Mga Batayang Estadistika
| Nilai Portofolio | $ 2,317,989,165 |
| Posisi Saat Ini | 1,190 |
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)
FXIMX - Fixed Income SHares: Series M Series M telah mengungkapkan total kepemilikan 1,190 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 2,317,989,165 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama FXIMX - Fixed Income SHares: Series M Series M adalah Ginnie Mae (US:US21H0226892) , UMBS TBA (US:US01F0506844) , UMBS TBA (US:US01F0426811) , Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , and FHLG 30YR 4% 09/01/2052#SD8244 (US:US3132DWER07) . Posisi baru FXIMX - Fixed Income SHares: Series M Series M meliputi: Ginnie Mae (US:US21H0226892) , UMBS TBA (US:US01F0506844) , UMBS TBA (US:US01F0426811) , Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , and FHLG 30YR 4% 09/01/2052#SD8244 (US:US3132DWER07) .
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 |
|---|---|---|---|---|
| 184.15 | 10.7917 | 10.7917 | ||
| 50.77 | 2.9750 | 2.9750 | ||
| 89.60 | 5.2511 | 1.5078 | ||
| 133.87 | 7.8450 | 0.9738 | ||
| 9.61 | 0.5635 | 0.5635 | ||
| 7.36 | 0.4311 | 0.4311 | ||
| 7.03 | 0.4123 | 0.4123 | ||
| 7.01 | 0.4108 | 0.4108 | ||
| 93.27 | 5.4660 | 0.3857 | ||
| 5.87 | 0.3441 | 0.3441 |
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 |
|---|---|---|---|---|
| -102.41 | -6.0018 | -30.9454 | ||
| 200.82 | 11.7685 | -9.9624 | ||
| 48.06 | 2.8163 | -0.6748 | ||
| -9.96 | -0.5836 | -0.5836 | ||
| -4.19 | -0.2454 | -0.2454 | ||
| -2.74 | -0.1604 | -0.1604 | ||
| 60.85 | 3.5658 | -0.1604 | ||
| 36.54 | 2.1414 | -0.1179 | ||
| -1.87 | -0.1097 | -0.1097 | ||
| 37.85 | 2.2184 | -0.1037 |
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 (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| US21H0226892 / Ginnie Mae | 200.82 | -31.99 | 11.7685 | -9.9624 | |||||
| US01F0506844 / UMBS TBA | 184.15 | 10.7917 | 10.7917 | ||||||
| US01F0426811 / UMBS TBA | 133.87 | 43.38 | 7.8450 | 0.9738 | |||||
| EUROPEAN UNION SR UNSECURED REGS 10/29 2.875 / DBT (EU000A3L1CN4) | 93.27 | 9.82 | 5.4660 | 0.3857 | |||||
| US01F0626899 / Uniform Mortgage-Backed Security, TBA | 89.60 | 76.17 | 5.2511 | 1.5078 | |||||
| US3132DWER07 / FHLG 30YR 4% 09/01/2052#SD8244 | 60.85 | -2.32 | 3.5658 | -0.1604 | |||||
| US91282CGW55 / United States Treasury Inflation Indexed Bonds | 53.38 | 0.77 | 3.1282 | -0.0403 | |||||
| US01F0606834 / Uniform Mortgage-Backed Security, TBA | 50.77 | 2.9750 | 2.9750 | ||||||
| US01F0526800 / Uniform Mortgage-Backed Security, TBA | 48.06 | 1.31 | 2.8163 | -0.6748 | |||||
| US3140XDRC24 / FNMA POOL FM9482 FN 11/51 FIXED VAR | 37.85 | -2.48 | 2.2184 | -0.1037 | |||||
| US TREASURY N/B 08/54 4.25 / DBT (US912810UC08) | 36.54 | -3.25 | 2.1414 | -0.1179 | |||||
| TSY INFL IX N/B 01/34 1.75 / DBT (US91282CJY84) | 32.91 | 0.30 | 1.9287 | -0.0341 | |||||
| US3132DWHS52 / FEDERAL HOME LOAN MORTGAGE CORPORATION | 21.58 | -1.70 | 1.2648 | -0.0485 | |||||
| US3622MHAA47 / GSAMP Trust 2007-FM2 | 21.37 | 3.20 | 1.2525 | 0.0137 | |||||
| US61747YFE05 / Morgan Stanley | 20.35 | 1.67 | 1.1927 | -0.0047 | |||||
| TRINITAS CLO LTD TRNTS 2020 14A A1R 144A / ABS-CBDO (US89641QAN07) | 16.51 | 0.12 | 0.9676 | -0.0190 | |||||
| A3KL1L / Citigroup Inc. - Preferred Stock | 15.33 | 1.56 | 0.8983 | -0.0045 | |||||
| US06051GLH01 / Bank of America Corp. | 15.31 | 1.53 | 0.8970 | -0.0048 | |||||
| US17181KAA88 / CIM Trust 2023-R2 | 14.67 | -2.87 | 0.8599 | -0.0437 | |||||
| US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 14.55 | -6.25 | 0.8528 | -0.0757 | |||||
| LCM LTD PARTNERSHIP LCM 35A A1R 144A / ABS-CBDO (US50202QAL77) | 11.87 | 0.05 | 0.6956 | -0.0140 | |||||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | 11.41 | 1.84 | 0.6689 | -0.0015 | |||||
| US62432MAN92 / Mountain View Clo XIV Ltd | 11.19 | 0.48 | 0.6558 | -0.0103 | |||||
| US172967PA33 / CITIGROUP INC | 10.77 | 1.46 | 0.6312 | -0.0038 | |||||
| US345397C924 / Ford Motor Credit Co LLC | 10.34 | 0.61 | 0.6058 | -0.0087 | |||||
| US07389YAD31 / BSABS 2007-HE2 2A4 | 9.94 | -5.16 | 0.5827 | -0.0445 | |||||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 9.61 | 0.5635 | 0.5635 | ||||||
| TRINITAS CLO LTD TRNTS 2017 6A ARRR 144A / ABS-CBDO (US89640YBN31) | 9.51 | 0.17 | 0.5574 | -0.0106 | |||||
| UBSG34 / UBS Group AG - Depositary Receipt (Common Stock) | 9.35 | 1.29 | 0.5481 | -0.0042 | |||||
| US61744CYC45 / MORGAN STANLEY CAPITAL INC MSAC 2006 NC1 M2 | 9.30 | -0.73 | 0.5450 | -0.0154 | |||||
| US12670FAA84 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 9 1A | 9.23 | -0.84 | 0.5409 | -0.0159 | |||||
| US69121KAG94 / Owl Rock Capital Corp | 9.04 | 1.50 | 0.5297 | -0.0030 | |||||
| XS2305383288 / DRYDEN LEVERAGED LOAN CDO DRYD 2017 27A AR 144A | 8.97 | 6.73 | 0.5259 | 0.0230 | |||||
| US64831HAM51 / New Residential Mortgage Loan Trust 2023-NQM1 | 8.83 | -7.44 | 0.5174 | -0.0532 | |||||
| US17312GAS03 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL3 A1 144A | 8.80 | -2.72 | 0.5156 | -0.0254 | |||||
| US302635AH04 / FS KKR Capital Corp | 8.63 | 0.47 | 0.5059 | -0.0081 | |||||
| STELLANTIS FIN US INC COMPANY GUAR 144A 03/35 6.45 / DBT (US85855CAL46) | 8.34 | 1.21 | 0.4890 | -0.0042 | |||||
| US05571AAS42 / BPCE SA | 8.24 | 0.88 | 0.4831 | -0.0057 | |||||
| PIKES PEAK CLO PIPK 2018 2A ARR 144A / ABS-CBDO (US72133JAY38) | 8.21 | 0.27 | 0.4810 | -0.0086 | |||||
| RFR USD SOFR/3.00000 02/12/25-30Y LCH / DIR (EZ5QDLRMVJ80) | 8.07 | 15.73 | 0.4726 | 0.0558 | |||||
| US03666HAF82 / ANTARES HOLDINGS LP | 7.98 | 0.05 | 0.4675 | -0.0094 | |||||
| US05571AAR68 / BPCE SA | 7.95 | 0.54 | 0.4656 | -0.0071 | |||||
| XS2716891440 / EPH Financing International AS | 7.68 | 9.67 | 0.4498 | 0.0311 | |||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 4A A1R 144A / ABS-CBDO (US05685AAQ13) | 7.52 | 0.35 | 0.4406 | -0.0076 | |||||
| US01F0306781 / UMBS TBA | 7.36 | 0.4311 | 0.4311 | ||||||
| US46654FAD06 / JP Morgan Mortgage Trust | 7.32 | -2.35 | 0.4289 | -0.0194 | |||||
| CARVAL CLO LTD CARVL 2019 2A AR2 144A / ABS-CBDO (US14686WAW10) | 7.26 | -1.08 | 0.4252 | -0.0135 | |||||
| US87241EAQ89 / TCW CLO 2019-1 AMR Ltd | 7.11 | 0.24 | 0.4167 | -0.0076 | |||||
| VOYA CLO LTD VOYA 2017 3A A1RR 144A / ABS-CBDO (US92915QBG73) | 7.07 | -0.37 | 0.4145 | -0.0101 | |||||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | 7.03 | 0.4123 | 0.4123 | ||||||
| SAN / Banco Santander, S.A. - Depositary Receipt (Common Stock) | 7.01 | 0.98 | 0.4110 | -0.0045 | |||||
| GREYSTONE COMMERCIAL REAL ESTA GSTNE 2025 FL4 A 144A / ABS-CBDO (US39810MAA71) | 7.01 | 0.4108 | 0.4108 | ||||||
| ELEVATION CLO LTD AWPT 2022 16A A1AR 144A / ABS-CBDO (US28623YAU73) | 7.01 | 0.70 | 0.4107 | -0.0055 | |||||
| SANDSTONE PEAK LTD. SAND 2021 1A A1R 144A / ABS-CBDO (US800130AN66) | 7.00 | 0.04 | 0.4105 | -0.0083 | |||||
| US92535VAF94 / Vertical Bridge Holdings LLC | 6.96 | 0.69 | 0.4079 | -0.0056 | |||||
| XS2418762923 / Madison Park Euro Funding XIV DAC | 6.68 | 8.23 | 0.3914 | 0.0223 | |||||
| US53079EBM57 / Liberty Mutual Group Inc | 6.53 | 1.71 | 0.3825 | -0.0014 | |||||
| ATLAS SENIOR LOAN FUND LTD ATCLO 2019 15A A1R 144A / ABS-CBDO (US04942MAN48) | 6.51 | -13.07 | 0.3818 | -0.0665 | |||||
| US92927BAA08 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA6 1A | 6.47 | -1.28 | 0.3793 | -0.0129 | |||||
| 937CJTII1 / CASTLELAKE LP FIRST LIEN TERM LOAN | 6.42 | -3.53 | 0.3760 | -0.0218 | |||||
| US95000U2U64 / Wells Fargo & Co | 6.39 | 1.78 | 0.3748 | -0.0011 | |||||
| VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A / ABS-CBDO (US92338VAA98) | 6.38 | -5.93 | 0.3740 | -0.0318 | |||||
| US67740QAH92 / Ohio National Financial Services, Inc. | 6.27 | 0.63 | 0.3673 | -0.0053 | |||||
| ATLANTIC AVENUE LTD MCCP 2024 3A A 144A / ABS-CBDO (US04822JAA43) | 6.20 | 0.10 | 0.3632 | -0.0071 | |||||
| US12662QAA40 / CSMC 2021-NQM7 | 6.19 | -4.13 | 0.3630 | -0.0235 | |||||
| US52522DAM39 / Lehman XS Trust Series 2006-16N | 6.18 | -3.82 | 0.3620 | -0.0222 | |||||
| US38122ND823 / Golden State Tobacco Securitization Corp | 6.11 | -18.44 | 0.3580 | -0.0901 | |||||
| 30064K105 / Exacttarget, Inc. | 6.10 | 1.38 | 0.3573 | -0.0024 | |||||
| US542514KC79 / LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 1 M4 | 6.09 | -7.21 | 0.3567 | -0.0356 | |||||
| US539439AU36 / Lloyds Banking Group PLC | 6.03 | -0.07 | 0.3534 | -0.0076 | |||||
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2016 3A ARRR / ABS-CBDO (US14311UBA51) | 6.01 | 0.47 | 0.3520 | -0.0056 | |||||
| NAVESINK CLO, LIMITED NAVS 2024 2A A1 144A / ABS-CBDO (US63942YAA29) | 6.00 | 0.17 | 0.3518 | -0.0067 | |||||
| PARALLEL LTD PARL 2021 1A AR 144A / ABS-CBDO (US69916HAL42) | 5.99 | 0.15 | 0.3511 | -0.0067 | |||||
| ONTARIO (PROVINCE OF) SR UNSECURED 12/34 3.8 / DBT (CA68333ZBG15) | 5.87 | 0.3441 | 0.3441 | ||||||
| US02369GAA31 / American AgCredit Corp | 6.00 | 0.00 | 5.83 | 0.78 | 0.3415 | -0.0044 | |||
| US04544RAD70 / ASSET BACKED SECURITIES CORP H ABSHE 2007 HE1 A5 | 5.79 | 0.10 | 0.3391 | -0.0067 | |||||
| AG TRUST AG 2024 NLP A 144A / ABS-MBS (US00792MAA18) | 5.77 | 0.12 | 0.3380 | -0.0066 | |||||
| FR00140063V5 / ELECTRICITE DE FRANCE RT SCRIP 12/31/49 | 5.74 | 0.54 | 0.3363 | -0.0051 | |||||
| XS2057850948 / AURIUM CLO ACLO 3A AR 144A | 5.71 | 1.12 | 0.3345 | -0.0032 | |||||
| MARS INC SR UNSECURED 144A 05/55 5.7 / DBT (US571676BC81) | 5.69 | -0.16 | 0.3335 | -0.0075 | |||||
| US05531CAA80 / BCAP LLC TRUST BCAP 2008 IND1 A1 | 5.68 | -3.10 | 0.3329 | -0.0178 | |||||
| US14040HDC60 / Capital One Financial Corp | 5.65 | 1.45 | 0.3311 | -0.0020 | |||||
| US784208AD20 / SG Mortgage Securities Trust 2006-FRE2 | 5.63 | -0.60 | 0.3298 | -0.0089 | |||||
| LCM LTD PARTNERSHIP LCM 31A AR 144A / ABS-CBDO (US50201QAL86) | 5.60 | 0.18 | 0.3284 | -0.0062 | |||||
| US05369AAP66 / Aviation Capital Group LLC | 5.58 | 0.69 | 0.3272 | -0.0045 | |||||
| XS0765596357 / Morgan Stanley | 5.55 | 3.43 | 0.3254 | 0.0043 | |||||
| US38141GA534 / Goldman Sachs Group, Inc. (The) | 5.53 | 1.30 | 0.3241 | -0.0025 | |||||
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2025 FL17 A 144A / ABS-CBDO (US55287HAA86) | 5.49 | 0.11 | 0.3219 | -0.0063 | |||||
| HOLCIM FINANCE US LLC COMPANY GUAR 144A 04/35 5.4 / DBT (US43475RAD89) | 5.48 | 0.3212 | 0.3212 | ||||||
| US12666BAA35 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 22 1A | 5.47 | -0.60 | 0.3203 | -0.0086 | |||||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | 5.42 | 0.3173 | 0.3173 | ||||||
| US87276WAA18 / TPG Real Estate Finance Issuer LTD | 5.30 | -4.98 | 0.3109 | -0.0231 | |||||
| MADISON PARK FUNDING LTD MDPK 2021 49A AR 144A / ABS-CBDO (US55820VAL71) | 5.29 | 0.23 | 0.3102 | -0.0057 | |||||
| BBV / Banco Bilbao Vizcaya Argentaria, S.A. - Depositary Receipt (Common Stock) | 5.22 | 1.42 | 0.3057 | -0.0019 | |||||
| US16159RAC97 / Chase Home Lending Mortgage Trust 2023-RPL2 | 5.21 | -1.75 | 0.3055 | -0.0119 | |||||
| US345397C353 / Ford Motor Credit Co LLC | 5.19 | 0.23 | 0.3044 | -0.0056 | |||||
| US102291AA91 / BOWDOIN COLLEGE 4.693000% 07/01/2112 | 5.19 | -3.76 | 0.3043 | -0.0185 | |||||
| ATHENE GLOBAL FUNDING SECURED 144A 07/31 5.526 / DBT (US04685A3Z27) | 5.11 | 0.71 | 0.2996 | -0.0040 | |||||
| US29717PAQ00 / Essex Portfolio LP | 5.11 | 1.19 | 0.2995 | -0.0026 | |||||
| A1ES34 / The AES Corporation - Depositary Receipt (Common Stock) | 5.08 | 0.49 | 0.2977 | -0.0047 | |||||
| S1NN34 / Smith & Nephew plc - Depositary Receipt (Common Stock) | 5.07 | 1.38 | 0.2973 | -0.0020 | |||||
| US89787EAA91 / Trustage Financial Group, Inc. | 5.02 | 0.94 | 0.2945 | -0.0033 | |||||
| MADISON PARK FUNDING LTD MDPK 2020 46A ARR 144A / ABS-CBDO (US55822AAW71) | 4.91 | 0.64 | 0.2875 | -0.0041 | |||||
| VICI PROPERTIES LP SR UNSECURED 04/35 5.625 / DBT (US925650AK98) | 4.85 | 1.47 | 0.2840 | -0.0017 | |||||
| US02148FBX24 / ALTERNATIVE LOAN TRUST 2007-4CB SER 2007-4CB CL 1A35 REGD 6.00000000 | 4.84 | -4.31 | 0.2836 | -0.0189 | |||||
| US00075VAA98 / ASSET BACKED FUNDING CERTIFICA ABFC 2006 OPT3 A1 | 4.83 | -1.95 | 0.2831 | -0.0116 | |||||
| OCEAN TRAILS CLO OCTR 2020 8A ARR / ABS-CBDO (US67514UAU51) | 4.81 | 0.15 | 0.2816 | -0.0054 | |||||
| TOWD POINT MORTGAGE TRUST TPMT 2024 5 A1A 144A / ABS-MBS (US891944AA82) | 4.79 | -4.41 | 0.2806 | -0.0190 | |||||
| US84751XAC65 / SPECIALTY UNDERWRITING + RESID SURF 2006 AB3 A2B | 4.78 | -0.29 | 0.2804 | -0.0066 | |||||
| US05990TAB35 / BANC OF AMERICA FUNDING CORPOR BAFC 2015 R2 1A2 144A | 4.76 | -3.19 | 0.2790 | -0.0152 | |||||
| US68403HAC60 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 5 2A2 | 4.73 | -0.94 | 0.2770 | -0.0084 | |||||
| US694308KK29 / Pacific Gas and Electric Co | 4.72 | -3.62 | 0.2765 | -0.0163 | |||||
| US172967NN71 / C 3.785 03/17/33 | 4.68 | 2.19 | 0.2740 | 0.0003 | |||||
| ARES CLO LTD ARES 2013 2A AR3 144A / ABS-CBDO (US00190YBP97) | 4.61 | 0.44 | 0.2699 | -0.0044 | |||||
| US89177LAM54 / TOWD POINT MORTGAGE TRUST TPMT 2019 3 A1 144A | 4.60 | -4.35 | 0.2697 | -0.0181 | |||||
| US088929AC82 / BGC Group Inc | 4.60 | 0.20 | 0.2696 | -0.0051 | |||||
| US93364EAA29 / WaMu Asset-Backed Certificates WaMu Series 2007-HE3 Trust | 4.57 | -2.50 | 0.2676 | -0.0126 | |||||
| US345397C437 / Ford Motor Credit Co LLC | 4.54 | -0.11 | 0.2663 | -0.0059 | |||||
| APOLLO AVIATION SECURITIZATION AASET 2025 2A A 144A / ABS-O (US00039NAA28) | 4.54 | 0.2660 | 0.2660 | ||||||
| US12666UAD54 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 15 A4 | 4.44 | -9.11 | 0.2601 | -0.0320 | |||||
| US78572XAG60 / Sabra Health Care LP / Sabra Capital Corp. | 4.38 | 1.25 | 0.2567 | -0.0021 | |||||
| US61770YAA38 / Morgan Stanley Capital I Trust 2020-CNP | 4.37 | 2.17 | 0.2561 | 0.0003 | |||||
| ANTARES HOLDINGS SR UNSECURED 144A 10/29 6.35 / DBT (US03666HAH49) | 4.35 | 0.93 | 0.2547 | -0.0029 | |||||
| US12559QAF90 / CIT Mortgage Loan Trust 2007-1 | 4.34 | -6.07 | 0.2542 | -0.0220 | |||||
| ANCHORAGE CAPITAL CLO LTD ANCHC 2021 21A AR 144A / ABS-CBDO (US03331KAJ88) | 4.30 | 0.56 | 0.2521 | -0.0038 | |||||
| US08162DAE85 / BENCHMARK MORTGAGE TRUST BMARK 2019 B13 A4 | 4.28 | 1.49 | 0.2508 | -0.0014 | |||||
| BKH / Black Hills Corporation | 4.26 | 0.21 | 0.2494 | -0.0046 | |||||
| US36251PBD50 / GS Mortgage Securities Trust 2016-GS3 | 4.21 | 3.95 | 0.2467 | 0.0044 | |||||
| US759950GV40 / RAMC 2006-1 AF3 | 4.14 | -2.45 | 0.2429 | -0.0113 | |||||
| CITADEL FINANCE LLC COMPANY GUAR 144A 02/30 5.9 / DBT (US17287HAD26) | 4.14 | 1.35 | 0.2427 | -0.0017 | |||||
| US808513AR62 / Charles Schwab Corp/The | 4.20 | 0.00 | 4.12 | 1.70 | 0.2413 | -0.0008 | |||
| BGC / BGC Group, Inc. | 4.06 | 1.81 | 0.2377 | -0.0006 | |||||
| MRX / Marex Group plc | 4.05 | 0.2375 | 0.2375 | ||||||
| LPL HOLDINGS INC COMPANY GUAR 06/35 5.75 / DBT (US50212YAQ70) | 4.05 | 0.2373 | 0.2373 | ||||||
| US50077LAB27 / Kraft Heinz Foods Co | 4.05 | -1.00 | 0.2372 | -0.0074 | |||||
| US303901BB79 / Fairfax Financial Holdings Ltd | 4.04 | 0.70 | 0.2366 | -0.0032 | |||||
| US02377LAA26 / American Airlines Pass Through Trust, Series 2019-1, Class AA | 4.03 | 0.25 | 0.2359 | -0.0043 | |||||
| US575767AM08 / MASSACHUSETTS MUT LIFE INS CO 02/69 5.077 | 4.00 | 0.28 | 0.2346 | -0.0042 | |||||
| US12433UAA34 / BX TRUST 2018-GW SER 2018-GW CL A V/R REGD 144A P/P 2.56538000 | 3.99 | 0.00 | 0.2340 | -0.0048 | |||||
| US65106FAE25 / NEWCASTLE MORTGAGE SECURITIES NCMT 2007 1 2A4 | 3.99 | 0.84 | 0.2335 | -0.0029 | |||||
| D1HI34 / D.R. Horton, Inc. - Depositary Receipt (Common Stock) | 3.96 | 1.46 | 0.2319 | -0.0014 | |||||
| 30064K105 / Exacttarget, Inc. | 3.94 | -0.68 | 0.2310 | -0.0064 | |||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 3.90 | 1.46 | 0.2283 | -0.0014 | |||||
| US126650BS86 / CVS PASS THROUGH TRUST PASS THRU CE 144A 01/32 7.507 | 3.89 | -4.63 | 0.2281 | -0.0160 | |||||
| COUSINS PROPERTIES LP COMPANY GUAR 07/30 5.25 / DBT (US222793AC56) | 3.87 | 0.2270 | 0.2270 | ||||||
| SLAM LLC SLAM 2024 1A A 144A / ABS-O (US83100AAA07) | 3.86 | -1.00 | 0.2260 | -0.0070 | |||||
| US651779BZ23 / City of Newport Beach, CA | 3.85 | -0.95 | 0.2258 | -0.0069 | |||||
| US023770AA81 / American Airlin Bond | 3.85 | -4.28 | 0.2256 | -0.0150 | |||||
| MDLZ / Mondelez International, Inc. - Depositary Receipt (Common Stock) | 3.81 | 4.88 | 0.2230 | 0.0060 | |||||
| US02005NBU37 / Ally Financial Inc | 3.80 | 1.09 | 0.2228 | -0.0022 | |||||
| US36361UAL44 / Gallatin CLO VIII 2017-1 Ltd | 3.80 | -1.27 | 0.2226 | -0.0075 | |||||
| US26828HAA59 / ECMC Group Student Loan Trust 2018-1 | 3.78 | -1.44 | 0.2214 | -0.0079 | |||||
| US15032DAR26 / Cedar Funding VI CLO Ltd | 3.76 | 0.2204 | 0.2204 | ||||||
| US07387YAE32 / BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE6 2A | 3.74 | -0.45 | 0.2194 | -0.0055 | |||||
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM9 A1 144A / ABS-MBS (US673921AA08) | 3.72 | -6.27 | 0.2183 | -0.0194 | |||||
| US57643LMN37 / Mastr Asset Backed Securities Trust 2005-NC2 | 3.71 | -2.98 | 0.2177 | -0.0113 | |||||
| OFSI FUND LTD OFSBS 2021 10A AR 144A / ABS-CBDO (US67115PAW59) | 3.70 | 0.16 | 0.2171 | -0.0042 | |||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2019 4A A1RR 144A / ABS-CBDO (US05684AAY55) | 3.69 | -0.30 | 0.2162 | -0.0051 | |||||
| BMO MORTGAGE TRUST BMO 2024 5C8 A3 / ABS-MBS (US09661XAC20) | 3.64 | 0.83 | 0.2130 | -0.0026 | |||||
| DRYDEN SENIOR LOAN FUND DRSLF 2021 95A AR 144A / ABS-CBDO (US262487AJ07) | 3.59 | -0.22 | 0.2105 | -0.0048 | |||||
| US62956BAA70 / NYMT Loan Trust 2022-SP1 | 3.57 | -1.92 | 0.2094 | -0.0085 | |||||
| US125491AP51 / CI Financial Corp | 3.56 | -1.08 | 0.2085 | -0.0067 | |||||
| US759676AH21 / RENAISSANCE HOME EQUITY LOAN T RAMC 2006 2 AF5 | 3.53 | -2.33 | 0.2067 | -0.0093 | |||||
| US880451AZ24 / TENNESSEE GAS PIPELINE REGD 144A P/P 2.90000000 | 3.51 | 1.24 | 0.2058 | -0.0017 | |||||
| US41162DAA72 / HarborView Mortgage Loan Trust 2006-12 | 3.51 | -1.27 | 0.2056 | -0.0070 | |||||
| WOODSIDE FINANCE LTD COMPANY GUAR 05/35 6 / DBT (US980236AV51) | 3.42 | 0.2005 | 0.2005 | ||||||
| US465981AA63 / JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES SER 2023-CCDC CL A REGD 144A P/P 7.23547000 | 3.41 | 0.65 | 0.1996 | -0.0028 | |||||
| SAN / Banco Santander, S.A. - Depositary Receipt (Common Stock) | 3.37 | 1.75 | 0.1977 | -0.0006 | |||||
| US12668ACY91 / Alternative Loan Trust 2005-51 | 3.36 | 0.81 | 0.1968 | -0.0025 | |||||
| US23243LAA08 / CWABS Asset-Backed Certificates Trust 2006-14 | 3.32 | 2.40 | 0.1948 | 0.0006 | |||||
| US3622MAAA93 / GSAMP TRUST GSAMP 2007 FM1 A1 | 3.29 | -0.72 | 0.1931 | -0.0054 | |||||
| FSK / FS KKR Capital Corp. | 3.28 | -0.03 | 0.1924 | -0.0040 | |||||
| US48241FAC86 / KBC Group NV | 3.22 | 1.20 | 0.1885 | -0.0016 | |||||
| HASI / HA Sustainable Infrastructure Capital, Inc. | 3.20 | 0.1877 | 0.1877 | ||||||
| US18976GAG10 / CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A6 1A7 | 3.20 | -1.87 | 0.1876 | -0.0076 | |||||
| BAIN CAPITAL CREDIT CLO LIMITE BCC 2019 3A ARR 144A / ABS-CBDO (US05683TBA60) | 3.18 | 0.00 | 0.1866 | -0.0039 | |||||
| DAVINCIRE HOLDINGS LTD SR UNSECURED 144A 04/35 5.95 / DBT (US23879AAA51) | 3.17 | 0.35 | 0.1859 | -0.0032 | |||||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL3 A1 144A / ABS-MBS (US161927AC22) | 3.16 | -2.14 | 0.1854 | -0.0080 | |||||
| ACA / Crédit Agricole S.A. | 3.11 | 1.34 | 0.1823 | -0.0013 | |||||
| GA GLOBAL FUNDING TRUST SR SECURED 144A 01/29 5.5 / DBT (US36143L2L80) | 3.08 | 0.49 | 0.1803 | -0.0029 | |||||
| US525221GM31 / Lehman XS Trust Series 2005-9N | 3.07 | -1.79 | 0.1802 | -0.0071 | |||||
| ATHENE GLOBAL FUNDING SECURED 144A 01/30 5.38 / DBT (US04685A4G37) | 3.07 | 0.82 | 0.1799 | -0.0022 | |||||
| FREEDOM MORTGAGE HOLD SR UNSECURED 144A 04/32 8.375 / DBT (US35641AAC27) | 3.03 | 3.44 | 0.1778 | 0.0023 | |||||
| US61758NAD75 / MORGAN STANLEY REREMIC TRUST MSRR 2009 R3 1B 144A | 3.02 | -4.10 | 0.1770 | -0.0114 | |||||
| US745310AJ12 / PUGET ENERGY INC NEW 4.1% 06/15/2030 144A | 3.02 | 0.77 | 0.1769 | -0.0023 | |||||
| US70069FDN42 / PARK PLACE SECURITIES INC PPSI 2004 WWF1 M5 | 2.99 | -5.92 | 0.1751 | -0.0149 | |||||
| AMERICAN HOMES 4 RENT SR UNSECURED 03/35 5.25 / DBT (US02666TAJ60) | 2.98 | 1.15 | 0.1746 | -0.0016 | |||||
| US64032PAA03 / Nelnet Student Loan Trust, Series 2023-AA, Class AFL | 2.98 | -8.31 | 0.1745 | -0.0198 | |||||
| C1CI34 / Crown Castle Inc. - Depositary Receipt (Common Stock) | 2.97 | 1.23 | 0.1743 | -0.0015 | |||||
| PROLOGIS LP SR UNSECURED 02/33 4.2 / DBT (CA74340XCP48) | 2.96 | 5.80 | 0.1733 | 0.0061 | |||||
| VALE OVERSEAS LIMITED COMPANY GUAR 06/54 6.4 / DBT (US91911TAS24) | 2.95 | -0.40 | 0.1730 | -0.0043 | |||||
| PPL CAPITAL FUNDING INC PPL CAPITAL FUNDING INC / DBT (US69352PAT03) | 2.93 | 1.32 | 0.1714 | -0.0013 | |||||
| TRINITAS CLO LTD TRNTS 2022 19A A1R 144A / ABS-CBDO (US89642FAN33) | 2.90 | 0.17 | 0.1700 | -0.0032 | |||||
| NMR / Nomura Holdings, Inc. - Depositary Receipt (Common Stock) | 2.85 | 0.85 | 0.1668 | -0.0020 | |||||
| US654744AD34 / Nissan Motor Co Ltd | 2.85 | -3.39 | 0.1668 | -0.0095 | |||||
| US144527AC22 / CARRINGTON MORTGAGE LOAN TRUST CARR 2007 FRE1 A3 | 2.83 | -2.99 | 0.1656 | -0.0086 | |||||
| US61764BAA17 / MORGAN STANLEY CAPITAL I TRUST 3.912% 09/09/2032 144A 2014-150E A | 2.82 | -1.29 | 0.1655 | -0.0056 | |||||
| CITADEL LP SR UNSECURED 144A 01/32 6.375 / DBT (US17288XAC83) | 2.82 | 1.77 | 0.1653 | -0.0005 | |||||
| US62917JAA88 / NLT 2021-INV2 TRUST 1.162% 08/25/2056 144A | 2.79 | -1.59 | 0.1635 | -0.0061 | |||||
| FORTRESS CREDIT BSL LIMITED FCBSL 2019 1A A1R 144A / ABS-CBDO (US34956NAL64) | 2.78 | -27.20 | 0.1627 | -0.0654 | |||||
| Q1UA34 / Quanta Services, Inc. - Depositary Receipt (Common Stock) | 2.73 | 2.44 | 0.1603 | 0.0006 | |||||
| US045427AD39 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 8 2A4 | 2.72 | -3.20 | 0.1594 | -0.0087 | |||||
| US12662GAC24 / CSMC 2021-RPL4 Trust | 2.71 | -3.35 | 0.1588 | -0.0089 | |||||
| US92538GAA04 / Verus Securitization Trust 2021-8 | 2.69 | -3.31 | 0.1577 | -0.0088 | |||||
| F+G ANNUITIES + LIFE INC F+G ANNUITIES + LIFE INC / DBT (US30190AAF12) | 2.68 | 1.28 | 0.1572 | -0.0012 | |||||
| US46592FAA12 / J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-2NU | 2.66 | 1.84 | 0.1561 | -0.0004 | |||||
| US232434AA86 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC8 1A1 | 2.66 | -8.68 | 0.1560 | -0.0184 | |||||
| F1AN34 / Diamondback Energy, Inc. - Depositary Receipt (Common Stock) | 2.63 | 0.69 | 0.1541 | -0.0022 | |||||
| US380881FP22 / Golden Credit Card Trust | 2.63 | 0.11 | 0.1541 | -0.0031 | |||||
| US30767EAC30 / FARM CREDIT BK OF T V/R /PERP/ | 2.50 | 0.00 | 2.60 | -0.76 | 0.1525 | -0.0043 | |||
| HCA INC COMPANY GUAR 03/35 5.75 / DBT (US404119DB22) | 2.57 | 1.94 | 0.1507 | -0.0002 | |||||
| SAMMONS FINANCIAL GLOBAL SECURED 144A 12/29 5.1 / DBT (US79587J2A00) | 2.56 | 1.55 | 0.1497 | -0.0008 | |||||
| US232422AA31 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 7 1A | 2.52 | -0.79 | 0.1479 | -0.0043 | |||||
| MARS INC SR UNSECURED 144A 05/45 5.65 / DBT (US571676BB09) | 2.51 | 0.04 | 0.1469 | -0.0030 | |||||
| US462613AP51 / CORP. NOTE | 2.50 | 0.85 | 0.1464 | -0.0018 | |||||
| US33939HAA77 / FLEX INTERMEDIATE HOLDCO LLC | 2.49 | 0.93 | 0.1459 | -0.0017 | |||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 2A B 144A / ABS-CBDO (XS3070649523) | 2.47 | 0.1450 | 0.1450 | ||||||
| TRINITAS EURO CLO TRNTE 1A AR 144A / ABS-CBDO (XS3086787259) | 2.47 | 0.1450 | 0.1450 | ||||||
| US694308HH37 / PACIFIC GAS + ELECTRIC SR UNSECURED 02/44 4.75 | 2.44 | -2.20 | 0.1432 | -0.0063 | |||||
| US07274EAM57 / BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.875% 11-21-53 | 2.44 | 2.73 | 0.1432 | 0.0009 | |||||
| US48128B5497 / JPMORGAN CHASE and CO 4.625% PERP PFD | 2.44 | 1.37 | 0.1432 | -0.0010 | |||||
| COUSINS PROPERTIES LP COMPANY GUAR 02/32 5.375 / DBT (US222793AB73) | 2.43 | 1.51 | 0.1422 | -0.0008 | |||||
| US53079EBL74 / Liberty Mutual Group, Inc. | 2.42 | -2.96 | 0.1421 | -0.0073 | |||||
| SOUTH BOW USA INFRA HLDS COMPANY GUAR 144A 10/29 5.026 / DBT (US83007CAC64) | 2.41 | 1.09 | 0.1411 | -0.0014 | |||||
| US35729PPB03 / FREMONT HOME LOAN TRUST FHLT 2006 1 2A4 | 2.39 | 0.13 | 0.1398 | -0.0027 | |||||
| US040104QP95 / ARGENT SECURITIES INC. ARSI 2005 W5 A2D | 2.38 | 0.25 | 0.1394 | -0.0025 | |||||
| NAVIENT STUDENT LOAN TRUST NAVSL 2023 BA B 144A / ABS-O (US63942TAC99) | 2.38 | 2.46 | 0.1393 | 0.0005 | |||||
| A2RE34 / Ares Management Corporation - Depositary Receipt (Common Stock) | 2.36 | 1.55 | 0.1384 | -0.0007 | |||||
| US07274EAL74 / BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.5% 11-21-33 | 2.36 | 2.03 | 0.1383 | -0.0000 | |||||
| US670855AA38 / OBX Trust | 2.35 | -3.29 | 0.1378 | -0.0076 | |||||
| US75970HAD26 / RAMC 2006-4 AF1 | 2.35 | 0.00 | 0.1378 | -0.0028 | |||||
| US92328MAB90 / Venture Global Calcasieu Pass LLC | 2.32 | 1.85 | 0.1357 | -0.0003 | |||||
| NEW YORK NY NYC 02/55 FIXED 6.385 / DBT (US64966SNJ14) | 2.31 | 0.1354 | 0.1354 | ||||||
| US01166VAA70 / Alaska Airlines 2020-1 Class A Pass Through Trust | 2.27 | 0.44 | 0.1330 | -0.0022 | |||||
| US96525YAC30 / Whitehorse XII Ltd | 2.26 | -39.03 | 0.1325 | -0.0893 | |||||
| US45661EGE86 / IndyMac INDX Mortgage Loan Trust, Series 2006-AR9, Class 2A1 | 2.24 | -1.06 | 0.1312 | -0.0041 | |||||
| US83611MPJ17 / Soundview Home Loan Trust 2006-OPT3 | 2.23 | -22.92 | 0.1309 | -0.0424 | |||||
| US41162DAD12 / HarborView Mortgage Loan Trust 2006-12 | 2.23 | -1.89 | 0.1308 | -0.0053 | |||||
| WEIR GROUP INC COMPANY GUAR 144A 05/30 5.35 / DBT (US94877DAA28) | 2.23 | 0.1308 | 0.1308 | ||||||
| US33939HAB50 / Flex Intermediate Holdco LLC | 2.21 | -0.09 | 0.1297 | -0.0028 | |||||
| US08763QAA04 / BTNY2_18-1A | 2.20 | -28.78 | 0.1288 | -0.0558 | |||||
| US055984AA69 / BSPRT ISSUER, LTD. BSPRT 2022 FL9 A 144A | 2.18 | -32.29 | 0.1280 | -0.0649 | |||||
| US466284AA40 / JP Morgan Alternative Loan Trust 2006-A5 | 2.18 | -3.20 | 0.1277 | -0.0070 | |||||
| US24381WAA62 / Deephaven Residential Mortgage Trust 2021-2 | 2.15 | -2.58 | 0.1262 | -0.0060 | |||||
| US06738ECG89 / Barclays PLC | 2.12 | 1.87 | 0.1244 | -0.0002 | |||||
| IRS AUD 4.75000 12/20/28-5Y LCH / DIR (EZCW9TP7R7M9) | 2.12 | 97.67 | 0.1242 | 0.0600 | |||||
| JANE STREET GRP/JSG FIN JANE STREET GRP/JSG FIN / DBT (US47077WAC29) | 2.11 | 2.38 | 0.1234 | 0.0004 | |||||
| ATLAS SENIOR LOAN FUND LTD ATCLO 2021 18A A1R 144A / ABS-CBDO (US04943EAQ44) | 2.10 | -0.10 | 0.1230 | -0.0026 | |||||
| CBOM / Credit Bank of Moscow (public joint-stock company) | 2.08 | 1.32 | 0.1216 | -0.0009 | |||||
| LNG / Cheniere Energy, Inc. | 2.05 | 1.24 | 0.1201 | -0.0010 | |||||
| BOOZ ALLEN HAMILTON INC COMPANY GUAR 04/35 5.95 / DBT (US09951LAD55) | 2.03 | 1.75 | 0.1192 | -0.0004 | |||||
| GA GLOBAL FUNDING TRUST SECURED 144A 01/35 5.9 / DBT (US36143L2S34) | 2.03 | 0.00 | 0.1190 | -0.0024 | |||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 2.02 | 0.1186 | 0.1186 | ||||||
| PCG.PRD / Pacific Gas and Electric Company - Preferred Stock | 2.02 | 0.1186 | 0.1186 | ||||||
| SOUTH BOW USA INFRA HLDS COMPANY GUAR 144A 09/27 4.911 / DBT (US83007CAA09) | 2.01 | 0.60 | 0.1180 | -0.0017 | |||||
| R1IN34 / Realty Income Corporation - Depositary Receipt (Common Stock) | 2.00 | 0.1174 | 0.1174 | ||||||
| US12669LAA89 / COUNTRYWIDE ASSET-BACKED CERTIFICATES SER 2007-6 CL 1A V/R REGD 1.90800000 | 2.00 | -5.35 | 0.1172 | -0.0092 | |||||
| US18976GAK22 / CitiMortgage Alternative Loan Trust Series 2007-A6 | 2.00 | -1.87 | 0.1172 | -0.0047 | |||||
| GOLUB CAPITAL CAP FND SR UNSECURED 05/30 5.875 / DBT (US38179RAD70) | 2.00 | 0.1171 | 0.1171 | ||||||
| LCM LTD PARTNERSHIP LCM 36A A1R 144A / ABS-CBDO (US50190LAL27) | 1.99 | 0.15 | 0.1168 | -0.0023 | |||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 3A AR 144A / ABS-CBDO (US05683NAJ19) | 1.99 | 0.56 | 0.1167 | -0.0017 | |||||
| HARBOUR ENERGY PLC SR UNSECURED 144A 04/35 6.327 / DBT (US411618AD32) | 1.99 | -0.10 | 0.1166 | -0.0026 | |||||
| US871911AU71 / System Energy Resources Inc | 1.98 | 0.61 | 0.1160 | -0.0017 | |||||
| US80282KAZ93 / Santander Holdings USA Inc | 1.97 | 0.77 | 0.1154 | -0.0015 | |||||
| US576455AD12 / MASTR ASSET BACKED SECURITIES MABS 2006 HE5 A4 | 1.97 | -0.76 | 0.1154 | -0.0033 | |||||
| US04285EAM93 / Arroyo Mortgage Trust 2022-2 | 1.96 | -3.55 | 0.1148 | -0.0067 | |||||
| APPALACHIAN POWER CO APPALACHIAN POWER CO / DBT (US037735DB08) | 1.96 | 1.50 | 0.1146 | -0.0007 | |||||
| US813765AB08 / SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A2 | 1.93 | -1.83 | 0.1130 | -0.0044 | |||||
| UNITED AIR 2024 1 AA PTT PASS THRU CE 08/38 5.45 / DBT (US90932WAA18) | 1.91 | 0.16 | 0.1118 | -0.0022 | |||||
| US40430HCN61 / HSI ASSET SECURITIZATION CORPO HASC 2005 I1 2A4 | 1.88 | -1.62 | 0.1102 | -0.0041 | |||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 1.87 | 0.1099 | 0.1099 | ||||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES9 A1A 144A / ABS-MBS (US749426AA06) | 1.85 | -4.73 | 0.1085 | -0.0077 | |||||
| E / Eni S.p.A. - Depositary Receipt (Common Stock) | 1.84 | 0.1079 | 0.1079 | ||||||
| FORD AUTO SECURITIZATION TRUST FASTR 2024 A A3 REGS / ABS-O (CA345214BL31) | 1.83 | 4.99 | 0.1072 | 0.0030 | |||||
| DELOITTE LLP SR UNSEC B / DBT (955GGZII8) | 1.81 | 1.00 | 0.1063 | -0.0011 | |||||
| US281020AN70 / EDISON INTERNATIONAL SR UNSECURED 06/27 5.75 | 1.81 | -0.33 | 0.1062 | -0.0025 | |||||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 1.80 | 0.1057 | 0.1057 | ||||||
| US65539GBU04 / NOMURA RESECURITIZATION TRUST NMRR 2010 5RA 1A7 144A | 1.79 | -0.94 | 0.1048 | -0.0032 | |||||
| US256141AB88 / DOCTORS CO INTERINSURANC REGD 144A P/P 4.50000000 | 1.78 | 2.42 | 0.1044 | 0.0004 | |||||
| US74922EAG44 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS6 1A7 | 1.78 | -1.49 | 0.1043 | -0.0038 | |||||
| US59111RAA05 / METAL CAYMAN METAL 2017 1 A 144A | 1.70 | -3.79 | 0.0998 | -0.0061 | |||||
| US30767EAD13 / FARM CREDIT BK OF TEXAS JR SUBORDINA 144A 12/99 VAR | 1.70 | 0.00 | 1.70 | 0.24 | 0.0996 | -0.0018 | |||
| NFG / National Fuel Gas Company | 1.69 | 0.30 | 0.0989 | -0.0017 | |||||
| US48250LAW90 / KKR FINANCIAL CLO LTD 07/30 1 | 1.69 | -38.68 | 0.0989 | -0.0657 | |||||
| US55284JAA79 / MF1 2022-FL8 Ltd | 1.68 | -12.57 | 0.0982 | -0.0165 | |||||
| US958254AA26 / Western Gas Partners 5.375% 06/01/21 | 1.67 | 0.36 | 0.0977 | -0.0017 | |||||
| FCT / Fincantieri S.p.A. | 1.66 | 1.47 | 0.0971 | -0.0006 | |||||
| XS1794216660 / PACIFIC NATIONAL FINANCE COMPANY GUAR REGS 03/28 4.75 | 1.65 | -0.24 | 0.0968 | -0.0023 | |||||
| US12635WAA53 / COMM 2016-787S MORTGAGE TRUST COMM 2016-787S A | 1.64 | 0.24 | 0.0960 | -0.0018 | |||||
| US10010YAA01 / TURKISH AIRLN 15 1 A PTT PASS THRU CE 144A 09/28 4.2 | 1.57 | 0.00 | 0.0922 | -0.0019 | |||||
| DIAGEO INVESTMENT CORP COMPANY GUAR 04/35 5.625 / DBT (US25245BAE74) | 1.57 | 0.0920 | 0.0920 | ||||||
| US17331KAD19 / Citizens Auto Receivables Trust | 1.55 | -22.32 | 0.0910 | -0.0286 | |||||
| OAKTREE STRATEGIC CREDIT SR UNSECURED 07/29 6.5 / DBT (US67403AAE91) | 1.54 | 0.26 | 0.0901 | -0.0016 | |||||
| US67118CAA99 / OBX 2023-NQM8 Trust | 1.53 | -7.79 | 0.0896 | -0.0096 | |||||
| SIXTH STREET LENDING PAR SR UNSECURED 144A 07/30 6.125 / DBT (US829932AE25) | 1.53 | 1.19 | 0.0896 | -0.0008 | |||||
| US07386HZG90 / Bear Stearns ALT-A Trust 2005-10 | 1.53 | -1.87 | 0.0894 | -0.0036 | |||||
| US07336CAA18 / BDS 2022-FL12 LLC | 1.52 | -27.81 | 0.0889 | -0.0368 | |||||
| LADDER CAP FIN LLLP/CORP COMPANY GUAR 08/30 5.5 / DBT (US505742AS58) | 1.51 | 0.0885 | 0.0885 | ||||||
| US52474XAA37 / LEGACY MORTGAGE ASSET TRUST SER 2021-GS3 CL A1 V/R REGD 144A P/P 0.00000000 | 1.50 | -2.73 | 0.0879 | -0.0044 | |||||
| GLP CAPITAL LP / FIN II GLP CAPITAL LP / FIN II / DBT (US361841AT63) | 1.50 | 1.29 | 0.0876 | -0.0007 | |||||
| US78445QAE17 / SLM Private Education Loan Trust 2010-C | 1.48 | -3.91 | 0.0865 | -0.0054 | |||||
| US07384YQY58 / BEAR STEARNS ASSET BACKED SECU BSABS 2004 HE2 M1 | 1.47 | -5.89 | 0.0861 | -0.0073 | |||||
| US404280CH04 / HSBC Holdings PLC | 1.46 | 1.74 | 0.0857 | -0.0003 | |||||
| US86360QAB14 / Structured Asset Mortgage Investments II Trust, Series 2006-AR4, Class 2A1 | 1.45 | -6.95 | 0.0848 | -0.0082 | |||||
| US12669FM267 / COUNTRYWIDE HOME LOANS CWHL 2004 12 3A1 | 1.38 | -8.86 | 0.0808 | -0.0097 | |||||
| US004421UU52 / ACE SECURITIES CORP. ACE 2006 NC1 M1 | 1.37 | -4.74 | 0.0801 | -0.0057 | |||||
| US06738ECE32 / Barclays PLC | 1.36 | 1.72 | 0.0798 | -0.0003 | |||||
| US39539LAH42 / GreenPoint Mortgage Funding Trust Series 2007-AR2 | 1.36 | -2.23 | 0.0797 | -0.0035 | |||||
| US67571CAB72 / OCTANE RECEIVABLES TRUST OCTL 2023 3A A2 144A | 1.34 | -25.24 | 0.0787 | -0.0287 | |||||
| 25253YAA4 / Diameter Credit Funding II Ltd. Series 2019-2A Class A | 1.28 | 0.71 | 0.0750 | -0.0011 | |||||
| FED HM LN PC POOL RJ0138 FR 12/53 FIXED 5.5 / ABS-MBS (US3142GQEL22) | 1.28 | -2.60 | 0.0748 | -0.0036 | |||||
| US694308JM04 / PACIFIC GAS and ELECTRIC CO 4.55% 07/01/2030 | 1.27 | 0.87 | 0.0744 | -0.0009 | |||||
| US694308JQ18 / PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/40 4.5 | 1.25 | -1.88 | 0.0733 | -0.0029 | |||||
| US91823AAW18 / VB S1 ISSUER LLC VBTEL | 1.25 | 0.73 | 0.0730 | -0.0010 | |||||
| US68389FJJ49 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 4 M2 | 1.24 | -5.56 | 0.0728 | -0.0059 | |||||
| US94354KAA88 / WAVE 2019-1 LLC | 1.23 | -2.07 | 0.0722 | -0.0031 | |||||
| US62955HAA59 / NYO COMMERCIAL MORTGAGE TRUST 2021-1290 SER 2021-1290 CL A V/R REGD 144A P/P 1.17500000 | 1.20 | 0.59 | 0.0702 | -0.0011 | |||||
| OXYD / Occidental Petroleum Corporation - Depositary Receipt (Common Stock) | 1.19 | 0.68 | 0.0698 | -0.0010 | |||||
| US3622MHAC03 / GSAMP TRUST GSAMP 2007 FM2 A2B | 1.17 | -0.17 | 0.0685 | -0.0016 | |||||
| US03027XCD03 / American Tower Corp | 1.14 | 0.98 | 0.0665 | -0.0008 | |||||
| RFR USD SOFR/3.28063 12/02/24-4Y* LCH / DIR (EZ2F419XN3M4) | 1.13 | -34.82 | 0.0662 | -0.0375 | |||||
| US86358ENJ19 / STRUCTURED ASSET INVESTMENT LO SAIL 2004 BNC2 M1 | 1.10 | 0.36 | 0.0647 | -0.0011 | |||||
| DELOITTE LLP SR UNSEC / DBT (938WPEII2) | 1.10 | 1.10 | 0.0644 | -0.0006 | |||||
| US74143FAA75 / PRET_21-RN2 | 1.08 | -8.23 | 0.0634 | -0.0072 | |||||
| DE000DL19VB0 / Deutsche Bank AG | 1.08 | 8.78 | 0.0632 | 0.0039 | |||||
| US83613DAD84 / SOUNDVIEW HOME LOAN TRUST 2007-OPT2 SER 2007-OPT2 CL 2A3 V/R REGD 1.88800000 | 1.07 | -1.39 | 0.0624 | -0.0022 | |||||
| US46188BAD47 / Invitation Homes Operating Partnership LP | 1.04 | 1.46 | 0.0611 | -0.0004 | |||||
| US00437NAD49 / Accredited Mortgage Loan Trust 2006-2 | 1.04 | -14.06 | 0.0609 | -0.0114 | |||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A3 / ABS-O (US14688PAC86) | 1.01 | 0.10 | 0.0592 | -0.0011 | |||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 1.01 | 0.40 | 0.0591 | -0.0010 | |||||
| US17310UAC62 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR1 A3 | 1.01 | -2.52 | 0.0590 | -0.0028 | |||||
| US067316AF68 / Bacardi Ltd | 1.00 | 0.80 | 0.0588 | -0.0007 | |||||
| US14686MAC73 / CRVNA_22-P3 | 1.00 | -24.96 | 0.0587 | -0.0212 | |||||
| US45662BAD10 / INDYMAC INDA MORTGAGE LOAN TRU INDA 2006 AR1 A3 | 0.99 | -1.10 | 0.0582 | -0.0018 | |||||
| US23308LAA26 / DBGS 2021-W52 Mortgage Trust | 0.99 | -0.30 | 0.0581 | -0.0014 | |||||
| US12652FAA03 / CSMC Trust 2017-CALI | 0.98 | -0.61 | 0.0576 | -0.0015 | |||||
| US41161PLR28 / HARBORVIEW MORTGAGE LOAN TRUST 2005-2 SER 2005-2 CL 2A1A V/R REGD 2.17325000 | 0.98 | -4.78 | 0.0573 | -0.0041 | |||||
| US92230AAA43 / VASA Trust 2021-VASA | 0.97 | 0.10 | 0.0570 | -0.0011 | |||||
| INVITATION HOMES OP COMPANY GUAR 02/35 4.875 / DBT (US46188BAG77) | 0.97 | 1.25 | 0.0568 | -0.0005 | |||||
| US86361JAB61 / STRUCTURED ADJUSTABLE RATE MOR SARM 2006 8 1A2 | 0.96 | -0.72 | 0.0565 | -0.0016 | |||||
| RFR USD SOFR/3.26082 12/02/24-4Y* LCH / DIR (EZ2F419XN3M4) | 0.96 | -44.52 | 0.0563 | -0.0473 | |||||
| US03027XBK54 / American Tower Corp | 0.95 | 0.21 | 0.0557 | -0.0010 | |||||
| US863613AA32 / Structured Asset Securities Corp Mortgage Loan Trust 2007-MLN1 | 0.94 | -0.64 | 0.0550 | -0.0015 | |||||
| US92926WAA53 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2007-OA1 A1A | 0.93 | 1.42 | 0.0545 | -0.0004 | |||||
| US70069FLJ48 / PARK PLACE SECURITIES INC PPSI 2005 WCW2 M3 | 0.92 | 1.44 | 0.0537 | -0.0003 | |||||
| US144539AD50 / CARRINGTON MORTGAGE LOAN TRUST CARR 2006 NC5 A4 | 0.90 | 1.24 | 0.0528 | -0.0004 | |||||
| US36245DAD21 / GSAMP TRUST GSAMP 2006 FM2 A2C | 0.90 | -0.55 | 0.0527 | -0.0014 | |||||
| US74924YAD58 / RESIDENTIAL ASSET SECURITIES C RASC 2007 KS3 AI4 | 0.90 | -5.19 | 0.0525 | -0.0040 | |||||
| US02151WAA09 / Alternative Loan Trust, Series 2007-OA11, Class A1A | 0.90 | 2.76 | 0.0525 | 0.0003 | |||||
| US32027NQN48 / FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF1 M3 | 0.89 | 0.68 | 0.0524 | -0.0007 | |||||
| RFR USD SOFR/3.28013 12/02/24-4Y* LCH / DIR (EZ2F419XN3M4) | 0.88 | -49.36 | 0.0514 | -0.0522 | |||||
| US61750SAE28 / MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A2C | 0.87 | -1.25 | 0.0511 | -0.0017 | |||||
| DELOITTE LLP SR UNSEC F / DBT (955GHA901) | 0.87 | -0.34 | 0.0509 | -0.0012 | |||||
| US17307GUX41 / CMLTI 2005-OPT4 M7 MTGE | 0.86 | 0.70 | 0.0506 | -0.0007 | |||||
| US61745M4N01 / MSM 2005 3AR 2A1 | 0.86 | -0.46 | 0.0503 | -0.0013 | |||||
| US12667GEP46 / Alternative Loan Trust 2005-9CB | 0.86 | -3.60 | 0.0503 | -0.0030 | |||||
| XS0588909878 / TESCO PROPERTY FIN 4 PLC SR SECURED REGS 10/40 5.8006 | 0.85 | 7.59 | 0.0498 | 0.0025 | |||||
| US85573HAA86 / STARWOOD MTG RESIDENTIAL TR 2021-2 0.943% 05/25/2065 144A | 0.81 | -11.33 | 0.0477 | -0.0072 | |||||
| US93364EAD67 / WaMu Asset-Backed Certificates WaMu Series 2007-HE3 Trust | 0.81 | -1.34 | 0.0474 | -0.0016 | |||||
| XS2301385832 / Invesco Euro CLO I DAC | 0.78 | -0.51 | 0.0459 | -0.0012 | |||||
| US466309AC56 / J.P. MORGAN ALTERNATIVE LOAN T JPALT 2008 R4 2A1 144A | 0.76 | -3.19 | 0.0445 | -0.0024 | |||||
| ZCS BRL 13.3525 06/17/25-01/02/29 CME / DIR (EZ00ZYC2XWY7) | 0.76 | 0.0444 | 0.0444 | ||||||
| US872227AA15 / TBW MORTGAGE BACKED PASS THROU TBW 2007 2 A1A | 0.75 | -2.60 | 0.0440 | -0.0021 | |||||
| US84751PKW85 / SPECIALTY UNDERWRITING + RESID SURF 2006 AB1 A4 | 0.74 | -1.72 | 0.0435 | -0.0016 | |||||
| US3622MAAC59 / GSAMP TRUST GSAMP 2007 FM1 A2B | 0.71 | -0.70 | 0.0419 | -0.0011 | |||||
| MAACH / MACH 1 Cayman 2019-1 Ltd | 0.71 | -16.53 | 0.0414 | -0.0092 | |||||
| TREASURY BILL 08/25 0.00000 / DBT (US912797PN17) | 0.69 | 0.0406 | 0.0406 | ||||||
| CA008911BJ76 / Air Canada | 0.66 | 5.99 | 0.0384 | 0.0014 | |||||
| TREASURY BILL 09/25 0.00000 / DBT (US912797PW16) | 0.65 | 0.0382 | 0.0382 | ||||||
| US70869PFT93 / PENNSYLVANIA ST ECON DEV FING AUTH REVENUE | 0.64 | -1.69 | 0.0376 | -0.0014 | |||||
| US07386HJN26 / BEAR STEARNS ALT A TRUST BALTA 2004 5 M | 0.63 | -2.64 | 0.0367 | -0.0018 | |||||
| US64352VES60 / NEW CENTURY HOME EQUITY LOAN T NCHET 2003 B M1 | 0.62 | -4.04 | 0.0362 | -0.0023 | |||||
| US07388EAD85 / BSABS 2006-SD2 M3 | 0.61 | 0.33 | 0.0360 | -0.0006 | |||||
| US65106FAD42 / NEWCASTLE MTG SECS TR 2007 1 STEP 04/25/2037 | 0.60 | -22.19 | 0.0350 | -0.0109 | |||||
| E1IX34 / Edison International - Depositary Receipt (Common Stock) | 0.59 | 0.17 | 0.0348 | -0.0006 | |||||
| US45661EGK47 / IndyMac INDX Mortgage Loan Trust 2006-AR9 | 0.59 | -0.17 | 0.0346 | -0.0008 | |||||
| US52524LAG68 / Lehman XS Trust, Series 2007-2N | 0.59 | -1.01 | 0.0345 | -0.0011 | |||||
| XS0308666493 / EUROSAIL PLC ESAIL 2007 3X A3A REGS | 0.59 | -5.95 | 0.0343 | -0.0029 | |||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A2 / ABS-O (US14688PAB04) | 0.58 | -45.01 | 0.0340 | -0.0290 | |||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 A2 144A / ABS-O (US14687VAB80) | 0.58 | -38.77 | 0.0339 | -0.0226 | |||||
| US694308JN86 / PACIFIC GAS and ELECTRIC CO 4.95% 07/01/2050 | 0.56 | -3.42 | 0.0331 | -0.0019 | |||||
| US12668BWF65 / Alternative Loan Trust 2006-11CB | 0.56 | -1.41 | 0.0327 | -0.0012 | |||||
| US12668RAA68 / CORP CMO | 0.56 | -2.28 | 0.0326 | -0.0015 | |||||
| US03072SK205 / AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R7 M3 | 0.55 | -48.17 | 0.0323 | -0.0313 | |||||
| US86363NAC39 / STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR3 1A3 | 0.54 | -0.19 | 0.0314 | -0.0007 | |||||
| XS0512401976 / TESCO PROPERTY FIN 3 PLC SR SECURED REGS 04/40 5.744 | 0.54 | 7.43 | 0.0314 | 0.0016 | |||||
| US56564RAA86 / MAPS 2018-1 Ltd | 0.54 | -9.32 | 0.0314 | -0.0039 | |||||
| US12667GCH48 / Alternative Loan Trust 2005-14 | 0.53 | -0.74 | 0.0313 | -0.0008 | |||||
| US92926UAA97 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY2 1A1 | 0.52 | -0.76 | 0.0306 | -0.0009 | |||||
| US32113JAA34 / First NLC Trust | 0.51 | -1.53 | 0.0301 | -0.0011 | |||||
| US76112B3F50 / RAAC Series 2006-SP1 Trust | 0.51 | -16.20 | 0.0300 | -0.0066 | |||||
| US126680AA57 / Alternative Loan Trust 2007-OA7 | 0.50 | -0.59 | 0.0295 | -0.0008 | |||||
| US12668AGN90 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 56 1A1 | 0.50 | -2.75 | 0.0291 | -0.0015 | |||||
| XS2624976077 / ING Groep NV | 0.49 | 9.56 | 0.0289 | 0.0020 | |||||
| US617505AE21 / Morgan Stanley ABS Capital I Inc Trust 2007-NC1 | 0.49 | -1.99 | 0.0289 | -0.0012 | |||||
| US863579YR37 / STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SER SARM 2005-19XS 1A1 | 0.49 | -1.01 | 0.0286 | -0.0009 | |||||
| US83189DAD21 / SMB 2017 B B 144A | 0.49 | 0.21 | 0.0285 | -0.0005 | |||||
| US617526AE83 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A2C | 0.49 | -1.22 | 0.0285 | -0.0010 | |||||
| US75156VAD73 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 RS3 A4 | 0.47 | -1.26 | 0.0276 | -0.0009 | |||||
| XS2301390089 / Atlantia SpA | 0.46 | 10.17 | 0.0267 | 0.0020 | |||||
| US3140QTAW95 / Fannie Mae Pool | 0.44 | -1.12 | 0.0260 | -0.0009 | |||||
| US43710XAE85 / HOME EQUITY LOAN TRUST HELT 2007 FRE1 2AV4 | 0.44 | 0.23 | 0.0259 | -0.0005 | |||||
| US16678RCC97 / CCMFC 2004-4A A1 | 0.44 | -1.35 | 0.0258 | -0.0009 | |||||
| US76111XTC73 / RESIDENTIAL FUNDING MTG SEC I RFMSI 2005 SA1 1A2 | 0.44 | -0.91 | 0.0255 | -0.0007 | |||||
| US590232AA24 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 SD1 A1 | 0.43 | -0.92 | 0.0253 | -0.0007 | |||||
| US93363DAA54 / WaMu Mortgage Pass-Through Certificates Series 2006-AR9 Trust | 0.43 | -2.97 | 0.0249 | -0.0013 | |||||
| US12668KAD54 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 5 2A3 | 0.42 | -4.33 | 0.0246 | -0.0017 | |||||
| TREASURY BILL 09/25 0.00000 / DBT (US912797QU41) | 0.42 | 0.0245 | 0.0245 | ||||||
| US07384YLS36 / Bear Stearns Asset Backed Securities Trust 2003-3 | 0.42 | -10.90 | 0.0245 | -0.0035 | |||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 7 A 144A / ABS-O (US69545AAA25) | 0.42 | -15.27 | 0.0244 | -0.0050 | |||||
| US57643QBP90 / MASTR REPERFORMING LOAN TRUST MARP 2006 1 1A4 144A | 0.41 | -5.26 | 0.0243 | -0.0019 | |||||
| US761118JJ89 / RALI Series 2005-QS14 Trust | 0.41 | -3.97 | 0.0241 | -0.0015 | |||||
| GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 03/54 6.75 / DBT (US37959GAF46) | 0.41 | 0.99 | 0.0240 | -0.0003 | |||||
| US813765AC80 / SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A3 | 0.40 | -1.96 | 0.0235 | -0.0009 | |||||
| US16163CAN20 / CHASE MORTGAGE FINANCE CORPORA CHASE 2006 A1 4A1 | 0.40 | -5.23 | 0.0234 | -0.0018 | |||||
| US74978FAH29 / RAAC SERIES RAAC 2007 SP3 A2 | 0.40 | -1.97 | 0.0233 | -0.0010 | |||||
| US02378MAA99 / AMERICAN AIRLINES 2019-1 CLASS A PASS THROUGH TRUS 3.500000% 02/15/2032 | 0.40 | 0.51 | 0.0232 | -0.0003 | |||||
| US57643QAG01 / MASTR REPERFORMING LOAN TRUST MARP 2005 2 1A2 144A | 0.39 | -2.72 | 0.0231 | -0.0011 | |||||
| US12668AVL69 / Alternative Loan Trust, Series 2005-61, Class 1A1 | 0.39 | -5.15 | 0.0227 | -0.0018 | |||||
| IRS AUD 4.50000 02/15/29-5Y LCH / DIR (EZH7W3FZD494) | 0.38 | -300.00 | 0.0225 | 0.0341 | |||||
| US69546PAC41 / Pagaya AI Debt Trust 2023-5 | 0.38 | -24.36 | 0.0224 | -0.0079 | |||||
| US59023NAQ16 / Merrill Lynch Mortgage Investors Trust, Series 2006-AF2, Class AF2 | 0.37 | -1.61 | 0.0215 | -0.0008 | |||||
| US126670MH82 / Countrywide Asset-Backed Certificates | 0.36 | -24.90 | 0.0213 | -0.0076 | |||||
| US32027EAF88 / FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF5 2A4 | 0.36 | 0.56 | 0.0211 | -0.0003 | |||||
| US45660LXA24 / IndyMac INDX Mortgage Loan Trust 2005-AR19 | 0.36 | -0.55 | 0.0211 | -0.0006 | |||||
| US617451DR76 / Morgan Stanley Capital I Incorporated Trust | 0.36 | -6.04 | 0.0210 | -0.0018 | |||||
| US61756YAD58 / Morgan Stanley ABS Capital I Inc Trust 2007-HE7 | 0.36 | 0.57 | 0.0209 | -0.0003 | |||||
| US07274NAL73 / Bayer Us Finance Ii Llc 4.375% 12/15/2028 144a Bond | 0.35 | 1.72 | 0.0208 | -0.0001 | |||||
| US92922FZF88 / WaMu Mortgage Pass-Through Certificates Series 2004-AR12 Trust | 0.33 | -2.35 | 0.0195 | -0.0009 | |||||
| US43710XAD03 / Home Equity Loan Trust | 0.32 | -6.09 | 0.0190 | -0.0017 | |||||
| US29880YAJ82 / EUROSAIL PLC ESAIL 2007 3A A3C 144A | 0.32 | -5.81 | 0.0190 | -0.0016 | |||||
| US02151WAT99 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA11 A1B | 0.32 | 2.88 | 0.0189 | 0.0001 | |||||
| US84751NAE40 / Specialty Underwriting & Residential Finance Trust, Series 2006-BC5, Class A2D | 0.32 | -0.31 | 0.0188 | -0.0005 | |||||
| US842400GR87 / Southern California Edison Co | 0.32 | -4.19 | 0.0188 | -0.0012 | |||||
| US86360KAF57 / STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 12A2 | 0.31 | -2.19 | 0.0184 | -0.0007 | |||||
| US45660LQJ16 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR11 A4 | 0.31 | -2.19 | 0.0183 | -0.0008 | |||||
| US59022QAE26 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE5 A2D | 0.31 | -1.28 | 0.0181 | -0.0006 | |||||
| US76112BT919 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 RS1 AI3 | 0.30 | -1.62 | 0.0178 | -0.0007 | |||||
| US761120AL80 / RESIDENTIAL ASSET SECURITIZATI RAST 2007 A2 2A2 | 0.30 | -3.21 | 0.0177 | -0.0009 | |||||
| CAN 10YR BOND FUT SEP25 XMOD 20250918 / DIR (000000000) | 0.30 | 0.0174 | 0.0174 | ||||||
| XS2010044035 / MACKAY SHIELDS EURO CLO MKSE 1A A 144A | 0.30 | -67.54 | 0.0174 | -0.0372 | |||||
| US55028BAG23 / LUMINENT MORTGAGE TRUST LUM 2006 7 2A1 | 0.30 | -0.67 | 0.0173 | -0.0004 | |||||
| US059515AB27 / BANC OF AMERICA FUNDING CORPOR BAFC 2007 3 TA1B | 0.29 | -1.36 | 0.0170 | -0.0006 | |||||
| US12669FXJ73 / CHL Mortgage Pass-Through Trust, Series 2004-7, Class 2A1 | 0.29 | -6.17 | 0.0169 | -0.0015 | |||||
| US81879MAE93 / SG MORTGAGE SECURITIES TRUST SGMS 2005 OPT1 M2 | 0.29 | -7.07 | 0.0169 | -0.0017 | |||||
| US86363NAY58 / STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 200 SAMI 2007-AR3 2A1 | 0.28 | -1.39 | 0.0166 | -0.0006 | |||||
| XS2244321787 / ROLLS ROYCE PLC COMPANY GUAR REGS 10/27 5.75 | 0.28 | 7.25 | 0.0165 | 0.0008 | |||||
| US61749BAD55 / MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2B | 0.28 | -2.43 | 0.0165 | -0.0007 | |||||
| US17313FAR38 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR8 2A1A | 0.28 | -0.36 | 0.0163 | -0.0004 | |||||
| US126670JD16 / COUNTRYWIDE ASSET BACKED CERTI CWL 2005 IM3 A3 | 0.27 | -22.22 | 0.0161 | -0.0050 | |||||
| US02660XAD66 / American Home Mortgage Assets Trust, Series 2006-2, Class 2A1 | 0.27 | -0.73 | 0.0160 | -0.0004 | |||||
| US35729PPY06 / FREMONT HOME LOAN TRUST FHLT 2006 2 2A4 | 0.27 | 0.00 | 0.0159 | -0.0003 | |||||
| US61748LAD47 / MORGAN STANLEY CAPITAL INC MSAC 2006 NC4 A2C | 0.27 | -1.09 | 0.0159 | -0.0005 | |||||
| US68389FKR46 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 1 M1 | 0.27 | -4.63 | 0.0158 | -0.0011 | |||||
| US02150VAA35 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 HY7C A1 | 0.26 | -1.86 | 0.0155 | -0.0006 | |||||
| TREASURY BILL 08/25 0.00000 / DBT (US912797PP64) | 0.26 | 0.0154 | 0.0154 | ||||||
| US004421GJ63 / ACE SECURITIES CORP. ACE 2004 FM2 M1 | 0.26 | -3.01 | 0.0151 | -0.0008 | |||||
| US86359DVX29 / Structured Asset Securities Corp Trust 2005-AR1 | 0.26 | -6.23 | 0.0150 | -0.0014 | |||||
| US542514LL69 / LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 WL1 M4 | 0.25 | -2.69 | 0.0148 | -0.0007 | |||||
| RFR USD SOFR/3.23100 09/18/24-10Y LCH / DIR (EZ8Z99V6R391) | 0.25 | -7.55 | 0.0144 | -0.0015 | |||||
| US74919LAD01 / RAAC Series 2007-RP4 Trust | 0.24 | -2.83 | 0.0141 | -0.0007 | |||||
| US02147QAR39 / Alternative Loan Trust 2006-19CB | 0.24 | -2.47 | 0.0139 | -0.0006 | |||||
| US86360JAN19 / Structured Asset Mortgage Investments II Trust 2006-AR5 | 0.24 | -2.47 | 0.0139 | -0.0006 | |||||
| US939355AD54 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OA3 4A1 | 0.24 | -1.26 | 0.0139 | -0.0004 | |||||
| US63939XAD30 / Navient Private Education Loan Trust 2017-A | 0.23 | -16.79 | 0.0137 | -0.0031 | |||||
| RFR USD SOFR/3.24800 09/18/24-10Y LCH / DIR (EZ8Z99V6R391) | 0.23 | -12.45 | 0.0136 | -0.0022 | |||||
| US68389FHU12 / Option One Mortgage Loan Trust 2003-2 | 0.23 | -9.41 | 0.0136 | -0.0017 | |||||
| US05401AAR23 / Avolon Holdings Funding Ltd | 0.23 | 1.76 | 0.0135 | -0.0001 | |||||
| BOUGHT BRL SOLD USD 20251002 / DFE (000000000) | 0.23 | 0.0135 | 0.0135 | ||||||
| US04013BAC63 / Argent Securities Trust 2006-M2 | 0.23 | -1.29 | 0.0135 | -0.0004 | |||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0.22 | 0.0131 | 0.0131 | ||||||
| US61752UAB17 / MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 2 A2 | 0.22 | -0.91 | 0.0128 | -0.0004 | |||||
| US62951MAB63 / NOMURA ASSET ACCEPTANCE CORPOR NAA 2004 R1 A2 144A | 0.22 | -4.02 | 0.0126 | -0.0008 | |||||
| US07401EAC30 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2007 2 2A1 | 0.21 | -1.39 | 0.0125 | -0.0004 | |||||
| XS0308710143 / EUROSAIL PLC ESAIL 2007 3X A3C REGS | 0.21 | -5.80 | 0.0124 | -0.0010 | |||||
| US32027NNS61 / First Franklin Mortgage Loan Trust 2004-FF10 Asset-Backed Certificates, Series 2004-FF10 | 0.21 | -5.86 | 0.0123 | -0.0011 | |||||
| US3622MGAD03 / GSAMP Trust 2007-NC1 | 0.21 | 2.99 | 0.0122 | 0.0001 | |||||
| US86358ESN75 / STRUCTURED ASSET INVESTMENT LO SAIL 2005 4 M4 | 0.21 | -9.25 | 0.0121 | -0.0015 | |||||
| US44328BAE83 / HSI ASSET SECURITIZATION CORPO HASC 2006 HE2 2A3 | 0.21 | -1.91 | 0.0121 | -0.0005 | |||||
| US35729MAD92 / Fremont Home Loan Trust 2006-3 | 0.20 | -4.69 | 0.0119 | -0.0008 | |||||
| US81376YAE14 / SECURITIZED ASSET BACKED RECEI SABR 2006 HE1 A2D | 0.20 | 0.00 | 0.0117 | -0.0002 | |||||
| US345397B280 / FORD MTR CR CO LLC 3.375% 11/13/2025 | 0.20 | 0.51 | 0.0116 | -0.0002 | |||||
| US74924VAC37 / RASC Series 2006-EMX9 Trust | 0.20 | -6.22 | 0.0115 | -0.0010 | |||||
| US07386HUM14 / BEAR STEARNS ALT A TRUST BALTA 2005 5 25A1 | 0.20 | -2.01 | 0.0115 | -0.0005 | |||||
| US43709LAQ05 / INDYMAC RESIDENTIAL ASSET BACK INABS 2006 D 1A | 0.19 | -3.00 | 0.0114 | -0.0006 | |||||
| 952NPHII6 / CREDIT SUISSE GROUP AG COCO JR SUB REGS | 0.19 | 0.00 | 0.0113 | -0.0002 | |||||
| TREASURY BILL 07/25 0.00000 / DBT (US912797NX17) | 0.19 | 0.0112 | 0.0112 | ||||||
| US12668BDE02 / Alternative Loan Trust, Series 2005-76, Class 2A1 | 0.19 | -4.02 | 0.0112 | -0.0007 | |||||
| US86360UAF30 / STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR6 2A1 | 0.19 | -4.02 | 0.0112 | -0.0007 | |||||
| US12669LAD29 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 6 2A3 | 0.19 | -2.12 | 0.0109 | -0.0005 | |||||
| 952NPH004 / CREDIT SUISSE GROUP AG COCO JR SUB 144A | 0.18 | 0.00 | 0.0105 | -0.0002 | |||||
| US74924VAE92 / RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX9 2A | 0.18 | -0.57 | 0.0103 | -0.0002 | |||||
| US07402FAA30 / BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 1A1 | 0.18 | -2.23 | 0.0103 | -0.0005 | |||||
| US61746WA750 / MORGAN STANLEY DEAN WITTER CAP MSDWC 2003 NC2 M1 | 0.17 | -9.90 | 0.0102 | -0.0013 | |||||
| US00441YAA01 / ACE SECURITIES CORP. ACE 2006 OP2 A1 | 0.17 | -6.49 | 0.0102 | -0.0009 | |||||
| US75971EAG17 / RENAISSANCE HOME EQUITY LOAN T RAMC 2006 3 AF4 | 0.17 | -1.71 | 0.0101 | -0.0004 | |||||
| US36245TAD72 / GSAMP TRUST GSAMP 2006 FM3 A2C | 0.17 | -1.72 | 0.0100 | -0.0004 | |||||
| US144531CN88 / CARRINGTON MORTGAGE LOAN TRUST CARR 2005 OPT2 M5 | 0.17 | -6.08 | 0.0100 | -0.0009 | |||||
| US92922FB647 / WaMu Mortgage Pass-Through Certificates Series 2004-AR13 Trust | 0.17 | -5.06 | 0.0100 | -0.0007 | |||||
| US59024FAF18 / MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3C | 0.17 | -1.18 | 0.0099 | -0.0003 | |||||
| 952NPKII9 / CREDIT SUISSE GROUP AG COCO JR SUB 144A | 0.17 | 0.00 | 0.0098 | -0.0002 | |||||
| US86358BAT98 / STRUCTURED ASSET SECURITIES CO SASC 2007 WF1 A6 | 0.17 | -6.21 | 0.0098 | -0.0008 | |||||
| US393505X804 / CONSECO FINANCIAL CORP GT 1999 3 A8 | 0.17 | -5.17 | 0.0097 | -0.0007 | |||||
| US02660LAB62 / American Home Mortgage Assets Trust | 0.16 | -2.98 | 0.0096 | -0.0005 | |||||
| US17313QAL23 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA | 0.16 | -3.55 | 0.0096 | -0.0006 | |||||
| US939355BR32 / Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OA3 Trust | 0.16 | -1.23 | 0.0095 | -0.0003 | |||||
| US86359LRY73 / STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A2 | 0.16 | -2.42 | 0.0094 | -0.0005 | |||||
| US00075WAP41 / ABFC 2006-HE1 Trust | 0.16 | -1.84 | 0.0094 | -0.0004 | |||||
| US05949A4R82 / Banc of America Mortgage 2005-D Trust | 0.16 | -3.05 | 0.0094 | -0.0005 | |||||
| RFR USD SOFR/3.41000 09/05/24-10Y LCH / DIR (EZQK0T1M7D98) | 0.16 | -18.04 | 0.0093 | -0.0023 | |||||
| US05533JBE29 / BCAP LLC TRUST BCAP 2010 RR11 5A3 144A | 0.16 | -4.79 | 0.0093 | -0.0007 | |||||
| US57643LMA16 / MASTR Asset Backed Securities Trust 2006-AM1 | 0.16 | -3.66 | 0.0093 | -0.0006 | |||||
| US39538CAF95 / GREENPOINT MORTGAGE FUNDING TR GPMF 2006 AR7 1A32 | 0.16 | -3.70 | 0.0092 | -0.0005 | |||||
| US02151AAB61 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 19 1A2 | 0.15 | -4.35 | 0.0091 | -0.0006 | |||||
| US170257AC31 / COUNTRYWIDE HOME LOANS CWHL 2006 16 2A1 | 0.15 | -7.27 | 0.0090 | -0.0009 | |||||
| US83613FAC59 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT5 2A2 | 0.15 | -1.94 | 0.0089 | -0.0004 | |||||
| US43709LAC19 / INDYMAC RESIDENTIAL ASSET BACK INABS 2006 D 2A3 | 0.15 | -3.21 | 0.0089 | -0.0005 | |||||
| US43710BAE65 / INDYMAC RESIDENTIAL ASSET BACK INABS 2007 A 2A4A | 0.15 | -1.99 | 0.0087 | -0.0003 | |||||
| US23245LAD29 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 J8 A4 | 0.15 | -5.77 | 0.0087 | -0.0007 | |||||
| US9393365A70 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 3 1CB3 | 0.15 | -1.34 | 0.0087 | -0.0003 | |||||
| US02147DAB73 / Alternative Loan Trust 2006-OA11 | 0.15 | -2.67 | 0.0086 | -0.0004 | |||||
| US17307GWT11 / Citigroup Mortgage Loan Trust, Inc. | 0.15 | -17.51 | 0.0086 | -0.0020 | |||||
| US040104RV54 / ARGENT SECURITIES INC. ARSI 2006 W2 A2B | 0.15 | -1.36 | 0.0086 | -0.0003 | |||||
| US362334PK42 / GSAMP TRUST GSAMP 2006 FM1 A2D | 0.15 | 0.69 | 0.0085 | -0.0001 | |||||
| US12669GKH38 / COUNTRYWIDE HOME LOANS CWHL 2004 25 2A3 | 0.15 | -0.68 | 0.0085 | -0.0002 | |||||
| US02151ABW99 / Alternative Loan Trust 2007-19 | 0.14 | -1.39 | 0.0084 | -0.0003 | |||||
| US863579QX96 / STRUCTURED ADJUSTABLE RATE MOR SARM 2005 9 2A2A | 0.14 | -2.08 | 0.0083 | -0.0003 | |||||
| US05530VAN91 / BCAP LLC TRUST BCAP 2007 AA3 2A1A | 0.14 | -4.73 | 0.0083 | -0.0006 | |||||
| US70069FAZ09 / ASSET BACKED SECURITY | 0.14 | -7.28 | 0.0082 | -0.0008 | |||||
| US07386HQ874 / Bear Stearns ALT-A Trust, Series 2006-3, Class 35A1 | 0.14 | 0.00 | 0.0082 | -0.0002 | |||||
| US073866BN44 / BEAR STEARNS ALT A TRUST BALTA 2006 R1 2E21 | 0.14 | -1.42 | 0.0082 | -0.0003 | |||||
| TREASURY BILL 07/25 0.00000 / DBT (US912797PE18) | 0.14 | 0.0081 | 0.0081 | ||||||
| US86359BRV52 / STRUCTURED ADJUSTABLE RATE MOR SARM 2004 7 A3 | 0.14 | -5.48 | 0.0081 | -0.0006 | |||||
| US25151XAA90 / DEUTSCHE ALT A SECURITIES INC DBALT 2007 OA4 1A1A | 0.14 | -3.50 | 0.0081 | -0.0005 | |||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.14 | 0.0081 | 0.0081 | ||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.14 | 0.0081 | 0.0081 | ||||||
| US44328BAF58 / HSI ASSET SECURITIZATION CORPO HASC 2006 HE2 2A4 | 0.14 | -1.44 | 0.0080 | -0.0003 | |||||
| US86789MAT45 / Suntrust Alternative Loan Trust, Series 2005-1F, Class 2A8 | 0.14 | -4.23 | 0.0080 | -0.0005 | |||||
| XS0944831154 / ROLLS ROYCE PLC COMPANY GUAR 06/26 3.375 | 0.14 | 7.14 | 0.0080 | 0.0004 | |||||
| US70069FMT11 / Park Place Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2005-WHQ4, Class M2 | 0.13 | -12.00 | 0.0078 | -0.0013 | |||||
| US00764MHE03 / AEGIS ASSET BACKED SECURITIES TRUST 2005-5 AABST 2005-5 M1 | 0.13 | -6.38 | 0.0078 | -0.0007 | |||||
| US74922XAA54 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA11 A1 | 0.13 | -0.78 | 0.0075 | -0.0002 | |||||
| US61753KAD81 / Morgan Stanley ABS Capital I Inc Trust 2007-HE5 | 0.13 | -0.78 | 0.0075 | -0.0002 | |||||
| US61753KAC09 / Morgan Stanley ABS Capital I Inc Trust 2007-HE5 | 0.13 | -0.78 | 0.0075 | -0.0002 | |||||
| US61744CRF58 / MORGAN STANLEY CAPITAL INC MSAC 2005 WMC4 M6 | 0.13 | -3.05 | 0.0075 | -0.0004 | |||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.12 | 0.0073 | 0.0073 | ||||||
| US12669GKG54 / COUNTRYWIDE HOME LOANS CWHL 2004 25 2A2 | 0.12 | -0.81 | 0.0073 | -0.0002 | |||||
| US76110HT902 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QA2 NB2 | 0.12 | -0.81 | 0.0072 | -0.0002 | |||||
| XS0735866583 / TESCO PROPERTY FIN 5 PLC SR SECURED REGS 10/41 5.6611 | 0.12 | 7.89 | 0.0072 | 0.0004 | |||||
| US93363QAC24 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR15 2A | 0.12 | 0.83 | 0.0071 | -0.0001 | |||||
| 952NPG907 / CREDIT SUISSE GROUP AG JR SUB REGS | 0.12 | 0.00 | 0.0070 | -0.0001 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.12 | 0.0069 | 0.0069 | ||||||
| US70069FKG18 / PARK PLACE SECURITIES INC PPSI 2005 WCW1 M3 | 0.12 | -4.84 | 0.0069 | -0.0005 | |||||
| US23246BAK70 / Countrywide Asset-Backed Certificates | 0.12 | -2.52 | 0.0068 | -0.0003 | |||||
| US25151WAA18 / DEUTSCHE ALT A SECURITIES INC DBALT 2007 AB1 A1 | 0.12 | 0.00 | 0.0068 | -0.0001 | |||||
| XS1819574929 / Rolls-Royce PLC | 0.12 | 10.58 | 0.0067 | 0.0005 | |||||
| US03072SYB59 / Ameriquest Mortgage Securities Inc Asset-Backed Pass-Through Ctfs Ser 2005-R1 | 0.11 | -5.00 | 0.0067 | -0.0004 | |||||
| US02660KAA07 / American Home Mortgage Assets Trust 2006-5 | 0.11 | -2.56 | 0.0067 | -0.0003 | |||||
| RFR USD SOFR/3.47000 09/04/24-10Y LCH / DIR (EZSXZYY2VD17) | 0.11 | -21.38 | 0.0067 | -0.0020 | |||||
| US70069FGE16 / PARK PLACE SECURITIES INC ASSET-BACKED PASS-THROUG PPSI 2005-WHQ1 M5 | 0.11 | -11.11 | 0.0066 | -0.0010 | |||||
| US07387AEG67 / Bear Stearns ARM Trust 2005-9 | 0.11 | -5.93 | 0.0065 | -0.0006 | |||||
| US07386HB835 / BEAR STEARNS ALT-A TRUST | 0.11 | 0.00 | 0.0064 | -0.0001 | |||||
| US45670LAA52 / IndyMac IMSC Mortgage Loan Trust, Series 2007-HOA1, Class A11 | 0.11 | -1.80 | 0.0064 | -0.0003 | |||||
| US05949CGX83 / BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 8 A10 | 0.11 | -0.92 | 0.0064 | -0.0002 | |||||
| US12669GNP27 / COUNTRYWIDE HOME LOANS CWHL 2005 7 2A1 | 0.11 | -1.83 | 0.0063 | -0.0002 | |||||
| US61750FAE07 / MORGAN STANLEY CAPITAL INC MSAC 2006 HE6 A2C | 0.11 | -0.93 | 0.0063 | -0.0002 | |||||
| US04545EAC75 / ASSET BACKED FUNDING CERTIFICA ABFC 2007 WMC1 A2B | 0.11 | -0.93 | 0.0063 | -0.0002 | |||||
| US68400DAF15 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 1 2A4 | 0.11 | -1.87 | 0.0062 | -0.0002 | |||||
| US1248RHAC14 / CREDIT-BASED ASSET SERVICING & SECURITIZATIO SER 2007-CB6 CL A3 V/R REGD 144A P/P 2.04275000 | 0.10 | -1.92 | 0.0060 | -0.0002 | |||||
| US57643LRK43 / MASTR ASSET BACKED SECURITIES MABS 2006 WMC1 A3 | 0.10 | 0.00 | 0.0060 | -0.0001 | |||||
| US00075WAC38 / ASSET BACKED FUNDING CERTIFICA ABFC 2006 HE1 A2C | 0.10 | -1.94 | 0.0059 | -0.0002 | |||||
| US863579Q432 / STRUCTURED ADJUSTABLE RATE MOR SARM 2006 1 6A1 | 0.10 | -8.26 | 0.0059 | -0.0006 | |||||
| US94984MAM64 / Wells Fargo Mortgage Backed Securities 2006-AR14 Trust | 0.10 | -1.96 | 0.0059 | -0.0002 | |||||
| US83612NAD75 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 WMC1 3A2 | 0.10 | 0.00 | 0.0058 | -0.0002 | |||||
| US75115LAA52 / RALI Series 2007-QH7 Trust | 0.10 | -10.91 | 0.0058 | -0.0008 | |||||
| US22944JDG31 / Credit Suisse Commerical Mortgage Trust | 0.10 | -1.02 | 0.0057 | -0.0002 | |||||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0.10 | 0.0057 | 0.0057 | ||||||
| US362463AE16 / GSAMP TRUST GSAMP 2006 NC2 A2D | 0.10 | -1.03 | 0.0057 | -0.0002 | |||||
| US69121PBU66 / OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2005 5 M1 | 0.10 | -4.00 | 0.0057 | -0.0003 | |||||
| US52521MAB81 / LEHMAN ABS MORTGAGE LOAN TRUST LABSM 2007 1 2A1 144A | 0.10 | 0.00 | 0.0057 | -0.0001 | |||||
| RFR USD SOFR/3.61100 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0.10 | -37.09 | 0.0056 | -0.0034 | |||||
| US16165AAD63 / CHASEFLEX TRUST CFLX 2007 3 2A1 | 0.10 | -1.04 | 0.0056 | -0.0001 | |||||
| US12667GZX41 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 36 3A1 | 0.10 | 0.00 | 0.0056 | -0.0001 | |||||
| US46629FAE07 / J.P. Morgan Mortgage Acquisition Trust 2006-NC2 | 0.09 | -7.00 | 0.0055 | -0.0005 | |||||
| US70069FLX32 / PARK PLACE SECURITIES INC PPSI 2005 WCW3 M2 | 0.09 | -10.58 | 0.0055 | -0.0008 | |||||
| US519440AD36 / LAVENDER TRUST LTS 2010 RR2A A4 144A | 0.09 | -3.12 | 0.0055 | -0.0003 | |||||
| US02150JAU60 / Alternative Loan Trust, Series 2007-9T1, Class 2A2 | 0.09 | -4.17 | 0.0054 | -0.0003 | |||||
| US12667GAW33 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 10CB 1A1 | 0.09 | -3.19 | 0.0054 | -0.0003 | |||||
| US12645QCY26 / CREDIT SUISSE MORTGAGE TRUST CSMC 2011 6R 4A2 144A | 0.09 | 0.00 | 0.0053 | -0.0001 | |||||
| US35729NAD75 / FREMONT HOME LOAN TRUST FHLT 2006 E 2A3 | 0.09 | -1.10 | 0.0053 | -0.0001 | |||||
| US59024KAH68 / MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 AF1 1AF8 | 0.09 | 2.27 | 0.0053 | 0.0000 | |||||
| US12545CAB63 / COUNTRYWIDE HOME LOANS CWHL 2007 10 A2 | 0.09 | -2.17 | 0.0053 | -0.0003 | |||||
| US32028PAF27 / FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF11 2A4 | 0.09 | -2.17 | 0.0053 | -0.0003 | |||||
| US61752JAA88 / MORGAN STANLEY MORTGAGE LOAN T MSM 2007 1XS 1A1 | 0.09 | 0.00 | 0.0053 | -0.0002 | |||||
| RFR USD SOFR/3.55800 08/21/24-10Y LCH / DIR (EZHZRCBWPB39) | 0.09 | -28.80 | 0.0052 | -0.0022 | |||||
| US32027EAE14 / FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF5 2A3 | 0.09 | -7.45 | 0.0051 | -0.0005 | |||||
| US126694VP00 / COUNTRYWIDE HOME LOANS CWHL 2005 HY10 4A1 | 0.09 | -1.14 | 0.0051 | -0.0002 | |||||
| US92922F5W43 / WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR15 A1B2 | 0.08 | -2.35 | 0.0049 | -0.0002 | |||||
| US3140J6GJ04 / Fannie Mae Pool | 0.08 | -1.19 | 0.0049 | -0.0002 | |||||
| US57643LNG76 / MASTR ASSET BACKED SECURITIES MABS 2006 NC1 M1 | 0.08 | -6.74 | 0.0049 | -0.0005 | |||||
| US71103XAS36 / PEOPLE S FINANCIAL REALTY MORT PFRMS 2006 1 2A2 | 0.08 | -1.19 | 0.0049 | -0.0002 | |||||
| US81375HAC34 / SECURITIZED ASSET BACKED RECEI SABR 2006 NC1 A3 | 0.08 | -4.65 | 0.0049 | -0.0003 | |||||
| US61749BAE39 / MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2C | 0.08 | -2.38 | 0.0048 | -0.0002 | |||||
| US617505AD48 / MORGAN STANLEY CAPITAL INC MSAC 2007 NC1 A2C | 0.08 | -1.20 | 0.0048 | -0.0002 | |||||
| US75971FAF09 / RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF3 | 0.08 | -2.41 | 0.0048 | -0.0002 | |||||
| US004421JH70 / ACE SECURITIES CORP. ACE 2004 HE4 M1 | 0.08 | 0.00 | 0.0047 | -0.0001 | |||||
| US320275AD21 / First Franklin Mortgage Loan Trust 2006-FF16 | 0.08 | -1.23 | 0.0047 | -0.0002 | |||||
| US55275BAD91 / MASTR ASSET BACKED SECURITIES MABS 2006 NC2 A4 | 0.08 | 0.00 | 0.0047 | -0.0002 | |||||
| US55027YAD04 / LUMINENT MORTGAGE TRUST LUM 2006 6 A1 | 0.08 | -3.66 | 0.0047 | -0.0003 | |||||
| US617487AF06 / MORGAN STANLEY MORTGAGE LOAN T MSM 2006 16AX 3A1 | 0.08 | 0.00 | 0.0046 | -0.0001 | |||||
| US32027NWP22 / FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF10 A5 | 0.08 | -3.75 | 0.0046 | -0.0002 | |||||
| US84752EAD58 / SPECIALTY UNDERWRITING + RESID SURF 2007 BC2 A2C | 0.08 | 0.00 | 0.0046 | -0.0001 | |||||
| US52521MAC64 / Lehman ABS Mortgage Loan Trust | 0.08 | -1.28 | 0.0046 | -0.0001 | |||||
| US86358EMA19 / Structured Asset Investment Loan Trust, Series 2004-8, Class M2 | 0.08 | -23.76 | 0.0045 | -0.0015 | |||||
| US92922FAS74 / WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR8, Class A | 0.08 | -2.56 | 0.0045 | -0.0002 | |||||
| US61759FAU57 / CORP CMO | 0.08 | -1.32 | 0.0044 | -0.0002 | |||||
| US17307GWE42 / Citigroup Mortgage Loan Trust Inc | 0.08 | -9.64 | 0.0044 | -0.0006 | |||||
| US073879X453 / BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE10 M2 | 0.07 | -3.90 | 0.0044 | -0.0003 | |||||
| US939336X409 / WaMu Mortgage Pass-Through Certificates Series 2005-AR1 Trust | 0.07 | -3.90 | 0.0043 | -0.0003 | |||||
| US00441QAD16 / ACE SECURITIES CORP. ACE 2006 CW1 A2C | 0.07 | 0.00 | 0.0043 | -0.0001 | |||||
| RFR USD SOFR/3.59500 08/19/24-10Y LCH / DIR (EZN7CQ0TS3K8) | 0.07 | -33.64 | 0.0043 | -0.0023 | |||||
| US61752UAC99 / MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 2 A3 | 0.07 | -1.37 | 0.0043 | -0.0001 | |||||
| US86359BMW80 / Wells Fargo Home Equity Trust Mortgage Pass-Through Certificates Series 2004-1 | 0.07 | -4.05 | 0.0042 | -0.0002 | |||||
| US76110W7R11 / RESIDENTIAL ASSET SECURITIES C RASC 2005 EMX5 A3 | 0.07 | 0.00 | 0.0042 | -0.0001 | |||||
| US74957XAQ88 / RESIDENTIAL FUNDING MTG SEC I RFMSI 2006 S8 A15 | 0.07 | 0.00 | 0.0042 | -0.0001 | |||||
| US00442EAF25 / ACE SECURITIES CORP. ACE 2006 NC3 A2B | 0.07 | -2.78 | 0.0041 | -0.0002 | |||||
| US83612NAC92 / Soundview Home Loan Trust 2007-WMC1 | 0.07 | -1.41 | 0.0041 | -0.0001 | |||||
| US61748BAC81 / MORGAN STANLEY CAPITAL INC MSAC 2006 HE4 A3 | 0.07 | -2.82 | 0.0041 | -0.0002 | |||||
| US86358HTY52 / STRUCTURED ASSET MORTGAGE INVE SAMI 2003 AR2 A1 | 0.07 | -4.17 | 0.0041 | -0.0003 | |||||
| US073881AA25 / Bear Stearns ARM Trust 2007-3 | 0.07 | -4.23 | 0.0040 | -0.0002 | |||||
| US46630XAF50 / JPMAC_07-CH3 | 0.07 | -8.11 | 0.0040 | -0.0004 | |||||
| AT&T INC SNR S* ICE / DCR (000000000) | 0.07 | 0.0040 | 0.0040 | ||||||
| US61744CXM36 / MORGAN STANLEY CAPITAL INC MSAC 2006 WMC1 A2C | 0.07 | -8.22 | 0.0039 | -0.0005 | |||||
| US45660LF954 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR23 6A1 | 0.07 | 0.00 | 0.0039 | -0.0001 | |||||
| US031733AE86 / Amortizing Residential Collateral Trust 2004-1 | 0.07 | -4.41 | 0.0039 | -0.0003 | |||||
| US81375WFU53 / SECURITIZED ASSET BACKED RECEI SABR 2005 FR5 M1 | 0.07 | -7.14 | 0.0038 | -0.0004 | |||||
| US1266944F22 / CHL Mortgage Pass-Through Trust, Series 2006-HYB3, Class 3A1B | 0.06 | -4.48 | 0.0038 | -0.0002 | |||||
| US12668BLG67 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 2CB A7 | 0.06 | -4.55 | 0.0037 | -0.0003 | |||||
| US00764MFD48 / AEGIS ASSET BACKED SECURITIES AABST 2005 2 M3 | 0.06 | -14.86 | 0.0037 | -0.0007 | |||||
| US36185MBJ09 / GMACM MORTGAGE LOAN TRUST 2005-AR6 GMACM 2005-AR6 2A1 | 0.06 | 1.61 | 0.0037 | -0.0000 | |||||
| US45660LYW35 / INDYMAC INDB MORTGAGE LOAN TRU INDB 2005 1 A1 | 0.06 | 0.00 | 0.0037 | -0.0001 | |||||
| US76112FAF80 / RESIDENTIAL ASSET SECURITIZATI RAST 2006 A5CB A6 | 0.06 | -1.56 | 0.0037 | -0.0001 | |||||
| US761118TR95 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA2 2A1 | 0.06 | -8.70 | 0.0037 | -0.0004 | |||||
| US885220DW07 / Thornburg Mortgage Securities Trust 2003-4 | 0.06 | -4.62 | 0.0037 | -0.0002 | |||||
| US3622MGAE85 / GSAMP TRUST GSAMP 2007 NC1 A2D | 0.06 | 3.33 | 0.0036 | 0.0000 | |||||
| US92922FB720 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-AR13 A2A | 0.06 | -4.62 | 0.0036 | -0.0003 | |||||
| US17025MAA45 / COUNTRYWIDE HOME LOANS CWHL 2007 HY6 1A1 | 0.06 | 0.00 | 0.0036 | -0.0001 | |||||
| US12667GWF61 / Alternative Loan Trust 2005-36 | 0.06 | -1.61 | 0.0036 | -0.0002 | |||||
| US46630GAV77 / JP Morgan Mortgage Trust, Series 2007-A1, Class 5A5 | 0.06 | -4.69 | 0.0036 | -0.0002 | |||||
| US07386UAM45 / Bear Stearns Asset Backed Securities Trust 2007-SD2 | 0.06 | 0.00 | 0.0036 | -0.0001 | |||||
| US32051GH650 / FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA11 2A1 | 0.06 | -1.64 | 0.0036 | -0.0001 | |||||
| US040104QN48 / ARGENT SECURITIES INC. ARSI 2005 W5 A2C | 0.06 | 0.00 | 0.0036 | -0.0001 | |||||
| US00075WAD11 / ASSET BACKED FUNDING CERTIFICA ABFC 2006 HE1 A2D | 0.06 | -1.64 | 0.0036 | -0.0001 | |||||
| US058927AA22 / Banc of America Funding 2006-A Trust | 0.06 | -1.64 | 0.0035 | -0.0001 | |||||
| US86359LAR06 / STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR1 1A3 | 0.06 | -3.23 | 0.0035 | -0.0002 | |||||
| US45661VAA44 / IndyMac INDX Mortgage Loan Trust 2006-AR12 | 0.06 | -3.28 | 0.0035 | -0.0002 | |||||
| US81376YAC57 / SECURITIZED ASSET BACKED RECEI SABR 2006 HE1 A2B | 0.06 | 0.00 | 0.0035 | -0.0001 | |||||
| US126673NX62 / COUNTRYWIDE ASSET BACKED CERTI CWL 2004 12 MV5 | 0.06 | -21.33 | 0.0035 | -0.0010 | |||||
| US81376YAD31 / SECURITIZED ASSET BACKED RECEI SABR 2006 HE1 A2C | 0.06 | 0.00 | 0.0034 | -0.0001 | |||||
| US3138WGFP41 / Fannie Mae Pool | 0.06 | -3.33 | 0.0034 | -0.0002 | |||||
| US75156YAD13 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 RS5 A4 | 0.06 | -3.39 | 0.0034 | -0.0002 | |||||
| US12667GME07 / Alternative Loan Trust 2005-16 | 0.06 | -1.72 | 0.0033 | -0.0002 | |||||
| US07387UGW53 / BEAR STEARNS ASSET BACKED SECU BSABS 2006 AC2 22A2 | 0.06 | -3.45 | 0.0033 | -0.0002 | |||||
| US17312WAA45 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 SHL1 A 144A | 0.06 | -6.67 | 0.0033 | -0.0003 | |||||
| US17312VAE83 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 6 1A3A | 0.06 | 0.00 | 0.0033 | -0.0001 | |||||
| US18976GAU04 / CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A6 1A19 | 0.06 | -1.75 | 0.0033 | -0.0001 | |||||
| US92925GAJ22 / WaMu Mortgage Pass-Through Certificates Trust, Series 2006-AR16, Class 3A3 | 0.06 | 0.00 | 0.0033 | -0.0001 | |||||
| US66988VAD01 / NOVASTAR HOME EQUITY LOAN NHEL 2006 2 A2C | 0.06 | 0.00 | 0.0032 | -0.0001 | |||||
| US12543PAN33 / COUNTRYWIDE HOME LOANS CWHL 2006 21 A13 | 0.05 | -1.82 | 0.0032 | -0.0001 | |||||
| US35729QAD07 / FREMONT HOME LOAN TRUST FHLT 2006 B 2A3 | 0.05 | -1.82 | 0.0032 | -0.0001 | |||||
| US12667GRV76 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 17 1A1 | 0.05 | -1.82 | 0.0032 | -0.0001 | |||||
| US05948XS934 / Banc of America Mortgage 2004-A Trust | 0.05 | -1.82 | 0.0032 | -0.0001 | |||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.05 | 0.0032 | 0.0032 | ||||||
| US362341RX95 / GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 | 0.05 | -3.70 | 0.0031 | -0.0002 | |||||
| US17315MAK18 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2009 7 5A2 144A | 0.05 | 0.00 | 0.0031 | -0.0001 | |||||
| RFR USD SOFR/3.64500 08/07/24-10Y LCH / DIR (EZ2H268MSWS8) | 0.05 | -42.22 | 0.0031 | -0.0023 | |||||
| US05954DAR70 / BANC OF AMERICA FUNDING CORPOR BAFC 2007 E 8A1 | 0.05 | 0.00 | 0.0030 | -0.0001 | |||||
| US61754HAD44 / MORGAN STANLEY MORTGAGE LOAN T MSM 2007 7AX 2A3 | 0.05 | -1.92 | 0.0030 | -0.0002 | |||||
| US61746RFV87 / Morgan Stanley ABS Capital I Inc Trust 2004-NC5 | 0.05 | -1.92 | 0.0030 | -0.0001 | |||||
| US059487AE85 / BANC OF AMERICA ALTERNATIVE LO BOAA 2006 6 CB5 | 0.05 | 0.00 | 0.0030 | -0.0001 | |||||
| TREASURY BILL 08/25 0.00000 / DBT (US912797MG92) | 0.05 | 0.0030 | 0.0030 | ||||||
| US05950PAU75 / Banc of America Funding 2006-H Trust | 0.05 | -1.96 | 0.0030 | -0.0001 | |||||
| US04541GSL76 / ASSET BACKED SECURITIES CORP H ABSHE 2005 HE5 M4 | 0.05 | -9.09 | 0.0029 | -0.0004 | |||||
| US61749GAC69 / MORGAN STANLEY HOME EQUITY LOA MSHEL 2006 3 A3 | 0.05 | -2.00 | 0.0029 | -0.0001 | |||||
| US46629BAE92 / JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CW2 AF5 | 0.05 | -2.00 | 0.0029 | -0.0001 | |||||
| US749228AH58 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS4 A8 | 0.05 | -4.00 | 0.0029 | -0.0002 | |||||
| US55275BAC19 / Mastr Asset Backed Securities Trust 2006-NC2 | 0.05 | -2.04 | 0.0028 | -0.0001 | |||||
| US55275BAE74 / Mastr Asset Backed Securities Trust 2006-NC2 | 0.05 | 0.00 | 0.0028 | -0.0001 | |||||
| US17025QAJ67 / COUNTRYWIDE HOME LOANS CWHL 2007 J3 A9 | 0.05 | -2.08 | 0.0028 | -0.0001 | |||||
| US78473NAF06 / SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 1 3A2 | 0.05 | 0.00 | 0.0028 | -0.0001 | |||||
| US74923LAA08 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QO4 A1 | 0.05 | 0.00 | 0.0028 | -0.0001 | |||||
| US07386HH469 / Bear Stearns ALT-A Trust 2006-2 | 0.05 | 0.00 | 0.0028 | -0.0001 | |||||
| US05952FAG81 / BANC OF AMERICA MORTGAGE SECUR BOAMS 2007 2 A7 | 0.05 | -2.08 | 0.0028 | -0.0001 | |||||
| US00252FCV13 / AAMES MORTGAGE INVESTMENT TRUS AMIT 2005 4 M3 | 0.05 | -7.84 | 0.0028 | -0.0003 | |||||
| US44328BAD01 / HSI ASSET SECURITIZATION CORPO HASC 2006 HE2 2A2 | 0.05 | 0.00 | 0.0028 | -0.0001 | |||||
| US004421XW81 / ACE SECURITIES CORP. ACE 2006 SD1 M1 | 0.05 | -6.12 | 0.0028 | -0.0002 | |||||
| US02150AAA97 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 6 A1 | 0.05 | -2.13 | 0.0028 | -0.0001 | |||||
| US41161PYZ07 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 3A1A | 0.05 | -2.13 | 0.0027 | -0.0001 | |||||
| US61744CRV09 / MORGAN STANLEY CAPITAL INC MSAC 2005 WMC5 M5 | 0.05 | -49.45 | 0.0027 | -0.0027 | |||||
| US41161QAM33 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 3 1A1A | 0.05 | 2.22 | 0.0027 | -0.0000 | |||||
| US466247EA75 / JP MORGAN MORTGAGE TRUST JPMMT 2004 A4 3A1 | 0.05 | -2.13 | 0.0027 | -0.0001 | |||||
| US02150GAX60 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 11T1 A21 | 0.05 | 0.00 | 0.0027 | -0.0001 | |||||
| US761118EN47 / RALI Series 2005-QO1 Trust | 0.05 | -6.25 | 0.0027 | -0.0002 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.04 | 0.0026 | 0.0026 | ||||||
| US362480AD73 / GSC CAPITAL CORP MORTGAGE TRUS GSCC 2006 2 A1 | 0.04 | -4.35 | 0.0026 | -0.0002 | |||||
| US61759HAZ01 / MORGAN STANLEY REREMIC TRUST MSRR 2010 R5 3B 144A | 0.04 | 0.00 | 0.0026 | -0.0001 | |||||
| US68402BAE65 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 3 2A4 | 0.04 | 0.00 | 0.0026 | -0.0001 | |||||
| US007036VE36 / Adjustable Rate Mortgage Trust 2005-11 | 0.04 | -2.22 | 0.0026 | -0.0001 | |||||
| US059515AD82 / BANC OF AMERICA FUNDING CORPOR BAFC 2007 3 TA3A | 0.04 | -2.22 | 0.0026 | -0.0001 | |||||
| US86359LEW54 / STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR6 A2 | 0.04 | 0.00 | 0.0026 | -0.0001 | |||||
| US362341WX31 / GSR MORTGAGE LOAN TRUST GSR 2005 AR7 1A1 | 0.04 | 0.00 | 0.0026 | -0.0001 | |||||
| US61753NAD21 / MORGAN STANLEY CAPITAL INC MSAC 2007 NC2 A2B | 0.04 | -2.27 | 0.0026 | -0.0001 | |||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | 0.04 | 0.0025 | 0.0025 | ||||||
| US32027NNA53 / FIRST FRANKLIN MTG LOAN ASSET FFML 2004 FF11 M4 | 0.04 | -4.44 | 0.0025 | -0.0002 | |||||
| US05953YAB74 / BANC OF AMERICA FUNDING CORPOR BAFC 2007 4 TA4 | 0.04 | -2.27 | 0.0025 | -0.0001 | |||||
| US17309BAD91 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WF2 A2E | 0.04 | 0.00 | 0.0025 | -0.0001 | |||||
| US93362FAF09 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR8 2A1 | 0.04 | 0.00 | 0.0025 | -0.0001 | |||||
| US76113XAC56 / RESIDENTIAL ASSET SECURITIZATI RAST 2006 A12 A3 | 0.04 | -2.33 | 0.0025 | -0.0001 | |||||
| US3622ECAB25 / GSAA HOME EQUITY TRUST GSAA 2007 5 2A1A | 0.04 | -4.55 | 0.0025 | -0.0002 | |||||
| US466247ZY23 / JP MORGAN MORTGAGE TRUST JPMMT 2005 S3 1A11 | 0.04 | 0.00 | 0.0025 | -0.0001 | |||||
| US57644UAF21 / MASTR ASSET BACKED SECURITIES MABS 2006 HE2 A4 | 0.04 | -2.38 | 0.0024 | -0.0001 | |||||
| US46631JAN81 / JP MORGAN MORTGAGE TRUST JPMMT 2007 A4 3A3 | 0.04 | 0.00 | 0.0024 | -0.0000 | |||||
| US07401NAP42 / BEAR STEARNS MORTGAGE FUNDING BSMF 2006 AR5 2A1 | 0.04 | -2.38 | 0.0024 | -0.0001 | |||||
| US05531AAA25 / BCAP LLC TRUST BCAP 2007 AA5 A1 | 0.04 | 0.00 | 0.0024 | -0.0001 | |||||
| US02149HAN08 / Alternative Loan Trust 2007-2CB | 0.04 | -2.38 | 0.0024 | -0.0001 | |||||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.04 | 0.0024 | 0.0024 | ||||||
| US16163HAM34 / Chase Mortgage Finance Trust, Series 2007-S3, Class 1A12 | 0.04 | -2.44 | 0.0024 | -0.0001 | |||||
| US86358EZP41 / STRUCTURED ASSET INVESTMENT LO SAIL 2005 11 A3 | 0.04 | -11.11 | 0.0024 | -0.0004 | |||||
| US74923YAB02 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA4 A1B | 0.04 | -2.44 | 0.0024 | -0.0001 | |||||
| US84751PFW41 / SPECIALTY UNDERWRITING + RESID SURF 2005 BC2 M3 | 0.04 | -14.89 | 0.0023 | -0.0005 | |||||
| US05532TAD46 / BCAP LLC TRUST BCAP 2010 RR1 1A4 144A | 0.04 | 0.00 | 0.0023 | -0.0001 | |||||
| US007036QH22 / Adjustable Rate Mortgage Trust 2005-8 | 0.04 | 0.00 | 0.0023 | -0.0001 | |||||
| US45670CAC10 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR7 2A1 | 0.04 | 0.00 | 0.0023 | -0.0000 | |||||
| US86361PAA49 / STRUCTURED ADJUSTABLE RATE MOR SARM 2006 9 1A1 | 0.04 | 2.70 | 0.0022 | -0.0000 | |||||
| US12669TAA16 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 SD1 A1 144A | 0.04 | -2.63 | 0.0022 | -0.0001 | |||||
| US46630GAA31 / JP Morgan Mortgage Trust 2007-A1 | 0.04 | -2.63 | 0.0022 | -0.0001 | |||||
| US17315QAN60 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2010 4 3A6 144A | 0.04 | -2.63 | 0.0022 | -0.0001 | |||||
| US02146VAC63 / Alternative Loan Trust 2006-30T1 | 0.04 | -2.63 | 0.0022 | -0.0001 | |||||
| US05946XRT27 / BANC OF AMERICA FUNDING CORPOR BAFC 2005 B 1A1 | 0.04 | -2.70 | 0.0022 | -0.0001 | |||||
| US12668AKQ75 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 53T2 2A2 | 0.04 | -2.70 | 0.0022 | -0.0001 | |||||
| US12668AXF73 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 63 3A1 | 0.04 | -5.26 | 0.0021 | -0.0001 | |||||
| US761118KU16 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO3 A1 | 0.04 | -2.70 | 0.0021 | -0.0001 | |||||
| US41162DAG43 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 2A2B | 0.04 | 0.00 | 0.0021 | -0.0000 | |||||
| US17307GT577 / Citigroup Mortgage Loan Trust Inc | 0.04 | 0.00 | 0.0021 | -0.0001 | |||||
| US45660LVM89 / IndyMac INDX Mortgage Loan Trust 2005-AR15 | 0.04 | 0.00 | 0.0021 | -0.0001 | |||||
| BOUGHT GBP SOLD USD 20250804 / DFE (000000000) | 0.04 | 0.0021 | 0.0021 | ||||||
| US00764MEN39 / AEGIS ASSET BACKED SECURITIES AABST 2005 1 M4 | 0.04 | -25.53 | 0.0021 | -0.0007 | |||||
| US61756HBN98 / Morgan Stanley Mortgage Loan Trust 2007-13 | 0.03 | -2.86 | 0.0020 | -0.0001 | |||||
| US41161PWV11 / HarborView Mortgage Loan Trust 2005-14 | 0.03 | 0.00 | 0.0020 | -0.0000 | |||||
| US12543PAB94 / CHL Mortgage Pass-Through Trust, Series 2006-21, Class A2 | 0.03 | -2.94 | 0.0020 | -0.0001 | |||||
| US81375WHH25 / Securitized Asset Backed Receivables LLC Trust 2006-CB1 | 0.03 | 0.00 | 0.0020 | -0.0000 | |||||
| US32051GV446 / FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 AA1 2A1 | 0.03 | 0.00 | 0.0020 | -0.0001 | |||||
| US52520MEK53 / Lehman Mortgage Trust, Series 2005-3, Class 4A1 | 0.03 | 0.00 | 0.0020 | -0.0001 | |||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.03 | 0.0019 | 0.0019 | ||||||
| US126673UR12 / CWABS Asset-Backed Certificates Trust | 0.03 | -15.79 | 0.0019 | -0.0004 | |||||
| US12544CAR25 / CHL MORTGAGE PASS-THROUGH TRUST 2007-2 | 0.03 | -3.03 | 0.0019 | -0.0001 | |||||
| US93935HAF47 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 7 A3 | 0.03 | -3.12 | 0.0018 | -0.0001 | |||||
| US12667FWU55 / ALTERNATIVE LOAN TRUST 2004-27CB CWALT 2004-27CB A1 | 0.03 | -3.12 | 0.0018 | -0.0001 | |||||
| US57645RAA95 / MASTR Adjustable Rate Mortgages Trust 2007-HF1 | 0.03 | -3.12 | 0.0018 | -0.0001 | |||||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0.03 | 0.0018 | 0.0018 | ||||||
| US12669GZQ71 / CHL MORTGAGE PASS-THROUGH TRUST 2005-9 SER 2005-9 CL 1A3 V/R REGD 2.16800000 | 0.03 | 0.00 | 0.0018 | -0.0001 | |||||
| US23245CAD20 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 1 2A3 | 0.03 | -63.86 | 0.0018 | -0.0032 | |||||
| US3133TH4W47 / FREDDIE MAC FHR 2105 PE | 0.03 | -9.09 | 0.0018 | -0.0002 | |||||
| US17307GW795 / Citigroup Mortgage Loan Trust 2005-11 | 0.03 | -3.23 | 0.0018 | -0.0001 | |||||
| US59023MAT71 / Merrill Lynch Alternative Note Asset Trust Series 2007-A1 | 0.03 | 0.00 | 0.0018 | -0.0000 | |||||
| US86359RAD89 / Structured Asset Securities Corp Mortgage Loan Trust 2006-BC4 | 0.03 | -3.23 | 0.0018 | -0.0001 | |||||
| US76113XAA90 / Residential Asset Securitization Trust 2006-A12 | 0.03 | 0.00 | 0.0018 | -0.0001 | |||||
| US02150QAK22 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 HY4 4A1 | 0.03 | -6.45 | 0.0017 | -0.0001 | |||||
| US073868AM36 / BEAR STEARNS ALT A TRUST BALTA 2006 6 2A1 | 0.03 | 0.00 | 0.0017 | -0.0001 | |||||
| US761136AA85 / RESIDENTIAL ASSET SECURITIZATI RAST 2007 A1 A1 | 0.03 | -3.33 | 0.0017 | -0.0001 | |||||
| US61750SAB88 / MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A2FP | 0.03 | 0.00 | 0.0017 | -0.0001 | |||||
| US83611MNJ35 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 2 M2 | 0.03 | -23.68 | 0.0017 | -0.0006 | |||||
| US65535AAA25 / NOMURA HOME EQUITY LOAN INC NHELI 2006 AF1 A1 | 0.03 | 0.00 | 0.0017 | -0.0001 | |||||
| USL269151217 / DRILLCO HLDG LUX S A | 0.00 | 0.00 | 0.03 | -17.14 | 0.0017 | -0.0004 | |||
| LENNAR CORPORATION SNR S* ICE / DCR (EZY7K6DJQPP4) | 0.03 | -33.33 | 0.0017 | -0.0008 | |||||
| US86364MAD20 / STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR4 A4A | 0.03 | -3.45 | 0.0017 | -0.0001 | |||||
| US86358EC874 / STRUCTURED ASSET INVESTMENT LO SAIL 2006 BNC1 A4 | 0.03 | -33.33 | 0.0017 | -0.0008 | |||||
| US17311WAF41 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR4 2A2A | 0.03 | 0.00 | 0.0017 | -0.0000 | |||||
| US03072SQ327 / AMERIQUEST MORTGAGE SECURITIES INC ASSET-BACKED PASS-THROUGH CTFS SER 2005-R9 | 0.03 | -6.67 | 0.0017 | -0.0002 | |||||
| US02150EAN31 / Alternative Loan Trust 2007-5CB | 0.03 | 0.00 | 0.0016 | -0.0001 | |||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.03 | 0.0016 | 0.0016 | ||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.03 | 0.0016 | 0.0016 | ||||||
| US07387AGE91 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 23A1 | 0.03 | 0.00 | 0.0016 | -0.0000 | |||||
| US161630BK37 / CHASE 2007 A1 11A4 | 0.03 | -3.70 | 0.0016 | -0.0001 | |||||
| US05950PAL76 / Banc of America Funding Trust, Series 2006-H, Class 4A2 | 0.03 | 0.00 | 0.0016 | -0.0000 | |||||
| US86361GAC06 / Structured Asset Securities Corp Mortgage Loan Trust 2006-BC2 | 0.03 | -7.14 | 0.0016 | -0.0001 | |||||
| US126694TD08 / COUNTRYWIDE HOME LOANS | 0.03 | 0.00 | 0.0016 | -0.0000 | |||||
| US68400DAE40 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 1 2A3 | 0.03 | 0.00 | 0.0015 | -0.0001 | |||||
| US52520MCF86 / LEHMAN MORTGAGE TRUST LMT 2005 2 4A1 | 0.03 | -3.70 | 0.0015 | -0.0001 | |||||
| US52520CAG06 / LEHMAN MORTGAGE TRUST LMT 2006 3 1A4 | 0.03 | -3.70 | 0.0015 | -0.0001 | |||||
| US12669F6Z19 / CWMBS, Inc. | 0.03 | -3.85 | 0.0015 | -0.0001 | |||||
| BOUGHT TRY SOLD USD 20250717 / DFE (000000000) | 0.03 | 0.0015 | 0.0015 | ||||||
| US31295N2Y35 / FED HM LN PC POOL 789791 FH 10/32 FLOATING VAR | 0.03 | -21.87 | 0.0015 | -0.0005 | |||||
| US02146XAU28 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 36T2 2A3 | 0.03 | 0.00 | 0.0015 | -0.0001 | |||||
| US00764MDY03 / AEGIS ASSET BACKED SECURITIES AABST 2004 6 M2 | 0.02 | -7.69 | 0.0015 | -0.0001 | |||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.02 | 0.0015 | 0.0015 | ||||||
| US12668BFL27 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 86CB A11 | 0.02 | -4.00 | 0.0014 | -0.0001 | |||||
| US466247YH09 / JP Morgan Mortgage Trust 2005-A8 | 0.02 | -4.00 | 0.0014 | -0.0001 | |||||
| US02147QAD43 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 19CB A4 | 0.02 | 0.00 | 0.0014 | -0.0001 | |||||
| US07384MZV70 / BEAR STEARNS ARM TRUST 2003-8 BSARM 2003-8 4A1 | 0.02 | -4.17 | 0.0014 | -0.0000 | |||||
| US86363DAH44 / Structured Asset Mortgage Investments II Trust 2007-AR2 | 0.02 | -14.81 | 0.0014 | -0.0002 | |||||
| US07386HSY89 / Bear Stearns ALT-A Trust 2005-4 | 0.02 | -4.17 | 0.0014 | -0.0001 | |||||
| US36242DN664 / FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF2 M5 | 0.02 | -8.33 | 0.0013 | -0.0001 | |||||
| US83612TAB89 / Soundview Home Loan Trust, Series 2007-OPT1, Class 2A1 | 0.02 | 0.00 | 0.0013 | -0.0000 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.02 | 0.0013 | 0.0013 | ||||||
| US12669GXE69 / COUNTRYWIDE HOME LOANS CWHL 2005 R1 2A1 144A | 0.02 | 4.76 | 0.0013 | 0.0000 | |||||
| ZF EUROPE FINANCE BV SNR SE ICE / DCR (EZSXJSSG1072) | 0.02 | -73.17 | 0.0013 | -0.0036 | |||||
| US525226AG14 / Lehman XS Trust Series 2006-12N | 0.02 | -4.35 | 0.0013 | -0.0001 | |||||
| US021482AE49 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2008 2R 3A1 | 0.02 | 0.00 | 0.0013 | -0.0001 | |||||
| US81375WFJ09 / SECURITIZED ASSET BACKED RECEI SABR 2005 FR4 M2 | 0.02 | 0.00 | 0.0013 | -0.0001 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.02 | 0.0013 | 0.0013 | ||||||
| US05530VAP40 / BCAP LLC TRUST BCAP 2007 AA3 2A1B | 0.02 | -4.55 | 0.0013 | -0.0001 | |||||
| US16165AAA25 / ChaseFlex Trust Series 2007-3 | 0.02 | 0.00 | 0.0013 | -0.0000 | |||||
| US1266943Y20 / COUNTRYWIDE HOME LOANS CWHL 2006 HYB3 2A1A | 0.02 | -4.55 | 0.0013 | -0.0001 | |||||
| US12669VAD01 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 7 2A3 | 0.02 | -16.00 | 0.0013 | -0.0003 | |||||
| US059522AG72 / Banc of America Funding 2007-C Trust | 0.02 | 0.00 | 0.0013 | -0.0000 | |||||
| US22541SXR48 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2004 AR8 8M1 | 0.02 | 0.00 | 0.0012 | -0.0001 | |||||
| US23245FAC77 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC10 2A2A | 0.02 | -4.55 | 0.0012 | -0.0001 | |||||
| US07384M2E17 / Bear Stearns ARM Trust 2004-1 | 0.02 | 0.00 | 0.0012 | -0.0001 | |||||
| US59020UL375 / MLCC MORTGAGE INVESTORS INC MLCC 2005 3 1A | 0.02 | 0.00 | 0.0012 | -0.0000 | |||||
| US86359LAQ23 / STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR1 1A2 | 0.02 | -4.55 | 0.0012 | -0.0001 | |||||
| US36242DFP33 / GSR Mortgage Loan Trust 2004-11 | 0.02 | 0.00 | 0.0012 | -0.0000 | |||||
| US17025QAK31 / COUNTRYWIDE HOME LOANS, SERIES 2007 | 0.02 | -4.76 | 0.0012 | -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 | ||||||
| US021482AC82 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2008 2R 2A1 | 0.02 | 0.00 | 0.0012 | -0.0000 | |||||
| US126694UT31 / COUNTRYWIDE HOME LOANS CWHL 2005 31 4A2 | 0.02 | 0.00 | 0.0012 | -0.0000 | |||||
| EZRRBYCX3652 / BOEING CO/THE SNR S* ICE | 0.02 | 0.00 | 0.0012 | 0.0000 | |||||
| US07384MC671 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 9 3A2 | 0.02 | -5.00 | 0.0012 | -0.0000 | |||||
| US437084HU34 / HOME EQUITY ASSET TRUST HEAT 2005 1 M5 | 0.02 | -20.83 | 0.0012 | -0.0003 | |||||
| US32115BAA89 / First NLC Trust 2007-1 | 0.02 | 0.00 | 0.0011 | -0.0000 | |||||
| US126673BC53 / CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-6, Class M1 | 0.02 | 0.00 | 0.0011 | -0.0000 | |||||
| US61751GAD97 / Morgan Stanley Mortgage Loan Trust 2007-5AX | 0.02 | 0.00 | 0.0011 | -0.0001 | |||||
| US94985JAA88 / WELLS FARGO MORTGAGE BACKED SE WFMBS 2007 7 A1 | 0.02 | 0.00 | 0.0011 | -0.0000 | |||||
| US02147CAF05 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA8 2A3 | 0.02 | -10.00 | 0.0011 | -0.0001 | |||||
| US41161PPB30 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 6 A1A | 0.02 | 0.00 | 0.0011 | -0.0000 | |||||
| US07387AAB17 / Bear Stearns Adjustable Rate Mortgage Trust, Series 2005-1, Class 2A1 | 0.02 | 0.00 | 0.0011 | -0.0000 | |||||
| US93364BAB62 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA5 1A1B | 0.02 | 0.00 | 0.0011 | -0.0000 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0011 | 0.0011 | ||||||
| US466247YP25 / JP Morgan Mortgage Trust 2005-A8 | 0.02 | 0.00 | 0.0011 | -0.0000 | |||||
| US86364LAA08 / STRUCTURED ASSET SECURITIES CO SASC 2007 WF2 A1 | 0.02 | -45.45 | 0.0011 | -0.0010 | |||||
| US94984UAE64 / WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA4 2A1 | 0.02 | 0.00 | 0.0011 | -0.0000 | |||||
| US07387AET88 / Bear Stearns ARM Trust 2005-10 | 0.02 | 0.00 | 0.0011 | -0.0001 | |||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.02 | 0.0011 | 0.0011 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0011 | 0.0011 | ||||||
| US12667GLD33 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 23CB A3 | 0.02 | 0.00 | 0.0011 | -0.0000 | |||||
| US35729PPX23 / FHLT 2006-2 2A3 | 0.02 | -5.56 | 0.0010 | -0.0001 | |||||
| US41162DAF69 / HarborView Mortgage Loan Trust 2006-12 | 0.02 | -5.56 | 0.0010 | -0.0001 | |||||
| US02146YAC03 / Alternative Loan Trust 2006-OA9 | 0.02 | -5.88 | 0.0010 | -0.0000 | |||||
| US86360JAF84 / STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 2A2 | 0.02 | 0.00 | 0.0010 | -0.0000 | |||||
| US31406A3K63 / FANNIE MAE 3.468% 12/01/2034 FAR FNARM | 0.02 | -5.88 | 0.0010 | -0.0000 | |||||
| US362341SF70 / GSR Mortgage Loan Trust 2005-AR6 | 0.02 | 0.00 | 0.0010 | -0.0000 | |||||
| US76112BF546 / RAAC SERIES RAAC 2005 SP2 2A | 0.02 | 0.00 | 0.0009 | -0.0000 | |||||
| US16165YAT91 / CHASEFLEX TRUST CFLX 2007 M1 2F4 | 0.02 | 6.67 | 0.0009 | -0.0000 | |||||
| US41161PKF98 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 11 3A2A | 0.02 | 0.00 | 0.0009 | -0.0000 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0009 | 0.0009 | ||||||
| USL26915AA33 / FORESEA Holding SA | 0.02 | 0.00 | 0.0009 | -0.0000 | |||||
| US07384MM258 / BEAR STEARNS ARM TRUST 2004-2 BSARM 2004-2 12A2 | 0.02 | 0.00 | 0.0009 | -0.0000 | |||||
| US81375WCT18 / Securitized Asset Backed Receivables LLC Trust 2005-OP1 | 0.01 | 0.00 | 0.0009 | -0.0000 | |||||
| US45660LLP21 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR7 4A1 | 0.01 | 0.00 | 0.0008 | -0.0000 | |||||
| US59020UJP12 / MLCC MORTGAGE INVESTORS INC MLCC 2004 E A1 | 0.01 | -6.67 | 0.0008 | -0.0001 | |||||
| US161630CF33 / CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 13A1 | 0.01 | -13.33 | 0.0008 | -0.0001 | |||||
| US86358ECL83 / Structured Asset Investment Loan Trust, Series 2003-BC6, Class M1 | 0.01 | -7.14 | 0.0008 | -0.0001 | |||||
| US07386HC254 / BEAR STEARNS ALT A TRUST BALTA 2006 1 22A1 | 0.01 | 0.00 | 0.0008 | -0.0000 | |||||
| US24763LFS43 / DELTA FUNDING HOME EQUITY LOAN DELHE 1999 2 A1A | 0.01 | -7.14 | 0.0008 | -0.0001 | |||||
| US07389QAN88 / BEAR STEARNS ASSET BACKED SECU BSABS 2007 SD1 22A1 | 0.01 | 0.00 | 0.0008 | -0.0000 | |||||
| US004421UC54 / ACE SECURITIES CORP. ACE 2005 HE7 M1 | 0.01 | -13.33 | 0.0008 | -0.0001 | |||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0008 | 0.0008 | ||||||
| US59020U4S19 / Merrill Lynch Mortgage Investors Trust Series MLCC 2006-1 | 0.01 | -7.69 | 0.0007 | -0.0001 | |||||
| US45660LEG05 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR4 2A1A | 0.01 | 0.00 | 0.0007 | -0.0000 | |||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0007 | 0.0007 | ||||||
| US05532LAD10 / BCAP LLC TRUST BCAP 2009 RR14 2A2 144A | 0.01 | 0.00 | 0.0007 | -0.0000 | |||||
| US12669FN414 / COUNTRYWIDE HOME LOANS CWHL 2004 12 10A1 | 0.01 | -7.69 | 0.0007 | -0.0001 | |||||
| US36242DKL63 / GSAMP TRUST GSAMP 2004 WF M2 | 0.01 | 0.00 | 0.0007 | -0.0000 | |||||
| US36242DH559 / GSR MORTGAGE LOAN TRUST GSR 2005 AR2 1A2 | 0.01 | 0.00 | 0.0007 | -0.0000 | |||||
| US36242DH716 / GSR Mortgage Loan Trust 2005-AR2 | 0.01 | -8.33 | 0.0007 | -0.0000 | |||||
| US31337NN385 / FED HM LN PC POOL 611310 FH 01/32 FLOATING VAR | 0.01 | -8.33 | 0.0007 | -0.0000 | |||||
| US86364LAC63 / STRUCTURED ASSET SECURITIES CO SASC 2007 WF2 A3 | 0.01 | -35.29 | 0.0007 | -0.0003 | |||||
| RFR EUR ESTRON/2.05000 11/18/24-5Y* LCH / DIR (EZ64KXLFNMN4) | 0.01 | -96.03 | 0.0007 | -0.0159 | |||||
| US542514BK96 / LBMLT 2001-4 2M1 | 0.01 | -42.11 | 0.0007 | -0.0005 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0007 | 0.0007 | ||||||
| US31295N4W50 / FED HM LN PC POOL 789837 FH 08/32 FLOATING VAR | 0.01 | 0.00 | 0.0007 | -0.0000 | |||||
| US2620512044 / Drillco Holdings Luxembourg SA | 0.00 | 0.00 | 0.01 | -21.43 | 0.0007 | -0.0002 | |||
| US61749LAR24 / MORGAN STANLEY MORTGAGE LOAN T MSM 2006 8AR 6A1 | 0.01 | 0.00 | 0.0007 | -0.0000 | |||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0007 | 0.0007 | ||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0007 | 0.0007 | ||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0007 | 0.0007 | ||||||
| US61746WB907 / Morgan Stanley Dean Witter Capital I Inc Trust 2003-HYB1 | 0.01 | 0.00 | 0.0007 | -0.0000 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0007 | 0.0007 | ||||||
| US07388GAD34 / BEAR STEARNS ASSET BACKED SECU BSABS 2006 3 M1 | 0.01 | -31.25 | 0.0006 | -0.0004 | |||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.01 | 0.0006 | 0.0006 | ||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.01 | 0.0006 | 0.0006 | ||||||
| US32056JAE47 / FIRST HORIZON MORTGAGE PASS TH FHASI 2007 AR3 2A2 | 0.01 | -9.09 | 0.0006 | -0.0001 | |||||
| US262051AA36 / FORESEA Holding SA | 0.01 | 0.00 | 0.0006 | -0.0000 | |||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0006 | 0.0006 | ||||||
| US61748HGR66 / Morgan Stanley Mortgage Loan Trust 2004-11AR | 0.01 | 0.00 | 0.0006 | -0.0000 | |||||
| US3131YAP201 / Freddie Mac Pool | 0.01 | -9.09 | 0.0006 | -0.0001 | |||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | 0.01 | 0.0006 | 0.0006 | ||||||
| US1266715K89 / CWABS Inc Asset-Backed Certificates Trust, Series 2004-4, Class M1 | 0.01 | -28.57 | 0.0006 | -0.0003 | |||||
| US57643LGG59 / MASTR Asset-Backed Securities Trust, Series 2005-NC1, Class M2 | 0.01 | 0.00 | 0.0006 | -0.0000 | |||||
| US59020UC291 / Merrill Lynch Mortgage Investors Trust, Series 2005-FM1, Class M1 | 0.01 | -16.67 | 0.0006 | -0.0002 | |||||
| US52522DAN12 / Lehman XS Trust Series 2006-16N | 0.01 | 0.00 | 0.0006 | -0.0000 | |||||
| US31400JND71 / FNMA POOL 688988 FN 05/33 FLOATING VAR | 0.01 | -10.00 | 0.0006 | -0.0000 | |||||
| US885220FS76 / THORNBURG MORTGAGE SECURITIES TRUST 2004-3 TMST 2004-3 A | 0.01 | 0.00 | 0.0006 | -0.0000 | |||||
| US17307GW951 / Citigroup Mortgage Loan Trust 2005-11 | 0.01 | 0.00 | 0.0005 | -0.0000 | |||||
| US17318DAL64 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2011 2 3A2 144A | 0.01 | -10.00 | 0.0005 | -0.0001 | |||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0005 | 0.0005 | ||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0005 | 0.0005 | ||||||
| RFR EUR ESTRON/2.05630 11/18/24-5Y* LCH / DIR (EZ64KXLFNMN4) | 0.01 | -97.11 | 0.0005 | -0.0161 | |||||
| US3138Y6ND20 / Fannie Mae Pool | 0.01 | 0.00 | 0.0005 | -0.0000 | |||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0005 | 0.0005 | ||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0005 | 0.0005 | ||||||
| US25160HAM79 / DEUTSCHE MORTGAGE AND ASSET RE DMARC 2014 RS1 4A1 144A | 0.01 | -42.86 | 0.0005 | -0.0004 | |||||
| US92977YBR18 / WACHOVIA MORTGAGE LOAN TRUST, WMLT 2005 B 4A1 | 0.01 | 0.00 | 0.0005 | -0.0000 | |||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.01 | 0.0005 | 0.0005 | ||||||
| US585525DF22 / MELLON RESIDENTIAL FUNDING COR MOR PAS THR TR SER MRFC 1999-TBC3 A2 | 0.01 | -11.11 | 0.0005 | -0.0001 | |||||
| US3133TPLV93 / FREDDIE MAC FHR 2246 Z | 0.01 | 0.00 | 0.0005 | -0.0000 | |||||
| US07387YAA10 / BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE6 1A1 | 0.01 | -27.27 | 0.0005 | -0.0002 | |||||
| US86361KAC18 / STRUCTURED ASSET INVESTMENT LO SAIL 2006 BNC3 A3 | 0.01 | -27.27 | 0.0005 | -0.0002 | |||||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0005 | 0.0005 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0004 | 0.0004 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0004 | 0.0004 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0004 | 0.0004 | ||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0004 | 0.0004 | ||||||
| US59020UAR68 / Merrill Lynch Mortgage Investors Trust, Series 2004-A, Class A1 | 0.01 | 0.00 | 0.0004 | -0.0000 | |||||
| US02151CAE66 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 15CB A5 | 0.01 | 0.00 | 0.0004 | -0.0000 | |||||
| US31385WXE47 / FANNIE MAE 3.442% 01/01/2033 FAR FNARM | 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 | ||||||
| US004421WQ23 / ACE Securities Corp. Home Equity Loan Trust, Series 2006-ASL1 | 0.01 | -33.33 | 0.0004 | -0.0002 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0004 | 0.0004 | ||||||
| US151314FP16 / Cendant Mortgage Corp | 0.01 | 0.00 | 0.0004 | -0.0000 | |||||
| US126670JY52 / COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 3A2A | 0.01 | 0.00 | 0.0004 | -0.0000 | |||||
| US929227XB72 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2002-AR17 SER 2002-AR17 CL 1A V/R REGD 3.52644500 | 0.01 | 0.00 | 0.0004 | -0.0000 | |||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0004 | 0.0004 | ||||||
| US76112BH609 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC5 M3 | 0.01 | -33.33 | 0.0004 | -0.0002 | |||||
| US88522YAB56 / Thornburg Mortgage Securities Trust 2007-4 | 0.01 | -14.29 | 0.0004 | -0.0001 | |||||
| US3132XUKS30 / Freddie Mac Gold Pool | 0.01 | 0.00 | 0.0004 | -0.0000 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0004 | 0.0004 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0004 | 0.0004 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0004 | 0.0004 | ||||||
| US36225CMM54 / GNMA II POOL 080363 G2 01/30 FLOATING VAR | 0.01 | -16.67 | 0.0003 | -0.0001 | |||||
| RFR EUR ESTRON/2.06280 11/14/24-5Y* LCH / DIR (EZ64KXLFNMN4) | 0.01 | -98.19 | 0.0003 | -0.0163 | |||||
| US46629DBA28 / JP MORGAN MORTGAGE TRUST JPMMT 2006 A7 3A2 | 0.01 | 0.00 | 0.0003 | -0.0000 | |||||
| US12668BUK78 / Alternative Loan Trust 2006-HY10 | 0.01 | 0.00 | 0.0003 | -0.0000 | |||||
| US3128HD3Z07 / FED HM LN PC POOL 847116 FH 02/33 FLOATING VAR | 0.01 | 0.00 | 0.0003 | -0.0001 | |||||
| US31378KEP57 / FNMA POOL 400742 FN 09/27 FLOATING VAR | 0.01 | 0.00 | 0.0003 | -0.0000 | |||||
| US22540VK434 / Credit Suisse First Boston Mortgage Securities Corp | 0.01 | 0.00 | 0.0003 | -0.0000 | |||||
| US59020UDW27 / MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC SER 2004-C CL A2B V/R REGD 3.22013000 | 0.00 | -42.86 | 0.0003 | -0.0001 | |||||
| US31392GFS93 / FANNIEMAE GRANTOR TRUST FNGT 2002 T18 A5 | 0.00 | -20.00 | 0.0003 | -0.0000 | |||||
| US058931BH85 / Banc of America Funding Trust, Series 2006-3, Class 5A5 | 0.00 | 0.00 | 0.0003 | -0.0000 | |||||
| US268668AA87 / EMC Mortgage Loan Trust 2001-A | 0.00 | -20.00 | 0.0003 | -0.0000 | |||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| US07384M4C33 / Bear Stearns ARM Trust 2004-10 | 0.00 | 0.00 | 0.0003 | -0.0000 | |||||
| US1248RHAA57 / Credit-Based Asset Servicing and Securitization LL | 0.00 | 0.00 | 0.0003 | -0.0000 | |||||
| US05949CCA27 / BANC OF AMERICA MORTGAGE 2005-F TRUST BOAMS 2005-F 2A2 | 0.00 | 0.00 | 0.0003 | -0.0000 | |||||
| US35729BAF85 / FREMONT HOME LOAN OWNER TRUST FREHE 1999 3 A2 | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| US863579CB23 / Structured Adjustable Rate Mortgage Loan Trust, Series 2004-14, Class 1A | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| US073888AN98 / BEAR STEARNS ASSET BACKED SECU BSABS 2006 SD3 21A1 | 0.00 | -55.56 | 0.0002 | -0.0003 | |||||
| SOUTHWEST AIRLINES CO SNR S* ICE / DCR (EZLH00YZ8ML1) | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| ELECTRICITE DE FRANCE SA (EDF SNR SE ICE / DCR (EZFZGFDS4BQ7) | 0.00 | 100.00 | 0.0002 | 0.0001 | |||||
| US31391GYZ35 / FNMA POOL 666828 FN 11/32 FLOATING VAR | 0.00 | -25.00 | 0.0002 | -0.0000 | |||||
| US31392CYH14 / FNMA, Grantor Trust, Whole Loan, Series 2002-T6, Class A4 | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| US17307GTJ75 / CITIGROUP MORTGAGE LOAN TRUST, INC. | 0.00 | -25.00 | 0.0002 | -0.0000 | |||||
| BOUGHT TRY SOLD USD 20250806 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| US36225CG756 / GNMA II POOL 080221 G2 08/28 FLOATING VAR | 0.00 | -25.00 | 0.0002 | -0.0001 | |||||
| US007036TE63 / ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 10 3A11 | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| US31292HA951 / 30 YR SINGLE FAMILY MBS | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| USL269151134 / DRILLCO HLDG LUX SA | 0.00 | 0.00 | 0.00 | 0.00 | 0.0002 | -0.0000 | |||
| US12669GHY08 / CHL MORTGAGE PASS-THROUGH TRUST 2004-29 CWHL 2004-29 1A1 | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| US466286AV35 / J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A7 2A7 | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| 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 | ||||||
| US36225CFW10 / GNMA II POOL 080180 G2 03/28 FLOATING VAR | 0.00 | -33.33 | 0.0002 | -0.0000 | |||||
| US36225CVD54 / Ginnie Mae II Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US31295N5H74 / FED HM LN PC POOL 789848 FH 10/32 FLOATING VAR | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| EZ65GBV58FC9 / MEXICO LA SP MYC | 0.00 | 100.00 | 0.0001 | 0.0000 | |||||
| MEXICO LA SP MYC / DCR (EZDKNKQB19P7) | 0.00 | 0.0001 | 0.0001 | ||||||
| US36225CFJ09 / GNMA II POOL 080168 G2 02/28 FLOATING VAR | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US92925CBA99 / WaMu Mortgage Pass-Through Certificates Series 2005-AR19 Trust | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US36225CUM62 / GNMA II POOL 080587 G2 03/32 FLOATING VAR | 0.00 | -50.00 | 0.0001 | -0.0000 | |||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| US86364CAF95 / STRUCTURED ADJUSTABLE RATE MOR SARM 2007 6 3A1 | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US36225CKN55 / GNMA II POOL 080300 G2 07/29 FLOATING VAR | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US36225CKD73 / Ginnie Mae II Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US126694BS68 / COUNTRYWIDE HOME LOANS CWHL 2005 HYB6 5A1 | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US36225CNY83 / GNMA II POOL 080406 G2 05/30 FLOATING VAR | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| US70069FLH81 / Park Place Securities Inc Asset-Backed Pass-Through Certificates Series 2005-WCW | 0.00 | -90.91 | 0.0001 | -0.0006 | |||||
| US36225CU385 / GNMA II POOL 080601 G2 05/32 FLOATING VAR | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US3133TLPF93 / FREDDIE MAC FHR 2177 F | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US59020UGF66 / Merrill Lynch Mortgage Investors Trust, Series 2004-D, Class A1 | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US2620511053 / Drillco Holdings Luxembourg SA | 0.00 | 0.00 | 0.00 | 0.00 | 0.0001 | -0.0000 | |||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| US36225CFL54 / GNMA II POOL 080170 G2 02/28 FLOATING VAR | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US31392MP221 / Freddie Mac REMICS | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US31390YDG08 / FNMA POOL 659903 FN 09/32 FLOATING VAR | 0.00 | -100.00 | 0.0001 | -0.0000 | |||||
| US36225CBL90 / GNMA II POOL 080042 G2 02/27 FLOATING VAR | 0.00 | -100.00 | 0.0001 | -0.0000 | |||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| EZ89MT0WHJP2 / MEXICO LA SP MYC | 0.00 | 0.0001 | 0.0000 | ||||||
| US126694YN25 / COUNTRYWIDE HOME LOANS CWHL 2006 3 2A2 | 0.00 | -100.00 | 0.0001 | -0.0000 | |||||
| EZJGYSSMZ0P0 / MEXICO LA SP MYC | 0.00 | 0.0001 | 0.0000 | ||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT TRY SOLD USD 20250731 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US204012AE81 / COMMUNITY PROGRAM LOAN TRUST CPLT 1987 A A5 | 0.00 | -100.00 | 0.0000 | -0.0001 | |||||
| MEXICO LA SP GST / DCR (EZDKNKQB19P7) | 0.00 | 0.0000 | 0.0000 | ||||||
| US466247NV12 / JP MORGAN MORTGAGE TRUST 2005-A2 JPMMT 2005-A2 5A2 | 0.00 | 0.0000 | -0.0000 | ||||||
| US36225CF436 / GNMA II POOL 080186 G2 04/28 FLOATING VAR | 0.00 | 0.0000 | -0.0000 | ||||||
| US36225CBP05 / Government National Mortgage Association | 0.00 | 0.0000 | -0.0000 | ||||||
| US07387AAV70 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 3 1A1 | 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 | ||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31339LJW19 / FHLMC, REMIC, Series 2396, Class FM | 0.00 | 0.0000 | -0.0000 | ||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31371PB665 / FNMA POOL 257561 FN 12/28 FIXED 6.5 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31359PX847 / FNMA, REMIC, Series 1997-42, Class ZC | 0.00 | 0.0000 | -0.0000 | ||||||
| US3133TPV484 / FHLMC, Series 2248, Class FB | 0.00 | 0.0000 | -0.0000 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US36225CF501 / GNMA II POOL 080187 G2 04/28 FLOATING VAR | 0.00 | 0.0000 | -0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US36225CDW38 / Ginnie Mae II Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US36225CD522 / GNMA II POOL 080123 G2 10/27 FLOATING VAR | 0.00 | 0.0000 | -0.0000 | ||||||
| US36225CD290 / Ginnie Mae II Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US31391JMS68 / FNMA POOL 668269 FN 10/32 FLOATING VAR | 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 | ||||||
| US36225CB625 / GNMA II POOL 080060 G2 04/27 FLOATING VAR | 0.00 | 0.0000 | -0.0000 | ||||||
| US31293PG413 / 30 YR SINGLE FAMILY MBS | 0.00 | 0.0000 | -0.0000 | ||||||
| US31336R5J59 / FED HM LN PC POOL 1B0349 FH 07/32 FLOATING VAR | 0.00 | 0.0000 | -0.0000 | ||||||
| US36225CC870 / Ginnie Mae | 0.00 | 0.0000 | -0.0000 | ||||||
| US36202K5G64 / GNMA II POOL 008947 G2 08/26 FLOATING VAR | 0.00 | 0.0000 | -0.0000 | ||||||
| US36202K2M69 / Ginnie Mae II Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US36225CB542 / Ginnie Mae II Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US36225CA890 / GNMA II POOL 080030 G2 01/27 FLOATING VAR | 0.00 | 0.0000 | -0.0000 | ||||||
| US36202K6Y61 / GNMA II POOL 008987 G2 10/26 FLOATING VAR | 0.00 | 0.0000 | -0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US23332UDX90 / DSLA MORTGAGE LOAN TRUST DSLA 2005 AR3 2A2 | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US36202KVA05 / Ginnie Mae II Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US36202KXJ95 / GNMA II POOL 008781 G2 01/26 FLOATING VAR | 0.00 | 0.0000 | -0.0000 | ||||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US36225CFM38 / Ginnie Mae II Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US36202KWG65 / Ginnie Mae II Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US073914VW09 / BEAR STEARNS MORTGAGE SECURITI BSMSI 1997 6 1A | 0.00 | 0.0000 | -0.0000 | ||||||
| US31292G7G58 / FED HM LN PC POOL C00895 FG 12/29 FIXED 7 | 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 IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US65535VSE91 / NOMURA ASSET ACCEPTANCE CORPOR NAA 2006 AR1 4A | 0.00 | 0.0000 | 0.0000 | ||||||
| US36202KUY99 / Ginnie Mae II Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US3128HDZD45 / FED HM LN PC POOL 847040 FH 02/29 FLOATING VAR | 0.00 | 0.0000 | -0.0000 | ||||||
| US36202KUK95 / Ginnie Mae II Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US41161PWU38 / HarborView Mortgage Loan Trust 2005-14 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31403Q4G20 / FNMA POOL 755123 FN 11/33 FIXED 5 | 0.00 | 0.0000 | 0.0000 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD THB BOUGHT USD 20250716 / 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 | ||||||
| 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 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT NOK SOLD 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 SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD TRY BOUGHT USD 20250717 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 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 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 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| 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 NOK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD KRW BOUGHT USD 20250716 / 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 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 | ||||||
| 31750QM06 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (EZ967XY50V92) | -0.00 | -96.43 | -0.0001 | 0.0016 | |||||
| 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 SEK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD SEK BOUGHT USD 20250702 / 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 MXN BOUGHT USD 20250917 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD TRY BOUGHT USD 20250724 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD NOK BOUGHT USD 20250702 / 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 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.01 | -0.0003 | -0.0003 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0004 | -0.0004 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0004 | -0.0004 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0005 | -0.0005 | ||||||
| SOLD JPY BOUGHT USD 20250702 / 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 | -0.0005 | -0.0005 | ||||||
| SOFTBANK GROUP CORP SNR JP SP GST / DCR (EZ1K1NTX2WN0) | -0.01 | 28.57 | -0.0005 | -0.0001 | |||||
| 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 CNH BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0007 | -0.0007 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0007 | -0.0007 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0007 | -0.0007 | ||||||
| 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 ILS BOUGHT USD 20250718 / DFE (000000000) | -0.01 | -0.0007 | -0.0007 | ||||||
| SOLD NZD BOUGHT USD 20250804 / DFE (000000000) | -0.01 | -0.0007 | -0.0007 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0008 | -0.0008 | ||||||
| SOLD TRY BOUGHT USD 20250717 / DFE (000000000) | -0.01 | -0.0009 | -0.0009 | ||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0010 | -0.0010 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0010 | -0.0010 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.02 | -0.0012 | -0.0012 | ||||||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0013 | -0.0013 | ||||||
| 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 THB BOUGHT USD 20250716 / DFE (000000000) | -0.02 | -0.0014 | -0.0014 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0015 | -0.0015 | ||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.03 | -0.0016 | -0.0016 | ||||||
| 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 GBP BOUGHT USD 20250702 / DFE (000000000) | -0.04 | -0.0021 | -0.0021 | ||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | -0.04 | -0.0022 | -0.0022 | ||||||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | -0.04 | -0.0024 | -0.0024 | ||||||
| RFR USD SOFR/3.85000 08/05/24-10Y LCH / DIR (EZKZ3H4L0SC3) | -0.05 | 400.00 | -0.0030 | -0.0023 | |||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.06 | -0.0034 | -0.0034 | ||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.06 | -0.0037 | -0.0037 | ||||||
| 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 ILS BOUGHT USD 20250718 / DFE (000000000) | -0.09 | -0.0051 | -0.0051 | ||||||
| SOLD AUD BOUGHT USD 20250805 / DFE (000000000) | -0.10 | -0.0057 | -0.0057 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.12 | -0.0068 | -0.0068 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.12 | -0.0072 | -0.0072 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.12 | -0.0072 | -0.0072 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.12 | -0.0072 | -0.0072 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.12 | -0.0072 | -0.0072 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.12 | -0.0073 | -0.0073 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.13 | -0.0074 | -0.0074 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.13 | -0.0075 | -0.0075 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.13 | -0.0076 | -0.0076 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.13 | -0.0077 | -0.0077 | ||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0.16 | -0.0091 | -0.0091 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.16 | -0.0094 | -0.0094 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.18 | -0.0107 | -0.0107 | ||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.18 | -0.0108 | -0.0108 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.19 | -0.0110 | -0.0110 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.19 | -0.0112 | -0.0112 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.19 | -0.0113 | -0.0113 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.19 | -0.0114 | -0.0114 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.19 | -0.0114 | -0.0114 | ||||||
| SOLD TWD BOUGHT USD 20250716 / 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 TWD BOUGHT USD 20250716 / DFE (000000000) | -0.20 | -0.0118 | -0.0118 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.20 | -0.0118 | -0.0118 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.20 | -0.0119 | -0.0119 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.20 | -0.0119 | -0.0119 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.20 | -0.0119 | -0.0119 | ||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.21 | -0.0125 | -0.0125 | ||||||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | -0.22 | -0.0131 | -0.0131 | ||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.24 | -0.0139 | -0.0139 | ||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.82 | -0.0479 | -0.0479 | ||||||
| RFR USD SOFR/3.62000 02/14/25-5Y LCH / DIR (EZMDBB3P1KY1) | -1.02 | -370.93 | -0.0596 | -0.0821 | |||||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | -1.87 | -0.1097 | -0.1097 | ||||||
| OIS CAD CAONREPO/3.5000 03/28/24-8Y* LCH / DIR (EZ6CFT2N3TR9) | -2.24 | -20.91 | -0.1311 | 0.0381 | |||||
| RFR USD SOFR/3.62000 09/02/25-4Y* LCH / DIR (EZNQ4Z4QT3L7) | -2.74 | -0.1604 | -0.1604 | ||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -4.19 | -0.2454 | -0.2454 | ||||||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | -9.96 | -0.5836 | -0.5836 | ||||||
| US21H0226710 / GNII II 2.5% 07/01/2050 #TBA | -102.41 | -131.88 | -6.0018 | -30.9454 |
