Mga Batayang Estadistika
Nilai Portofolio $ 3,045,199,583
Posisi Saat Ini 2,114
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)

PIMCO FUNDS - PIMCO All Asset: Multi-RAE PLUS Fund telah mengungkapkan total kepemilikan 2,114 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 3,045,199,583 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama PIMCO FUNDS - PIMCO All Asset: Multi-RAE PLUS Fund adalah Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , UMBS TBA (US:US01F0406854) , UMBS TBA (US:US01F0506844) , and UMBS TBA (US:US01F0426811) . Posisi baru PIMCO FUNDS - PIMCO All Asset: Multi-RAE PLUS Fund meliputi: Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , UMBS TBA (US:US01F0406854) , UMBS TBA (US:US01F0506844) , and UMBS TBA (US:US01F0426811) .

PIMCO FUNDS - PIMCO All Asset: Multi-RAE PLUS Fund - Nilai Portofolio
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
422.29 19.3521 19.3009
134.82 6.1782 6.1782
185.95 8.5216 3.6240
66.90 3.0658 3.0658
66.90 3.0658 3.0658
75.90 3.4783 2.4655
42.32 1.9394 1.9394
37.55 1.7209 1.7209
34.47 1.5796 1.5796
62.09 2.8456 1.3664
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
-88.04 -4.0344 -4.0357
-32.66 -1.4967 -3.2035
37.25 1.7068 -1.6048
55.64 2.5498 -1.0570
1.36 0.0624 -0.6580
-7.72 -0.3540 -0.2544
-4.10 -0.1881 -0.1881
6.52 0.2986 -0.1791
5.02 0.2299 -0.1555
5.02 0.2299 -0.1555
Pengajuan 13F dan Dana

Formulir ini diajukan pada 2025-08-28 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
(%)
US01F0626899 / Uniform Mortgage-Backed Security, TBA 422.29 34,513.93 19.3521 19.3009
US01F0606834 / Uniform Mortgage-Backed Security, TBA 185.95 59.22 8.5216 3.6240
US01F0406854 / UMBS TBA 134.82 6.1782 6.1782
TSY INFL IX N/B 07/34 1.875 / DBT (US91282CLE92) 79.94 0.17 3.6636 -0.1395
US01F0506844 / UMBS TBA 75.90 179.59 3.4783 2.4655
REPO BANK AMERICA REPO / RA (000000000) 66.90 3.0658 3.0658
REPO BANK AMERICA REPO / RA (000000000) 66.90 3.0658 3.0658
US01F0426811 / UMBS TBA 62.09 76.05 2.8456 1.3664
US01F0526800 / Uniform Mortgage-Backed Security, TBA 55.64 -35.31 2.5498 -1.0570
US01F0306781 / UMBS TBA 42.32 1.9394 1.9394
US21H0406817 / Ginnie Mae 37.55 1.7209 1.7209
EW / Edwards Lifesciences Corporation 37.25 -52.84 1.7068 -1.6048
US715638BY77 / REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 37.05 6.77 1.6981 0.0444
BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F 34.47 1.5796 1.5796
TSY INFL IX N/B 04/29 2.125 / DBT (US91282CKL45) 27.91 0.73 1.2789 -0.0413
US TREASURY N/B 05/44 4.625 / DBT (US912810UB25) 26.78 -2.25 1.2273 -0.0782
US21H0506723 / Ginnie Mae 26.54 1.2161 1.2161
FNMA POOL BM7581 FN 09/31 VARIABLE / ABS-MBS (US3140JCM768) 20.79 0.82 0.9527 -0.0298
US05608RAE53 / BX Trust 15.99 0.18 0.7326 -0.0278
US76110W7G55 / RESIDENTIAL ASSET SECURITIES C RASC 2005 KS11 M4 15.83 0.32 0.7256 -0.0264
US59020U6H36 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 WMC2 A1 14.77 -0.33 0.6769 -0.0293
US17330VAA44 / CMLTI_22-A 14.40 -2.19 0.6597 -0.0416
US21H0426799 / Ginnie Mae 13.91 0.6375 0.6375
C1CI34 / Crown Castle Inc. - Depositary Receipt (Common Stock) 13.44 0.6159 0.6159
XS2369734509 / SCULPTOR EUROPEAN CLO SCULE 6A AR 144A 12.94 8.70 0.5931 0.0258
US55284AAC27 / MF1 Ltd., Series 2021-FL7, Class AS 12.75 0.86 0.5844 -0.0181
US912810SF66 / Us Treasury Bond 12.75 -2.56 0.5843 -0.0392
US55284AAE82 / MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 B 144A 12.48 0.16 0.5719 -0.0218
US55284JAC36 / MF1 2022-FL8 Ltd 12.48 -0.59 0.5717 -0.0263
4020 / Saudi Real Estate Company 12.21 1.47 0.5597 -0.0138
US00442JAA25 / ACE Securities Corp Home Equity Loan Trust Series 2007-ASAP1 11.83 -1.60 0.5421 -0.0307
US07386RAD17 / BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE4 1A4 11.44 0.78 0.5244 -0.0166
US12651DAG34 / CREDIT SUISSE MORTGAGE TRUST CSMC 2015 12R 2A2 144A 11.18 -4.03 0.5123 -0.0427
CDX ITRAXX XOV42 5Y 35-100% SP JPM / DCR (EZ2BLZ4YH9B3) 11.15 0.5111 0.5111
MF1 MULTIFAMILY HOUSING MORTGA MF1 2025 FL17 AS 144A / ABS-CBDO (US55287HAC43) 11.15 -0.21 0.5110 -0.0214
FNMA POOL BM7579 FN 10/29 VARIABLE / ABS-MBS (US3140JCM503) 11.15 1.01 0.5108 -0.0151
USP78024AG45 / Peruvian Government International Bond 11.04 7.59 0.5058 0.0170
TREASURY BILL 07/25 0.00000 / DBT (US912797NX17) 10.88 0.4987 0.4987
TREASURY BILL 07/25 0.00000 / DBT (US912797NX17) 10.88 0.4987 0.4987
FCT / Fincantieri S.p.A. 10.87 9.88 0.4980 0.0267
VOLKSWAGEN GROUP OF AM / DBT (US92866BU298) 10.77 0.4934 0.4934
01626P148 / Alimentation Couche-Tard Inc 10.75 0.4925 0.4925
01626P148 / Alimentation Couche-Tard Inc 10.75 0.4925 0.4925
US38141GZS64 / GOLDMAN SACHS GROUP INC SR UNSECURED 03/28 VAR 10.70 -0.18 0.4905 -0.0204
CVS / CVS Health Corporation - Depositary Receipt (Common Stock) 10.63 0.4871 0.4871
HERTZ VEHICLE FINANCING LLC HERTZ 2024 1A A 144A / ABS-O (US42806MCK36) 10.57 0.21 0.4845 -0.0182
FNMA POOL BS9867 FN 11/30 FIXED 5.3 / ABS-MBS (US3140LL6D83) 10.45 0.65 0.4790 -0.0158
US525931AB72 / Lendbuzz Securitization Trust 2023-3 10.33 0.4734 0.4734
FNMA POOL CB9627 FN 12/54 FIXED 4.5 / ABS-MBS (US3140QVVV30) 9.85 -1.25 0.4515 -0.0239
FNMA POOL CB9627 FN 12/54 FIXED 4.5 / ABS-MBS (US3140QVVV30) 9.85 -1.25 0.4515 -0.0239
US32027LAA35 / FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF14 A1 9.82 -1.40 0.4498 -0.0245
ZAG000125980 / Republic of South Africa Government Bond 9.79 8.28 0.4488 0.0179
RVPO STATE STREET GLOBAL MARKE USD RVPO FICC SSGM / RA (000000000) 9.60 0.4399 0.4399
RVPO STATE STREET GLOBAL MARKE USD RVPO FICC SSGM / RA (000000000) 9.60 0.4399 0.4399
US45257EAC84 / Impac Secured Assets Trust 2006-5 9.50 -1.53 0.4353 -0.0244
US92558NAN21 / VIBRANT CLO LTD VIBR 2019 11A A2R 144A 9.14 0.02 0.4191 -0.0165
US232434AE09 / Alternative Loan Trust 2006-OC8 9.13 -2.59 0.4184 -0.0283
US83206NAC11 / SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B B 144A 9.12 -3.90 0.4177 -0.0343
US69121PAY97 / OWNIT 2005-4 M1 9.01 -2.07 0.4127 -0.0255
RFRF USD SF+26.161/1.00 9/16/23-7Y* CME / DIR (EZ4FYS5F94M8) 8.93 -8.94 0.4092 -0.0581
XS2373706519 / Carlyle Euro CLO 2019-2 DAC 8.92 8.41 0.4088 0.0167
BNSB34 / The Bank of Nova Scotia - Depositary Receipt (Common Stock) 8.73 1.08 0.3999 -0.0115
US46652LU215 / JABIL INC 8.62 0.3949 0.3949
FED HM LN PC POOL WA4832 FR 11/43 FIXED 3.65 / ABS-MBS (US3142ACEE56) 8.58 -3.38 0.3930 -0.0300
FED HM LN PC POOL WA4832 FR 11/43 FIXED 3.65 / ABS-MBS (US3142ACEE56) 8.58 -3.38 0.3930 -0.0300
FREDDIE MAC FHR 5513 MF / ABS-MBS (US3137HKEX87) 8.48 -5.18 0.3885 -0.0375
FREDDIE MAC FHR 5513 MF / ABS-MBS (US3137HKEX87) 8.48 -5.18 0.3885 -0.0375
OXYD / Occidental Petroleum Corporation - Depositary Receipt (Common Stock) 8.35 0.43 0.3825 -0.0135
HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (US40412BVN09) 8.29 0.3799 0.3799
RADMFENT TRS EQUITY FEDL01+62 JPM / DE (000000000) 8.02 0.3677 0.3677
A3KMYN / Air Lease Corporation - Preferred Stock 7.98 0.3659 0.3659
A3KMYN / Air Lease Corporation - Preferred Stock 7.98 0.3659 0.3659
US05377RFV15 / AESOP_22-5A 7.86 -0.39 0.3603 -0.0158
FNMA POOL BZ2582 FN 12/29 FIXED 4.3 / ABS-MBS (US3140NW2Q77) 7.77 1.03 0.3563 -0.0104
FANNIE MAE FNR 2024 77 FM / ABS-MBS (US3136BTRF25) 7.66 -13.33 0.3511 -0.0701
US81377EAA29 / Securitized Asset Backed Receivables LLC Trust 2006-WM3 7.53 -0.66 0.3453 -0.0161
POLAND GOVERNMENT BOND BONDS 07/29 4.75 / DBT (PL0000116760) 7.24 9.54 0.3316 0.0168
FNMA POOL BZ2327 FN 10/33 FIXED 5.06 / ABS-MBS (US3140NWSR74) 7.23 -0.01 0.3315 -0.0132
FNMA POOL BZ2327 FN 10/33 FIXED 5.06 / ABS-MBS (US3140NWSR74) 7.23 -0.01 0.3315 -0.0132
US69363JAA25 / PRET 2022-RN1 LLC 7.04 -2.55 0.3225 -0.0216
US80556XAH08 / SAST 2006-2 M2 6.98 1.12 0.3196 -0.0091
US70069FEM59 / PARK PLACE SECURITIES INC PPSI 2004 WHQ2 M5 6.97 0.32 0.3193 -0.0116
US74143JAA97 / PRET 2021-RN3 LLC 6.94 -4.10 0.3182 -0.0268
RTX / RTX Corporation - Depositary Receipt (Common Stock) 6.86 0.3142 0.3142
RTX / RTX Corporation - Depositary Receipt (Common Stock) 6.86 0.3142 0.3142
ARES CLO LTD ARES 2015 2A AR3 144A / ABS-CBDO (US04015GAX79) 6.72 0.16 0.3080 -0.0117
ARES CLO LTD ARES 2015 2A AR3 144A / ABS-CBDO (US04015GAX79) 6.72 0.16 0.3080 -0.0117
US67113DBA19 / OZLM LTD OZLM 2019 24A A1CR 144A 6.66 0.03 0.3053 -0.0121
E1SE34 / Eversource Energy - Depositary Receipt (Common Stock) 6.63 1.21 0.3039 -0.0083
TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A / ABS-MBS (XS2799791848) 6.59 -0.51 0.3020 -0.0136
US12669VAE83 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 7 2A4 6.58 0.35 0.3016 -0.0109
US367910AV88 / GE-WMC Asset-Backed Pass-Through Certificates Series 2005-2 6.56 -6.00 0.3008 -0.0319
COL17CT02914 / Colombian TES 6.53 3.60 0.2994 -0.0011
CORDATUS CLO PLC CORDA 24A A 144A / ABS-CBDO (XS2511416906) 6.52 4.66 0.2987 0.0020
XS2307738828 / JUBILEE CDO BV JUBIL 2016 17A A1RR 144A 6.52 9.59 0.2986 0.0153
BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F 6.52 -35.01 0.2986 -0.1791
JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (US48002AUE27) 6.49 0.2973 0.2973
JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (US48002AUE27) 6.49 0.2973 0.2973
US55379AAC80 / M360 2021-CRE3 Ltd 6.36 -0.06 0.2913 -0.0118
US57643LMA16 / MASTR Asset Backed Securities Trust 2006-AM1 6.34 -3.94 0.2905 -0.0240
FNMA POOL BS9669 FN 10/28 FIXED 4.72 / ABS-MBS (US3140LLW723) 6.21 0.32 0.2847 -0.0104
CL0002454248 / Bonos de la Tesoreria de la Republica en pesos 6.15 4.98 0.2819 0.0027
FHLMC MULTIFAMILY STRUCTURED P FHMS Q034 APT2 / ABS-MBS (US3137HLY301) 6.10 0.2795 0.2795
US542514SW51 / LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 WL3 2A4 6.04 -1.87 0.2769 -0.0165
US12598JAC53 / CSMC 2021-RPL7 Trust 6.01 -3.44 0.2755 -0.0212
PCG.PRD / Pacific Gas and Electric Company - Preferred Stock 6.00 0.00 0.2750 -0.0110
US91282CHP95 / United States Treasury Inflation Indexed Bonds 5.95 0.56 0.2727 -0.0093
ERAEMLT TRS EQUITY FEDL01+111 MEI / DE (000000000) 5.94 0.2721 0.2721
RADMFENT TRS EQUITY SOFR+55 JPM / DE (000000000) 5.89 0.2701 0.2701
XS2390844780 / Black Diamond CLO 2019-1 DAC 5.79 -1.19 0.2653 -0.0139
US12559QAF90 / CIT Mortgage Loan Trust 2007-1 5.78 -6.06 0.2650 -0.0283
ARES STRATEGIC INCOME FU SR UNSECURED 144A 09/28 5.45 / DBT (US04020EAL11) 5.70 0.2614 0.2614
PAGAYA AI DEBT SELECTION TRUST PAID 2025 1 B 144A / ABS-O (US69544NAC11) 5.68 -0.05 0.2604 -0.0105
PAGAYA AI DEBT SELECTION TRUST PAID 2025 1 B 144A / ABS-O (US69544NAC11) 5.68 -0.05 0.2604 -0.0105
MX0SGO0000M6 / Mexican Udibonos 5.59 12.02 0.2562 0.0184
US61747YEC57 / Morgan Stanley 5.53 0.91 0.2536 -0.0077
US74919PAE97 / RAAC 2006-SP2 M2 5.36 -2.23 0.2456 -0.0156
RFR USD SOFR/3.50000 12/18/24-30Y CME / DIR (EZ4089K4KC85) 5.36 42.12 0.2455 0.0659
RFR USD SOFR/3.50000 12/18/24-30Y CME / DIR (EZ4089K4KC85) 5.36 42.12 0.2455 0.0659
RFR USD SOFR/2.75000 06/21/23-30Y CME / DIR (EZM2L9TGLT92) 5.36 0.89 0.2454 -0.0075
US32027GAE61 / First Franklin Mortgage Loan Trust 2006-FF12 5.34 -2.93 0.2448 -0.0174
MDLZ / Mondelez International, Inc. - Depositary Receipt (Common Stock) 5.33 0.2443 0.2443
MDLZ / Mondelez International, Inc. - Depositary Receipt (Common Stock) 5.33 0.2443 0.2443
NAVESINK CLO, LIMITED NAVS 2024 2A A1 144A / ABS-CBDO (US63942YAA29) 5.30 0.15 0.2430 -0.0093
HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (US40412BVF74) 5.28 0.2418 0.2418
US63860FAF09 / NATIONSTAR HOME EQ LN TR 06 B 1ML+36 09/25/2036 5.27 -6.35 0.2413 -0.0266
JACKSON NATL LIFE GLOBAL JACKSON NATL LIFE GLOBAL / DBT (US46849LUZ20) 5.24 -0.10 0.2404 -0.0098
JACKSON NATL LIFE GLOBAL JACKSON NATL LIFE GLOBAL / DBT (US46849LUZ20) 5.24 -0.10 0.2404 -0.0098
FNMA POOL BZ1029 FN 06/29 FIXED 4.93 / ABS-MBS (US3140NVEB95) 5.13 0.25 0.2351 -0.0087
PAGAYA AI DEBT SELECTION TRUST PAID 2025 2 B 144A / ABS-O (US69545GAC50) 5.11 0.18 0.2342 -0.0089
RFR USD SOFR/3.00000 06/21/23-10Y CME / DIR (EZVCRM3XZB08) 5.02 -37.98 0.2299 -0.1555
RFR USD SOFR/3.00000 06/21/23-10Y CME / DIR (EZVCRM3XZB08) 5.02 -37.98 0.2299 -0.1555
DIAMETER CAPITAL CLO DCLO 2024 6A A1 144A / ABS-CBDO (US25255UAA07) 5.02 0.16 0.2298 -0.0088
ERAEMLT TRS EQUITY SOFR+120 MEI / DE (000000000) 5.00 0.2291 0.2291
ERAEMLT TRS EQUITY SOFR+120 MEI / DE (000000000) 5.00 0.2291 0.2291
US542514NE09 / LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 WL2 M4 4.95 -1.39 0.2271 -0.0124
US81879MAG42 / SGMS 2005-OPT1 4.91 0.70 0.2250 -0.0074
US040104SR34 / ARGENT SECURITIES INC. ARSI 2006 W3 A2C 4.90 -1.90 0.2247 -0.0135
US751150AA12 / RALI Series 2006-QO7 Trust 4.88 -0.57 0.2236 -0.0102
US76110WM526 / RESIDENTIAL ASSET SECURITIES C RASC 2005 KS1 M3 4.85 0.08 0.2222 -0.0087
US52474XAA37 / LEGACY MORTGAGE ASSET TRUST SER 2021-GS3 CL A1 V/R REGD 144A P/P 0.00000000 4.82 -2.76 0.2211 -0.0153
US61753VAE20 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE4 A2D 4.80 -1.36 0.2199 -0.0119
US17307GWU83 / CITIGROUP MORTGAGE LOAN TRUST INC SER 2005-HE3 CL M4 V/R REGD 2.91838000 4.77 0.04 0.2187 -0.0086
US23244GAD43 / Alternative Loan Trust 2006-OA18 4.55 -3.25 0.2086 -0.0156
US55275NAE13 / MARM 2006-0A2 2A1 4.46 7.31 0.2046 0.0064
US004421NF68 / ACE SECURITIES CORP. ACE 2005 HE3 M4 4.38 0.83 0.2006 -0.0062
US251526CE71 / DEUTSCHE BANK AG NEW YORK BNCH 2.129%/VAR 11/24/2026 4.36 0.79 0.1996 -0.0063
PEP01000C5I0 / BONOS DE TESORERIA 4.34 7.16 0.1990 0.0059
US251526CD98 / Deutsche Bank AG/New York NY 4.34 1.74 0.1987 -0.0044
JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (US48002AU933) 4.28 0.1959 0.1959
US12648WBG69 / CREDIT SUISSE MORTGAGE TRUST CSMC 2014 7R 5A3 144A 4.27 -0.26 0.1956 -0.0083
US912810SB52 / United States Treasury Inflation Indexed Bonds 4.16 -3.34 0.1908 -0.0145
US03512TAF84 / AngloGold Ashanti Holdings PLC 4.11 1.16 0.1882 -0.0052
SAGB / Republic of South Africa Government Bond 4.08 6.28 0.1868 0.0040
US67113DBC74 / OZLM LTD OZLM 2019 24A A2AR 144A 4.07 0.20 0.1863 -0.0071
US52524HAH30 / LEHMAN XS TRUST LXS 2007 4N 3A1A 4.06 -1.55 0.1859 -0.0105
US92922F7P73 / WAMU_05-AR17 4.00 -0.32 0.1833 -0.0079
AXP / American Express Company - Depositary Receipt (Common Stock) 3.98 0.96 0.1825 -0.0054
AXP / American Express Company - Depositary Receipt (Common Stock) 3.98 0.96 0.1825 -0.0054
US04542BKU51 / ABFC 2005-HE1 M3 3.93 0.43 0.1800 -0.0064
RTX / RTX Corporation - Depositary Receipt (Common Stock) 3.92 0.1797 0.1797
US70069FCZ80 / PARK PLACE SECURITIES INC PPSI 2004 MHQ1 M5 3.88 0.47 0.1777 -0.0062
US48252KAC36 / KKR FINANCIAL CLO LTD KKR 21 B 144A 3.86 0.10 0.1771 -0.0068
US073879PA06 / BEAR STEARNS ASSET BACKED SECU BSABS 2004 HE11 M3 3.83 -3.50 0.1755 -0.0136
US78449YAA82 / SMB PRIVATE EDUCATION LOAN TRUST 2021-B 1.31% 07/17/2051 144A 3.81 -7.04 0.1744 -0.0206
US55275RAC60 / MASTR ASSET BACKED SECURITIES TRUST 2006-NC3 MABS 2006-NC3 A3 3.78 -0.81 0.1734 -0.0084
US912810QE10 / United States Treas Bds Bond 3.76 -1.52 0.1722 -0.0096
US25150RAF29 / Deutsche Alt-A Securities Mortgage Loan Trust Series 2006-AR6 3.75 -1.39 0.1718 -0.0094
US55275NAA90 / MASTR Adjustable Rate Mortgages Trust 2006-OA2 3.75 0.19 0.1718 -0.0065
XS2305240843 / EURO GALAXY CLO DAC EGLXY 2013 3A ARRR 144A 3.69 8.79 0.1691 0.0075
US86361KAA51 / Structured Asset Investment Loan Trust 2006-BNC3 3.69 -0.30 0.1690 -0.0072
BLUEMOUNTAIN CLO LTD BLUEM 2018 3A A1R 144A / ABS-CBDO (US09630AAN63) 3.68 -12.28 0.1687 -0.0312
BLUEMOUNTAIN CLO LTD BLUEM 2018 3A A1R 144A / ABS-CBDO (US09630AAN63) 3.68 -12.28 0.1687 -0.0312
US45661EAV65 / IndyMac INDX Mortgage Loan Trust 2006-AR4 3.68 -2.52 0.1684 -0.0112
US46602UAD00 / IXIS REAL ESTATE CAPITAL TRUST IXIS 2006 HE3 A4 3.67 -1.13 0.1684 -0.0087
SCE.PRK / SCE Trust V - Preferred Security 3.64 0.36 0.1667 -0.0060
BANK OF INDUSTRY LIMITED 2024 EUR TERM LOAN B1 / LON (BA000BY62) 3.63 9.02 0.1662 0.0077
BANK OF INDUSTRY LIMITED 2024 EUR TERM LOAN B1 / LON (BA000BY62) 3.63 9.02 0.1662 0.0077
FNMA POOL BZ2331 FN 08/30 FIXED 4.86 / ABS-MBS (US3140NWSV86) 3.60 0.50 0.1650 -0.0057
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XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 0.90 0.0411 0.0411
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PROLOGIS LP SR UNSECURED 02/33 4.2 / DBT (CA74340XCP48) 0.67 5.89 0.0305 0.0005
PROLOGIS LP SR UNSECURED 02/33 4.2 / DBT (CA74340XCP48) 0.67 5.89 0.0305 0.0005
XS0194143532 / SLM Student Loan Trust, Series 2004-5X, Class A6 0.66 5.24 0.0304 0.0004
NDDUEAFE TRS EQUITY SOFR+0 MYI / DE (000000000) 0.66 0.0304 0.0304
RADMFUNT TRS EQUITY SOFR-14 JPM / DE (000000000) 0.65 0.0298 0.0298
RADMFUNT TRS EQUITY SOFR-14 JPM / DE (000000000) 0.65 0.0298 0.0298
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RADMFENT TRS EQUITY FEDL01+69 GST / DE (000000000) 0.56 0.0258 0.0258
PCG.PRD / Pacific Gas and Electric Company - Preferred Stock 0.56 -4.60 0.0257 -0.0023
US033295AA45 / Anchorage Credit Funding 14 Ltd., Series 2021-14A, Class A 0.56 -0.18 0.0256 -0.0011
RFR USD SOFR/3.75000 06/20/24-15Y CME / DIR (EZ5HXCSLBRW2) 0.55 -41.23 0.0254 -0.0195
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J2BL34 / Jabil Inc. - Depositary Receipt (Common Stock) 0.55 0.0252 0.0252
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US80281LAT26 / Santander UK Group Holdings plc 0.52 0.38 0.0239 -0.0009
FCT / Fincantieri S.p.A. 0.52 0.98 0.0237 -0.0007
US64034AAB98 / NELNET STUDENT LOAN TRUST 2018-3 NSLT 2018-3A A2 0.52 -41.71 0.0237 -0.0186
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WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) 0.51 0.20 0.0234 -0.0009
ERADXULT TRS EQUITY FEDL01+90*BULLET*JPM / DE (000000000) 0.51 0.0234 0.0234
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RFR USD SOFR/3.25000 06/21/23-5Y CME / DIR (EZ628FWCQP43) 0.48 -82.37 0.0221 -0.1082
US83612TAA07 / Soundview Home Loan Trust 2007-OPT1 0.48 -0.82 0.0221 -0.0011
US89178BAA26 / TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A 0.48 -4.23 0.0218 -0.0019
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ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 8A A 144A / ABS-CBDO (US03331XAA90) 0.47 1.07 0.0217 -0.0006
US31418CZG22 / Federal National Mortgage Association 0.47 -1.87 0.0217 -0.0013
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CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A 03/45 9.7 / DBT (US224939AB41) 0.47 0.0216 0.0216
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ROMARK CREDIT FUNDING, LTD. RCF 2021 2A A 144A / ABS-CBDO (US77588JAA43) 0.47 1.08 0.0215 -0.0006
US03290AAA88 / Anchorage Credit Funding Ltd. 0.47 1.30 0.0215 -0.0006
XS1819574929 / Rolls-Royce PLC 0.46 10.58 0.0211 0.0012
US66988UAA88 / NOVASTAR MORTGAGE BACKED NOTES NMFT 2006 MTA1 1A1 0.46 0.44 0.0211 -0.0007
US59024FAE43 / MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3B 0.44 -1.35 0.0201 -0.0011
US362334NB60 / GSAA Trust 0.44 -2.88 0.0201 -0.0014
US31398T5D93 / FANNIE MAE FNR 2010 99 CL 0.43 0.23 0.0199 -0.0007
US466247H899 / JP MORGAN MORTGAGE TRUST JPMMT 2006 A2 1A1 0.43 -6.90 0.0198 -0.0023
US93363RAB24 / WaMu Mortgage Pass-Through Certificates Series 2006-AR13 Trust 0.43 -0.23 0.0198 -0.0008
US23333YAA38 / DSLA MORTGAGE LOAN TRUST DSLA 2007 AR1 1A1A 0.43 0.00 0.0196 -0.0008
US61753VAA08 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE4 A1 144A 0.43 -1.61 0.0196 -0.0011
US61751QAB14 / Morgan Stanley Home Equity Loan Trust 2007-1 0.43 -0.93 0.0196 -0.0010
US07274EAK91 / BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.375% 11-21-30 0.43 1.43 0.0195 -0.0005
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US40430HCV87 / HSI ASSET SECURITIZATION CORPO HASC 2005 I1 1A 0.41 -1.92 0.0187 -0.0011
US83406TAB89 / SoFi Professional Loan Program 2020-ATrust 0.41 -7.27 0.0187 -0.0023
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BCS / Barclays PLC - Depositary Receipt (Common Stock) 0.40 0.75 0.0185 -0.0006
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ERAUSST TRS EQUITY FEDL01+58 RBC / DE (000000000) 0.39 0.0180 0.0180
US45668GAD43 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR14 1A3A 0.39 -4.66 0.0178 -0.0016
GLS AUTO SELECT RECEIVABLES TR GSAR 2024 1A A2 144A / ABS-O (US37988XAB10) 0.38 -15.64 0.0176 -0.0041
US38380LFE83 / GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H09 FA 0.38 -0.52 0.0176 -0.0008
US404280CK33 / HSBC Holdings PLC 0.38 1.87 0.0175 -0.0004
USY62014AA64 / NAKILAT INC SR SECURED REGS 12/33 6.067 0.38 -3.56 0.0174 -0.0014
US04012MAM10 / ARGENT SECURITIES INC. ARSI 2006 M1 A1 0.38 -1.05 0.0174 -0.0009
ERAUSLT TRS EQUITY FEDL01+85 MYI / DE (000000000) 0.38 0.0173 0.0173
ERAUSLT TRS EQUITY FEDL01+85 MYI / DE (000000000) 0.38 0.0173 0.0173
US86358EQK54 / STRUCTURED ASSET INVESTMENT LO SAIL 2005 1 M3 144A 0.38 -10.24 0.0173 -0.0027
RADMFENT TRS EQUITY FEDL01+72 BPS / DE (000000000) 0.37 0.0171 0.0171
US61744CSY39 / MORGAN STANLEY CAPITAL INC MSAC 2005 WMC6 M4 0.37 -14.65 0.0171 -0.0037
US65535HAS85 / Nomura Holdings Inc 0.37 1.92 0.0170 -0.0004
RFR USD SOFR/3.50000 06/18/25-15Y CME / DIR (EZ05MN7YT9J3) 0.36 0.0167 0.0167
RFR USD SOFR/3.50000 06/18/25-15Y CME / DIR (EZ05MN7YT9J3) 0.36 0.0167 0.0167
US3622EBAB42 / GSAA HOME EQUITY TRUST GSAA 2007 4 A2 0.36 -2.46 0.0164 -0.0011
US61753KAC09 / Morgan Stanley ABS Capital I Inc Trust 2007-HE5 0.36 -0.84 0.0163 -0.0008
US36244KAE55 / GSAMP TRUST 2006-HE3 GSAMP 2006-HE3 A2D 0.35 -6.61 0.0162 -0.0018
US12644WAT36 / CSMC Trust 2010-16 0.35 0.57 0.0161 -0.0006
US912810SD19 / United States Treas Bds Bond 0.35 -2.51 0.0161 -0.0011
US93363QAC24 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR15 2A 0.35 0.29 0.0160 -0.0006
BOUGHT CHF SOLD USD 20250702 / DFE (000000000) 0.35 0.0160 0.0160
US22822VAL53 / Crown Castle International Corp 0.35 0.87 0.0159 -0.0005
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0.35 0.0159 0.0159
US962166BY91 / Weyerhaeuser Co 0.35 1.17 0.0158 -0.0004
TREASURY BILL 09/25 0.00000 / DBT (US912797PW16) 0.34 0.0156 0.0156
TREASURY BILL 09/25 0.00000 / DBT (US912797PW16) 0.34 0.0156 0.0156
US68403FAA49 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 4 1A1 0.34 -1.74 0.0156 -0.0009
952NPH004 / CREDIT SUISSE GROUP AG COCO JR SUB 144A 0.34 0.00 0.0154 -0.0006
US35729TAA07 / Fremont Home Loan Trust, Series 2006-C, Class 1A1 0.33 -0.89 0.0153 -0.0007
US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) 0.33 0.0152 0.0152
US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) 0.33 0.0152 0.0152
RFR USD SOFR/4.0535* 09/02/25-27Y* LCH / DIR (EZRQXB0T6JR0) 0.33 0.0152 0.0152
US3137A8VQ82 / Freddie Mac REMICS 0.33 0.92 0.0151 -0.0005
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0.33 0.0151 0.0151
US55275TAB44 / Mastr Asset Backed Securities Trust 2007-WMC1 0.33 -0.91 0.0151 -0.0007
XS2404309754 / NPC UKRENERGO GOVT GUARANT REGS 11/28 6.875 0.33 3.50 0.0149 -0.0001
ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 7A A 144A / ABS-CBDO (US03331FAA84) 0.32 -14.25 0.0147 -0.0031
ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 7A A 144A / ABS-CBDO (US03331FAA84) 0.32 -14.25 0.0147 -0.0031
US07387YAE32 / BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE6 2A 0.32 -0.32 0.0145 -0.0006
US939336X573 / CORP CMO 0.31 -4.28 0.0144 -0.0012
US93364EAD67 / WaMu Asset-Backed Certificates WaMu Series 2007-HE3 Trust 0.31 -1.26 0.0144 -0.0008
US007036TD80 / ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 10 2A1 0.31 -1.27 0.0143 -0.0007
CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A2A 144A / ABS-O (US17331QAB23) 0.31 -57.46 0.0143 -0.0206
TREASURY BILL 07/25 0.00000 / DBT (US912797LW51) 0.31 0.0141 0.0141
TREASURY BILL 07/25 0.00000 / DBT (US912797LW51) 0.31 0.0141 0.0141
RFR USD SOFR/4.04638 09/02/25-27Y* LCH / DIR (EZRQXB0T6JR0) 0.30 0.0137 0.0137
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0.30 0.0137 0.0137
US64352VKC45 / New Century Home Equity Loan Trust, Series 2005-1, Class M3 0.30 0.34 0.0136 -0.0005
US23345WAA36 / DT Auto Owner Trust 2023-3 0.30 -82.65 0.0135 -0.0675
US02146TAG22 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 24CB A7 0.29 -2.02 0.0134 -0.0008
952NPGII8 / CREDIT SUISSE GP AG COCO JRSUB 144A RVC 0.29 0.00 0.0132 -0.0005
BOUGHT TWD SOLD USD 20250709 / DFE (000000000) 0.29 0.0132 0.0132
BOUGHT TWD SOLD USD 20250709 / DFE (000000000) 0.29 0.0132 0.0132
US3132XWE647 / Freddie Mac Gold Pool 0.29 -1.04 0.0131 -0.0007
US81377AAE29 / SECURITIZED ASSET BACKED RECEI SABR 2006 HE2 A2D 0.28 -0.70 0.0131 -0.0006
US05952DAR98 / BANC OF AMERICA FUNDING CORPOR BAFC 2007 A 2A5 0.28 -4.38 0.0130 -0.0012
US86364YAA29 / STRUCTURED ADJUSTABLE RATE MOR SARM 2007 11 1A1 0.28 -6.27 0.0130 -0.0014
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0.28 0.0129 0.0129
RADMFXNT TRS EQUITY FEDL01+53 BPS / DE (000000000) 0.28 0.0128 0.0128
US35729TAD46 / FREMONT HOME LOAN TRUST FHLT 2006 C 2A2 0.28 -0.71 0.0128 -0.0006
US43710XAE85 / HOME EQUITY LOAN TRUST HELT 2007 FRE1 2AV4 0.28 0.36 0.0127 -0.0005
XS2066217295 / CORDATUS CLO PLC CORDA 5A ARR 144A 0.28 -25.88 0.0126 -0.0050
US61749BAF04 / MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2D 0.27 -2.49 0.0126 -0.0008
US404280CH04 / HSBC Holdings PLC 0.27 1.86 0.0126 -0.0003
EXETER AUTOMOBILE RECEIVABLES EART 2024 1A A3 / ABS-O (US30167PAC41) 0.27 -66.75 0.0126 -0.0266
US32027NWP22 / FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF10 A5 0.27 -2.85 0.0125 -0.0009
952NPG006 / CREDIT SUISSE GROUP AG JR SUB 144A 0.27 0.00 0.0124 -0.0005
US41161PYZ07 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 3A1A 0.27 -0.74 0.0124 -0.0006
US05950PAK93 / BANC OF AMERICA FUNDING CORPOR BAFC 2006 H 4A1 0.27 -0.74 0.0123 -0.0006
ERADXULT TRS EQUITY SOFR+70 MEI / DE (000000000) 0.27 0.0122 0.0122
ERADXULT TRS EQUITY SOFR+70 MEI / DE (000000000) 0.27 0.0122 0.0122
US539439AT62 / Lloyds Banking Group PLC 0.27 0.38 0.0122 -0.0004
ERADXULT TRS EQUITY FEDL01+94 MYI / DE (000000000) 0.26 0.0121 0.0121
RFR USD SOFR/3.50000 12/20/23-7Y CME / DIR (EZPR4RDSDSJ6) 0.26 -78.84 0.0117 -0.0459
RFR USD SOFR/3.50000 12/20/23-7Y CME / DIR (EZPR4RDSDSJ6) 0.26 -78.84 0.0117 -0.0459
US209111FX66 / Consolidated Edison Co of New York Inc 0.26 1.59 0.0117 -0.0003
US93934FJQ63 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR1 A1A 0.25 -0.78 0.0116 -0.0006
US761118CX47 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QS10 3A1 0.25 -4.87 0.0116 -0.0011
US073879GZ57 / Bear Stearns Asset Backed Securities Trust 2004-2 0.25 -14.53 0.0116 -0.0025
AU3FN0029609 / AAI Ltd 0.25 0.00 0.0116 -0.0004
US93363RAA41 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 1A 0.25 -3.46 0.0115 -0.0009
VITALITY RE XVI LTD UNSECURED 144A 01/30 VAR / DBT (US92849FAC23) 0.25 0.00 0.0115 -0.0004
US073871AE56 / BEAR STEARNS ALT A TRUST BALTA 2006 4 13A1 0.25 -1.19 0.0114 -0.0006
ERADXULT TRS EQUITY SOFR+97 MYI / DE (000000000) 0.25 0.0114 0.0114
US3138A36Z55 / FNMA POOL AH2687 FN 01/41 FIXED 4.5 0.25 -1.19 0.0114 -0.0006
US61750MAE57 / MSAC 2006-HE7 A2C 0.25 -2.75 0.0114 -0.0008
US75406WAE12 / RESIDENTIAL ASSET SECURITIES C RASC 2006 KS6 M1 0.25 -4.67 0.0112 -0.0010
US225401AP33 / Credit Suisse Group AG 0.24 1.24 0.0112 -0.0003
US761136AA85 / RESIDENTIAL ASSET SECURITIZATI RAST 2007 A1 A1 0.24 -2.40 0.0112 -0.0007
US144527AC22 / CARRINGTON MORTGAGE LOAN TRUST CARR 2007 FRE1 A3 0.24 -3.23 0.0110 -0.0008
ZAG000077470 / Republic of South Africa Government Bond 0.23 -90.38 0.0107 -0.1047
BRIDGECREST LENDING AUTO SECUR BLAST 2024 1 A3 / ABS-O (US107933AC76) 0.23 -39.11 0.0107 -0.0075
US542512AA67 / Long Beach Mortgage Loan Trust 2006-11 0.23 -0.88 0.0104 -0.0005
SAN DIEGO G + E 1ST MORTGAGE 04/54 5.55 / DBT (US797440CF91) 0.23 -0.44 0.0103 -0.0004
SAN DIEGO G + E 1ST MORTGAGE 04/54 5.55 / DBT (US797440CF91) 0.23 -0.44 0.0103 -0.0004
US3622MGAD03 / GSAMP Trust 2007-NC1 0.22 2.75 0.0103 -0.0001
US61753KAB26 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A2A 0.22 -0.90 0.0102 -0.0005
US68403HAA05 / Option One Mortgage Loan Trust, Series 2007-5, Class 1A1 0.22 -1.78 0.0101 -0.0006
US542514RH93 / Long Beach Mortgage Loan Trust 2006-1 0.22 -5.17 0.0101 -0.0010
US3140GSRX23 / FANNIE MAE POOL FN BH4101 0.22 -0.90 0.0101 -0.0005
US86358BAT98 / STRUCTURED ASSET SECURITIES CO SASC 2007 WF1 A6 0.22 -6.01 0.0101 -0.0011
US617526AA61 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A1 0.22 -2.26 0.0099 -0.0006
US42225UAL89 / Healthcare Realty Holdings LP 0.22 1.42 0.0099 -0.0002
US93935KAB61 / WASHINGTON MUTUAL ASSET BACKED WMABS 2007 HE1 2A1 0.21 -0.93 0.0098 -0.0005
US07274EAL74 / BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.5% 11-21-33 0.21 1.90 0.0098 -0.0002
US61749JAT34 / MORGAN STANLEY MORTGAGE LOAN T MSM 2006 7 5A3 0.21 -8.97 0.0098 -0.0014
US73316MAE75 / POPULAR ABS MORTGAGE PASS THRO POPLR 2006 C M1 0.21 -1.84 0.0098 -0.0006
CPS AUTO TRUST CPS 2024 A A 144A / ABS-O (US22411CAA80) 0.21 -64.49 0.0098 -0.0187
US23245CAA80 / COUNTRYWIDE ASSET-BACKED CERTIFICATES SER 2007-1 CL 1A V/R REGD 1.84800000 0.21 -3.23 0.0097 -0.0007
FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A2 144A / ABS-O (US30336CAC91) 0.21 -33.55 0.0096 -0.0053
SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A2 144A / ABS-O (US78435VAB80) 0.21 -72.30 0.0095 -0.0263
SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A2 144A / ABS-O (US78435VAB80) 0.21 -72.30 0.0095 -0.0263
US29444UBL98 / Equinix, Inc. 0.21 1.97 0.0095 -0.0002
US9497EMAJ40 / WELLS FARGO HOME EQUITY TRUST WFHET 2005 4 M3 0.21 -18.58 0.0095 -0.0026
US66989EAA38 / NovaStar Mortgage Funding Trust Series 2007-2 0.21 -6.36 0.0095 -0.0010
JACKSON NATL LIFE GLOBAL SECURED 144A 01/30 5.35 / DBT (US46849LVE81) 0.21 0.49 0.0094 -0.0003
H / Hyatt Hotels Corporation 0.21 1.99 0.0094 -0.0002
US715638CE05 / REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94 0.20 0.0094 0.0094
US715638CE05 / REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94 0.20 0.0094 0.0094
US404280CF48 / HSBC Holdings PLC 0.20 1.50 0.0093 -0.0002
US36241KZ350 / Ginnie Mae I Pool 0.20 -1.47 0.0092 -0.0005
US74922QAB86 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA8 A2 0.20 -1.48 0.0092 -0.0005
US617526AB45 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A2FP 0.20 -1.49 0.0091 -0.0005
US12628LAJ98 / CSAB MORTGAGE-BACKED TRUST 2006-4 SER 2006-4 CL A6A S/UP REGD 5.68370000 0.20 -2.96 0.0091 -0.0006
US12668BBN29 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 81 A1 0.20 -3.94 0.0090 -0.0007
US44328BAD01 / HSI ASSET SECURITIZATION CORPO HASC 2006 HE2 2A2 0.19 -1.52 0.0089 -0.0005
US92927XAE40 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY6 2A3 0.19 -2.05 0.0088 -0.0005
US52520QAB05 / LEHMAN MORTGAGE TRUST LMT 2006 7 1A2 0.19 -0.52 0.0087 -0.0004
US92922F7Q56 / WaMu Mortgage Pass-Through Certificates Series 2005-AR17 Trust 0.19 0.00 0.0087 -0.0004
US86358ETJ54 / STRUCTURED ASSET INVESTMENT LO SAIL 2005 5 M4 0.19 -5.13 0.0085 -0.0008
US126670KK30 / Countrywide Asset-Backed Certificates, Series 2005-AB4, Class 2A1 0.18 -1.08 0.0084 -0.0004
US81375WFJ09 / SECURITIZED ASSET BACKED RECEI SABR 2005 FR4 M2 0.18 -3.72 0.0083 -0.0006
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0.18 0.0083 0.0083
US41162DAA72 / HarborView Mortgage Loan Trust 2006-12 0.18 -1.10 0.0083 -0.0004
US59024LAD38 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 HE2 A2C 0.18 -1.13 0.0081 -0.0004
US68389FGK49 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 1 M1 0.18 -5.41 0.0080 -0.0008
US040104EN75 / ARGENT SECURITIES INC. ARSI 2003 W10 M1 0.17 -1.14 0.0080 -0.0004
US30212PBH73 / Expedia Group Inc 0.17 1.78 0.0079 -0.0002
US84751XAC65 / SPECIALTY UNDERWRITING + RESID SURF 2006 AB3 A2B 0.17 0.00 0.0079 -0.0003
US61749NAD93 / MORGAN STANLEY CAPITAL INC MSAC 2006 HE5 A2C 0.17 -0.58 0.0078 -0.0004
US84751PKW85 / SPECIALTY UNDERWRITING + RESID SURF 2006 AB1 A4 0.17 -1.76 0.0077 -0.0004
ZCS BRL 13.3537 05/12/25-01/02/29 CME / DIR (EZSPJ72GL6V3) 0.17 0.0076 0.0076
ZCS BRL 13.3537 05/12/25-01/02/29 CME / DIR (EZSPJ72GL6V3) 0.17 0.0076 0.0076
US83613DAA46 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT2 1A1 0.17 -1.19 0.0076 -0.0004
US362341BT57 / GSAMP TRUST GSAMP 2005 HE3 M4 0.17 -3.51 0.0076 -0.0006
US93935HAH03 / Washington Mutual Mortgage Pass-Through Certificates WMALT Series Trust 0.16 -2.40 0.0075 -0.0005
US12667GZB21 / Alternative Loan Trust 2005-31 0.16 -0.61 0.0074 -0.0004
US3132VP5V63 / FED HM LN PC POOL Q63559 FG 05/49 FIXED 3.5 0.16 -0.61 0.0074 -0.0004
OIS COP IBR/7.49800 11/25/24-3Y* CME / DIR (EZK9X312V5L2) 0.16 -9.04 0.0074 -0.0011
OIS COP IBR/7.49800 11/25/24-3Y* CME / DIR (EZK9X312V5L2) 0.16 -9.04 0.0074 -0.0011
US320516AA56 / First Horizon Alternative Mortgage Securities Trust 2006-AA3 0.16 -2.45 0.0073 -0.0005
US74924EAA55 / RALI Series 2007-QH8 Trust 0.16 -3.07 0.0072 -0.0005
US05401AAM36 / Avolon Holdings Funding Ltd 0.16 -59.49 0.0072 -0.0114
US12668AHE82 / Alternative Loan Trust 2005-56 0.16 1.29 0.0072 -0.0002
BOUGHT CAD SOLD USD 20250702 / DFE (000000000) 0.16 0.0072 0.0072
BOUGHT CAD SOLD USD 20250702 / DFE (000000000) 0.16 0.0072 0.0072
NDDUEAFE TRS EQUITY SOFR+28 MYI / DE (000000000) 0.16 0.0071 0.0071
US126697AA90 / CWABS ASSET-BACKED CERTIFICATES TRUST 2007-12 SER 2007-12 CL 1A1 V/R REGD 2.44800000 0.15 -2.53 0.0071 -0.0005
US12668JAA43 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 QH2 A1 144A 0.15 -0.65 0.0071 -0.0003
US17309BAL18 / Citigroup Mortgage Loan Trust, Series 2006-WF2, Class A1 0.15 -2.55 0.0070 -0.0005
US152314JV38 / Centex Home Equity 0.15 -2.63 0.0068 -0.0004
US00437NAD49 / Accredited Mortgage Loan Trust 2006-2 0.15 -13.95 0.0068 -0.0014
US00443PAD15 / ACE SECURITIES CORP. ACE 2007 HE2 A2C 0.15 -0.67 0.0068 -0.0003
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.15 0.0067 0.0067
US41161PLR28 / HARBORVIEW MORTGAGE LOAN TRUST 2005-2 SER 2005-2 CL 2A1A V/R REGD 2.17325000 0.15 -4.58 0.0067 -0.0006
US026935AH97 / AMERICAN HOME MORTGAGE ASSETS AHMA 2007 3 21A1 0.14 -3.38 0.0066 -0.0005
US1266735Z13 / COUNTRYWIDE ASSET BACKED CERTI CWL 2005 8 M6 0.14 0.00 0.0066 -0.0003
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.14 0.0066 0.0066
US12544PAA03 / COUNTRYWIDE HOME LOANS CWHL 2007 19 1A1 0.14 -2.05 0.0066 -0.0004
US38380VEU17 / GOVERNMENT NATIONAL MORTGAGE A GNR 2018 19 WF 0.14 -3.42 0.0065 -0.0005
US36298GAA76 / GSPA MONETIZATION TRUST PASS THRU CE 144A 10/29 6.422 0.14 -4.08 0.0065 -0.0005
US576449AB88 / MASTR Asset-Backed Securities Trust, Series 2006-HE4, Class A2 0.14 -2.10 0.0064 -0.0004
US02150DAA37 / Alternative Loan Trust, Series 2007-OA4, Class A1 0.14 -0.72 0.0063 -0.0003
BOUGHT PEN SOLD USD 20250917 / DFE (000000000) 0.14 0.0062 0.0062
US12668AZ650 / Alternative Loan Trust 2005-65CB 0.13 -4.29 0.0062 -0.0005
US57643LEA08 / MASTR ASSET BACKED SECURITIES MABS 2004 FRE1 M7 0.13 -1.47 0.0061 -0.0003
US59023AAC09 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 MLN1 A2B 0.13 -12.00 0.0061 -0.0011
US46651QAA58 / JP Morgan Chase Commercial Mortgage Securities Trust 2019-FL12 0.13 -2.22 0.0061 -0.0004
952NPHII6 / CREDIT SUISSE GROUP AG COCO JR SUB REGS 0.13 0.00 0.0060 -0.0002
US225458W877 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 8 1A1 0.13 -2.24 0.0060 -0.0004
US3622MAAD33 / GSAMP Trust 2007-FM1 0.13 0.00 0.0060 -0.0003
BOUGHT BRL SOLD USD 20250804 / DFE (000000000) 0.13 0.0059 0.0059
US437084QA78 / Home Equity Asset Trust 0.13 -7.30 0.0058 -0.0007
US41161PVF79 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 12 1A1A 0.13 -7.35 0.0058 -0.0007
US3137AFHT27 / FREDDIE MAC FHR 3922 GS 0.13 1.61 0.0058 -0.0001
US3140H37E09 / Fannie Mae Pool 0.12 -2.36 0.0057 -0.0003
US45254NLJ45 / IMPAC CMB TRUST SERIES 2004-10 SER 2004-10 CL 1A1 V/R REGD 2.34800000 0.12 -1.59 0.0057 -0.0003
US3140GUMA21 / Federal National Mortgage Association 0.12 -1.59 0.0057 -0.0003
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0.12 0.0056 0.0056
US36296QZF98 / GNMA POOL 698342 GN 05/39 FIXED 5 0.12 -1.63 0.0056 -0.0003
952NPL005 / CREDIT SUISSE GROUP AG COCO JR SUB 144A 0.12 0.00 0.0055 -0.0002
US92925CDA71 / WaMu Mortgage Pass-Through Certificates Series 2006-AR3 Trust 0.12 -3.23 0.0055 -0.0004
US25151KAC36 / Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-3, Class 2A1 0.12 -3.25 0.0055 -0.0004
US55275RAD44 / MASTR ASSET BACKED SECURITIES MABS 2006 NC3 A4 0.12 -0.83 0.0055 -0.0003
US842587DE49 / Southern Co. (The), Series A 0.12 1.71 0.0055 -0.0001
US576433UF13 / MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 3A1 0.12 -2.48 0.0054 -0.0003
US41164YAB74 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 4 2A1 0.12 -0.84 0.0054 -0.0003
US61753EAB65 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A2B 0.12 0.00 0.0054 -0.0002
US12639PAA66 / CSMC Mortgage-Backed Trust 2007-6 0.12 -1.69 0.0053 -0.0003
US167736YV37 / CHICAGO IL WTR REVENUE CHIWTR 11/29 FIXED 6.642 0.11 0.00 0.0052 -0.0002
US125432AE49 / COUNTRYWIDE HOME LOANS CWHL 2006 12 A1 0.11 -2.59 0.0052 -0.0003
US23292HAB78 / DLLAA 2023-1 LLC 0.11 -68.36 0.0052 -0.0117
US74922QAA04 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA8 A1 0.11 -0.90 0.0050 -0.0003
US45660LMG13 / IndyMac INDX Mortgage Loan Trust 2005-AR12 0.11 -0.91 0.0050 -0.0003
US86358EDG89 / STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC9 2A 0.11 -11.48 0.0050 -0.0009
US86358EEC66 / STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC8 M3 0.11 0.00 0.0050 -0.0002
RADMFXNT TRS EQUITY FEDL01+34 BPS / DE (000000000) 0.11 0.0050 0.0050
US3622ECAF39 / GSAA HOME EQUITY TRUST GSAA 2007 5 2A3A 0.11 -1.83 0.0049 -0.0003
US452152FA44 / State of Illinois General Obligation Unlimited 0.11 -8.70 0.0048 -0.0006
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0.10 0.0047 0.0047
US17311BAB99 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A2B 0.10 -0.96 0.0047 -0.0003
US39539GAA04 / GREENPOINT MORTGAGE FUNDING TR GPMF 2006 OH1 A1 0.10 -1.92 0.0047 -0.0002
US251510LD38 / Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2006-AR1 0.10 -1.92 0.0047 -0.0003
US12669LAD29 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 6 2A3 0.10 -1.92 0.0047 -0.0003
US3140JGR644 / Fannie Mae Pool 0.10 -0.98 0.0047 -0.0002
US31418CU779 / FANNIE MAE 3.50% 03/01/2048 FNMA 0.10 -1.94 0.0047 -0.0003
PARIBAS REPO / RA (000000000) 0.10 0.0046 0.0046
PARIBAS REPO / RA (000000000) 0.10 0.0046 0.0046
US23332QAA13 / DSLA MORTGAGE LOAN TRUST DSLA 2006 AR2 1A1A 0.10 -1.98 0.0046 -0.0003
US36179QUQ27 / GNMA II POOL MA2391 G2 11/44 FLOATING VAR 0.10 0.00 0.0045 -0.0002
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0.10 0.0045 0.0045
ERADXULT TRS EQUITY FEDL01+109 MBC / DE (000000000) 0.10 0.0045 0.0045
US86361HAB06 / STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR7 A1BG 0.10 -2.02 0.0044 -0.0003
US61915RAU05 / MortgageIT Trust 2005-5 0.10 -6.80 0.0044 -0.0005
US17313QAL23 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA 0.10 -4.00 0.0044 -0.0004
ERAUSLT TRS EQUITY SOFR+53 MYI / DE (000000000) 0.10 0.0044 0.0044
ERAUSLT TRS EQUITY SOFR+53 MYI / DE (000000000) 0.10 0.0044 0.0044
US92922F4C97 / WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR14, Class 1A3 0.10 -1.04 0.0044 -0.0002
US92925VAP58 / WaMu Mortgage Pass-Through Certificates Series 2007-HY1 Trust 0.10 -2.06 0.0044 -0.0003
US3132LAY638 / FED HM LN PC POOL V85233 FG 03/49 FIXED 4 0.09 -6.00 0.0044 -0.0005
US45660LGV53 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR5 4A1 0.09 1.08 0.0043 -0.0001
US912810SC36 / United States Treas Bds Bond 0.09 -2.08 0.0043 -0.0003
US542514UL68 / LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 3 2A4 0.09 -2.08 0.0043 -0.0003
US61753EAC49 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A2C 0.09 0.00 0.0043 -0.0002
BOUGHT CHF SOLD USD 20250702 / DFE (000000000) 0.09 0.0042 0.0042
BOUGHT CHF SOLD USD 20250702 / DFE (000000000) 0.09 0.0042 0.0042
US912810SJ88 / United States Treas Bds Bond 0.09 -2.15 0.0042 -0.0003
RFR USD SOFR/4.07100 01/15/25-10Y LCH / DIR (EZZWCBP8MVY9) 0.09 200.00 0.0042 0.0027
US749241AA33 / RALI Series 2007-QH9 Trust 0.09 -2.17 0.0042 -0.0003
US41162DAD12 / HarborView Mortgage Loan Trust 2006-12 0.09 -2.17 0.0042 -0.0002
US912810TT51 / United States Treasury Note/Bond 0.09 -3.26 0.0041 -0.0003
US74958XAB01 / RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 SA2 2A1 0.09 -1.14 0.0040 -0.0002
US12566VAJ17 / CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A4 1A9 0.09 -5.49 0.0040 -0.0004
ERAUSST TRS EQUITY SOFR+40 MBC / DE (000000000) 0.09 0.0040 0.0040
ERAUSST TRS EQUITY SOFR+40 MBC / DE (000000000) 0.09 0.0040 0.0040
US69337BAA26 / PHH Alternative Mortgage Trust Series 2007-1 0.09 0.00 0.0039 -0.0002
RU20INTR TRS EQUITY SOFR+16 BPS / DE (000000000) 0.09 0.0039 0.0039
US542512AD07 / Long Beach Mortgage Loan Trust 2006-11 0.09 -1.16 0.0039 -0.0002
US45071KDD37 / IXIS Real Estate Capital Trust 2006-HE1 0.09 -2.30 0.0039 -0.0002
US75970JAF30 / RENAISSANCE HOME EQUITY LOAN T RAMC 2007 1 AF3 0.09 -10.53 0.0039 -0.0007
US66988WAD83 / NovaStar Mortgage Funding Trust, Series 2006-3 0.08 1.20 0.0039 -0.0001
US61753EAD22 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A2D 0.08 0.00 0.0039 -0.0001
US3623417Z67 / GSR MORTGAGE LOAN TRUST GSR 2006 1F 5A1 0.08 -4.55 0.0039 -0.0003
US452152GS43 / Illinois, General Obligation Bonds, Taxable Build America Bonds 0.08 -1.18 0.0039 -0.0002
US93935HAB33 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 7 A1B 0.08 -2.35 0.0038 -0.0002
US45661KAD28 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR11 2A1 0.08 -1.19 0.0038 -0.0002
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) 0.08 0.0038 0.0038
US78420MAB54 / SG MORTGAGE SECURITIES TRUST SGMS 2006 OPT2 A2 0.08 0.00 0.0038 -0.0002
US03072SVS12 / AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R10 M2 0.08 0.00 0.0037 -0.0001
REACH FINANCIAL LLC REACH 2024 1A A 144A / ABS-O (US75526PAA93) 0.08 -41.18 0.0037 -0.0028
US3138EKW351 / Fannie Mae Pool 0.08 -2.44 0.0037 -0.0003
US76112B2D12 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 RS2 A3A 0.08 -3.70 0.0036 -0.0003
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0.08 0.0036 0.0036
US3140GYJX82 / Fannie Mae Pool 0.08 -2.53 0.0036 -0.0002
US93364EAA29 / WaMu Asset-Backed Certificates WaMu Series 2007-HE3 Trust 0.08 -2.53 0.0035 -0.0002
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0.08 0.0035 0.0035
US751152AB50 / RALI 2006 QA7 2A1 0.08 -2.53 0.0035 -0.0003
BOUGHT PEN SOLD USD 20250703 / DFE (000000000) 0.08 0.0035 0.0035
BOUGHT PEN SOLD USD 20250703 / DFE (000000000) 0.08 0.0035 0.0035
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0.08 0.0035 0.0035
US12669HAA77 / Countrywide Asset-Backed Certificates 0.08 0.00 0.0035 -0.0001
US12668UAG67 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 3 2A3 0.08 -1.30 0.0035 -0.0002
US43739EAQ08 / HOMEBANC MORTGAGE TRUST HMBT 2005 1 A2 0.07 -2.63 0.0034 -0.0002
US03072SUQ64 / AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R9 M3 0.07 -57.47 0.0034 -0.0049
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0.07 0.0034 0.0034
US12543XAG16 / COUNTRYWIDE HOME LOANS CWHL 2006 19 1A7 0.07 -1.35 0.0034 -0.0002
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 0.07 0.0034 0.0034
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 0.07 0.0034 0.0034
US41161PSK02 / HarborView Mortgage Loan Trust 2005-9 0.07 -3.95 0.0034 -0.0003
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0.07 0.0033 0.0033
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0.07 0.0033 0.0033
US12544AAW53 / COUNTRYWIDE HOME LOANS CWHL 2006 20 1A21 0.07 -2.74 0.0033 -0.0002
US81744FCH82 / SEQUOIA MORTGAGE TRUST SEMT 2004 6 A2 0.07 -2.74 0.0033 -0.0002
US88522XAC56 / Thornburg Mortgage Securities Trust 2007-3 0.07 -10.26 0.0032 -0.0005
US16163CAN20 / CHASE MORTGAGE FINANCE CORPORA CHASE 2006 A1 4A1 0.07 -5.56 0.0031 -0.0003
RADMFXNT TRS EQUITY FEDL01+48 BPS / DE (000000000) 0.07 0.0031 0.0031
US74922MAA99 / RALI Trust, Series 2006-QA6, Class A1 0.07 -1.47 0.0031 -0.0002
US3137A9D525 / Freddie Mac REMICS 0.07 -2.94 0.0031 -0.0002
US61757MAA62 / MORGAN STANLEY CAPITAL INC MSAC 2007 SEA1 1A1 144A 0.07 -1.49 0.0031 -0.0002
US93935LAB45 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR8 2A 0.07 -1.49 0.0031 -0.0002
US12667GHG10 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J5 1A7 0.07 -1.49 0.0030 -0.0002
NDDUEAFE TRS EQUITY SOFR+30 GST / DE (000000000) 0.07 0.0030 0.0030
US12666BAA35 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 22 1A 0.07 0.00 0.0030 -0.0001
US31659TEY73 / FIELDSTONE MORTGAGE INVESTMENT TRUST SERIES 2006-1 0.07 -1.52 0.0030 -0.0002
US75971FAD50 / RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1 0.06 -1.54 0.0030 -0.0002
US23243WAA62 / CWABS Asset-Backed Certificates Trust 2006-18 0.06 0.00 0.0029 -0.0001
US17310UAB89 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR1 A2 0.06 -3.08 0.0029 -0.0002
US75115BAB53 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA5 1A2 0.06 -3.08 0.0029 -0.0002
US31419BMQ58 / FNMA POOL AE1266 FN 09/41 FIXED 4.5 0.06 -4.62 0.0029 -0.0003
US94985GAH92 / Wells Fargo Alternative Loan 2007-PA3 Trust 0.06 0.00 0.0028 -0.0001
US3622MGAB47 / GSAMP TRUST GSAMP 2007 NC1 A2A 0.06 3.33 0.0028 -0.0000
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0.06 0.0028 0.0028
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0.06 0.0028 0.0028
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0.06 0.0028 0.0028
US3128MJ2X72 / Freddie Mac Gold Pool 0.06 -1.61 0.0028 -0.0002
INF SWAP US IT 2.58125 05/16/25-5Y LCH / DIR (EZ4DL37DCX93) 0.06 0.0028 0.0028
US92927XAC83 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY6 2A1 0.06 -3.23 0.0028 -0.0002
US3622ECAA42 / GSAA Home Equity Trust, Series 2007-5, Class 1AV1 0.06 -3.28 0.0027 -0.0002
US31397U3F44 / FNR 2011-60 OA 8/39 0.06 -1.67 0.0027 -0.0002
BOUGHT MXN SOLD USD 20250917 / DFE (000000000) 0.06 0.0027 0.0027
US31397KC909 / Freddie Mac REMICS 0.06 -3.39 0.0026 -0.0002
US12668BDC46 / Alternative Loan Trust 2005-76 0.06 -5.00 0.0026 -0.0002
RFR USD SOFR/4.09000 01/22/25-10Y LCH / DIR (EZFR659WJHH9) 0.06 24.44 0.0026 0.0004
RFR USD SOFR/4.09000 01/22/25-10Y LCH / DIR (EZFR659WJHH9) 0.06 24.44 0.0026 0.0004
US677632PA36 / OHIO ST UNIV OHSHGR 06/11 FIXED OID 4.8 0.06 -1.75 0.0026 -0.0002
US45660KAA97 / IndyMac INDX Mortgage Loan Trust 2006-AR39 0.05 -3.57 0.0025 -0.0002
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.05 0.0025 0.0025
US281020AN70 / EDISON INTERNATIONAL SR UNSECURED 06/27 5.75 0.05 0.00 0.0025 -0.0001
BANK OF AMERICA CORPORATION SNR S* ICE / DCR (EZJY8RTJK2L1) 0.05 -8.47 0.0025 -0.0003
EZ0J4QT7NLJ9 / VOLKSWAGEN INTERNATIONAL FINA SNR SE ICE 0.05 -29.33 0.0024 -0.0012
BOUGHT TRY SOLD USD 20250729 / DFE (000000000) 0.05 0.0024 0.0024
US452152BM28 / State of Illinois General Obligation Unlimited 0.05 0.00 0.0024 -0.0001
US362375AD97 / GSAA HOME EQUITY TRUST GSAA 2006 10 AF4 0.05 -1.89 0.0024 -0.0002
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0.05 0.0024 0.0024
PAGAYA AI DEBT SELECTION TRUST PAID 2023 7 B / ABS-O (US69548RAB06) 0.05 -91.53 0.0024 -0.0263
PAGAYA AI DEBT SELECTION TRUST PAID 2023 7 B / ABS-O (US69548RAB06) 0.05 -91.53 0.0024 -0.0263
BOUGHT PLN SOLD USD 20250718 / DFE (000000000) 0.05 0.0024 0.0024
BOUGHT PLN SOLD USD 20250718 / DFE (000000000) 0.05 0.0024 0.0024
RFR USD SOFR/3.98235 12/02/24-2Y* LCH / DIR (EZ1P2MZR4KH2) 0.05 -51.43 0.0024 -0.0027
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.05 0.0024 0.0024
US85573MAA71 / STARWOOD MORTGAGE RESIDENTIAL STAR 2020 3 A1 144A 0.05 -8.93 0.0023 -0.0003
BOUGHT BRL SOLD USD 20250903 / DFE (000000000) 0.05 0.0023 0.0023
BOUGHT BRL SOLD USD 20250903 / DFE (000000000) 0.05 0.0023 0.0023
US17309YAC12 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 FX1 A3 0.05 -1.96 0.0023 -0.0001
US3132WPND57 / FGLMC 4.0 Q49387 LTV 07-01-47 0.05 0.00 0.0023 -0.0001
US16678RDL87 / CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 2A A2 144A 0.05 -3.85 0.0023 -0.0002
US86358EA977 / Structured Asset Investment Loan Trust 2006-1 0.05 -1.96 0.0023 -0.0002
US12670FAA84 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 9 1A 0.05 -2.00 0.0023 -0.0001
US12668BB444 / Alternative Loan Trust, Series 2006-OA3, Class 1A1 0.05 0.00 0.0022 -0.0001
US31396XNT71 / FANNIE MAE FNR 2007 96 AF 0.05 -5.88 0.0022 -0.0002
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0.05 0.0022 0.0022
US3140XJNU38 / UMBS, 30 Year 0.05 -2.04 0.0022 -0.0001
US89176EAA82 / Towd Point Mortgage Trust 2018-1 0.05 -17.54 0.0022 -0.0006
US251510CV37 / Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2005-1, Class 1A1 0.05 -2.08 0.0022 -0.0001
US61745M4P58 / Morgan Stanley Mortgage Loan Trust 2005-3AR 0.05 -2.13 0.0021 -0.0001
US52522EAA73 / Lehman XS Trust, Series 2006-7, Class 1A1A 0.05 0.00 0.0021 -0.0001
US02150JAV44 / Alternative Loan Trust 2007-9T1 0.05 -4.17 0.0021 -0.0002
EZ897ZSH5V50 / HOCHTIEF AG SNR SE SP JPM 0.05 -26.98 0.0021 -0.0009
EZZVSNMRWDZ0 / GENERAL ELECTRIC COMPANY SNR S* ICE 0.05 -20.69 0.0021 -0.0007
US40430MAC10 / HSI ASSET SECURITIZATION CORPO HASC 2006 WMC1 A2 0.05 -2.17 0.0021 -0.0001
US3622MGAC20 / GSAMP TRUST GSAMP 2007 NC1 A2B 0.05 2.27 0.0021 -0.0000
US36190GAE89 / GSMSC Pass-Through Trust 2009-4R 0.05 -2.17 0.0021 -0.0001
US3136BBAR38 / Fannie Mae-Aces 0.05 -6.25 0.0021 -0.0003
BOUGHT PLN SOLD USD 20250718 / DFE (000000000) 0.05 0.0021 0.0021
US040104MX65 / ARGENT MORTGAGE LOAN TRUST 2005-W1 SER 2005-W1 CL A1 V/R REGD 2.18800000 0.04 -2.27 0.0020 -0.0001
BOUGHT AUD SOLD USD 20250702 / DFE (000000000) 0.04 0.0020 0.0020
US46629QAW69 / J.P. Morgan Mortgage Acquisition Trust 2006-Ch2 0.04 -15.69 0.0020 -0.0004
BOUGHT AUD SOLD USD 20250702 / DFE (000000000) 0.04 0.0020 0.0020
RFR USD SOFR/3.97000 01/15/25-10Y LCH / DIR (EZZWCBP8MVY9) 0.04 43.33 0.0020 0.0005
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0.04 0.0020 0.0020
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0.04 0.0020 0.0020
US55274QBB05 / MASTR ASSET SECURITIZATION TRU MASTR 2006 2 1A26 0.04 -4.65 0.0019 -0.0002
US362334GR95 / GSAA Home Equity Trust, Series 2006-5, Class 2A1 0.04 -2.38 0.0019 -0.0001
US45661VAA44 / IndyMac INDX Mortgage Loan Trust 2006-AR12 0.04 -2.38 0.0019 -0.0001
US46632TAA34 / JP Morgan Mortgage Trust Series 2008-R2 0.04 -2.38 0.0019 -0.0001
US32051GTX33 / FIRST HORIZON MORTGAGE PASS-THROUGH TRUST 0.04 -4.65 0.0019 -0.0002
US939346AA00 / Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR9 Trust 0.04 -4.76 0.0019 -0.0002
US74922PAC86 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA2 A3 0.04 -4.76 0.0019 -0.0002
US31394TYD17 / Freddie Mac REMICS 0.04 -2.44 0.0019 -0.0001
US36296QK320 / Ginnie Mae I Pool 0.04 -2.50 0.0018 -0.0001
US130685C814 / California (State of) Public Works Board (California State University), Series 2010 B-2, RB 0.04 0.00 0.0018 -0.0001
US02149HAJ95 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 2CB 1A9 0.04 -5.00 0.0018 -0.0001
US3140JANZ71 / FNMA POOL BM5807 FN 04/48 FIXED VAR 0.04 -2.56 0.0018 -0.0001
US18976GAG10 / CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A6 1A7 0.04 -2.56 0.0018 -0.0001
US74923HAL50 / RALI Trust, Series 2007-QS4, Class 3A2 0.04 -2.56 0.0017 -0.0001
US362334LJ15 / GSAMP TRUST GSAMP 2006 HE2 M1 0.04 -22.92 0.0017 -0.0006
US02147DAB73 / Alternative Loan Trust 2006-OA11 0.04 -2.63 0.0017 -0.0001
BOUGHT PLN SOLD USD 20250718 / DFE (000000000) 0.04 0.0017 0.0017
US07386HXZ99 / BEAR STEARNS ALT A TRUST BALTA 2005 9 21A1 0.04 -2.63 0.0017 -0.0001
US31410FVW21 / Fnma Pl 888129 5.537 Due 02/01/37 Bond 0.04 -2.63 0.0017 -0.0001
US59023EAE86 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE4 A2D 0.04 -2.63 0.0017 -0.0001
US76110WRT52 / RESIDENTIAL ASSET SECURITIES C RASC 2003 KS4 AIIB 0.04 0.00 0.0017 -0.0001
US52524VAG41 / Lehman XS Trust, Series 2007-15N 0.04 -5.26 0.0017 -0.0002
US12667HAA95 / Countrywide Asset-Backed Certificates 0.04 -2.78 0.0016 -0.0001
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 0.04 0.0016 0.0016
US52525BAD47 / LEHMAN XS TRUST LXS 2007 16N 2A2 0.04 -2.78 0.0016 -0.0001
US65535AAA25 / NOMURA HOME EQUITY LOAN INC NHELI 2006 AF1 A1 0.03 -2.86 0.0016 -0.0001
US45660LXN45 / RESIDENTIAL ASSET SECURITIZATI RAST 2005 A10 A4 0.03 0.00 0.0016 -0.0001
BOUGHT PEN SOLD USD 20251031 / DFE (000000000) 0.03 0.0016 0.0016
US93934FMN95 / WMALT_06-AR2 0.03 9.68 0.0016 0.0001
US362669BJ12 / GSR MORTGAGE LOAN TRUST GSR 2007 4F 3A8 0.03 -5.56 0.0016 -0.0002
US07387AGE91 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 23A1 0.03 -2.94 0.0016 -0.0001
US885220GF47 / Thornburg Mortgage Securities Trust, Series 2004-4, Class 3A 0.03 -17.50 0.0016 -0.0004
US17309QAF19 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH3 M2 0.03 -28.26 0.0015 -0.0007
RFR USD SOFR/3.93300 01/06/25-10Y LCH / DIR (EZK6LHB5L486) 0.03 50.00 0.0015 0.0005
BOUGHT PEN SOLD USD 20250730 / DFE (000000000) 0.03 0.0015 0.0015
US81744HAH66 / Sequoia Mortgage Trust 0.03 -8.57 0.0015 -0.0002
US362341JL40 / GSAA HOME EQUITY TRUST GSAA 2005 10 M5 0.03 -25.58 0.0015 -0.0006
BOUGHT KRW SOLD USD 20250716 / DFE (000000000) 0.03 0.0015 0.0015
BOUGHT KRW SOLD USD 20250716 / DFE (000000000) 0.03 0.0015 0.0015
US933637AE07 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR18 2A3 0.03 -5.88 0.0015 -0.0002
US31397KL827 / Freddie Mac REMICS 0.03 -5.88 0.0015 -0.0002
US31418CS476 / Fannie Mae Pool 0.03 0.00 0.0015 -0.0001
US59020UH324 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A7 2A1 0.03 0.00 0.0015 -0.0001
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.03 0.0015 0.0015
US31411EMM65 / FNMA POOL 905864 FN 11/36 FIXED 6 0.03 -3.12 0.0015 -0.0001
US83612NAE58 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 WMC1 3A3 0.03 0.00 0.0015 -0.0001
US86360UAC09 / STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR6 1A3 0.03 -3.12 0.0015 -0.0001
RFR GBP SONIO/4.32000 10/20/23-10Y LCH / DIR (EZ49Z4HPK8R0) 0.03 138.46 0.0015 0.0008
US12668AFH32 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 48T1 A2 0.03 -3.12 0.0014 -0.0001
US81375WEG78 / SECURITIZED ASSET BACKED RECEI SABR 2005 FR2 M3 0.03 0.00 0.0014 -0.0001
US12668AWH49 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 58 A1 0.03 -3.12 0.0014 -0.0001
US3140H5LJ85 / FNMA POOL BJ3928 FN 12/47 FIXED 3.5 0.03 0.00 0.0014 -0.0001
US76110HZE25 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2004 QA4 CB1 0.03 0.00 0.0014 -0.0001
US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND 0.03 3.33 0.0014 -0.0000
US59981TAC99 / MILL CITY MORTGAGE LOAN TRUST 2019-GS2 SER 2019-GS2 CL A1 V/R REGD 144A P/P 2.75000000 0.03 -8.82 0.0014 -0.0002
US3138ELCT86 / Fannie Mae Pool 0.03 -3.23 0.0014 -0.0001
US46630GAD79 / JP Morgan Mortgage Trust, Series 2007-A1, Class 2A2 0.03 0.00 0.0014 -0.0001
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0.03 0.0014 0.0014
US65535AAD63 / NOMURA HOME EQUITY LOAN INC NHELI 2006 AF1 A4 0.03 0.00 0.0014 -0.0001
US31397KE319 / FHLMC, Series 3360, Class FC 0.03 -3.23 0.0014 -0.0001
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0.03 0.0014 0.0014
US83612TAB89 / Soundview Home Loan Trust, Series 2007-OPT1, Class 2A1 0.03 0.00 0.0014 -0.0001
US74923HAK77 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS4 3A1 0.03 -3.23 0.0014 -0.0001
US31418CUA07 / Fannie Mae Pool 0.03 -3.33 0.0014 -0.0001
US3140H4B452 / Federal National Mortgage Association, Inc. 0.03 -3.33 0.0014 -0.0001
US46628GAL32 / J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A2 3A1 0.03 0.00 0.0014 -0.0001
US31418CV272 / FANNIE MAE 3.50% 04/01/2048 FNL FNCL 0.03 -3.33 0.0014 -0.0001
US89177XAA54 / TOWD POINT MORTGAGE TRUST 2019-HY3 SER 2019-HY3 CL A1A V/R REGD 144A P/P 2.70800000 0.03 -9.37 0.0013 -0.0002
US12566TAM99 / CITIMORTGAGE ALTERNATIVE LOAN CMALT 2006 A7 1A12 0.03 -3.45 0.0013 -0.0001
US86359LSM27 / Structured Asset Mortgage Investments II Trust, Series 2006-AR2, Class A1 0.03 -9.68 0.0013 -0.0002
US3140Q9HE67 / FNMA POOL CA2028 FN 04/48 FIXED 3.5 0.03 0.00 0.0013 -0.0001
US59024FAD69 / Merrill Lynch Alternative Note Asset Trust Series 2007-A2 0.03 0.00 0.0013 -0.0001
US61911GAA22 / Mortgage Equity Conversion Asset Trust 2007-FF3 0.03 -20.00 0.0013 -0.0004
US3140H5MP37 / Fannie Mae Pool 0.03 0.00 0.0013 -0.0001
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.03 0.0013 0.0013
US41161QAD34 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 3 3A 0.03 0.00 0.0013 -0.0000
US07386HWZ09 / CORP CMO 0.03 -3.57 0.0013 -0.0001
US863579C309 / STRUCTURED ADJUSTABLE RATE MOR SARM 2005 21 6A3 0.03 -3.57 0.0013 -0.0001
US35729PHN33 / Fremont Home Loan Trust 2005-A 0.03 -41.30 0.0013 -0.0009
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) 0.03 0.0013 0.0013
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0.03 0.0013 0.0013
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0.03 0.0013 0.0013
RFR USD SOFR/4.10000 01/21/25-10Y LCH / DIR (EZ7J947QTC64) 0.03 28.57 0.0012 0.0002
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0.03 0.0012 0.0012
US23246LAA70 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 BC3 1A 0.03 -3.70 0.0012 -0.0001
US07386HUJ84 / BEAR STEARNS ALT A TRUST BALTA 2005 5 22A1 0.03 -3.70 0.0012 -0.0001
US576433EU63 / MASTR ADJUSTABLE RATE MORTGAGE MARM 2003 4 B1 0.03 -3.70 0.0012 -0.0001
US61746WWR77 / Morgan Stanley Dean Witter Capital I Inc Trust 2002-AM3 0.03 -10.34 0.0012 -0.0002
US31418CWS96 / Fannie Mae Pool 0.03 0.00 0.0012 -0.0001
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.03 0.0012 0.0012
US31418CYL26 / Federal National Mortgage Association 0.03 0.00 0.0012 -0.0001
US12669GYY15 / CHL Mortgage Pass-Through Trust 2005-9 0.03 -3.85 0.0012 -0.0001
US59023CAK80 / Merrill Lynch Mortgage Investors Trust Series 2006-A3 0.03 0.00 0.0012 -0.0001
US3140H1FD75 / FNMA POOL BJ0163 FN 12/47 FIXED 3.5 0.03 0.00 0.0012 -0.0001
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.03 0.0012 0.0012
US466309AA90 / JP Morgan Alternative Loan Trust 0.03 0.00 0.0012 -0.0001
RFR USD SOFR/3.90000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) 0.03 525.00 0.0012 0.0009
US07386XAA46 / Bear Stearns ALT-A Trust 2007-1 0.02 0.00 0.0011 -0.0000
US17309TAC27 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 NC2 A2B 0.02 0.00 0.0011 -0.0001
US46628TAD37 / JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WMC2 A4 0.02 4.35 0.0011 0.0000
US36183XQ869 / GNMA POOL AL2279 GN 03/45 FIXED 3.5 0.02 -4.00 0.0011 -0.0001
RFR USD SOFR/3.89600 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) 0.02 500.00 0.0011 0.0009
US36296XU770 / GNMA POOL 704506 GN 05/39 FIXED 5 0.02 0.00 0.0011 -0.0001
US54251MAA27 / Long Beach Mortgage Loan Trust, Series 2006-4, Class 1A 0.02 0.00 0.0011 -0.0001
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.02 0.0011 0.0011
US3137AHVF23 / FREDDIE MAC FHR 3951 US 0.02 0.00 0.0011 -0.0001
US31396VDT26 / FANNIE MAE FNR 2007 32 JS 0.02 0.00 0.0011 -0.0001
952NPK908 / CREDIT SUISSE GROUP AG COCO JRSUB 144A 0.02 0.00 0.0011 -0.0000
US02151GAK31 / Countrywide Alternative Loan Trust 0.02 -4.17 0.0011 -0.0001
US61749WAP23 / MORGAN STANLEY MORTGAGE LOAN T MSM 2006 11 2A2 0.02 -4.17 0.0011 -0.0001
US88522XAE13 / Thornburg Mortgage Securities Trust, Series 2007-3, Class 3A1 0.02 -4.17 0.0011 -0.0001
BOUGHT NZD SOLD USD 20250702 / DFE (000000000) 0.02 0.0011 0.0011
US12669GN644 / Reperforming Loan REMIC Trust 2005-R2 0.02 -8.00 0.0011 -0.0001
US31418CXM18 / Fannie Mae Pool 0.02 -4.17 0.0011 -0.0001
US12668ACP84 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 51 2A1 0.02 -11.54 0.0011 -0.0002
US126650BQ21 / CVS Pass-Through Trust 0.02 -4.17 0.0011 -0.0001
US81375WFU53 / SECURITIZED ASSET BACKED RECEI SABR 2005 FR5 M1 0.02 -8.00 0.0011 -0.0001
US3140H5MJ76 / FNMA POOL BJ3960 FN 01/48 FIXED 3.5 0.02 0.00 0.0011 -0.0000
US07384MTD47 / Bear Stearns ARM Trust, Series 2003-2, Class A5 0.02 0.00 0.0011 -0.0001
US939336V916 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-AR14 A1 0.02 0.00 0.0011 -0.0001
US542514KV50 / LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 2 M5 0.02 -26.67 0.0010 -0.0004
US86361BAF40 / STRUCTURED ADJUSTABLE RATE MOR SARM 2006 7 3AF 0.02 0.00 0.0010 -0.0000
US61760JAA88 / MORGAN STANLEY REREMIC TRUST MSRR 2011 R2 1A 144A 0.02 0.00 0.0010 -0.0001
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.02 0.0010 0.0010
US3140HBJZ29 / FNMA POOL BJ9279 FN 02/48 FIXED 3.5 0.02 -8.33 0.0010 -0.0001
US744434CW90 / PUBLIC PWR GENERATION AGY NE R PUBPWR 01/41 FIXED 7.242 0.02 -4.55 0.0010 -0.0001
US03464LAA44 / ANGEL OAK MORTGAGE TRUST 2020-4 AOMT 2020-4 A1 0.02 -8.70 0.0010 -0.0001
US251510DG50 / DEUTSCHE ALT A SECURITIES INC DBALT 2005 1 1A4 0.02 -4.55 0.0010 -0.0001
US02147QAC69 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 19CB A3 0.02 -4.55 0.0010 -0.0001
US92927BAA08 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA6 1A 0.02 0.00 0.0010 -0.0001
US3140H5NN79 / FNMA POOL BJ3996 FN 02/48 FIXED 3.5 0.02 0.00 0.0010 -0.0000
BOUGHT KRW SOLD USD 20250710 / DFE (000000000) 0.02 0.0010 0.0010
RFR USD SOFR/4.01500 12/30/24-10Y LCH / DIR (EZVY5NK4YWD2) 0.02 40.00 0.0010 0.0002
RFR USD SOFR/4.01500 12/30/24-10Y LCH / DIR (EZVY5NK4YWD2) 0.02 40.00 0.0010 0.0002
US04013BAB80 / ARGENT SECURITIES INC. ARSI 2006 M2 A2B 0.02 0.00 0.0010 -0.0001
US3137ADTZ01 / FREDDIE MAC REMICS FHR 3891 BF 0.02 -8.70 0.0010 -0.0001
US885220EW97 / Thornburg Mortgage Securities Trust, Series 2004-1, Class II2A 0.02 0.00 0.0010 -0.0001
US89177HAA05 / Towd Point Mortgage Trust, Series 2019-HY2, Class A1 0.02 -4.55 0.0010 -0.0001
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 0.02 0.0010 0.0010
US69121PBU66 / OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2005 5 M1 0.02 -4.76 0.0010 -0.0001
US362334FF66 / GSAA HOME EQUITY TRUST GSAA 2006 4 2A1 0.02 0.00 0.0010 -0.0000
US92925GAJ22 / WaMu Mortgage Pass-Through Certificates Trust, Series 2006-AR16, Class 3A3 0.02 -4.76 0.0010 -0.0001
US84751WAD65 / SPECIALTY UNDERWRITING + RESID SURF 2006 BC3 A2C 0.02 -4.76 0.0010 -0.0001
US57643GAE70 / MASTR Asset-Backed Securities Trust, Series 2006-FRE2, Class A5 0.02 -4.76 0.0009 -0.0001
US3140GRAN41 / FNMA POOL BH2712 FN 04/47 FIXED 3.5 0.02 0.00 0.0009 -0.0000
TRT061124T11 / Turkey Government Bond 0.02 -4.76 0.0009 -0.0001
TRT061124T11 / Turkey Government Bond 0.02 -4.76 0.0009 -0.0001
BOUGHT SEK SOLD USD 20250702 / DFE (000000000) 0.02 0.0009 0.0009
BOUGHT SEK SOLD USD 20250702 / DFE (000000000) 0.02 0.0009 0.0009
US550279AM51 / Luminent Mortgage Trust, Series 2006-1, Class A1 0.02 0.00 0.0009 -0.0000
US45660LKW80 / IndyMac INDX Mortgage Loan Trust 2005-AR10 0.02 -5.00 0.0009 -0.0001
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0.02 0.0009 0.0009
BANK OF AMERICA CORPORATION SNR S* ICE / DCR (EZHYVHXCW214) 0.02 -29.63 0.0009 -0.0004
US31419A3K17 / Fannie Mae Pool 0.02 -5.00 0.0009 -0.0001
BOUGHT DKK SOLD USD 20250702 / DFE (000000000) 0.02 0.0009 0.0009
BOUGHT DKK SOLD USD 20250702 / DFE (000000000) 0.02 0.0009 0.0009
IRS EUR 2.40000 02/12/25-10Y LCH / DIR (EZNHC24BF987) 0.02 -17.39 0.0009 -0.0002
IRS EUR 2.40000 02/12/25-10Y LCH / DIR (EZNHC24BF987) 0.02 -17.39 0.0009 -0.0002
US3140H5LT67 / FNMA POOL BJ3937 FN 01/48 FIXED 3.5 0.02 -5.26 0.0009 -0.0000
US83162CRY11 / United States Small Business Administration 0.02 0.00 0.0009 -0.0000
US855541AA68 / SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 S1 1A 0.02 0.00 0.0008 -0.0001
US3138ANJA25 / Fannie Mae Pool 0.02 0.00 0.0008 -0.0000
US61744CKP04 / Morgan Stanley ABS Capital I Inc Trust 2005-HE1 0.02 0.00 0.0008 -0.0001
US59024FAF18 / MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3C 0.02 -5.56 0.0008 -0.0000
US30161NAX93 / EXELON CORP SR UNSECURED 04/30 4.05 0.02 0.00 0.0008 -0.0000
TRT061124T11 / Turkey Government Bond 0.02 -5.56 0.0008 -0.0001
TRT061124T11 / Turkey Government Bond 0.02 -5.56 0.0008 -0.0001
US31416WHF23 / FNMA POOL AB1129 FN 06/30 FIXED 4.5 0.02 -5.56 0.0008 -0.0001
RFR USD SOFR/3.89000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) 0.02 325.00 0.0008 0.0006
US32028GAE52 / First Franklin Mortgage Loan Trust 2006-FF15 0.02 -37.04 0.0008 -0.0005
US86360WAB81 / STRUCTURED ASSET INVESTMENT LO SAIL 2006 4 A2 0.02 0.00 0.0008 -0.0000
US29446MAF95 / Equinor ASA 0.02 6.25 0.0008 -0.0000
US36296UNU06 / Ginnie Mae I Pool 0.02 -5.56 0.0008 -0.0001
US373334KL43 / Georgia Power Co. 0.02 0.00 0.0008 -0.0000
US863579V473 / Structured Adjustable Rate Mortgage Loan Trust 0.02 0.00 0.0008 -0.0000
US46628BAG59 / JP MORGAN MORTGAGE TRUST JPMMT 2006 A6 1A4L 0.02 -5.88 0.0008 -0.0000
US00252FAK75 / AAMES MORTGAGE INVESTMENT TRUS AMIT 2004 1 M6 0.02 -30.43 0.0008 -0.0004
US542514NT77 / LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 3 1A 0.02 0.00 0.0008 -0.0000
RFR USD SOFR/3.84000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) 0.02 300.00 0.0007 0.0005
US70069FCY16 / Park Place Securities Inc Asset-Backed Pass-Through Certificates Series 2004-MHQ 0.02 -11.11 0.0007 -0.0001
US31406DAN66 / FNMA POOL 806513 FN 12/34 FLOATING VAR 0.02 0.00 0.0007 -0.0000
US3137B66E61 / FREDDIE MAC FHR 4273 PF 0.02 -6.25 0.0007 -0.0001
US02660LAA89 / American Home Mortgage Assets Trust 0.02 -6.25 0.0007 -0.0001
US23332UAC80 / DSLA MORTGAGE LOAN TRUST DSLA 2004 AR1 A2A 0.02 -6.25 0.0007 -0.0001
US12667GDA85 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J3 1A1 0.02 0.00 0.0007 -0.0000
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0.02 0.0007 0.0007
OIS MXN TIIE1/8.27000 03/19/25-10Y* CME / DIR (EZCJCJ68DC78) 0.02 0.0007 0.0007
OIS MXN TIIE1/8.27000 03/19/25-10Y* CME / DIR (EZCJCJ68DC78) 0.02 0.0007 0.0007
US74922KAA34 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS1 1A1 0.02 0.00 0.0007 -0.0000
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.02 0.0007 0.0007
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.02 0.0007 0.0007
US46630GAC96 / J.P. Morgan Mortgage Trust 0.02 0.00 0.0007 -0.0000
US31418MQP04 / FNMA POOL AD0461 FN 09/36 FIXED VAR 0.02 -11.76 0.0007 -0.0001
US45254TRR76 / IMPAC SECURED ASSETS CORP. IMSA 2005 1 4A 0.02 0.00 0.0007 -0.0001
US61750SAA06 / MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A1 0.02 0.00 0.0007 -0.0000
US02660CAF77 / AMERICAN HOME MORTGAGE INVESTM AHM 2007 2 13A1 0.02 0.00 0.0007 -0.0000
US12667GL840 / Alternative Loan Trust 2005-43 0.01 0.00 0.0007 -0.0000
US68389XBW48 / ORACLE CORP SR UNSECURED 04/40 3.6 0.01 0.00 0.0007 -0.0000
US12668BZM89 / CWALT 2006 13T1 A11 0.01 -6.67 0.0007 -0.0001
US70069FAZ09 / ASSET BACKED SECURITY 0.01 -6.67 0.0007 -0.0001
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.01 0.0007 0.0007
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0.01 0.0007 0.0007
US36241KW530 / Ginnie Mae I Pool 0.01 -7.14 0.0006 -0.0000
US17307G3C01 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR1 2A1 0.01 -13.33 0.0006 -0.0001
US3140HE7E68 / FNMA POOL BK1792 FN 03/48 FIXED 3.5 0.01 0.00 0.0006 -0.0000
US36296GRH64 / GNMA POOL 690888 GN 06/38 FIXED 5 0.01 0.00 0.0006 -0.0000
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0.01 0.0006 0.0006
US3138A37H49 / FNMA POOL AH2695 FN 01/41 FIXED 4.5 0.01 0.00 0.0006 -0.0000
US949789AA94 / Wells Fargo Mortgage Backed Securities 2006-AR19 Trust 0.01 0.00 0.0006 -0.0000
RFR USD SOFR/3.75000 05/07/25-10Y LCH / DIR (EZ61ZS50J0P1) 0.01 0.0006 0.0006
US31410GHP19 / Fannie Mae Pool 0.01 -7.69 0.0006 -0.0000
US31416YE870 / FNMA POOL AB2858 FN 01/39 FIXED 5.5 0.01 -7.69 0.0006 -0.0000
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0.01 0.0006 0.0006
US36295NCS45 / GNMA POOL 675181 GN 03/38 FIXED 5 0.01 -7.69 0.0006 -0.0000
US3128M7V601 / FED HM LN PC POOL G05737 FG 05/35 FIXED 6.5 0.01 -7.69 0.0006 -0.0001
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.01 0.0006 0.0006
US3140H5N645 / FNMA POOL BJ4012 FN 02/48 FIXED 3.5 0.01 0.00 0.0006 -0.0000
US3138X0BT40 / Fannie Mae Pool 0.01 0.00 0.0006 -0.0000
US31412DLW64 / FNMA POOL 922041 FN 02/37 FIXED 6 0.01 -7.69 0.0006 -0.0001
IRS EUR 2.45000 05/05/25-10Y LCH / DIR (EZCDFQCSBVM0) 0.01 0.0006 0.0006
IRS EUR 2.45000 05/05/25-10Y LCH / DIR (EZCDFQCSBVM0) 0.01 0.0006 0.0006
US22943YUN74 / CREDIT SUISSE MORTGAGE TRUST CSMC 2009 3R 29A2 144A 0.01 0.00 0.0006 -0.0000
US466247UG61 / JP Morgan Mortgage Trust 2005-A6 0.01 0.00 0.0006 -0.0000
US3620C3VR04 / GNMA POOL 747724 GN 08/40 FIXED 5 0.01 0.00 0.0006 -0.0000
US76112BH609 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC5 M3 0.01 -33.33 0.0006 -0.0003
US92922FQ504 / WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR7 A4 0.01 0.00 0.0006 -0.0000
US3138EKWM31 / Fannie Mae Pool 0.01 0.00 0.0006 -0.0001
US59023YAG98 / Merrill Lynch Alternative Note Asset Trust Series 2007-F1 0.01 0.00 0.0006 -0.0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.01 0.0006 0.0006
US36183XMV90 / Ginnie Mae I Pool 0.01 0.00 0.0006 -0.0000
RFR GBP SONIO/3.70000 03/28/24-10Y LCH / DIR (EZFCF73KNS79) 0.01 -45.00 0.0005 -0.0004
RFR GBP SONIO/3.70000 03/28/24-10Y LCH / DIR (EZFCF73KNS79) 0.01 -45.00 0.0005 -0.0004
US76112BR368 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 NC1 AII 0.01 -8.33 0.0005 -0.0000
US31397FNM04 / FREDDIE MAC FHR 3289 FG 0.01 -15.38 0.0005 -0.0001
US31411KW666 / FNMA POOL 910669 FN 02/37 FIXED 6 0.01 0.00 0.0005 -0.0000
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0.01 0.0005 0.0005
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0.01 0.0005 0.0005
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0.01 0.0005 0.0005
US92925VAK61 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 3A3 0.01 0.00 0.0005 -0.0000
US31394FAF27 / FANNIE MAE FNR 2005 75 AF 0.01 -8.33 0.0005 -0.0001
US32051GA887 / First Horizon Alternative Mortgage Securities Trust 2005-AA10 0.01 0.00 0.0005 -0.0000
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0.01 0.0005 0.0005
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0.01 0.0005 0.0005
US3622MPAN83 / GSR MORTGAGE LOAN TRUST 2007-1F GSR 2007-1F 2A4 0.01 -9.09 0.0005 -0.0000
PEMEX LCDS SP DUB / DCR (000000000) 0.01 0.0005 0.0005
PEMEX LCDS SP DUB / DCR (000000000) 0.01 0.0005 0.0005
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.01 0.0005 0.0005
US3140GTX708 / FNMA POOL BH5201 FN 09/47 FIXED 3.5 0.01 0.00 0.0005 -0.0000
US362382AE30 / GSAA HOME EQUITY TRUST GSAA 2006 9 A2 0.01 0.00 0.0005 -0.0000
US92925DAD21 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 2A 0.01 0.00 0.0005 -0.0000
US36297BXM89 / GNMA 30YR 5.0% 02/15/2039#707284 0.01 -16.67 0.0005 -0.0001
US3138EKHM06 / FANNIE MAE POOL UMBS P#AL2935 3.50000000 0.01 0.00 0.0005 -0.0000
US23243AAD81 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA12 A2 0.01 0.00 0.0005 -0.0000
US863579VV75 / STRUCTURED ADJUSTABLE RATE MOR SARM 2005 17 5A1 0.01 0.00 0.0005 -0.0000
US31397QZU56 / FANNIE MAE FNR 2011 17 KS 0.01 0.00 0.0005 -0.0000
US3138AFVY39 / FNMA POOL AI2430 FN 05/41 FIXED 4.5 0.01 0.00 0.0005 -0.0000
US92922F3L06 / WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR12 1A6 0.01 0.00 0.0005 -0.0000
US86360KAA60 / Structured Asset Mortgage Investments II Trust 2006-AR3 0.01 0.00 0.0005 -0.0000
US3620C4RW28 / GNMA POOL 748501 GN 06/40 FIXED 5 0.01 0.00 0.0005 -0.0000
RFR USD SOFR/3.85000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) 0.01 125.00 0.0005 0.0002
US3140H5M324 / FNMA POOL BJ3977 FN 01/48 FIXED 3.5 0.01 0.00 0.0005 -0.0000
US9292274D55 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2003-AR6 A1 0.01 -25.00 0.0005 -0.0001
US12669GZQ71 / CHL MORTGAGE PASS-THROUGH TRUST 2005-9 SER 2005-9 CL 1A3 V/R REGD 2.16800000 0.01 -10.00 0.0005 -0.0000
US3138EG6F64 / Fannie Mae Pool 0.01 -10.00 0.0004 -0.0001
US31371M3W52 / FNMA POOL 256513 FN 12/36 FIXED 5.5 0.01 -10.00 0.0004 -0.0000
US362341SF70 / GSR Mortgage Loan Trust 2005-AR6 0.01 0.00 0.0004 -0.0000
US31394FHD06 / FNMA, Series 2005-79, Class NF 0.01 -10.00 0.0004 -0.0000
US31412BFS60 / FNMA POOL 920077 FN 12/36 FIXED 5.5 0.01 0.00 0.0004 -0.0000
US126694A329 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA1 2A1 0.01 0.00 0.0004 0.0000
US31412MTG32 / Fannie Mae Pool 0.01 -18.18 0.0004 -0.0001
US04541GQD78 / ASSET BACKED SECURITIES CORP H ABSHE 2005 HE2 M3 0.01 0.00 0.0004 -0.0000
US31396VDR69 / FANNIE MAE FNR 2007 32 SA 0.01 0.00 0.0004 -0.0000
US161546DB96 / Chase Funding Trust Series 2002-3 0.01 0.00 0.0004 -0.0000
US31411CDR97 / Fannie Mae Pool 0.01 0.00 0.0004 -0.0000
US31411AFF75 / FNMA POOL 902066 FN 12/36 FIXED 6 0.01 0.00 0.0004 -0.0000
US12669FL509 / COUNTRYWIDE HOME LOANS CWHL 2004 15 4A 0.01 0.00 0.0004 -0.0000
US65535VLL08 / NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AP2 A5 0.01 0.00 0.0004 -0.0000
US3138EKSM86 / Fannie Mae Pool 0.01 0.00 0.0004 -0.0000
ZCS BRL 13.32 05/08/25-01/02/29 CME / DIR (EZYLW2ZWVNG8) 0.01 0.0004 0.0004
ZCS BRL 13.32 05/08/25-01/02/29 CME / DIR (EZYLW2ZWVNG8) 0.01 0.0004 0.0004
US07386HSZ54 / BEAR STEARNS ALT-A TRUST 2005-4 SER 2005-4 CL 23A2 V/R REGD 4.43001800 0.01 -11.11 0.0004 -0.0000
BARCLAYS BANK PLC SNR SE ICE / DCR (EZB88Z42LS80) 0.01 -20.00 0.0004 -0.0001
US92925DAB64 / WaMu Mortgage Pass-Through Certificates Series 2006-AR17 Trust 0.01 -11.11 0.0004 -0.0000
US31411G3F75 / FNMA POOL 908098 FN 12/36 FIXED 6 0.01 0.00 0.0004 -0.0000
US31404BND00 / FNMA POOL 763688 FN 01/34 FIXED 5.5 0.01 -27.27 0.0004 -0.0002
US31410KXK59 / Fannie Mae Pool 0.01 0.00 0.0004 -0.0000
US3138EGSJ46 / FNMA 5.50% #AL0520 6/41 0.01 0.00 0.0004 -0.0000
US31397KZG92 / FREDDIE MAC FHR 3376 FD 0.01 0.00 0.0004 -0.0000
US585525FX10 / MRFC Mortgage Pass-Through Trust Series 2002-TBC2 0.01 0.00 0.0004 -0.0000
US31398G7B90 / FANNIE MAE FNR 2010 2 LS 0.01 0.00 0.0004 -0.0000
US36176ARS05 / Ginnie Mae I Pool 0.01 0.00 0.0004 -0.0000
US75115AAA97 / RALI Series 2006-QS8 Trust 0.01 0.00 0.0004 -0.0000
US36184BZ674 / Ginnie Mae I Pool 0.01 0.00 0.0004 -0.0000
US362341XG98 / GSR Mortgage Loan Trust 2005-AR7 0.01 0.00 0.0004 -0.0000
SOLD COP BOUGHT USD 20250917 / DFE (000000000) 0.01 0.0004 0.0004
US61754HAD44 / MORGAN STANLEY MORTGAGE LOAN T MSM 2007 7AX 2A3 0.01 -12.50 0.0004 -0.0000
BOUGHT TRY SOLD USD 20251217 / DFE (000000000) 0.01 0.0004 0.0004
US31414LB985 / Fannie Mae Pool 0.01 -12.50 0.0004 -0.0000
US31410GPD96 / FNMA POOL 888820 FN 07/37 FIXED VAR 0.01 -12.50 0.0004 -0.0000
US92925CBA99 / WaMu Mortgage Pass-Through Certificates Series 2005-AR19 Trust 0.01 -12.50 0.0004 -0.0000
US36241LJY39 / Ginnie Mae I Pool 0.01 0.00 0.0004 -0.0000
US12669F6Z19 / CWMBS, Inc. 0.01 0.00 0.0004 -0.0000
US86359LRY73 / STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A2 0.01 0.00 0.0003 -0.0000
US617487AC74 / Morgan Stanley Mortgage Loan Trust 2006-16AX 0.01 -12.50 0.0003 -0.0000
US07388GAD34 / BEAR STEARNS ASSET BACKED SECU BSABS 2006 3 M1 0.01 -36.36 0.0003 -0.0002
US863579HD34 / Structured Adjustable Rate Mortgage Loan Trust Series 2004-20 0.01 0.00 0.0003 -0.0000
US05952GAT85 / BANC OF AMERICA FUNDING CORPOR BAFC 2007 D 3A1 0.01 0.00 0.0003 -0.0000
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0.01 0.0003 0.0003
US126384BX33 / CREDIT SUISSE MORTGAGE TRUST CSMC 2007 2 1A13 0.01 -14.29 0.0003 -0.0000
US31416YNX21 / FNMA POOL AB3105 FN 05/41 FIXED 4.5 0.01 0.00 0.0003 -0.0000
US31411GP718 / FNMA POOL 907746 FN 01/37 FIXED 6 0.01 -14.29 0.0003 -0.0000
US92922F4M79 / WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust 0.01 -14.29 0.0003 -0.0000
US31396WLX29 / Fannie Mae REMICS 0.01 -14.29 0.0003 -0.0000
US17307G2Z05 / Citigroup Mortgage Loan Trust, Inc., Series 2006-AR1, Class 1A1 0.01 -14.29 0.0003 -0.0000
US36296QH516 / Ginnie Mae I Pool 0.01 0.00 0.0003 -0.0000
US3620A2J562 / GNMA POOL 716784 GN 04/39 FIXED 5 0.01 0.00 0.0003 -0.0000
BOUGHT MXN SOLD USD 20250917 / DFE (000000000) 0.01 0.0003 0.0003
IRS EUR 2.52000 04/09/25-10Y LCH / DIR (EZTHL4ZCB733) 0.01 0.0003 0.0003
IRS EUR 2.52000 04/09/25-10Y LCH / DIR (EZTHL4ZCB733) 0.01 0.0003 0.0003
US126650DK33 / CVS HEALTH CORP SR UNSECURED 04/40 4.125 0.01 0.00 0.0003 -0.0000
US3138A1CC37 / FNMA POOL AH0066 FN 02/41 FIXED 4.5 0.01 0.00 0.0003 -0.0000
US86359YAD31 / STRUCTURED ASSET SECURITIES CO SASC 2006 BC1 A2 0.01 0.00 0.0003 -0.0000
US02660WAC01 / American Home Mortgage Assets Trust, Series 2006-1, Class 2A1 0.01 0.00 0.0003 -0.0000
US576433C539 / MASTR ADJUSTABLE RATE MORTGAGE MARM 2005 6 5A2 0.01 0.00 0.0003 -0.0000
US36296JEM36 / GNMA POOL 692340 GN 02/39 FIXED 5 0.01 -14.29 0.0003 -0.0000
US3128P7H714 / FED HM LN PC POOL C91154 FG 01/28 FIXED 5 0.01 -14.29 0.0003 -0.0000
US17307GW795 / Citigroup Mortgage Loan Trust 2005-11 0.01 0.00 0.0003 -0.0000
BOUGHT HUF SOLD USD 20250822 / DFE (000000000) 0.01 0.0003 0.0003
BOUGHT HUF SOLD USD 20250822 / DFE (000000000) 0.01 0.0003 0.0003
US22942KAJ97 / CREDIT SUISSE MORTGAGE TRUST CSMC 2006 7 2A6 0.01 20.00 0.0003 -0.0000
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0.01 0.0003 0.0003
US31414PU648 / Fannie Mae Pool 0.01 0.00 0.0003 -0.0000
US31396URJ15 / FREDDIE MAC FHR 3181 PS 0.01 0.00 0.0003 -0.0000
US31410KNH31 / Fannie Mae Pool 0.01 0.00 0.0003 -0.0000
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0.01 0.0003 0.0003
US3138EK2N45 / Fannie Mae Pool 0.01 0.00 0.0003 -0.0000
US02152AAB52 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 16CB 1A2 0.01 0.00 0.0003 -0.0000
US05946XQX48 / Banc of America Funding Corp 0.01 0.00 0.0002 -0.0000
US31419AHX81 / Fannie Mae Pool 0.01 0.00 0.0002 -0.0000
US70869PFT93 / PENNSYLVANIA ST ECON DEV FING AUTH REVENUE 0.01 0.00 0.0002 -0.0000
US36297AKJ15 / Ginnie Mae I Pool 0.01 0.00 0.0002 -0.0000
US81377GAB59 / SECURITIZED ASSET BACKED RECEI SABR 2006 FR4 A2B 0.01 0.00 0.0002 -0.0000
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0.01 0.0002 0.0002
US589929M969 / Merrill Lynch Mortgage Investors Trust MLMI Series 2003-A2 0.01 0.00 0.0002 -0.0000
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0.01 0.0002 0.0002
US36296QDB23 / Ginnie Mae I Pool 0.01 0.00 0.0002 -0.0000
US31416VKF03 / FNMA POOL AB0293 FN 11/38 FIXED 6 0.01 0.00 0.0002 -0.0000
US36176ARN18 / Ginnie Mae I Pool 0.01 0.00 0.0002 -0.0000
US31418CKG86 / Fannie Mae Pool 0.01 0.00 0.0002 -0.0000
BOUGHT ILS SOLD USD 20250702 / DFE (000000000) 0.01 0.0002 0.0002
BOUGHT ILS SOLD USD 20250702 / DFE (000000000) 0.01 0.0002 0.0002
US05950RBJ77 / BANC OF AMERICA FUNDING CORPOR BAFC 2006 6 3A4 0.01 0.00 0.0002 -0.0000
US3128L7L967 / FED HM LN PC POOL A73952 FG 02/38 FIXED 5 0.00 -20.00 0.0002 -0.0001
US31414NBW39 / FNMA POOL 970853 FN 12/38 FIXED 6 0.00 -20.00 0.0002 -0.0000
US31400RKV23 / Fannie Mae Pool 0.00 -33.33 0.0002 -0.0001
US36176R7H96 / GNMA POOL 774296 GN 03/42 FIXED 5 0.00 0.00 0.0002 -0.0000
US02146YAC03 / Alternative Loan Trust 2006-OA9 0.00 0.00 0.0002 -0.0000
US3128L9KD44 / FED HM LN PC POOL A75692 FG 04/38 FIXED 5 0.00 0.00 0.0002 -0.0000
US31412NX351 / Fannie Mae Pool 0.00 -20.00 0.0002 -0.0000
US36228FD453 / GSR MORTGAGE LOAN TRUST GSR 2004 4 2A2 0.00 0.00 0.0002 -0.0000
US59020UVJ14 / Merrill Lynch Mortgage Investors Trust, Series 2005-1, Class 2A2 0.00 0.00 0.0002 -0.0000
XS0290416527 / EUROHOME UK MORTGAGES PLC EHMU 2007 1 A REGS 0.00 -20.00 0.0002 -0.0000
US05948XT270 / Banc of America Mortgage Trust, Series 2004-A, Class 2A2 0.00 0.00 0.0002 -0.0000
US12669GJB86 / CHL Mortgage Pass-Through Trust 2004-29 0.00 -20.00 0.0002 -0.0000
US36241KUL06 / Government National Mortgage Association 0.00 0.00 0.0002 -0.0000
US57563NAA63 / MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY SER 2008-1 CL A1 V/R 2.88963000 0.00 0.00 0.0002 -0.0000
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0.00 0.0002 0.0002
US3140H1FV73 / Federal National Mortgage Association, Inc. 0.00 0.00 0.0002 -0.0000
US3140H3ZT63 / FNMA POOL BJ2553 FN 12/47 FIXED 3.5 0.00 0.00 0.0002 -0.0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.00 0.0002 0.0002
US12668AN276 / Alternative Loan Trust 2005-69 0.00 0.00 0.0002 -0.0000
US31404RUM77 / FANNIE MAE 3.478% 03/01/2034 FNMA ARM 0.00 0.00 0.0002 -0.0000
US05949AZE36 / BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 L 2A1 0.00 0.00 0.0002 -0.0000
US12668AVL69 / Alternative Loan Trust, Series 2005-61, Class 1A1 0.00 0.00 0.0002 -0.0000
US31411XMC64 / Fannie Mae Pool 0.00 0.00 0.0002 -0.0000
US36296YP307 / GNMA POOL 705242 GN 08/39 FIXED 5 0.00 0.00 0.0002 -0.0000
BNP PARIBAS SNR SE ICE / DCR (EZ7F30D5N508) 0.00 -20.00 0.0002 -0.0001
BNP PARIBAS SNR SE ICE / DCR (EZ7F30D5N508) 0.00 -20.00 0.0002 -0.0001
US3140GYGZ67 / Federal National Mortgage Association 0.00 0.00 0.0002 -0.0000
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.00 0.0002 0.0002
US41162GAA04 / HarborView Mortgage Loan Trust 2006-11 0.00 0.00 0.0002 -0.0000
US07384MR877 / Bear Stearns ARM Trust 2004-3 0.00 -25.00 0.0002 -0.0000
IRS EUR 2.39000 10/01/24-10Y LCH / DIR (EZHK1QM5FKM1) 0.00 -86.96 0.0002 -0.0009
US31416CKF22 / Fannie Mae Pool 0.00 -25.00 0.0002 -0.0000
US3138XQQC81 / FNMA POOL AW1350 FN 02/44 FIXED 4.5 0.00 0.00 0.0002 -0.0000
US31412PWN76 / FNMA POOL 931353 FN 06/39 FIXED 5.5 0.00 0.00 0.0002 -0.0000
US31398NWE02 / FANNIE MAE FNR 2010 111 FC 0.00 0.00 0.0002 -0.0000
US31411E3U97 / FNMA POOL 906311 FN 01/37 FIXED 6 0.00 0.00 0.0002 -0.0000
US576433UM63 / MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 3A7 0.00 0.00 0.0002 -0.0000
US31411W4N48 / FANNIE MAE POOL FN 917129 0.00 0.00 0.0002 -0.0000
US3140H5LQ29 / FNMA POOL BJ3934 FN 12/47 FIXED 3.5 0.00 0.00 0.0002 -0.0000
US36296DP285 / Ginnie Mae I Pool 0.00 0.00 0.0002 -0.0000
US31396PWK38 / FANNIE MAE FNR 2007 15 AI 0.00 0.00 0.0002 -0.0000
US64352VHW46 / New Century Home Equity Loan Trust, Series 2004-3, Class M2 0.00 -88.89 0.0002 -0.0011
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0.00 0.0002 0.0002
US16162WPX10 / Chase Mortgage Finance Trust, Series 2005-A2, Class 1A3 0.00 0.00 0.0002 -0.0000
US36200MTF04 / Ginnie Mae I Pool 0.00 0.00 0.0002 -0.0000
US31412DLU09 / FNMA POOL 922039 FN 02/37 FIXED 5.5 0.00 0.00 0.0002 -0.0000
US05950PAU75 / Banc of America Funding 2006-H Trust 0.00 0.00 0.0002 -0.0000
US36241LVF02 / Ginnie Mae I Pool 0.00 0.00 0.0002 -0.0000
BOUGHT PEN SOLD USD 20250711 / DFE (000000000) 0.00 0.0002 0.0002
US31397BJY83 / FREDDIE MAC FHR 3218 SA 0.00 0.00 0.0002 -0.0000
US07386HYW59 / BEAR STEARNS ALT A TRUST BALTA 2005 10 11A1 0.00 0.00 0.0002 -0.0000
US3128KKZG71 / FED HM LN PC POOL A57043 FG 02/37 FIXED 5 0.00 0.00 0.0002 -0.0000
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US31416JAW18 / Fannie Mae Pool 0.00 0.00 0.0001 -0.0000
US86360JAN19 / Structured Asset Mortgage Investments II Trust 2006-AR5 0.00 0.00 0.0001 -0.0000
US268668BD18 / EMC MORTGAGE LOAN TRUST EMCM 2002 B A1 144A 0.00 0.00 0.0001 -0.0000
US31396WTU08 / Fannie Mae REMICS 0.00 0.00 0.0001 -0.0000
US31410GNL31 / FNCL UMBS 5.5 888795 11-01-36 0.00 0.00 0.0001 -0.0000
US3138AE2F95 / FNMA POOL AI1673 FN 06/41 FIXED 4.5 0.00 0.00 0.0001 -0.0000
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0.00 0.0001 0.0001
US05949AHA16 / Banc of America Mortgage 2004-E Trust 0.00 0.00 0.0001 -0.0000
US92922F5U86 / WaMu Mortgage Pass-Through Certificates Series 2005-AR15 Trust 0.00 0.00 0.0001 -0.0000
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0.00 0.0001 0.0001
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0.00 0.0001 0.0001
US31403CQ795 / FNMA POOL 744878 FN 11/33 FIXED 5.5 0.00 0.00 0.0001 -0.0000
US362341WZ88 / GSR MORTGAGE LOAN TRUST 0.00 0.00 0.0001 -0.0000
US31414CJM10 / FNMA POOL 962068 FN 03/38 FIXED 6 0.00 0.00 0.0001 -0.0000
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0.00 0.0001 0.0001
US3128K95C43 / FED HM LN PC POOL A48943 FG 05/36 FIXED 5.5 0.00 0.00 0.0001 -0.0000
US31396PT920 / FANNIE MAE FNR 2007 22 SW 0.00 0.00 0.0001 -0.0000
US86359SAD62 / Structured Asset Securities Corp. Mortgage Loan Trust, Series 2006-BC5, Class A4 0.00 -66.67 0.0001 -0.0002
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0.00 0.0001 0.0001
US3620AC6N92 / GNMA POOL 726377 GN 10/39 FIXED 5 0.00 0.00 0.0001 -0.0000
US86361KAC18 / STRUCTURED ASSET INVESTMENT LO SAIL 2006 BNC3 A3 0.00 -33.33 0.0001 -0.0001
US3140H6CT42 / Fannie Mae Pool 0.00 0.00 0.0001 -0.0000
US3620AC3Y84 / GNMA POOL 726315 GN 09/39 FIXED 5 0.00 0.00 0.0001 -0.0000
US12667G6K42 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 45 2A1 0.00 0.00 0.0001 -0.0000
US3128M4QW63 / FED HM LN PC POOL G02869 FG 11/35 FIXED 5 0.00 0.00 0.0001 -0.0000
IRS EUR 2.55000 04/16/25-10Y LCH / DIR (EZ15F0SX71M6) 0.00 0.0001 0.0001
US36210B4E28 / Ginnie Mae I Pool 0.00 0.00 0.0001 -0.0000
US31414NEZ33 / FNMA POOL 970952 FN 12/38 FIXED 6 0.00 0.00 0.0001 -0.0000
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0.00 0.0001 0.0001
US07387AGZ21 / Bear Stearns Adjustable Rate Mortgage Trust, Series 2006-1, Class A1 0.00 0.00 0.0001 -0.0000
US073875AA49 / BEAR STEARNS ALT A TRUST BALTA 2006 7 1A1 0.00 0.00 0.0001 -0.0000
US05949A6C95 / Banc of America Mortgage Securities, Inc. 0.00 0.00 0.0001 -0.0000
US31371NDS18 / Fannie Mae Pool 0.00 -33.33 0.0001 -0.0000
US31414G3K31 / FNMA POOL 966202 FN 12/37 FIXED 6 0.00 0.00 0.0001 -0.0000
US23332UEM27 / DSLA Mortgage Loan Trust, Series 2005-AR4, Class 2A1A 0.00 0.00 0.0001 -0.0000
US126694S412 / COUNTRYWIDE ALTERNATIVE LOAN TRUST 0.00 0.00 0.0001 -0.0000
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0.00 0.0001 0.0001
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0.00 0.0001 0.0001
US31371NJ630 / Fannie Mae Pool 0.00 0.00 0.0001 -0.0000
US36291TUF38 / GNMA POOL 637882 GN 04/35 FIXED 5 0.00 0.00 0.0001 -0.0000
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0.00 0.0001 0.0001
US3128M7E441 / FGOLD 30YR GIANT 0.00 0.00 0.0001 -0.0000
US31393BX754 / Fannie Mae Trust 2003-W6 0.00 0.00 0.0001 -0.0000
US07389NAA37 / Bear Stearns Asset Backed Securities Trust 2006-SD4 0.00 0.00 0.0001 -0.0000
US3128L5HY06 / Freddie Mac Gold Pool 0.00 0.00 0.0001 -0.0000
US751151AQ47 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS12 2A11 0.00 0.00 0.0001 -0.0000
IRS EUR 2.61000 03/24/25-10Y LCH / DIR (EZPS73SKDR02) 0.00 -166.67 0.0001 0.0003
IRS EUR 2.61000 03/24/25-10Y LCH / DIR (EZPS73SKDR02) 0.00 -166.67 0.0001 0.0003
US31417VAP85 / FNMA POOL AC8113 FN 01/36 FIXED 5.5 0.00 0.00 0.0001 -0.0000
US31416VGE83 / FNMA POOL AB0196 FN 02/39 FIXED 5.5 0.00 0.00 0.0001 -0.0000
MORGAN STANLEY SNR S* ICE / DCR (EZ95R0LYJLM3) 0.00 0.0001 0.0001
MORGAN STANLEY SNR S* ICE / DCR (EZ95R0LYJLM3) 0.00 0.0001 0.0001
US3620A6DC87 / Government National Mortgage Association 0.00 0.00 0.0001 -0.0000
US46630PAE51 / JP MORGAN MORTGAGE TRUST JPMMT 2007 A2 2A1 0.00 0.00 0.0001 -0.0000
US83162CRR69 / UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2008-20C 1 0.00 0.00 0.0001 -0.0000
US36297KH871 / GNMA POOL 714055 GN 05/39 FIXED 5 0.00 0.00 0.0001 -0.0000
US31417YAY32 / Fannie Mae Pool 0.00 0.00 0.0001 -0.0000
US36296QL310 / GNMA 5.00% 3/39 #697946 0.00 0.00 0.0001 -0.0000
US61749LAP67 / MORGAN STANLEY MORTGAGE LOAN TRUST 2006-8AR 0.00 0.00 0.0001 -0.0000
US589929R265 / Merrill Lynch Mortgage Investors Trust MLMI Series 2003-A3 0.00 0.00 0.0001 -0.0000
US94984GAD97 / WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR12 2A1 0.00 0.00 0.0001 -0.0000
US45660LUD99 / IndyMac INDX Mortgage Loan Trust 2005-AR16IP 0.00 0.00 0.0001 -0.0000
US3138EKRF45 / FNMA POOL AL3185 FN 02/39 FIXED VAR 0.00 0.00 0.0001 -0.0000
US3138EHPD85 / FNMA 30YR 0.00 0.00 0.0001 -0.0000
US36296XUD47 / Ginnie Mae I Pool 0.00 0.00 0.0001 -0.0000
US31394V6K15 / FANNIE MAE FNR 2006 16 SM 0.00 0.00 0.0001 -0.0000
US36296QPK93 / Ginnie Mae I Pool 0.00 0.00 0.0001 -0.0000
US36295WJ736 / GNMA POOL 682586 GN 04/38 FIXED 5 0.00 0.00 0.0001 -0.0000
US12668AKQ75 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 53T2 2A2 0.00 0.00 0.0001 -0.0000
US94984UAE64 / WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA4 2A1 0.00 0.00 0.0001 -0.0000
US83162CSN47 / United States Small Business Administration 0.00 0.00 0.0001 -0.0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.00 0.0001 0.0001
US31410WML99 / FNMA POOL 899563 FN 06/37 FIXED 6 0.00 0.00 0.0001 -0.0000
US05952EAA47 / BANC OF AMERICA FUNDING CORPOR BAFC 2007 B A1 0.00 0.00 0.0001 -0.0000
US3138AHS809 / FNMA POOL AI4142 FN 06/41 FIXED 4.5 0.00 0.00 0.0001 -0.0000
US31371NSV81 / FANNIE MAE 5.00% 03/01/2028 FNMA 30 0.00 0.00 0.0001 -0.0000
US3128M4WK51 / Freddie Mac Gold Pool 0.00 0.00 0.0001 -0.0000
US31396PMQ18 / FANNIE MAE FNR 2007 4 SL 0.00 -50.00 0.0001 -0.0000
US31411HND88 / FNMA POOL 908588 FN 02/37 FIXED 6 0.00 -50.00 0.0001 -0.0000
US36296Q6V63 / GNMA POOL 698484 GN 08/39 FIXED 5 0.00 0.00 0.0001 -0.0000
US3129296L18 / Freddie Mac Gold Pool 0.00 0.00 0.0001 -0.0000
US36241LJB36 / Ginnie Mae I Pool 0.00 0.00 0.0001 -0.0000
US36200JJZ49 / GOVT NATL MORTG ASSN 5.00% 12/15/2035 GNMA SF 0.00 0.00 0.0001 -0.0000
US31403DSK62 / FNMA POOL 745822 FN 09/36 FIXED VAR 0.00 0.00 0.0001 -0.0000
US3128M7EX06 / Freddie Mac Gold Pool 0.00 0.00 0.0001 -0.0000
US31416CD290 / FNMA POOL 995721 FN 03/39 FIXED VAR 0.00 0.00 0.0001 -0.0000
US863579JG47 / Structured Adjustable Rate Mortgage Loan Trust 0.00 0.00 0.0001 -0.0000
US86359LRW18 / STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A1A 0.00 0.00 0.0001 -0.0000
US07384MXB35 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 6 2A1 0.00 0.00 0.0001 -0.0000
US31407EYE75 / Fannie Mae Pool 0.00 0.00 0.0001 -0.0000
US31407PFB94 / Fannie Mae Pool 0.00 0.00 0.0001 -0.0000
US3138A5WG35 / FNMA POOL AH4246 FN 04/41 FIXED 4.5 0.00 0.00 0.0001 -0.0000
US126673J373 / ENCORE CREDIT RECEIVABLES TRUS ECR 2005 2 M3 0.00 -80.00 0.0001 -0.0002
US31396LT267 / FNMA, REMIC, Series 2006-115, Class ES 0.00 0.00 0.0001 -0.0000
US31395A3J20 / Freddie Mac Structured Pass-Through Certificates 0.00 0.00 0.0001 -0.0000
US31400JR505 / FNMA POOL 689108 FN 02/33 FIXED 5.5 0.00 0.00 0.0001 -0.0000
US36176DEZ24 / GINNIE MAE I POOL GN 762752 0.00 0.00 0.0001 -0.0000
US31403DDX49 / Fannie Mae Pool 0.00 0.00 0.0001 -0.0000
US31417YM954 / FNMA POOL MA0383 FN 04/30 FIXED 4.5 0.00 0.00 0.0001 -0.0000
US12544VCN73 / CWHL 2007-5 A51 0.00 0.00 0.0001 -0.0000
US3138ADYY53 / FNMA POOL AI0726 FN 04/41 FIXED 4.5 0.00 -50.00 0.0001 -0.0001
US31403LUQ21 / FNMA POOL 752191 FN 11/33 FIXED 5.5 0.00 0.00 0.0001 -0.0000
US46628BBC37 / JP MORGAN MORTGAGE TRUST JPMMT 2006 A6 3A1 0.00 0.00 0.0001 -0.0000
BOUGHT NOK SOLD USD 20250702 / DFE (000000000) 0.00 0.0001 0.0001
US31398FR459 / FANNIE MAE FNR 2009 87 HS 0.00 0.00 0.0001 -0.0000
US3128M5BY59 / FED HM LN PC POOL G03355 FG 08/37 FIXED 5 0.00 0.00 0.0001 -0.0000
US126670LE60 / CHL Mortgage Pass-Through Trust 2005-HYB9 0.00 0.00 0.0001 -0.0000
US31411WA311 / FNMA POOL 916326 FN 04/37 FIXED 6 0.00 0.00 0.0001 -0.0000
US31406TGE55 / Fannie Mae Pool 0.00 0.00 0.0001 -0.0000
US45670CAA53 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR7 1A1 0.00 0.00 0.0001 -0.0000
US31403DGZ69 / Fannie Mae Pool 0.00 0.00 0.0001 -0.0000
US36296X3G79 / GNMA POOL 704699 GN 09/39 FIXED 5 0.00 0.00 0.0001 -0.0000
US3620AVQ470 / GNMA POOL 741275 GN 05/40 FIXED 5 0.00 0.00 0.0001 -0.0000
US31407FD649 / FNMA POOL 829125 FN 10/35 FIXED 5.5 0.00 0.00 0.0001 -0.0000
US3128LBC556 / FED HM LN PC POOL A77292 FG 04/38 FIXED 5 0.00 0.00 0.0001 -0.0000
US31410GRN50 / Fannie Mae Pool 0.00 0.00 0.0001 -0.0000
US3128M6QV39 / Freddie Mac Gold Pool 0.00 0.00 0.0001 -0.0000
US31371M7M35 / FNMA POOL 256600 FN 02/27 FIXED 5.5 0.00 0.00 0.0001 -0.0000
US3128M7HT66 / Freddie Mac Gold Pool 0.00 0.00 0.0001 -0.0000
US3140HAQL76 / FNMA POOL BJ8558 FN 03/48 FIXED 3.5 0.00 0.00 0.0001 -0.0000
US86359LEV71 / Structured Asset Mortgage Investments II Trust 2004-AR6 0.00 0.00 0.0001 -0.0000
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US16162WPB99 / Chase Mortgage Finance Trust 0.00 0.00 0.0001 -0.0000
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BOUGHT PEN SOLD USD 20250917 / DFE (000000000) 0.00 0.0001 0.0001
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US31410F3J26 / FNMA POOL 888301 FN 09/36 FIXED VAR 0.00 0.00 0.0001 -0.0000
US31397H6P87 / FREDDIE MAC REMICS FHR 3311 FN 0.00 0.00 0.0001 -0.0000
US31371MR908 / Fannie Mae Pool 0.00 0.00 0.0001 -0.0000
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OIS MXN TIIE1/7.76000 04/09/25-4Y* CME / DIR (EZ8RRKWFNPF8) 0.00 0.0001 0.0001
OIS MXN TIIE1/7.76000 04/09/25-4Y* CME / DIR (EZ8RRKWFNPF8) 0.00 0.0001 0.0001
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US36296P6L00 / GNMA POOL 697575 GN 11/38 FIXED 5 0.00 0.00 0.0001 -0.0000
US3128P7MZ31 / FED HM LN PC POOL C91276 FG 11/29 FIXED 5 0.00 0.00 0.0001 -0.0000
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US3138EHXA54 / FNMA POOL AL1572 FN 09/36 FIXED VAR 0.00 0.00 0.0001 -0.0000
US3138A5W654 / FNMA POOL AH4268 FN 04/41 FIXED 4.5 0.00 0.00 0.0001 -0.0000
US3128M6JM13 / FREDDIE MAC GOLD POOL FG G04468 0.00 0.00 0.0001 -0.0000
US3128M75R30 / Freddie Mac Gold Pool 0.00 0.00 0.0001 -0.0000
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US36176R7B27 / GNMA POOL 774290 GN 02/42 FIXED 5 0.00 0.00 0.0000 -0.0000
US3128M6SU38 / Freddie Mac Gold Pool 0.00 0.00 0.0000 -0.0000
ROLLS-ROYCE PLC SNR SE ICE / DCR (EZ6TZSNBRC59) 0.00 0.0000 0.0000
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US3128P7NZ22 / Federal Home Loan Mortgage Corporation 0.00 0.00 0.0000 -0.0000
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US31371M5N36 / Fannie Mae Pool 0.00 0.00 0.0000 -0.0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.00 0.0000 0.0000
US36296QZD41 / Ginnie Mae I Pool 0.00 0.00 0.0000 -0.0000
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0.00 0.0000 0.0000
SOLD INR BOUGHT USD 20250820 / DFE (000000000) 0.00 0.0000 0.0000
SOLD INR BOUGHT USD 20250820 / DFE (000000000) 0.00 0.0000 0.0000
US362341FR55 / GSR Mortgage Loan Trust, Series 2005-AR, Class 6A1 0.00 0.0000 -0.0000
US31418PS221 / FNMA POOL AD2336 FN 02/40 FIXED 4.5 0.00 0.0000 -0.0000
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) 0.00 0.0000 0.0000
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BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0.00 0.0000 0.0000
US3620C0WE43 / GNMA POOL 745045 GN 11/39 FIXED 5 0.00 0.0000 -0.0000
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US31396VCB27 / Fannie Mae REMICS 0.00 0.0000 -0.0000
US3138EGSP06 / FNMA POOL AL0525 FN 04/37 FIXED VAR 0.00 0.0000 -0.0000
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US36296DK237 / GNMA POOL 688013 GN 10/38 FIXED 5 0.00 0.0000 -0.0000
US3128M6WG97 / FHLMC 0.00 0.0000 -0.0000
US36297HN875 / Ginnie Mae I Pool 0.00 0.0000 -0.0000
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US31403C6S57 / UMBS, 30 Year 0.00 0.0000 -0.0000
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US07384MTM46 / Bear Stearns ARM Trust 2003-1 0.00 0.0000 -0.0000
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US3128K9RM89 / FED HM LN PC POOL A48592 FG 03/36 FIXED 6 0.00 0.0000 -0.0000
US36212TA538 / GNMA POOL 542828 GN 06/35 FIXED 5 0.00 0.0000 -0.0000
US07384M2E17 / Bear Stearns ARM Trust 2004-1 0.00 0.0000 -0.0000
BOUGHT PEN SOLD USD 20250707 / DFE (000000000) 0.00 0.0000 0.0000
BOUGHT PEN SOLD USD 20250707 / DFE (000000000) 0.00 0.0000 0.0000
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US3128M6JE96 / FED HM LN PC POOL G04461 FG 07/38 FIXED 5 0.00 0.0000 -0.0000
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BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.00 0.0000 0.0000
BOUGHT IDR SOLD USD 20250714 / DFE (000000000) 0.00 0.0000 0.0000
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US31371NMK80 / UMBS, 20 Year 0.00 0.0000 -0.0000
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US07386HSY89 / Bear Stearns ALT-A Trust 2005-4 0.00 0.0000 -0.0000
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US3128P7JU80 / FEDERAL HOME LOAN MORTGAGE CORP 5.00% 05/01/2028 FHLMC G30 0.00 0.0000 -0.0000
US31409XPU71 / FNMA POOL 881635 FN 02/36 FIXED 5.5 0.00 0.0000 -0.0000
BOUGHT KRW SOLD USD 20250708 / DFE (000000000) 0.00 0.0000 0.0000
BOUGHT KRW SOLD USD 20250708 / DFE (000000000) 0.00 0.0000 0.0000
US3128KKPP80 / FED HM LN PC POOL A56730 FG 01/37 FIXED 5 0.00 0.0000 -0.0000
US3138AAS937 / FNMA POOL AH8643 FN 04/41 FIXED 4.5 0.00 0.0000 -0.0000
US12669GPR64 / CHL Mortgage Pass-Through Trust 2005-2 0.00 0.0000 -0.0000
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0.00 0.0000 0.0000
US31419FVG89 / Fannie Mae Pool 0.00 0.0000 -0.0000
US31371N7L34 / FNMA POOL 257499 FN 12/28 FIXED 5.5 0.00 0.0000 -0.0000
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US31410GPA57 / FNMA 5.50% 8/37 #888817 0.00 0.0000 -0.0000
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BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0.00 0.0000 0.0000
US31396NH417 / FREDDIE MAC FHR 3136 NS 0.00 0.0000 -0.0000
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US36295L3X75 / GNMA POOL 674114 GN 06/38 FIXED 5 0.00 0.0000 -0.0000
BOUGHT KRW SOLD USD 20250716 / DFE (000000000) 0.00 0.0000 0.0000
BOUGHT KRW SOLD USD 20250716 / DFE (000000000) 0.00 0.0000 0.0000
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BOUGHT IDR SOLD USD 20250714 / DFE (000000000) 0.00 0.0000 0.0000
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BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0.00 0.0000 0.0000
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US585525EN47 / MRFC Mortgage Pass-Through Trust Series 2000-TBC3 0.00 0.0000 -0.0000
US32051GGD16 / First Horizon Alternative Mortgage Securities Trust 2005-AA1 0.00 0.0000 -0.0000
US31413NGG43 / FNMA POOL 950299 FN 08/37 FIXED 5.5 0.00 0.0000 -0.0000
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US939336X409 / WaMu Mortgage Pass-Through Certificates Series 2005-AR1 Trust 0.00 0.0000 -0.0000
US3128M4AK99 / FED HM LN PC POOL G02410 FG 01/36 FIXED 5 0.00 0.0000 -0.0000
US31406TQU87 / Federal National Mortgage Association 0.00 0.0000 -0.0000
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SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0.00 0.0000 0.0000
US3138EDMB43 / FNMA 30YR 4.5% 04/01/2042#AK8453 0.00 0.0000 -0.0000
US3138AKTT66 / FNMA POOL AI5961 FN 06/26 FIXED 4 0.00 0.0000 -0.0000
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US3138ABDP10 / FNMA POOL AH9109 FN 04/41 FIXED 4.5 0.00 0.0000 -0.0000
US31395HHV50 / Freddie Mac Structured Pass-Through Certificates 0.00 0.0000 -0.0000
US31404V6A14 / FNMA POOL 780365 FN 06/34 FLOATING VAR 0.00 0.0000 -0.0000
US31371NSN65 / FANNIE MAE POOL UMBS P#257125 5.50000000 0.00 0.0000 -0.0000
US36295QN557 / GNMA POOL 677312 GN 09/38 FIXED 5 0.00 0.0000 -0.0000
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US3138AHGU48 / FNMA POOL AI3810 FN 06/41 FIXED 4.5 0.00 0.0000 -0.0000
US31371NLG87 / FNMA POOL 256927 FN 10/27 FIXED 5.5 0.00 0.0000 -0.0000
US3128JRGY60 / Freddie Mac Non Gold Pool 0.00 0.0000 -0.0000
US31402RTS84 / FNMA POOL 735961 FN 09/35 FLOATING VAR 0.00 0.0000 -0.0000
US3138LT4L90 / FNMA POOL AO3526 FN 04/39 FIXED 4.5 0.00 0.0000 -0.0000
US3128CUM299 / FED HM LN PC POOL G30377 FG 12/27 FIXED 6 0.00 0.0000 -0.0000
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US3138ANY565 / FNMA POOL AI8831 FN 08/41 FIXED 4.5 0.00 0.0000 -0.0000
US31416VGN82 / FNMA 30YR 5.5% 12/01/2038#AB0204 0.00 0.0000 -0.0000
US3128KGF865 / FED HM LN PC POOL A53791 FG 11/36 FIXED 5 0.00 0.0000 -0.0000
US31409T6S25 / FNMA POOL 878481 FN 02/36 FIXED 6 0.00 0.0000 -0.0000
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US92922FD213 / WAMU_05-AR2 0.00 0.0000 -0.0000
US22541QCT76 / Credit Suisse First Boston Mortgage Securities Corp 0.00 0.0000 -0.0000
US31406J3J00 / Fannie Mae Pool 0.00 0.0000 -0.0000
US86359BGG05 / Structured Adjustable Rate Mortgage Loan Trust, Series 2004-1, Class 4A2 0.00 0.0000 -0.0000
US06051GAX79 / Banc of America Funding 2004-A Trust 0.00 0.0000 -0.0000
BOUGHT THB SOLD USD 20250716 / DFE (000000000) 0.00 0.0000 0.0000
BOUGHT THB SOLD USD 20250716 / DFE (000000000) 0.00 0.0000 0.0000
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US3138EG4G65 / Fannie Mae Pool 0.00 0.0000 -0.0000
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US31419AR660 / Fannie Mae Pool 0.00 0.0000 -0.0000
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US31371NQJ71 / Fannie Mae Pool 0.00 0.0000 -0.0000
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) 0.00 0.0000 0.0000
US3128M7KV75 / Freddie Mac Gold Pool 0.00 0.0000 -0.0000
US31403NVY02 / FNMA POOL 754031 FN 12/33 FLOATING VAR 0.00 0.0000 -0.0000
US36297GKW95 / GNMA POOL 711409 GN 05/39 FIXED 5 0.00 0.0000 -0.0000
US31371KVF55 / Fannie Mae Pool 0.00 0.0000 -0.0000
US31371MLW54 / FNMA POOL 256041 FN 12/25 FIXED 5.5 0.00 0.0000 -0.0000
US86359B7K13 / Structured Asset Securities Corp Mortgage Loan Trust 2005-7XS 0.00 0.0000 -0.0000
US31418PCG81 / FNMA POOL AD1870 FN 08/40 FIXED 4.5 0.00 0.0000 -0.0000
US31371NU371 / Fannie Mae Pool 0.00 0.0000 -0.0000
US00442BAB71 / ACE SECURITIES CORP. ACE 2006 HE4 A2A 0.00 0.0000 -0.0000
US31418YC201 / FNMA POOL AD9988 FN 09/40 FIXED 4.5 0.00 0.0000 -0.0000
US23332UBF03 / DSLA Mortgage Loan Trust 2004-AR3 0.00 0.0000 -0.0000
US31402RN628 / FANNIE MAE 3.454% 07/01/2035 FNMA ARM 0.00 0.0000 -0.0000
US31410VVX53 / FNMA POOL 898930 FN 08/36 FIXED 6 0.00 0.0000 -0.0000
US07384M4E98 / BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004 0.00 0.0000 -0.0000
US31410KHH05 / FNMA POOL 889532 FN 04/38 FIXED VAR 0.00 0.0000 -0.0000
US3128NHK362 / Freddie Mac Non Gold Pool 0.00 0.0000 -0.0000
US3128CULV68 / FED HM LN PC POOL G30340 FG 08/27 FIXED 6 0.00 0.0000 -0.0000
US31411DAE94 / FNMA POOL 904605 FN 11/36 FIXED 6 0.00 0.0000 -0.0000
US3128LAFY17 / Freddie Mac Gold Pool 0.00 0.0000 -0.0000
US31407MWT88 / FNMA POOL 835058 FN 06/35 FLOATING VAR 0.00 0.0000 -0.0000
US31403C5S66 / Fannie Mae Pool 0.00 0.0000 -0.0000
US31371M7L51 / FNMA POOL 256599 FN 02/27 FIXED 5 0.00 0.0000 -0.0000
US3138A5VU38 / FNMA POOL AH4226 FN 03/41 FIXED 4.5 0.00 0.0000 -0.0000
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US3138A8BH85 / FNMA POOL AH6339 FN 04/41 FIXED 4.5 0.00 0.0000 -0.0000
US31412SD287 / FNMA POOL 933121 FN 01/38 FIXED 5.5 0.00 0.0000 -0.0000
US36295P6T46 / GNMA POOL 676882 GN 03/38 FIXED 5 0.00 0.0000 -0.0000
US3128M7KW58 / FHLMC 0.00 0.0000 -0.0000
US31407FYD67 / FANNIE MAE 4.392% 06/01/2035 FNMA ARM 0.00 0.0000 -0.0000
US31371NDU63 / FNMA POOL 256715 FN 05/27 FIXED 6 0.00 0.0000 -0.0000
BOUGHT IDR SOLD USD 20250714 / DFE (000000000) 0.00 0.0000 0.0000
US31371NU520 / Fannie Mae Pool 0.00 0.0000 -0.0000
US31407YNU90 / FNMA POOL 844703 FN 12/35 FIXED 5.5 0.00 0.0000 -0.0000
US36296QRU57 / Ginnie Mae I Pool 0.00 0.0000 -0.0000
US36296GTL58 / GNMA POOL 690955 GN 06/38 FIXED 5 0.00 0.0000 -0.0000
US466247LZ44 / JP MORGAN MORTGAGE TRUST 2005-A1 SER 2005-A1 CL 6T1 V/R REGD 4.64499200 0.00 0.0000 -0.0000
US31371MQE02 / FANNIE MAE POOL UMBS P#256153 5.50000000 0.00 0.0000 -0.0000
US3128L1PU87 / FED HM LN PC POOL A69435 FG 12/37 FIXED 6 0.00 0.0000 -0.0000
US31415VK610 / FNMA POOL 990517 FN 09/38 FIXED 6 0.00 0.0000 -0.0000
BOUGHT TRY SOLD USD 20250701 / DFE (000000000) 0.00 0.0000 0.0000
US31407T7L82 / FNMA POOL 840699 FN 09/35 FIXED 5.5 0.00 0.0000 -0.0000
US12669GHG91 / COUNTRYWIDE HOME LOANS CWHL 2004 HYB9 1A1 0.00 0.0000 -0.0000
US31371PCL22 / FNMA POOL 257575 FN 01/29 FIXED 5 0.00 0.0000 -0.0000
US31412QPU75 / FNMA POOL 932035 FN 03/38 FIXED 6 0.00 0.0000 -0.0000
US31292JH788 / FED HM LN PC POOL C02054 FG 01/35 FIXED 5.5 0.00 0.0000 -0.0000
US31410V6F24 / FNMA POOL 899170 FN 02/37 FIXED 5.5 0.00 0.0000 -0.0000
US31402C7G11 / FANNIE MAE 3.503% 02/01/2034 FAR FNARM 0.00 0.0000 -0.0000
US31409ADU07 / FNMA POOL 865115 FN 02/36 FIXED 5.5 0.00 0.0000 -0.0000
US07384M3D25 / BEAR STEARNS ARM TRUST 2004-9 BSARM 2004-9 22A1 0.00 0.0000 -0.0000
US31415YMN66 / FNMA POOL 993265 FN 05/39 FIXED 4.5 0.00 0.0000 -0.0000
US31297SRD98 / FED HM LN PC POOL A36784 FG 09/35 FIXED 5 0.00 0.0000 -0.0000
US31401XVM63 / Fannie Mae Pool 0.00 0.0000 -0.0000
US12667GTQ63 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 26CB A4 0.00 0.0000 -0.0000
US31371MZM27 / FNMA POOL 256448 FN 10/26 FIXED 6 0.00 0.0000 -0.0000
US3128K8Q254 / FED HM LN PC POOL A47673 FG 11/35 FIXED 5 0.00 0.0000 -0.0000
US3623413A52 / GSAMP TRUST GSAMP 2006 S1 A2A 0.00 0.0000 -0.0000
BOUGHT IDR SOLD USD 20250714 / DFE (000000000) 0.00 0.0000 0.0000
BOUGHT IDR SOLD USD 20250714 / DFE (000000000) 0.00 0.0000 0.0000
US31371NAA37 / FNMA POOL 256601 FN 02/27 FIXED 6 0.00 0.0000 -0.0000
US31410XBB10 / FNMA POOL 900134 FN 09/36 FIXED 6 0.00 0.0000 -0.0000
SOLD TWD BOUGHT USD 20250703 / DFE (000000000) 0.00 0.0000 0.0000
US31416JMP39 / FNMA POOL AA1265 FN 08/33 FIXED 4.5 0.00 0.0000 -0.0000
US31404U4Y36 / FNMA POOL 779439 FN 06/34 FIXED 5.5 0.00 0.0000 -0.0000
US31371MQC46 / 30 YR SINGLE FAMILY MBS 0.00 0.0000 -0.0000
US31412NBF24 / Fannie Mae Pool 0.00 0.0000 -0.0000
US31371MPJ08 / FANNIE MAE 5.00% 01/01/2026 FNMA 30 0.00 0.0000 -0.0000
US31371MKF31 / Federal National Mortgage Association Pool #255994 0.00 0.0000 -0.0000
US31407NQC01 / Fannie Mae Pool 0.00 0.0000 -0.0000
US36295NCQ88 / GNMA POOL 675179 GN 03/38 FIXED 5 0.00 0.0000 -0.0000
US31407W4J91 / FNMA POOL 843325 FN 10/35 FIXED 5.5 0.00 0.0000 -0.0000
US3128JREM41 / FED HM LN PC POOL 847340 FH 11/34 FLOATING VAR 0.00 0.0000 -0.0000
US31371NTU99 / Fannie Mae Pool 0.00 0.0000 -0.0000
US31403VDD82 / FNMA POOL 758900 FN 12/33 FLOATING VAR 0.00 0.0000 -0.0000
US31407BXK06 / FNMA POOL 826082 FN 07/35 FLOATING VAR 0.00 0.0000 -0.0000
US31415TFV70 / Fannie Mae Pool 0.00 0.0000 -0.0000
US36296B2K70 / GNMA POOL 686678 GN 05/38 FIXED 5 0.00 0.0000 -0.0000
US31402X4D54 / FNMA POOL 741620 FN 10/33 FIXED 5.5 0.00 0.0000 -0.0000
US31409JUL24 / FNMA POOL 872787 FN 06/36 FIXED 5.5 0.00 0.0000 -0.0000
US31376KHQ22 / FNMA POOL 357639 FN 11/34 FIXED 5.5 0.00 0.0000 -0.0000
US31407YHH53 / FNMA POOL 844532 FN 11/35 FLOATING VAR 0.00 0.0000 -0.0000
US31407ADE82 / Fannie Mae Pool 0.00 0.0000 -0.0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.00 0.0000 0.0000
US31390WZK16 / FNMA POOL 658746 FN 08/36 FIXED 6 0.00 0.0000 -0.0000
US31371MRS88 / FNMA POOL 256197 FN 04/36 FIXED 6 0.00 0.0000 -0.0000
US31410NVD73 / FNMA POOL 892612 FN 09/36 FIXED 6 0.00 0.0000 -0.0000
US3128M6B985 / Freddie Mac Gold Pool 0.00 0.0000 -0.0000
US31414QVY06 / FNMA POOL 973231 FN 10/36 FIXED 6 0.00 0.0000 -0.0000
US86359AYX52 / Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-22A 0.00 0.0000 -0.0000
US31407RVX96 / FNMA POOL 838630 FN 10/35 FIXED 4.5 0.00 0.0000 -0.0000
US45660N2Y00 / IndyMac INDX Mortgage Loan Trust, Series 2004-AR10, Class 2A2A 0.00 0.0000 0.0000
US31408DKS26 / FNMA POOL 848205 FN 12/35 FIXED 5.5 0.00 0.0000 -0.0000
BOUGHT TRY SOLD USD 20250807 / DFE (000000000) 0.00 0.0000 0.0000
US05948XBS99 / BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 D 2A1 0.00 0.0000 -0.0000
BOUGHT TRY SOLD USD 20250807 / DFE (000000000) 0.00 0.0000 0.0000
BOUGHT IDR SOLD USD 20250714 / DFE (000000000) 0.00 0.0000 0.0000
US31410RJC43 / FNMA POOL 894959 FN 08/36 FIXED 6 0.00 0.0000 0.0000
US31407JDY55 / FNMA POOL 831819 FN 10/36 FIXED 6 0.00 0.0000 -0.0000
US36228FNB84 / GSR MORTGAGE LOAN TRUST 0.00 0.0000 -0.0000
US31411APZ20 / Federal National Mortgage Association 0.00 0.0000 -0.0000
US31407EH890 / FNMA POOL 828355 FN 07/35 FIXED 5.5 0.00 0.0000 -0.0000
US31404MZ926 / FNMA POOL 773068 FN 03/34 FIXED 5.5 0.00 0.0000 -0.0000
US31413FYX40 / Fannie Mae Pool 0.00 0.0000 -0.0000
US31400BNW27 / FNMA POOL 682705 FN 01/33 FIXED 5.5 0.00 0.0000 -0.0000
US36295KGC18 / GNMA POOL 672595 GN 02/38 FIXED 5 0.00 0.0000 0.0000
US31414AGW62 / Fannie Mae Pool 0.00 0.0000 -0.0000
US31410GNK57 / Fannie Mae Pool 0.00 0.0000 -0.0000
US31409VPY38 / FNMA POOL 879839 FN 01/36 FIXED 6 0.00 0.0000 0.0000
US31410FYY59 / Fannie Mae Pool 0.00 0.0000 -0.0000
US31409AF534 / Fannie Mae Pool 0.00 0.0000 -0.0000
US31411S2B18 / FNMA POOL 914370 FN 03/37 FIXED 6 0.00 0.0000 -0.0000
US31416BUC08 / FNMA POOL 995279 FN 12/38 FIXED VAR 0.00 0.0000 -0.0000
US939336PL10 / Washington Mutual MSC Mortgage Pass-Through Certificates Series 2003-AR1 Trust 0.00 0.0000 -0.0000
BOUGHT TRY SOLD USD 20250701 / DFE (000000000) 0.00 0.0000 0.0000
US023138AA88 / Ambac Assurance Corp 0.00 0.0000 -0.0000
US31418MGG15 / Fannie Mae Pool 0.00 0.0000 0.0000
US07384MSH69 / Bear Stearns ARM Trust 2002-11 0.00 0.0000 0.0000
US31416BN614 / Fannie Mae Pool 0.00 0.0000 -0.0000
US31414FFS56 / FNMA POOL 964677 FN 08/38 FIXED 6 0.00 0.0000 0.0000
31402DKE9 / Fnma Pl 725793 5.519 Due 09/01/19 Bond 0.00 0.0000 -0.0000
317U7ICA1 PIMCO SWAPTION 6.05 PUT USD 20251030 / DIR (000000000) 0.00 0.0000 0.0000
US31406L2T47 / FNMA POOL 813586 FN 03/35 FLOATING VAR 0.00 0.0000 0.0000
US31371MHL46 / Fannie Mae Pool 0.00 0.0000 -0.0000
US31418MG637 / Fannie Mae Pool 0.00 0.0000 -0.0000
US31371M7J06 / FNMA POOL 256597 FN 02/37 FIXED 5.5 0.00 0.0000 -0.0000
US31410RNM78 / Federal National Mortgage Association, Inc. 0.00 0.0000 0.0000
US31376KSS68 / FNMA POOL 357929 FN 08/25 FIXED 5 0.00 0.0000 -0.0000
US31393T7H31 / Fannie Mae REMICS 0.00 0.0000 -0.0000
US31411DY782 / Fannie Mae Pool 0.00 0.0000 -0.0000
US31402DP797 / Fannie Mae Pool 0.00 0.0000 0.0000
BOUGHT PEN SOLD USD 20250917 / DFE (000000000) 0.00 0.0000 0.0000
SOLD HKD BOUGHT USD 20250716 / DFE (000000000) 0.00 0.0000 0.0000
US31410CB842 / FNMA POOL 884863 FN 04/36 FIXED 5.5 0.00 0.0000 -0.0000
SOLD HKD BOUGHT USD 20250716 / DFE (000000000) 0.00 0.0000 0.0000
US31411ECZ88 / FNMA POOL 905588 FN 12/36 FIXED 5.5 0.00 0.0000 0.0000
US31388JK531 / FANNIE MAE 3.636% 09/01/2031 FNMA ARM 0.00 0.0000 0.0000
US31419AK897 / Fannie Mae Pool 0.00 0.0000 -0.0000
US05948XBV29 / Banc of America Mortgage Trust, Series 2003-D, Class 2A4 0.00 0.0000 0.0000
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0000 -0.0000
BOUGHT TWD SOLD USD 20250703 / DFE (000000000) -0.00 -0.0000 -0.0000
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0000 -0.0000
31750QMA4 PIMCO CDSOPT PUT USD 1.0 20250716 / DCR (EZ967XY50V92) -0.00 -100.00 -0.0000 0.0003
SOLD CAD BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD CAD BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0000 -0.0000
31750QN05 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) -0.00 -100.00 -0.0000 0.0003
31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) -0.00 -100.00 -0.0000 0.0003
31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) -0.00 -100.00 -0.0000 0.0003
31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) -0.00 -100.00 -0.0000 0.0003
SOLD JPY BOUGHT USD 20250804 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD THB BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD CHF BOUGHT USD 20250804 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD TRY BOUGHT USD 20250709 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD TRY BOUGHT USD 20250729 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD TRY BOUGHT USD 20250724 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD TRY BOUGHT USD 20250729 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD TRY BOUGHT USD 20250729 / DFE (000000000) -0.00 -0.0000 -0.0000
BOUGHT NOK SOLD USD 20250702 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD TRY BOUGHT USD 20250728 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD ILS BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD ILS BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD JPY BOUGHT USD 20250804 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD JPY BOUGHT USD 20250804 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD KRW BOUGHT USD 20250714 / DFE (000000000) -0.00 -0.0001 -0.0001
EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF53) -0.00 -0.0001 -0.0001
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0001 -0.0001
BOUGHT INR SOLD USD 20250820 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD CNH BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0001 -0.0001
BOUGHT INR SOLD USD 20250820 / DFE (000000000) -0.00 -0.0001 -0.0001
BOUGHT INR SOLD USD 20250820 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD PEN BOUGHT USD 20250922 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD NOK BOUGHT USD 20250804 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD NOK BOUGHT USD 20250804 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD KRW BOUGHT USD 20250708 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD KRW BOUGHT USD 20250708 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD NOK BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD NOK BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0001 -0.0001
SOFTBANK GROUP CORP SNR JP SP GST / DCR (EZ1K1NTX2WN0) -0.00 100.00 -0.0001 -0.0000
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD NOK BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0001 -0.0001
EURO-BUXL 30Y BND SEP25 XEUR 20250908 / DIR (DE000F1NGF87) -0.00 -0.0001 -0.0001
EURO-BUXL 30Y BND SEP25 XEUR 20250908 / DIR (DE000F1NGF87) -0.00 -0.0001 -0.0001
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD MXN BOUGHT USD 20250917 / DFE (000000000) -0.00 -0.0002 -0.0002
SOLD MXN BOUGHT USD 20250917 / DFE (000000000) -0.00 -0.0002 -0.0002
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0002 -0.0002
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0002 -0.0002
SOLD PEN BOUGHT USD 20250717 / DFE (000000000) -0.00 -0.0002 -0.0002
SOLD PEN BOUGHT USD 20250717 / DFE (000000000) -0.00 -0.0002 -0.0002
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) -0.00 -0.0002 -0.0002
BOUGHT INR SOLD USD 20250820 / DFE (000000000) -0.00 -0.0002 -0.0002
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0002 -0.0002
ZCS BRL 13.9255 05/08/25-01/04/27 CME / DIR (EZ6MPDHN98L0) -0.00 -0.0002 -0.0002
ZCS BRL 13.9255 05/08/25-01/04/27 CME / DIR (EZ6MPDHN98L0) -0.00 -0.0002 -0.0002
SOLD ILS BOUGHT USD 20250709 / DFE (000000000) -0.01 -0.0002 -0.0002
IRS EUR 2.38000 12/31/24-10Y LCH / DIR (EZT9L1T84284) -0.01 -77.27 -0.0002 0.0008
SOLD SEK BOUGHT USD 20250702 / DFE (000000000) -0.01 -0.0003 -0.0003
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.01 -0.0003 -0.0003
SOLD TRY BOUGHT USD 20250707 / DFE (000000000) -0.01 -0.0003 -0.0003
SOLD TRY BOUGHT USD 20250707 / DFE (000000000) -0.01 -0.0003 -0.0003
SOLD AUD BOUGHT USD 20250702 / DFE (000000000) -0.01 -0.0003 -0.0003
ZCS BRL 14.0087 05/12/25-01/04/27 CME / DIR (EZHTRBH6Z688) -0.01 -0.0003 -0.0003
IRS EUR 2.52000 03/27/25-10Y LCH / DIR (EZ84ZR69LPH2) -0.01 -40.00 -0.0003 0.0002
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.01 -0.0003 -0.0003
SOLD THB BOUGHT USD 20250716 / DFE (000000000) -0.01 -0.0003 -0.0003
SOLD THB BOUGHT USD 20250716 / DFE (000000000) -0.01 -0.0003 -0.0003
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.01 -0.0003 -0.0003
SOLD CHF BOUGHT USD 20250702 / DFE (000000000) -0.01 -0.0003 -0.0003
SOLD DKK BOUGHT USD 20250702 / DFE (000000000) -0.01 -0.0003 -0.0003
SOLD TRY BOUGHT USD 20251217 / DFE (000000000) -0.01 -0.0004 -0.0004
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.01 -0.0004 -0.0004
RFR USD SOFR/3.87000 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) -0.01 -46.67 -0.0004 0.0004
SOLD PEN BOUGHT USD 20250808 / DFE (000000000) -0.01 -0.0004 -0.0004
SOLD PEN BOUGHT USD 20250808 / DFE (000000000) -0.01 -0.0004 -0.0004
IRS MXN 9.39000 11/15/24-1Y* (WHT) CME / DIR (EZY2ZGSDJ3P8) -0.01 28.57 -0.0004 -0.0001
IRS EUR 2.46000 04/01/25-10Y LCH / DIR (EZ53SKB9GFZ1) -0.01 -25.00 -0.0004 0.0002
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.01 -0.0004 -0.0004
IRS EUR 2.67000 04/03/24-10Y LCH / DIR (EZNZ7GSWY0V5) -0.01 -25.00 -0.0004 0.0002
SOLD PLN BOUGHT USD 20250710 / DFE (000000000) -0.01 -0.0005 -0.0005
SOLD PLN BOUGHT USD 20250710 / DFE (000000000) -0.01 -0.0005 -0.0005
SOLD PLN BOUGHT USD 20250710 / DFE (000000000) -0.01 -0.0005 -0.0005
DEUTSCHE BANK AKTIENGESELLSCH SLA SE ICE / DCR (EZ3G5KGG4B32) -0.01 -75.61 -0.0005 0.0015
DEUTSCHE BANK AKTIENGESELLSCH SLA SE ICE / DCR (EZ3G5KGG4B32) -0.01 -75.61 -0.0005 0.0015
IRS EUR 2.40000 04/09/25-5Y LCH / DIR (EZVHX3M64G11) -0.01 -0.0005 -0.0005
IRS EUR 2.40000 04/09/25-5Y LCH / DIR (EZVHX3M64G11) -0.01 -0.0005 -0.0005
IRS EUR 2.25000 09/17/25-5Y LCH / DIR (EZ3YW7100S99) -0.01 -81.13 -0.0005 0.0020
IRS EUR 2.68000 08/07/24-10Y LCH / DIR (EZY1BDNLL5Q4) -0.01 57.14 -0.0005 -0.0001
IRS EUR 2.68000 08/07/24-10Y LCH / DIR (EZY1BDNLL5Q4) -0.01 57.14 -0.0005 -0.0001
SOLD PEN BOUGHT USD 20250711 / DFE (000000000) -0.01 -0.0005 -0.0005
SOLD PEN BOUGHT USD 20250711 / DFE (000000000) -0.01 -0.0005 -0.0005
SOLD TRY BOUGHT USD 20250729 / DFE (000000000) -0.01 -0.0005 -0.0005
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.01 -0.0005 -0.0005
IRS EUR 2.46000 03/13/25-10Y LCH / DIR (EZYS5KMNTTM6) -0.01 -26.67 -0.0005 0.0002
RFR USD SOFR/3.89000 03/03/25-10Y LCH / DIR (EZ6496BPGLD0) -0.01 71.43 -0.0006 -0.0002
RFR USD SOFR/3.89000 03/03/25-10Y LCH / DIR (EZ6496BPGLD0) -0.01 71.43 -0.0006 -0.0002
SOLD AUD BOUGHT USD 20250702 / DFE (000000000) -0.01 -0.0006 -0.0006
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.01 -0.0006 -0.0006
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.01 -0.0006 -0.0006
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.01 -0.0006 -0.0006
SOLD BRL BOUGHT USD 20250702 / DFE (000000000) -0.01 -0.0006 -0.0006
IRS EUR 2.59000 08/19/24-10Y LCH / DIR (EZ89K27HY2C4) -0.01 75.00 -0.0006 -0.0002
IRS EUR 2.59000 08/19/24-10Y LCH / DIR (EZ89K27HY2C4) -0.01 75.00 -0.0006 -0.0002
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) -0.01 -0.0007 -0.0007
IRS EUR 2.35000 04/29/25-5Y LCH / DIR (EZ74X71XY4J2) -0.01 -0.0007 -0.0007
SOLD CHF BOUGHT USD 20250702 / DFE (000000000) -0.01 -0.0007 -0.0007
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) -0.01 -0.0007 -0.0007
IRS MXN 9.43000 10/31/24-1Y* (WHT) CME / DIR (EZ5F1PDPNS31) -0.02 36.36 -0.0007 -0.0001
IRS MXN 9.43000 10/31/24-1Y* (WHT) CME / DIR (EZ5F1PDPNS31) -0.02 36.36 -0.0007 -0.0001
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) -0.02 -0.0007 -0.0007
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) -0.02 -0.0007 -0.0007
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) -0.02 -0.0008 -0.0008
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) -0.02 -0.0008 -0.0008
INF SWAP US IT 2.5025 03/25/25-5Y LCH / DIR (EZCD1478Q5K2) -0.02 -126.87 -0.0008 -0.0040
IRS EUR 2.58000 08/29/24-10Y LCH / DIR (EZK1YHHFDQG6) -0.02 63.64 -0.0008 -0.0003
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.02 -0.0009 -0.0009
SOLD DKK BOUGHT USD 20250804 / DFE (000000000) -0.02 -0.0009 -0.0009
SOLD DKK BOUGHT USD 20250804 / DFE (000000000) -0.02 -0.0009 -0.0009
SOLD AUD BOUGHT USD 20250702 / DFE (000000000) -0.02 -0.0009 -0.0009
SOLD AUD BOUGHT USD 20250702 / DFE (000000000) -0.02 -0.0009 -0.0009
SOLD SEK BOUGHT USD 20250804 / DFE (000000000) -0.02 -0.0009 -0.0009
SOLD SEK BOUGHT USD 20250804 / DFE (000000000) -0.02 -0.0009 -0.0009
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) -0.02 -0.0009 -0.0009
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) -0.02 -0.0009 -0.0009
SOLD ILS BOUGHT USD 20250718 / DFE (000000000) -0.02 -0.0009 -0.0009
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.02 -0.0009 -0.0009
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) -0.02 -0.0010 -0.0010
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.02 -0.0010 -0.0010
IRS EUR 2.42000 03/07/25-10Y LCH / DIR (EZL5KMTRTV12) -0.02 -22.22 -0.0010 0.0003
IRS CZK 3.76000 11/01/24-10Y CME / DIR (EZZDBNZ60DY7) -0.02 -2,300.00 -0.0010 -0.0011
SOLD PEN BOUGHT USD 20250804 / DFE (000000000) -0.02 -0.0011 -0.0011
SOLD PEN BOUGHT USD 20250804 / DFE (000000000) -0.02 -0.0011 -0.0011
SOLD NZD BOUGHT USD 20250804 / DFE (000000000) -0.02 -0.0011 -0.0011
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) -0.02 -0.0011 -0.0011
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.02 -0.0011 -0.0011
RFR USD SOFR/3.90750 03/04/25-10Y LCH / DIR (EZP5RC766JJ0) -0.02 50.00 -0.0011 -0.0004
RFR USD SOFR/3.89900 03/11/25-10Y LCH / DIR (EZXJC61P0SN9) -0.03 56.25 -0.0012 -0.0004
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) -0.03 -0.0012 -0.0012
SOLD IDR BOUGHT USD 20250711 / DFE (000000000) -0.03 -0.0012 -0.0012
RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (EZ2V6Q3C4Q52) -0.03 52.94 -0.0012 -0.0004
RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (EZ2V6Q3C4Q52) -0.03 52.94 -0.0012 -0.0004
RFR USD SOFR/3.87400 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) -0.03 73.33 -0.0012 -0.0005
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) -0.03 -0.0013 -0.0013
SOLD JPY BOUGHT USD 20250804 / DFE (000000000) -0.03 -0.0013 -0.0013
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.03 -0.0013 -0.0013
RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (EZH2QB9TLWH9) -0.03 64.71 -0.0013 -0.0005
RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (EZH2QB9TLWH9) -0.03 64.71 -0.0013 -0.0005
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) -0.03 -0.0013 -0.0013
SOLD INR BOUGHT USD 20250709 / DFE (000000000) -0.03 -0.0014 -0.0014
IRS EUR 2.71000 08/06/24-10Y LCH / DIR (EZVBYTCCB5R1) -0.03 36.36 -0.0014 -0.0003
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) -0.03 -0.0014 -0.0014
SOLD PEN BOUGHT USD 20250929 / DFE (000000000) -0.03 -0.0015 -0.0015
SOLD PEN BOUGHT USD 20250929 / DFE (000000000) -0.03 -0.0015 -0.0015
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.03 -0.0015 -0.0015
RFR USD SOFR/4.00000 02/26/25-10Y LCH / DIR (EZ02007F7Y72) -0.03 32.00 -0.0015 -0.0003
RFR USD SOFR/4.00000 02/26/25-10Y LCH / DIR (EZ02007F7Y72) -0.03 32.00 -0.0015 -0.0003
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.03 -0.0015 -0.0015
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) -0.03 -0.0016 -0.0016
SOLD THB BOUGHT USD 20250716 / DFE (000000000) -0.03 -0.0016 -0.0016
SOLD THB BOUGHT USD 20250716 / DFE (000000000) -0.03 -0.0016 -0.0016
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.04 -0.0017 -0.0017
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) -0.04 -0.0017 -0.0017
SOLD NZD BOUGHT USD 20250702 / DFE (000000000) -0.04 -0.0018 -0.0018
SOLD NZD BOUGHT USD 20250702 / DFE (000000000) -0.04 -0.0018 -0.0018
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) -0.04 -0.0019 -0.0019
IRS EUR 2.22000 01/08/25-10Y LCH / DIR (EZHH63XJ2WL4) -0.04 -6.82 -0.0019 0.0002
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) -0.04 -0.0019 -0.0019
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) -0.04 -0.0019 -0.0019
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) -0.04 -0.0019 -0.0019
SOLD BRL BOUGHT USD 20250702 / DFE (000000000) -0.04 -0.0020 -0.0020
SOLD PEN BOUGHT USD 20250730 / DFE (000000000) -0.04 -0.0020 -0.0020
SOLD PEN BOUGHT USD 20250730 / DFE (000000000) -0.04 -0.0020 -0.0020
SOLD CLP BOUGHT USD 20250723 / DFE (000000000) -0.05 -0.0021 -0.0021
SOLD PEN BOUGHT USD 20251205 / DFE (000000000) -0.05 -0.0021 -0.0021
SOLD THB BOUGHT USD 20250716 / DFE (000000000) -0.05 -0.0023 -0.0023
SOLD PEN BOUGHT USD 20250917 / DFE (000000000) -0.05 -0.0023 -0.0023
RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (EZKR9TWV5646) -0.05 45.71 -0.0024 -0.0007
SOLD BRL BOUGHT USD 20250702 / DFE (000000000) -0.05 -0.0024 -0.0024
IRS EUR 2.91000 12/29/23-10Y LCH / DIR (EZ6S054Q5KZ9) -0.05 88.89 -0.0024 -0.0011
RFR USD SOFR/3.97500 03/21/25-10Y LCH / DIR (EZSTF4LLCQZ1) -0.05 36.84 -0.0024 -0.0006
IRS EUR 3.28000 11/22/23-10Y LCH / DIR (EZW942T998K1) -0.05 48.57 -0.0024 -0.0007
IRS EUR 3.28000 11/22/23-10Y LCH / DIR (EZW942T998K1) -0.05 48.57 -0.0024 -0.0007
RFR USD SOFR/3.84200 03/04/25-5Y LCH / DIR (EZSYJ06JDLK1) -0.05 103.85 -0.0025 -0.0012
RFR USD SOFR/3.84200 03/04/25-5Y LCH / DIR (EZSYJ06JDLK1) -0.05 103.85 -0.0025 -0.0012
IRS EUR 3.30500 11/27/23-10Y LCH / DIR (EZRHKQRJ6LC5) -0.05 50.00 -0.0025 -0.0007
IRS EUR 3.30500 11/27/23-10Y LCH / DIR (EZRHKQRJ6LC5) -0.05 50.00 -0.0025 -0.0007
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) -0.06 -0.0026 -0.0026
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) -0.06 -0.0027 -0.0027
SOLD PEN BOUGHT USD 20251128 / DFE (000000000) -0.06 -0.0027 -0.0027
IRS EUR 3.06300 12/06/23-10Y LCH / DIR (EZCXF38PCGV4) -0.06 66.67 -0.0028 -0.0010
CMBX.NA.AAA.16 SP SAL / DCR (EZJ2X064YKF7) -0.06 -42.59 -0.0029 0.0023
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) -0.06 -0.0029 -0.0029
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) -0.07 -0.0030 -0.0030
SOLD PEN BOUGHT USD 20251212 / DFE (000000000) -0.07 -0.0030 -0.0030
IRS EUR 3.12800 12/04/23-10Y LCH / DIR (EZ6Z02R5YJR8) -0.07 58.54 -0.0030 -0.0010
IRS EUR 3.12800 12/04/23-10Y LCH / DIR (EZ6Z02R5YJR8) -0.07 58.54 -0.0030 -0.0010
RFR USD SOFR/3.53500 11/06/24-10Y LCH / DIR (EZH37Z857HQ2) -0.07 -28.87 -0.0032 0.0015
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) -0.07 -0.0034 -0.0034
SOLD BRL BOUGHT USD 20260402 / DFE (000000000) -0.07 -0.0034 -0.0034
SOLD PEN BOUGHT USD 20251203 / DFE (000000000) -0.07 -0.0034 -0.0034
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.07 -0.0034 -0.0034
SOLD PLN BOUGHT USD 20250710 / DFE (000000000) -0.08 -0.0035 -0.0035
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.08 -0.0035 -0.0035
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) -0.08 -0.0036 -0.0036
SOLD JPY BOUGHT USD 20250804 / DFE (000000000) -0.08 -0.0038 -0.0038
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) -0.09 -0.0040 -0.0040
SOLD PEN BOUGHT USD 20251027 / DFE (000000000) -0.09 -0.0040 -0.0040
31750R3X3 PIMCO FXVAN CALL USD TRY 54.00000000 / DFE (EZP38740M526) -0.09 -0.0041 -0.0041
31750R3X3 PIMCO FXVAN CALL USD TRY 54.00000000 / DFE (EZP38740M526) -0.09 -0.0041 -0.0041
SOLD PEN BOUGHT USD 20251117 / DFE (000000000) -0.09 -0.0041 -0.0041
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) -0.09 -0.0041 -0.0041
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) -0.09 -0.0042 -0.0042
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) -0.09 -0.0042 -0.0042
SOLD PEN BOUGHT USD 20251205 / DFE (000000000) -0.09 -0.0042 -0.0042
INF SWAP US IT 2.5225 03/27/25-5Y LCH / DIR (EZWDN00FCNN2) -0.10 -161.94 -0.0044 -0.0119
INF SWAP US IT 2.5225 03/27/25-5Y LCH / DIR (EZWDN00FCNN2) -0.10 -161.94 -0.0044 -0.0119
IRS CLP 5.02000 11/05/24-6Y* CME / DIR (000000000) -0.10 -0.0045 -0.0045
SOLD BRL BOUGHT USD 20250702 / DFE (000000000) -0.10 -0.0046 -0.0046
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.10 -0.0048 -0.0048
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.10 -0.0048 -0.0048
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.11 -0.0050 -0.0050
OIS MXN TIIE1/9.00000 12/24/24-4Y* CME / DIR (EZM51TDSF7W6) -0.11 43.42 -0.0050 -0.0014
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.11 -0.0051 -0.0051
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) -0.11 -0.0051 -0.0051
SOLD CZK BOUGHT USD 20250822 / DFE (000000000) -0.11 -0.0052 -0.0052
SOLD CZK BOUGHT USD 20250822 / DFE (000000000) -0.11 -0.0052 -0.0052
OIS MXN TIIE1/9.39000 12/12/25-9Y* CME / DIR (EZB94V5ZTJT3) -0.11 54.79 -0.0052 -0.0017
OIS MXN TIIE1/9.39000 12/12/25-9Y* CME / DIR (EZB94V5ZTJT3) -0.11 54.79 -0.0052 -0.0017
SOLD PLN BOUGHT USD 20250710 / DFE (000000000) -0.12 -0.0053 -0.0053
SOLD PLN BOUGHT USD 20250710 / DFE (000000000) -0.12 -0.0053 -0.0053
SOLD PEN BOUGHT USD 20250703 / DFE (000000000) -0.12 -0.0057 -0.0057
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) -0.13 -0.0058 -0.0058
SOLD BRL BOUGHT USD 20250702 / DFE (000000000) -0.13 -0.0060 -0.0060
SOLD SEK BOUGHT USD 20250702 / DFE (000000000) -0.13 -0.0061 -0.0061
RFR USD SOFR/4.00000 06/20/24-2Y CME / DIR (EZ33002G9XM4) -0.14 -117.00 -0.0063 -0.0444
RFR USD SOFR/4.00000 06/20/24-2Y CME / DIR (EZ33002G9XM4) -0.14 -117.00 -0.0063 -0.0444
SOLD ILS BOUGHT USD 20250718 / DFE (000000000) -0.14 -0.0065 -0.0065
317U7ISA4 PIMCO SWAPTION 2.83 CALL USD 2025103 / DIR (000000000) -0.15 -0.0066 -0.0066
317U7ISA4 PIMCO SWAPTION 2.83 CALL USD 2025103 / DIR (000000000) -0.15 -0.0066 -0.0066
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.15 -0.0070 -0.0070
SOLD CAD BOUGHT USD 20250805 / DFE (000000000) -0.16 -0.0072 -0.0072
SOLD CAD BOUGHT USD 20250805 / DFE (000000000) -0.16 -0.0072 -0.0072
OIS MXN TIIE1+24/9.4300 12/25/25-9Y* CME / DIR (EZV4JXT1DTW8) -0.16 52.88 -0.0073 -0.0023
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) -0.16 -0.0073 -0.0073
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) -0.16 -0.0073 -0.0073
SOLD DKK BOUGHT USD 20250702 / DFE (000000000) -0.16 -0.0073 -0.0073
SOLD DKK BOUGHT USD 20250702 / DFE (000000000) -0.16 -0.0073 -0.0073
SOLD BRL BOUGHT USD 20260402 / DFE (000000000) -0.17 -0.0076 -0.0076
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.17 -0.0077 -0.0077
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.18 -0.0082 -0.0082
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.18 -0.0082 -0.0082
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) -0.18 -0.0084 -0.0084
SOLD PEN BOUGHT USD 20250819 / DFE (000000000) -0.18 -0.0084 -0.0084
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.19 -0.0088 -0.0088
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) -0.20 -0.0091 -0.0091
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.22 -0.0103 -0.0103
SOLD PEN BOUGHT USD 20250709 / DFE (000000000) -0.23 -0.0104 -0.0104
RFR USD SOFR/3.75000 12/18/24-10Y CME / DIR (EZ7K2W20N534) -0.23 -194.98 -0.0104 -0.0219
IRS PLN 4.93000 11/04/24-5Y* CME / DIR (000000000) -0.24 -0.0111 -0.0111
SOLD PEN BOUGHT USD 20250731 / DFE (000000000) -0.24 -0.0111 -0.0111
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.30 -0.0136 -0.0136
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.30 -0.0137 -0.0137
SOLD BRL BOUGHT USD 20260402 / DFE (000000000) -0.30 -0.0138 -0.0138
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.30 -0.0138 -0.0138
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.30 -0.0139 -0.0139
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.31 -0.0142 -0.0142
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.32 -0.0144 -0.0144
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.32 -0.0148 -0.0148
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.33 -0.0149 -0.0149
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.33 -0.0150 -0.0150
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.33 -0.0153 -0.0153
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.33 -0.0153 -0.0153
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.34 -0.0154 -0.0154
RFR USD SOFR/3.75000 12/18/24-7Y LCH / DIR (EZQ9TQ7T4F86) -0.34 510.91 -0.0154 -0.0128
SOLD PEN BOUGHT USD 20251212 / DFE (000000000) -0.34 -0.0155 -0.0155
317U7IRA5 PIMCO SWAPTION 3.29 CALL USD 2025103 / DIR (000000000) -0.34 -0.0157 -0.0157
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.34 -0.0157 -0.0157
SOLD CHF BOUGHT USD 20250804 / DFE (000000000) -0.35 -0.0160 -0.0160
SOLD BRL BOUGHT USD 20250702 / DFE (000000000) -0.37 -0.0171 -0.0171
RFR JPY MUTK/2.00000 06/18/25-30Y LCH / DIR (EZGXYMX8TZ55) -0.43 -0.0197 -0.0197
SOLD AUD BOUGHT USD 20250805 / DFE (000000000) -0.43 -0.0199 -0.0199
SOLD PEN BOUGHT USD 20250825 / DFE (000000000) -0.46 -0.0210 -0.0210
SOLD GBP BOUGHT USD 20250804 / DFE (000000000) -0.52 -0.0236 -0.0236
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.53 -0.0244 -0.0244
SOLD MXN BOUGHT USD 20250917 / DFE (000000000) -0.58 -0.0268 -0.0268
US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) -0.75 -0.0342 -0.0342
US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) -0.79 -0.0363 -0.0363
US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) -0.79 -0.0363 -0.0363
SOLD GBP BOUGHT USD 20250702 / DFE (000000000) -1.00 -0.0457 -0.0457
SOLD GBP BOUGHT USD 20250702 / DFE (000000000) -1.00 -0.0457 -0.0457
SOLD BRL BOUGHT USD 20250702 / DFE (000000000) -1.22 -0.0560 -0.0560
SOLD BRL BOUGHT USD 20250702 / DFE (000000000) -1.22 -0.0560 -0.0560
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -1.51 -0.0691 -0.0691
SOLD CHF BOUGHT USD 20250702 / DFE (000000000) -1.51 -0.0694 -0.0694
SOLD CHF BOUGHT USD 20250702 / DFE (000000000) -1.51 -0.0694 -0.0694
US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) -2.22 -0.1017 -0.1017
US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) -2.22 -0.1017 -0.1017
RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) -2.33 -37.34 -0.1067 0.0704
RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) -2.33 -37.34 -0.1067 0.0704
IRS EUR 2.25000 09/17/25-10Y LCH / DIR (EZNLCZXFPVL3) -2.39 -4.47 -0.1097 0.0097
IRS EUR 2.25000 09/17/25-10Y LCH / DIR (EZNLCZXFPVL3) -2.39 -4.47 -0.1097 0.0097
CDX IG43 5Y ICE / DCR (EZ10N17RBN04) -2.54 -11.38 -0.1163 0.0201
SOLD EUR BOUGHT USD 20250804 / DFE (000000000) -2.80 -0.1283 -0.1283
RFR USD SOFR/3.25000 06/18/25-30Y CME / DIR (EZVR6JLJ0ZB5) -4.10 -0.1881 -0.1881
CDX IG44 5Y ICE / DCR (EZPF6RHH0ZV8) -7.72 269.70 -0.3540 -0.2544
EW / Edwards Lifesciences Corporation -32.66 -187.69 -1.4967 -3.2035
US01F0326821 / Fannie Mae or Freddie Mac -88.04 -183,508.33 -4.0344 -4.0357