAPTION 4.12 PUT USD 20250709 / DIR (EZYG54DQ9CL7) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9JRA1 PIMCO SWAPTION 4.12 PUT USD 20250709 / DIR (EZYG54DQ9CL7) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD IDR BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD IDR BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD IDR BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9HMA0 PIMCO SWAPTION 4.019 PUT USD 2025070 / DIR (EZY1VWC6W1B5) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9JSA0 PIMCO SWAPTION 4.122 PUT USD 2025071 / DIR (EZMLYZSNFH30) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260610 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260610 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260610 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260610 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250708 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250708 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| OIS CAD CAONREPO/4.82000 07/13/23-2Y LCH / DIR (EZV33T80J9Z3) | -0.00 | 0.00 | -0.0000 | -0.0000 | |||||
| OIS CAD CAONREPO/4.82000 07/13/23-2Y LCH / DIR (EZV33T80J9Z3) | -0.00 | 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 | ||||||
| BOUGHT KWD SOLD USD 20260615 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260615 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| OIS CAD CAONREPO/2.8500 12/19/24-8Y* LCH / DIR (EZSHQTW9QFG1) | -0.00 | -99.72 | -0.0000 | 0.0023 | |||||
| OIS CAD CAONREPO/2.8500 12/19/24-8Y* LCH / DIR (EZSHQTW9QFG1) | -0.00 | -99.72 | -0.0000 | 0.0023 | |||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD KRW BOUGHT USD 20250708 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD KRW BOUGHT USD 20250708 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| OIS CAD CAONREPO/2.9000 03/31/25-8Y* LCH / DIR (EZM3GC13QTT8) | -0.00 | -99.78 | -0.0000 | 0.0040 | |||||
| 31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) | -0.00 | -97.59 | -0.0000 | 0.0004 | |||||
| 31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) | -0.00 | -97.59 | -0.0000 | 0.0004 | |||||
| 31750QMA4 PIMCO CDSOPT PUT USD 1.0 20250716 / DCR (EZ967XY50V92) | -0.00 | -97.59 | -0.0000 | 0.0004 | |||||
| SOLD IDR BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 31750QMB2 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (EZ967XY50V92) | -0.00 | -97.59 | -0.0000 | 0.0004 | |||||
| 31750QMB2 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (EZ967XY50V92) | -0.00 | -97.59 | -0.0000 | 0.0004 | |||||
| 31750QMB2 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (EZ967XY50V92) | -0.00 | -97.59 | -0.0000 | 0.0004 | |||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 31750QN05 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) | -0.01 | -96.99 | -0.0000 | 0.0004 | |||||
| 31750QN05 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) | -0.01 | -96.99 | -0.0000 | 0.0004 | |||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260528 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260528 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| 317U9LLA2 PIMCO SWAPTION 4.095 PUT USD 2025071 / DIR (EZBYVN1N6JS0) | -0.01 | -0.0000 | -0.0000 | ||||||
| 317U9LLA2 PIMCO SWAPTION 4.095 PUT USD 2025071 / DIR (EZBYVN1N6JS0) | -0.01 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260504 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260504 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250708 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250708 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| 317U9LGA8 PIMCO SWAPTION 4.097 PUT USD 2025071 / DIR (EZHBWHSTV570) | -0.01 | -0.0000 | -0.0000 | ||||||
| 317U9LGA8 PIMCO SWAPTION 4.097 PUT USD 2025071 / DIR (EZHBWHSTV570) | -0.01 | -0.0000 | -0.0000 | ||||||
| SOLD IDR BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| SOLD IDR BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| 31750QM06 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (EZ967XY50V92) | -0.01 | -94.58 | -0.0000 | 0.0003 | |||||
| 31750QM06 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (EZ967XY50V92) | -0.01 | -94.58 | -0.0000 | 0.0003 | |||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260505 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260505 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| SOLD KRW BOUGHT USD 20250714 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| SOLD KRW BOUGHT USD 20250714 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| 31750QSK6 OTC ECAL FN 4.5 JUL25 96.46875 CALL / DIR (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| 31750QSK6 OTC ECAL FN 4.5 JUL25 96.46875 CALL / DIR (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20270610 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20270610 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20270610 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20270610 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| 317U9M3A0 PIMCO SWAPTION 4.037 PUT USD 2025071 / DIR (EZ1JLHJ8JY10) | -0.01 | -0.0000 | -0.0000 | ||||||
| 317U9M3A0 PIMCO SWAPTION 4.037 PUT USD 2025071 / DIR (EZ1JLHJ8JY10) | -0.01 | -0.0000 | -0.0000 | ||||||
| COLOMBIA LA SP JPM / DCR (EZXKWXGHTDT1) | -0.01 | -43.48 | -0.0000 | 0.0000 | |||||
| COLOMBIA LA SP JPM / DCR (EZXKWXGHTDT1) | -0.01 | -43.48 | -0.0000 | 0.0000 | |||||
| COLOMBIA LA SP CBK / DCR (EZ05QB3PBRQ1) | -0.02 | -171.43 | -0.0000 | -0.0001 | |||||
| COLOMBIA LA SP CBK / DCR (EZ05QB3PBRQ1) | -0.02 | -171.43 | -0.0000 | -0.0001 | |||||
| 317U9MJA3 PIMCO SWAPTION 4.05 PUT USD 20250721 / DIR (EZPXSH8F93Y9) | -0.02 | -0.0000 | -0.0000 | ||||||
| 317U9MJA3 PIMCO SWAPTION 4.05 PUT USD 20250721 / DIR (EZPXSH8F93Y9) | -0.02 | -0.0000 | -0.0000 | ||||||
| COLOMBIA LA SP BRC / DCR (EZ05QB3PBRQ1) | -0.02 | -180.95 | -0.0000 | -0.0001 | |||||
| COLOMBIA LA SP BRC / DCR (EZ05QB3PBRQ1) | -0.02 | -180.95 | -0.0000 | -0.0001 | |||||
| 317U9GAA5 PIMCO SWAPTION 2.64 PUT EUR 20250703 / DIR (EZL9GW5599J4) | -0.02 | -0.0000 | -0.0000 | ||||||
| 317U9GAA5 PIMCO SWAPTION 2.64 PUT EUR 20250703 / DIR (EZL9GW5599J4) | -0.02 | -0.0000 | -0.0000 | ||||||
| US 10YR FUT OPTN AUG25P 108.5 EXP 07/25/2025 / DIR (000000000) | -0.02 | -0.0000 | -0.0000 | ||||||
| US 10YR FUT OPTN AUG25P 108.5 EXP 07/25/2025 / DIR (000000000) | -0.02 | -0.0000 | -0.0000 | ||||||
| RFR USD SOFR/3.57226 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.02 | -104.29 | -0.0000 | -0.0011 | |||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0000 | -0.0000 | ||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0000 | -0.0000 | ||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0000 | -0.0000 | ||||||
| 317U9MPA6 PIMCO SWAPTION 3.933 PUT USD 2025072 / DIR (EZTRLD6PX319) | -0.02 | -0.0001 | -0.0001 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0001 | -0.0001 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0001 | -0.0001 | ||||||
| ZCS BRL 14.0087 05/12/25-01/04/27 CME / DIR (EZHTRBH6Z688) | -0.03 | -0.0001 | -0.0001 | ||||||
| ZCS BRL 14.0087 05/12/25-01/04/27 CME / DIR (EZHTRBH6Z688) | -0.03 | -0.0001 | -0.0001 | ||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | -0.03 | -0.0001 | -0.0001 | ||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | -0.03 | -0.0001 | -0.0001 | ||||||
| EURO-BUND OPTION AUG25C 132.5 EXP 07/25/2025 / DIR (DE000F1674Y7) | -0.03 | -0.0001 | -0.0001 | ||||||
| EURO-BUND OPTION AUG25C 132.5 EXP 07/25/2025 / DIR (DE000F1674Y7) | -0.03 | -0.0001 | -0.0001 | ||||||
| SOFTBANK GROUP CORP SNR JP SP GST / DCR (EZ1K1NTX2WN0) | -0.03 | 19.05 | -0.0001 | -0.0000 | |||||
| SOFTBANK GROUP CORP SNR JP SP GST / DCR (EZ1K1NTX2WN0) | -0.03 | 19.05 | -0.0001 | -0.0000 | |||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.03 | -0.0001 | -0.0001 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.03 | -0.0001 | -0.0001 | ||||||
| COLOMBIA LA SP CBK / DCR (EZXKWXGHTDT1) | -0.03 | 13.04 | -0.0001 | -0.0000 | |||||
| COLOMBIA LA SP CBK / DCR (EZXKWXGHTDT1) | -0.03 | 13.04 | -0.0001 | -0.0000 | |||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0001 | -0.0001 | ||||||
| 317U9EHA3 PIMCO SWAPTION 3.735 CALL USD 202506 / DIR (EZY1GXGHBZM5) | -0.03 | -0.0001 | -0.0001 | ||||||
| SOLD EUR BOUGHT USD 20250724 / DFE (000000000) | -0.03 | -0.0001 | -0.0001 | ||||||
| SOLD EUR BOUGHT USD 20250724 / DFE (000000000) | -0.03 | -0.0001 | -0.0001 | ||||||
| SOLD EUR BOUGHT USD 20250724 / DFE (000000000) | -0.03 | -0.0001 | -0.0001 | ||||||
| SOLD EUR BOUGHT USD 20250724 / DFE (000000000) | -0.03 | -0.0001 | -0.0001 | ||||||
| SOLD EUR BOUGHT USD 20250724 / DFE (000000000) | -0.03 | -0.0001 | -0.0001 | ||||||
| EURO-BOBL OPTION AUG25C 118.5 EXP 07/25/2025 / DIR (DE000F167SZ1) | -0.03 | -0.0001 | -0.0001 | ||||||
| EURO-BOBL OPTION AUG25C 118.5 EXP 07/25/2025 / DIR (DE000F167SZ1) | -0.03 | -0.0001 | -0.0001 | ||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 BPS / DCR (000000000) | -0.03 | -0.0001 | -0.0001 | ||||||
| RFR USD SOFR/3.7091* 03/01/24-9Y* LCH / DIR (EZPPGS20SB55) | -0.03 | -101.01 | -0.0001 | -0.0067 | |||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | -0.03 | -0.0001 | -0.0001 | ||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | -0.03 | -0.0001 | -0.0001 | ||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0.03 | -0.0001 | -0.0001 | ||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0.03 | -0.0001 | -0.0001 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0001 | -0.0001 | ||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0.03 | -0.0001 | -0.0001 | ||||||
| 317U9LFA9 PIMCO SWAPTION 2.46 CALL EUR 2025071 / DIR (EZLXC2V2MYF7) | -0.03 | -0.0001 | -0.0001 | ||||||
| 317U9LFA9 PIMCO SWAPTION 2.46 CALL EUR 2025071 / DIR (EZLXC2V2MYF7) | -0.03 | -0.0001 | -0.0001 | ||||||
| SOLD PEN BOUGHT USD 20251205 / DFE (000000000) | -0.03 | -0.0001 | -0.0001 | ||||||
| SOLD PEN BOUGHT USD 20250930 / DFE (000000000) | -0.04 | -0.0001 | -0.0001 | ||||||
| SOLD PEN BOUGHT USD 20250930 / DFE (000000000) | -0.04 | -0.0001 | -0.0001 | ||||||
| SOLD ILS BOUGHT USD 20250709 / DFE (000000000) | -0.04 | -0.0001 | -0.0001 | ||||||
| SOLD ILS BOUGHT USD 20250709 / DFE (000000000) | -0.04 | -0.0001 | -0.0001 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.04 | -0.0001 | -0.0001 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.04 | -0.0001 | -0.0001 | ||||||
| COLOMBIA LA SP BPS / DCR (EZQJJC4KSPK3) | -0.04 | -9.76 | -0.0001 | 0.0000 | |||||
| COLOMBIA LA SP BPS / DCR (EZQJJC4KSPK3) | -0.04 | -9.76 | -0.0001 | 0.0000 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.04 | -0.0001 | -0.0001 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.04 | -0.0001 | -0.0001 | ||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 MYC / DCR (000000000) | -0.04 | -0.0001 | -0.0001 | ||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 MYC / DCR (000000000) | -0.04 | -0.0001 | -0.0001 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.04 | -0.0001 | -0.0001 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.04 | -0.0001 | -0.0001 | ||||||
| SOLD KRW BOUGHT USD 20250708 / DFE (000000000) | -0.04 | -0.0001 | -0.0001 | ||||||
| SOLD KRW BOUGHT USD 20250708 / DFE (000000000) | -0.04 | -0.0001 | -0.0001 | ||||||
| 317U9EPA4 PIMCO SWAPTION 3.701 CALL USD 202506 / DIR (EZY1GXGHBZM5) | -0.04 | -0.0001 | -0.0001 | ||||||
| 317U9EPA4 PIMCO SWAPTION 3.701 CALL USD 202506 / DIR (EZY1GXGHBZM5) | -0.04 | -0.0001 | -0.0001 | ||||||
| 317U9EPA4 PIMCO SWAPTION 3.701 CALL USD 202506 / DIR (EZY1GXGHBZM5) | -0.04 | -0.0001 | -0.0001 | ||||||
| 317U9MNA8 PIMCO SWAPTION 3.955 PUT USD 2025072 / DIR (EZTRLD6PX319) | -0.04 | -0.0001 | -0.0001 | ||||||
| 317U9FUA5 PIMCO SWAPTION 3.7 CALL USD 20250630 / DIR (EZY1GXGHBZM5) | -0.04 | -0.0001 | -0.0001 | ||||||
| 317U9FUA5 PIMCO SWAPTION 3.7 CALL USD 20250630 / DIR (EZY1GXGHBZM5) | -0.04 | -0.0001 | -0.0001 | ||||||
| US 10YR FUT OPTN AUG25P 109 EXP 07/25/2025 / DIR (000000000) | -0.04 | -0.0001 | -0.0001 | ||||||
| US 10YR FUT OPTN AUG25P 109 EXP 07/25/2025 / DIR (000000000) | -0.04 | -0.0001 | -0.0001 | ||||||
| US 10YR FUT OPTN AUG25P 109.5 EXP 07/25/2025 / DIR (000000000) | -0.04 | -0.0001 | -0.0001 | ||||||
| US 10YR FUT OPTN AUG25P 109.5 EXP 07/25/2025 / DIR (000000000) | -0.04 | -0.0001 | -0.0001 | ||||||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | -0.04 | -0.0001 | -0.0001 | ||||||
| RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (EZH2QB9TLWH9) | -0.05 | -86.91 | -0.0001 | 0.0007 | |||||
| RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (EZH2QB9TLWH9) | -0.05 | -86.91 | -0.0001 | 0.0007 | |||||
| COLOMBIA LA SP MYC / DCR (EZXKWXGHTDT1) | -0.05 | 108.70 | -0.0001 | -0.0001 | |||||
| COLOMBIA LA SP MYC / DCR (EZXKWXGHTDT1) | -0.05 | 108.70 | -0.0001 | -0.0001 | |||||
| SOLD EUR BOUGHT USD 20250724 / DFE (000000000) | -0.05 | -0.0001 | -0.0001 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.05 | -0.0001 | -0.0001 | ||||||
| EURO-BOBL OPTION AUG25P 117.2 EXP 07/25/2025 / DIR (DE000F167SF3) | -0.05 | -0.0001 | -0.0001 | ||||||
| EURO-BOBL OPTION AUG25P 117.2 EXP 07/25/2025 / DIR (DE000F167SF3) | -0.05 | -0.0001 | -0.0001 | ||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.05 | -0.0001 | -0.0001 | ||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0.05 | -0.0001 | -0.0001 | ||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0.05 | -0.0001 | -0.0001 | ||||||
| 317U9LEA0 PIMCO SWAPTION 2.72 PUT EUR 20250716 / DIR (EZMWVGHPD033) | -0.05 | -0.0001 | -0.0001 | ||||||
| 317U9LEA0 PIMCO SWAPTION 2.72 PUT EUR 20250716 / DIR (EZMWVGHPD033) | -0.05 | -0.0001 | -0.0001 | ||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 MYC / DCR (000000000) | -0.05 | -0.0001 | -0.0001 | ||||||
| 317U8R1A2 PIMCO SWAPTION 3.515 CALL USD 202507 / DIR (EZHRPWJDVDW8) | -0.05 | -81.21 | -0.0001 | 0.0005 | |||||
| 317U8R1A2 PIMCO SWAPTION 3.515 CALL USD 202507 / DIR (EZHRPWJDVDW8) | -0.05 | -81.21 | -0.0001 | 0.0005 | |||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.05 | -0.0001 | -0.0001 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.05 | -0.0001 | -0.0001 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.05 | -0.0001 | -0.0001 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.05 | -0.0001 | -0.0001 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.05 | -0.0001 | -0.0001 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.06 | -0.0001 | -0.0001 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.06 | -0.0001 | -0.0001 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.06 | -0.0001 | -0.0001 | ||||||
| 317U9N3A8 PIMCO SWAPTION 3.905 PUT USD 2025072 / DIR (EZBGX0TQ91B3) | -0.06 | -0.0001 | -0.0001 | ||||||
| 317U9IFA6 PIMCO SWAPTION 3.68 CALL USD 2025070 / DIR (EZJFGPMJB918) | -0.06 | -0.0001 | -0.0001 | ||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 MYC / DCR (000000000) | -0.06 | -0.0001 | -0.0001 | ||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 MYC / DCR (000000000) | -0.06 | -0.0001 | -0.0001 | ||||||
| IRS EUR 2.41000 11/05/24-10Y LCH / DIR (EZXB852VHRN9) | -0.06 | -90.85 | -0.0001 | 0.0013 | |||||
| IRS EUR 2.41000 11/05/24-10Y LCH / DIR (EZXB852VHRN9) | -0.06 | -90.85 | -0.0001 | 0.0013 | |||||
| EURO-BUND OPTION AUG25P 129 EXP 07/25/2025 / DIR (DE000F167368) | -0.06 | -0.0001 | -0.0001 | ||||||
| EURO-BUND OPTION AUG25P 129 EXP 07/25/2025 / DIR (DE000F167368) | -0.06 | -0.0001 | -0.0001 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.06 | -0.0001 | -0.0001 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.06 | -0.0001 | -0.0001 | ||||||
| 317U9MQA5 PIMCO SWAPTION 3.583 CALL USD 202507 / DIR (EZCLF3R2NG23) | -0.07 | -0.0002 | -0.0002 | ||||||
| 317U9MQA5 PIMCO SWAPTION 3.583 CALL USD 202507 / DIR (EZCLF3R2NG23) | -0.07 | -0.0002 | -0.0002 | ||||||
| SOLD PEN BOUGHT USD 20251205 / DFE (000000000) | -0.07 | -0.0002 | -0.0002 | ||||||
| 317U9N1A0 PIMCO SWAPTION 3.914 PUT USD 2025072 / DIR (EZBGX0TQ91B3) | -0.07 | -0.0002 | -0.0002 | ||||||
| COLOMBIA LA SP BPS / DCR (EZXKWXGHTDT1) | -0.07 | 200.00 | -0.0002 | -0.0001 | |||||
| COLOMBIA LA SP BPS / DCR (EZXKWXGHTDT1) | -0.07 | 200.00 | -0.0002 | -0.0001 | |||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.07 | -0.0002 | -0.0002 | ||||||
| SOLD IDR BOUGHT USD 20250708 / DFE (000000000) | -0.07 | -0.0002 | -0.0002 | ||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 MYC / DCR (000000000) | -0.07 | -0.0002 | -0.0002 | ||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 MYC / DCR (000000000) | -0.07 | -0.0002 | -0.0002 | ||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 MYC / DCR (000000000) | -0.07 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.07 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.07 | -0.0002 | -0.0002 | ||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.07 | -0.0002 | -0.0002 | ||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.07 | -0.0002 | -0.0002 | ||||||
| SOLD PEN BOUGHT USD 20250714 / DFE (000000000) | -0.07 | -0.0002 | -0.0002 | ||||||
| SOLD PEN BOUGHT USD 20250714 / DFE (000000000) | -0.07 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.08 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.08 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.08 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.08 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.08 | -0.0002 | -0.0002 | ||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.08 | -0.0002 | -0.0002 | ||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.08 | -0.0002 | -0.0002 | ||||||
| US 10YR FUT OPTN AUG25P 110.2 EXP 07/25/2025 / DIR (000000000) | -0.08 | -0.0002 | -0.0002 | ||||||
| US 10YR FUT OPTN AUG25P 110.2 EXP 07/25/2025 / DIR (000000000) | -0.08 | -0.0002 | -0.0002 | ||||||
| 317U9O6A3 PIMCO SWAPTION 3.875 PUT USD 2025072 / DIR (EZHZLXVZP143) | -0.08 | -0.0002 | -0.0002 | ||||||
| 317U9O6A3 PIMCO SWAPTION 3.875 PUT USD 2025072 / DIR (EZHZLXVZP143) | -0.08 | -0.0002 | -0.0002 | ||||||
| SOLD NZD BOUGHT USD 20250804 / DFE (000000000) | -0.08 | -0.0002 | -0.0002 | ||||||
| SOLD NZD BOUGHT USD 20250804 / DFE (000000000) | -0.08 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.09 | -0.0002 | -0.0002 | ||||||
| SOLD IDR BOUGHT USD 20250716 / DFE (000000000) | -0.09 | -0.0002 | -0.0002 | ||||||
| SOLD IDR BOUGHT USD 20250716 / DFE (000000000) | -0.09 | -0.0002 | -0.0002 | ||||||
| ZCS BRL 13.9255 05/08/25-01/04/27 CME / DIR (EZ6MPDHN98L0) | -0.09 | -0.0002 | -0.0002 | ||||||
| ZCS BRL 13.9255 05/08/25-01/04/27 CME / DIR (EZ6MPDHN98L0) | -0.09 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.09 | -0.0002 | -0.0002 | ||||||
| SOLD IDR BOUGHT USD 20250716 / DFE (000000000) | -0.09 | -0.0002 | -0.0002 | ||||||
| SOLD IDR BOUGHT USD 20250716 / DFE (000000000) | -0.09 | -0.0002 | -0.0002 | ||||||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | -0.09 | -0.0002 | -0.0002 | ||||||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | -0.09 | -0.0002 | -0.0002 | ||||||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | -0.09 | -0.0002 | -0.0002 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.10 | -0.0002 | -0.0002 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.10 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.10 | -0.0002 | -0.0002 | ||||||
| RFR USD SOFR/3.5815* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.10 | -120.61 | -0.0002 | -0.0013 | |||||
| 317U9O7A2 PIMCO SWAPTION 3.525 CALL USD 202507 / DIR (EZ24N26H1YR9) | -0.10 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.11 | -0.0002 | -0.0002 | ||||||
| 317U9N4A7 PIMCO SWAPTION 3.555 CALL USD 202507 / DIR (EZMYNDCY8F38) | -0.12 | -0.0003 | -0.0003 | ||||||
| 317U9O2A7 PIMCO SWAPTION 3.895 PUT USD 2025072 / DIR (EZHZLXVZP143) | -0.12 | -0.0003 | -0.0003 | ||||||
| 317U9O2A7 PIMCO SWAPTION 3.895 PUT USD 2025072 / DIR (EZHZLXVZP143) | -0.12 | -0.0003 | -0.0003 | ||||||
| 317U9HNA9 PIMCO SWAPTION 3.669 CALL USD 202507 / DIR (EZJFGPMJB918) | -0.12 | -0.0003 | -0.0003 | ||||||
| 317U9HNA9 PIMCO SWAPTION 3.669 CALL USD 202507 / DIR (EZJFGPMJB918) | -0.12 | -0.0003 | -0.0003 | ||||||
| SOLD PEN BOUGHT USD 20250825 / DFE (000000000) | -0.12 | -0.0003 | -0.0003 | ||||||
| COLOMBIA LA SP GST / DCR (EZXKWXGHTDT1) | -0.12 | 434.78 | -0.0003 | -0.0002 | |||||
| COLOMBIA LA SP GST / DCR (EZXKWXGHTDT1) | -0.12 | 434.78 | -0.0003 | -0.0002 | |||||
| 317U8CPA9 PIMCO SWAPTION 3.739 CALL USD 202508 / DIR (EZ02MS39Q829) | -0.13 | -34.03 | -0.0003 | 0.0001 | |||||
| 317U8CPA9 PIMCO SWAPTION 3.739 CALL USD 202508 / DIR (EZ02MS39Q829) | -0.13 | -34.03 | -0.0003 | 0.0001 | |||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.13 | -0.0003 | -0.0003 | ||||||
| SOLD PEN BOUGHT USD 20250707 / DFE (000000000) | -0.14 | -0.0003 | -0.0003 | ||||||
| SOLD PEN BOUGHT USD 20251121 / DFE (000000000) | -0.14 | -0.0003 | -0.0003 | ||||||
| SOLD PEN BOUGHT USD 20251121 / DFE (000000000) | -0.14 | -0.0003 | -0.0003 | ||||||
| COLOMBIA LA SP MYC / DCR (EZQJJC4KSPK3) | -0.14 | 251.22 | -0.0003 | -0.0002 | |||||
| COLOMBIA LA SP MYC / DCR (EZQJJC4KSPK3) | -0.14 | 251.22 | -0.0003 | -0.0002 | |||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0.15 | -0.0003 | -0.0003 | ||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0.15 | -0.0003 | -0.0003 | ||||||
| 317U9N2A9 PIMCO SWAPTION 3.564 CALL USD 202507 / DIR (EZMYNDCY8F38) | -0.15 | -0.0003 | -0.0003 | ||||||
| 317U9G7A9 PIMCO SWAPTION 3.715 CALL USD 202507 / DIR (EZL4V0T519J1) | -0.15 | -0.0003 | -0.0003 | ||||||
| 317U9G7A9 PIMCO SWAPTION 3.715 CALL USD 202507 / DIR (EZL4V0T519J1) | -0.15 | -0.0003 | -0.0003 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.15 | -0.0003 | -0.0003 | ||||||
| 317U9EJA1 PIMCO SWAPTION 3.727 CALL USD 202506 / DIR (EZY1GXGHBZM5) | -0.15 | -0.0003 | -0.0003 | ||||||
| 317U9EJA1 PIMCO SWAPTION 3.727 CALL USD 202506 / DIR (EZY1GXGHBZM5) | -0.15 | -0.0003 | -0.0003 | ||||||
| SOLD PEN BOUGHT USD 20250922 / DFE (000000000) | -0.15 | -0.0003 | -0.0003 | ||||||
| SOLD PEN BOUGHT USD 20250922 / DFE (000000000) | -0.15 | -0.0003 | -0.0003 | ||||||
| 317U9M4A9 PIMCO SWAPTION 3.637 CALL USD 202507 / DIR (EZ7SJVNDKPC9) | -0.16 | -0.0004 | -0.0004 | ||||||
| 317U9M4A9 PIMCO SWAPTION 3.637 CALL USD 202507 / DIR (EZ7SJVNDKPC9) | -0.16 | -0.0004 | -0.0004 | ||||||
| IRS EUR 2.35000 04/29/25-5Y LCH / DIR (EZ74X71XY4J2) | -0.16 | -0.0004 | -0.0004 | ||||||
| IRS EUR 2.35000 04/29/25-5Y LCH / DIR (EZ74X71XY4J2) | -0.16 | -0.0004 | -0.0004 | ||||||
| COLOMBIA LA SP GST / DCR (EZQJJC4KSPK3) | -0.16 | 287.80 | -0.0004 | -0.0003 | |||||
| COLOMBIA LA SP GST / DCR (EZQJJC4KSPK3) | -0.16 | 287.80 | -0.0004 | -0.0003 | |||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.16 | -0.0004 | -0.0004 | ||||||
| 317U9MOA7 PIMCO SWAPTION 3.605 CALL USD 202507 / DIR (EZCLF3R2NG23) | -0.16 | -0.0004 | -0.0004 | ||||||
| 317U9MOA7 PIMCO SWAPTION 3.605 CALL USD 202507 / DIR (EZCLF3R2NG23) | -0.16 | -0.0004 | -0.0004 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.17 | -0.0004 | -0.0004 | ||||||
| OIS CAD CAONREPO/3.0000 01/10/25-9Y* LCH / DIR (EZGTN9JZ4G83) | -0.18 | -76.65 | -0.0004 | 0.0013 | |||||
| OIS CAD CAONREPO/3.0000 01/10/25-9Y* LCH / DIR (EZGTN9JZ4G83) | -0.18 | -76.65 | -0.0004 | 0.0013 | |||||
| IRS EUR 2.42000 03/07/25-10Y LCH / DIR (EZL5KMTRTV12) | -0.18 | -65.97 | -0.0004 | 0.0008 | |||||
| IRS EUR 2.42000 03/07/25-10Y LCH / DIR (EZL5KMTRTV12) | -0.18 | -65.97 | -0.0004 | 0.0008 | |||||
| 317U9GFA0 PIMCO SWAPTION 3.725 CALL USD 202507 / DIR (EZ78XR7L6YX2) | -0.19 | -0.0004 | -0.0004 | ||||||
| 317U9GFA0 PIMCO SWAPTION 3.725 CALL USD 202507 / DIR (EZ78XR7L6YX2) | -0.19 | -0.0004 | -0.0004 | ||||||
| 317U9GFA0 PIMCO SWAPTION 3.725 CALL USD 202507 / DIR (EZ78XR7L6YX2) | -0.19 | -0.0004 | -0.0004 | ||||||
| 317U9O3A6 PIMCO SWAPTION 3.545 CALL USD 202507 / DIR (EZ24N26H1YR9) | -0.19 | -0.0004 | -0.0004 | ||||||
| SOLD PEN BOUGHT USD 20250724 / DFE (000000000) | -0.20 | -0.0005 | -0.0005 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.20 | -0.0005 | -0.0005 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.20 | -0.0005 | -0.0005 | ||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | -0.20 | -0.0005 | -0.0005 | ||||||
| 317U9LMA1 PIMCO SWAPTION 3.695 CALL USD 202507 / DIR (EZSG2674R1G7) | -0.21 | -0.0005 | -0.0005 | ||||||
| 317U9LMA1 PIMCO SWAPTION 3.695 CALL USD 202507 / DIR (EZSG2674R1G7) | -0.21 | -0.0005 | -0.0005 | ||||||
| SOLD PEN BOUGHT USD 20251031 / DFE (000000000) | -0.22 | -0.0005 | -0.0005 | ||||||
| 317U8PWA2 PIMCO SWAPTION 3.519 CALL USD 202507 / DIR (EZ1KS55XM884) | -0.22 | -90.79 | -0.0005 | 0.0048 | |||||
| OIS CAD CAONREPO/3.0000 01/08/25-9Y* LCH / DIR (EZGTN9JZ4G83) | -0.24 | -68.07 | -0.0005 | 0.0011 | |||||
| OIS CAD CAONREPO/3.0000 01/08/25-9Y* LCH / DIR (EZGTN9JZ4G83) | -0.24 | -68.07 | -0.0005 | 0.0011 | |||||
| SOLD PEN BOUGHT USD 20250929 / DFE (000000000) | -0.25 | -0.0006 | -0.0006 | ||||||
| SOLD PEN BOUGHT USD 20250929 / DFE (000000000) | -0.25 | -0.0006 | -0.0006 | ||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.26 | -0.0006 | -0.0006 | ||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.26 | -0.0006 | -0.0006 | ||||||
| 317U9MKA1 PIMCO SWAPTION 3.7 CALL USD 20250721 / DIR (EZQRZMCG5093) | -0.27 | -0.0006 | -0.0006 | ||||||
| 317U9MKA1 PIMCO SWAPTION 3.7 CALL USD 20250721 / DIR (EZQRZMCG5093) | -0.27 | -0.0006 | -0.0006 | ||||||
| 317U9GNA1 PIMCO SWAPTION 3.75 CALL USD 2025070 / DIR (EZ78XR7L6YX2) | -0.28 | -0.0006 | -0.0006 | ||||||
| US 10YR FUT OPTN AUG25C 112.7 EXP 07/25/2025 / DIR (000000000) | -0.28 | -0.0006 | -0.0006 | ||||||
| US 10YR FUT OPTN AUG25C 112.7 EXP 07/25/2025 / DIR (000000000) | -0.28 | -0.0006 | -0.0006 | ||||||
| IRS EUR 2.40000 04/09/25-5Y LCH / DIR (EZVHX3M64G11) | -0.28 | -0.0006 | -0.0006 | ||||||
| IRS EUR 2.40000 04/09/25-5Y LCH / DIR (EZVHX3M64G11) | -0.28 | -0.0006 | -0.0006 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.28 | -0.0006 | -0.0006 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.28 | -0.0006 | -0.0006 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.29 | -0.0007 | -0.0007 | ||||||
| SOLD PEN BOUGHT USD 20251031 / DFE (000000000) | -0.30 | -0.0007 | -0.0007 | ||||||
| 317U9JTA9 PIMCO SWAPTION 3.772 CALL USD 202507 / DIR (EZTK0K9DDPF2) | -0.31 | -0.0007 | -0.0007 | ||||||
| 317U9JTA9 PIMCO SWAPTION 3.772 CALL USD 202507 / DIR (EZTK0K9DDPF2) | -0.31 | -0.0007 | -0.0007 | ||||||
| 317U9J0A0 PIMCO SWAPTION 3.775 CALL USD 202507 / DIR (EZJFGPMJB918) | -0.31 | -0.0007 | -0.0007 | ||||||
| 317U9J0A0 PIMCO SWAPTION 3.775 CALL USD 202507 / DIR (EZJFGPMJB918) | -0.31 | -0.0007 | -0.0007 | ||||||
| 317U9J0A0 PIMCO SWAPTION 3.775 CALL USD 202507 / DIR (EZJFGPMJB918) | -0.31 | -0.0007 | -0.0007 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.31 | -0.0007 | -0.0007 | ||||||
| SOLD PEN BOUGHT USD 20250814 / DFE (000000000) | -0.31 | -0.0007 | -0.0007 | ||||||
| SOLD PEN BOUGHT USD 20250814 / DFE (000000000) | -0.31 | -0.0007 | -0.0007 | ||||||
| 317U9JQA2 PIMCO SWAPTION 3.77 CALL USD 2025070 / DIR (EZT76LRY6S63) | -0.31 | -0.0007 | -0.0007 | ||||||
| 317U9LHA7 PIMCO SWAPTION 3.697 CALL USD 202507 / DIR (EZ1ZLHZPLNC3) | -0.32 | -0.0007 | -0.0007 | ||||||
| 317U9LHA7 PIMCO SWAPTION 3.697 CALL USD 202507 / DIR (EZ1ZLHZPLNC3) | -0.32 | -0.0007 | -0.0007 | ||||||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | -0.33 | -0.0007 | -0.0007 | ||||||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | -0.33 | -0.0007 | -0.0007 | ||||||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | -0.33 | -0.0007 | -0.0007 | ||||||
| 317U8QRA6 PIMCO SWAPTION 3.522 CALL USD 202507 / DIR (EZ1KS55XM884) | -0.33 | -86.09 | -0.0007 | 0.0045 | |||||
| 317U8QRA6 PIMCO SWAPTION 3.522 CALL USD 202507 / DIR (EZ1KS55XM884) | -0.33 | -86.09 | -0.0007 | 0.0045 | |||||
| 317U8QRA6 PIMCO SWAPTION 3.522 CALL USD 202507 / DIR (EZ1KS55XM884) | -0.33 | -86.09 | -0.0007 | 0.0045 | |||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0.34 | -0.0008 | -0.0008 | ||||||
| RFR USD SOFR/3.71780 03/01/24-9Y* LCH / DIR (EZPPGS20SB55) | -0.35 | -111.63 | -0.0008 | -0.0074 | |||||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | -0.36 | -0.0008 | -0.0008 | ||||||
| ABX.HE.AAA.06-2 SP BRC / DCR (000000000) | -0.37 | -0.0008 | -0.0008 | ||||||
| ABX.HE.AAA.06-2 SP BRC / DCR (000000000) | -0.37 | -0.0008 | -0.0008 | ||||||
| SOLD PEN BOUGHT USD 20250707 / DFE (000000000) | -0.37 | -0.0008 | -0.0008 | ||||||
| SOLD PEN BOUGHT USD 20250707 / DFE (000000000) | -0.37 | -0.0008 | -0.0008 | ||||||
| SOLD PEN BOUGHT USD 20250707 / DFE (000000000) | -0.37 | -0.0008 | -0.0008 | ||||||
| SOLD PEN BOUGHT USD 20250915 / DFE (000000000) | -0.38 | -0.0009 | -0.0009 | ||||||
| SOLD PEN BOUGHT USD 20250915 / DFE (000000000) | -0.38 | -0.0009 | -0.0009 | ||||||
| SOLD PEN BOUGHT USD 20250929 / DFE (000000000) | -0.38 | -0.0009 | -0.0009 | ||||||
| SOLD PEN BOUGHT USD 20250929 / DFE (000000000) | -0.38 | -0.0009 | -0.0009 | ||||||
| SOLD PEN BOUGHT USD 20250929 / DFE (000000000) | -0.38 | -0.0009 | -0.0009 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.38 | -0.0009 | -0.0009 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.38 | -0.0009 | -0.0009 | ||||||
| 317U9JLA7 PIMCO SWAPTION 3.79 CALL USD 2025070 / DIR (EZT76LRY6S63) | -0.41 | -0.0009 | -0.0009 | ||||||
| 317U9JLA7 PIMCO SWAPTION 3.79 CALL USD 2025070 / DIR (EZT76LRY6S63) | -0.41 | -0.0009 | -0.0009 | ||||||
| 317U9JLA7 PIMCO SWAPTION 3.79 CALL USD 2025070 / DIR (EZT76LRY6S63) | -0.41 | -0.0009 | -0.0009 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.42 | -0.0009 | -0.0009 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.42 | -0.0009 | -0.0009 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.43 | -0.0010 | -0.0010 | ||||||
| OIS CAD CAONREPO/3.00000 01/13/25-8Y* LC / DIR (EZKVS9DRRQP2) | -0.44 | -54.72 | -0.0010 | 0.0012 | |||||
| OIS CAD CAONREPO/3.00000 01/13/25-8Y* LC / DIR (EZKVS9DRRQP2) | -0.44 | -54.72 | -0.0010 | 0.0012 | |||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | -0.45 | -0.0010 | -0.0010 | ||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.47 | -0.0011 | -0.0011 | ||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.47 | -0.0011 | -0.0011 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.50 | -0.0011 | -0.0011 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.50 | -0.0011 | -0.0011 | ||||||
| US 10YR FUT OPTN AUG25C 112 EXP 07/25/2025 / DIR (000000000) | -0.51 | -0.0012 | -0.0012 | ||||||
| US 10YR FUT OPTN AUG25C 112 EXP 07/25/2025 / DIR (000000000) | -0.51 | -0.0012 | -0.0012 | ||||||
| SOLD PEN BOUGHT USD 20250804 / DFE (000000000) | -0.53 | -0.0012 | -0.0012 | ||||||
| 317U8RLA0 PIMCO SWAPTION 3.489 CALL USD 202507 / DIR (EZ2BH915DBT1) | -0.56 | -80.22 | -0.0013 | 0.0050 | |||||
| 317U8RLA0 PIMCO SWAPTION 3.489 CALL USD 202507 / DIR (EZ2BH915DBT1) | -0.56 | -80.22 | -0.0013 | 0.0050 | |||||
| IRS EUR 2.76000 01/03/24-5Y LCH / DIR (EZ49DWLXMD81) | -0.61 | 45.69 | -0.0014 | -0.0004 | |||||
| IRS EUR 2.76000 01/03/24-5Y LCH / DIR (EZ49DWLXMD81) | -0.61 | 45.69 | -0.0014 | -0.0004 | |||||
| SOLD PEN BOUGHT USD 20251222 / DFE (000000000) | -0.61 | -0.0014 | -0.0014 | ||||||
| SOLD PEN BOUGHT USD 20251222 / DFE (000000000) | -0.61 | -0.0014 | -0.0014 | ||||||
| SOLD PEN BOUGHT USD 20251119 / DFE (000000000) | -0.62 | -0.0014 | -0.0014 | ||||||
| SOLD PEN BOUGHT USD 20251119 / DFE (000000000) | -0.62 | -0.0014 | -0.0014 | ||||||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | -0.62 | -0.0014 | -0.0014 | ||||||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | -0.62 | -0.0014 | -0.0014 | ||||||
| IRS AUD 4.00000 03/19/25-10Y LCH / DIR (EZMSCTBHCX60) | -0.62 | -76.12 | -0.0014 | 0.0043 | |||||
| IRS AUD 4.00000 03/19/25-10Y LCH / DIR (EZMSCTBHCX60) | -0.62 | -76.12 | -0.0014 | 0.0043 | |||||
| RFR USD SOFR/3.89900 03/11/25-10Y LCH / DIR (EZXJC61P0SN9) | -0.65 | 55.90 | -0.0015 | -0.0005 | |||||
| RFR USD SOFR/3.89900 03/11/25-10Y LCH / DIR (EZXJC61P0SN9) | -0.65 | 55.90 | -0.0015 | -0.0005 | |||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.67 | -0.0015 | -0.0015 | ||||||
| RFR USD SOFR/3.7317* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.69 | -241.02 | -0.0016 | -0.0026 | |||||
| RFR USD SOFR/3.6637* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.73 | -249.80 | -0.0017 | -0.0027 | |||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | -0.74 | -0.0017 | -0.0017 | ||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | -0.74 | -0.0017 | -0.0017 | ||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | -0.74 | -0.0017 | -0.0017 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.78 | -0.0017 | -0.0017 | ||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.78 | -0.0018 | -0.0018 | ||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.78 | -0.0018 | -0.0018 | ||||||
| RFR USD SOFR/3.6766* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.80 | -263.47 | -0.0018 | -0.0029 | |||||
| SOLD BRL BOUGHT USD 20250804 / DFE (000000000) | -0.81 | -0.0018 | -0.0018 | ||||||
| SOLD BRL BOUGHT USD 20250804 / DFE (000000000) | -0.81 | -0.0018 | -0.0018 | ||||||
| 317U88WA0 PIMCO SWAPTION 3.7075 CALL USD 20250 / DIR (EZ10PVR5LK98) | -0.83 | -80.90 | -0.0019 | 0.0077 | |||||
| 317U88WA0 PIMCO SWAPTION 3.7075 CALL USD 20250 / DIR (EZ10PVR5LK98) | -0.83 | -80.90 | -0.0019 | 0.0077 | |||||
| IRS EUR 2.30000 09/25/24-5Y LCH / DIR (EZG6CLJMHV54) | -0.83 | 76.17 | -0.0019 | -0.0008 | |||||
| IRS EUR 2.30000 09/25/24-5Y LCH / DIR (EZG6CLJMHV54) | -0.83 | 76.17 | -0.0019 | -0.0008 | |||||
| ZCS BRL 13.9271 05/08/25-01/04/27 CME / DIR (EZ6MPDHN98L0) | -0.85 | -0.0019 | -0.0019 | ||||||
| ZCS BRL 13.9271 05/08/25-01/04/27 CME / DIR (EZ6MPDHN98L0) | -0.85 | -0.0019 | -0.0019 | ||||||
| SOLD PEN BOUGHT USD 20250929 / DFE (000000000) | -0.92 | -0.0021 | -0.0021 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.98 | -0.0022 | -0.0022 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.98 | -0.0022 | -0.0022 | ||||||
| RFR USD SOFR/3.97500 03/21/25-10Y LCH / DIR (EZSTF4LLCQZ1) | -0.99 | 35.53 | -0.0022 | -0.0006 | |||||
| RFR USD SOFR/3.97500 03/21/25-10Y LCH / DIR (EZSTF4LLCQZ1) | -0.99 | 35.53 | -0.0022 | -0.0006 | |||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -1.00 | -0.0022 | -0.0022 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -1.00 | -0.0022 | -0.0022 | ||||||
| 317U8D3A1 PIMCO SWAPTION 3.7565 CALL USD 20250 / DIR (EZF2KQT490F7) | -1.02 | -31.28 | -0.0023 | 0.0010 | |||||
| 317U8D3A1 PIMCO SWAPTION 3.7565 CALL USD 20250 / DIR (EZF2KQT490F7) | -1.02 | -31.28 | -0.0023 | 0.0010 | |||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -1.03 | -0.0023 | -0.0023 | ||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -1.03 | -0.0023 | -0.0023 | ||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -1.05 | -0.0024 | -0.0024 | ||||||
| RFR USD SOFR/3.72680 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -1.05 | -314.29 | -0.0024 | -0.0034 | |||||
| RFR USD SOFR/3.84200 03/04/25-5Y LCH / DIR (EZSYJ06JDLK1) | -1.05 | 104.08 | -0.0024 | -0.0012 | |||||
| RFR USD SOFR/3.84200 03/04/25-5Y LCH / DIR (EZSYJ06JDLK1) | -1.05 | 104.08 | -0.0024 | -0.0012 | |||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -1.05 | -0.0024 | -0.0024 | ||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -1.05 | -0.0024 | -0.0024 | ||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -1.05 | -0.0024 | -0.0024 | ||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -1.05 | -0.0024 | -0.0024 | ||||||
| RFR USD SOFR/3.73910 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -1.07 | -318.98 | -0.0024 | -0.0035 | |||||
| US 10YR FUT OPTN AUG25C 112.5 EXP 07/25/2025 / DIR (000000000) | -1.08 | -0.0024 | -0.0024 | ||||||
| US 10YR FUT OPTN AUG25C 112.5 EXP 07/25/2025 / DIR (000000000) | -1.08 | -0.0024 | -0.0024 | ||||||
| OIS CAD CAONREPO/3.0000 01/23/25-9Y* LCH / DIR (EZM5CNHNBF74) | -1.14 | -76.89 | -0.0026 | 0.0083 | |||||
| OIS CAD CAONREPO/3.0000 01/23/25-9Y* LCH / DIR (EZM5CNHNBF74) | -1.14 | -76.89 | -0.0026 | 0.0083 | |||||
| LQD US TRS EQUITY SOFR-65 CBK / DE (000000000) | -1.14 | -0.0026 | -0.0026 | ||||||
| LQD US TRS EQUITY SOFR-65 CBK / DE (000000000) | -1.14 | -0.0026 | -0.0026 | ||||||
| SOLD AUD BOUGHT USD 20250805 / DFE (000000000) | -1.14 | -0.0026 | -0.0026 | ||||||
| SOLD AUD BOUGHT USD 20250805 / DFE (000000000) | -1.14 | -0.0026 | -0.0026 | ||||||
| ZCS BRL 11.7543 06/28/24-01/04/27 CME / DIR (EZGSF79PCMH6) | -1.15 | -19.17 | -0.0026 | 0.0006 | |||||
| ZCS BRL 11.7543 06/28/24-01/04/27 CME / DIR (EZGSF79PCMH6) | -1.15 | -19.17 | -0.0026 | 0.0006 | |||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -1.17 | -0.0026 | -0.0026 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -1.18 | -0.0026 | -0.0026 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -1.18 | -0.0026 | -0.0026 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -1.18 | -0.0026 | -0.0026 | ||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -1.20 | -0.0027 | -0.0027 | ||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -1.20 | -0.0027 | -0.0027 | ||||||
| RFR USD SOFR/3.72186 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -1.22 | -349.39 | -0.0028 | -0.0038 | |||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -1.32 | -0.0030 | -0.0030 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -1.35 | -0.0030 | -0.0030 | ||||||
| RFR USD SOFR/3.68700 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -1.39 | -382.86 | -0.0031 | -0.0042 | |||||
| RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (EZKR9TWV5646) | -1.39 | 44.75 | -0.0031 | -0.0010 | |||||
| RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (EZKR9TWV5646) | -1.39 | 44.75 | -0.0031 | -0.0010 | |||||
| RFR USD SOFR/3.72136 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -1.40 | -385.31 | -0.0031 | -0.0042 | |||||
| SOLD PEN BOUGHT USD 20251124 / DFE (000000000) | -1.50 | -0.0034 | -0.0034 | ||||||
| SOLD PEN BOUGHT USD 20251124 / DFE (000000000) | -1.50 | -0.0034 | -0.0034 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -1.56 | -0.0035 | -0.0035 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -1.61 | -0.0036 | -0.0036 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -1.62 | -0.0036 | -0.0036 | ||||||
| RFR USD SOFR/3.68900 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -1.67 | -440.00 | -0.0037 | -0.0048 | |||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -1.68 | -0.0038 | -0.0038 | ||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -1.69 | -0.0038 | -0.0038 | ||||||
| RFR USD SOFR/3.69100 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -1.70 | -446.94 | -0.0038 | -0.0049 | |||||
| 317U8AFA4 PIMCO SWAPTION 3.6283 CALL USD 20250 / DIR (EZ4TR78BWB85) | -1.78 | -51.14 | -0.0040 | 0.0041 | |||||
| 317U8AFA4 PIMCO SWAPTION 3.6283 CALL USD 20250 / DIR (EZ4TR78BWB85) | -1.78 | -51.14 | -0.0040 | 0.0041 | |||||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | -1.94 | -0.0044 | -0.0044 | ||||||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | -1.94 | -0.0044 | -0.0044 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -1.96 | -0.0044 | -0.0044 | ||||||
| IRS EUR 0.70000 04/11/22-5Y LCH / DIR (EZ68H722FKZ4) | -1.96 | -23.25 | -0.0044 | 0.0012 | |||||
| IRS EUR 0.70000 04/11/22-5Y LCH / DIR (EZ68H722FKZ4) | -1.96 | -23.25 | -0.0044 | 0.0012 | |||||
| ZCS BRL 11.4633 06/14/24-01/04/27 CME / DIR (EZZZ1VBHTZM4) | -1.97 | -15.96 | -0.0044 | 0.0008 | |||||
| ZCS BRL 11.4633 06/14/24-01/04/27 CME / DIR (EZZZ1VBHTZM4) | -1.97 | -15.96 | -0.0044 | 0.0008 | |||||
| SOLD PEN BOUGHT USD 20250825 / DFE (000000000) | -2.01 | -0.0045 | -0.0045 | ||||||
| RFR USD SOFR/3.83600 05/02/25-10Y LCH / DIR (EZ9FQ1FHSFC5) | -2.03 | -0.0046 | -0.0046 | ||||||
| RFR USD SOFR/3.83600 05/02/25-10Y LCH / DIR (EZ9FQ1FHSFC5) | -2.03 | -0.0046 | -0.0046 | ||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -2.10 | -0.0047 | -0.0047 | ||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -2.10 | -0.0047 | -0.0047 | ||||||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) | -2.20 | -58.41 | -0.0049 | 0.0068 | |||||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) | -2.20 | -58.41 | -0.0049 | 0.0068 | |||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -2.31 | -0.0052 | -0.0052 | ||||||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | -2.42 | -0.0054 | -0.0054 | ||||||
| 317U88TA4 PIMCO SWAPTION 3.7 CALL USD 20250804 / DIR (EZ10PVR5LK98) | -2.47 | -42.85 | -0.0056 | 0.0040 | |||||
| 317U88TA4 PIMCO SWAPTION 3.7 CALL USD 20250804 / DIR (EZ10PVR5LK98) | -2.47 | -42.85 | -0.0056 | 0.0040 | |||||
| LQD US TRS EQUITY FEDL01-60 BPS / DE (000000000) | -2.60 | -0.0058 | -0.0058 | ||||||
| LQD US TRS EQUITY FEDL01-60 BPS / DE (000000000) | -2.60 | -0.0058 | -0.0058 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -2.68 | -0.0060 | -0.0060 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -2.99 | -0.0067 | -0.0067 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -2.99 | -0.0067 | -0.0067 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -2.99 | -0.0067 | -0.0067 | ||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -3.07 | -0.0069 | -0.0069 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -3.07 | -0.0069 | -0.0069 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -3.07 | -0.0069 | -0.0069 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -3.10 | -0.0070 | -0.0070 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -3.10 | -0.0070 | -0.0070 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -3.12 | -0.0070 | -0.0070 | ||||||
| IRS EUR 1.00000 05/18/22-5Y LCH / DIR (EZG2JQ07KZT4) | -3.13 | -18.03 | -0.0070 | 0.0014 | |||||
| IRS EUR 1.00000 05/18/22-5Y LCH / DIR (EZG2JQ07KZT4) | -3.13 | -18.03 | -0.0070 | 0.0014 | |||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -3.13 | -0.0070 | -0.0070 | ||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -3.39 | -0.0076 | -0.0076 | ||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -3.39 | -0.0076 | -0.0076 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -3.58 | -0.0080 | -0.0080 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -3.58 | -0.0080 | -0.0080 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -3.61 | -0.0081 | -0.0081 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -3.69 | -0.0083 | -0.0083 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -3.95 | -0.0089 | -0.0089 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -3.95 | -0.0089 | -0.0089 | ||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -4.12 | -0.0093 | -0.0093 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -4.15 | -0.0093 | -0.0093 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -4.15 | -0.0093 | -0.0093 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -4.17 | -0.0094 | -0.0094 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -4.17 | -0.0094 | -0.0094 | ||||||
| RFR USD SOFR/3.90000 09/02/25-9Y* LCH / DIR (000000000) | -4.18 | -0.0094 | -0.0094 | ||||||
| RFR USD SOFR/3.90000 09/02/25-9Y* LCH / DIR (000000000) | -4.18 | -0.0094 | -0.0094 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -4.20 | -0.0094 | -0.0094 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -4.20 | -0.0094 | -0.0094 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -4.23 | -0.0095 | -0.0095 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -4.23 | -0.0095 | -0.0095 | ||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -4.32 | -0.0097 | -0.0097 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -4.32 | -0.0097 | -0.0097 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -4.32 | -0.0097 | -0.0097 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -4.32 | -0.0097 | -0.0097 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -4.38 | -0.0099 | -0.0099 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -4.57 | -0.0103 | -0.0103 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -4.61 | -0.0104 | -0.0104 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -4.66 | -0.0105 | -0.0105 | ||||||
| IRS EUR 0.65000 04/12/22-5Y LCH / DIR (EZW03QFBH1W4) | -4.83 | -24.03 | -0.0109 | 0.0032 | |||||
| IRS EUR 0.65000 04/12/22-5Y LCH / DIR (EZW03QFBH1W4) | -4.83 | -24.03 | -0.0109 | 0.0032 | |||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -4.90 | -0.0110 | -0.0110 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -5.01 | -0.0113 | -0.0113 | ||||||
| IRS EUR 1.00000 05/13/22-5Y LCH / DIR (EZV2M518D339) | -5.40 | -19.91 | -0.0122 | 0.0028 | |||||
| IRS EUR 1.00000 05/13/22-5Y LCH / DIR (EZV2M518D339) | -5.40 | -19.91 | -0.0122 | 0.0028 | |||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -6.09 | -0.0137 | -0.0137 | ||||||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | -6.49 | -0.0146 | -0.0146 | ||||||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | -6.49 | -0.0146 | -0.0146 | ||||||
| IRS EUR 0.65000 05/11/22-5Y LCH / DIR (EZ5S6QT5XDZ3) | -6.69 | -22.19 | -0.0151 | 0.0040 | |||||
| IRS EUR 0.65000 05/11/22-5Y LCH / DIR (EZ5S6QT5XDZ3) | -6.69 | -22.19 | -0.0151 | 0.0040 | |||||
| RFR USD SOFR/3.75000 09/02/25-7Y* LCH / DIR (000000000) | -7.21 | -0.0162 | -0.0162 | ||||||
| RFR USD SOFR/3.75000 09/02/25-7Y* LCH / DIR (000000000) | -7.21 | -0.0162 | -0.0162 | ||||||
| OIS CAD CAONREPO/3.7500 12/20/23-10Y LCH / DIR (EZ1777XRV3N1) | -7.24 | -19.88 | -0.0163 | 0.0037 | |||||
| OIS CAD CAONREPO/3.7500 12/20/23-10Y LCH / DIR (EZ1777XRV3N1) | -7.24 | -19.88 | -0.0163 | 0.0037 | |||||
| RFR USD SOFR/3.75000 12/18/24-5Y LCH / DIR (EZ2V74HC3Q62) | -9.46 | 324.20 | -0.0213 | -0.0164 | |||||
| RFR USD SOFR/3.75000 12/18/24-5Y LCH / DIR (EZ2V74HC3Q62) | -9.46 | 324.20 | -0.0213 | -0.0164 | |||||
| RFR JPY MUTK/1.25000 06/18/25-7Y LCH / DIR (EZ9MYT9FCQB5) | -10.39 | -0.0234 | -0.0234 | ||||||
| RFR JPY MUTK/1.25000 06/18/25-7Y LCH / DIR (EZ9MYT9FCQB5) | -10.39 | -0.0234 | -0.0234 | ||||||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | -14.49 | -0.0326 | -0.0326 | ||||||
| ZCS BRL 11.54841 06/13/24-01/04/27 CME / DIR (EZBGTQ4W27C2) | -15.22 | -16.92 | -0.0342 | 0.0063 | |||||
| ZCS BRL 11.54841 06/13/24-01/04/27 CME / DIR (EZBGTQ4W27C2) | -15.22 | -16.92 | -0.0342 | 0.0063 | |||||
| OIS CAD CAONREPO/3.5000 03/28/24-8Y* LCH / DIR (EZ6CFT2N3TR9) | -20.60 | -20.91 | -0.0463 | 0.0113 | |||||
| OIS CAD CAONREPO/3.5000 03/28/24-8Y* LCH / DIR (EZ6CFT2N3TR9) | -20.60 | -20.91 | -0.0463 | 0.0113 | |||||
| IRS EUR 2.25000 09/17/25-10Y LCH / DIR (EZNLCZXFPVL3) | -31.52 | -24.61 | -0.0709 | 0.0216 | |||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -33.84 | -0.0761 | -0.0761 | ||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -33.84 | -0.0761 | -0.0761 | ||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -87.16 | -0.1961 | -0.1961 | ||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -87.16 | -0.1961 | -0.1961 | ||||||
| REVERSE REPO BARCLAYS REVERSE REPO / RA (000000000) | -162.40 | -0.3654 | -0.3654 | ||||||
| REVERSE REPO BARCLAYS REVERSE REPO / RA (000000000) | -162.40 | -0.3654 | -0.3654 |
