Basic Stats
Portfolio Value $ 5,986,095,082
Current Positions 1,584
Latest Holdings, Performance, AUM (from 13F, 13D)

VPVTRDV - PIMCO Total Return Portfolio Administrative has disclosed 1,584 total holdings in their latest SEC filings. Most recent portfolio value is calculated to be $ 5,986,095,082 USD. Actual Assets Under Management (AUM) is this value plus cash (which is not disclosed). VPVTRDV - PIMCO Total Return Portfolio Administrative’s top holdings are UMBS TBA (US:US01F0426811) , UMBS TBA (US:US01F0406854) , Uniform Mortgage-Backed Security, TBA (US:US01F0526800) , UMBS TBA (US:US01F0306781) , and FNMA 30YR TBA 3.0% AUG 20 TO BE ANNOUNCED 3.00000000 (US:US01F0306864) . VPVTRDV - PIMCO Total Return Portfolio Administrative’s new positions include UMBS TBA (US:US01F0426811) , UMBS TBA (US:US01F0406854) , Uniform Mortgage-Backed Security, TBA (US:US01F0526800) , UMBS TBA (US:US01F0306781) , and FNMA 30YR TBA 3.0% AUG 20 TO BE ANNOUNCED 3.00000000 (US:US01F0306864) .

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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 %
159.46 3.6158 2.9766
221.19 5.0154 2.1209
312.58 7.0876 1.4207
61.70 1.3990 1.3990
0.17 0.0038 1.1019
44.87 1.0174 1.0174
37.28 0.8454 0.8454
24.10 0.5465 0.5465
23.66 0.5365 0.4849
15.91 0.3608 0.3608
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 %
203.52 4.6147 -4.2876
180.83 4.1003 -4.0479
-40.58 -0.9201 -1.5147
38.68 0.8770 -1.0521
11.83 0.2682 -0.8354
26.22 0.5946 -0.6732
-48.22 -1.0935 -0.6458
181.62 4.1182 -0.5340
156.86 3.5568 -0.3282
1.74 0.0394 -0.1753
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
(%)
US01F0426811 / UMBS TBA 312.58 23.67 7.0876 1.4207
US01F0406854 / UMBS TBA 221.19 71.34 5.0154 2.1209
US01F0526800 / Uniform Mortgage-Backed Security, TBA 203.52 -48.74 4.6147 -4.2876
US01F0306781 / UMBS TBA 181.62 -24.00 4.1182 -0.5340
US01F0306864 / FNMA 30YR TBA 3.0% AUG 20 TO BE ANNOUNCED 3.00000000 180.83 -50.24 4.1003 -4.0479
US72202G3801 / PIMCO ST FLOATING NAV PORT IV MUTUAL FUND 164.27 1.31 3.7248 0.1130
US01F0506844 / UMBS TBA 159.46 459.37 3.6158 2.9766
US01F0606834 / Uniform Mortgage-Backed Security, TBA 156.86 -9.47 3.5568 -0.3282
US912810RJ97 / United States Treas Bds Bond 119.64 -2.26 2.7127 -0.0138
US91282CGW55 / United States Treasury Inflation Indexed Bonds 88.08 0.77 1.9971 0.0503
GB00BMV7TC88 / United Kingdom Gilt 61.70 1.3990 1.3990
US912810ST60 / TREASURY BOND 61.51 -10.94 1.3947 -0.1437
US912810SW99 / United States Treasury Note/Bond 47.48 -14.38 1.0766 -0.1587
US21H0506806 / GNMA 44.87 1.0174 1.0174
US21H0426799 / Ginnie Mae 38.68 -69.01 0.8770 -1.0521
US21H0406817 / Ginnie Mae 37.28 0.8454 0.8454
US912810SH23 / United States Treas Bds Bond 37.06 16.61 0.8403 0.1324
US912810RH32 / United States Treas Bds Bond 28.16 -2.24 0.6385 -0.0031
US3140QNPG11 / FNMA POOL CB3122 FN 03/52 FIXED 3 27.46 -3.07 0.6226 -0.0083
US912810SV17 / United States Treasury Inflation Indexed Bonds 27.21 -4.36 0.6169 -0.0167
RFR USD SOFR/1.75000 12/21/22-30Y CME / DIR (EZ000VCFPMC7) 26.58 6.32 0.6027 0.0458
EW / Edwards Lifesciences Corporation 26.22 -53.62 0.5946 -0.6732
US912810QS06 / United States Treas Bds Bond 24.83 -1.71 0.5629 0.0003
CITIGROUP REPO REPO 5807 / RA (000000000) 24.10 0.5465 0.5465
US91282CDX65 / United States Treasury Inflation Indexed Bonds 23.82 1.14 0.5401 0.0155
US TREASURY N/B 02/55 4.625 / DBT (US912810UG12) 23.66 922.12 0.5365 0.4849
Q / Quetzal Copper Corp. 22.18 -16.03 0.5030 -0.0855
IT0005246134 / Italy Buoni Poliennali Del Tesoro 22.14 9.98 0.5021 0.0536
ZAG000016320 / Republic of South Africa Government Bond 21.83 -25.12 0.4950 -0.1544
EUROPEAN UNION SR UNSECURED REGS 10/29 2.875 / DBT (EU000A3L1CN4) 21.39 9.82 0.4851 0.0512
US912810SJ88 / United States Treas Bds Bond 21.34 32.80 0.4839 0.1259
US912810RM27 / United States Treas Bds Bond 21.15 -2.34 0.4796 -0.0028
US01F0226831 / FEDERAL NATIONAL MORTGAGE ASSOCIATION 30YR TBA AUG 20.74 0.65 0.4702 0.0083
US912810RL44 / United States Treasury Inflation Indexed Bonds 19.91 -2.85 0.4514 -0.0050
GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H28 BF / ABS-MBS (US38383KLM26) 19.28 -1.14 0.4372 0.0028
US TREASURY N/B 05/54 4.625 / DBT (US912810UA42) 19.04 -3.19 0.4318 -0.0063
US225401AV01 / Credit Suisse Group AG 18.60 0.17 0.4218 0.0081
BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F 18.22 8.57 0.4130 0.0393
PEP01000C5I0 / BONOS DE TESORERIA 18.20 23.20 0.4128 0.0836
GB00BMV7TC88 / United Kingdom Gilt 18.20 6.43 0.4126 0.0318
US23345LAA70 / DOLP Trust 2021-NYC 17.92 1.27 0.4063 0.0122
US3133B77K80 / UMBS 17.59 -1.75 0.3987 0.0001
US91282CCM10 / United States Treasury Inflation Indexed Bonds 17.19 1.21 0.3897 0.0115
US65339KBR05 / NextEra Energy Capital Holdings Inc 17.12 1.81 0.3882 0.0136
US68249DAA72 / One New York Plaza Trust 2020-1NYP 16.83 1.40 0.3816 0.0119
US912810QT88 / United States Treas Bds Bond 16.82 -1.90 0.3814 -0.0005
US46647PCB04 / JPMorgan Chase & Co 16.61 0.73 0.3766 0.0093
US55375KAS50 / MSSG Trust, Series 2017-237P, Class A 16.38 0.59 0.3715 0.0087
FED HM LN PC POOL SD8494 FR 01/55 FIXED 5.5 / ABS-MBS (US3132DWNK52) 16.23 -2.32 0.3681 -0.0021
US65480CAC91 / NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/26 1.85 16.22 0.47 0.3679 0.0082
US928668AU66 / Volkswagen Group of America Finance LLC 16.04 0.75 0.3637 0.0091
US3133KRB291 / Freddie Mac Pool 15.98 -2.17 0.3624 -0.0015
US3132DNBC65 / FED HM LN PC POOL SD0935 FR 04/52 FIXED 3 15.98 -1.82 0.3623 -0.0002
US21H0606895 / Ginnie Mae 15.91 0.3608 0.3608
US446413AZ96 / Huntington Ingalls Industries Inc 15.83 1.94 0.3590 0.0131
US80622GAD60 / Scentre Group Trust 1 / Scentre Group Trust 2 15.81 0.26 0.3584 0.0072
US86562MCG33 / Sumitomo Mitsui Financial Group Inc 15.79 1.46 0.3579 0.0114
XS2178857954 / Romanian Government International Bond 15.69 10.88 0.3557 0.0406
US37940XAE22 / Global Payments Inc 15.63 0.83 0.3543 0.0091
US46647PBR64 / JPMorgan Chase & Co 15.38 1.01 0.3488 0.0096
US097023DA04 / Boeing Co/The 15.33 0.64 0.3475 0.0083
US654744AD34 / Nissan Motor Co Ltd 15.24 -3.40 0.3456 -0.0059
US09659W2P81 / BNP Paribas SA 15.24 1.91 0.3455 0.0125
USU5615XAA82 / MANHATTAN WEST 15.23 1.45 0.3454 0.0109
US866677AH07 / Sun Communities Operating LP 15.17 0.95 0.3439 0.0093
US3140XGR355 / Fannie Mae Pool 15.11 -2.98 0.3427 -0.0043
US29278GAP37 / Enel Finance International NV 14.92 2.17 0.3383 0.0130
US61774AAD54 / Morgan Stanley Direct Lending Fund 14.91 0.43 0.3381 0.0074
US00206RCP55 / AT&T Inc 14.82 1.38 0.3361 0.0104
XS1843433639 / Chile Government International Bond 14.67 11.82 0.3327 0.0404
US05369AAD37 / Aviation Capital Group LLC 14.59 0.25 0.3308 0.0067
US11135FBF71 / Broadcom, Inc. 14.46 1.50 0.3279 0.0105
US69121QAD34 / OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2006 4 A2C 14.35 0.06 0.3253 0.0059
US3140XGFP95 / Fannie Mae Pool 14.32 -2.66 0.3246 -0.0030
US36143L2D64 / GA Global Funding Trust 14.23 1.38 0.3226 0.0100
US912810SE91 / United States Treas Bds Bond 14.01 69.15 0.3176 0.1331
US23636ABC45 / Danske Bank A/S 13.95 0.37 0.3164 0.0068
US912810SY55 / United States Treasury Note/Bond 13.80 -2.02 0.3130 -0.0008
US38239PAA57 / Goodman US Finance Five LLC 13.75 0.87 0.3117 0.0081
US08163PBG46 / BMARK 22-B33 A5 3.3503% 01-15-32 13.73 0.92 0.3114 0.0083
GNMA II POOL MB0420 G2 06/55 FIXED 3.5 / ABS-MBS (US3618N5PE30) 13.67 0.3099 0.3099
US78432WAA18 / SFO Commercial Mortgage Trust 2021-555 13.63 0.99 0.3090 0.0084
US3140MHSL47 / Fannie Mae Pool 13.45 -4.14 0.3050 -0.0076
US26442TAF49 / DUKE UNIVERSITY 2.682000% 10/01/2044 13.43 -1.62 0.3046 0.0005
5831 / Shizuoka Financial Group,Inc. 13.41 1.77 0.3042 0.0106
US29364WBH07 / Entergy Louisiana LLC 13.40 2.70 0.3039 0.0132
US05551UAA34 / BIG COMMERCIAL MORTGAGE TRUST 2022-BIG SER 2022-BIG CL A V/R REGD 144A P/P 0.00000000 13.40 -1.59 0.3039 0.0005
TSY INFL IX N/B 02/54 2.125 / DBT (US912810TY47) 13.21 -3.68 0.2995 -0.0059
US44891ACA34 / Hyundai Capital America 13.11 1.42 0.2972 0.0094
US03027XAX84 / AMERICAN TOWER CORP SR UNSECURED 01/27 2.75 13.09 0.84 0.2967 0.0077
US38937LAB71 / Gray Oak Pipeline LLC 13.02 1.47 0.2952 0.0094
FNMA POOL MA5420 FN 07/54 FIXED 5.5 / ABS-MBS (US31418FAW77) 12.61 -2.78 0.2860 -0.0030
US21H0206753 / GINNIE MAE II POOL 30YR TBA (JULY) 12.46 -3.15 0.2826 -0.0059
US26835PAH38 / EDP Finance BV 12.45 1.30 0.2822 0.0086
US05551JAA88 / BAMLL Commercial Mortgage Securities Trust 2020-BOC 12.28 -2.06 0.2783 -0.0008
US43289VAA17 / Hilton USA Trust 2016-SFP 12.25 2.55 0.2777 0.0117
US465972AA56 / JP Morgan Chase Commercial Mortgage Securities Trust, Series 2022-DATA, Class A 12.22 1.79 0.2770 0.0097
ING / ING Groep N.V. - Depositary Receipt (Common Stock) 12.21 1.34 0.2768 0.0085
US TREASURY N/B 08/54 4.25 / DBT (US912810UC08) 12.15 -3.26 0.2755 -0.0042
US89178BAA26 / TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A 12.09 -4.19 0.2741 -0.0069
US62954HAZ10 / NXP BV / NXP Funding LLC / NXP USA Inc 12.03 0.31 0.2728 0.0056
US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND 11.83 -76.13 0.2682 -0.8354
US3140QNYG10 / FNMA 30YR 3% 03/01/2052#CB3410 11.77 -2.42 0.2670 -0.0018
US95000U3G61 / Wells Fargo & Co 11.63 0.50 0.2637 0.0060
US48275EAA47 / KREF 2022-FL3 Ltd 11.54 -13.57 0.2617 -0.0357
US11135FBP53 / SR UNSECURED 144A 11/35 3.137 11.53 1.77 0.2614 0.0091
ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A AR3 144A / ABS-CBDO (US03328QBL41) 11.53 0.15 0.2613 0.0050
R2035 / South Africa - Corporate Bond/Note 11.43 48.35 0.2592 0.0876
US29157TAD81 / EMORY UNIVERSITY 11.42 1.78 0.2589 0.0090
XS1110731806 / LANDMARK MORTGAGE SECURITIES P LMS 3 A REGS 11.37 0.13 0.2577 0.0049
US65540UAN37 / NOMURA RESECURITIZATION TRUST NMRR 2015 2R 3A2 144A 11.31 1.09 0.2564 0.0072
5831 / Shizuoka Financial Group,Inc. 11.29 0.2560 0.2560
US912810SL35 / United States Treasury Note/Bond 11.22 -2.94 0.2545 -0.0031
US606822BZ65 / Mitsubishi UFJ Financial Group, Inc. 11.20 0.90 0.2540 0.0067
US00217VAA89 / AREIT 2022-CRE7 LLC 11.15 -10.76 0.2528 -0.0255
US842434CW01 / Southern California Gas Co. 11.07 0.91 0.2511 0.0067
US46655LAE48 / J.P. Morgan Mortgage Trust 11.06 -1.35 0.2507 0.0011
US30212PAR64 / Expedia Group Inc 11.04 1.20 0.2504 0.0073
US681936BM17 / Omega Healthcare Investors Inc 10.99 1.45 0.2491 0.0079
US38239JAA97 / Goodman US Finance Three LLC 10.98 0.88 0.2490 0.0065
US55284JAA79 / MF1 2022-FL8 Ltd 10.93 -12.57 0.2479 -0.0306
US694308KB20 / Pacific Gas and Electric Co 10.74 0.88 0.2435 0.0064
US67114WAA99 / ONSLOW BAY FINANCIAL LLC OBX 2022 INV2 A1 144A 10.71 -2.02 0.2429 -0.0006
US36262RAB33 / GS Mortgage-Backed Securities Trust 2021-HP1 10.70 -2.24 0.2427 -0.0012
US26442UAL89 / Duke Energy Progress LLC 10.43 1.90 0.2364 0.0085
US21H0606713 / Ginnie Mae 10.35 0.2347 0.2347
XS0767581407 / Lloyds Bank PLC 10.31 3.77 0.2337 0.0125
US90351DAF42 / UBS Group AG 10.27 0.11 0.2329 0.0044
BAIN CAPITAL CREDIT CLO, LIMIT BCC 2022 3A A1R 144A / ABS-CBDO (US05684NAL55) 10.26 0.2326 0.2326
US64831DAB82 / NEW RESIDENTIAL MORTGAGE LOAN NRZT 2022 INV1 A2 144A 10.24 -2.10 0.2322 -0.0008
US55285BAA35 / MF1 2022-FL10 LLC MF1 2022-FL10 A 10.21 -5.66 0.2314 -0.0095
US86944BAH69 / SUTTER HEALTH UNSECURED 08/40 3.161 10.15 1.14 0.2301 0.0066
US912810SF66 / Us Treasury Bond 10.02 -2.56 0.2273 -0.0018
US918307AC33 / SER 2021-INV4 CL A3 V/R REGD 144A P/P 2.50000000 10.00 -2.07 0.2268 -0.0007
US29003JAC80 / Elmwood CLO 15 Ltd 10.00 0.00 0.2267 0.0040
US06051GLS65 / Bank of America Corp 9.90 0.52 0.2244 0.0051
US01166VAA70 / Alaska Airlines 2020-1 Class A Pass Through Trust 9.89 0.42 0.2243 0.0049
US80413TBC27 / Saudi Government International Bond 9.78 0.27 0.2218 0.0045
US0158578734 / Algonquin Power & Utilities Corp 9.75 -0.05 0.2212 0.0038
5831 / Shizuoka Financial Group,Inc. 9.74 -2.73 0.2208 -0.0022
US3133B3L540 / Freddie Mac Pool 9.68 -1.97 0.2196 -0.0005
TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A / ABS-MBS (XS2799791848) 9.67 -0.51 0.2193 0.0028
US54251MAD65 / Long Beach Mortgage Loan Trust 9.67 -1.44 0.2192 0.0007
US38382YY644 / Government National Mortgage Association 9.63 -0.07 0.2183 0.0037
BMW US CAPITAL LLC COMPANY GUAR 144A 03/28 4.75 / DBT (US05565ECW30) 9.61 0.91 0.2179 0.0058
MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock) 9.57 0.80 0.2170 0.0055
US928668BB76 / Volkswagen Group of America Finance LLC 9.53 0.65 0.2161 0.0052
MASSMUTUAL GLOBAL FUNDIN SR SECURED 144A 10/27 4.3 / DBT (US57629W3T56) 9.53 0.53 0.2161 0.0049
COOPERATIEVE RABOBANK UA COOPERATIEVE RABOBANK UA / DBT (US74977RDT86) 9.49 0.72 0.2152 0.0053
US3132DWJL81 / Freddie Mac Pool 9.47 -2.42 0.2148 -0.0014
PROLOGIS LP SR UNSECURED 02/33 4.2 / DBT (CA74340XCP48) 9.47 5.81 0.2146 0.0154
US61747YFF79 / Morgan Stanley 9.46 0.55 0.2146 0.0050
US46647PDU75 / JPMorgan Chase & Co. 9.45 0.62 0.2142 0.0051
69511JD28 / PACIFICORP 9.44 0.61 0.2140 0.0051
BK / The Bank of New York Mellon Corporation - Depositary Receipt (Common Stock) 9.42 0.94 0.2136 0.0057
US38382Y3J05 / Government National Mortgage Association 9.36 -0.64 0.2123 0.0024
MORGAN STANLEY BANK NA MORGAN STANLEY BANK NA / DBT (US61690U7Z70) 9.36 -0.17 0.2122 0.0034
VIRGINIA POWER FUEL SEC SR SECURED 05/33 4.877 / DBT (US92808VAB80) 9.36 0.57 0.2122 0.0049
E1IX34 / Edison International - Depositary Receipt (Common Stock) 9.30 0.23 0.2109 0.0042
SCE.PRK / SCE Trust V - Preferred Security 9.30 0.38 0.2108 0.0045
4020 / Saudi Real Estate Company 9.30 1.01 0.2108 0.0058
T MOBILE US TRUST TMUST 2024 1A A 144A / ABS-O (US87267RAA32) 9.28 -0.06 0.2103 0.0036
US904678AU32 / UniCredit SpA 9.25 0.59 0.2098 0.0049
MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) 9.22 1.00 0.2090 0.0057
US37046US851 / General Motors Financial Co Inc 9.19 -0.53 0.2084 0.0026
US94988J6G76 / Wells Fargo Bank NA 9.17 -0.26 0.2080 0.0032
BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F 9.13 1.84 0.2071 0.0073
US06051GGF00 / Bank of America Corp 9.12 0.40 0.2069 0.0045
MERCEDES BENZ FIN NA COMPANY GUAR 144A 11/27 4.9 / DBT (US58769JAZ03) 9.11 0.2065 0.2065
AXP / American Express Company - Depositary Receipt (Common Stock) 9.08 -0.21 0.2060 0.0032
ATHENE GLOBAL FUNDING ATHENE GLOBAL FUNDING / DBT (US04685A3S83) 9.06 -0.32 0.2055 0.0030
AVGO / Broadcom Inc. - Depositary Receipt (Common Stock) 9.03 0.19 0.2048 0.0040
US63861VAJ61 / Nationwide Building Society 9.02 -0.19 0.2046 0.0032
US05571AAQ85 / BPCE SA 9.01 -0.33 0.2043 0.0029
US90932LAJ61 / United Airlines 2023-1 Class A Pass Through Trust 8.90 0.62 0.2018 0.0048
US36267EAD31 / GS MORTGAGE-BACKED SECURITIES CORP TRUST 202 SER 2022-PJ2 CL A4 V/R REGD 144A P/P 2.50000000 8.89 -3.38 0.2017 -0.0034
US36179W2U15 / Ginnie Mae II Pool 8.86 -2.93 0.2009 -0.0024
N1WG34 / NatWest Group plc - Depositary Receipt (Common Stock) 8.83 1.78 0.2002 0.0070
US83613FAA93 / Soundview Home Loan Trust, Series 2007-OPT5, Class 1A1 8.78 -0.72 0.1991 0.0021
ENEL FINANCE INTL NV ENEL FINANCE INTL NV / DBT (US29278GBD97) 8.76 0.78 0.1987 0.0050
US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) 8.74 0.1982 0.1982
US03880XAA46 / Arbor Realty Collateralized Loan Obligation Ltd., Series 2022-FL1, Class A 8.67 -10.98 0.1967 -0.0204
BNP / BNP Paribas SA 8.63 0.89 0.1956 0.0052
US38382YQ301 / Government National Mortgage Association 8.59 -0.77 0.1947 0.0019
US65535HAS85 / Nomura Holdings Inc 8.53 1.75 0.1934 0.0067
US35729PMF44 / Fremont Home Loan Trust 2005-D 8.51 -2.58 0.1929 -0.0016
US694308JM04 / PACIFIC GAS and ELECTRIC CO 4.55% 07/01/2030 8.50 0.84 0.1926 0.0050
FANNIE MAE FNR 2025 18 FM / ABS-MBS (US3136BVKH00) 8.49 -4.88 0.1925 -0.0063
US02005NBU37 / Ally Financial Inc 8.45 1.09 0.1916 0.0054
US3138ERM720 / FNMA POOL AL9381 FN 06/30 FIXED VAR 8.44 -8.35 0.1914 -0.0138
US3133KN4P50 / FED HM LN PC POOL RA7130 FR 04/52 FIXED 3 8.39 -1.20 0.1903 0.0011
US46647PDW32 / JPMorgan Chase & Co 8.38 -0.18 0.1900 0.0030
SAN / Banco Santander, S.A. - Depositary Receipt (Common Stock) 8.33 0.02 0.1890 0.0034
FREDDIE MAC FHR 5468 QF / ABS-MBS (US3137HHBP51) 8.32 -4.71 0.1887 -0.0058
US912810RG58 / United States Treas Bds Bond 8.31 -2.22 0.1884 -0.0009
RFR USD SOFR/3.50000 06/20/24-30Y LCH / DIR (EZV8ZC6L7CY8) 8.23 13.08 0.1866 0.0245
HASI / HA Sustainable Infrastructure Capital, Inc. 8.20 0.1860 0.1860
CUMULUS STATIC CLO CMLST 2024 1A A 144A / ABS-CBDO (XS2797421414) 8.18 1.96 0.1856 0.0068
US225401AZ15 / Credit Suisse Group AG 8.16 1.52 0.1850 0.0060
US361841AK54 / GLP Capital LP / GLP Financing II Inc 8.10 0.70 0.1837 0.0045
CBOM / Credit Bank of Moscow (public joint-stock company) 8.07 0.60 0.1830 0.0043
US57629WDL19 / MassMutual Global Funding II 8.06 0.21 0.1828 0.0036
US912810SM18 / US TII .25 02/15/2050 (TIPS) 7.98 -3.94 0.1809 -0.0041
5831 / Shizuoka Financial Group,Inc. 7.97 0.1807 0.1807
CHARTER COMM OPT LLC/CAP CHARTER COMM OPT LLC/CAP / DBT (US161175CQ56) 7.96 1.38 0.1805 0.0056
T MOBILE USA INC T MOBILE USA INC / DBT (US87264ADL61) 7.95 1.12 0.1802 0.0052
US04002VAA98 / AREIT Trust, Series 2022-CRE6, Class A 7.94 -0.26 0.1800 0.0027
US36257CAA53 / GS Mortgage Securities Corp Trust 2017-GPTX 7.93 0.55 0.1799 0.0041
US21H0406734 / Ginnie Mae 7.90 0.1792 0.1792
E1OG34 / EOG Resources, Inc. - Depositary Receipt (Common Stock) 7.85 0.1779 0.1779
US74977RDK77 / Cooperatieve Rabobank UA 7.83 0.93 0.1774 0.0047
US89114TZT23 / Toronto-Dominion Bank/The 7.82 0.77 0.1772 0.0045
US3132DQRQ19 / FED HM LN PC POOL SD3195 FR 06/53 FIXED 5 7.78 -4.24 0.1765 -0.0046
GOLDMAN SACHS BANK USA SR UNSECURED 03/27 VAR / DBT (US38151LAE02) 7.72 0.05 0.1751 0.0032
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AMERICAN MEDICAL SYST EU COMPANY GUAR 03/29 3.375 / DBT (XS2772266420) 7.59 9.99 0.1721 0.0184
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CITIBANK NA CITIBANK NA / DBT (US17325FBE79) 7.01 -0.26 0.1589 0.0024
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US TREASURY N/B 05/44 4.625 / DBT (US912810UB25) 6.96 -2.26 0.1579 -0.0008
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ACI1G4C61 / IVORY COAST SR UNSECURED 144A 10/31 5.875 6.92 9.88 0.1569 0.0166
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HYUNDAI CAPITAL AMERICA HYUNDAI CAPITAL AMERICA / DBT (US44891ACU97) 5.59 0.65 0.1268 0.0030
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REPUBLIC OF POLAND REPUBLIC OF POLAND / DBT (US731011AY80) 4.63 1.40 0.1049 0.0033
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MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) 4.60 0.77 0.1042 0.0026
DANSKE / Danske Bank A/S 4.58 0.07 0.1038 0.0019
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AMEREN MISSOURI SEC FU I SR SECURED 10/41 4.85 / DBT (US023940AA78) 4.47 -0.38 0.1013 0.0014
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MMC / Marsh & McLennan Companies, Inc. - Depositary Receipt (Common Stock) 4.25 0.95 0.0964 0.0026
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ORCL / Oracle Corporation - Depositary Receipt (Common Stock) 4.07 0.82 0.0922 0.0024
GPJA / Georgia Power Company - Preferred Security 4.06 0.17 0.0920 0.0018
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JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) 4.00 0.0907 0.0907
JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) 4.00 0.0907 0.0907
JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) 4.00 0.0907 0.0907
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BMY / Bristol-Myers Squibb Company - Depositary Receipt (Common Stock) 3.48 0.66 0.0790 0.0019
AVIATION CAPITAL GROUP AVIATION CAPITAL GROUP / DBT (US05369AAQ40) 3.46 1.05 0.0786 0.0022
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FNMA POOL FS8865 FN 02/35 FIXED VAR / ABS-MBS (US3140XQZ753) 3.35 -6.50 0.0761 -0.0038
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4020 / Saudi Real Estate Company 3.25 0.43 0.0738 0.0016
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XS2301385832 / Invesco Euro CLO I DAC 3.14 -0.51 0.0711 0.0009
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US44891ACR68 / Hyundai Capital America 2.53 0.52 0.0574 0.0013
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BRITISH COLUMBIA PROV OF UNSECURED 06/34 4.15 / DBT (CA110709AK82) 2.35 4.36 0.0532 0.0031
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US694308JC22 / Pacific Gas and Electric Co 1.99 0.56 0.0451 0.0010
US25151UAA51 / Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-AR2 1.96 -1.16 0.0445 0.0003
US83612NAC92 / Soundview Home Loan Trust 2007-WMC1 1.96 -0.61 0.0445 0.0005
DATABRICKS INC LAST OUT TERM LOAN / LON (BA000D206) 1.96 0.26 0.0445 0.0009
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PCG.PRD / Pacific Gas and Electric Company - Preferred Stock 1.88 -0.95 0.0427 0.0004
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US716973AE24 / Pfizer Investment Enterprises Pte Ltd 1.70 0.77 0.0384 0.0010
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US88522XAE13 / Thornburg Mortgage Securities Trust, Series 2007-3, Class 3A1 1.66 -2.23 0.0377 -0.0002
US708696BY48 / Pennsylvania Electric Co. 1.65 0.73 0.0374 0.0009
US3131XVXG54 / FED HM LN PC POOL ZM2479 FR 01/47 FIXED 4 1.63 -7.24 0.0369 -0.0022
US76110W7R11 / RESIDENTIAL ASSET SECURITIES C RASC 2005 EMX5 A3 1.62 -0.37 0.0368 0.0005
XS2576550672 / Thames Water Utilities Finance plc 1.62 -3.69 0.0367 -0.0007
XS1697698188 / WARWICK FINANCE RESIDENTIAL MO WARW 3A C 144A 1.62 6.60 0.0367 0.0029
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JP MORGAN MORTGAGE TRUST JPMMT 2024 VIS1 A1 144A / ABS-MBS (US465970AA90) 1.60 -4.94 0.0362 -0.0012
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US71951QAA04 / Physicians Realty L.P. 1.55 0.26 0.0351 0.0007
US404119CP27 / HCA Inc 1.53 0.92 0.0348 0.0009
US60687YBH18 / Mizuho Financial Group Inc 1.51 1.88 0.0343 0.0012
FNMA POOL BZ2346 FN 11/29 FIXED 4.3 / ABS-MBS (US3140NWTC96) 1.51 0.80 0.0342 0.0009
PANTHEON SNR DBT SCNDRS IIIUSD TERM LOAN / LON (BA000HYC6) 1.50 0.0340 0.0340
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US362463AC59 / GSAMP Trust 2006-NC2 1.44 -1.03 0.0327 0.0003
US751151AA94 / RALI Trust, Series 2006-QS12, Class 1A1 1.39 -3.27 0.0315 -0.0005
US00441XAD66 / ACE SECURITIES CORP. ACE 2006 NC2 A2C 1.37 0.00 0.0311 0.0006
US46629KAD19 / JP MORGAN MORTGAGE ACQUISITION TRUST 2006-WMC3 1.36 -0.80 0.0309 0.0003
US12660WAA36 / Credit Suisse Mortgage Capital Certificates 1.35 -0.15 0.0307 0.0005
US845437BR25 / Southwestern Electric Power Co 1.35 0.82 0.0306 0.0008
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RFR USD SOFR/3.50000 12/18/24-30Y LCH / DIR (EZ4089K4KC85) 1.34 39.75 0.0305 0.0090
US12666XAB38 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 QH1 A1B 144A 1.33 -2.35 0.0302 -0.0002
S1NP34 / Synopsys, Inc. - Depositary Receipt (Common Stock) 1.31 0.46 0.0298 0.0007
US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 1.31 0.54 0.0298 0.0007
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US38376RPV23 / Government National Mortgage Association 1.26 -13.75 0.0285 -0.0040
US70069FGE16 / PARK PLACE SECURITIES INC ASSET-BACKED PASS-THROUG PPSI 2005-WHQ1 M5 1.23 -11.11 0.0279 -0.0029
NATIONAL FOOTBAL LEAGUE 4.5YR / DBT (902EYJ902) 1.22 0.74 0.0277 0.0007
NATIONAL FOOTBAL LEAGUE 4.5YR / DBT (902EZU906) 1.22 0.74 0.0277 0.0007
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US459506AP65 / INTERNATIONAL FLAVORS and FRAGRANCES INC 1.832% 10/15/2027 144A 1.20 -73.65 0.0273 -0.0743
US46626LCC28 / JP Morgan Mortgage Acquisition Corp., Series 2005-FRE1, Class M1 1.20 -12.67 0.0272 -0.0034
US3140XHNG87 / Fannie Mae Pool 1.20 -2.92 0.0272 -0.0003
US912810TP30 / US TREASURY I/L 1.5% 02-15-53 1.20 -3.86 0.0272 -0.0006
US12667GC849 / Alternative Loan Trust 2005-43 1.17 -0.68 0.0265 0.0003
US124857AX11 / ViacomCBS Inc 1.17 0.78 0.0264 0.0007
US05530NAA54 / BCAP LLC Trust 2007-AA2 1.15 -3.20 0.0260 -0.0004
XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 1.14 0.0260 0.0260
XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 1.14 0.0259 0.0259
SAN / Banco Santander, S.A. - Depositary Receipt (Common Stock) 1.14 1.15 0.0259 0.0007
BOUGHT GBP SOLD USD 20250702 / DFE (000000000) 1.14 0.0259 0.0259
US17309BAL18 / Citigroup Mortgage Loan Trust, Series 2006-WF2, Class A1 1.14 -2.65 0.0258 -0.0002
US06051GLG28 / Bank of America Corp 1.12 0.63 0.0255 0.0006
US694308HN05 / Pacific Gas & Electric Co 1.12 -4.20 0.0254 -0.0006
US38376RVV58 / Government National Mortgage Association 1.12 -20.11 0.0253 -0.0058
PRJCT ALFA INVSTINDUSTRAL VIII 2025 EUR TERM LOAN 2 / LON (BA000GNP1) 1.11 9.01 0.0252 0.0025
US933631AD53 / WaMu Asset-Backed Certificates WaMu Series 2007-HE1 Trust 1.09 0.28 0.0248 0.0005
US31329PC356 / Federal Home Loan Mortgage Corporation 1.07 -0.19 0.0243 0.0004
STEPSTNE GRUP MDCO 2 GMBH THE USD TERM LOAN / LON (BA000BVC2) 1.07 -1.66 0.0243 0.0000
US462613AP51 / CORP. NOTE 1.06 0.86 0.0240 0.0006
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COREBRIDGE GLOB FUNDING COREBRIDGE GLOB FUNDING / DBT (US00138CBB37) 1.01 0.40 0.0228 0.0005
TREASURY BILL 09/25 0.00000 / DBT (US912797PW16) 1.01 0.0228 0.0228
ING27 / ING Groep NV 1.00 0.71 0.0226 0.0006
US23243AAB26 / Alternative Loan Trust 2006-OA12 0.98 -5.50 0.0222 -0.0009
US81879MAW91 / SG Mortgage Securities Trust, Series 2006-FRE1, Class A2C 0.97 0.31 0.0221 0.0005
US45667SAA50 / IndyMac INDX Mortgage Loan Trust, Series 2006-AR35, Class 2A1A 0.97 -1.62 0.0220 0.0000
DUKB34 / Duke Energy Corporation - Depositary Receipt (Common Stock) 0.96 10.51 0.0217 0.0024
US00443PAB58 / ACE SECURITIES CORP. ACE 2007 HE2 A2A 0.94 -1.16 0.0212 0.0001
US3140NJXM12 / Fannie Mae Pool 0.93 -0.32 0.0211 0.0003
XS1697701826 / WARWICK FINANCE RESIDENTIAL MO WARW 3A D 144A 0.92 6.60 0.0209 0.0016
US05951GAQ55 / Banc of America Funding 2007-2 Trust 0.92 -0.22 0.0208 0.0003
XS1697706890 / WARWICK FINANCE RESIDENTIAL MO WARW 3A E 144A 0.91 6.67 0.0207 0.0016
USL269151217 / DRILLCO HLDG LUX S A 0.04 0.00 0.89 -18.65 0.0202 -0.0042
XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 0.89 0.0201 0.0201
US59023AAC09 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 MLN1 A2B 0.88 -11.52 0.0200 -0.0022
US31418EW300 / Fannie Mae Pool 0.88 -2.67 0.0199 -0.0002
US3136BBAR38 / Fannie Mae-Aces 0.87 -7.17 0.0197 -0.0012
US756109AW41 / Realty Income Corp. 0.86 1.41 0.0196 0.0006
US17315MAK18 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2009 7 5A2 144A 0.86 -0.69 0.0195 0.0002
US41161PVK64 / HarborView Mortgage Loan Trust, Series 2005-12, Class 2A12 0.85 -4.62 0.0192 -0.0006
US500945AB61 / Kubota Credit Owner Trust 2023-2 0.84 -57.92 0.0191 -0.0254
US762009AL27 / RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 S6 1A11 0.84 0.72 0.0190 0.0005
USP78024AF61 / REPUBLIC OF PERU SR UNSECURED REGS 08/32 6.15 0.79 6.78 0.0179 0.0014
US59020U6K64 / Merrill Lynch Mortgage Investors Trust Series 2006-WMC2 0.79 -2.35 0.0179 -0.0001
US69121TAC99 / OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2006 6 A2B 0.77 -1.91 0.0175 -0.0000
US3617YD2W16 / GNMA POOL CL6189 GN 03/52 FIXED 4 0.77 -4.01 0.0174 -0.0004
US00774MAW55 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust 0.76 1.46 0.0173 0.0005
US3617VSWM08 / GNMA POOL CE4252 GN 10/51 FIXED 4 0.75 0.0170 0.0170
US46628BAG59 / JP MORGAN MORTGAGE TRUST JPMMT 2006 A6 1A4L 0.74 -2.49 0.0169 -0.0001
US31402C4G48 / Fannie Mae Pool 0.74 -4.67 0.0167 -0.0005
US61745M4R15 / MORGAN STANLEY MORTGAGE LOAN T MSM 2005 3AR 3A 0.72 -4.54 0.0162 -0.0005
IRS AUD 4.50000 09/20/23-10Y LCH / DIR (EZGXS4F4YYN6) 0.71 100.28 0.0160 0.0081
US3140NJQL12 / UMBS 0.70 -0.42 0.0160 0.0002
US66988YAE23 / NovaStar Mortgage Funding Trust, Series 2006-5, Class A2D 0.70 -0.28 0.0160 0.0002
US46629KAF66 / JP Morgan Mortgage Acquisition Trust 0.70 -0.71 0.0159 0.0002
US842400GK35 / Southern California Edison Co 0.69 0.0156 0.0156
US31418CR973 / Federal National Mortgage Association 0.68 -1.74 0.0154 0.0000
XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 0.67 0.0153 0.0153
US41161PWV11 / HarborView Mortgage Loan Trust 2005-14 0.67 0.30 0.0152 0.0003
US36179TV774 / Ginnie Mae II Pool 0.66 -2.64 0.0151 -0.0001
SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A2 144A / ABS-O (US78435VAB80) 0.66 -72.33 0.0150 -0.0382
US46626LFN55 / JP MORGAN MORTGAGE ACQUISITION CORP 2006-FRE1 SER 2006-FRE1 CL M1 V/R REGD 2.09800000 0.66 -15.90 0.0149 -0.0025
BOUGHT CAD SOLD USD 20250702 / DFE (000000000) 0.66 0.0149 0.0149
US3136APAH50 / Fannie Mae REMICS 0.65 -6.20 0.0148 -0.0007
US00437NAD49 / Accredited Mortgage Loan Trust 2006-2 0.65 -13.96 0.0147 -0.0021
GNMA POOL CL6201 GN 03/52 FIXED 4 / ABS-MBS (US3617YD3J95) 0.65 38.92 0.0147 0.0043
US912810SK51 / United States Treasury Note/Bond 0.64 -2.72 0.0146 -0.0002
CMLTI / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2003 HE3 A 0.62 -15.56 0.0142 -0.0023
DGZ / DB Gold Short ETN 0.61 0.16 0.0138 0.0003
GB00BMBL1D50 / United Kingdom Gilt 0.61 0.83 0.0138 0.0003
IRS AUD 4.50000 09/18/24-10Y LCH / DIR (EZLG541MMLX8) 0.60 115.36 0.0137 0.0074
US3128KKPB94 / FHLMC 0.60 -1.32 0.0136 0.0001
US32051GQA66 / First Horizon Alternative Mortgage Securities Trust 2005-AA6 0.59 -0.50 0.0134 0.0002
US11135FBQ37 / Broadcom Inc 0.58 1.05 0.0132 0.0004
US90931LAA61 / United Airlines 2016-1 Class AA Pass Through Trust 0.58 0.70 0.0131 0.0003
US16162WQM46 / Chase Mortgage Finance Trust, Series 2005-A2, Class 3A5 0.56 -2.76 0.0128 -0.0001
US59020UVM43 / Merrill Lynch Mortgage Investors Trust, Series 2005-1, Class 2A5 0.56 -1.25 0.0126 0.0001
US31415VQA60 / Fannie Mae Pool 0.54 -1.27 0.0123 0.0001
US3133KYS267 / FED HM LN PC POOL RB5037 FR 03/40 FIXED 2.5 0.54 -0.74 0.0122 0.0001
US07274EAM57 / BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.875% 11-21-53 0.53 2.71 0.0120 0.0005
US07386HQ874 / Bear Stearns ALT-A Trust, Series 2006-3, Class 35A1 0.53 -0.19 0.0119 0.0002
US3140NLQZ53 / Federal National Mortgage Association 0.52 -0.58 0.0117 0.0001
US3617A8MD89 / GNMA 0.51 -9.35 0.0117 -0.0010
FCT / Fincantieri S.p.A. 0.51 9.78 0.0115 0.0012
US3140QRAF07 / FNCL UMBS 4.5 CB5405 10-01-52 0.50 -2.33 0.0114 -0.0001
US86363GAA22 / Structured Adjustable Rate Mortgage Loan Trust, Series 2007-3, Class 1A1 0.49 -0.41 0.0111 0.0001
US12668BB444 / Alternative Loan Trust, Series 2006-OA3, Class 1A1 0.48 -1.43 0.0110 0.0000
BOUGHT BRL SOLD USD 20250903 / DFE (000000000) 0.48 0.0108 0.0108
US36179W2T42 / GINNIE MAE II POOL G2 MA7986 0.47 -2.67 0.0108 -0.0001
USL26915AA33 / FORESEA Holding SA 0.47 -1.67 0.0107 0.0000
US65535HAY53 / Nomura Holdings Inc 0.47 1.08 0.0106 0.0003
US31416TL800 / Fannie Mae Pool 0.47 -9.71 0.0106 -0.0009
US3128M8Q807 / FHLMC 0.46 -1.69 0.0105 0.0000
LONG GILT FUTURE SEP25 IFLL 20250926 / DIR (GB00MP6FM953) 0.46 0.0105 0.0105
US45660LZW26 / Residential Asset Securitization Trust, Series 2005-A11, Class 1A1 0.46 -2.12 0.0105 -0.0000
RFR USD SOFR/3.25000 06/18/25-5Y LCH / DIR (EZH1N8KH2K02) 0.46 0.0103 0.0103
US81379EAA01 / Securitized Asset Backed Receivables LLC Trust 2007-BR5 0.46 -1.30 0.0103 0.0000
US31414LB985 / Fannie Mae Pool 0.45 -8.30 0.0103 -0.0007
US31418ET678 / Fannie Mae Pool 0.44 -2.65 0.0100 -0.0001
US61915RAV87 / MortgageIT Trust, Series 2005-5, Class A2 0.44 -6.20 0.0100 -0.0005
US78473NAC74 / SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 1 2A1 0.43 -4.19 0.0098 -0.0002
DATABRICKS INC DELAYED DRAW TERM LOAN / LON (BA000D1C1) 0.43 0.23 0.0098 0.0002
US46630XAF50 / JPMAC_07-CH3 0.43 -8.28 0.0098 -0.0007
US3140FBAE09 / FNMA POOL BD3604 FN 05/48 FIXED 4 0.43 -0.47 0.0097 0.0001
US3617MFXZ81 / GNMA POOL BS5196 GN 01/50 FIXED 4 0.43 -1.16 0.0097 0.0001
US32051GTX33 / FIRST HORIZON MORTGAGE PASS-THROUGH TRUST 0.42 -5.61 0.0096 -0.0004
US30331GAC50 / FHF Trust 2023-1 0.42 -23.30 0.0095 -0.0027
US38382YPL10 / Government National Mortgage Association 0.41 -11.61 0.0093 -0.0010
US912810RR14 / United States Treasury Inflation Indexed Bonds 0.41 -3.07 0.0093 -0.0001
US912834KP23 / United States Treasury Strip Coupon 0.41 -1.45 0.0093 0.0000
US3140J6GM33 / FANNIE MAE 4% 10/01/2047 FNL 0.39 -2.00 0.0089 -0.0000
US36179UWB42 / G2SF 5.0 MA6042 07-20-49 0.39 -3.27 0.0087 -0.0001
US3140QKGH55 / UMBS 0.38 -2.56 0.0087 -0.0001
US07388HAP47 / Bear Stearns Asset-Backed Securities I Trust, Series 2006-HE7, Class 2A2 0.38 -3.32 0.0086 -0.0001
BOUGHT MXN SOLD USD 20250917 / DFE (000000000) 0.37 0.0084 0.0084
XS0107289323 / THAMES WATER UTL 0.37 -4.65 0.0084 -0.0003
GNMA II POOL MB0088 G2 12/54 FIXED 3.5 / ABS-MBS (US3618N5C239) 0.36 0.0083 0.0083
TREASURY BILL 08/25 0.00000 / DBT (US912797PN17) 0.36 0.0082 0.0082
IRS AUD 4.50000 03/20/24-10Y LCH / DIR (EZJLKSMVQPQ8) 0.36 107.51 0.0082 0.0043
US07402FAA30 / BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 1A1 0.36 -2.45 0.0082 -0.0000
US362341RX95 / GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 0.35 -3.28 0.0080 -0.0001
US31402C4J86 / Fannie Mae Pool 0.35 -4.13 0.0079 -0.0002
US3138EGSJ46 / FNMA 5.50% #AL0520 6/41 0.35 -1.98 0.0079 -0.0000
US07384M2E17 / Bear Stearns ARM Trust 2004-1 0.35 -1.70 0.0079 -0.0000
US07402FAC95 / BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 2A1 0.35 1.17 0.0078 0.0002
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0.34 0.0078 0.0078
US41161PMX86 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 4 3A1 0.34 -3.16 0.0077 -0.0001
CAN 10YR BOND FUT SEP25 XMOD 20250918 / DIR (000000000) 0.33 0.0075 0.0075
IRS NZD 3.75000 06/15/22-5Y LCH / DIR (EZ329Y2MS4V2) 0.33 -32.15 0.0074 -0.0033
US912834KH07 / United States Treasury Strip Coupon 0.32 -1.22 0.0073 0.0000
US3140X6NR89 / FNMA UMBS, 15 Year 0.31 -30.68 0.0071 -0.0030
TREASURY BILL 09/25 0.00000 / DBT (US912797QU41) 0.31 0.0070 0.0070
US92925CCE03 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2006-AR1 2A1A 0.31 -1.91 0.0070 -0.0000
US3140NGFU90 / FNMA POOL BY0178 FN 05/53 FIXED 5 0.31 -0.65 0.0069 0.0001
US88522EAC75 / THORNBURG MORTGAGE SECURITIES TRUST 2007-1 TMST 2007-1 A2B 0.30 -0.67 0.0067 0.0001
US3140QPK892 / Fannie Mae Pool 0.29 -2.01 0.0066 -0.0000
TREASURY BILL 08/25 0.00000 / DBT (US912797MG92) 0.29 0.0066 0.0066
US2620511053 / Drillco Holdings Luxembourg SA 0.01 0.00 0.29 -18.72 0.0066 -0.0014
US75115DAK19 / RALI Trust, Series 2006-QS13, Class 1A10 0.29 -7.05 0.0066 -0.0004
US46628KAT79 / JP Morgan Mortgage Trust, Series 2006-A3, Class 6A1 0.29 -1.38 0.0065 0.0000
US31410LV585 / FNMA POOL 890836 FN 11/27 FIXED VAR 0.29 -28.50 0.0065 -0.0024
US86359LPF03 / Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A3 0.29 -14.37 0.0065 -0.0010
TREASURY BILL 08/25 0.00000 / DBT (US912797QK68) 0.28 0.0064 0.0064
US3617XUP662 / Ginnie Mae I Pool 0.28 0.0063 0.0063
US07386HSY89 / Bear Stearns ALT-A Trust 2005-4 0.27 -2.19 0.0061 -0.0000
US36179XVP85 / Ginnie Mae II Pool 0.27 0.0061 0.0061
US3138EJJA76 / FNMA POOL AL2056 FN 08/26 FIXED VAR 0.27 -25.63 0.0061 -0.0019
US31410MB254 / FNMA POOL 891157 FN 05/36 FIXED 6 0.26 -1.87 0.0060 -0.0000
US12669F6Z19 / CWMBS, Inc. 0.26 -3.00 0.0059 -0.0001
FNMA POOL BX6086 FN 03/53 FIXED 5 / ABS-MBS (US3140NAXQ17) 0.26 -12.84 0.0059 -0.0007
BOEING CO/THE SNR S* ICE / DCR (EZ8LJVJQFWV8) 0.25 270.59 0.0057 0.0042
BOUGHT TRY SOLD USD 20250708 / DFE (000000000) 0.24 0.0055 0.0055
US3617LR6Y66 / GNMA POOL BQ7187 GN 10/49 FIXED 4 0.23 -0.85 0.0053 0.0000
US3138EJH503 / FNMA POOL AL2051 FN 06/26 FIXED VAR 0.23 -32.55 0.0052 -0.0024
US3140HHH571 / FNMA POOL BK3851 FN 04/48 FIXED 4 0.23 -0.44 0.0051 0.0001
US3128LXAV26 / Freddie Mac Gold Pool 0.23 -3.43 0.0051 -0.0001
US74161QAA04 / PRIME 2006-CL1 A1 0.22 -22.30 0.0051 -0.0013
US3138ERDP26 / UMBS 0.21 -7.36 0.0049 -0.0003
FNMA POOL MA5247 FN 01/54 FIXED 6 / ABS-MBS (US31418EZM55) 0.21 -4.48 0.0048 -0.0001
US3617L7U982 / GNMA POOL BP1508 GN 09/49 FIXED 4 0.21 -4.98 0.0048 -0.0002
US3617A36W58 / GNMA 0.21 -0.95 0.0048 0.0000
COREWEAVE CMPTE ACQU CO II LLC 2024 DELAYED DRAW TERM LOAN / LON (BA0004JK4) 0.20 2.00 0.0046 0.0002
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) 0.20 0.0046 0.0046
US31410KXK59 / Fannie Mae Pool 0.20 -2.44 0.0045 -0.0000
US52522HAC60 / Lehman XS Trust, Series 2006-8, Class 2A1 0.20 -10.86 0.0045 -0.0005
US07386HVS74 / BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1 0.19 -3.98 0.0044 -0.0001
US694308HW04 / PACIFIC GAS + ELECTRIC SR UNSECURED 12/27 3.3 0.19 1.05 0.0044 0.0001
US3128M75R30 / Freddie Mac Gold Pool 0.19 -2.54 0.0044 -0.0000
US31410G2H50 / Fannie Mae Pool 0.19 -0.52 0.0043 0.0000
US3133KYR764 / FED HM LN PC POOL RB5010 FR 07/39 FIXED 2.5 0.19 0.00 0.0043 0.0001
US3132DWD260 / FHLG 30YR 3.5% 06/52#SD8221 0.19 -2.06 0.0043 -0.0000
US31410FYT64 / Fannie Mae Pool 0.19 -2.60 0.0043 -0.0000
US3136APU752 / Fannie Mae REMICS 0.19 -6.09 0.0042 -0.0002
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.18 0.0041 0.0041
US3138EHB435 / FNMA POOL AL0958 FN 10/26 FIXED VAR 0.18 -36.88 0.0040 -0.0022
US31410G6K44 / Fannie Mae Pool 0.18 -2.22 0.0040 -0.0000
US31416XEM83 / Fannie Mae Pool 0.18 -46.83 0.0040 -0.0034
EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF53) 0.17 0.0040 0.0040
US01F0226757 / Uniform Mortgage-Backed Security, TBA 0.17 -100.29 0.0038 1.1019
RFR USD SOFR/3.76473 12/17/24-30Y LCH / DIR (EZYDGJYHYRS1) 0.17 275.00 0.0037 0.0027
ZCS BRL 13.2914 05/08/25-01/02/29 CME / DIR (EZYLW2ZWVNG8) 0.16 0.0037 0.0037
ZCS BRL 13.2914 05/08/25-01/02/29 CME / DIR (EZYLW2ZWVNG8) 0.16 0.0037 0.0037
US31416CLU89 / FNMA POOL 995939 FN 06/39 FIXED VAR 0.16 -1.81 0.0037 0.0000
US31397KE319 / FHLMC, Series 3360, Class FC 0.16 -4.17 0.0037 -0.0001
US842400FZ13 / Southern California Edison Co. Bond 4.65% Due 10/1/2043 0.16 0.0037 0.0037
US38376R4Z67 / GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FB 0.16 -19.60 0.0036 -0.0008
US761118PE29 / RALI Series 2005-QA13 Trust 0.16 -1.84 0.0036 -0.0000
US3128P7LZ40 / FREDDIE MAC GOLD POOL P#C91244 4.50000000 0.16 -10.29 0.0036 -0.0003
US863579HD34 / Structured Adjustable Rate Mortgage Loan Trust Series 2004-20 0.16 -1.27 0.0036 0.0000
THAMES SSNM 144A UNFUNDED COMM / DBT (955RVLII8) 0.16 0.0035 0.0035
US31402QYY15 / Fannie Mae Pool 0.14 -4.05 0.0032 -0.0001
US07384MQ705 / Bear Stearns ARM Trust 2004-3 0.14 -1.41 0.0032 0.0000
US07384MG979 / Bear Stearns ARM Trust 2004-1 0.14 -1.43 0.0032 0.0000
US31402LPB26 / FANNIE MAE 2.757% 06/01/2043 FAR FNARM 0.14 -4.17 0.0031 -0.0001
US466247ZP16 / J.P. Morgan Mortgage Trust 2005-A1 0.13 -1.47 0.0030 0.0000
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.13 0.0030 0.0030
US31396V4Q81 / Fannie Mae REMICS 0.13 -1.49 0.0030 0.0000
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0.13 0.0029 0.0029
BOUGHT TRY SOLD USD 20250718 / DFE (000000000) 0.13 0.0029 0.0029
US12465MAA27 / C-BASS 2006-CB9 TRUST 0.12 0.00 0.0027 0.0000
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0.12 0.0027 0.0027
317U88SA5 PIMCO SWAPTION 3.65 CALL USD 2025080 / DIR (EZN8G3KVRYT1) 0.12 -71.08 0.0027 -0.0064
317U88SA5 PIMCO SWAPTION 3.65 CALL USD 2025080 / DIR (EZN8G3KVRYT1) 0.12 -71.08 0.0027 -0.0064
VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (EZKBMTL78RT9) 0.11 6.67 0.0026 0.0002
US92925GAJ22 / WaMu Mortgage Pass-Through Certificates Trust, Series 2006-AR16, Class 3A3 0.11 -0.88 0.0025 0.0000
US31393APU50 / FNMA, REMIC, Series 2003-25, Class KP 0.11 -7.76 0.0024 -0.0001
BOUGHT AUD SOLD USD 20250702 / DFE (000000000) 0.11 0.0024 0.0024
US41161PLR28 / HARBORVIEW MORTGAGE LOAN TRUST 2005-2 SER 2005-2 CL 2A1A V/R REGD 2.17325000 0.11 -4.50 0.0024 -0.0001
US17307GRE07 / CITIGROUP MORTGAGE LOAN TRUST, INC. 0.11 -1.87 0.0024 -0.0000
US31393XGV38 / FNMA, Series 2004-W2, Class 5AF 0.10 -7.41 0.0023 -0.0001
US36185G6X83 / GNMA 0.10 -1.00 0.0023 0.0000
US31412ENE22 / FNMA POOL 922989 FN 12/36 FIXED 6 0.10 -6.60 0.0023 -0.0001
US31407E3M38 / FNMA POOL 828904 FN 04/35 FLOATING VAR 0.10 -1.00 0.0022 0.0000
USL269151134 / DRILLCO HLDG LUX SA 0.00 0.00 0.10 -19.01 0.0022 -0.0005
US3138ANAA16 / FNMA POOL AI8100 FN 08/41 FIXED 4.5 0.10 0.00 0.0022 0.0000
THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75 / DBT (XS3017976054) 0.10 0.0022 0.0022
US31416BGM46 / Fannie Mae Pool 0.10 -1.04 0.0022 0.0000
US3128M6SU38 / Freddie Mac Gold Pool 0.09 -3.09 0.0021 -0.0000
US31413LNE55 / FNMA POOL 948689 FN 08/37 FIXED 6 0.09 -1.05 0.0021 0.0000
US31404SFQ30 / FNMA POOL 776975 FN 04/34 FIXED 5.5 0.09 -2.08 0.0021 -0.0000
US3138M9LF63 / FNMA POOL AP5725 FN 08/42 FIXED 5 0.09 -1.06 0.0021 0.0000
US31417TMA33 / Federal National Mortgage Association, Inc. 0.09 -1.08 0.0021 0.0000
US31407JZK14 / FNMA POOL 832446 FN 08/35 FLOATING VAR 0.09 -2.17 0.0021 -0.0000
US31394FHD06 / FNMA, Series 2005-79, Class NF 0.09 -5.32 0.0020 -0.0001
RFR USD SOFR/3.65471 04/07/25-30Y* LCH / DIR (EZGJ99MVMFL2) 0.09 0.0020 0.0020
US3128P7LU52 / FG 03/29 FIXED 4.5 0.09 -13.00 0.0020 -0.0003
THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75 / DBT (XS3060649830) 0.09 0.0020 0.0020
US05534AAN19 / BCAP LLC 2011-RR5-I Trust 0.09 -13.13 0.0020 -0.0002
XS1697546080 / WARWICK FINANCE RESIDENTIAL MO WARW 3A RRC 144A 0.09 10.26 0.0020 0.0002
FED HM LN PC POOL SD8402 FR 02/54 FIXED 6 / ABS-MBS (US3132DWKP76) 0.09 -5.49 0.0020 -0.0001
31750R594 PIMCO FXVAN PUT EUR USD 1.09750000 / DFE (EZXSNMVYWSL9) 0.08 0.0019 0.0019
US39539FAK03 / GreenPoint Mortgage Funding Trust Series 2006-AR4 0.08 -1.19 0.0019 -0.0000
US3617M44S19 / GNMA POOL BR6233 GN 12/49 FIXED 4 0.08 -2.41 0.0019 0.0000
US31371NSV81 / FANNIE MAE 5.00% 03/01/2028 FNMA 30 0.08 -14.74 0.0018 -0.0003
CDX IG44 5Y ICE / DCR (EZPF6RHH0ZV8) 0.08 -67.77 0.0018 -0.0036
317U8AEA5 PIMCO SWAPTION 3.6 CALL USD 20250805 / DIR (EZ5DF8SK6Z39) 0.08 -73.17 0.0018 -0.0046
31750R5B9 PIMCO FXVAN PUT EUR USD 1.10000000 / DFE (EZ0X1GXSRXF6) 0.08 0.0017 0.0017
US3617MYAZ28 / GNMA POOL BT9024 GN 03/50 FIXED 4 0.08 -1.32 0.0017 0.0000
US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) 0.07 0.0017 0.0017
US06051GDM87 / Banc of America Funding 2005-D Trust 0.07 -6.41 0.0017 -0.0001
US31417YSY40 / Fannie Mae Pool 0.07 -7.69 0.0017 -0.0001
US07384MZS42 / Bear Stearns ARM Trust 2003-8 0.07 -2.70 0.0016 -0.0000
US31416WXP21 / FNMA POOL AB1585 FN 10/30 FIXED 4.5 0.07 -4.00 0.0016 -0.0000
US362341XG98 / GSR Mortgage Loan Trust 2005-AR7 0.07 -7.69 0.0016 -0.0001
US31407MZ994 / FNMA POOL 835168 FN 08/35 FIXED 5.5 0.07 -1.37 0.0016 0.0000
US31574PAA30 / Ellington Financial Mortgage Trust 2020-1 0.07 -48.18 0.0016 -0.0015
US92922F4M79 / WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust 0.07 -4.11 0.0016 -0.0000
US3128M6N790 / FED HM LN PC POOL G04614 FG 02/34 FIXED 6 0.07 -2.78 0.0016 -0.0000
US251510CV37 / Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2005-1, Class 1A1 0.07 -2.82 0.0016 -0.0000
31750R5C7 PIMCO FXVAN PUT EUR USD 1.11000000 / DFE (EZ6LHMHGSW79) 0.07 0.0016 0.0016
US3140X6WD92 / FNMA POOL FM3343 FN 02/30 FIXED VAR 0.07 -10.39 0.0016 -0.0002
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0.07 0.0016 0.0016
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.07 0.0015 0.0015
US3617LKDJ63 / GNMA POOL BQ1005 GN 10/49 FIXED 4 0.06 -1.54 0.0015 0.0000
US07384M4J85 / Bear Stearns ARM Trust 2004-10 0.06 3.23 0.0015 0.0001
US31371LVC08 / FNMA POOL 255411 FN 10/34 FIXED 5.5 0.06 -3.08 0.0014 -0.0000
BOUGHT CHF SOLD USD 20250702 / DFE (000000000) 0.06 0.0014 0.0014
US31413LKP30 / FNMA POOL 948602 FN 08/37 FIXED 6 0.06 -1.59 0.0014 -0.0000
US92977TAC62 / Wachovia Mortgage Loan Trust, LLC 0.06 -13.89 0.0014 -0.0002
US31416MX412 / FANNIE MAE POOL UMBS P#AA4298 4.50000000 0.06 -7.69 0.0014 -0.0001
US31417J3B47 / FNMA POOL AC0793 FN 10/39 FIXED 4.5 0.06 0.00 0.0014 0.0000
US31413BGY11 / FNMA POOL 940415 FN 06/37 FIXED 6 0.06 -1.67 0.0014 0.0000
317U8D2A2 PIMCO SWAPTION 3.7 CALL USD 20250813 / DIR (EZKZHY60KQL7) 0.06 -59.03 0.0013 -0.0019
US31411BFP31 / Fannie Mae Pool 0.06 0.00 0.0013 0.0000
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0.06 0.0013 0.0013
BOUGHT PLN SOLD USD 20250718 / DFE (000000000) 0.06 0.0013 0.0013
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0.06 0.0013 0.0013
US31416ACZ12 / FNMA POOL 993888 FN 12/38 FIXED 6 0.06 -1.72 0.0013 0.0000
IRS NZD 4.25000 12/21/22-5Y LCH / DIR (EZZCJ1HFCKX1) 0.06 -18.84 0.0013 -0.0003
BOEING CO/THE SNR S* ICE / DCR (EZQMMTKX5F48) 0.06 21.74 0.0013 0.0002
US31410GNL31 / FNCL UMBS 5.5 888795 11-01-36 0.06 -1.75 0.0013 -0.0000
US3138E5A995 / FNMA POOL AK0931 FN 01/42 FIXED 5 0.05 -1.82 0.0012 0.0000
US31371MEQ69 / UMBS 0.05 -3.57 0.0012 -0.0000
US31416AWL06 / Fannie Mae Pool 0.05 0.00 0.0012 0.0000
US31404GPA30 / FNMA POOL 768217 FN 04/34 FIXED 5.5 0.05 -3.64 0.0012 -0.0000
US31371LJS97 / UMBS 0.05 -1.92 0.0012 -0.0000
US12669GHG91 / COUNTRYWIDE HOME LOANS CWHL 2004 HYB9 1A1 0.05 -1.92 0.0012 -0.0000
BOUGHT PLN SOLD USD 20250718 / DFE (000000000) 0.05 0.0012 0.0012
US3128P7PU17 / Freddie Mac Gold Pool 0.05 -7.41 0.0011 -0.0001
US31416W4E97 / FNMA POOL AB1720 FN 11/30 FIXED 4.5 0.05 -3.85 0.0011 -0.0000
US31418NAR17 / FNMA POOL AD0915 FN 12/38 FIXED VAR 0.05 -3.92 0.0011 -0.0000
BOUGHT KRW SOLD USD 20250716 / DFE (000000000) 0.05 0.0011 0.0011
US31396L4R81 / FNMA, REMIC, Series 2006-118, Class A1 0.05 0.00 0.0011 0.0000
EZZVSNMRWDZ0 / GENERAL ELECTRIC COMPANY SNR S* ICE 0.05 -20.00 0.0011 -0.0003
952NPH004 / CREDIT SUISSE GROUP AG COCO JR SUB 144A 0.05 0.00 0.0011 0.0000
GOLDMAN SACHS GROUP INC SNR S* ICE / DCR (EZC75LZ075F3) 0.05 0.0011 0.0011
31750R5R4 PIMCO FXVAN CALL USD SEK 10.20000000 / DFE (EZR5HRN9R6R0) 0.05 0.0011 0.0011
BARCLAYS BANK PLC SNR SE ICE / DCR (EZB88Z42LS80) 0.05 -17.54 0.0011 -0.0002
US268668AA87 / EMC Mortgage Loan Trust 2001-A 0.05 -4.17 0.0011 -0.0000
US3138ARKX13 / FNMA POOL AJ0309 FN 08/41 FIXED 4.5 0.05 0.00 0.0011 0.0000
US31403DGZ69 / Fannie Mae Pool 0.05 -4.26 0.0010 -0.0000
BOUGHT TRY SOLD USD 20250805 / DFE (000000000) 0.05 0.0010 0.0010
US3138WAXY85 / Fannie Mae Pool 0.05 -2.17 0.0010 0.0000
US3128P7MW00 / FED HM LN PC POOL C91273 FG 10/29 FIXED 4 0.05 -6.25 0.0010 -0.0001
US31402QYV75 / Fannie Mae Pool 0.04 -4.35 0.0010 -0.0000
US31395M2F53 / Freddie Mac Structured Pass-Through Certificates 0.04 -4.35 0.0010 -0.0000
US3617K7KJ85 / Ginnie Mae I Pool 0.04 -13.73 0.0010 -0.0001
US31409GKP09 / Fannie Mae Pool 0.04 0.00 0.0010 0.0000
US31416HWP62 / Fannie Mae Pool 0.04 -4.55 0.0010 -0.0000
BOUGHT PLN SOLD USD 20250718 / DFE (000000000) 0.04 0.0010 0.0010
RFR USD SOFR/3.80662 04/02/25-30Y* LCH / DIR (EZGJ99MVMFL2) 0.04 0.0010 0.0010
RFR USD SOFR/3.80662 04/02/25-30Y* LCH / DIR (EZGJ99MVMFL2) 0.04 0.0010 0.0010
US31416QYU39 / FNMA POOL AA7022 FN 06/39 FIXED 4.5 0.04 0.00 0.0010 0.0000
US31404DT324 / FNMA POOL 765670 FN 01/34 FIXED 5.5 0.04 -2.38 0.0009 -0.0000
US31404EE365 / FNMA POOL 766154 FN 02/34 FIXED 5.5 0.04 -2.38 0.0009 -0.0000
US126670JY52 / COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 3A2A 0.04 -2.50 0.0009 0.0000
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0.04 0.0009 0.0009
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0.04 0.0009 0.0009
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0.04 0.0009 0.0009
US31414CJF68 / Fannie Mae Pool 0.04 -2.50 0.0009 0.0000
US31404G3J84 / FNMA POOL 768601 FN 02/34 FIXED 5.5 0.04 -2.50 0.0009 -0.0000
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 0.04 0.0009 0.0009
US31371MY920 / Federal National Mortgage Association, Inc. 0.04 0.00 0.0009 0.0000
US31371MDT18 / Fannie Mae Pool 0.04 -2.56 0.0009 -0.0000
US07384M4K58 / Bear Stearns ARM Trust, Series 2004-10, Class 23A1 0.04 -2.63 0.0009 0.0000
US31371MLB18 / FNMA POOL 256022 FN 12/35 FIXED 5.5 0.04 -2.63 0.0009 -0.0000
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0.04 0.0009 0.0009
US31417YYS08 / FNMA POOL MA0720 FN 04/31 FIXED 5 0.04 -5.13 0.0008 -0.0000
US3128KUS737 / FED HM LN PC POOL A64142 FG 08/37 FIXED 6 0.04 0.00 0.0008 0.0000
US3138X7BJ11 / FNMA POOL AU7240 FN 10/28 FIXED 3 0.04 -7.69 0.0008 -0.0000
US3128M6JY50 / FED HM LN PC POOL G04479 FG 01/38 FIXED 6 0.04 0.00 0.0008 -0.0000
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0.04 0.0008 0.0008
317U8RKA1 PIMCO SWAPTION 3.5 CALL USD 20250721 / DIR (EZ3SGXHDXKD4) 0.04 -88.99 0.0008 -0.0063
US31414QAF46 / Fannie Mae Pool 0.04 0.00 0.0008 0.0000
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.03 0.0008 0.0008
BOUGHT TRY SOLD USD 20250808 / DFE (000000000) 0.03 0.0008 0.0008
OIS CAD CAONREPO/2.7404 03/10/25-9Y* LCH / DIR (EZFX115HKHQ4) 0.03 -358.33 0.0007 0.0010
US17307GW795 / Citigroup Mortgage Loan Trust 2005-11 0.03 -3.23 0.0007 0.0000
BOUGHT NZD SOLD USD 20250702 / DFE (000000000) 0.03 0.0007 0.0007
VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (EZSQ5BJRJBN9) 0.03 11.11 0.0007 0.0001
US31412YBH45 / Fannie Mae Pool 0.03 0.00 0.0007 0.0000
US31402RHL69 / FNMA POOL 735635 FN 06/35 FIXED VAR 0.03 0.00 0.0007 0.0000
TREASURY BILL 07/25 0.00000 / DBT (US912797PE18) 0.03 0.0007 0.0007
US31406CVF21 / FNMA POOL 806214 FN 01/35 FIXED 5.5 0.03 -3.33 0.0007 0.0000
US31371KRN36 / FNMA POOL 254393 FN 06/32 FIXED 7 0.03 0.00 0.0007 -0.0000
US31402VPY01 / FNMA POOL 739439 FN 09/33 FIXED 5.5 0.03 -44.00 0.0006 -0.0005
US3138APLD83 / FNMA POOL AI9323 FN 08/41 FIXED 5 0.03 -3.57 0.0006 0.0000
BOUGHT MXN SOLD USD 20251217 / DFE (000000000) 0.03 0.0006 0.0006
US31405PRS10 / Fannie Mae Pool 0.03 -3.70 0.0006 -0.0000
US31377CRC90 / FNMA POOL 373183 FN 10/32 FLOATING VAR 0.03 -7.14 0.0006 -0.0000
US3128LAFR65 / FED HM LN PC POOL A76476 FG 04/38 FIXED 6 0.03 -3.85 0.0006 0.0000
BOUGHT TRY SOLD USD 20250811 / DFE (000000000) 0.03 0.0006 0.0006
US31412LA429 / Fannie Mae Pool 0.03 0.00 0.0006 0.0000
US35729NAB10 / Fremont Home Loan Trust, Series 2006-E, Class 2A1 0.02 -4.00 0.0006 0.0000
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.02 0.0006 0.0006
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.02 0.0006 0.0006
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.02 0.0006 0.0006
US36225CUC80 / Ginnie Mae II Pool 0.02 -14.29 0.0006 -0.0001
US31413SCS14 / FNMA POOL 953781 FN 11/37 FIXED 6 0.02 -4.00 0.0006 0.0000
US31406UJK51 / FNMA POOL 820266 FN 07/35 FIXED 5.5 0.02 0.00 0.0005 -0.0000
BOUGHT TRY SOLD USD 20250804 / DFE (000000000) 0.02 0.0005 0.0005
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.02 0.0005 0.0005
US3138A2VH95 / UMBS 0.02 -4.17 0.0005 -0.0000
BOUGHT AUD SOLD USD 20250702 / DFE (000000000) 0.02 0.0005 0.0005
US3140GQ6E16 / FNMA POOL BH2668 FN 09/47 FIXED 3.5 0.02 -4.35 0.0005 0.0000
US3617L7K736 / Ginnie Mae I Pool 0.02 -12.00 0.0005 -0.0001
US31403DV223 / FNMA POOL 745933 FN 09/36 FIXED VAR 0.02 0.00 0.0005 0.0000
US3617KGY207 / GNMA POOL BO1629 GN 07/49 FIXED 4 0.02 -8.33 0.0005 -0.0000
BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) 0.02 0.0005 0.0005
BOUGHT TRY SOLD USD 20250701 / DFE (000000000) 0.02 0.0005 0.0005
US3128L07K23 / FED HM LN PC POOL A68998 FG 11/37 FIXED 6 0.02 0.00 0.0005 0.0000
US3138XXGE09 / UMBS, 15 Year 0.02 -31.03 0.0005 -0.0002
EZNLRC3852L0 / SOUTH AFRICA EM SP BOA 0.02 -600.00 0.0005 0.0006
US07386HSZ54 / BEAR STEARNS ALT-A TRUST 2005-4 SER 2005-4 CL 23A2 V/R REGD 4.43001800 0.02 0.00 0.0005 -0.0000
US3128M5NP15 / Freddie Mac Gold Pool 0.02 0.00 0.0005 -0.0000
US3140E9JL13 / Federal National Mortgage Association, Inc. 0.02 -9.52 0.0004 -0.0000
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0.02 0.0004 0.0004
US31413FC425 / FNMA POOL 943891 FN 07/37 FIXED 6 0.02 0.00 0.0004 0.0000
US31408DK944 / FNMA POOL 848220 FN 11/35 FIXED 5.5 0.02 0.00 0.0004 0.0000
THAMES WATER UTIL LTD SR SECURED 144A 03/27 0.00000 / DBT (XS3002255787) 0.02 5.88 0.0004 0.0000
US312927YP51 / FED HM LN PC POOL A81618 FG 09/38 FIXED 6 0.02 -5.26 0.0004 0.0000
US31394VL730 / Fannie Mae REMICS 0.02 -5.26 0.0004 -0.0000
US466247QA48 / JP Morgan Mortgage Trust 2005-A3 0.02 -5.26 0.0004 -0.0000
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.02 0.0004 0.0004
US3128KX5N76 / FED HM LN PC POOL A67153 FG 10/37 FIXED 6 0.02 0.00 0.0004 0.0000
PEMEX LCDS SP DUB / DCR (000000000) 0.02 0.0004 0.0004
317U8R0A3 PIMCO SWAPTION 3.45 CALL USD 2025071 / DIR (000000000) 0.02 0.0004 0.0004
US31407FKU39 / FNMA POOL 829307 FN 09/35 FIXED 6 0.02 -5.56 0.0004 0.0000
US3138APQW10 / FNMA POOL AI9468 FN 08/31 FIXED 4 0.02 -10.53 0.0004 -0.0000
US31411KYV96 / FNMA POOL 910724 FN 03/37 FIXED 6 0.02 0.00 0.0004 0.0000
US31407FMV93 / FNMA POOL 829372 FN 06/35 FIXED 6 0.02 0.00 0.0004 -0.0000
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.02 0.0004 0.0004
US31410XA717 / Fannie Mae Pool 0.02 0.00 0.0004 0.0000
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.02 0.0004 0.0004
US3132A9PB79 / FED HM LN PC POOL ZS8518 FR 02/29 FIXED 3.5 0.02 -11.11 0.0004 -0.0000
US31368HMQ38 / Fannie Mae Pool 0.02 -5.88 0.0004 -0.0000
US31417YDC84 / Fannie Mae Pool 0.02 -5.88 0.0004 -0.0000
US31405LB579 / FNMA POOL 792160 FN 07/37 FIXED 6 0.02 -6.25 0.0004 0.0000
ZCS BRL 13.3537 05/12/25-01/02/29 CME / DIR (EZSPJ72GL6V3) 0.02 0.0004 0.0004
US31408F5H87 / FNMA POOL 850548 FN 09/36 FIXED 6 0.02 -40.00 0.0004 -0.0002
US3128M7TX41 / Freddie Mac Gold Pool 0.02 0.00 0.0003 0.0000
US3128M6NP97 / FED HM LN PC POOL G04598 FG 10/34 FIXED 5.5 0.01 0.00 0.0003 -0.0000
US3128M5L325 / Freddie Mac Gold Pool 0.01 0.00 0.0003 -0.0000
BOUGHT TRY SOLD USD 20250813 / DFE (000000000) 0.01 0.0003 0.0003
BOUGHT KRW SOLD USD 20250708 / DFE (000000000) 0.01 0.0003 0.0003
BOUGHT GBP SOLD USD 20250702 / DFE (000000000) 0.01 0.0003 0.0003
US31371MMG95 / UMBS 0.01 -7.14 0.0003 -0.0000
317U8COA0 PIMCO SWAPTION 3.65 CALL USD 2025081 / DIR (000000000) 0.01 0.0003 0.0003
US31412UY958 / FNMA POOL 935536 FN 08/39 FIXED 4.5 0.01 0.00 0.0003 0.0000
US3132D54S88 / Freddie Mac Pool 0.01 0.00 0.0003 -0.0000
US31408JB833 / FNMA POOL 852463 FN 12/35 FIXED 6 0.01 0.00 0.0003 0.0000
US3140XC2F48 / FANNIE MAE POOL UMBS P#FM8873 3.50000000 0.01 -7.14 0.0003 -0.0000
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0.01 0.0003 0.0003
US3140J5LM94 / Fannie Mae Pool 0.01 -7.14 0.0003 -0.0000
US31418QPN78 / UMBS 0.01 -7.69 0.0003 -0.0000
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.01 0.0003 0.0003
US31416X7G90 / FNMA POOL AB2694 FN 04/41 FIXED 4.5 0.01 -7.69 0.0003 -0.0000
US31407FZ949 / FNMA POOL 829768 FN 08/35 FIXED 6 0.01 -7.69 0.0003 -0.0000
US31417YY769 / FNMA POOL MA0733 FN 05/26 FIXED 3.5 0.01 -33.33 0.0003 -0.0001
US31416CLT17 / Fannie Mae Pool 0.01 0.00 0.0003 -0.0000
31750R5N3 PIMCO FXVAN PUT EUR USD 1.11000000 / DFE (EZ7LNGTTZ444) 0.01 0.0003 0.0003
OIS MXN TIIE1/7.75000 04/07/25-5Y* CME / DIR (EZYVT7M6F4C6) 0.01 0.0003 0.0003
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0.01 0.0003 0.0003
BOUGHT KRW SOLD USD 20250716 / DFE (000000000) 0.01 0.0003 0.0003
US31412WGN02 / FNMA POOL 936805 FN 06/37 FIXED 6 0.01 -8.33 0.0003 0.0000
US31292HQE70 / Federal Home Loan Mortgage Corp. 0.01 -8.33 0.0003 -0.0000
US31385HJE36 / FANNIE MAE POOL P#544861 4.18600000 0.01 -8.33 0.0003 -0.0000
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0.01 0.0003 0.0003
US07384MTN29 / Bear Stearns ARM Trust 2003-1 0.01 0.00 0.0003 -0.0000
US31417YZA80 / FNMA POOL MA0736 FN 05/41 FIXED 5 0.01 0.00 0.0003 0.0000
US74160MDL37 / Prime Mortgage Trust 2004-CL1 0.01 -8.33 0.0003 -0.0000
US31418CHT45 / Fannie Mae Pool 0.01 -8.33 0.0003 -0.0000
US31371MER43 / FNMA 6.00% 9/35 #255844 0.01 0.00 0.0003 -0.0000
US31407DX345 / FNMA POOL 827898 FN 07/35 FIXED 6 0.01 0.00 0.0003 0.0000
US31417Y4C85 / Fannie Mae Pool 0.01 0.00 0.0003 -0.0000
US31410KLN27 / Fannie Mae Pool 0.01 0.00 0.0003 -0.0000
US31404QQ363 / FNMA POOL 775474 FN 05/34 FIXED 5.5 0.01 0.00 0.0002 0.0000
US07387AGZ21 / Bear Stearns Adjustable Rate Mortgage Trust, Series 2006-1, Class A1 0.01 0.00 0.0002 0.0000
US31411DDD84 / FNMA POOL 904700 FN 11/36 FIXED 6 0.01 0.00 0.0002 0.0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.01 0.0002 0.0002
US31404EGE05 / Fannie Mae Pool 0.01 0.00 0.0002 -0.0000
BOUGHT TRY SOLD USD 20250709 / DFE (000000000) 0.01 0.0002 0.0002
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0.01 0.0002 0.0002
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.01 0.0002 0.0002
PEMEX LCDS SP DUB / DCR (000000000) 0.01 0.0002 0.0002
US3138W0R436 / FNMA POOL AR3206 FN 03/28 FIXED 3 0.01 -9.09 0.0002 -0.0000
US3128P7PY39 / FED HM LN PC POOL C91339 FG 10/30 FIXED 4 0.01 0.00 0.0002 -0.0000
US38376RXJ03 / GNMA, Series 2016-H17, Class FM 0.01 -10.00 0.0002 -0.0000
US31407ME767 / Fannie Mae Pool 0.01 -10.00 0.0002 0.0000
US312926ND67 / FED HM LN PC POOL A80388 FG 12/36 FIXED 6 0.01 0.00 0.0002 0.0000
US31417YE605 / FNMA POOL MA0156 FN 08/29 FIXED 5 0.01 -10.00 0.0002 -0.0000
US31406X5D05 / FNMA POOL 823544 FN 07/35 FIXED 6 0.01 0.00 0.0002 0.0000
US3138XMJT85 / Uniform Mortgage-Backed Securities 0.01 -10.00 0.0002 -0.0000
BOUGHT THB SOLD USD 20250716 / DFE (000000000) 0.01 0.0002 0.0002
US31412BSK97 / FNMA POOL 920422 FN 11/36 FIXED 6 0.01 0.00 0.0002 0.0000
US31417FRX86 / FNMA POOL AB8601 FN 03/28 FIXED 3 0.01 -35.71 0.0002 -0.0001
US3128M6SC30 / Freddie Mac Gold Pool 0.01 0.00 0.0002 -0.0000
US31404SZW87 / Fannie Mae Pool 0.01 0.00 0.0002 0.0000
US31396VN533 / FNMA, Series 2007-42, Class AF 0.01 0.00 0.0002 -0.0000
US31385HJD52 / Fannie Mae Pool 0.01 -20.00 0.0002 -0.0000
BOUGHT MXN SOLD USD 20250818 / DFE (000000000) 0.01 0.0002 0.0002
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.01 0.0002 0.0002
US31418CZ497 / Fannie Mae Pool 0.01 0.00 0.0002 -0.0000
US31376KS982 / Fannie Mae Pool 0.01 0.00 0.0002 0.0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.01 0.0002 0.0002
US31410MJ760 / Fannie Mae Pool 0.01 0.00 0.0002 0.0000
US3128P7ML45 / FED HM LN PC POOL C91263 FG 08/29 FIXED 4 0.01 0.00 0.0002 -0.0000
BOUGHT THB SOLD USD 20250716 / DFE (000000000) 0.01 0.0002 0.0002
BOUGHT THB SOLD USD 20250716 / DFE (000000000) 0.01 0.0002 0.0002
BOEING CO/THE SNR S* ICE / DCR (EZHP2BRFHR54) 0.01 -78.79 0.0002 -0.0006
EZW8XKN63668 / GENERAL ELECTRIC COMPANY SNR S* ICE 0.01 -22.22 0.0002 -0.0000
US31401PFP45 / Fannie Mae Pool 0.01 -12.50 0.0002 -0.0000
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0.01 0.0002 0.0002
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.01 0.0002 0.0002
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0.01 0.0002 0.0002
US31405TPC08 / FNMA POOL 798819 FN 12/34 FIXED 5.5 0.01 -12.50 0.0002 -0.0000
BOUGHT MXN SOLD USD 20250818 / DFE (000000000) 0.01 0.0002 0.0002
US31402RK731 / FNMA POOL 735718 FN 07/35 FIXED VAR 0.01 0.00 0.0002 0.0000
BOUGHT PLN SOLD USD 20250710 / DFE (000000000) 0.01 0.0002 0.0002
BOUGHT PLN SOLD USD 20250710 / DFE (000000000) 0.01 0.0002 0.0002
BOUGHT PLN SOLD USD 20250710 / DFE (000000000) 0.01 0.0002 0.0002
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0.01 0.0002 0.0002
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.01 0.0002 0.0002
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0.01 0.0002 0.0002
US31403DDX49 / Fannie Mae Pool 0.01 0.00 0.0002 -0.0000
US3128LB3R78 / FED HM LN PC POOL A78008 FG 06/38 FIXED 6 0.01 0.00 0.0002 0.0000
US31419H2E11 / FNMA POOL AE7072 FN 12/40 FIXED 5 0.01 0.00 0.0002 0.0000
US31371MGH43 / FNMA 6.00% 10/35 #255900 0.01 -14.29 0.0002 -0.0000
US31418CMG68 / Fannie Mae Pool 0.01 -14.29 0.0002 -0.0000
BOUGHT TRY SOLD USD 20250807 / DFE (000000000) 0.01 0.0002 0.0002
BOUGHT PEN SOLD USD 20250707 / DFE (000000000) 0.01 0.0002 0.0002
BOUGHT PEN SOLD USD 20250707 / DFE (000000000) 0.01 0.0002 0.0002
US31415LQY64 / Fannie Mae Pool 0.01 0.00 0.0002 0.0000
US31406PBS74 / FNMA POOL 815549 FN 03/35 FIXED 5.5 0.01 0.00 0.0002 -0.0000
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0.01 0.0002 0.0002
US31407HL614 / FNMA POOL 831149 FN 12/35 FIXED 6 0.01 0.00 0.0002 0.0000
US31403DSK62 / FNMA POOL 745822 FN 09/36 FIXED VAR 0.01 0.00 0.0001 -0.0000
US31413QZJ02 / FNMA POOL 952645 FN 07/37 FIXED 6 0.01 0.00 0.0001 0.0000
US31407HPR11 / FNMA POOL 831232 FN 01/36 FIXED 5.5 0.01 0.00 0.0001 0.0000
BOUGHT THB SOLD USD 20250716 / DFE (000000000) 0.01 0.0001 0.0001
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 0.01 0.0001 0.0001
BOUGHT TRY SOLD USD 20250729 / DFE (000000000) 0.01 0.0001 0.0001
US3140XDAM88 / FNMA POOL FM9011 FN 09/32 FIXED VAR 0.01 -14.29 0.0001 -0.0000
BOUGHT PEN SOLD USD 20250917 / DFE (000000000) 0.01 0.0001 0.0001
US31401PFQ28 / FNMA POOL 713975 FN 07/33 FIXED 5.5 0.01 0.00 0.0001 -0.0000
US3128M6PE23 / Freddie Mac Gold Pool 0.01 0.00 0.0001 -0.0000
US31384VWA69 / FANNIE MAE 3.516% 09/01/2039 FAR FNARM 0.01 0.00 0.0001 -0.0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.01 0.0001 0.0001
US31417YP502 / Fannie Mae Pool 0.01 -16.67 0.0001 -0.0000
US3140X6WA53 / Fannie Mae Pool 0.01 -16.67 0.0001 -0.0000
US31409T2T44 / FNMA POOL 878386 FN 02/36 FIXED 6 0.01 0.00 0.0001 0.0000
US31417JJN19 / FNMA POOL AC0268 FN 10/36 FIXED 5.5 0.01 0.00 0.0001 0.0000
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0.01 0.0001 0.0001
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0.01 0.0001 0.0001
BOUGHT THB SOLD USD 20250716 / DFE (000000000) 0.01 0.0001 0.0001
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0.01 0.0001 0.0001
US3617KGWX44 / GNMA POOL BO1562 GN 07/49 FIXED 4 0.01 -16.67 0.0001 -0.0000
US31418CVP66 / Fannie Mae Pool 0.01 -16.67 0.0001 -0.0000
BOUGHT TRY SOLD USD 20250814 / DFE (000000000) 0.01 0.0001 0.0001
US3138X9G942 / FNMA POOL AU9223 FN 09/28 FIXED 3 0.01 0.00 0.0001 -0.0000
BOUGHT DKK SOLD USD 20250702 / DFE (000000000) 0.01 0.0001 0.0001
BOUGHT DKK SOLD USD 20250702 / DFE (000000000) 0.01 0.0001 0.0001
US31404EU536 / FNMA POOL 766604 FN 03/34 FIXED 5.5 0.01 0.00 0.0001 -0.0000
US31406YFG08 / FNMA POOL 823767 FN 05/35 FIXED 6 0.01 0.00 0.0001 -0.0000
BOUGHT THB SOLD USD 20250716 / DFE (000000000) 0.01 0.0001 0.0001
US31376KP426 / FNMA 6.00% 7/35 #357843 0.01 0.00 0.0001 0.0000
US3128M6PH53 / FED HM LN PC POOL G04624 FG 02/33 FIXED 6 0.01 0.00 0.0001 -0.0000
US3131X6U326 / FED HM LN PC POOL ZK3302 FR 06/26 FIXED 3.5 0.01 -16.67 0.0001 -0.0000
US31406CS828 / FNMA POOL 806143 FN 12/34 FIXED 5.5 0.00 -20.00 0.0001 -0.0000
US31412LRK88 / FNMA POOL 928490 FN 06/37 FIXED 6 0.00 0.00 0.0001 0.0000
US3131X6DM93 / FED HM LN PC POOL ZK2808 FR 12/25 FIXED 3.5 0.00 -50.00 0.0001 -0.0001
US31404EMP87 / FNMA POOL 766366 FN 02/34 FIXED 5.5 0.00 0.00 0.0001 0.0000
BOUGHT TRY SOLD USD 20250725 / DFE (000000000) 0.00 0.0001 0.0001
US3128L04W97 / Freddie Mac Gold Pool 0.00 0.00 0.0001 0.0000
US31407JDQ22 / Fannie Mae Pool 0.00 0.00 0.0001 -0.0000
US31407VTF21 / Fannie Mae Pool 0.00 0.00 0.0001 -0.0000
US31405UYB96 / FNMA POOL 800006 FN 11/34 FIXED 5.5 0.00 0.00 0.0001 -0.0000
US36225CL202 / Ginnie Mae II Pool 0.00 0.00 0.0001 -0.0000
US3128M84Z47 / FED HM LN PC POOL G06840 FG 05/40 FIXED 6 0.00 0.00 0.0001 -0.0000
US36225CLK08 / GNMA II POOL 080329 G2 10/29 FLOATING VAR 0.00 0.00 0.0001 -0.0000
US31419DVU26 / FNMA POOL AE3326 FN 10/30 FIXED 4 0.00 0.00 0.0001 -0.0000
US3138EHDT65 / FNMA POOL AL1013 FN 01/37 FIXED VAR 0.00 0.00 0.0001 -0.0000
BOUGHT KRW SOLD USD 20250716 / DFE (000000000) 0.00 0.0001 0.0001
US3138A1DF58 / FNMA POOL AH0101 FN 11/30 FIXED 4 0.00 0.00 0.0001 -0.0000
US31403KTQ66 / Fannie Mae Pool 0.00 -25.00 0.0001 -0.0000
US31407EH486 / FNMA POOL 828351 FN 07/35 FIXED 5.5 0.00 -25.00 0.0001 0.0000
US31410KM925 / FNMA POOL 889684 FN 08/37 FIXED VAR 0.00 -25.00 0.0001 -0.0000
US3133TKDP21 / Freddie Mac REMICS 0.00 -25.00 0.0001 -0.0000
US31406FDS74 / FNMA POOL 808413 FN 01/35 FIXED 5.5 0.00 0.00 0.0001 0.0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.00 0.0001 0.0001
US36241LDB99 / Ginnie Mae I Pool 0.00 0.00 0.0001 -0.0000
BOUGHT KRW SOLD USD 20250716 / DFE (000000000) 0.00 0.0001 0.0001
US31402QSK84 / FANNIE MAE 5.50% 12/01/2034 FNMA 30 0.00 0.00 0.0001 -0.0000
US3138LX7H61 / FNMA POOL AO7195 FN 09/27 FIXED 3 0.00 -25.00 0.0001 -0.0000
US31410XED49 / FNMA POOL 900232 FN 08/36 FIXED 6 0.00 0.00 0.0001 -0.0000
US31404L7J31 / FNMA POOL 772297 FN 03/34 FIXED 5.5 0.00 0.00 0.0001 -0.0000
US3138M1TN89 / FNMA POOL AO9556 FN 07/42 FIXED 4 0.00 0.00 0.0001 0.0000
BOUGHT ILS SOLD USD 20250702 / DFE (000000000) 0.00 0.0001 0.0001
US31405TJU79 / FNMA POOL 798675 FN 11/34 FIXED 5.5 0.00 0.00 0.0001 0.0000
US3138XDAX89 / Fannie Mae Pool 0.00 0.00 0.0001 -0.0000
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0.00 0.0001 0.0001
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0.00 0.0001 0.0001
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0.00 0.0001 0.0001
US31419ARE90 / Fannie Mae Pool 0.00 0.00 0.0001 -0.0000
US3131XAFK22 / FED HM LN PC POOL ZK6470 FR 02/29 FIXED 3.5 0.00 0.00 0.0001 -0.0000
US3138EGUC64 / Fannie Mae Pool 0.00 -25.00 0.0001 -0.0000
BOUGHT TRY SOLD USD 20250724 / DFE (000000000) 0.00 0.0001 0.0001
US3131X6M315 / FED HM LN PC POOL ZK3078 FR 03/26 FIXED 3.5 0.00 -25.00 0.0001 -0.0000
US31375MSD64 / FNMA POOL 339016 FN 11/35 FLOATING VAR 0.00 0.00 0.0001 -0.0000
BOUGHT PEN SOLD USD 20250714 / DFE (000000000) 0.00 0.0001 0.0001
US31407R3E22 / FNMA POOL 838797 FN 08/35 FIXED 6 0.00 0.00 0.0001 0.0000
US36296RJR93 / GNMA POOL 698772 GN 12/38 FIXED 6 0.00 0.00 0.0001 0.0000
US31410PXS72 / FNMA POOL 893589 FN 09/36 FIXED 6 0.00 -33.33 0.0001 -0.0000
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0.00 0.0001 0.0001
US31418MT440 / FNMA POOL AD0570 FN 08/37 FIXED VAR 0.00 -33.33 0.0001 -0.0000
317U8PVA3 PIMCO SWAPTION 3.36 CALL USD 2025071 / DIR (EZZX1QQCQTH4) 0.00 -98.15 0.0001 -0.0024
US3131X7SF60 / FED HM LN PC POOL ZK4118 FR 05/27 FIXED 3.5 0.00 -33.33 0.0001 -0.0000
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0.00 0.0001 0.0001
US31371MPJ08 / FANNIE MAE 5.00% 01/01/2026 FNMA 30 0.00 -66.67 0.0001 -0.0001
US31416BN531 / Fannie Mae Pool 0.00 0.00 0.0001 -0.0000
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0.00 0.0001 0.0001
US31410GRN50 / Fannie Mae Pool 0.00 0.00 0.0001 -0.0000
US3128M6NE41 / Freddie Mac Gold Pool 0.00 0.00 0.0001 -0.0000
US31403JZM16 / FNMA POOL 750548 FN 02/34 FIXED 5.5 0.00 0.00 0.0001 0.0000
RFR EUR ESTRON/2.05000 11/18/24-5Y* LCH / DIR (EZ64KXLFNMN4) 0.00 -92.86 0.0001 -0.0006
RFR EUR ESTRON/2.05000 11/18/24-5Y* LCH / DIR (EZ64KXLFNMN4) 0.00 -92.86 0.0001 -0.0006
US31414HKB23 / FNMA POOL 966590 FN 01/38 FIXED 6 0.00 -33.33 0.0001 -0.0000
US31411VHL62 / FNMA POOL 915635 FN 06/37 FIXED 6 0.00 0.00 0.0001 0.0000
US3131X6D801 / FED HM LN PC POOL ZK2827 FR 12/25 FIXED 3.5 0.00 -50.00 0.0001 -0.0000
US31413DJ409 / FNMA POOL 942283 FN 08/37 FIXED 6 0.00 0.00 0.0001 -0.0000
US31410C2A98 / FANNIE MAE POOL FN 885569 0.00 0.00 0.0001 0.0000
US31371MZ596 / FNMA POOL 256464 FN 09/26 FIXED 4.5 0.00 -33.33 0.0001 -0.0000
US31410VGA26 / Fannie Mae Pool 0.00 0.00 0.0001 0.0000
US31413DT234 / FNMA POOL 942569 FN 08/37 FIXED 6 0.00 0.00 0.0001 0.0000
US3138X7L359 / FNMA POOL AU7545 FN 10/28 FIXED 3 0.00 0.00 0.0001 -0.0000
US3131X6XG06 / FED HM LN PC POOL ZK3379 FR 06/26 FIXED 3.5 0.00 -33.33 0.0000 -0.0000
US31413CL563 / FNMA POOL 941448 FN 07/37 FIXED 6 0.00 0.00 0.0000 0.0000
US31371MAF41 / FNMA POOL 255706 FN 05/35 FIXED 5.5 0.00 0.00 0.0000 -0.0000
US86358HNX34 / Structured Asset Mortgage Investments Trust 2002-AR3 0.00 0.00 0.0000 -0.0000
US31287NCG16 / Freddie Mac Gold Pool 0.00 0.00 0.0000 -0.0000
US3131X6J279 / FED HM LN PC POOL ZK2981 FR 02/26 FIXED 3.5 0.00 -33.33 0.0000 -0.0000
US3138EG7L24 / FNMA POOL AL0898 FN 02/31 FIXED VAR 0.00 0.00 0.0000 -0.0000
US3128M5K905 / Freddie Mac Gold Pool 0.00 -50.00 0.0000 -0.0000
US31416ALF56 / FNMA POOL 994126 FN 11/38 FIXED 5.5 0.00 0.00 0.0000 0.0000
US31371NV775 / Fannie Mae Pool 0.00 -50.00 0.0000 -0.0000
US3138W6AY24 / FNMA POOL AR8122 FN 03/28 FIXED 3 0.00 -50.00 0.0000 -0.0000
US3131X6LB47 / FED HM LN PC POOL ZK3022 FR 02/26 FIXED 3.5 0.00 -50.00 0.0000 -0.0000
US31409BXW26 / FNMA POOL 866593 FN 01/36 FIXED 5.5 0.00 0.00 0.0000 0.0000
US31371NEX93 / FNMA POOL 256750 FN 06/27 FIXED 5 0.00 -50.00 0.0000 -0.0000
US31413C4C07 / FNMA POOL 941919 FN 07/37 FIXED 5.5 0.00 0.00 0.0000 -0.0000
US31371NRW73 / FNMA POOL 257101 FN 02/28 FIXED 5 0.00 0.00 0.0000 -0.0000
US31371KHW45 / FNMA POOL 254145 FN 01/32 FIXED 5.5 0.00 0.00 0.0000 -0.0000
US3128KWH553 / Freddie Mac Gold Pool 0.00 0.00 0.0000 0.0000
US31371M2H94 / FNMA POOL 256476 FN 11/36 FIXED 6 0.00 0.00 0.0000 -0.0000
US31417YTV91 / Fannie Mae Pool 0.00 0.00 0.0000 -0.0000
US31408AEN63 / Fannie Mae Pool 0.00 0.00 0.0000 -0.0000
US31371NU454 / Fannie Mae Pool 0.00 0.00 0.0000 -0.0000
US31403DDR70 / Fannie Mae Pool 0.00 0.00 0.0000 -0.0000
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0.00 0.0000 0.0000
US3131X53N08 / FED HM LN PC POOL ZK2605 FR 10/25 FIXED 3.5 0.00 -66.67 0.0000 -0.0000
US69547MAD83 / PAID_22-3 0.00 -99.62 0.0000 -0.0058
US31414F3S84 / FNMA POOL 965309 FN 10/38 FIXED 6 0.00 0.00 0.0000 0.0000
US31418XRX83 / FNMA POOL AD9501 FN 07/40 FIXED 5 0.00 0.00 0.0000 0.0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.00 0.0000 0.0000
US31410BBQ68 / FNMA POOL 883947 FN 06/36 FIXED 6 0.00 0.00 0.0000 -0.0000
US3128M5Q522 / FEDERAL HOME LOAN MORTGAGE CORP 6.00% 01/01/2038 FHLMC G30 0.00 0.00 0.0000 -0.0000
US31407XC586 / FNMA POOL 843492 FN 10/35 FIXED 6 0.00 0.00 0.0000 -0.0000
US31407D3N39 / FNMA POOL 828005 FN 06/35 FIXED 5.5 0.00 0.00 0.0000 0.0000
US312927YK64 / Freddie Mac Gold Pool 0.00 0.00 0.0000 -0.0000
US31371MCG06 / Fannie Mae Pool 0.00 0.00 0.0000 -0.0000
US31371LKY47 / Fannie Mae Pool 0.00 0.00 0.0000 -0.0000
US31371MTJ61 / Fannie Mae Pool 0.00 -50.00 0.0000 -0.0000
US31405TAM45 / FNMA POOL 798412 FN 10/34 FIXED 5.5 0.00 0.00 0.0000 0.0000
US3138WQSM54 / Fannie Mae Pool 0.00 0.00 0.0000 -0.0000
US31419ADV61 / Fannie Mae Pool 0.00 0.00 0.0000 -0.0000
US31329K2R45 / FED HM LN PC POOL ZA2584 FR 12/25 FIXED 3.5 0.00 0.00 0.0000 -0.0000
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0.00 0.0000 0.0000
IRS AUD 4.75000 12/20/28-5Y LCH / DIR (EZCW9TP7R7M9) 0.00 0.0000 0.0000
US31410FUK91 / FNMA POOL 888086 FN 02/36 FIXED VAR 0.00 0.00 0.0000 -0.0000
US31411ENM56 / FNMA POOL 905896 FN 12/36 FIXED 5.5 0.00 0.00 0.0000 0.0000
US3131X62P47 / FED HM LN PC POOL ZK3482 FR 08/26 FIXED 3.5 0.00 0.00 0.0000 -0.0000
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0.00 0.0000 0.0000
US31416WUQ31 / FNMA POOL AB1490 FN 09/30 FIXED 4.5 0.00 0.00 0.0000 -0.0000
US3138EGNN03 / FNMA POOL AL0396 FN 12/35 FIXED VAR 0.00 0.00 0.0000 -0.0000
US3138X3HK16 / FNMA POOL AU3833 FN 08/43 FIXED 4.5 0.00 0.00 0.0000 -0.0000
US31416KD962 / FNMA POOL AA1927 FN 01/39 FIXED 5 0.00 0.00 0.0000 0.0000
US3138AS5U28 / Fannie Mae Pool 0.00 -100.00 0.0000 -0.0000
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0.00 0.0000 0.0000
US31406YYV63 / Fannie Mae Pool 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
US3131X5Y551 / FED HM LN PC POOL ZK2532 FR 09/25 FIXED 3.5 0.00 -100.00 0.0000 -0.0000
US31376KNN27 / Fannie Mae Pool 0.00 0.0000 -0.0000
US3133TPF875 / Freddie Mac REMICS 0.00 0.0000 -0.0000
US36202KZL24 / GNMA II POOL 008847 G2 04/26 FLOATING VAR 0.00 -100.00 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
US3132A64M28 / FED HM LN PC POOL ZS6228 FR 04/26 FIXED 3.5 0.00 -100.00 0.0000 -0.0000
US31402QVR90 / FNMA POOL 735124 FN 11/34 FIXED VAR 0.00 0.0000 -0.0000
US31410UUH30 / FNMA 6.00% 7/36 #897984 0.00 0.0000 -0.0000
BOUGHT KRW SOLD USD 20250716 / DFE (000000000) 0.00 0.0000 0.0000
US3138XFF752 / Fannie Mae Pool 0.00 0.0000 0.0000
US31401V6Y20 / UMBS 0.00 0.0000 -0.0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.00 0.0000 0.0000
US3140X6NQ07 / FNMA 15YR 3.5% 08/01/2030#FM3098 0.00 -100.00 0.0000 -0.0000
US31402RRP63 / FNMA POOL 735894 FN 09/35 FIXED VAR 0.00 0.0000 -0.0000
US31400WEJ53 / FNMA POOL 699537 FN 07/33 FIXED 5.5 0.00 0.0000 -0.0000
US31412RLV77 / FNMA 15YR 0.00 -100.00 0.0000 -0.0000
US31411WCW55 / FANNIE MAE POOL FN 916385 0.00 0.0000 -0.0000
US31401A3Z83 / FNMA POOL 702916 FN 05/33 FIXED 5.5 0.00 0.0000 -0.0000
US05948XBV29 / Banc of America Mortgage Trust, Series 2003-D, Class 2A4 0.00 0.0000 -0.0000
US31410YED22 / FNMA POOL 901132 FN 09/36 FIXED 6 0.00 0.0000 0.0000
US3131X5ZD73 / FED HM LN PC POOL ZK2540 FR 09/25 FIXED 3.5 0.00 -100.00 0.0000 -0.0000
US31403DBL29 / FNMA POOL 745343 FN 03/36 FIXED VAR 0.00 0.0000 -0.0000
BOUGHT IDR SOLD USD 20250714 / DFE (000000000) 0.00 0.0000 0.0000
US3138AN7J63 / Fannie Mae Pool 0.00 -100.00 0.0000 -0.0000
EURO-BOBL FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF61) 0.00 0.0000 0.0000
SOLD CAD BOUGHT USD 20250702 / DFE (000000000) 0.00 0.0000 0.0000
SOLD CAD BOUGHT USD 20250702 / DFE (000000000) 0.00 0.0000 0.0000
SOLD CAD BOUGHT USD 20250702 / DFE (000000000) 0.00 0.0000 0.0000
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0.00 0.0000 0.0000
US31411KCZ49 / FNMA POOL 910088 FN 03/37 FIXED 6 0.00 0.0000 0.0000
US31410GFF54 / Fannie Mae Pool 0.00 0.0000 -0.0000
US3128P7L278 / FED HM LN PC POOL C91245 FG 04/29 FIXED 4 0.00 0.0000 -0.0000
US31411DS677 / Fannie Mae Pool 0.00 0.0000 0.0000
US31371LFY02 / FNMA POOL 254983 FN 12/33 FIXED 5.5 0.00 0.0000 -0.0000
US31405AXW88 / Fannie Mae Pool 0.00 0.0000 0.0000
US3133TPV484 / FHLMC, Series 2248, Class FB 0.00 0.0000 -0.0000
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0.00 0.0000 0.0000
US312926M399 / FED HM LN PC POOL A80378 FG 12/36 FIXED 5.5 0.00 0.0000 0.0000
US31376KKS41 / Fannie Mae Pool 0.00 0.0000 -0.0000
US36225CPN01 / Ginnie Mae II Pool 0.00 0.0000 -0.0000
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0.00 0.0000 0.0000
US31400CEY66 / Fannie Mae Pool 0.00 0.0000 -0.0000
US3131X53C43 / FED HM LN PC POOL ZK2595 FR 10/25 FIXED 3.5 0.00 0.0000 -0.0000
US3131X6AZ34 / FED HM LN PC POOL ZK2724 FR 11/25 FIXED 3.5 0.00 0.0000 -0.0000
US3138EPPG33 / Fannie Mae Pool 0.00 0.0000 -0.0000
US31412NU878 / FNMA POOL 930407 FN 01/39 FIXED 6 0.00 0.0000 0.0000
US3132A7CP47 / FED HM LN PC POOL ZS6378 FR 01/26 FIXED 3.5 0.00 0.0000 -0.0000
US31371MJ574 / Fannie Mae Pool 0.00 -100.00 0.0000 -0.0000
US31407BKU25 / FNMA POOL 825707 FN 07/35 FIXED 5.5 0.00 0.0000 0.0000
US31410KNH31 / Fannie Mae Pool 0.00 0.0000 0.0000
US31413SA208 / FNMA POOL 953725 FN 11/37 FIXED 6 0.00 0.0000 0.0000
BOUGHT NOK SOLD USD 20250702 / DFE (000000000) 0.00 0.0000 0.0000
US31406PGD50 / FNMA POOL 815696 FN 03/35 FIXED 5 0.00 0.0000 -0.0000
US45660UAT60 / IndyMac ARM Trust 2001-H2 0.00 0.0000 0.0000
US36225CN281 / Government National Mortgage Association 0.00 0.0000 -0.0000
BOUGHT PLN SOLD USD 20250718 / DFE (000000000) 0.00 0.0000 0.0000
US22540A3S54 / FIRST NATIONWIDE TRUST 0.00 0.0000 0.0000
US31403DUK35 / Fannie Mae Pool 0.00 0.0000 -0.0000
US31402EWL81 / FNMA POOL 727051 FN 09/33 FIXED 5.5 0.00 0.0000 -0.0000
US31385XAS62 / Fannie Mae Pool 0.00 0.0000 -0.0000
US07384MAA09 / Bear Stearns ARM Trust 2000-2 0.00 0.0000 -0.0000
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) 0.00 0.0000 0.0000
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) 0.00 0.0000 0.0000
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) 0.00 0.0000 0.0000
US07384MSH69 / Bear Stearns ARM Trust 2002-11 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
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0.00 0.0000 0.0000
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0.00 0.0000 0.0000
BOUGHT KRW SOLD USD 20250716 / DFE (000000000) 0.00 0.0000 0.0000
BOUGHT TWD SOLD USD 20250716 / 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
US3138A36C60 / Federal National Mortgage Association, Inc. 0.00 0.0000 -0.0000
US3131X52A95 / FED HM LN PC POOL ZK2569 FR 09/25 FIXED 3.5 0.00 0.0000 -0.0000
BOUGHT IDR SOLD USD 20250714 / DFE (000000000) 0.00 0.0000 0.0000
US36225CBP05 / Government National Mortgage Association 0.00 0.0000 -0.0000
US31295LBG68 / FED HM LN PC POOL 787239 FH 07/30 FLOATING VAR 0.00 0.0000 -0.0000
SOLD SEK BOUGHT USD 20250804 / DFE (000000000) 0.00 0.0000 0.0000
BOUGHT IDR SOLD USD 20250714 / DFE (000000000) 0.00 0.0000 0.0000
BOUGHT CAD SOLD USD 20250805 / DFE (000000000) 0.00 0.0000 0.0000
BOUGHT CAD SOLD USD 20250805 / DFE (000000000) 0.00 0.0000 0.0000
BOUGHT 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 INR SOLD USD 20250820 / DFE (000000000) 0.00 0.0000 0.0000
US31348S4G64 / FREDDIE MAC NON GOLD POOL P#786223 V/R 4.62600000 0.00 0.0000 0.0000
US3133TQFM42 / Freddie Mac REMICS 0.00 0.0000 0.0000
US31348S2X16 / Federal Home Loan Mortgage Corporation 0.00 0.0000 0.0000
BOUGHT PEN SOLD USD 20250917 / DFE (000000000) 0.00 0.0000 0.0000
DK0009403644 / JYSKE REALKREDIT A/S COVERED 10/53 1.5 0.00 0.0000 0.0000
317U9G6A0 PIMCO SWAPTION 4.065 PUT USD 2025070 / DIR (EZJQZP36X547) 0.00 0.0000 0.0000
317U9EIA2 PIMCO SWAPTION 4.127 PUT USD 2025063 / DIR (EZXJWB9HGZH3) 0.00 0.0000 0.0000
DK0002050368 / Nordea Kredit Realkreditaktieselskab 0.00 0.0000 0.0000
DK0009522815 / NYKREDIT REALKREDIT AS COVERED REGS 10/50 1 0.00 0.0000 0.0000
317U9FTA7 PIMCO SWAPTION 4.05 PUT USD 20250630 / DIR (EZXJWB9HGZH3) 0.00 0.0000 0.0000
317U9ELA8 PIMCO SWAPTION 2.1 CALL EUR 20250630 / DIR (000000000) 0.00 0.0000 0.0000
317U9FOA2 PIMCO SWAPTION 4.077 PUT USD 2025063 / DIR (EZXJWB9HGZH3) 0.00 0.0000 0.0000
DK0004619467 / Realkredit Danmark A/S 0.00 0.0000 0.0000
317U9EOA5 PIMCO SWAPTION 4.101 PUT USD 2025063 / DIR (EZXJWB9HGZH3) 0.00 0.0000 0.0000
317U9FPA1 PIMCO SWAPTION 3.677 CALL USD 202506 / DIR (EZY1GXGHBZM5) 0.00 0.0000 0.0000
317U9EKA9 PIMCO SWAPTION 2.36 PUT EUR 20250630 / DIR (000000000) 0.00 0.0000 0.0000
DK0009403727 / JYSKE REALKREDIT A/S COVERED 10/53 1.5 0.00 0.0000 0.0000
DK0009527616 / NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5 0.00 0.0000 0.0000
31750QSL4 OTC EPUT FN 4.5 JUL25 92.46875 PUT / DIR (000000000) -0.00 -0.0000 -0.0000
317U9GMA2 PIMCO SWAPTION 4.1 PUT USD 20250703 / DIR (EZ78N9X8M3Y4) -0.00 -0.0000 -0.0000
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
317U9IZA4 PIMCO SWAPTION 4.125 PUT USD 2025070 / DIR (EZY1VWC6W1B5) -0.00 -0.0000 -0.0000
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD TRY BOUGHT USD 20250728 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD THB BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD CAD BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0000 -0.0000
317U9IEA7 PIMCO SWAPTION 4.03 PUT USD 20250707 / DIR (EZY1VWC6W1B5) -0.00 -0.0000 -0.0000
SOLD IDR BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0000 -0.0000
BOUGHT SEK SOLD USD 20250702 / DFE (000000000) -0.00 -0.0000 -0.0000
317U9JKA8 PIMCO SWAPTION 4.14 PUT USD 20250709 / DIR (EZYG54DQ9CL7) -0.00 -0.0000 -0.0000
317U9JKA8 PIMCO SWAPTION 4.14 PUT USD 20250709 / DIR (EZYG54DQ9CL7) -0.00 -0.0000 -0.0000
SOLD IDR BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0000 -0.0000
317U9HMA0 PIMCO SWAPTION 4.019 PUT USD 2025070 / DIR (EZY1VWC6W1B5) -0.00 -0.0000 -0.0000
317U9JSA0 PIMCO SWAPTION 4.122 PUT USD 2025071 / DIR (EZMLYZSNFH30) -0.00 -0.0000 -0.0000
BOUGHT NOK SOLD USD 20250702 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD THB BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD NOK BOUGHT USD 20250804 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD NOK BOUGHT USD 20250804 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD NOK BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD MXN BOUGHT USD 20250917 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD MXN BOUGHT USD 20250917 / DFE (000000000) -0.00 -0.0000 -0.0000
31750QMB2 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (EZ967XY50V92) -0.00 -100.00 -0.0000 0.0004
SOLD IDR BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD NOK BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0000 -0.0000
317U9LGA8 PIMCO SWAPTION 4.097 PUT USD 2025071 / DIR (EZHBWHSTV570) -0.00 -0.0000 -0.0000
31750QN05 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) -0.00 -100.00 -0.0000 0.0004
31750QN05 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) -0.00 -100.00 -0.0000 0.0004
31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) -0.00 -100.00 -0.0000 0.0004
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
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
317U9LLA2 PIMCO SWAPTION 4.095 PUT USD 2025071 / DIR (EZBYVN1N6JS0) -0.00 -0.0000 -0.0000
BOUGHT IDR SOLD USD 20250708 / DFE (000000000) -0.00 -0.0000 -0.0000
BOUGHT IDR SOLD USD 20250708 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD IDR BOUGHT USD 20250716 / 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 THB BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0000 -0.0000
31750QM06 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (EZ967XY50V92) -0.00 -100.00 -0.0000 0.0003
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
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) -0.00 -0.0000 -0.0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) -0.00 -0.0000 -0.0000
COLOMBIA LA SP CBK / DCR (EZ05QB3PBRQ1) -0.00 -150.00 -0.0000 -0.0001
COLOMBIA LA SP JPM / DCR (EZXKWXGHTDT1) -0.00 0.00 -0.0000 -0.0000
COLOMBIA LA SP JPM / DCR (EZXKWXGHTDT1) -0.00 0.00 -0.0000 -0.0000
COLOMBIA LA SP JPM / DCR (EZXKWXGHTDT1) -0.00 0.00 -0.0000 -0.0000
317U9MJA3 PIMCO SWAPTION 4.05 PUT USD 20250721 / DIR (EZPXSH8F93Y9) -0.00 -0.0000 -0.0000
317U9M3A0 PIMCO SWAPTION 4.037 PUT USD 2025071 / DIR (EZ1JLHJ8JY10) -0.00 -0.0000 -0.0000
SOLD BRL BOUGHT USD 20251002 / 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
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD SEK BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0000 -0.0000
317U9GAA5 PIMCO SWAPTION 2.64 PUT EUR 20250703 / DIR (EZL9GW5599J4) -0.00 -0.0000 -0.0000
COLOMBIA LA SP BRC / DCR (EZ05QB3PBRQ1) -0.00 -150.00 -0.0000 -0.0001
US 10YR FUT OPTN AUG25P 108.5 EXP 07/25/2025 / DIR (000000000) -0.00 -0.0000 -0.0000
SOLD NOK BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0000 -0.0000
317U9LFA9 PIMCO SWAPTION 2.46 CALL EUR 2025071 / DIR (EZLXC2V2MYF7) -0.00 -0.0001 -0.0001
317U9MPA6 PIMCO SWAPTION 3.933 PUT USD 2025072 / DIR (EZTRLD6PX319) -0.00 -0.0001 -0.0001
317U9MPA6 PIMCO SWAPTION 3.933 PUT USD 2025072 / DIR (EZTRLD6PX319) -0.00 -0.0001 -0.0001
EURO-BUND OPTION AUG25C 132.5 EXP 07/25/2025 / DIR (DE000F1674Y7) -0.00 -0.0001 -0.0001
ZCS BRL 14.0087 05/12/25-01/04/27 CME / DIR (EZHTRBH6Z688) -0.00 -0.0001 -0.0001
SOLD SEK BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD EUR BOUGHT USD 20250724 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD EUR BOUGHT USD 20250724 / DFE (000000000) -0.00 -0.0001 -0.0001
EURO-BOBL OPTION AUG25C 118.5 EXP 07/25/2025 / DIR (DE000F167SZ1) -0.00 -0.0001 -0.0001
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD SEK BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0001 -0.0001
317U9LEA0 PIMCO SWAPTION 2.72 PUT EUR 20250716 / DIR (EZMWVGHPD033) -0.00 -0.0001 -0.0001
SOLD CAD BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD TRY BOUGHT USD 20250729 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD ILS BOUGHT USD 20250709 / DFE (000000000) -0.00 -0.0001 -0.0001
COLOMBIA LA SP BPS / DCR (EZQJJC4KSPK3) -0.00 -25.00 -0.0001 0.0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) -0.00 -0.0001 -0.0001
US 10YR FUT OPTN AUG25P 109 EXP 07/25/2025 / DIR (000000000) -0.00 -0.0001 -0.0001
317U9FUA5 PIMCO SWAPTION 3.7 CALL USD 20250630 / DIR (EZY1GXGHBZM5) -0.00 -0.0001 -0.0001
US 10YR FUT OPTN AUG25P 109.5 EXP 07/25/2025 / DIR (000000000) -0.00 -0.0001 -0.0001
317U9EPA4 PIMCO SWAPTION 3.701 CALL USD 202506 / DIR (EZY1GXGHBZM5) -0.00 -0.0001 -0.0001
SOLD KRW BOUGHT USD 20250708 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD EUR BOUGHT USD 20250724 / DFE (000000000) -0.00 -0.0001 -0.0001
EURO-BOBL OPTION AUG25P 117.2 EXP 07/25/2025 / DIR (DE000F167SF3) -0.00 -0.0001 -0.0001
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) -0.01 -0.0001 -0.0001
SOLD THB BOUGHT USD 20250716 / DFE (000000000) -0.01 -0.0001 -0.0001
317U9N1A0 PIMCO SWAPTION 3.914 PUT USD 2025072 / DIR (EZBGX0TQ91B3) -0.01 -0.0001 -0.0001
IRS EUR 2.41000 11/05/24-10Y LCH / DIR (EZXB852VHRN9) -0.01 -91.94 -0.0001 0.0013
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.01 -0.0001 -0.0001
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.01 -0.0001 -0.0001
317U9N3A8 PIMCO SWAPTION 3.905 PUT USD 2025072 / DIR (EZBGX0TQ91B3) -0.01 -0.0001 -0.0001
EURO-BUND OPTION AUG25P 129 EXP 07/25/2025 / DIR (DE000F167368) -0.01 -0.0001 -0.0001
SOLD DKK BOUGHT USD 20250804 / DFE (000000000) -0.01 -0.0001 -0.0001
SOLD DKK BOUGHT USD 20250804 / DFE (000000000) -0.01 -0.0001 -0.0001
317U9IFA6 PIMCO SWAPTION 3.68 CALL USD 2025070 / DIR (EZJFGPMJB918) -0.01 -0.0001 -0.0001
SOLD CHF BOUGHT USD 20250702 / DFE (000000000) -0.01 -0.0002 -0.0002
COLOMBIA LA SP BPS / DCR (EZXKWXGHTDT1) -0.01 500.00 -0.0002 -0.0001
317U9MQA5 PIMCO SWAPTION 3.583 CALL USD 202507 / DIR (EZCLF3R2NG23) -0.01 -0.0002 -0.0002
SOLD IDR BOUGHT USD 20250708 / DFE (000000000) -0.01 -0.0002 -0.0002
SOLD AUD BOUGHT USD 20250702 / DFE (000000000) -0.01 -0.0002 -0.0002
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) -0.01 -0.0002 -0.0002
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.01 -0.0002 -0.0002
US 10YR FUT OPTN AUG25P 110.2 EXP 07/25/2025 / DIR (000000000) -0.01 -0.0002 -0.0002
317U9O6A3 PIMCO SWAPTION 3.875 PUT USD 2025072 / DIR (EZHZLXVZP143) -0.01 -0.0002 -0.0002
ZCS BRL 13.9255 05/08/25-01/04/27 CME / DIR (EZ6MPDHN98L0) -0.01 -0.0002 -0.0002
SOLD IDR BOUGHT USD 20250716 / DFE (000000000) -0.01 -0.0002 -0.0002
SOLD IDR BOUGHT USD 20250716 / DFE (000000000) -0.01 -0.0002 -0.0002
RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (EZH2QB9TLWH9) -0.01 -73.53 -0.0002 0.0006
317U9O2A7 PIMCO SWAPTION 3.895 PUT USD 2025072 / DIR (EZHZLXVZP143) -0.01 -0.0002 -0.0002
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) -0.01 -0.0002 -0.0002
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) -0.01 -0.0002 -0.0002
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) -0.01 -0.0002 -0.0002
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.01 -0.0002 -0.0002
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.01 -0.0002 -0.0002
317U9O7A2 PIMCO SWAPTION 3.525 CALL USD 202507 / DIR (EZ24N26H1YR9) -0.01 -0.0002 -0.0002
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) -0.01 -0.0002 -0.0002
317U9HNA9 PIMCO SWAPTION 3.669 CALL USD 202507 / DIR (EZJFGPMJB918) -0.01 -0.0002 -0.0002
SOFTBANK GROUP CORP SNR JP SP GST / DCR (EZ1K1NTX2WN0) -0.01 25.00 -0.0002 -0.0000
317U9N4A7 PIMCO SWAPTION 3.555 CALL USD 202507 / DIR (EZMYNDCY8F38) -0.01 -0.0003 -0.0003
RFR USD SOFR/3.7165* 03/01/24-9Y* LCH / DIR (EZPPGS20SB55) -0.01 -107.59 -0.0003 -0.0035
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.01 -0.0003 -0.0003
317U9N2A9 PIMCO SWAPTION 3.564 CALL USD 202507 / DIR (EZMYNDCY8F38) -0.01 -0.0003 -0.0003
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.01 -0.0003 -0.0003
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.01 -0.0003 -0.0003
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.01 -0.0003 -0.0003
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.01 -0.0003 -0.0003
COLOMBIA LA SP GST / DCR (EZQJJC4KSPK3) -0.01 200.00 -0.0003 -0.0002
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.01 -0.0003 -0.0003
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.01 -0.0003 -0.0003
SOLD ILS BOUGHT USD 20250718 / DFE (000000000) -0.01 -0.0003 -0.0003
317U9G7A9 PIMCO SWAPTION 3.715 CALL USD 202507 / DIR (EZL4V0T519J1) -0.01 -0.0003 -0.0003
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.02 -0.0004 -0.0004
317U9MOA7 PIMCO SWAPTION 3.605 CALL USD 202507 / DIR (EZCLF3R2NG23) -0.02 -0.0004 -0.0004
317U9O3A6 PIMCO SWAPTION 3.545 CALL USD 202507 / DIR (EZ24N26H1YR9) -0.02 -0.0004 -0.0004
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.02 -0.0004 -0.0004
317U9EJA1 PIMCO SWAPTION 3.727 CALL USD 202506 / DIR (EZY1GXGHBZM5) -0.02 -0.0004 -0.0004
IRS EUR 2.35000 04/29/25-5Y LCH / DIR (EZ74X71XY4J2) -0.02 -0.0004 -0.0004
317U9GFA0 PIMCO SWAPTION 3.725 CALL USD 202507 / DIR (EZ78XR7L6YX2) -0.02 -0.0004 -0.0004
317U9M4A9 PIMCO SWAPTION 3.637 CALL USD 202507 / DIR (EZ7SJVNDKPC9) -0.02 -0.0004 -0.0004
OIS CAD CAONREPO/3.0000 01/10/25-9Y* LCH / DIR (EZGTN9JZ4G83) -0.02 -69.09 -0.0004 0.0008
317U9L4A1 PIMCO SWAPTION 3.6525 CALL USD 20250 / DIR (EZT5FL9WGCP1) -0.02 -0.0004 -0.0004
317U8PWA2 PIMCO SWAPTION 3.519 CALL USD 202507 / DIR (EZ1KS55XM884) -0.02 -86.58 -0.0005 0.0029
IRS EUR 2.46000 03/13/25-10Y LCH / DIR (EZYS5KMNTTM6) -0.02 -47.37 -0.0005 0.0004
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.02 -0.0005 -0.0005
317U9LHA7 PIMCO SWAPTION 3.697 CALL USD 202507 / DIR (EZ1ZLHZPLNC3) -0.02 -0.0005 -0.0005
317U9L6A9 PIMCO SWAPTION 3.664 CALL USD 202507 / DIR (EZT5FL9WGCP1) -0.02 -0.0005 -0.0005
317U9LMA1 PIMCO SWAPTION 3.695 CALL USD 202507 / DIR (EZSG2674R1G7) -0.02 -0.0005 -0.0005
OIS CAD CAONREPO/3.0000 01/08/25-9Y* LCH / DIR (EZGTN9JZ4G83) -0.02 -58.18 -0.0005 0.0007
317U9MKA1 PIMCO SWAPTION 3.7 CALL USD 20250721 / DIR (EZQRZMCG5093) -0.02 -0.0006 -0.0006
SOLD JPY BOUGHT USD 20250804 / DFE (000000000) -0.03 -0.0006 -0.0006
317U8CPA9 PIMCO SWAPTION 3.739 CALL USD 202508 / DIR (EZ02MS39Q829) -0.03 -34.21 -0.0006 0.0003
SOLD THB BOUGHT USD 20250716 / DFE (000000000) -0.03 -0.0006 -0.0006
US 10YR FUT OPTN AUG25C 112.7 EXP 07/25/2025 / DIR (000000000) -0.03 -0.0006 -0.0006
RFR USD SOFR/3.72186 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) -0.03 2,600.00 -0.0006 -0.0006
317U9GNA1 PIMCO SWAPTION 3.75 CALL USD 2025070 / DIR (EZ78XR7L6YX2) -0.03 -0.0006 -0.0006
SOLD THB BOUGHT USD 20250716 / DFE (000000000) -0.03 -0.0006 -0.0006
317U9JQA2 PIMCO SWAPTION 3.77 CALL USD 2025070 / DIR (EZT76LRY6S63) -0.03 -0.0007 -0.0007
317U9JQA2 PIMCO SWAPTION 3.77 CALL USD 2025070 / DIR (EZT76LRY6S63) -0.03 -0.0007 -0.0007
IRS EUR 2.40000 04/09/25-5Y LCH / DIR (EZVHX3M64G11) -0.03 -0.0007 -0.0007
317U9J0A0 PIMCO SWAPTION 3.775 CALL USD 202507 / DIR (EZJFGPMJB918) -0.03 -0.0007 -0.0007
SOLD NZD BOUGHT USD 20250804 / DFE (000000000) -0.03 -0.0007 -0.0007
317U9JTA9 PIMCO SWAPTION 3.772 CALL USD 202507 / DIR (EZTK0K9DDPF2) -0.03 -0.0007 -0.0007
SOLD CAD BOUGHT USD 20250702 / DFE (000000000) -0.03 -0.0007 -0.0007
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.04 -0.0008 -0.0008
SOLD THB BOUGHT USD 20250716 / DFE (000000000) -0.04 -0.0009 -0.0009
SOLD DKK BOUGHT USD 20250702 / DFE (000000000) -0.04 -0.0009 -0.0009
SOLD DKK BOUGHT USD 20250702 / DFE (000000000) -0.04 -0.0009 -0.0009
OIS CAD CAONREPO/3.00000 01/13/25-8Y* LC / DIR (EZKVS9DRRQP2) -0.04 -54.74 -0.0010 0.0011
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) -0.05 -0.0011 -0.0011
US 10YR FUT OPTN AUG25C 112 EXP 07/25/2025 / DIR (000000000) -0.05 -0.0011 -0.0011
317U8R1A2 PIMCO SWAPTION 3.515 CALL USD 202507 / DIR (EZHRPWJDVDW8) -0.05 -81.41 -0.0012 0.0048
SOLD NZD BOUGHT USD 20250702 / DFE (000000000) -0.05 -0.0012 -0.0012
IRS AUD 4.00000 03/19/25-10Y LCH / DIR (EZMSCTBHCX60) -0.06 -76.39 -0.0013 0.0039
317U8RLA0 PIMCO SWAPTION 3.489 CALL USD 202507 / DIR (EZ2BH915DBT1) -0.06 -80.21 -0.0013 0.0051
RFR USD SOFR/3.7317* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) -0.06 5,700.00 -0.0013 -0.0013
RFR USD SOFR/3.7317* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) -0.06 5,700.00 -0.0013 -0.0013
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) -0.06 -0.0013 -0.0013
RFR USD SOFR/3.89900 03/11/25-10Y LCH / DIR (EZXJC61P0SN9) -0.06 56.41 -0.0014 -0.0005
SOLD CHF BOUGHT USD 20250804 / DFE (000000000) -0.06 -0.0014 -0.0014
RFR USD SOFR/3.72680 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) -0.07 6,500.00 -0.0015 -0.0015
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) -0.07 -0.0015 -0.0015
SOLD PEN BOUGHT USD 20250915 / DFE (000000000) -0.07 -0.0017 -0.0017
SOLD PEN BOUGHT USD 20250929 / DFE (000000000) -0.08 -0.0018 -0.0018
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) -0.08 -0.0019 -0.0019
ZCS BRL 13.9271 05/08/25-01/04/27 CME / DIR (EZ6MPDHN98L0) -0.08 -0.0019 -0.0019
SOLD PEN BOUGHT USD 20250929 / DFE (000000000) -0.09 -0.0020 -0.0020
RFR USD SOFR/3.73910 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) -0.09 8,900.00 -0.0021 -0.0020
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.10 -0.0022 -0.0022
SOLD PEN BOUGHT USD 20251204 / DFE (000000000) -0.10 -0.0022 -0.0022
RFR USD SOFR/3.97500 03/21/25-10Y LCH / DIR (EZSTF4LLCQZ1) -0.10 35.21 -0.0022 -0.0006
317U8D3A1 PIMCO SWAPTION 3.7565 CALL USD 20250 / DIR (EZF2KQT490F7) -0.10 -31.21 -0.0022 0.0009
SOLD ILS BOUGHT USD 20250718 / DFE (000000000) -0.10 -0.0023 -0.0023
RFR USD SOFR/3.84200 03/04/25-5Y LCH / DIR (EZSYJ06JDLK1) -0.10 104.00 -0.0023 -0.0012
US 10YR FUT OPTN AUG25C 112.5 EXP 07/25/2025 / DIR (000000000) -0.10 -0.0024 -0.0024
SOLD AUD BOUGHT USD 20250805 / DFE (000000000) -0.11 -0.0024 -0.0024
OIS CAD CAONREPO/3.0000 01/23/25-9Y* LCH / DIR (EZM5CNHNBF74) -0.11 -76.68 -0.0025 0.0081
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) -0.11 -0.0026 -0.0026
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) -0.11 -0.0026 -0.0026
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) -0.11 -0.0026 -0.0026
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) -0.12 -0.0027 -0.0027
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) -0.12 -0.0027 -0.0027
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) -0.12 -0.0027 -0.0027
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.13 -0.0029 -0.0029
317U8AFA4 PIMCO SWAPTION 3.6283 CALL USD 20250 / DIR (EZ4TR78BWB85) -0.13 -51.09 -0.0030 0.0031
RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (EZKR9TWV5646) -0.14 44.68 -0.0031 -0.0010
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) -0.15 -0.0033 -0.0033
317U88WA0 PIMCO SWAPTION 3.7075 CALL USD 20250 / DIR (EZ10PVR5LK98) -0.15 -41.96 -0.0034 0.0023
SOLD PEN BOUGHT USD 20250707 / DFE (000000000) -0.15 -0.0034 -0.0034
RFR USD SOFR/3.6637* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) -0.15 15,000.00 -0.0034 -0.0034
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.16 -0.0035 -0.0035
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.16 -0.0035 -0.0035
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.16 -0.0035 -0.0035
SOLD AUD BOUGHT USD 20250702 / DFE (000000000) -0.17 -0.0039 -0.0039
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) -0.17 -0.0039 -0.0039
SOLD PEN BOUGHT USD 20250922 / DFE (000000000) -0.18 -0.0040 -0.0040
SOLD PEN BOUGHT USD 20250922 / DFE (000000000) -0.18 -0.0040 -0.0040
US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) -0.19 -0.0044 -0.0044
RFR USD SOFR/3.83600 05/02/25-10Y LCH / DIR (EZ9FQ1FHSFC5) -0.20 -0.0044 -0.0044
RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) -0.20 -58.49 -0.0045 0.0061
SOLD JPY BOUGHT USD 20250804 / DFE (000000000) -0.20 -0.0046 -0.0046
SOLD JPY BOUGHT USD 20250804 / DFE (000000000) -0.20 -0.0046 -0.0046
SOLD JPY BOUGHT USD 20250804 / DFE (000000000) -0.20 -0.0046 -0.0046
SOLD PEN BOUGHT USD 20250825 / DFE (000000000) -0.21 -0.0047 -0.0047
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) -0.21 -0.0049 -0.0049
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.24 -0.0054 -0.0054
317U88TA4 PIMCO SWAPTION 3.7 CALL USD 20250804 / DIR (EZ10PVR5LK98) -0.24 -6.67 -0.0054 0.0003
SOLD CHF BOUGHT USD 20250702 / DFE (000000000) -0.25 -0.0057 -0.0057
IRS EUR 1.00000 05/18/22-5Y LCH / DIR (EZG2JQ07KZT4) -0.25 -18.33 -0.0058 0.0011
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.26 -0.0059 -0.0059
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.27 -0.0061 -0.0061
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.27 -0.0061 -0.0061
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.27 -0.0062 -0.0062
RFR USD SOFR/3.80740 03/01/24-4Y* LCH / DIR (EZ5FK37PXZM8) -0.28 -154.56 -0.0063 -0.0175
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.30 -0.0068 -0.0068
RFR USD SOFR/3.65517 03/01/24-4Y* LCH / DIR (EZ5FK37PXZM8) -0.31 -160.52 -0.0069 -0.0182
RFR USD SOFR/3.75000 09/02/25-7Y* LCH / DIR (000000000) -0.32 -0.0072 -0.0072
REVERSE REPO JPM CHASE / RA (000000000) -0.34 -0.0077 -0.0077
ZCS BRL 11.49576 06/14/24-01/04/27 CME / DIR (EZZZ1VBHTZM4) -0.34 -16.26 -0.0077 0.0013
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) -0.35 -0.0079 -0.0079
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) -0.35 -0.0079 -0.0079
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) -0.35 -0.0079 -0.0079
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.37 -0.0084 -0.0084
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.37 -0.0085 -0.0085
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.37 -0.0085 -0.0085
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.37 -0.0085 -0.0085
RFR USD SOFR/3.90000 09/02/25-9Y* LCH / DIR (000000000) -0.37 -0.0085 -0.0085
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.38 -0.0085 -0.0085
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.38 -0.0087 -0.0087
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.39 -0.0088 -0.0088
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.40 -0.0091 -0.0091
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.41 -0.0092 -0.0092
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.41 -0.0093 -0.0093
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.41 -0.0094 -0.0094
REVERSE REPO BANK OF AMERICA REVERSE REPO / RA (000000000) -0.44 -0.0099 -0.0099
SOLD CAD BOUGHT USD 20250702 / DFE (000000000) -0.46 -0.0104 -0.0104
SOLD BRL BOUGHT USD 20250702 / DFE (000000000) -0.48 -0.0108 -0.0108
SOLD BRL BOUGHT USD 20250702 / DFE (000000000) -0.48 -0.0108 -0.0108
OIS CAD CAONREPO/3.7500 12/20/23-10Y LCH / DIR (EZ1777XRV3N1) -0.63 -19.85 -0.0142 0.0032
RFR USD SOFR/3.68900 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) -0.63 62,900.00 -0.0143 -0.0143
IRS EUR 1.00000 05/13/22-5Y LCH / DIR (EZV2M518D339) -0.63 -19.97 -0.0144 0.0033
SOLD CAD BOUGHT USD 20250805 / DFE (000000000) -0.66 -0.0149 -0.0149
RFR USD SOFR/3.75000 12/18/24-5Y LCH / DIR (EZ2V74HC3Q62) -0.76 326.40 -0.0172 -0.0132
IRS EUR 2.25000 09/17/25-10Y LCH / DIR (EZNLCZXFPVL3) -0.83 -52.47 -0.0187 0.0200
IRS EUR 0.65000 04/12/22-5Y LCH / DIR (EZW03QFBH1W4) -1.01 -24.02 -0.0228 0.0067
RFR JPY MUTK/1.25000 06/18/25-7Y LCH / DIR (EZ9MYT9FCQB5) -1.03 -0.0233 -0.0233
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) -1.13 -0.0257 -0.0257
SOLD GBP BOUGHT USD 20250804 / DFE (000000000) -1.14 -0.0259 -0.0259
ZCS BRL 11.54841 06/13/24-01/04/27 CME / DIR (EZBGTQ4W27C2) -1.32 -16.88 -0.0299 0.0055
OIS CAD CAONREPO/3.5000 03/28/24-8Y* LCH / DIR (EZ6CFT2N3TR9) -1.63 -20.93 -0.0369 0.0089
SOLD GBP BOUGHT USD 20250702 / DFE (000000000) -1.77 -0.0401 -0.0401
US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) -1.92 -0.0436 -0.0436
SOLD EUR BOUGHT USD 20250804 / DFE (000000000) -2.12 -0.0480 -0.0480
REVERSE REPO DEUTSCHE REVERSE REPO / RA (000000000) -3.04 -0.0689 -0.0689
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) -4.94 -0.1119 -0.1119
EW / Edwards Lifesciences Corporation -40.58 -254.73 -0.9201 -1.5147
US01F0206791 / UMBS, 30 Year, Single Family -48.22 136.47 -1.0935 -0.6458