Basic Stats
| Portfolio Value | $ 23,284,771,712 |
| Current Positions | 3,150 |
Latest Holdings, Performance, AUM (from 13F, 13D)
PFIIX - PIMCO Low Duration Income Fund Institutional has disclosed 3,150 total holdings in their latest SEC filings. Most recent portfolio value is calculated to be $ 23,284,771,712 USD. Actual Assets Under Management (AUM) is this value plus cash (which is not disclosed). PFIIX - PIMCO Low Duration Income Fund Institutional’s top holdings are PIMCO PRV SHORT TERM FLT III MUTUAL FUND (US:US72201W1541) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , UMBS TBA (US:US01F0506844) , and Uniform Mortgage-Backed Security, TBA (US:US01F0526800) . PFIIX - PIMCO Low Duration Income Fund Institutional’s new positions include PIMCO PRV SHORT TERM FLT III MUTUAL FUND (US:US72201W1541) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , UMBS TBA (US:US01F0506844) , and Uniform Mortgage-Backed Security, TBA (US:US01F0526800) .
Top Increases This Quarter
We use the change in the portfolio allocation because this is the most meaningful metric. Changes can be due to trades or changes in share prices.
| Security | Shares (MM) |
Value (MM$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| 1,485.42 | 11.1285 | 5.5407 | ||
| 759.51 | 5.6901 | 4.9607 | ||
| 440.61 | 3.3010 | 3.3010 | ||
| 1,853.35 | 13.8850 | 3.0623 | ||
| 1,829.58 | 13.7069 | 2.9401 | ||
| 265.80 | 1.9913 | 1.9913 | ||
| 234.99 | 1.7605 | 1.7605 | ||
| 154.21 | 1.1553 | 1.1553 | ||
| 142.19 | 1.0653 | 1.0653 | ||
| 142.19 | 1.0653 | 1.0653 |
Top Decreases This Quarter
We use the change in the portfolio allocation because this is the most meaningful metric. Changes can be due to trades or changes in share prices.
| Security | Shares (MM) |
Value (MM$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| 31.52 | 0.2361 | -2.5092 | ||
| 724.51 | 5.4279 | -1.7225 | ||
| 546.70 | 4.0958 | -1.7034 | ||
| 14.37 | 0.1077 | -1.2390 | ||
| 85.66 | 0.6417 | -1.0068 | ||
| 119.34 | 0.8941 | -0.8313 | ||
| 6.77 | 0.0508 | -0.7767 | ||
| 13.98 | 0.1048 | -0.6663 | ||
| 113.33 | 0.8491 | -0.5602 | ||
| 31.52 | 0.2361 | -0.5349 |
13F and Fund Filings
This form was filed on 2025-08-29 for the reporting period 2025-06-30. Click the link icon to see the full transaction history.
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2022-07-28: Important Note - We have changed the treatment of the Δ Portfolio % column in this table. Previously, we were reporting it as the percent change in the portfolio allocation. We are now reporting it as the raw change in the portfolio allocation (still reported as a percent). In formula terms, we were previously reporting it as 100 * (current allocation - prior allocation ) / prior allocation. We are now reporting it as (current allocation - prior allocation).
| Security | Type | Avg Share Price | Shares (MM) |
ΔShares (%) |
ΔShares (%) |
Value ($MM) |
Portfolio (%) |
ΔPortfolio (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 1,853.35 | 50.95 | 13.8850 | 3.0623 | |||||
| US01F0606834 / Uniform Mortgage-Backed Security, TBA | 1,829.58 | 68.11 | 13.7069 | 2.9401 | |||||
| US01F0626899 / Uniform Mortgage-Backed Security, TBA | 1,485.42 | 162.99 | 11.1285 | 5.5407 | |||||
| US01F0506844 / UMBS TBA | 759.51 | 930.04 | 5.6901 | 4.9607 | |||||
| US01F0526800 / Uniform Mortgage-Backed Security, TBA | 724.51 | 0.24 | 5.4279 | -1.7225 | |||||
| US01F0406854 / UMBS TBA | 546.70 | -6.74 | 4.0958 | -1.7034 | |||||
| TORONTO DOMINION BANK REPO DUMMY ASSET / RA (000000000) | 440.61 | 3.3010 | 3.3010 | ||||||
| REPO BANK AMERICA REPO / RA (000000000) | 265.80 | 1.9913 | 1.9913 | ||||||
| US17330HAV96 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 RP1 PT 144A | 251.78 | -1.58 | 1.8863 | -0.3687 | |||||
| TORONTO DOMINION BANK REPO DUMMY ASSET / RA (000000000) | 234.99 | 1.7605 | 1.7605 | ||||||
| TSY INFL IX N/B 07/34 1.875 / DBT (US91282CLE92) | 200.73 | 0.17 | 1.5038 | -0.2626 | |||||
| TSY INFL IX N/B 07/34 1.875 / DBT (US91282CLE92) | 200.73 | 0.17 | 1.5038 | -0.2626 | |||||
| US01F0426811 / UMBS TBA | 199.53 | 5.78 | 1.4948 | -0.3712 | |||||
| US36266BAS79 / GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL4 PT 144A | 188.66 | -1.02 | 1.4134 | -0.2668 | |||||
| TORONTO DOMINION BANK REPO DUMMY ASSET / RA (000000000) | 154.21 | 1.1553 | 1.1553 | ||||||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | 151.14 | 8.57 | 1.1323 | -0.0948 | |||||
| US TREASURY N/B 05/54 4.625 / DBT (US912810UA42) | 145.54 | -3.19 | 1.0904 | -0.2347 | |||||
| US3133KKV971 / FED HM LN PC POOL RA4240 FR 01/51 FIXED 2.5 | 144.67 | -2.31 | 1.0838 | -0.2215 | |||||
| JP MORGAN MORTGAGE TRUST SERIE 07/55 9 / ABS-MBS (000000000) | 142.19 | 1.0653 | 1.0653 | ||||||
| JP MORGAN MORTGAGE TRUST SERIE 07/55 9 / ABS-MBS (000000000) | 142.19 | 1.0653 | 1.0653 | ||||||
| US31418EYP95 / FNMA 30YR 6.5% 12/01/2053#MA5217 | 134.41 | -8.76 | 1.0070 | -0.2915 | |||||
| US01F0606750 / Uniform Mortgage-Backed Security, TBA | 119.34 | -31.57 | 0.8941 | -0.8313 | |||||
| US01F0326821 / Fannie Mae or Freddie Mac | 113.33 | -20.44 | 0.8491 | -0.5602 | |||||
| US36263PAA84 / GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 A1 144A | 110.48 | -4.89 | 0.8277 | -0.1962 | |||||
| US21H0426799 / Ginnie Mae | 109.86 | 0.8231 | 0.8231 | ||||||
| EW / Edwards Lifesciences Corporation | 102.91 | 226.56 | 0.7710 | 0.5349 | |||||
| EW / Edwards Lifesciences Corporation | 102.91 | 951.43 | 0.7710 | 0.6977 | |||||
| FNMA POOL MA5297 FN 03/54 FIXED 6.5 / ABS-MBS (US31418E3F59) | 101.79 | -9.14 | 0.7626 | -0.2249 | |||||
| FNMA POOL MA5297 FN 03/54 FIXED 6.5 / ABS-MBS (US31418E3F59) | 101.79 | -9.14 | 0.7626 | -0.2249 | |||||
| REPO BANK AMERICA REPO / RA (000000000) | 100.00 | 0.7492 | 0.7492 | ||||||
| SOFI CONSUMER LOAN PROGRAM 06/34 4.95 / ABS-O (000000000) | 95.56 | 0.7159 | 0.7159 | ||||||
| SOFI CONSUMER LOAN PROGRAM 06/34 4.95 / ABS-O (000000000) | 95.56 | 0.7159 | 0.7159 | ||||||
| US91282CHP95 / United States Treasury Inflation Indexed Bonds | 90.10 | 0.55 | 0.6750 | -0.1148 | |||||
| US91282CEZ05 / U.S. Treasury Inflation Linked Notes | 88.08 | 0.91 | 0.6599 | -0.1095 | |||||
| US01F0306864 / FNMA 30YR TBA 3.0% AUG 20 TO BE ANNOUNCED 3.00000000 | 85.66 | -48.60 | 0.6417 | -1.0068 | |||||
| FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE / ABS-MBS (US01F0706907) | 83.84 | 0.6281 | 0.6281 | ||||||
| FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE / ABS-MBS (US01F0706907) | 83.84 | 0.6281 | 0.6281 | ||||||
| US01F0306781 / UMBS TBA | 83.67 | -20.24 | 0.6269 | -0.4055 | |||||
| RFR USD SOFR/1.75000 06/15/22-30Y LCH / DIR (EZ2TNCR649W7) | 79.74 | -2.58 | 0.5974 | -0.1241 | |||||
| RFR USD SOFR/1.75000 06/15/22-30Y LCH / DIR (EZ2TNCR649W7) | 79.74 | -2.58 | 0.5974 | -0.1241 | |||||
| RFRF USD SF+26.161/1.70 8/01/23-29Y* CME / DIR (EZR25S84QT07) | 77.84 | 2.67 | 0.5831 | -0.0851 | |||||
| RFRF USD SF+26.161/1.90 05/18/22-10Y LCH / DIR (EZ0T64381TT9) | 75.77 | -6.90 | 0.5677 | -0.1497 | |||||
| RFRF USD SF+26.161/1.90 05/18/22-10Y LCH / DIR (EZ0T64381TT9) | 75.77 | -6.90 | 0.5677 | -0.1497 | |||||
| TORONTO DOMINION BANK REPO DUMMY ASSET / RA (000000000) | 73.43 | 0.5502 | 0.5502 | ||||||
| TORONTO DOMINION BANK REPO DUMMY ASSET / RA (000000000) | 73.43 | 0.5502 | 0.5502 | ||||||
| US21H0326700 / GNMA2 30YR TBA(REG C) 3.5 TBA 07-01-50 | 73.01 | -10.24 | 0.5470 | -0.2536 | |||||
| US21H0506723 / Ginnie Mae | 70.25 | 0.89 | 0.5263 | -0.1626 | |||||
| US91282CCM10 / United States Treasury Inflation Indexed Bonds | 69.34 | 1.21 | 0.5195 | -0.0844 | |||||
| US89180YAA82 / Towd Point Mortgage Trust 2022-4 | 68.76 | -2.70 | 0.5152 | -0.1078 | |||||
| US21H0426872 / Ginnie Mae | 67.60 | -3.33 | 0.5064 | -0.1853 | |||||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 2A A2 144A / ABS-O (US78398HAB42) | 66.11 | 0.4953 | 0.4953 | ||||||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 2A A2 144A / ABS-O (US78398HAB42) | 66.11 | 0.4953 | 0.4953 | ||||||
| US9128287D64 / United States Treasury Inflation Indexed Bonds | 64.44 | 1.25 | 0.4828 | -0.0782 | |||||
| S56431109 / Northam Platinum Holdings Ltd | 63.57 | -1.78 | 0.4762 | -0.0942 | |||||
| FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE / ABS-MBS (US01F0706824) | 62.21 | -32.68 | 0.4660 | -0.4482 | |||||
| FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE / ABS-MBS (US01F0706824) | 62.21 | -32.68 | 0.4660 | -0.4482 | |||||
| US89364MCA09 / TRANSDIGM INC | 61.23 | 0.48 | 0.4587 | -0.0784 | |||||
| US31418ER938 / FNMA 30YR 6% 05/01/2053# | 59.71 | -4.46 | 0.4474 | -0.1036 | |||||
| RFRF USD SF+26.161/1.3* 05/18/22-5Y LCH / DIR (EZ2SWFCN5BM7) | 56.28 | -11.16 | 0.4216 | -0.1367 | |||||
| US30227FAA84 / Extended Stay America Trust | 53.66 | -0.86 | 0.4020 | -0.0751 | |||||
| MORGAN STANLEY BANK NA MORGAN STANLEY BANK NA / DBT (US61690U8D59) | 51.07 | -0.11 | 0.3826 | -0.0681 | |||||
| US21H0306827 / Ginnie Mae | 47.76 | 27.10 | 0.3578 | -0.0140 | |||||
| US15135BAT89 / CORPORATE BONDS | 45.23 | 7.53 | 0.3389 | -0.0319 | |||||
| US12569DAA72 / CIM Trust | 45.09 | -3.40 | 0.3378 | -0.0736 | |||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 2 A 144A / ABS-O (US83407HAA59) | 43.28 | 0.3243 | 0.3243 | ||||||
| PEP01000C5I0 / BONOS DE TESORERIA | 41.31 | 7.15 | 0.3095 | -0.0304 | |||||
| MX0SGO0000K0 / Mexican Udibonos | 41.15 | 11.65 | 0.3083 | -0.0166 | |||||
| US31418DST09 / FNMA POOL MA4129 FN 09/40 FIXED 2.5 | 39.11 | -0.77 | 0.2930 | -0.0544 | |||||
| JOHN DEERE OWNER TRUST JDOT 2024 C A2A / ABS-O (US477911AB70) | 38.80 | -21.60 | 0.2907 | -0.1456 | |||||
| US9128285W63 / United States Treasury Inflation Indexed Bonds | 38.69 | 1.00 | 0.2899 | -0.0478 | |||||
| US21H0406817 / Ginnie Mae | 38.40 | 23.26 | 0.2877 | -0.0793 | |||||
| MX0SGO0000M6 / Mexican Udibonos | 38.23 | 12.02 | 0.2864 | -0.0144 | |||||
| US912828S505 / United States Treasury Inflation Indexed Bonds | 38.08 | 0.2853 | 0.2853 | ||||||
| XS2264968665 / Ivory Coast Government International Bond | 37.69 | 8.74 | 0.2824 | -0.0232 | |||||
| XS2264968665 / Ivory Coast Government International Bond | 37.69 | 8.74 | 0.2824 | -0.0232 | |||||
| ENVISION HEALTHCARE CORPORTION 2023 LAST OUT TERM LOAN / LON (949ABFII9) | 37.50 | 1.48 | 0.2809 | -0.0448 | |||||
| US912828ZZ63 / United States Treasury Inflation Indexed Bonds | 36.75 | 1.28 | 0.2753 | -0.0445 | |||||
| US715638BY77 / REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 | 36.73 | 6.77 | 0.2752 | -0.0280 | |||||
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A / ABS-MBS (XS2799791848) | 36.56 | -0.51 | 0.2739 | -0.0500 | |||||
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A / ABS-MBS (XS2799791848) | 36.56 | -0.51 | 0.2739 | -0.0500 | |||||
| R2035 / South Africa - Corporate Bond/Note | 36.21 | 8.02 | 0.2713 | -0.0242 | |||||
| FNMA POOL MA5273 FN 02/54 FIXED 6.5 / ABS-MBS (US31418E2F68) | 35.87 | -9.13 | 0.2687 | -0.0792 | |||||
| FNMA POOL MA5273 FN 02/54 FIXED 6.5 / ABS-MBS (US31418E2F68) | 35.87 | -9.13 | 0.2687 | -0.0792 | |||||
| US225401AV01 / Credit Suisse Group AG | 35.18 | 0.17 | 0.2636 | -0.0460 | |||||
| MORGAN STANLEY CAPITAL INC 07/37 1 / ABS-MBS (US61756YAA10) | 34.92 | -5.35 | 0.2616 | -0.0636 | |||||
| MORGAN STANLEY CAPITAL INC 07/37 1 / ABS-MBS (US61756YAA10) | 34.92 | -5.35 | 0.2616 | -0.0636 | |||||
| US74143JAA97 / PRET 2021-RN3 LLC | 34.55 | -4.10 | 0.2589 | -0.0587 | |||||
| IRS EUR 0.83000 12/09/42-10Y LCH / DIR (EZPRCT6S2FJ7) | 34.55 | 30.65 | 0.2588 | 0.0257 | |||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A A 144A / ABS-O (US83407UAA60) | 34.14 | 0.2558 | 0.2558 | ||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A A 144A / ABS-O (US83407UAA60) | 34.14 | 0.2558 | 0.2558 | ||||||
| SBNA AUTO LEASE TRUST SBALT 2024 C A3 144A / ABS-O (US78398DAC11) | 33.48 | 0.21 | 0.2508 | -0.0437 | |||||
| US43133JAA60 / Hildene TruPS Financials Note Secruitization | 33.18 | -2.81 | 0.2486 | -0.0523 | |||||
| REPUBLIC OF PANAMA EUR TERM LOAN 2 / LON (BA000HCH9) | 33.02 | 9.45 | 0.2474 | -0.0186 | |||||
| TOWD POINT MORTGAGE TRUST TPMT 2024 5 A1A 144A / ABS-MBS (US891944AA82) | 32.88 | -4.42 | 0.2463 | -0.0569 | |||||
| MX0MGO0001F1 / Mexican Bonos | 32.85 | 10.08 | 0.2461 | -0.0169 | |||||
| US48128B5497 / JPMORGAN CHASE and CO 4.625% PERP PFD | 32.71 | 0.2450 | 0.2450 | ||||||
| FED HM LN PC POOL SD8431 FR 05/54 FIXED 5.5 / ABS-MBS (US3132DWLL53) | 32.68 | -2.61 | 0.2449 | -0.0510 | |||||
| US48128B5497 / JPMORGAN CHASE and CO 4.625% PERP PFD | 32.35 | 0.2424 | 0.2424 | ||||||
| US48128B5497 / JPMORGAN CHASE and CO 4.625% PERP PFD | 32.35 | 0.2424 | 0.2424 | ||||||
| US48128B5497 / JPMORGAN CHASE and CO 4.625% PERP PFD | 31.94 | 0.2393 | 0.2393 | ||||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2025 2 A2 / ABS-O (US80287NAB10) | 31.92 | -0.01 | 0.2391 | -0.0422 | |||||
| EW / Edwards Lifesciences Corporation | 31.52 | -88.64 | 0.2361 | -2.5092 | |||||
| EW / Edwards Lifesciences Corporation | 31.52 | -69.38 | 0.2361 | -0.5349 | |||||
| US78447EAC03 / SLM Student Loan Trust 2012-5 | 31.04 | -2.16 | 0.2325 | -0.0471 | |||||
| XS2270393379 / BANCA MONTE DEI PASCHI S SR UNSECURED REGS 01/26 1.875 | 31.03 | 9.53 | 0.2325 | -0.0172 | |||||
| XS2264968665 / Ivory Coast Government International Bond | 30.82 | 10.78 | 0.2309 | -0.0143 | |||||
| US91282CDC29 / UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 30.75 | 0.2304 | 0.2304 | ||||||
| MX0SGO0000F0 / Mexican Udibonos | 30.24 | 11.39 | 0.2266 | -0.0127 | |||||
| RFR USD SOFR/2.00000 12/21/22-10Y CME / DIR (EZFXDWH0DRR4) | 29.46 | -5.31 | 0.2207 | -0.0535 | |||||
| RFR USD SOFR/2.00000 12/21/22-10Y CME / DIR (EZFXDWH0DRR4) | 29.46 | -5.31 | 0.2207 | -0.0535 | |||||
| XS2318315921 / Asian Infrastructure Investment Bank/The | 29.43 | -1.77 | 0.2205 | -0.0436 | |||||
| XS2318315921 / Asian Infrastructure Investment Bank/The | 29.43 | -1.77 | 0.2205 | -0.0436 | |||||
| US83368RBQ48 / Societe Generale SA | 29.26 | -0.32 | 0.2192 | -0.0395 | |||||
| TSY INFL IX N/B 01/34 1.75 / DBT (US91282CJY84) | 29.19 | 0.30 | 0.2187 | -0.0378 | |||||
| US12559QAF90 / CIT Mortgage Loan Trust 2007-1 | 28.95 | -6.06 | 0.2169 | -0.0548 | |||||
| US3140X8SZ17 / Fannie Mae Pool | 28.95 | -2.20 | 0.2169 | -0.0440 | |||||
| ALIGNED DATA CENTERS INTER LP 2024 TERM LOAN / LON (BA000JN59) | 28.88 | 0.2163 | 0.2163 | ||||||
| ALIGNED DATA CENTERS INTER LP 2024 TERM LOAN / LON (BA000JN59) | 28.88 | 0.2163 | 0.2163 | ||||||
| AQFIT 2025 1 A 144A / ABS-MBS (955WCLII8) | 28.22 | 0.2114 | 0.2114 | ||||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 28.10 | 0.01 | 0.2105 | -0.0371 | |||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 28.10 | 0.01 | 0.2105 | -0.0371 | |||||
| US3132DWHG15 / Freddie Mac Pool | 27.72 | -2.54 | 0.2077 | -0.0430 | |||||
| FNMA POOL MA5421 FN 07/54 FIXED 6 / ABS-MBS (US31418FAX50) | 27.55 | -5.22 | 0.2064 | -0.0498 | |||||
| US07387VAB53 / BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE7 1A2 | 27.46 | -2.88 | 0.2057 | -0.0435 | |||||
| ZAG000016320 / Republic of South Africa Government Bond | 27.44 | 3.81 | 0.2056 | -0.0274 | |||||
| US45824TBC80 / INTELSAT JACKSON HOLDINGS S.A. | 27.07 | 7.31 | 0.2028 | -0.0196 | |||||
| FED HM LN PC POOL SD8447 FR 07/54 FIXED 6 / ABS-MBS (US3132DWL438) | 26.99 | -4.93 | 0.2022 | -0.0480 | |||||
| FED HM LN PC POOL SD8447 FR 07/54 FIXED 6 / ABS-MBS (US3132DWL438) | 26.99 | -4.93 | 0.2022 | -0.0480 | |||||
| US05571AAQ85 / BPCE SA | 26.93 | -0.33 | 0.2018 | -0.0364 | |||||
| US83612TAA07 / Soundview Home Loan Trust 2007-OPT1 | 26.15 | -0.95 | 0.1959 | -0.0368 | |||||
| US694308JT56 / Pacific Gas and Electric Co | 25.95 | 0.87 | 0.1944 | -0.0324 | |||||
| IRS EUR 2.25000 09/17/25-30Y LCH / DIR (EZV4L1QCFM97) | 25.95 | 50.24 | 0.1944 | 0.0422 | |||||
| US040114HT09 / Argentine Republic Government International Bond | 25.77 | 7.40 | 0.1931 | -0.0184 | |||||
| US694308JP35 / PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/26 3.15 | 25.23 | 0.34 | 0.1890 | -0.0326 | |||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2022 2A A1R 144A / ABS-CBDO (US05682GAQ10) | 24.80 | 0.1858 | 0.1858 | ||||||
| HUNGARY SR UNSECURED 144A 09/30 5.375 / DBT (US445545AV85) | 24.75 | 0.1855 | 0.1855 | ||||||
| US073859AG50 / BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE5 M1 | 24.02 | 0.33 | 0.1799 | -0.0311 | |||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P2 A2 / ABS-O (US14688YAB11) | 23.95 | 0.1794 | 0.1794 | ||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P2 A2 / ABS-O (US14688YAB11) | 23.95 | 0.1794 | 0.1794 | ||||||
| REPUBLIC OF POLAND BONDS 02/30 4.875 / DBT (US857524AF94) | 23.89 | -4.66 | 0.1789 | -0.0419 | |||||
| REPUBLIC OF POLAND BONDS 02/30 4.875 / DBT (US857524AF94) | 23.89 | -4.66 | 0.1789 | -0.0419 | |||||
| US92332YAD31 / Venture Global LNG Inc | 23.56 | 1.68 | 0.1765 | -0.0277 | |||||
| US71643VAB18 / Petroleos Mexicanos | 23.35 | 5.75 | 0.1749 | -0.0197 | |||||
| US78432WAG87 / SFO_21-555 | 23.14 | 2.82 | 0.1734 | -0.0250 | |||||
| SOFTBANK VISION FUND II TRANCHE B1 TERM LOAN / LON (BA000KP88) | 23.05 | 0.1727 | 0.1727 | ||||||
| SOFTBANK VISION FUND II TRANCHE B1 TERM LOAN / LON (BA000KP88) | 23.05 | 0.1727 | 0.1727 | ||||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1B 144A / ABS-O (US83207QAB59) | 23.05 | -3.07 | 0.1727 | -0.0369 | |||||
| US04410RAL06 / Ashford Hospitality Trust 2018-ASHF | 22.94 | -0.36 | 0.1719 | -0.0311 | |||||
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/29 5.25 / DBT (US928668CG54) | 22.87 | 1.34 | 0.1714 | -0.0276 | |||||
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/29 5.25 / DBT (US928668CG54) | 22.87 | 1.34 | 0.1714 | -0.0276 | |||||
| US715638BE14 / Peruvian Government International Bond | 22.77 | -15.64 | 0.1706 | -0.0673 | |||||
| US38141GA468 / Goldman Sachs Group Inc/The | 22.49 | -12.03 | 0.1685 | -0.0569 | |||||
| US225401AY40 / Credit Suisse Group AG | 22.47 | -0.31 | 0.1684 | -0.0303 | |||||
| SAN / Banco Santander, S.A. - Depositary Receipt (Common Stock) | 22.43 | 1.14 | 0.1681 | -0.0274 | |||||
| SAN / Banco Santander, S.A. - Depositary Receipt (Common Stock) | 22.43 | 1.14 | 0.1681 | -0.0274 | |||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 22.38 | 0.35 | 0.1677 | -0.0289 | |||||
| US654744AC50 / Nissan Motor Co Ltd | 22.36 | -1.25 | 0.1675 | -0.0321 | |||||
| US91282CAQ42 / USTN TII 0.125% 10/15/2025 | 22.18 | 0.56 | 0.1661 | -0.0282 | |||||
| ZAG000077470 / Republic of South Africa Government Bond | 22.03 | 7.29 | 0.1651 | -0.0159 | |||||
| PCG.PRD / Pacific Gas and Electric Company - Preferred Stock | 22.00 | -0.01 | 0.1648 | -0.0291 | |||||
| PCG.PRD / Pacific Gas and Electric Company - Preferred Stock | 22.00 | -0.01 | 0.1648 | -0.0291 | |||||
| US92332YAA91 / Venture Global LNG, Inc. | 21.82 | 113.42 | 0.1635 | 0.0734 | |||||
| US12598JAC53 / CSMC 2021-RPL7 Trust | 21.60 | -3.44 | 0.1618 | -0.0354 | |||||
| US146869AM47 / Carvana Co. | 21.56 | 6.62 | 0.1615 | -0.0167 | |||||
| US3140QGBH98 / FANNIE MAE POOL UMBS P#CA8139 2.50000000 | 21.19 | -2.01 | 0.1588 | -0.0319 | |||||
| DATABRICKS INC LAST OUT TERM LOAN / LON (BA000D206) | 21.09 | 0.25 | 0.1580 | -0.0274 | |||||
| US69363JAA25 / PRET 2022-RN1 LLC | 21.05 | -2.54 | 0.1577 | -0.0327 | |||||
| US55285AAA51 / MF1 2022-FL9 LLC SER 2022-FL9 CL A V/R REGD 144A P/P 2.96000000 | 20.87 | -4.46 | 0.1563 | -0.0362 | |||||
| REPO BANK AMERICA REPO / RA (000000000) | 20.70 | 0.1551 | 0.1551 | ||||||
| GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 3 A3 / ABS-O (US38013KAD28) | 20.62 | -0.13 | 0.1545 | -0.0275 | |||||
| GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 3 A3 / ABS-O (US38013KAD28) | 20.62 | -0.13 | 0.1545 | -0.0275 | |||||
| 944YFGII6 / SOFTBANK VISION FUND II FIXED TERM LOAN | 20.47 | -4.13 | 0.1534 | -0.0348 | |||||
| US61691KAL52 / MORGAN STANLEY CAPITAL I TRUST 2017-ASHF SER 2017-ASHF CL D V/R REGD 144A P/P 3.96538000 | 20.08 | -0.49 | 0.1504 | -0.0274 | |||||
| AFFIRM MASTER TRUST AFRMT 2025 1A A 144A / ABS-O (US00833BAA61) | 20.06 | 0.23 | 0.1503 | -0.0261 | |||||
| AFFIRM MASTER TRUST AFRMT 2025 1A A 144A / ABS-O (US00833BAA61) | 20.06 | 0.23 | 0.1503 | -0.0261 | |||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 4 A3 / ABS-O (US802919AC47) | 20.06 | 0.03 | 0.1503 | -0.0265 | |||||
| US3140QF4L03 / FANNIE MAE POOL UMBS P#CA8026 2.50000000 | 19.94 | -2.05 | 0.1494 | -0.0301 | |||||
| USB AUTO OWNER TRUST USCAR 2025 1A A2 144A / ABS-O (US90367VAB53) | 19.85 | 0.1487 | 0.1487 | ||||||
| USB AUTO OWNER TRUST USCAR 2025 1A A2 144A / ABS-O (US90367VAB53) | 19.85 | 0.1487 | 0.1487 | ||||||
| US17291GAG10 / CITIGROUP COMMERCIAL MORTGAGE CGCMT 2021 KEYS D 144A | 19.68 | 0.17 | 0.1474 | -0.0257 | |||||
| VB DPR FINANCE COMPANY VAKIFBANK DPR 2025 E 4A2 SR SE / DBT (US009A9XTEG5) | 19.61 | -3.91 | 0.1469 | -0.0330 | |||||
| RFRF USD SF+26.161/1.4* 04/07/21-30Y LCH / DIR (EZWV4QZ1M0S5) | 19.49 | 3.65 | 0.1460 | -0.0197 | |||||
| RFRF USD SF+26.161/1.4* 04/07/21-30Y LCH / DIR (EZWV4QZ1M0S5) | 19.49 | 3.65 | 0.1460 | -0.0197 | |||||
| MX0MGO0000P2 / Mexican Bonos | 19.46 | 10.69 | 0.1458 | -0.0092 | |||||
| HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2024 B A2 / ABS-O (US41284PAB13) | 19.44 | -30.14 | 0.1456 | -0.0996 | |||||
| HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2024 B A2 / ABS-O (US41284PAB13) | 19.44 | -30.14 | 0.1456 | -0.0996 | |||||
| US694308HW04 / PACIFIC GAS + ELECTRIC SR UNSECURED 12/27 3.3 | 19.43 | 201.75 | 0.1456 | 0.0888 | |||||
| US25470XBE40 / DISH DBS Corp | 19.13 | -1.14 | 0.1433 | -0.0272 | |||||
| US3133KKUC16 / FREDDIE MAC POOL UMBS P#RA4179 2.50000000 | 18.99 | -1.87 | 0.1422 | -0.0283 | |||||
| TRT061124T11 / Turkey Government Bond | 18.97 | -2.27 | 0.1421 | -0.0290 | |||||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 18.89 | 0.1415 | 0.1415 | ||||||
| US126697AA90 / CWABS ASSET-BACKED CERTIFICATES TRUST 2007-12 SER 2007-12 CL 1A1 V/R REGD 2.44800000 | 18.81 | -2.37 | 0.1410 | -0.0289 | |||||
| FNMA POOL MA5248 FN 01/54 FIXED 6.5 / ABS-MBS (US31418EZN39) | 18.78 | -9.99 | 0.1407 | -0.0432 | |||||
| FNMA POOL MA5248 FN 01/54 FIXED 6.5 / ABS-MBS (US31418EZN39) | 18.78 | -9.99 | 0.1407 | -0.0432 | |||||
| US45262BAB99 / IMPERIAL BRANDS FIN PLC REGD 144A P/P 3.50000000 | 18.78 | 0.26 | 0.1407 | -0.0244 | |||||
| US06738ECJ29 / Barclays PLC | 18.71 | -0.21 | 0.1402 | -0.0251 | |||||
| US63861VAJ61 / Nationwide Building Society | 18.25 | -0.19 | 0.1368 | -0.0245 | |||||
| US902055AJ18 / 225 Liberty Street Trust 2016-225L | 17.84 | -1.05 | 0.1336 | -0.0253 | |||||
| US23308LAL80 / DBGS MORTGAGE TRUST DBGS 2021 W52 D 144A | 17.80 | 1.44 | 0.1334 | -0.0213 | |||||
| US912810TP30 / US TREASURY I/L 1.5% 02-15-53 | 17.79 | -3.87 | 0.1333 | -0.0298 | |||||
| ARCANO EURO CLO ARCAN 2A A / ABS-CBDO (XS3109623689) | 17.79 | 0.1333 | 0.1333 | ||||||
| US36179W5D62 / Ginnie Mae II Pool | 17.69 | -35.65 | 0.1326 | -0.1098 | |||||
| CHASE AUTO OWNER TRUST CHAOT 2024 2A A3 144A / ABS-O (US16144CAC01) | 17.68 | -0.05 | 0.1324 | -0.0235 | |||||
| US912810SG40 / United States Treasury Inflation Indexed Bonds | 17.41 | -3.71 | 0.1305 | -0.0289 | |||||
| US65541JAB35 / NOMURA RESECURITIZATION TRUST NMRR 2018 1R 2A1 144A | 17.33 | -1.30 | 0.1298 | -0.0249 | |||||
| US76112B2E94 / Residential Asset Mortgage Products, Inc. Trust | 17.25 | 0.35 | 0.1292 | -0.0223 | |||||
| US3140QGN788 / FNMA POOL CA8513 FN 01/51 FIXED 2.5 | 16.79 | -1.68 | 0.1258 | -0.0247 | |||||
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/28 5.05 / DBT (US928668CP53) | 16.70 | 0.61 | 0.1251 | -0.0212 | |||||
| US12639PAA66 / CSMC Mortgage-Backed Trust 2007-6 | 16.67 | -1.97 | 0.1249 | -0.0250 | |||||
| ANCHORAGE CAPITAL CLO LTD ANCHC 2021 21A AR 144A / ABS-CBDO (US03331KAJ88) | 16.60 | 0.56 | 0.1244 | -0.0211 | |||||
| ANCHORAGE CAPITAL CLO LTD ANCHC 2021 21A AR 144A / ABS-CBDO (US03331KAJ88) | 16.60 | 0.56 | 0.1244 | -0.0211 | |||||
| US48128B5497 / JPMORGAN CHASE and CO 4.625% PERP PFD | 16.57 | -22.20 | 0.1241 | -0.0636 | |||||
| US48128B5497 / JPMORGAN CHASE and CO 4.625% PERP PFD | 16.57 | -22.20 | 0.1241 | -0.0636 | |||||
| WORLD OMNI AUTO RECEIVABLES TR WOART 2024 C A3 / ABS-O (US98164NAD75) | 16.47 | 0.25 | 0.1234 | -0.0214 | |||||
| SAN / Banco Santander, S.A. - Depositary Receipt (Common Stock) | 16.26 | 0.03 | 0.1218 | -0.0215 | |||||
| N1WG34 / NatWest Group plc - Depositary Receipt (Common Stock) | 16.22 | -0.25 | 0.1216 | -0.0218 | |||||
| XS1795409082 / Gazprom PJSC Via Gaz Capital SA | 16.22 | 18.33 | 0.1215 | 0.0007 | |||||
| US073879J825 / BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE8 M3 | 16.17 | -2.33 | 0.1211 | -0.0248 | |||||
| US21H0226892 / Ginnie Mae | 16.06 | 0.98 | 0.1203 | -0.0370 | |||||
| US68268VAA35 / OneMain Financial Issuance Trust 2022-2 | 16.06 | -30.18 | 0.1203 | -0.0824 | |||||
| SBNA AUTO LEASE TRUST SBALT 2024 B A3 144A / ABS-O (US78437VAE02) | 16.03 | -0.12 | 0.1201 | -0.0214 | |||||
| SBNA AUTO LEASE TRUST SBALT 2024 B A3 144A / ABS-O (US78437VAE02) | 16.03 | -0.12 | 0.1201 | -0.0214 | |||||
| US05608RAJ41 / BX Trust | 16.02 | 0.29 | 0.1200 | -0.0208 | |||||
| US90931GAA76 / United Airlines 2020-1 Class A Pass Through Trust | 15.95 | -6.55 | 0.1195 | -0.0310 | |||||
| US31418EWA45 / UMBS, 30 Year | 15.76 | -5.60 | 0.1180 | -0.0291 | |||||
| US22877LAD91 / CRSNT TR 2021 MOON 04/36 1 | 15.75 | 0.11 | 0.1180 | -0.0207 | |||||
| HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2024 B A3 / ABS-O (US41284PAC95) | 15.74 | 0.23 | 0.1179 | -0.0205 | |||||
| HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2024 B A3 / ABS-O (US41284PAC95) | 15.74 | 0.23 | 0.1179 | -0.0205 | |||||
| US55903VBA08 / Warnermedia Holdings Inc | 15.67 | 0.1174 | 0.1174 | ||||||
| AQFIT 2025 1 B 144A AQFIT 2025 1 B 144A / ABS-MBS (955WAKII2) | 15.51 | 0.1162 | 0.1162 | ||||||
| AQFIT 2025 1 B 144A AQFIT 2025 1 B 144A / ABS-MBS (955WAKII2) | 15.51 | 0.1162 | 0.1162 | ||||||
| XAD7001LAC72 / SCUR-Alpha 1503 GmbH USD Term Loan B1 | 15.46 | 1.04 | 0.1158 | -0.0190 | |||||
| VOLVO FINANCIAL EQUIPMENT LLC VFET 2024 1A A2 144A / ABS-O (US92887QAB32) | 15.44 | -6.50 | 0.1157 | -0.0299 | |||||
| VOLVO FINANCIAL EQUIPMENT LLC VFET 2024 1A A2 144A / ABS-O (US92887QAB32) | 15.44 | -6.50 | 0.1157 | -0.0299 | |||||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | 15.42 | 0.1155 | 0.1155 | ||||||
| ROCKFORD TOWER EUROPE CLO RFTE 2018 1A AR / ABS-CBDO (XS2779841050) | 15.32 | 8.91 | 0.1148 | -0.0092 | |||||
| ROCKFORD TOWER EUROPE CLO RFTE 2018 1A AR / ABS-CBDO (XS2779841050) | 15.32 | 8.91 | 0.1148 | -0.0092 | |||||
| US05493LAL09 / BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX D 144A | 15.15 | 1.68 | 0.1135 | -0.0178 | |||||
| US144531DB32 / CARRINGTON MORTGAGE LOAN TRUST CARR 2005 NC3 M4 | 15.07 | -4.34 | 0.1129 | -0.0260 | |||||
| LONG GILT FUTURE SEP25 IFLL 20250926 / DIR (GB00MP6FM953) | 15.06 | 0.1128 | 0.1128 | ||||||
| US17291GAE61 / CITIGROUP COMMERCIAL MORTGAGE CGCMT 2021 KEYS C 144A | 14.93 | 0.25 | 0.1119 | -0.0194 | |||||
| FED HM LN PC POOL SD8445 FR 07/54 FIXED 5 / ABS-MBS (US3132DWL271) | 14.89 | -2.14 | 0.1115 | -0.0226 | |||||
| FED HM LN PC POOL SD8445 FR 07/54 FIXED 5 / ABS-MBS (US3132DWL271) | 14.89 | -2.14 | 0.1115 | -0.0226 | |||||
| US12513GBD07 / CDW LLC / CDW Finance Corp | 14.88 | 1.09 | 0.1115 | -0.0183 | |||||
| BMW US CAPITAL LLC COMPANY GUAR 144A 03/28 VAR / DBT (US05565ECX13) | 14.76 | -0.16 | 0.1106 | -0.0197 | |||||
| BMW US CAPITAL LLC COMPANY GUAR 144A 03/28 VAR / DBT (US05565ECX13) | 14.76 | -0.16 | 0.1106 | -0.0197 | |||||
| US12513GBG38 / CDW LLC / CDW Finance Corp | 14.73 | 1.03 | 0.1104 | -0.0182 | |||||
| 900123CY / Turkey Government International Bond | 14.68 | 2.36 | 0.1100 | -0.0164 | |||||
| FED HM LN PC POOL SD8452 FR 08/54 FIXED 5 / ABS-MBS (US3132DWL925) | 14.68 | -1.53 | 0.1100 | -0.0214 | |||||
| FED HM LN PC POOL SD8452 FR 08/54 FIXED 5 / ABS-MBS (US3132DWL925) | 14.68 | -1.53 | 0.1100 | -0.0214 | |||||
| US77578JAC27 / Rolls-Royce PLC | 14.67 | 0.26 | 0.1099 | -0.0191 | |||||
| US345397C353 / Ford Motor Credit Co LLC | 14.62 | 3,430.43 | 0.1095 | 0.1059 | |||||
| US01F0526727 / Uniform Mortgage-Backed Security, TBA | 14.37 | -89.44 | 0.1077 | -1.2390 | |||||
| AMSURG EQUITY EQTYAS910 / EC (902RDL901) | 0.32 | 0.00 | 14.35 | -3.43 | 0.1075 | -0.0235 | |||
| CAPITAL STREET MASTER TRUST CAPST 2024 1 A 144A / ABS-O (US14051LAA08) | 14.30 | -0.07 | 0.1072 | -0.0190 | |||||
| CAPITAL STREET MASTER TRUST CAPST 2024 1 A 144A / ABS-O (US14051LAA08) | 14.30 | -0.07 | 0.1072 | -0.0190 | |||||
| US26210YAJ55 / DROP 2021 FILE C 144A | 14.28 | 1.56 | 0.1070 | -0.0170 | |||||
| US91327BAA89 / UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 6.5% 02/15/2029 144A | 14.18 | 7.54 | 0.1062 | -0.0100 | |||||
| US694308JF52 / Pacific Gas and Electric Co | 14.14 | 0.97 | 0.1059 | -0.0175 | |||||
| US023770AA81 / American Airlin Bond | 14.13 | -4.27 | 0.1059 | -0.0243 | |||||
| RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) | 14.13 | -23.60 | 0.1059 | -0.0572 | |||||
| RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) | 14.13 | -23.60 | 0.1059 | -0.0572 | |||||
| EW / Edwards Lifesciences Corporation | 13.98 | -86.41 | 0.1048 | -0.6663 | |||||
| US404280DZ92 / HSBC HOLDINGS PLC REGD V/R 5.88700000 | 13.90 | -0.14 | 0.1041 | -0.0186 | |||||
| US83206NAB38 / SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1B V/R REGD 144A P/P 1.83000000 | 13.89 | -5.07 | 0.1041 | -0.0249 | |||||
| US55286EAA64 / MFA 2022-NQM3 Trust | 13.88 | -4.49 | 0.1040 | -0.0241 | |||||
| INVESCO EURO CLO INVSC 3A AR / ABS-CBDO (XS2867986593) | 13.87 | 8.84 | 0.1039 | -0.0084 | |||||
| CASCADE FUNDING MORTGAGE TRUST CFMT 2024 RM5 A 144A / ABS-MBS (US147275AA96) | 13.83 | -2.38 | 0.1036 | -0.0213 | |||||
| US3132DWFM01 / FNCL UMBS 3.0 SD8272 12-01-52 | 13.78 | -1.28 | 0.1033 | -0.0198 | |||||
| US12666CAE30 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 23 2A4 | 13.71 | -5.63 | 0.1027 | -0.0253 | |||||
| TOWER BRIDGE FUNDING TWRBG 2024 1A A 144A / ABS-MBS (XS2735351798) | 13.70 | -1.55 | 0.1026 | -0.0200 | |||||
| US802918AE20 / Santander Drive Auto Receivables Trust 2022-6 | 13.67 | -2.48 | 0.1024 | -0.0211 | |||||
| US46656AAA51 / J.P. Morgan Mortgage Trust 2022-DSC1 | 13.66 | -3.78 | 0.1023 | -0.0228 | |||||
| RFR USD SOFR/3.25830 03/31/23-7Y* CME / DIR (EZFT4X6WCJ07) | 13.61 | -33.40 | 0.1020 | -0.0782 | |||||
| RFR USD SOFR/3.25830 03/31/23-7Y* CME / DIR (EZFT4X6WCJ07) | 13.61 | -33.40 | 0.1020 | -0.0782 | |||||
| US715638CE05 / REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94 | 13.52 | 6.81 | 0.1013 | -0.0103 | |||||
| US146869AN20 / Carvana Co. | 13.52 | -0.69 | 0.1013 | -0.0187 | |||||
| US83206NAA54 / SMB Private Education Loan Trust 2022-B | 13.42 | -4.02 | 0.1005 | -0.0227 | |||||
| US144531CP37 / CARRINGTON MORTGAGE LOAN TRUST CARR 2005 OPT2 M6 | 13.29 | 0.37 | 0.0995 | -0.0171 | |||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RN2 A1 144A / ABS-MBS (US69391YAA55) | 13.23 | -2.69 | 0.0991 | -0.0207 | |||||
| GOODLEAP HOME IMPROVEMENT SOLU GDLP 2025 2A A 144A / ABS-O (US38238FAA84) | 13.22 | 0.0990 | 0.0990 | ||||||
| US05608RAG02 / BX Trust | 13.19 | 0.21 | 0.0988 | -0.0172 | |||||
| CHASE AUTO OWNER TRUST CHAOT 2024 3A A3 144A / ABS-O (US16144LAC00) | 13.16 | -0.30 | 0.0986 | -0.0177 | |||||
| CHASE AUTO OWNER TRUST CHAOT 2024 3A A3 144A / ABS-O (US16144LAC00) | 13.16 | -0.30 | 0.0986 | -0.0177 | |||||
| POSEIDON BIDCO SASU 2023 EUR TERM LOAN B / LON (953RGXII1) | 13.15 | 5.55 | 0.0985 | -0.0113 | |||||
| XS2262961076 / ZF Finance GmbH | 13.07 | 0.0979 | 0.0979 | ||||||
| XS2262961076 / ZF Finance GmbH | 13.07 | 0.0979 | 0.0979 | ||||||
| US17291GAJ58 / CITIGROUP COMMERCIAL MORTGAGE CGCMT 2021 KEYS E 144A | 13.05 | -0.21 | 0.0978 | -0.0175 | |||||
| US3140QGBJ54 / FANNIE MAE POOL UMBS P#CA8140 2.50000000 | 13.05 | -2.36 | 0.0978 | -0.0200 | |||||
| SOFI CONSUMER LOAN PROGR 06/34 0 / ABS-O (000000000) | 12.99 | 0.0973 | 0.0973 | ||||||
| SOFI CONSUMER LOAN PROGR 06/34 0 / ABS-O (000000000) | 12.99 | 0.0973 | 0.0973 | ||||||
| US53944YAD58 / Lloyds Banking Group PLC | 12.94 | 0.50 | 0.0969 | -0.0166 | |||||
| US31418EMR89 / FNCL UMBS 4.5 MA4867 01-01-53 | 12.93 | -2.07 | 0.0969 | -0.0195 | |||||
| LU2445093128 / INTELSAT EMERGENCE SA | 0.37 | 0.00 | 12.85 | 2.41 | 0.0963 | -0.0143 | |||
| HENLEY FUNDING LTD. HNLY 7A AR / ABS-CBDO (XS2874094274) | 12.83 | 8.73 | 0.0961 | -0.0079 | |||||
| HENLEY FUNDING LTD. HNLY 7A AR / ABS-CBDO (XS2874094274) | 12.83 | 8.73 | 0.0961 | -0.0079 | |||||
| VCAT ASSET SECURITIZATION, LLC VCAT 2025 NPL3 A1 144A / ABS-MBS (US92243QAA40) | 12.81 | -12.00 | 0.0960 | -0.0324 | |||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 C A1A 144A / ABS-O (US83206EAA55) | 12.81 | -3.09 | 0.0959 | -0.0205 | |||||
| US12803RAB06 / CaixaBank SA | 12.70 | -0.40 | 0.0952 | -0.0172 | |||||
| CNQ / Canadian Natural Resources Limited | 12.64 | 0.0947 | 0.0947 | ||||||
| CNQ / Canadian Natural Resources Limited | 12.64 | 0.0947 | 0.0947 | ||||||
| RFR JPY MUT+5.89/0.00000 03/15/21-8Y LCH / DIR (EZP22JB7TGH8) | 12.61 | -11.62 | 0.0945 | -0.0313 | |||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2025 RPL3 A1 144A / ABS-MBS (US362963AA80) | 12.52 | 0.0938 | 0.0938 | ||||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2025 RPL3 A1 144A / ABS-MBS (US362963AA80) | 12.52 | 0.0938 | 0.0938 | ||||||
| FED HM LN PC POOL SD8397 FR 01/54 FIXED 6.5 / ABS-MBS (US3132DWKJ17) | 12.43 | -10.01 | 0.0931 | -0.0286 | |||||
| FED HM LN PC POOL SD8397 FR 01/54 FIXED 6.5 / ABS-MBS (US3132DWKJ17) | 12.43 | -10.01 | 0.0931 | -0.0286 | |||||
| US3140KMT752 / FNMA POOL BQ2373 FN 09/50 FIXED 2.5 | 12.42 | -0.90 | 0.0931 | -0.0174 | |||||
| N1WG34 / NatWest Group plc - Depositary Receipt (Common Stock) | 12.42 | 0.11 | 0.0931 | -0.0163 | |||||
| N1WG34 / NatWest Group plc - Depositary Receipt (Common Stock) | 12.42 | 0.11 | 0.0931 | -0.0163 | |||||
| XS2264968665 / Ivory Coast Government International Bond | 12.42 | 11.31 | 0.0931 | -0.0053 | |||||
| US25470XBF15 / DISH DBS Corp. | 12.41 | 2.63 | 0.0930 | -0.0136 | |||||
| US379928AE43 / GLS Auto Receivables Issuer Trust, Series 2023-2A, Class B | 12.41 | -40.07 | 0.0930 | -0.0896 | |||||
| PRIME PROPERTY 5YR / DBT (954VLXII5) | 12.39 | 1.43 | 0.0928 | -0.0148 | |||||
| PRIME PROPERTY 5YR / DBT (954VLXII5) | 12.39 | 1.43 | 0.0928 | -0.0148 | |||||
| US379928AG90 / GLS Auto Receivables Issuer Trust, Series 2023-2A, Class C | 12.33 | -0.18 | 0.0924 | -0.0165 | |||||
| US63906EB929 / NatWest Markets PLC | 12.31 | -0.06 | 0.0922 | -0.0163 | |||||
| US63906EB929 / NatWest Markets PLC | 12.31 | -0.06 | 0.0922 | -0.0163 | |||||
| US17025MAG15 / COUNTRYWIDE HOME LOANS CWHL 2007 HY6 4A1 | 12.27 | -1.31 | 0.0919 | -0.0177 | |||||
| SCE.PRK / SCE Trust V - Preferred Security | 12.23 | 0.44 | 0.0916 | -0.0157 | |||||
| FNMA POOL MA5355 FN 05/54 FIXED 6.5 / ABS-MBS (US31418E5R79) | 12.21 | -8.82 | 0.0915 | -0.0266 | |||||
| GUGGENHEIM CLO LTD GUGG 2022 2A A1R 144A / ABS-CBDO (US40172PAL67) | 12.18 | -0.18 | 0.0912 | -0.0163 | |||||
| GUGGENHEIM CLO LTD GUGG 2022 2A A1R 144A / ABS-CBDO (US40172PAL67) | 12.18 | -0.18 | 0.0912 | -0.0163 | |||||
| MX0MGO0000U2 / Mexican Bonos | 12.17 | 10.97 | 0.0911 | -0.0055 | |||||
| US647622AE91 / New Orleans Hotel Trust 2019-HNLA | 12.12 | 0.96 | 0.0908 | -0.0150 | |||||
| R2037 / South Africa - Sovereign or Government Agency Debt | 12.11 | 8.40 | 0.0907 | -0.0077 | |||||
| US345397B777 / Ford Motor Credit Co LLC | 12.08 | 0.96 | 0.0905 | -0.0150 | |||||
| XS2073824851 / BLUEMOUNTAIN EUR CLO BLUME 5A A 144A | 12.00 | 8.78 | 0.0899 | -0.0073 | |||||
| US902055AE21 / LIBERTY STREET TRUST LBTY 2016 225L C 144A | 11.98 | -1.55 | 0.0897 | -0.0175 | |||||
| US912828Y388 / United States Treasury Inflation Indexed Bonds | 11.94 | 0.95 | 0.0894 | -0.0148 | |||||
| US225401BC11 / UBS Group AG | 11.81 | -0.03 | 0.0885 | -0.0156 | |||||
| US22545YAL56 / Credit Suisse Commercial Mortgage Trust | 11.76 | 0.26 | 0.0881 | -0.0153 | |||||
| RFR USD SOFR/3.25000 03/19/25-30Y CME / DIR (EZLKBMPX51B0) | 11.62 | 24.56 | 0.0870 | 0.0048 | |||||
| XS2665045949 / HAYFIN EMERALD CLO SER 12A CL A V/R REGD 144A P/P /EUR/ 0.00000000 | 11.56 | 8.72 | 0.0866 | -0.0071 | |||||
| US31739RAA14 / FINANCE OF AMERICA STRUCTURED SECURITIES | 11.51 | -0.90 | 0.0862 | -0.0162 | |||||
| US36261WAA53 / GS MORTGAGE BACKED SECURITIES GSMBS 2021 RPL1 A1 144A | 11.51 | -3.57 | 0.0862 | -0.0190 | |||||
| US86358EKJ46 / Structured Asset Investment Loan Trust 2004-7 | 11.51 | -3.52 | 0.0862 | -0.0189 | |||||
| US36263PAB67 / GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 A2 144A | 11.47 | 2.60 | 0.0859 | -0.0126 | |||||
| US25151XAJ00 / DEUTSCHE ALT A SECURITIES INC DBALT 2007 OA4 A4 | 11.43 | -3.80 | 0.0856 | -0.0191 | |||||
| O2HI34 / Omega Healthcare Investors, Inc. - Depositary Receipt (Common Stock) | 11.37 | 0.0852 | 0.0852 | ||||||
| O2HI34 / Omega Healthcare Investors, Inc. - Depositary Receipt (Common Stock) | 11.37 | 0.0852 | 0.0852 | ||||||
| US06738ECG89 / Barclays PLC | 11.35 | 1.88 | 0.0850 | -0.0132 | |||||
| US95000U3G61 / Wells Fargo & Co | 11.31 | -23.74 | 0.0847 | -0.0460 | |||||
| US3140QRAF07 / FNCL UMBS 4.5 CB5405 10-01-52 | 11.25 | -2.20 | 0.0843 | -0.0171 | |||||
| US92332YAC57 / Venture Global LNG Inc | 11.23 | 398.31 | 0.0841 | 0.0643 | |||||
| US63874NAL47 / Natixis Commercial Mortgage Securities Trust 2018-SOX | 11.16 | 0.78 | 0.0836 | -0.0140 | |||||
| LYG / Lloyds Banking Group plc - Depositary Receipt (Common Stock) | 11.15 | 0.07 | 0.0835 | -0.0147 | |||||
| US345397C270 / Ford Motor Credit Co LLC | 11.14 | 0.81 | 0.0834 | -0.0139 | |||||
| RFR USD SOFR/2.00000 12/21/22-7Y CME / DIR (EZ6F4DRHB0B3) | 11.11 | -9.15 | 0.0832 | -0.0246 | |||||
| US881943AD65 / Tesla Electric Vehicle Trust 2023-1 | 11.10 | -0.11 | 0.0831 | -0.0148 | |||||
| US3140QGR581 / FNMA POOL CA8607 FN 01/51 FIXED 2.5 | 10.96 | -1.62 | 0.0821 | -0.0161 | |||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 10.95 | -0.63 | 0.0821 | -0.0151 | |||||
| US694308JM04 / PACIFIC GAS and ELECTRIC CO 4.55% 07/01/2030 | 10.93 | 0.86 | 0.0819 | -0.0136 | |||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | 10.90 | 0.0817 | 0.0817 | ||||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | 10.90 | 0.0817 | 0.0817 | ||||||
| US91327TAA97 / Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC | 10.90 | -18.19 | 0.0816 | -0.0358 | |||||
| US63874EAJ91 / NATIXIS COMMERCIAL MORTGAGE SE NCMS 2017 75B C 144A | 10.89 | 3.34 | 0.0816 | -0.0113 | |||||
| CH1214797172 / Credit Suisse Group AG | 10.89 | 3.92 | 0.0816 | -0.0108 | |||||
| US44935VAD10 / Hyundai Auto Lease Securitization Trust, Series 2023-C, Class A3 | 10.84 | -19.00 | 0.0812 | -0.0367 | |||||
| BMW US CAPITAL LLC COMPANY GUAR 144A 03/28 4.75 / DBT (US05565ECW30) | 10.83 | -11.50 | 0.0811 | -0.0267 | |||||
| BMW US CAPITAL LLC COMPANY GUAR 144A 03/28 4.75 / DBT (US05565ECW30) | 10.83 | -11.50 | 0.0811 | -0.0267 | |||||
| SBA TOWER TRUST ASSET BACKED 144A 10/29 4.831 / DBT (US78403DBD12) | 10.72 | 0.96 | 0.0803 | -0.0133 | |||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P3 A3 / ABS-O (US146919AC98) | 10.69 | 0.11 | 0.0801 | -0.0140 | |||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P3 A3 / ABS-O (US146919AC98) | 10.69 | 0.11 | 0.0801 | -0.0140 | |||||
| CVS / CVS Health Corporation - Depositary Receipt (Common Stock) | 10.68 | 0.0800 | 0.0800 | ||||||
| CVS / CVS Health Corporation - Depositary Receipt (Common Stock) | 10.68 | 0.0800 | 0.0800 | ||||||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 1A A2 144A / ABS-O (US81885BAC90) | 10.65 | -10.62 | 0.0798 | -0.0252 | |||||
| US3132D9CV41 / FED HM LN PC POOL SC0084 FR 10/40 FIXED 2.5 | 10.61 | 0.51 | 0.0795 | -0.0136 | |||||
| FCT / Fincantieri S.p.A. | 10.60 | 9.88 | 0.0794 | -0.0056 | |||||
| FCT / Fincantieri S.p.A. | 10.60 | 9.88 | 0.0794 | -0.0056 | |||||
| XAD7001LAB99 / SCUR ALPHA 1503 GMBH EUR TERM LOAN B1 | 10.57 | 10.77 | 0.0792 | -0.0049 | |||||
| LPL HOLDINGS INC COMPANY GUAR 03/30 5.2 / DBT (US50212YAL83) | 10.57 | 1.16 | 0.0792 | -0.0129 | |||||
| LPL HOLDINGS INC COMPANY GUAR 03/30 5.2 / DBT (US50212YAL83) | 10.57 | 1.16 | 0.0792 | -0.0129 | |||||
| US54251WAE21 / Long Beach Mortgage Loan Trust 2006-9 | 10.53 | -3.70 | 0.0789 | -0.0175 | |||||
| XS2264968665 / Ivory Coast Government International Bond | 10.36 | 10.36 | 0.0776 | -0.0051 | |||||
| AFFIRM MASTER TRUST AFRMT 2025 2A A 144A / ABS-O (US00833BAG32) | 10.34 | 0.0775 | 0.0775 | ||||||
| M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A3 144A / ABS-O (US55286TAC99) | 10.33 | -0.15 | 0.0774 | -0.0138 | |||||
| M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A3 144A / ABS-O (US55286TAC99) | 10.33 | -0.15 | 0.0774 | -0.0138 | |||||
| MOUNTAIN VIEW CLO MVEW 2022 1A A1R 144A / ABS-CBDO (US62432UAN19) | 10.32 | 0.06 | 0.0773 | -0.0136 | |||||
| MOUNTAIN VIEW CLO MVEW 2022 1A A1R 144A / ABS-CBDO (US62432UAN19) | 10.32 | 0.06 | 0.0773 | -0.0136 | |||||
| US92230AAC09 / VASA Trust 2021-VASA | 10.30 | 1.00 | 0.0772 | -0.0127 | |||||
| PROJECT PANAMA SPV LLC CR LKD NTSER 2024 1 144A / ABS-O (US74290GAA67) | 10.27 | 0.22 | 0.0769 | -0.0134 | |||||
| US86359DQB63 / STRUCTURED ASSET SECURITIES CO SASC 2005 RF4 A 144A | 10.22 | -3.41 | 0.0766 | -0.0167 | |||||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL1 A1A 144A / ABS-MBS (US16159MAA45) | 10.17 | -2.98 | 0.0762 | -0.0162 | |||||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL1 A1A 144A / ABS-MBS (US16159MAA45) | 10.17 | -2.98 | 0.0762 | -0.0162 | |||||
| EQUITABLE FINANCIAL LIFE SECURED 144A 11/27 4.875 / DBT (US29449WAR88) | 10.13 | 0.67 | 0.0759 | -0.0128 | |||||
| JP MORGAN SEASONED MORTGAGE TR JPSMT 2025 1 A4 144A / ABS-MBS (US46659PAG63) | 10.04 | 0.0752 | 0.0752 | ||||||
| US04410RAG11 / Ashford Hospitality Trust 2018-ASHF | 9.93 | -0.18 | 0.0744 | -0.0133 | |||||
| US78486DAG51 / STARWOOD COMMERCIAL MORTGAGE T STWD 2021 HTS D 144A | 9.85 | -0.08 | 0.0738 | -0.0131 | |||||
| FIRST HELP FINANCIAL LLC FHF 2025 1A A2 144A / ABS-O (US30340RAB24) | 9.84 | 0.41 | 0.0737 | -0.0127 | |||||
| FIRST HELP FINANCIAL LLC FHF 2025 1A A2 144A / ABS-O (US30340RAB24) | 9.84 | 0.41 | 0.0737 | -0.0127 | |||||
| US3133BWGJ63 / FED HM LN PC POOL QF8301 FR 03/53 FIXED 5.5 | 9.80 | -0.13 | 0.0734 | -0.0131 | |||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 2A A2A 144A / ABS-O (US96042YAB92) | 9.80 | -31.98 | 0.0734 | -0.0536 | |||||
| US43710BAC00 / Home Equity Mortgage Loan Asset-Backed Trust, Series 2007-A, Class 2A2 | 9.79 | -1.16 | 0.0734 | -0.0140 | |||||
| EW / Edwards Lifesciences Corporation | 9.79 | -68.94 | 0.0733 | -0.1628 | |||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | 9.75 | 0.0730 | 0.0730 | ||||||
| US3622MDAA33 / GSAMP TRUST GSAMP 2007 HE1 A1 | 9.74 | -0.32 | 0.0730 | -0.0132 | |||||
| US3140X6S774 / FANNIE MAE POOL UMBS P#FM3241 3.00000000 | 9.74 | -2.10 | 0.0729 | -0.0147 | |||||
| SOFI CONSUMER LOAN PROGRAM 06/34 5.05 / ABS-O (000000000) | 9.72 | 0.0728 | 0.0728 | ||||||
| SOFI CONSUMER LOAN PROGRAM 06/34 5.05 / ABS-O (000000000) | 9.72 | 0.0728 | 0.0728 | ||||||
| US86361AAA79 / STRUCTURED ASSET SECURITIES CO SASC 2006 RF2 A 144A | 9.70 | -3.32 | 0.0726 | -0.0158 | |||||
| FED HM LN PC POOL SD8437 FR 06/54 FIXED 5 / ABS-MBS (US3132DWLS07) | 9.59 | -1.38 | 0.0718 | -0.0139 | |||||
| M+T EQUIPMENT NOTES MTLRF 2024 1A A2 144A / ABS-O (US55376YAB11) | 9.56 | -10.92 | 0.0717 | -0.0230 | |||||
| M+T EQUIPMENT NOTES MTLRF 2024 1A A2 144A / ABS-O (US55376YAB11) | 9.56 | -10.92 | 0.0717 | -0.0230 | |||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 3 A3 / ABS-O (US80287LAC37) | 9.55 | -0.47 | 0.0715 | -0.0130 | |||||
| US63906EB929 / NatWest Markets PLC | 9.51 | 0.58 | 0.0712 | -0.0121 | |||||
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2025 3A A1 144A / ABS-O (US76090QAA13) | 9.50 | 0.0711 | 0.0711 | ||||||
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2025 3A A1 144A / ABS-O (US76090QAA13) | 9.50 | 0.0711 | 0.0711 | ||||||
| IRS EUR 0.25000 03/18/20-30Y LCH / DIR (EZJ3VB4GTK33) | 9.49 | 13.66 | 0.0711 | -0.0025 | |||||
| IRS EUR 0.25000 03/18/20-30Y LCH / DIR (EZJ3VB4GTK33) | 9.49 | 13.66 | 0.0711 | -0.0025 | |||||
| US694308KG17 / Pacific Gas and Electric Co | 9.48 | 0.10 | 0.0710 | -0.0125 | |||||
| US70069FJU21 / PARK PLACE SECURITIES INC PPSI 2005 WHQ3 M6 | 9.47 | 0.77 | 0.0709 | -0.0119 | |||||
| NATIONAL FOOTBAL LEAGUE 4.5YR / DBT (902EYJ902) | 9.46 | 0.70 | 0.0709 | -0.0119 | |||||
| NATIONAL FOOTBAL LEAGUE 4.5YR / DBT (902EZU906) | 9.46 | 0.70 | 0.0709 | -0.0119 | |||||
| NATIONAL FOOTBAL LEAGUE 4.5YR / DBT (902EZU906) | 9.46 | 0.70 | 0.0709 | -0.0119 | |||||
| TURKIYE VAKIFLAR BANKASI TAO I 2024 EUR DDTL / LON (BA0008CR7) | 9.46 | 10.16 | 0.0709 | -0.0048 | |||||
| TURKIYE VAKIFLAR BANKASI TAO I 2024 EUR DDTL / LON (BA0008CR7) | 9.46 | 10.16 | 0.0709 | -0.0048 | |||||
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM9 A1 144A / ABS-MBS (US673921AA08) | 9.45 | -6.29 | 0.0708 | -0.0181 | |||||
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM9 A1 144A / ABS-MBS (US673921AA08) | 9.45 | -6.29 | 0.0708 | -0.0181 | |||||
| US654744AB77 / Nissan Motor Co Ltd | 9.45 | 0.49 | 0.0708 | -0.0121 | |||||
| US05964HAX35 / Banco Santander SA | 9.45 | -0.32 | 0.0708 | -0.0128 | |||||
| ENVISION HEALTHCARE CORPORTION 2023 1ST LIEN FIRST OUT TL / LON (949ABEII2) | 9.44 | 0.00 | 0.0707 | -0.0125 | |||||
| ENVISION HEALTHCARE CORPORTION 2023 1ST LIEN FIRST OUT TL / LON (949ABEII2) | 9.44 | 0.00 | 0.0707 | -0.0125 | |||||
| US55348UAN81 / MRCD 2019-MARK Mortgage Trust | 9.39 | 0.50 | 0.0703 | -0.0120 | |||||
| SUBCALIDORA 2 2024 EUR TERM LOAN / LON (BA0007DG2) | 9.35 | 8.95 | 0.0701 | -0.0056 | |||||
| SUBCALIDORA 2 2024 EUR TERM LOAN / LON (BA0007DG2) | 9.35 | 8.95 | 0.0701 | -0.0056 | |||||
| RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) | 9.33 | -45.26 | 0.0699 | -0.0804 | |||||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2025 A A2A / ABS-O (US14319UAB61) | 9.31 | -0.01 | 0.0697 | -0.0123 | |||||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2025 A A2A / ABS-O (US14319UAB61) | 9.31 | -0.01 | 0.0697 | -0.0123 | |||||
| US715638AV48 / REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9 | 9.30 | 7.02 | 0.0697 | -0.0069 | |||||
| 4020 / Saudi Real Estate Company | 9.25 | -82.25 | 0.0693 | -0.3903 | |||||
| PORSCHE INNOVATIVE LEASE OWNER PILOT 2024 1A A3 144A / ABS-O (US73328AAD19) | 9.23 | -0.03 | 0.0692 | -0.0122 | |||||
| PORSCHE INNOVATIVE LEASE OWNER PILOT 2024 1A A3 144A / ABS-O (US73328AAD19) | 9.23 | -0.03 | 0.0692 | -0.0122 | |||||
| US21H0406734 / Ginnie Mae | 9.20 | -69.74 | 0.0689 | -0.2319 | |||||
| CDX HY44 5Y ICE / DCR (000000000) | 9.19 | 0.0689 | 0.0689 | ||||||
| US31418CU779 / FANNIE MAE 3.50% 03/01/2048 FNMA | 9.17 | -2.12 | 0.0687 | -0.0139 | |||||
| US92230AAE64 / VASA TRUST VASA 2021 VASA C 144A | 9.10 | 2.06 | 0.0682 | -0.0104 | |||||
| SERIES 2024 1 CLN 2031 SERIES 2024 1 CLN 2031 / ABS-O (US15487CAA18) | 9.04 | 1.25 | 0.0677 | -0.0110 | |||||
| SERIES 2024 1 CLN 2031 SERIES 2024 1 CLN 2031 / ABS-O (US15487CAA18) | 9.04 | 1.25 | 0.0677 | -0.0110 | |||||
| FNMA POOL BU4708 FN 07/54 FIXED 5 / ABS-MBS (US3140M6GS64) | 9.03 | -0.95 | 0.0677 | -0.0127 | |||||
| FNMA POOL BU4708 FN 07/54 FIXED 5 / ABS-MBS (US3140M6GS64) | 9.03 | -0.95 | 0.0677 | -0.0127 | |||||
| JACKSON NATL LIFE GLOBAL JACKSON NATL LIFE GLOBAL / DBT (US46849LVA69) | 8.98 | 0.13 | 0.0673 | -0.0118 | |||||
| JACKSON NATL LIFE GLOBAL JACKSON NATL LIFE GLOBAL / DBT (US46849LVA69) | 8.98 | 0.13 | 0.0673 | -0.0118 | |||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 4 B / ABS-O (US802919AD20) | 8.97 | -0.03 | 0.0672 | -0.0119 | |||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 4 B / ABS-O (US802919AD20) | 8.97 | -0.03 | 0.0672 | -0.0119 | |||||
| 01626P148 / Alimentation Couche-Tard Inc | 8.89 | 0.0666 | 0.0666 | ||||||
| US902055AG78 / LBTY 2016-225L CSTR 02/10/36 | 8.86 | -2.59 | 0.0664 | -0.0138 | |||||
| US22877LAE74 / CRSNT TRUST CRSNT 2021 MOON C 144A | 8.84 | -0.01 | 0.0662 | -0.0117 | |||||
| US36179WZA97 / Ginnie Mae II Pool | 8.77 | -3.16 | 0.0657 | -0.0141 | |||||
| DLLMT LLC DLLMT 2024 1A A2 144A / ABS-O (US23347AAC53) | 8.76 | -16.77 | 0.0656 | -0.0271 | |||||
| CAPITAL FOUR US CLO C4US 2022 1A AR 144A / ABS-CBDO (US14016CAN65) | 8.73 | -0.08 | 0.0654 | -0.0116 | |||||
| CAPITAL FOUR US CLO C4US 2022 1A AR 144A / ABS-CBDO (US14016CAN65) | 8.73 | -0.08 | 0.0654 | -0.0116 | |||||
| US69121UAD46 / OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2006 7 A2C | 8.73 | -3.50 | 0.0654 | -0.0143 | |||||
| PCG.PRD / Pacific Gas and Electric Company - Preferred Stock | 8.73 | 0.0654 | 0.0654 | ||||||
| SBNA AUTO LEASE TRUST SBALT 2024 C A2 144A / ABS-O (US78398DAB38) | 8.70 | -48.42 | 0.0652 | -0.0835 | |||||
| US36263PAR10 / GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 X 144A | 8.69 | 5.44 | 0.0651 | -0.0075 | |||||
| MX0MGO0000H9 / Mexican Bonos | 8.69 | 10.12 | 0.0651 | -0.0045 | |||||
| US751153AA50 / RALI SERIES 2006-QO10 TRUST RALI 2006-QO10 A1 | 8.63 | -3.50 | 0.0647 | -0.0142 | |||||
| 5831 / Shizuoka Financial Group,Inc. | 8.54 | 0.0640 | 0.0640 | ||||||
| FLORA FOOD MANAGEMENT BV SR SECURED 144A 07/29 6.875 / DBT (XS2849520908) | 8.50 | -0.91 | 0.0637 | -0.0119 | |||||
| FLORA FOOD MANAGEMENT BV SR SECURED 144A 07/29 6.875 / DBT (XS2849520908) | 8.50 | -0.91 | 0.0637 | -0.0119 | |||||
| FED HM LN PC POOL RJ2974 FR 09/54 FIXED 6.5 / ABS-MBS (US3142GTJU15) | 8.49 | -8.69 | 0.0636 | -0.0184 | |||||
| FED HM LN PC POOL RJ2974 FR 09/54 FIXED 6.5 / ABS-MBS (US3142GTJU15) | 8.49 | -8.69 | 0.0636 | -0.0184 | |||||
| NMR / Nomura Holdings, Inc. - Depositary Receipt (Common Stock) | 8.46 | -0.17 | 0.0634 | -0.0113 | |||||
| NMR / Nomura Holdings, Inc. - Depositary Receipt (Common Stock) | 8.46 | -0.17 | 0.0634 | -0.0113 | |||||
| US43710XAA63 / Home Equity Loan Trust | 8.45 | -3.15 | 0.0633 | -0.0136 | |||||
| PRP ADVISORS, LLC PRPM 2025 NQM1 A1 144A / ABS-MBS (US74391EAA91) | 8.44 | -5.98 | 0.0632 | -0.0159 | |||||
| UBSG34 / UBS Group AG - Depositary Receipt (Common Stock) | 8.42 | 0.87 | 0.0631 | -0.0105 | |||||
| UBSG34 / UBS Group AG - Depositary Receipt (Common Stock) | 8.42 | 0.87 | 0.0631 | -0.0105 | |||||
| US94986DAA00 / Wells Fargo Mortgage Backed Securities 2007-AR5 Trust | 8.37 | -1.48 | 0.0627 | -0.0122 | |||||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL3 A1A 144A / ABS-MBS (US161917AB58) | 8.32 | -1.76 | 0.0623 | -0.0123 | |||||
| CHASE AUTO OWNER TRUST CHAOT 2024 4A A2 144A / ABS-O (US16144YAB48) | 8.28 | -32.93 | 0.0621 | -0.0468 | |||||
| US3140KYMU50 / FNMA POOL BR1270 FN 01/51 FIXED 2.5 | 8.27 | -2.72 | 0.0619 | -0.0130 | |||||
| US12666VAD38 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 17 2A3 | 8.26 | 0.40 | 0.0619 | -0.0106 | |||||
| LAD AUTO RECEIVABLES TRUST LADAR 2025 1A A2 144A / ABS-O (US505712AB53) | 8.25 | 0.05 | 0.0618 | -0.0109 | |||||
| LAD AUTO RECEIVABLES TRUST LADAR 2025 1A A2 144A / ABS-O (US505712AB53) | 8.25 | 0.05 | 0.0618 | -0.0109 | |||||
| BINOM SECURITIZATION TRUST BINOM 2022 INV1 A1 144A / ABS-MBS (US090975AA18) | 8.25 | -4.10 | 0.0618 | -0.0140 | |||||
| US04965JAE38 / Atrium Hotel Portfolio Trust 2017-ATRM | 8.19 | 0.38 | 0.0614 | -0.0106 | |||||
| BMW US CAPITAL LLC COMPANY GUAR 144A 03/27 VAR / DBT (US05565ECV56) | 8.11 | 0.23 | 0.0607 | -0.0106 | |||||
| US63942TAB17 / Navient Student Loan Trust | 8.08 | -10.15 | 0.0606 | -0.0187 | |||||
| US900123CT57 / Turkey Government International Bond | 8.07 | 1.77 | 0.0605 | -0.0094 | |||||
| JETD / MAX Airlines -3X Inverse Leveraged ETNs due May 28, 2043 - Structured Product | 8.03 | -11.15 | 0.0601 | -0.0195 | |||||
| JETD / MAX Airlines -3X Inverse Leveraged ETNs due May 28, 2043 - Structured Product | 8.03 | -11.15 | 0.0601 | -0.0195 | |||||
| US36263PAF71 / GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 M1 144A | 8.02 | 1.02 | 0.0601 | -0.0099 | |||||
| IRS AUD 4.50000 06/18/25-10Y LCH / DIR (EZ3K0DGVSD24) | 7.99 | 653.40 | 0.0598 | 0.0505 | |||||
| IRS AUD 4.50000 06/18/25-10Y LCH / DIR (EZ3K0DGVSD24) | 7.99 | 653.40 | 0.0598 | 0.0505 | |||||
| NAVIENT EDUCATION LOAN TRUST NAVEL 2025 A A 144A / ABS-O (US63943EAA55) | 7.96 | 0.0597 | 0.0597 | ||||||
| NAVIENT EDUCATION LOAN TRUST NAVEL 2025 A A 144A / ABS-O (US63943EAA55) | 7.96 | 0.0597 | 0.0597 | ||||||
| BANQUE FED CRED MUTUEL BANQUE FED CRED MUTUEL / DBT (US06675DCL47) | 7.94 | -0.19 | 0.0595 | -0.0106 | |||||
| US3140XFEB36 / FNMA POOL FS0129 FN 11/34 FIXED VAR | 7.93 | -12.58 | 0.0594 | -0.0205 | |||||
| US80556AAD90 / SAXON ASSET SECURITIES TRUST 2006-3 SER 2006-3 CL A4 V/R REGD 0.40825000 | 7.92 | 0.94 | 0.0593 | -0.0098 | |||||
| RFR USD SOFR/4.00000 03/21/24-8Y LCH / DIR (EZDJ1D2XZF25) | 7.92 | 49.98 | 0.0593 | 0.0128 | |||||
| RFR USD SOFR/4.00000 03/21/24-8Y LCH / DIR (EZDJ1D2XZF25) | 7.92 | 49.98 | 0.0593 | 0.0128 | |||||
| US3132DPSN95 / 5.5% 01 Mar 2053 | 7.90 | -0.23 | 0.0592 | -0.0106 | |||||
| US92564RAD70 / VICI PROPERTIES / NOTE 3.75% 02/15/2027 144A | 7.88 | 0.61 | 0.0590 | -0.0100 | |||||
| SBNA AUTO LEASE TRUST SBALT 2025 A A3 144A / ABS-O (US78437KAC80) | 7.85 | 0.23 | 0.0588 | -0.0102 | |||||
| US05964HAY18 / Banco Santander SA | 7.68 | 0.38 | 0.0576 | -0.0099 | |||||
| US55285BAA35 / MF1 2022-FL10 LLC MF1 2022-FL10 A | 7.65 | -5.67 | 0.0573 | -0.0142 | |||||
| US3133AAKU51 / FED HM LN PC POOL QB3907 FR 10/50 FIXED 2.5 | 7.65 | -1.09 | 0.0573 | -0.0109 | |||||
| US12564NAG79 / CLNY Trust 2019-IKPR | 7.65 | 0.66 | 0.0573 | -0.0097 | |||||
| BNSB34 / The Bank of Nova Scotia - Depositary Receipt (Common Stock) | 7.63 | -24.85 | 0.0572 | -0.0324 | |||||
| BNSB34 / The Bank of Nova Scotia - Depositary Receipt (Common Stock) | 7.63 | -24.85 | 0.0572 | -0.0324 | |||||
| US040114HU71 / Argentine Republic Government International Bond | 7.63 | 7.95 | 0.0572 | -0.0051 | |||||
| US80282KBF21 / Santander Holdings USA, Inc. | 7.63 | 1.10 | 0.0571 | -0.0094 | |||||
| US78486DAE04 / STARWOOD COMMERCIAL MORTGAGE T STWD 2021 HTS C 144A | 7.63 | 0.03 | 0.0571 | -0.0101 | |||||
| SOFI CONSUMER LOAN PROGRAM 06/34 5.3 / ABS-O (000000000) | 7.61 | 0.0570 | 0.0570 | ||||||
| SOFI CONSUMER LOAN PROGRAM 06/34 5.3 / ABS-O (000000000) | 7.61 | 0.0570 | 0.0570 | ||||||
| XS1697686928 / WARWICK FINANCE RESIDENTIAL MO WARW 3A A 144A | 7.60 | -5.45 | 0.0569 | -0.0139 | |||||
| SPACE COAST CREDIT UNION SCCU 2024 1A A2 144A / ABS-O (US78436RAC43) | 7.56 | -31.74 | 0.0567 | -0.0410 | |||||
| SPACE COAST CREDIT UNION SCCU 2024 1A A2 144A / ABS-O (US78436RAC43) | 7.56 | -31.74 | 0.0567 | -0.0410 | |||||
| US93364LAL27 / WAMU COMMERCIAL MORTGAGE SECUR WMCMS 2007 SL3 H 144A | 7.56 | -4.59 | 0.0566 | -0.0132 | |||||
| US288542AA12 / ELLINGTON LOAN ACQUISITION TRUST 2007-1 SER 2007-1 CL A1 V/R REGD 144A P/P 2.80800000 | 7.56 | -5.91 | 0.0566 | -0.0142 | |||||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2025 A A2B / ABS-O (US14319UAG58) | 7.51 | 0.04 | 0.0562 | -0.0099 | |||||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2025 A A2B / ABS-O (US14319UAG58) | 7.51 | 0.04 | 0.0562 | -0.0099 | |||||
| US097023DG73 / Boeing Co/The | 7.48 | 0.61 | 0.0561 | -0.0095 | |||||
| US32113JAA34 / First NLC Trust | 7.48 | -1.57 | 0.0560 | -0.0109 | |||||
| US3140KMUM05 / FNMA POOL BQ2387 FN 09/50 FIXED 2.5 | 7.45 | -0.84 | 0.0558 | -0.0104 | |||||
| US3133BWCR26 / FED HM LN PC POOL QF8180 FR 02/53 FIXED 5.5 | 7.42 | -5.53 | 0.0556 | -0.0136 | |||||
| M+T BANK AUTO RECEIVABLES TRUS MTBAT 2025 1A A2B 144A / ABS-O (US55287XAC92) | 7.41 | 0.20 | 0.0555 | -0.0097 | |||||
| M+T BANK AUTO RECEIVABLES TRUS MTBAT 2025 1A A2B 144A / ABS-O (US55287XAC92) | 7.41 | 0.20 | 0.0555 | -0.0097 | |||||
| S56431109 / Northam Platinum Holdings Ltd | 7.40 | -15.55 | 0.0555 | -0.0218 | |||||
| S56431109 / Northam Platinum Holdings Ltd | 7.40 | -15.55 | 0.0555 | -0.0218 | |||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 7.38 | 0.41 | 0.0553 | -0.0095 | |||||
| HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (US40412BVE00) | 7.35 | 0.0551 | 0.0551 | ||||||
| HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (US40412BVE00) | 7.35 | 0.0551 | 0.0551 | ||||||
| HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (US40412BVF74) | 7.35 | 0.0551 | 0.0551 | ||||||
| US780097BL47 / Natwest Group PLC | 7.35 | 1.21 | 0.0550 | -0.0089 | |||||
| CA34527ACL22 / Ford Credit Canada Co | 7.33 | 4.97 | 0.0549 | -0.0066 | |||||
| VERUS SECURITIZATION TRUST VERUS 2024 5 A1 144A / ABS-MBS (US92540HAA41) | 7.32 | -9.69 | 0.0548 | -0.0166 | |||||
| US30227FAJ93 / Extended Stay America Trust | 7.31 | -0.75 | 0.0548 | -0.0101 | |||||
| ELM15 20222A A1R 144A 29003P910 / ABS-MBS (938KTRII5) | 7.30 | 0.0547 | 0.0547 | ||||||
| ELM15 20222A A1R 144A 29003P910 / ABS-MBS (938KTRII5) | 7.30 | 0.0547 | 0.0547 | ||||||
| US04541GVM13 / Asset Backed Securities Corp Home Equity Loan Trust Series AEG 2006-HE1 | 7.28 | 0.08 | 0.0545 | -0.0096 | |||||
| US66987WCQ87 / NOVASTAR HOME EQUITY LOAN NHEL 2005 2 M4 | 7.27 | 0.18 | 0.0545 | -0.0095 | |||||
| US12564NAN21 / CLNY TRUST 2019-IKPR SER 2019-IKPR CL E V/R REGD 144A P/P 0.00000000 | 7.27 | 0.80 | 0.0544 | -0.0091 | |||||
| US073879EU88 / BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2004- BSABS 2004-HE7 M1 | 7.25 | -1.20 | 0.0544 | -0.0104 | |||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL6 A1 144A / ABS-MBS (US740936AA73) | 7.22 | 0.0541 | 0.0541 | ||||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL6 A1 144A / ABS-MBS (US740936AA73) | 7.22 | 0.0541 | 0.0541 | ||||||
| SBNA AUTO LEASE TRUST SBALT 2025 A A2 144A / ABS-O (US78437KAB08) | 7.20 | 0.00 | 0.0540 | -0.0095 | |||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 4 A1 144A / ABS-O (US69547DAA46) | 7.20 | 0.0540 | 0.0540 | ||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 4 A1 144A / ABS-O (US69547DAA46) | 7.20 | 0.0540 | 0.0540 | ||||||
| US92564RAE53 / VICI PROPERTIES / NOTE 4.125% 08/15/2030 144A | 7.20 | 0.0540 | 0.0540 | ||||||
| US694308KF34 / Pacific Gas and Electric Co | 7.19 | 0.15 | 0.0538 | -0.0094 | |||||
| ONCOR ELECTRIC DELIVERY SR SECURED 144A 03/27 4.5 / DBT (US68233JCY82) | 7.14 | 0.11 | 0.0535 | -0.0094 | |||||
| ONCOR ELECTRIC DELIVERY SR SECURED 144A 03/27 4.5 / DBT (US68233JCY82) | 7.14 | 0.11 | 0.0535 | -0.0094 | |||||
| PENFED AUTO RECEIVABLES OWNER PNFED 2024 A A2 144A / ABS-O (US70687FAB58) | 7.13 | -32.00 | 0.0534 | -0.0390 | |||||
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM10 A1 144A / ABS-MBS (US67449CAA99) | 7.10 | -7.85 | 0.0532 | -0.0147 | |||||
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM10 A1 144A / ABS-MBS (US67449CAA99) | 7.10 | -7.85 | 0.0532 | -0.0147 | |||||
| US25157TAA25 / Deutsche Mortgage Securities Inc Re-REMIC Trust Certificates, Series 2007-WM1, Class A1 | 7.10 | -8.81 | 0.0532 | -0.0154 | |||||
| US12430YAL48 / BWAY MORTGAGE TRUST BWAY 2021 1450 D 144A | 7.09 | 4.53 | 0.0531 | -0.0067 | |||||
| US3140XFDV09 / FNMA POOL FS0115 FN 07/36 FIXED VAR | 7.05 | -3.24 | 0.0528 | -0.0114 | |||||
| N1WG34 / NatWest Group plc - Depositary Receipt (Common Stock) | 7.04 | -0.38 | 0.0527 | -0.0095 | |||||
| US80282KBF21 / Santander Holdings USA, Inc. | 6.97 | 0.55 | 0.0522 | -0.0089 | |||||
| US43739EBW66 / HOMEBANC MORTGAGE TRUST 2005-4 SER 2005-4 CL M3 V/R REGD 5.42700000 | 6.91 | 1.19 | 0.0518 | -0.0084 | |||||
| US46626LGG95 / JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 HE1 M1 | 6.90 | -3.50 | 0.0517 | -0.0113 | |||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | 6.87 | 0.0515 | 0.0515 | ||||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | 6.87 | 0.0515 | 0.0515 | ||||||
| US36263PAG54 / GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 M2 144A | 6.86 | 1.61 | 0.0514 | -0.0081 | |||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | 6.86 | 0.0514 | 0.0514 | ||||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | 6.86 | 0.0514 | 0.0514 | ||||||
| US32027EAF88 / FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF5 2A4 | 6.86 | 0.56 | 0.0514 | -0.0087 | |||||
| US46591JAL08 / JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD | 6.84 | -4.07 | 0.0512 | -0.0116 | |||||
| US04965JAG85 / Atrium Hotel Portfolio Trust, Series 2017-ATRM, Class D | 6.84 | -0.67 | 0.0512 | -0.0094 | |||||
| NAVIENT STUDENT LOAN TRUST NAVSL 2023 BA B 144A / ABS-O (US63942TAC99) | 6.81 | 2.44 | 0.0510 | -0.0076 | |||||
| US21H0506806 / GNMA | 6.77 | -90.36 | 0.0508 | -0.7767 | |||||
| ROMARK CREDIT FUNDING LTD RCF 2024 3A A 144A / ABS-CBDO (US77587BAA26) | 6.76 | 0.0507 | 0.0507 | ||||||
| ROMARK CREDIT FUNDING LTD RCF 2024 3A A 144A / ABS-CBDO (US77587BAA26) | 6.76 | 0.0507 | 0.0507 | ||||||
| US097023CU76 / BOEING CO 5.04% 05/01/2027 | 6.75 | 0.30 | 0.0506 | -0.0088 | |||||
| PENFED AUTO RECEIVABLES OWNER PNFED 2024 A A3 144A / ABS-O (US70687FAC32) | 6.73 | 0.03 | 0.0504 | -0.0089 | |||||
| US07402LAD47 / BEAR STEARNS STRUCTURED PRODUC BSSP 2007 EMX1 M2 144A | 6.71 | 0.48 | 0.0502 | -0.0086 | |||||
| 317U0UHA6 PIMCO FPPSWAPTION 2.18 PUT USD / DIR (000000000) | 6.67 | 0.0500 | 0.0500 | ||||||
| 317U0UHA6 PIMCO FPPSWAPTION 2.18 PUT USD / DIR (000000000) | 6.67 | 0.0500 | 0.0500 | ||||||
| US07401MAA99 / Bear Stearns Mortgage Funding Trust 2007-AR1 | 6.66 | -0.12 | 0.0499 | -0.0089 | |||||
| US46591JAJ51 / JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD | 6.60 | -1.64 | 0.0495 | -0.0097 | |||||
| US83206NAC11 / SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B B 144A | 6.59 | -3.91 | 0.0494 | -0.0111 | |||||
| US46626LAJ98 / JP MORGAN MORTGAGE ACQUISITION JPMAC 2005 OPT1 M5 | 6.57 | 1.81 | 0.0492 | -0.0077 | |||||
| 4020 / Saudi Real Estate Company | 6.55 | 3.07 | 0.0491 | -0.0069 | |||||
| US89170VAA61 / Towd Point Mortgage Trust 2022-1 | 6.54 | -3.30 | 0.0490 | -0.0106 | |||||
| US48128B5497 / JPMORGAN CHASE and CO 4.625% PERP PFD | 6.51 | 0.00 | 0.0488 | -0.0086 | |||||
| US48128B5497 / JPMORGAN CHASE and CO 4.625% PERP PFD | 6.51 | 0.00 | 0.0488 | -0.0086 | |||||
| US78009PEH01 / NatWest Group PLC | 6.50 | 0.82 | 0.0487 | -0.0081 | |||||
| US12430YAJ91 / BWAY MORTGAGE TRUST BWAY 2021 1450 C 144A | 6.43 | 3.44 | 0.0482 | -0.0066 | |||||
| US3140MFWN90 / Fannie Mae Pool | 6.39 | -4.08 | 0.0479 | -0.0109 | |||||
| XS2434895632 / Romanian Government International Bond | 6.38 | 12.05 | 0.0478 | -0.0024 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A A2 / ABS-O (US21050QAB32) | 6.37 | 0.58 | 0.0477 | -0.0081 | |||||
| US54251UAA43 / LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 8 1A | 6.36 | -0.59 | 0.0476 | -0.0087 | |||||
| US70069FHY60 / PARK PLACE SECURITIES INC PPSI 2005 WHQ2 M5 | 6.34 | 0.91 | 0.0475 | -0.0079 | |||||
| US45669EAC03 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR5 2A1 | 6.32 | -0.82 | 0.0474 | -0.0088 | |||||
| US05490TAG76 / BBCCRE TRUST 2015-GTP BBCCR 2015-GTP D | 6.31 | -8.05 | 0.0473 | -0.0132 | |||||
| US87168TAB70 / Syniverse Holdings, Inc. 2022 Term Loan | 6.31 | -3.50 | 0.0472 | -0.0104 | |||||
| US07389KAG67 / BEAR STEARNS ALT A TRUST II BSAAT 2007 1 3A1 | 6.30 | -5.83 | 0.0472 | -0.0118 | |||||
| US466284AR74 / J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A5 2A6 | 6.26 | -0.60 | 0.0469 | -0.0086 | |||||
| ACA / Crédit Agricole S.A. | 6.24 | -0.24 | 0.0467 | -0.0084 | |||||
| ACA / Crédit Agricole S.A. | 6.24 | -0.24 | 0.0467 | -0.0084 | |||||
| US45667SAK33 / IndyMac INDX Mortgage Loan Trust 2006-AR35 | 6.23 | -0.76 | 0.0467 | -0.0087 | |||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P3 A4 / ABS-O (US146919AD71) | 6.23 | 0.60 | 0.0466 | -0.0079 | |||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P3 A4 / ABS-O (US146919AD71) | 6.23 | 0.60 | 0.0466 | -0.0079 | |||||
| US12433UAN54 / BX_18-GW | 6.21 | -0.99 | 0.0466 | -0.0088 | |||||
| COLT FUNDING LLC COLT 2024 3 A1 144A / ABS-MBS (US19688VAA89) | 6.17 | -7.62 | 0.0462 | -0.0127 | |||||
| COLT FUNDING LLC COLT 2024 3 A1 144A / ABS-MBS (US19688VAA89) | 6.17 | -7.62 | 0.0462 | -0.0127 | |||||
| PRP ADVISORS, LLC PRPM 2024 7 A1 144A / ABS-MBS (US74448LAA61) | 6.17 | -6.42 | 0.0462 | -0.0119 | |||||
| PRP ADVISORS, LLC PRPM 2024 7 A1 144A / ABS-MBS (US74448LAA61) | 6.17 | -6.42 | 0.0462 | -0.0119 | |||||
| EQUITABLE AMERICA GLOBAL SECURED 144A 06/28 4.65 / DBT (US29446Q2A05) | 6.14 | 0.0460 | 0.0460 | ||||||
| US040114HV54 / Argentine Republic Government International Bond | 6.13 | 7.15 | 0.0459 | -0.0045 | |||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 1 A 144A / ABS-O (US83406YAA91) | 6.13 | -21.52 | 0.0459 | -0.0229 | |||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 1 A 144A / ABS-O (US83406YAA91) | 6.13 | -21.52 | 0.0459 | -0.0229 | |||||
| USU76673AC39 / RIO OIL FINANCE TRUST SR SECURED REGS 04/28 8.2 | 6.07 | -3.97 | 0.0455 | -0.0103 | |||||
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 B A3 / ABS-O (US44934QAD34) | 6.06 | 0.28 | 0.0454 | -0.0079 | |||||
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 B A3 / ABS-O (US44934QAD34) | 6.06 | 0.28 | 0.0454 | -0.0079 | |||||
| WORLD OMNI AUTO RECEIVABLES TR WOART 2024 B A3 / ABS-O (US98164HAD08) | 6.06 | -0.03 | 0.0454 | -0.0080 | |||||
| US38014QAD88 / GLS AUTO RECEIVABLES TRUST GCAR 2022 3A C 144A | 6.04 | -39.84 | 0.0453 | -0.0433 | |||||
| US23243HAA95 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 24 1A | 6.03 | -5.91 | 0.0452 | -0.0113 | |||||
| US3132DWG727 / Freddie Mac Pool | 6.01 | -2.23 | 0.0450 | -0.0092 | |||||
| US05401AAR23 / Avolon Holdings Funding Ltd | 5.92 | 1.56 | 0.0444 | -0.0070 | |||||
| RFR USD SOFR/3.50000 06/20/24-30Y CME / DIR (EZV8ZC6L7CY8) | 5.87 | 15.27 | 0.0440 | -0.0009 | |||||
| RFR USD SOFR/3.50000 06/20/24-30Y CME / DIR (EZV8ZC6L7CY8) | 5.87 | 15.27 | 0.0440 | -0.0009 | |||||
| US465981AA63 / JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES SER 2023-CCDC CL A REGD 144A P/P 7.23547000 | 5.86 | 0.65 | 0.0439 | -0.0074 | |||||
| WORLD OMNI SELECT AUTO TRUST WOSAT 2024 A A3 / ABS-O (US98164LAD10) | 5.83 | -0.31 | 0.0437 | -0.0079 | |||||
| WORLD OMNI SELECT AUTO TRUST WOSAT 2024 A A3 / ABS-O (US98164LAD10) | 5.83 | -0.31 | 0.0437 | -0.0079 | |||||
| US73316QAD07 / POPULAR ABS MORTGAGE PASS THRO POPLR 2006 D M1 | 5.81 | -2.14 | 0.0436 | -0.0088 | |||||
| US74836YAB65 / QUEST TRUST QUEST 2006 X2 A2 144A | 5.81 | -0.51 | 0.0435 | -0.0080 | |||||
| US22160NAA72 / CoStar Group Inc | 5.81 | 1.61 | 0.0435 | -0.0069 | |||||
| EXETER AUTOMOBILE RECEIVABLES EART 2025 2A A2 / ABS-O (US30168JAB98) | 5.80 | -0.02 | 0.0435 | -0.0077 | |||||
| XS1040508167 / Imperial Brands Finance plc | 5.80 | 0.0435 | 0.0435 | ||||||
| XS1040508167 / Imperial Brands Finance plc | 5.80 | 0.0435 | 0.0435 | ||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P1 A4 144A / ABS-O (US14688NAD12) | 5.79 | 0.10 | 0.0434 | -0.0076 | |||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P1 A4 144A / ABS-O (US14688NAD12) | 5.79 | 0.10 | 0.0434 | -0.0076 | |||||
| AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2024 1 A2A / ABS-O (US023947AB05) | 5.76 | -36.54 | 0.0431 | -0.0369 | |||||
| AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2024 1 A2A / ABS-O (US023947AB05) | 5.76 | -36.54 | 0.0431 | -0.0369 | |||||
| LPL HOLDINGS INC COMPANY GUAR 04/28 4.9 / DBT (US50212YAN40) | 5.74 | 0.0430 | 0.0430 | ||||||
| US3140XH5X18 / UMBS, 30 Year | 5.74 | -2.78 | 0.0430 | -0.0090 | |||||
| US65536QAD07 / NOMURA HOME EQUITY LOAN INC NHELI 2006 HE3 2A3 | 5.71 | -6.68 | 0.0428 | -0.0112 | |||||
| US11042CAA80 / British Airways 2021-1 Class A Pass Through Trust | 5.71 | -1.43 | 0.0427 | -0.0083 | |||||
| FNMA POOL CB7761 FN 01/54 FIXED 5 / ABS-MBS (US3140QTTT65) | 5.70 | -0.38 | 0.0427 | -0.0077 | |||||
| US05530PAP71 / BCAP LLC Trust 2007-AA1 | 5.68 | -0.73 | 0.0425 | -0.0079 | |||||
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 2A A2 144A / ABS-O (US379924AC72) | 5.65 | -14.85 | 0.0423 | -0.0162 | |||||
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 2A A2 144A / ABS-O (US379924AC72) | 5.65 | -14.85 | 0.0423 | -0.0162 | |||||
| BAMLL COML MTG SECS TR 2024 04/42 1 / ABS-MBS (US05554WAA62) | 5.62 | 3.31 | 0.0421 | -0.0058 | |||||
| BAMLL COML MTG SECS TR 2024 04/42 1 / ABS-MBS (US05554WAA62) | 5.62 | 3.31 | 0.0421 | -0.0058 | |||||
| CHASE AUTO OWNER TRUST CHAOT 2024 3A A2 144A / ABS-O (US16144LAB27) | 5.62 | -34.74 | 0.0421 | -0.0338 | |||||
| CHASE AUTO OWNER TRUST CHAOT 2024 3A A2 144A / ABS-O (US16144LAB27) | 5.62 | -34.74 | 0.0421 | -0.0338 | |||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 5.61 | 0.0420 | 0.0420 | ||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 5.61 | 0.0420 | 0.0420 | ||||||
| SOFI CONSUMER LOAN PROGRAM 06/34 5.8 / ABS-O (000000000) | 5.61 | 0.0420 | 0.0420 | ||||||
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2024 2A A 144A / ABS-O (US05377RJG02) | 5.59 | 0.52 | 0.0419 | -0.0071 | |||||
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2024 2A A 144A / ABS-O (US05377RJG02) | 5.59 | 0.52 | 0.0419 | -0.0071 | |||||
| US05493LAJ52 / BAMLL COML MTG SECS TR 2021-JACX 1ML+200 09/15/2038 144A | 5.56 | 2.28 | 0.0417 | -0.0063 | |||||
| US912810SB52 / United States Treasury Inflation Indexed Bonds | 5.55 | -3.36 | 0.0416 | -0.0090 | |||||
| US542514RM88 / Long Beach Mortgage Loan Trust 2006-1 | 5.54 | -0.18 | 0.0415 | -0.0074 | |||||
| US86359DWH69 / STRUCTURED ASSET SECURITIES CO SASC 2005 RF6 A 144A | 5.53 | -2.76 | 0.0415 | -0.0087 | |||||
| BMW US CAPITAL LLC COMPANY GUAR 144A 03/27 4.65 / DBT (US05565ECU73) | 5.53 | 0.40 | 0.0415 | -0.0071 | |||||
| BMW US CAPITAL LLC COMPANY GUAR 144A 03/27 4.65 / DBT (US05565ECU73) | 5.53 | 0.40 | 0.0415 | -0.0071 | |||||
| US14687NAD21 / Carvana Auto Receivables Trust 2023-P4 | 5.53 | 0.04 | 0.0414 | -0.0073 | |||||
| US84751PKX68 / SURF 2006-AB1 M1 | 5.53 | 0.05 | 0.0414 | -0.0073 | |||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 4 A2 144A / ABS-O (US69547DAB29) | 5.51 | 0.0413 | 0.0413 | ||||||
| XS2361047454 / PROSUS NV SR UNSECURED 144A 07/29 1.288 | 5.47 | 11.52 | 0.0410 | -0.0023 | |||||
| PRP ADVISORS, LLC PRPM 2024 RPL3 A1 144A / ABS-MBS (US69381LAA52) | 5.44 | -2.91 | 0.0408 | -0.0086 | |||||
| PRP ADVISORS, LLC PRPM 2024 RPL3 A1 144A / ABS-MBS (US69381LAA52) | 5.44 | -2.91 | 0.0408 | -0.0086 | |||||
| US694308JK48 / PACIFIC GAS and ELECTRIC CO 3.75% 07/01/2028 | 5.43 | 0.89 | 0.0407 | -0.0068 | |||||
| US09629PAA49 / BlueMountain CLO XXII Ltd | 5.43 | -17.67 | 0.0407 | -0.0175 | |||||
| US040114HS26 / Argentine Republic Government International Bond | 5.42 | 8.90 | 0.0406 | -0.0033 | |||||
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM9 A1 144A / ABS-MBS (US67119DAA63) | 5.42 | -6.97 | 0.0406 | -0.0107 | |||||
| RFR USD SOFR/2.64500 07/24/24-2Y LCH / DIR (EZ7CY4PV7BR7) | 5.40 | 4.24 | 0.0405 | -0.0052 | |||||
| RFR USD SOFR/2.64500 07/24/24-2Y LCH / DIR (EZ7CY4PV7BR7) | 5.40 | 4.24 | 0.0405 | -0.0052 | |||||
| XAF6628DAN49 / Numericable U.S. LLC, Term Loan B14 | 5.40 | 0.84 | 0.0405 | -0.0068 | |||||
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL9 A2 144A / ABS-MBS (US12654PAB40) | 5.39 | 0.0404 | 0.0404 | ||||||
| FED HM LN PC POOL QH7841 FR 01/54 FIXED 6.5 / ABS-MBS (US3133CLWA07) | 5.38 | -1.41 | 0.0403 | -0.0078 | |||||
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 CES2 A1A 144A / ABS-MBS (US28225GAA22) | 5.37 | -2.65 | 0.0402 | -0.0084 | |||||
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 CES2 A1A 144A / ABS-MBS (US28225GAA22) | 5.37 | -2.65 | 0.0402 | -0.0084 | |||||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | 5.34 | 0.68 | 0.0400 | -0.0067 | |||||
| XS2586739729 / Imperial Brands Finance Netherlands BV | 5.31 | -26.34 | 0.0398 | -0.0238 | |||||
| AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2024 1 A2B / ABS-O (US023947AC87) | 5.28 | -36.50 | 0.0396 | -0.0337 | |||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A R 144A / ABS-O (US83407UAE82) | 5.28 | 0.0395 | 0.0395 | ||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A R 144A / ABS-O (US83407UAE82) | 5.28 | 0.0395 | 0.0395 | ||||||
| FORD AUTO SECURITIZATION TRUST FASTR 2024 AA A2 144A / ABS-O (CA345214BJ84) | 5.26 | -0.98 | 0.0394 | -0.0074 | |||||
| FORD AUTO SECURITIZATION TRUST FASTR 2024 AA A2 144A / ABS-O (CA345214BJ84) | 5.26 | -0.98 | 0.0394 | -0.0074 | |||||
| US55348UAS78 / MRCD 2019-MARK Mortgage Trust | 5.25 | -1.15 | 0.0393 | -0.0075 | |||||
| US61691KAJ07 / MORGAN STANLEY CAPITAL I TRUST MSC 2017 ASHF C 144A | 5.22 | 0.38 | 0.0391 | -0.0067 | |||||
| MORGAN STANLEY RESIDENTIAL MOR MSRM 2024 RPL1 A1 / ABS-MBS (US61776YAA73) | 5.15 | -2.24 | 0.0386 | -0.0079 | |||||
| US654744AD34 / Nissan Motor Co Ltd | 5.14 | -3.40 | 0.0385 | -0.0084 | |||||
| POLESTAR RE LTD UNSECURED 144A 01/27 VAR / DBT (US73110JAB89) | 5.12 | 0.97 | 0.0384 | -0.0063 | |||||
| PROJECT HUDSON II FIXED TERM LOAN / ABS-MBS (BA0004RR0) | 5.07 | 0.10 | 0.0380 | -0.0067 | |||||
| US67590RAY18 / Octagon Loan Funding Ltd | 5.07 | -14.78 | 0.0380 | -0.0144 | |||||
| US52522GAC87 / Lehman XS Trust Series | 5.07 | -4.23 | 0.0380 | -0.0087 | |||||
| US902613AV09 / UBS Group AG | 5.06 | 1.20 | 0.0379 | -0.0062 | |||||
| SPACE COAST CREDIT UNION SCCU 2023 1A A3 144A / ABS-O (US805922AE19) | 5.05 | -0.34 | 0.0378 | -0.0068 | |||||
| XS0252914923 / GREENE KING FINANCE PLC SR SECURED 03/34 5.106 | 5.02 | 5.18 | 0.0376 | -0.0045 | |||||
| F+G GLOBAL FUNDING F+G GLOBAL FUNDING / DBT (US30321L2G69) | 5.01 | 0.16 | 0.0375 | -0.0066 | |||||
| F+G GLOBAL FUNDING F+G GLOBAL FUNDING / DBT (US30321L2G69) | 5.01 | 0.16 | 0.0375 | -0.0066 | |||||
| US63874EAL48 / NATIXIS COMMERCIAL MORTGAGE SE NCMS 2017 75B D 144A | 5.00 | 4.76 | 0.0374 | -0.0046 | |||||
| US83611XAB01 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 EQ2 A2 | 5.00 | -1.98 | 0.0374 | -0.0075 | |||||
| US715638BD31 / REPUBLIC OF PERU SR UNSECURED 144A 08/31 6.95 | 4.98 | -15.62 | 0.0373 | -0.0147 | |||||
| CITADEL SECURITIES GLOBA SR SECURED 144A 06/30 5.5 / DBT (US17289RAA41) | 4.96 | 0.0372 | 0.0372 | ||||||
| CITADEL SECURITIES GLOBA SR SECURED 144A 06/30 5.5 / DBT (US17289RAA41) | 4.96 | 0.0372 | 0.0372 | ||||||
| US87165BAM54 / Synchrony Financial | 4.92 | 0.0369 | 0.0369 | ||||||
| FED HM LN PC POOL SD8403 FR 02/54 FIXED 6.5 / ABS-MBS (US3132DWKQ59) | 4.91 | -9.83 | 0.0368 | -0.0112 | |||||
| US89177WAE93 / TOWD POINT MORTGAGE TRUST TPMT 2019 MH1 B1 144A | 4.91 | 0.20 | 0.0368 | -0.0064 | |||||
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (US48002AUG74) | 4.89 | 0.0366 | 0.0366 | ||||||
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (US48002AUG74) | 4.89 | 0.0366 | 0.0366 | ||||||
| US89177WAF68 / TOWD POINT MORTGAGE TRUST TPMT 2019 MH1 B2 144A | 4.87 | 0.43 | 0.0364 | -0.0063 | |||||
| US50212YAD67 / LPL Holdings Inc | 4.86 | 0.0364 | 0.0364 | ||||||
| CPS AUTO TRUST CPS 2024 C A 144A / ABS-O (US223920AA78) | 4.83 | -30.97 | 0.0362 | -0.0255 | |||||
| CPS AUTO TRUST CPS 2024 C A 144A / ABS-O (US223920AA78) | 4.83 | -30.97 | 0.0362 | -0.0255 | |||||
| US3132D9CX07 / FED HM LN PC POOL SC0086 FR 10/40 FIXED 2.5 | 4.83 | -2.19 | 0.0362 | -0.0073 | |||||
| US78432WAJ27 / SFO_21-555 | 4.81 | 6.58 | 0.0361 | -0.0038 | |||||
| US55317BAE74 / MOFT 2020 ABC B 144A | 4.80 | -0.85 | 0.0359 | -0.0067 | |||||
| URSA RE LTD UNSECURED 144A 12/26 VAR / DBT (US90323WAQ33) | 4.79 | -0.95 | 0.0359 | -0.0067 | |||||
| URSA RE LTD UNSECURED 144A 12/26 VAR / DBT (US90323WAQ33) | 4.79 | -0.95 | 0.0359 | -0.0067 | |||||
| US69121UAE29 / OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2006 7 A2D | 4.79 | -3.49 | 0.0359 | -0.0079 | |||||
| US3140Q8Q732 / Fannie Mae Pool | 4.77 | -1.81 | 0.0357 | -0.0071 | |||||
| PORSCHE INNOVATIVE LEASE OWNER PILOT 2024 1A A2A 144A / ABS-O (US73328AAB52) | 4.75 | -23.43 | 0.0356 | -0.0191 | |||||
| PORSCHE INNOVATIVE LEASE OWNER PILOT 2024 1A A2A 144A / ABS-O (US73328AAB52) | 4.75 | -23.43 | 0.0356 | -0.0191 | |||||
| TOWD POINT MORTGAGE TRUST TPMT 2024 CES2 A1A 144A / ABS-MBS (US89182JAA97) | 4.75 | -9.32 | 0.0356 | -0.0106 | |||||
| TOWD POINT MORTGAGE TRUST TPMT 2024 CES2 A1A 144A / ABS-MBS (US89182JAA97) | 4.75 | -9.32 | 0.0356 | -0.0106 | |||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 4.73 | 0.83 | 0.0354 | -0.0059 | |||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 4.73 | 0.83 | 0.0354 | -0.0059 | |||||
| US912810RW09 / United States Treasury Inflation Indexed Bonds | 4.72 | -3.34 | 0.0354 | -0.0077 | |||||
| M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A2 144A / ABS-O (US55286TAB17) | 4.72 | -36.48 | 0.0354 | -0.0301 | |||||
| M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A2 144A / ABS-O (US55286TAB17) | 4.72 | -36.48 | 0.0354 | -0.0301 | |||||
| US46115HCD70 / Intesa Sanpaolo SpA | 4.72 | 1.24 | 0.0354 | -0.0057 | |||||
| NMR / Nomura Holdings, Inc. - Depositary Receipt (Common Stock) | 4.72 | 0.0353 | 0.0353 | ||||||
| US50189XAA37 / LCM LOAN INCOME FUND I LTD SER 1A CL A V/R REGD 144A P/P 6.61775000 | 4.70 | -34.52 | 0.0352 | -0.0281 | |||||
| A3KMYN / Air Lease Corporation - Preferred Stock | 4.69 | 0.0351 | 0.0351 | ||||||
| US05950PAU75 / Banc of America Funding 2006-H Trust | 4.67 | -1.37 | 0.0350 | -0.0067 | |||||
| DATABRICKS INC DELAYED DRAW TERM LOAN / LON (BA000D1C1) | 4.67 | 0.26 | 0.0350 | -0.0061 | |||||
| DATABRICKS INC DELAYED DRAW TERM LOAN / LON (BA000D1C1) | 4.67 | 0.26 | 0.0350 | -0.0061 | |||||
| US80556BAE56 / Saxon Asset Securities Trust 2007-1 | 4.65 | 0.0349 | 0.0349 | ||||||
| US05549RAG20 / BBCMS Trust 2018-CBM | 4.63 | -5.89 | 0.0347 | -0.0087 | |||||
| NAVIENT REFINANCE LOAN TRUST NAVRL 2025 A A 144A / ABS-O (US63943FAA21) | 4.63 | -4.04 | 0.0347 | -0.0078 | |||||
| US52474JAA43 / Legacy Mortgage Asset Trust 2021-GS1 | 4.60 | -1.16 | 0.0344 | -0.0066 | |||||
| US3140NBQE43 / FNMA POOL BX6752 FN 03/53 FIXED 5 | 4.60 | -2.44 | 0.0344 | -0.0071 | |||||
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM1 A1 144A / ABS-MBS (US67448LAA08) | 4.59 | -8.25 | 0.0344 | -0.0097 | |||||
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM1 A1 144A / ABS-MBS (US67448LAA08) | 4.59 | -8.25 | 0.0344 | -0.0097 | |||||
| US92564RAH84 / VICI PROPERTIES LP/VICI NOTE CO | 4.59 | 0.15 | 0.0344 | -0.0060 | |||||
| DANSKE / Danske Bank A/S | 4.58 | 0.07 | 0.0343 | -0.0060 | |||||
| DANSKE / Danske Bank A/S | 4.58 | 0.07 | 0.0343 | -0.0060 | |||||
| FIRST HELP FINANCIAL LLC FHF 2024 1A A2 144A / ABS-O (US31568AAB26) | 4.57 | -14.91 | 0.0342 | -0.0131 | |||||
| US78436TAD81 / SBALT 2023-A A4 | 4.56 | -0.48 | 0.0342 | -0.0062 | |||||
| US46629FAF71 / JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 NC2 M2 | 4.56 | 0.60 | 0.0341 | -0.0058 | |||||
| RFRF USD SF+26.161/1.10 8/01/23-6Y* CME / DIR (EZ35MF2XS718) | 4.54 | -15.60 | 0.0340 | -0.0134 | |||||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | 4.54 | -0.55 | 0.0340 | -0.0062 | |||||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | 4.54 | -0.55 | 0.0340 | -0.0062 | |||||
| XS2331735253 / Romanian Government International Bond | 4.52 | 12.24 | 0.0339 | -0.0016 | |||||
| US152314KJ80 / CENTEX HOME EQUITY CXHE 2004 C AF5 | 4.50 | -1.77 | 0.0337 | -0.0067 | |||||
| GLS AUTO SELECT RECEIVABLES TR GSAR 2025 3A A1 144A / ABS-O (US36272GAA76) | 4.50 | 0.0337 | 0.0337 | ||||||
| GLS AUTO SELECT RECEIVABLES TR GSAR 2025 3A A1 144A / ABS-O (US36272GAA76) | 4.50 | 0.0337 | 0.0337 | ||||||
| US040104RF05 / ARGENT SECURITIES INC. ARSI 2006 W1 A2C | 4.50 | 0.49 | 0.0337 | -0.0058 | |||||
| US67576FAA75 / Octagon Investment Partners 18-R Ltd | 4.49 | -17.77 | 0.0337 | -0.0145 | |||||
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM8 A1 144A / ABS-MBS (US67119CAA80) | 4.49 | -7.76 | 0.0336 | -0.0093 | |||||
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM8 A1 144A / ABS-MBS (US67119CAA80) | 4.49 | -7.76 | 0.0336 | -0.0093 | |||||
| US24023AAA88 / DC_23-DC | 4.49 | 1.81 | 0.0336 | -0.0052 | |||||
| SAGB / Republic of South Africa Government Bond | 4.49 | 6.28 | 0.0336 | -0.0036 | |||||
| RFR USD SOFR/1.60000 01/16/24-2Y LCH / DIR (EZVZ63QZPFX3) | 4.48 | 6.44 | 0.0336 | -0.0035 | |||||
| US68269HAE53 / OneMain Financial Issuance Trust, Series 2023-2A, Class A2 | 4.48 | 0.47 | 0.0336 | -0.0057 | |||||
| US12654QBH83 / CREDIT SUISSE MORTGAGE TRUST CSMC 2018 SP2 PT 144A | 4.48 | -4.75 | 0.0335 | -0.0079 | |||||
| US751150AD50 / RALI Series 2006-QO7 Trust | 4.46 | -2.07 | 0.0334 | -0.0067 | |||||
| US16162WRA98 / CHASE MORTGAGE FINANCE CORPORA CHASE 2006 S1 A4 | 4.45 | -4.26 | 0.0333 | -0.0076 | |||||
| BOFA AUTO TRUST BAAT 2024 1A A3 144A / ABS-O (US09709AAC62) | 4.44 | -0.20 | 0.0333 | -0.0060 | |||||
| US045427AD39 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 8 2A4 | 4.44 | -3.20 | 0.0333 | -0.0072 | |||||
| TIAA CLO LTD TIA 2018 1A A1AR 144A / ABS-CBDO (US88631YAL11) | 4.38 | -6.65 | 0.0328 | -0.0085 | |||||
| TIAA CLO LTD TIA 2018 1A A1AR 144A / ABS-CBDO (US88631YAL11) | 4.38 | -6.65 | 0.0328 | -0.0085 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A A1 / ABS-O (US21050QAA58) | 4.34 | -22.01 | 0.0325 | -0.0165 | |||||
| US3133AE5B63 / FED HM LN PC POOL QB8042 FR 02/51 FIXED 2.5 | 4.34 | -1.16 | 0.0325 | -0.0062 | |||||
| ENTERPRISE FLEET FINANCING LLC EFF 2025 1 A2 144A / ABS-O (US29390HAB50) | 4.31 | 0.09 | 0.0323 | -0.0057 | |||||
| ENTERPRISE FLEET FINANCING LLC EFF 2025 1 A2 144A / ABS-O (US29390HAB50) | 4.31 | 0.09 | 0.0323 | -0.0057 | |||||
| JETD / MAX Airlines -3X Inverse Leveraged ETNs due May 28, 2043 - Structured Product | 4.31 | -18.71 | 0.0323 | -0.0145 | |||||
| REACH FINANCIAL LLC REACH 2025 1A A 144A / ABS-O (US75525PAA03) | 4.30 | -19.54 | 0.0323 | -0.0149 | |||||
| REACH FINANCIAL LLC REACH 2025 1A A 144A / ABS-O (US75525PAA03) | 4.30 | -19.54 | 0.0323 | -0.0149 | |||||
| OPORTUN FUNDING LLC OPTN 2025 A A 144A / ABS-O (US68377TAA60) | 4.30 | -0.07 | 0.0322 | -0.0057 | |||||
| OPORTUN FUNDING LLC OPTN 2025 A A 144A / ABS-O (US68377TAA60) | 4.30 | -0.07 | 0.0322 | -0.0057 | |||||
| XS2244321787 / ROLLS ROYCE PLC COMPANY GUAR REGS 10/27 5.75 | 4.29 | 7.18 | 0.0321 | -0.0031 | |||||
| TREASURY BILL 09/25 0.00000 / DBT (US912797QU41) | 4.28 | 0.0321 | 0.0321 | ||||||
| US912810RL44 / United States Treasury Inflation Indexed Bonds | 4.28 | -2.84 | 0.0321 | -0.0068 | |||||
| BANQUE FED CRED MUTUEL BANQUE FED CRED MUTUEL / DBT (US06675DCM20) | 4.28 | 0.28 | 0.0321 | -0.0056 | |||||
| BANQUE FED CRED MUTUEL BANQUE FED CRED MUTUEL / DBT (US06675DCM20) | 4.28 | 0.28 | 0.0321 | -0.0056 | |||||
| PRP ADVISORS, LLC PRPM 2025 RPL2 A1 144A / ABS-MBS (US69392MAA09) | 4.27 | -1.57 | 0.0320 | -0.0062 | |||||
| PRP ADVISORS, LLC PRPM 2025 RPL2 A1 144A / ABS-MBS (US69392MAA09) | 4.27 | -1.57 | 0.0320 | -0.0062 | |||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 4.25 | 0.0318 | 0.0318 | ||||||
| 317U0VAA1 PIMCO FPPSWAPTION 2.11 PUT USD / DIR (000000000) | 4.24 | 0.0318 | 0.0318 | ||||||
| MARLETTE FUNDING TRUST MFT 2023 4A A 144A / ABS-O (US57108UAA25) | 4.22 | -24.18 | 0.0316 | -0.0175 | |||||
| MARLETTE FUNDING TRUST MFT 2023 4A A 144A / ABS-O (US57108UAA25) | 4.22 | -24.18 | 0.0316 | -0.0175 | |||||
| US14311DBN57 / Carlyle Global Market Strategies CLO 2015-1 Ltd | 4.19 | -22.86 | 0.0314 | -0.0165 | |||||
| BAYVIEW OPPORTUNITY MASTER FUN BVINV 2025 1 AF1 144A / ABS-MBS (US67551WAU53) | 4.17 | -11.94 | 0.0312 | -0.0105 | |||||
| BAYVIEW OPPORTUNITY MASTER FUN BVINV 2025 1 AF1 144A / ABS-MBS (US67551WAU53) | 4.17 | -11.94 | 0.0312 | -0.0105 | |||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 A3 144A / ABS-O (US14687VAC63) | 4.13 | -0.41 | 0.0309 | -0.0056 | |||||
| RFR JPY MUT+5.89/-0.0200 3/20/21-8Y* LCH / DIR (EZP7TBKVJPJ5) | 4.13 | -11.98 | 0.0309 | -0.0104 | |||||
| RFR JPY MUT+5.89/-0.0200 3/20/21-8Y* LCH / DIR (EZP7TBKVJPJ5) | 4.13 | -11.98 | 0.0309 | -0.0104 | |||||
| GCAT GCAT 2024 NQM2 A1 144A / ABS-MBS (US36831CAA09) | 4.13 | -10.17 | 0.0309 | -0.0096 | |||||
| US126673RB07 / COUNTRYWIDE ASSET BACKED CERTI CWL 2004 13 MF4 | 4.10 | 0.27 | 0.0307 | -0.0053 | |||||
| RFR USD SOFR/4.30000 03/21/24-3Y LCH / DIR (EZSCSHJT8QT9) | 4.08 | 12.54 | 0.0306 | -0.0014 | |||||
| RFR USD SOFR/4.30000 03/21/24-3Y LCH / DIR (EZSCSHJT8QT9) | 4.08 | 12.54 | 0.0306 | -0.0014 | |||||
| US70069FMT11 / Park Place Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2005-WHQ4, Class M2 | 4.06 | -12.14 | 0.0304 | -0.0103 | |||||
| US14687NAC48 / Carvana Auto Receivables Trust, Series 2023-P4, Class A3 | 4.05 | -13.11 | 0.0303 | -0.0107 | |||||
| US69380GAA76 / PRKCM 2023-AFC4 TRUST SER 2023-AFC4 CL A1 S/UP REGD 144A P/P 7.22500000 | 4.04 | -7.75 | 0.0303 | -0.0083 | |||||
| US31418EW482 / Fannie Mae Pool | 4.02 | -4.60 | 0.0301 | -0.0070 | |||||
| EXETER AUTOMOBILE RECEIVABLES EART 2024 4A A3 / ABS-O (US30166UAC45) | 4.01 | -0.22 | 0.0300 | -0.0054 | |||||
| EXETER AUTOMOBILE RECEIVABLES EART 2024 4A A3 / ABS-O (US30166UAC45) | 4.01 | -0.22 | 0.0300 | -0.0054 | |||||
| US225401AU28 / Credit Suisse Group AG | 4.00 | 1.97 | 0.0299 | -0.0046 | |||||
| US31739TAA79 / FINANCE OF AMERICA STRUCTURED FASST 2023 S2 A1 144A | 3.99 | -3.71 | 0.0299 | -0.0066 | |||||
| ENTERPRISE FLEET FINANCING LLC EFF 2025 1 A3 144A / ABS-O (US29390HAC34) | 3.96 | 0.66 | 0.0297 | -0.0050 | |||||
| ENTERPRISE FLEET FINANCING LLC EFF 2025 1 A3 144A / ABS-O (US29390HAC34) | 3.96 | 0.66 | 0.0297 | -0.0050 | |||||
| US65536HBX52 / NOMURA HOME EQUITY LOAN INC HOME EQUITY LOAN TRUST SERIES 2006-FM1 | 3.96 | -5.45 | 0.0297 | -0.0072 | |||||
| US41162BAA17 / HARBORVIEW MORTGAGE LOAN TRUST SER 2006-SB1 CL A1A V/R REGD 3.17644500 | 3.95 | -0.88 | 0.0296 | -0.0055 | |||||
| US65536QAA67 / NOMURA HOME EQUITY LOAN INC NHELI 2006 HE3 1A1 | 3.95 | -2.28 | 0.0296 | -0.0060 | |||||
| LINEAGE OP LP COMPANY GUAR 144A 07/30 5.25 / DBT (US53567YAA73) | 3.93 | 0.0294 | 0.0294 | ||||||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A3 144A / ABS-O (US78435VAC63) | 3.92 | -0.13 | 0.0294 | -0.0052 | |||||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A3 144A / ABS-O (US78435VAC63) | 3.92 | -0.13 | 0.0294 | -0.0052 | |||||
| FOUNDATION FINANCE TRUST FFIN 2025 2A A 144A / ABS-MBS (US35042NAA37) | 3.90 | 0.0292 | 0.0292 | ||||||
| FOUNDATION FINANCE TRUST FFIN 2025 2A A 144A / ABS-MBS (US35042NAA37) | 3.90 | 0.0292 | 0.0292 | ||||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P1 A2 / ABS-O (US14689MAB63) | 3.90 | -2.58 | 0.0292 | -0.0061 | |||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P1 A2 / ABS-O (US14689MAB63) | 3.90 | -2.58 | 0.0292 | -0.0061 | |||||
| US3140KNMH84 / FNMA POOL BQ3059 FN 09/50 FIXED 2.5 | 3.89 | -0.79 | 0.0292 | -0.0054 | |||||
| US63861VAB36 / Nationwide Building Society | 3.88 | -29.80 | 0.0290 | -0.0196 | |||||
| US12566WAH34 / CitiMortgage Alternative Loan Trust Series 2007-A5 | 3.88 | -1.67 | 0.0290 | -0.0057 | |||||
| FED HM LN PC POOL QI5343 FR 05/54 FIXED 5 / ABS-MBS (US3133WB5C62) | 3.88 | -0.36 | 0.0290 | -0.0052 | |||||
| FED HM LN PC POOL QI5343 FR 05/54 FIXED 5 / ABS-MBS (US3133WB5C62) | 3.88 | -0.36 | 0.0290 | -0.0052 | |||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 E A1A 144A / ABS-O (US78450XAA63) | 3.87 | -3.30 | 0.0290 | -0.0063 | |||||
| US55317BAA52 / MOFT 2020 ABC A 144A | 3.85 | -0.21 | 0.0289 | -0.0052 | |||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 3 A 144A / ABS-O (US69547XAA00) | 3.82 | -16.48 | 0.0286 | -0.0117 | |||||
| BOF URSA FUNDING BVABS 2024 SN1 A3 144A / ABS-O (US072926AC22) | 3.81 | -0.37 | 0.0286 | -0.0052 | |||||
| BOF URSA FUNDING BVABS 2024 SN1 A3 144A / ABS-O (US072926AC22) | 3.81 | -0.37 | 0.0286 | -0.0052 | |||||
| PANTHEON SNR DBT SCNDRS IIIUSD TERM LOAN / LON (BA000HYC6) | 3.80 | 0.0285 | 0.0285 | ||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A B 144A / ABS-O (US83407UAB44) | 3.79 | 0.0284 | 0.0284 | ||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A B 144A / ABS-O (US83407UAB44) | 3.79 | 0.0284 | 0.0284 | ||||||
| RFR JPY MUTK/0.5000 03/15/22-20Y LCH / DIR (EZ9237QN5977) | 3.78 | 8.03 | 0.0283 | -0.0025 | |||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 3.78 | 0.80 | 0.0283 | -0.0047 | |||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 3.78 | 0.80 | 0.0283 | -0.0047 | |||||
| WORLD OMNI SELECT AUTO TRUST WOSAT 2024 A A2A / ABS-O (US98164LAB53) | 3.77 | -34.21 | 0.0283 | -0.0223 | |||||
| SAMMONS FINANCIAL GLOBAL SECURED 144A 01/28 5.05 / DBT (US79587J2B82) | 3.76 | 0.27 | 0.0281 | -0.0049 | |||||
| SAMMONS FINANCIAL GLOBAL SECURED 144A 01/28 5.05 / DBT (US79587J2B82) | 3.76 | 0.27 | 0.0281 | -0.0049 | |||||
| US36263PAJ93 / GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 B1 144A | 3.75 | 0.70 | 0.0281 | -0.0047 | |||||
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A3 144A / ABS-O (US30336CAE57) | 3.75 | -0.19 | 0.0281 | -0.0050 | |||||
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A3 144A / ABS-O (US30336CAE57) | 3.75 | -0.19 | 0.0281 | -0.0050 | |||||
| FNMA POOL BX5038 FN 01/53 FIXED 5 / ABS-MBS (US3140N9S499) | 3.74 | -1.03 | 0.0280 | -0.0053 | |||||
| FNMA POOL BX5038 FN 01/53 FIXED 5 / ABS-MBS (US3140N9S499) | 3.74 | -1.03 | 0.0280 | -0.0053 | |||||
| 317U0TIA8 PIMCO FPPSWAPTION 2.17 PUT USD / DIR (000000000) | 3.74 | 0.0280 | 0.0280 | ||||||
| 317U0TIA8 PIMCO FPPSWAPTION 2.17 PUT USD / DIR (000000000) | 3.74 | 0.0280 | 0.0280 | ||||||
| US126670KN78 / COUNTRYWIDE ASSET BACKED CERTI CWL 2005 AB4 2A4 | 3.73 | -0.93 | 0.0280 | -0.0052 | |||||
| CAPE LOOKOUT RE LTD UNSECURED 144A 03/32 VAR / DBT (US13947LAG77) | 3.72 | 0.41 | 0.0278 | -0.0048 | |||||
| URSA RE LTD UNSECURED 144A 12/26 VAR / DBT (US90323WAP59) | 3.71 | -0.78 | 0.0278 | -0.0052 | |||||
| URSA RE LTD UNSECURED 144A 12/26 VAR / DBT (US90323WAP59) | 3.71 | -0.78 | 0.0278 | -0.0052 | |||||
| IHRT / iHeartMedia, Inc. | 3.70 | -0.19 | 0.0278 | -0.0050 | |||||
| IHRT / iHeartMedia, Inc. | 3.70 | -0.19 | 0.0278 | -0.0050 | |||||
| OCS GROUP HOLDINGS LTD GBP TERM LOAN B / LON (BA000BQB0) | 3.70 | 6.14 | 0.0277 | -0.0030 | |||||
| OCS GROUP HOLDINGS LTD GBP TERM LOAN B / LON (BA000BQB0) | 3.70 | 6.14 | 0.0277 | -0.0030 | |||||
| G1PI34 / Global Payments Inc. - Depositary Receipt (Common Stock) | 3.70 | 0.0277 | 0.0277 | ||||||
| G1PI34 / Global Payments Inc. - Depositary Receipt (Common Stock) | 3.70 | 0.0277 | 0.0277 | ||||||
| US54251PAD96 / Long Beach Mortgage Loan Trust 2006-5 | 3.69 | -0.78 | 0.0277 | -0.0051 | |||||
| US31418ET595 / FNCL UMBS 5.0 MA5071 07-01-53 | 3.67 | -2.03 | 0.0275 | -0.0055 | |||||
| RFR USD SOFR/2.59000 07/23/24-2Y LCH / DIR (EZQSWPQT56C4) | 3.66 | 4.15 | 0.0274 | -0.0036 | |||||
| RFR USD SOFR/2.59000 07/23/24-2Y LCH / DIR (EZQSWPQT56C4) | 3.66 | 4.15 | 0.0274 | -0.0036 | |||||
| US3132DP5P93 / FED HM LN PC POOL SD2654 FR 04/53 FIXED 5 | 3.66 | -1.19 | 0.0274 | -0.0052 | |||||
| US55286LAA08 / MFA 2023-NQM4 Trust | 3.65 | -9.24 | 0.0273 | -0.0081 | |||||
| US912810SM18 / US TII .25 02/15/2050 (TIPS) | 3.64 | -3.93 | 0.0273 | -0.0061 | |||||
| 4020 / Saudi Real Estate Company | 3.64 | -22.57 | 0.0273 | -0.0142 | |||||
| US31418EVA53 / Fannie Mae Pool | 3.63 | -31.92 | 0.0272 | -0.0198 | |||||
| CDX IG44 5Y ICE / DCR (EZPF6RHH0ZV8) | 3.62 | 546.96 | 0.0272 | 0.0222 | |||||
| CDX IG44 5Y ICE / DCR (EZPF6RHH0ZV8) | 3.62 | 546.96 | 0.0272 | 0.0222 | |||||
| US31418EVB37 / FNMA, 30 Year | 3.62 | -5.80 | 0.0271 | -0.0068 | |||||
| US12660WAJ45 / CSMC 2021-ADV | 3.62 | -6.68 | 0.0271 | -0.0071 | |||||
| US912828V491 / United States Treasury Inflation Indexed Bonds | 3.61 | 0.64 | 0.0271 | -0.0046 | |||||
| BNSB34 / The Bank of Nova Scotia - Depositary Receipt (Common Stock) | 3.61 | -7.08 | 0.0270 | -0.0072 | |||||
| BNSB34 / The Bank of Nova Scotia - Depositary Receipt (Common Stock) | 3.61 | -7.08 | 0.0270 | -0.0072 | |||||
| 317U0U5A9 PIMCO FPPSWAPTION 2.4 PUT USD / DIR (000000000) | 3.60 | 0.0270 | 0.0270 | ||||||
| 317U0U5A9 PIMCO FPPSWAPTION 2.4 PUT USD / DIR (000000000) | 3.60 | 0.0270 | 0.0270 | ||||||
| US83613DAA46 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT2 1A1 | 3.60 | -1.53 | 0.0270 | -0.0053 | |||||
| US59020UQV07 / Merrill Lynch Mortgage Capital Inc. | 3.60 | -2.57 | 0.0270 | -0.0056 | |||||
| FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2024 1 A2 144A / ABS-O (US35105AAB35) | 3.60 | -21.94 | 0.0270 | -0.0137 | |||||
| FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2024 1 A2 144A / ABS-O (US35105AAB35) | 3.60 | -21.94 | 0.0270 | -0.0137 | |||||
| US25160PAN78 / Deutsche Bank AG | 3.59 | -0.25 | 0.0269 | -0.0048 | |||||
| GCAT GCAT 2023 NQM4 A1 144A / ABS-MBS (US36171FAA12) | 3.59 | -1.27 | 0.0269 | -0.0051 | |||||
| US92564RAL96 / VICI Properties LP / VICI Note Co., Inc. | 3.58 | 1.24 | 0.0268 | -0.0044 | |||||
| US46647PDW32 / JPMorgan Chase & Co | 3.58 | -52.80 | 0.0268 | -0.0400 | |||||
| TESLA ELECTRIC VEHICLE TRUST TEVT 2023 1 A4 144A / ABS-O (US881943AE49) | 3.57 | -0.08 | 0.0267 | -0.0047 | |||||
| US12433UAQ85 / BX TRUST 2018-GW SER 2018-GW CL F V/R REGD 144A P/P 4.18538000 | 3.56 | -1.03 | 0.0267 | -0.0050 | |||||
| US42806MBA62 / Hertz Vehicle Financing LLC | 3.51 | -49.94 | 0.0263 | -0.0355 | |||||
| US3140XCGF90 / Fannie Mae Pool | 3.51 | -3.55 | 0.0263 | -0.0058 | |||||
| US268668EE63 / EMC MORTGAGE LOAN TRUST EMCM 2004 C M2 144A | 3.50 | -2.70 | 0.0262 | -0.0055 | |||||
| US251526CD98 / Deutsche Bank AG/New York NY | 3.49 | 1.72 | 0.0262 | -0.0041 | |||||
| ENBRIDGE (US) INC / DBT (US29251UUM88) | 3.49 | 0.0262 | 0.0262 | ||||||
| ENBRIDGE (US) INC / DBT (US29251UUM88) | 3.49 | 0.0262 | 0.0262 | ||||||
| US36269EAB56 / GLS Auto Select Receivables Trust 2023-2 | 3.49 | -25.65 | 0.0261 | -0.0152 | |||||
| US64830NAA90 / New Residential Mortgage Loan Trust 2019-RPL3 | 3.48 | -5.30 | 0.0261 | -0.0063 | |||||
| US225401AP33 / Credit Suisse Group AG | 3.48 | 1.58 | 0.0260 | -0.0041 | |||||
| US225401BB38 / Credit Suisse Group AG | 3.46 | 1.17 | 0.0259 | -0.0042 | |||||
| US02150JAV44 / Alternative Loan Trust 2007-9T1 | 3.44 | -3.77 | 0.0258 | -0.0057 | |||||
| US12660WAG06 / CREDIT SUISSE MORTGAGE TRUST CSMC 2021 ADV B 144A | 3.42 | -4.09 | 0.0257 | -0.0058 | |||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RPL2 A1 144A / ABS-MBS (US69392CAA27) | 3.42 | -1.24 | 0.0256 | -0.0049 | |||||
| TREASURY BILL 08/25 0.00000 / DBT (US912797MG92) | 3.41 | 0.0256 | 0.0256 | ||||||
| TREASURY BILL 08/25 0.00000 / DBT (US912797MG92) | 3.41 | 0.0256 | 0.0256 | ||||||
| US466247VH36 / JP MORGAN MORTGAGE TRUST 2005-S2 JPMMT 2005-S2 2A15 | 3.41 | -1.16 | 0.0255 | -0.0049 | |||||
| EXETER AUTOMOBILE RECEIVABLES EART 2024 4A A2 / ABS-O (US30166UAB61) | 3.39 | -71.00 | 0.0254 | -0.0777 | |||||
| EXETER AUTOMOBILE RECEIVABLES EART 2024 4A A2 / ABS-O (US30166UAB61) | 3.39 | -71.00 | 0.0254 | -0.0777 | |||||
| COLT FUNDING LLC COLT 2024 INV1 A1 144A / ABS-MBS (US12672RAA05) | 3.39 | -2.76 | 0.0254 | -0.0053 | |||||
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A2 144A / ABS-O (US30336CAC91) | 3.38 | -33.28 | 0.0254 | -0.0194 | |||||
| US30333LAB45 / FHF Issuer Trust 2023-2 | 3.38 | -19.12 | 0.0253 | -0.0115 | |||||
| US3140MNN361 / Federal National Mortgage Association, Inc. | 3.37 | -1.61 | 0.0252 | -0.0049 | |||||
| US3133BDPS80 / FNCL UMBS 3.0 QE4033 06-01-52 | 3.36 | -0.71 | 0.0252 | -0.0047 | |||||
| RFRF USD SF+26.161/1.7* 8/12/23-28Y CME / DIR (EZ2SGLW6Z1J6) | 3.36 | 2.60 | 0.0252 | -0.0037 | |||||
| ENTERPRISE FLEET FINANCING LLC EFF 2024 3 A3 144A / ABS-O (US29375QAC24) | 3.35 | 0.00 | 0.0251 | -0.0044 | |||||
| US67117XAA46 / CORP CMO | 3.34 | -7.73 | 0.0250 | -0.0069 | |||||
| ALAMO RE LTD UNSECURED 144A 06/26 VAR / DBT (US011395AQ34) | 3.32 | -1.07 | 0.0249 | -0.0047 | |||||
| US36263PAK66 / GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 B2 144A | 3.32 | 1.19 | 0.0249 | -0.0041 | |||||
| BRIDGECREST LENDING AUTO SECUR BLAST 2024 3 A3 / ABS-O (US10805NAC92) | 3.31 | -0.09 | 0.0248 | -0.0044 | |||||
| GREENSTATE AUTO RECEIVABLES TR GRNST 2024 1A A2 144A / ABS-O (US39573AAB89) | 3.29 | -33.27 | 0.0247 | -0.0188 | |||||
| GREENSTATE AUTO RECEIVABLES TR GRNST 2024 1A A2 144A / ABS-O (US39573AAB89) | 3.29 | -33.27 | 0.0247 | -0.0188 | |||||
| US647622AA79 / New Orleans Hotel Trust 2019-HNLA | 3.28 | 0.43 | 0.0245 | -0.0042 | |||||
| RFR USD SOFR/2.62000 07/24/24-1Y LCH / DIR (EZJVC51J59T5) | 3.28 | 2.54 | 0.0245 | -0.0036 | |||||
| RFR USD SOFR/2.62000 07/24/24-1Y LCH / DIR (EZJVC51J59T5) | 3.28 | 2.54 | 0.0245 | -0.0036 | |||||
| US12666BAE56 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 22 2A4 | 3.27 | -1.92 | 0.0245 | -0.0049 | |||||
| US36258BAQ14 / GS Mortgage Securities Corporation Trust 2020-DUNE | 3.26 | 0.31 | 0.0244 | -0.0042 | |||||
| US04545EAB92 / ABFC 2007-WMC1 Trust | 3.24 | -0.67 | 0.0243 | -0.0045 | |||||
| US86563VBG32 / Sumitomo Mitsui Trust Bank Ltd | 3.23 | -0.09 | 0.0242 | -0.0043 | |||||
| US05951VAV18 / BANC OF AMERICA FUNDING CORPOR BAFC 2006 I 6A1 | 3.22 | -5.54 | 0.0241 | -0.0059 | |||||
| US03072SC525 / AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R4 M4 | 3.22 | -8.21 | 0.0241 | -0.0068 | |||||
| XS0311810385 / UROPA SECURITIES PLC UROPA 2007 1 M1A REGS | 3.21 | 4.83 | 0.0241 | -0.0029 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA A2 144A / ABS-O (US21050UAB44) | 3.21 | 0.53 | 0.0240 | -0.0041 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA A2 144A / ABS-O (US21050UAB44) | 3.21 | 0.53 | 0.0240 | -0.0041 | |||||
| US92564RAK14 / VICI PROPERTIES LP/VICI NOTE CO | 3.21 | 0.79 | 0.0240 | -0.0040 | |||||
| ACA / Crédit Agricole S.A. | 3.21 | 0.44 | 0.0240 | -0.0041 | |||||
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (US48002AUE27) | 3.19 | 0.0239 | 0.0239 | ||||||
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (US48002AUE27) | 3.19 | 0.0239 | 0.0239 | ||||||
| 3 MONTH SOFR FUT JUN25 XCME 20250916 / DIR (000000000) | 3.19 | 0.0239 | 0.0239 | ||||||
| 3 MONTH SOFR FUT JUN25 XCME 20250916 / DIR (000000000) | 3.19 | 0.0239 | 0.0239 | ||||||
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 CES1 A1A 144A / ABS-MBS (US26846VAA26) | 3.19 | -3.60 | 0.0239 | -0.0053 | |||||
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 CES1 A1A 144A / ABS-MBS (US26846VAA26) | 3.19 | -3.60 | 0.0239 | -0.0053 | |||||
| US89054XAC92 / Topaz Solar Farms LLC | 3.18 | -0.16 | 0.0239 | -0.0042 | |||||
| US3140X6S931 / FANNIE MAE POOL UMBS P#FM3243 3.50000000 | 3.18 | -2.18 | 0.0238 | -0.0048 | |||||
| ALAMO RE LTD UNSECURED 144A 06/27 VAR / DBT (US011395AP50) | 3.13 | -0.57 | 0.0235 | -0.0043 | |||||
| ALAMO RE LTD UNSECURED 144A 06/27 VAR / DBT (US011395AP50) | 3.13 | -0.57 | 0.0235 | -0.0043 | |||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 A3 144A / ABS-O (US14688XAC11) | 3.12 | 0.19 | 0.0234 | -0.0041 | |||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 A3 144A / ABS-O (US14688XAC11) | 3.12 | 0.19 | 0.0234 | -0.0041 | |||||
| HARDWOOD FUNDING LLC CORP0HRD7 / DBT (955NUHII7) | 3.12 | 0.0234 | 0.0234 | ||||||
| US3133C7LV75 / FED HM LN PC POOL QG6640 FR 07/53 FIXED 4.5 | 3.11 | -10.28 | 0.0233 | -0.0073 | |||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A3 144A / ABS-O (US96043RAD98) | 3.11 | -0.13 | 0.0233 | -0.0041 | |||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A3 144A / ABS-O (US96043RAD98) | 3.11 | -0.13 | 0.0233 | -0.0041 | |||||
| ENTERPRISE FLEET FINANCING LLC EFF 2024 3 A2 144A / ABS-O (US29375QAB41) | 3.09 | -23.02 | 0.0232 | -0.0122 | |||||
| US92540CAA53 / Verus Securitization Trust 2023-INV3 | 3.09 | -5.22 | 0.0231 | -0.0056 | |||||
| US14688GAD60 / CRVNA_23-P3 | 3.08 | 0.13 | 0.0231 | -0.0041 | |||||
| US89178WAU27 / TOWD POINT MORTGAGE TRUST 2020-1 SER 2020-1 CL A1 V/R REGD 144A P/P 2.71000000 | 3.08 | -5.52 | 0.0231 | -0.0057 | |||||
| H / Hyatt Hotels Corporation | 3.08 | 2.12 | 0.0231 | -0.0035 | |||||
| US64032PAB85 / Nelnet Student Loan Trust 2023-A | 3.07 | -8.13 | 0.0230 | -0.0065 | |||||
| US46626LBL36 / JP Morgan Mortgage Acquisition Corp 2005-WMC1 | 3.07 | 1.02 | 0.0230 | -0.0038 | |||||
| US320986AA08 / FIRST INVESTORS AUTO OWNER TRUST 2023-1 FIAOT 2023-1A A | 3.06 | -19.29 | 0.0229 | -0.0105 | |||||
| US008684AA04 / American Home Mortgage Assets Trust, Series 2006-6, Class A1A | 3.06 | -4.11 | 0.0229 | -0.0052 | |||||
| GCAT GCAT 2024 NQM1 A1 144A / ABS-MBS (US36169HAA14) | 3.05 | -8.33 | 0.0229 | -0.0065 | |||||
| GCAT GCAT 2024 NQM1 A1 144A / ABS-MBS (US36169HAA14) | 3.05 | -8.33 | 0.0229 | -0.0065 | |||||
| E1IX34 / Edison International - Depositary Receipt (Common Stock) | 3.05 | 0.30 | 0.0228 | -0.0040 | |||||
| US404280BK42 / HSBC Holdings PLC | 3.05 | 0.43 | 0.0228 | -0.0039 | |||||
| RFR USD SOFR/3.00000 06/21/23-10Y CME / DIR (EZVCRM3XZB08) | 3.03 | -37.98 | 0.0227 | -0.0204 | |||||
| RFR USD SOFR/3.00000 06/21/23-10Y CME / DIR (EZVCRM3XZB08) | 3.03 | -37.98 | 0.0227 | -0.0204 | |||||
| US3140X7CA56 / FNMA POOL FM3664 FN 03/49 FIXED VAR | 3.03 | -2.01 | 0.0227 | -0.0045 | |||||
| US80557BAA26 / Saxon Asset Securities Trust 2007-3 | 3.03 | -4.12 | 0.0227 | -0.0052 | |||||
| US78449HAB33 / SMB PRIVATE EDUCATION LOAN TRUST 2023-B SER 2023-B CL A1B V/R REGD 144A P/P 0.00000000 | 3.03 | -4.90 | 0.0227 | -0.0054 | |||||
| AMERICAN AIRLINES INC 2025 TERM LOAN / LON (US02376CBS35) | 3.02 | 0.0226 | 0.0226 | ||||||
| US87222PAB94 / TBW MORTGAGE BACKED PASS THROU TBW 2006 6 A2A | 3.00 | -2.18 | 0.0225 | -0.0046 | |||||
| US02342TAE91 / Amdocs Ltd | 2.99 | 1.84 | 0.0224 | -0.0035 | |||||
| US83206NAF42 / SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B R 144A | 2.99 | -1.87 | 0.0224 | -0.0045 | |||||
| MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock) | 2.98 | -28.71 | 0.0224 | -0.0145 | |||||
| US08162YBF88 / BENCHMARK MORTGAGE TRUST BMARK 2019 B14 225A 144A | 2.97 | -55.11 | 0.0223 | -0.0361 | |||||
| SOFTBANK VISION FUND II TRANCHE B2 TERM LOAN / LON (BA000KP70) | 2.95 | 0.0221 | 0.0221 | ||||||
| SOFTBANK VISION FUND II TRANCHE B2 TERM LOAN / LON (BA000KP70) | 2.95 | 0.0221 | 0.0221 | ||||||
| US02156LAC54 / Altice France SA/France | 2.95 | 5.25 | 0.0221 | -0.0026 | |||||
| US81378GAD07 / Securitized Asset Backed Receivables LLC Trust 2007-NC2 | 2.95 | 0.89 | 0.0221 | -0.0037 | |||||
| US36263PAP53 / GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 B 144A | 2.94 | 0.76 | 0.0220 | -0.0037 | |||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A C 144A / ABS-O (US83407UAC27) | 2.93 | 0.0220 | 0.0220 | ||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A C 144A / ABS-O (US83407UAC27) | 2.93 | 0.0220 | 0.0220 | ||||||
| US36258BAN82 / GS MORTGAGE SECURITIES CORP TRUST 2020-DUNE SER 2020-DUNE CL C V/R REGD 144A P/P 3.35000000 | 2.90 | 0.31 | 0.0217 | -0.0038 | |||||
| XS0267229267 / MITCHELLS + BUTLERS FINA SR SECURED REGS 12/30 VAR | 2.88 | -5.94 | 0.0216 | -0.0054 | |||||
| US36245DAE04 / GSAMP TRUST GSAMP 2006 FM2 A2D | 2.87 | -0.59 | 0.0215 | -0.0040 | |||||
| US31418EP536 / FNCL UMBS 6.5 MA4943 03-01-53 | 2.85 | -5.53 | 0.0214 | -0.0052 | |||||
| US40430HAK41 / HSI ASSET SECURITIZATION CORPO HASC 2005 NC1 M4 | 2.85 | 0.99 | 0.0214 | -0.0035 | |||||
| US3140A0E709 / FNMA POOL DA0157 FN 08/53 FIXED 4.5 | 2.84 | -0.42 | 0.0213 | -0.0039 | |||||
| EAST LANE RE VII LTD UNSECURED 144A 03/26 VAR / DBT (US27332EAA91) | 2.84 | 0.50 | 0.0212 | -0.0036 | |||||
| GLS AUTO SELECT RECEIVABLES TR GSAR 2025 3A A2 144A / ABS-O (US36272GAC33) | 2.83 | 0.0212 | 0.0212 | ||||||
| GLS AUTO SELECT RECEIVABLES TR GSAR 2025 3A A2 144A / ABS-O (US36272GAC33) | 2.83 | 0.0212 | 0.0212 | ||||||
| ENB.PRN / Enbridge Inc. - Preferred Security | 2.82 | 0.0211 | 0.0211 | ||||||
| ENB.PRN / Enbridge Inc. - Preferred Security | 2.82 | 0.0211 | 0.0211 | ||||||
| US63942HAB78 / Navient Student Loan Trust | 2.82 | -3.50 | 0.0211 | -0.0046 | |||||
| FED HM LN PC POOL SD8382 FR 12/53 FIXED 5 / ABS-MBS (US3132DWJ382) | 2.81 | -1.16 | 0.0211 | -0.0040 | |||||
| FED HM LN PC POOL SD8382 FR 12/53 FIXED 5 / ABS-MBS (US3132DWJ382) | 2.81 | -1.16 | 0.0211 | -0.0040 | |||||
| NMLT TRUST NLT 2023 1 A1 144A / ABS-MBS (US62917MAA18) | 2.81 | -1.68 | 0.0210 | -0.0041 | |||||
| US05377RFV15 / AESOP_22-5A | 2.80 | -0.39 | 0.0210 | -0.0038 | |||||
| PRP ADVISORS, LLC PRPM 2025 RCF3 A1 144A / ABS-MBS (US69392PAA30) | 2.80 | 0.0210 | 0.0210 | ||||||
| US78398AAD54 / SFS Auto Receivables Securitization Trust, Series 2023-1A, Class A3 | 2.79 | -10.66 | 0.0209 | -0.0066 | |||||
| US3140NMKH92 / FNMA POOL BY4795 FN 07/53 FIXED 4.5 | 2.79 | -0.39 | 0.0209 | -0.0038 | |||||
| VERUS SECURITIZATION TRUST VERUS 2023 8 A1 144A / ABS-MBS (US92540DAA37) | 2.79 | -12.33 | 0.0209 | -0.0071 | |||||
| VERUS SECURITIZATION TRUST VERUS 2023 8 A1 144A / ABS-MBS (US92540DAA37) | 2.79 | -12.33 | 0.0209 | -0.0071 | |||||
| US12651QAL32 / CSMC TRUST 2017-CHOP SER 2017-CHOP CL D V/R REGD 144A P/P 3.66538000 | 2.78 | -0.04 | 0.0208 | -0.0037 | |||||
| RFR USD SOFR/4.09000 04/30/24-10Y LCH / DIR (EZ680F4XLT66) | 2.78 | 88.02 | 0.0208 | 0.0078 | |||||
| RFR USD SOFR/4.09000 04/30/24-10Y LCH / DIR (EZ680F4XLT66) | 2.78 | 88.02 | 0.0208 | 0.0078 | |||||
| EVERGLADES RE II LTD UNSECURED 144A 05/31 VAR / DBT (US30014LAM63) | 2.78 | -1.10 | 0.0208 | -0.0039 | |||||
| EVERGLADES RE II LTD UNSECURED 144A 05/31 VAR / DBT (US30014LAM63) | 2.78 | -1.10 | 0.0208 | -0.0039 | |||||
| SPACE COAST CREDIT UNION SCCU 2023 1A A4 144A / ABS-O (US805922AG66) | 2.77 | 0.11 | 0.0208 | -0.0036 | |||||
| EVERGLADES RE II LTD SR UNSECURED 144A 05/31 VAR / DBT (US30014LAN47) | 2.76 | -1.57 | 0.0207 | -0.0040 | |||||
| EVERGLADES RE II LTD SR UNSECURED 144A 05/31 VAR / DBT (US30014LAN47) | 2.76 | -1.57 | 0.0207 | -0.0040 | |||||
| EVERGLADES RE II LTD UNSECURED 144A 05/31 VAR / DBT (US30014LAP94) | 2.76 | -1.36 | 0.0207 | -0.0040 | |||||
| FNMA POOL FS7252 FN 11/53 FIXED VAR / ABS-MBS (US3140XPBW81) | 2.75 | -2.13 | 0.0206 | -0.0042 | |||||
| USP78024AG45 / Peruvian Government International Bond | 2.75 | 7.58 | 0.0206 | -0.0019 | |||||
| FED HM LN PC POOL QH9192 FR 01/54 FIXED 6.5 / ABS-MBS (US3133CNF983) | 2.74 | -18.03 | 0.0205 | -0.0089 | |||||
| US3132DWG982 / FNCL UMBS 5.5 SD8324 05-01-53 | 2.74 | -3.12 | 0.0205 | -0.0044 | |||||
| RFR USD SOFR/3.00000 06/21/23-7Y LCH / DIR (EZWF2F56KP17) | 2.73 | -57.54 | 0.0205 | -0.0363 | |||||
| RFRF USD SF+26.161/1.3* 8/01/23-9Y* CME / DIR (EZN48S623X64) | 2.73 | -10.84 | 0.0205 | -0.0065 | |||||
| US69359QAA22 / PRET 2021-RN4 LLC | 2.73 | -3.50 | 0.0204 | -0.0045 | |||||
| US94353WAA36 / WAVE 2017-1 Trust | 2.72 | -13.88 | 0.0204 | -0.0075 | |||||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 2A A2 144A / ABS-O (US78397XAB01) | 2.71 | -42.36 | 0.0203 | -0.0211 | |||||
| US86358EKX30 / STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-BNC1 SAIL 2004-BNC1 A4 | 2.71 | -3.49 | 0.0203 | -0.0044 | |||||
| ZAG000125980 / Republic of South Africa Government Bond | 2.69 | 8.31 | 0.0201 | -0.0017 | |||||
| CROSS MORTGAGE TRUST CROSS 2024 H8 A1 144A / ABS-MBS (US22757GAC78) | 2.67 | -3.05 | 0.0200 | -0.0043 | |||||
| USP87324BE10 / Peruvian Government International Bond | 2.65 | 7.04 | 0.0198 | -0.0020 | |||||
| US31418EW557 / FNMA POOL MA5167 FN 10/53 FIXED 6.5 | 2.64 | -7.72 | 0.0198 | -0.0054 | |||||
| H / Hyatt Hotels Corporation | 2.63 | 0.61 | 0.0197 | -0.0033 | |||||
| H / Hyatt Hotels Corporation | 2.63 | 0.61 | 0.0197 | -0.0033 | |||||
| US3140NCUG28 / FNCL UMBS 5.5 BX7782 03-01-53 | 2.61 | -3.76 | 0.0196 | -0.0044 | |||||
| LENDBUZZ SECURITIZATION TRUST LBZZ 2025 1A A2 144A / ABS-O (US525938AC09) | 2.61 | 0.19 | 0.0196 | -0.0034 | |||||
| LENDBUZZ SECURITIZATION TRUST LBZZ 2025 1A A2 144A / ABS-O (US525938AC09) | 2.61 | 0.19 | 0.0196 | -0.0034 | |||||
| CVS / CVS Health Corporation - Depositary Receipt (Common Stock) | 2.59 | 0.0194 | 0.0194 | ||||||
| US3133C1RG74 / FNCL UMBS 5.5 QG1387 04-01-53 | 2.59 | -3.89 | 0.0194 | -0.0044 | |||||
| 61NM / KENNEDY WILSON EUR REAL SR UNSECURED REGS 11/25 3.25 | 2.59 | 9.58 | 0.0194 | -0.0014 | |||||
| SBNA AUTO LEASE TRUST SBALT 2024 B A2 144A / ABS-O (US78437VAC46) | 2.57 | -50.27 | 0.0193 | -0.0263 | |||||
| SBNA AUTO LEASE TRUST SBALT 2024 B A2 144A / ABS-O (US78437VAC46) | 2.57 | -50.27 | 0.0193 | -0.0263 | |||||
| US3133KYXK09 / Freddie Mac Pool | 2.57 | -1.27 | 0.0193 | -0.0037 | |||||
| US30321L2C55 / F&G Global Funding | 2.57 | 0.0193 | 0.0193 | ||||||
| US912810RR14 / United States Treasury Inflation Indexed Bonds | 2.57 | -3.02 | 0.0192 | -0.0041 | |||||
| US3140MSQ405 / FNMA 30YR 4.5% 11/01/2052#BW1374 | 2.56 | -1.50 | 0.0192 | -0.0037 | |||||
| PRJCT ALFA INVSTINDUSTRAL VIII 2025 EUR TERM LOAN 2 / LON (BA000GNP1) | 2.56 | 8.94 | 0.0192 | -0.0015 | |||||
| XS1401172421 / GREENE KING FIN | 2.56 | 5.66 | 0.0192 | -0.0022 | |||||
| FED HM LN PC POOL SD8408 FR 03/54 FIXED 5.5 / ABS-MBS (US3132DWKV45) | 2.55 | -2.49 | 0.0191 | -0.0040 | |||||
| US31418ES506 / Fannie Mae Pool | 2.54 | -2.90 | 0.0190 | -0.0040 | |||||
| HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2024 A A2 / ABS-O (US412922AB25) | 2.54 | -49.91 | 0.0190 | -0.0257 | |||||
| RFRF USD SF+26.161/2.0* 8/09/23-9Y* CME / DIR (EZYBN0P9F1K0) | 2.54 | -15.04 | 0.0190 | -0.0073 | |||||
| RFRF USD SF+26.161/2.0* 8/09/23-9Y* CME / DIR (EZYBN0P9F1K0) | 2.54 | -15.04 | 0.0190 | -0.0073 | |||||
| US48128B5497 / JPMORGAN CHASE and CO 4.625% PERP PFD | 2.53 | -65.15 | 0.0190 | -0.0451 | |||||
| US48128B5497 / JPMORGAN CHASE and CO 4.625% PERP PFD | 2.53 | -65.15 | 0.0190 | -0.0451 | |||||
| US75405MAK09 / RESIDENTIAL ASSET SECURITIES C RASC 2005 EMX3 M5 | 2.53 | -3.55 | 0.0190 | -0.0042 | |||||
| US3132DQS237 / FED HM LN PC POOL SD3237 FR 05/53 FIXED 5.5 | 2.53 | -1.83 | 0.0189 | -0.0038 | |||||
| US14454EAC57 / Carrington Mortgage Loan Trust Series 2007-HE1 | 2.52 | -20.23 | 0.0189 | -0.0090 | |||||
| US02156LAA98 / Altice France SA/France | 2.52 | 0.68 | 0.0189 | -0.0032 | |||||
| US05400KAJ97 / Avolon TLB Borrower 1 (US) LLC 2023 Term Loan B6 | 2.52 | 0.16 | 0.0189 | -0.0033 | |||||
| US3140NLWV75 / FNMA POOL BY4259 FN 06/53 FIXED 5.5 | 2.52 | -7.67 | 0.0188 | -0.0052 | |||||
| US900123CQ19 / Turkey Government International Bond | 2.51 | 1.37 | 0.0188 | -0.0030 | |||||
| US542514QW79 / LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 WL1 M1 | 2.51 | -2.49 | 0.0188 | -0.0039 | |||||
| US31418EQ948 / Federal National Mortgage Association | 2.51 | -3.28 | 0.0188 | -0.0041 | |||||
| LCM LTD PARTNERSHIP LCM 31A AR 144A / ABS-CBDO (US50201QAL86) | 2.50 | 0.16 | 0.0187 | -0.0033 | |||||
| US3140N9S564 / Federal National Mortgage Association, Inc. | 2.50 | -2.19 | 0.0187 | -0.0038 | |||||
| RVPO STATE STREET GLOBAL MARKE USD RVPO FICC SSGM / RA (000000000) | 2.50 | 0.0187 | 0.0187 | ||||||
| RVPO STATE STREET GLOBAL MARKE USD RVPO FICC SSGM / RA (000000000) | 2.50 | 0.0187 | 0.0187 | ||||||
| FED HM LN PC POOL SD8394 FR 01/54 FIXED 5 / ABS-MBS (US3132DWKF94) | 2.49 | -0.91 | 0.0187 | -0.0035 | |||||
| FED HM LN PC POOL SD8394 FR 01/54 FIXED 5 / ABS-MBS (US3132DWKF94) | 2.49 | -0.91 | 0.0187 | -0.0035 | |||||
| US655378AC19 / NOMURA ASSET ACCEPTANCE CORPOR NAA 2007 2 A2 | 2.49 | -1.15 | 0.0187 | -0.0036 | |||||
| US753910AG39 / RASC Series 2005-KS12 Trust | 2.48 | 0.16 | 0.0186 | -0.0032 | |||||
| US31418EPD66 / Fannie Mae Pool | 2.47 | -2.76 | 0.0185 | -0.0039 | |||||
| REGIONAL MANAGEMENT ISSUANCE T RMIT 2024 1 A 144A / ABS-O (US758983AA85) | 2.46 | 0.20 | 0.0184 | -0.0032 | |||||
| US3132DQZG45 / Freddie Mac Pool | 2.45 | -2.39 | 0.0183 | -0.0038 | |||||
| US3140NGTC47 / FNMA POOL BY0546 FN 05/53 FIXED 5.5 | 2.44 | -2.67 | 0.0183 | -0.0038 | |||||
| US682696AA77 / OneMain Financial Issuance Trust 2020-2 | 2.44 | 0.74 | 0.0183 | -0.0031 | |||||
| 953PAVII5 / FINASTRA USA INC 2023 TERM LOAN | 2.43 | -0.86 | 0.0182 | -0.0034 | |||||
| DGZ / DB Gold Short ETN | 2.42 | -13.24 | 0.0181 | -0.0064 | |||||
| DGZ / DB Gold Short ETN | 2.42 | -13.24 | 0.0181 | -0.0064 | |||||
| CCO / Clear Channel Outdoor Holdings, Inc. | 2.07 | 0.00 | 2.42 | 5.41 | 0.0181 | -0.0021 | |||
| GLS AUTO RECEIVABLES TRUST GCAR 2024 2A A2 144A / ABS-O (US37964VAB36) | 2.40 | -55.77 | 0.0180 | -0.0299 | |||||
| GLS AUTO RECEIVABLES TRUST GCAR 2024 2A A2 144A / ABS-O (US37964VAB36) | 2.40 | -55.77 | 0.0180 | -0.0299 | |||||
| US55375KAJ51 / MSSG TRUST 2017-237P MSSG 2017-237P D | 2.39 | 1.48 | 0.0179 | -0.0029 | |||||
| RFR USD SOFR/2.30000 01/17/24-2Y LCH / DIR (EZ7DPVG1XS64) | 2.39 | 8.53 | 0.0179 | -0.0015 | |||||
| US63942AAA43 / Navient Private Education Loan Trust 2020-I | 2.38 | -5.14 | 0.0178 | -0.0043 | |||||
| RFR USD SOFR/1.00000 06/15/22-7Y CME / DIR (EZ2KYVSDFJC8) | 2.36 | -33.03 | 0.0177 | -0.0134 | |||||
| US3140MW3F14 / FNMA POOL BW5297 FN 06/53 FIXED 5.5 | 2.36 | -1.83 | 0.0177 | -0.0035 | |||||
| PACIFIC LIFE GF II SECURED 144A 02/30 4.85 / DBT (US6944PL3F46) | 2.35 | 0.0176 | 0.0176 | ||||||
| HEXAGON IV RE LTD HEXAGON IV RE LTD / DBT (XS2710192464) | 2.34 | 6.86 | 0.0175 | -0.0018 | |||||
| HEXAGON IV RE LTD HEXAGON IV RE LTD / DBT (XS2710192464) | 2.34 | 6.86 | 0.0175 | -0.0018 | |||||
| NWIDE / Nationwide Building Society | 2.33 | 1.44 | 0.0175 | -0.0028 | |||||
| US92922F3L06 / WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR12 1A6 | 2.31 | -2.86 | 0.0173 | -0.0037 | |||||
| US3133C3RU25 / FED HM LN PC POOL QG3199 FR 05/53 FIXED 5.5 | 2.31 | -8.27 | 0.0173 | -0.0049 | |||||
| US05377RHC16 / AESOP 23-5 A 144A 5.78% 04-20-28/27 | 2.30 | -0.09 | 0.0172 | -0.0031 | |||||
| US76716XAC65 / RIO OIL FINANCE TRUST SR SECURED 144A 04/28 8.2 | 2.29 | -3.98 | 0.0172 | -0.0039 | |||||
| US61744CZD19 / MORGAN STANLEY CAPITAL INC MSAC 2006 NC3 A2D | 2.29 | -4.70 | 0.0172 | -0.0040 | |||||
| US3140NDJ814 / FNMA POOL BX8386 FN 03/53 FIXED 5.5 | 2.29 | -6.68 | 0.0172 | -0.0045 | |||||
| US477164AA59 / JetBlue 2020-1 Class A Pass Through Trust | 2.25 | -4.50 | 0.0169 | -0.0039 | |||||
| US61750FAF71 / Morgan Stanley ABS Capital I Incorporated Trust 2006-HE6 | 2.25 | -1.27 | 0.0169 | -0.0032 | |||||
| US525241AC92 / LEHMAN XS TRUST LXS 2007 1 1A3 | 2.24 | -4.71 | 0.0168 | -0.0039 | |||||
| ACE SECURITIES CORP 11/34 1 / ABS-MBS (US004421HV82) | 2.23 | 0.13 | 0.0167 | -0.0029 | |||||
| ACE SECURITIES CORP 11/34 1 / ABS-MBS (US004421HV82) | 2.23 | 0.13 | 0.0167 | -0.0029 | |||||
| FED HM LN PC POOL QH4857 FR 11/53 FIXED 6.5 / ABS-MBS (US3133CHME27) | 2.22 | -0.13 | 0.0167 | -0.0030 | |||||
| FED HM LN PC POOL QH4857 FR 11/53 FIXED 6.5 / ABS-MBS (US3133CHME27) | 2.22 | -0.13 | 0.0167 | -0.0030 | |||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A3 144A / ABS-O (US14687RAC51) | 2.22 | -0.40 | 0.0166 | -0.0030 | |||||
| RFR USD SOFR/1.00000 06/15/22-5Y LCH / DIR (EZG3K81HS5Q1) | 2.22 | -45.01 | 0.0166 | -0.0189 | |||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 A2 144A / ABS-O (US14687VAB80) | 2.21 | -38.77 | 0.0166 | -0.0153 | |||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 A2 144A / ABS-O (US14687VAB80) | 2.21 | -38.77 | 0.0166 | -0.0153 | |||||
| RFR GBP SONIO/3.75000 03/19/25-30Y LCH / DIR (EZ0141M3RG43) | 2.21 | 11.45 | 0.0166 | -0.0009 | |||||
| RFR GBP SONIO/3.75000 03/19/25-30Y LCH / DIR (EZ0141M3RG43) | 2.21 | 11.45 | 0.0166 | -0.0009 | |||||
| XS1843443786 / ALTRIA GROUP INC /EUR/ REGD 3.12500000 | 2.21 | 9.81 | 0.0165 | -0.0012 | |||||
| VERUS SECURITIZATION TRUST VERUS 2024 6 A1 144A / ABS-MBS (US92540JAA07) | 2.21 | -7.00 | 0.0165 | -0.0044 | |||||
| VERUS SECURITIZATION TRUST VERUS 2024 6 A1 144A / ABS-MBS (US92540JAA07) | 2.21 | -7.00 | 0.0165 | -0.0044 | |||||
| US3140J8X570 / Fannie Mae Pool | 2.19 | -19.82 | 0.0164 | -0.0077 | |||||
| PROTECTIVE LIFE GLOBAL SECURED 144A 12/29 4.772 / DBT (US74368CCA09) | 2.19 | 0.0164 | 0.0164 | ||||||
| PROTECTIVE LIFE GLOBAL SECURED 144A 12/29 4.772 / DBT (US74368CCA09) | 2.19 | 0.0164 | 0.0164 | ||||||
| IRS AUD 4.50000 03/20/24-10Y LCH / DIR (EZJLKSMVQPQ8) | 2.19 | 107.58 | 0.0164 | 0.0071 | |||||
| TREASURY BILL 08/25 0.00000 / DBT (US912797PN17) | 2.18 | 0.0163 | 0.0163 | ||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A D 144A / ABS-O (US83407UAD00) | 2.18 | 0.0163 | 0.0163 | ||||||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A D 144A / ABS-O (US83407UAD00) | 2.18 | 0.0163 | 0.0163 | ||||||
| US71654QDF63 / Petroleos Mexicanos | 2.18 | 5.27 | 0.0163 | -0.0019 | |||||
| US12669MAB46 / CHL Mortgage Pass-Through Trust 2007-J1 | 2.18 | -3.12 | 0.0163 | -0.0035 | |||||
| US70069FBU03 / PARK PLACE SECURITIES INC PPSI 2004 WHQ1 M4 | 2.17 | -15.91 | 0.0163 | -0.0065 | |||||
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/27 5.3 / DBT (US65480CAG06) | 2.17 | -0.69 | 0.0163 | -0.0030 | |||||
| RGA GLOBAL FUNDING SECURED 144A 01/31 5.5 / DBT (US76209PAD50) | 2.17 | 0.0162 | 0.0162 | ||||||
| RFRF USD SF+26.161/1.4* 09/07/23-8Y CME / DIR (EZBB8XR0NRT7) | 2.16 | -12.73 | 0.0162 | -0.0056 | |||||
| RFRF USD SF+26.161/1.4* 09/07/23-8Y CME / DIR (EZBB8XR0NRT7) | 2.16 | -12.73 | 0.0162 | -0.0056 | |||||
| ORANGE CAPITAL RE DAC 01/27 1 / DBT (XS2722275190) | 2.16 | 7.96 | 0.0162 | -0.0015 | |||||
| ORANGE CAPITAL RE DAC 01/27 1 / DBT (XS2722275190) | 2.16 | 7.96 | 0.0162 | -0.0015 | |||||
| US054989AA67 / BAT CAPITAL CORP 6.343000% 08/02/2030 | 2.16 | 1.41 | 0.0162 | -0.0026 | |||||
| US124670AA88 / C BASS LTD CBCL 15A A 144A | 2.16 | -9.42 | 0.0161 | -0.0048 | |||||
| FNMA POOL DA5111 FN 12/53 FIXED 6.5 / ABS-MBS (US3140A5VD76) | 2.14 | -4.63 | 0.0160 | -0.0037 | |||||
| US437084UT14 / Home Equity Asset Trust 2006-3 | 2.14 | -0.05 | 0.0160 | -0.0028 | |||||
| US31418EV724 / FN MA5137 | 2.13 | -2.56 | 0.0160 | -0.0033 | |||||
| US80281LAR69 / Santander UK Group Holdings PLC | 2.13 | 0.76 | 0.0160 | -0.0027 | |||||
| NATURE COAST RE LTD UNSECURED 144A 12/30 VAR / DBT (US63901CAA99) | 2.11 | -2.76 | 0.0158 | -0.0033 | |||||
| NATURE COAST RE LTD UNSECURED 144A 12/30 VAR / DBT (US63901CAA99) | 2.11 | -2.76 | 0.0158 | -0.0033 | |||||
| RFR USD SOFR/1.75000 06/15/22-7Y CME / DIR (EZ2KYVSDFJC8) | 2.10 | -40.62 | 0.0157 | -0.0154 | |||||
| RFR USD SOFR/1.75000 06/15/22-7Y CME / DIR (EZ2KYVSDFJC8) | 2.10 | -40.62 | 0.0157 | -0.0154 | |||||
| XS2689949555 / Romanian Government International Bond | 2.09 | -80.42 | 0.0156 | -0.0784 | |||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 A2 144A / ABS-O (US14688XAB38) | 2.09 | -5.13 | 0.0156 | -0.0038 | |||||
| US92332YAB74 / Venture Global LNG, Inc. | 2.08 | 2.41 | 0.0156 | -0.0023 | |||||
| US61910AAA60 / Mortgage Equity Conversion Asset Trust | 2.08 | -5.98 | 0.0156 | -0.0039 | |||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 RPL2 A1 144A / ABS-MBS (US69392LAA26) | 2.07 | -1.61 | 0.0155 | -0.0030 | |||||
| BOFA AUTO TRUST BAAT 2024 1A A2 144A / ABS-O (US09709AAB89) | 2.07 | -48.75 | 0.0155 | -0.0201 | |||||
| BOFA AUTO TRUST BAAT 2024 1A A2 144A / ABS-O (US09709AAB89) | 2.07 | -48.75 | 0.0155 | -0.0201 | |||||
| US83206NAE76 / SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B D 144A | 2.07 | -12.54 | 0.0155 | -0.0053 | |||||
| TARANIS REINSURANCE DAC UNSECURED 144A 01/31 VAR / DBT (XS2721087653) | 2.06 | 7.47 | 0.0154 | -0.0015 | |||||
| US76716XAB82 / RIO OIL FINANCE TRUST SR SECURED 144A 01/27 9.75 | 2.06 | -11.23 | 0.0154 | -0.0050 | |||||
| US31418EGF16 / Fannie Mae Pool | 2.05 | -1.49 | 0.0154 | -0.0030 | |||||
| US320277AE69 / FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF7 2A3 | 2.05 | -5.48 | 0.0154 | -0.0038 | |||||
| US3133BBF535 / Federal Home Loan Mortgage Corporation | 2.05 | -1.25 | 0.0153 | -0.0029 | |||||
| US35729VAA52 / Fremont Home Loan Trust, Series 2006-D, Class 1A1 | 2.05 | -0.87 | 0.0153 | -0.0029 | |||||
| US00442LAA70 / ACE SECURITIES CORP. ACE 2007 HE4 A1 | 2.04 | -0.59 | 0.0153 | -0.0028 | |||||
| PRP ADVISORS, LLC PRPM 2024 RPL1 A1 144A / ABS-MBS (US69380XAA00) | 2.04 | -3.42 | 0.0153 | -0.0033 | |||||
| US345397YT41 / Ford Motor Credit Co. LLC | 2.03 | 1.20 | 0.0152 | -0.0025 | |||||
| PROTECTIVE LIFE GLOBAL SECURED 144A 06/30 4.803 / DBT (US74368CCC64) | 2.03 | 0.0152 | 0.0152 | ||||||
| PROTECTIVE LIFE GLOBAL SECURED 144A 06/30 4.803 / DBT (US74368CCC64) | 2.03 | 0.0152 | 0.0152 | ||||||
| US81375WCS35 / SECURITIZED ASSET BACKED RECEI SABR 2005 OP1 M1 | 2.02 | -1.94 | 0.0152 | -0.0030 | |||||
| 5831 / Shizuoka Financial Group,Inc. | 2.02 | 0.0152 | 0.0152 | ||||||
| 5831 / Shizuoka Financial Group,Inc. | 2.02 | 0.0152 | 0.0152 | ||||||
| HARDWOOD FUNDING LLC CORP0HRE5 / DBT (955NUFII1) | 2.02 | 0.0151 | 0.0151 | ||||||
| US293601AE08 / ENT AUTO RECEIVABLES TRUST ENT 2023 1A A3 144A | 2.02 | -0.44 | 0.0151 | -0.0027 | |||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 2.02 | 0.0151 | 0.0151 | ||||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 2.02 | 0.0151 | 0.0151 | ||||||
| US61746REV96 / Morgan Stanley ABS Capital I Inc Trust 2004-HE1 | 2.01 | -2.38 | 0.0151 | -0.0031 | |||||
| US83206NAD93 / SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B C 144A | 2.01 | -2.76 | 0.0150 | -0.0032 | |||||
| RFR USD SOFR/2.24250 08/07/24-2Y LCH / DIR (EZQMNMKFFY48) | 2.00 | 3.41 | 0.0150 | -0.0021 | |||||
| US02660TJE47 / AHM 2006-1 2A1 | 2.00 | -1.81 | 0.0150 | -0.0030 | |||||
| NXP BV NXP FDG NXP USA DISC CO / DBT (US67122RU186) | 2.00 | 0.0150 | 0.0150 | ||||||
| 43AB / Rolls-Royce plc - Corporate Bond/Note | 2.00 | 0.25 | 0.0150 | -0.0026 | |||||
| O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) | 2.00 | 0.0150 | 0.0150 | ||||||
| US02151WAA09 / Alternative Loan Trust, Series 2007-OA11, Class A1A | 2.00 | 2.67 | 0.0150 | -0.0022 | |||||
| FORD CREDIT CANADA CO/CA COMPANY GUAR REGS 09/25 6.777 / DBT (CA34527ACK49) | 1.99 | 4.89 | 0.0149 | -0.0018 | |||||
| FORD CREDIT CANADA CO/CA COMPANY GUAR REGS 09/25 6.777 / DBT (CA34527ACK49) | 1.99 | 4.89 | 0.0149 | -0.0018 | |||||
| US02660UAE01 / American Home Mortgage Assets Trust, Series 2006-3, Class 2A11 | 1.99 | -2.26 | 0.0149 | -0.0030 | |||||
| US86362TAA51 / Structured Adjustable Rate Mortgage Loan Trust Series 2007-1 | 1.98 | -3.08 | 0.0149 | -0.0032 | |||||
| US90290PAS39 / U.S. Renal Care, Inc., 1st Lien Term Loan C | 1.97 | 1.23 | 0.0148 | -0.0024 | |||||
| US3133BANT43 / Federal Home Loan Mortgage Corporation | 1.97 | -1.35 | 0.0148 | -0.0028 | |||||
| US748956AA71 / RCKT Mortgage Trust 2023-CES2 | 1.97 | -10.21 | 0.0148 | -0.0046 | |||||
| IRS EUR 0.50000 06/17/20-30Y LCH / DIR (EZHGNJ694Q00) | 1.95 | 11.93 | 0.0146 | -0.0007 | |||||
| IRS EUR 0.50000 06/17/20-30Y LCH / DIR (EZHGNJ694Q00) | 1.95 | 11.93 | 0.0146 | -0.0007 | |||||
| BNP / BNP Paribas SA | 1.95 | -80.45 | 0.0146 | -0.0733 | |||||
| BNP / BNP Paribas SA | 1.95 | -80.45 | 0.0146 | -0.0733 | |||||
| US14688EAC30 / CRVNA_23-P1 | 1.94 | -29.61 | 0.0146 | -0.0098 | |||||
| US91282CBF77 / United States Treasury Inflation Indexed Bonds | 1.94 | 1.30 | 0.0145 | -0.0023 | |||||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | 1.94 | 0.10 | 0.0145 | -0.0025 | |||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A4 144A / ABS-O (US14687RAD35) | 1.93 | 0.16 | 0.0145 | -0.0025 | |||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A4 144A / ABS-O (US14687RAD35) | 1.93 | 0.16 | 0.0145 | -0.0025 | |||||
| US07274EAH62 / Bayer US Finance LLC | 1.93 | -0.21 | 0.0145 | -0.0026 | |||||
| XS1319820897 / Southern Gas Corridor CJSC | 1.93 | 0.36 | 0.0144 | -0.0025 | |||||
| CROSSROADS ASSET TRUST XROAD 2025 A A2 144A / ABS-O (US22767VAB45) | 1.91 | 0.0143 | 0.0143 | ||||||
| ACHV ABS TRUST ACHV 2025 1PL B 144A / ABS-O (US00112MAB28) | 1.90 | -13.39 | 0.0143 | -0.0051 | |||||
| FNMA POOL BY4733 FN 06/53 FIXED 5 / ABS-MBS (US3140NMHK68) | 1.90 | -0.26 | 0.0142 | -0.0026 | |||||
| FNMA POOL BY4733 FN 06/53 FIXED 5 / ABS-MBS (US3140NMHK68) | 1.90 | -0.26 | 0.0142 | -0.0026 | |||||
| US3140NMJE80 / FNMA 30YR 5.5% 07/01/2053#BY4760 | 1.87 | -0.16 | 0.0140 | -0.0025 | |||||
| US36228FN288 / GSAMP TRUST GSAMP 2004 FM2 M1 | 1.87 | -1.16 | 0.0140 | -0.0027 | |||||
| EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF53) | 1.87 | 0.0140 | 0.0140 | ||||||
| IRS NZD 4.75000 06/19/24-5Y LCH / DIR (EZ6L5S4WS5D4) | 1.85 | -8.69 | 0.0139 | -0.0040 | |||||
| US3132DWHZ95 / Freddie Mac Pool | 1.84 | -2.18 | 0.0138 | -0.0028 | |||||
| PURPLE RE LTD UNSECURED 144A 06/27 VAR / DBT (US74639NAC74) | 1.84 | -3.15 | 0.0138 | -0.0030 | |||||
| PURPLE RE LTD UNSECURED 144A 06/27 VAR / DBT (US74639NAC74) | 1.84 | -3.15 | 0.0138 | -0.0030 | |||||
| US3132DQXP61 / FEDERAL HOME LOAN MORTGAGE CORP | 1.84 | -1.34 | 0.0138 | -0.0027 | |||||
| US3133KYXC82 / UMBS, 20 Year | 1.83 | -1.67 | 0.0137 | -0.0027 | |||||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | 1.83 | 0.0137 | 0.0137 | ||||||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | 1.83 | 0.0137 | 0.0137 | ||||||
| US31418EQ864 / Fannie Mae Pool | 1.82 | -2.41 | 0.0137 | -0.0028 | |||||
| US80557CAA09 / SAXON ASSET SECURITIES TRUST SAST 2007 4 A1 144A | 1.81 | -2.80 | 0.0135 | -0.0028 | |||||
| US007036GV26 / ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 2 5A1 | 1.80 | -1.53 | 0.0135 | -0.0026 | |||||
| US3133CAAL45 / FED HM LN PC POOL QG9011 FR 07/53 FIXED 4.5 | 1.80 | -5.47 | 0.0135 | -0.0033 | |||||
| RFR JPY MUTK/0.4000 06/15/22-10Y LCH / DIR (EZZVGD908KD7) | 1.79 | -13.93 | 0.0134 | -0.0049 | |||||
| RFR JPY MUTK/0.4000 06/15/22-10Y LCH / DIR (EZZVGD908KD7) | 1.79 | -13.93 | 0.0134 | -0.0049 | |||||
| US59020UZL24 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A6 M1 | 1.78 | 0.51 | 0.0133 | -0.0023 | |||||
| US87222EAF51 / TBW MORTGAGE BACKED PASS THROU TBW 2007 1 A6 | 1.78 | -2.09 | 0.0133 | -0.0027 | |||||
| US85208NAE04 / Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC | 1.76 | -7.93 | 0.0132 | -0.0037 | |||||
| US04541GSM59 / ASSET BACKED SECURITIES CORP H ABSHE 2005 HE5 M5 | 1.76 | 0.80 | 0.0132 | -0.0022 | |||||
| LONGLEAF PINE RE LTD UNSECURED 144A 05/31 VAR / DBT (US54307MAA62) | 1.75 | -2.61 | 0.0131 | -0.0027 | |||||
| LONGLEAF PINE RE LTD UNSECURED 144A 05/31 VAR / DBT (US54307MAA62) | 1.75 | -2.61 | 0.0131 | -0.0027 | |||||
| US43708AAW27 / INDYMAC RESIDENTIAL ASSET BACK INABS 2005 A M6 | 1.75 | -11.65 | 0.0131 | -0.0044 | |||||
| US3140K3AY85 / FNMA POOL BO7222 FN 01/50 FIXED 4 | 1.75 | -2.29 | 0.0131 | -0.0027 | |||||
| US92328MAC73 / Venture Global Calcasieu Pass LLC | 1.75 | 1.63 | 0.0131 | -0.0021 | |||||
| US46647PAR73 / JPMorgan Chase & Co. | 1.75 | 0.81 | 0.0131 | -0.0022 | |||||
| US3131Y1W553 / Freddie Mac Pool | 1.75 | -2.46 | 0.0131 | -0.0027 | |||||
| US3140NEPE90 / FNMA POOL BX9420 FN 03/53 FIXED 5 | 1.72 | -3.27 | 0.0129 | -0.0028 | |||||
| US05531RAB33 / BCAP LLC TRUST BCAP 2009 RR4 1A2 144A | 1.71 | -4.21 | 0.0128 | -0.0029 | |||||
| RFRF USD SF+26.161/1.4* 07/15/23-8Y CME / DIR (EZF8P4WRJXZ3) | 1.70 | -12.70 | 0.0128 | -0.0044 | |||||
| US3622EAAE08 / GSAA HOME EQUITY TRUST GSAA 2007 3 A4A | 1.70 | -0.82 | 0.0128 | -0.0024 | |||||
| US3132DWGZ05 / Freddie Mac Pool | 1.70 | -2.86 | 0.0127 | -0.0027 | |||||
| US3140NHL977 / FNMA POOL BY1251 FN 05/53 FIXED 5.5 | 1.70 | -0.59 | 0.0127 | -0.0023 | |||||
| US92328MAA18 / Venture Global Calcasieu Pass LLC | 1.70 | 1.86 | 0.0127 | -0.0020 | |||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 2 A 144A / ABS-O (US694961AA13) | 1.70 | -17.69 | 0.0127 | -0.0055 | |||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 2 A 144A / ABS-O (US694961AA13) | 1.70 | -17.69 | 0.0127 | -0.0055 | |||||
| J2BL34 / Jabil Inc. - Depositary Receipt (Common Stock) | 1.70 | 0.0127 | 0.0127 | ||||||
| US89175JAB61 / Towd Point Mortgage Trust 2017-6 | 1.70 | 1.50 | 0.0127 | -0.0020 | |||||
| RFR USD SOFR/4.20000 05/06/24-10Y LCH / DIR (EZJQYFZGPYQ2) | 1.69 | 53.45 | 0.0127 | 0.0030 | |||||
| RFR USD SOFR/4.20000 05/06/24-10Y LCH / DIR (EZJQYFZGPYQ2) | 1.69 | 53.45 | 0.0127 | 0.0030 | |||||
| US3140QRUR25 / FN CB5991 | 1.69 | -1.92 | 0.0126 | -0.0025 | |||||
| US3137FMCN08 / FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER KLU1 CL X1 V/R 0.86478700 | 1.68 | -9.49 | 0.0126 | -0.0038 | |||||
| US31418EP387 / UMBS | 1.68 | -2.78 | 0.0126 | -0.0026 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA A1 144A / ABS-O (US21050UAA60) | 1.67 | -31.76 | 0.0125 | -0.0091 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA A1 144A / ABS-O (US21050UAA60) | 1.67 | -31.76 | 0.0125 | -0.0091 | |||||
| ARARGE3209T4 / REPUBLIC OF ARGENTINA BONDS 07/35 VAR | 1.67 | 7.89 | 0.0125 | -0.0011 | |||||
| US80281LAG05 / Santander UK Group Holdings PLC | 1.67 | 0.73 | 0.0125 | -0.0021 | |||||
| US251526CS67 / Deutsche Bank AG/New York NY | 1.65 | 0.37 | 0.0123 | -0.0021 | |||||
| US63941UAA16 / Navient Private Education Refi Loan Trust 2020-G | 1.64 | -7.09 | 0.0123 | -0.0033 | |||||
| US74928XBB64 / RBSSP RESECURITIZATION TRUST RBSSP 2009 6 3A2 144A | 1.63 | -7.69 | 0.0122 | -0.0034 | |||||
| ILGOV / Ministry Of Finance, Shachar - Corporate Bond/Note | 1.62 | 11.49 | 0.0121 | -0.0007 | |||||
| US59111RAA05 / METAL CAYMAN METAL 2017 1 A 144A | 1.61 | -3.82 | 0.0121 | -0.0027 | |||||
| SOLD CAD BOUGHT USD 20250708 / DFE (000000000) | 1.61 | 0.0120 | 0.0120 | ||||||
| US026930AA57 / American Home Mortgage Assets Trust 2007-2 | 1.60 | -0.74 | 0.0120 | -0.0022 | |||||
| UPSTART PASS THROUGH TRUST UPSPT 2022 SB1 A 144A / ABS-O (US91682PAA66) | 1.59 | -20.79 | 0.0119 | -0.0058 | |||||
| US41282JV408 / HARLEY-DAVIDSON FDG CORP COMMERCIAL PAPER (ISITC) | 1.59 | 0.0119 | 0.0119 | ||||||
| FNMA POOL MA5294 FN 03/54 FIXED 5 / ABS-MBS (US31418E3C29) | 1.59 | -2.40 | 0.0119 | -0.0024 | |||||
| US83612PAA84 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 1 1A1 | 1.58 | -4.01 | 0.0118 | -0.0027 | |||||
| US63935CAB72 / Navient Private Education Refi Loan Trust 2019-F | 1.58 | -7.23 | 0.0118 | -0.0032 | |||||
| ARARGE3209S6 / REPUBLIC OF ARGENTINA BONDS 07/30 VAR | 1.57 | 6.66 | 0.0118 | -0.0012 | |||||
| FED HM LN PC POOL SD4069 FR 09/53 FIXED 5 / ABS-MBS (US3132E0QW58) | 1.57 | -3.03 | 0.0118 | -0.0025 | |||||
| US12667FWU55 / ALTERNATIVE LOAN TRUST 2004-27CB CWALT 2004-27CB A1 | 1.57 | -3.75 | 0.0117 | -0.0026 | |||||
| US65535VUK24 / NOMURA ASSET ACCEPTANCE CORPOR NAA 2006 AR2 2A2 | 1.57 | -8.26 | 0.0117 | -0.0033 | |||||
| US22550L2M24 / Credit Suisse AG/New York NY | 1.56 | 0.19 | 0.0117 | -0.0020 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A B / ABS-O (US21050QAC15) | 1.56 | 0.45 | 0.0117 | -0.0020 | |||||
| US3133C6CQ09 / FED HM LN PC POOL QG5479 FR 06/53 FIXED 5 | 1.55 | -0.45 | 0.0116 | -0.0021 | |||||
| POLESTAR RE LTD UNSECURED 144A 01/28 VAR / DBT (US73110JAC62) | 1.55 | -0.26 | 0.0116 | -0.0021 | |||||
| POLESTAR RE LTD UNSECURED 144A 01/28 VAR / DBT (US73110JAC62) | 1.55 | -0.26 | 0.0116 | -0.0021 | |||||
| XS0767473852 / Russian Foreign Bond - Eurobond | 1.54 | 0.00 | 0.0115 | -0.0020 | |||||
| US83611DAB47 / Soundview Home Loan Trust, Series 2006-NLC1, Class A2 | 1.54 | -1.85 | 0.0115 | -0.0023 | |||||
| RFR USD SOFR/2.00000 12/21/22-5Y CME / DIR (EZ3TD3PGJZ56) | 1.54 | -6.52 | 0.0115 | -0.0030 | |||||
| RFR USD SOFR/2.00000 12/21/22-5Y CME / DIR (EZ3TD3PGJZ56) | 1.54 | -6.52 | 0.0115 | -0.0030 | |||||
| NEW YORK MORTGAGE TRUST NYMT 2024 CP1 A1 144A / ABS-MBS (US67118PAA03) | 1.53 | -2.92 | 0.0115 | -0.0024 | |||||
| NEW YORK MORTGAGE TRUST NYMT 2024 CP1 A1 144A / ABS-MBS (US67118PAA03) | 1.53 | -2.92 | 0.0115 | -0.0024 | |||||
| FED HM LN PC POOL QH9765 FR 02/54 FIXED 5 / ABS-MBS (US3133CNZ627) | 1.53 | -0.33 | 0.0115 | -0.0021 | |||||
| FED HM LN PC POOL QH9765 FR 02/54 FIXED 5 / ABS-MBS (US3133CNZ627) | 1.53 | -0.33 | 0.0115 | -0.0021 | |||||
| US3140QTAU30 / FNMA 30YR 5% 10/01/2053#CB7218 | 1.53 | -2.43 | 0.0115 | -0.0024 | |||||
| RFRF USD SF+26.161/1.9* 02/09/22-10Y LCH / DIR (EZ9TV9KD87J7) | 1.52 | -15.01 | 0.0114 | -0.0044 | |||||
| RFRF USD SF+26.161/1.9* 02/09/22-10Y LCH / DIR (EZ9TV9KD87J7) | 1.52 | -15.01 | 0.0114 | -0.0044 | |||||
| US152314PS35 / CENTEX HOME EQUITY CXHE 2005 D M6 | 1.51 | 0.33 | 0.0113 | -0.0020 | |||||
| PRP ADVISORS, LLC PRPM 2024 6 A1 144A / ABS-MBS (US74390PAA57) | 1.49 | -2.11 | 0.0112 | -0.0023 | |||||
| US3140NDJ731 / FANNIE MAE POOL UMBS P#BX8385 5.00000000 | 1.49 | -7.41 | 0.0111 | -0.0030 | |||||
| US694308HS91 / Pacific Gal Elec Bond | 1.48 | 0.55 | 0.0111 | -0.0019 | |||||
| US76113AAJ07 / RESIDENTIAL ASSET SECURITIES C RASC 2006 KS1 M3 | 1.45 | -0.34 | 0.0109 | -0.0020 | |||||
| US16165TAD54 / CFLX 2005-1 1A4 | 1.44 | -3.48 | 0.0108 | -0.0024 | |||||
| US32028GAA31 / FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF15 A1 | 1.44 | -1.50 | 0.0108 | -0.0021 | |||||
| US94985FAG37 / Wells Fargo Alternative Loan 2007-PA2 Trust | 1.44 | -5.64 | 0.0108 | -0.0027 | |||||
| US64830TAD00 / NRZT 2020-1A A1B | 1.44 | -3.81 | 0.0108 | -0.0024 | |||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A2A 144A / ABS-O (US96043RAB33) | 1.44 | -66.46 | 0.0108 | -0.0270 | |||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A2A 144A / ABS-O (US96043RAB33) | 1.44 | -66.46 | 0.0108 | -0.0270 | |||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 6 A 144A / ABS-O (US69548KAA79) | 1.43 | -15.17 | 0.0107 | -0.0042 | |||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 6 A 144A / ABS-O (US69548KAA79) | 1.43 | -15.17 | 0.0107 | -0.0042 | |||||
| US14687TAD90 / Carvana Auto Receivables Trust FRN, due 01/10/27 | 1.43 | -40.96 | 0.0107 | -0.0106 | |||||
| TARANIS REINSURANCE DAC TARANIS REINSURANCE DAC / DBT (XS2721087901) | 1.43 | 8.52 | 0.0107 | -0.0009 | |||||
| TARANIS REINSURANCE DAC TARANIS REINSURANCE DAC / DBT (XS2721087901) | 1.43 | 8.52 | 0.0107 | -0.0009 | |||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 1 A3 / ABS-O (US80288AAC62) | 1.42 | -16.78 | 0.0106 | -0.0044 | |||||
| BRO / Brown & Brown, Inc. | 1.41 | 0.0106 | 0.0106 | ||||||
| US02156LAH42 / Altice France SA/France | 1.41 | 4.60 | 0.0106 | -0.0013 | |||||
| US3138EKYT65 / Fannie Mae Pool | 1.40 | -1.41 | 0.0105 | -0.0020 | |||||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A2A / ABS-O (US14319FAB94) | 1.40 | -30.25 | 0.0105 | -0.0072 | |||||
| NXP BV NXP FDG NXP USA DISC CO / DBT (US67122RU269) | 1.40 | 0.0105 | 0.0105 | ||||||
| FED HM LN PC POOL QI7370 FR 05/54 FIXED 5 / ABS-MBS (US3133WEFK19) | 1.40 | -0.29 | 0.0105 | -0.0019 | |||||
| US02146QAA13 / CORP CMO | 1.38 | -0.43 | 0.0103 | -0.0019 | |||||
| US12667GXF52 / Alternative Loan Trust, Series 2005-28CB, Class 2A6 | 1.37 | -2.01 | 0.0102 | -0.0020 | |||||
| US232422AA31 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 7 1A | 1.36 | -0.87 | 0.0102 | -0.0019 | |||||
| BOUGHT BRL SOLD USD 20250804 / DFE (000000000) | 1.36 | 0.0102 | 0.0102 | ||||||
| TREASURY BILL 09/25 0.00000 / DBT (US912797MH75) | 1.35 | 0.0101 | 0.0101 | ||||||
| FED HM LN PC POOL QI8192 FR 06/54 FIXED 5 / ABS-MBS (US3133WFC547) | 1.35 | -0.30 | 0.0101 | -0.0018 | |||||
| FED HM LN PC POOL QI8192 FR 06/54 FIXED 5 / ABS-MBS (US3133WFC547) | 1.35 | -0.30 | 0.0101 | -0.0018 | |||||
| ACHV ABS TRUST ACHV 2025 1PL A 144A / ABS-O (US00112MAA45) | 1.35 | -43.78 | 0.0101 | -0.0110 | |||||
| ACHV ABS TRUST ACHV 2025 1PL A 144A / ABS-O (US00112MAA45) | 1.35 | -43.78 | 0.0101 | -0.0110 | |||||
| TORREY PINES RE LTD UNSECURED 144A 06/32 VAR / DBT (US89141WAH51) | 1.34 | -1.18 | 0.0101 | -0.0019 | |||||
| FED HM LN PC POOL QH1066 FR 09/53 FIXED 5 / ABS-MBS (US3133CDFF60) | 1.34 | -0.37 | 0.0101 | -0.0018 | |||||
| US3140HNYR75 / FNCL UMBS 4.0 BK8819 08-01-48 | 1.34 | -1.90 | 0.0100 | -0.0020 | |||||
| US3133C2MR67 / FED HM LN PC POOL QG2168 FR 05/53 FIXED 5 | 1.34 | -0.37 | 0.0100 | -0.0018 | |||||
| 952NPKII9 / CREDIT SUISSE GROUP AG COCO JR SUB 144A | 1.33 | 0.00 | 0.0100 | -0.0018 | |||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P1 A2 144A / ABS-O (US14688NAB55) | 1.33 | -51.83 | 0.0100 | -0.0144 | |||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P1 A2 144A / ABS-O (US14688NAB55) | 1.33 | -51.83 | 0.0100 | -0.0144 | |||||
| FED HM LN PC POOL QG5959 FR 07/53 FIXED 5 / ABS-MBS (US3133C6TQ26) | 1.32 | -2.72 | 0.0099 | -0.0021 | |||||
| FED HM LN PC POOL QG5959 FR 07/53 FIXED 5 / ABS-MBS (US3133C6TQ26) | 1.32 | -2.72 | 0.0099 | -0.0021 | |||||
| MX0MGO0001D6 / Mexican Bonos Desarr Fixed Rate, Series M | 1.32 | 10.85 | 0.0099 | -0.0006 | |||||
| US68389FJJ49 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 4 M2 | 1.31 | -5.61 | 0.0098 | -0.0024 | |||||
| US12666TAL08 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 11 MV1 | 1.31 | -0.30 | 0.0098 | -0.0018 | |||||
| US69380TAA97 / PRPM 2023-NQM3 Trust | 1.31 | -5.22 | 0.0098 | -0.0024 | |||||
| BRO / Brown & Brown, Inc. | 1.31 | 0.0098 | 0.0098 | ||||||
| US3140XFD993 / FNMA POOL FS0127 FN 10/30 FIXED VAR | 1.31 | -23.55 | 0.0098 | -0.0053 | |||||
| FED HM LN PC POOL QH6120 FR 12/53 FIXED 5 / ABS-MBS (US3133CJYR67) | 1.30 | -0.38 | 0.0098 | -0.0018 | |||||
| FED HM LN PC POOL QH6120 FR 12/53 FIXED 5 / ABS-MBS (US3133CJYR67) | 1.30 | -0.38 | 0.0098 | -0.0018 | |||||
| A3KMYN / Air Lease Corporation - Preferred Stock | 1.30 | 0.0097 | 0.0097 | ||||||
| A3KMYN / Air Lease Corporation - Preferred Stock | 1.30 | 0.0097 | 0.0097 | ||||||
| XS2470988523 / Market Bidco Finco PLC | 1.29 | -68.43 | 0.0097 | -0.0264 | |||||
| RFR USD SOFR/3.50000 05/22/23-10Y LCH / DIR (EZ069KYQYQX5) | 1.29 | -77.88 | 0.0097 | -0.0418 | |||||
| US345397ZW60 / Ford Motor Credit Co. LLC | 1.29 | 0.62 | 0.0097 | -0.0016 | |||||
| US92925CBB72 / WaMu Mortgage Pass-Through Certificates Series 2005-AR19 Trust | 1.29 | -4.74 | 0.0096 | -0.0023 | |||||
| FED HM LN PC POOL QG3144 FR 05/53 FIXED 5 / ABS-MBS (US3133C3P599) | 1.28 | -0.23 | 0.0096 | -0.0017 | |||||
| FED HM LN PC POOL QG3144 FR 05/53 FIXED 5 / ABS-MBS (US3133C3P599) | 1.28 | -0.23 | 0.0096 | -0.0017 | |||||
| RFR USD SOFR/3.27750 09/16/24-10Y LCH / DIR (EZH06W9H2QV9) | 1.28 | 224.81 | 0.0096 | 0.0061 | |||||
| RFR USD SOFR/3.27750 09/16/24-10Y LCH / DIR (EZH06W9H2QV9) | 1.28 | 224.81 | 0.0096 | 0.0061 | |||||
| US92922F5U86 / WaMu Mortgage Pass-Through Certificates Series 2005-AR15 Trust | 1.28 | -2.81 | 0.0096 | -0.0020 | |||||
| US12669GWN77 / COUNTRYWIDE HOME LOANS CWHL 2005 R1 1AF1 144A | 1.28 | -9.75 | 0.0096 | -0.0029 | |||||
| FED HM LN PC POOL SD8422 FR 04/54 FIXED 6.5 / ABS-MBS (US3132DWLB71) | 1.27 | -9.53 | 0.0095 | -0.0029 | |||||
| FED HM LN PC POOL SD8422 FR 04/54 FIXED 6.5 / ABS-MBS (US3132DWLB71) | 1.27 | -9.53 | 0.0095 | -0.0029 | |||||
| EZPTSY58P1B6 / CDX HY36 5Y ICE | 1.27 | -19.42 | 0.0095 | -0.0044 | |||||
| US04012XAA37 / Argent Securities Trust 2006-W5 | 1.26 | -0.79 | 0.0094 | -0.0018 | |||||
| US3140NPP385 / FNMA POOL BY6741 FN 07/53 FIXED 5 | 1.26 | -0.95 | 0.0094 | -0.0018 | |||||
| US02660YAU64 / AMERICAN HOME MORTGAGE INVESTMENT TRUST | 1.25 | -2.35 | 0.0094 | -0.0019 | |||||
| ARMOR RE II LTD SR UNSECURED 144A 05/31 VAR / DBT (US04227FAE51) | 1.24 | -1.58 | 0.0093 | -0.0018 | |||||
| US3140NLL490 / FNMA POOL BY3946 FN 07/53 FIXED 5 | 1.24 | -15.16 | 0.0093 | -0.0036 | |||||
| XS2066744231 / Carnival PLC | 1.24 | -18.73 | 0.0093 | -0.0042 | |||||
| XS0332285971 / EUROSAIL PLC ESAIL 2007 6NCX A3A REGS | 1.24 | -0.16 | 0.0093 | -0.0017 | |||||
| US3133BRZF46 / FED HM LN PC POOL QF4342 FR 12/52 FIXED 5 | 1.23 | -0.40 | 0.0092 | -0.0017 | |||||
| US3140NA3Z48 / FNMA POOL BX6215 FN 02/53 FIXED 5 | 1.23 | -0.16 | 0.0092 | -0.0016 | |||||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | 1.23 | -60.00 | 0.0092 | -0.0178 | |||||
| USP17625AD98 / Venezuela Government International Bond | 1.23 | -9.46 | 0.0092 | -0.0027 | |||||
| US36179XHW92 / Ginnie Mae II Pool | 1.22 | -29.73 | 0.0092 | -0.0062 | |||||
| US3133C3BQ86 / FED HM LN PC POOL QG2747 FR 03/53 FIXED 5 | 1.22 | -0.25 | 0.0091 | -0.0016 | |||||
| US2254W0MM42 / Adjustable Rate Mortgage Trust 2005-12 | 1.22 | -1.38 | 0.0091 | -0.0018 | |||||
| TREASURY BILL 07/25 0.00000 / DBT (US912797NX17) | 1.21 | 0.0091 | 0.0091 | ||||||
| TREASURY BILL 07/25 0.00000 / DBT (US912797NX17) | 1.21 | 0.0091 | 0.0091 | ||||||
| TRT061124T11 / Turkey Government Bond | 1.21 | -2.74 | 0.0091 | -0.0019 | |||||
| TRT061124T11 / Turkey Government Bond | 1.21 | -2.74 | 0.0091 | -0.0019 | |||||
| US59020UKU87 / Merrill Lynch Mortgage Investors Trust Series 2004-HE2 | 1.21 | -1.47 | 0.0090 | -0.0018 | |||||
| US3140QSAN14 / FNMA POOL CB6312 FN 05/53 FIXED 5 | 1.20 | -2.67 | 0.0090 | -0.0019 | |||||
| US61744CMN38 / MORGAN STANLEY CAPITAL INC MSAC 2005 NC1 M4 | 1.20 | 1.10 | 0.0090 | -0.0015 | |||||
| O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) | 1.20 | 0.0090 | 0.0090 | ||||||
| US225401AZ15 / Credit Suisse Group AG | 1.20 | 1.44 | 0.0090 | -0.0014 | |||||
| US36242DJW48 / GSMPS MORTGAGE LOAN TRUST GSMPS 2004 4 2A1 144A | 1.18 | -2.72 | 0.0089 | -0.0019 | |||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 2 A2 144A / ABS-O (US39571XAB01) | 1.18 | -36.59 | 0.0089 | -0.0076 | |||||
| US3140NCDR75 / FNMA POOL BX7311 FN 06/53 FIXED 5 | 1.17 | -0.26 | 0.0088 | -0.0016 | |||||
| IRS EUR 3.37000 10/09/23-5Y LCH / DIR (EZ9NLBJZRFJ6) | 1.16 | 64.86 | 0.0087 | 0.0025 | |||||
| XS2576550326 / Thames Water Utilities Finance PLC | 1.16 | -4.22 | 0.0087 | -0.0020 | |||||
| US863576EM21 / STRUCTURED ASSET SECURITIES CO SASC 2006 OW1 A1 144A | 1.16 | -3.98 | 0.0087 | -0.0020 | |||||
| IRS EUR 3.45000 10/20/23-5Y LCH / DIR (EZ6D4RM0D1H2) | 1.15 | 61.66 | 0.0086 | 0.0023 | |||||
| INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR / DBT (US45833UAL52) | 1.15 | -3.20 | 0.0086 | -0.0019 | |||||
| INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR / DBT (US45833UAL52) | 1.15 | -3.20 | 0.0086 | -0.0019 | |||||
| NORTHWESTERN MUTUAL GLBL SECURED 144A 05/31 5.16 / DBT (US66815L2S71) | 1.13 | 0.0085 | 0.0085 | ||||||
| NORTHWESTERN MUTUAL GLBL SECURED 144A 05/31 5.16 / DBT (US66815L2S71) | 1.13 | 0.0085 | 0.0085 | ||||||
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A4 144A / ABS-O (US30336CAG06) | 1.13 | 0.36 | 0.0084 | -0.0015 | |||||
| US76089EAA10 / RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 1A A 144A | 1.12 | -12.12 | 0.0084 | -0.0029 | |||||
| US61747YFA82 / Morgan Stanley | 1.12 | 0.36 | 0.0084 | -0.0014 | |||||
| RFR USD SOFR/4.01300 01/15/25-10Y LCH / DIR (EZZWCBP8MVY9) | 1.12 | 32.70 | 0.0084 | 0.0009 | |||||
| US3140NLVK20 / FNMA POOL BY4217 FN 06/53 FIXED 5 | 1.11 | -0.27 | 0.0083 | -0.0015 | |||||
| US86358EUW47 / Structured Asset Investment Loan Trust 2005-HE1 | 1.11 | -4.40 | 0.0083 | -0.0019 | |||||
| CAPITAL STREET MASTER TRUST CAPST 2024 1 B 144A / ABS-O (US14051LAB80) | 1.10 | 0.00 | 0.0082 | -0.0015 | |||||
| CAPITAL STREET MASTER TRUST CAPST 2024 1 B 144A / ABS-O (US14051LAB80) | 1.10 | 0.00 | 0.0082 | -0.0015 | |||||
| US3140XLVH80 / UMBS | 1.10 | -3.42 | 0.0082 | -0.0018 | |||||
| FNMA POOL DA9924 FN 02/54 FIXED 6.5 / ABS-MBS (US3140YYA253) | 1.10 | -0.18 | 0.0082 | -0.0015 | |||||
| FNMA POOL DA9924 FN 02/54 FIXED 6.5 / ABS-MBS (US3140YYA253) | 1.10 | -0.18 | 0.0082 | -0.0015 | |||||
| US05544EAB74 / BCAP LLC TRUST BCAP 2014 RR3 1A2 144A | 1.10 | -0.09 | 0.0082 | -0.0015 | |||||
| RFR USD SOFR/3.23100 09/18/24-10Y LCH / DIR (EZ8Z99V6R391) | 1.09 | -11.93 | 0.0082 | -0.0027 | |||||
| RFR USD SOFR/3.23100 09/18/24-10Y LCH / DIR (EZ8Z99V6R391) | 1.09 | -11.93 | 0.0082 | -0.0027 | |||||
| US05377RGU23 / Avis Budget Rental Car Funding AESOP LLC | 1.08 | 0.00 | 0.0081 | -0.0014 | |||||
| US3140NGF963 / Fannie Mae Pool | 1.08 | -1.10 | 0.0081 | -0.0015 | |||||
| US20846QHZ46 / Conseco Finance Securitizations Corp., Series 2001-4, Class M1 | 1.08 | -11.15 | 0.0081 | -0.0026 | |||||
| BOF URSA FUNDING BVABS 2024 SN1 A2 144A / ABS-O (US072926AB49) | 1.06 | -59.83 | 0.0080 | -0.0154 | |||||
| US3133C6ZG79 / FED HM LN PC POOL QG6143 FR 07/53 FIXED 5 | 1.06 | -1.03 | 0.0080 | -0.0015 | |||||
| US3140KYNP56 / FNMA POOL BR1297 FN 02/51 FIXED 2.5 | 1.06 | -5.02 | 0.0079 | -0.0019 | |||||
| US00432CBN02 / ACCESS GROUP INC ACCSS 2004 1 A2 | 1.06 | -6.54 | 0.0079 | -0.0020 | |||||
| XS2244322082 / ROLLS ROYCE PLC COMPANY GUAR REGS 02/26 4.625 | 1.06 | 8.64 | 0.0079 | -0.0007 | |||||
| US86358EJF43 / STRUCTURED ASSET INVESTMENT LO SAIL 2004 5 M2 | 1.06 | -1.49 | 0.0079 | -0.0015 | |||||
| RFR USD SOFR/3.24800 09/18/24-10Y LCH / DIR (EZ8Z99V6R391) | 1.05 | -15.23 | 0.0079 | -0.0031 | |||||
| RFR USD SOFR/3.24800 09/18/24-10Y LCH / DIR (EZ8Z99V6R391) | 1.05 | -15.23 | 0.0079 | -0.0031 | |||||
| US3133C3ZL34 / FED HM LN PC POOL QG3447 FR 05/53 FIXED 5 | 1.05 | -15.32 | 0.0078 | -0.0030 | |||||
| IQVIA INC SR SECURED 02/29 6.25 / DBT (US46266TAF57) | 1.05 | 0.29 | 0.0078 | -0.0014 | |||||
| US3132DWET62 / FHLG 30YR 5% 09/01/2052#SD8246 | 1.04 | -2.16 | 0.0078 | -0.0016 | |||||
| US92330EAP25 / Venture XIX CLO Ltd | 1.04 | -21.63 | 0.0078 | -0.0039 | |||||
| FNMA POOL DA4870 FN 01/54 FIXED 6.5 / ABS-MBS (US3140A5MU92) | 1.03 | -4.88 | 0.0077 | -0.0018 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A D / ABS-O (US21050QAE70) | 1.03 | 0.49 | 0.0077 | -0.0013 | |||||
| US362334MG66 / GSAA Home Equity Trust 2006-6 | 1.03 | 0.19 | 0.0077 | -0.0013 | |||||
| US293601AG55 / Ent Auto Receivables Trust 2023-1 | 1.03 | -0.19 | 0.0077 | -0.0014 | |||||
| FNMA POOL MA5327 FN 04/54 FIXED 5 / ABS-MBS (US31418E4M91) | 1.03 | -1.91 | 0.0077 | -0.0015 | |||||
| FED HM LN PC POOL QI0981 FR 02/54 FIXED 6.5 / ABS-MBS (US3133W7CS20) | 1.02 | -0.20 | 0.0076 | -0.0014 | |||||
| US15135BAV36 / CENTENE CORP 3.375% 02/15/2030 | 1.01 | 1.81 | 0.0076 | -0.0012 | |||||
| US576436AV14 / MASTR Reperforming Loan Trust 2005-1 | 1.01 | -6.66 | 0.0076 | -0.0020 | |||||
| 952NPH004 / CREDIT SUISSE GROUP AG COCO JR SUB 144A | 1.01 | 0.00 | 0.0076 | -0.0013 | |||||
| URSA RE LTD UNSECURED 144A 02/28 VAR / DBT (US90323WAR16) | 1.01 | -0.59 | 0.0075 | -0.0014 | |||||
| US3133BBPP85 / Federal Home Loan Mortgage Corporation | 1.00 | -1.86 | 0.0075 | -0.0015 | |||||
| PALM RE LTD UNSECURED 144A 06/32 VAR / DBT (US69664FAB40) | 1.00 | 0.0075 | 0.0075 | ||||||
| US404280BT50 / HSBC Holdings PLC | 1.00 | 1.01 | 0.0075 | -0.0012 | |||||
| GREENGROVE RE LTD UNSECURED 144A 04/32 VAR / DBT (US39526JAA97) | 1.00 | -0.30 | 0.0075 | -0.0014 | |||||
| GREENGROVE RE LTD UNSECURED 144A 04/32 VAR / DBT (US39526JAA97) | 1.00 | -0.30 | 0.0075 | -0.0014 | |||||
| US61744CNU61 / MORGAN STANLEY ABS CAPITAL I__ 2005-WMC2 M4 V/R REGD 2.94838000 | 0.99 | 0.71 | 0.0074 | -0.0013 | |||||
| US3140NCFZ73 / FNMA 30YR 5% 02/01/2053#BX7383 | 0.99 | -0.20 | 0.0074 | -0.0013 | |||||
| US19423DAB64 / COLLEGE AVE STUDENT LOANS 2018-A LLC CASL 2018-A A2 | 0.99 | -5.83 | 0.0074 | -0.0018 | |||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 10A AV 144A / ABS-CBDO (US03332AAA88) | 0.98 | 0.0074 | 0.0074 | ||||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 10A AV 144A / ABS-CBDO (US03332AAA88) | 0.98 | 0.0074 | 0.0074 | ||||||
| US9128282L36 / United States Treasury Inflation Indexed Bonds | 0.98 | 0.82 | 0.0074 | -0.0012 | |||||
| US3133BRSY18 / Freddie Mac Pool | 0.98 | -0.10 | 0.0073 | -0.0013 | |||||
| US36263PAH38 / GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 SA 144A | 0.98 | -1.01 | 0.0073 | -0.0014 | |||||
| XS0971721963 / Russian Foreign Bond - Eurobond | 0.96 | 0.00 | 0.0072 | -0.0013 | |||||
| US3133C7S990 / FED HM LN PC POOL QG6844 FR 07/53 FIXED 5 | 0.96 | -0.42 | 0.0072 | -0.0013 | |||||
| RFR JPY MUTK/0.711* 04/27/22-20Y LCH / DIR (EZ8J7WWDT0B2) | 0.95 | 12.38 | 0.0071 | -0.0003 | |||||
| SANTANDER MORTGAGE ASSET RECEI SAN 2025 NQM1 A1 / ABS-MBS (US80262BAA89) | 0.95 | -4.99 | 0.0071 | -0.0017 | |||||
| US3140NHL555 / FNMA POOL BY1247 FN 05/53 FIXED 5 | 0.95 | -1.14 | 0.0071 | -0.0014 | |||||
| US83611MKH06 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2005 4 M4 | 0.95 | 0.74 | 0.0071 | -0.0012 | |||||
| US90932JAA07 / United Airlines 2019-2 Class AA Pass Through Trust | 0.95 | -2.47 | 0.0071 | -0.0015 | |||||
| US3140NKJ934 / FNMA 30YR 5% 05/01/2053#BY2987 | 0.95 | -0.53 | 0.0071 | -0.0013 | |||||
| US361841AQ25 / GLP Capital LP / GLP Financing II Inc | 0.94 | 1.07 | 0.0071 | -0.0012 | |||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.94 | 0.0071 | 0.0071 | ||||||
| FNMA POOL DA4922 FN 10/53 FIXED 6.5 / ABS-MBS (US3140A5PG71) | 0.93 | -0.21 | 0.0070 | -0.0013 | |||||
| US912810RF75 / United States Treasury Inflation Indexed Bonds | 0.93 | -2.63 | 0.0069 | -0.0014 | |||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 RPL1 A1 144A / ABS-MBS (US69392FAA57) | 0.92 | -2.63 | 0.0069 | -0.0014 | |||||
| US525241AB10 / LEHMAN XS TRUST LXS 2007 1 1A2 | 0.91 | -4.69 | 0.0068 | -0.0016 | |||||
| US361841AL38 / GLP Capital LP / GLP Financing II Inc | 0.91 | 0.88 | 0.0068 | -0.0011 | |||||
| US345397D260 / Ford Motor Credit Co LLC | 0.91 | -0.22 | 0.0068 | -0.0012 | |||||
| US754065AD25 / RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX6 A4 | 0.91 | -1.41 | 0.0068 | -0.0013 | |||||
| SPACE COAST CREDIT UNION SCCU 2023 1A A2 144A / ABS-O (US805922AC52) | 0.91 | -60.95 | 0.0068 | -0.0137 | |||||
| SPACE COAST CREDIT UNION SCCU 2023 1A A2 144A / ABS-O (US805922AC52) | 0.91 | -60.95 | 0.0068 | -0.0137 | |||||
| OPORTUN FUNDING LLC OPTN 2025 A B 144A / ABS-O (US68377TAB44) | 0.90 | 0.11 | 0.0067 | -0.0012 | |||||
| US76112BF546 / RAAC SERIES RAAC 2005 SP2 2A | 0.90 | -2.29 | 0.0067 | -0.0014 | |||||
| US36258BAS79 / GS MORTGAGE SECURITIES CORP TRUST 2020-DUNE SER 2020-DUNE CL E V/R REGD 144A P/P 4.20000000 | 0.89 | 0.22 | 0.0067 | -0.0012 | |||||
| US76112BR285 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 NC1 AI4 | 0.89 | -0.45 | 0.0067 | -0.0012 | |||||
| US83611DAC20 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 NLC1 A3 144A | 0.89 | -1.88 | 0.0067 | -0.0013 | |||||
| US912810QV35 / United States Treasury Inflation Indexed Bonds | 0.88 | -2.43 | 0.0066 | -0.0014 | |||||
| US46647PAM86 / JPMorgan Chase & Co | 0.88 | 0.80 | 0.0066 | -0.0011 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA B 144A / ABS-O (US21050UAC27) | 0.88 | 0.11 | 0.0066 | -0.0012 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA B 144A / ABS-O (US21050UAC27) | 0.88 | 0.11 | 0.0066 | -0.0012 | |||||
| PRP ADVISORS, LLC PRPM 2025 RCF2 A1 144A / ABS-MBS (US74448VAA44) | 0.88 | 0.0066 | 0.0066 | ||||||
| US65023PAN06 / NBCLO 2017-1A A1R 144A FRN (L+97) 07-25-30 | 0.88 | -15.15 | 0.0066 | -0.0025 | |||||
| IRS AUD 4.50000 09/20/23-10Y LCH / DIR (EZGXS4F4YYN6) | 0.88 | 100.46 | 0.0066 | 0.0027 | |||||
| FNMA POOL DA1048 FN 10/53 FIXED 6.5 / ABS-MBS (US3140A1EW37) | 0.87 | -0.23 | 0.0065 | -0.0012 | |||||
| FNMA POOL DA1048 FN 10/53 FIXED 6.5 / ABS-MBS (US3140A1EW37) | 0.87 | -0.23 | 0.0065 | -0.0012 | |||||
| US69380RAA32 / PRPM 2023-RCF2 LLC 4% 11/25/2053 144A | 0.87 | -5.04 | 0.0065 | -0.0016 | |||||
| US02376UAA34 / American Airlines Pass Through Trust, Series 2016-1, Class AA | 0.87 | 0.23 | 0.0065 | -0.0011 | |||||
| US3133BUZL43 / FED HM LN PC POOL QF7047 FR 02/53 FIXED 5 | 0.86 | -0.35 | 0.0064 | -0.0012 | |||||
| 3 MONTH SOFR FUT DEC25 XCME 20260317 / DIR (000000000) | 0.86 | 0.0064 | 0.0064 | ||||||
| IHRT / iHeartMedia, Inc. | 0.49 | 0.00 | 0.86 | 6.59 | 0.0064 | -0.0007 | |||
| TREASURY BILL 07/25 0.00000 / DBT (US912797PG65) | 0.86 | 0.0064 | 0.0064 | ||||||
| FED HM LN PC POOL QH2482 FR 10/53 FIXED 5.5 / ABS-MBS (US3133CEXK37) | 0.86 | -0.23 | 0.0064 | -0.0011 | |||||
| RFR USD SOFR/3.30000 12/02/24-29Y* CME / DIR (EZ4L37MKCDC8) | 0.85 | 24.09 | 0.0064 | 0.0003 | |||||
| US3133BKM557 / FNCL UMBS 5.0 QE9380 09-01-52 | 0.85 | -2.08 | 0.0063 | -0.0013 | |||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 3 A2 / ABS-O (US80287LAB53) | 0.85 | -74.54 | 0.0063 | -0.0230 | |||||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 3 A2 / ABS-O (US80287LAB53) | 0.85 | -74.54 | 0.0063 | -0.0230 | |||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.84 | 0.0063 | 0.0063 | ||||||
| US78307ADE01 / Russian Foreign Bond - Eurobond | 0.84 | 0.00 | 0.0063 | -0.0011 | |||||
| US040114HX11 / Argentine Republic Government International Bond | 0.84 | 7.57 | 0.0063 | -0.0006 | |||||
| US3133C7LW58 / FNCL UMBS 5.0 QG6641 07-01-53 | 0.84 | -1.30 | 0.0063 | -0.0012 | |||||
| TORREY PINES RE LTD TORREY PINES RE LTD / DBT (US89141WAJ18) | 0.83 | -0.71 | 0.0063 | -0.0012 | |||||
| US45254TSM70 / IMPAC SECURED ASSETS CORP. IMSA 2005 2 A1 | 0.83 | 3.22 | 0.0062 | -0.0009 | |||||
| US3133BWUQ41 / FED HM LN PC POOL QF8691 FR 02/53 FIXED 5.5 | 0.83 | -0.12 | 0.0062 | -0.0011 | |||||
| BOUGHT BRL SOLD USD 20250804 / DFE (000000000) | 0.83 | 0.0062 | 0.0062 | ||||||
| US912810RA88 / United States Treasury Inflation Indexed Bonds | 0.83 | -2.35 | 0.0062 | -0.0013 | |||||
| US126673JW36 / COUNTRYWIDE ASSET BACKED CERTI CWL 2004 10 MV4 | 0.83 | -4.16 | 0.0062 | -0.0014 | |||||
| US02156LAF85 / Altice France SA/France | 0.83 | 5.48 | 0.0062 | -0.0007 | |||||
| IRS EUR 3.27000 08/21/23-10Y LCH / DIR (EZWJ1RP1C374) | 0.83 | 18.14 | 0.0062 | 0.0000 | |||||
| IRS EUR 3.27000 08/21/23-10Y LCH / DIR (EZWJ1RP1C374) | 0.83 | 18.14 | 0.0062 | 0.0000 | |||||
| FED HM LN PC POOL QI5944 FR 05/54 FIXED 5 / ABS-MBS (US3133WCS961) | 0.83 | -1.08 | 0.0062 | -0.0012 | |||||
| FED HM LN PC POOL QI5944 FR 05/54 FIXED 5 / ABS-MBS (US3133WCS961) | 0.83 | -1.08 | 0.0062 | -0.0012 | |||||
| OIS MXN TIIE1/9.10833 03/19/25-5Y* CME / DIR (EZXSD6T87JT9) | 0.83 | 43.40 | 0.0062 | 0.0011 | |||||
| OIS MXN TIIE1/9.10833 03/19/25-5Y* CME / DIR (EZXSD6T87JT9) | 0.83 | 43.40 | 0.0062 | 0.0011 | |||||
| US3140NDY847 / FNMA POOL BX8834 FN 03/53 FIXED 5 | 0.82 | -8.78 | 0.0062 | -0.0018 | |||||
| FED HM LN PC POOL SD8430 FR 05/54 FIXED 5 / ABS-MBS (US3132DWLK70) | 0.82 | -1.92 | 0.0061 | -0.0012 | |||||
| US3132A5KB03 / Freddie Mac Pool | 0.82 | -1.81 | 0.0061 | -0.0012 | |||||
| FNMA POOL DB5507 FN 06/54 FIXED 5 / ABS-MBS (US3140AFDM56) | 0.81 | -0.37 | 0.0061 | -0.0011 | |||||
| FNMA POOL DB5507 FN 06/54 FIXED 5 / ABS-MBS (US3140AFDM56) | 0.81 | -0.37 | 0.0061 | -0.0011 | |||||
| US23243AAC09 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA12 A1C | 0.81 | 0.87 | 0.0061 | -0.0010 | |||||
| US36245RAA77 / ASSET BACKED SECURITY | 0.81 | -1.94 | 0.0061 | -0.0012 | |||||
| US3132XSBA76 / FED HM LN PC POOL Q50032 FG 08/47 FIXED 4 | 0.80 | -1.11 | 0.0060 | -0.0011 | |||||
| US45669EAA47 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR5 1A1 | 0.80 | -2.31 | 0.0060 | -0.0012 | |||||
| 3 MONTH SOFR FUT SEP25 XCME 20251216 / DIR (000000000) | 0.80 | 0.0060 | 0.0060 | ||||||
| 3 MONTH SOFR FUT SEP25 XCME 20251216 / DIR (000000000) | 0.80 | 0.0060 | 0.0060 | ||||||
| 934FUQII0 / KAF KAERTNER AUS (EUR) HETACAPP2 (EUR) | 0.80 | 12.50 | 0.0060 | -0.0003 | |||||
| US06051GLA57 / Bank of America Corp. | 0.80 | 0.00 | 0.0060 | -0.0011 | |||||
| PRP ADVISORS, LLC PRPM 2024 RCF2 A1 144A / ABS-MBS (US693987AA72) | 0.80 | -3.51 | 0.0060 | -0.0013 | |||||
| PRP ADVISORS, LLC PRPM 2024 RCF2 A1 144A / ABS-MBS (US693987AA72) | 0.80 | -3.51 | 0.0060 | -0.0013 | |||||
| US65480CAD74 / Nissan Motor Acceptance Co LLC | 0.80 | -1.73 | 0.0060 | -0.0012 | |||||
| US3140NMJ401 / FNMA POOL BY4782 FN 07/53 FIXED 5 | 0.80 | -0.25 | 0.0060 | -0.0011 | |||||
| PRP ADVISORS, LLC PRPM 2024 RCF1 A1 144A / ABS-MBS (US693581AA80) | 0.80 | -3.28 | 0.0060 | -0.0013 | |||||
| PRP ADVISORS, LLC PRPM 2024 RCF1 A1 144A / ABS-MBS (US693581AA80) | 0.80 | -3.28 | 0.0060 | -0.0013 | |||||
| US694308JC22 / Pacific Gas and Electric Co | 0.80 | 0.51 | 0.0060 | -0.0010 | |||||
| US021464AA03 / Alternative Loan Trust 2006-OC3 | 0.79 | -1.25 | 0.0059 | -0.0011 | |||||
| US14856CAA71 / CASTLELAKE AIRCRAFT SECURITIZATION TRUST 2018-1 SER 2018-1 CL A REGD 144A P/P 4.12500000 | 0.79 | -16.82 | 0.0059 | -0.0025 | |||||
| ANGEL OAK MORTGAGE TRUST AOMT 2024 2 A1 144A / ABS-MBS (US034942AA08) | 0.78 | -3.81 | 0.0059 | -0.0013 | |||||
| ANGEL OAK MORTGAGE TRUST AOMT 2024 2 A1 144A / ABS-MBS (US034942AA08) | 0.78 | -3.81 | 0.0059 | -0.0013 | |||||
| AUST 10Y BOND FUT SEP25 XSFE 20250915 / DIR (000000000) | 0.78 | 0.0059 | 0.0059 | ||||||
| AUST 10Y BOND FUT SEP25 XSFE 20250915 / DIR (000000000) | 0.78 | 0.0059 | 0.0059 | ||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A C / ABS-O (US21050QAD97) | 0.78 | 0.51 | 0.0059 | -0.0010 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A C / ABS-O (US21050QAD97) | 0.78 | 0.51 | 0.0059 | -0.0010 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A R / ABS-O (US21050QAG29) | 0.78 | 0.77 | 0.0059 | -0.0010 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A R / ABS-O (US21050QAG29) | 0.78 | 0.77 | 0.0059 | -0.0010 | |||||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A2B / ABS-O (US14319FAC77) | 0.78 | -30.19 | 0.0058 | -0.0040 | |||||
| FED HM LN PC POOL QG3352 FR 04/53 FIXED 5 / ABS-MBS (US3133C3WM44) | 0.78 | -0.26 | 0.0058 | -0.0011 | |||||
| US12498CAA53 / C BASS LTD CBCL 12A A 144A | 0.78 | 0.00 | 0.0058 | -0.0010 | |||||
| US52608GAA94 / LENDINGPOINT PASS THROUGH TRUS LPPT 2022 ST4 A 144A | 0.78 | -27.77 | 0.0058 | -0.0036 | |||||
| CMBX.NA.AAA.13 SP GST / DCR (000000000) | 0.78 | 0.0058 | 0.0058 | ||||||
| US3935053Q32 / CONSECO FINANCIAL CORP GT 1999 5 A6 | 0.77 | -3.14 | 0.0058 | -0.0012 | |||||
| US36263PAQ37 / GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 AIOS 144A | 0.76 | -4.15 | 0.0057 | -0.0013 | |||||
| PRKCM TRUST PRKCM 2024 HOME1 A1 144A / ABS-MBS (US69391XAA72) | 0.76 | -10.44 | 0.0057 | -0.0018 | |||||
| FNMA POOL DA5067 FN 11/53 FIXED 6.5 / ABS-MBS (US3140A5TZ17) | 0.75 | -4.31 | 0.0057 | -0.0013 | |||||
| FNMA POOL DA5067 FN 11/53 FIXED 6.5 / ABS-MBS (US3140A5TZ17) | 0.75 | -4.31 | 0.0057 | -0.0013 | |||||
| US17312XAQ79 / Citicorp Mortgage Securities Trust Series 2007-4 | 0.75 | -4.57 | 0.0056 | -0.0013 | |||||
| US3140NEEH41 / UMBS | 0.75 | -3.35 | 0.0056 | -0.0012 | |||||
| US3133C0WK49 / FED HM LN PC POOL QG0650 FR 04/53 FIXED 5 | 0.75 | -0.27 | 0.0056 | -0.0010 | |||||
| US224939AA67 / Credicorp Capital Sociedad Titulizadora SA | 0.75 | 2.74 | 0.0056 | -0.0008 | |||||
| US3132DWFG33 / Freddie Mac Pool | 0.75 | -1.83 | 0.0056 | -0.0011 | |||||
| PRP ADVISORS, LLC PRPM 2024 RCF3 A1 144A / ABS-MBS (US74390BAA61) | 0.75 | -6.39 | 0.0056 | -0.0014 | |||||
| US31418ENM83 / Federal National Mortgage Association (FNMA) | 0.75 | -7.10 | 0.0056 | -0.0015 | |||||
| FNMA POOL BY6544 FN 05/54 FIXED 5 / ABS-MBS (US3140NPHW38) | 0.75 | -0.40 | 0.0056 | -0.0010 | |||||
| TREASURY BILL 08/25 0.00000 / DBT (US912797PP64) | 0.74 | 0.0056 | 0.0056 | ||||||
| TREASURY BILL 08/25 0.00000 / DBT (US912797PP64) | 0.74 | 0.0056 | 0.0056 | ||||||
| US19423DAA81 / COLLEGE AVE STUDENT LOANS 2018-A LLC CASL 2018-A A1 | 0.74 | -6.19 | 0.0056 | -0.0014 | |||||
| US17307GP856 / Citigroup Mortgage Loan Trust Inc | 0.74 | 0.41 | 0.0056 | -0.0009 | |||||
| FNMA POOL BY4990 FN 06/53 FIXED 5 / ABS-MBS (US3140NMRL32) | 0.74 | -0.40 | 0.0055 | -0.0010 | |||||
| RFR USD SOFR/4.03000 10/04/23-10Y LCH / DIR (EZSWG77RN9D9) | 0.74 | 42.83 | 0.0055 | 0.0010 | |||||
| US3140MKG890 / FNMA POOL BV5622 FN 06/52 FIXED 3 | 0.73 | -2.27 | 0.0055 | -0.0011 | |||||
| XS2161831776 / THAMES WATER UTL | 0.73 | -3.58 | 0.0054 | -0.0012 | |||||
| US02377BAB27 / American Airlines 2015-2 Class AA Pass Through Trust | 0.73 | 0.41 | 0.0054 | -0.0009 | |||||
| US3140QSUE94 / Fannie Mae Pool | 0.73 | -6.92 | 0.0054 | -0.0014 | |||||
| FED HM LN PC POOL QI2023 FR 03/54 FIXED 5 / ABS-MBS (US3133W8G809) | 0.73 | -1.09 | 0.0054 | -0.0010 | |||||
| US3132A5GX78 / Freddie Mac Pool | 0.73 | -1.76 | 0.0054 | -0.0011 | |||||
| RFR USD SOFR/3.94000 02/22/24-5Y LCH / DIR (EZZGZFB54PK2) | 0.72 | 67.29 | 0.0054 | 0.0016 | |||||
| RFR USD SOFR/3.94000 02/22/24-5Y LCH / DIR (EZZGZFB54PK2) | 0.72 | 67.29 | 0.0054 | 0.0016 | |||||
| US023761AA74 / American Airlines Pass Through Trust, Series 2017-1, Class AA | 0.71 | 0.28 | 0.0054 | -0.0009 | |||||
| US912810RY64 / United States Treas Bds Bond | 0.71 | -2.46 | 0.0053 | -0.0011 | |||||
| US31418ELX66 / FNMA 30YR 5% 12/01/2052#MA4841 | 0.71 | -2.20 | 0.0053 | -0.0011 | |||||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A4 144A / ABS-O (US78435VAD47) | 0.71 | 0.42 | 0.0053 | -0.0009 | |||||
| US31418ECR99 / Fannie Mae Pool | 0.71 | -2.07 | 0.0053 | -0.0011 | |||||
| US3622M8AD88 / GSAMP TRUST GSAMP 2006 HE8 A2C | 0.70 | -4.86 | 0.0053 | -0.0012 | |||||
| US59024UAD37 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 MLN1 A2C | 0.70 | -4.77 | 0.0052 | -0.0012 | |||||
| US3132A5G331 / UMBS Pool | 0.70 | -2.11 | 0.0052 | -0.0011 | |||||
| US08763QAA04 / BTNY2_18-1A | 0.70 | -28.86 | 0.0052 | -0.0034 | |||||
| US02379KAA25 / American Airlines 2021-1 Class A Pass Through Trust | 0.69 | 0.44 | 0.0052 | -0.0009 | |||||
| US3132DWC841 / Freddie Mac Pool | 0.68 | -2.30 | 0.0051 | -0.0010 | |||||
| CMBX.NA.AAA.13 SP MYC / DCR (000000000) | 0.68 | 0.0051 | 0.0051 | ||||||
| CMBX.NA.AAA.13 SP MYC / DCR (000000000) | 0.68 | 0.0051 | 0.0051 | ||||||
| US3133C7VU82 / FED HM LN PC POOL QG6927 FR 06/53 FIXED 5 | 0.68 | -0.44 | 0.0051 | -0.0009 | |||||
| FED HM LN PC POOL QH4303 FR 11/53 FIXED 5 / ABS-MBS (US3133CGX857) | 0.68 | -10.23 | 0.0051 | -0.0016 | |||||
| FED HM LN PC POOL QH4303 FR 11/53 FIXED 5 / ABS-MBS (US3133CGX857) | 0.68 | -10.23 | 0.0051 | -0.0016 | |||||
| TREASURY BILL 09/25 0.00000 / DBT (US912797PW16) | 0.67 | 0.0050 | 0.0050 | ||||||
| US040104JR35 / ARGENT SECURITIES INC. ARSI 2004 W8 M4 | 0.66 | 0.00 | 0.0049 | -0.0009 | |||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 1 A2 144A / ABS-O (US39571MAB46) | 0.65 | -43.06 | 0.0049 | -0.0052 | |||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 1 A2 144A / ABS-O (US39571MAB46) | 0.65 | -43.06 | 0.0049 | -0.0052 | |||||
| 3 MONTH SOFR FUT MAR26 XCME 20260616 / DIR (000000000) | 0.65 | 0.0049 | 0.0049 | ||||||
| 3 MONTH SOFR FUT MAR26 XCME 20260616 / DIR (000000000) | 0.65 | 0.0049 | 0.0049 | ||||||
| XS2404309754 / NPC UKRENERGO GOVT GUARANT REGS 11/28 6.875 | 0.65 | 3.50 | 0.0049 | -0.0007 | |||||
| BAYOU RE LTD UNSECURED 144A 04/31 VAR / DBT (US07304LAD38) | 0.65 | -4.44 | 0.0048 | -0.0011 | |||||
| BAYOU RE LTD UNSECURED 144A 04/31 VAR / DBT (US07304LAD38) | 0.65 | -4.44 | 0.0048 | -0.0011 | |||||
| SOLD KWD BOUGHT USD 20290503 / DFE (000000000) | 0.64 | 0.0048 | 0.0048 | ||||||
| SOLD KWD BOUGHT USD 20290503 / DFE (000000000) | 0.64 | 0.0048 | 0.0048 | ||||||
| EXETER AUTOMOBILE RECEIVABLES EART 2024 3A A2 / ABS-O (US30165AAB17) | 0.64 | -83.97 | 0.0048 | -0.0306 | |||||
| US023765AA88 / American Airlines 2016-2 Class AA Pass Through Trust | 0.64 | -3.03 | 0.0048 | -0.0010 | |||||
| US3132DWJ614 / FNCL UMBS 6.5 SD8385 12-01-53 | 0.64 | -8.58 | 0.0048 | -0.0014 | |||||
| US36179WVV70 / GINNIE MAE II POOL G2 MA7828 | 0.64 | -3.19 | 0.0048 | -0.0010 | |||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N1 A2 144A / ABS-O (US14687QAB95) | 0.63 | -67.47 | 0.0047 | -0.0124 | |||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N1 A2 144A / ABS-O (US14687QAB95) | 0.63 | -67.47 | 0.0047 | -0.0124 | |||||
| US11043XAA19 / British Airways Pass Through Trust, Series 2019-1, Class AA | 0.63 | -2.18 | 0.0047 | -0.0010 | |||||
| US26884UAC36 / EPR Properties | 0.63 | 0.32 | 0.0047 | -0.0008 | |||||
| TREASURY BILL 08/25 0.00000 / DBT (US912797QK68) | 0.63 | 0.0047 | 0.0047 | ||||||
| TREASURY BILL 08/25 0.00000 / DBT (US912797QK68) | 0.63 | 0.0047 | 0.0047 | ||||||
| 952NPK908 / CREDIT SUISSE GROUP AG COCO JRSUB 144A | 0.62 | 0.00 | 0.0047 | -0.0008 | |||||
| RFR USD SOFR/3.23200 09/10/24-10Y LCH / DIR (EZ7VRSSQ00Z9) | 0.62 | -11.90 | 0.0047 | -0.0016 | |||||
| RFR USD SOFR/3.23200 09/10/24-10Y LCH / DIR (EZ7VRSSQ00Z9) | 0.62 | -11.90 | 0.0047 | -0.0016 | |||||
| SABINE RE LTD UNSECURED 144A 04/31 VAR / DBT (US785628AA63) | 0.62 | 0.00 | 0.0047 | -0.0008 | |||||
| OIS CAD CAONREPO/3.75000 12/20/23-2Y LCH / DIR (EZ37LRWYY447) | 0.62 | -45.14 | 0.0047 | -0.0053 | |||||
| US3133C3UV60 / FED HM LN PC POOL QG3296 FR 04/53 FIXED 5 | 0.62 | -0.32 | 0.0047 | -0.0008 | |||||
| US31418CS476 / Fannie Mae Pool | 0.62 | -1.75 | 0.0046 | -0.0009 | |||||
| US842400GU17 / Southern California Edison Co | 0.61 | 0.0046 | 0.0046 | ||||||
| US89172UAC27 / TOWD POINT MORTGAGE TRUST 2016-4 SER 2016-4 CL M1 V/R REGD 144A P/P 3.25000000 | 0.61 | -18.86 | 0.0046 | -0.0021 | |||||
| KIZUNA RE III PTE LTD UNSECURED 144A 04/29 VAR / DBT (US49835JAB26) | 0.61 | -1.45 | 0.0046 | -0.0009 | |||||
| KIZUNA RE III PTE LTD UNSECURED 144A 04/29 VAR / DBT (US49835JAB26) | 0.61 | -1.45 | 0.0046 | -0.0009 | |||||
| US465981AG34 / JP MORGAN CHASE COMMERCIAL MOR JPMCC 2023 CCDC XA 144A | 0.61 | -6.88 | 0.0046 | -0.0012 | |||||
| H / Hyatt Hotels Corporation | 0.61 | 0.0046 | 0.0046 | ||||||
| H / Hyatt Hotels Corporation | 0.61 | 0.0046 | 0.0046 | ||||||
| CAPE LOOKOUT RE LTD UNSECURED 144A 04/27 VAR / DBT (US13947LAF94) | 0.61 | -1.30 | 0.0046 | -0.0009 | |||||
| US059469AC06 / BANC OF AMERICA ALTERNATIVE LO BOAA 2006 7 A3 | 0.61 | -6.05 | 0.0045 | -0.0012 | |||||
| US05473WAE66 / AYRESOME CDO LTD AYRES 2005 1A A3 144A | 0.61 | 5.77 | 0.0045 | -0.0005 | |||||
| FED HM LN PC POOL QI3285 FR 04/54 FIXED 5 / ABS-MBS (US3133W9UJ84) | 0.60 | -3.07 | 0.0045 | -0.0010 | |||||
| FED HM LN PC POOL QI3285 FR 04/54 FIXED 5 / ABS-MBS (US3133W9UJ84) | 0.60 | -3.07 | 0.0045 | -0.0010 | |||||
| US61747YET82 / Morgan Stanley | 0.60 | 0.00 | 0.0045 | -0.0008 | |||||
| US46647PDA12 / JPMorgan Chase & Co. | 0.60 | 0.34 | 0.0045 | -0.0008 | |||||
| UBSG / UBS Group AG | 0.02 | 0.00 | 0.59 | 11.30 | 0.0044 | -0.0002 | |||
| US91681EAA29 / UPSTART PASS THROUGH TRUST UPSPT 2022 ST3 A 144A | 0.59 | -16.97 | 0.0044 | -0.0018 | |||||
| US00437NAD49 / Accredited Mortgage Loan Trust 2006-2 | 0.59 | -13.93 | 0.0044 | -0.0016 | |||||
| US912810QF84 / United States Treasury Inflation Indexed Bonds | 0.59 | -1.35 | 0.0044 | -0.0008 | |||||
| US12669GYY15 / CHL Mortgage Pass-Through Trust 2005-9 | 0.59 | -1.84 | 0.0044 | -0.0009 | |||||
| IHRTB / iHeartMedia, Inc. | 0.38 | 0.00 | 0.59 | 6.56 | 0.0044 | -0.0005 | |||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A E / ABS-O (US21050QAF46) | 0.59 | 1.04 | 0.0044 | -0.0007 | |||||
| US12667F6Z39 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 4 1A2 | 0.58 | 0.17 | 0.0044 | -0.0008 | |||||
| US152314GR52 / CENTEX HOME EQUITY CXHE 2003 A M1 | 0.58 | -28.38 | 0.0043 | -0.0028 | |||||
| US31418DWH15 / FNMA POOL MA4247 FN 01/51 FIXED 4 | 0.58 | -3.36 | 0.0043 | -0.0009 | |||||
| US912810QP66 / United States Treasury Inflation Indexed Bonds | 0.57 | -2.05 | 0.0043 | -0.0009 | |||||
| RFR USD SOFR/3.75000 06/20/24-10Y LCH / DIR (EZ52H44WTW83) | 0.57 | -201.06 | 0.0043 | 0.0093 | |||||
| US98580LAA35 / YELLOWSTONE ENERGY LP SR SECURED 12/26 5.75 | 0.57 | -13.41 | 0.0043 | -0.0015 | |||||
| RFR USD SOFR/4.22000 10/20/23-10Y LCH / DIR (EZ3GHXW0MPL7) | 0.57 | 24.34 | 0.0043 | 0.0002 | |||||
| RFR USD SOFR/4.22000 10/20/23-10Y LCH / DIR (EZ3GHXW0MPL7) | 0.57 | 24.34 | 0.0043 | 0.0002 | |||||
| US3132A5J632 / Freddie Mac Pool | 0.57 | -1.73 | 0.0042 | -0.0008 | |||||
| IRS AUD 4.50000 09/18/24-10Y LCH / DIR (EZLG541MMLX8) | 0.57 | 115.21 | 0.0042 | 0.0019 | |||||
| IRS AUD 4.50000 09/18/24-10Y LCH / DIR (EZLG541MMLX8) | 0.57 | 115.21 | 0.0042 | 0.0019 | |||||
| US14686KAF49 / Carvana Auto Receivables Trust 2021-N2 | 0.56 | 0.0042 | 0.0042 | ||||||
| US3140QPKC00 / FNMA POOL CB3890 FN 06/52 FIXED 3 | 0.56 | -1.75 | 0.0042 | -0.0008 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA D 144A / ABS-O (US21050UAE82) | 0.55 | 0.18 | 0.0042 | -0.0007 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA D 144A / ABS-O (US21050UAE82) | 0.55 | 0.18 | 0.0042 | -0.0007 | |||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A2B 144A / ABS-O (US96043RAC16) | 0.55 | -66.42 | 0.0041 | -0.0104 | |||||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A2B 144A / ABS-O (US96043RAC16) | 0.55 | -66.42 | 0.0041 | -0.0104 | |||||
| US86359BW496 / STRUCTURED ASSET SECURITIES CO SASC 2005 WF1 M6 | 0.55 | 0.36 | 0.0041 | -0.0007 | |||||
| US69121PDC41 / OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2006 2 A1 | 0.55 | -4.51 | 0.0041 | -0.0010 | |||||
| RFR JPY MUTK/1.00000 09/18/24-10Y LCH / DIR (EZGG5GCVX2P9) | 0.55 | -49.36 | 0.0041 | -0.0054 | |||||
| XS0294367205 / Petroleos de Venezuela SA | 0.55 | -10.02 | 0.0041 | -0.0013 | |||||
| 31750R6K8 PIMCO FXVAN PUT EUR USD 1.15000000 / DFE (EZ6WVRM7DHY0) | 0.55 | 0.0041 | 0.0041 | ||||||
| US83613AAQ58 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT4 2A2 | 0.55 | -1.62 | 0.0041 | -0.0008 | |||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.55 | 0.0041 | 0.0041 | ||||||
| US170256AD31 / COUNTRYWIDE HOME LOANS CWHL 2006 HYB5 2A1 | 0.54 | -0.55 | 0.0041 | -0.0007 | |||||
| US38376RB705 / GNMA, Series 2016-H23, Class F | 0.54 | -19.58 | 0.0041 | -0.0019 | |||||
| RFR USD SOFR/4.13000 05/03/24-10Y LCH / DIR (EZLH6KBBN1Y1) | 0.54 | 72.35 | 0.0040 | 0.0013 | |||||
| US02660YAW21 / AMERICAN HOME MORTGAGE INVESTM AHM 2006 2 3A4 | 0.53 | -2.38 | 0.0040 | -0.0008 | |||||
| BAYOU RE LTD UNSECURED 144A 04/31 VAR / DBT (US07304LAC54) | 0.53 | -0.57 | 0.0039 | -0.0007 | |||||
| XAF6628DAP96 / ALTICE FRANCE S A 2023 EUR EXTENDED TL B11 | 0.53 | 9.13 | 0.0039 | -0.0003 | |||||
| US3140NCT823 / FNCL UMBS 5.5 BX7774 03-01-53 | 0.52 | -2.78 | 0.0039 | -0.0008 | |||||
| US669884AA68 / NOVASTAR HOME EQUITY LOAN NHEL 2006 1 A1A | 0.52 | -14.98 | 0.0039 | -0.0015 | |||||
| FNMA POOL CB8271 FN 04/54 FIXED 5 / ABS-MBS (US3140QUFM32) | 0.52 | -3.34 | 0.0039 | -0.0008 | |||||
| FNMA POOL CB8271 FN 04/54 FIXED 5 / ABS-MBS (US3140QUFM32) | 0.52 | -3.34 | 0.0039 | -0.0008 | |||||
| US91683TAB52 / UPSTART SECURITIZATION TRUST UPST 2022 3 A 144A | 0.52 | -58.91 | 0.0039 | -0.0073 | |||||
| US36179RPM50 / GNMA II POOL MA3128 G2 09/45 FLOATING VAR | 0.52 | -6.15 | 0.0039 | -0.0010 | |||||
| MMIFS RE LTD SECURED 144A 01/33 VAR / DBT (XS2969300081) | 0.52 | 6.19 | 0.0039 | -0.0004 | |||||
| MMIFS RE LTD SECURED 144A 01/33 VAR / DBT (XS2969300081) | 0.52 | 6.19 | 0.0039 | -0.0004 | |||||
| US59022QAC69 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE5 A2B | 0.52 | -1.34 | 0.0039 | -0.0007 | |||||
| US02376AAA79 / American Airlines Pass Through Trust, Series 2017-2, Class AA | 0.52 | -3.74 | 0.0039 | -0.0009 | |||||
| RFR USD SOFR/4.07800 04/29/24-10Y LCH / DIR (EZ8GRFQ9MCJ3) | 0.51 | 94.30 | 0.0038 | 0.0015 | |||||
| RFR USD SOFR/4.07800 04/29/24-10Y LCH / DIR (EZ8GRFQ9MCJ3) | 0.51 | 94.30 | 0.0038 | 0.0015 | |||||
| USP17625AB33 / Venezuela Government International Bond | 0.51 | -8.09 | 0.0038 | -0.0011 | |||||
| TORREY PINES RE LTD TORREY PINES RE LTD / DBT (US89141WAK80) | 0.51 | -1.54 | 0.0038 | -0.0008 | |||||
| TORREY PINES RE LTD TORREY PINES RE LTD / DBT (US89141WAK80) | 0.51 | -1.54 | 0.0038 | -0.0008 | |||||
| RFR USD SOFR/4.17500 10/10/23-10Y LCH / DIR (EZ40KCGZSHS4) | 0.51 | 27.25 | 0.0038 | 0.0003 | |||||
| RFR USD SOFR/4.17500 10/10/23-10Y LCH / DIR (EZ40KCGZSHS4) | 0.51 | 27.25 | 0.0038 | 0.0003 | |||||
| US3133BASY82 / Federal Home Loan Mortgage Corporation | 0.51 | -2.12 | 0.0038 | -0.0008 | |||||
| US345397C437 / Ford Motor Credit Co LLC | 0.50 | -0.20 | 0.0038 | -0.0007 | |||||
| US71085PCD33 / PEOPLE S CHOICE HOME LOAN SECU PCHLT 2005 2 M4 | 0.50 | -5.26 | 0.0038 | -0.0009 | |||||
| US61747YEX94 / Morgan Stanley | 0.50 | -0.20 | 0.0038 | -0.0007 | |||||
| VITALITY RE XVI LTD UNSECURED 144A 01/30 VAR / DBT (US92849FAA66) | 0.50 | 0.00 | 0.0038 | -0.0007 | |||||
| RFR USD SOFR/4.45000 10/31/23-10Y LCH / DIR (EZ69XWNNR2R8) | 0.50 | 16.55 | 0.0037 | -0.0000 | |||||
| RFR USD SOFR/4.45000 10/31/23-10Y LCH / DIR (EZ69XWNNR2R8) | 0.50 | 16.55 | 0.0037 | -0.0000 | |||||
| OPORTUN FUNDING LLC OPTN 2025 A C 144A / ABS-O (US68377TAC27) | 0.50 | 0.40 | 0.0037 | -0.0007 | |||||
| OPORTUN FUNDING LLC OPTN 2025 A C 144A / ABS-O (US68377TAC27) | 0.50 | 0.40 | 0.0037 | -0.0007 | |||||
| US30767EAD13 / FARM CREDIT BK OF TEXAS JR SUBORDINA 144A 12/99 VAR | 0.50 | 0.00 | 0.50 | 0.20 | 0.0037 | -0.0006 | |||
| US02377AAA60 / American Airlines Pass Through Trust, Series 2014-1, Class A | 0.50 | -4.42 | 0.0037 | -0.0009 | |||||
| INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR / DBT (US45833UAM36) | 0.50 | -4.25 | 0.0037 | -0.0009 | |||||
| INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR / DBT (US45833UAM36) | 0.50 | -4.25 | 0.0037 | -0.0009 | |||||
| RFR JPY MUTK/0.70000 09/18/24-5Y LCH / DIR (EZFJTHQSQCN6) | 0.49 | -58.29 | 0.0037 | -0.0067 | |||||
| US36179RV224 / GNMA II POOL MA3333 G2 12/45 FLOATING VAR | 0.49 | -2.77 | 0.0037 | -0.0008 | |||||
| RFR USD SOFR/4.08500 04/22/24-10Y LCH / DIR (EZS5R9RJ3PK1) | 0.49 | 94.07 | 0.0037 | 0.0014 | |||||
| RFR USD SOFR/4.08500 04/22/24-10Y LCH / DIR (EZS5R9RJ3PK1) | 0.49 | 94.07 | 0.0037 | 0.0014 | |||||
| US48252KAA79 / KKR CLO 21 Ltd | 0.49 | -26.17 | 0.0037 | -0.0022 | |||||
| RFR USD SOFR/4.08000 04/17/24-10Y LCH / DIR (EZR19VMTQWV1) | 0.49 | 98.77 | 0.0036 | 0.0015 | |||||
| RFR USD SOFR/4.15000 10/12/23-10Y LCH / DIR (EZ5L8D47TWL2) | 0.49 | 28.99 | 0.0036 | 0.0003 | |||||
| RFR USD SOFR/4.15000 10/12/23-10Y LCH / DIR (EZ5L8D47TWL2) | 0.49 | 28.99 | 0.0036 | 0.0003 | |||||
| 317U0UIA5 PIMCO FPPSWAPTION 2.18 CALL USD / DIR (000000000) | 0.48 | 0.0036 | 0.0036 | ||||||
| 317U0UIA5 PIMCO FPPSWAPTION 2.18 CALL USD / DIR (000000000) | 0.48 | 0.0036 | 0.0036 | ||||||
| US57643LKC99 / MASTR ASSET BACKED SECS TR 1ML+172.5 06/25/2035 | 0.48 | 0.00 | 0.0036 | -0.0006 | |||||
| CDX IG43 5Y ICE / DCR (EZ10N17RBN04) | 0.48 | -84.80 | 0.0036 | -0.0242 | |||||
| CDX IG43 5Y ICE / DCR (EZ10N17RBN04) | 0.48 | -84.80 | 0.0036 | -0.0242 | |||||
| US3132DWH303 / Freddie Mac Pool | 0.48 | -3.25 | 0.0036 | -0.0008 | |||||
| XS2356204052 / LION III RE DAC /EUR/ REGD V/R 144A P/P SER 21-A 3.50000000 | 0.47 | 0.0035 | 0.0035 | ||||||
| US3137FMUL40 / FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER Q010 CL APT3 V/R 2.98748400 | 0.47 | -11.65 | 0.0035 | -0.0012 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA R 144A / ABS-O (US21050UAG31) | 0.47 | -2.29 | 0.0035 | -0.0007 | |||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0.46 | 0.0035 | 0.0035 | ||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0.46 | 0.0035 | 0.0035 | ||||||
| RFR USD SOFR/3.53200 08/20/24-10Y LCH / DIR (EZ4ZGS2N23W5) | 0.46 | -25.76 | 0.0035 | -0.0020 | |||||
| AIRBUS FINANCE BV SNR SE ICE / DCR (EZ206QGZMGN5) | 0.46 | -9.07 | 0.0035 | -0.0010 | |||||
| AIRBUS FINANCE BV SNR SE ICE / DCR (EZ206QGZMGN5) | 0.46 | -9.07 | 0.0035 | -0.0010 | |||||
| RFR USD SOFR/3.55800 08/21/24-10Y LCH / DIR (EZHZRCBWPB39) | 0.46 | -28.62 | 0.0034 | -0.0022 | |||||
| RFR USD SOFR/4.20000 10/18/23-10Y LCH / DIR (EZ928N5BXG10) | 0.46 | 25.41 | 0.0034 | 0.0002 | |||||
| RFR USD SOFR/4.20000 10/18/23-10Y LCH / DIR (EZ928N5BXG10) | 0.46 | 25.41 | 0.0034 | 0.0002 | |||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.46 | 0.0034 | 0.0034 | ||||||
| FED HM LN PC POOL SD4977 FR 11/53 FIXED 5 / ABS-MBS (US3132DSQ625) | 0.46 | -2.14 | 0.0034 | -0.0007 | |||||
| FED HM LN PC POOL SD4977 FR 11/53 FIXED 5 / ABS-MBS (US3132DSQ625) | 0.46 | -2.14 | 0.0034 | -0.0007 | |||||
| RFR USD SOFR/3.41000 09/05/24-10Y LCH / DIR (EZQK0T1M7D98) | 0.46 | -17.84 | 0.0034 | -0.0015 | |||||
| RFR USD SOFR/3.41000 09/05/24-10Y LCH / DIR (EZQK0T1M7D98) | 0.46 | -17.84 | 0.0034 | -0.0015 | |||||
| US519440AD36 / LAVENDER TRUST LTS 2010 RR2A A4 144A | 0.45 | -2.99 | 0.0034 | -0.0007 | |||||
| FNMA POOL DB4387 FN 05/54 FIXED 5 / ABS-MBS (US3140AD2V28) | 0.45 | -2.80 | 0.0034 | -0.0007 | |||||
| RFR USD SOFR/3.86000 02/21/24-10Y LCH / DIR (EZ1G947YLS63) | 0.45 | 87.55 | 0.0034 | 0.0013 | |||||
| RFR USD SOFR/3.86000 02/21/24-10Y LCH / DIR (EZ1G947YLS63) | 0.45 | 87.55 | 0.0034 | 0.0013 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.45 | 0.0034 | 0.0034 | ||||||
| XS0800185174 / THAMES WATER UTC | 0.45 | -5.85 | 0.0034 | -0.0008 | |||||
| RFR USD SOFR/3.90000 08/30/23-10Y LCH / DIR (EZZ44B0R4XW3) | 0.45 | 104.13 | 0.0033 | 0.0014 | |||||
| RFR USD SOFR/3.90000 08/30/23-10Y LCH / DIR (EZZ44B0R4XW3) | 0.45 | 104.13 | 0.0033 | 0.0014 | |||||
| US65535AAD63 / NOMURA HOME EQUITY LOAN INC NHELI 2006 AF1 A4 | 0.44 | 0.00 | 0.0033 | -0.0006 | |||||
| SOLD KWD BOUGHT USD 20300509 / DFE (000000000) | 0.44 | 0.0033 | 0.0033 | ||||||
| SOLD KWD BOUGHT USD 20300509 / DFE (000000000) | 0.44 | 0.0033 | 0.0033 | ||||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA C 144A / ABS-O (US21050UAD00) | 0.44 | 0.23 | 0.0033 | -0.0006 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA C 144A / ABS-O (US21050UAD00) | 0.44 | 0.23 | 0.0033 | -0.0006 | |||||
| US36228F6P67 / GSAMP Trust 2004-AR1 | 0.44 | -3.93 | 0.0033 | -0.0007 | |||||
| USP7807HAR68 / Petroleos de Venezuela SA | 0.44 | -8.96 | 0.0033 | -0.0010 | |||||
| US3140GQ6E16 / FNMA POOL BH2668 FN 09/47 FIXED 3.5 | 0.44 | -0.68 | 0.0033 | -0.0006 | |||||
| US36179RJ427 / GNMA II POOL MA2983 G2 07/45 FLOATING VAR | 0.43 | -0.46 | 0.0033 | -0.0006 | |||||
| US03072SHK42 / AMERIQUEST MORTGAGE SECURITIES AMSI 2003 AR3 M5 | 0.43 | 0.47 | 0.0032 | -0.0006 | |||||
| 952NPGII8 / CREDIT SUISSE GP AG COCO JRSUB 144A RVC | 0.43 | 0.00 | 0.0032 | -0.0006 | |||||
| RFR USD SOFR/3.56900 08/14/24-10Y LCH / DIR (EZBVMXZPZB61) | 0.43 | -29.39 | 0.0032 | -0.0022 | |||||
| US07274EAK91 / BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.375% 11-21-30 | 0.43 | 1.43 | 0.0032 | -0.0005 | |||||
| US31335A3G11 / FED HM LN PC POOL G60799 FG 11/46 FIXED 3.5 | 0.43 | -1.85 | 0.0032 | -0.0006 | |||||
| XS2010044035 / MACKAY SHIELDS EURO CLO MKSE 1A A 144A | 0.42 | -67.52 | 0.0032 | -0.0083 | |||||
| WINSTON RE LTD UNSECURED 144A 02/31 VAR / DBT (US975660AB76) | 0.42 | 0.24 | 0.0032 | -0.0005 | |||||
| IRS EUR 2.78000 05/02/24-5Y LCH / DIR (EZJ3VKFQ3YF7) | 0.42 | -17.36 | 0.0031 | -0.0013 | |||||
| IRS EUR 2.78000 05/02/24-5Y LCH / DIR (EZJ3VKFQ3YF7) | 0.42 | -17.36 | 0.0031 | -0.0013 | |||||
| RFR USD SOFR/4.43500 11/01/23-10Y LCH / DIR (EZVVYR19MCY7) | 0.42 | -41.15 | 0.0031 | -0.0031 | |||||
| RFR USD SOFR/4.43500 11/01/23-10Y LCH / DIR (EZVVYR19MCY7) | 0.42 | -41.15 | 0.0031 | -0.0031 | |||||
| RFR USD SOFR/3.25000 06/18/25-10Y LCH / DIR (EZXZ4DC8KGZ4) | 0.42 | 0.0031 | 0.0031 | ||||||
| IRS EUR 2.95000 06/12/24-5Y LCH / DIR (EZT0P390L5T8) | 0.42 | -17.72 | 0.0031 | -0.0013 | |||||
| US3133C0T365 / FED HM LN PC POOL QG0570 FR 04/53 FIXED 5 | 0.42 | -3.02 | 0.0031 | -0.0007 | |||||
| IRS AUD 4.00000 09/18/24-5Y LCH / DIR (EZKTY90KL2M8) | 0.42 | 390.59 | 0.0031 | 0.0024 | |||||
| IRS AUD 4.00000 09/18/24-5Y LCH / DIR (EZKTY90KL2M8) | 0.42 | 390.59 | 0.0031 | 0.0024 | |||||
| EZ6MPW8FKYP3 / CDX EM36 ICE | 0.42 | 672.22 | 0.0031 | 0.0026 | |||||
| XS0294364954 / Petroleos de Venezuela SA | 0.42 | -8.57 | 0.0031 | -0.0009 | |||||
| US61692AAN28 / Morgan Stanley Capital I Trust 2019-NUGS | 0.41 | 0.00 | 0.0031 | -0.0005 | |||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 1 A3 144A / ABS-O (US39571MAC29) | 0.41 | 0.74 | 0.0031 | -0.0005 | |||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 1 A3 144A / ABS-O (US39571MAC29) | 0.41 | 0.74 | 0.0031 | -0.0005 | |||||
| US86361GAA40 / STRUCTURED ASSET SECURITIES CO SASC 2006 BC2 A1 | 0.41 | -1.92 | 0.0031 | -0.0006 | |||||
| IRS EUR 2.77000 04/16/24-5Y LCH / DIR (EZ8YJNQLMV03) | 0.41 | -14.68 | 0.0030 | -0.0012 | |||||
| IRS EUR 2.77000 04/16/24-5Y LCH / DIR (EZ8YJNQLMV03) | 0.41 | -14.68 | 0.0030 | -0.0012 | |||||
| US17309SAF74 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH4 M2 | 0.41 | -4.92 | 0.0030 | -0.0007 | |||||
| INTEGRITY RE III UNSECURED 144A 06/28 VAR / DBT (US45870GAE61) | 0.40 | 0.25 | 0.0030 | -0.0005 | |||||
| INTEGRITY RE III UNSECURED 144A 06/28 VAR / DBT (US45870GAE61) | 0.40 | 0.25 | 0.0030 | -0.0005 | |||||
| INTEGRITY RE III UNSECURED 144A 06/27 VAR / DBT (US45870GAF37) | 0.40 | 1.01 | 0.0030 | -0.0005 | |||||
| FNMA POOL DB3354 FN 06/54 FIXED 5 / ABS-MBS (US3140ACWQ29) | 0.40 | -0.25 | 0.0030 | -0.0005 | |||||
| FNMA POOL DB3354 FN 06/54 FIXED 5 / ABS-MBS (US3140ACWQ29) | 0.40 | -0.25 | 0.0030 | -0.0005 | |||||
| US247361ZV38 / Delta Air Lines 2020-1 Class AA Pass Through Trust | 0.40 | -3.18 | 0.0030 | -0.0006 | |||||
| HESTIA RE LTD UNSECURED 144A 03/32 VAR / DBT (US42815KAC62) | 0.40 | -1.00 | 0.0030 | -0.0006 | |||||
| HESTIA RE LTD UNSECURED 144A 03/32 VAR / DBT (US42815KAC62) | 0.40 | -1.00 | 0.0030 | -0.0006 | |||||
| XS2053846262 / Altice France SA/France | 0.40 | 14.83 | 0.0030 | -0.0001 | |||||
| HESTIA RE LTD UNSECURED 144A 03/32 VAR / DBT (US42815KAD46) | 0.39 | -1.25 | 0.0030 | -0.0006 | |||||
| HESTIA RE LTD UNSECURED 144A 03/32 VAR / DBT (US42815KAD46) | 0.39 | -1.25 | 0.0030 | -0.0006 | |||||
| RFR USD SOFR/3.25000 03/19/25-7Y LCH / DIR (EZXW94GLV2L5) | 0.39 | -14.97 | 0.0029 | -0.0011 | |||||
| RFR USD SOFR/3.25000 03/19/25-7Y LCH / DIR (EZXW94GLV2L5) | 0.39 | -14.97 | 0.0029 | -0.0011 | |||||
| US161630AQ16 / Chase Mortgage Finance Trust Series 2007-A1 | 0.39 | -1.52 | 0.0029 | -0.0006 | |||||
| 317U0TJA7 PIMCO FPPSWAPTION 2.17 CALL USD / DIR (000000000) | 0.39 | 0.0029 | 0.0029 | ||||||
| RFR USD SOFR/3.46382 09/03/24-25Y* CME / DIR (EZKW32HGZY54) | 0.39 | 25.82 | 0.0029 | 0.0002 | |||||
| RFR USD SOFR/3.46382 09/03/24-25Y* CME / DIR (EZKW32HGZY54) | 0.39 | 25.82 | 0.0029 | 0.0002 | |||||
| US3140MXNY62 / FNMA POOL BW5806 FN 08/52 FIXED 5 | 0.39 | -5.17 | 0.0029 | -0.0007 | |||||
| 952NPL005 / CREDIT SUISSE GROUP AG COCO JR SUB 144A | 0.38 | 0.00 | 0.0029 | -0.0005 | |||||
| CMBX.NA.AAA.12 SP MYC / DCR (000000000) | 0.38 | 0.0029 | 0.0029 | ||||||
| CMBX.NA.AAA.12 SP MYC / DCR (000000000) | 0.38 | 0.0029 | 0.0029 | ||||||
| ZCS BRL 13.3537 05/12/25-01/02/29 CME / DIR (EZSPJ72GL6V3) | 0.38 | 0.0028 | 0.0028 | ||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 3 AB 144A / ABS-O (US69548BAC37) | 0.38 | -43.41 | 0.0028 | -0.0031 | |||||
| US94983RAD61 / Wells Fargo Mortgage Backed Securities 2006-AR5 Trust | 0.38 | -3.85 | 0.0028 | -0.0006 | |||||
| US05533JBJ16 / BCAP LLC TRUST BCAP 2010 RR11 6A2 144A | 0.38 | -1.06 | 0.0028 | -0.0005 | |||||
| US00908PAA57 / Air Canada 2017-1 Class AA Pass Through Trust | 0.38 | 0.00 | 0.0028 | -0.0005 | |||||
| US46629CAK36 / JP MORGAN MORTGAGE TRUST | 0.37 | -4.10 | 0.0028 | -0.0006 | |||||
| THAMES WATER UTIL FIN SR SECURED REGS 04/33 7.125 / DBT (XS2755443020) | 0.37 | -5.33 | 0.0028 | -0.0007 | |||||
| THAMES WATER UTIL FIN SR SECURED REGS 04/33 7.125 / DBT (XS2755443020) | 0.37 | -5.33 | 0.0028 | -0.0007 | |||||
| RFR USD SOFR/4.39250 10/25/23-10Y LCH / DIR (EZYXQ8SYW7C4) | 0.37 | 18.10 | 0.0028 | 0.0000 | |||||
| US3140MRLT28 / FNMA 30YR 3% 05/01/2052#BW0337 | 0.37 | -0.81 | 0.0028 | -0.0005 | |||||
| EURO-BOBL FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF61) | 0.37 | 0.0028 | 0.0028 | ||||||
| EURO-BOBL FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF61) | 0.37 | 0.0028 | 0.0028 | ||||||
| RFR USD SOFR/3.95000 04/16/24-10Y LCH / DIR (EZH76FJG5D96) | 0.37 | 318.18 | 0.0028 | 0.0020 | |||||
| RFR USD SOFR/3.95000 04/16/24-10Y LCH / DIR (EZH76FJG5D96) | 0.37 | 318.18 | 0.0028 | 0.0020 | |||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.37 | 0.0028 | 0.0028 | ||||||
| FED HM LN PC POOL QI8825 FR 07/54 FIXED 5 / ABS-MBS (US3133WFYW11) | 0.37 | -0.81 | 0.0027 | -0.0005 | |||||
| FED HM LN PC POOL QI8825 FR 07/54 FIXED 5 / ABS-MBS (US3133WFYW11) | 0.37 | -0.81 | 0.0027 | -0.0005 | |||||
| US02147RAK68 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 23CB 1A10 | 0.37 | -1.08 | 0.0027 | -0.0005 | |||||
| QUERCUS RE DESIGNATED ACTIVITY 07/27 1 / DBT (XS2865536135) | 0.36 | 7.42 | 0.0027 | -0.0003 | |||||
| QUERCUS RE DESIGNATED ACTIVITY 07/27 1 / DBT (XS2865536135) | 0.36 | 7.42 | 0.0027 | -0.0003 | |||||
| US00253CHB63 / AAMES MORTGAGE TRUST AMT 2001 3 M1 | 0.36 | -3.21 | 0.0027 | -0.0006 | |||||
| US3140X3B801 / UMBS | 0.36 | -1.36 | 0.0027 | -0.0005 | |||||
| US694308HL49 / PACIFIC GAS + ELECTRIC SR UNSECURED 03/45 4.3 | 0.36 | -3.47 | 0.0027 | -0.0006 | |||||
| US3140QLJX51 / FNMA POOL CB1177 FN 07/51 FIXED 4 | 0.36 | -17.05 | 0.0027 | -0.0011 | |||||
| RFR USD SOFR/3.59500 08/19/24-10Y LCH / DIR (EZN7CQ0TS3K8) | 0.36 | -33.27 | 0.0027 | -0.0021 | |||||
| RFR USD SOFR/3.59500 08/19/24-10Y LCH / DIR (EZN7CQ0TS3K8) | 0.36 | -33.27 | 0.0027 | -0.0021 | |||||
| US89054XAD75 / Topaz Solar Farms LLC | 0.36 | -3.24 | 0.0027 | -0.0006 | |||||
| USU76673AB55 / RIO OIL FINANCE TRUST SR SECURED REGS 01/27 9.75 | 0.36 | -11.17 | 0.0027 | -0.0009 | |||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 0.36 | -74.84 | 0.0027 | -0.0098 | |||||
| US3140MW2Q87 / FNMA POOL BW5282 FN 05/53 FIXED 5 | 0.35 | -0.28 | 0.0027 | -0.0005 | |||||
| US3133C74R51 / FED HM LN PC POOL QG7132 FR 06/53 FIXED 5 | 0.35 | -0.28 | 0.0026 | -0.0005 | |||||
| XAN5200EAB73 / Lealand Finance Company BV, Term Loan | 0.35 | 21.88 | 0.0026 | 0.0001 | |||||
| FNMA POOL BY6514 FN 02/54 FIXED 5 / ABS-MBS (US3140NPGY03) | 0.35 | -1.13 | 0.0026 | -0.0005 | |||||
| 952NPG006 / CREDIT SUISSE GROUP AG JR SUB 144A | 0.35 | 0.00 | 0.0026 | -0.0005 | |||||
| RFR USD SOFR/3.24000 09/16/24-10Y LCH / DIR (EZH06W9H2QV9) | 0.35 | -12.15 | 0.0026 | -0.0009 | |||||
| RFR USD SOFR/3.24000 09/16/24-10Y LCH / DIR (EZH06W9H2QV9) | 0.35 | -12.15 | 0.0026 | -0.0009 | |||||
| IRS ZAR 8.20250 01/10/25-6Y CME / DIR (EZRKVVXPWRM6) | 0.35 | 156.30 | 0.0026 | 0.0014 | |||||
| IRS ZAR 8.20250 01/10/25-6Y CME / DIR (EZRKVVXPWRM6) | 0.35 | 156.30 | 0.0026 | 0.0014 | |||||
| HARLEY MARINE FINANCING LLC CLC 2023 1 A2 144A / ABS-O (US41284LAH78) | 0.34 | -3.94 | 0.0026 | -0.0006 | |||||
| HARLEY MARINE FINANCING LLC CLC 2023 1 A2 144A / ABS-O (US41284LAH78) | 0.34 | -3.94 | 0.0026 | -0.0006 | |||||
| US02149MAX74 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 J1 2A9 | 0.34 | -2.30 | 0.0026 | -0.0005 | |||||
| US3140QSC901 / FNMA 30YR 5% 02/01/2053#CB6395 | 0.34 | -2.58 | 0.0026 | -0.0005 | |||||
| HARLEY MARINE FINANCING LLC CLC 2023 1 A1 144A / ABS-O (US41284LAG95) | 0.34 | 0.00 | 0.0026 | -0.0004 | |||||
| HARLEY MARINE FINANCING LLC CLC 2023 1 A1 144A / ABS-O (US41284LAG95) | 0.34 | 0.00 | 0.0026 | -0.0004 | |||||
| US02660THL08 / AMERICAN HOME MORTGAGE INVESTM AHM 2005 SD1 1A1 144A | 0.34 | -0.88 | 0.0025 | -0.0005 | |||||
| US31329QC669 / Federal Home Loan Mortgage Corporation | 0.34 | -1.18 | 0.0025 | -0.0005 | |||||
| US43710XAD03 / Home Equity Loan Trust | 0.34 | -6.16 | 0.0025 | -0.0006 | |||||
| RFR USD SOFR/3.36832 09/03/24-25Y* CME / DIR (EZKW32HGZY54) | 0.33 | 9.15 | 0.0025 | -0.0002 | |||||
| US36266BAH15 / GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL4 SA 144A | 0.33 | -3.48 | 0.0025 | -0.0005 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA E 144A / ABS-O (US21050UAF57) | 0.33 | 0.61 | 0.0025 | -0.0004 | |||||
| CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA E 144A / ABS-O (US21050UAF57) | 0.33 | 0.61 | 0.0025 | -0.0004 | |||||
| US02156LAE11 / Altice France SA/France | 0.33 | 5.10 | 0.0025 | -0.0003 | |||||
| US41161PPN77 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 7 1A1 | 0.33 | -1.80 | 0.0025 | -0.0005 | |||||
| RFR USD SOFR/3.52500 09/04/24-10Y LCH / DIR (EZSXZYY2VD17) | 0.33 | -25.74 | 0.0024 | -0.0014 | |||||
| RFR USD SOFR/3.52500 09/04/24-10Y LCH / DIR (EZSXZYY2VD17) | 0.33 | -25.74 | 0.0024 | -0.0014 | |||||
| US3140NBY882 / FNMA POOL BX7034 FN 05/53 FIXED 5.5 | 0.32 | -0.31 | 0.0024 | -0.0004 | |||||
| US59022VAA98 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 OPT1 A1 | 0.32 | -1.53 | 0.0024 | -0.0005 | |||||
| XS1859337419 / Altice France SA/France | 0.32 | 10.38 | 0.0024 | -0.0002 | |||||
| RFR USD SOFR/4.25500 10/23/23-10Y LCH / DIR (EZMRDB2FZ560) | 0.32 | 29.27 | 0.0024 | 0.0002 | |||||
| RFR USD SOFR/4.25500 10/23/23-10Y LCH / DIR (EZMRDB2FZ560) | 0.32 | 29.27 | 0.0024 | 0.0002 | |||||
| RFR USD SOFR/3.25000 06/18/25-7Y LCH / DIR (EZNM897HLTQ3) | 0.32 | 0.0024 | 0.0024 | ||||||
| 317U0V7A5 PIMCO FPPSWAPTION 2.11 CALL USD / DIR (000000000) | 0.32 | 0.0024 | 0.0024 | ||||||
| US26884UAE91 / EPR Properties | 0.32 | 0.64 | 0.0024 | -0.0004 | |||||
| FED HM LN PC POOL QH4279 FR 11/53 FIXED 6.5 / ABS-MBS (US3133CGXG72) | 0.31 | -5.14 | 0.0024 | -0.0006 | |||||
| FED HM LN PC POOL QH4279 FR 11/53 FIXED 6.5 / ABS-MBS (US3133CGXG72) | 0.31 | -5.14 | 0.0024 | -0.0006 | |||||
| US86363DAH44 / Structured Asset Mortgage Investments II Trust 2007-AR2 | 0.31 | -13.06 | 0.0023 | -0.0008 | |||||
| WORLD OMNI AUTO RECEIVABLES TR WOART 2024 B A2A / ABS-O (US98164HAB42) | 0.31 | -41.28 | 0.0023 | -0.0024 | |||||
| WORLD OMNI AUTO RECEIVABLES TR WOART 2024 B A2A / ABS-O (US98164HAB42) | 0.31 | -41.28 | 0.0023 | -0.0024 | |||||
| IRS EUR 2.54700 03/09/23-10Y LCH / DIR (EZH1C8PGQ9G9) | 0.31 | -1,008.82 | 0.0023 | 0.0026 | |||||
| US04012XAD75 / ARGENT SECURITIES INC. ARSI 2006 W5 A2C | 0.31 | -0.32 | 0.0023 | -0.0004 | |||||
| P1AY34 / Paychex, Inc. - Depositary Receipt (Common Stock) | 0.31 | 0.0023 | 0.0023 | ||||||
| P1AY34 / Paychex, Inc. - Depositary Receipt (Common Stock) | 0.31 | 0.0023 | 0.0023 | ||||||
| US3133C37A80 / FED HM LN PC POOL QG3589 FR 05/53 FIXED 5 | 0.31 | -0.32 | 0.0023 | -0.0004 | |||||
| FNMA POOL BO9411 FN 06/53 FIXED 5.5 / ABS-MBS (US3140K5N525) | 0.31 | -3.46 | 0.0023 | -0.0005 | |||||
| EZV2HPK2D0S5 / EQUINIX INC SNR S* SP GST | 0.31 | -10.26 | 0.0023 | -0.0007 | |||||
| VITALITY RE XVI LTD UNSECURED 144A 01/30 VAR / DBT (US92849FAC23) | 0.30 | 0.33 | 0.0023 | -0.0004 | |||||
| VITALITY RE XVI LTD UNSECURED 144A 01/30 VAR / DBT (US92849FAC23) | 0.30 | 0.33 | 0.0023 | -0.0004 | |||||
| FNMA POOL MA5546 FN 11/54 FIXED 6.5 / ABS-MBS (US31418FEU75) | 0.30 | -7.98 | 0.0023 | -0.0006 | |||||
| US3132DWJH79 / Freddie Mac Pool | 0.30 | -5.06 | 0.0022 | -0.0005 | |||||
| FNMA POOL BY2651 FN 05/53 FIXED 5.5 / ABS-MBS (US3140NJ5M26) | 0.30 | 0.00 | 0.0022 | -0.0004 | |||||
| FNMA POOL BY2651 FN 05/53 FIXED 5.5 / ABS-MBS (US3140NJ5M26) | 0.30 | 0.00 | 0.0022 | -0.0004 | |||||
| OIS MXN TIIE1/9.13500 01/02/25-5Y* CME / DIR (EZWL3F3ZD7S9) | 0.30 | 41.04 | 0.0022 | 0.0004 | |||||
| US3140ND2R76 / FNCL UMBS 5.5 BX8883 04-01-53 | 0.30 | -0.33 | 0.0022 | -0.0004 | |||||
| FNMA POOL BY4139 FN 06/53 FIXED 5.5 / ABS-MBS (US3140NLS594) | 0.30 | -0.34 | 0.0022 | -0.0004 | |||||
| US95000U2V48 / WELLS FARGO & COMPANY REGD V/R MTN 3.52600000 | 0.30 | 0.34 | 0.0022 | -0.0004 | |||||
| US194204AA11 / College Avenue Student Loans LLC | 0.30 | -6.65 | 0.0022 | -0.0006 | |||||
| FNMA POOL FS7325 FN 01/54 FIXED VAR / ABS-MBS (US3140XPD711) | 0.29 | -10.64 | 0.0022 | -0.0007 | |||||
| FNMA POOL FS7325 FN 01/54 FIXED VAR / ABS-MBS (US3140XPD711) | 0.29 | -10.64 | 0.0022 | -0.0007 | |||||
| OIS MXN TIIE1/9.15000 01/06/25-5Y* CME / DIR (EZVC9S8RHYL1) | 0.29 | 40.67 | 0.0022 | 0.0004 | |||||
| OIS MXN TIIE1/9.15000 01/06/25-5Y* CME / DIR (EZVC9S8RHYL1) | 0.29 | 40.67 | 0.0022 | 0.0004 | |||||
| RFR USD SOFR/3.56500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0.29 | -29.71 | 0.0022 | -0.0015 | |||||
| RFR USD SOFR/3.56500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0.29 | -29.71 | 0.0022 | -0.0015 | |||||
| US17307GNS39 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 OPT1 M2 | 0.29 | -0.69 | 0.0022 | -0.0004 | |||||
| RFR USD SOFR/3.90000 04/10/24-10Y LCH / DIR (EZ2N7SZFW8Z5) | 0.29 | 1,700.00 | 0.0022 | 0.0020 | |||||
| RFR USD SOFR/3.90000 04/10/24-10Y LCH / DIR (EZ2N7SZFW8Z5) | 0.29 | 1,700.00 | 0.0022 | 0.0020 | |||||
| US3140NHUX48 / FNCL UMBS 5.0 BY1497 05-01-53 | 0.29 | -1.04 | 0.0021 | -0.0004 | |||||
| US03072SV368 / Ameriquest Mortgage Securities Inc Asset Backed Pass-Through Ctfs Ser 2005-R11 | 0.28 | -8.71 | 0.0021 | -0.0006 | |||||
| RFR USD SOFR/3.51400 09/04/24-10Y LCH / DIR (EZSXZYY2VD17) | 0.28 | -36.22 | 0.0021 | -0.0018 | |||||
| RFR USD SOFR/3.61300 08/22/24-10Y LCH / DIR (EZZBSDRSGXS6) | 0.28 | -36.65 | 0.0021 | -0.0018 | |||||
| US04012MAA71 / ARGENT SECURITIES INC. ARSI 2006 M1 A2D | 0.28 | -0.72 | 0.0021 | -0.0004 | |||||
| RFR USD SOFR/3.50000 12/20/23-7Y LCH / DIR (EZPR4RDSDSJ6) | 0.28 | 144.25 | 0.0021 | 0.0011 | |||||
| RFR USD SOFR/3.50000 12/20/23-7Y LCH / DIR (EZPR4RDSDSJ6) | 0.28 | 144.25 | 0.0021 | 0.0011 | |||||
| 337792II8 / MITCHELLS + BUTLERS FINA SECURED REGS 12/30 6.013 | 0.28 | 0.73 | 0.0021 | -0.0004 | |||||
| US78307ADH32 / RUSSIAN FEDN 5.875% 09/16/2043 144A | 0.27 | 0.00 | 0.0021 | -0.0004 | |||||
| RFR USD SOFR/3.80000 03/10/23-5Y LCH / DIR (EZZ46G197CT8) | 0.27 | 124.17 | 0.0020 | 0.0010 | |||||
| RFR USD SOFR/3.80000 03/10/23-5Y LCH / DIR (EZZ46G197CT8) | 0.27 | 124.17 | 0.0020 | 0.0010 | |||||
| US17330HAR84 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 RP1 SA 144A | 0.27 | -14.70 | 0.0020 | -0.0008 | |||||
| US07325NDW92 / BAYVIEW FINANCIAL ACQUISITION BAYV 2006 B M3 | 0.26 | -4.01 | 0.0020 | -0.0004 | |||||
| US368266AA08 / GAZPROM (GAZ CAPITAL SA) SR UNSECURED 144A 04/34 8.625 | 0.26 | 9.17 | 0.0020 | -0.0001 | |||||
| RFR USD SOFR/3.97000 02/27/24-5Y LCH / DIR (EZW6KKT3DSZ7) | 0.26 | 60.74 | 0.0020 | 0.0005 | |||||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0.26 | 0.0019 | 0.0019 | ||||||
| US52520RAA05 / LEHMAN MORTGAGE TRUST LMT 2006 4 1A1 | 0.26 | -3.00 | 0.0019 | -0.0004 | |||||
| BRAZIL LA SP MYC / DCR (EZKZKSJNRZR4) | 0.26 | 317.74 | 0.0019 | 0.0014 | |||||
| BRAZIL LA SP MYC / DCR (EZKZKSJNRZR4) | 0.26 | 317.74 | 0.0019 | 0.0014 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.26 | 0.0019 | 0.0019 | ||||||
| US59021AAD00 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 FM1 A2D | 0.26 | -4.85 | 0.0019 | -0.0004 | |||||
| IRS ZAR 8.42000 07/31/23-5Y CME / DIR (EZ0W028CV1D4) | 0.26 | 116.10 | 0.0019 | 0.0009 | |||||
| 953PAWII3 / FINASTRA USA INC 2023 REVOLVER | 0.26 | 0.79 | 0.0019 | -0.0003 | |||||
| US46627MBS52 / J.P. MORGAN ALTERNATIVE LOAN T JPALT 2005 A2 2A1 | 0.25 | -6.62 | 0.0019 | -0.0005 | |||||
| CHARLES RIVER RE LTD SR UNSECURED 144A 05/31 VAR / DBT (US159873AA63) | 0.25 | -0.39 | 0.0019 | -0.0003 | |||||
| CHARLES RIVER RE LTD SR UNSECURED 144A 05/31 VAR / DBT (US159873AA63) | 0.25 | -0.39 | 0.0019 | -0.0003 | |||||
| US1266734B53 / Countrywide Asset-Backed Certificates | 0.25 | -2.32 | 0.0019 | -0.0004 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.25 | 0.0019 | 0.0019 | ||||||
| ARMOR RE II LTD UNSECURED 144A 01/32 VAR / DBT (US04227FAF27) | 0.25 | -1.19 | 0.0019 | -0.0004 | |||||
| VERAISON RE LTD UNSECURED 144A 03/33 VAR / DBT (US92335TAE91) | 0.25 | 0.00 | 0.0019 | -0.0003 | |||||
| US05826BAA44 / Baldwin Re 2021-1 Class A | 0.25 | 0.0019 | 0.0019 | ||||||
| 31750R6D4 PIMCO FXVAN PUT EUR USD 1.15000000 / DFE (EZ6WVRM7DHY0) | 0.25 | 0.0019 | 0.0019 | ||||||
| BRIDGECREST LENDING AUTO SECUR BLAST 2024 3 A2 / ABS-O (US10805NAB10) | 0.25 | -66.11 | 0.0018 | -0.0045 | |||||
| BRIDGECREST LENDING AUTO SECUR BLAST 2024 3 A2 / ABS-O (US10805NAB10) | 0.25 | -66.11 | 0.0018 | -0.0045 | |||||
| US07386HXZ99 / BEAR STEARNS ALT A TRUST BALTA 2005 9 21A1 | 0.24 | -0.83 | 0.0018 | -0.0003 | |||||
| RFR USD SOFR/3.90000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.24 | 61.49 | 0.0018 | 0.0005 | |||||
| ZCS BRL 13.2914 05/08/25-01/02/29 CME / DIR (EZYLW2ZWVNG8) | 0.24 | 0.0018 | 0.0018 | ||||||
| ZCS BRL 13.2914 05/08/25-01/02/29 CME / DIR (EZYLW2ZWVNG8) | 0.24 | 0.0018 | 0.0018 | ||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.24 | 0.0018 | 0.0018 | ||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.24 | 0.0018 | 0.0018 | ||||||
| USL26915AA33 / FORESEA Holding SA | 0.23 | -1.69 | 0.0017 | -0.0003 | |||||
| US3133C6EW58 / FNMA 30YR 5% 06/01/2053#QG5549 | 0.23 | -1.28 | 0.0017 | -0.0003 | |||||
| US31334XK650 / FHLG 30YR 4% 07/01/2049#QA1217 | 0.23 | -0.44 | 0.0017 | -0.0003 | |||||
| US3140NA2M44 / FNMA POOL BX6179 FN 02/53 FIXED 5 | 0.23 | -2.99 | 0.0017 | -0.0004 | |||||
| IRS EUR 2.77000 04/29/24-10Y LCH / DIR (EZ7F19JFNJC1) | 0.23 | -18.05 | 0.0017 | -0.0007 | |||||
| RFR USD SOFR/3.64500 08/07/24-10Y LCH / DIR (EZ2H268MSWS8) | 0.23 | -42.20 | 0.0017 | -0.0018 | |||||
| THAMES SSNM 144A UNFUNDED COMM / DBT (955RVLII8) | 0.23 | 0.0017 | 0.0017 | ||||||
| THAMES SSNM 144A UNFUNDED COMM / DBT (955RVLII8) | 0.23 | 0.0017 | 0.0017 | ||||||
| EZL6RJ841DB2 / AIRBUS FINANCE BV SNR SE ICE | 0.22 | -25.00 | 0.0017 | -0.0010 | |||||
| IRS EUR 2.76000 03/04/24-10Y LCH / DIR (EZ5J4T3KCLR1) | 0.22 | 62.96 | 0.0016 | 0.0005 | |||||
| IRS EUR 2.76000 03/04/24-10Y LCH / DIR (EZ5J4T3KCLR1) | 0.22 | 62.96 | 0.0016 | 0.0005 | |||||
| RFR USD SOFR/3.75000 06/20/24-10Y CME / DIR (EZ52H44WTW83) | 0.22 | -138.69 | 0.0016 | 0.0066 | |||||
| RFR USD SOFR/3.75000 06/20/24-10Y CME / DIR (EZ52H44WTW83) | 0.22 | -138.69 | 0.0016 | 0.0066 | |||||
| BOUGHT TRY SOLD USD 20250709 / DFE (000000000) | 0.22 | 0.0016 | 0.0016 | ||||||
| BOUGHT TRY SOLD USD 20250709 / DFE (000000000) | 0.22 | 0.0016 | 0.0016 | ||||||
| ACHV ABS TRUST ACHV 2024 1PL A 144A / ABS-O (US00092BAA26) | 0.22 | -26.94 | 0.0016 | -0.0010 | |||||
| ACHV ABS TRUST ACHV 2024 1PL A 144A / ABS-O (US00092BAA26) | 0.22 | -26.94 | 0.0016 | -0.0010 | |||||
| US3133KGQP62 / FED HM LN PC POOL RA1362 FR 09/49 FIXED 4 | 0.22 | -0.46 | 0.0016 | -0.0003 | |||||
| RFR USD SOFR/3.88000 01/13/25-10Y LCH / DIR (EZB2C5X6RDC5) | 0.22 | 72.80 | 0.0016 | 0.0005 | |||||
| US009090AA91 / Air Canada 2015-1 Class A Pass Through Trust | 0.22 | 0.00 | 0.0016 | -0.0003 | |||||
| IRS EUR 2.75000 03/05/24-10Y LCH / DIR (EZFGQQDSQ7L2) | 0.21 | 65.89 | 0.0016 | 0.0005 | |||||
| VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (EZL2Z9F4XSP5) | 0.21 | -6.17 | 0.0016 | -0.0004 | |||||
| US86359LJZ31 / STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR3 1A1 | 0.21 | -1.84 | 0.0016 | -0.0003 | |||||
| BONANZA RE LTD UNSECURED 144A 01/26 VAR / DBT (US09785EAN13) | 0.21 | 3.94 | 0.0016 | -0.0002 | |||||
| US81375WKD73 / SECURITIZED ASSET BACKED RECEI SABR 2006 WM1 A2C | 0.20 | -1.92 | 0.0015 | -0.0003 | |||||
| P1AY34 / Paychex, Inc. - Depositary Receipt (Common Stock) | 0.20 | 0.0015 | 0.0015 | ||||||
| P1AY34 / Paychex, Inc. - Depositary Receipt (Common Stock) | 0.20 | 0.0015 | 0.0015 | ||||||
| FED HM LN PC POOL SD8439 FR 06/54 FIXED 6 / ABS-MBS (US3132DWLU52) | 0.20 | -4.69 | 0.0015 | -0.0004 | |||||
| US3140HMBS23 / FNMA POOL BK7248 FN 10/48 FIXED 4.5 | 0.20 | -11.74 | 0.0015 | -0.0005 | |||||
| US3140H7L470 / FNMA 30YR 4% 05/01/2048#BJ5746 | 0.20 | -3.79 | 0.0015 | -0.0003 | |||||
| US92564RAJ41 / VICI Properties, LP/VICI Note Company, Inc. | 0.20 | 0.00 | 0.0015 | -0.0003 | |||||
| RFR USD SOFR/3.30000 12/02/24-7Y* CME / DIR (EZKHRJGZF457) | 0.20 | -61.38 | 0.0015 | -0.0031 | |||||
| RFR USD SOFR/3.30000 12/02/24-4Y* CME / DIR (EZ2F419XN3M4) | 0.20 | -49.62 | 0.0015 | -0.0020 | |||||
| US07274NAL73 / Bayer Us Finance Ii Llc 4.375% 12/15/2028 144a Bond | 0.20 | 2.06 | 0.0015 | -0.0002 | |||||
| US3132DWGH07 / Freddie Mac Pool | 0.20 | -2.96 | 0.0015 | -0.0003 | |||||
| IRS ZAR 8.55000 08/03/23-5Y CME / DIR (EZQ36JRDXMG3) | 0.20 | 38.03 | 0.0015 | 0.0002 | |||||
| FNMA POOL DB3399 FN 05/54 FIXED 5 / ABS-MBS (US3140ACX574) | 0.19 | -0.51 | 0.0015 | -0.0003 | |||||
| FNMA POOL DB3399 FN 05/54 FIXED 5 / ABS-MBS (US3140ACX574) | 0.19 | -0.51 | 0.0015 | -0.0003 | |||||
| 31750R693 PIMCO FXVAN PUT EUR USD 1.15000000 / DFE (EZ42NGT6JMN8) | 0.19 | 0.0014 | 0.0014 | ||||||
| 31750R693 PIMCO FXVAN PUT EUR USD 1.15000000 / DFE (EZ42NGT6JMN8) | 0.19 | 0.0014 | 0.0014 | ||||||
| US3133C2GD46 / FED HM LN PC POOL QG1996 FR 05/53 FIXED 5.5 | 0.19 | -7.69 | 0.0014 | -0.0004 | |||||
| OIS MXN TIIE1/9.02000 12/23/24-5Y* CME / DIR (EZCWHQ8VQXX7) | 0.19 | 46.56 | 0.0014 | 0.0003 | |||||
| US00253CHK62 / AAMES MORTGAGE TRUST AMT 2001 4 M1 | 0.19 | -7.73 | 0.0014 | -0.0004 | |||||
| US88339FAA12 / Theorem Funding Trust 2022-2 | 0.19 | -68.03 | 0.0014 | -0.0038 | |||||
| FED HM LN PC POOL QG3091 FR 05/53 FIXED 5 / ABS-MBS (US3133C3NG76) | 0.19 | 0.00 | 0.0014 | -0.0003 | |||||
| FED HM LN PC POOL QG3091 FR 05/53 FIXED 5 / ABS-MBS (US3133C3NG76) | 0.19 | 0.00 | 0.0014 | -0.0003 | |||||
| IRS ZAR 8.46400 08/02/23-5Y CME / DIR (EZV6VF9MRYQ4) | 0.18 | 42.19 | 0.0014 | 0.0002 | |||||
| IRS ZAR 8.46400 08/02/23-5Y CME / DIR (EZV6VF9MRYQ4) | 0.18 | 42.19 | 0.0014 | 0.0002 | |||||
| XS1371533867 / THAMES WATER UTC | 0.18 | -3.70 | 0.0014 | -0.0003 | |||||
| EZF18JKBYSB9 / ROLLS-ROYCE PLC SNR SE ICE | 0.18 | -2.15 | 0.0014 | -0.0003 | |||||
| IRS ZAR 8.46000 08/02/23-5Y CME / DIR (EZV6VF9MRYQ4) | 0.18 | 41.41 | 0.0014 | 0.0002 | |||||
| IRS ZAR 8.46000 08/02/23-5Y CME / DIR (EZV6VF9MRYQ4) | 0.18 | 41.41 | 0.0014 | 0.0002 | |||||
| US715638CZ34 / REPUBLIC OF PERU SR UNSECURED 144A 08/34 5.4 | 0.18 | 7.78 | 0.0013 | -0.0001 | |||||
| US3133CCL950 / FED HM LN PC POOL QH0352 FR 09/53 FIXED 5.5 | 0.18 | 0.00 | 0.0013 | -0.0002 | |||||
| FED HM LN PC POOL SD4997 FR 10/53 FIXED 5 / ABS-MBS (US3132DSRS31) | 0.18 | -1.65 | 0.0013 | -0.0003 | |||||
| FED HM LN PC POOL SD4997 FR 10/53 FIXED 5 / ABS-MBS (US3132DSRS31) | 0.18 | -1.65 | 0.0013 | -0.0003 | |||||
| IRS ZAR 8.46000 08/01/23-5Y CME / DIR (EZ3M086DKDF9) | 0.18 | 152.11 | 0.0013 | 0.0007 | |||||
| IRS ZAR 8.46000 08/01/23-5Y CME / DIR (EZ3M086DKDF9) | 0.18 | 152.11 | 0.0013 | 0.0007 | |||||
| US32028HAE36 / First Franklin Mortgage Loan Trust 2006-FF10 | 0.18 | -2.21 | 0.0013 | -0.0003 | |||||
| US694308JG36 / Pacific Gas and Electric Co | 0.17 | 1.17 | 0.0013 | -0.0002 | |||||
| IRS ZAR 8.40000 08/07/23-5Y CME / DIR (EZZNDGQBLP39) | 0.17 | 52.21 | 0.0013 | 0.0003 | |||||
| IRS ZAR 8.40000 08/07/23-5Y CME / DIR (EZZNDGQBLP39) | 0.17 | 52.21 | 0.0013 | 0.0003 | |||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.17 | 0.0013 | 0.0013 | ||||||
| US46652DAG07 / JP Morgan Chase Commercial Mortgage Securities Trust 2020-MKST | 0.17 | -5.00 | 0.0013 | -0.0003 | |||||
| IRS ZAR 8.42760 07/31/23-5Y CME / DIR (EZ0W028CV1D4) | 0.17 | 44.07 | 0.0013 | 0.0002 | |||||
| IRS ZAR 8.42760 07/31/23-5Y CME / DIR (EZ0W028CV1D4) | 0.17 | 44.07 | 0.0013 | 0.0002 | |||||
| US3140J6GR20 / Federal National Mortgage Association | 0.17 | -1.73 | 0.0013 | -0.0003 | |||||
| US023771R919 / American Airlines 2016-3 Class AA Pass Through Trust | 0.17 | -3.41 | 0.0013 | -0.0003 | |||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR / DBT (US903724CB62) | 0.17 | -2.33 | 0.0013 | -0.0003 | |||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR / DBT (US903724CB62) | 0.17 | -2.33 | 0.0013 | -0.0003 | |||||
| IRS ZAR 8.06250 01/08/25-6Y CME / DIR (EZ21FTG2CH43) | 0.17 | 290.70 | 0.0013 | 0.0009 | |||||
| IRS ZAR 8.06250 01/08/25-6Y CME / DIR (EZ21FTG2CH43) | 0.17 | 290.70 | 0.0013 | 0.0009 | |||||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.17 | 0.0013 | 0.0013 | ||||||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.17 | 0.0013 | 0.0013 | ||||||
| IRS ZAR 8.36000 08/07/23-5Y CME / DIR (EZZNDGQBLP39) | 0.17 | 47.79 | 0.0013 | 0.0003 | |||||
| RFR USD SOFR/3.84000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.17 | 12.84 | 0.0013 | -0.0001 | |||||
| RFR USD SOFR/3.84000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.17 | 12.84 | 0.0013 | -0.0001 | |||||
| US12668BLJ07 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 2CB A9 | 0.17 | -4.60 | 0.0012 | -0.0003 | |||||
| US3131Y1CW87 / FED HM LN PC POOL ZM6385 FR 05/48 FIXED 4 | 0.17 | -0.60 | 0.0012 | -0.0002 | |||||
| US91889FAC59 / Valaris Ltd | 0.16 | 2.50 | 0.0012 | -0.0002 | |||||
| RFR GBP SONIO/3.50000 03/19/25-10Y LCH / DIR (EZSRZZKW9XN0) | 0.16 | -20.20 | 0.0012 | -0.0006 | |||||
| RFR GBP SONIO/3.50000 03/19/25-10Y LCH / DIR (EZSRZZKW9XN0) | 0.16 | -20.20 | 0.0012 | -0.0006 | |||||
| 952NPJ000 / CREDIT SUISSE GROUP AG JR SUB 144A | 0.16 | 0.00 | 0.0012 | -0.0002 | |||||
| US25151UAA51 / Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-AR2 | 0.16 | -1.23 | 0.0012 | -0.0002 | |||||
| US3140JLY731 / Fannie Mae Pool | 0.16 | -7.51 | 0.0012 | -0.0003 | |||||
| US3140NKPA39 / FNMA 30YR 5% 05/01/2053#BY3116 | 0.16 | -22.71 | 0.0012 | -0.0006 | |||||
| RFR USD SOFR/3.75000 05/07/25-10Y LCH / DIR (EZ61ZS50J0P1) | 0.16 | 0.0012 | 0.0012 | ||||||
| US90355YAA55 / US Renal Care Inc | 0.16 | 0.00 | 0.0012 | -0.0002 | |||||
| US576433G423 / MASTR Adjustable Rate Mortgages Trust 2006-OA1 | 0.16 | 0.64 | 0.0012 | -0.0002 | |||||
| US23332QAS21 / DSLA MORTGAGE LOAN TRUST DSLA 2006 AR2 2AB3 | 0.16 | -0.63 | 0.0012 | -0.0002 | |||||
| US3133C2JD19 / FED HM LN PC POOL QG2060 FR 05/53 FIXED 5 | 0.16 | -0.64 | 0.0012 | -0.0002 | |||||
| US3140HJHS30 / Fannie Mae Pool | 0.16 | -3.12 | 0.0012 | -0.0003 | |||||
| XS2576550672 / Thames Water Utilities Finance plc | 0.15 | -3.75 | 0.0012 | -0.0003 | |||||
| US92922FB647 / WaMu Mortgage Pass-Through Certificates Series 2004-AR13 Trust | 0.15 | -4.97 | 0.0012 | -0.0003 | |||||
| US46628KAH32 / JP Morgan Mortgage Trust 2006-A3 | 0.15 | -2.55 | 0.0011 | -0.0002 | |||||
| FNMA POOL FS7304 FN 10/53 FIXED VAR / ABS-MBS (US3140XPDJ52) | 0.15 | -1.94 | 0.0011 | -0.0002 | |||||
| FNMA POOL FS7304 FN 10/53 FIXED VAR / ABS-MBS (US3140XPDJ52) | 0.15 | -1.94 | 0.0011 | -0.0002 | |||||
| RFR GBP SONIO/3.70000 03/28/24-10Y LCH / DIR (EZFCF73KNS79) | 0.15 | -42.21 | 0.0011 | -0.0012 | |||||
| RFR GBP SONIO/3.70000 03/28/24-10Y LCH / DIR (EZFCF73KNS79) | 0.15 | -42.21 | 0.0011 | -0.0012 | |||||
| US63543VAE39 / NATIONAL COLLEGIATE STUDENT LO NCSLT 2006 3 A5 | 0.15 | -65.92 | 0.0011 | -0.0028 | |||||
| RFR USD SOFR/3.90000 04/15/24-10Y LCH / DIR (EZ246ZNM85X6) | 0.15 | 1,400.00 | 0.0011 | 0.0010 | |||||
| US3137FMUK66 / Freddie Mac Multifamily Structured Pass Through Certificates | 0.15 | -15.43 | 0.0011 | -0.0004 | |||||
| US922646AS37 / Venezuela Government International Bond | 0.15 | -3.27 | 0.0011 | -0.0002 | |||||
| US81375WEG78 / SECURITIZED ASSET BACKED RECEI SABR 2005 FR2 M3 | 0.15 | -1.33 | 0.0011 | -0.0002 | |||||
| RFR USD SOFR/3.67900 08/13/24-10Y LCH / DIR (EZCBVMK12M33) | 0.15 | -53.18 | 0.0011 | -0.0017 | |||||
| RFR USD SOFR/3.67900 08/13/24-10Y LCH / DIR (EZCBVMK12M33) | 0.15 | -53.18 | 0.0011 | -0.0017 | |||||
| US2620512044 / Drillco Holdings Luxembourg SA | 0.01 | 0.00 | 0.15 | -18.99 | 0.0011 | -0.0005 | |||
| EZZVSNMRWDZ0 / GENERAL ELECTRIC COMPANY SNR S* ICE | 0.14 | -20.88 | 0.0011 | -0.0005 | |||||
| US23246BAK70 / Countrywide Asset-Backed Certificates | 0.14 | -2.72 | 0.0011 | -0.0002 | |||||
| US31329PHT30 / FED HM LN PC POOL ZA5642 FR 09/48 FIXED 4 | 0.14 | 0.00 | 0.0011 | -0.0002 | |||||
| US46629QAW69 / J.P. Morgan Mortgage Acquisition Trust 2006-Ch2 | 0.14 | -14.97 | 0.0011 | -0.0004 | |||||
| US88432CBB19 / Wind River CLO, Ltd. FRN, due 07/18/2031 | 0.14 | -83.41 | 0.0011 | -0.0064 | |||||
| IRS EUR 2.53000 04/23/25-10Y LCH / DIR (EZP376MT1B98) | 0.14 | 0.0011 | 0.0011 | ||||||
| US3133KJ6X56 / Freddie Mac Pool | 0.14 | -4.14 | 0.0010 | -0.0002 | |||||
| OIS MXN TIIE1/8.99000 12/24/24-5Y* CME / DIR (EZC5XXNBZLX2) | 0.14 | 47.87 | 0.0010 | 0.0002 | |||||
| FNMA POOL DB1377 FN 04/54 FIXED 6.5 / ABS-MBS (US3140AAQ754) | 0.14 | 0.00 | 0.0010 | -0.0002 | |||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.14 | 0.0010 | 0.0010 | ||||||
| THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75 / DBT (XS3017976054) | 0.14 | 0.0010 | 0.0010 | ||||||
| THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75 / DBT (XS3017976054) | 0.14 | 0.0010 | 0.0010 | ||||||
| US933633AF67 / WAMU COMMERCIAL MORTGAGE SECUR WMCMS 2006 SL1 D 144A | 0.14 | -24.02 | 0.0010 | -0.0006 | |||||
| US31418ES431 / UMBS, 30 Year | 0.14 | -2.86 | 0.0010 | -0.0002 | |||||
| US31418CUA07 / Fannie Mae Pool | 0.14 | -2.17 | 0.0010 | -0.0002 | |||||
| 317U0U6A8 PIMCO FPPSWAPTION 2.4 CALL USD / DIR (000000000) | 0.14 | 0.0010 | 0.0010 | ||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.14 | 0.0010 | 0.0010 | ||||||
| US16678REC79 / CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 BA A2 144A | 0.14 | -11.18 | 0.0010 | -0.0003 | |||||
| US30166TAD54 / Exeter Automobile Receivables Trust 2023-4 | 0.13 | -59.15 | 0.0010 | -0.0019 | |||||
| US92925VAA89 / WaMu Mortgage Pass-Through Certificates Series 2007-HY1 Trust | 0.13 | -3.60 | 0.0010 | -0.0002 | |||||
| US57645DAG79 / MASTR ALTERNATIVE LOANS TRUST MALT 2006 3 2A2 | 0.13 | -2.21 | 0.0010 | -0.0002 | |||||
| US59024FAF18 / MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3C | 0.13 | -1.48 | 0.0010 | -0.0002 | |||||
| EZNCVP71WHS5 / CDX HY37 5Y ICE | 0.13 | -9.59 | 0.0010 | -0.0003 | |||||
| US12668AZL24 / Alternative Loan Trust, Series 2005-64CB, Class 1A1 | 0.13 | -1.49 | 0.0010 | -0.0002 | |||||
| US3140HHT626 / FNMA POOL BK4172 FN 04/48 FIXED 4.5 | 0.13 | -0.76 | 0.0010 | -0.0002 | |||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.13 | 0.0010 | 0.0010 | ||||||
| US52522CAA18 / LEHMAN XS TRUST LXS 2006 14N 1A1A | 0.13 | -0.78 | 0.0010 | -0.0002 | |||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR / DBT (US903724CA89) | 0.13 | -3.05 | 0.0010 | -0.0002 | |||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR / DBT (US903724CA89) | 0.13 | -3.05 | 0.0010 | -0.0002 | |||||
| VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (EZKBMTL78RT9) | 0.13 | 6.72 | 0.0010 | -0.0001 | |||||
| VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (EZKBMTL78RT9) | 0.13 | 6.72 | 0.0010 | -0.0001 | |||||
| THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75 / DBT (XS3060649830) | 0.13 | 0.0009 | 0.0009 | ||||||
| THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75 / DBT (XS3060649830) | 0.13 | 0.0009 | 0.0009 | ||||||
| US07402FAA30 / BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 1A1 | 0.12 | -2.36 | 0.0009 | -0.0002 | |||||
| US751151AD34 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS12 1A4 | 0.12 | -3.12 | 0.0009 | -0.0002 | |||||
| USP7807HAQ85 / Petroleos de Venezuela SA | 0.12 | -4.62 | 0.0009 | -0.0002 | |||||
| US3132DWJE49 / Freddie Mac Pool | 0.12 | -1.59 | 0.0009 | -0.0002 | |||||
| RFR USD SOFR/3.76000 08/23/23-10Y LCH / DIR (EZPXMLL7LLX7) | 0.12 | -229.17 | 0.0009 | 0.0018 | |||||
| US3140NJQL12 / UMBS | 0.12 | 0.00 | 0.0009 | -0.0002 | |||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/36 VAR / DBT (US903724CC46) | 0.12 | -3.94 | 0.0009 | -0.0002 | |||||
| US3140NL3Q04 / FNMA POOL BY4406 FN 06/53 FIXED 5.5 | 0.12 | -1.61 | 0.0009 | -0.0002 | |||||
| XS2240971742 / Country Garden Holdings Co Ltd | 0.12 | -24.37 | 0.0009 | -0.0005 | |||||
| US3140JLLW24 / Fannie Mae Pool | 0.12 | -3.20 | 0.0009 | -0.0002 | |||||
| US05950TAC99 / BANKOF AMERICA MORTGAGE SECURITIES | 0.12 | -0.84 | 0.0009 | -0.0002 | |||||
| US31418EHF07 / Fannie Mae Pool | 0.12 | -1.67 | 0.0009 | -0.0002 | |||||
| BOUGHT TRY SOLD USD 20250721 / DFE (000000000) | 0.12 | 0.0009 | 0.0009 | ||||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.12 | 0.0009 | 0.0009 | ||||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.12 | 0.0009 | 0.0009 | ||||||
| US761118HU52 / RALI SERIES 2005-QO2 TRUST RALI 2005-QO2 A1 | 0.12 | -0.85 | 0.0009 | -0.0002 | |||||
| AT&T INC SNR S* ICE / DCR (EZVHX8BNGL14) | 0.12 | 9.43 | 0.0009 | -0.0001 | |||||
| AT&T INC SNR S* ICE / DCR (EZVHX8BNGL14) | 0.12 | 9.43 | 0.0009 | -0.0001 | |||||
| TRT061124T11 / Turkey Government Bond | 0.12 | -4.13 | 0.0009 | -0.0002 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.12 | 0.0009 | 0.0009 | ||||||
| US3140H1FD75 / FNMA POOL BJ0163 FN 12/47 FIXED 3.5 | 0.12 | -0.86 | 0.0009 | -0.0002 | |||||
| US46631JAL26 / JP Morgan Mortgage Trust, Series 2007-A4, Class 3A1 | 0.11 | 0.00 | 0.0009 | -0.0001 | |||||
| GOLDMAN SACHS GROUP INC SNR S* ICE / DCR (EZC75LZ075F3) | 0.11 | 0.0008 | 0.0008 | ||||||
| GOLDMAN SACHS GROUP INC SNR S* ICE / DCR (EZC75LZ075F3) | 0.11 | 0.0008 | 0.0008 | ||||||
| US3131Y9GR82 / FED HM LN PC POOL ZN2908 FR 01/49 FIXED 4 | 0.11 | 0.00 | 0.0008 | -0.0002 | |||||
| BOUGHT TRY SOLD USD 20250723 / DFE (000000000) | 0.11 | 0.0008 | 0.0008 | ||||||
| BOUGHT TRY SOLD USD 20250723 / DFE (000000000) | 0.11 | 0.0008 | 0.0008 | ||||||
| RFR USD SOFR/3.80000 08/30/23-10Y LCH / DIR (EZZ44B0R4XW3) | 0.11 | -49.54 | 0.0008 | -0.0011 | |||||
| RFR USD SOFR/3.80000 08/30/23-10Y LCH / DIR (EZZ44B0R4XW3) | 0.11 | -49.54 | 0.0008 | -0.0011 | |||||
| US03072SES05 / AMERIQUEST MORTGAGE SECURITIES AMSI 2003 2 M1 | 0.11 | -3.51 | 0.0008 | -0.0002 | |||||
| US225470RY13 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 12 6A1 | 0.11 | -0.90 | 0.0008 | -0.0002 | |||||
| XS2280833133 / Country Garden Holdings Co Ltd | 0.11 | -20.29 | 0.0008 | -0.0004 | |||||
| 952YSX903 / WINDSTREAM UNITS EQUITY | 0.01 | 0.00 | 0.11 | -13.01 | 0.0008 | -0.0003 | |||
| BOUGHT TRY SOLD USD 20250808 / DFE (000000000) | 0.11 | 0.0008 | 0.0008 | ||||||
| BOUGHT TRY SOLD USD 20250808 / DFE (000000000) | 0.11 | 0.0008 | 0.0008 | ||||||
| US3140X46Y79 / FNMA POOL FM1786 FN 08/49 FIXED VAR | 0.11 | 0.00 | 0.0008 | -0.0001 | |||||
| US3140QC5Z52 / FNMA POOL CA5363 FN 08/49 FIXED 4 | 0.11 | -0.93 | 0.0008 | -0.0001 | |||||
| BOUGHT TRY SOLD USD 20250714 / DFE (000000000) | 0.11 | 0.0008 | 0.0008 | ||||||
| US3140H5MJ76 / FNMA POOL BJ3960 FN 01/48 FIXED 3.5 | 0.11 | -0.94 | 0.0008 | -0.0001 | |||||
| BOUGHT PEN SOLD USD 20250701 / DFE (000000000) | 0.11 | 0.0008 | 0.0008 | ||||||
| US31329PJV67 / FED HM LN PC POOL ZA5676 FR 09/48 FIXED 4 | 0.10 | -0.96 | 0.0008 | -0.0001 | |||||
| IRS ZAR 8.42600 08/01/23-5Y CME / DIR (EZ3M086DKDF9) | 0.10 | 45.07 | 0.0008 | 0.0001 | |||||
| IRS ZAR 8.42600 08/01/23-5Y CME / DIR (EZ3M086DKDF9) | 0.10 | 45.07 | 0.0008 | 0.0001 | |||||
| US74922MAA99 / RALI Trust, Series 2006-QA6, Class A1 | 0.10 | -1.90 | 0.0008 | -0.0002 | |||||
| P1AY34 / Paychex, Inc. - Depositary Receipt (Common Stock) | 0.10 | 0.0008 | 0.0008 | ||||||
| P1AY34 / Paychex, Inc. - Depositary Receipt (Common Stock) | 0.10 | 0.0008 | 0.0008 | ||||||
| EZNLRC3852L0 / SOUTH AFRICA EM SP BOA | 0.10 | -5,200.00 | 0.0008 | 0.0008 | |||||
| XAN5200EAC56 / McDermott Technology Americas Inc 2020 Make Whole Term Loan | 0.10 | 24.39 | 0.0008 | 0.0000 | |||||
| BOUGHT TRY SOLD USD 20250711 / DFE (000000000) | 0.10 | 0.0008 | 0.0008 | ||||||
| BOUGHT TRY SOLD USD 20250711 / DFE (000000000) | 0.10 | 0.0008 | 0.0008 | ||||||
| US3140HBJZ29 / FNMA POOL BJ9279 FN 02/48 FIXED 3.5 | 0.10 | -7.34 | 0.0008 | -0.0002 | |||||
| US3132A5JX42 / FREDDIE MAC POOL FR ZS4778 | 0.10 | -1.94 | 0.0008 | -0.0002 | |||||
| BOUGHT TRY SOLD USD 20250710 / DFE (000000000) | 0.10 | 0.0008 | 0.0008 | ||||||
| BOUGHT TRY SOLD USD 20250710 / DFE (000000000) | 0.10 | 0.0008 | 0.0008 | ||||||
| US3133BWUK70 / FED HM LN PC POOL QF8686 FR 02/53 FIXED 5.5 | 0.10 | -20.63 | 0.0008 | -0.0004 | |||||
| US94985YAA55 / WELLS FARGO MORTGAGE BACKED SE WFMBS 2007 AR8 A1 | 0.10 | -5.66 | 0.0007 | -0.0002 | |||||
| US31418DAN21 / Fannie Mae Pool | 0.10 | -3.88 | 0.0007 | -0.0002 | |||||
| IRS ZAR 8.54300 08/04/23-5Y CME / DIR (EZ0ZH48FN960) | 0.10 | 67.80 | 0.0007 | 0.0002 | |||||
| US17307GEP90 / CREDIT BASED ASSET SERVICING A CBASS 2004 CB3 M1 | 0.10 | -2.97 | 0.0007 | -0.0002 | |||||
| RFR USD SOFR/3.25000 06/18/25-5Y LCH / DIR (EZH1N8KH2K02) | 0.10 | 0.0007 | 0.0007 | ||||||
| RFR USD SOFR/3.25000 06/18/25-5Y LCH / DIR (EZH1N8KH2K02) | 0.10 | 0.0007 | 0.0007 | ||||||
| US803169AN15 / Saranac CLO III Ltd | 0.10 | -70.25 | 0.0007 | -0.0021 | |||||
| US3140HJ5G26 / Fannie Mae Pool | 0.10 | -3.03 | 0.0007 | -0.0002 | |||||
| 952NPG907 / CREDIT SUISSE GROUP AG JR SUB REGS | 0.10 | 0.00 | 0.0007 | -0.0001 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.10 | 0.0007 | 0.0007 | ||||||
| US3133BUMA25 / FHLG 30YR 5% 01/01/2053#QF6653 | 0.09 | -1.05 | 0.0007 | -0.0001 | |||||
| US3140NHMP06 / Fannie Mae Pool | 0.09 | -1.06 | 0.0007 | -0.0001 | |||||
| EZQ5L44FQ7Q3 / FORD MOTOR CREDIT COMPANY LLC SNR S* ICE | 0.09 | -33.57 | 0.0007 | -0.0005 | |||||
| US863579XK92 / Structured Adjustable Rate Mortgage Loan Trust Series 2005-18 | 0.09 | -3.12 | 0.0007 | -0.0001 | |||||
| XS0107289323 / THAMES WATER UTL | 0.09 | -4.17 | 0.0007 | -0.0002 | |||||
| US3131Y2QD34 / FHLG 30YR 4% 08/01/2048#ZM7652 | 0.09 | -1.09 | 0.0007 | -0.0001 | |||||
| IRS ZAR 8.42100 08/04/23-5Y CME / DIR (EZ0ZH48FN960) | 0.09 | 54.24 | 0.0007 | 0.0002 | |||||
| US31418CXT60 / Fannie Mae Pool | 0.09 | -3.23 | 0.0007 | -0.0001 | |||||
| FORD MOTOR COMPANY SNR S* ICE / DCR (EZD9TZS41F90) | 0.09 | -5.26 | 0.0007 | -0.0002 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.09 | 0.0007 | 0.0007 | ||||||
| IRS ZAR 8.41500 08/04/23-5Y CME / DIR (EZ0ZH48FN960) | 0.09 | 49.15 | 0.0007 | 0.0001 | |||||
| IRS ZAR 8.41500 08/04/23-5Y CME / DIR (EZ0ZH48FN960) | 0.09 | 49.15 | 0.0007 | 0.0001 | |||||
| US3140QAJB76 / FNMA POOL CA2957 FN 06/48 FIXED 4.5 | 0.09 | -1.12 | 0.0007 | -0.0001 | |||||
| BOUGHT PEN SOLD USD 20250702 / DFE (000000000) | 0.09 | 0.0007 | 0.0007 | ||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | 0.09 | 0.0007 | 0.0007 | ||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | 0.09 | 0.0007 | 0.0007 | ||||||
| IRS ZAR 8.38000 08/04/23-5Y CME / DIR (EZ0ZH48FN960) | 0.09 | 45.76 | 0.0006 | 0.0001 | |||||
| US12669GUR00 / CHL Mortgage Pass-Through Trust 2005-11 | 0.09 | -1.15 | 0.0006 | -0.0001 | |||||
| US3140H5LT67 / FNMA POOL BJ3937 FN 01/48 FIXED 3.5 | 0.09 | 0.00 | 0.0006 | -0.0001 | |||||
| US31418EJF88 / FNMA 30YR 5% 09/01/2052#MA4761 | 0.09 | -3.41 | 0.0006 | -0.0001 | |||||
| US92925DAB64 / WaMu Mortgage Pass-Through Certificates Series 2006-AR17 Trust | 0.09 | -3.41 | 0.0006 | -0.0001 | |||||
| TRT061124T11 / Turkey Government Bond | 0.09 | -3.41 | 0.0006 | -0.0001 | |||||
| SOLD KWD BOUGHT USD 20290702 / DFE (000000000) | 0.09 | 0.0006 | 0.0006 | ||||||
| US3133BWMK62 / FNCL UMBS 5.5 QF8462 03-01-53 | 0.08 | -1.18 | 0.0006 | -0.0001 | |||||
| US31418EXT27 / UMBS | 0.08 | -2.35 | 0.0006 | -0.0001 | |||||
| US3140HBFK95 / Fannie Mae Pool | 0.08 | -2.35 | 0.0006 | -0.0001 | |||||
| US456674AE03 / INDYMAC INDA MORTGAGE LOAN TRU INDA 2007 AR4 3A1 | 0.08 | -1.23 | 0.0006 | -0.0001 | |||||
| IRS ZAR 8.08000 01/08/25-6Y CME / DIR (EZ21FTG2CH43) | 0.08 | 86.05 | 0.0006 | 0.0002 | |||||
| IRS ZAR 8.08000 01/08/25-6Y CME / DIR (EZ21FTG2CH43) | 0.08 | 86.05 | 0.0006 | 0.0002 | |||||
| US3140GVZY43 / Fannie Mae Pool | 0.08 | -1.23 | 0.0006 | -0.0001 | |||||
| US31418EJZ43 / Fannie Mae Pool | 0.08 | -1.23 | 0.0006 | -0.0001 | |||||
| US3140NJQE78 / UMBS | 0.08 | 0.00 | 0.0006 | -0.0001 | |||||
| US3140NHEJ38 / UMBS | 0.08 | 0.00 | 0.0006 | -0.0001 | |||||
| US3131XYGX10 / FHLMC UMBS, 30 Year | 0.08 | -2.50 | 0.0006 | -0.0001 | |||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.08 | 0.0006 | 0.0006 | ||||||
| US262051AA36 / FORESEA Holding SA | 0.08 | -1.28 | 0.0006 | -0.0001 | |||||
| US3133KPUP16 / FR RA7790 | 0.08 | -3.75 | 0.0006 | -0.0001 | |||||
| US3133BBSH33 / Freddie Mac Pool | 0.08 | -6.17 | 0.0006 | -0.0001 | |||||
| PEMEX LCDS SP DUB / DCR (000000000) | 0.08 | 0.0006 | 0.0006 | ||||||
| PEMEX LCDS SP DUB / DCR (000000000) | 0.08 | 0.0006 | 0.0006 | ||||||
| US55275TAB44 / Mastr Asset Backed Securities Trust 2007-WMC1 | 0.08 | 0.00 | 0.0006 | -0.0001 | |||||
| ISRAEL GOVT EM SP CBK / DCR (EZYH14HMXHV9) | 0.07 | -16.85 | 0.0006 | -0.0002 | |||||
| RFR USD SOFR/3.59400 01/09/24-10Y LCH / DIR (EZS0MLST8BG8) | 0.07 | -59.22 | 0.0006 | -0.0010 | |||||
| RFR USD SOFR/3.59400 01/09/24-10Y LCH / DIR (EZS0MLST8BG8) | 0.07 | -59.22 | 0.0006 | -0.0010 | |||||
| US040114HW38 / Argentine Republic Government International Bond | 0.07 | 5.80 | 0.0006 | -0.0001 | |||||
| RFR USD SOFR/3.25000 06/21/23-5Y LCH / DIR (EZ628FWCQP43) | 0.07 | -82.45 | 0.0005 | -0.0031 | |||||
| RFR USD SOFR/3.25000 06/21/23-5Y LCH / DIR (EZ628FWCQP43) | 0.07 | -82.45 | 0.0005 | -0.0031 | |||||
| BOUGHT PEN SOLD USD 20250714 / DFE (000000000) | 0.07 | 0.0005 | 0.0005 | ||||||
| 952NPHII6 / CREDIT SUISSE GROUP AG COCO JR SUB REGS | 0.07 | 0.00 | 0.0005 | -0.0001 | |||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.07 | 0.0005 | 0.0005 | ||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.07 | 0.0005 | 0.0005 | ||||||
| US05542WAZ68 / BCAP LLC TRUST BCAP 2013 RR9 4A7 144A | 0.07 | -19.32 | 0.0005 | -0.0002 | |||||
| RFR USD SOFR/3.80000 08/22/23-7Y LCH / DIR (EZ3S4YKS10B8) | 0.07 | 775.00 | 0.0005 | 0.0005 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.07 | 0.0005 | 0.0005 | ||||||
| US31418CND29 / Federal National Mortgage Association | 0.07 | -1.45 | 0.0005 | -0.0001 | |||||
| RFR USD SOFR/3.71000 03/05/24-10Y LCH / DIR (EZ4J782MXTD2) | 0.07 | -270.00 | 0.0005 | 0.0009 | |||||
| RFR USD SOFR/3.71000 03/05/24-10Y LCH / DIR (EZ4J782MXTD2) | 0.07 | -270.00 | 0.0005 | 0.0009 | |||||
| US059515AH96 / BANC OF AMERICA FUNDING CORPOR BAFC 2007 3 TA6 | 0.07 | -2.86 | 0.0005 | -0.0001 | |||||
| US3133BAC583 / FHLG 30YR 3% 04/01/2052#QE0992 | 0.07 | -1.45 | 0.0005 | -0.0001 | |||||
| IRS ZAR 8.41500 07/31/23-5Y CME / DIR (EZ0W028CV1D4) | 0.07 | -42.37 | 0.0005 | -0.0005 | |||||
| US61744CKP04 / Morgan Stanley ABS Capital I Inc Trust 2005-HE1 | 0.07 | -2.90 | 0.0005 | -0.0001 | |||||
| BOUGHT TRY SOLD USD 20250820 / DFE (000000000) | 0.07 | 0.0005 | 0.0005 | ||||||
| IRS EUR 2.52000 04/09/25-10Y LCH / DIR (EZTHL4ZCB733) | 0.07 | 0.0005 | 0.0005 | ||||||
| IRS EUR 2.52000 04/09/25-10Y LCH / DIR (EZTHL4ZCB733) | 0.07 | 0.0005 | 0.0005 | ||||||
| US12669GUM13 / CHL MORTGAGE PASS-THROUGH TRUST 2005-11 SER 2005-11 CL 3A1 V/R REGD 2.91195200 | 0.07 | -2.90 | 0.0005 | -0.0001 | |||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR / DBT (US903724CF76) | 0.07 | -14.10 | 0.0005 | -0.0002 | |||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR / DBT (US903724CF76) | 0.07 | -14.10 | 0.0005 | -0.0002 | |||||
| US52521YAA47 / LMT 2007-8 1A1 | 0.07 | -1.49 | 0.0005 | -0.0001 | |||||
| US3140HNY897 / FNMA POOL BK8834 FN 08/48 FIXED 4 | 0.07 | -4.35 | 0.0005 | -0.0001 | |||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.07 | 0.0005 | 0.0005 | ||||||
| BOUGHT TRY SOLD USD 20250718 / DFE (000000000) | 0.07 | 0.0005 | 0.0005 | ||||||
| BOUGHT TRY SOLD USD 20250718 / DFE (000000000) | 0.07 | 0.0005 | 0.0005 | ||||||
| EZ5XBRXGFQK1 / ROLLS-ROYCE PLC SNR SE ICE | 0.07 | 1.56 | 0.0005 | -0.0001 | |||||
| US66987XFU46 / NOVASTAR HOME EQUITY LOAN NHEL 2004 3 M6 | 0.07 | 1.56 | 0.0005 | -0.0001 | |||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR / DBT (US903724CE02) | 0.06 | -3.03 | 0.0005 | -0.0001 | |||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR / DBT (US903724CE02) | 0.06 | -3.03 | 0.0005 | -0.0001 | |||||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | 0.06 | 0.0005 | 0.0005 | ||||||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | 0.06 | 0.0005 | 0.0005 | ||||||
| RFR USD SOFR/3.60000 01/17/24-10Y LCH / DIR (EZ3PH80XK7T0) | 0.06 | -61.68 | 0.0005 | -0.0010 | |||||
| CDX HY39 5Y ICE / DCR (EZ66CLGCW4X8) | 0.06 | 14.29 | 0.0005 | -0.0000 | |||||
| CDX HY39 5Y ICE / DCR (EZ66CLGCW4X8) | 0.06 | 14.29 | 0.0005 | -0.0000 | |||||
| US12668BJX29 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 J1 1A1 | 0.06 | -1.56 | 0.0005 | -0.0001 | |||||
| RFR USD SOFR/3.32826 09/03/24-7Y* CME / DIR (EZPDSL9DRNN3) | 0.06 | -65.93 | 0.0005 | -0.0011 | |||||
| RFR USD SOFR/3.32826 09/03/24-7Y* CME / DIR (EZPDSL9DRNN3) | 0.06 | -65.93 | 0.0005 | -0.0011 | |||||
| US3140HMVY70 / FNMA POOL BK7830 FN 08/48 FIXED 4.5 | 0.06 | 0.00 | 0.0005 | -0.0001 | |||||
| US912810SD19 / United States Treas Bds Bond | 0.06 | -1.67 | 0.0004 | -0.0001 | |||||
| RFR USD SOFR/3.78300 02/07/24-10Y LCH / DIR (EZDSWYTCHFC4) | 0.06 | 286.67 | 0.0004 | 0.0003 | |||||
| US576457AC94 / Mastr Asset-Backed Securities Trust, Series 2007-HE1, Class A3 | 0.06 | -5.00 | 0.0004 | -0.0001 | |||||
| US3133C05V00 / FED HM LN PC POOL QG0860 FR 04/53 FIXED 5 | 0.06 | 0.00 | 0.0004 | -0.0001 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.06 | 0.0004 | 0.0004 | ||||||
| US466247VJ91 / JP MORGAN MORTGAGE TRUST JPMMT 2005 S2 2A16 | 0.06 | -1.75 | 0.0004 | -0.0001 | |||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/36 VAR / DBT (US903724CG59) | 0.06 | -15.38 | 0.0004 | -0.0002 | |||||
| FED HM LN PC POOL QH9251 FR 02/54 FIXED 6 / ABS-MBS (US3133CNH476) | 0.06 | -3.51 | 0.0004 | -0.0001 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.06 | 0.0004 | 0.0004 | ||||||
| IRS ZAR 8.05750 01/07/25-6Y CME / DIR (EZRGM8BPMT84) | 0.05 | 500.00 | 0.0004 | 0.0003 | |||||
| XS2240971825 / Country Garden Holdings Co Ltd | 0.05 | -22.86 | 0.0004 | -0.0002 | |||||
| IRS ZAR 8.05250 01/07/25-6Y CME / DIR (EZRGM8BPMT84) | 0.05 | 500.00 | 0.0004 | 0.0003 | |||||
| BOUGHT TRY SOLD USD 20250805 / DFE (000000000) | 0.05 | 0.0004 | 0.0004 | ||||||
| US02146YAD85 / Alternative Loan Trust 2006-OA9 | 0.05 | 0.00 | 0.0004 | -0.0001 | |||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | 0.05 | 0.0004 | 0.0004 | ||||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | 0.05 | 0.0004 | 0.0004 | ||||||
| EZY2QJ3Z39M5 / CDX IG40 5Y ICE | 0.05 | 8.16 | 0.0004 | -0.0000 | |||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.05 | 0.0004 | 0.0004 | ||||||
| US126650BS86 / CVS PASS THROUGH TRUST PASS THRU CE 144A 01/32 7.507 | 0.05 | -3.70 | 0.0004 | -0.0001 | |||||
| IRS ZAR 8.03000 01/07/25-6Y CME / DIR (EZRGM8BPMT84) | 0.05 | 477.78 | 0.0004 | 0.0003 | |||||
| IRS ZAR 8.03000 01/07/25-6Y CME / DIR (EZRGM8BPMT84) | 0.05 | 477.78 | 0.0004 | 0.0003 | |||||
| US3140Q9HR70 / FN 07/48 FIXED 4 | 0.05 | -3.77 | 0.0004 | -0.0001 | |||||
| US3132DP6B98 / FR SD2666 | 0.05 | -3.77 | 0.0004 | -0.0001 | |||||
| BOUGHT TRY SOLD USD 20250818 / DFE (000000000) | 0.05 | 0.0004 | 0.0004 | ||||||
| BOUGHT TRY SOLD USD 20250818 / DFE (000000000) | 0.05 | 0.0004 | 0.0004 | ||||||
| US46628GAL32 / J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A2 3A1 | 0.05 | -1.92 | 0.0004 | -0.0001 | |||||
| IRS ZAR 8.00000 01/03/25-6Y CME / DIR (EZ8TNXTHVLP9) | 0.05 | 466.67 | 0.0004 | 0.0003 | |||||
| US12669FL509 / COUNTRYWIDE HOME LOANS CWHL 2004 15 4A | 0.05 | -3.77 | 0.0004 | -0.0001 | |||||
| IRS ZAR 8.00100 01/06/25-6Y CME / DIR (EZX05JH7BB81) | 0.05 | 466.67 | 0.0004 | 0.0003 | |||||
| IRS ZAR 8.00100 01/06/25-6Y CME / DIR (EZX05JH7BB81) | 0.05 | 466.67 | 0.0004 | 0.0003 | |||||
| FNMA POOL BY6131 FN 09/53 FIXED 6.5 / ABS-MBS (US3140NNY580) | 0.05 | 0.00 | 0.0004 | -0.0001 | |||||
| FNMA POOL BY6131 FN 09/53 FIXED 6.5 / ABS-MBS (US3140NNY580) | 0.05 | 0.00 | 0.0004 | -0.0001 | |||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.05 | 0.0004 | 0.0004 | ||||||
| US3132DP4A34 / Freddie Mac Pool | 0.05 | -7.55 | 0.0004 | -0.0001 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.05 | 0.0004 | 0.0004 | ||||||
| USL269151134 / DRILLCO HLDG LUX SA | 0.00 | 0.00 | 0.05 | -18.64 | 0.0004 | -0.0002 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.05 | 0.0004 | 0.0004 | ||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.05 | 0.0004 | 0.0004 | ||||||
| US12669GRM59 / COUNTRYWIDE HOME LOANS CWHL 2005 1 1A1 | 0.05 | -2.08 | 0.0004 | -0.0001 | |||||
| US3140HMKD52 / FNMA 30YR 4.5% 07/01/2048# | 0.05 | 0.00 | 0.0004 | -0.0001 | |||||
| US3140HJZU83 / FNMA POOL BK5254 FN 05/48 FIXED 4 | 0.05 | -2.08 | 0.0004 | -0.0001 | |||||
| US31329QNE79 / FED HM LN PC POOL ZA6689 FR 04/49 FIXED 4 | 0.05 | 0.00 | 0.0004 | -0.0001 | |||||
| US3140H57H84 / FNMA POOL BJ4495 FN 12/47 FIXED 4.5 | 0.05 | -2.17 | 0.0003 | -0.0001 | |||||
| US61749KAA16 / MORGAN STANLEY CAPITAL INC MSAC 2006 WMC2 A1 | 0.05 | -2.17 | 0.0003 | -0.0001 | |||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.05 | 0.0003 | 0.0003 | ||||||
| US887367AA88 / TIMES SQUARE HOTEL TRUST PASS THRU CE 144A 08/26 8.528 | 0.04 | -16.98 | 0.0003 | -0.0001 | |||||
| EZW8XKN63668 / GENERAL ELECTRIC COMPANY SNR S* ICE | 0.04 | -15.69 | 0.0003 | -0.0001 | |||||
| US3133C5VS70 / Freddie Mac Pool | 0.04 | -2.33 | 0.0003 | -0.0001 | |||||
| BOUGHT PEN SOLD USD 20250714 / DFE (000000000) | 0.04 | 0.0003 | 0.0003 | ||||||
| US3140NK4E82 / UMBS, 30 Year | 0.04 | -2.33 | 0.0003 | -0.0001 | |||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.04 | 0.0003 | 0.0003 | ||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.04 | 0.0003 | 0.0003 | ||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.04 | 0.0003 | 0.0003 | ||||||
| US3132DPF863 / Freddie Mac Pool | 0.04 | -2.38 | 0.0003 | -0.0001 | |||||
| US3140X4Y835 / FNMA 30YR 3.5% 06/01/2049#FM1634 | 0.04 | -4.76 | 0.0003 | -0.0001 | |||||
| US251513BC04 / Deutsche Alt-B Securities Mortgage Loan Trust Series 2006-AB4 | 0.04 | -2.44 | 0.0003 | -0.0001 | |||||
| US251513BD86 / Deutsche Alt-B Securities Mortgage Loan Trust Series 2006-AB4 | 0.04 | -2.44 | 0.0003 | -0.0001 | |||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.04 | 0.0003 | 0.0003 | ||||||
| US007036QH22 / Adjustable Rate Mortgage Trust 2005-8 | 0.04 | 0.00 | 0.0003 | -0.0001 | |||||
| US3140HK2M94 / FNMA POOL BK6179 FN 11/48 FIXED 4 | 0.04 | 0.00 | 0.0003 | -0.0001 | |||||
| US3131Y15E62 / FED HM LN PC POOL ZM7145 FR 07/48 FIXED 4 | 0.04 | 0.00 | 0.0003 | -0.0001 | |||||
| US3140JGTQ88 / Fannie Mae Pool | 0.04 | 0.00 | 0.0003 | -0.0001 | |||||
| US3140J9PC98 / Fannie Mae Pool | 0.04 | -2.63 | 0.0003 | -0.0001 | |||||
| FED HM LN PC POOL RJ1875 FR 03/54 FIXED 5 / ABS-MBS (US3142GSCM88) | 0.04 | -2.63 | 0.0003 | -0.0001 | |||||
| RFR USD SOFR/3.72500 02/07/24-10Y LCH / DIR (EZDSWYTCHFC4) | 0.04 | 146.67 | 0.0003 | 0.0002 | |||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.04 | 0.0003 | 0.0003 | ||||||
| US3133BUWC70 / FHLG 30YR 5% 02/01/2053#QF6943 | 0.04 | 0.00 | 0.0003 | -0.0000 | |||||
| US3140JGWZ41 / Fannie Mae Pool | 0.04 | -5.26 | 0.0003 | -0.0001 | |||||
| BOUGHT EUR SOLD USD 20250804 / DFE (000000000) | 0.04 | 0.0003 | 0.0003 | ||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.04 | 0.0003 | 0.0003 | ||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.04 | 0.0003 | 0.0003 | ||||||
| US3132D9KK93 / Freddie Mac Pool | 0.04 | -18.18 | 0.0003 | -0.0001 | |||||
| US45660LVM89 / IndyMac INDX Mortgage Loan Trust 2005-AR15 | 0.04 | 0.00 | 0.0003 | -0.0001 | |||||
| US3140NLMZ99 / FNMA POOL BY3975 FN 06/53 FIXED 5 | 0.04 | 0.00 | 0.0003 | -0.0000 | |||||
| US96106JAE91 / WESTMORELAND COAL CO PIK TERM LOAN | 0.03 | 3.03 | 0.0003 | -0.0000 | |||||
| BOUGHT TRY SOLD USD 20250812 / DFE (000000000) | 0.03 | 0.0003 | 0.0003 | ||||||
| BOUGHT TRY SOLD USD 20250812 / DFE (000000000) | 0.03 | 0.0003 | 0.0003 | ||||||
| VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (EZSQ5BJRJBN9) | 0.03 | 10.00 | 0.0003 | -0.0000 | |||||
| ISRAEL GOVT EM SP JPM / DCR (EZZH278GQXH1) | 0.03 | 371.43 | 0.0003 | 0.0002 | |||||
| ISRAEL GOVT EM SP JPM / DCR (EZZH278GQXH1) | 0.03 | 371.43 | 0.0003 | 0.0002 | |||||
| US22540VK434 / Credit Suisse First Boston Mortgage Securities Corp | 0.03 | -2.94 | 0.0003 | -0.0001 | |||||
| EZBLK0RXQ2F2 / AT&T INC SNR S* ICE | 0.03 | -13.51 | 0.0002 | -0.0001 | |||||
| US18976GAU04 / CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A6 1A19 | 0.03 | 0.00 | 0.0002 | -0.0000 | |||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | 0.03 | 0.0002 | 0.0002 | ||||||
| US007036KD71 / ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 4 3A1 | 0.03 | -3.12 | 0.0002 | -0.0000 | |||||
| US3140NJHB31 / FNMA POOL BY2025 FN 05/53 FIXED 5 | 0.03 | 0.00 | 0.0002 | -0.0000 | |||||
| US058933AN29 / Banc of America Funding 2006-D Trust | 0.03 | -6.06 | 0.0002 | -0.0001 | |||||
| ROLLS-ROYCE PLC SNR SE ICE / DCR (EZ6TZSNBRC59) | 0.03 | 0.0002 | 0.0002 | ||||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | 0.03 | 0.0002 | 0.0002 | ||||||
| BOEING CO/THE SNR S* ICE / DCR (EZ8LJVJQFWV8) | 0.03 | 210.00 | 0.0002 | 0.0001 | |||||
| RFR USD SOFR/3.68500 01/24/24-10Y LCH / DIR (EZ93VBFRKZG5) | 0.03 | -142.47 | 0.0002 | 0.0009 | |||||
| RFR USD SOFR/3.68500 01/24/24-10Y LCH / DIR (EZ93VBFRKZG5) | 0.03 | -142.47 | 0.0002 | 0.0009 | |||||
| CDX EM34 ICE / DCR (EZS59H4VYXZ5) | 0.03 | 328.57 | 0.0002 | 0.0002 | |||||
| CDX EM34 ICE / DCR (EZS59H4VYXZ5) | 0.03 | 328.57 | 0.0002 | 0.0002 | |||||
| US3140X7KS72 / Fannie Mae Pool | 0.03 | -3.23 | 0.0002 | -0.0000 | |||||
| US46631JAN81 / JP MORGAN MORTGAGE TRUST JPMMT 2007 A4 3A3 | 0.03 | 0.00 | 0.0002 | -0.0000 | |||||
| US31418EM236 / Fannie Mae Pool | 0.03 | -3.23 | 0.0002 | -0.0001 | |||||
| THAMES WATER UTIL LTD SR SECURED 144A 03/27 0.00000 / DBT (XS3002255787) | 0.03 | 11.54 | 0.0002 | -0.0000 | |||||
| THAMES WATER UTIL LTD SR SECURED 144A 03/27 0.00000 / DBT (XS3002255787) | 0.03 | 11.54 | 0.0002 | -0.0000 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.03 | 0.0002 | 0.0002 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.03 | 0.0002 | 0.0002 | ||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.03 | 0.0002 | 0.0002 | ||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.03 | 0.0002 | 0.0002 | ||||||
| RFR USD SOFR/3.70000 03/05/24-10Y LCH / DIR (EZ4J782MXTD2) | 0.03 | -172.50 | 0.0002 | 0.0006 | |||||
| RFR USD SOFR/3.70000 03/05/24-10Y LCH / DIR (EZ4J782MXTD2) | 0.03 | -172.50 | 0.0002 | 0.0006 | |||||
| BOUGHT TRY SOLD USD 20251113 / DFE (000000000) | 0.03 | 0.0002 | 0.0002 | ||||||
| BOUGHT TRY SOLD USD 20251113 / DFE (000000000) | 0.03 | 0.0002 | 0.0002 | ||||||
| US3133KYYA18 / Federal Home Loan Mortgage Corporation | 0.03 | 0.00 | 0.0002 | -0.0000 | |||||
| US3131XYJ750 / Freddie Mac Pool | 0.03 | 0.00 | 0.0002 | -0.0000 | |||||
| US3140H7L629 / FNMA POOL BJ5748 FN 05/48 FIXED 4 | 0.03 | 0.00 | 0.0002 | -0.0000 | |||||
| US12668JAA43 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 QH2 A1 144A | 0.03 | 0.00 | 0.0002 | -0.0000 | |||||
| XS2280431763 / CIFI Holdings Group Co Ltd | 0.03 | -17.65 | 0.0002 | -0.0001 | |||||
| MEXICO LA SP MYC / DCR (EZDKNKQB19P7) | 0.03 | -1,450.00 | 0.0002 | 0.0002 | |||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | 0.03 | 0.0002 | 0.0002 | ||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | 0.03 | 0.0002 | 0.0002 | ||||||
| RFR USD SOFR/3.73800 01/23/24-10Y LCH / DIR (EZ5NB1HF1B57) | 0.03 | -750.00 | 0.0002 | 0.0002 | |||||
| RFR USD SOFR/3.73800 01/23/24-10Y LCH / DIR (EZ5NB1HF1B57) | 0.03 | -750.00 | 0.0002 | 0.0002 | |||||
| US3140JPKG96 / FNMA POOL BN6594 FN 05/49 FIXED 4 | 0.03 | -3.70 | 0.0002 | -0.0000 | |||||
| US59020UL375 / MLCC MORTGAGE INVESTORS INC MLCC 2005 3 1A | 0.03 | 0.00 | 0.0002 | -0.0000 | |||||
| US929227XB72 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2002-AR17 SER 2002-AR17 CL 1A V/R REGD 3.52644500 | 0.03 | -3.70 | 0.0002 | -0.0000 | |||||
| US3133BXWB37 / FED HM LN PC POOL QF9642 FR 03/53 FIXED 5 | 0.03 | -3.70 | 0.0002 | -0.0000 | |||||
| USP17625AE71 / Venezuela Government International Bond | 0.03 | -3.70 | 0.0002 | -0.0000 | |||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.03 | 0.0002 | 0.0002 | ||||||
| RFR USD SOFR/3.52500 03/02/23-7Y LCH / DIR (EZMHJQBYLCQ2) | 0.03 | -133.33 | 0.0002 | 0.0009 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.03 | 0.0002 | 0.0002 | ||||||
| RFR USD SOFR/3.54666 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | 0.02 | -79.31 | 0.0002 | -0.0008 | |||||
| US3140FUHL59 / FNMA POOL BE8334 FN 07/47 FIXED 4 | 0.02 | 0.00 | 0.0002 | -0.0000 | |||||
| FED HM LN PC POOL SD8464 FR 09/54 FIXED 6.5 / ABS-MBS (US3132DWMM28) | 0.02 | -7.69 | 0.0002 | -0.0001 | |||||
| FED HM LN PC POOL SD8464 FR 09/54 FIXED 6.5 / ABS-MBS (US3132DWMM28) | 0.02 | -7.69 | 0.0002 | -0.0001 | |||||
| US3140XKBL30 / Fannie Mae Pool | 0.02 | -4.00 | 0.0002 | -0.0000 | |||||
| EZF7Y38CZFL5 / CDX EM38 ICE | 0.02 | -151.06 | 0.0002 | 0.0006 | |||||
| RFR USD SOFR/3.50000 12/20/23-7Y CME / DIR (EZPR4RDSDSJ6) | 0.02 | -79.65 | 0.0002 | -0.0008 | |||||
| RFR USD SOFR/3.50000 12/20/23-7Y CME / DIR (EZPR4RDSDSJ6) | 0.02 | -79.65 | 0.0002 | -0.0008 | |||||
| US007036MX18 / ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 7 4A1 | 0.02 | 0.00 | 0.0002 | -0.0000 | |||||
| US3140HECQ32 / FNMA POOL BK0978 FN 02/48 FIXED 4.5 | 0.02 | 0.00 | 0.0002 | -0.0000 | |||||
| US05491JAB98 / BAMLL RE-REMIC TRUST 2016-RRLD11 SER 2016-LD11 CL AJB V/R REGD 144A P/P 6.00818300 | 0.02 | 0.00 | 0.0002 | -0.0000 | |||||
| US466286AV35 / J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A7 2A7 | 0.02 | -8.33 | 0.0002 | -0.0000 | |||||
| US31418EPC83 / FNMA 30YR 5% 02/01/2053#MA4918 | 0.02 | -4.35 | 0.0002 | -0.0000 | |||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0002 | 0.0002 | ||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0002 | 0.0002 | ||||||
| EZG1MXP5KL27 / CDX IG41 5Y ICE | 0.02 | 15.79 | 0.0002 | -0.0000 | |||||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | 0.02 | 0.0002 | 0.0002 | ||||||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | 0.02 | 0.0002 | 0.0002 | ||||||
| USP97475AJ95 / Venezuela Government International Bond | 0.02 | -8.70 | 0.0002 | -0.0000 | |||||
| BOUGHT PEN SOLD USD 20250930 / DFE (000000000) | 0.02 | 0.0002 | 0.0002 | ||||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/30 VAR / DBT (US903724CD29) | 0.02 | -8.70 | 0.0002 | -0.0000 | |||||
| EZWHY2KRQV17 / BRAZIL LA SP GST | 0.02 | 16.67 | 0.0002 | -0.0000 | |||||
| WINDSTREAMWARRANTS SLDENVWINDSTREAMWARRANTS / DE (000000000) | 0.02 | 0.0002 | 0.0002 | ||||||
| WINDSTREAMWARRANTS SLDENVWINDSTREAMWARRANTS / DE (000000000) | 0.02 | 0.0002 | 0.0002 | ||||||
| US38144RAC16 / GSAA Home Equity Trust 2007-8 | 0.02 | -19.23 | 0.0002 | -0.0001 | |||||
| US31418EMN75 / Federal National Mortgage Association, Inc. | 0.02 | 0.00 | 0.0002 | -0.0000 | |||||
| US3140Q75V59 / Fannie Mae Pool | 0.02 | 0.00 | 0.0002 | -0.0000 | |||||
| US31418EMS62 / FNCL UMBS 5.0 MA4868 01-01-53 | 0.02 | 0.00 | 0.0002 | -0.0000 | |||||
| XS2205316941 / CIFI Holdings Group Co Ltd | 0.02 | -16.67 | 0.0002 | -0.0001 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0002 | 0.0002 | ||||||
| XS2099272846 / CIFI Holdings Group Co Ltd | 0.02 | -13.04 | 0.0002 | -0.0001 | |||||
| BOUGHT TRY SOLD USD 20250804 / DFE (000000000) | 0.02 | 0.0002 | 0.0002 | ||||||
| BOUGHT TRY SOLD USD 20250804 / DFE (000000000) | 0.02 | 0.0002 | 0.0002 | ||||||
| BOUGHT TRY SOLD USD 20250729 / DFE (000000000) | 0.02 | 0.0002 | 0.0002 | ||||||
| BOUGHT TRY SOLD USD 20250729 / DFE (000000000) | 0.02 | 0.0002 | 0.0002 | ||||||
| US320520AE98 / FIRST HORIZON MORTGAGE PASS TH FHASI 2007 2 1A5 | 0.02 | -13.64 | 0.0001 | -0.0001 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0001 | 0.0001 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0001 | 0.0001 | ||||||
| US3140NE3X18 / FNMA POOL BX9813 FN 05/53 FIXED 4.5 | 0.02 | -5.00 | 0.0001 | -0.0000 | |||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0001 | 0.0001 | ||||||
| IRS EUR -0.32900 03/09/21-5Y* LCH / DIR (EZKDQ6QXWN03) | 0.02 | -44.12 | 0.0001 | -0.0002 | |||||
| XS2342908949 / CIFI Holdings Group Co Ltd | 0.02 | -21.74 | 0.0001 | -0.0001 | |||||
| RFR USD SOFR/3.55016 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | 0.02 | -84.48 | 0.0001 | -0.0009 | |||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.02 | 0.0001 | 0.0001 | ||||||
| CMBX.NA.AAA.12 SP MEI / DCR (000000000) | 0.02 | 0.0001 | 0.0001 | ||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0001 | 0.0001 | ||||||
| RFR USD SOFR/3.73500 08/07/23-10Y LCH / DIR (EZDZ6D0MWWY4) | 0.02 | -129.31 | 0.0001 | 0.0006 | |||||
| RFR USD SOFR/3.73500 08/07/23-10Y LCH / DIR (EZDZ6D0MWWY4) | 0.02 | -129.31 | 0.0001 | 0.0006 | |||||
| US452152GS43 / Illinois, General Obligation Bonds, Taxable Build America Bonds | 0.02 | -5.88 | 0.0001 | -0.0000 | |||||
| UNIT / Unity Group LLC | 0.00 | 0.00 | 0.02 | -11.11 | 0.0001 | -0.0000 | |||
| US2620511053 / Drillco Holdings Luxembourg SA | 0.00 | 0.00 | 0.02 | -15.79 | 0.0001 | -0.0001 | |||
| US40431KAA88 / HSI ASSET LOAN OBLIGATION HALO 2007 WF1 A1 | 0.02 | 0.00 | 0.0001 | -0.0000 | |||||
| BOUGHT TRY SOLD USD 20250724 / DFE (000000000) | 0.02 | 0.0001 | 0.0001 | ||||||
| BOUGHT TRY SOLD USD 20250724 / DFE (000000000) | 0.02 | 0.0001 | 0.0001 | ||||||
| US12668BLY73 / COUNTRYWIDE ALTERNATIVE LOAN TRUST | 0.02 | -6.25 | 0.0001 | -0.0000 | |||||
| ISRAEL GOVT EM SP MYC / DCR (EZXHZ73B1F04) | 0.02 | -6.25 | 0.0001 | -0.0000 | |||||
| ISRAEL GOVT EM SP MYC / DCR (EZXHZ73B1F04) | 0.02 | -6.25 | 0.0001 | -0.0000 | |||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0001 | 0.0001 | ||||||
| US05946XYZ04 / BANC OF AMERICA FUNDING 2005-F TRUST BAFC 2005-F 4A1 | 0.02 | -6.25 | 0.0001 | -0.0000 | |||||
| EZG3MM4J6J03 / CDX IG38 5Y ICE | 0.02 | 0.00 | 0.0001 | -0.0000 | |||||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0001 | 0.0001 | ||||||
| US3140JSVS54 / FNMA 30YR 3.5% 04/01/2049#BN9624 | 0.01 | -6.67 | 0.0001 | -0.0000 | |||||
| US949802AA06 / WELLS FARGO MORTGAGE BACKED SECURITIES 2003-I TRUST VAR 09/25/2033 | 0.01 | -6.67 | 0.0001 | -0.0000 | |||||
| US126694JR04 / CHL Mortgage Pass-Through Trust, Series 2005-24, Class A1 | 0.01 | 0.00 | 0.0001 | -0.0000 | |||||
| BOUGHT TRY SOLD USD 20250725 / DFE (000000000) | 0.01 | 0.0001 | 0.0001 | ||||||
| BOUGHT TRY SOLD USD 20250725 / DFE (000000000) | 0.01 | 0.0001 | 0.0001 | ||||||
| US05949CPD29 / Banc of America Mortgage 2005-L Trust | 0.01 | -7.14 | 0.0001 | -0.0000 | |||||
| US3131Y0AV40 / FED HM LN PC POOL ZM5420 FR 01/48 FIXED 4 | 0.01 | 0.00 | 0.0001 | -0.0000 | |||||
| US12668ARH04 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 59 1A2C | 0.01 | -7.14 | 0.0001 | -0.0000 | |||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | 0.01 | 0.0001 | 0.0001 | ||||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | 0.01 | 0.0001 | 0.0001 | ||||||
| RFR USD SOFR/3.75000 12/18/24-10Y LCH / DIR (EZ7K2W20N534) | 0.01 | -244.44 | 0.0001 | 0.0002 | |||||
| RFR USD SOFR/3.75000 12/18/24-10Y LCH / DIR (EZ7K2W20N534) | 0.01 | -244.44 | 0.0001 | 0.0002 | |||||
| RFR USD SOFR/3.64750 01/08/24-10Y LCH / DIR (EZG7FCZ335H8) | 0.01 | -88.98 | 0.0001 | -0.0009 | |||||
| RFR USD SOFR/3.64750 01/08/24-10Y LCH / DIR (EZG7FCZ335H8) | 0.01 | -88.98 | 0.0001 | -0.0009 | |||||
| US3140HL4C76 / FNMA POOL BK7118 FN 07/48 FIXED 4 | 0.01 | 0.00 | 0.0001 | -0.0000 | |||||
| US3140HJYY15 / FNMA POOL BK5226 FN 09/48 FIXED 4 | 0.01 | -14.29 | 0.0001 | -0.0000 | |||||
| RFR USD SOFR/3.54542 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | 0.01 | -89.66 | 0.0001 | -0.0009 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0001 | 0.0001 | ||||||
| EZJGYSSMZ0P0 / MEXICO LA SP MYC | 0.01 | 37.50 | 0.0001 | 0.0000 | |||||
| ISRAEL GOVT EM SP GST / DCR (EZZH278GQXH1) | 0.01 | 57.14 | 0.0001 | 0.0000 | |||||
| RFR USD SOFR/3.73000 08/03/23-10Y LCH / DIR (EZ1K3X5C8LD0) | 0.01 | -120.37 | 0.0001 | 0.0006 | |||||
| RFR USD SOFR/3.73000 08/03/23-10Y LCH / DIR (EZ1K3X5C8LD0) | 0.01 | -120.37 | 0.0001 | 0.0006 | |||||
| US92922FBX50 / WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR9, Class 2A | 0.01 | 0.00 | 0.0001 | -0.0000 | |||||
| US45254NDK00 / IMPAC CMB TRUST IMM 2002 9F A1 | 0.01 | -54.17 | 0.0001 | -0.0001 | |||||
| RFR USD SOFR/3.51042 09/03/24-4Y* LCH / DIR (EZ4809P3F712) | 0.01 | -85.71 | 0.0001 | -0.0006 | |||||
| RFR USD SOFR/3.51042 09/03/24-4Y* LCH / DIR (EZ4809P3F712) | 0.01 | -85.71 | 0.0001 | -0.0006 | |||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0001 | 0.0001 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0001 | 0.0001 | ||||||
| US872224AG53 / TBW Mortgage-Backed Trust Series 2006-4 | 0.01 | -9.09 | 0.0001 | -0.0000 | |||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0001 | 0.0001 | ||||||
| EURO-BUXL 30Y BND SEP25 XEUR 20250908 / DIR (DE000F1NGF87) | 0.01 | 0.0001 | 0.0001 | ||||||
| EURO-BUXL 30Y BND SEP25 XEUR 20250908 / DIR (DE000F1NGF87) | 0.01 | 0.0001 | 0.0001 | ||||||
| US3140K8SU68 / FNMA POOL BP1430 FN 03/50 FIXED 3.5 | 0.01 | 0.00 | 0.0001 | -0.0000 | |||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.01 | 0.0001 | 0.0001 | ||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.01 | 0.0001 | 0.0001 | ||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0001 | 0.0001 | ||||||
| US3140H7LZ83 / FNMA 30YR 4% 05/01/2048#BJ5743 | 0.01 | 0.00 | 0.0001 | -0.0000 | |||||
| US32051GJ896 / First Horizon Asset Securities Inc | 0.01 | 0.00 | 0.0001 | -0.0000 | |||||
| US31418DXE74 / Uniform Mortgage-Backed Securities | 0.01 | 0.00 | 0.0001 | -0.0000 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0001 | 0.0001 | ||||||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0001 | 0.0001 | ||||||
| RFR USD SOFR/3.66500 01/24/24-10Y LCH / DIR (EZ93VBFRKZG5) | 0.01 | -110.96 | 0.0001 | 0.0007 | |||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0001 | 0.0001 | ||||||
| LU2445093987 / INTELSAT EMERGENCE SA CALL EXP17FEB27 | 0.01 | 0.00 | 0.0001 | -0.0000 | |||||
| EZ89MT0WHJP2 / MEXICO LA SP MYC | 0.01 | 300.00 | 0.0001 | 0.0000 | |||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0001 | 0.0001 | ||||||
| EZNLRC3852L0 / SOUTH AFRICA EM SP BOA | 0.01 | -92.16 | 0.0001 | -0.0007 | |||||
| US885220DW07 / Thornburg Mortgage Securities Trust 2003-4 | 0.01 | -12.50 | 0.0001 | -0.0000 | |||||
| BOUGHT TRY SOLD USD 20250813 / DFE (000000000) | 0.01 | 0.0001 | 0.0001 | ||||||
| BOUGHT TRY SOLD USD 20250813 / DFE (000000000) | 0.01 | 0.0001 | 0.0001 | ||||||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0001 | 0.0001 | ||||||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0001 | 0.0001 | ||||||
| US3132AEK475 / FED HM LN PC POOL ZT2115 FR 01/29 FIXED 6 | 0.01 | -12.50 | 0.0001 | -0.0000 | |||||
| US912810SF66 / Us Treasury Bond | 0.01 | 0.00 | 0.0001 | -0.0000 | |||||
| US126698AC30 / Countrywide Asset-Backed Certificates | 0.01 | 0.00 | 0.0001 | -0.0000 | |||||
| EZ0D1S8SW570 / CDX HY35 5Y ICE | 0.01 | -36.36 | 0.0001 | -0.0000 | |||||
| US36179UKZ48 / Ginnie Mae II Pool | 0.01 | -14.29 | 0.0001 | -0.0000 | |||||
| EZLWQ22MVSP2 / CDX IG39 5Y ICE | 0.01 | 0.00 | 0.0001 | -0.0000 | |||||
| EZ4YGY9ZBMF1 / CMBX.NA.AAA.12 SP SAL | 0.01 | -700.00 | 0.0001 | 0.0001 | |||||
| 952XGJII0 / EQTYWM927 WESTMORELAND MINING | 0.00 | 0.00 | 0.01 | -33.33 | 0.0001 | -0.0000 | |||
| ISRAEL GOVT EM SP BRC / DCR (EZZH278GQXH1) | 0.01 | -14.29 | 0.0001 | -0.0000 | |||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0001 | 0.0001 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0001 | 0.0001 | ||||||
| ISRAEL GOVT EM SP JPM / DCR (EZXHZ73B1F04) | 0.01 | -68.75 | 0.0000 | -0.0001 | |||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| EZ6ZWC9MVX60 / MEXICO LA SP JPM | 0.01 | 0.00 | 0.0000 | -0.0000 | |||||
| BOUGHT TRY SOLD USD 20250701 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| BOUGHT TRY SOLD USD 20250701 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| BOUGHT AUD SOLD USD 20250805 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| BOUGHT AUD SOLD USD 20250805 / DFE (000000000) | 0.01 | 0.0000 | 0.0000 | ||||||
| SOLD PEN BOUGHT USD 20250701 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOLD PEN BOUGHT USD 20250701 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| ISRAEL GOVT EM SP BOA / DCR (EZZH278GQXH1) | 0.00 | -42.86 | 0.0000 | -0.0000 | |||||
| MEXICO LA SP GST / DCR (EZDKNKQB19P7) | 0.00 | -300.00 | 0.0000 | 0.0001 | |||||
| BOUGHT TRY SOLD USD 20250811 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT TRY SOLD USD 20250811 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US30162RAD35 / Exela Intermediate LLC/Exela Finance, Inc. | 0.00 | -66.67 | 0.0000 | -0.0001 | |||||
| EZJP54HQYM45 / CDX EM37 ICE | 0.00 | -250.00 | 0.0000 | 0.0001 | |||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US3132A5JA49 / FED HM LN PC POOL ZS4757 FR 02/48 FIXED 4.5 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| EZGYTWKCT097 / CDX IG37 5Y ICE | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31393BX754 / Fannie Mae Trust 2003-W6 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| ISRAEL GOVT EM SP GST / DCR (EZV039TQB7Z2) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31393CEY57 / FANNIE MAE REMICS SER 2003-34 CL A1 6.00000000 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US31329PBX06 / FREDDIE MAC POOL FR ZA5454 | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US30227FAY60 / EXTENDED STAY AMERICA TRUST ESA 2021 ESH XCP 144A | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US362341WZ88 / GSR MORTGAGE LOAN TRUST | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| 935ZXN908 / WESTMORELAND MINING HOLDINGS L COMMON | 0.00 | 0.00 | 0.00 | -66.67 | 0.0000 | -0.0000 | |||
| BOUGHT TRY SOLD USD 20250807 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT TRY SOLD USD 20250807 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US07384M4E98 / BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004 | 0.00 | -50.00 | 0.0000 | -0.0000 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US69547MAD83 / PAID_22-3 | 0.00 | -99.57 | 0.0000 | -0.0020 | |||||
| US3140JN5L01 / Federal National Mortgage Association, Inc. | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| BOUGHT KRW SOLD USD 20250708 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT TRY SOLD USD 20250814 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT TRY SOLD USD 20250814 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| EURO-SCHATZ FUT SEP25 XEUR 20250908 / DIR (DE000F1NGF79) | 0.00 | 0.0000 | 0.0000 | ||||||
| EURO-SCHATZ FUT SEP25 XEUR 20250908 / DIR (DE000F1NGF79) | 0.00 | 0.0000 | 0.0000 | ||||||
| EZT4KMN1Y986 / MEXICO LA SP MYC | 0.00 | 29.41 | 0.0000 | -0.0000 | |||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US86359BNU16 / Structured Adjustable Rate Mortgage Loan Trust Series 2004-4 | 0.00 | 0.0000 | -0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260630 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260630 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| LU2445094365 / INTELSAT EMERGENCE SA | 0.00 | 0.0000 | -0.0000 | ||||||
| EZYP3FB7TK33 / CDX EM35 ICE | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT PEN SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| EZ6N5RTF6TW5 / CDX EM39 ICE | 0.00 | -100.00 | 0.0000 | 0.0001 | |||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260521 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260521 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260617 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31402CWF57 / FNMA POOL 725246 FN 01/34 FIXED VAR | 0.00 | 0.0000 | -0.0000 | ||||||
| FNMA POOL 625537 FN 01/32 FIXED 6.5 / ABS-MBS (US31389G4W71) | 0.00 | 0.0000 | -0.0000 | ||||||
| FNMA POOL 625537 FN 01/32 FIXED 6.5 / ABS-MBS (US31389G4W71) | 0.00 | 0.0000 | -0.0000 | ||||||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOLD SEK BOUGHT USD 20250804 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOLD TWD BOUGHT USD 20250703 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| FNMA POOL 535032 FN 12/29 FIXED VAR / ABS-MBS (US31384VLM27) | 0.00 | 0.0000 | -0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| FNMA POOL 524579 FN 10/28 FIXED 6.5 / ABS-MBS (US31384HXG37) | 0.00 | 0.0000 | -0.0000 | ||||||
| 31371GPH7 / Fnma Pool 251624 Bond | 0.00 | 0.0000 | -0.0000 | ||||||
| US31371G2S85 / FN 251985 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31371MH834 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| FNMA POOL 562567 FN 02/31 FIXED 6.5 / ABS-MBS (US31386F6C48) | 0.00 | 0.0000 | -0.0000 | ||||||
| FNMA POOL 562567 FN 02/31 FIXED 6.5 / ABS-MBS (US31386F6C48) | 0.00 | 0.0000 | -0.0000 | ||||||
| FNMA POOL 335339 FN 02/26 FIXED 6.5 / ABS-MBS (US31375HPY44) | 0.00 | 0.0000 | -0.0000 | ||||||
| US81744FDP99 / SEQUOIA MORTGAGE TRUST SEMT 2004 8 B1 | 0.00 | 0.0000 | -0.0000 | ||||||
| BOUGHT CAD SOLD USD 20250805 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| FED HM LN PC POOL ZJ5251 FR 03/31 FIXED 7 / ABS-MBS (US3131WVZQ28) | 0.00 | 0.0000 | 0.0000 | ||||||
| FNMA POOL 941139 FN 09/37 FIXED 7 / ABS-MBS (US31413CBG33) | 0.00 | 0.0000 | 0.0000 | ||||||
| FNMA POOL 941139 FN 09/37 FIXED 7 / ABS-MBS (US31413CBG33) | 0.00 | 0.0000 | 0.0000 | ||||||
| US92918XAA37 / Voyager Aviation Holdings LLC | 0.00 | 0.0000 | 0.0000 | ||||||
| X5424XBQ0 / RUSSIA 5.25 06/23/47 REGS | 0.00 | 0.0000 | 0.0000 | ||||||
| ACI012L97 / HIPOTECARIA SU CASITA SA COMMON STOCK | 0.35 | 0.00 | 0.00 | 0.0000 | 0.0000 | ||||
| RU000A0JXU22 / Russian Foreign Bond - Eurobond | 0.00 | 0.0000 | 0.0000 | ||||||
| 317U9G6A0 PIMCO SWAPTION 4.065 PUT USD 2025070 / DIR (EZJQZP36X547) | -0.00 | 0.0000 | 0.0000 | ||||||
| 317U9EKA9 PIMCO SWAPTION 2.36 PUT EUR 20250630 / DIR (000000000) | -0.00 | 0.0000 | 0.0000 | ||||||
| 317U9EKA9 PIMCO SWAPTION 2.36 PUT EUR 20250630 / DIR (000000000) | -0.00 | 0.0000 | 0.0000 | ||||||
| 317U9ELA8 PIMCO SWAPTION 2.1 CALL EUR 20250630 / DIR (000000000) | -0.00 | 0.0000 | 0.0000 | ||||||
| 317U9ELA8 PIMCO SWAPTION 2.1 CALL EUR 20250630 / DIR (000000000) | -0.00 | 0.0000 | 0.0000 | ||||||
| 317U9EIA2 PIMCO SWAPTION 4.127 PUT USD 2025063 / DIR (EZXJWB9HGZH3) | -0.00 | 0.0000 | 0.0000 | ||||||
| 317U9EIA2 PIMCO SWAPTION 4.127 PUT USD 2025063 / DIR (EZXJWB9HGZH3) | -0.00 | 0.0000 | 0.0000 | ||||||
| 31750QSL4 OTC EPUT FN 4.5 JUL25 92.46875 PUT / DIR (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 31750QSL4 OTC EPUT FN 4.5 JUL25 92.46875 PUT / DIR (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 3175ET9M2 PIMCO FLOOR USD 0.02596 USD SOFR COM / DIR (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 3175ET9M2 PIMCO FLOOR USD 0.02596 USD SOFR COM / DIR (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9GEA1 PIMCO SWAPTION 4.075 PUT USD 2025070 / DIR (EZ78N9X8M3Y4) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9GEA1 PIMCO SWAPTION 4.075 PUT USD 2025070 / DIR (EZ78N9X8M3Y4) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9GBA4 PIMCO SWAPTION 2.38 CALL EUR 2025070 / DIR (EZ8HHXRGV1D7) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9GBA4 PIMCO SWAPTION 2.38 CALL EUR 2025070 / DIR (EZ8HHXRGV1D7) | -0.00 | -0.0000 | -0.0000 | ||||||
| COLOMBIA LA SP JPM / DCR (EZ05QB3PBRQ1) | -0.00 | -100.00 | -0.0000 | -0.0000 | |||||
| BOUGHT KWD SOLD USD 20260518 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260518 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT TWD SOLD USD 20250703 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT SEK SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260602 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260602 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD TRY BOUGHT USD 20250709 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9JRA1 PIMCO SWAPTION 4.12 PUT USD 20250709 / DIR (EZYG54DQ9CL7) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9JRA1 PIMCO SWAPTION 4.12 PUT USD 20250709 / DIR (EZYG54DQ9CL7) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9HMA0 PIMCO SWAPTION 4.019 PUT USD 2025070 / DIR (EZY1VWC6W1B5) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9HMA0 PIMCO SWAPTION 4.019 PUT USD 2025070 / DIR (EZY1VWC6W1B5) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260610 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9JSA0 PIMCO SWAPTION 4.122 PUT USD 2025071 / DIR (EZMLYZSNFH30) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260610 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| COLOMBIA LA SP JPM / DCR (EZXKWXGHTDT1) | -0.00 | -100.00 | -0.0000 | 0.0000 | |||||
| SOLD TRY BOUGHT USD 20250703 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD TRY BOUGHT USD 20250703 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260615 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260615 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| COLOMBIA LA SP BRC / DCR (EZ05QB3PBRQ1) | -0.00 | -100.00 | -0.0000 | -0.0000 | |||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD JPY 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 KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| RFR USD SOFR/3.65000 03/05/24-10Y LCH / DIR (EZ4J782MXTD2) | -0.00 | -97.50 | -0.0000 | 0.0003 | |||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| COLOMBIA LA SP BPS / DCR (EZQJJC4KSPK3) | -0.00 | -96.00 | -0.0000 | 0.0002 | |||||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260528 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 31750PIZ6 PIMCO FXVAN PUT USD TRY 39.75000000 / DFE (EZYP4979H2H4) | -0.00 | -95.24 | -0.0000 | 0.0002 | |||||
| 31750PIZ6 PIMCO FXVAN PUT USD TRY 39.75000000 / DFE (EZYP4979H2H4) | -0.00 | -95.24 | -0.0000 | 0.0002 | |||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9L5A0 PIMCO SWAPTION 4.064 PUT USD 2025071 / DIR (EZQM9CB4TVR9) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9L5A0 PIMCO SWAPTION 4.064 PUT USD 2025071 / DIR (EZQM9CB4TVR9) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260504 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) | -0.00 | -98.68 | -0.0000 | 0.0013 | |||||
| 31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) | -0.00 | -98.68 | -0.0000 | 0.0013 | |||||
| 31750QN05 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) | -0.00 | -98.68 | -0.0000 | 0.0013 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9L3A2 PIMCO SWAPTION 4.0525 PUT USD 202507 / DIR (EZQM9CB4TVR9) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9L3A2 PIMCO SWAPTION 4.0525 PUT USD 202507 / DIR (EZQM9CB4TVR9) | -0.00 | -0.0000 | -0.0000 | ||||||
| COLOMBIA LA SP BPS / DCR (EZXKWXGHTDT1) | -0.00 | 0.00 | -0.0000 | 0.0000 | |||||
| COLOMBIA LA SP BPS / DCR (EZXKWXGHTDT1) | -0.00 | 0.00 | -0.0000 | 0.0000 | |||||
| COLOMBIA LA SP GST / DCR (EZXKWXGHTDT1) | -0.00 | 50.00 | -0.0000 | -0.0000 | |||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9LGA8 PIMCO SWAPTION 4.097 PUT USD 2025071 / DIR (EZHBWHSTV570) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD KRW BOUGHT USD 20250708 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD KRW BOUGHT USD 20250708 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260505 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD KRW BOUGHT USD 20250714 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD KRW BOUGHT USD 20250714 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 31750QSK6 OTC ECAL FN 4.5 JUL25 96.46875 CALL / DIR (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 31750QSK6 OTC ECAL FN 4.5 JUL25 96.46875 CALL / DIR (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 31750QMA4 PIMCO CDSOPT PUT USD 1.0 20250716 / DCR (EZ967XY50V92) | -0.00 | -97.37 | -0.0000 | 0.0013 | |||||
| BOUGHT KWD SOLD USD 20270610 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20270610 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20270610 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20270610 / 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 | ||||||
| 317U9LLA2 PIMCO SWAPTION 4.095 PUT USD 2025071 / DIR (EZBYVN1N6JS0) | -0.00 | -0.0000 | -0.0000 | ||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 MYC / DCR (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 31750QMB2 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (EZ967XY50V92) | -0.00 | -97.37 | -0.0000 | 0.0013 | |||||
| BOUGHT PEN SOLD USD 20250701 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| SOLD PLN BOUGHT USD 20250710 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| SOLD PLN BOUGHT USD 20250710 / DFE (000000000) | -0.01 | -0.0000 | -0.0000 | ||||||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| COLOMBIA LA SP MYC / DCR (EZXKWXGHTDT1) | -0.01 | 250.00 | -0.0001 | -0.0000 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| 317U9MJA3 PIMCO SWAPTION 4.05 PUT USD 20250721 / DIR (EZPXSH8F93Y9) | -0.01 | -0.0001 | -0.0001 | ||||||
| 317U9MJA3 PIMCO SWAPTION 4.05 PUT USD 20250721 / DIR (EZPXSH8F93Y9) | -0.01 | -0.0001 | -0.0001 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| 317U9M3A0 PIMCO SWAPTION 4.037 PUT USD 2025071 / DIR (EZ1JLHJ8JY10) | -0.01 | -0.0001 | -0.0001 | ||||||
| 317U9GAA5 PIMCO SWAPTION 2.64 PUT EUR 20250703 / DIR (EZL9GW5599J4) | -0.01 | -0.0001 | -0.0001 | ||||||
| US 10YR FUT OPTN AUG25P 108.5 EXP 07/25/2025 / DIR (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| US 10YR FUT OPTN AUG25P 108.5 EXP 07/25/2025 / DIR (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| SOLD ILS BOUGHT USD 20250709 / DFE (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| SOLD ILS BOUGHT USD 20250709 / DFE (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| RFR USD SOFR/3.75000 12/13/22-5Y LCH / DIR (EZFJH6GL7211) | -0.01 | -0.0001 | -0.0001 | ||||||
| RFR USD SOFR/3.75000 12/13/22-5Y LCH / DIR (EZFJH6GL7211) | -0.01 | -0.0001 | -0.0001 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 JPM / DCR (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| 317U9LFA9 PIMCO SWAPTION 2.46 CALL EUR 2025071 / DIR (EZLXC2V2MYF7) | -0.01 | -0.0001 | -0.0001 | ||||||
| 317U9LFA9 PIMCO SWAPTION 2.46 CALL EUR 2025071 / DIR (EZLXC2V2MYF7) | -0.01 | -0.0001 | -0.0001 | ||||||
| 317U9MPA6 PIMCO SWAPTION 3.933 PUT USD 2025072 / DIR (EZTRLD6PX319) | -0.01 | -0.0001 | -0.0001 | ||||||
| 317U9MPA6 PIMCO SWAPTION 3.933 PUT USD 2025072 / DIR (EZTRLD6PX319) | -0.01 | -0.0001 | -0.0001 | ||||||
| EURO-BUND OPTION AUG25C 132.5 EXP 07/25/2025 / DIR (DE000F1674Y7) | -0.01 | -0.0001 | -0.0001 | ||||||
| RFR USD SOFR/3.67000 01/08/24-10Y LCH / DIR (EZG7FCZ335H8) | -0.01 | -110.17 | -0.0001 | -0.0011 | |||||
| RFR USD SOFR/3.67000 01/08/24-10Y LCH / DIR (EZG7FCZ335H8) | -0.01 | -110.17 | -0.0001 | -0.0011 | |||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| RFR USD SOFR/3.68400 01/03/24-10Y LCH / DIR (EZDL1WQQ28Y4) | -0.01 | -133.33 | -0.0001 | -0.0004 | |||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.01 | -0.0001 | -0.0001 | ||||||
| ZCS BRL 11.7 03/24/22-01/04/27 CME / DIR (EZQDNC1L61Z9) | -0.01 | -79.41 | -0.0001 | 0.0005 | |||||
| ZCS BRL 11.7 03/24/22-01/04/27 CME / DIR (EZQDNC1L61Z9) | -0.01 | -79.41 | -0.0001 | 0.0005 | |||||
| 31750PJ85 PIMCO FXVAN PUT USD TRY 41.60000000 / DFE (EZMGNXM4T248) | -0.01 | -56.25 | -0.0001 | 0.0002 | |||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0001 | -0.0001 | ||||||
| 31750PIY9 PIMCO FXVAN CALL USD TRY 51.75000000 / DFE (EZ0WD1TWX9Y8) | -0.02 | -84.21 | -0.0001 | 0.0007 | |||||
| EURO-BOBL OPTION AUG25C 118.5 EXP 07/25/2025 / DIR (DE000F167SZ1) | -0.02 | -0.0001 | -0.0001 | ||||||
| EURO-BOBL OPTION AUG25C 118.5 EXP 07/25/2025 / DIR (DE000F167SZ1) | -0.02 | -0.0001 | -0.0001 | ||||||
| 317U9LEA0 PIMCO SWAPTION 2.72 PUT EUR 20250716 / DIR (EZMWVGHPD033) | -0.02 | -0.0001 | -0.0001 | ||||||
| 317U9LEA0 PIMCO SWAPTION 2.72 PUT EUR 20250716 / DIR (EZMWVGHPD033) | -0.02 | -0.0001 | -0.0001 | ||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 BPS / DCR (000000000) | -0.02 | -0.0001 | -0.0001 | ||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 BPS / DCR (000000000) | -0.02 | -0.0001 | -0.0001 | ||||||
| SOLD PEN BOUGHT USD 20251001 / DFE (000000000) | -0.02 | -0.0001 | -0.0001 | ||||||
| SOLD PEN BOUGHT USD 20251001 / DFE (000000000) | -0.02 | -0.0001 | -0.0001 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.02 | -0.0001 | -0.0001 | ||||||
| RFR USD SOFR/3.47000 02/22/23-7Y LCH / DIR (EZV47KR0KWY6) | -0.02 | -93.42 | -0.0002 | 0.0025 | |||||
| RFR USD SOFR/3.47000 02/22/23-7Y LCH / DIR (EZV47KR0KWY6) | -0.02 | -93.42 | -0.0002 | 0.0025 | |||||
| RFR USD SOFR/3.62000 01/31/24-10Y LCH / DIR (EZBL3RM9F9M5) | -0.02 | -72.00 | -0.0002 | 0.0005 | |||||
| RFR USD SOFR/3.62000 01/31/24-10Y LCH / DIR (EZBL3RM9F9M5) | -0.02 | -72.00 | -0.0002 | 0.0005 | |||||
| SOLD PEN BOUGHT USD 20250707 / DFE (000000000) | -0.02 | -0.0002 | -0.0002 | ||||||
| SOLD PEN BOUGHT USD 20250707 / DFE (000000000) | -0.02 | -0.0002 | -0.0002 | ||||||
| US 10YR FUT OPTN AUG25P 109.5 EXP 07/25/2025 / DIR (000000000) | -0.02 | -0.0002 | -0.0002 | ||||||
| US 10YR FUT OPTN AUG25P 109.5 EXP 07/25/2025 / DIR (000000000) | -0.02 | -0.0002 | -0.0002 | ||||||
| 31750PMA6 PIMCO FXVAN PUT USD TRY 40.57500000 / DFE (EZ6D60D4NDX6) | -0.02 | -61.82 | -0.0002 | 0.0003 | |||||
| 31750PMA6 PIMCO FXVAN PUT USD TRY 40.57500000 / DFE (EZ6D60D4NDX6) | -0.02 | -61.82 | -0.0002 | 0.0003 | |||||
| 317U9MNA8 PIMCO SWAPTION 3.955 PUT USD 2025072 / DIR (EZTRLD6PX319) | -0.02 | -0.0002 | -0.0002 | ||||||
| 317U9MNA8 PIMCO SWAPTION 3.955 PUT USD 2025072 / DIR (EZTRLD6PX319) | -0.02 | -0.0002 | -0.0002 | ||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 MYC / DCR (000000000) | -0.02 | -0.0002 | -0.0002 | ||||||
| COLOMBIA LA SP MYC / DCR (EZQJJC4KSPK3) | -0.02 | -8.00 | -0.0002 | 0.0000 | |||||
| COLOMBIA LA SP MYC / DCR (EZQJJC4KSPK3) | -0.02 | -8.00 | -0.0002 | 0.0000 | |||||
| 31750PMB4 PIMCO FXVAN CALL USD TRY 52.72500000 / DFE (EZ334JPD9ZR9) | -0.02 | -83.33 | -0.0002 | 0.0011 | |||||
| 31750PMB4 PIMCO FXVAN CALL USD TRY 52.72500000 / DFE (EZ334JPD9ZR9) | -0.02 | -83.33 | -0.0002 | 0.0011 | |||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0002 | -0.0002 | ||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0002 | -0.0002 | ||||||
| 317U9EPA4 PIMCO SWAPTION 3.701 CALL USD 202506 / DIR (EZY1GXGHBZM5) | -0.02 | -0.0002 | -0.0002 | ||||||
| 317U9EPA4 PIMCO SWAPTION 3.701 CALL USD 202506 / DIR (EZY1GXGHBZM5) | -0.02 | -0.0002 | -0.0002 | ||||||
| SOLD PEN BOUGHT USD 20251205 / DFE (000000000) | -0.03 | -0.0002 | -0.0002 | ||||||
| SOLD PEN BOUGHT USD 20251205 / DFE (000000000) | -0.03 | -0.0002 | -0.0002 | ||||||
| 3175ET223 PIMCO FLOOR USD 0.02224 USD SOFR COM / DIR (000000000) | -0.03 | -0.0002 | -0.0002 | ||||||
| 3175ET223 PIMCO FLOOR USD 0.02224 USD SOFR COM / DIR (000000000) | -0.03 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0002 | -0.0002 | ||||||
| EURO-BOBL OPTION AUG25P 117.2 EXP 07/25/2025 / DIR (DE000F167SF3) | -0.03 | -0.0002 | -0.0002 | ||||||
| EURO-BOBL OPTION AUG25P 117.2 EXP 07/25/2025 / DIR (DE000F167SF3) | -0.03 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0002 | -0.0002 | ||||||
| EZ87806BLJ43 / FORD MOTOR CREDIT COMPANY LLC SNR S* ICE | -0.03 | -23.68 | -0.0002 | 0.0001 | |||||
| EURO-BUND OPTION AUG25P 129 EXP 07/25/2025 / DIR (DE000F167368) | -0.03 | -0.0002 | -0.0002 | ||||||
| EURO-BUND OPTION AUG25P 129 EXP 07/25/2025 / DIR (DE000F167368) | -0.03 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0002 | -0.0002 | ||||||
| 317U9N1A0 PIMCO SWAPTION 3.914 PUT USD 2025072 / DIR (EZBGX0TQ91B3) | -0.03 | -0.0002 | -0.0002 | ||||||
| 317U9N3A8 PIMCO SWAPTION 3.905 PUT USD 2025072 / DIR (EZBGX0TQ91B3) | -0.04 | -0.0003 | -0.0003 | ||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 MYC / DCR (000000000) | -0.04 | -0.0003 | -0.0003 | ||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 MYC / DCR (000000000) | -0.04 | -0.0003 | -0.0003 | ||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.04 | -0.0003 | -0.0003 | ||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.04 | -0.0003 | -0.0003 | ||||||
| SOFTBANK GROUP CORP SNR JP SP GST / DCR (EZ1K1NTX2WN0) | -0.04 | 20.00 | -0.0003 | -0.0000 | |||||
| SOFTBANK GROUP CORP SNR JP SP GST / DCR (EZ1K1NTX2WN0) | -0.04 | 20.00 | -0.0003 | -0.0000 | |||||
| US 10YR FUT OPTN AUG25P 110.2 EXP 07/25/2025 / DIR (000000000) | -0.04 | -0.0003 | -0.0003 | ||||||
| 317U9MQA5 PIMCO SWAPTION 3.583 CALL USD 202507 / DIR (EZCLF3R2NG23) | -0.04 | -0.0003 | -0.0003 | ||||||
| 317U9MQA5 PIMCO SWAPTION 3.583 CALL USD 202507 / DIR (EZCLF3R2NG23) | -0.04 | -0.0003 | -0.0003 | ||||||
| ZCS BRL 11.26 03/25/22-01/04/27 CME / DIR (EZTGJMP2L6K1) | -0.04 | -7.32 | -0.0003 | 0.0001 | |||||
| ZCS BRL 11.26 03/25/22-01/04/27 CME / DIR (EZTGJMP2L6K1) | -0.04 | -7.32 | -0.0003 | 0.0001 | |||||
| ZCS BRL 11.245 03/25/22-01/04/27 CME / DIR (EZTGJMP2L6K1) | -0.04 | -7.32 | -0.0003 | 0.0001 | |||||
| ZCS BRL 11.245 03/25/22-01/04/27 CME / DIR (EZTGJMP2L6K1) | -0.04 | -7.32 | -0.0003 | 0.0001 | |||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.04 | -0.0003 | -0.0003 | ||||||
| ZCS BRL 14.0087 05/12/25-01/04/27 CME / DIR (EZHTRBH6Z688) | -0.04 | -0.0003 | -0.0003 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.04 | -0.0003 | -0.0003 | ||||||
| RFR USD SOFR/3.5815* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.04 | -134.48 | -0.0003 | -0.0013 | |||||
| SOLD PEN BOUGHT USD 20250808 / DFE (000000000) | -0.04 | -0.0003 | -0.0003 | ||||||
| SOLD PEN BOUGHT USD 20250808 / DFE (000000000) | -0.04 | -0.0003 | -0.0003 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.04 | -0.0003 | -0.0003 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.04 | -0.0003 | -0.0003 | ||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 BPS / DCR (000000000) | -0.04 | -0.0003 | -0.0003 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.04 | -0.0003 | -0.0003 | ||||||
| CMBX.NA.AAA.15 SP MYC / DCR (EZSC22FCPYN8) | -0.04 | -65.89 | -0.0003 | 0.0008 | |||||
| CMBX.NA.AAA.15 SP MYC / DCR (EZSC22FCPYN8) | -0.04 | -65.89 | -0.0003 | 0.0008 | |||||
| RFR USD SOFR/3.60080 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.05 | -140.52 | -0.0004 | -0.0014 | |||||
| RFR USD SOFR/3.60240 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.05 | -142.24 | -0.0004 | -0.0014 | |||||
| SOLD PLN BOUGHT USD 20250710 / DFE (000000000) | -0.05 | -0.0004 | -0.0004 | ||||||
| SOLD PLN BOUGHT USD 20250710 / DFE (000000000) | -0.05 | -0.0004 | -0.0004 | ||||||
| RFR USD SOFR/3.59507 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.05 | -142.24 | -0.0004 | -0.0014 | |||||
| RFR USD SOFR/3.75000 01/02/24-10Y LCH / DIR (EZ29NPCQVYW2) | -0.05 | 68.97 | -0.0004 | -0.0001 | |||||
| RFR USD SOFR/3.75000 01/02/24-10Y LCH / DIR (EZ29NPCQVYW2) | -0.05 | 68.97 | -0.0004 | -0.0001 | |||||
| RFR JPY MUTK/1.25000 06/18/25-10Y LCH / DIR (EZHVW867QSM1) | -0.05 | -0.0004 | -0.0004 | ||||||
| RFR USD SOFR/3.88000 10/16/23-30Y LCH / DIR (EZMGKY0TMR53) | -0.05 | -265.62 | -0.0004 | -0.0007 | |||||
| RFR USD SOFR/3.88000 10/16/23-30Y LCH / DIR (EZMGKY0TMR53) | -0.05 | -265.62 | -0.0004 | -0.0007 | |||||
| SOLD NZD BOUGHT USD 20250804 / DFE (000000000) | -0.05 | -0.0004 | -0.0004 | ||||||
| RFR USD SOFR/3.6062* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.05 | -146.55 | -0.0004 | -0.0014 | |||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.06 | -0.0004 | -0.0004 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.06 | -0.0004 | -0.0004 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.06 | -0.0004 | -0.0004 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.06 | -0.0004 | -0.0004 | ||||||
| RFR USD SOFR/3.60089 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.06 | -150.86 | -0.0004 | -0.0015 | |||||
| 31750PJ77 PIMCO FXVAN CALL USD TRY 56.90000000 / DFE (EZTHFXN1DFH1) | -0.06 | -61.94 | -0.0004 | 0.0009 | |||||
| ZCS BRL 11.715 03/24/22-01/04/27 CME / DIR (EZQDNC1L61Z9) | -0.06 | -10.29 | -0.0005 | 0.0001 | |||||
| ZCS BRL 11.715 03/24/22-01/04/27 CME / DIR (EZQDNC1L61Z9) | -0.06 | -10.29 | -0.0005 | 0.0001 | |||||
| RFR USD SOFR/3.60243 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.06 | -152.59 | -0.0005 | -0.0015 | |||||
| RFR USD SOFR/3.87000 10/17/23-30Y LCH / DIR (EZ4Y6ZHLLK61) | -0.06 | -342.31 | -0.0005 | -0.0007 | |||||
| 317U9HNA9 PIMCO SWAPTION 3.669 CALL USD 202507 / DIR (EZJFGPMJB918) | -0.06 | -0.0005 | -0.0005 | ||||||
| 317U9HNA9 PIMCO SWAPTION 3.669 CALL USD 202507 / DIR (EZJFGPMJB918) | -0.06 | -0.0005 | -0.0005 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.07 | -0.0005 | -0.0005 | ||||||
| IRS AUD 2.75000 06/17/16-10Y CME / DIR (EZ49RGV27FH3) | -0.07 | -58.33 | -0.0005 | 0.0009 | |||||
| IRS AUD 2.75000 06/17/16-10Y CME / DIR (EZ49RGV27FH3) | -0.07 | -58.33 | -0.0005 | 0.0009 | |||||
| SOLD PEN BOUGHT USD 20250812 / DFE (000000000) | -0.07 | -0.0005 | -0.0005 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.07 | -0.0005 | -0.0005 | ||||||
| IRS EUR 2.52000 03/27/25-10Y LCH / DIR (EZ84ZR69LPH2) | -0.07 | -42.61 | -0.0005 | 0.0005 | |||||
| IRS EUR 2.52000 03/27/25-10Y LCH / DIR (EZ84ZR69LPH2) | -0.07 | -42.61 | -0.0005 | 0.0005 | |||||
| CDX EM41 ICE / DCR (EZKFGV9S8KR7) | -0.07 | -53.79 | -0.0005 | 0.0008 | |||||
| CDX EM41 ICE / DCR (EZKFGV9S8KR7) | -0.07 | -53.79 | -0.0005 | 0.0008 | |||||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | -0.07 | -0.0005 | -0.0005 | ||||||
| 317U9N4A7 PIMCO SWAPTION 3.555 CALL USD 202507 / DIR (EZMYNDCY8F38) | -0.07 | -0.0005 | -0.0005 | ||||||
| 317U9N4A7 PIMCO SWAPTION 3.555 CALL USD 202507 / DIR (EZMYNDCY8F38) | -0.07 | -0.0005 | -0.0005 | ||||||
| 317U9N2A9 PIMCO SWAPTION 3.564 CALL USD 202507 / DIR (EZMYNDCY8F38) | -0.07 | -0.0005 | -0.0005 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.07 | -0.0005 | -0.0005 | ||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 MYC / DCR (000000000) | -0.07 | -0.0006 | -0.0006 | ||||||
| 3175AC919 PIMCO FLOOR USD 0.0255 USD SOFR COMP / DIR (000000000) | -0.07 | -0.0006 | -0.0006 | ||||||
| 3175AC919 PIMCO FLOOR USD 0.0255 USD SOFR COMP / DIR (000000000) | -0.07 | -0.0006 | -0.0006 | ||||||
| SOLD PEN BOUGHT USD 20250930 / DFE (000000000) | -0.07 | -0.0006 | -0.0006 | ||||||
| SOLD PLN BOUGHT USD 20250710 / DFE (000000000) | -0.07 | -0.0006 | -0.0006 | ||||||
| RFR USD SOFR/3.62330 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.08 | -165.52 | -0.0006 | -0.0016 | |||||
| ZCS BRL 11.22 03/25/22-01/04/27 CME / DIR (EZTGJMP2L6K1) | -0.08 | 85.37 | -0.0006 | -0.0002 | |||||
| RFR USD SOFR/3.6766* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.08 | -166.38 | -0.0006 | -0.0016 | |||||
| 317U9L4A1 PIMCO SWAPTION 3.6525 CALL USD 20250 / DIR (EZT5FL9WGCP1) | -0.08 | -0.0006 | -0.0006 | ||||||
| SOLD PEN BOUGHT USD 20251105 / DFE (000000000) | -0.08 | -0.0006 | -0.0006 | ||||||
| 317U9G7A9 PIMCO SWAPTION 3.715 CALL USD 202507 / DIR (EZL4V0T519J1) | -0.08 | -0.0006 | -0.0006 | ||||||
| 317U9G7A9 PIMCO SWAPTION 3.715 CALL USD 202507 / DIR (EZL4V0T519J1) | -0.08 | -0.0006 | -0.0006 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.08 | -0.0006 | -0.0006 | ||||||
| 317U9MOA7 PIMCO SWAPTION 3.605 CALL USD 202507 / DIR (EZCLF3R2NG23) | -0.09 | -0.0006 | -0.0006 | ||||||
| 317U9MOA7 PIMCO SWAPTION 3.605 CALL USD 202507 / DIR (EZCLF3R2NG23) | -0.09 | -0.0006 | -0.0006 | ||||||
| RFR USD SOFR/3.6637* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.09 | -173.28 | -0.0006 | -0.0017 | |||||
| 317U9L6A9 PIMCO SWAPTION 3.664 CALL USD 202507 / DIR (EZT5FL9WGCP1) | -0.09 | -0.0006 | -0.0006 | ||||||
| SOLD PEN BOUGHT USD 20251217 / DFE (000000000) | -0.09 | -0.0007 | -0.0007 | ||||||
| SOLD PEN BOUGHT USD 20250821 / DFE (000000000) | -0.09 | -0.0007 | -0.0007 | ||||||
| SOLD PEN BOUGHT USD 20250821 / DFE (000000000) | -0.09 | -0.0007 | -0.0007 | ||||||
| RFR USD SOFR/3.83000 10/12/23-30Y LCH / DIR (EZ0R2CJ02B95) | -0.09 | 1,720.00 | -0.0007 | -0.0006 | |||||
| RFR USD SOFR/3.83000 10/12/23-30Y LCH / DIR (EZ0R2CJ02B95) | -0.09 | 1,720.00 | -0.0007 | -0.0006 | |||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 JPM / DCR (000000000) | -0.09 | -0.0007 | -0.0007 | ||||||
| TRS SOFRINDX/IBXXLLTR 09/22/25 JPM / DCR (000000000) | -0.09 | -0.0007 | -0.0007 | ||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.09 | -0.0007 | -0.0007 | ||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.09 | -0.0007 | -0.0007 | ||||||
| RFR USD SOFR/3.7317* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.10 | -182.76 | -0.0007 | -0.0017 | |||||
| CDX EM40 ICE / DCR (EZXWTK5G6C61) | -0.10 | -69.62 | -0.0007 | 0.0021 | |||||
| SOLD PEN BOUGHT USD 20250825 / DFE (000000000) | -0.10 | -0.0007 | -0.0007 | ||||||
| RFR USD SOFR/3.79500 08/06/24-10Y LCH / DIR (EZNY7TTVVKP4) | -0.10 | -241.43 | -0.0007 | -0.0014 | |||||
| 317U9O2A7 PIMCO SWAPTION 3.895 PUT USD 2025072 / DIR (EZHZLXVZP143) | -0.10 | -0.0008 | -0.0008 | ||||||
| 317U9O2A7 PIMCO SWAPTION 3.895 PUT USD 2025072 / DIR (EZHZLXVZP143) | -0.10 | -0.0008 | -0.0008 | ||||||
| 317U9GFA0 PIMCO SWAPTION 3.725 CALL USD 202507 / DIR (EZ78XR7L6YX2) | -0.10 | -0.0008 | -0.0008 | ||||||
| SOLD PEN BOUGHT USD 20251029 / DFE (000000000) | -0.10 | -0.0008 | -0.0008 | ||||||
| SOLD PEN BOUGHT USD 20251029 / DFE (000000000) | -0.10 | -0.0008 | -0.0008 | ||||||
| SOLD PEN BOUGHT USD 20251124 / DFE (000000000) | -0.10 | -0.0008 | -0.0008 | ||||||
| SOLD PEN BOUGHT USD 20251124 / DFE (000000000) | -0.10 | -0.0008 | -0.0008 | ||||||
| 317U9M4A9 PIMCO SWAPTION 3.637 CALL USD 202507 / DIR (EZ7SJVNDKPC9) | -0.11 | -0.0008 | -0.0008 | ||||||
| RFR USD SOFR/3.84200 12/26/23-10Y LCH / DIR (EZXF72WB6QT0) | -0.11 | 120.83 | -0.0008 | -0.0004 | |||||
| SOLD PEN BOUGHT USD 20250731 / DFE (000000000) | -0.11 | -0.0008 | -0.0008 | ||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | -0.11 | -0.0008 | -0.0008 | ||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | -0.11 | -0.0008 | -0.0008 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.12 | -0.0009 | -0.0009 | ||||||
| RFR USD SOFR/3.87000 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) | -0.12 | 73.91 | -0.0009 | -0.0003 | |||||
| ZCS BRL 13.9271 05/08/25-01/04/27 CME / DIR (EZ6MPDHN98L0) | -0.12 | -0.0009 | -0.0009 | ||||||
| ZCS BRL 13.9271 05/08/25-01/04/27 CME / DIR (EZ6MPDHN98L0) | -0.12 | -0.0009 | -0.0009 | ||||||
| 3175JI9T6 PIMCO FLOOR USD 0.026175 USD SOFR CO / DIR (EZZYKWJNYDD0) | -0.13 | -33.86 | -0.0009 | 0.0007 | |||||
| 3175JI9T6 PIMCO FLOOR USD 0.026175 USD SOFR CO / DIR (EZZYKWJNYDD0) | -0.13 | -33.86 | -0.0009 | 0.0007 | |||||
| SOLD CAD BOUGHT USD 20250711 / DFE (000000000) | -0.13 | -0.0010 | -0.0010 | ||||||
| SOLD CAD BOUGHT USD 20250711 / DFE (000000000) | -0.13 | -0.0010 | -0.0010 | ||||||
| ZCS BRL 11.87 03/22/22-01/04/27 CME / DIR (EZQDNC1L61Z9) | -0.13 | 86.76 | -0.0010 | -0.0004 | |||||
| ZCS BRL 11.87 03/22/22-01/04/27 CME / DIR (EZQDNC1L61Z9) | -0.13 | 86.76 | -0.0010 | -0.0004 | |||||
| US 10YR FUT OPTN AUG25C 112.7 EXP 07/25/2025 / DIR (000000000) | -0.13 | -0.0010 | -0.0010 | ||||||
| US 10YR FUT OPTN AUG25C 112.7 EXP 07/25/2025 / DIR (000000000) | -0.13 | -0.0010 | -0.0010 | ||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | -0.13 | -0.0010 | -0.0010 | ||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | -0.13 | -0.0010 | -0.0010 | ||||||
| IRS EUR 2.46000 04/01/25-10Y LCH / DIR (EZ53SKB9GFZ1) | -0.13 | -25.42 | -0.0010 | 0.0006 | |||||
| IRS EUR 2.46000 04/01/25-10Y LCH / DIR (EZ53SKB9GFZ1) | -0.13 | -25.42 | -0.0010 | 0.0006 | |||||
| RFR USD SOFR/3.68700 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.13 | -214.66 | -0.0010 | -0.0020 | |||||
| RFR USD SOFR/3.72136 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.13 | -215.52 | -0.0010 | -0.0020 | |||||
| IRS EUR 2.40000 04/09/25-5Y LCH / DIR (EZVHX3M64G11) | -0.14 | -0.0010 | -0.0010 | ||||||
| IRS EUR 2.40000 04/09/25-5Y LCH / DIR (EZVHX3M64G11) | -0.14 | -0.0010 | -0.0010 | ||||||
| RFR USD SOFR/3.05000 09/06/22-10Y LCH / DIR (EZFMM2VYWS46) | -0.14 | -15.62 | -0.0010 | 0.0004 | |||||
| RFR USD SOFR/3.05000 09/06/22-10Y LCH / DIR (EZFMM2VYWS46) | -0.14 | -15.62 | -0.0010 | 0.0004 | |||||
| RFR USD SOFR/3.72186 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.14 | -216.38 | -0.0010 | -0.0020 | |||||
| 317U9LMA1 PIMCO SWAPTION 3.695 CALL USD 202507 / DIR (EZSG2674R1G7) | -0.14 | -0.0010 | -0.0010 | ||||||
| RFR USD SOFR/3.72680 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.14 | -220.69 | -0.0010 | -0.0021 | |||||
| 317U9LHA7 PIMCO SWAPTION 3.697 CALL USD 202507 / DIR (EZ1ZLHZPLNC3) | -0.14 | -0.0011 | -0.0011 | ||||||
| 317U9LHA7 PIMCO SWAPTION 3.697 CALL USD 202507 / DIR (EZ1ZLHZPLNC3) | -0.14 | -0.0011 | -0.0011 | ||||||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | -0.14 | -0.0011 | -0.0011 | ||||||
| RFR USD SOFR/3.7351* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.15 | -226.72 | -0.0011 | -0.0021 | |||||
| RFR USD SOFR/3.73910 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.15 | -229.31 | -0.0011 | -0.0022 | |||||
| RFR USD SOFR/3.73910 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.15 | -229.31 | -0.0011 | -0.0022 | |||||
| CDX EM42 ICE / DCR (EZ8N8SNTCSD6) | -0.15 | -45.52 | -0.0011 | 0.0013 | |||||
| CDX EM42 ICE / DCR (EZ8N8SNTCSD6) | -0.15 | -45.52 | -0.0011 | 0.0013 | |||||
| 317U9MKA1 PIMCO SWAPTION 3.7 CALL USD 20250721 / DIR (EZQRZMCG5093) | -0.15 | -0.0012 | -0.0012 | ||||||
| SOLD PEN BOUGHT USD 20250814 / DFE (000000000) | -0.16 | -0.0012 | -0.0012 | ||||||
| SOLD PEN BOUGHT USD 20250814 / DFE (000000000) | -0.16 | -0.0012 | -0.0012 | ||||||
| IRS EUR 2.42000 03/07/25-10Y LCH / DIR (EZL5KMTRTV12) | -0.16 | -20.71 | -0.0012 | 0.0006 | |||||
| IRS EUR 2.42000 03/07/25-10Y LCH / DIR (EZL5KMTRTV12) | -0.16 | -20.71 | -0.0012 | 0.0006 | |||||
| SOLD PEN BOUGHT USD 20250702 / DFE (000000000) | -0.16 | -0.0012 | -0.0012 | ||||||
| SOLD PEN BOUGHT USD 20250702 / DFE (000000000) | -0.16 | -0.0012 | -0.0012 | ||||||
| 317U9EJA1 PIMCO SWAPTION 3.727 CALL USD 202506 / DIR (EZY1GXGHBZM5) | -0.16 | -0.0012 | -0.0012 | ||||||
| 317U9EJA1 PIMCO SWAPTION 3.727 CALL USD 202506 / DIR (EZY1GXGHBZM5) | -0.16 | -0.0012 | -0.0012 | ||||||
| RFR USD SOFR/3.74901 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.16 | -237.07 | -0.0012 | -0.0022 | |||||
| RFR USD SOFR/3.50000 12/20/23-10Y CME / DIR (EZ4G8FZQ8LF2) | -0.16 | -34.82 | -0.0012 | 0.0010 | |||||
| RFR USD SOFR/3.50000 12/20/23-10Y CME / DIR (EZ4G8FZQ8LF2) | -0.16 | -34.82 | -0.0012 | 0.0010 | |||||
| ZCS BRL 10.21 04/03/24-01/04/27 CME / DIR (EZF71ZRC44X9) | -0.16 | -69.35 | -0.0012 | 0.0035 | |||||
| 317U9JQA2 PIMCO SWAPTION 3.77 CALL USD 2025070 / DIR (EZT76LRY6S63) | -0.17 | -0.0012 | -0.0012 | ||||||
| 317U9O3A6 PIMCO SWAPTION 3.545 CALL USD 202507 / DIR (EZ24N26H1YR9) | -0.17 | -0.0013 | -0.0013 | ||||||
| 317U9O3A6 PIMCO SWAPTION 3.545 CALL USD 202507 / DIR (EZ24N26H1YR9) | -0.17 | -0.0013 | -0.0013 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.17 | -0.0013 | -0.0013 | ||||||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | -0.17 | -0.0013 | -0.0013 | ||||||
| 317U9JTA9 PIMCO SWAPTION 3.772 CALL USD 202507 / DIR (EZTK0K9DDPF2) | -0.17 | -0.0013 | -0.0013 | ||||||
| 317U9JTA9 PIMCO SWAPTION 3.772 CALL USD 202507 / DIR (EZTK0K9DDPF2) | -0.17 | -0.0013 | -0.0013 | ||||||
| SOLD ILS BOUGHT USD 20250902 / DFE (000000000) | -0.17 | -0.0013 | -0.0013 | ||||||
| SOLD ILS BOUGHT USD 20250902 / DFE (000000000) | -0.17 | -0.0013 | -0.0013 | ||||||
| RFR USD SOFR/3.69100 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.18 | -250.86 | -0.0013 | -0.0023 | |||||
| US 10YR FUT OPTN AUG25C 112.5 EXP 07/25/2025 / DIR (000000000) | -0.18 | -0.0014 | -0.0014 | ||||||
| RFR USD SOFR/3.34000 02/23/23-7Y LCH / DIR (EZSKV9FDTLJ7) | -0.19 | -55.11 | -0.0014 | 0.0023 | |||||
| RFR USD SOFR/3.34000 02/23/23-7Y LCH / DIR (EZSKV9FDTLJ7) | -0.19 | -55.11 | -0.0014 | 0.0023 | |||||
| CDX EM43 ICE / DCR (000000000) | -0.19 | -0.0014 | -0.0014 | ||||||
| CDX EM43 ICE / DCR (000000000) | -0.19 | -0.0014 | -0.0014 | ||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.19 | -0.0014 | -0.0014 | ||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.19 | -0.0014 | -0.0014 | ||||||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | -0.19 | -0.0015 | -0.0015 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.20 | -0.0015 | -0.0015 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.20 | -0.0015 | -0.0015 | ||||||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | -0.20 | -0.0015 | -0.0015 | ||||||
| RFR USD SOFR/3.85400 12/29/23-10Y LCH / DIR (EZ691JFCS359) | -0.22 | 102.83 | -0.0016 | -0.0007 | |||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.22 | -0.0016 | -0.0016 | ||||||
| US 10YR FUT OPTN AUG25C 112 EXP 07/25/2025 / DIR (000000000) | -0.22 | -0.0016 | -0.0016 | ||||||
| US 10YR FUT OPTN AUG25C 112 EXP 07/25/2025 / DIR (000000000) | -0.22 | -0.0016 | -0.0016 | ||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.22 | -0.0017 | -0.0017 | ||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.22 | -0.0017 | -0.0017 | ||||||
| RFR USD SOFR/3.68900 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.23 | -295.69 | -0.0017 | -0.0027 | |||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.23 | -0.0017 | -0.0017 | ||||||
| RFR USD SOFR/3.43000 02/27/23-10Y LCH / DIR (EZ6K0YC51G79) | -0.23 | -39.69 | -0.0017 | 0.0016 | |||||
| RFR USD SOFR/3.43000 02/27/23-10Y LCH / DIR (EZ6K0YC51G79) | -0.23 | -39.69 | -0.0017 | 0.0016 | |||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.24 | -0.0018 | -0.0018 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.24 | -0.0018 | -0.0018 | ||||||
| RFR USD SOFR/3.87400 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) | -0.25 | 255.07 | -0.0018 | -0.0012 | |||||
| SOLD CAD BOUGHT USD 20250707 / DFE (000000000) | -0.26 | -0.0019 | -0.0019 | ||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0.26 | -0.0019 | -0.0019 | ||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0.26 | -0.0019 | -0.0019 | ||||||
| RFR USD SOFR/4.00000 06/20/24-2Y CME / DIR (EZ33002G9XM4) | -0.26 | -117.05 | -0.0020 | -0.0154 | |||||
| RFR USD SOFR/4.00000 06/20/24-2Y CME / DIR (EZ33002G9XM4) | -0.26 | -117.05 | -0.0020 | -0.0154 | |||||
| SOLD AUD BOUGHT USD 20250805 / DFE (000000000) | -0.26 | -0.0020 | -0.0020 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.26 | -0.0020 | -0.0020 | ||||||
| RFR JPY MUTK/0.17625 04/27/22-5Y LCH / DIR (EZPC6TG33VJ8) | -0.27 | -25.35 | -0.0020 | 0.0011 | |||||
| RFR USD SOFR/3.05000 09/07/22-5Y LCH / DIR (EZM84G9F7F52) | -0.27 | -11.37 | -0.0020 | 0.0006 | |||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.27 | -0.0020 | -0.0020 | ||||||
| ZCS BRL 10.03683 08/07/23-01/04/27 CME / DIR (EZBDPBBXCM84) | -0.27 | -4.56 | -0.0020 | 0.0005 | |||||
| ZCS BRL 10.03683 08/07/23-01/04/27 CME / DIR (EZBDPBBXCM84) | -0.27 | -4.56 | -0.0020 | 0.0005 | |||||
| RFR USD SOFR/3.90750 03/04/25-10Y LCH / DIR (EZP5RC766JJ0) | -0.28 | 53.33 | -0.0021 | -0.0005 | |||||
| RFR USD SOFR/3.90750 03/04/25-10Y LCH / DIR (EZP5RC766JJ0) | -0.28 | 53.33 | -0.0021 | -0.0005 | |||||
| IRS EUR 2.59000 08/19/24-10Y LCH / DIR (EZ89K27HY2C4) | -0.28 | 63.37 | -0.0021 | -0.0006 | |||||
| IRS EUR 2.59000 08/19/24-10Y LCH / DIR (EZ89K27HY2C4) | -0.28 | 63.37 | -0.0021 | -0.0006 | |||||
| RFR USD SOFR/3.10000 09/09/22-7Y LCH / DIR (EZ6QS0WYFNK9) | -0.30 | -23.77 | -0.0022 | 0.0012 | |||||
| RFR USD SOFR/3.37000 03/01/23-10Y LCH / DIR (EZ2DTQNC61N7) | -0.30 | -32.80 | -0.0022 | 0.0017 | |||||
| RFR USD SOFR/3.37000 03/01/23-10Y LCH / DIR (EZ2DTQNC61N7) | -0.30 | -32.80 | -0.0022 | 0.0017 | |||||
| ZCS BRL 9.89906 08/03/23-01/02/26 CME / DIR (EZKWTG6QMJZ2) | -0.30 | 5.63 | -0.0023 | 0.0003 | |||||
| RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (EZH2QB9TLWH9) | -0.30 | 60.85 | -0.0023 | -0.0006 | |||||
| RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (EZH2QB9TLWH9) | -0.30 | 60.85 | -0.0023 | -0.0006 | |||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.31 | -0.0023 | -0.0023 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.32 | -0.0024 | -0.0024 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.32 | -0.0024 | -0.0024 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.32 | -0.0024 | -0.0024 | ||||||
| RFR USD SOFR/3.05000 09/08/22-7Y LCH / DIR (EZX1Q15VXXN4) | -0.33 | -21.96 | -0.0025 | 0.0012 | |||||
| RFR USD SOFR/3.05000 09/08/22-7Y LCH / DIR (EZX1Q15VXXN4) | -0.33 | -21.96 | -0.0025 | 0.0012 | |||||
| IRS EUR 2.22000 01/08/25-10Y LCH / DIR (EZHH63XJ2WL4) | -0.34 | -6.94 | -0.0025 | 0.0007 | |||||
| SOLD PEN BOUGHT USD 20250709 / DFE (000000000) | -0.34 | -0.0025 | -0.0025 | ||||||
| RFR USD SOFR/3.95000 12/19/23-10Y LCH / DIR (EZTT7ZS7J9T1) | -0.34 | 53.15 | -0.0026 | -0.0006 | |||||
| RFRF USD SF+26.161/1.6* 7/24/23-9Y* CME / DIR (EZ6P3GZYT2C3) | -0.34 | -12.56 | -0.0026 | 0.0009 | |||||
| RFRF USD SF+26.161/1.6* 7/24/23-9Y* CME / DIR (EZ6P3GZYT2C3) | -0.34 | -12.56 | -0.0026 | 0.0009 | |||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.35 | -0.0026 | -0.0026 | ||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.35 | -0.0026 | -0.0026 | ||||||
| RFR USD SOFR/3.45000 03/07/23-10Y LCH / DIR (EZB2984B6K87) | -0.36 | -42.93 | -0.0027 | 0.0029 | |||||
| RFR USD SOFR/3.45000 03/07/23-10Y LCH / DIR (EZB2984B6K87) | -0.36 | -42.93 | -0.0027 | 0.0029 | |||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.36 | -0.0027 | -0.0027 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.37 | -0.0028 | -0.0028 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.37 | -0.0028 | -0.0028 | ||||||
| RFR USD SOFR/3.30000 03/06/23-10Y LCH / DIR (EZZ9G8J5D176) | -0.38 | -27.04 | -0.0028 | 0.0017 | |||||
| RFR USD SOFR/3.30000 03/06/23-10Y LCH / DIR (EZZ9G8J5D176) | -0.38 | -27.04 | -0.0028 | 0.0017 | |||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.38 | -0.0028 | -0.0028 | ||||||
| RFR USD SOFR/3.44600 10/23/24-10Y LCH / DIR (EZ0G93G4TB83) | -0.38 | -20.55 | -0.0028 | 0.0014 | |||||
| RFR USD SOFR/3.44600 10/23/24-10Y LCH / DIR (EZ0G93G4TB83) | -0.38 | -20.55 | -0.0028 | 0.0014 | |||||
| CMBX.NA.AAA.15 SP GST / DCR (EZSC22FCPYN8) | -0.38 | 197.67 | -0.0029 | -0.0017 | |||||
| CMBX.NA.AAA.15 SP GST / DCR (EZSC22FCPYN8) | -0.38 | 197.67 | -0.0029 | -0.0017 | |||||
| RFR USD SOFR/4.06000 07/02/24-10Y LCH / DIR (EZ6F7BKB3SW9) | -0.38 | 39.64 | -0.0029 | -0.0005 | |||||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | -0.40 | -0.0030 | -0.0030 | ||||||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | -0.40 | -0.0030 | -0.0030 | ||||||
| RFR USD SOFR/3.55500 03/05/24-30Y LCH / DIR (EZC041BTG4F9) | -0.40 | 46.86 | -0.0030 | -0.0006 | |||||
| RFR USD SOFR/3.55500 03/05/24-30Y LCH / DIR (EZC041BTG4F9) | -0.40 | 46.86 | -0.0030 | -0.0006 | |||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.40 | -0.0030 | -0.0030 | ||||||
| RFR USD SOFR/4.03000 12/15/23-10Y LCH / DIR (EZN4W4SQMWC7) | -0.41 | 38.31 | -0.0031 | -0.0005 | |||||
| RFR USD SOFR/4.03000 12/15/23-10Y LCH / DIR (EZN4W4SQMWC7) | -0.41 | 38.31 | -0.0031 | -0.0005 | |||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0.42 | -0.0032 | -0.0032 | ||||||
| RFR USD SOFR/3.99400 07/02/24-10Y LCH / DIR (EZ6F7BKB3SW9) | -0.43 | 54.55 | -0.0032 | -0.0008 | |||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.43 | -0.0032 | -0.0032 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.43 | -0.0032 | -0.0032 | ||||||
| RFRF USD SF+26.161/1.4* 7/20/23-4Y* CME / DIR (EZSDJCSH40R0) | -0.44 | -78.30 | -0.0033 | 0.0145 | |||||
| RFRF USD SF+26.161/1.4* 7/20/23-4Y* CME / DIR (EZSDJCSH40R0) | -0.44 | -78.30 | -0.0033 | 0.0145 | |||||
| ZCS BRL 9.93932 08/07/23-01/02/26 CME / DIR (EZ831NM8G5X1) | -0.45 | 5.45 | -0.0033 | 0.0004 | |||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.46 | -0.0035 | -0.0035 | ||||||
| SOLD PEN BOUGHT USD 20250915 / DFE (000000000) | -0.46 | -0.0035 | -0.0035 | ||||||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | -0.46 | -0.0035 | -0.0035 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.47 | -0.0035 | -0.0035 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.47 | -0.0035 | -0.0035 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.47 | -0.0035 | -0.0035 | ||||||
| SOLD PEN BOUGHT USD 20250714 / DFE (000000000) | -0.48 | -0.0036 | -0.0036 | ||||||
| RFR USD SOFR/3.38500 10/17/24-10Y LCH / DIR (EZQ8GN13B6X9) | -0.48 | -17.12 | -0.0036 | 0.0015 | |||||
| RFR USD SOFR/3.38500 10/17/24-10Y LCH / DIR (EZQ8GN13B6X9) | -0.48 | -17.12 | -0.0036 | 0.0015 | |||||
| ZCS BRL 10.183133 04/04/24-01/04/27 CME / DIR (EZJLHSSFBZG6) | -0.49 | -53.80 | -0.0037 | 0.0057 | |||||
| ZCS BRL 10.16509 04/01/24-01/04/27 CME / DIR (EZF71ZRC44X9) | -0.50 | -6.92 | -0.0037 | 0.0010 | |||||
| ZCS BRL 10.16509 04/01/24-01/04/27 CME / DIR (EZF71ZRC44X9) | -0.50 | -6.92 | -0.0037 | 0.0010 | |||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.51 | -0.0038 | -0.0038 | ||||||
| IRS EUR 2.65000 08/14/24-5Y LCH / DIR (EZJ6HD982SV2) | -0.52 | 30.73 | -0.0039 | -0.0004 | |||||
| SOLD PEN BOUGHT USD 20250922 / DFE (000000000) | -0.52 | -0.0039 | -0.0039 | ||||||
| SOLD PEN BOUGHT USD 20250922 / DFE (000000000) | -0.52 | -0.0039 | -0.0039 | ||||||
| RFR USD SOFR/3.75000 06/20/24-5Y CME / DIR (EZN00HJGN4H7) | -0.53 | -359.90 | -0.0039 | -0.0057 | |||||
| RFR USD SOFR/3.75000 06/20/24-5Y CME / DIR (EZN00HJGN4H7) | -0.53 | -359.90 | -0.0039 | -0.0057 | |||||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | -0.55 | -0.0041 | -0.0041 | ||||||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | -0.55 | -0.0041 | -0.0041 | ||||||
| RFR USD SOFR/3.89900 03/11/25-10Y LCH / DIR (EZXJC61P0SN9) | -0.55 | 55.81 | -0.0041 | -0.0010 | |||||
| RFR USD SOFR/3.89900 03/11/25-10Y LCH / DIR (EZXJC61P0SN9) | -0.55 | 55.81 | -0.0041 | -0.0010 | |||||
| RFR USD SOFR/2.70000 07/21/23-5Y LCH / DIR (EZDM6D6GTD83) | -0.56 | -10.94 | -0.0042 | 0.0014 | |||||
| IRS AUD 3.00000 03/21/17-10Y CME / DIR (EZWKW50BLBL2) | -0.57 | -32.38 | -0.0042 | 0.0031 | |||||
| IRS AUD 3.00000 03/21/17-10Y CME / DIR (EZWKW50BLBL2) | -0.57 | -32.38 | -0.0042 | 0.0031 | |||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.57 | -0.0043 | -0.0043 | ||||||
| ZCS BRL 10.13796 07/28/23-01/04/27 CME / DIR (EZZWKGN07H82) | -0.57 | -76.73 | -0.0043 | 0.0174 | |||||
| ZCS BRL 10.13796 07/28/23-01/04/27 CME / DIR (EZZWKGN07H82) | -0.57 | -76.73 | -0.0043 | 0.0174 | |||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.58 | -0.0043 | -0.0043 | ||||||
| RFR USD SOFR/4.08000 06/05/24-10Y LCH / DIR (EZZ07KT62N06) | -0.58 | 79.44 | -0.0043 | -0.0015 | |||||
| RFR USD SOFR/4.08000 06/05/24-10Y LCH / DIR (EZZ07KT62N06) | -0.58 | 79.44 | -0.0043 | -0.0015 | |||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.58 | -0.0043 | -0.0043 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.58 | -0.0044 | -0.0044 | ||||||
| RFR USD SOFR/2.67500 07/24/23-5Y LCH / DIR (EZ561776MKV0) | -0.58 | -10.74 | -0.0044 | 0.0014 | |||||
| RFR USD SOFR/2.67500 07/24/23-5Y LCH / DIR (EZ561776MKV0) | -0.58 | -10.74 | -0.0044 | 0.0014 | |||||
| RFR USD SOFR/3.48100 10/29/24-10Y LCH / DIR (EZL59N2WYF38) | -0.58 | -22.85 | -0.0044 | 0.0023 | |||||
| RFR USD SOFR/3.48100 10/29/24-10Y LCH / DIR (EZL59N2WYF38) | -0.58 | -22.85 | -0.0044 | 0.0023 | |||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.59 | -0.0044 | -0.0044 | ||||||
| RFR USD SOFR/3.42000 05/24/23-10Y LCH / DIR (EZW175N35ZV4) | -0.59 | -65.93 | -0.0044 | 0.0108 | |||||
| RFR USD SOFR/3.42000 05/24/23-10Y LCH / DIR (EZW175N35ZV4) | -0.59 | -65.93 | -0.0044 | 0.0108 | |||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.60 | -0.0045 | -0.0045 | ||||||
| ZCS BRL 9.87397 08/03/23-01/02/26 CME / DIR (EZKWTG6QMJZ2) | -0.60 | 111.62 | -0.0045 | -0.0020 | |||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.61 | -0.0046 | -0.0046 | ||||||
| RFR USD SOFR/3.75000 12/20/23-5Y LCH / DIR (EZQ1LP9YKNN9) | -0.62 | 351.82 | -0.0046 | -0.0034 | |||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.62 | -0.0046 | -0.0046 | ||||||
| RFR USD SOFR/3.45000 10/11/24-10Y LCH / DIR (EZSSZHJJP5K5) | -0.62 | -20.43 | -0.0047 | 0.0022 | |||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.63 | -0.0047 | -0.0047 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.63 | -0.0047 | -0.0047 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.63 | -0.0047 | -0.0047 | ||||||
| RFR USD SOFR/4.25000 11/22/23-10Y LCH / DIR (EZC8R3CD2H95) | -0.63 | 22.16 | -0.0048 | -0.0002 | |||||
| RFR USD SOFR/4.25000 11/22/23-10Y LCH / DIR (EZC8R3CD2H95) | -0.63 | 22.16 | -0.0048 | -0.0002 | |||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.65 | -0.0048 | -0.0048 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.65 | -0.0048 | -0.0048 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.65 | -0.0048 | -0.0048 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.65 | -0.0049 | -0.0049 | ||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.66 | -0.0049 | -0.0049 | ||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.66 | -0.0049 | -0.0049 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.66 | -0.0049 | -0.0049 | ||||||
| IRS EUR 2.25000 09/17/25-10Y LCH / DIR (EZNLCZXFPVL3) | -0.66 | -0.0050 | -0.0050 | ||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | -0.66 | -0.0050 | -0.0050 | ||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | -0.66 | -0.0050 | -0.0050 | ||||||
| RFR USD SOFR/2.85000 08/30/22-5Y LCH / DIR (EZLK7ZQFBRF6) | -0.68 | -8.28 | -0.0051 | 0.0014 | |||||
| RFR USD SOFR/2.46750 07/27/23-5Y LCH / DIR (EZQNV0CHV4Z7) | -0.68 | -9.12 | -0.0051 | 0.0015 | |||||
| RFR USD SOFR/2.46750 07/27/23-5Y LCH / DIR (EZQNV0CHV4Z7) | -0.68 | -9.12 | -0.0051 | 0.0015 | |||||
| 3175XG9F4 PIMCO CAP USD 0.02596 USD SOFR COMPO / DIR (000000000) | -0.68 | -0.0051 | -0.0051 | ||||||
| 3175XG9F4 PIMCO CAP USD 0.02596 USD SOFR COMPO / DIR (000000000) | -0.68 | -0.0051 | -0.0051 | ||||||
| RFR USD SOFR/3.75000 12/18/24-5Y CME / DIR (EZ2V74HC3Q62) | -0.71 | 359.09 | -0.0053 | -0.0039 | |||||
| RFR USD SOFR/3.75000 12/18/24-5Y CME / DIR (EZ2V74HC3Q62) | -0.71 | 359.09 | -0.0053 | -0.0039 | |||||
| RFR USD SOFR/3.75000 06/20/24-7Y CME / DIR (EZCCSW1V4GN3) | -0.75 | -161.82 | -0.0056 | -0.0163 | |||||
| RFR USD SOFR/3.75000 06/20/24-7Y CME / DIR (EZCCSW1V4GN3) | -0.75 | -161.82 | -0.0056 | -0.0163 | |||||
| RFR USD SOFR/3.37500 10/15/24-10Y LCH / DIR (EZW0Y59ZCKK7) | -0.79 | -16.56 | -0.0059 | 0.0024 | |||||
| RFR USD SOFR/3.37500 10/15/24-10Y LCH / DIR (EZW0Y59ZCKK7) | -0.79 | -16.56 | -0.0059 | 0.0024 | |||||
| RFRF USD SF+26.161/1.4* 7/18/23-4Y* CME / DIR (EZ37WB6B28S5) | -0.81 | -22.84 | -0.0061 | 0.0032 | |||||
| RFRF USD SF+26.161/1.4* 7/18/23-4Y* CME / DIR (EZ37WB6B28S5) | -0.81 | -22.84 | -0.0061 | 0.0032 | |||||
| RFR USD SOFR/2.74750 07/25/23-5Y LCH / DIR (EZHFXFP4WZG9) | -0.82 | -11.58 | -0.0061 | 0.0020 | |||||
| RFR USD SOFR/4.25000 03/20/24-5Y CME / DIR (EZFWJFM3X2Y3) | -0.82 | 33.22 | -0.0061 | -0.0007 | |||||
| RFR USD SOFR/4.25000 03/20/24-5Y CME / DIR (EZFWJFM3X2Y3) | -0.82 | 33.22 | -0.0061 | -0.0007 | |||||
| INF SWAP GB NI 4.055 09/15/21-10Y LCH / DIR (EZBQJH502J96) | -0.88 | -48.80 | -0.0066 | 0.0085 | |||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.89 | -0.0067 | -0.0067 | ||||||
| RFR USD SOFR/3.51500 11/06/24-10Y LCH / DIR (EZH37Z857HQ2) | -0.90 | -26.00 | -0.0068 | 0.0040 | |||||
| RFR USD SOFR/3.51500 11/06/24-10Y LCH / DIR (EZH37Z857HQ2) | -0.90 | -26.00 | -0.0068 | 0.0040 | |||||
| RFR USD SOFR/2.55000 07/21/23-30Y LCH / DIR (EZFNX64KWCD3) | -0.92 | 9.13 | -0.0069 | 0.0005 | |||||
| RFR USD SOFR/2.55000 07/21/23-30Y LCH / DIR (EZFNX64KWCD3) | -0.92 | 9.13 | -0.0069 | 0.0005 | |||||
| RFR USD SOFR/2.53700 07/24/23-30Y LCH / DIR (EZ4C690LD6R5) | -0.93 | 9.05 | -0.0070 | 0.0005 | |||||
| RFR USD SOFR/2.53700 07/24/23-30Y LCH / DIR (EZ4C690LD6R5) | -0.93 | 9.05 | -0.0070 | 0.0005 | |||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.93 | -0.0070 | -0.0070 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.93 | -0.0070 | -0.0070 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.94 | -0.0071 | -0.0071 | ||||||
| US01F0206874 / UMBS TBA 30YR 2% AUG 20 TO BE ANNOUNCED 2.00000000 | -0.95 | 1.17 | -0.0071 | 0.0022 | |||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0.96 | -0.0072 | -0.0072 | ||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0.96 | -0.0072 | -0.0072 | ||||||
| ZCS BRL 10.18249 04/04/24-01/04/27 CME / DIR (EZJLHSSFBZG6) | -0.99 | -7.14 | -0.0074 | 0.0020 | |||||
| ZCS BRL 10.3275 04/05/24-01/04/27 CME / DIR (EZKTCB597CM3) | -0.99 | -7.80 | -0.0074 | 0.0021 | |||||
| INF SWAP GB NI 4.0 09/15/21-10Y LCH / DIR (EZBQJH502J96) | -1.00 | -41.38 | -0.0075 | 0.0076 | |||||
| INF SWAP GB NI 4.0 09/15/21-10Y LCH / DIR (EZBQJH502J96) | -1.00 | -41.38 | -0.0075 | 0.0076 | |||||
| ZCS BRL 10.098 03/28/24-01/04/27 CME / DIR (EZXVDPT8RY03) | -1.01 | -6.68 | -0.0075 | 0.0020 | |||||
| ZCS BRL 10.098 03/28/24-01/04/27 CME / DIR (EZXVDPT8RY03) | -1.01 | -6.68 | -0.0075 | 0.0020 | |||||
| SOLD CAD BOUGHT USD 20250703 / DFE (000000000) | -1.01 | -0.0076 | -0.0076 | ||||||
| SOLD CAD BOUGHT USD 20250703 / DFE (000000000) | -1.01 | -0.0076 | -0.0076 | ||||||
| 3175OQ913 PIMCO CAP USD 0.02224 USD SOFR COMPO / DIR (000000000) | -1.05 | -0.0079 | -0.0079 | ||||||
| 3175OQ913 PIMCO CAP USD 0.02224 USD SOFR COMPO / DIR (000000000) | -1.05 | -0.0079 | -0.0079 | ||||||
| ZCS BRL 10.10457 07/28/23-01/02/26 CME / DIR (EZQJCQCR1TQ5) | -1.05 | 5.31 | -0.0079 | 0.0009 | |||||
| ZCS BRL 10.10457 07/28/23-01/02/26 CME / DIR (EZQJCQCR1TQ5) | -1.05 | 5.31 | -0.0079 | 0.0009 | |||||
| RFRF USD SF+26.161/1.5* 7/22/23-8Y* CME / DIR (EZXYLHD4W6W8) | -1.06 | -7.52 | -0.0079 | 0.0022 | |||||
| RFRF USD SF+26.161/1.5* 7/22/23-8Y* CME / DIR (EZXYLHD4W6W8) | -1.06 | -7.52 | -0.0079 | 0.0022 | |||||
| ZCS BRL 10.08501 08/01/23-01/02/26 CME / DIR (EZZN17Q4G5T0) | -1.07 | 5.34 | -0.0080 | 0.0009 | |||||
| ZCS BRL 10.08501 08/01/23-01/02/26 CME / DIR (EZZN17Q4G5T0) | -1.07 | 5.34 | -0.0080 | 0.0009 | |||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -1.07 | -0.0080 | -0.0080 | ||||||
| RFRF USD SF+26.161/1.7* 7/12/23-9Y* CME / DIR (EZKZJBTG1738) | -1.08 | -13.25 | -0.0081 | 0.0029 | |||||
| RFRF USD SF+26.161/1.7* 7/12/23-9Y* CME / DIR (EZKZJBTG1738) | -1.08 | -13.25 | -0.0081 | 0.0029 | |||||
| ZCS BRL 10.05205 08/02/23-01/02/26 CME / DIR (EZ116MWHQ1N5) | -1.09 | 5.33 | -0.0081 | 0.0010 | |||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -1.11 | -0.0083 | -0.0083 | ||||||
| ZCS BRL 10.25622 04/03/24-01/04/27 CME / DIR (EZF71ZRC44X9) | -1.12 | 109.91 | -0.0084 | -0.0037 | |||||
| ZCS BRL 10.20325 04/02/24-01/04/27 CME / DIR (EZF71ZRC44X9) | -1.15 | 114.21 | -0.0086 | -0.0039 | |||||
| ZCS BRL 9.99764 08/04/23-01/04/27 CME / DIR (EZKMLJRVK4K5) | -1.20 | -4.47 | -0.0090 | 0.0021 | |||||
| IRS EUR 2.25000 09/17/25-5Y LCH / DIR (EZ3YW7100S99) | -1.22 | -79.64 | -0.0091 | 0.0436 | |||||
| IRS EUR 2.25000 09/17/25-5Y LCH / DIR (EZ3YW7100S99) | -1.22 | -79.64 | -0.0091 | 0.0436 | |||||
| SOLD CAD BOUGHT USD 20250708 / DFE (000000000) | -1.25 | -0.0093 | -0.0093 | ||||||
| RFR USD SOFR/4.25000 03/20/24-7Y CME / DIR (EZYQYZRSQ9W3) | -1.25 | 31.71 | -0.0093 | -0.0010 | |||||
| ZCS BRL 10.04072 08/02/23-01/04/27 CME / DIR (EZZWKGN07H82) | -1.26 | -48.74 | -0.0095 | 0.0122 | |||||
| RFR USD SOFR/3.46500 10/30/24-10Y LCH / DIR (EZ6NZKJMK5Y6) | -1.26 | -21.65 | -0.0095 | 0.0048 | |||||
| EZPYFXKDYBY8 / INF SWAP GB NI 4.14 10/15/21-10Y LCH | -1.27 | 0.00 | -0.0095 | 0.0000 | |||||
| EZPYFXKDYBY8 / INF SWAP GB NI 4.14 10/15/21-10Y LCH | -1.27 | -41.39 | -0.0095 | 0.0096 | |||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -1.38 | -0.0103 | -0.0103 | ||||||
| RFR USD SOFR/3.50000 12/20/23-10Y LCH / DIR (EZ4G8FZQ8LF2) | -1.38 | 460.32 | -0.0104 | -0.0082 | |||||
| RFR USD SOFR/3.50000 12/20/23-10Y LCH / DIR (EZ4G8FZQ8LF2) | -1.38 | 460.32 | -0.0104 | -0.0082 | |||||
| RFR USD SOFR/3.08000 02/23/23-30Y LCH / DIR (EZ8G71TWCYV4) | -1.43 | 15.90 | -0.0107 | 0.0002 | |||||
| RFRF USD SF+26.161/1.5* 7/15/23-8Y* CME / DIR (EZ49L30X8CL0) | -1.44 | -7.50 | -0.0108 | 0.0029 | |||||
| RFRF USD SF+26.161/1.5* 7/15/23-8Y* CME / DIR (EZ49L30X8CL0) | -1.44 | -7.50 | -0.0108 | 0.0029 | |||||
| RFRF USD SF+26.161/1.50 7/05/23-8Y* CME / DIR (EZG255XP83L5) | -1.46 | -7.56 | -0.0109 | 0.0030 | |||||
| RFR USD SOFR/2.50800 07/25/23-30Y LCH / DIR (EZQG3RFPRQH9) | -1.47 | 8.88 | -0.0110 | 0.0009 | |||||
| RFR USD SOFR/3.75000 12/18/24-7Y LCH / DIR (EZQ9TQ7T4F86) | -1.56 | 512.20 | -0.0117 | -0.0094 | |||||
| RFR USD SOFR/3.75000 12/18/24-7Y LCH / DIR (EZQ9TQ7T4F86) | -1.56 | 512.20 | -0.0117 | -0.0094 | |||||
| RFR USD SOFR/2.69000 07/11/22-10Y LCH / DIR (EZ1VLGLZFD40) | -1.59 | -10.36 | -0.0119 | 0.0037 | |||||
| RFR USD SOFR/2.68000 07/11/22-10Y LCH / DIR (EZ1VLGLZFD40) | -1.61 | -9.46 | -0.0121 | 0.0036 | |||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -1.82 | -0.0137 | -0.0137 | ||||||
| 3175MR9F2 PIMCO CAP USD 0.0255 USD SOFR COMPOU / DIR (000000000) | -1.88 | -0.0141 | -0.0141 | ||||||
| US01F0204713 / UMBS 15YR TBA(REG B) 2.0 UMBS TBA 07-01-35 | -2.01 | -89.69 | -0.0151 | 0.2146 | |||||
| RFR USD SOFR/4.10000 09/02/25-27Y* CME / DIR (000000000) | -2.02 | -0.0151 | -0.0151 | ||||||
| EZPYFXKDYBY8 / INF SWAP GB NI 4.14 10/15/21-10Y LCH | -2.11 | 65.51 | -0.0158 | -0.0062 | |||||
| ZCS BRL 10.09012 07/31/23-01/04/27 CME / DIR (EZZWKGN07H82) | -2.35 | -4.75 | -0.0176 | 0.0041 | |||||
| ZCS BRL 10.09012 07/31/23-01/04/27 CME / DIR (EZZWKGN07H82) | -2.35 | -4.75 | -0.0176 | 0.0041 | |||||
| RFR USD SOFR/3.62000 09/02/25-4Y* LCH / DIR (EZNQ4Z4QT3L7) | -2.42 | -0.0181 | -0.0181 | ||||||
| RFR USD SOFR/3.62000 09/02/25-4Y* LCH / DIR (EZNQ4Z4QT3L7) | -2.42 | -0.0181 | -0.0181 | ||||||
| 3175AC950 PIMCO CAP USD 0.026175 USD SOFR COMP / DIR (000000000) | -2.74 | -0.0205 | -0.0205 | ||||||
| US01F0126767 / Uniform Mortgage-Backed Security, TBA | -2.74 | 0.81 | -0.0206 | 0.0064 | |||||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) | -2.91 | -609.11 | -0.0218 | -0.0268 | |||||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) | -2.91 | -609.11 | -0.0218 | -0.0268 | |||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -2.94 | -0.0220 | -0.0220 | ||||||
| RFRF USD SF+26.161/1.4* 7/13/23-28Y* CME / DIR (EZFN0D62Q593) | -3.04 | -88.34 | -0.0228 | 0.2071 | |||||
| RFRF USD SF+26.161/1.4* 7/13/23-28Y* CME / DIR (EZFN0D62Q593) | -3.04 | -88.34 | -0.0228 | 0.2071 | |||||
| RFRF USD SF+26.161/1.4* 7/21/23-28Y* CME / DIR (EZ1R3WQC6RX0) | -3.25 | 2.23 | -0.0244 | 0.0037 | |||||
| RFRF USD SF+26.161/1.4* 7/21/23-28Y* CME / DIR (EZ1R3WQC6RX0) | -3.25 | 2.23 | -0.0244 | 0.0037 | |||||
| SOLD CAD BOUGHT USD 20250710 / DFE (000000000) | -3.34 | -0.0250 | -0.0250 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -3.43 | -0.0257 | -0.0257 | ||||||
| BARCLAYS REV REPO EUR / RA (000000000) | -3.48 | -0.0261 | -0.0261 | ||||||
| BARCLAYS REV REPO EUR / RA (000000000) | -3.48 | -0.0261 | -0.0261 | ||||||
| RFRF USD SF+26.161/0.50 9/16/23-5Y* CME / DIR (EZTP4L47M699) | -3.49 | -12.56 | -0.0261 | 0.0090 | |||||
| RFRF USD SF+26.161/0.50 9/16/23-5Y* CME / DIR (EZTP4L47M699) | -3.49 | -12.56 | -0.0261 | 0.0090 | |||||
| RFR USD SOFR/3.75000 09/02/25-7Y* LCH / DIR (000000000) | -3.58 | -0.0268 | -0.0268 | ||||||
| RFR USD SOFR/3.75000 09/02/25-7Y* LCH / DIR (000000000) | -3.58 | -0.0268 | -0.0268 | ||||||
| RFR USD SOFR/3.75000 06/20/24-7Y LCH / DIR (EZCCSW1V4GN3) | -3.66 | -402.56 | -0.0274 | -0.0381 | |||||
| RFR USD SOFR/3.70000 06/06/23-10Y LCH / DIR (EZHYT50N15V9) | -3.76 | -168.48 | -0.0281 | -0.0765 | |||||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | -5.60 | -0.0420 | -0.0420 | ||||||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | -5.60 | -0.0420 | -0.0420 | ||||||
| RFRF USD SF+26.161/1.4* 7/22/23-28Y* CME / DIR (000000000) | -8.05 | -0.0603 | -0.0603 | ||||||
| RFRF USD SF+26.161/1.4* 7/22/23-28Y* CME / DIR (000000000) | -8.05 | -0.0603 | -0.0603 | ||||||
| RFR USD SOFR/3.75000 12/18/24-5Y LCH / DIR (EZ2V74HC3Q62) | -8.81 | 5,622.08 | -0.0660 | -0.0647 | |||||
| RFR USD SOFR/3.75000 12/18/24-5Y LCH / DIR (EZ2V74HC3Q62) | -8.81 | 5,622.08 | -0.0660 | -0.0647 | |||||
| US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) | -10.09 | -0.0756 | -0.0756 | ||||||
| US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) | -10.09 | -0.0756 | -0.0756 | ||||||
| US01F0204895 / UMBS 15YR TBA(REG B) 2.0 UMBS TBA 08-01-35 | -13.72 | -29.14 | -0.1028 | 0.0887 | |||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -14.88 | -0.1115 | -0.1115 | ||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -14.88 | -0.1115 | -0.1115 | ||||||
| RFRF USD SF+26.161/0.7* 9/16/23-8Y* CME / DIR (EZCQ8PB28P30) | -15.25 | -8.06 | -0.1142 | 0.0320 | |||||
| RFRF USD SF+26.161/0.7* 9/16/23-8Y* CME / DIR (EZCQ8PB28P30) | -15.25 | -8.06 | -0.1142 | 0.0320 | |||||
| RFRF USD SF+26.161/1.5* 7/13/23-28Y* CME / DIR (EZFN0D62Q593) | -26.66 | 2.26 | -0.1998 | 0.0301 | |||||
| RFRF USD SF+26.161/1.5* 7/13/23-28Y* CME / DIR (EZFN0D62Q593) | -26.66 | 2.26 | -0.1998 | 0.0301 | |||||
| US01F0226831 / FEDERAL NATIONAL MORTGAGE ASSOCIATION 30YR TBA AUG | -325.97 | 1.46 | -2.4421 | 0.7365 |
