Mga Batayang Estadistika
| Nilai Portofolio | $ 2,507,413,292 |
| Posisi Saat Ini | 666 |
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)
FXICX - Fixed Income SHares: Series C Series C telah mengungkapkan total kepemilikan 666 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 2,507,413,292 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama FXICX - Fixed Income SHares: Series C Series C adalah Uniform Mortgage-Backed Security, TBA (US:US01F0526800) , UMBS TBA (US:US01F0306781) , UMBS TBA (US:US01F0426811) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , and FNMA 30YR TBA 3.0% AUG 20 TO BE ANNOUNCED 3.00000000 (US:US01F0306864) . Posisi baru FXICX - Fixed Income SHares: Series C Series C meliputi: Uniform Mortgage-Backed Security, TBA (US:US01F0526800) , UMBS TBA (US:US01F0306781) , UMBS TBA (US:US01F0426811) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , and FNMA 30YR TBA 3.0% AUG 20 TO BE ANNOUNCED 3.00000000 (US:US01F0306864) .
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 |
|---|---|---|---|---|
| 154.92 | 9.0888 | 13.6333 | ||
| 201.12 | 11.7996 | 6.7154 | ||
| 99.54 | 5.8397 | 5.8397 | ||
| 48.46 | 2.8432 | 2.8432 | ||
| 100.51 | 5.8972 | 2.2163 | ||
| 31.98 | 1.8762 | 1.8762 | ||
| 29.21 | 1.7139 | 1.7139 | ||
| 28.74 | 1.6863 | 1.6863 | ||
| 20.08 | 1.1784 | 1.1784 | ||
| 15.43 | 0.9052 | 0.9052 |
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 |
|---|---|---|---|---|
| 85.66 | 5.0254 | -6.7626 | ||
| 4.90 | 0.2873 | -6.1715 | ||
| -77.46 | -4.5444 | -4.5444 | ||
| 60.25 | 3.5348 | -1.4794 | ||
| 101.72 | 5.9680 | -1.3998 | ||
| 73.51 | 4.3128 | -1.3657 | ||
| -23.08 | -1.3540 | -1.3540 | ||
| 0.44 | 0.0258 | -1.1572 | ||
| 65.77 | 3.8587 | -0.9243 | ||
| 0.07 | 0.0043 | -0.8334 |
Pengajuan 13F dan Dana
Formulir ini diajukan pada 2025-08-29 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 (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| US01F0526800 / Uniform Mortgage-Backed Security, TBA | 201.12 | 190.50 | 11.7996 | 6.7154 | |||||
| US01F0306781 / UMBS TBA | 154.92 | -300.00 | 9.0888 | 13.6333 | |||||
| TSY INFL IX N/B 01/34 1.75 / DBT (US91282CJY84) | 125.33 | 0.30 | 7.3531 | -0.1635 | |||||
| US01F0426811 / UMBS TBA | 101.72 | 1.39 | 5.9680 | -1.3998 | |||||
| US01F0606834 / Uniform Mortgage-Backed Security, TBA | 100.51 | 100.53 | 5.8972 | 2.2163 | |||||
| TSY INFL IX N/B 01/35 2.125 / DBT (US91282CML27) | 99.54 | 5.8397 | 5.8397 | ||||||
| US01F0306864 / FNMA 30YR TBA 3.0% AUG 20 TO BE ANNOUNCED 3.00000000 | 85.66 | -46.64 | 5.0254 | -6.7626 | |||||
| EW / Edwards Lifesciences Corporation | 73.51 | -4.93 | 4.3128 | -1.3657 | |||||
| US21H0226892 / Ginnie Mae | 65.77 | 0.98 | 3.8587 | -0.9243 | |||||
| US3132DWHS52 / FEDERAL HOME LOAN MORTGAGE CORPORATION | 64.75 | -1.70 | 3.7987 | -0.1635 | |||||
| US9128283R96 / United States Treasury Inflation Indexed Bonds | 63.82 | 0.91 | 3.7443 | -0.0603 | |||||
| US01F0406854 / UMBS TBA | 60.25 | -1.02 | 3.5348 | -1.4794 | |||||
| US01F0626899 / Uniform Mortgage-Backed Security, TBA | 48.46 | 2.8432 | 2.8432 | ||||||
| R2035 / South Africa - Corporate Bond/Note | 31.98 | 1.8762 | 1.8762 | ||||||
| US TREASURY N/B 02/55 4.625 / DBT (US912810UG12) | 29.21 | 1.7139 | 1.7139 | ||||||
| US715638CE05 / REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94 | 28.74 | 1.6863 | 1.6863 | ||||||
| BANK OF AMERICA CORP BANK OF AMERICA CORP / DBT (US06051GMA49) | 26.00 | 1.26 | 1.5255 | -0.0192 | |||||
| US3132DWER07 / FHLG 30YR 4% 09/01/2052#SD8244 | 21.04 | -2.32 | 1.2346 | -0.0613 | |||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 20.67 | 1.48 | 1.2126 | -0.0126 | |||||
| US46647PDR47 / JPMorgan Chase & Co | 20.58 | 1.22 | 1.2076 | -0.0156 | |||||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | 20.08 | 1.1784 | 1.1784 | ||||||
| FNMA POOL CB7588 FN 11/53 FIXED 5 / ABS-MBS (US3140QTNE50) | 19.52 | -0.43 | 1.1452 | -0.0340 | |||||
| XS1884698256 / HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR | 16.22 | 6.93 | 0.9514 | 0.0391 | |||||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | 15.80 | 1.18 | 0.9269 | -0.0124 | |||||
| BANK OF AMERICA CORP SR UNSECURED 01/36 VAR / DBT (US06051GMM86) | 15.43 | 0.9052 | 0.9052 | ||||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 15.39 | 0.9028 | 0.9028 | ||||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 14.99 | 1.09 | 0.8793 | -0.0125 | |||||
| US29003JAC80 / Elmwood CLO 15 Ltd | 11.93 | 0.00 | 0.6999 | -0.0177 | |||||
| ONTARIO (PROVINCE OF) SR UNSECURED 12/34 3.8 / DBT (CA68333ZBG15) | 11.16 | 0.6546 | 0.6546 | ||||||
| US225401BG25 / UBS Group AG | 11.09 | 1.03 | 0.6509 | -0.0096 | |||||
| US225401AZ15 / Credit Suisse Group AG | 10.88 | 1.51 | 0.6384 | -0.0064 | |||||
| FNMA POOL CB8026 FN 02/54 FIXED 6.5 / ABS-MBS (US3140QT4L04) | 10.76 | -6.70 | 0.6315 | -0.0625 | |||||
| SAN / Banco Santander, S.A. - Depositary Receipt (Common Stock) | 10.31 | 0.98 | 0.6051 | -0.0093 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 10.27 | 0.6025 | 0.6025 | ||||||
| US91282CAQ42 / USTN TII 0.125% 10/15/2025 | 9.98 | 0.55 | 0.5855 | -0.0115 | |||||
| US251526CU14 / DEUTSCHE BANK AG SR NON PREF 6.819% 11-20-29/28 | 9.61 | 0.62 | 0.5635 | -0.0107 | |||||
| OZLM LTD OZLM 2014 6A A1T 144A / ABS-CBDO (US67108LBK89) | 9.38 | -39.87 | 0.5503 | -0.3881 | |||||
| US138616AM99 / Cantor Fitzgerald LP | 9.24 | 0.61 | 0.5420 | -0.0104 | |||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 8.98 | 158.31 | 0.5271 | 0.3179 | |||||
| XS2073824851 / BLUEMOUNTAIN EUR CLO BLUME 5A A 144A | 8.88 | 8.78 | 0.5209 | 0.0299 | |||||
| US48248AAG31 / KKR Financial Holdings LLC | 8.67 | -0.02 | 0.5087 | -0.0130 | |||||
| XS0588909878 / TESCO PROPERTY FIN 4 PLC SR SECURED REGS 10/40 5.8006 | 8.62 | 7.55 | 0.5058 | 0.0236 | |||||
| US20048FAA66 / COMM MORTGAGE TRUST COMM 2021 2400 A 144A | 7.88 | -0.22 | 0.4621 | -0.0127 | |||||
| US05377RHM97 / Avis Budget Rental Car Funding AESOP LLC | 7.85 | 0.14 | 0.4607 | -0.0110 | |||||
| US30225VAK35 / Extra Space Storage LP | 7.78 | 1.16 | 0.4566 | -0.0062 | |||||
| BNP / BNP Paribas SA | 7.77 | 0.4559 | 0.4559 | ||||||
| ORCL / Oracle Corporation - Depositary Receipt (Common Stock) | 7.67 | 0.4500 | 0.4500 | ||||||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | 7.62 | 0.4471 | 0.4471 | ||||||
| HOST HOTELS + RESORTS LP SR UNSECURED 04/35 5.5 / DBT (US44107TBC99) | 7.58 | 1.01 | 0.4445 | -0.0067 | |||||
| US3140QSDX68 / FNMA POOL CB6417 FN 05/53 FIXED 4.5 | 7.55 | -0.85 | 0.4429 | -0.0151 | |||||
| ORCL / Oracle Corporation - Depositary Receipt (Common Stock) | 7.49 | 0.4396 | 0.4396 | ||||||
| WOODSIDE FINANCE LTD WOODSIDE FINANCE LTD / DBT (US980236AR40) | 7.46 | -0.20 | 0.4377 | -0.0120 | |||||
| XS2057850948 / AURIUM CLO ACLO 3A AR 144A | 7.38 | 1.11 | 0.4328 | -0.0061 | |||||
| SLAM LLC SLAM 2025 1A A 144A / ABS-O (US78450TAA51) | 7.34 | 0.4306 | 0.4306 | ||||||
| FED HM LN PC POOL RJ0638 FR 01/54 FIXED 5 / ABS-MBS (US3142GQV829) | 7.32 | -2.39 | 0.4296 | -0.0216 | |||||
| US95000U2U64 / Wells Fargo & Co | 7.31 | 1.78 | 0.4288 | -0.0032 | |||||
| US539439AU36 / Lloyds Banking Group PLC | 7.14 | -0.07 | 0.4187 | -0.0109 | |||||
| XS2301392374 / BLUEMOUNTAIN EUR CLO BLUME 2021 1A A 144A | 7.04 | 8.58 | 0.4130 | 0.0230 | |||||
| US65473PAL94 / NISOURCE INC 1.7% 02/15/2031 | 7.03 | 2.32 | 0.4122 | -0.0009 | |||||
| VENTURE GLOBAL LNG INC VENTURE GLOBAL LNG INC / DBT (US92332YAE14) | 6.88 | 2.63 | 0.4037 | 0.0004 | |||||
| US07274NAL73 / Bayer Us Finance Ii Llc 4.375% 12/15/2028 144a Bond | 6.84 | 1.70 | 0.4011 | -0.0033 | |||||
| US08163VAC19 / Benchmark Mortgage Trust, Series 2023-V3, Class A3 | 6.82 | 0.55 | 0.3999 | -0.0079 | |||||
| US36361UAL44 / Gallatin CLO VIII 2017-1 Ltd | 6.70 | -1.27 | 0.3934 | -0.0151 | |||||
| US12510HAS94 / CARS DB7 LP | 6.62 | -0.14 | 0.3884 | -0.0104 | |||||
| US92539XAA28 / Verus Securitization Trust 2023-6 | 6.53 | -7.84 | 0.3828 | -0.0431 | |||||
| US3140QSSU64 / UMBS | 6.48 | -1.47 | 0.3802 | -0.0155 | |||||
| A1ES34 / The AES Corporation - Depositary Receipt (Common Stock) | 6.35 | 0.47 | 0.3725 | -0.0076 | |||||
| XS2376688474 / OCP EURO CLO 2020-4 DAC SER 2020-4A CL AR V/R REGD 144A P/P /EUR/ 0.00000000 | 6.28 | -6.81 | 0.3685 | -0.0369 | |||||
| US61756YAD58 / Morgan Stanley ABS Capital I Inc Trust 2007-HE7 | 6.23 | 0.66 | 0.3653 | -0.0068 | |||||
| BIRCH GROVE CLO LTD. BGCLO 19A A1RR 144A / ABS-CBDO (US09075JAU34) | 6.22 | 0.32 | 0.3652 | -0.0080 | |||||
| SAMMONS FINANCIAL GROUP SAMMONS FINANCIAL GROUP / DBT (US79588TAF75) | 6.22 | 0.48 | 0.3652 | -0.0075 | |||||
| NMIH / NMI Holdings, Inc. | 6.16 | 1.35 | 0.3616 | -0.0042 | |||||
| US06738EBV65 / Barclays PLC | 6.11 | 2.09 | 0.3584 | -0.0016 | |||||
| US50212YAH71 / LPL Holdings, Inc. | 6.08 | 0.90 | 0.3568 | -0.0058 | |||||
| C1CI34 / Crown Castle Inc. - Depositary Receipt (Common Stock) | 5.95 | 1.23 | 0.3489 | -0.0045 | |||||
| BANK5 BANK5 2024 5YR7 A2 / ABS-MBS (US06211UBF12) | 5.92 | 0.51 | 0.3476 | -0.0070 | |||||
| US05401AAR23 / Avolon Holdings Funding Ltd | 5.84 | 1.57 | 0.3426 | -0.0033 | |||||
| US573874AN44 / Marvell Technology Inc | 5.56 | 0.71 | 0.3265 | -0.0059 | |||||
| US92858RAB69 / Vmed O2 UK Financing I PLC | 5.55 | 6.34 | 0.3258 | 0.0117 | |||||
| US19075QAE26 / CoBank ACB | 5.50 | 0.00 | 5.55 | 0.63 | 0.3257 | -0.0061 | |||
| US88880LAW37 / TOBACCO SETTLEMENT FIN AUTH WV ASSET BACKED | 5.53 | -20.26 | 0.3244 | -0.0928 | |||||
| US12803RAC88 / CaixaBank SA | 5.49 | 1.12 | 0.3224 | -0.0045 | |||||
| D1HI34 / D.R. Horton, Inc. - Depositary Receipt (Common Stock) | 5.44 | 1.47 | 0.3192 | -0.0034 | |||||
| US565130AA94 / Maple Grove Funding Trust I | 5.44 | -2.12 | 0.3190 | -0.0152 | |||||
| Q / Quetzal Copper Corp. | 5.41 | 4.16 | 0.3174 | 0.0049 | |||||
| US65559CAD39 / Nordea Bank Abp | 5.27 | 1.23 | 0.3091 | -0.0040 | |||||
| BBV / Banco Bilbao Vizcaya Argentaria, S.A. - Depositary Receipt (Common Stock) | 5.22 | 1.42 | 0.3060 | -0.0033 | |||||
| FR00140063V5 / ELECTRICITE DE FRANCE RT SCRIP 12/31/49 | 5.22 | 0.21 | 0.3060 | -0.0071 | |||||
| US46188BAE20 / Invitation Homes Operating Partnership, LP | 5.18 | 1.09 | 0.3039 | -0.0043 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 5.15 | 1.08 | 0.3021 | -0.0043 | |||||
| ATHENE GLOBAL FUNDING SECURED 144A 07/31 5.526 / DBT (US04685A3Z27) | 5.11 | 0.71 | 0.2999 | -0.0054 | |||||
| UNH / UnitedHealth Group Incorporated - Depositary Receipt (Common Stock) | 5.05 | 0.2964 | 0.2964 | ||||||
| APOLLO AVIATION SECURITIZATION AASET 2025 2A A 144A / ABS-O (US00039NAA28) | 5.04 | 0.2958 | 0.2958 | ||||||
| NDASS / Nordea Bank Abp | 5.04 | 0.28 | 0.2958 | -0.0067 | |||||
| XS2304366656 / HARVEST CLO HARVT 16A ARR 144A | 5.04 | -6.82 | 0.2957 | -0.0297 | |||||
| US694308KK29 / Pacific Gas and Electric Co | 5.02 | -3.63 | 0.2945 | -0.0188 | |||||
| US05610FAA57 / BX Commercial Mortgage Trust 2022-AHP | 5.00 | 0.91 | 0.2933 | -0.0047 | |||||
| DGZ / DB Gold Short ETN | 4.97 | 0.2918 | 0.2918 | ||||||
| GA GLOBAL FUNDING TRUST SECURED 144A 01/35 5.9 / DBT (US36143L2S34) | 4.97 | 0.02 | 0.2918 | -0.0073 | |||||
| US345397C270 / Ford Motor Credit Co LLC | 4.97 | 0.83 | 0.2915 | -0.0049 | |||||
| US90931GAA76 / United Airlines 2020-1 Class A Pass Through Trust | 4.91 | -6.54 | 0.2882 | -0.0280 | |||||
| US808513AR62 / Charles Schwab Corp/The | 5.00 | 0.00 | 4.90 | 1.72 | 0.2876 | -0.0023 | |||
| US01F0506844 / UMBS TBA | 4.90 | -93.75 | 0.2873 | -6.1715 | |||||
| US81375WAK27 / Securitized Asset Backed Receivables LLC Trust 2004-NC1 | 4.86 | -3.19 | 0.2853 | -0.0169 | |||||
| XS0765596357 / Morgan Stanley | 4.86 | 3.43 | 0.2851 | 0.0025 | |||||
| UNH / UnitedHealth Group Incorporated - Depositary Receipt (Common Stock) | 4.85 | 0.2848 | 0.2848 | ||||||
| US11271LAF94 / Brookfield Finance Inc | 4.82 | -1.49 | 0.2829 | -0.0115 | |||||
| US3133KQQZ27 / FED HM LN PC POOL RA8572 FR 06/53 FIXED 4.5 | 4.80 | -0.62 | 0.2815 | -0.0089 | |||||
| US3140QRAB92 / FNMA 30YR 4.5% 12/01/2052#CB5401 | 4.78 | -5.37 | 0.2803 | -0.0234 | |||||
| FREEDOM MORTGAGE HOLD SR UNSECURED 144A 04/32 8.375 / DBT (US35641AAC27) | 4.75 | 3.44 | 0.2789 | 0.0024 | |||||
| US03880RAA77 / Arbor Realty Collateralized Loan Obligation Ltd | 4.74 | -15.77 | 0.2780 | -0.0604 | |||||
| US14019TAA43 / Capital Farm Credit ACA | 4.70 | 0.00 | 4.72 | 0.02 | 0.2771 | -0.0069 | |||
| US09659X2M33 / BNP PARIBAS SR UNSECURED REGS 09/28 VAR | 4.72 | 1.33 | 0.2769 | -0.0033 | |||||
| US517834AE74 / Las Vegas Sands Corp | 4.69 | 0.58 | 0.2751 | -0.0053 | |||||
| ACI1G9KT1 / CAIRN CLO BV CRNCL 2016 7A A1R 144A | 4.66 | -3.30 | 0.2736 | -0.0165 | |||||
| US808513BJ38 / Charles Schwab Corp/The | 5.00 | 0.00 | 4.64 | 4.13 | 0.2722 | 0.0042 | |||
| US04015KAB61 / ARES FINANCE CO II LLC | 4.61 | -0.19 | 0.2704 | -0.0074 | |||||
| O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) | 4.58 | 0.82 | 0.2685 | -0.0046 | |||||
| O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) | 4.56 | 1.02 | 0.2674 | -0.0040 | |||||
| AAT / American Assets Trust, Inc. | 4.55 | -0.07 | 0.2669 | -0.0069 | |||||
| US55067LAA52 / LUX 2023-LION | 4.54 | -0.31 | 0.2662 | -0.0076 | |||||
| GREENSAIF PIPELINES BIDC SR SECURED 144A 08/42 6.1027 / DBT (US39541EAE32) | 4.51 | -0.27 | 0.2644 | -0.0074 | |||||
| US06738ECL74 / Barclays PLC | 4.48 | 1.82 | 0.2627 | -0.0019 | |||||
| US92328MAB90 / Venture Global Calcasieu Pass LLC | 4.45 | 1.88 | 0.2609 | -0.0017 | |||||
| US61770YAA38 / Morgan Stanley Capital I Trust 2020-CNP | 4.37 | 2.17 | 0.2564 | -0.0009 | |||||
| US889175BF15 / TOLEDO EDISON CO/THE | 4.30 | 0.35 | 0.2522 | -0.0055 | |||||
| AG TRUST AG 2024 NLP A 144A / ABS-MBS (US00792MAA18) | 4.19 | 0.10 | 0.2461 | -0.0059 | |||||
| FCT / Fincantieri S.p.A. | 4.18 | 1.93 | 0.2453 | -0.0014 | |||||
| US023770AA81 / American Airlin Bond | 4.18 | -4.28 | 0.2451 | -0.0174 | |||||
| 30064K105 / Exacttarget, Inc. | 4.17 | 1.39 | 0.2444 | -0.0028 | |||||
| WOODSIDE FINANCE LTD WOODSIDE FINANCE LTD / DBT (US980236AS23) | 4.16 | -3.14 | 0.2440 | -0.0143 | |||||
| US00258BAA26 / Aaset 2021-2 Trust | 4.10 | -0.80 | 0.2404 | -0.0081 | |||||
| 30064K105 / Exacttarget, Inc. | 4.08 | 0.2391 | 0.2391 | ||||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 4.07 | 1.37 | 0.2389 | -0.0028 | |||||
| S1NN34 / Smith & Nephew plc - Depositary Receipt (Common Stock) | 4.06 | 1.40 | 0.2381 | -0.0027 | |||||
| FFH.PRH / Fairfax Financial Holdings Limited - Preferred Stock | 4.06 | 0.2380 | 0.2380 | ||||||
| US50077LAB27 / Kraft Heinz Foods Co | 4.05 | -1.00 | 0.2375 | -0.0085 | |||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 4.04 | 1.46 | 0.2371 | -0.0025 | |||||
| US62955RAA32 / NEW YORK MORTGAGE TRUST 08/51 1.6696 | 4.01 | -4.16 | 0.2353 | -0.0164 | |||||
| US575767AM08 / MASSACHUSETTS MUT LIFE INS CO 02/69 5.077 | 4.00 | 0.28 | 0.2349 | -0.0052 | |||||
| 30064K105 / Exacttarget, Inc. | 3.94 | 0.2312 | 0.2312 | ||||||
| US12598JAC53 / CSMC 2021-RPL7 Trust | 3.93 | -3.44 | 0.2307 | -0.0143 | |||||
| BGC / BGC Group, Inc. | 3.89 | 0.88 | 0.2281 | -0.0038 | |||||
| US45262BAC72 / IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/29 3.875 | 3.88 | 0.91 | 0.2274 | -0.0037 | |||||
| US38173MAC64 / Golub Capital BDC Inc | 3.82 | 1.22 | 0.2239 | -0.0029 | |||||
| US26828HAA59 / ECMC Group Student Loan Trust 2018-1 | 3.78 | -1.44 | 0.2216 | -0.0089 | |||||
| HCA INC COMPANY GUAR 03/55 6.2 / DBT (US404119DC05) | 3.73 | 1.44 | 0.2188 | -0.0023 | |||||
| XS2313672177 / MAN GLG EURO CLO GLGE 5A A1R 144A | 3.73 | -23.15 | 0.2188 | -0.0731 | |||||
| US07274EAM57 / BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.875% 11-21-53 | 3.72 | 2.71 | 0.2182 | 0.0004 | |||||
| US31847RAG74 / First American Financial Corp. | 3.69 | 0.35 | 0.2165 | -0.0047 | |||||
| US78448TAH59 / SMBC Aviation Capital Finance DAC | 3.68 | 0.41 | 0.2160 | -0.0046 | |||||
| COOPERATIEVE RABOBANK UA 144A 01/33 VAR / DBT (US74977RDU59) | 3.65 | 0.2139 | 0.2139 | ||||||
| BMO MORTGAGE TRUST BMO 2024 5C5 A2 / ABS-MBS (US05593RAB87) | 3.59 | 0.90 | 0.2107 | -0.0034 | |||||
| US02401LAA26 / American Assets Trust LP | 3.58 | 1.53 | 0.2103 | -0.0021 | |||||
| US78486BAA26 / STARWOOD COMMERCIAL MORTGAGE T STWD 2021 FL2 A 144A | 3.58 | -27.32 | 0.2099 | -0.0862 | |||||
| XS2305369709 / CORDATUS CLO PLC CORDA 7A ARR 144A | 3.56 | -8.20 | 0.2089 | -0.0244 | |||||
| US880451AZ24 / TENNESSEE GAS PIPELINE REGD 144A P/P 2.90000000 | 3.51 | 1.24 | 0.2060 | -0.0027 | |||||
| N1TA34 / NetApp, Inc. - Depositary Receipt (Common Stock) | 3.49 | 2.83 | 0.2049 | 0.0006 | |||||
| US254709AT53 / Discover Financial Services | 3.49 | 1.69 | 0.2047 | -0.0017 | |||||
| US90932JAA07 / United Airlines 2019-2 Class AA Pass Through Trust | 3.39 | -2.53 | 0.1989 | -0.0103 | |||||
| US694308JM04 / PACIFIC GAS and ELECTRIC CO 4.55% 07/01/2030 | 3.32 | 0.85 | 0.1948 | -0.0032 | |||||
| US62432MAN92 / Mountain View Clo XIV Ltd | 3.30 | 0.52 | 0.1934 | -0.0039 | |||||
| US12434FAA57 / BX Commercial Mortgage Trust 2021-CIP | 3.25 | -3.81 | 0.1909 | -0.0126 | |||||
| US48241FAC86 / KBC Group NV | 3.22 | 1.20 | 0.1887 | -0.0025 | |||||
| US361841AL38 / GLP Capital LP / GLP Financing II Inc | 3.19 | 0.95 | 0.1870 | -0.0029 | |||||
| US361841AP42 / GLP Capital LP / GLP Financing II Inc | 3.15 | 1.64 | 0.1850 | -0.0016 | |||||
| CABK / CaixaBank, S.A. | 3.14 | 1.26 | 0.1843 | -0.0023 | |||||
| US38239JAA97 / Goodman US Finance Three LLC | 3.14 | 0.87 | 0.1841 | -0.0030 | |||||
| CITADEL LP SR UNSECURED 144A 01/32 6.375 / DBT (US17288XAC83) | 3.13 | 1.79 | 0.1839 | -0.0014 | |||||
| BKH / Black Hills Corporation | 3.11 | 0.19 | 0.1827 | -0.0042 | |||||
| APL FINANCE LLC ASHPL 2023 1A A 144A / ABS-O (US03790CAA99) | 3.11 | -40.26 | 0.1827 | -0.1308 | |||||
| ACA / Crédit Agricole S.A. | 3.11 | 1.34 | 0.1825 | -0.0022 | |||||
| US04010LBB80 / Ares Capital Corp | 3.11 | 1.24 | 0.1825 | -0.0023 | |||||
| SIXTH STREET LENDING PAR SR UNSECURED 01/30 5.75 / DBT (US829932AD42) | 3.11 | 1.24 | 0.1824 | -0.0024 | |||||
| ATHENE GLOBAL FUNDING SECURED 144A 01/30 5.38 / DBT (US04685A4G37) | 3.07 | 0.82 | 0.1801 | -0.0031 | |||||
| VICI PROPERTIES LP SR UNSECURED 04/34 5.75 / DBT (US925650AF04) | 3.07 | 1.66 | 0.1800 | -0.0015 | |||||
| ANTX / AN2 Therapeutics, Inc. | 3.03 | 0.1779 | 0.1779 | ||||||
| CITADEL FINANCE LLC COMPANY GUAR 144A 02/30 5.9 / DBT (US17287HAD26) | 3.03 | 1.34 | 0.1778 | -0.0021 | |||||
| XS2324724645 / Fraport AG Frankfurt Airport Services Worldwide | 2.99 | 9.35 | 0.1757 | 0.0109 | |||||
| US22822VAL53 / Crown Castle International Corp | 2.96 | 0.99 | 0.1738 | -0.0027 | |||||
| VENTAS REALTY LP VENTAS REALTY LP / DBT (US92277GBA40) | 2.95 | 1.62 | 0.1731 | -0.0015 | |||||
| BANK5 BANK5 2024 5YR7 A3 / ABS-MBS (US06211UBL89) | 2.95 | 0.55 | 0.1730 | -0.0034 | |||||
| ANTX / AN2 Therapeutics, Inc. | 2.91 | 0.1707 | 0.1707 | ||||||
| US78457JAA07 / SMRT, Series 2022-MINI, Class A | 2.89 | 0.35 | 0.1696 | -0.0037 | |||||
| US68373BAA98 / OPEN TR 2023-AIR TSFR1M+308.92 10/15/2028 144A | 2.89 | -39.66 | 0.1695 | -0.1185 | |||||
| US09659W2M50 / BNP Paribas SA | 2.83 | 1.32 | 0.1662 | -0.0020 | |||||
| US125491AN04 / CI Financial Corp | 2.82 | 1.00 | 0.1657 | -0.0025 | |||||
| US30767EAC30 / FARM CREDIT BK OF T V/R /PERP/ | 2.70 | 0.00 | 2.81 | -0.74 | 0.1649 | -0.0055 | |||
| XS2376115270 / Toro European CLO 6 DAC | 2.80 | 5.18 | 0.1643 | 0.0041 | |||||
| US654744AC50 / Nissan Motor Co Ltd | 2.79 | -1.24 | 0.1635 | -0.0063 | |||||
| HCA INC HCA INC / DBT (US404121AK12) | 2.77 | 1.72 | 0.1628 | -0.0013 | |||||
| US79588TAD28 / Sammons Financial Group Inc | 2.76 | 2.57 | 0.1617 | 0.0000 | |||||
| US654740BT54 / Nissan Motor Acceptance Corp | 2.74 | -0.65 | 0.1608 | -0.0051 | |||||
| US49427RAP73 / Kilroy Realty L.P. | 2.72 | 1.68 | 0.1594 | -0.0013 | |||||
| US694308HW04 / PACIFIC GAS + ELECTRIC SR UNSECURED 12/27 3.3 | 2.71 | 0.82 | 0.1590 | -0.0027 | |||||
| US11271LAK89 / Brookfield Finance Inc | 2.68 | 0.71 | 0.1574 | -0.0028 | |||||
| US842400GG23 / Southern California Edison Co. Bond 4% Due 4/1/2047 | 2.66 | 0.1561 | 0.1561 | ||||||
| US152314PR51 / CENTEX HOME EQUITY CXHE 2005 D M5 | 2.65 | -9.72 | 0.1554 | -0.0210 | |||||
| US38122ND823 / Golden State Tobacco Securitization Corp | 2.60 | -18.53 | 0.1528 | -0.0394 | |||||
| FNMA POOL CB7589 FN 11/53 FIXED 5.5 / ABS-MBS (US3140QTNF26) | 2.57 | -2.13 | 0.1508 | -0.0072 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 2.53 | 1.20 | 0.1485 | -0.0019 | |||||
| CITADEL SECURITIES GLOBA SR SECURED 144A 06/30 5.5 / DBT (US17289RAA41) | 2.53 | 0.1485 | 0.1485 | ||||||
| US745310AJ12 / PUGET ENERGY INC NEW 4.1% 06/15/2030 144A | 2.52 | 0.76 | 0.1476 | -0.0026 | |||||
| OXYD / Occidental Petroleum Corporation - Depositary Receipt (Common Stock) | 2.51 | 0.36 | 0.1473 | -0.0032 | |||||
| MARS INC SR UNSECURED 144A 05/45 5.65 / DBT (US571676BB09) | 2.51 | 0.04 | 0.1471 | -0.0037 | |||||
| US95003WAA45 / Wells Fargo Commercial Mortgage Trust 2022-ONL | 2.49 | 0.93 | 0.1459 | -0.0023 | |||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 2.47 | 0.82 | 0.1451 | -0.0024 | |||||
| US186108CL84 / Cleveland Electric Illuminating Co. (The) | 2.46 | 0.70 | 0.1443 | -0.0026 | |||||
| GLP CAPITAL LP / FIN II GLP CAPITAL LP / FIN II / DBT (US361841AU37) | 2.44 | -0.65 | 0.1433 | -0.0046 | |||||
| US80287DAE76 / SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-6 6.4% 03/17/2031 | 2.38 | -0.17 | 0.1398 | -0.0038 | |||||
| A2RE34 / Ares Management Corporation - Depositary Receipt (Common Stock) | 2.36 | 1.55 | 0.1386 | -0.0013 | |||||
| US314890AB05 / Ferguson Finance PLC | 2.36 | 1.90 | 0.1382 | -0.0009 | |||||
| BMO MORTGAGE TRUST BMO 2024 5C5 A3 / ABS-MBS (US05593RAC60) | 2.35 | 1.03 | 0.1378 | -0.0021 | |||||
| US80287DAD93 / Santander Drive Auto Receivables Trust, Series 2023-6, Class B | 2.34 | -0.13 | 0.1373 | -0.0037 | |||||
| US38122NC833 / Golden State Tobacco Securitization Corp | 2.33 | 1.04 | 0.1369 | -0.0020 | |||||
| XS2439765616 / Palmer Square European Loan Funding 2022-1 DAC | 2.31 | -17.21 | 0.1358 | -0.0324 | |||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES9 A1A 144A / ABS-MBS (US749426AA06) | 2.22 | -4.72 | 0.1304 | -0.0099 | |||||
| US89177XAA54 / TOWD POINT MORTGAGE TRUST 2019-HY3 SER 2019-HY3 CL A1A V/R REGD 144A P/P 2.70800000 | 2.22 | -8.86 | 0.1304 | -0.0163 | |||||
| PROLOGIS LP SR UNSECURED 02/33 4.2 / DBT (CA74340XCP48) | 2.22 | 5.82 | 0.1302 | 0.0040 | |||||
| US01166VAA70 / Alaska Airlines 2020-1 Class A Pass Through Trust | 2.20 | 0.41 | 0.1293 | -0.0027 | |||||
| AMERICAN AIRLINES INC 2025 TERM LOAN / LON (US02376CBS35) | 2.20 | 0.1290 | 0.1290 | ||||||
| US52474JAA43 / Legacy Mortgage Asset Trust 2021-GS1 | 2.17 | -1.18 | 0.1274 | -0.0048 | |||||
| FFH.PRH / Fairfax Financial Holdings Limited - Preferred Stock | 2.15 | 0.1262 | 0.1262 | ||||||
| US76110W3V68 / Residential Asset Securities Corp. Trust, Series 2005-KS8, Class M5 | 2.13 | -10.60 | 0.1247 | -0.0183 | |||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 2.11 | 0.76 | 0.1241 | -0.0021 | |||||
| XS2306989372 / BNPP AM Euro CLO 2018 BV | 2.11 | 8.75 | 0.1239 | 0.0071 | |||||
| SAN / Banco Santander, S.A. - Depositary Receipt (Common Stock) | 2.11 | 0.1237 | 0.1237 | ||||||
| US80287DAC11 / SDART 23-6 A3 5.93% 07-17-28/07-15-26 | 2.09 | -9.63 | 0.1228 | -0.0165 | |||||
| US11043XAA19 / British Airways Pass Through Trust, Series 2019-1, Class AA | 2.09 | -2.20 | 0.1227 | -0.0060 | |||||
| US023761AA74 / American Airlines Pass Through Trust, Series 2017-1, Class AA | 2.08 | 0.29 | 0.1223 | -0.0027 | |||||
| US43730XAA28 / Home Partners of America 2021-3 Trust | 2.08 | -0.67 | 0.1222 | -0.0039 | |||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 2.07 | 1.42 | 0.1212 | -0.0013 | |||||
| SANTANDER UK GROUP HLDGS SR UNSECURED 04/31 VAR / DBT (US80281LAV71) | 2.06 | 0.1211 | 0.1211 | ||||||
| US04942UAC09 / Atlas Senior Loan Fund XII Ltd | 2.05 | -32.39 | 0.1203 | -0.0621 | |||||
| US12658XAC11 / Credit Suisse Mortgage Capital Certificates | 2.04 | -3.82 | 0.1196 | -0.0079 | |||||
| ANTARES HOLDINGS SR UNSECURED 144A 02/29 6.5 / DBT (US03666HAG65) | 2.03 | 0.75 | 0.1189 | -0.0021 | |||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 2.02 | 0.1187 | 0.1187 | ||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 2.02 | 0.1187 | 0.1187 | ||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 2.02 | 0.1187 | 0.1187 | ||||||
| US03765LAP76 / APID_15-20A | 2.02 | -4.85 | 0.1186 | -0.0092 | |||||
| US12667FMF98 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 16CB 5A1 | 2.00 | -1.57 | 0.1175 | -0.0049 | |||||
| US654744AB77 / Nissan Motor Co Ltd | 1.99 | 0.45 | 0.1167 | -0.0024 | |||||
| US67571CAB72 / OCTANE RECEIVABLES TRUST OCTL 2023 3A A2 144A | 1.98 | -25.22 | 0.1161 | -0.0430 | |||||
| VALE OVERSEAS LIMITED COMPANY GUAR 06/54 6.4 / DBT (US91911TAS24) | 1.97 | -0.41 | 0.1154 | -0.0034 | |||||
| US19075QAD43 / CoBank, ACB | 2.00 | 0.00 | 1.93 | 0.68 | 0.1134 | -0.0021 | |||
| FED HM LN PC POOL RJ0048 FR 10/53 FIXED 4.5 / ABS-MBS (US3142GQBS02) | 1.89 | -3.07 | 0.1111 | -0.0064 | |||||
| US02377AAA60 / American Airlines Pass Through Trust, Series 2014-1, Class A | 1.88 | -4.43 | 0.1102 | -0.0080 | |||||
| US172967NN71 / C 3.785 03/17/33 | 1.87 | 2.19 | 0.1097 | -0.0004 | |||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 1.87 | 1.41 | 0.1097 | -0.0013 | |||||
| O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) | 1.85 | 0.1084 | 0.1084 | ||||||
| US25746UDK25 / Dominion Energy Inc | 1.85 | 0.22 | 0.1084 | -0.0025 | |||||
| US91823AAW18 / VB S1 ISSUER LLC VBTEL | 1.78 | 0.74 | 0.1045 | -0.0018 | |||||
| FCT / Fincantieri S.p.A. | 1.76 | 1.09 | 0.1032 | -0.0015 | |||||
| US694308JK48 / PACIFIC GAS and ELECTRIC CO 3.75% 07/01/2028 | 1.75 | 0.92 | 0.1025 | -0.0017 | |||||
| OZLM LTD OZLM 2014 9A A1A4 144A / ABS-CBDO (US67109KBG85) | 1.73 | -24.36 | 0.1017 | -0.0361 | |||||
| STELLANTIS FIN US INC COMPANY GUAR 144A 03/35 6.45 / DBT (US85855CAL46) | 1.71 | 1.24 | 0.1003 | -0.0013 | |||||
| US00253XAB73 / American Airlines Inc/AAdvantage Loyalty IP Ltd | 1.70 | 2.10 | 0.0997 | -0.0004 | |||||
| US694308HY69 / Pacific Gas & Electric Co. | 1.70 | -3.47 | 0.0995 | -0.0062 | |||||
| US05565ASK06 / BNP Paribas SA | 1.70 | 3.35 | 0.0994 | 0.0008 | |||||
| US74333WAA09 / PROG 21-SFR10 A 144A 2.393% 12-17-38/12-19-28 | 1.67 | -1.94 | 0.0981 | -0.0045 | |||||
| US694308KD85 / Pacific Gas and Electric Co | 1.67 | -3.53 | 0.0978 | -0.0061 | |||||
| US161175BS22 / Charter Communications Operating LLC / Charter Communications Operating Capital | 1.66 | 4.79 | 0.0976 | 0.0021 | |||||
| US00928QAU58 / Aircastle Ltd | 1.65 | 0.43 | 0.0970 | -0.0020 | |||||
| ACDVF4 / Air Canada 2015-2 Class AA Pass Through Trust | 1.65 | -4.34 | 0.0970 | -0.0070 | |||||
| QUIKRETE HOLDINGS INC SR SECURED 144A 03/32 6.375 / DBT (US74843PAA84) | 1.65 | 2.17 | 0.0966 | -0.0003 | |||||
| GMZB / Ally Financial Inc. - Preferred Stock | 1.63 | 2.64 | 0.0958 | 0.0001 | |||||
| E / Eni S.p.A. - Depositary Receipt (Common Stock) | 1.61 | 0.00 | 0.0946 | -0.0024 | |||||
| US673919AL09 / OBX Trust, Series 2023-NQM5, Class A1A | 1.61 | -6.98 | 0.0946 | -0.0097 | |||||
| US63935CAB72 / Navient Private Education Refi Loan Trust 2019-F | 1.58 | -7.23 | 0.0927 | -0.0098 | |||||
| US03465JAB61 / Angel Oak Mortgage Trust 2021-6 | 1.58 | 0.32 | 0.0926 | -0.0020 | |||||
| US023765AA88 / American Airlines 2016-2 Class AA Pass Through Trust | 1.57 | -2.96 | 0.0923 | -0.0052 | |||||
| US045054AL70 / Ashtead Capital Inc | 1.57 | 1.69 | 0.0920 | -0.0007 | |||||
| US02376UAA34 / American Airlines Pass Through Trust, Series 2016-1, Class AA | 1.56 | 0.19 | 0.0915 | -0.0022 | |||||
| US78449HAB33 / SMB PRIVATE EDUCATION LOAN TRUST 2023-B SER 2023-B CL A1B V/R REGD 144A P/P 0.00000000 | 1.56 | -4.89 | 0.0914 | -0.0071 | |||||
| US04965JAA16 / Atrium Hotel Portfolio Trust 2017-ATRM | 1.55 | -0.51 | 0.0911 | -0.0028 | |||||
| XS2244321787 / ROLLS ROYCE PLC COMPANY GUAR REGS 10/27 5.75 | 1.55 | 7.20 | 0.0909 | 0.0039 | |||||
| US694308JQ18 / PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/40 4.5 | 1.50 | -1.90 | 0.0881 | -0.0040 | |||||
| GOLUB CAPITAL CAP FND SR UNSECURED 05/30 5.875 / DBT (US38179RAD70) | 1.50 | 0.0879 | 0.0879 | ||||||
| RFR USD SOFR/3.50000 12/18/24-1Y LCH / DIR (EZXN18T2XBB5) | 1.46 | 19.54 | 0.0854 | 0.0121 | |||||
| US268789AB07 / E.ON International Finance BV | 1.44 | 1.63 | 0.0843 | -0.0007 | |||||
| WOODSIDE FINANCE LTD COMPANY GUAR 05/32 5.7 / DBT (US980236AU78) | 1.43 | 0.0837 | 0.0837 | ||||||
| HARBOUR ENERGY PLC SR UNSECURED 144A 04/35 6.327 / DBT (US411618AD32) | 1.39 | -0.07 | 0.0817 | -0.0022 | |||||
| US695114CV84 / PacifiCorp | 1.37 | -1.65 | 0.0803 | -0.0034 | |||||
| US00253XAA90 / American Airlines Inc/AAdvantage Loyalty IP Ltd | 1.36 | -19.95 | 0.0800 | -0.0225 | |||||
| US90931MAA45 / United Airlines 2016-1 Class A Pass Through Trust | 1.30 | 0.54 | 0.0763 | -0.0015 | |||||
| US05369AAA97 / Aviation Capital Group LLC | 1.27 | 0.88 | 0.0744 | -0.0012 | |||||
| US12664AAD19 / CSMC_22-ATH3 | 1.24 | -3.43 | 0.0728 | -0.0044 | |||||
| US03072SXF72 / AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R12 M3 | 1.24 | 0.24 | 0.0727 | -0.0016 | |||||
| US90932EAA10 / United Airlines 2016-2 Class AA Pass Through Trust | 1.24 | -2.83 | 0.0727 | -0.0040 | |||||
| US928668BF80 / Volkswagen Group of America Finance LLC | 1.23 | 1.98 | 0.0725 | -0.0004 | |||||
| US94354KAA88 / WAVE 2019-1 LLC | 1.23 | -2.07 | 0.0723 | -0.0034 | |||||
| FED HM LN PC POOL RA9796 FR 09/53 FIXED 4.5 / ABS-MBS (US3133KR3D49) | 1.22 | -0.41 | 0.0715 | -0.0021 | |||||
| US53079EBL74 / Liberty Mutual Group, Inc. | 1.21 | -2.96 | 0.0711 | -0.0040 | |||||
| 952NPG006 / CREDIT SUISSE GROUP AG JR SUB 144A | 1.20 | 0.00 | 0.0704 | -0.0018 | |||||
| QUIKRETE HOLDINGS INC 2025 TERM LOAN B / LON (US74839XAL38) | 1.20 | 0.67 | 0.0702 | -0.0012 | |||||
| LONG GILT FUTURE SEP25 IFLL 20250926 / DIR (GB00MP6FM953) | 1.20 | 0.0702 | 0.0702 | ||||||
| DELOITTE LLP SR UNSEC E / DBT (955GGY900) | 1.18 | 0.68 | 0.0694 | -0.0013 | |||||
| US63874AAA60 / NCMS 2021 APPL A 144A | 1.16 | 0.69 | 0.0681 | -0.0012 | |||||
| US24023AAA88 / DC_23-DC | 1.15 | 1.77 | 0.0674 | -0.0005 | |||||
| US949794AB70 / Wells Fargo Mortgage Backed Securities 2007-AR6 Trust | 1.14 | -0.52 | 0.0670 | -0.0021 | |||||
| US753910AF55 / RESIDENTIAL ASSET SECURITIES C RASC 2005 KS12 M3 | 1.14 | -3.63 | 0.0669 | -0.0043 | |||||
| US251526CF47 / Deutsche Bank AG/New York NY | 1.10 | 1.85 | 0.0645 | -0.0004 | |||||
| US87165BAM54 / Synchrony Financial | 1.08 | 0.93 | 0.0635 | -0.0010 | |||||
| US37959GAB32 / Global Atlantic Fin Co | 1.07 | 0.76 | 0.0626 | -0.0011 | |||||
| US281020AN70 / EDISON INTERNATIONAL SR UNSECURED 06/27 5.75 | 1.06 | -0.28 | 0.0620 | -0.0017 | |||||
| RFR USD SOFR/3.26378 12/02/24-7Y* LCH / DIR (EZKHRJGZF457) | 1.05 | -79.73 | 0.0615 | -0.2494 | |||||
| RFR USD SOFR/3.26378 12/02/24-7Y* LCH / DIR (EZKHRJGZF457) | 1.05 | -79.73 | 0.0615 | -0.2494 | |||||
| US86358EGW03 / STRUCTURED ASSET INVESTMENT LO SAIL 2004 2 A4 | 1.03 | -2.56 | 0.0603 | -0.0031 | |||||
| GBDC / Golub Capital BDC, Inc. | 1.01 | 0.90 | 0.0595 | -0.0009 | |||||
| US59111RAA05 / METAL CAYMAN METAL 2017 1 A 144A | 0.99 | -3.78 | 0.0583 | -0.0038 | |||||
| US03072SXE08 / AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R12 M2 | 0.99 | -10.25 | 0.0581 | -0.0082 | |||||
| US90932LAH06 / United Airlines Inc | 0.97 | 2.53 | 0.0570 | 0.0000 | |||||
| US466317AA25 / J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURI SER 2022-NLP CL A V/R REGD 144A P/P 1.28650000 | 0.97 | 0.84 | 0.0567 | -0.0009 | |||||
| US452152GS43 / Illinois, General Obligation Bonds, Taxable Build America Bonds | 0.92 | -1.39 | 0.0540 | -0.0022 | |||||
| US38122ND583 / Golden State Tobacco Securitization Corp. | 0.92 | 0.22 | 0.0539 | -0.0012 | |||||
| FED HM LN PC POOL RJ0639 FR 01/54 FIXED 5.5 / ABS-MBS (US3142GQV902) | 0.89 | -2.30 | 0.0523 | -0.0026 | |||||
| US3142GQBU57 / FHLG 30YR 5.5% 10/01/2053#RJ0050 | 0.88 | -4.25 | 0.0516 | -0.0036 | |||||
| US36255WAA36 / GS Mortgage Securities Corp II | 0.87 | -14.03 | 0.0511 | -0.0099 | |||||
| US05565ALQ49 / BNP Paribas SA | 0.80 | 2.55 | 0.0472 | 0.0000 | |||||
| US00500RAA32 / ACREC 2021-FL1 Ltd | 0.80 | -4.08 | 0.0469 | -0.0032 | |||||
| US90932PAA66 / United Airlines 2014-1 Class A Pass Through Trust | 0.79 | -5.16 | 0.0464 | -0.0038 | |||||
| TREASURY BILL 07/25 0.00000 / DBT (US912797LW51) | 0.78 | 0.0455 | 0.0455 | ||||||
| XS0512401976 / TESCO PROPERTY FIN 3 PLC SR SECURED REGS 04/40 5.744 | 0.77 | 7.36 | 0.0454 | 0.0021 | |||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.77 | 0.0449 | 0.0449 | ||||||
| MAACH / MACH 1 Cayman 2019-1 Ltd | 0.71 | -16.53 | 0.0415 | -0.0095 | |||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 4 A2 144A / ABS-O (US69547DAB29) | 0.70 | 0.0412 | 0.0412 | ||||||
| DELOITTE LLP SR UNSEC D / DBT (955GGZ907) | 0.70 | 1.16 | 0.0410 | -0.0006 | |||||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 0.66 | 0.0389 | 0.0389 | ||||||
| US591560AA57 / MetLife Capital Trust IV | 0.66 | 0.15 | 0.0387 | -0.0010 | |||||
| US654744AD34 / Nissan Motor Co Ltd | 0.64 | -3.46 | 0.0377 | -0.0023 | |||||
| HCA INC COMPANY GUAR 09/54 5.95 / DBT (US404121AL94) | 0.63 | 1.28 | 0.0371 | -0.0005 | |||||
| US748956AA71 / RCKT Mortgage Trust 2023-CES2 | 0.62 | -10.20 | 0.0362 | -0.0051 | |||||
| US552751AC31 / MFRA TRUST MFRA 2020 NQM2 A3 144A | 0.55 | -20.81 | 0.0322 | -0.0095 | |||||
| US78433XAA81 / Stonepeak ABS, Series 2021-1A | 0.54 | -10.15 | 0.0317 | -0.0045 | |||||
| US552751AA74 / MFA 2020-NQM2 TRUST SER 2020-NQM2 CL A1 V/R REGD 144A P/P 1.38100000 | 0.54 | -20.85 | 0.0317 | -0.0093 | |||||
| US69702HAA68 / Palmer Square Loan Funding Ltd | 0.53 | -58.39 | 0.0313 | -0.0458 | |||||
| US694308HL49 / PACIFIC GAS + ELECTRIC SR UNSECURED 03/45 4.3 | 0.53 | -3.47 | 0.0310 | -0.0019 | |||||
| CAN 10YR BOND FUT SEP25 XMOD 20250918 / DIR (000000000) | 0.52 | 0.0306 | 0.0306 | ||||||
| US393505X986 / CONSECO FINANCIAL CORP GT 1999 3 A9 | 0.52 | -5.46 | 0.0305 | -0.0026 | |||||
| QUIKRETE HOLDINGS INC SR UNSECURED 144A 03/33 6.75 / DBT (US74843PAB67) | 0.52 | 3.61 | 0.0303 | 0.0003 | |||||
| TREASURY BILL 07/25 0.00000 / DBT (US912797NX17) | 0.51 | 0.0297 | 0.0297 | ||||||
| US595620AP00 / MidAmerican Energy Co. | 0.50 | 0.20 | 0.0292 | -0.0007 | |||||
| XS1697686928 / WARWICK FINANCE RESIDENTIAL MO WARW 3A A 144A | 0.47 | -5.43 | 0.0276 | -0.0023 | |||||
| US39538RBB42 / GreenPoint MTA Trust 2005-AR2 | 0.46 | -0.22 | 0.0272 | -0.0008 | |||||
| CA74814ZFS70 / Province of Quebec Canada | 0.44 | -97.76 | 0.0258 | -1.1572 | |||||
| US362341KE87 / GSAMP Trust, Series 2005-HE4, Class M-3 | 0.43 | -23.36 | 0.0254 | -0.0086 | |||||
| US29278NAQ60 / ENERGY TRANSFER OPERATNG COMPANY GUAR 05/30 3.75 | 0.43 | 1.41 | 0.0253 | -0.0003 | |||||
| US49427RAN26 / Kilroy Realty LP | 0.40 | 0.76 | 0.0233 | -0.0004 | |||||
| US345397B777 / Ford Motor Credit Co LLC | 0.39 | 1.04 | 0.0229 | -0.0004 | |||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 1 A 144A / ABS-O (US69548AAA97) | 0.37 | -18.28 | 0.0218 | -0.0055 | |||||
| US24736CBS26 / Delta Air Lines, Inc. 2020 1st Lien Term Loan B | 0.37 | -9.54 | 0.0218 | -0.0029 | |||||
| US44409MAB28 / Hudson Pacific Properties LP | 0.36 | 18.87 | 0.0211 | 0.0029 | |||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0.32 | 0.0190 | 0.0190 | ||||||
| US29880YAJ82 / EUROSAIL PLC ESAIL 2007 3A A3C 144A | 0.32 | -5.81 | 0.0190 | -0.0017 | |||||
| US055742AA88 / BSST MORTGAGE TRUST BSST 2022 1700 A 144A | 0.27 | 0.75 | 0.0159 | -0.0002 | |||||
| US55354GAQ38 / MSCI Inc | 0.26 | 1.54 | 0.0154 | -0.0002 | |||||
| US92922FB720 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-AR13 A2A | 0.25 | -4.98 | 0.0146 | -0.0011 | |||||
| US23332UEM27 / DSLA Mortgage Loan Trust, Series 2005-AR4, Class 2A1A | 0.24 | -0.41 | 0.0143 | -0.0005 | |||||
| DE000DL19VB0 / Deutsche Bank AG | 0.24 | 8.64 | 0.0141 | 0.0008 | |||||
| BOUGHT BRL SOLD USD 20251002 / DFE (000000000) | 0.23 | 0.0135 | 0.0135 | ||||||
| XS0883200262 / TESCO PROPERTY FIN 6 PLC SR SECURED REGS 07/44 5.4111 | 0.23 | 7.08 | 0.0134 | 0.0006 | |||||
| US84858DAA63 / Spirit Airlines Pass Through Trust 2015-1A | 0.23 | -6.25 | 0.0132 | -0.0012 | |||||
| CA303901BD38 / FAIRFAX FINL HLDGS LTD SR UNSECURED 06/29 4.23 | 0.22 | 5.16 | 0.0132 | 0.0004 | |||||
| RFR USD SOFR/3.24000 09/16/24-10Y LCH / DIR (EZH06W9H2QV9) | 0.22 | -11.84 | 0.0127 | -0.0021 | |||||
| RFR USD SOFR/3.24000 09/16/24-10Y LCH / DIR (EZH06W9H2QV9) | 0.22 | -11.84 | 0.0127 | -0.0021 | |||||
| XS0308710143 / EUROSAIL PLC ESAIL 2007 3X A3C REGS | 0.21 | -5.80 | 0.0124 | -0.0011 | |||||
| US3132A5KB03 / Freddie Mac Pool | 0.20 | -1.51 | 0.0115 | -0.0005 | |||||
| US44409MAD83 / Hudson Pacific Properties LP | 0.20 | 12.72 | 0.0115 | 0.0010 | |||||
| US92925CDA71 / WaMu Mortgage Pass-Through Certificates Series 2006-AR3 Trust | 0.19 | -2.53 | 0.0113 | -0.0006 | |||||
| US55354GAK67 / MSCI Inc | 0.19 | 1.08 | 0.0110 | -0.0001 | |||||
| US004421EW92 / ACE Securities Corp Home Equity Loan Trust Series 2004-OP1 | 0.18 | -1.10 | 0.0105 | -0.0004 | |||||
| US761118WP92 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO3 A1 | 0.18 | -0.56 | 0.0104 | -0.0003 | |||||
| US842400FZ13 / Southern California Edison Co. Bond 4.65% Due 10/1/2043 | 0.16 | 0.0095 | 0.0095 | ||||||
| US07386HB835 / BEAR STEARNS ALT-A TRUST | 0.15 | 0.00 | 0.0090 | -0.0002 | |||||
| US86359LMW62 / STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR6 1A1 | 0.15 | -1.99 | 0.0087 | -0.0004 | |||||
| US26827EAC93 / ECAF I Ltd | 0.15 | -13.02 | 0.0086 | -0.0016 | |||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.14 | 0.0082 | 0.0082 | ||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.14 | 0.0082 | 0.0082 | ||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.14 | 0.0082 | 0.0082 | ||||||
| XS2353100402 / Credit Agricole SA | 0.14 | 6.92 | 0.0082 | 0.0003 | |||||
| US23332UBF03 / DSLA Mortgage Loan Trust 2004-AR3 | 0.14 | -1.45 | 0.0080 | -0.0003 | |||||
| US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 0.13 | -99.04 | 0.0078 | -0.8158 | |||||
| RFR USD SOFR/3.23200 09/10/24-10Y LCH / DIR (EZ7VRSSQ00Z9) | 0.12 | -11.51 | 0.0072 | -0.0012 | |||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.12 | 0.0072 | 0.0072 | ||||||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0.12 | 0.0071 | 0.0071 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.12 | 0.0070 | 0.0070 | ||||||
| US43739ECB11 / HOMEBANC MORTGAGE TRUST HMBT 2005 5 A1 | 0.11 | -6.61 | 0.0067 | -0.0006 | |||||
| TREASURY BILL 09/25 0.00000 / DBT (US912797PW16) | 0.11 | 0.0065 | 0.0065 | ||||||
| RFR USD SOFR/3.51400 09/04/24-10Y LCH / DIR (EZSXZYY2VD17) | 0.11 | -25.00 | 0.0064 | -0.0023 | |||||
| RFR USD SOFR/3.51400 09/04/24-10Y LCH / DIR (EZSXZYY2VD17) | 0.11 | -25.00 | 0.0064 | -0.0023 | |||||
| US61748HBQ39 / MORGAN STANLEY MORTGAGE LOAN TRUST | 0.11 | -3.60 | 0.0063 | -0.0004 | |||||
| US44409MAA45 / HUDSON PACIFIC PROPERTIE COMPANY GUAR 11/27 3.95 | 0.10 | 7.95 | 0.0056 | 0.0003 | |||||
| US41161PSK02 / HarborView Mortgage Loan Trust 2005-9 | 0.09 | -4.17 | 0.0054 | -0.0004 | |||||
| RFR USD SOFR/3.56500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0.09 | -29.51 | 0.0051 | -0.0023 | |||||
| RFR USD SOFR/3.56500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0.09 | -29.51 | 0.0051 | -0.0023 | |||||
| RFR USD SOFR/3.56500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0.09 | -29.51 | 0.0051 | -0.0023 | |||||
| US44409MAC01 / Hudson Pacific Properties LP | 0.08 | 17.39 | 0.0048 | 0.0007 | |||||
| CA68333ZAY30 / ONTARIO PROVINCE CDA 3.65% 06/02/2033 | 0.07 | -99.48 | 0.0043 | -0.8334 | |||||
| OIS CAD CAONREPO/2.7404 03/10/25-9Y* LCH / DIR (EZFX115HKHQ4) | 0.07 | -350.00 | 0.0039 | 0.0055 | |||||
| VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (EZKBMTL78RT9) | 0.07 | 6.56 | 0.0038 | 0.0002 | |||||
| RFR USD SOFR/3.61300 08/22/24-10Y LCH / DIR (EZZBSDRSGXS6) | 0.06 | -37.00 | 0.0037 | -0.0023 | |||||
| US46652DAA37 / JP Morgan Chase Commercial Mortgage Securities Corp | 0.06 | -6.06 | 0.0037 | -0.0003 | |||||
| US3138E0HS11 / FNMA POOL AJ7440 FN 11/41 FIXED 4.5 | 0.06 | 0.00 | 0.0035 | -0.0001 | |||||
| BOUGHT TRY SOLD USD 20250707 / DFE (000000000) | 0.06 | 0.0032 | 0.0032 | ||||||
| US41162DAF69 / HarborView Mortgage Loan Trust 2006-12 | 0.05 | -3.70 | 0.0031 | -0.0002 | |||||
| US46630GAV77 / JP Morgan Mortgage Trust, Series 2007-A1, Class 5A5 | 0.05 | -3.92 | 0.0029 | -0.0002 | |||||
| US26827EAA38 / ECAF I Ltd | 0.05 | -14.29 | 0.0028 | -0.0006 | |||||
| RFR USD SOFR/3.64300 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0.05 | -61.48 | 0.0028 | -0.0046 | |||||
| RFR USD SOFR/3.60500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0.05 | -62.30 | 0.0027 | -0.0046 | |||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | 0.05 | 0.0026 | 0.0026 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.04 | 0.0026 | 0.0026 | ||||||
| EZBXJKS0JJY3 / BRITISH TELECOMMUNICATIONS PL SNR SE ICE | 0.04 | 7.50 | 0.0025 | 0.0001 | |||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.04 | 0.0024 | 0.0024 | ||||||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.04 | 0.0023 | 0.0023 | ||||||
| US59024LAB71 / MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES 2007-HE2 | 0.04 | 0.00 | 0.0022 | -0.0001 | |||||
| US12669GPN50 / CHL Mortgage Pass-Through Trust 2005-2 | 0.04 | 0.00 | 0.0021 | -0.0001 | |||||
| US362341RX95 / GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 | 0.03 | -3.03 | 0.0019 | -0.0001 | |||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.03 | 0.0019 | 0.0019 | ||||||
| BOUGHT TRY SOLD USD 20250717 / DFE (000000000) | 0.03 | 0.0018 | 0.0018 | ||||||
| RFR USD SOFR/3.71500 08/07/24-10Y LCH / DIR (EZ2H268MSWS8) | 0.03 | -71.28 | 0.0016 | -0.0040 | |||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.02 | 0.0015 | 0.0015 | ||||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.02 | 0.0015 | 0.0015 | ||||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.02 | 0.0015 | 0.0015 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0014 | 0.0014 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.02 | 0.0013 | 0.0013 | ||||||
| US61754HAD44 / MORGAN STANLEY MORTGAGE LOAN T MSM 2007 7AX 2A3 | 0.02 | -4.55 | 0.0013 | -0.0001 | |||||
| US12668BB444 / Alternative Loan Trust, Series 2006-OA3, Class 1A1 | 0.02 | 0.00 | 0.0013 | -0.0000 | |||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0012 | 0.0012 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.02 | 0.0012 | 0.0012 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.02 | 0.0012 | 0.0012 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.02 | 0.0012 | 0.0012 | ||||||
| ELECTRICITE DE FRANCE SA (EDF SNR SE ICE / DCR (EZFZGFDS4BQ7) | 0.02 | 42.86 | 0.0012 | 0.0003 | |||||
| US17307GXP89 / Citigroup Mortgage Loan Trust Inc | 0.02 | -5.00 | 0.0011 | -0.0001 | |||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0011 | 0.0011 | ||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0011 | 0.0011 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0011 | 0.0011 | ||||||
| VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (EZSQ5BJRJBN9) | 0.02 | 6.25 | 0.0010 | 0.0001 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0009 | 0.0009 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0009 | 0.0009 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0009 | 0.0009 | ||||||
| EZ65GBV58FC9 / MEXICO LA SP MYC | 0.02 | 25.00 | 0.0009 | 0.0002 | |||||
| US92922FD213 / WAMU_05-AR2 | 0.01 | -12.50 | 0.0009 | -0.0001 | |||||
| EZFQZ4BFTHK3 / ENERGY TRANSFER LP SNR S* ICE | 0.01 | -33.33 | 0.0008 | -0.0004 | |||||
| VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (EZL2Z9F4XSP5) | 0.01 | -6.67 | 0.0008 | -0.0001 | |||||
| EZRRBYCX3652 / BOEING CO/THE SNR S* ICE | 0.01 | 7.69 | 0.0008 | 0.0000 | |||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0008 | 0.0008 | ||||||
| US05951EAM93 / BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 4A1 | 0.01 | 0.00 | 0.0008 | -0.0000 | |||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0007 | 0.0007 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0007 | 0.0007 | ||||||
| US31419BUM52 / FNMA POOL AE1487 FN 09/40 FIXED 4.5 | 0.01 | -9.09 | 0.0006 | -0.0000 | |||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0006 | 0.0006 | ||||||
| US31416TL495 / Fannie Mae Pool | 0.01 | -9.09 | 0.0006 | -0.0000 | |||||
| US3128L5LP43 / FED HM LN PC POOL A72134 FG 01/38 FIXED 6.5 | 0.01 | 0.00 | 0.0006 | -0.0000 | |||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0006 | 0.0006 | ||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0006 | 0.0006 | ||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0006 | 0.0006 | ||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | 0.01 | 0.0006 | 0.0006 | ||||||
| CMLTI / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2003 HE3 A | 0.01 | -20.00 | 0.0005 | -0.0001 | |||||
| US31418AAE82 / FNMA POOL MA0904 FN 11/41 FIXED 4.5 | 0.01 | -12.50 | 0.0005 | -0.0000 | |||||
| US362341RW13 / GSR MORTGAGE LOAN TRUST GSR 2005 AR6 1A4 | 0.01 | -30.00 | 0.0005 | -0.0002 | |||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0004 | 0.0004 | ||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0004 | 0.0004 | ||||||
| US86359BGF22 / Structured Adjustable Rate Mortgage Loan Trust | 0.01 | -14.29 | 0.0004 | -0.0000 | |||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0004 | 0.0004 | ||||||
| AT&T INC SNR S* ICE / DCR (EZZ2S2FBCRZ4) | 0.01 | -14.29 | 0.0004 | -0.0000 | |||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | 0.01 | 0.0004 | 0.0004 | ||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | 0.01 | 0.0004 | 0.0004 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0004 | 0.0004 | ||||||
| EZJGYSSMZ0P0 / MEXICO LA SP MYC | 0.01 | 50.00 | 0.0004 | 0.0001 | |||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0004 | 0.0004 | ||||||
| US07384MN579 / BEAR STEARNS ARM TRUST 2004-2 SER 2004-2 CL 23A V/R REGD 3.43960500 | 0.01 | 0.00 | 0.0003 | -0.0000 | |||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0003 | 0.0003 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0003 | 0.0003 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0003 | 0.0003 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0003 | 0.0003 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0003 | 0.0003 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0003 | 0.0003 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| EZ89MT0WHJP2 / MEXICO LA SP MYC | 0.00 | 300.00 | 0.0003 | 0.0002 | |||||
| US07384MYW62 / BEAR STEARNS ARM TRUST 2003-7 SER 2003-7 CL 6A V/R REGD 4.22484900 | 0.00 | -25.00 | 0.0002 | -0.0001 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| EZ6ZWC9MVX60 / MEXICO LA SP JPM | 0.00 | 0.00 | 0.0002 | 0.0000 | |||||
| US466247LZ44 / JP MORGAN MORTGAGE TRUST 2005-A1 SER 2005-A1 CL 6T1 V/R REGD 4.64499200 | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| MEXICO LA SP GST / DCR (EZDKNKQB19P7) | 0.00 | 0.0002 | 0.0002 | ||||||
| MEXICO LA SP GST / DCR (EZDKNKQB19P7) | 0.00 | 0.0002 | 0.0002 | ||||||
| US466247AZ62 / JP MORGAN MORTGAGE TRUST 2003-A2 SER 2003-A2 CL 3A1 V/R REGD 3.76336000 | 0.00 | -60.00 | 0.0002 | -0.0001 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| US362341RT83 / GSR MORTGAGE LOAN TRUST GSR 2005 AR6 1A1 | 0.00 | -33.33 | 0.0001 | -0.0001 | |||||
| US36229RJJ95 / GSR MORTGAGE LOAN TRUST GSR 2003 1 A2 | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| ZF EUROPE FINANCE BV SNR SE ICE / DCR (EZSXJSSG1072) | 0.00 | -80.00 | 0.0001 | -0.0002 | |||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| US3128M5SH44 / FED HM LN PC POOL G03820 FG 01/38 FIXED 6.5 | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| EZT4KMN1Y986 / MEXICO LA SP MYC | 0.00 | 0.0000 | -0.0000 | ||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT KRW SOLD USD 20250708 / 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 | ||||||
| US395387AA13 / Greenpoint Mortgage Pass-Through Certificates | 0.00 | 0.0000 | -0.0000 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / 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 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT JPY SOLD USD 20250804 / 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 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOLD SEK BOUGHT USD 20250804 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT CAD SOLD USD 20250805 / DFE (000000000) | 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 | ||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0009527616 / NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0009527376 / Nykredit Realkredit A/S, Series 01E | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0009403644 / JYSKE REALKREDIT A/S COVERED 10/53 1.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0004619467 / Realkredit Danmark A/S | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0009527293 / NYKREDIT REALKREDIT AS COVERED REGS 10/53 1 | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0004616281 / REALKREDIT DKK SR SEC SF COVERED 1.0% 10-01-53 | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0009528424 / NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5 | 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 | ||||||
| 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 CAD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT SEK SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD NOK 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 | -100.00 | -0.0000 | 0.0133 | |||||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD KRW 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 JPY SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| OIS CAD CAONREPO/2.9000 03/31/25-8Y* LCH / DIR (EZM3GC13QTT8) | -0.00 | -99.76 | -0.0001 | 0.0247 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD KRW BOUGHT USD 20250708 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD KRW BOUGHT USD 20250714 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD TRY BOUGHT USD 20250718 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD ILS BOUGHT USD 20250709 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD TRY BOUGHT USD 20250707 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD TRY BOUGHT USD 20250707 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0003 | -0.0003 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0003 | -0.0003 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0003 | -0.0003 | ||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0004 | -0.0004 | ||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0004 | -0.0004 | ||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0004 | -0.0004 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0004 | -0.0004 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0005 | -0.0005 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0005 | -0.0005 | ||||||
| SOLD IDR BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0005 | -0.0005 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0005 | -0.0005 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0006 | -0.0006 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0006 | -0.0006 | ||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0.01 | -0.0006 | -0.0006 | ||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0.01 | -0.0006 | -0.0006 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0006 | -0.0006 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0007 | -0.0007 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0007 | -0.0007 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0007 | -0.0007 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0007 | -0.0007 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0008 | -0.0008 | ||||||
| SOLD NZD BOUGHT USD 20250804 / DFE (000000000) | -0.01 | -0.0008 | -0.0008 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0009 | -0.0009 | ||||||
| SOLD TRY BOUGHT USD 20250717 / DFE (000000000) | -0.02 | -0.0009 | -0.0009 | ||||||
| SOLD TRY BOUGHT USD 20250717 / DFE (000000000) | -0.02 | -0.0009 | -0.0009 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0009 | -0.0009 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.02 | -0.0013 | -0.0013 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.02 | -0.0014 | -0.0014 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.02 | -0.0014 | -0.0014 | ||||||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0014 | -0.0014 | ||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.03 | -0.0017 | -0.0017 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0020 | -0.0020 | ||||||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | -0.04 | -0.0023 | -0.0023 | ||||||
| RFR USD SOFR/3.75000 12/18/24-10Y LCH / DIR (EZ7K2W20N534) | -0.04 | -244.83 | -0.0025 | -0.0042 | |||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.06 | -0.0038 | -0.0038 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.08 | -0.0050 | -0.0050 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.10 | -0.0058 | -0.0058 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.12 | -0.0071 | -0.0071 | ||||||
| SOLD AUD BOUGHT USD 20250805 / DFE (000000000) | -0.12 | -0.0071 | -0.0071 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.12 | -0.0072 | -0.0072 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.12 | -0.0073 | -0.0073 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.13 | -0.0074 | -0.0074 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.13 | -0.0074 | -0.0074 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.13 | -0.0074 | -0.0074 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.13 | -0.0074 | -0.0074 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.16 | -0.0092 | -0.0092 | ||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.17 | -0.0101 | -0.0101 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.18 | -0.0104 | -0.0104 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.19 | -0.0110 | -0.0110 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.19 | -0.0110 | -0.0110 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.19 | -0.0110 | -0.0110 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.19 | -0.0110 | -0.0110 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.19 | -0.0110 | -0.0110 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.19 | -0.0112 | -0.0112 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.19 | -0.0112 | -0.0112 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.19 | -0.0113 | -0.0113 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.19 | -0.0114 | -0.0114 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.20 | -0.0115 | -0.0115 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.20 | -0.0115 | -0.0115 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.20 | -0.0117 | -0.0117 | ||||||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | -0.21 | -0.0123 | -0.0123 | ||||||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | -0.33 | -0.0191 | -0.0191 | ||||||
| REVERSE REPO MERRILL LYNCH / RA (000000000) | -0.33 | -0.0191 | -0.0191 | ||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -0.34 | -0.0200 | -0.0200 | ||||||
| SOLD PEN BOUGHT USD 20250721 / DFE (000000000) | -0.57 | -0.0336 | -0.0336 | ||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.62 | -0.0362 | -0.0362 | ||||||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | -0.76 | -0.0449 | -0.0449 | ||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.82 | -0.0479 | -0.0479 | ||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.82 | -0.0479 | -0.0479 | ||||||
| REVERSE REPO JPM CHASE / RA (000000000) | -1.04 | -0.0611 | -0.0611 | ||||||
| REVERSE REPO JPM CHASE / RA (000000000) | -1.04 | -0.0611 | -0.0611 | ||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -1.83 | -0.1076 | -0.1076 | ||||||
| RFR USD SOFR/4.01150 02/14/25-10Y LCH / DIR (EZSQMTV543V9) | -2.40 | 31.80 | -0.1411 | -0.0313 | |||||
| RFR USD SOFR/3.90000 09/02/25-9Y* LCH / DIR (000000000) | -2.56 | -0.1504 | -0.1504 | ||||||
| OIS CAD CAONREPO/3.5000 03/28/24-8Y* LCH / DIR (EZ6CFT2N3TR9) | -2.69 | -20.90 | -0.1577 | 0.0467 | |||||
| REVERSE REPO DEUTSCHE REVERSE REPO / RA (000000000) | -3.03 | -0.1778 | -0.1778 | ||||||
| REVERSE REPO DEUTSCHE REVERSE REPO / RA (000000000) | -3.03 | -0.1778 | -0.1778 | ||||||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | -8.48 | -0.4977 | -0.4977 | ||||||
| REVERSE REPO BARCLAYS REVERSE REPO / RA (000000000) | -8.99 | -0.5273 | -0.5273 | ||||||
| REVERSE REPO DEUTSCHE REVERSE REPO / RA (000000000) | -23.08 | -1.3540 | -1.3540 | ||||||
| US01F0306781 / UMBS TBA | -77.46 | -4.5444 | -4.5444 |
