Basic Stats
| Portfolio Value | $ 402,829,939 |
| Current Positions | 700 |
Latest Holdings, Performance, AUM (from 13F, 13D)
PTUIX - PIMCO Total Return Fund IV Institutional Class has disclosed 700 total holdings in their latest SEC filings. Most recent portfolio value is calculated to be $ 402,829,939 USD. Actual Assets Under Management (AUM) is this value plus cash (which is not disclosed). PTUIX - PIMCO Total Return Fund IV Institutional Class’s top holdings are Uniform Mortgage-Backed Security, TBA (US:US01F0526727) , FED HM LN PC POOL SD8242 FR 09/52 FIXED 3 (US:US3132DWEP41) , Uniform Mortgage-Backed Security, TBA (US:US01F0526800) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , and PIMCO PRV SHORT TERM FLT III MUTUAL FUND (US:US72201W1541) . PTUIX - PIMCO Total Return Fund IV Institutional Class’s new positions include Uniform Mortgage-Backed Security, TBA (US:US01F0526727) , FED HM LN PC POOL SD8242 FR 09/52 FIXED 3 (US:US3132DWEP41) , Uniform Mortgage-Backed Security, TBA (US:US01F0526800) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , and PIMCO PRV SHORT TERM FLT III MUTUAL FUND (US:US72201W1541) .
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$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| 38.00 | 12.0593 | 12.0593 | ||
| 8.23 | 2.6113 | 1.6301 | ||
| 8.40 | 2.6658 | 1.2765 | ||
| 2.70 | 0.8559 | 0.8559 | ||
| 2.06 | 0.6548 | 0.6548 | ||
| 1.96 | 0.6223 | 0.6223 | ||
| 1.82 | 0.5791 | 0.5791 | ||
| 1.18 | 0.3739 | 0.3739 | ||
| 0.80 | 0.2554 | 0.2554 | ||
| 0.80 | 0.2534 | 0.2534 |
Top Decreases This Quarter
We use the change in the portfolio allocation because this is the most meaningful metric. Changes can be due to trades or changes in share prices.
| Security | Shares (MM) |
Value (MM$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| 12.21 | 3.8764 | -13.6586 | ||
| 0.61 | 0.1923 | -7.7385 | ||
| 6.70 | 2.1250 | -3.5777 | ||
| -2.94 | -0.9332 | -3.0582 | ||
| 5.26 | 1.6691 | -1.5488 | ||
| 7.25 | 2.3016 | -1.1478 | ||
| 2.97 | 0.9419 | -0.9233 | ||
| 0.07 | 0.0228 | -0.7421 | ||
| 8.73 | 2.7712 | -0.6137 | ||
| 1.41 | 0.4465 | -0.1905 |
13F and Fund Filings
This form was filed on 2025-08-28 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 (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| US01F0526727 / Uniform Mortgage-Backed Security, TBA | 38.00 | 12.0593 | 12.0593 | ||||||
| US3132DWEP41 / FED HM LN PC POOL SD8242 FR 09/52 FIXED 3 | 14.23 | -1.80 | 4.5152 | -0.0339 | |||||
| US01F0526800 / Uniform Mortgage-Backed Security, TBA | 12.21 | -75.24 | 3.8764 | -13.6586 | |||||
| US01F0606834 / Uniform Mortgage-Backed Security, TBA | 8.73 | -8.32 | 2.7712 | -0.6137 | |||||
| US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 8.40 | 89.85 | 2.6658 | 1.2765 | |||||
| US01F0506844 / UMBS TBA | 8.23 | 249.79 | 2.6113 | 1.6301 | |||||
| US3132DWDZ32 / FREDDIE MAC POOL UMBS P#SD8220 3.00000000 | 7.48 | -2.17 | 2.3746 | -0.0270 | |||||
| US01F0406854 / UMBS TBA | 7.25 | -25.28 | 2.3016 | -1.1478 | |||||
| EW / Edwards Lifesciences Corporation | 6.70 | -58.27 | 2.1250 | -3.5777 | |||||
| US912810ST60 / TREASURY BOND | 6.57 | 1.97 | 2.0836 | 0.0620 | |||||
| US01F0426811 / UMBS TBA | 5.26 | -41.91 | 1.6691 | -1.5488 | |||||
| US912810RK60 / United States Treas Bds Bond | 4.08 | -2.37 | 1.2964 | -0.0171 | |||||
| US TREASURY N/B 08/34 3.875 / DBT (US91282CLF67) | 4.00 | 0.18 | 1.2709 | 0.0158 | |||||
| US3140MF2U60 / UMBS | 3.75 | -4.34 | 1.1904 | -0.0406 | |||||
| US912810RH32 / United States Treas Bds Bond | 3.71 | -2.24 | 1.1766 | -0.0142 | |||||
| US21H0426799 / Ginnie Mae | 2.97 | -64.82 | 0.9419 | -0.9233 | |||||
| US21H0406734 / Ginnie Mae | 2.70 | 0.8559 | 0.8559 | ||||||
| XS0300468385 / RESLOC UK PLC RLOC 2007 1X A3A REGS | 2.67 | 4.70 | 0.8480 | 0.0465 | |||||
| TSY INFL IX N/B 04/29 2.125 / DBT (US91282CKL45) | 2.66 | 0.72 | 0.8451 | 0.0150 | |||||
| US29364GAJ22 / Entergy Corp | 2.66 | 0.57 | 0.8429 | 0.0139 | |||||
| US91282CCM10 / United States Treasury Inflation Indexed Bonds | 2.53 | 1.24 | 0.8042 | 0.0181 | |||||
| US912810RD28 / United States Treas Bds Bond | 2.19 | -2.11 | 0.6935 | -0.0076 | |||||
| US21H0506723 / Ginnie Mae | 2.06 | 0.6548 | 0.6548 | ||||||
| US912810SJ88 / United States Treas Bds Bond | 2.01 | 24.49 | 0.6374 | 0.1308 | |||||
| US TREASURY N/B 02/35 4.625 / DBT (US91282CMM00) | 1.96 | 0.6223 | 0.6223 | ||||||
| US3136ABP497 / FANNIE MAE FNR 2013 6 SN | 1.93 | -1.58 | 0.6117 | -0.0034 | |||||
| US3140H44J05 / FNMA POOL BJ3524 FN 11/47 FIXED 4 | 1.85 | -6.44 | 0.5861 | -0.0335 | |||||
| US3133BDDH53 / FED HM LN PC POOL QE3704 FR 05/52 FIXED 3 | 1.83 | -1.08 | 0.5821 | 0.0002 | |||||
| US21H0606895 / Ginnie Mae | 1.82 | 0.5791 | 0.5791 | ||||||
| US3132DWEG42 / UMBS | 1.73 | -2.14 | 0.5506 | -0.0061 | |||||
| US31418ET595 / FNCL UMBS 5.0 MA5071 07-01-53 | 1.65 | -2.02 | 0.5247 | -0.0051 | |||||
| US TREASURY N/B 08/54 4.25 / DBT (US912810UC08) | 1.64 | -3.24 | 0.5219 | -0.0118 | |||||
| US07274NAL73 / Bayer Us Finance Ii Llc 4.375% 12/15/2028 144a Bond | 1.59 | 1.67 | 0.5032 | 0.0137 | |||||
| GB00BMV7TC88 / United Kingdom Gilt | 1.56 | 6.47 | 0.4962 | 0.0350 | |||||
| US912810QZ49 / United States Treas Bds Bond | 1.55 | -2.02 | 0.4928 | -0.0048 | |||||
| XS0274267862 / Ludgate Funding PLC | 1.52 | -1.30 | 0.4809 | -0.0012 | |||||
| XS1457527015 / SGSP AUSTRALIA ASSETS COMPANY GUAR REGS 07/26 3.25 | 1.48 | 0.27 | 0.4700 | 0.0065 | |||||
| US38376R5H50 / GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FE | 1.48 | -8.81 | 0.4697 | -0.0399 | |||||
| Q / Quetzal Copper Corp. | 1.47 | -17.57 | 0.4661 | -0.0932 | |||||
| EUROPEAN UNION SR UNSECURED REGS 10/29 2.875 / DBT (EU000A3L1CN4) | 1.44 | 9.82 | 0.4578 | 0.0454 | |||||
| US912810TH14 / United States Treasury Note/Bond | 1.41 | -30.67 | 0.4465 | -0.1905 | |||||
| VERIZON MASTER TRUST VZMT 2024 1 A1A / ABS-O (US92348KCL52) | 1.40 | -0.14 | 0.4453 | 0.0041 | |||||
| US681936BH22 / Omega Healthcare Investors, Inc. | 1.40 | -0.14 | 0.4446 | 0.0041 | |||||
| US38377NMW10 / GOVERNMENT NATIONAL MORTGAGE A GNR 2010 145 LO | 1.40 | -6.04 | 0.4444 | -0.0237 | |||||
| US610202BR34 / Monongahela Power Co | 1.38 | 0.80 | 0.4380 | 0.0082 | |||||
| CH0494734418 / Credit Suisse Group AG | 1.29 | 11.57 | 0.4103 | 0.0467 | |||||
| US912810SV17 / United States Treasury Inflation Indexed Bonds | 1.28 | -4.35 | 0.4051 | -0.0140 | |||||
| US TREASURY N/B 05/54 4.625 / DBT (US912810UA42) | 1.26 | -3.14 | 0.4009 | -0.0088 | |||||
| US860630AG72 / Stifel Financial Corp | 1.25 | 0.56 | 0.3968 | 0.0062 | |||||
| US842400GU17 / Southern California Edison Co | 1.23 | 0.57 | 0.3903 | 0.0063 | |||||
| US126673AW27 / CWABS INC ASSET-BACKED CERTIFICATES TRUST 2004-6 CWL 2004-6 1A1 | 1.22 | -3.79 | 0.3873 | -0.0110 | |||||
| US84858DAA63 / Spirit Airlines Pass Through Trust 2015-1A | 1.20 | -6.13 | 0.3793 | -0.0206 | |||||
| US21H0506806 / GNMA | 1.18 | 0.3739 | 0.3739 | ||||||
| US46647PCB04 / JPMorgan Chase & Co | 1.17 | 0.77 | 0.3721 | 0.0066 | |||||
| US83368RBC51 / Societe Generale SA | 1.17 | 0.86 | 0.3708 | 0.0071 | |||||
| US35805BAC28 / FRESENIUS MEDICAL CARE US FIN III | 1.15 | 0.61 | 0.3663 | 0.0061 | |||||
| US14314DAA19 / Carlyle Finance Subsidiary LLC | 1.15 | 0.96 | 0.3654 | 0.0073 | |||||
| TSY INFL IX N/B 02/54 2.125 / DBT (US912810TY47) | 1.15 | -3.69 | 0.3646 | -0.0099 | |||||
| US45834QAA76 / INTEGRIS BAPTIST MEDICAL SR SECURED 08/50 3.875 | 1.14 | -4.04 | 0.3621 | -0.0110 | |||||
| US100743AL70 / Boston Gas Co. | 1.13 | 1.62 | 0.3587 | 0.0092 | |||||
| PEP01000C5I0 / BONOS DE TESORERIA | 1.08 | 25.06 | 0.3422 | 0.0714 | |||||
| US720198AE09 / Piedmont Operating Partnership LP | 1.08 | 2.18 | 0.3419 | 0.0109 | |||||
| FED HM LN PC POOL SD8494 FR 01/55 FIXED 5.5 / ABS-MBS (US3132DWNK52) | 1.07 | -2.29 | 0.3394 | -0.0044 | |||||
| US404280DR76 / HSBC Holdings PLC | 1.06 | 0.00 | 0.3371 | 0.0033 | |||||
| US654744AC50 / Nissan Motor Co Ltd | 1.06 | -1.31 | 0.3354 | -0.0006 | |||||
| US92922F4M79 / WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust | 1.05 | -4.54 | 0.3336 | -0.0122 | |||||
| US649840CS20 / NY STATE ELECTRIC + GAS SR UNSECURED 144A 10/30 1.95 | 1.03 | 0.88 | 0.3268 | 0.0065 | |||||
| US912810SE91 / United States Treas Bds Bond | 1.03 | -2.56 | 0.3265 | -0.0049 | |||||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H27 FA / ABS-MBS (US38383KHN54) | 1.00 | -0.50 | 0.3185 | 0.0019 | |||||
| US172967MB43 / Citigroup, Inc. | 1.00 | -0.10 | 0.3174 | 0.0029 | |||||
| US477143AH41 / JetBlue 2019-1 Class AA Pass Through Trust | 0.98 | -2.30 | 0.3108 | -0.0039 | |||||
| US29278GAM06 / Enel Finance International NV | 0.97 | 0.73 | 0.3081 | 0.0057 | |||||
| US842587DE49 / Southern Co. (The), Series A | 0.97 | 1.47 | 0.3071 | 0.0078 | |||||
| US715638BY77 / REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 | 0.93 | 6.74 | 0.2966 | 0.0218 | |||||
| 69511JD28 / PACIFICORP | 0.93 | 0.98 | 0.2944 | 0.0058 | |||||
| US928563AK15 / VMware Inc | 0.93 | 1.54 | 0.2937 | 0.0074 | |||||
| 5831 / Shizuoka Financial Group,Inc. | 0.92 | 1.77 | 0.2922 | 0.0081 | |||||
| US38141GVX95 / Goldman Sachs Group Inc/the Mtn Variable Rate 10/28/2027 Bond | 0.92 | -0.33 | 0.2904 | 0.0021 | |||||
| US63906EB929 / NatWest Markets PLC | 0.91 | 0.88 | 0.2902 | 0.0057 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 0.91 | -0.22 | 0.2873 | 0.0023 | |||||
| US88880LAN38 / TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/31 FIXED 2.951 | 0.90 | 1.81 | 0.2863 | 0.0079 | |||||
| US89178BAA26 / TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A | 0.90 | -4.25 | 0.2862 | -0.0093 | |||||
| US912810TQ13 / United States Treasury Note/Bond | 0.90 | -2.19 | 0.2842 | -0.0033 | |||||
| US61774AAD54 / Morgan Stanley Direct Lending Fund | 0.89 | 0.45 | 0.2839 | 0.0042 | |||||
| US TREASURY N/B 05/44 4.625 / DBT (US912810UB25) | 0.88 | -2.33 | 0.2802 | -0.0034 | |||||
| US29278GAP37 / Enel Finance International NV | 0.88 | 2.10 | 0.2785 | 0.0088 | |||||
| US55903VBA08 / Warnermedia Holdings Inc | 0.88 | -0.11 | 0.2785 | 0.0028 | |||||
| US77586RAK68 / Romanian Government International Bond | 0.87 | 0.46 | 0.2763 | 0.0043 | |||||
| US02378MAA99 / AMERICAN AIRLINES 2019-1 CLASS A PASS THROUGH TRUS 3.500000% 02/15/2032 | 0.86 | 0.59 | 0.2723 | 0.0046 | |||||
| US78403DAR17 / SBA TOWER TRUST | 0.85 | 1.55 | 0.2702 | 0.0068 | |||||
| US38376RHD17 / Ginnie Mae 2.8485 09/20/2065 | 0.85 | -4.41 | 0.2683 | -0.0095 | |||||
| US86562MCG33 / Sumitomo Mitsui Financial Group Inc | 0.84 | 1.46 | 0.2652 | 0.0066 | |||||
| US06051GLC14 / BANK OF AMERICA CORP | 0.83 | 0.12 | 0.2643 | 0.0032 | |||||
| US06051GLG28 / Bank of America Corp | 0.82 | 0.62 | 0.2595 | 0.0042 | |||||
| ING / ING Groep N.V. - Depositary Receipt (Common Stock) | 0.81 | 1.25 | 0.2583 | 0.0061 | |||||
| US90932JAA07 / United Airlines 2019-2 Class AA Pass Through Trust | 0.81 | -2.52 | 0.2583 | -0.0039 | |||||
| NWE / NorthWestern Energy Group, Inc. | 0.81 | 0.74 | 0.2580 | 0.0049 | |||||
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/28 5.05 / DBT (US928668CP53) | 0.80 | 0.2554 | 0.2554 | ||||||
| US91324PEU21 / UnitedHealth Group Inc | 0.80 | 0.38 | 0.2535 | 0.0038 | |||||
| CVS / CVS Health Corporation - Depositary Receipt (Common Stock) | 0.80 | 0.2534 | 0.2534 | ||||||
| US456837BB82 / ING Groep NV | 0.80 | 0.51 | 0.2523 | 0.0039 | |||||
| US247361ZV38 / Delta Air Lines 2020-1 Class AA Pass Through Trust | 0.79 | -3.30 | 0.2514 | -0.0061 | |||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RPL1 A1 144A / ABS-MBS (US693989AA39) | 0.79 | -3.41 | 0.2514 | -0.0063 | |||||
| US54627RAM25 / LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS & CMNTY DEV AUTH | 0.79 | 0.89 | 0.2514 | 0.0050 | |||||
| US95000U2V48 / WELLS FARGO & COMPANY REGD V/R MTN 3.52600000 | 0.79 | 0.64 | 0.2504 | 0.0042 | |||||
| FREDDIE MAC FHR 5468 QF / ABS-MBS (US3137HHBP51) | 0.79 | -4.72 | 0.2502 | -0.0096 | |||||
| US38375UXM79 / Government National Mortgage Association | 0.78 | -16.83 | 0.2464 | -0.0467 | |||||
| US649840CT03 / New York State Electric & Gas Corp | 0.77 | 1.18 | 0.2451 | 0.0055 | |||||
| 5831 / Shizuoka Financial Group,Inc. | 0.77 | 0.2444 | 0.2444 | ||||||
| DT MIDSTREAM INC COMPANY GUAR 144A 12/34 5.8 / DBT (US23345MAD92) | 0.76 | 1.33 | 0.2426 | 0.0058 | |||||
| US90355RAC60 / UWM 2021-INV3 A3 11/51 | 0.76 | -2.43 | 0.2419 | -0.0035 | |||||
| US38376RXY79 / GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H18 FA | 0.76 | -15.80 | 0.2419 | -0.0424 | |||||
| US3132DWJM64 / Freddie Mac Pool | 0.76 | -3.57 | 0.2399 | -0.0064 | |||||
| US30212PAR64 / Expedia Group Inc | 0.75 | 1.07 | 0.2396 | 0.0053 | |||||
| US76716XAB82 / RIO OIL FINANCE TRUST SR SECURED 144A 01/27 9.75 | 0.73 | -11.15 | 0.2328 | -0.0266 | |||||
| T1OW34 / American Tower Corporation - Depositary Receipt (Common Stock) | 0.73 | 9.92 | 0.2322 | 0.0233 | |||||
| ATHENE GLOBAL FUNDING ATHENE GLOBAL FUNDING / DBT (US04685A3Q28) | 0.72 | 0.56 | 0.2285 | 0.0039 | |||||
| UBSG34 / UBS Group AG - Depositary Receipt (Common Stock) | 0.72 | 0.98 | 0.2282 | 0.0044 | |||||
| FSK / FS KKR Capital Corp. | 0.72 | 0.00 | 0.2279 | 0.0024 | |||||
| US3140MVS900 / Federal National Mortgage Association, Inc. | 0.72 | -3.89 | 0.2277 | -0.0066 | |||||
| FREDDIE MAC FHR 5499 FH / ABS-MBS (US3137HJWY95) | 0.71 | -9.07 | 0.2261 | -0.0198 | |||||
| A1PP34 / AppLovin Corporation - Depositary Receipt (Common Stock) | 0.71 | 1.00 | 0.2251 | 0.0044 | |||||
| US38382YB857 / Government National Mortgage Association | 0.71 | -0.42 | 0.2243 | 0.0014 | |||||
| US0158578734 / Algonquin Power & Utilities Corp | 0.70 | -0.14 | 0.2234 | 0.0023 | |||||
| US023765AA88 / American Airlines 2016-2 Class AA Pass Through Trust | 0.70 | -2.92 | 0.2219 | -0.0043 | |||||
| US3133KRB291 / Freddie Mac Pool | 0.70 | -2.24 | 0.2217 | -0.0025 | |||||
| US682413AA79 / ONE 2021-PARK Mortgage Trust | 0.69 | -0.43 | 0.2182 | 0.0014 | |||||
| 5831 / Shizuoka Financial Group,Inc. | 0.69 | -2.70 | 0.2179 | -0.0037 | |||||
| US06738ECE32 / Barclays PLC | 0.68 | 1.79 | 0.2162 | 0.0058 | |||||
| PROLOGIS LP SR UNSECURED 02/33 4.2 / DBT (CA74340XCP48) | 0.67 | 5.89 | 0.2112 | 0.0137 | |||||
| SAMMONS FINANCIAL GROUP SAMMONS FINANCIAL GROUP / DBT (US79588TAF75) | 0.64 | 0.47 | 0.2043 | 0.0031 | |||||
| US46655LAE48 / J.P. Morgan Mortgage Trust | 0.64 | -1.38 | 0.2037 | -0.0006 | |||||
| O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) | 0.64 | 0.2035 | 0.2035 | ||||||
| GB00BPCJD997 / UK TSY GILT | 0.64 | 6.32 | 0.2030 | 0.0143 | |||||
| US44891ACR68 / Hyundai Capital America | 0.63 | 0.64 | 0.2009 | 0.0031 | |||||
| US91282CDX65 / United States Treasury Inflation Indexed Bonds | 0.63 | 1.13 | 0.1998 | 0.0044 | |||||
| FCT / Fincantieri S.p.A. | 0.63 | 1.95 | 0.1991 | 0.0059 | |||||
| SOLVAY FINANCE (AMERICA) SOLVAY FINANCE (AMERICA) / DBT (US834423AE54) | 0.62 | 1.14 | 0.1976 | 0.0043 | |||||
| AU3FN0029609 / AAI Ltd | 0.62 | 1.30 | 0.1976 | 0.0045 | |||||
| BGC / BGC Group, Inc. | 0.62 | 0.97 | 0.1974 | 0.0038 | |||||
| US3132DWJL81 / Freddie Mac Pool | 0.62 | -2.52 | 0.1967 | -0.0027 | |||||
| US3133BFX471 / Freddie Mac Pool | 0.62 | -0.80 | 0.1965 | 0.0005 | |||||
| S1MF34 / Sumitomo Mitsui Financial Group, Inc. - Depositary Receipt (Common Stock) | 0.62 | 0.82 | 0.1962 | 0.0035 | |||||
| NFG / National Fuel Gas Company | 0.62 | 0.82 | 0.1958 | 0.0039 | |||||
| H / Hyatt Hotels Corporation | 0.62 | 2.16 | 0.1956 | 0.0061 | |||||
| US80282KBF21 / Santander Holdings USA, Inc. | 0.62 | 1.99 | 0.1955 | 0.0057 | |||||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | 0.62 | 0.82 | 0.1954 | 0.0038 | |||||
| MUFG / Mitsubishi UFJ Financial Group, Inc. - Depositary Receipt (Common Stock) | 0.61 | 0.82 | 0.1951 | 0.0037 | |||||
| US341081GK75 / Florida Power & Light Co. | 0.61 | 0.49 | 0.1951 | 0.0030 | |||||
| AVGO / Broadcom Inc. - Depositary Receipt (Common Stock) | 0.61 | 0.99 | 0.1951 | 0.0040 | |||||
| US57629WDL19 / MassMutual Global Funding II | 0.61 | 0.16 | 0.1943 | 0.0025 | |||||
| BNP / BNP Paribas SA | 0.61 | 0.83 | 0.1941 | 0.0037 | |||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 1A A3 144A / ABS-O (US39571NAC02) | 0.61 | 1.50 | 0.1941 | 0.0047 | |||||
| 30064K105 / Exacttarget, Inc. | 0.61 | 1.16 | 0.1940 | 0.0041 | |||||
| SIXTH STREET LENDING PAR SR UNSECURED 144A 07/30 6.125 / DBT (US829932AE25) | 0.61 | 1.16 | 0.1940 | 0.0043 | |||||
| BMW US CAPITAL LLC COMPANY GUAR 144A 03/30 5.05 / DBT (US05565ECY95) | 0.61 | 1.33 | 0.1940 | 0.0045 | |||||
| H / Hyatt Hotels Corporation | 0.61 | 0.66 | 0.1938 | 0.0035 | |||||
| US06051GLV94 / Bank of America Corp. | 0.61 | -0.16 | 0.1938 | 0.0017 | |||||
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/30 5.35 / DBT (US928668CQ37) | 0.61 | 2.01 | 0.1938 | 0.0058 | |||||
| ORCL / Oracle Corporation - Depositary Receipt (Common Stock) | 0.61 | 0.83 | 0.1936 | 0.0036 | |||||
| LPL HOLDINGS INC COMPANY GUAR 03/30 5.2 / DBT (US50212YAL83) | 0.61 | 1.16 | 0.1935 | 0.0043 | |||||
| A2RW34 / Arrow Electronics, Inc. - Depositary Receipt (Common Stock) | 0.61 | 1.00 | 0.1934 | 0.0040 | |||||
| EQUITABLE FINANCIAL LIFE SECURED 144A 03/30 5 / DBT (US29449WAT45) | 0.61 | 1.16 | 0.1934 | 0.0041 | |||||
| PM / Philip Morris International Inc. - Depositary Receipt (Common Stock) | 0.61 | 10.55 | 0.1931 | 0.0204 | |||||
| BGC / BGC Group, Inc. | 0.61 | 1.84 | 0.1931 | 0.0055 | |||||
| MO / Altria Group, Inc. - Depositary Receipt (Common Stock) | 0.61 | 0.66 | 0.1931 | 0.0033 | |||||
| CBOM / Credit Bank of Moscow (public joint-stock company) | 0.61 | 1.16 | 0.1930 | 0.0040 | |||||
| ALLIANT ENERGY FINANCE COMPANY GUAR 144A 06/27 5.4 / DBT (US01882YAF34) | 0.61 | 0.00 | 0.1928 | 0.0021 | |||||
| MARS INC SR UNSECURED 144A 03/35 5.2 / DBT (US571676BA26) | 0.61 | 0.66 | 0.1928 | 0.0034 | |||||
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/30 5.15 / DBT (US44891ADQ76) | 0.61 | 1.51 | 0.1928 | 0.0050 | |||||
| CITADEL SECURITIES GLOBA SR SECURED 144A 06/30 5.5 / DBT (US17289RAA41) | 0.61 | 0.1927 | 0.1927 | ||||||
| US3138EP6V16 / Fannie Mae Pool | 0.61 | -5.01 | 0.1927 | -0.0081 | |||||
| Q1UE34 / Quest Diagnostics Incorporated - Depositary Receipt (Common Stock) | 0.61 | 1.51 | 0.1924 | 0.0048 | |||||
| AVIATION CAPITAL GROUP SR UNSECURED 144A 04/30 5.125 / DBT (US05369AAS06) | 0.61 | 1.51 | 0.1923 | 0.0049 | |||||
| US01F0306781 / UMBS TBA | 0.61 | -97.55 | 0.1923 | -7.7385 | |||||
| VICI PROPERTIES LP SR UNSECURED 04/35 5.625 / DBT (US925650AK98) | 0.61 | 1.34 | 0.1923 | 0.0048 | |||||
| US3132DWD674 / Freddie Mac Pool | 0.61 | -2.10 | 0.1922 | -0.0018 | |||||
| ABN / ABN AMRO Bank N.V. - Depositary Receipt (Common Stock) | 0.61 | 0.33 | 0.1922 | 0.0027 | |||||
| US74815HBZ47 / Province of Quebec Canada | 0.61 | -0.49 | 0.1922 | 0.0012 | |||||
| EFXD / Equifax Inc. - Depositary Receipt (Common Stock) | 0.61 | 0.83 | 0.1921 | 0.0034 | |||||
| BRO / Brown & Brown, Inc. | 0.61 | 0.1921 | 0.1921 | ||||||
| MERCEDES BENZ FIN NA COMPANY GUAR 144A 03/28 4.75 / DBT (US58769JBE64) | 0.61 | 0.83 | 0.1920 | 0.0035 | |||||
| CDW LLC/CDW FINANCE COMPANY GUAR 03/30 5.1 / DBT (US12513GBK40) | 0.60 | 0.83 | 0.1919 | 0.0037 | |||||
| A3KMYN / Air Lease Corporation - Preferred Stock | 0.60 | 0.00 | 0.1917 | 0.0019 | |||||
| US61691EAY14 / MORGAN STANLEY CAPITAL I TRUST MSC 2016 UB12 ASB | 0.60 | -18.29 | 0.1916 | -0.0404 | |||||
| PACIFIC LIFE GF II SECURED 144A 08/29 4.5 / DBT (US6944PL3C15) | 0.60 | 0.84 | 0.1915 | 0.0036 | |||||
| OXYD / Occidental Petroleum Corporation - Depositary Receipt (Common Stock) | 0.60 | 0.33 | 0.1912 | 0.0028 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 0.60 | 1.01 | 0.1911 | 0.0039 | |||||
| SOUTH BOW USA INFRA HLDS COMPANY GUAR 144A 10/29 5.026 / DBT (US83007CAC64) | 0.60 | 1.18 | 0.1911 | 0.0041 | |||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 0.60 | 1.35 | 0.1911 | 0.0046 | |||||
| MASSMUTUAL GLOBAL FUNDIN SR SECURED 144A 10/27 4.3 / DBT (US57629W3T56) | 0.60 | 0.50 | 0.1910 | 0.0030 | |||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 0.60 | 0.84 | 0.1910 | 0.0038 | |||||
| GOLDMAN SACHS BANK USA GOLDMAN SACHS BANK USA / DBT (US38151LAH33) | 0.60 | 0.00 | 0.1910 | 0.0020 | |||||
| PRICOA GLOBAL FUNDING 1 SECURED 144A 08/31 4.65 / DBT (US74153WCV90) | 0.60 | 1.01 | 0.1910 | 0.0040 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 0.60 | 1.01 | 0.1908 | 0.0039 | |||||
| DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 09/27 VAR / DBT (US233853AX89) | 0.60 | 0.00 | 0.1907 | 0.0021 | |||||
| US14162VAB27 / Sabra Health Care LP | 0.60 | 0.17 | 0.1906 | 0.0023 | |||||
| HARBOUR ENERGY PLC SR UNSECURED 144A 04/35 6.327 / DBT (US411618AD32) | 0.60 | 0.00 | 0.1895 | 0.0018 | |||||
| PG+E RECOVERY FND LLC SR SECURED 06/42 5.231 / DBT (US71710TAH14) | 0.60 | -0.50 | 0.1893 | 0.0010 | |||||
| XS0308666493 / EUROSAIL PLC ESAIL 2007 3X A3A REGS | 0.60 | -6.00 | 0.1891 | -0.0097 | |||||
| US38375UG536 / Government National Mortgage Association | 0.59 | -10.30 | 0.1880 | -0.0195 | |||||
| ABU DHABI DEVELOPMENT HO SR UNSECURED 144A 10/31 4.375 / DBT (US00402D2C80) | 0.59 | 1.03 | 0.1879 | 0.0040 | |||||
| TAQA / Abu Dhabi National Energy Company PJSC | 0.59 | 0.68 | 0.1876 | 0.0032 | |||||
| US38382Y3J05 / Government National Mortgage Association | 0.58 | -0.52 | 0.1838 | 0.0008 | |||||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 7 A11 144A / ABS-MBS (US16159TAP66) | 0.58 | -11.23 | 0.1832 | -0.0211 | |||||
| 5831 / Shizuoka Financial Group,Inc. | 0.57 | 0.1822 | 0.1822 | ||||||
| RFR USD SOFR/3.50000 06/20/24-30Y LCH / DIR (EZV8ZC6L7CY8) | 0.57 | 13.07 | 0.1813 | 0.0227 | |||||
| O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) | 0.56 | 1.63 | 0.1785 | 0.0048 | |||||
| US38376RVV58 / Government National Mortgage Association | 0.56 | -20.06 | 0.1772 | -0.0422 | |||||
| US08661UAB26 / Beth Israel Lahey Health Inc | 0.56 | -3.30 | 0.1766 | -0.0040 | |||||
| US054989AA67 / BAT CAPITAL CORP 6.343000% 08/02/2030 | 0.54 | 1.51 | 0.1711 | 0.0042 | |||||
| US251526CU14 / DEUTSCHE BANK AG SR NON PREF 6.819% 11-20-29/28 | 0.53 | 0.57 | 0.1694 | 0.0028 | |||||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | 0.53 | 0.1691 | 0.1691 | ||||||
| FANNIE MAE FNR 2025 4 FB / ABS-MBS (US3136BUU651) | 0.53 | -9.23 | 0.1687 | -0.0152 | |||||
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A / ABS-MBS (XS2799791848) | 0.53 | -0.56 | 0.1687 | 0.0009 | |||||
| US138616AM99 / Cantor Fitzgerald LP | 0.53 | 0.57 | 0.1685 | 0.0028 | |||||
| US05571AAR68 / BPCE SA | 0.53 | 0.57 | 0.1681 | 0.0027 | |||||
| US29880YAJ82 / EUROSAIL PLC ESAIL 2007 3A A3C 144A | 0.53 | -5.87 | 0.1680 | -0.0086 | |||||
| NEWMARK GROUP INC SR UNSECURED 01/29 7.5 / DBT (US65158NAD49) | 0.53 | 0.95 | 0.1680 | 0.0032 | |||||
| US95000U3G61 / Wells Fargo & Co | 0.53 | 0.57 | 0.1677 | 0.0026 | |||||
| US3133BCZN01 / FED HM LN PC POOL QE3449 FR 06/52 FIXED 3 | 0.53 | -0.75 | 0.1677 | 0.0007 | |||||
| US225401BE76 / UBS Group AG | 0.53 | 0.57 | 0.1667 | 0.0026 | |||||
| GBDC / Golub Capital BDC, Inc. | 0.53 | 0.57 | 0.1667 | 0.0026 | |||||
| US05401AAS06 / Avolon Holdings Funding Ltd | 0.52 | 0.77 | 0.1655 | 0.0030 | |||||
| NUVEEN LLC NUVEEN LLC / DBT (US67080LAC90) | 0.52 | 1.17 | 0.1654 | 0.0034 | |||||
| US571903BN26 / Marriott International, Inc. | 0.52 | 0.78 | 0.1647 | 0.0031 | |||||
| PROTECTIVE LIFE GLOBAL SECURED 144A 12/28 5.467 / DBT (US74368CBV54) | 0.52 | 0.58 | 0.1643 | 0.0027 | |||||
| RGA GLOBAL FUNDING SECURED 144A 01/31 5.5 / DBT (US76209PAD50) | 0.52 | 0.39 | 0.1638 | 0.0022 | |||||
| COOPERATIEVE RABOBANK UA COOPERATIEVE RABOBANK UA / DBT (US74977RDT86) | 0.52 | 0.59 | 0.1637 | 0.0029 | |||||
| US98956PAX06 / Zimmer Biomet Holdings Inc | 0.52 | 0.78 | 0.1636 | 0.0031 | |||||
| S1MF34 / Sumitomo Mitsui Financial Group, Inc. - Depositary Receipt (Common Stock) | 0.52 | 1.18 | 0.1635 | 0.0034 | |||||
| AU3FN0029609 / AAI Ltd | 0.51 | 0.98 | 0.1634 | 0.0033 | |||||
| US61747YFF79 / Morgan Stanley | 0.51 | 0.59 | 0.1632 | 0.0026 | |||||
| MUTUAL OF OMAHA GLOBAL MUTUAL OF OMAHA GLOBAL / DBT (US62829D2B56) | 0.51 | 0.19 | 0.1632 | 0.0019 | |||||
| US05401AAB70 / Avolon Holdings Funding Ltd | 0.51 | 0.79 | 0.1631 | 0.0031 | |||||
| CONSUMERS 23 SECURE FUND SR SECURED 09/31 5.21 / DBT (US21071BAB18) | 0.51 | 0.59 | 0.1630 | 0.0026 | |||||
| BNP / BNP Paribas SA | 0.51 | 0.79 | 0.1630 | 0.0032 | |||||
| US46647PDU75 / JPMorgan Chase & Co. | 0.51 | 0.59 | 0.1630 | 0.0027 | |||||
| US63861VAJ61 / Nationwide Building Society | 0.51 | -0.19 | 0.1627 | 0.0014 | |||||
| LNG / Cheniere Energy, Inc. | 0.51 | 1.19 | 0.1626 | 0.0037 | |||||
| XS2716891440 / EPH Financing International AS | 0.51 | 9.66 | 0.1624 | 0.0159 | |||||
| US125509BN86 / Cigna Corp 4.375% Senior Notes 12/15/20 | 0.51 | 0.99 | 0.1623 | 0.0032 | |||||
| US30161NBJ90 / EXELON CORPORATION | 0.51 | 0.59 | 0.1622 | 0.0027 | |||||
| US46647PDW32 / JPMorgan Chase & Co | 0.51 | -0.20 | 0.1622 | 0.0014 | |||||
| US94980GBF72 / WELLS FARGO HOME EQUITY ASSET-BACKED SECURITIES 20 WFHET 2004-2 A33 | 0.51 | -8.60 | 0.1621 | -0.0132 | |||||
| ROCHE HOLDINGS INC ROCHE HOLDINGS INC / DBT (US771196CJ98) | 0.51 | 0.39 | 0.1621 | 0.0025 | |||||
| US66815L2M02 / Northwestern Mutual Global Funding | 0.51 | 0.59 | 0.1619 | 0.0027 | |||||
| D1TE34 / DTE Energy Company - Depositary Receipt (Common Stock) | 0.51 | 0.79 | 0.1619 | 0.0027 | |||||
| US023608AQ57 / Ameren Corp | 0.51 | 0.99 | 0.1616 | 0.0031 | |||||
| N1WG34 / NatWest Group plc - Depositary Receipt (Common Stock) | 0.51 | 0.20 | 0.1616 | 0.0019 | |||||
| US61747YFA82 / Morgan Stanley | 0.51 | 0.40 | 0.1615 | 0.0023 | |||||
| US44891ACM71 / Hyundai Capital America | 0.51 | -0.20 | 0.1612 | 0.0014 | |||||
| XS1319820897 / Southern Gas Corridor CJSC | 0.51 | 0.40 | 0.1610 | 0.0023 | |||||
| ATHENE GLOBAL FUNDING ATHENE GLOBAL FUNDING / DBT (US04685A3R01) | 0.51 | 0.20 | 0.1607 | 0.0019 | |||||
| 4020 / Saudi Real Estate Company | 0.51 | 1.00 | 0.1603 | 0.0033 | |||||
| RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) | 0.51 | 0.20 | 0.1603 | 0.0018 | |||||
| DAIMLER TRUCK FINAN NA DAIMLER TRUCK FINAN NA / DBT (US233853AV24) | 0.50 | 0.20 | 0.1603 | 0.0022 | |||||
| US48125LRV61 / JPMorgan Chase Bank NA | 0.50 | -0.20 | 0.1600 | 0.0012 | |||||
| T MOBILE US TRUST TMUST 2024 1A A 144A / ABS-O (US87267RAA32) | 0.50 | 0.00 | 0.1600 | 0.0016 | |||||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | 0.50 | -0.40 | 0.1600 | 0.0008 | |||||
| US94988J6G76 / Wells Fargo Bank NA | 0.50 | -0.40 | 0.1600 | 0.0013 | |||||
| FORD CREDIT AUTO LEASE TRUST FORDL 2024 A A4 / ABS-O (US345290AE02) | 0.50 | 0.20 | 0.1598 | 0.0019 | |||||
| MORGAN STANLEY BANK NA MORGAN STANLEY BANK NA / DBT (US61690U7Z70) | 0.50 | 0.00 | 0.1597 | 0.0014 | |||||
| US025816DL03 / American Express Co | 0.50 | -0.40 | 0.1596 | 0.0011 | |||||
| MERCEDES BENZ FIN NA MERCEDES BENZ FIN NA / DBT (US58769JAQ04) | 0.50 | 0.20 | 0.1596 | 0.0020 | |||||
| FR00140063V5 / ELECTRICITE DE FRANCE RT SCRIP 12/31/49 | 0.50 | 0.00 | 0.1594 | 0.0015 | |||||
| PEAC SOLUTIONS RECEIVABLES LLC PEAC 2025 1A A2 144A / ABS-O (US69392HAB96) | 0.50 | 0.20 | 0.1593 | 0.0018 | |||||
| NEW YORK LIFE GLOBAL FDG SECURED 144A 01/26 VAR / DBT (US64953BBK35) | 0.50 | 0.00 | 0.1590 | 0.0016 | |||||
| ACA / Crédit Agricole S.A. | 0.50 | -0.40 | 0.1590 | 0.0013 | |||||
| I1LM34 / Illumina, Inc. - Depositary Receipt (Common Stock) | 0.50 | 0.20 | 0.1589 | 0.0020 | |||||
| US715638CE05 / REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94 | 0.50 | 1.83 | 0.1588 | 0.0045 | |||||
| US06051GKP36 / Bank of America Corp | 0.50 | 0.40 | 0.1587 | 0.0023 | |||||
| US37046US851 / General Motors Financial Co Inc | 0.50 | -0.60 | 0.1585 | 0.0009 | |||||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H28 F / ABS-MBS (US38383KLS95) | 0.50 | -0.80 | 0.1581 | 0.0002 | |||||
| US912810RL44 / United States Treasury Inflation Indexed Bonds | 0.50 | -2.93 | 0.1580 | -0.0029 | |||||
| US589400AB62 / Mercury General Corp. | 0.50 | 0.81 | 0.1575 | 0.0029 | |||||
| US3140QR5B58 / Fannie Mae Pool | 0.49 | -1.40 | 0.1571 | -0.0005 | |||||
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/27 VAR / DBT (US65480CAJ45) | 0.49 | -1.00 | 0.1568 | 0.0000 | |||||
| US38382YQ301 / Government National Mortgage Association | 0.49 | -0.80 | 0.1566 | 0.0005 | |||||
| US912810TE82 / United States Treasury Inflation Indexed Bonds | 0.49 | -4.84 | 0.1564 | -0.0061 | |||||
| US097023DG73 / Boeing Co/The | 0.49 | 0.61 | 0.1562 | 0.0026 | |||||
| US06051GHQ55 / Bank of America Corp | 0.49 | 1.23 | 0.1562 | 0.0034 | |||||
| US22822VAK70 / Crown Castle International Corp | 0.49 | 1.03 | 0.1559 | 0.0031 | |||||
| US00774MAV72 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.49 | 0.83 | 0.1547 | 0.0029 | |||||
| US15135BAT89 / CORPORATE BONDS | 0.49 | 1.46 | 0.1544 | 0.0039 | |||||
| TOWD POINT MORTGAGE TRUST TPMT 2016 1 B2 144A / ABS-MBS (US89172EAL83) | 0.49 | 0.83 | 0.1540 | 0.0029 | |||||
| US95000U2S19 / Wells Fargo & Co | 0.48 | 0.84 | 0.1529 | 0.0031 | |||||
| PRP ADVISORS, LLC PRPM 2024 RCF2 A1 144A / ABS-MBS (US693987AA72) | 0.48 | -3.43 | 0.1519 | -0.0037 | |||||
| SANTANDER UK GROUP HLDGS SANTANDER UK GROUP HLDGS / DBT (US80281LAU98) | 0.47 | 0.85 | 0.1506 | 0.0028 | |||||
| US15135BAX91 / Centene Corp | 0.47 | 1.94 | 0.1504 | 0.0046 | |||||
| US46652WAA18 / JPMCC 21-410T A 144A 2.28704% 03-05-42/01-07-28 | 0.46 | 1.77 | 0.1466 | 0.0041 | |||||
| US46649XAA54 / JP Morgan Chase Commercial Mortgage Securities Corp | 0.46 | -1.08 | 0.1459 | 0.0000 | |||||
| US3133BDVR34 / FED HM LN PC POOL QE4224 FR 06/52 FIXED 3 | 0.46 | -2.15 | 0.1448 | -0.0017 | |||||
| US44409MAB28 / Hudson Pacific Properties LP | 0.45 | 18.78 | 0.1427 | 0.0238 | |||||
| US17331KAD19 / Citizens Auto Receivables Trust | 0.45 | -22.36 | 0.1424 | -0.0390 | |||||
| US16411QAN16 / CORPORATE BONDS | 0.45 | 1.82 | 0.1423 | 0.0041 | |||||
| US3140MKG890 / FNMA POOL BV5622 FN 06/52 FIXED 3 | 0.44 | -2.44 | 0.1396 | -0.0017 | |||||
| US797440BZ64 / San Diego Gas & Electric Co., Series VVV | 0.44 | 2.35 | 0.1382 | 0.0046 | |||||
| US30227FAC41 / EXTENDED STAY AMERICA TRUST ESA 2021 ESH A1 144A | 0.43 | -0.92 | 0.1363 | 0.0003 | |||||
| US02005NBU37 / Ally Financial Inc | 0.42 | 1.20 | 0.1341 | 0.0028 | |||||
| US3617LC4N55 / Ginnie Mae I Pool | 0.42 | -2.77 | 0.1336 | -0.0025 | |||||
| USL269151217 / DRILLCO HLDG LUX S A | 0.02 | 0.00 | 0.42 | -18.76 | 0.1336 | -0.0288 | |||
| JP MORGAN MORTGAGE TRUST JPMMT 2024 VIS1 A1 144A / ABS-MBS (US465970AA90) | 0.42 | -4.98 | 0.1333 | -0.0054 | |||||
| XS0293438965 / Mansard Mortgages 2007-1 PLC | 0.42 | -10.90 | 0.1325 | -0.0147 | |||||
| US38382YJ207 / Government National Mortgage Association | 0.41 | -0.24 | 0.1300 | 0.0012 | |||||
| US126650DX53 / CVS Health Corp | 0.41 | 1.49 | 0.1299 | 0.0030 | |||||
| US00130HCH66 / AES Corp/The | 0.41 | 0.25 | 0.1298 | 0.0019 | |||||
| SRG / Snam S.p.A. | 0.41 | 0.1298 | 0.1298 | ||||||
| US31398NRZ95 / Fannie Mae REMICS | 0.41 | -3.32 | 0.1297 | -0.0031 | |||||
| MUTUAL OF OMAHA GLOBAL SECURED 144A 04/30 5 / DBT (US62829D2F60) | 0.41 | 1.50 | 0.1294 | 0.0033 | |||||
| PRINCIPAL LFE GLB FND II SECURED 144A 11/29 4.95 / DBT (US74256LFB09) | 0.41 | 0.50 | 0.1292 | 0.0021 | |||||
| 4020 / Saudi Real Estate Company | 0.41 | 0.25 | 0.1291 | 0.0019 | |||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 0.41 | 0.74 | 0.1291 | 0.0024 | |||||
| SAN / Banco Santander, S.A. - Depositary Receipt (Common Stock) | 0.41 | 0.00 | 0.1290 | 0.0014 | |||||
| US17325FBC14 / CITIBANK NA | 0.41 | 0.00 | 0.1290 | 0.0013 | |||||
| US06738ECM57 / BARCLAYS PLC SR UNSECURED 09/27 VAR | 0.41 | -0.49 | 0.1288 | 0.0010 | |||||
| HOLCIM FINANCE US LLC COMPANY GUAR 144A 04/30 4.95 / DBT (US43475RAC07) | 0.41 | 0.1287 | 0.1287 | ||||||
| US88258MAB19 / Texas Natural Gas Securitization Finance Corp. | 0.40 | 0.00 | 0.1283 | 0.0012 | |||||
| HYUNDAI CAPITAL AMERICA HYUNDAI CAPITAL AMERICA / DBT (US44891ACT25) | 0.40 | 0.00 | 0.1282 | 0.0016 | |||||
| NEW YORK MORTGAGE TRUST NYMT 2024 CP1 A1 144A / ABS-MBS (US67118PAA03) | 0.40 | -2.89 | 0.1280 | -0.0025 | |||||
| US TREASURY N/B 11/34 4.25 / DBT (US91282CLW90) | 0.40 | 0.00 | 0.1274 | 0.0014 | |||||
| US21688AAW27 / Cooperatieve Rabobank UA | 0.40 | -0.25 | 0.1270 | 0.0010 | |||||
| US38380UAY91 / Government National Mortgage Association | 0.40 | -2.95 | 0.1255 | -0.0025 | |||||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL3 A1 144A / ABS-MBS (US161927AC22) | 0.40 | -1.99 | 0.1255 | -0.0014 | |||||
| ONSLOW BAY FINANCIAL LLC OBX 2024 HYB2 A1 144A / ABS-MBS (US67118RAA68) | 0.39 | -4.65 | 0.1240 | -0.0046 | |||||
| PRP ADVISORS, LLC PRPM 2024 NQM1 A1 144A / ABS-MBS (US693977AA82) | 0.38 | -8.37 | 0.1217 | -0.0098 | |||||
| CPPIB CAPITAL INC COMPANY GUAR REGS 06/34 4.3 / DBT (CA12593CAY71) | 0.38 | 3.80 | 0.1216 | 0.0060 | |||||
| US TREASURY N/B 11/54 4.5 / DBT (US912810UE63) | 0.38 | -3.30 | 0.1210 | -0.0028 | |||||
| US097023CX16 / BOEING CO 5.93 5/60 | 0.38 | 1.06 | 0.1208 | 0.0025 | |||||
| US404280CL16 / HSBC Holdings PLC | 0.38 | 1.34 | 0.1204 | 0.0028 | |||||
| STZB34 / Constellation Brands, Inc. - Depositary Receipt (Common Stock) | 0.38 | 0.80 | 0.1203 | 0.0022 | |||||
| 5831 / Shizuoka Financial Group,Inc. | 0.37 | -5.88 | 0.1170 | -0.0059 | |||||
| US863579BA58 / Structured Adjustable Rate Mortgage Loan Trust | 0.37 | -12.59 | 0.1169 | -0.0154 | |||||
| CROSS MORTGAGE TRUST CROSS 2024 H2 A1 144A / ABS-MBS (US22757BAA26) | 0.37 | -9.14 | 0.1168 | -0.0106 | |||||
| XS0290416527 / EUROHOME UK MORTGAGES PLC EHMU 2007 1 A REGS | 0.37 | -16.02 | 0.1166 | -0.0208 | |||||
| ONTARIO (PROVINCE OF) SR UNSECURED 12/34 3.8 / DBT (CA68333ZBG15) | 0.37 | 0.1165 | 0.1165 | ||||||
| MARICOPA CNTY AZ INDL DEV AUTH MAREDU 10/29 FIXED 7.375 / DBT (US56681NJD03) | 0.36 | 0.28 | 0.1151 | 0.0016 | |||||
| US15135BAW19 / Centene Corp | 0.36 | 2.00 | 0.1135 | 0.0035 | |||||
| US912810TS78 / United States Treasury Note/Bond | 0.36 | -2.19 | 0.1134 | -0.0013 | |||||
| R1IN34 / Realty Income Corporation - Depositary Receipt (Common Stock) | 0.35 | 0.1119 | 0.1119 | ||||||
| S1YK34 / Stryker Corporation - Depositary Receipt (Common Stock) | 0.35 | 11.04 | 0.1117 | 0.0121 | |||||
| US06051GDM87 / Banc of America Funding 2005-D Trust | 0.35 | -5.71 | 0.1102 | -0.0054 | |||||
| US912810TP30 / US TREASURY I/L 1.5% 02-15-53 | 0.34 | -3.66 | 0.1086 | -0.0032 | |||||
| US38376RY269 / GNMA, Series 2017-H07, Class FG | 0.34 | -11.46 | 0.1082 | -0.0125 | |||||
| US64831HAM51 / New Residential Mortgage Loan Trust 2023-NQM1 | 0.34 | -7.69 | 0.1069 | -0.0074 | |||||
| VIRGINIA POWER FUEL SEC SR SECURED 05/29 5.088 / DBT (US92808VAA08) | 0.34 | -21.50 | 0.1067 | -0.0279 | |||||
| US36255WAA36 / GS Mortgage Securities Corp II | 0.33 | -14.14 | 0.1062 | -0.0161 | |||||
| US3138ENEW53 / Fannie Mae Pool | 0.33 | -4.86 | 0.1057 | -0.0044 | |||||
| US22550L2M24 / Credit Suisse AG/New York NY | 0.32 | 0.00 | 0.1027 | 0.0013 | |||||
| IRS EUR 2.25000 09/17/25-30Y LCH / DIR (EZV4L1QCFM97) | 0.32 | 18.75 | 0.1026 | 0.0171 | |||||
| US68389XCH61 / Oracle Corp | 0.32 | 0.95 | 0.1016 | 0.0019 | |||||
| US2620512044 / Drillco Holdings Luxembourg SA | 0.02 | 0.00 | 0.32 | -18.46 | 0.1010 | -0.0218 | |||
| US22535WAJ62 / Credit Agricole SA | 0.32 | 0.64 | 0.1001 | 0.0016 | |||||
| US80282KBF21 / Santander Holdings USA, Inc. | 0.31 | 0.65 | 0.0993 | 0.0017 | |||||
| US225401AV01 / Credit Suisse Group AG | 0.31 | 0.00 | 0.0989 | 0.0012 | |||||
| US345397C353 / Ford Motor Credit Co LLC | 0.31 | 0.32 | 0.0989 | 0.0013 | |||||
| US39541EAC75 / Greensaif Pipelines Bidco Sarl | 0.31 | -0.64 | 0.0987 | 0.0003 | |||||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | 0.31 | 0.0985 | 0.0985 | ||||||
| CAON34 / Capital One Financial Corporation - Depositary Receipt (Common Stock) | 0.31 | 1.31 | 0.0985 | 0.0023 | |||||
| US74977RDS04 / COOPERATIEVE RABOBANK UA | 0.31 | 0.33 | 0.0980 | 0.0016 | |||||
| US912810RR14 / United States Treasury Inflation Indexed Bonds | 0.31 | -2.84 | 0.0978 | -0.0020 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 0.31 | 0.00 | 0.0974 | 0.0012 | |||||
| US00774MBD65 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.31 | 0.00 | 0.0974 | 0.0010 | |||||
| US912810QX90 / United States Treas Bds Bond | 0.31 | -1.92 | 0.0972 | -0.0009 | |||||
| US78016FZW75 / Royal Bank of Canada | 0.31 | 0.66 | 0.0970 | 0.0017 | |||||
| MUTUAL OF OMAHA GLOBAL MUTUAL OF OMAHA GLOBAL / DBT (US62829D2D13) | 0.30 | 0.00 | 0.0968 | 0.0013 | |||||
| EXEEZ / Expand Energy Corporation - Equity Warrant | 0.30 | 1.00 | 0.0967 | 0.0020 | |||||
| US87264ADA07 / T-Mobile USA Inc | 0.30 | 0.66 | 0.0965 | 0.0016 | |||||
| CNQ / Canadian Natural Resources Limited | 0.30 | 1.00 | 0.0961 | 0.0019 | |||||
| US462613AK64 / IPALCO Enterprises Inc | 0.30 | -0.66 | 0.0958 | 0.0005 | |||||
| SCE.PRK / SCE Trust V - Preferred Security | 0.30 | 0.00 | 0.0958 | 0.0012 | |||||
| MMC / Marsh & McLennan Companies, Inc. - Depositary Receipt (Common Stock) | 0.30 | -0.33 | 0.0955 | 0.0009 | |||||
| US17325FBA57 / Citibank NA | 0.30 | -0.33 | 0.0954 | 0.0006 | |||||
| US3140XHNG87 / Fannie Mae Pool | 0.30 | -2.92 | 0.0951 | -0.0019 | |||||
| KILROY REALTY LP COMPANY GUAR 01/36 6.25 / DBT (US49427RAS13) | 0.30 | 0.67 | 0.0950 | 0.0015 | |||||
| ADNOC MURBAN RSC LTD ADNOC MURBAN RSC LTD / DBT (US00723L2A68) | 0.30 | 1.36 | 0.0948 | 0.0023 | |||||
| O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) | 0.30 | 1.02 | 0.0945 | 0.0020 | |||||
| US225401AP33 / Credit Suisse Group AG | 0.29 | 1.38 | 0.0933 | 0.0024 | |||||
| US92539DAA63 / Verus Securitization Trust 2023-2 | 0.29 | -9.03 | 0.0928 | -0.0082 | |||||
| US912810SM18 / US TII .25 02/15/2050 (TIPS) | 0.29 | -3.97 | 0.0921 | -0.0027 | |||||
| US00928QAU58 / Aircastle Ltd | 0.29 | 0.71 | 0.0907 | 0.0017 | |||||
| US64032PAA03 / Nelnet Student Loan Trust, Series 2023-AA, Class AFL | 0.28 | -8.50 | 0.0892 | -0.0071 | |||||
| US912810SW99 / United States Treasury Note/Bond | 0.28 | 0.0874 | 0.0874 | ||||||
| US3140QSPN58 / Federal National Mortgage Association | 0.26 | -2.24 | 0.0832 | -0.0009 | |||||
| US3140QSMW84 / Federal National Mortgage Association | 0.26 | -1.90 | 0.0821 | -0.0006 | |||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 A A1B 144A / ABS-O (US831943AB13) | 0.26 | -3.01 | 0.0821 | -0.0016 | |||||
| STATE STREET BANK + TR SR UNSECURED 11/29 4.782 / DBT (US857449AE22) | 0.26 | 1.19 | 0.0811 | 0.0018 | |||||
| US576433UM63 / MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 3A7 | 0.26 | -1.92 | 0.0809 | -0.0008 | |||||
| US529537AA08 / Lexington Realty Trust | 0.25 | 1.20 | 0.0804 | 0.0018 | |||||
| US45254NKD83 / Impac CMB Trust Series 2004-6 | 0.25 | -22.12 | 0.0795 | -0.0216 | |||||
| S1YK34 / Stryker Corporation - Depositary Receipt (Common Stock) | 0.24 | 9.77 | 0.0752 | 0.0076 | |||||
| US3617L7K736 / Ginnie Mae I Pool | 0.23 | -11.63 | 0.0726 | -0.0085 | |||||
| USL26915AA33 / FORESEA Holding SA | 0.22 | -1.76 | 0.0711 | -0.0004 | |||||
| US3137F5BX63 / Freddie Mac REMICS | 0.22 | -3.46 | 0.0710 | -0.0017 | |||||
| US912810SA79 / United States Treas Bds Bond | 0.22 | -2.63 | 0.0708 | -0.0011 | |||||
| US912810SD19 / United States Treas Bds Bond | 0.22 | 0.0704 | 0.0704 | ||||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 3 A 144A / ABS-O (US69547XAA00) | 0.22 | -16.28 | 0.0686 | -0.0127 | |||||
| US3129296L18 / Freddie Mac Gold Pool | 0.21 | -0.93 | 0.0680 | -0.0000 | |||||
| XS1110731806 / LANDMARK MORTGAGE SECURITIES P LMS 3 A REGS | 0.21 | 0.00 | 0.0678 | 0.0008 | |||||
| US07274EAK91 / BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.375% 11-21-30 | 0.21 | 1.44 | 0.0675 | 0.0017 | |||||
| US808513CJ29 / Charles Schwab Corp. (The) | 0.21 | 0.47 | 0.0674 | 0.0011 | |||||
| US29273VAS97 / Energy Transfer LP | 0.21 | 0.96 | 0.0667 | 0.0011 | |||||
| US00928QAX97 / Aircastle Ltd. | 0.21 | 0.00 | 0.0663 | 0.0008 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 0.21 | 0.49 | 0.0659 | 0.0012 | |||||
| US39541EAA10 / Greensaif Pipelines Bidco Sarl | 0.21 | 0.49 | 0.0655 | 0.0009 | |||||
| CDX IG44 5Y ICE / DCR (EZPF6RHH0ZV8) | 0.20 | 142.86 | 0.0648 | 0.0383 | |||||
| US80282KBF21 / Santander Holdings USA, Inc. | 0.20 | 2.01 | 0.0646 | 0.0021 | |||||
| LYG / Lloyds Banking Group plc - Depositary Receipt (Common Stock) | 0.20 | 0.00 | 0.0643 | 0.0009 | |||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 0.20 | 0.50 | 0.0640 | 0.0009 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 0.20 | 0.00 | 0.0637 | 0.0007 | |||||
| LYG / Lloyds Banking Group plc - Depositary Receipt (Common Stock) | 0.20 | 0.00 | 0.0636 | 0.0007 | |||||
| GREENSAIF PIPELINES BIDC SR SECURED 144A 08/42 6.1027 / DBT (US39541EAE32) | 0.20 | 0.00 | 0.0636 | 0.0005 | |||||
| US16411QAG64 / Cheniere Energy Partners LP | 0.20 | 1.55 | 0.0628 | 0.0017 | |||||
| FCT / Fincantieri S.p.A. | 0.20 | 2.07 | 0.0628 | 0.0020 | |||||
| US00774MAB19 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.20 | 1.03 | 0.0625 | 0.0012 | |||||
| US715638BE14 / Peruvian Government International Bond | 0.20 | -15.52 | 0.0624 | -0.0107 | |||||
| TSY INFL IX N/B 02/55 2.375 / DBT (US912810UH94) | 0.20 | 0.0624 | 0.0624 | ||||||
| US281020AM97 / Edison International | 0.19 | 0.52 | 0.0613 | 0.0009 | |||||
| US912810RW09 / United States Treasury Inflation Indexed Bonds | 0.19 | -3.52 | 0.0612 | -0.0014 | |||||
| US65480CAC91 / NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/26 1.85 | 0.19 | 0.53 | 0.0606 | 0.0009 | |||||
| US912810SG40 / United States Treasury Inflation Indexed Bonds | 0.19 | -3.65 | 0.0588 | -0.0016 | |||||
| US00130HCG83 / CORP. NOTE | 0.17 | 1.75 | 0.0555 | 0.0018 | |||||
| US3132DPYV48 / Freddie Mac Pool | 0.17 | -1.73 | 0.0541 | -0.0004 | |||||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 0.17 | 0.0536 | 0.0536 | ||||||
| US90932LAA52 / United Airlines, Bond | 0.16 | -4.09 | 0.0522 | -0.0016 | |||||
| BRITISH COLUMBIA PROV OF UNSECURED 06/34 4.15 / DBT (CA110709AK82) | 0.15 | 4.14 | 0.0481 | 0.0025 | |||||
| US43739EAP25 / HOMEBANC MORTGAGE TRUST HMBT 2005 1 A1 | 0.15 | -2.03 | 0.0461 | -0.0005 | |||||
| US15135BAZ40 / SENIOR UNSECURED GLOBAL NOTES | 0.13 | 1.59 | 0.0408 | 0.0012 | |||||
| ELIS SA SNR SE ICE / DCR (EZT1YKJB7C84) | 0.13 | 9.40 | 0.0407 | 0.0037 | |||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.13 | 0.0403 | 0.0403 | ||||||
| US912810SL35 / United States Treasury Note/Bond | 0.12 | -3.31 | 0.0373 | -0.0007 | |||||
| US36242DUL53 / GSR Mortgage Loan Trust 2005-AR1 | 0.11 | -0.87 | 0.0363 | 0.0001 | |||||
| HUNTINGTON AUTO TRUST HUNT 2024 1A A2 144A / ABS-O (US446144AC16) | 0.11 | -48.79 | 0.0339 | -0.0313 | |||||
| RGA GLOBAL FUNDING SECURED 144A 05/29 5.448 / DBT (US76209PAE34) | 0.10 | 0.98 | 0.0328 | 0.0005 | |||||
| US22822VBD29 / Crown Castle Inc | 0.10 | 0.98 | 0.0328 | 0.0007 | |||||
| US853254CW88 / STANDARD CHARTERED PLC REGD 144A P/P 6.75000000 | 0.10 | 0.00 | 0.0328 | 0.0003 | |||||
| C / Citigroup Inc. - Depositary Receipt (Common Stock) | 0.10 | 0.99 | 0.0324 | 0.0006 | |||||
| AVIATION CAPITAL GROUP AVIATION CAPITAL GROUP / DBT (US05369AAQ40) | 0.10 | 1.00 | 0.0323 | 0.0007 | |||||
| US00138CAU27 / Corebridge Global Funding | 0.10 | 0.00 | 0.0321 | 0.0003 | |||||
| SCE.PRK / SCE Trust V - Preferred Security | 0.10 | 1.00 | 0.0321 | 0.0005 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 0.10 | -0.99 | 0.0320 | 0.0003 | |||||
| US06051GHT94 / Bank of America Corp. | 0.10 | 1.02 | 0.0315 | 0.0004 | |||||
| US46647PAR73 / JPMorgan Chase & Co. | 0.10 | 1.02 | 0.0315 | 0.0006 | |||||
| US38141GWL49 / GOLDMAN SACHS GROUP INC SR UNSECURED 06/28 VAR | 0.10 | 0.00 | 0.0313 | 0.0005 | |||||
| US124857AR43 / ViacomCBS Inc | 0.10 | 1.04 | 0.0309 | 0.0005 | |||||
| US87264ACA16 / T-MOBILE USA INC 2.05% 02/15/2028 | 0.09 | 1.08 | 0.0300 | 0.0007 | |||||
| US65535HAY53 / Nomura Holdings Inc | 0.09 | 1.09 | 0.0296 | 0.0006 | |||||
| US44891ABT34 / Hyundai Capital America | 0.09 | 0.0296 | 0.0296 | ||||||
| XS0107289323 / THAMES WATER UTL | 0.09 | -4.17 | 0.0293 | -0.0011 | |||||
| US3133CCNP77 / FED HM LN PC POOL QH0398 FR 09/53 FIXED 5 | 0.09 | -2.22 | 0.0280 | -0.0004 | |||||
| FED HM LN PC POOL QI7562 FR 06/54 FIXED 6 / ABS-MBS (US3133WEMK36) | 0.09 | -4.35 | 0.0279 | -0.0012 | |||||
| US38376RAT32 / GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H10 FM | 0.09 | -14.71 | 0.0277 | -0.0046 | |||||
| US912810TK43 / U.S. Treasury Bonds | 0.08 | -2.35 | 0.0266 | -0.0003 | |||||
| IRS AUD 4.50000 09/18/24-10Y LCH / DIR (EZLG541MMLX8) | 0.08 | 116.22 | 0.0256 | 0.0138 | |||||
| US38376R5D47 / GNMA, Series 2017-H14, Class FD | 0.08 | -20.79 | 0.0255 | -0.0063 | |||||
| RFR USD SOFR/3.50000 12/18/24-30Y LCH / DIR (EZ4089K4KC85) | 0.08 | 40.00 | 0.0246 | 0.0072 | |||||
| US3138M0FJ41 / FNMA POOL AO8268 FN 07/42 FIXED 4.5 | 0.08 | 0.00 | 0.0242 | 0.0001 | |||||
| US912810SF66 / Us Treasury Bond | 0.07 | -2.67 | 0.0234 | -0.0004 | |||||
| US842400GK35 / Southern California Edison Co | 0.07 | 0.0231 | 0.0231 | ||||||
| US3128M6SU38 / Freddie Mac Gold Pool | 0.07 | -2.74 | 0.0228 | -0.0004 | |||||
| US912810SH23 / United States Treas Bds Bond | 0.07 | -96.85 | 0.0228 | -0.7421 | |||||
| FORD MOTOR COMPANY SNR S* ICE / DCR (EZD9TZS41F90) | 0.07 | -5.63 | 0.0215 | -0.0009 | |||||
| EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF53) | 0.07 | 0.0207 | 0.0207 | ||||||
| US3617AT2J19 / GNMA POOL BB3477 GN 09/47 FIXED 5 | 0.06 | 0.00 | 0.0205 | 0.0001 | |||||
| US912810SK51 / United States Treasury Note/Bond | 0.06 | -3.03 | 0.0204 | -0.0004 | |||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.06 | 0.0192 | 0.0192 | ||||||
| US59020UL789 / Merrill Lynch Mortgage Capital Inc. | 0.06 | -1.69 | 0.0185 | -0.0003 | |||||
| US3140H1WH96 / Fannie Mae Pool | 0.05 | -1.82 | 0.0174 | -0.0001 | |||||
| T-MOBILE USA INC SNR S* ICE / DCR (EZC460W3V7D6) | 0.05 | -6.90 | 0.0172 | -0.0010 | |||||
| US92922FR676 / WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR8 1A1A | 0.05 | -3.57 | 0.0172 | -0.0005 | |||||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 0.05 | 0.0170 | 0.0170 | ||||||
| USL269151134 / DRILLCO HLDG LUX SA | 0.00 | 0.00 | 0.05 | -19.30 | 0.0148 | -0.0032 | |||
| US12657VAA08 / CSWF 2021-SOP2 | 0.04 | -85.19 | 0.0140 | -0.0794 | |||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0.04 | 0.0128 | 0.0128 | ||||||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A2 144A / ABS-O (US78435VAB80) | 0.04 | -72.39 | 0.0118 | -0.0303 | |||||
| US2620511053 / Drillco Holdings Luxembourg SA | 0.00 | 0.00 | 0.04 | -18.60 | 0.0112 | -0.0024 | |||
| RFR USD SOFR/3.25000 06/18/25-30Y LCH / DIR (EZVR6JLJ0ZB5) | 0.04 | 0.0111 | 0.0111 | ||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | 0.03 | 0.0103 | 0.0103 | ||||||
| AT&T INC SNR S* ICE / DCR (EZVHX8BNGL14) | 0.03 | 7.41 | 0.0094 | 0.0008 | |||||
| IRS AUD 4.50000 09/20/23-10Y LCH / DIR (EZGXS4F4YYN6) | 0.03 | 100.00 | 0.0085 | 0.0043 | |||||
| US715638BD31 / REPUBLIC OF PERU SR UNSECURED 144A 08/31 6.95 | 0.02 | -17.24 | 0.0079 | -0.0012 | |||||
| US5899295W46 / Merrill Lynch Mortgage Investors Trust Series MLCC 2003-G | 0.02 | -4.00 | 0.0077 | -0.0004 | |||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0073 | 0.0073 | ||||||
| US31296YNM11 / FED HM LN PC POOL A22196 FG 05/34 FIXED 5 | 0.02 | 0.00 | 0.0070 | -0.0002 | |||||
| IRS AUD 4.50000 03/20/24-10Y LCH / DIR (EZJLKSMVQPQ8) | 0.02 | 122.22 | 0.0066 | 0.0034 | |||||
| CDX IG43 5Y ICE / DCR (EZ10N17RBN04) | 0.02 | -91.38 | 0.0065 | -0.0666 | |||||
| RFR USD SOFR/3.50000 12/18/24-1Y LCH / DIR (EZXN18T2XBB5) | 0.02 | 18.75 | 0.0063 | 0.0011 | |||||
| US31409XPU71 / FNMA POOL 881635 FN 02/36 FIXED 5.5 | 0.02 | 0.00 | 0.0059 | -0.0000 | |||||
| CAN 10YR BOND FUT SEP25 XMOD 20250918 / DIR (000000000) | 0.02 | 0.0053 | 0.0053 | ||||||
| LONG GILT FUTURE SEP25 IFLL 20250926 / DIR (GB00MP6FM953) | 0.02 | 0.0049 | 0.0049 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0048 | 0.0048 | ||||||
| RFR USD SOFR/3.64159 04/07/25-30Y* LCH / DIR (EZGJ99MVMFL2) | 0.01 | 0.0047 | 0.0047 | ||||||
| US3138XUCE06 / FNMA POOL AW4568 FN 06/29 FIXED 3 | 0.01 | -12.50 | 0.0046 | -0.0004 | |||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.01 | 0.0041 | 0.0041 | ||||||
| RFR USD SOFR/3.76473 12/17/24-30Y LCH / DIR (EZYDGJYHYRS1) | 0.01 | 300.00 | 0.0038 | 0.0028 | |||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0037 | 0.0037 | ||||||
| OIS MXN TIIE1+24/9.43* 12/19/25-3Y* CME / DIR (000000000) | 0.01 | 0.0037 | 0.0037 | ||||||
| US3138ADDB89 / FNMA POOL AI0097 FN 04/41 FIXED 4.5 | 0.01 | -9.09 | 0.0035 | 0.0000 | |||||
| US59020UQW89 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 WMC1 M2 | 0.01 | 0.00 | 0.0031 | 0.0000 | |||||
| US31403DGZ69 / Fannie Mae Pool | 0.01 | 0.00 | 0.0029 | -0.0001 | |||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.01 | 0.0027 | 0.0027 | ||||||
| RFR USD SOFR/3.68691 03/01/24-9Y* LCH / DIR (EZPPGS20SB55) | 0.01 | -63.64 | 0.0027 | -0.0044 | |||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0026 | 0.0026 | ||||||
| BOEING CO/THE SNR S* ICE / DCR (EZQMMTKX5F48) | 0.01 | 16.67 | 0.0024 | 0.0004 | |||||
| US36196TVR21 / GNMA POOL AY4224 GN 05/47 FIXED 5 | 0.01 | 20.00 | 0.0019 | 0.0000 | |||||
| THAMES SSNM 144A UNFUNDED COMM / DBT (955RVLII8) | 0.01 | 0.0019 | 0.0019 | ||||||
| BOEING CO/THE SNR S* ICE / DCR (EZ8LJVJQFWV8) | 0.01 | 150.00 | 0.0019 | 0.0013 | |||||
| US3128P7J793 / FED HM LN PC POOL C91186 FG 06/28 FIXED 5 | 0.01 | -16.67 | 0.0018 | -0.0002 | |||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0018 | 0.0018 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.01 | 0.0016 | 0.0016 | ||||||
| RFR USD SOFR/3.65471 04/07/25-30Y* LCH / DIR (EZGJ99MVMFL2) | 0.00 | 0.0015 | 0.0015 | ||||||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0014 | 0.0014 | ||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0014 | 0.0014 | ||||||
| BOEING CO/THE SNR S* ICE / DCR (EZPSJVQ30614) | 0.00 | 100.00 | 0.0014 | 0.0005 | |||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0014 | 0.0014 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0014 | 0.0014 | ||||||
| BOEING CO/THE SNR S* ICE / DCR (EZC4SH442RJ4) | 0.00 | 0.00 | 0.0013 | -0.0001 | |||||
| RFR USD SOFR/3.80662 04/02/25-30Y* LCH / DIR (EZGJ99MVMFL2) | 0.00 | 0.0013 | 0.0013 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0012 | 0.0012 | ||||||
| THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75 / DBT (XS3017976054) | 0.00 | 0.0012 | 0.0012 | ||||||
| US161630AN84 / CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 4A1 | 0.00 | 0.00 | 0.0011 | -0.0000 | |||||
| THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75 / DBT (XS3060649830) | 0.00 | 0.0011 | 0.0011 | ||||||
| US3138A5C425 / FNMA POOL AH3690 FN 01/41 FIXED 4.5 | 0.00 | 0.00 | 0.0009 | 0.0000 | |||||
| BOUGHT MXN SOLD USD 20251217 / DFE (000000000) | 0.00 | 0.0006 | 0.0006 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0006 | 0.0006 | ||||||
| OIS CAD CAONREPO/2.7404 03/10/25-9Y* LCH / DIR (EZFX115HKHQ4) | 0.00 | 0.0006 | 0.0008 | ||||||
| IRS MXN 9.43000 11/22/24-1Y* (WHT) CME / DIR (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | ||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | ||||||
| US07384MSH69 / Bear Stearns ARM Trust 2002-11 | 0.00 | 0.00 | 0.0003 | 0.0000 | |||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| US22541QRL85 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR22 3A1 | 0.00 | 0.0003 | -0.0000 | ||||||
| OIS MXN TIIE1/7.75000 04/07/25-5Y* CME / DIR (EZYVT7M6F4C6) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT MXN SOLD USD 20250818 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT MXN SOLD USD 20250818 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT PEN SOLD USD 20250825 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT IDR SOLD USD 20250721 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| RFR EUR ESTRON/2.05630 11/18/24-5Y* LCH / DIR (EZ64KXLFNMN4) | 0.00 | -100.00 | 0.0000 | -0.0014 | |||||
| RFR EUR ESTRON/2.05000 11/18/24-5Y* LCH / DIR (EZ64KXLFNMN4) | 0.00 | -100.00 | 0.0000 | -0.0014 | |||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT TWD SOLD USD 20250721 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| RFR EUR ESTRON/2.06280 11/14/24-5Y* LCH / DIR (EZ64KXLFNMN4) | 0.00 | -100.00 | 0.0000 | -0.0014 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT KRW SOLD USD 20250708 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| RFR USD SOFR/3.55016 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT KRW SOLD USD 20250716 / 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 20250702 / 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 SGD SOLD USD 20250702 / 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 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOLD IDR BOUGHT USD 20250716 / DFE (000000000) | 0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250708 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD IDR BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250708 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD IDR BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| RFR USD SOFR/3.5815* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD IDR BOUGHT USD 20250708 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD IDR BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| RFR USD SOFR/3.7091* 03/01/24-9Y* LCH / DIR (EZPPGS20SB55) | -0.00 | -100.00 | -0.0001 | -0.0072 | |||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD ILS BOUGHT USD 20250709 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| RFR USD SOFR/3.7165* 03/01/24-9Y* LCH / DIR (EZPPGS20SB55) | -0.00 | -100.00 | -0.0002 | -0.0073 | |||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| RFR USD SOFR/3.57226 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.00 | -0.0003 | -0.0004 | ||||||
| RFR JPY MUT+5.89/0.4500 03/20/19-10Y LCH / DIR (EZ372SBFZ7Z5) | -0.00 | 0.00 | -0.0004 | 0.0001 | |||||
| OIS CAD CAONREPO/3.0000 01/10/25-9Y* LCH / DIR (EZGTN9JZ4G83) | -0.00 | -66.67 | -0.0004 | 0.0008 | |||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| SOLD AUD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | ||||||
| OIS CAD CAONREPO/3.0000 01/08/25-9Y* LCH / DIR (EZGTN9JZ4G83) | -0.00 | -66.67 | -0.0006 | 0.0006 | |||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | ||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0008 | -0.0008 | ||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0008 | -0.0008 | ||||||
| RFR USD SOFR/3.71780 03/01/24-9Y* LCH / DIR (EZPPGS20SB55) | -0.00 | -109.09 | -0.0008 | -0.0079 | |||||
| RFR USD SOFR/3.72186 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.00 | -0.0008 | -0.0008 | ||||||
| OIS CAD CAONREPO/3.00000 01/13/25-8Y* LC / DIR (EZKVS9DRRQP2) | -0.00 | -60.00 | -0.0009 | 0.0010 | |||||
| RFR USD SOFR/3.7317* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.00 | -0.0009 | -0.0009 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0011 | -0.0011 | ||||||
| IRS AUD 4.00000 03/19/25-10Y LCH / DIR (EZMSCTBHCX60) | -0.00 | -80.00 | -0.0011 | 0.0036 | |||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0012 | -0.0012 | ||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0012 | -0.0012 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0012 | -0.0012 | ||||||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0014 | -0.0014 | ||||||
| RFR USD SOFR/3.72680 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.00 | -0.0014 | -0.0014 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0015 | -0.0015 | ||||||
| RFR USD SOFR/3.73910 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.00 | -0.0015 | -0.0015 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0016 | -0.0016 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0016 | -0.0016 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0016 | -0.0016 | ||||||
| RFR USD SOFR/3.58526 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.01 | -0.0017 | -0.0017 | ||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0017 | -0.0017 | ||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.01 | -0.0018 | -0.0018 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0018 | -0.0018 | ||||||
| SOLD PEN BOUGHT USD 20250929 / DFE (000000000) | -0.01 | -0.0018 | -0.0018 | ||||||
| SOLD PEN BOUGHT USD 20250929 / DFE (000000000) | -0.01 | -0.0018 | -0.0018 | ||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0020 | -0.0020 | ||||||
| OIS CAD CAONREPO/3.0000 01/23/25-9Y* LCH / DIR (EZM5CNHNBF74) | -0.01 | -78.79 | -0.0024 | 0.0080 | |||||
| RFR USD SOFR/3.75000 06/20/24-5Y LCH / DIR (EZN00HJGN4H7) | -0.01 | -450.00 | -0.0025 | -0.0034 | |||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0.01 | -0.0028 | -0.0028 | ||||||
| SOLD PEN BOUGHT USD 20251103 / DFE (000000000) | -0.01 | -0.0028 | -0.0028 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0030 | -0.0030 | ||||||
| SOLD PEN BOUGHT USD 20260209 / DFE (000000000) | -0.01 | -0.0032 | -0.0032 | ||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0037 | -0.0037 | ||||||
| SOLD PEN BOUGHT USD 20250922 / DFE (000000000) | -0.01 | -0.0041 | -0.0041 | ||||||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) | -0.01 | -60.00 | -0.0041 | 0.0056 | |||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0041 | -0.0041 | ||||||
| RFR USD SOFR/3.7626* 03/01/24-9Y* LCH / DIR (EZPPGS20SB55) | -0.01 | -159.09 | -0.0041 | -0.0113 | |||||
| SOLD PEN BOUGHT USD 20250915 / DFE (000000000) | -0.01 | -0.0044 | -0.0044 | ||||||
| SOLD PEN BOUGHT USD 20250825 / DFE (000000000) | -0.01 | -0.0045 | -0.0045 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0045 | -0.0045 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0046 | -0.0046 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0046 | -0.0046 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0046 | -0.0046 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0047 | -0.0047 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0048 | -0.0048 | ||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.02 | -0.0048 | -0.0048 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0050 | -0.0050 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0051 | -0.0051 | ||||||
| RFR USD SOFR/3.90000 09/02/25-9Y* LCH / DIR (000000000) | -0.02 | -0.0051 | -0.0051 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0051 | -0.0051 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0051 | -0.0051 | ||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0058 | -0.0058 | ||||||
| RFR USD SOFR/3.69392 09/03/24-7Y* CME / DIR (EZPDSL9DRNN3) | -0.02 | -333.33 | -0.0068 | -0.0099 | |||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.02 | -0.0074 | -0.0074 | ||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0.03 | -0.0090 | -0.0090 | ||||||
| OIS CAD CAONREPO/3.7500 12/20/23-10Y LCH / DIR (EZ1777XRV3N1) | -0.03 | -19.05 | -0.0109 | 0.0026 | |||||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | -0.04 | -0.0128 | -0.0128 | ||||||
| RFR USD SOFR/3.69100 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.05 | -0.0151 | -0.0151 | ||||||
| RFR USD SOFR/3.75000 12/18/24-5Y LCH / DIR (EZ2V74HC3Q62) | -0.06 | 323.08 | -0.0178 | -0.0136 | |||||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | -0.06 | -0.0193 | -0.0193 | ||||||
| RFR USD SOFR/3.75000 09/02/25-7Y* LCH / DIR (000000000) | -0.07 | -0.0216 | -0.0216 | ||||||
| RFR JPY MUTK/1.25000 06/18/25-7Y LCH / DIR (EZ9MYT9FCQB5) | -0.07 | -0.0231 | -0.0231 | ||||||
| OIS CAD CAONREPO/3.5000 03/28/24-8Y* LCH / DIR (EZ6CFT2N3TR9) | -0.09 | -21.05 | -0.0288 | 0.0072 | |||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -0.10 | -0.0315 | -0.0315 | ||||||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | -0.13 | -0.0403 | -0.0403 | ||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.28 | -0.0896 | -0.0896 | ||||||
| RFR USD SOFR/1.75000 06/15/22-5Y CME / DIR (EZG3K81HS5Q1) | -0.32 | -48.70 | -0.1003 | 0.0932 | |||||
| IRS EUR 2.25000 09/17/25-10Y LCH / DIR (EZNLCZXFPVL3) | -0.47 | -15.44 | -0.1495 | 0.0255 | |||||
| EW / Edwards Lifesciences Corporation | -2.94 | -143.91 | -0.9332 | -3.0582 |
