Mga Batayang Estadistika
Nilai Portofolio $ 5,012,420,149
Posisi Saat Ini 1,548
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)

Brighthouse Funds Trust I - PIMCO Total Return Portfolio Class A telah mengungkapkan total kepemilikan 1,548 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 5,012,420,149 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama Brighthouse Funds Trust I - PIMCO Total Return Portfolio Class A adalah Uniform Mortgage-Backed Security, TBA (US:US01F0526800) , FNMA 30YR TBA 3.0% AUG 20 TO BE ANNOUNCED 3.00000000 (US:US01F0306864) , Fannie Mae or Freddie Mac (US:US01F0326821) , UMBS TBA (US:US01F0406854) , and UMBS TBA (US:US01F0306781) . Posisi baru Brighthouse Funds Trust I - PIMCO Total Return Portfolio Class A meliputi: Uniform Mortgage-Backed Security, TBA (US:US01F0526800) , FNMA 30YR TBA 3.0% AUG 20 TO BE ANNOUNCED 3.00000000 (US:US01F0306864) , Fannie Mae or Freddie Mac (US:US01F0326821) , UMBS TBA (US:US01F0406854) , and UMBS TBA (US:US01F0306781) .

Tambahkan Dana Ini
ke Dasbor Anda
Peningkatan Tertinggi Kuartal Ini

Kami menggunakan perubahan dalam alokasi portofolio karena ini adalah metrik yang paling bermakna. Perubahan dapat disebabkan oleh perdagangan atau perubahan harga saham.

Keamanan Saham
(MM)		 Nilai
(Juta Dolar AS)		 Portfolio % ΔPorsyento ng Portfolio
68.27 1.9184 2.5038
37.60 1.0566 1.0566
36.53 1.0266 1.0266
36.42 1.0235 1.0235
36.09 1.0142 1.0142
23.18 0.6514 0.6514
274.94 7.7262 0.6459
21.31 0.5988 0.5988
19.08 0.5362 0.5362
13.78 0.3872 0.3872
Penurunan Tertinggi Kuartal Ini

Kami menggunakan perubahan dalam alokasi portofolio karena ini adalah metrik yang paling bermakna. Perubahan dapat disebabkan oleh perdagangan atau perubahan harga saham.

Keamanan Saham
(MM)		 Nilai
(Juta Dolar AS)		 Portfolio % ΔPorsyento ng Portfolio
139.50 3.9203 -3.2668
39.16 1.1004 -3.0422
-32.73 -0.9197 -2.0202
370.95 10.4245 -1.9901
31.68 0.8902 -1.9288
29.78 0.8369 -1.1851
-39.20 -1.1015 -1.1015
-31.90 -0.8966 -0.8966
-17.27 -0.4854 -0.4854
45.18 1.2696 -0.3608
Pengajuan 13F dan Dana

Formulir ini diajukan pada 2025-08-27 untuk periode pelaporan 2025-06-30. Investor ini belum mengungkapkan sekuritas yang diperhitungkan dalam bentuk saham, sehingga kolom terkait saham dalam tabel di bawah ini dihilangkan. Klik ikon tautan untuk melihat riwayat transaksi selengkapnya.

Tingkatkan ke versi premium untuk membuka data premium dan ekspor ke Excel. .

2022-07-28: Catatan Penting - Kami telah mengubah cara perhitungan kolom Δ Portfolio % pada tabel ini. Sebelumnya, kami melaporkannya sebagai persentase perubahan dalam alokasi portofolio. Sekarang kami melaporkannya sebagai perubahan mentah dalam alokasi portofolio (tetap dilaporkan sebagai persentase). Dalam rumus, sebelumnya kami melaporkannya sebagai 100 * (alokasi saat ini - alokasi sebelumnya) / alokasi sebelumnya. Sekarang kami melaporkannya sebagai (alokasi saat ini - alokasi sebelumnya).
Keamanan Ketik ΔSaham
(%)		 Nilai
($MM)		 Portpolyo
(%)		 ΔPortofolio
(%)
US01F0526800 / Uniform Mortgage-Backed Security, TBA 370.95 -22.98 10.4245 -1.9901
US01F0306864 / FNMA 30YR TBA 3.0% AUG 20 TO BE ANNOUNCED 3.00000000 274.94 0.09 7.7262 0.6459
US01F0326821 / Fannie Mae or Freddie Mac 139.50 -49.97 3.9203 -3.2668
US01F0406854 / UMBS TBA 136.75 -11.87 3.8428 -0.1568
US01F0306781 / UMBS TBA 128.91 -9.41 3.6225 -0.0454
US912810RH32 / United States Treas Bds Bond 91.70 -2.24 2.5770 0.0002
US01F0426811 / UMBS TBA 88.63 -9.66 2.4907 -0.0263
US01F0506844 / UMBS TBA 68.27 -397.13 1.9184 2.5038
US912810RB61 / United States Treas Bds Bond 64.51 -2.13 1.8129 0.0022
US912810QD37 / United States Treas Bds Bond 55.97 -1.48 1.5730 0.0123
US31418EQ864 / Fannie Mae Pool 47.36 -2.45 1.3310 -0.0028
US01F0606834 / Uniform Mortgage-Backed Security, TBA 45.18 -28.57 1.2696 -0.3608
EW / Edwards Lifesciences Corporation 39.16 -75.63 1.1004 -3.0422
US25160RLM33 / MD ST GO DB-8076 Q=DB D7 37.60 1.0566 1.0566
US21H0406817 / Ginnie Mae 36.53 1.0266 1.0266
US21H0506806 / GNMA 36.42 1.0235 1.0235
US21H0326700 / GNMA2 30YR TBA(REG C) 3.5 TBA 07-01-50 36.09 1.0142 1.0142
US912810ST60 / TREASURY BOND 34.78 -14.22 0.9775 -0.1364
IT0005246134 / Italy Buoni Poliennali Del Tesoro 31.91 9.96 0.8966 0.0996
US21H0426799 / Ginnie Mae 31.68 -77.54 0.8902 -1.9288
US912810QX90 / United States Treas Bds Bond 29.84 -1.99 0.8386 0.0022
US01F0526727 / Uniform Mortgage-Backed Security, TBA 29.78 -62.22 0.8369 -1.1851
US91282CGW55 / United States Treasury Inflation Indexed Bonds 24.87 0.78 0.6989 0.0210
RFR USD SOFR/1.75000 12/21/22-30Y CME / DIR (000000000) 23.18 0.6514 0.6514
US21H0606713 / Ginnie Mae 21.31 0.5988 0.5988
FMCC / Federal Home Loan Mortgage Corporation 20.62 -4.95 0.5796 -0.0165
U.S. Treasury Bonds / DBT (US912810UG12) 19.08 0.5362 0.5362
European Union / DBT (EU000A3L1CN4) 18.27 9.82 0.5134 0.0564
US912810RL44 / United States Treasury Inflation Indexed Bonds 17.79 -2.83 0.5000 -0.0030
ZAG000016320 / Republic of South Africa Government Bond 17.53 -25.10 0.4925 -0.1503
XS2419216622 / Toro European CLO 7 DAC 17.37 7.57 0.4882 0.0446
US91282CDX65 / United States Treasury Inflation Indexed Bonds 17.30 1.15 0.4863 0.0163
US715638BY77 / REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 17.01 6.64 0.4780 0.0398
US3132DWJ531 / UMBS 16.83 -4.70 0.4731 -0.0122
US912810SP49 / United States Treasury Note/Bond 16.81 -3.25 0.4725 -0.0048
U.S. Treasury Bonds / DBT (US912810UA42) 16.51 -3.19 0.4640 -0.0045
US912810SV17 / United States Treasury Inflation Indexed Bonds 16.09 -4.34 0.4522 -0.0099
Government National Mortgage Association / ABS-MBS (US38383KKU50) 16.01 -0.14 0.4499 0.0095
GB00BMV7TC88 / United Kingdom Gilt 15.40 6.39 0.4328 0.0351
US912810SH23 / United States Treas Bds Bond 15.15 170.42 0.4257 0.2718
US912810QC53 / United States Treas Bds Bond 15.04 -1.36 0.4227 0.0038
US62955HAA59 / NYO COMMERCIAL MORTGAGE TRUST 2021-1290 SER 2021-1290 CL A V/R REGD 144A P/P 1.17500000 13.97 0.57 0.3925 0.0110
FIXED INC CLEARING CORP.REPO / RA (000000000) 13.78 0.3872 0.3872
US654744AD34 / Nissan Motor Co Ltd 13.49 -3.41 0.3790 -0.0046
US32027LAF22 / FFML 2006-FF14 A6 13.29 0.90 0.3734 0.0117
US85571BAY11 / Starwood Property Trust Inc 13.18 1.93 0.3703 0.0152
US91282CCM10 / United States Treasury Inflation Indexed Bonds 13.11 1.22 0.3683 0.0126
US928563AJ42 / VMware Inc 13.06 0.99 0.3669 0.0118
US46647PCB04 / JPMorgan Chase & Co 12.99 0.74 0.3651 0.0108
US912810TQ13 / United States Treasury Note/Bond 12.89 -2.19 0.3622 0.0002
US912810QE10 / United States Treas Bds Bond 12.87 -1.51 0.3618 0.0027
US65480CAC91 / NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/26 1.85 12.87 0.47 0.3618 0.0098
US446413AZ96 / Huntington Ingalls Industries Inc 12.85 2.05 0.3611 0.0152
Q / Quetzal Copper Corp. 12.67 -22.35 0.3561 -0.0922
US08160JAE73 / Benchmark 2019-B9 Mortgage Trust 12.65 1.03 0.3556 0.0115
US44891ACA34 / Hyundai Capital America 12.46 1.43 0.3500 0.0127
US75973PAA75 / ReNew Wind Energy AP2 / ReNew Power Pvt Ltd other 9 Subsidiaries 12.43 2.10 0.3493 0.0149
US45262BAC72 / IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/29 3.875 12.40 0.92 0.3485 0.0109
US78403DAR17 / SBA TOWER TRUST 12.29 1.53 0.3454 0.0128
US842434CW01 / Southern California Gas Co. 12.24 0.88 0.3441 0.0107
US251526CD98 / Deutsche Bank AG/New York NY 12.16 1.73 0.3417 0.0134
US22822VAZ40 / Crown Castle International Corp 12.16 0.72 0.3417 0.0101
US912810SF66 / Us Treasury Bond 12.16 -2.56 0.3416 -0.0011
US11135FAS02 / BROADCOM INC 4.3% 11/15/2032 12.03 1.61 0.3380 0.0129
US962166CC62 / WEYERHAEUSER COMPANY 12.02 0.04 0.3379 0.0077
US30227FAA84 / Extended Stay America Trust 12.01 -0.85 0.3376 0.0048
US912810TH14 / United States Treasury Note/Bond 11.99 -35.48 0.3370 -0.1736
US23636ABC45 / Danske Bank A/S 11.96 0.37 0.3360 0.0088
US08163NBK00 / Benchmark 2022-B32 Mortgage Trust 11.95 1.07 0.3358 0.0110
US36251PAZ71 / GS Mortgage Securities Trust 2016-GS3 11.94 2.69 0.3354 0.0161
US08163PBG46 / BMARK 22-B33 A5 3.3503% 01-15-32 11.88 0.92 0.3340 0.0105
US097023DA04 / Boeing Co/The 11.86 0.64 0.3334 0.0096
US23307EAA91 / DBGS 2019-1735 Mortgage Trust 11.83 1.26 0.3324 0.0115
U.S. Treasury Inflation-Indexed Bonds / DBT (US912810TY47) 11.76 -3.73 0.3304 -0.0051
US23345LAA70 / DOLP Trust 2021-NYC 11.75 1.27 0.3301 0.0115
US30225VAQ05 / Extra Space Storage LP 11.73 2.12 0.3296 0.0141
US90355RAC60 / UWM 2021-INV3 A3 11/51 11.72 -2.47 0.3294 -0.0008
US866677AE75 / Sun Communities Operating LP 11.70 1.84 0.3287 0.0132
US35805BAC28 / FRESENIUS MEDICAL CARE US FIN III 11.63 0.60 0.3269 0.0093
USU5615XAA82 / MANHATTAN WEST 11.63 1.47 0.3269 0.0120
US912810SJ88 / United States Treas Bds Bond 11.61 62.08 0.3261 0.1294
US225401AZ15 / Credit Suisse Group AG 11.58 1.52 0.3255 0.0121
US720198AE09 / Piedmont Operating Partnership LP 11.57 2.20 0.3252 0.0142
US90117PAA30 / 1211 AVENUE OF THE AMERICAS TR AOTA 2015 1211 A1A1 144A 11.57 -2.46 0.3251 -0.0007
Blue Owl Finance LLC / DBT (US09581JAR77) 11.54 1.12 0.3244 0.0108
US12635WAA53 / COMM 2016-787S MORTGAGE TRUST COMM 2016-787S A 11.40 0.21 0.3203 0.0079
US05565ASK06 / BNP Paribas SA 11.12 3.36 0.3125 0.0169
US902055AA09 / 225 Liberty Street Trust 2016-225L 11.07 0.99 0.3110 0.0100
US60687YBH18 / Mizuho Financial Group Inc 11.04 1.88 0.3103 0.0126
5831 / Shizuoka Financial Group,Inc. 10.98 1.87 0.3085 0.0125
US471048BM91 / Japan Bank for International Cooperation 10.97 0.71 0.3082 0.0090
US26442UAL89 / Duke Energy Progress LLC 10.94 1.87 0.3074 0.0124
US928668AT93 / VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 11/25 4.625 10.89 0.12 0.3060 0.0072
US14040HCS22 / CAPITAL ONE FINANCIAL CORPORATION 10.85 0.39 0.3050 0.0080
US168863DY16 / Chile Government International Bond 10.81 0.88 0.3037 0.0094
US694308JP35 / PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/26 3.15 10.80 0.33 0.3034 0.0078
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 10.76 -3.44 0.3025 -0.0038
Harvest CLO XXV DAC / ABS-CBDO (XS2405859443) 10.63 9.14 0.2987 0.0312
US08163RBQ83 / Benchmark 2022-B35 Mortgage Trust 10.60 0.74 0.2980 0.0089
US38239JAA97 / Goodman US Finance Three LLC 10.59 0.89 0.2975 0.0092
US06738ECE32 / Barclays PLC 10.56 1.69 0.2966 0.0115
US36267BAB36 / GS Mortgage-Backed Securities Trust 10.52 -1.60 0.2957 0.0019
US05369AAD37 / Aviation Capital Group LLC 10.49 0.26 0.2948 0.0074
U.S. Treasury Bonds / DBT (US912810UC08) 10.32 -3.25 0.2900 -0.0030
US49427RAR30 / KILROY REALTY 2.65 11/33 10.29 1.04 0.2892 0.0094
UBSG34 / UBS Group AG - Depositary Receipt (Common Stock) 10.28 1.30 0.2890 0.0101
US90351DAF42 / UBS Group AG 10.17 0.12 0.2858 0.0067
US606822BZ65 / Mitsubishi UFJ Financial Group, Inc. 10.14 0.90 0.2848 0.0089
US63906EB929 / NatWest Markets PLC 10.11 0.58 0.2842 0.0080
US06051GLS65 / Bank of America Corp 10.10 0.52 0.2840 0.0078
US912810RG58 / United States Treas Bds Bond 10.03 -2.22 0.2820 0.0001
Anchorage Capital CLO 6 Ltd / ABS-CBDO (US03328QBL41) 9.82 0.12 0.2758 0.0065
US86772HAA59 / Sunrun Demeter Issuer 2021-2 9.77 0.32 0.2744 0.0070
FMCC / Federal Home Loan Mortgage Corporation 9.76 -2.17 0.2742 0.0002
US78485KAA34 / STWD 2022-FL3 Ltd 9.74 -10.76 0.2737 -0.0261
US161175BZ64 / Charter Communications Operating LLC / Charter Communications Operating Capital 9.65 4.73 0.2712 0.0181
US48275EAA47 / KREF 2022-FL3 Ltd 9.60 -13.87 0.2697 -0.0364
US00217VAA89 / AREIT 2022-CRE7 LLC 9.51 -10.99 0.2671 -0.0262
BNP / BNP Paribas SA 9.45 0.90 0.2655 0.0083
US912834LB28 / United States Treasury Strip Coupon 9.39 -1.77 0.2638 0.0013
US912810QB70 / United States Treas Bds Bond 9.35 -1.16 0.2626 0.0029
ING / ING Groep N.V. - Depositary Receipt (Common Stock) 9.29 0.65 0.2612 0.0075
XS2310758011 / HARVEST CLO HARVT 20A AR 144A 9.18 -0.76 0.2579 0.0039
US251526CU14 / DEUTSCHE BANK AG SR NON PREF 6.819% 11-20-29/28 9.17 0.58 0.2578 0.0073
R2035 / South Africa - Corporate Bond/Note 9.15 35.26 0.2571 0.0713
US06368D8Z01 / Bank of Montreal 9.13 0.73 0.2566 0.0076
US86562MCG33 / Sumitomo Mitsui Financial Group Inc 9.10 1.44 0.2556 0.0093
US16412XAG07 / CHENIERE CORP CHRISTI HD SR SECURED 06/27 5.125 9.08 0.12 0.2553 0.0060
US79467BDG77 / Sales Tax Securitization Corp. 9.02 1.36 0.2534 0.0090
US681936BK50 / Omega Healthcare Investors Inc 8.94 0.68 0.2512 0.0073
US465973AC95 / JP MORGAN MORTGAGE TRUST SER 2022-INV1 CL A3 V/R REGD 144A P/P 3.00000000 8.89 -1.38 0.2499 0.0022
5831 / Shizuoka Financial Group,Inc. 8.89 0.2498 0.2498
US07336JAD00 / Bayview MSR Opportunity Master Fund Trust, Series 2021-5, Class A1 8.86 -2.04 0.2489 0.0006
XS0767581407 / Lloyds Bank PLC 8.82 3.80 0.2478 0.0144
US36262RAB33 / GS Mortgage-Backed Securities Trust 2021-HP1 8.74 -2.24 0.2455 0.0000
US05530QAQ38 / BAT International Finance plc 8.71 0.69 0.2448 0.0071
US65535HAS85 / Nomura Holdings Inc 8.71 1.75 0.2447 0.0096
US60687YBL20 / Mizuho Financial Group Inc 8.57 1.76 0.2409 0.0095
US918307AC33 / SER 2021-INV4 CL A3 V/R REGD 144A P/P 2.50000000 8.57 -2.06 0.2409 0.0005
US55285BAA35 / MF1 2022-FL10 LLC MF1 2022-FL10 A 8.50 -6.05 0.2389 -0.0097
US21688AAW27 / Cooperatieve Rabobank UA 8.40 -0.27 0.2362 0.0047
US07274EAJ29 / BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.25% 01-21-29 8.30 1.28 0.2331 0.0081
US36267EAD31 / GS MORTGAGE-BACKED SECURITIES CORP TRUST 202 SER 2022-PJ2 CL A4 V/R REGD 144A P/P 2.50000000 8.24 -3.39 0.2315 -0.0027
Capital Four US CLO II Ltd / ABS-CBDO (US14016CAN65) 8.22 -0.13 0.2311 0.0049
US33938XAA37 / Flex Ltd 8.21 1.20 0.2308 0.0079
Towd Point Mortgage Funding 2024 - Granite 6 PLC / ABS-MBS (XS2799791848) 8.18 -0.51 0.2299 0.0040
US95000U3E14 / Wells Fargo & Co. 8.16 0.53 0.2292 0.0063
MDLZ / Mondelez International, Inc. - Depositary Receipt (Common Stock) 8.13 4.86 0.2286 0.0155
US61747YFF79 / Morgan Stanley 8.12 0.56 0.2283 0.0064
US05401AAB70 / Avolon Holdings Funding Ltd 8.12 0.87 0.2281 0.0070
US46647PDU75 / JPMorgan Chase & Co. 8.11 0.62 0.2279 0.0065
Daimler Truck Finance North America LLC / DBT (US233853AX89) 8.11 0.02 0.2279 0.0052
N1WG34 / NatWest Group plc - Depositary Receipt (Common Stock) 8.10 1.81 0.2276 0.0091
US57629WDL19 / MassMutual Global Funding II 8.06 0.19 0.2265 0.0055
US81376VAC19 / SECURITIZED ASSET BACKED RECEI SABR 2006 FR2 A3 8.04 0.50 0.2258 0.0062
US404280DV88 / HSBC Holdings PLC 8.02 1.21 0.2255 0.0077
LVS / Las Vegas Sands Corp. - Depositary Receipt (Common Stock) 8.02 0.55 0.2253 0.0063
69511JD28 / PACIFICORP 8.01 0.60 0.2251 0.0064
BMY / Bristol-Myers Squibb Company - Depositary Receipt (Common Stock) 7.99 0.64 0.2244 0.0064
US87264ACB98 / T-Mobile USA Inc 7.97 1.54 0.2239 0.0084
Morgan Stanley Bank NA / DBT (US61690U8B93) 7.96 0.26 0.2238 0.0056
Morgan Stanley Bank NA / DBT (US61690U7Z70) 7.95 -0.16 0.2233 0.0046
Enel Finance International NV / DBT (US29278GBD97) 7.95 0.79 0.2233 0.0067
US05571AAR68 / BPCE SA 7.94 0.57 0.2232 0.0062
US650036AU04 / NEW YORK ST URBAN DEV CORP REVENUE 7.94 0.66 0.2231 0.0065
US38237KAA88 / 4% 20 Apr 2049 7.93 2.73 0.2227 0.0108
SAN / Banco Santander, S.A. - Depositary Receipt (Common Stock) 7.93 0.03 0.2227 0.0051
US172967NG21 / Citigroup Inc 7.92 0.62 0.2226 0.0064
5831 / Shizuoka Financial Group,Inc. 7.92 -2.80 0.2225 -0.0013
Consumers 2023 Securitization Funding LLC / DBT (US21071BAB18) 7.90 0.59 0.2221 0.0063
Athene Global Funding / DBT (US04685A3R01) 7.89 0.11 0.2218 0.0052
4020 / Saudi Real Estate Company 7.87 1.00 0.2211 0.0071
New York Life Global Funding / DBT (US64953BBK35) 7.82 -0.06 0.2196 0.0048
AXP / American Express Company - Depositary Receipt (Common Stock) 7.77 -0.21 0.2184 0.0045
US48125LRV61 / JPMorgan Chase Bank NA 7.76 -0.32 0.2182 0.0042
BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F 7.72 1.79 0.2169 0.0086
US38382Y3J05 / Government National Mortgage Association 7.71 -0.64 0.2168 0.0035
US54251MAD65 / Long Beach Mortgage Loan Trust 7.71 -1.43 0.2167 0.0018
US63861VAJ61 / Nationwide Building Society 7.69 -0.18 0.2161 0.0045
US46647PDW32 / JPMorgan Chase & Co 7.66 -0.20 0.2153 0.0045
US38141GVX95 / Goldman Sachs Group Inc/the Mtn Variable Rate 10/28/2027 Bond 7.62 -0.34 0.2142 0.0041
FSK / FS KKR Capital Corp. 7.59 -0.01 0.2133 0.0048
US00084DBC39 / ABN AMRO Bank NV 7.54 -0.48 0.2119 0.0038
US17325FBC14 / CITIBANK NA 7.52 -0.09 0.2112 0.0045
US59981TAH86 / Mill City Mortgage Loan Trust 2019-GS2 7.50 1.17 0.2109 0.0071
CBOM / Credit Bank of Moscow (public joint-stock company) 7.50 1.02 0.2107 0.0068
Mars Inc / DBT (US571676AY11) 7.50 0.74 0.2107 0.0063
Henley CLO VII DAC / ABS-CBDO (XS2874094274) 7.42 9.06 0.2084 0.0216
US68389XBX21 / ORACLE CORP SR UNSECURED 04/50 3.6 7.41 0.67 0.2083 0.0060
US11135FBP53 / SR UNSECURED 144A 11/35 3.137 7.40 1.76 0.2078 0.0082
US80282KBF21 / Santander Holdings USA, Inc. 7.39 1.92 0.2077 0.0085
US02005NBU37 / Ally Financial Inc 7.39 1.08 0.2077 0.0068
BMW US Capital LLC / DBT (US05565ECW30) 7.38 0.90 0.2075 0.0065
Mercedes-Benz Finance North America LLC / DBT (US58769JAZ03) 7.38 0.2075 0.2075
US026929AA76 / American Home Mortgage Investment Trust 7.37 -0.78 0.2072 0.0031
US94988J6G76 / Wells Fargo Bank NA 7.36 -0.26 0.2067 0.0041
US912810SA79 / United States Treas Bds Bond 7.36 135.36 0.2067 0.1209
US 10YR NOTE (CBT)SEP25 / DIR (000000000) 7.35 0.2065 0.2065
US07274EAK91 / BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.375% 11-21-30 7.33 1.48 0.2061 0.0076
US023608AQ57 / Ameren Corp 7.33 0.85 0.2060 0.0064
US225401AV01 / Credit Suisse Group AG 7.27 0.17 0.2044 0.0049
US00774MAV72 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust 7.26 0.82 0.2040 0.0062
US52524HAF73 / Lehman XS Trust Series 7.19 -2.36 0.2020 -0.0002
US38376RMG82 / Government National Mortgage Association 7.18 -9.64 0.2019 -0.0165
US404119CH01 / HCA Inc 7.15 0.82 0.2009 0.0061
US06428CAB00 / Bank of America NA 7.14 -0.11 0.2008 0.0043
US11135FBQ37 / Broadcom Inc 7.13 1.01 0.2003 0.0064
US38382YQ301 / Government National Mortgage Association 7.10 -0.78 0.1995 0.0030
US00135TAD63 / AIB Group PLC 7.09 0.23 0.1992 0.0049
US59025RAV96 / Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-5 7.06 -6.11 0.1983 -0.0081
US21H0206753 / GINNIE MAE II POOL 30YR TBA (JULY) 7.00 0.63 0.1968 0.0174
GreenSky Home Improvement Issuer Trust 2025-1 / ABS-O (US39571NAB29) 7.00 -9.13 0.1966 -0.0149
US38382YN902 / Government National Mortgage Association 6.98 -0.14 0.1962 0.0041
RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) 6.97 0.07 0.1958 0.0045
US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 6.95 0.36 0.1954 0.0051
US03881BAE39 / Arbor Multifamily Mortgage Securities Trust 2020-MF1 6.92 1.39 0.1945 0.0070
US341081GR29 / Florida Power & Light Co 6.91 -0.19 0.1941 0.0040
TAQA / Abu Dhabi National Energy Company PJSC 6.89 1.09 0.1936 0.0064
US04002VAA98 / AREIT Trust, Series 2022-CRE6, Class A 6.88 -0.54 0.1932 0.0033
US45685NAA46 / ING Groep NV 6.80 -0.10 0.1911 0.0041
Morgan Stanley Bank NA / DBT (US61690U8E33) 6.78 0.33 0.1905 0.0049
Greensaif Pipelines Bidco Sarl / DBT (US39541EAD58) 6.77 -0.15 0.1902 0.0040
US404280DY28 / HSBC HOLDINGS PLC FRN SOFR+0 08/14/2027 6.76 -0.40 0.1900 0.0035
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US3137AKPF26 / Federal Home Loan Mortgage Corporation 6.71 -0.93 0.1885 0.0025
T-Mobile USA Inc / DBT (US87264ADL61) 6.65 1.14 0.1870 0.0062
US78397FAA12 / SG Commercial Mortgage Securities Trust 2020-COVE 6.63 -2.27 0.1862 -0.0000
US3132DQRQ19 / FED HM LN PC POOL SD3195 FR 06/53 FIXED 5 6.62 -4.25 0.1860 -0.0039
Marble Point CLO XIV Ltd / ABS-CBDO (US56608KAW36) 6.60 -5.25 0.1856 -0.0059
US912810SW99 / United States Treasury Note/Bond 6.60 -43.98 0.1856 -0.1382
US36257CAA53 / GS Mortgage Securities Corp Trust 2017-GPTX 6.58 0.55 0.1849 0.0052
US05401AAS06 / Avolon Holdings Funding Ltd 6.57 0.77 0.1846 0.0055
US61770YAA38 / Morgan Stanley Capital I Trust 2020-CNP 6.54 2.20 0.1838 0.0080
US86562MCA62 / Sumitomo Mitsui Financial Group Inc 6.50 0.74 0.1826 0.0054
Arbour CLO DAC / ABS-CBDO (XS2814888132) 6.48 8.97 0.1822 0.0188
US636180BS91 / National Fuel Gas Co 6.47 0.02 0.1817 0.0041
5831 / Shizuoka Financial Group,Inc. 6.46 0.1814 0.1814
US12803RAB06 / CaixaBank SA 6.45 -0.40 0.1813 0.0034
Marathon CLO XIII Ltd / ABS-CBDO (US56579ABJ88) 6.42 -8.06 0.1804 -0.0114
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XS2347648961 / ARES EUROPEAN CLO ARESE 10A AR 144A 6.40 -3.60 0.1799 -0.0025
SCE.PRK / SCE Trust V - Preferred Security 6.37 0.46 0.1789 0.0048
US3617YFGP64 / Ginnie Mae I Pool 6.31 -0.54 0.1774 0.0031
E1IX34 / Edison International - Depositary Receipt (Common Stock) 6.30 -15.97 0.1770 -0.0289
RFR USD SOFR/1.75000 06/15/22-10Y CME / DIR (000000000) 6.27 0.1762 0.1762
US404280DR76 / HSBC Holdings PLC 6.27 -0.08 0.1761 0.0038
RGA Global Funding / DBT (US76209PAE34) 6.19 0.57 0.1739 0.0049
US465981AA63 / JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES SER 2023-CCDC CL A REGD 144A P/P 7.23547000 6.17 0.67 0.1733 0.0050
US06051GLG28 / Bank of America Corp 6.13 0.59 0.1723 0.0049
BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F 6.12 8.56 0.1721 0.0171
US225401BE76 / UBS Group AG 6.09 0.51 0.1712 0.0047
S1MF34 / Sumitomo Mitsui Financial Group, Inc. - Depositary Receipt (Common Stock) 6.08 0.73 0.1708 0.0050
US80413TBC27 / Saudi Government International Bond 6.04 0.32 0.1698 0.0043
US54627RAS94 / Louisiana Local Government Environmental Facilities & Community Development Auth 6.03 0.60 0.1695 0.0048
US912810RF75 / United States Treasury Inflation Indexed Bonds 6.01 -2.59 0.1688 -0.0006
US48255PAA30 / KKR CLO 41 Ltd 6.01 0.25 0.1688 0.0042
US06675FBA49 / Banque Federative du Credit Mutuel SA 5.99 -0.10 0.1683 0.0036
LYG / Lloyds Banking Group plc - Depositary Receipt (Common Stock) 5.98 0.07 0.1680 0.0039
US88258MAB19 / Texas Natural Gas Securitization Finance Corp. 5.96 -0.10 0.1675 0.0036
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US38141GA468 / Goldman Sachs Group Inc/The 5.94 0.42 0.1669 0.0044
US44891ACB17 / Hyundai Capital America 5.94 -0.22 0.1668 0.0034
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PCG.PRD / Pacific Gas and Electric Company - Preferred Stock 5.79 0.24 0.1628 0.0040
US37046US851 / General Motors Financial Co Inc 5.78 0.1625 0.1625
Chase Home Lending Mortgage Trust 2023-RPL3 / ABS-MBS (US161927AC22) 5.76 -2.12 0.1619 0.0002
US853254CS76 / Standard Chartered plc 5.71 0.26 0.1606 0.0040
Romark Credit Funding III Ltd / ABS-CBDO (US77587BAA26) 5.71 0.1605 0.1605
US6944PL2U22 / PACIFIC LIFE GLOBAL FUNDING II 5.69 0.39 0.1600 0.0042
Santander UK Group Holdings PLC / DBT (US80281LAU98) 5.67 0.84 0.1593 0.0049
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US281020AN70 / EDISON INTERNATIONAL SR UNSECURED 06/27 5.75 5.56 -0.31 0.1561 0.0031
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XS2064786838 / Ivory Coast Government International Bond 5.45 9.76 0.1532 0.0168
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US69377TAA43 / PRKCM 2022-AFC2 Trust 5.42 -3.97 0.1522 -0.0027
US61747YER27 / Morgan Stanley 5.39 0.52 0.1514 0.0042
US654744AC50 / Nissan Motor Co Ltd 5.38 -1.25 0.1511 0.0015
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US373334KS95 / GEORGIA POWER CO 5.27 0.73 0.1481 0.0044
US38382YN829 / Government National Mortgage Association 5.26 -1.11 0.1478 0.0017
FMCC / Federal Home Loan Mortgage Corporation 5.25 -4.68 0.1476 -0.0038
FMCC / Federal Home Loan Mortgage Corporation 5.23 -5.94 0.1469 -0.0057
Abu Dhabi Developmental Holding Co PJSC / DBT (US00402D2C80) 5.22 1.03 0.1467 0.0048
Castlelake LP First Lien Term Loan / LON (000000000) 5.22 0.1466 0.1466
US95000U2S19 / Wells Fargo & Co 5.20 0.95 0.1462 0.0046
US912810RW09 / United States Treasury Inflation Indexed Bonds 5.20 -3.31 0.1460 -0.0016
XS1450864779 / China Government Bond - JPMorgan Chase 5.19 0.1459 0.1459
US90931GAA76 / United Airlines 2020-1 Class A Pass Through Trust 5.19 -6.55 0.1459 -0.0067
US61747YFH36 / Morgan Stanley 5.19 0.37 0.1459 0.0038
XS2027364327 / Logicor Financing Sarl 5.17 10.40 0.1453 0.0166
US912810SE91 / United States Treas Bds Bond 5.14 476.35 0.1445 0.1200
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US68389XBW48 / ORACLE CORP SR UNSECURED 04/40 3.6 5.12 1.77 0.1440 0.0057
US64831HAM51 / New Residential Mortgage Loan Trust 2023-NQM1 5.12 -7.43 0.1438 -0.0081
US80413TBE82 / Saudi Government International Bond 5.10 -0.84 0.1434 0.0021
US3617YD2W16 / GNMA POOL CL6189 GN 03/52 FIXED 4 5.08 -4.01 0.1428 -0.0026
Goldman Sachs Bank USA/New York NY / DBT (US38151LAH33) 5.06 0.00 0.1423 0.0032
US694308KF34 / Pacific Gas and Electric Co 5.06 0.12 0.1421 0.0034
US83368RBQ48 / Societe Generale SA 5.05 -0.30 0.1418 0.0028
A3KMYN / Air Lease Corporation - Preferred Stock 5.03 -0.08 0.1414 0.0031
US025816DL03 / American Express Co 5.03 -0.38 0.1413 0.0027
Volkswagen Group of America Finance LLC / DBT (US928668CP53) 5.03 0.60 0.1413 0.0040
US38382YJ207 / Government National Mortgage Association 5.01 -0.14 0.1408 0.0030
US00774MBD65 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust 5.01 -0.04 0.1408 0.0031
US44891ACK16 / Hyundai Capital America 5.00 -0.26 0.1406 0.0028
US404119CJ66 / HCA INC SR UNSEC 3.375% 03-15-29 5.00 1.61 0.1404 0.0053
US38145GAM24 / Goldman Sachs Group Inc/The 4.91 -0.26 0.1379 0.0027
US38145GAN07 / Goldman Sachs Group Inc/The 4.90 -0.20 0.1378 0.0028
US694308JM04 / PACIFIC GAS and ELECTRIC CO 4.55% 07/01/2030 4.88 0.85 0.1371 0.0042
U.S. Treasury Bonds / DBT (US912810UE63) 4.86 -3.28 0.1366 -0.0015
US65535HBH12 / Nomura Holdings Inc 4.84 0.35 0.1362 0.0035
US3140QSPN58 / Federal National Mortgage Association 4.81 -2.18 0.1350 0.0001
US61747YFA82 / Morgan Stanley 4.78 0.38 0.1344 0.0035
DGZ / DB Gold Short ETN 4.78 0.13 0.1342 0.0032
US94988J6D46 / WELLS FARGO BANK NA SR UNSEC 5.45% 08-07-26 4.76 -0.10 0.1338 0.0029
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US452152FA44 / State of Illinois General Obligation Unlimited 4.65 -8.32 0.1308 -0.0086
RFR USD SOFR/3.50000 06/20/24-30Y LCH / DIR (000000000) 4.60 0.1294 0.1294
US345397A860 / Ford Motor Credit Co LLC 4.59 1.19 0.1291 0.0044
Hyundai Capital America / DBT (US44891ACU97) 4.57 0.66 0.1285 0.0037
HASI / HA Sustainable Infrastructure Capital, Inc. 4.56 0.1280 0.1280
XS2264968665 / Ivory Coast Government International Bond 4.54 12.07 0.1276 0.0163
Province of Ontario Canada / DBT (CA68333ZBG15) 4.48 0.1258 0.1258
US91282CAQ42 / USTN TII 0.125% 10/15/2025 4.47 0.56 0.1255 0.0035
US89170VAA61 / Towd Point Mortgage Trust 2022-1 4.44 -3.29 0.1248 -0.0013
US23245CAA80 / COUNTRYWIDE ASSET-BACKED CERTIFICATES SER 2007-1 CL 1A V/R REGD 1.84800000 4.44 -2.93 0.1247 -0.0009
US341081GN15 / Florida Power & Light Co 4.43 0.64 0.1246 0.0036
US00130HCG83 / CORP. NOTE 4.37 2.27 0.1228 0.0054
US17331KAD19 / Citizens Auto Receivables Trust 4.34 -22.35 0.1219 -0.0315
US3140QR5B58 / Fannie Mae Pool 4.32 -1.39 0.1213 0.0011
US22535WAJ62 / Credit Agricole SA 4.31 0.56 0.1211 0.0034
MMAF Equipment Finance LLC 2024-A / ABS-O (US55318CAB00) 4.30 -20.36 0.1209 -0.0275
US088929AC82 / BGC Group Inc 4.28 0.19 0.1202 0.0029
PRPM 2023-NQM2 Trust / ABS-MBS (US74390KAK43) 4.26 -8.28 0.1198 -0.0079
US92939UAD81 / WEC Energy Group Inc 4.24 1.34 0.1192 0.0042
F&G Annuities & Life Inc / DBT (US30190AAF12) 4.23 1.29 0.1188 0.0042
UWM Mortgage Trust 2021-INV3 / ABS-MBS (US90355RAE27) 4.17 -1.72 0.1171 0.0006
CPPIB Capital Inc / DBT (CA12593CAY71) 4.14 4.10 0.1163 0.0071
US92332YAD31 / Venture Global LNG Inc 4.10 1.69 0.1153 0.0045
US05964HAY18 / Banco Santander SA 4.05 0.40 0.1139 0.0030
5831 / Shizuoka Financial Group,Inc. 4.04 -5.78 0.1136 -0.0043
US902613AU26 / UBS Group AG 4.02 -0.17 0.1131 0.0023
US723787AV90 / Pioneer Natural Resources Co 4.02 -0.17 0.1129 0.0023
US01882YAE68 / ALLIANT ENERGY FINANCE LLC 3.99 1.30 0.1120 0.0039
US89231WAA18 / Toyota Auto Loan Extended Note Trust 2023-1 3.98 0.43 0.1118 0.0030
US07274EAH62 / Bayer US Finance LLC 3.96 -0.23 0.1114 0.0023
US04542BQB17 / ASSET BACKED FUNDING CERTIFICA ABFC 2005 OPT1 M2 3.95 -2.01 0.1111 0.0003
US22535WAH07 / Credit Agricole SA 3.92 0.85 0.1103 0.0034
Republic of Poland Government International Bonds / DBT (US731011AY80) 3.91 1.24 0.1100 0.0038
US760759BB57 / Republic Services Inc 3.88 0.83 0.1091 0.0033
US29273VAR15 / Energy Transfer LP 3.88 -0.05 0.1090 0.0024
US3140QSMW84 / Federal National Mortgage Association 3.88 -1.82 0.1090 0.0005
Adnoc Murban Rsc Ltd / DBT (US00723L2A68) 3.88 1.33 0.1090 0.0039
US57629TBQ94 / MassMutual Global Funding II 3.83 -0.03 0.1075 0.0024
US38382YNR08 / Government National Mortgage Association 3.81 0.55 0.1072 0.0030
US38376R6V36 / Government National Mortgage Association 3.79 -8.51 0.1064 -0.0073
US126650DJ69 / CVS Health Corp 3.74 1.66 0.1051 0.0040
HARBOUR ENERGY PLC / DBT (US411618AD32) 3.68 -0.14 0.1034 0.0022
US63743HFG20 / National Rural Utilities Cooperative Finance Corp 3.66 0.33 0.1028 0.0026
Dryden 54 Senior Loan Fund / ABS-CBDO (US26244RAF82) 3.66 -26.56 0.1027 -0.0340
FMCC / Federal Home Loan Mortgage Corporation 3.62 -4.59 0.1016 -0.0025
XS2264968665 / Ivory Coast Government International Bond 3.60 10.25 0.1012 0.0115
IRS EUR 2.25000 09/17/25-30Y LCH / DIR (000000000) 3.60 0.1012 0.1012
US694308JL21 / PACIFIC GAS and ELECTRIC CO 3.45% 07/01/2025 3.60 0.42 0.1012 0.0027
US43710XAD03 / Home Equity Loan Trust 3.60 -6.21 0.1011 -0.0043
US912810TP30 / US TREASURY I/L 1.5% 02-15-53 3.59 -3.89 0.1008 -0.0017
US654744AB77 / Nissan Motor Co Ltd 3.58 -55.34 0.1005 -0.1195
US539439AY57 / LLOYDS BANKING GROUP PLC 5.985000% 08/07/2027 3.55 -0.11 0.0998 0.0021
US3140JPME21 / Fannie Mae Pool 3.53 -2.65 0.0991 -0.0004
US138616AM99 / Cantor Fitzgerald LP 3.50 0.60 0.0984 0.0028
US15135BAW19 / Centene Corp 3.48 2.14 0.0979 0.0042
PURCHASED BRL / SOLD USD / DFE (000000000) 3.47 0.0976 0.0976
MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) 3.47 0.75 0.0975 0.0029
US 5YR NOTE (CBT) SEP25 / DIR (000000000) 3.45 0.0971 0.0971
FMCC / Federal Home Loan Mortgage Corporation 3.45 -5.36 0.0968 -0.0032
US46651QAA58 / JP Morgan Chase Commercial Mortgage Securities Trust 2019-FL12 3.42 -1.78 0.0960 0.0004
JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) 3.41 -0.03 0.0959 0.0021
US67112FAD24 / OBX 2018-1 TRUST OBX 2018-1 A2 3.33 -6.43 0.0937 -0.0042
US345397C353 / Ford Motor Credit Co LLC 3.31 0.21 0.0931 0.0023
US46632GAA13 / JP Morgan Mortgage Trust Series 2008-R1 3.28 -9.16 0.0923 -0.0070
Aviation Capital Group LLC / DBT (US05369AAQ40) 3.26 1.02 0.0916 0.0030
Daimler Truck Finance North America LLC / DBT (US233853AV24) 3.23 0.31 0.0908 0.0023
US71654QDP46 / Petroleos Mexicanos 3.21 2.75 0.0903 0.0044
US92331LBC37 / VENTURE CDO LTD VENTR 2017 27A AR 144A 3.19 -42.19 0.0897 -0.0620
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US46647PBA30 / JPMorgan Chase & Co 3.19 0.22 0.0897 0.0022
US19828TAA43 / CORP. NOTE 3.17 1.57 0.0890 0.0034
US31418DPM82 / Federal National Mortgage Association (FNMA) 3.17 -3.18 0.0890 -0.0008
US3137F5BX63 / Freddie Mac REMICS 3.16 -3.33 0.0889 -0.0010
US05952FAN33 / Banc of America Mortgage 2007-2 Trust 3.14 -1.69 0.0883 0.0005
R2037 / South Africa - Sovereign or Government Agency Debt 3.14 8.44 0.0881 0.0087
XS2264968665 / Ivory Coast Government International Bond 3.12 10.32 0.0877 0.0100
US38375UYN44 / Government National Mortgage Association 3.11 -13.82 0.0875 -0.0117
US05530NAA54 / BCAP LLC Trust 2007-AA2 3.11 -3.21 0.0874 -0.0009
US94988J6B89 / Wells Fargo Bank NA 3.10 -0.26 0.0871 0.0017
BNP / BNP Paribas SA 3.09 0.0869 0.0869
US842400HS51 / Southern California Edison Co. 3.07 0.00 0.0864 0.0020
US813765AC80 / SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A3 3.07 -1.79 0.0862 0.0004
US92922FH842 / WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR6, Class 1A1A 3.06 -6.22 0.0861 -0.0036
D1TE34 / DTE Energy Company - Depositary Receipt (Common Stock) 3.06 0.66 0.0860 0.0025
P1NW34 / Pinnacle West Capital Corporation - Depositary Receipt (Common Stock) 3.04 0.0855 0.0855
US459506AQ49 / CORPORATE BONDS 3.04 -49.79 0.0854 -0.0808
ESNT / Essent Group Ltd. 3.00 0.54 0.0844 0.0023
US00774MAG06 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.00 0.07 0.0842 0.0019
US78081BAH69 / Royalty Pharma PLC 2.98 0.91 0.0837 0.0026
US836205AY00 / Republic of South Africa Government International Bond 2.98 2.37 0.0836 0.0038
US36242DRX39 / GSAMP Trust 2005-HE1 2.97 -0.97 0.0834 0.0011
RFR USD SOFR/3.25000 06/18/25-30Y LCH / DIR (000000000) 2.96 0.0831 0.0831
US70069FKG18 / PARK PLACE SECURITIES INC PPSI 2005 WCW1 M3 2.96 -4.95 0.0831 -0.0024
US90932EAA10 / United Airlines 2016-2 Class AA Pass Through Trust 2.94 -2.87 0.0827 -0.0005
XS2167007918 / WELLS FARGO and CO NEW 1.741%/VAR 05/04/2030 REGS 2.93 10.63 0.0825 0.0096
MMC / Marsh & McLennan Companies, Inc. - Depositary Receipt (Common Stock) 2.93 0.93 0.0824 0.0026
NMR / Nomura Holdings, Inc. - Depositary Receipt (Common Stock) 2.92 -0.17 0.0821 0.0017
US86562MCT53 / Sumitomo Mitsui Financial Group Inc 2.91 -0.21 0.0819 0.0017
US23245LAD29 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 J8 A4 2.90 -5.44 0.0816 -0.0027
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 2.88 -2.90 0.0809 -0.0005
US29444UBK16 / Equinix Inc 2.88 0.77 0.0809 0.0024
US38376RC539 / GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H23 PT 2.86 -20.51 0.0803 -0.0184
US17311BAS25 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A1 144A 2.80 -0.92 0.0787 0.0010
US29250NBW48 / ENBRIDGE INC 5.9% 11/15/2026 2.75 -0.22 0.0772 0.0016
FMCC / Federal Home Loan Mortgage Corporation 2.72 -5.35 0.0766 -0.0025
US12570FAA93 / CK Hutchison International 23 Ltd 2.72 0.48 0.0764 0.0021
XS2728560959 / JDE Peet's NV 2.71 9.94 0.0762 0.0084
US448579AF96 / Hyatt Hotels Corp 2.70 0.04 0.0759 0.0017
US040104PT27 / ARGENT SECURITIES INC. ARSI 2005 W4 A2D 2.70 -1.10 0.0759 0.0009
US86358EYF77 / Structured Asset Investment Loan Trust 2005-9 2.69 -5.64 0.0757 -0.0027
US59166DAA54 / Metlife Securitization Trust, Series 2018-1A, Class A 2.68 -1.69 0.0753 0.0004
BA / The Boeing Company - Depositary Receipt (Common Stock) 2.67 -0.04 0.0752 0.0017
US00138CAU27 / Corebridge Global Funding 2.63 -0.19 0.0740 0.0015
ACA / Crédit Agricole S.A. 2.61 -0.23 0.0735 0.0015
ICG US Clo 2021-3 Ltd / ABS-CBDO (US449249AS08) 2.59 -0.15 0.0728 0.0015
US912810SC36 / United States Treas Bds Bond 2.58 -2.53 0.0725 -0.0002
US345397B512 / Ford Motor Credit Co LLC 2.52 1.33 0.0707 0.0025
US01F0226831 / FEDERAL NATIONAL MORTGAGE ASSOCIATION 30YR TBA AUG 2.49 1.47 0.0699 0.0067
US00441VAA61 / ACE Securities Corp Home Equity Loan Trust Series 2006-FM1 2.49 2.90 0.0699 0.0035
U.S. Treasury Inflation-Indexed Bonds / DBT (US912810UH94) 2.46 0.0690 0.0690
US18974BAE92 / CITIMORTGAGE ALTERNATIVE LOAN CMALT 2006 A5 1A5 2.45 -0.49 0.0688 0.0012
US45661EAV65 / IndyMac INDX Mortgage Loan Trust 2006-AR4 2.44 -2.52 0.0685 -0.0002
US715638BE14 / Peruvian Government International Bond 2.42 -15.72 0.0681 -0.0109
US26884UAF66 / EPR Properties 2.38 1.58 0.0669 0.0025
FCT / Fincantieri S.p.A. 2.37 2.16 0.0666 0.0029
US169905AF36 / Choice Hotels International Inc 2.36 0.25 0.0663 0.0017
XS1944390597 / Volkswagen Bank GmbH 2.35 9.19 0.0661 0.0069
US75575WAA45 / Ready Capital Mortgage Financing 2021-FL7 LLC 2.35 -36.35 0.0661 -0.0354
US68400DAA28 / OPTION ONE MORTGAGE LOAN TRUST 2007-1 SER 2007-1 CL 1A1 V/R REGD 1.84800000 2.35 -0.89 0.0659 0.0009
US30212PBH73 / Expedia Group Inc 2.33 1.74 0.0656 0.0026
US3138ERM720 / FNMA POOL AL9381 FN 06/30 FIXED VAR 2.33 -8.37 0.0655 -0.0044
US912810RN00 / United States Treas Bds Bond 2.32 -2.40 0.0651 -0.0001
US92927XAA28 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY6 1A1 2.32 -0.98 0.0651 0.0008
SAN / Banco Santander, S.A. - Depositary Receipt (Common Stock) 2.28 1.20 0.0642 0.0022
US912810RY64 / United States Treas Bds Bond 2.28 -2.56 0.0641 -0.0002
US64032PAB85 / Nelnet Student Loan Trust 2023-A 2.28 -8.12 0.0639 -0.0041
US32027NLS89 / First Franklin Mortgage Loan Trust 2004-FFH3 2.27 -9.23 0.0639 -0.0049
US92331AAU88 / Venture XXVIII CLO Ltd 2.26 -42.01 0.0635 -0.0435
DGZ / DB Gold Short ETN 2.25 0.0632 0.0632
PCG.PRD / Pacific Gas and Electric Company - Preferred Stock 2.22 0.0625 0.0625
US912810SD19 / United States Treas Bds Bond 2.22 0.0624 0.0624
XS1450864779 / China Government Bond - JPMorgan Chase 2.21 0.0620 0.0620
US70069FCY16 / Park Place Securities Inc Asset-Backed Pass-Through Certificates Series 2004-MHQ 2.20 -10.90 0.0618 -0.0060
US88880LAH69 / TOBACCO SETTLEMENT FIN AUTH WV ASSET BACKED 2.20 0.78 0.0617 0.0019
XS2551903425 / Honeywell International Inc 2.17 10.86 0.0609 0.0072
US44409MAB28 / Hudson Pacific Properties LP 2.16 18.85 0.0606 0.0108
US38376RZX78 / Government National Mortgage Association 2.14 -16.38 0.0603 -0.0102
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US912810QY73 / United States Treas Bds Bond 2.13 -2.07 0.0599 0.0001
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US02377AAA60 / American Airlines Pass Through Trust, Series 2014-1, Class A 2.13 -4.41 0.0597 -0.0013
US86361PAJ57 / Structured Adjustable Rate Mortgage Loan Trust Series 2006-9 2.12 -0.42 0.0597 0.0011
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 2.12 -2.17 0.0596 0.0000
JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) 2.12 -0.28 0.0595 0.0012
US004375AW19 / Accredited Mortgage Loan Trust 2004-2 2.11 -4.52 0.0593 -0.0014
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AU3FN0029609 / AAI Ltd 2.06 1.03 0.0578 0.0019
FMCC / Federal Home Loan Mortgage Corporation 2.04 -2.57 0.0575 -0.0002
US912810SG40 / United States Treasury Inflation Indexed Bonds 2.03 -3.69 0.0571 -0.0009
US06738EBD67 / Barclays PLC 2.02 0.70 0.0568 0.0017
US44891ACG04 / Hyundai Capital America 2.02 -0.05 0.0568 0.0012
US05369AAP66 / Aviation Capital Group LLC 2.02 0.70 0.0568 0.0017
Ginnie Mae I Pool / ABS-MBS (US3617YD3J95) 2.02 -1.03 0.0567 0.0007
Syensqo Finance America LLC / DBT (US834423AE54) 1.97 1.13 0.0554 0.0018
US912834JB55 / United States Treasury Strip Coupon 1.97 -1.30 0.0553 0.0005
US66989EAA38 / NovaStar Mortgage Funding Trust Series 2007-2 1.96 -6.39 0.0552 -0.0024
US3128M6WG97 / FHLMC 1.96 -1.95 0.0551 0.0002
US912810RR14 / United States Treasury Inflation Indexed Bonds 1.95 -2.99 0.0547 -0.0004
US05571AAQ85 / BPCE SA 1.94 -0.36 0.0547 0.0011
O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) 1.94 0.0545 0.0545
US02150BAA70 / Alternative Loan Trust, Series 2007-14T2, Class A1 1.93 -2.57 0.0543 -0.0002
US44328BAE83 / HSI ASSET SECURITIZATION CORPO HASC 2006 HE2 2A3 1.93 -1.93 0.0543 0.0002
US58003UAA60 / MF1 Multifamily Housing Mortgage Loan Trust 1.91 -35.55 0.0537 -0.0278
US06051GLE79 / Bank of America Corporation 1.91 -0.05 0.0535 0.0012
Province of British Columbia Canada / DBT (CA110709AK82) 1.89 4.36 0.0532 0.0034
US02666TAA51 / American Homes 4 Rent LP 1.89 0.43 0.0531 0.0014
US14889DAJ72 / Catamaran CLO 2014-1 Ltd 1.89 -38.64 0.0531 -0.0315
US576434D923 / MASTR Alternative Loan Trust 2005-1 1.88 -1.05 0.0529 0.0006
US74930PAL85 / RBSSP Resecuritization Trust 2011-4 1.85 -6.29 0.0519 -0.0022
S1MF34 / Sumitomo Mitsui Financial Group, Inc. - Depositary Receipt (Common Stock) 1.82 0.06 0.0511 0.0012
US86765BAS88 / Sunoco Logistics Partners Operations, LP 1.80 -0.33 0.0507 0.0010
US52520RAB87 / Lehman Mortgage Trust 2006-4 1.80 -1.91 0.0505 0.0002
US3622ABJW34 / Ginnie Mae I Pool 1.79 -2.56 0.0502 -0.0001
US79467BDH50 / SALES TAX SECURITIZATION CORP IL 1.75 1.21 0.0493 0.0017
US025537AY74 / AMERICAN ELECTRIC POWER REGD 5.20000000 1.74 0.87 0.0490 0.0015
US59023EAE86 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE4 A2D 1.72 -3.32 0.0483 -0.0006
US456610AA20 / IndyMac INDX Mortgage Loan Trust 2006-AR15 1.71 -1.56 0.0480 0.0003
Korea Development Bank/The / DBT (US500630DY12) 1.70 -0.12 0.0479 0.0010
US3140JVPM87 / Fannie Mae Pool 1.70 -0.87 0.0478 0.0007
US320275AD21 / First Franklin Mortgage Loan Trust 2006-FF16 1.69 -1.28 0.0475 0.0004
US3140X6WA53 / Fannie Mae Pool 1.69 -6.59 0.0475 -0.0022
US68327LAB27 / Ontario Teachers' Cadillac Fairview Properties Trust 1.68 0.42 0.0472 0.0012
US90931MAA45 / United Airlines 2016-1 Class A Pass Through Trust 1.67 0.60 0.0471 0.0013
US84752EAD58 / SPECIALTY UNDERWRITING + RESID SURF 2007 BC2 A2C 1.65 -0.24 0.0465 0.0009
US70069FAZ09 / ASSET BACKED SECURITY 1.63 -7.33 0.0458 -0.0025
US12669LAD29 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 6 2A3 1.63 -2.16 0.0457 0.0000
XS2279559889 / GEMGARTO GMG 2021 1A A 144A 1.58 -6.49 0.0445 -0.0020
US345397YT41 / Ford Motor Credit Co. LLC 1.58 1.22 0.0443 0.0015
US85205TAK60 / Spirit AeroSystems, Inc. 1.57 2.48 0.0442 0.0020
US694308HW04 / PACIFIC GAS + ELECTRIC SR UNSECURED 12/27 3.3 1.55 0.78 0.0435 0.0013
CREDIT OPPORTUNITIES PARTNERS / DBT (000000000) 1.52 0.0426 0.0426
US55291KAB35 / Mastr Asset Backed Securities Trust 2006-WMC3 1.51 -0.46 0.0424 0.0008
US92939UAE64 / WEC Energy Group, Inc. 1.50 2.04 0.0421 0.0018
US55336VBV18 / MPLX LP 1.48 1.02 0.0416 0.0013
US3617LC4N55 / Ginnie Mae I Pool 1.47 -2.90 0.0414 -0.0003
US931427AQ19 / Walgreens Boots Alliance Inc 1.47 -0.27 0.0412 0.0008
US10112RBF01 / Boston Properties LP 1.45 2.05 0.0407 0.0017
INABS / Home Equity Mortgage Loan Asset-Backed Trust Series INABS 2007-A 1.42 -0.98 0.0399 0.0005
XS1807174559 / Qatar Government International Bond 1.41 -1.60 0.0397 0.0003
Ford Credit Auto Lease Trust 2024-A / ABS-O (US345290AE02) 1.41 0.14 0.0396 0.0009
US61766RAW60 / Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31 1.39 -29.71 0.0391 -0.0153
US3622AADC50 / GINNIE MAE I POOL GN 784699 1.38 -2.68 0.0388 -0.0002
US80557BAD64 / Saxon Asset Securities Trust 2007-3 1.37 -4.07 0.0384 -0.0007
US3140XJNP43 / Fannie Mae Pool 1.34 -3.53 0.0376 -0.0005
US02147RAJ95 / Alternative Loan Trust 2006-23CB 1.33 -1.12 0.0373 0.0004
RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) 1.31 0.15 0.0369 0.0009
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 1.31 0.77 0.0367 0.0011
Hyundai Auto Lease Securitization Trust 2024-A / ABS-O (US448988AD77) 1.30 -0.08 0.0366 0.0008
US00287YAY59 / AbbVie Inc 1.29 0.31 0.0362 0.0009
US337932AH00 / FirstEnergy Corp 1.29 0.55 0.0361 0.0010
Huntington Auto Trust 2024-1 / ABS-O (US446144AC16) 1.28 -48.56 0.0360 -0.0324
US23243LAA08 / CWABS Asset-Backed Certificates Trust 2006-14 1.27 2.42 0.0358 0.0016
US03027XCE85 / American Tower Corp. 1.25 0.56 0.0352 0.0010
US3622A3DC11 / Ginnie Mae I Pool 1.25 -5.16 0.0352 -0.0011
US912810RA88 / United States Treasury Inflation Indexed Bonds 1.24 -2.43 0.0350 -0.0001
US404280CT42 / HSBC Holdings PLC 1.24 1.55 0.0350 0.0013
US25211AAE91 / Dewolf Park CLO Ltd 1.22 -14.36 0.0342 -0.0048
US3136BBAR38 / Fannie Mae-Aces 1.19 -7.25 0.0335 -0.0018
US32027NNS61 / First Franklin Mortgage Loan Trust 2004-FF10 Asset-Backed Certificates, Series 2004-FF10 1.18 -6.12 0.0332 -0.0014
US3136A9YS13 / Fannie Mae REMICS 1.18 -7.40 0.0331 -0.0018
US912810SL35 / United States Treasury Note/Bond 1.17 -2.98 0.0330 -0.0002
US02150EBP79 / Alternative Loan Trust 2007-5CB 1.14 -3.38 0.0322 -0.0004
US00442PAA84 / ACE Securities Corp Home Equity Loan Trust Series 2006-OP1 1.14 -7.54 0.0321 -0.0018
US12667HAA95 / Countrywide Asset-Backed Certificates 1.14 -1.98 0.0320 0.0001
US61915RBY18 / MortgageIT Mortgage Loan Trust, Series 2006-1, Class 1A1 1.12 -2.94 0.0315 -0.0002
US38376RLJ31 / Government National Mortgage Association 1.12 -9.70 0.0314 -0.0026
US891160TD51 / Toronto-Dominion Bank/The 1.11 0.09 0.0311 0.0007
US95040QAC87 / Welltower Inc 1.10 0.00 0.0309 0.0007
ING27 / ING Groep NV 1.09 0.64 0.0308 0.0009
US31395A3J20 / Freddie Mac Structured Pass-Through Certificates 1.08 -2.97 0.0303 -0.0002
US76112FAF80 / RESIDENTIAL ASSET SECURITIZATI RAST 2006 A5CB A6 1.08 -1.73 0.0303 0.0002
US3622MAAD33 / GSAMP Trust 2007-FM1 1.05 -0.57 0.0295 0.0005
US958667AF48 / Western Midstream Operating LP 1.05 0.19 0.0294 0.0007
US61759HAZ01 / MORGAN STANLEY REREMIC TRUST MSRR 2010 R5 3B 144A 1.04 -0.86 0.0291 0.0004
P1NW34 / Pinnacle West Capital Corporation - Depositary Receipt (Common Stock) 1.02 0.0288 0.0288
US073879G698 / Bear Stearns Asset Backed Securities I Trust 2005-FR1 0.99 -2.17 0.0279 0.0000
US90265EAM21 / UDR Inc. 0.99 0.92 0.0277 0.0009
US55291KAD90 / Master Asset Backed Securities Trust 0.98 -0.30 0.0276 0.0005
US863579PM41 / Structured Adjustable Rate Mortgage Loan Trust 0.98 -1.21 0.0276 0.0003
US126694M621 / CHL Mortgage Pass-Through Trust 2006-OA5 0.96 -0.72 0.0270 0.0004
US11043HAA68 / British Airways 2018-1 Class A Pass Through Trust 0.95 -3.27 0.0267 -0.0003
US3138EGSJ46 / FNMA 5.50% #AL0520 6/41 0.94 -2.08 0.0265 0.0000
US3623414A44 / GSR MORTGAGE LOAN TRUST GSR 2006 AR1 2A1 0.94 -0.21 0.0265 0.0006
I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) 0.94 0.0264 0.0264
US31418ET678 / Fannie Mae Pool 0.93 -2.63 0.0261 -0.0001
US45071KAE47 / IXIS Real Estate Capital Trust 2004-HE4 0.92 -14.85 0.0259 -0.0038
US23312BAA89 / DC Office Trust 2019-MTC 0.91 1.22 0.0256 0.0009
US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 0.91 0.55 0.0255 0.0007
US3140QBP362 / FNMA POOL CA4041 FN 05/49 FIXED 6 0.90 -0.44 0.0254 0.0005
US312929FV96 / Freddie Mac Gold Pool 0.90 -0.99 0.0254 0.0003
Stepstone Group Midco 2 GMBH/ The USD Term Loan B / LON (000000000) 0.89 0.0251 0.0251
US170256AD31 / COUNTRYWIDE HOME LOANS CWHL 2006 HYB5 2A1 0.89 -0.56 0.0249 0.0004
U.S. Treasury Bonds / DBT (US912810UB25) 0.88 -2.22 0.0248 -0.0000
FMCC / Federal Home Loan Mortgage Corporation 0.87 -3.35 0.0243 -0.0003
US12668BJZ76 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 J1 1A3 0.85 -1.28 0.0239 0.0002
US04542BJY92 / ABFC 2004-OPT5 Trust 0.84 -3.88 0.0237 -0.0004
US02377BAB27 / American Airlines 2015-2 Class AA Pass Through Trust 0.84 0.48 0.0235 0.0006
US38376RGB69 / Government National Mortgage Association 0.83 -17.59 0.0235 -0.0044
MMC / Marsh & McLennan Companies, Inc. - Depositary Receipt (Common Stock) 0.81 1.25 0.0228 0.0008
US00908PAA57 / Air Canada 2017-1 Class AA Pass Through Trust 0.81 -0.12 0.0228 0.0005
PTBENJOM0015 / Banco Espirito Santo SA 0.80 70.49 0.0226 0.0117
US073868AV35 / Bear Stearns ALT-A Trust 2006-6 0.79 -1.61 0.0223 0.0002
US3140NLQZ53 / Federal National Mortgage Association 0.77 -0.51 0.0217 0.0004
US61691UBE82 / MORGAN STANLEY CAPITAL I TRUST MSC 2019 L3 A4 0.75 0.00 0.0210 0.0005
US912834KP23 / United States Treasury Strip Coupon 0.73 -1.22 0.0204 0.0002
US05533XAC65 / BCAP LLC 2011-RR4-I Trust 0.71 -4.97 0.0199 -0.0006
US3133CCNP77 / FED HM LN PC POOL QH0398 FR 09/53 FIXED 5 0.70 -2.49 0.0198 -0.0001
US3128M9J784 / Freddie Mac Gold Pool 0.68 -3.26 0.0192 -0.0002
XS2049149821 / Virgin Money UK PLC 0.68 6.92 0.0191 0.0017
RFR USD SOFR/3.50000 12/18/24-30Y LCH / DIR (000000000) 0.67 0.0188 0.0188
US36296QY370 / Ginnie Mae I Pool 0.64 -5.07 0.0179 -0.0005
US073868BE01 / BEAR STEARNS ALT A TRUST BALTA 2006 6 32A1 0.62 -1.73 0.0175 0.0001
IRS AUD 4.50000 09/20/23-10Y LCH / DIR (000000000) 0.60 0.0170 0.0170
US ULTRA BOND CBT SEP25 / DIR (000000000) 0.60 0.0169 0.0169
US46628GAA76 / JP Morgan Alternative Loan Trust 0.58 -1.36 0.0163 0.0002
US842400GK35 / Southern California Edison Co 0.58 0.0163 0.0163
US17312XAQ79 / Citicorp Mortgage Securities Trust Series 2007-4 0.56 -4.58 0.0158 -0.0004
US16163CAN20 / CHASE MORTGAGE FINANCE CORPORA CHASE 2006 A1 4A1 0.56 -5.41 0.0158 -0.0005
US225470FG35 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 10 8A3 0.56 -0.71 0.0157 0.0002
Ginnie Mae I Pool / ABS-MBS (US3617YCQJ63) 0.56 -1.06 0.0157 0.0002
US31368HNQ29 / Fannie Mae Pool 0.56 -2.63 0.0156 -0.0001
IRS AUD 4.50000 09/18/24-10Y LCH / DIR (000000000) 0.53 0.0150 0.0150
US31407M2K00 / Fannie Mae Pool 0.53 -1.67 0.0149 0.0001
US83612NAC92 / Soundview Home Loan Trust 2007-WMC1 0.52 -0.57 0.0147 0.0002
US61744CXM36 / MORGAN STANLEY CAPITAL INC MSAC 2006 WMC1 A2C 0.52 -8.61 0.0146 -0.0010
US715638BD31 / REPUBLIC OF PERU SR UNSECURED 144A 08/31 6.95 0.51 -15.74 0.0145 -0.0023
I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) 0.51 0.0144 0.0144
GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) 0.51 0.79 0.0143 0.0004
US46647PDA12 / JPMorgan Chase & Co. 0.50 0.40 0.0140 0.0004
FMCC / Federal Home Loan Mortgage Corporation 0.48 -0.21 0.0135 0.0003
US65535HAY53 / Nomura Holdings Inc 0.47 1.08 0.0131 0.0004
US75575RAA59 / Ready Capital Mortgage Financing 2023-FL11 LLC 0.46 -27.86 0.0130 -0.0046
US912834KH07 / United States Treasury Strip Coupon 0.46 -1.07 0.0130 0.0001
US07386HQ874 / Bear Stearns ALT-A Trust, Series 2006-3, Class 35A1 0.46 -0.22 0.0129 0.0003
LONG GILT FUTURE SEP25 / DIR (000000000) 0.46 0.0128 0.0128
US36297TAB89 / GSR_06-AR2 0.45 -15.72 0.0125 -0.0020
US31410KFH23 / Fannie Mae Pool 0.44 -1.34 0.0125 0.0001
PTBEQKOM0019 / Banco Espirito Santo SA 0.44 13.99 0.0124 0.0018
US12666UAG85 / Countrywide Asset-Backed Certificates 0.44 -3.96 0.0123 -0.0002
US31368HMV23 / Fannie Mae Pool 0.44 -3.54 0.0123 -0.0001
FCT / Fincantieri S.p.A. 0.42 9.66 0.0118 0.0013
PURCHASED BRL / SOLD USD / DFE (000000000) 0.42 0.0117 0.0117
US36251XAS62 / GS Mortgage Securities Trust 2016-GS4 0.42 -32.19 0.0117 -0.0052
US76110WRS79 / RASC Series 2003-KS4 Trust 0.41 -1.22 0.0114 0.0001
US12544TAB08 / CHL Mortgage Pass-Through Trust 2007-7 0.40 -3.61 0.0113 -0.0002
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.40 -3.86 0.0112 -0.0002
US3128M6NG98 / Freddie Mac Gold Pool 0.39 -3.67 0.0111 -0.0002
US126650BQ21 / CVS Pass-Through Trust 0.39 -3.90 0.0111 -0.0002
US3132AECH71 / FNCI UMBS 3.5 ZT1872 04-01-34 0.39 -3.46 0.0110 -0.0001
US07387AET88 / Bear Stearns ARM Trust 2005-10 0.38 -3.05 0.0108 -0.0001
US3617NR7A51 / Ginnie Mae I Pool 0.38 -0.52 0.0107 0.0002
US542514NT77 / LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 3 1A 0.38 -2.33 0.0106 0.0000
US3140XHNG87 / Fannie Mae Pool 0.37 -2.86 0.0105 -0.0001
US161630BK37 / CHASE 2007 A1 11A4 0.37 -3.64 0.0105 -0.0001
US3140JGYY57 / Fannie Mae Pool 0.37 -2.65 0.0104 -0.0000
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.36 -1.92 0.0100 0.0000
US17307GW795 / Citigroup Mortgage Loan Trust 2005-11 0.36 -1.66 0.0100 0.0001
RFR USD SOFR/3.25000 06/18/25-5Y LCH / DIR (000000000) 0.35 0.0099 0.0099
US17312VAE83 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 6 1A3A 0.35 -0.57 0.0099 0.0002
US12669GN644 / Reperforming Loan REMIC Trust 2005-R2 0.35 -6.23 0.0097 -0.0004
I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) 0.34 0.0096 0.0096
US3133BPF527 / FED HM LN PC POOL QF1988 FR 10/52 FIXED 5 0.34 -2.33 0.0094 -0.0000
US31410G2H50 / Fannie Mae Pool 0.33 -0.60 0.0094 0.0001
BA / The Boeing Company - Depositary Receipt (Common Stock) 0.33 0.92 0.0092 0.0003
US842400FZ13 / Southern California Edison Co. Bond 4.65% Due 10/1/2043 0.32 0.0091 0.0091
BA / The Boeing Company - Depositary Receipt (Common Stock) 0.32 0.96 0.0089 0.0003
IRS AUD 4.50000 03/20/24-10Y LCH / DIR (000000000) 0.31 0.0086 0.0086
US058927AA22 / Banc of America Funding 2006-A Trust 0.30 -1.64 0.0085 0.0001
US12668BDC46 / Alternative Loan Trust 2005-76 0.30 -4.50 0.0083 -0.0002
US124857AR43 / ViacomCBS Inc 0.29 0.69 0.0082 0.0002
US31407UMR58 / Fannie Mae Pool 0.29 -3.03 0.0081 -0.0001
US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 0.28 0.0079 0.0079
US3617JV7F07 / Ginnie Mae I Pool 0.28 0.00 0.0079 0.0002
FMCC / Federal Home Loan Mortgage Corporation 0.28 -1.41 0.0079 0.0001
US3131YBXS20 / Freddie Mac Pool 0.28 -2.11 0.0078 0.0000
US06050AAH68 / Banc of America Alternative Loan Trust 2006-8 0.28 1.09 0.0078 0.0003
US06747W8495 / Barclays Bank plc into Metlife, Inc. 0.28 0.0077 0.0077
IRS NZD 3.75000 06/15/22-5Y LCH / DIR (000000000) 0.27 0.0076 0.0076
FMCC / Federal Home Loan Mortgage Corporation 0.26 -1.50 0.0074 0.0001
US3132AEG671 / FHLG 15YR 3.5% 05/01/2034#ZT2021 0.26 -4.03 0.0074 -0.0001
317U88VA1 PIMCO SWAPTION 3.65 CALL USD 2025080 / DIR (000000000) 0.26 0.0073 0.0073
US38376RQ331 / GNMA_17-H03 0.26 -8.57 0.0072 -0.0005
US31415VQA60 / Fannie Mae Pool 0.26 -1.16 0.0072 0.0001
US31416BN531 / Fannie Mae Pool 0.25 -3.80 0.0071 -0.0001
US41161PLR28 / HARBORVIEW MORTGAGE LOAN TRUST 2005-2 SER 2005-2 CL 2A1A V/R REGD 2.17325000 0.25 -4.58 0.0070 -0.0002
US3140QR4E07 / Fannie Mae Pool 0.25 -2.35 0.0070 0.0000
US65535VLL08 / NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AP2 A5 0.25 -1.58 0.0070 0.0000
US3132ADP690 / Freddie Mac Pool 0.25 -3.88 0.0070 -0.0001
CAN 10YR BOND FUT SEP25 / DIR (000000000) 0.24 0.0069 0.0069
US83162CSE48 / United States Small Business Administration 0.24 -13.55 0.0067 -0.0008
US31410GRN50 / Fannie Mae Pool 0.23 -3.72 0.0066 -0.0001
US3128M7T480 / Freddie Mac Gold Pool 0.23 -2.97 0.0064 -0.0001
XS1450864779 / China Government Bond - JPMorgan Chase 0.23 0.0064 0.0064
US31406AV255 / Fannie Mae Pool 0.22 -1.77 0.0062 0.0000
US31418DFK37 / FNMA POOL MA3769 FN 09/34 FIXED 3.5 0.22 -4.33 0.0062 -0.0001
US3140QESP83 / Fannie Mae Pool 0.22 -0.90 0.0062 0.0001
US31395HHV50 / Freddie Mac Structured Pass-Through Certificates 0.22 -2.65 0.0062 -0.0000
BA / The Boeing Company - Depositary Receipt (Common Stock) 0.22 1.39 0.0062 0.0002
BA / The Boeing Company - Depositary Receipt (Common Stock) 0.22 1.40 0.0061 0.0002
US3620A2XZ49 / Government National Mortgage Association 0.22 -1.37 0.0061 0.0001
BA / The Boeing Company - Depositary Receipt (Common Stock) 0.21 0.47 0.0060 0.0002
US06747W8495 / Barclays Bank plc into Metlife, Inc. 0.21 0.0058 0.0058
US07386HSY89 / Bear Stearns ALT-A Trust 2005-4 0.21 -2.38 0.0058 0.0000
US3140QBRJ93 / Fannie Mae Pool 0.21 -3.76 0.0058 -0.0001
US07402FAC95 / BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 2A1 0.20 1.01 0.0057 0.0002
US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 0.20 1.01 0.0056 0.0002
US31418CLS16 / Fannie Mae Pool 0.19 -4.90 0.0055 -0.0002
US36297HXT03 / Ginnie Mae I Pool 0.19 -2.03 0.0054 0.0000
US 2YR NOTE (CBT) SEP25 / DIR (000000000) 0.19 0.0054 0.0054
US07386HVS74 / BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1 0.19 -4.12 0.0053 -0.0001
US31407YPX12 / Fannie Mae Pool 0.18 -1.60 0.0052 0.0000
US31402RDH93 / FNMA POOL 735504 FN 04/35 FIXED VAR 0.18 -4.79 0.0050 -0.0001
US31391XDM83 / FNMA POOL 679708 FN 09/41 FLOATING VAR 0.18 -5.35 0.0050 -0.0001
US12669GPR64 / CHL Mortgage Pass-Through Trust 2005-2 0.18 0.57 0.0050 0.0001
US31418DDA72 / Fannie Mae Pool 0.18 -5.38 0.0050 -0.0001
US31404LAU44 / Fannie Mae Pool 0.18 -2.22 0.0050 0.0000
US17307GXP89 / Citigroup Mortgage Loan Trust Inc 0.18 -8.33 0.0049 -0.0003
US31405R7C40 / Fannie Mae Pool 0.17 -1.70 0.0049 0.0000
US07402FAA30 / BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 1A1 0.17 -2.82 0.0049 -0.0000
I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) 0.17 0.0048 0.0048
US3132A9VH75 / FNCI UMBS 3.5 ZS8716 09-01-33 0.17 -5.06 0.0048 -0.0001
US31368HMB68 / Fannie Mae Pool 0.16 -4.17 0.0045 -0.0001
US31410KXE99 / Fannie Mae Pool 0.16 -2.44 0.0045 -0.0000
US86361KAC18 / STRUCTURED ASSET INVESTMENT LO SAIL 2006 BNC3 A3 0.16 -28.05 0.0045 -0.0016
US3128M7CQ72 / FGOLD 30YR GIANT 0.16 -1.87 0.0044 0.0000
RFR USD SOFR/3.64159 04/07/25-30Y* LCH / DIR (000000000) 0.15 0.0042 0.0042
US36241KVV78 / Ginnie Mae I Pool 0.15 -7.50 0.0042 -0.0002
US3140JJMK21 / Fannie Mae Pool 0.14 -1.37 0.0041 0.0000
US3138ASRC85 / Fannie Mae Pool 0.14 0.00 0.0039 0.0001
PURCHASED TWD / SOLD USD / DFE (000000000) 0.14 0.0039 0.0039
US31418CXW99 / Fannie Mae Pool 0.14 -4.93 0.0038 -0.0001
US3131XDUV50 / Freddie Mac Pool 0.14 -7.53 0.0038 -0.0002
US31394VL730 / Fannie Mae REMICS 0.13 -3.60 0.0038 -0.0000
US06051GDM87 / Banc of America Funding 2005-D Trust 0.13 -5.63 0.0038 -0.0001
US912834KV90 / United States Treasury Strip Coupon 0.13 -1.47 0.0038 0.0000
US3138X9NM77 / Fannie Mae Pool 0.13 -0.75 0.0037 0.0001
ZCS BRL 13.2914 05/08/25-01/02/29 CME / DIR (000000000) 0.13 0.0037 0.0037
GB00H240B223 / LME Nickel Base Metal 0.13 0.0037 0.0037
GB00H240B223 / LME Nickel Base Metal 0.13 0.0037 0.0037
RFR USD SOFR/3.50000 12/18/24-1Y LCH / DIR (000000000) 0.13 0.0035 0.0035
US312944HJ34 / Freddie Mac Gold Pool 0.12 -1.59 0.0035 0.0000
US31412RBR75 / Fannie Mae Pool 0.12 -0.81 0.0034 0.0001
US073852AC93 / Bear Stearns Asset Backed Securities I Trust 2007-HE3 0.12 -76.81 0.0034 -0.0110
RFR USD SOFR/3.76473 12/17/24-30Y LCH / DIR (000000000) 0.12 0.0034 0.0034
US3622A2D589 / GNMA 30YR 5.0% 05/15/2039#783724 0.12 -3.17 0.0034 -0.0000
US31410G4B62 / Fannie Mae Pool 0.12 -0.82 0.0034 0.0000
US31419AXL69 / Fannie Mae Pool 0.12 -2.42 0.0034 0.0000
US61748LAD47 / MORGAN STANLEY CAPITAL INC MSAC 2006 NC4 A2C 0.12 -0.83 0.0033 0.0000
US3132ADRY66 / Freddie Mac Pool 0.12 -6.35 0.0033 -0.0002
US31418MYZ93 / Fannie Mae Pool 0.12 -0.84 0.0033 0.0001
US31410FYT64 / Fannie Mae Pool 0.12 -1.68 0.0033 0.0000
US23332UBF03 / DSLA Mortgage Loan Trust 2004-AR3 0.12 -1.69 0.0033 0.0000
US31418CKU70 / Fannie Mae Pool 0.11 -6.61 0.0032 -0.0001
SOUTH AFRICA EM SP MYC / DCR (000000000) 0.11 0.0032 0.0032
EURO-BUND FUTURE SEP25 / DIR (000000000) 0.11 0.0031 0.0031
US36241LJY39 / Ginnie Mae I Pool 0.11 -1.82 0.0030 0.0000
US31408DLD48 / Fannie Mae Pool 0.11 -0.93 0.0030 0.0000
US3128QLPD79 / Freddie Mac Non Gold Pool 0.11 -8.62 0.0030 -0.0002
US06747W8495 / Barclays Bank plc into Metlife, Inc. 0.11 0.0030 0.0030
US31405RDJ23 / Fannie Mae Pool 0.10 -26.76 0.0029 -0.0010
US25160RLM33 / MD ST GO DB-8076 Q=DB D7 0.10 0.0028 0.0028
US01F0424758 / Fannie Mae or Freddie Mac 0.10 1.02 0.0028 0.0003
US3138XDR851 / Fannie Mae Pool 0.10 -7.48 0.0028 -0.0002
US31418DB439 / Fannie Mae Pool 0.10 -3.92 0.0028 -0.0000
US36179UWB42 / G2SF 5.0 MA6042 07-20-49 0.10 -3.03 0.0027 -0.0000
US3132D54W90 / Freddie Mac Pool 0.10 -2.06 0.0027 0.0000
US312928T465 / Freddie Mac Gold Pool 0.09 -1.08 0.0026 0.0000
US31402QYY15 / Fannie Mae Pool 0.09 -4.30 0.0025 -0.0000
US31371MFY84 / FANNIE MAE 3.758% 08/01/2035 FNMA ARM 0.09 -2.25 0.0025 -0.0000
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.09 0.00 0.0024 0.0001
XS1450864779 / China Government Bond - JPMorgan Chase 0.09 0.0024 0.0024
US31418CZC18 / Fannie Mae Pool 0.08 -5.68 0.0024 -0.0001
US3128M75R30 / Freddie Mac Gold Pool 0.08 -2.35 0.0023 -0.0000
US3138M06E52 / Fannie Mae Pool 0.08 0.00 0.0023 0.0000
US55274QAP00 / MASTR Asset Securitization Trust 2006-2 0.08 -4.65 0.0023 -0.0001
US3138EGVH43 / FANNIE MAE POOL FN AL0615 0.08 -1.23 0.0022 0.0000
XS1450864779 / China Government Bond - JPMorgan Chase 0.08 0.0022 0.0022
XS1450864779 / China Government Bond - JPMorgan Chase 0.08 0.0022 0.0022
US86359LPF03 / Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A3 0.08 -14.13 0.0022 -0.0003
US31402DP797 / Fannie Mae Pool 0.08 -3.70 0.0022 -0.0000
US3128M7C957 / Freddie Mac Gold Pool 0.08 -1.27 0.0022 -0.0000
US466247ZP16 / J.P. Morgan Mortgage Trust 2005-A1 0.08 -1.28 0.0022 0.0000
US31403NZ835 / Fannie Mae Pool 0.08 -5.00 0.0022 -0.0000
US007036QH22 / Adjustable Rate Mortgage Trust 2005-8 0.07 -1.33 0.0021 0.0000
BNP / BNP Paribas SA 0.07 0.0021 0.0021
US61755CAA09 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A1 0.07 -1.35 0.0021 0.0000
US16162WPB99 / Chase Mortgage Finance Trust 0.07 -6.41 0.0021 -0.0001
RFR USD SOFR/3.65471 04/07/25-30Y* LCH / DIR (000000000) 0.07 0.0020 0.0020
US31410GDV23 / Fannie Mae Pool 0.07 -1.37 0.0020 0.0000
US31418DAZ50 / FNMA 10YR 3.5% 03/01/2029#MA3623 0.07 -8.86 0.0020 -0.0002
US31406RFE09 / Fannie Mae Pool 0.07 -2.74 0.0020 0.0000
US31405JC365 / Fannie Mae Pool 0.07 -1.39 0.0020 0.0000
US31402QWA56 / Fannie Mae Pool 0.07 -2.78 0.0020 -0.0000
US31414L2H03 / Fannie Mae Pool 0.07 -1.41 0.0020 0.0000
US863579HD34 / Structured Adjustable Rate Mortgage Loan Trust Series 2004-20 0.07 -1.43 0.0020 0.0000
PURCHASED TWD / SOLD USD / DFE (000000000) 0.07 0.0019 0.0019
PURCHASED TWD / SOLD USD / DFE (000000000) 0.07 0.0019 0.0019
US31418C2X11 / Fannie Mae Pool 0.07 -4.23 0.0019 -0.0001
US31384WFN56 / Fannie Mae Pool 0.07 -4.35 0.0019 -0.0000
US31418EW300 / Fannie Mae Pool 0.07 -2.94 0.0019 -0.0000
US31407HPR11 / FNMA POOL 831232 FN 01/36 FIXED 5.5 0.07 -1.49 0.0019 0.0000
XS1450864779 / China Government Bond - JPMorgan Chase 0.07 0.0019 0.0019
US3132AD4R60 / FNCI UMBS 3.5 ZT1732 02-01-34 0.06 -3.03 0.0018 -0.0000
US31410KNH31 / Fannie Mae Pool 0.06 -1.54 0.0018 -0.0000
US3138X7XA63 / Fannie Mae Pool 0.06 -13.70 0.0018 -0.0002
US3128P7PU17 / Freddie Mac Gold Pool 0.06 -7.46 0.0018 -0.0001
US31390STH49 / FNMA POOL 654952 FN 07/42 FLOATING VAR 0.06 -10.29 0.0017 -0.0001
US31418CW262 / Fannie Mae Pool 0.06 -4.69 0.0017 -0.0000
US06747W8495 / Barclays Bank plc into Metlife, Inc. 0.06 0.0017 0.0017
GB00H240B223 / LME Nickel Base Metal 0.06 0.0017 0.0017
I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) 0.06 0.0017 0.0017
US3128M4AH60 / Freddie Mac Gold Pool 0.06 -1.67 0.0017 -0.0000
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) 0.06 0.0016 0.0016
BNP / BNP Paribas SA 0.06 0.0016 0.0016
US31402YJD76 / Fannie Mae Pool 0.06 -1.72 0.0016 -0.0000
US5764342H69 / MASTR ALTERNATIVE LOANS TRUST MALT 2006 2 2A1 0.06 -1.75 0.0016 -0.0000
US3132D53V27 / UMBS, 15 Year 0.06 -3.45 0.0016 -0.0000
US3140X6XR79 / FANNIE MAE POOL FN FM3387 0.05 -3.57 0.0015 -0.0000
US3132A9TL16 / Freddie Mac Pool 0.05 -5.26 0.0015 -0.0001
US3128M6SS81 / Freddie Mac Gold Pool 0.05 -3.64 0.0015 -0.0000
US31410GPF45 / Fannie Mae Pool 0.05 -3.64 0.0015 -0.0000
XS1450864779 / China Government Bond - JPMorgan Chase 0.05 0.0015 0.0015
US06747W8495 / Barclays Bank plc into Metlife, Inc. 0.05 0.0015 0.0015
PURCHASED KRW / SOLD USD / DFE (000000000) 0.05 0.0015 0.0015
US31405U2C23 / Fannie Mae Pool 0.05 -1.89 0.0015 0.0000
US36241LN776 / Ginnie Mae I Pool 0.05 -3.77 0.0015 -0.0000
US31407PFB94 / Fannie Mae Pool 0.05 -1.92 0.0014 0.0000
US06747W8495 / Barclays Bank plc into Metlife, Inc. 0.05 0.0014 0.0014
US31406PD715 / Fannie Mae Pool 0.05 -1.96 0.0014 0.0000
US31408DRS52 / Fannie Mae Pool 0.05 0.00 0.0014 0.0000
US81743XAA72 / Sequoia Mortgage Trust 6 0.05 -10.91 0.0014 -0.0002
US31407YHH53 / FNMA POOL 844532 FN 11/35 FLOATING VAR 0.05 -2.04 0.0014 0.0000
US31402RH778 / Fannie Mae Pool 0.05 -4.08 0.0013 -0.0000
US3140QA4X59 / Fannie Mae Pool 0.05 -2.08 0.0013 0.0000
US3128QLPH83 / Freddie Mac Non Gold Pool 0.05 -9.62 0.0013 -0.0001
US759950AW86 / Renaissance Home Equity Loan Trust 2003-2 0.05 -6.00 0.0013 -0.0000
US31376KNN27 / Fannie Mae Pool 0.05 -6.25 0.0013 -0.0000
US31418VVZ20 / Fannie Mae Pool 0.05 -2.17 0.0013 -0.0000
US3140HKL304 / Fannie Mae Pool 0.04 -4.44 0.0012 -0.0000
US31410KXK59 / Fannie Mae Pool 0.04 -2.27 0.0012 -0.0000
US36179UUM25 / Ginnie Mae II Pool 0.04 -2.27 0.0012 0.0000
Ginnie Mae I Pool / ABS-MBS (US3617YAR593) 0.04 -2.33 0.0012 0.0000
I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) 0.04 0.0012 0.0012
IRS NZD 4.25000 12/21/22-5Y LCH / DIR (000000000) 0.04 0.0012 0.0012
US3128M5ED85 / Freddie Mac Gold Pool 0.04 -4.65 0.0012 -0.0000
I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) 0.04 0.0012 0.0012
US3128MJJT85 / Freddie Mac Gold Pool 0.04 -2.44 0.0012 0.0000
US06747W8495 / Barclays Bank plc into Metlife, Inc. 0.04 0.0011 0.0011
US36296UUE80 / Ginnie Mae I Pool 0.04 -2.44 0.0011 0.0000
US3128M6E872 / Freddie Mac Gold Pool 0.04 -2.44 0.0011 0.0000
US3128M4V426 / FHLMC 0.04 -4.88 0.0011 -0.0000
US31407UK973 / Fannie Mae Pool 0.04 -2.50 0.0011 0.0000
US31402RHT95 / Fannie Mae Pool 0.04 -7.14 0.0011 -0.0001
US3132ADYF94 / FHLG 15YR 3.5% 01/01/2034#ZT1610 0.04 -7.14 0.0011 -0.0000
US949802AA06 / WELLS FARGO MORTGAGE BACKED SECURITIES 2003-I TRUST VAR 09/25/2033 0.04 -4.88 0.0011 -0.0000
I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) 0.04 0.0011 0.0011
US31376KR323 / Fannie Mae Pool 0.04 -2.56 0.0011 0.0000
US32051GQL22 / First Horizon Mortgage Pass-Through Trust 2005-AR3 0.04 0.00 0.0011 0.0000
US31407FUW84 / Fannie Mae Pool 0.04 -20.83 0.0011 -0.0003
XS1450864779 / China Government Bond - JPMorgan Chase 0.04 0.0011 0.0011
US31417KN944 / Fannie Mae Pool 0.04 -5.13 0.0011 -0.0000
US31403DSK62 / FNMA POOL 745822 FN 09/36 FIXED VAR 0.04 -2.63 0.0010 -0.0000
US31402RHU68 / Fannie Mae Pool 0.04 -2.63 0.0010 -0.0000
US31417FBM95 / Fannie Mae Pool 0.04 -2.70 0.0010 0.0000
US05951EAM93 / BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 4A1 0.04 -2.70 0.0010 -0.0000
US3128NHK362 / Freddie Mac Non Gold Pool 0.04 -7.89 0.0010 -0.0000
PURCHASED TWD / SOLD USD / DFE (000000000) 0.03 0.0010 0.0010
US36241LXP65 / Government National Mortgage Association 0.03 -5.71 0.0010 -0.0000
US3138MGQD02 / Fannie Mae Pool 0.03 -2.94 0.0010 0.0000
US31371MLB18 / FNMA POOL 256022 FN 12/35 FIXED 5.5 0.03 -2.94 0.0009 -0.0000
US312931ST67 / Freddie Mac Gold Pool 0.03 0.00 0.0009 0.0000
US81743PBW59 / Sequoia Mortgage Trust 2003-4 0.03 -3.03 0.0009 -0.0000
US31419FWM49 / Fannie Mae Pool 0.03 -5.88 0.0009 -0.0000
XS1450864779 / China Government Bond - JPMorgan Chase 0.03 0.0009 0.0009
US06747W8495 / Barclays Bank plc into Metlife, Inc. 0.03 0.0009 0.0009
US31371MAF41 / FNMA POOL 255706 FN 05/35 FIXED 5.5 0.03 -3.03 0.0009 -0.0000
FMCC / Federal Home Loan Mortgage Corporation 0.03 -3.12 0.0009 -0.0000
US3128LANZ99 / Freddie Mac Gold Pool 0.03 0.00 0.0009 0.0000
US31391LV694 / Fannie Mae Pool 0.03 -3.12 0.0009 -0.0000
US3128QLPS49 / Freddie Mac Non Gold Pool 0.03 0.00 0.0009 0.0000
US31418DKG69 / UMBS, 20 Year 0.03 -9.09 0.0009 -0.0000
RFR USD SOFR/3.80662 04/02/25-30Y* LCH / DIR (000000000) 0.03 0.0009 0.0009
US31388FNB57 / Fannie Mae Pool 0.03 -9.37 0.0008 -0.0000
US31416BN614 / Fannie Mae Pool 0.03 -6.45 0.0008 -0.0000
CMLTI / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2003 HE3 A 0.03 -17.14 0.0008 -0.0001
US3128M6NC84 / Freddie Mac Gold Pool 0.03 -3.33 0.0008 -0.0000
US863579VM76 / Structured Adjustable Rate Mortgage Loan Trust Series 2005-17 0.03 -6.67 0.0008 -0.0000
US31406ABY73 / Fannie Mae Pool 0.03 -12.50 0.0008 -0.0001
US31411FE425 / Fannie Mae Pool 0.03 0.00 0.0008 0.0000
US3138A2UF49 / Fannie Mae Pool 0.03 0.00 0.0008 0.0000
US31404KFX54 / Fannie Mae Pool 0.03 -3.45 0.0008 -0.0000
US3138AWTT05 / Fannie Mae Pool 0.03 -20.00 0.0008 -0.0002
US3128L3H584 / Freddie Mac Gold Pool 0.03 0.00 0.0008 0.0000
US31416JPK15 / Fannie Mae Pool 0.03 -3.70 0.0007 -0.0000
US86364LAC63 / STRUCTURED ASSET SECURITIES CO SASC 2007 WF2 A3 0.03 -33.33 0.0007 -0.0003
OIS CAD CAONREPO/2.74040 03/10/25-9Y* LC / DIR (000000000) 0.03 0.0007 0.0007
US86359LPD54 / Structured Asset Mortgage Investments II Trust 2005-AR5 0.03 0.00 0.0007 -0.0000
DGZ / DB Gold Short ETN 0.02 0.0007 0.0007
DGZ / DB Gold Short ETN 0.02 0.0007 0.0007
US31410KCH59 / Fannie Mae Pool 0.02 -11.11 0.0007 -0.0001
US31411CKM28 / Fannie Mae Pool 0.02 0.00 0.0007 0.0000
US31418C4C55 / Fannie Mae Pool 0.02 -4.00 0.0007 -0.0000
US31418DLN02 / Fannie Mae Pool 0.02 -7.69 0.0007 -0.0000
US3128M53F55 / Freddie Mac Gold Pool 0.02 -4.00 0.0007 -0.0000
US31419AU623 / Fannie Mae Pool 0.02 -4.00 0.0007 -0.0000
US31417YTV91 / Fannie Mae Pool 0.02 -7.69 0.0007 -0.0000
US31384USH85 / Fannie Mae Pool 0.02 -7.69 0.0007 -0.0000
US31336R7E45 / Freddie Mac Non Gold Pool 0.02 -4.17 0.0007 -0.0000
US3128M5R934 / Freddie Mac Gold Pool 0.02 -4.17 0.0007 0.0000
US3132D54A70 / UMBS, 15 Year 0.02 -8.00 0.0007 -0.0000
US38375BH211 / GNMA_13-H02 0.02 -8.00 0.0007 -0.0000
US31349UJM18 / Freddie Mac Non Gold Pool 0.02 -12.00 0.0006 -0.0001
US3128M8Y249 / Freddie Mac Gold Pool 0.02 0.00 0.0006 -0.0000
US3140FNHA51 / Fannie Mae Pool 0.02 -12.00 0.0006 -0.0001
PURCHASED MXN / SOLD USD / DFE (000000000) 0.02 0.0006 0.0006
US12668WAC10 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 4 A3 0.02 -93.21 0.0006 -0.0083
317U8RKA1 PIMCO SWAPTION 3.5 CALL USD 20250721 / DIR (000000000) 0.02 0.0006 0.0006
US31416XMX56 / Fannie Mae Pool 0.02 0.00 0.0006 0.0000
US31406H3D75 / FNMA 0.02 -12.50 0.0006 -0.0001
I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) 0.02 0.0006 0.0006
US31395M2F53 / Freddie Mac Structured Pass-Through Certificates 0.02 0.00 0.0006 -0.0000
US3128M7ZZ25 / FREDDIE MAC GOLD POOL P#G05860 5.50000000 0.02 -4.76 0.0006 -0.0000
US3128M9ZZ80 / Freddie Mac Gold Pool 0.02 -35.48 0.0006 -0.0003
US3128KQRY40 / Freddie Mac Gold Pool 0.02 -5.00 0.0006 0.0000
US31416CLT17 / Fannie Mae Pool 0.02 -5.00 0.0006 0.0000
US31409HAJ32 / Fannie Mae Pool 0.02 0.00 0.0006 0.0000
US06747W8495 / Barclays Bank plc into Metlife, Inc. 0.02 0.0006 0.0006
US3128M7KW58 / FHLMC 0.02 -5.00 0.0005 -0.0000
Thames SSNM / ABS-MBS (000000000) 0.02 0.0005 0.0005
US3128M5B334 / Freddie Mac Gold Pool 0.02 0.00 0.0005 0.0000
US31416BMS42 / Fannie Mae Pool 0.02 -5.26 0.0005 -0.0000
US31402RH695 / Fannie Mae Pool 0.02 -5.26 0.0005 -0.0000
US12667GDJ94 / Alternative Loan Trust 2005-J3 0.02 12.50 0.0005 0.0001
US31412PPU92 / Fannie Mae Pool 0.02 0.00 0.0005 0.0000
US31410X6R26 / Fannie Mae Pool 0.02 0.00 0.0005 0.0000
US31417BEN38 / Fannie Mae Pool 0.02 0.00 0.0005 0.0000
US3128M6RH36 / Freddie Mac Gold Pool 0.02 0.00 0.0005 -0.0000
US06747W8495 / Barclays Bank plc into Metlife, Inc. 0.02 0.0005 0.0005
US36241K4C91 / Ginnie Mae I Pool 0.02 -5.56 0.0005 -0.0000
PURCHASED BRL / SOLD USD / DFE (000000000) 0.02 0.0005 0.0005
US31417YPM39 / Fannie Mae Pool 0.02 -5.56 0.0005 -0.0000
PURCHASED ZAR / SOLD USD / DFE (000000000) 0.02 0.0005 0.0005
US06747W8495 / Barclays Bank plc into Metlife, Inc. 0.02 0.0005 0.0005
US06747W8495 / Barclays Bank plc into Metlife, Inc. 0.02 0.0005 0.0005
US31297VZW17 / Freddie Mac Gold Pool 0.02 0.00 0.0005 -0.0000
US31406TLC35 / FANNIE MAE 4.05% 04/01/2035 FAR FNARM 0.02 0.00 0.0005 0.0000
US3617AYBE18 / Ginnie Mae I Pool 0.02 0.00 0.0005 0.0000
US31410FXA82 / Fannie Mae Pool 0.02 -5.88 0.0005 -0.0000
US22540VK434 / Credit Suisse First Boston Mortgage Securities Corp 0.02 -5.88 0.0005 -0.0000
US312928XM13 / Freddie Mac Gold Pool 0.02 0.00 0.0005 0.0000
US31415VYQ21 / Fannie Mae Pool 0.02 -5.88 0.0005 0.0000
US36225CD860 / Ginnie Mae II Pool 0.02 -11.11 0.0005 -0.0000
US3128M5NM83 / Freddie Mac Gold Pool 0.02 0.00 0.0005 -0.0000
US36241KVW51 / Ginnie Mae I Pool 0.02 0.00 0.0005 -0.0000
US31417YCJ47 / Fannie Mae Pool 0.02 -11.11 0.0005 -0.0000
US929227QB55 / WaMu Mortgage Pass-Through Certificates Series 2002-AR6 Trust 0.02 0.00 0.0005 -0.0000
US31417YRP42 / Federal National Mortgage Association, Inc. 0.02 -5.88 0.0005 -0.0000
XS1450864779 / China Government Bond - JPMorgan Chase 0.02 0.0005 0.0005
US3138XZBR15 / Fannie Mae Pool 0.02 -11.76 0.0004 -0.0000
PURCHASED TWD / SOLD USD / DFE (000000000) 0.02 0.0004 0.0004
US3128M5NL01 / Freddie Mac Gold Pool 0.02 -6.25 0.0004 -0.0000
US3128M6GG71 / Freddie Mac Gold Pool 0.02 -6.25 0.0004 -0.0000
US3128M66H66 / Freddie Mac Gold Pool 0.02 0.00 0.0004 0.0000
BNP / BNP Paribas SA 0.02 0.0004 0.0004
BNP / BNP Paribas SA 0.02 0.0004 0.0004
US31412QSK66 / Fannie Mae Pool 0.02 0.00 0.0004 -0.0000
US3132CWJA36 / FHLMC UMBS, 15 Year 0.02 -54.55 0.0004 -0.0005
DGZ / DB Gold Short ETN 0.01 0.0004 0.0004
US31419EZC64 / Fannie Mae Pool 0.01 -12.50 0.0004 -0.0000
PURCHASED TWD / SOLD USD / DFE (000000000) 0.01 0.0004 0.0004
US31402HGD70 / UMBS, 30 Year 0.01 -6.67 0.0004 -0.0000
US31407CC549 / Fannie Mae Pool 0.01 -6.67 0.0004 -0.0000
US31410GDL41 / FANNIE MAE 3.608% 02/01/2035 FAR FNARM 0.01 -6.67 0.0004 -0.0000
US3128LXA422 / Freddie Mac Gold Pool 0.01 0.00 0.0004 -0.0000
US06747W8495 / Barclays Bank plc into Metlife, Inc. 0.01 0.0004 0.0004
US06747W8495 / Barclays Bank plc into Metlife, Inc. 0.01 0.0004 0.0004
US3128M6ND67 / Freddie Mac Gold Pool 0.01 -7.14 0.0004 0.0000
US31411YCM30 / Fannie Mae Pool 0.01 -13.33 0.0004 -0.0000
US36241KZ350 / Ginnie Mae I Pool 0.01 0.00 0.0004 0.0000
XS1450864779 / China Government Bond - JPMorgan Chase 0.01 0.0004 0.0004
XS1450864779 / China Government Bond - JPMorgan Chase 0.01 0.0004 0.0004
US31406GCS66 / Fannie Mae Pool 0.01 0.00 0.0004 0.0000
US31416B2P25 / Fannie Mae Pool 0.01 0.00 0.0004 0.0000
US31410UK688 / Fannie Mae Pool 0.01 -7.69 0.0004 0.0000
US31349ULF39 / Federal Home Loan Mortgage Corporation 0.01 -14.29 0.0004 -0.0000
ZCS BRL 13.32 05/08/25-01/02/29 CME / DIR (000000000) 0.01 0.0004 0.0004
317U8R0A3 PIMCO SWAPTION 3.45 CALL USD 2025071 / DIR (000000000) 0.01 0.0004 0.0004
ZCS BRL 13.3537 05/12/25-01/02/29 CME / DIR (000000000) 0.01 0.0004 0.0004
US06747W8495 / Barclays Bank plc into Metlife, Inc. 0.01 0.0004 0.0004
US3128M7B884 / Freddie Mac Gold Pool 0.01 0.00 0.0004 0.0000
US31418CZ497 / Fannie Mae Pool 0.01 -7.69 0.0003 -0.0000
US3128LAFY17 / Freddie Mac Gold Pool 0.01 0.00 0.0003 -0.0000
US31411UWK32 / Fannie Mae Pool 0.01 -7.69 0.0003 -0.0000
US31401AME46 / Fannie Mae Pool 0.01 0.00 0.0003 -0.0000
US86359LPE38 / Structured Asset Mortgage Investments II Trust 2005-AR5 0.01 -8.33 0.0003 -0.0000
PURCHASED INR / SOLD USD / DFE (000000000) 0.01 0.0003 0.0003
US3128M54E71 / Freddie Mac Gold Pool 0.01 -8.33 0.0003 -0.0000
US36225CY833 / Ginnie Mae II Pool 0.01 -8.33 0.0003 -0.0000
Thames Water Super Senior Issuer PLC / DBT (XS3017976054) 0.01 0.0003 0.0003
US3128M5PM65 / Freddie Mac Gold Pool 0.01 -8.33 0.0003 -0.0000
US04544TAB70 / Asset Backed Securities Corp Home Equity Loan Trust Series AMQ 2007-HE2 0.01 0.00 0.0003 0.0000
US36297BXM89 / GNMA 30YR 5.0% 02/15/2039#707284 0.01 -21.43 0.0003 -0.0001
BNP / BNP Paribas SA 0.01 0.0003 0.0003
PURCHASED TWD / SOLD USD / DFE (000000000) 0.01 0.0003 0.0003
US31402GP808 / Fannie Mae Pool 0.01 -15.38 0.0003 -0.0001
US31413Y7J43 / Fannie Mae Pool 0.01 0.00 0.0003 0.0000
US31406BQQ67 / FANNIE MAE 3.568% 01/01/2035 FNMA ARM 0.01 0.00 0.0003 0.0000
US31349UEJ34 / Federal Home Loan Mortgage Corporation 0.01 -21.43 0.0003 -0.0001
US31417YMK00 / Fannie Mae Pool 0.01 -8.33 0.0003 -0.0000
US3128P7N332 / Freddie Mac Gold Pool 0.01 0.00 0.0003 -0.0000
PURCHASED TWD / SOLD USD / DFE (000000000) 0.01 0.0003 0.0003
US06747W8495 / Barclays Bank plc into Metlife, Inc. 0.01 0.0003 0.0003
US31411XMB81 / Fannie Mae Pool 0.01 0.00 0.0003 0.0000
SOUTH AFRICA EM SP CBK / DCR (000000000) 0.01 0.0003 0.0003
US31295MNX47 / Freddie Mac Non Gold Pool 0.01 -45.00 0.0003 -0.0003
BNP / BNP Paribas SA 0.01 0.0003 0.0003
US31406A2U54 / Fannie Mae Pool 0.01 -9.09 0.0003 0.0000
US3128KDK953 / Freddie Mac Gold Pool 0.01 -9.09 0.0003 0.0000
US3620A8NL33 / Ginnie Mae I Pool 0.01 -9.09 0.0003 0.0000
Thames Water Super Senior Issuer PLC / DBT (XS3060649830) 0.01 0.0003 0.0003
BNP / BNP Paribas SA 0.01 0.0003 0.0003
US31410K2B90 / Fannie Mae Pool 0.01 0.00 0.0003 0.0000
US3128M55N61 / Freddie Mac Gold Pool 0.01 0.00 0.0003 -0.0000
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) 0.01 0.0003 0.0003
US31406VHE92 / FANNIE MAE 3.903% 05/01/2035 FNMA ARM 0.01 0.00 0.0003 -0.0000
US12637UAX72 / CSAIL 2016-C7 Commercial Mortgage Trust 0.01 -95.88 0.0003 -0.0064
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) 0.01 0.0003 0.0003
US39538RAB50 / GreenPoint MTA Trust 2005-AR1 0.01 0.00 0.0003 -0.0000
XS1450864779 / China Government Bond - JPMorgan Chase 0.01 0.0003 0.0003
US31406DG672 / FANNIE MAE 3.42% 11/01/2034 FAR FNARM 0.01 0.00 0.0003 0.0000
US31404BR611 / Fannie Mae Pool 0.01 -10.00 0.0003 -0.0000
US06747W8495 / Barclays Bank plc into Metlife, Inc. 0.01 0.0003 0.0003
US3128K2F615 / Freddie Mac Gold Pool 0.01 -10.00 0.0003 0.0000
US31412PG708 / Fannie Mae Pool 0.01 -10.00 0.0003 0.0000
US31407DZ407 / Fannie Mae Pool 0.01 -10.00 0.0003 -0.0000
US3128M66J23 / Freddie Mac Gold Pool 0.01 0.00 0.0003 0.0000
US31349ULB25 / Freddie Mac Non Gold Pool 0.01 -18.18 0.0003 -0.0001
US31418SSR12 / Fannie Mae Pool 0.01 0.00 0.0003 0.0000
PURCHASED SGD / SOLD USD / DFE (000000000) 0.01 0.0003 0.0003
US31297D6G89 / Freddie Mac Gold Pool 0.01 -10.00 0.0003 -0.0000
US31406BB909 / FANNIE MAE 3.505% 01/01/2035 FNMA ARM 0.01 -10.00 0.0003 -0.0000
US312935LP23 / FHLG 30YR 5.5% 09/01/2039# 0.01 0.00 0.0003 0.0000
US3128M4XA60 / FHLMC Gold Pools, 30 Year 0.01 0.00 0.0003 -0.0000
US31417ACL17 / FNMA 15YR 0.01 -18.18 0.0003 -0.0001
US31407CFZ59 / Fannie Mae Pool 0.01 -11.11 0.0003 0.0000
US36179VBJ89 / Ginnie Mae II Pool 0.01 -11.11 0.0002 0.0000
US3128JNAL99 / Federal Home Loan Mortgage Corporation 0.01 0.00 0.0002 0.0000
US3128JM7E13 / Federal Home Loan Mortgage Corporation 0.01 0.00 0.0002 0.0000
US06747W8495 / Barclays Bank plc into Metlife, Inc. 0.01 0.0002 0.0002
US31406PQ857 / Fannie Mae Pool 0.01 0.00 0.0002 0.0000
PURCHASED INR / SOLD USD / DFE (000000000) 0.01 0.0002 0.0002
US06747W8495 / Barclays Bank plc into Metlife, Inc. 0.01 0.0002 0.0002
US3128M6AX68 / Freddie Mac Gold Pool 0.01 0.00 0.0002 -0.0000
US31406MYP57 / Federal National Mortgage Association, Inc. 0.01 0.00 0.0002 0.0000
US3128LXQD53 / Federal Home Loan Mortgage Corporation 5.5%, due 7/1/2036 0.01 0.00 0.0002 -0.0000
US31388JK531 / FANNIE MAE 3.636% 09/01/2031 FNMA ARM 0.01 0.00 0.0002 -0.0000
US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) 0.01 0.0002 0.0002
US06747W8495 / Barclays Bank plc into Metlife, Inc. 0.01 0.0002 0.0002
US36241LJB36 / Ginnie Mae I Pool 0.01 0.00 0.0002 0.0000
XS1450864779 / China Government Bond - JPMorgan Chase 0.01 0.0002 0.0002
US31419AN529 / Fannie Mae Pool 0.01 0.00 0.0002 -0.0000
US31349UCW62 / Federal Home Loan Mortgage Corporation 0.01 -12.50 0.0002 -0.0000
US31297USC52 / Freddie Mac Gold Pool 0.01 0.00 0.0002 0.0000
US31413D2T32 / Fannie Mae Pool 0.01 -12.50 0.0002 -0.0000
US31283H6F73 / FEDERAL HOME LOAN MORTGAGE CORP 5.50% 01/01/2035 FHLMC G30 0.01 0.00 0.0002 -0.0000
US31412YBH45 / Fannie Mae Pool 0.01 0.00 0.0002 0.0000
US31415PZX94 / UMBS, 30 Year 0.01 0.00 0.0002 0.0000
I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) 0.01 0.0002 0.0002
I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) 0.01 0.0002 0.0002
US31385HJE36 / FANNIE MAE POOL P#544861 4.18600000 0.01 0.00 0.0002 -0.0000
US31417YUM73 / Fannie Mae Pool 0.01 0.00 0.0002 -0.0000
US31410UF720 / Fannie Mae Pool 0.01 0.00 0.0002 0.0000
US31416WEW82 / Fannie Mae Pool 0.01 0.00 0.0002 -0.0000
US31402BEZ31 / UMBS, 30 Year 0.01 -14.29 0.0002 -0.0000
US31416VB377 / Fannie Mae Pool 0.01 -14.29 0.0002 0.0000
US3128L8VF99 / Freddie Mac Gold Pool 0.01 0.00 0.0002 0.0000
US3128JMZG56 / Federal Home Loan Mortgage Corporation 0.01 0.00 0.0002 -0.0000
PURCHASED IDR / SOLD USD / DFE (000000000) 0.01 0.0002 0.0002
US36241LVF02 / Ginnie Mae I Pool 0.01 0.00 0.0002 -0.0000
US3128L9WD16 / Freddie Mac Gold Pool 0.01 -14.29 0.0002 -0.0000
US31371MMG95 / UMBS 0.01 0.00 0.0002 -0.0000
I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) 0.01 0.0002 0.0002
US31406BJF85 / FANNIE MAE 3.514% 01/01/2035 FNMA ARM 0.01 0.00 0.0002 -0.0000
US36241L6G69 / GNMA 5.00% 12/33 #783571 0.01 0.00 0.0002 -0.0000
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) 0.01 0.0002 0.0002
US68400XBS80 / Option One Mortgage Acceptance Corp. Asset-Backed Certificates, Series 2003-5, Class A2 0.01 0.00 0.0002 0.0000
DGZ / DB Gold Short ETN 0.01 0.0002 0.0002
XS1450864779 / China Government Bond - JPMorgan Chase 0.01 0.0002 0.0002
US16678RBU05 / Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2004-3 0.01 0.00 0.0002 0.0000
PURCHASED PEN / SOLD USD / DFE (000000000) 0.01 0.0002 0.0002
US31417YBQ98 / Fannie Mae Pool 0.01 -16.67 0.0002 -0.0000
US3128M55D89 / Freddie Mac Gold Pool 0.01 0.00 0.0002 0.0000
US3128KLJU23 / Freddie Mac Gold Pool 0.01 0.00 0.0002 0.0000
US3128LDQQ03 / Freddie Mac Gold Pool 0.01 0.00 0.0002 0.0000
US31417YYC55 / Fannie Mae Pool 0.01 -16.67 0.0002 -0.0000
PURCHASED PEN / SOLD USD / DFE (000000000) 0.01 0.0002 0.0002
US313920ZH63 / Fannie Mae REMICS 0.01 -28.57 0.0002 -0.0000
US31406BEZ94 / FANNIE MAE 3.373% 12/01/2034 FNMA ARM 0.01 0.00 0.0002 0.0000
US06747W8495 / Barclays Bank plc into Metlife, Inc. 0.01 0.0002 0.0002
US31408JB833 / FNMA POOL 852463 FN 12/35 FIXED 6 0.01 0.00 0.0002 0.0000
US3138AEPK34 / Fannie Mae Pool 0.01 0.00 0.0002 0.0000
XS1450864779 / China Government Bond - JPMorgan Chase 0.01 0.0002 0.0002
PURCHASED THB / SOLD USD / DFE (000000000) 0.01 0.0002 0.0002
US31412LGJ35 / Fannie Mae Pool 0.01 0.00 0.0002 0.0000
US31412QBP37 / Fannie Mae Pool 0.01 0.00 0.0001 0.0000
US362341RX95 / GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 0.01 0.00 0.0001 -0.0000
US36296XX410 / Ginnie Mae I Pool 0.01 0.00 0.0001 0.0000
I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) 0.01 0.0001 0.0001
US3132FCAZ86 / FHLMC GOLD 30YR REVERSE REMIC GIAN 0.01 0.00 0.0001 -0.0000
US31403DBG34 / Fannie Mae Pool 0.01 0.00 0.0001 -0.0000
31750R5B9 PIMCO FXVAN PUT EUR USD 1.10000000 / DFE (000000000) 0.01 0.0001 0.0001
GB00H240B223 / LME Nickel Base Metal 0.01 0.0001 0.0001
US3128NCBW35 / Federal Home Loan Mortgage Corporation 0.00 -20.00 0.0001 -0.0000
US31417QNC41 / UMBS, 30 Year 0.00 -20.00 0.0001 0.0000
US312930QW32 / Freddie Mac Gold Pool 0.00 0.00 0.0001 0.0000
US31404NBP06 / FANNIE MAE 3.471% 02/01/2035 FNMA ARM 0.00 -20.00 0.0001 -0.0000
US31407MZ994 / FNMA POOL 835168 FN 08/35 FIXED 5.5 0.00 0.00 0.0001 0.0000
US31380YAM21 / Fannie Mae Pool 0.00 0.00 0.0001 -0.0000
US06747W8495 / Barclays Bank plc into Metlife, Inc. 0.00 0.0001 0.0001
DGZ / DB Gold Short ETN 0.00 0.0001 0.0001
US36225CN364 / Ginnie Mae II Pool 0.00 -20.00 0.0001 -0.0000
US31407JEZ12 / Fannie Mae Pool 0.00 0.00 0.0001 0.0000
US31292JBM18 / Freddie Mac Gold Pool 0.00 0.00 0.0001 -0.0000
US31376KPE00 / Fannie Mae Pool 0.00 0.00 0.0001 0.0000
US31410LET52 / Fannie Mae Pool 0.00 0.00 0.0001 -0.0000
US31402YGE86 / Fannie Mae Pool 0.00 0.00 0.0001 -0.0000
US31408B5A26 / Fannie Mae Pool 0.00 0.00 0.0001 0.0000
XS1450864779 / China Government Bond - JPMorgan Chase 0.00 0.0001 0.0001
US06747W8495 / Barclays Bank plc into Metlife, Inc. 0.00 0.0001 0.0001
US3128NCBF02 / Federal Home Loan Mortgage Corporation 0.00 0.00 0.0001 0.0000
PURCHASED THB / SOLD USD / DFE (000000000) 0.00 0.0001 0.0001
US3128M6NA29 / Freddie Mac Gold Pool 0.00 0.00 0.0001 -0.0000
US31412EAP16 / Fannie Mae Pool 0.00 0.00 0.0001 0.0000
US3132A9VC88 / Freddie Mac Pool 0.00 0.00 0.0001 -0.0000
US06747W8495 / Barclays Bank plc into Metlife, Inc. 0.00 0.0001 0.0001
US06747W8495 / Barclays Bank plc into Metlife, Inc. 0.00 0.0001 0.0001
US31410GDF72 / FANNIE MAE 3.537% 06/01/2033 FNMA ARM 0.00 0.00 0.0001 -0.0000
US31405DH599 / Fannie Mae Pool 0.00 -25.00 0.0001 -0.0000
US3128KMNX98 / Freddie Mac Gold Pool 0.00 -25.00 0.0001 0.0000
US06747W8495 / Barclays Bank plc into Metlife, Inc. 0.00 0.0001 0.0001
US06747W8495 / Barclays Bank plc into Metlife, Inc. 0.00 0.0001 0.0001
US31410GDY61 / FANNIE MAE 3.39% 01/01/2035 FAR FNARM 0.00 -25.00 0.0001 -0.0000
BNP / BNP Paribas SA 0.00 0.0001 0.0001
US06747W8495 / Barclays Bank plc into Metlife, Inc. 0.00 0.0001 0.0001
US45660UAT60 / IndyMac ARM Trust 2001-H2 0.00 -25.00 0.0001 -0.0000
PURCHASED INR / SOLD USD / DFE (000000000) 0.00 0.0001 0.0001
US3128L4R557 / Freddie Mac Gold Pool 0.00 0.00 0.0001 0.0000
US31385XHR17 / Fannie Mae Pool 0.00 -25.00 0.0001 -0.0000
US31405UMM89 / FANNIE MAE 3.391% 10/01/2034 FNMA ARM 0.00 0.00 0.0001 0.0000
US31385XAS62 / Fannie Mae Pool 0.00 0.00 0.0001 -0.0000
US31417VY641 / Fannie Mae Pool 0.00 0.00 0.0001 0.0000
US31410FDB85 / Fannie Mae Pool 0.00 0.00 0.0001 0.0000
US3138WH3F75 / Fannie Mae Pool 0.00 -40.00 0.0001 -0.0000
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) 0.00 0.0001 0.0001
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) 0.00 0.0001 0.0001
US31295MZJ25 / Freddie Mac Non Gold Pool 0.00 0.00 0.0001 -0.0000
US31407GUK20 / Fannie Mae Pool 0.00 0.00 0.0001 -0.0000
US3128LCUJ31 / Freddie Mac Gold Pool 0.00 0.00 0.0001 0.0000
US31410QD400 / Fannie Mae Pool 0.00 0.00 0.0001 0.0000
US31292KZ754 / Freddie Mac Gold Pool 0.00 0.00 0.0001 -0.0000
US3132A7VK49 / Freddie Mac Pool 0.00 -25.00 0.0001 -0.0000
US3128P7PY39 / FED HM LN PC POOL C91339 FG 10/30 FIXED 4 0.00 0.00 0.0001 -0.0000
PURCHASED INR / SOLD USD / DFE (000000000) 0.00 0.0001 0.0001
PURCHASED INR / SOLD USD / DFE (000000000) 0.00 0.0001 0.0001
US31415QB965 / Fannie Mae Pool 0.00 0.00 0.0001 0.0000
US3620A9TG66 / Ginnie Mae I Pool 0.00 0.00 0.0001 0.0000
US3128M44E09 / Freddie Mac Gold Pool 0.00 0.00 0.0001 -0.0000
US36225CU385 / GNMA II POOL 080601 G2 05/32 FLOATING VAR 0.00 0.00 0.0001 -0.0000
US06747W8495 / Barclays Bank plc into Metlife, Inc. 0.00 0.0001 0.0001
US31414LB985 / Fannie Mae Pool 0.00 0.00 0.0001 -0.0000
US36225CMN38 / Ginnie Mae II Pool 0.00 -33.33 0.0001 -0.0000
US31392CRC00 / Fannie Mae REMICS 0.00 -33.33 0.0001 -0.0000
US36225CDH60 / Ginnie Mae II Pool 0.00 -33.33 0.0001 -0.0000
US36225CTR78 / Ginnie Mae II Pool 0.00 0.00 0.0001 -0.0000
US31401V5J61 / Fannie Mae Pool 0.00 0.00 0.0001 -0.0000
US31407JHM71 / Fannie Mae Pool 0.00 0.00 0.0001 0.0000
US3128JM6N21 / Federal Home Loan Mortgage Corporation 0.00 0.00 0.0001 -0.0000
US3128M5GF16 / Freddie Mac Gold Pool 0.00 0.00 0.0001 -0.0000
US31414UZ688 / Fannie Mae Pool 0.00 0.00 0.0001 0.0000
US3128M46E80 / Freddie Mac Gold Pool 0.00 0.00 0.0001 -0.0000
US31410KLY81 / Fannie Mae Pool 0.00 0.00 0.0001 -0.0000
US36225CNP76 / Ginnie Mae II Pool 0.00 0.00 0.0001 -0.0000
US31410MQS25 / Fannie Mae Pool 0.00 0.00 0.0001 0.0000
US36225CLA26 / Ginnie Mae II Pool 0.00 0.00 0.0001 -0.0000
US3128KNKP74 / Freddie Mac Gold Pool 0.00 0.00 0.0001 0.0000
US31403DA664 / Fannie Mae Pool 0.00 0.00 0.0001 -0.0000
US3128L1WN61 / Freddie Mac Gold Pool 0.00 0.00 0.0001 0.0000
US31297VKR86 / FREDDIE MAC GOLD POOL FG A39304 0.00 -33.33 0.0001 -0.0000
US31417YN523 / Fannie Mae Pool 0.00 0.00 0.0001 -0.0000
US31406BZG84 / Fannie Mae Pool 0.00 0.00 0.0001 -0.0000
US312929LV23 / Freddie Mac Gold Pool 0.00 0.00 0.0001 0.0000
BNP / BNP Paribas SA 0.00 0.0001 0.0001
BNP / BNP Paribas SA 0.00 0.0001 0.0001
US3128JMW456 / Federal Home Loan Mortgage Corporation 0.00 0.00 0.0001 0.0000
US31407YDU01 / Fannie Mae Pool 0.00 0.00 0.0001 0.0000
US31413TJC71 / Fannie Mae Pool 0.00 0.00 0.0001 0.0000
US3128M5ZZ68 / Freddie Mac Gold Pool 0.00 0.00 0.0001 -0.0000
US36225CR407 / Ginnie Mae II Pool 0.00 0.00 0.0001 -0.0000
US31403DPP86 / Fannie Mae Pool 0.00 0.00 0.0001 -0.0000
BNP / BNP Paribas SA 0.00 0.0001 0.0001
US31407DTL90 / Fannie Mae Pool 0.00 0.00 0.0001 0.0000
US31382D4Z47 / Fannie Mae Pool 0.00 0.00 0.0001 -0.0000
US36225CQZ22 / Ginnie Mae II Pool 0.00 0.00 0.0001 -0.0000
US31414AWK41 / Fannie Mae Pool 0.00 0.00 0.0001 -0.0000
US31385W2N87 / FANNIE MAE POOL FN 555281 0.00 0.00 0.0001 -0.0000
US36291AGX19 / Ginnie Mae I Pool 0.00 -50.00 0.0001 -0.0000
PURCHASED MYR / SOLD USD / DFE (000000000) 0.00 0.0001 0.0001
US3128JMY684 / Federal Home Loan Mortgage Corporation 0.00 -50.00 0.0001 -0.0000
US31408GFA04 / Fannie Mae Pool 0.00 -50.00 0.0001 -0.0000
US31395CEC10 / Freddie Mac REMICS 0.00 -50.00 0.0001 -0.0000
US36291GAK22 / Ginnie Mae I Pool 0.00 0.00 0.0001 -0.0000
US31376KTH94 / Fannie Mae Pool 0.00 0.00 0.0001 -0.0000
IRS EUR 2.61000 03/24/25-10Y LCH / DIR (000000000) 0.00 0.0001 0.0001
US3128L16J41 / Freddie Mac Gold Pool 0.00 0.00 0.0001 0.0000
PURCHASED INR / SOLD USD / DFE (000000000) 0.00 0.0001 0.0001
US31385HJD52 / Fannie Mae Pool 0.00 -50.00 0.0001 -0.0000
US31385W2D06 / Fannie Mae Pool 0.00 0.00 0.0000 -0.0000
US31406AWU23 / Fannie Mae Pool 0.00 0.00 0.0000 0.0000
US3138A8WX07 / Fannie Mae Pool 0.00 -50.00 0.0000 -0.0000
US31406QVM67 / Fannie Mae Pool 0.00 0.00 0.0000 0.0000
US31405UTZ20 / FANNIE MAE 3.25% 11/01/2034 FAR FNARM 0.00 0.00 0.0000 0.0000
PURCHASED PEN / SOLD USD / DFE (000000000) 0.00 0.0000 0.0000
US36225CMM54 / GNMA II POOL 080363 G2 01/30 FLOATING VAR 0.00 0.00 0.0000 -0.0000
US31385XK488 / FANNIE MAE 3.812% 07/01/2033 FNMA ARM 0.00 0.00 0.0000 -0.0000
US07384YBM75 / BEAR STEARNS ASSET BACKED SECU BSABS 2001 3 A2 0.00 -50.00 0.0000 -0.0000
US36225CFQ42 / Ginnie Mae II Pool 0.00 0.00 0.0000 -0.0000
GB00H240B223 / LME Nickel Base Metal 0.00 0.0000 0.0000
US36225CKZ85 / Ginnie Mae II Pool 0.00 0.00 0.0000 -0.0000
US36225CPA89 / Ginnie Mae II Pool 0.00 0.00 0.0000 -0.0000
US31405TTX09 / Fannie Mae Pool 0.00 0.00 0.0000 0.0000
US31418WMN73 / Fannie Mae Pool 0.00 -95.00 0.0000 -0.0005
US3128KRVH44 / Freddie Mac Gold Pool 0.00 0.00 0.0000 -0.0000
US31407FPF17 / Fannie Mae Pool 0.00 0.00 0.0000 0.0000
US36225CKL99 / Ginnie Mae II Pool 0.00 0.00 0.0000 -0.0000
EURO-BOBL FUTURE SEP25 / DIR (000000000) 0.00 0.0000 0.0000
US3138AGKX57 / Fannie Mae Pool 0.00 0.00 0.0000 -0.0000
US36225CEE21 / Ginnie Mae II Pool 0.00 0.00 0.0000 -0.0000
US3138A2VH95 / UMBS 0.00 0.00 0.0000 -0.0000
US36225CJ560 / Ginnie Mae II Pool 0.00 0.00 0.0000 -0.0000
US36225CUV61 / Ginnie Mae II Pool 0.00 0.00 0.0000 -0.0000
US31296NVD64 / Freddie Mac Gold Pool 0.00 0.00 0.0000 -0.0000
US3128M4T941 / FHLMC 0.00 0.00 0.0000 0.0000
US36292DP482 / Ginnie Mae I Pool 0.00 0.00 0.0000 -0.0000
US31400QJ879 / FANNIE MAE 3.717% 03/01/2033 FAR FNARM 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
US31410CME92 / Fannie Mae Pool 0.00 0.00 0.0000 0.0000
US3138AKXW40 / Fannie Mae Pool 0.00 0.00 0.0000 -0.0000
US31402DJS09 / Fannie Mae Pool 0.00 0.00 0.0000 -0.0000
PURCHASED KRW / SOLD USD / DFE (000000000) 0.00 0.0000 0.0000
US31409WA760 / Fannie Mae Pool 0.00 0.00 0.0000 0.0000
US31414SXK40 / Fannie Mae Pool 0.00 -100.00 0.0000 0.0000
US31417YU544 / Fannie Mae Pool 0.00 -100.00 0.0000 -0.0000
US31417MXZ12 / Fannie Mae Pool 0.00 -100.00 0.0000 -0.0000
US36225CFH43 / Ginnie Mae II Pool 0.00 -100.00 0.0000 -0.0000
US31410GD831 / FANNIE MAE 3.883% 04/01/2034 FAR FNARM 0.00 0.0000 -0.0000
US36225CLK08 / GNMA II POOL 080329 G2 10/29 FLOATING VAR 0.00 -100.00 0.0000 -0.0000
US31385JRN09 / Fannie Mae Pool 0.00 0.0000 -0.0000
US36225CXJ07 / Ginnie Mae II Pool 0.00 0.0000 -0.0000
US31410REW51 / Fannie Mae Pool 0.00 0.0000 0.0000
US3128LBU970 / FGOLD 30YR 0.00 0.0000 0.0000
US36225CA304 / Ginnie Mae II Pool 0.00 0.0000 -0.0000
US31407UEQ67 / Fannie Mae Pool 0.00 0.0000 -0.0000
BNP / BNP Paribas SA 0.00 0.0000 0.0000
US36225CGG50 / Ginnie Mae II Pool 0.00 0.0000 -0.0000
US31411AR808 / Fannie Mae Pool 0.00 0.0000 -0.0000
US3128M8GS75 / Freddie Mac Gold Pool 0.00 0.0000 -0.0000
BNP / BNP Paribas SA 0.00 0.0000 0.0000
US31296SRY45 / Freddie Mac Gold Pool 0.00 0.0000 -0.0000
XS1450864779 / China Government Bond - JPMorgan Chase 0.00 0.0000 0.0000
US31404R3C96 / Fannie Mae Pool 0.00 0.0000 -0.0000
US312930TR10 / Freddie Mac Gold Pool 0.00 0.0000 0.0000
US36241KKS68 / Ginnie Mae I Pool 0.00 0.0000 -0.0000
US31402GW580 / Fannie Mae Pool 0.00 0.0000 -0.0000
US36225CQT61 / Ginnie Mae II Pool 0.00 0.0000 -0.0000
US31371HNM69 / Fannie Mae Pool 0.00 0.0000 -0.0000
PURCHASED TWD / SOLD USD / DFE (000000000) 0.00 0.0000 0.0000
US31404RSK40 / Fannie Mae Pool 0.00 0.0000 -0.0000
US36225CCW47 / Ginnie Mae II Pool 0.00 0.0000 -0.0000
US31417YSY40 / Fannie Mae Pool 0.00 0.0000 -0.0000
BNP / BNP Paribas SA 0.00 0.0000 0.0000
US31406AZX35 / Fannie Mae Pool 0.00 0.0000 -0.0000
US31402JYY71 / Fannie Mae Pool 0.00 0.0000 -0.0000
US31410FSD86 / UMBS, 30 Year 0.00 0.0000 -0.0000
US3128M5VU18 / Freddie Mac Gold Pool 0.00 0.0000 -0.0000
US3128M43N17 / Freddie Mac Gold Pool 0.00 0.0000 -0.0000
US36225CMP85 / Ginnie Mae II Pool 0.00 0.0000 -0.0000
US31371HHR21 / Fannie Mae Pool 0.00 0.0000 -0.0000
US3138A8SR84 / Fannie Mae Pool 0.00 0.0000 -0.0000
US31402YEW03 / Fannie Mae Pool 0.00 0.0000 -0.0000
US36225CS231 / Ginnie Mae II Pool 0.00 0.0000 -0.0000
US36225CEG78 / Ginnie Mae II Pool 0.00 0.0000 -0.0000
US31296LQL89 / Freddie Mac Gold Pool 0.00 0.0000 -0.0000
US31381BDB27 / Fannie Mae Pool 0.00 -100.00 0.0000 -0.0000
GB00H240B223 / LME Nickel Base Metal 0.00 0.0000 0.0000
PURCHASED THB / SOLD USD / DFE (000000000) 0.00 0.0000 0.0000
US31410GUV30 / Fannie Mae Pool 0.00 0.0000 -0.0000
US06747W8495 / Barclays Bank plc into Metlife, Inc. 0.00 0.0000 0.0000
US36291KBJ51 / Ginnie Mae I Pool 0.00 0.0000 -0.0000
US31288H7A27 / Freddie Mac Gold Pool 0.00 0.0000 -0.0000
US31404HTN97 / Fannie Mae Pool 0.00 0.0000 -0.0000
US31406XZH87 / Fannie Mae Pool 0.00 0.0000 0.0000
US31392CRD82 / FANNIE MAE FNR 2002 21 FD 0.00 0.0000 -0.0000
US36297DK896 / Ginnie Mae I Pool 0.00 0.0000 0.0000
US31411DS677 / Fannie Mae Pool 0.00 0.0000 0.0000
US31292HS888 / Freddie Mac Gold Pool 0.00 0.0000 -0.0000
US3128KQB962 / FHLMC 0.00 0.0000 -0.0000
US31410RH938 / Fannie Mae Pool 0.00 0.0000 0.0000
US36296TBZ57 / Ginnie Mae I Pool 0.00 0.0000 0.0000
US31403VKB44 / Fannie Mae Pool 0.00 0.0000 -0.0000
US31408EXX56 / Fannie Mae Pool 0.00 0.0000 0.0000
US31410F2H78 / Fannie Mae Pool 0.00 0.0000 0.0000
US36202KYM16 / Ginnie Mae II Pool 0.00 0.0000 -0.0000
US36225CUU88 / Ginnie Mae II Pool 0.00 0.0000 -0.0000
US36225CA551 / Ginnie Mae II Pool 0.00 0.0000 -0.0000
US36202KZ402 / Ginnie Mae II Pool 0.00 0.0000 -0.0000
US3138ADS485 / Federal National Mortgage Association, Inc. 0.00 0.0000 -0.0000
US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) 0.00 0.0000 0.0000
BNP / BNP Paribas SA 0.00 0.0000 0.0000
US3128M4AZ68 / Freddie Mac Gold Pool 0.00 0.0000 -0.0000
US31419BWX99 / Fannie Mae Pool 0.00 0.0000 -0.0000
US45660UAQ22 / IndyMac ARM Trust 2001-H2 0.00 0.0000 -0.0000
US36225CHF68 / Ginnie Mae II Pool 0.00 0.0000 -0.0000
US31407MZ408 / Fannie Mae Pool 0.00 0.0000 0.0000
US3128M4K692 / Freddie Mac Gold Pool 0.00 0.0000 0.0000
US31376KPN09 / Fannie Mae Pool 0.00 0.0000 -0.0000
US31403JR814 / Fannie Mae Pool 0.00 0.0000 0.0000
US31410RHZ55 / Fannie Mae Pool 0.00 0.0000 -0.0000
US36225CUH77 / Ginnie Mae II Pool 0.00 0.0000 -0.0000
PURCHASED CNY / SOLD USD / DFE (000000000) 0.00 0.0000 0.0000
US31417YTF42 / Fannie Mae Pool 0.00 0.0000 -0.0000
PURCHASED USD / SOLD CNY / DFE (000000000) 0.00 0.0000 0.0000
US31419AK897 / Fannie Mae Pool 0.00 0.0000 -0.0000
US31288JQP48 / Freddie Mac Gold Pool 0.00 0.0000 -0.0000
US36228FNB84 / GSR MORTGAGE LOAN TRUST 0.00 0.0000 -0.0000
US3138EJE385 / Fannie Mae Pool 0.00 0.0000 -0.0000
US31418SSA86 / Fannie Mae Pool 0.00 0.0000 -0.0000
US31419AM950 / Fannie Mae Pool 0.00 0.0000 -0.0000
US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) 0.00 0.0000 0.0000
US36206GNM86 / Ginnie Mae I Pool 0.00 0.0000 -0.0000
US31406XDV10 / Fannie Mae Pool 0.00 0.0000 0.0000
US31382F2C25 / Fannie Mae Pool 0.00 0.0000 -0.0000
US31371FB500 / Fannie Mae Pool 0.00 0.0000 -0.0000
PURCHASED PEN / SOLD USD / DFE (000000000) 0.00 0.0000 0.0000
US3138EK2C89 / Fannie Mae Pool 0.00 0.0000 -0.0000
317U9EGA4 PIMCO SWAPTION 4.135 PUT USD 2025063 / DIR (000000000) 0.00 -0.0000 -0.0000
DK0009528424 / NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5 0.00 0.0000 0.0000
DGZ / DB Gold Short ETN 0.00 -0.0000 -0.0000
317U9EOA5 PIMCO SWAPTION 4.101 PUT USD 2025063 / DIR (000000000) 0.00 -0.0000 -0.0000
DGZ / DB Gold Short ETN 0.00 -0.0000 -0.0000
317U9GEA1 PIMCO SWAPTION 4.075 PUT USD 2025070 / DIR (000000000) 0.00 -0.0000 -0.0000
XS1450864779 / China Government Bond - JPMorgan Chase 0.00 -0.0000 -0.0000
317U9GBA4 PIMCO SWAPTION 2.38 CALL EUR 2025070 / DIR (000000000) 0.00 -0.0000 -0.0000
DK0009403644 / 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
DK0009403727 / JYSKE REALKREDIT A/S COVERED 10/53 1.5 0.00 0.0000 0.0000
DGZ / DB Gold Short ETN -0.00 -0.0000 -0.0000
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) -0.00 -0.0000 -0.0000
317U9IEA7 PIMCO SWAPTION 4.03 PUT USD 20250707 / DIR (000000000) -0.00 -0.0000 -0.0000
XS1450864779 / China Government Bond - JPMorgan Chase -0.00 -0.0000 -0.0000
317U9HMA0 PIMCO SWAPTION 4.019 PUT USD 2025070 / DIR (000000000) -0.00 -0.0000 -0.0000
BNP / BNP Paribas SA -0.00 -0.0000 -0.0000
DGZ / DB Gold Short ETN -0.00 -0.0000 -0.0000
PURCHASED CNY / SOLD USD / DFE (000000000) -0.00 -0.0000 -0.0000
XS1450864779 / China Government Bond - JPMorgan Chase -0.00 -0.0000 -0.0000
US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) -0.00 -0.0000 -0.0000
US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) -0.00 -0.0000 -0.0000
317U9L5A0 PIMCO SWAPTION 4.064 PUT USD 2025071 / DIR (000000000) -0.00 -0.0000 -0.0000
317U9LGA8 PIMCO SWAPTION 4.097 PUT USD 2025071 / DIR (000000000) -0.00 -0.0000 -0.0000
317U9L3A2 PIMCO SWAPTION 4.0525 PUT USD 202507 / DIR (000000000) -0.00 -0.0000 -0.0000
US06747W8495 / Barclays Bank plc into Metlife, Inc. -0.00 -0.0000 -0.0000
31750QN05 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (000000000) -0.00 -0.0000 -0.0000
US06747W8495 / Barclays Bank plc into Metlife, Inc. -0.00 -0.0000 -0.0000
PURCHASED USD / SOLD IDR / DFE (000000000) -0.00 -0.0000 -0.0000
BNP / BNP Paribas SA -0.00 -0.0000 -0.0000
BNP / BNP Paribas SA -0.00 -0.0000 -0.0000
31750QM06 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (000000000) -0.00 -0.0000 -0.0000
PURCHASED USD / SOLD ZAR / DFE (000000000) -0.00 -0.0000 -0.0000
PURCHASED USD / SOLD ZAR / DFE (000000000) -0.00 -0.0000 -0.0000
US06747W8495 / Barclays Bank plc into Metlife, Inc. -0.00 -0.0000 -0.0000
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) -0.00 -0.0000 -0.0000
PURCHASED USD / SOLD KRW / DFE (000000000) -0.00 -0.0000 -0.0000
PURCHASED USD / SOLD KRW / DFE (000000000) -0.00 -0.0000 -0.0000
317U9GAA5 PIMCO SWAPTION 2.64 PUT EUR 20250703 / DIR (000000000) -0.00 -0.0000 -0.0000
COLOMBIA LA SP CBK / DCR (000000000) -0.00 -0.0000 -0.0000
COLOMBIA LA SP CBK / DCR (000000000) -0.00 -0.0000 -0.0000
PURCHASED USD / SOLD SEK / DFE (000000000) -0.00 -0.0000 -0.0000
PURCHASED USD / SOLD SEK / DFE (000000000) -0.00 -0.0000 -0.0000
317U9LFA9 PIMCO SWAPTION 2.46 CALL EUR 2025071 / DIR (000000000) -0.00 -0.0000 -0.0000
GB00H240B223 / LME Nickel Base Metal -0.00 -0.0000 -0.0000
US 10YR FUT OPTN AUG25P 109 EXP 07/25/2025 / DIR (000000000) -0.00 -0.0000 -0.0000
US 10YR FUT OPTN AUG25P 108.5 EXP 07/25/2025 / DIR (000000000) -0.00 -0.0000 -0.0000
317U9MPA6 PIMCO SWAPTION 3.933 PUT USD 2025072 / DIR (000000000) -0.00 -0.0000 -0.0000
PURCHASED INR / SOLD USD / DFE (000000000) -0.00 -0.0000 -0.0000
US06747W8495 / Barclays Bank plc into Metlife, Inc. -0.00 -0.0000 -0.0000
BNP / BNP Paribas SA -0.00 -0.0001 -0.0001
EURO-BUND OPTION AUG25C 132.5 EXP 07/25/2025 / DIR (000000000) -0.00 -0.0001 -0.0001
BNP / BNP Paribas SA -0.00 -0.0001 -0.0001
ZCS BRL 14.0087 05/12/25-01/04/27 CME / DIR (000000000) -0.00 -0.0001 -0.0001
XS1450864779 / China Government Bond - JPMorgan Chase -0.00 -0.0001 -0.0001
XS1450864779 / China Government Bond - JPMorgan Chase -0.00 -0.0001 -0.0001
US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 -0.00 -0.0001 -0.0001
EURO-BOBL OPTION AUG25C 118.5 EXP 07/25/2025 / DIR (000000000) -0.00 -0.0001 -0.0001
XS1450864779 / China Government Bond - JPMorgan Chase -0.00 -0.0001 -0.0001
317U9LEA0 PIMCO SWAPTION 2.72 PUT EUR 20250716 / DIR (000000000) -0.00 -0.0001 -0.0001
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) -0.00 -0.0001 -0.0001
317U9MNA8 PIMCO SWAPTION 3.955 PUT USD 2025072 / DIR (000000000) -0.00 -0.0001 -0.0001
US06747W8495 / Barclays Bank plc into Metlife, Inc. -0.00 -0.0001 -0.0001
317U9EPA4 PIMCO SWAPTION 3.701 CALL USD 202506 / DIR (000000000) -0.00 -0.0001 -0.0001
US06747W8495 / Barclays Bank plc into Metlife, Inc. -0.00 -0.0001 -0.0001
BNP / BNP Paribas SA -0.00 -0.0001 -0.0001
PURCHASED INR / SOLD USD / DFE (000000000) -0.00 -0.0001 -0.0001
BNP / BNP Paribas SA -0.00 -0.0001 -0.0001
EURO-BOBL OPTION AUG25P 117.2 EXP 07/25/2025 / DIR (000000000) -0.00 -0.0001 -0.0001
317U9N1A0 PIMCO SWAPTION 3.914 PUT USD 2025072 / DIR (000000000) -0.00 -0.0001 -0.0001
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) -0.00 -0.0001 -0.0001
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) -0.00 -0.0001 -0.0001
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) -0.00 -0.0001 -0.0001
EURO-BUND OPTION AUG25P 129 EXP 07/25/2025 / DIR (000000000) -0.00 -0.0001 -0.0001
317U9MQA5 PIMCO SWAPTION 3.583 CALL USD 202507 / DIR (000000000) -0.01 -0.0001 -0.0001
317U9IFA6 PIMCO SWAPTION 3.68 CALL USD 2025070 / DIR (000000000) -0.01 -0.0001 -0.0001
US06747W8495 / Barclays Bank plc into Metlife, Inc. -0.01 -0.0001 -0.0001
XS1450864779 / China Government Bond - JPMorgan Chase -0.01 -0.0002 -0.0002
XS1450864779 / China Government Bond - JPMorgan Chase -0.01 -0.0002 -0.0002
US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 -0.01 -0.0002 -0.0002
DGZ / DB Gold Short ETN -0.01 -0.0002 -0.0002
317U9O6A3 PIMCO SWAPTION 3.875 PUT USD 2025072 / DIR (000000000) -0.01 -0.0002 -0.0002
XS1450864779 / China Government Bond - JPMorgan Chase -0.01 -0.0002 -0.0002
BNP / BNP Paribas SA -0.01 -0.0002 -0.0002
ZCS BRL 13.9255 05/08/25-01/04/27 CME / DIR (000000000) -0.01 -0.0002 -0.0002
BNP / BNP Paribas SA -0.01 -0.0002 -0.0002
DGZ / DB Gold Short ETN -0.01 -0.0002 -0.0002
RFR EUR ESTRON/2.05000 11/18/24-5Y* LCH / DIR (000000000) -0.01 -0.0002 -0.0002
BNP / BNP Paribas SA -0.01 -0.0002 -0.0002
317U9O7A2 PIMCO SWAPTION 3.525 CALL USD 202507 / DIR (000000000) -0.01 -0.0002 -0.0002
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) -0.01 -0.0002 -0.0002
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) -0.01 -0.0002 -0.0002
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) -0.01 -0.0002 -0.0002
US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 -0.01 -0.0002 -0.0002
317U9N2A9 PIMCO SWAPTION 3.564 CALL USD 202507 / DIR (000000000) -0.01 -0.0002 -0.0002
317U9HNA9 PIMCO SWAPTION 3.669 CALL USD 202507 / DIR (000000000) -0.01 -0.0003 -0.0003
XS1450864779 / China Government Bond - JPMorgan Chase -0.01 -0.0003 -0.0003
PURCHASED USD / SOLD SGD / DFE (000000000) -0.01 -0.0003 -0.0003
SOFTBANK GROUP CORP SNR JP SP GST / DCR (000000000) -0.01 -0.0003 -0.0003
COLOMBIA LA SP GST / DCR (000000000) -0.01 -0.0003 -0.0003
COLOMBIA LA SP GST / DCR (000000000) -0.01 -0.0003 -0.0003
RFR USD SOFR/3.89900 03/11/25-10Y LCH / DIR (000000000) -0.01 -0.0003 -0.0003
317U9L4A1 PIMCO SWAPTION 3.6525 CALL USD 20250 / DIR (000000000) -0.01 -0.0003 -0.0003
US06747W8495 / Barclays Bank plc into Metlife, Inc. -0.01 -0.0003 -0.0003
317U9MOA7 PIMCO SWAPTION 3.605 CALL USD 202507 / DIR (000000000) -0.01 -0.0003 -0.0003
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) -0.01 -0.0003 -0.0003
OIS CAD CAONREPO/3.0000 01/10/25-9Y* LCH / DIR (000000000) -0.01 -0.0003 -0.0003
XS1450864779 / China Government Bond - JPMorgan Chase -0.01 -0.0003 -0.0003
XS1450864779 / China Government Bond - JPMorgan Chase -0.01 -0.0003 -0.0003
317U9L6A9 PIMCO SWAPTION 3.664 CALL USD 202507 / DIR (000000000) -0.01 -0.0003 -0.0003
IRS EUR 2.35000 04/29/25-5Y LCH / DIR (000000000) -0.01 -0.0003 -0.0003
317U9GFA0 PIMCO SWAPTION 3.725 CALL USD 202507 / DIR (000000000) -0.01 -0.0003 -0.0003
RFR EUR ESTRON/2.05630 11/18/24-5Y* LCH / DIR (000000000) -0.01 -0.0003 -0.0003
317U9EHA3 PIMCO SWAPTION 3.735 CALL USD 202506 / DIR (000000000) -0.01 -0.0004 -0.0004
317U9LHA7 PIMCO SWAPTION 3.697 CALL USD 202507 / DIR (000000000) -0.02 -0.0005 -0.0005
PURCHASED USD / SOLD CNH / DFE (000000000) -0.02 -0.0005 -0.0005
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) -0.02 -0.0005 -0.0005
OIS CAD CAONREPO/3.00000 01/08/25-9Y* LC / DIR (000000000) -0.02 -0.0005 -0.0005
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) -0.02 -0.0006 -0.0006
PURCHASED USD / SOLD BRL / DFE (000000000) -0.02 -0.0007 -0.0007
DGZ / DB Gold Short ETN -0.02 -0.0007 -0.0007
IRS EUR 2.46000 03/13/25-10Y LCH / DIR (000000000) -0.02 -0.0007 -0.0007
XS1450864779 / China Government Bond - JPMorgan Chase -0.02 -0.0007 -0.0007
GB00H240B223 / LME Nickel Base Metal -0.02 -0.0007 -0.0007
BNP / BNP Paribas SA -0.03 -0.0007 -0.0007
US 10YR FUT OPTN AUG25C 112.5 EXP 07/25/2025 / DIR (000000000) -0.03 -0.0007 -0.0007
XS1450864779 / China Government Bond - JPMorgan Chase -0.03 -0.0008 -0.0008
IRS AUD 4.00000 03/19/25-10Y LCH / DIR (000000000) -0.03 -0.0008 -0.0008
XS1450864779 / China Government Bond - JPMorgan Chase -0.03 -0.0009 -0.0009
XS1450864779 / China Government Bond - JPMorgan Chase -0.03 -0.0009 -0.0009
OIS CAD CAONREPO/3.00000 01/13/25-8Y* LC / DIR (000000000) -0.03 -0.0010 -0.0010
DGZ / DB Gold Short ETN -0.04 -0.0011 -0.0011
DGZ / DB Gold Short ETN -0.04 -0.0011 -0.0011
US 10YR FUT OPTN AUG25C 112 EXP 07/25/2025 / DIR (000000000) -0.04 -0.0011 -0.0011
GB00H240B223 / LME Nickel Base Metal -0.04 -0.0012 -0.0012
317U8RLA0 PIMCO SWAPTION 3.489 CALL USD 202507 / DIR (000000000) -0.04 -0.0012 -0.0012
XS1450864779 / China Government Bond - JPMorgan Chase -0.04 -0.0012 -0.0012
XS1450864779 / China Government Bond - JPMorgan Chase -0.04 -0.0012 -0.0012
US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 -0.04 -0.0012 -0.0012
US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 -0.04 -0.0012 -0.0012
US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) -0.04 -0.0012 -0.0012
RFR USD SOFR/3.72186 03/01/24-7Y* LCH / DIR (000000000) -0.04 -0.0012 -0.0012
XS1450864779 / China Government Bond - JPMorgan Chase -0.05 -0.0013 -0.0013
PURCHASED USD / SOLD THB / DFE (000000000) -0.05 -0.0013 -0.0013
PURCHASED USD / SOLD THB / DFE (000000000) -0.05 -0.0013 -0.0013
PURCHASED USD / SOLD BRL / DFE (000000000) -0.05 -0.0014 -0.0014
317U8R1A2 PIMCO SWAPTION 3.515 CALL USD 202507 / DIR (000000000) -0.05 -0.0015 -0.0015
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) -0.06 -0.0017 -0.0017
ZCS BRL 13.9271 05/08/25-01/04/27 CME / DIR (000000000) -0.07 -0.0019 -0.0019
GB00H240B223 / LME Nickel Base Metal -0.07 -0.0020 -0.0020
RFR USD SOFR/3.7317* 03/01/24-7Y* LCH / DIR (000000000) -0.08 -0.0021 -0.0021
XS1450864779 / China Government Bond - JPMorgan Chase -0.08 -0.0023 -0.0023
US06747W8495 / Barclays Bank plc into Metlife, Inc. -0.08 -0.0023 -0.0023
US06747W8495 / Barclays Bank plc into Metlife, Inc. -0.08 -0.0023 -0.0023
US06747W8495 / Barclays Bank plc into Metlife, Inc. -0.09 -0.0025 -0.0025
US06747W8495 / Barclays Bank plc into Metlife, Inc. -0.09 -0.0026 -0.0026
RFR USD SOFR/3.72680 03/01/24-7Y* LCH / DIR (000000000) -0.10 -0.0029 -0.0029
RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (000000000) -0.11 -0.0032 -0.0032
RFR USD SOFR/3.73910 03/01/24-7Y* LCH / DIR (000000000) -0.12 -0.0033 -0.0033
PURCHASED USD / SOLD TWD / DFE (000000000) -0.12 -0.0033 -0.0033
RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (000000000) -0.12 -0.0034 -0.0034
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) -0.12 -0.0035 -0.0035
RFR USD SOFR/3.7525* 03/01/24-9Y* LCH / DIR (000000000) -0.13 -0.0036 -0.0036
GB00H240B223 / LME Nickel Base Metal -0.13 -0.0037 -0.0037
ZCS BRL 11.49576 06/14/24-01/04/27 CME / DIR (000000000) -0.14 -0.0039 -0.0039
ZCS BRL 11.5281 06/18/24-01/04/27 CME / DIR (000000000) -0.15 -0.0041 -0.0041
RFR USD SOFR/4.09500 02/18/25-10Y LCH / DIR (000000000) -0.15 -0.0043 -0.0043
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) -0.16 -0.0044 -0.0044
RFR USD SOFR/3.7626* 03/01/24-9Y* LCH / DIR (000000000) -0.16 -0.0046 -0.0046
PURCHASED USD / SOLD TWD / DFE (000000000) -0.17 -0.0047 -0.0047
XS1450864779 / China Government Bond - JPMorgan Chase -0.17 -0.0047 -0.0047
RFR USD SOFR/3.66674 03/01/24-4Y* LCH / DIR (000000000) -0.17 -0.0047 -0.0047
XS1450864779 / China Government Bond - JPMorgan Chase -0.18 -0.0051 -0.0051
RFR USD SOFR/3.7165* 03/01/24-9Y* LCH / DIR (000000000) -0.19 -0.0052 -0.0052
IRS EUR 1.00000 05/18/22-5Y LCH / DIR (000000000) -0.20 -0.0057 -0.0057
XS1450864779 / China Government Bond - JPMorgan Chase -0.22 -0.0062 -0.0062
PURCHASED USD / SOLD TWD / DFE (000000000) -0.22 -0.0062 -0.0062
PURCHASED USD / SOLD TWD / DFE (000000000) -0.22 -0.0063 -0.0063
XS1450864779 / China Government Bond - JPMorgan Chase -0.23 -0.0064 -0.0064
BNP / BNP Paribas SA -0.26 -0.0074 -0.0074
BNP / BNP Paribas SA -0.26 -0.0074 -0.0074
US06747W8495 / Barclays Bank plc into Metlife, Inc. -0.28 -0.0078 -0.0078
US06747W8495 / Barclays Bank plc into Metlife, Inc. -0.28 -0.0078 -0.0078
PURCHASED USD / SOLD PEN / DFE (000000000) -0.28 -0.0078 -0.0078
BNP / BNP Paribas SA -0.30 -0.0085 -0.0085
XS1450864779 / China Government Bond - JPMorgan Chase -0.31 -0.0086 -0.0086
RFR USD SOFR/3.90000 09/02/25-9Y* LCH / DIR (000000000) -0.31 -0.0086 -0.0086
PURCHASED USD / SOLD TWD / DFE (000000000) -0.31 -0.0086 -0.0086
RFR USD SOFR/3.69392 09/03/24-7Y* CME / DIR (000000000) -0.32 -0.0090 -0.0090
BNP / BNP Paribas SA -0.34 -0.0096 -0.0096
PURCHASED USD / SOLD TWD / DFE (000000000) -0.36 -0.0100 -0.0100
PURCHASED USD / SOLD TWD / DFE (000000000) -0.36 -0.0102 -0.0102
XS1450864779 / China Government Bond - JPMorgan Chase -0.37 -0.0103 -0.0103
PURCHASED USD / SOLD BRL / DFE (000000000) -0.38 -0.0107 -0.0107
XS1450864779 / China Government Bond - JPMorgan Chase -0.40 -0.0114 -0.0114
RFR USD SOFR/3.58526 03/01/24-7Y* LCH / DIR (000000000) -0.41 -0.0115 -0.0115
PURCHASED USD / SOLD TWD / DFE (000000000) -0.42 -0.0117 -0.0117
PURCHASED USD / SOLD BRL / DFE (000000000) -0.42 -0.0118 -0.0118
RFR USD SOFR/3.65517 03/01/24-4Y* LCH / DIR (000000000) -0.45 -0.0125 -0.0125
317U88WA0 PIMCO SWAPTION 3.7075 CALL USD 20250 / DIR (000000000) -0.49 -0.0139 -0.0139
BNP / BNP Paribas SA -0.50 -0.0139 -0.0139
IRS EUR 1.00000 05/13/22-5Y LCH / DIR (000000000) -0.51 -0.0143 -0.0143
OIS CAD CAONREPO/3.7500 12/20/23-10Y LCH / DIR (000000000) -0.53 -0.0149 -0.0149
XS1450864779 / China Government Bond - JPMorgan Chase -0.56 -0.0157 -0.0157
PURCHASED USD / SOLD CAD / DFE (000000000) -0.59 -0.0165 -0.0165
PURCHASED USD / SOLD CAD / DFE (000000000) -0.59 -0.0165 -0.0165
IRS EUR 0.65000 04/12/22-5Y LCH / DIR (000000000) -0.75 -0.0211 -0.0211
RFR JPY MUTK/1.25000 06/18/25-7Y LCH / DIR (000000000) -0.85 -0.0238 -0.0238
RFR USD SOFR/3.75000 12/18/24-5Y LCH / DIR (000000000) -0.86 -0.0242 -0.0242
RFR USD SOFR/3.75000 09/02/25-7Y* LCH / DIR (000000000) -1.03 -0.0289 -0.0289
ZCS BRL 11.54841 06/13/24-01/04/27 CME / DIR (000000000) -1.15 -0.0323 -0.0323
IRS EUR 2.25000 09/17/25-10Y LCH / DIR (000000000) -1.39 -0.0391 -0.0391
PURCHASED USD / SOLD BRL / DFE (000000000) -1.43 -0.0401 -0.0401
OIS CAD CAONREPO/3.5000 03/28/24-8Y* LCH / DIR (000000000) -1.50 -0.0422 -0.0422
US 10YR ULTRA FUT SEP25 / DIR (000000000) -1.67 -0.0469 -0.0469
DGZ / DB Gold Short ETN -2.25 -0.0632 -0.0632
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) -5.15 -0.1449 -0.1449
US25160RLM33 / MD ST GO DB-8076 Q=DB D7 -8.57 -0.2408 -0.2408
US25160RLM33 / MD ST GO DB-8076 Q=DB D7 -8.57 -0.2408 -0.2408
DE000C4SA6R6 / EURO STOXX 50 Index -17.27 -0.4854 -0.4854
DE000C4SA6R6 / EURO STOXX 50 Index -31.90 -0.8966 -0.8966
EW / Edwards Lifesciences Corporation -32.73 -183.58 -0.9197 -2.0202
US25160RLM33 / MD ST GO DB-8076 Q=DB D7 -39.20 -1.1015 -1.1015