Mga Batayang Estadistika
Nilai Portofolio $ 1,843,710,439
Posisi Saat Ini 972
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)

PTSAX - PIMCO Total Return ESG Fund Institutional telah mengungkapkan total kepemilikan 972 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 1,843,710,439 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama PTSAX - PIMCO Total Return ESG Fund Institutional adalah FNMA 30YR TBA 3.0% AUG 20 TO BE ANNOUNCED 3.00000000 (US:US01F0306864) , United States Treasury Note/Bond (US:US912810TH14) , UMBS TBA (US:US01F0406854) , UMBS TBA (US:US01F0306781) , and Uniform Mortgage-Backed Security, TBA (US:US01F0606834) . Posisi baru PTSAX - PIMCO Total Return ESG Fund Institutional meliputi: FNMA 30YR TBA 3.0% AUG 20 TO BE ANNOUNCED 3.00000000 (US:US01F0306864) , United States Treasury Note/Bond (US:US912810TH14) , UMBS TBA (US:US01F0406854) , UMBS TBA (US:US01F0306781) , and Uniform Mortgage-Backed Security, TBA (US:US01F0606834) .

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
21.39 1.3346 1.3346
16.18 1.0096 1.0096
10.27 0.6405 0.6405
9.53 0.5945 0.5945
45.37 2.8311 0.5802
11.63 0.7259 0.2967
4.18 0.2611 0.2611
4.18 0.2611 0.2611
3.53 0.2203 0.2203
3.24 0.2022 0.2022
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
-209.39 -13.0654 -13.0654
4.03 0.2515 -5.3929
-4.61 -0.2874 -3.5558
-50.86 -3.1736 -3.1736
85.66 5.3447 -2.5148
-1.80 -0.1123 -2.4390
38.28 2.3884 -1.9149
-29.02 -1.8106 -1.8106
-10.23 -0.6380 -0.6380
-10.23 -0.6380 -0.6380
Pengajuan 13F dan Dana

Formulir ini diajukan pada 2025-08-28 untuk periode pelaporan 2025-06-30. 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 Harga Saham Rata-rata Saham
(MM)		 ΔSaham
(%)		 ΔSaham
(%)		 Nilai
($MM)		 Portpolyo
(%)		 ΔPortofolio
(%)
US01F0306864 / FNMA 30YR TBA 3.0% AUG 20 TO BE ANNOUNCED 3.00000000 85.66 -37.87 5.3447 -2.5148
US912810TH14 / United States Treasury Note/Bond 59.34 -6.53 3.7026 -0.2289
US01F0406854 / UMBS TBA 45.37 0.42 2.8311 0.5802
US01F0306781 / UMBS TBA 45.35 -19.44 2.8297 0.0252
US01F0606834 / Uniform Mortgage-Backed Security, TBA 38.28 -49.29 2.3884 -1.9149
FNMA POOL CB7589 FN 11/53 FIXED 5.5 / ABS-MBS (US3140QTNF26) 31.22 -2.12 1.9478 -0.0271
US912810ST60 / TREASURY BOND 28.24 -9.16 1.7618 -0.1631
FNMA POOL MB0293 FN 12/54 FIXED 6 / ABS-MBS (US3138MTKF35) 27.85 -5.21 1.7377 -0.0817
GB00BMV7TC88 / United Kingdom Gilt 21.39 1.3346 1.3346
US3140QQYV18 / FNMA POOL CB5223 FN 11/52 FIXED 4 21.01 -0.76 1.3107 -0.0001
US3140QTAS83 / FNMA POOL CB7216 FN 09/53 FIXED 4 20.50 -0.80 1.2794 -0.0006
US3140QTAT66 / Fannie Mae Pool 18.28 -0.51 1.1404 0.0028
US3133KQM605 / FED HM LN PC POOL RA8481 FR 07/53 FIXED 4.5 17.90 -1.05 1.1168 -0.0033
ONTARIO (PROVINCE OF) SR UNSECURED 03/33 4.1 / DBT (CA68333ZBD83) 17.31 4.47 1.0800 0.0539
RFR USD SOFR/1.75000 12/21/22-30Y CME / DIR (EZ000VCFPMC7) 16.42 6.32 1.0244 0.0682
US3133KQQ259 / FHLG 30YR 5% 06/01/2053#RA8573 16.30 -2.92 1.0170 -0.0228
US912810TK43 / U.S. Treasury Bonds 16.29 -2.10 1.0164 -0.0140
US912810TA60 / U.S. Treasury Bonds 16.21 -2.05 1.0113 -0.0134
US11271LAH50 / Brookfield Finance Inc 16.19 1.85 1.0104 0.0258
US21H0406734 / Ginnie Mae 16.18 1.0096 1.0096
US91282CCM10 / United States Treasury Inflation Indexed Bonds 15.76 1.21 0.9831 0.0191
XS2226974413 / KINGDOM OF SWEDEN SR UNSECURED 144A 09/30 0.125 14.99 9.50 0.9351 0.0875
FNMA POOL CB8271 FN 04/54 FIXED 5 / ABS-MBS (US3140QUFM32) 14.79 -3.26 0.9227 -0.0239
US3140QNCY63 / Fannie Mae Pool 14.53 -1.52 0.9064 -0.0070
US3142GQBU57 / FHLG 30YR 5.5% 10/01/2053#RJ0050 14.05 -4.20 0.8769 -0.0315
FED HM LN PC POOL RJ1108 FR 03/54 FIXED 5 / ABS-MBS (US3142GRGS30) 14.05 -2.19 0.8766 -0.0129
US20402CAA36 / Community Preservation Corp/The 13.80 2.31 0.8611 0.0258
US912810TF57 / TREASURY BOND 13.68 -1.99 0.8538 -0.0107
US3133KRBP82 / UMBS 13.64 -0.61 0.8513 0.0012
US3140QSSU64 / UMBS 13.60 -1.48 0.8488 -0.0063
US3133KQM787 / UMBS 13.59 -1.64 0.8478 -0.0077
US912810SV17 / United States Treasury Inflation Indexed Bonds 13.37 -4.36 0.8342 -0.0315
FED HM LN PC POOL RJ0138 FR 12/53 FIXED 5.5 / ABS-MBS (US3142GQEL22) 13.01 -2.60 0.8119 -0.0153
FNMA POOL CB7588 FN 11/53 FIXED 5 / ABS-MBS (US3140QTNE50) 12.95 -0.43 0.8078 0.0026
US3140QTAU30 / FNMA 30YR 5% 10/01/2053#CB7218 12.87 -2.38 0.8034 -0.0134
US86563VBA61 / Sumitomo Mitsui Trust Bank Ltd 12.69 0.63 0.7920 0.0109
US3137FWHZ64 / FREDDIE MAC MULTICLASS CERTIFI FHMR 2020 P003 A2 12.24 1.01 0.7636 0.0133
US86772HAA59 / Sunrun Demeter Issuer 2021-2 12.18 0.30 0.7598 0.0080
US531546AB51 / Liberty Utilities Finance GP 1 11.95 2.08 0.7456 0.0207
US3133KQQZ27 / FED HM LN PC POOL RA8572 FR 06/53 FIXED 4.5 11.76 -0.62 0.7337 0.0010
US3140QSSW21 / FNMA 30YR 5% 07/01/2053#CB6832 11.72 -1.12 0.7313 -0.0027
US912810SH23 / United States Treas Bds Bond 11.63 67.85 0.7259 0.2967
US477854AA13 / JOHN D AND CATHERINE T MACARTHUR FOUNDATION 1.299000% 12/01/2030 11.27 2.78 0.7032 0.0241
US3140QSDY42 / FNMA POOL CB6418 FN 05/53 FIXED 5 10.98 -1.96 0.6853 -0.0084
US78432WAA18 / SFO Commercial Mortgage Trust 2021-555 10.96 0.99 0.6837 0.0118
US63983TBB08 / Nederlandse Waterschapsbank NV 10.86 0.45 0.6777 0.0082
US23312BAA89 / DC Office Trust 2019-MTC 10.85 1.16 0.6770 0.0128
US912810RM27 / United States Treas Bds Bond 10.73 -2.34 0.6694 -0.0109
US3140QSKX85 / FNMA POOL CB6609 FN 06/53 FIXED 4.5 10.65 -0.74 0.6645 0.0001
US92230AAA43 / VASA Trust 2021-VASA 10.44 0.07 0.6511 0.0053
US3140QRAB92 / FNMA 30YR 4.5% 12/01/2052#CB5401 10.30 -5.37 0.6429 -0.0314
DEUTSCHE BANK REPO REPO / RA (000000000) 10.27 0.6405 0.6405
US466330AA51 / JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES COR JPMCC 2021-MHC A 9.88 -8.17 0.6163 -0.0498
US30227FAA84 / Extended Stay America Trust 9.87 -0.85 0.6160 -0.0006
US3140QSDX68 / FNMA POOL CB6417 FN 05/53 FIXED 4.5 9.86 -0.84 0.6152 -0.0006
US843646AW05 / Southern Power Co 9.79 0.90 0.6110 0.0100
US298785HM16 / European Investment Bank 9.75 0.73 0.6081 0.0090
US912810QZ49 / United States Treas Bds Bond 9.73 -2.02 0.6074 -0.0079
US21H0606895 / Ginnie Mae 9.53 0.5945 0.5945
US912810SJ88 / United States Treas Bds Bond 9.48 24.47 0.5913 0.1198
US86745AAA43 / SUNNOVA HELIOS VIII ISSUER LLC 2.79% 02/22/2049 144A 9.41 -7.07 0.5873 -0.0399
US912810SA79 / United States Treas Bds Bond 9.29 23.08 0.5798 0.1123
US01F0626899 / Uniform Mortgage-Backed Security, TBA 9.28 1.35 0.5790 0.0571
US865592AA73 / SUMIT Mortgage Trust 9.12 1.62 0.5689 0.0133
US3133KQPD24 / FED HM LN PC POOL RA8520 FR 02/53 FIXED 4.5 9.11 -0.75 0.5687 0.0000
EU000A3K4C42 / European Union 9.09 11.66 0.5672 0.0631
US912810RL44 / United States Treasury Inflation Indexed Bonds 8.96 -2.85 0.5590 -0.0121
FED HM LN PC POOL RJ0639 FR 01/54 FIXED 5.5 / ABS-MBS (US3142GQV902) 8.87 -2.36 0.5535 -0.0091
US21989DAA00 / Corp Inmobiliaria Vesta SAB de CV 8.85 2.23 0.5522 0.0161
US694308KK29 / Pacific Gas and Electric Co 8.63 -3.63 0.5387 -0.0160
US418751AL75 / HAT HOLDINGS I LLC/HAT REGD 144A P/P 8.00000000 8.45 0.63 0.5272 0.0073
US05591UAA51 / BSREP COMMERCIAL MORTGAGE TRUST 2021-DC BSREP 2021-DC A 8.43 -0.24 0.5260 0.0028
US26835PAH38 / EDP Finance BV 8.42 1.31 0.5255 0.0107
US00130HCG83 / CORP. NOTE 8.31 2.29 0.5185 0.0154
US576722AA04 / Mather Foundation 8.25 1.04 0.5151 0.0092
US3133KQM522 / FED HM LN PC POOL RA8480 FR 07/53 FIXED 4 8.21 -1.82 0.5125 -0.0055
US912810TM09 / United States Treasury Note/Bond 8.03 -2.20 0.5011 -0.0074
US46654EAA91 / JPMorgan Chase Commercial Mortgage Securities Corp., Series 2021-NYAH, Class A 7.97 0.54 0.4974 0.0064
US3140QSST91 / UMBS 7.83 -0.76 0.4883 -0.0000
EUROPEAN UNION SR UNSECURED REGS 10/29 2.875 / DBT (EU000A3L1CN4) 7.81 9.83 0.4875 0.0469
US53948QAA40 / Loanpal Solar Loan 2021-2 Ltd 7.73 0.45 0.4824 0.0059
US23345LAA70 / DOLP Trust 2021-NYC 7.67 1.27 0.4783 0.0095
US3140HSDJ75 / FNMA POOL BL1004 FN 12/28 FIXED 4.01 7.65 0.51 0.4773 0.0060
US65339KBW99 / NextEra Energy Capital Holdings Inc 7.57 1.28 0.4724 0.0095
US TREASURY N/B 05/54 4.625 / DBT (US912810UA42) 7.48 -3.18 0.4668 -0.0117
XS2390530330 / CTP NV /EUR/ REGD REG S EMTN 0.62500000 7.46 9.58 0.4654 0.0439
US30227FAC41 / EXTENDED STAY AMERICA TRUST ESA 2021 ESH A1 144A 7.39 -0.85 0.4608 -0.0004
US912810SE91 / United States Treas Bds Bond 7.36 -2.53 0.4592 -0.0084
US912810TS78 / United States Treasury Note/Bond 7.33 -2.15 0.4572 -0.0065
GB00BMV7TC88 / United Kingdom Gilt 7.30 6.45 0.4554 0.0308
US61946QAA94 / Mosaic Solar Loan Trust, Series 2022-1A, Class A 7.25 -4.40 0.4526 -0.0172
CITIBANK NA SR UNSECURED 11/27 VAR / DBT (US17325FBL13) 7.25 0.12 0.4521 0.0040
US258261AA48 / DORIS DUKE CHARITABLE FOUNDATION/THE 2.345000% 07/01/2050 7.15 -2.88 0.4462 -0.0098
US31335BR658 / FED HM LN PC POOL G61409 FG 05/48 FIXED 3.5 7.14 -2.49 0.4453 -0.0079
INTL BK RECON + DEVELOP SR UNSECURED 02/26 5.31 / DBT (XS2295730803) 7.05 4.66 0.4400 0.0228
US91282CGW55 / United States Treasury Inflation Indexed Bonds 6.94 0.77 0.4330 0.0066
IT0005246134 / Italy Buoni Poliennali Del Tesoro 6.87 9.99 0.4288 0.0419
US880591EX64 / Tennessee Valley Authority 6.71 1.36 0.4184 0.0088
XS2291692890 / Chile Government International Bond 6.70 0.71 0.4183 0.0061
US26210YAA47 / DROP Mortgage Trust, Series 2021-FILE, Class A 6.65 2.04 0.4152 0.0114
US912810RD28 / United States Treas Bds Bond 6.64 -2.14 0.4145 -0.0058
US56501RAN61 / Manulife Financial Corp 6.63 2.19 0.4138 0.0119
AU3CB0268829 / NextEra Energy Capital Holdings Inc. 6.62 6.92 0.4128 0.0297
US92936UAJ88 / WP Carey Inc 6.52 2.23 0.4068 0.0118
US345397A860 / Ford Motor Credit Co LLC 6.45 1.19 0.4027 0.0077
6902 / DENSO Corporation 6.30 0.61 0.3932 0.0053
US456837AU72 / ING Groep NV 6.30 0.82 0.3931 0.0061
US715638BY77 / REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 6.28 6.79 0.3917 0.0276
US49427RAR30 / KILROY REALTY 2.65 11/33 6.21 0.96 0.3875 0.0066
US3133KJJP84 / UMBS 6.11 -3.57 0.3810 -0.0111
US44107TBA34 / Host Hotels & Resorts LP 5.96 0.98 0.3720 0.0064
US382371AA01 / GoodLeap Sustainable Home Solutions Trust 2021-3 5.88 -2.03 0.3669 -0.0048
US05493LAA44 / BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX A 144A 5.74 0.24 0.3580 0.0036
FED HM LN PC POOL RJ0046 FR 10/53 FIXED 4 / ABS-MBS (US3142GQBQ46) 5.68 -0.72 0.3542 0.0001
US912810SF66 / Us Treasury Bond 5.68 -2.56 0.3541 -0.0066
US3133KRD925 / UMBS 5.66 -0.58 0.3530 0.0006
REGATTA XVI FUNDING LTD. REG16 2019 2A A1R 144A / ABS-CBDO (US75888TAL98) 5.65 -2.65 0.3524 -0.0069
US55284JAA79 / MF1 2022-FL8 Ltd 5.63 -12.58 0.3516 -0.0475
SANDSTONE PEAK LTD. SAND 2021 1A A1R 144A / ABS-CBDO (US800130AN66) 5.50 0.05 0.3434 0.0028
US91282CDX65 / United States Treasury Inflation Indexed Bonds 5.35 1.15 0.3339 0.0063
US912810TU25 / United States Treasury Note/Bond 5.34 -54.74 0.3332 -0.3973
FED HM LN PC POOL RJ1109 FR 03/54 FIXED 5.5 / ABS-MBS (US3142GRGT13) 5.24 -2.29 0.3272 -0.0052
US298785JA59 / European Investment Bank 5.18 1.55 0.3231 0.0073
US38237KAA88 / 4% 20 Apr 2049 5.11 2.71 0.3191 0.0107
US50065RAK32 / KOREA HSG FIN CORP 4.625% 02/24/2028 144A 5.05 0.42 0.3153 0.0037
US42806MBS70 / Hertz Vehicle Financing III LLC 5.03 -0.12 0.3137 0.0020
US62954HBB33 / NXP BV / NXP Funding LLC / NXP USA Inc 4.99 1.30 0.3113 0.0063
US539565AC59 / LOCAL INITIATIVES SUPPOR UNSECURED 03/27 3.782 4.97 0.47 0.3100 0.0038
GREYWOLF CLO LTD GWOLF 2020 3RA A1R2 144A / ABS-CBDO (US39809CAY03) 4.91 0.22 0.3065 0.0030
ARES CLO LTD ARES 2013 2A AR3 144A / ABS-CBDO (US00190YBP97) 4.91 0.43 0.3061 0.0036
PIKES PEAK CLO PIPK 2019 4A ARR 144A / ABS-CBDO (US72132WAN92) 4.90 0.27 0.3060 0.0031
ELEVATION CLO LTD AWPT 2018 3A A1R2 144A / ABS-CBDO (US28623VAN91) 4.90 0.08 0.3059 0.0026
US30767EAD13 / FARM CREDIT BK OF TEXAS JR SUBORDINA 144A 12/99 VAR 4.90 0.00 4.90 0.27 0.3056 0.0032
US912810TD00 / United States Treasury Note/Bond 4.89 -3.15 0.3051 -0.0076
5831 / Shizuoka Financial Group,Inc. 4.87 1.76 0.3036 0.0075
AMEREN MISSOURI SEC FU I SR SECURED 10/41 4.85 / DBT (US023940AA78) 4.86 -0.37 0.3035 0.0011
US68249DAA72 / One New York Plaza Trust 2020-1NYP 4.86 1.42 0.3035 0.0065
FED HM LN PC POOL RJ0048 FR 10/53 FIXED 4.5 / ABS-MBS (US3142GQBS02) 4.86 -3.07 0.3030 -0.0073
TRINITAS CLO LTD TRNTS 2022 19A A1R 144A / ABS-CBDO (US89642FAN33) 4.80 0.17 0.2997 0.0027
CQS US CLO LTD CQS 2021 1A AR 144A / ABS-CBDO (US12659UAL61) 4.80 -0.54 0.2996 0.0007
US3140QSKW03 / FNMA POOL CB6608 FN 07/53 FIXED 4 4.79 -0.75 0.2989 0.0001
US83416WAA18 / Solar Star Funding LLC 4.73 -0.17 0.2954 0.0017
ELEVATION CLO LTD AWPT 2022 16A A1AR 144A / ABS-CBDO (US28623YAU73) 4.71 0.73 0.2936 0.0043
OCEAN TRAILS CLO OCTR 2021 11A AR 144A / ABS-CBDO (US67514VAL36) 4.70 0.47 0.2933 0.0036
US86562MCN83 / Sumitomo Mitsui Financial Group Inc 4.70 1.29 0.2931 0.0059
XS2100664114 / Digital Dutch Finco BV 4.68 10.66 0.2922 0.0301
US3132XVR625 / FED HM LN PC POOL Q53208 FG 12/47 FIXED 3.5 4.67 -4.97 0.2914 -0.0129
TSY INFL IX N/B 02/54 2.125 / DBT (US912810TY47) 4.60 -3.67 0.2867 -0.0087
US3140QSDW85 / FNMA POOL CB6416 FN 05/53 FIXED 4 4.58 -1.31 0.2857 -0.0016
US26444HAH49 / Duke Energy Florida LLC 4.55 1.54 0.2842 0.0064
US50085PAA57 / KREST COMMERCIAL MORTGAGE SECU KREST 2021 CHIP A 144A 4.52 0.09 0.2821 0.0024
MADISON PARK FUNDING LTD MDPK 2021 49A AR 144A / ABS-CBDO (US55820VAL71) 4.49 0.25 0.2804 0.0028
XS2264968665 / Ivory Coast Government International Bond 4.49 12.11 0.2802 0.0321
US656029AL92 / Norinchukin Bank/The 4.49 0.11 0.2801 0.0024
US842400HM81 / Southern California Edison Co 4.49 1.24 0.2799 0.0055
US47109LAB09 / Japan International Cooperation Agency 4.40 0.62 0.2743 0.0037
US797440CE27 / SAN DIEGO GAS & ELECTRIC CO 4.39 0.73 0.2741 0.0040
US052769AH94 / Autodesk Inc 4.39 2.43 0.2738 0.0085
USY4S71YAA27 / JSW Hydro Energy Ltd 4.38 -1.26 0.2735 -0.0014
US65364UAN63 / Niagara Mohawk Power Corp 4.33 2.12 0.2701 0.0076
MADISON PARK FUNDING LTD MDPK 2020 46A ARR 144A / ABS-CBDO (US55822AAW71) 4.30 0.63 0.2686 0.0037
US75973PAA75 / ReNew Wind Energy AP2 / ReNew Power Pvt Ltd other 9 Subsidiaries 4.27 2.18 0.2667 0.0076
US461070AP91 / Interstate Power & Light Co. 4.27 18.14 0.2661 0.1218
US3133KRBS22 / FED HM LN PC POOL RA9049 FR 05/53 FIXED 4 4.26 -0.72 0.2659 0.0001
US3140QQKU80 / FNMA POOL CB4806 FN 07/52 FIXED 3 4.24 -0.84 0.2648 -0.0003
5831 / Shizuoka Financial Group,Inc. 4.18 0.2611 0.2611
SMURFIT KAPPA TREASURY COMPANY GUAR 01/30 5.2 / DBT (US83272GAD34) 4.18 0.2611 0.2611
FCT / Fincantieri S.p.A. 4.18 11.77 0.2607 0.0292
US212168AA64 / Continental Wind LLC 4.11 -0.05 0.2567 0.0018
US92343VGL27 / Verizon Communications Inc 4.11 0.64 0.2565 0.0036
GBDC / Golub Capital BDC, Inc. 4.10 0.52 0.2556 0.0032
FED HM LN PC POOL RA9795 FR 09/53 FIXED 4 / ABS-MBS (US3133KR3C65) 4.08 -0.95 0.2548 -0.0004
XS2106589471 / CPI Property Group SA 4.06 -27.81 0.2534 -0.0950
US54750AAB26 / Low Income Investment Fund 4.04 -0.30 0.2524 0.0012
US01F0526800 / Uniform Mortgage-Backed Security, TBA 4.03 -95.93 0.2515 -5.3929
US05571AAR68 / BPCE SA 4.03 0.55 0.2512 0.0032
BMW VEHICLE LEASE TRUST BMWLT 2024 1 A3 / ABS-O (US05611UAD54) 4.01 -0.15 0.2505 0.0015
US1301ETAA03 / California Endowment/The 4.01 -4.18 0.2504 -0.0089
US26442CAX20 / Duke Energy Carolinas LLC 3.99 1.22 0.2491 0.0049
US05591F2S82 / BNG Bank NV 3.97 0.81 0.2477 0.0039
US3138WHS290 / Fannie Mae Pool 3.95 -2.03 0.2468 -0.0032
US912810SL35 / United States Treasury Note/Bond 3.94 -2.96 0.2456 -0.0055
BNG BANK NV SR UNSECURED 144A 02/30 4.75 / DBT (US05591F2Y50) 3.93 0.69 0.2452 0.0036
US36257CAA53 / GS Mortgage Securities Corp Trust 2017-GPTX 3.93 0.56 0.2452 0.0032
US298785JV96 / European Investment Bank 3.92 0.77 0.2448 0.0037
ARES EURO CLO ARESE 14A AR 144A / ABS-CBDO (XS2920478356) 3.86 -13.17 0.2407 -0.0344
US89115A2V36 / Toronto-Dominion Bank/The 3.85 0.03 0.2404 0.0019
US575674AA46 / Massachusetts Higher Education Assistance Corp 3.83 0.55 0.2393 0.0031
RFR USD SOFR/3.50000 06/20/24-30Y LCH / DIR (EZV8ZC6L7CY8) 3.82 13.11 0.2384 0.0292
MDLZ / Mondelez International, Inc. - Depositary Receipt (Common Stock) 3.81 4.88 0.2375 0.0127
945B / ReNew Power Pvt Ltd 3.73 0.84 0.2326 0.0037
US86563VBH15 / SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 03/28 5.5 3.71 0.41 0.2316 0.0026
US902613AA61 / UBS Group AG 3.68 1.43 0.2297 0.0050
37 CAPITAL CLO LTD PUTNM 2023 2A AR 144A / ABS-CBDO (US883932AN54) 3.59 0.14 0.2239 0.0020
US268317AS33 / Electricite de France SA 3.59 0.28 0.2237 0.0023
US21H0206753 / GINNIE MAE II POOL 30YR TBA (JULY) 3.58 0.65 0.2237 0.0206
TAQA / Abu Dhabi National Energy Company PJSC 3.54 -0.56 0.2211 0.0004
SRG / Snam S.p.A. 3.53 0.2203 0.2203
37 CAPITAL CLO LTD PUTNM 2022 1A A1R 144A / ABS-CBDO (US88429PAU66) 3.50 0.14 0.2186 0.0019
5831 / Shizuoka Financial Group,Inc. 3.50 -2.73 0.2181 -0.0044
GOLDENTREE LOAN MANAGEMENT US GLM 2020 8A ARR 144A / ABS-CBDO (US38136NAY22) 3.42 0.38 0.2135 0.0024
US63983TEH41 / Nederlandse Waterschapsbank NV 3.42 0.53 0.2132 0.0027
PROLOGIS LP SR UNSECURED 02/33 4.2 / DBT (CA74340XCP48) 3.40 5.82 0.2123 0.0132
TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A A2 144A / ABS-O (US88164AAB08) 3.40 -3.27 0.2120 -0.0055
RFR USD SOFR/2.00000 12/21/22-10Y CME / DIR (EZFXDWH0DRR4) 3.37 -9.51 0.2103 -0.0203
CBOM / Credit Bank of Moscow (public joint-stock company) 3.34 1.03 0.2087 0.0037
US912810SM18 / US TII .25 02/15/2050 (TIPS) 3.34 -3.92 0.2082 -0.0069
MADISON PARK FUNDING LTD MDPK 2019 36A A1RR 144A / ABS-CBDO (US55819PBE88) 3.29 0.12 0.2051 0.0018
US80282KBF21 / Santander Holdings USA, Inc. 3.29 1.89 0.2050 0.0053
BMW US CAPITAL LLC COMPANY GUAR 144A 03/30 5.05 / DBT (US05565ECY95) 3.26 1.27 0.2034 0.0041
NORINCHUKIN BANK SR UNSECURED 144A 10/29 5.094 / DBT (US656029AN58) 3.25 0.56 0.2027 0.0027
HASI / HA Sustainable Infrastructure Capital, Inc. 3.24 0.2022 0.2022
COTY34 / Coty Inc. - Depositary Receipt (Common Stock) 3.24 8.92 0.2019 0.0180
BMW VEHICLE LEASE TRUST BMWLT 2025 1 A3 / ABS-O (US096912AD26) 3.22 0.2009 0.2009
MF1 MULTIFAMILY HOUSING MORTGA MF1 2025 FL17 A 144A / ABS-CBDO (US55287HAA86) 3.20 0.09 0.1994 0.0017
US195325EL56 / Colombia Government International Bond 3.12 0.00 0.1947 0.0014
IRS EUR 0.25000 09/15/21-15Y LCH / DIR (EZSTDKF68V20) 3.09 8.30 0.1931 0.0161
US00203QAF46 / AP Moller - Maersk A/S 3.07 2.09 0.1918 0.0053
US42806MBW82 / HERTZ 23-2 A 144A 5.57% 09-25-29/28 3.07 0.43 0.1913 0.0023
US095623AB04 / BlueHub Loan Fund Inc 3.06 0.07 0.1909 0.0016
US38237JAA16 / GoodLeap Sustainable Home Solutions Trust 2022-1 3.04 0.63 0.1898 0.0026
SCE.PRK / SCE Trust V - Preferred Security 3.03 0.46 0.1892 0.0023
US912810RB61 / United States Treas Bds Bond 3.01 -2.12 0.1876 -0.0027
US01N0506772 / Ginnie Mae 2.95 0.85 0.1841 0.0173
AVOCA STATIC CLO AVOST 1A AR 144A / ABS-CBDO (XS2935873880) 2.94 0.65 0.1836 0.0025
FIRST HELP FINANCIAL LLC FHF 2024 2A A2 144A / ABS-O (US30336NAC56) 2.92 -15.25 0.1824 -0.0312
5831 / Shizuoka Financial Group,Inc. 2.92 0.1821 0.1821
US70339PAA75 / Pattern Energy Operations LP / Pattern Energy Operations Inc 2.91 4.08 0.1815 0.0084
US3140QRAA10 / FANNIE MAE POOL FN CB5400 2.90 -1.60 0.1806 -0.0016
JAMESTOWN CLO LTD JTWN 2021 16A AR 144A / ABS-CBDO (US47048RAL96) 2.89 0.03 0.1804 0.0014
US44107TAZ93 / Host Hotels & Resorts LP 2.88 1.30 0.1797 0.0037
US3133KQDD51 / FHLG 30YR 4% 12/01/2052#RA8200 2.82 -14.36 0.1757 -0.0279
US3137FXLY27 / FHLMC Multifamily Structured Pass-Through Certificates, Series KSG1, Class X1 2.77 -4.61 0.1729 -0.0070
FED HM LN PC POOL RJ0135 FR 11/53 FIXED 4 / ABS-MBS (US3142GQEH10) 2.76 -0.76 0.1723 0.0000
HANA BANK HANA BANK / DBT (US48723RAE53) 2.75 -0.11 0.1719 0.0011
US912810TC27 / United States Treasury Note/Bond 2.75 -2.10 0.1717 -0.0024
US912810RW09 / United States Treasury Inflation Indexed Bonds 2.70 -3.33 0.1684 -0.0045
US38237VAA44 / GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2023-1 GOOD 2023-1GS A 2.66 0.49 0.1657 0.0021
US3617G9M818 / GNMA II POOL BF3083 G2 07/48 FIXED 4 2.65 -4.57 0.1656 -0.0066
US TREASURY N/B 05/44 4.625 / DBT (US912810UB25) 2.65 -2.25 0.1653 -0.0025
ONCOR ELECTRIC DELIVERY SR SECURED 144A 05/31 3.5 / DBT (XS2813774770) 2.64 10.20 0.1646 0.0164
US3136BBAR38 / Fannie Mae-Aces 2.60 -7.18 0.1622 -0.0113
US912810SC36 / United States Treas Bds Bond 2.58 -2.53 0.1610 -0.0029
US31335BTJ51 / FED HM LN PC POOL G61453 FG 05/48 FIXED 3.5 2.56 -0.97 0.1600 -0.0003
US3622A3BM11 / GNMA POOL 784544 GN 09/47 FIXED 3.5 2.56 -2.81 0.1598 -0.0034
BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 3A AR 144A / ABS-CBDO (US05683NAJ19) 2.54 0.59 0.1585 0.0021
US912810RH32 / United States Treas Bds Bond 2.52 -2.25 0.1575 -0.0024
US3133KQQY51 / FED HM LN PC POOL RA8571 FR 06/53 FIXED 4 2.52 -3.96 0.1572 -0.0053
US912834KP23 / United States Treasury Strip Coupon 2.50 -1.30 0.1562 -0.0009
US656029AH80 / Norinchukin Bank/The 2.47 1.40 0.1542 0.0033
US46647PDW32 / JPMorgan Chase & Co 2.45 -0.20 0.1530 0.0009
US617463AC80 / Morgan Stanley IXIS Real Estate Capital Trust 2.45 -0.41 0.1528 0.0005
FIRST HELP FINANCIAL LLC FHF 2024 1A A2 144A / ABS-O (US31568AAB26) 2.44 -14.90 0.1525 -0.0254
US912810RF75 / United States Treasury Inflation Indexed Bonds 2.43 -2.61 0.1516 -0.0029
US720198AE09 / Piedmont Operating Partnership LP 2.42 2.19 0.1512 0.0044
US81758VAA35 / Service Experts Issuer LLC, Series 2021-1A, Class A 2.38 -12.55 0.1488 -0.0201
FNMA POOL FS8865 FN 02/35 FIXED VAR / ABS-MBS (US3140XQZ753) 2.36 -6.49 0.1475 -0.0090
ANCHORAGE CAPITAL CLO LTD ANCHC 2021 20A A1R 144A / ABS-CBDO (US03330YAJ91) 2.29 0.00 0.1432 0.0010
US914455UK46 / University of Michigan 2.29 -0.91 0.1426 -0.0002
US3617L7VQ99 / GNMA II POOL BP1523 G2 08/49 FIXED 3.5 2.28 -1.52 0.1420 -0.0011
AU3CB0245884 / European Investment Bank 2.23 6.71 0.1389 0.0097
US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) 2.19 0.1367 0.1367
XS2345035963 / Wabtec Transportation Netherlands BV 2.17 9.67 0.1353 0.0129
US715638BE14 / Peruvian Government International Bond 2.14 -15.64 0.1333 -0.0235
PRP ADVISORS, LLC PRPM 2023 NQM2 A1 144A / ABS-MBS (US74390KAK43) 2.13 -8.30 0.1331 -0.0109
SMURFIT WESTROCK FIN COMPANY GUAR 01/35 5.418 / DBT (US83272YAB83) 2.13 0.1328 0.1328
US TREASURY N/B 11/54 4.5 / DBT (US912810UE63) 2.10 -3.27 0.1309 -0.0034
US78409VBJ26 / S&P Global Inc 2.09 1.12 0.1301 0.0024
US525221GC58 / LEHMAN XS TRUST LXS 2005 10 2A4A 2.08 -3.48 0.1299 -0.0037
CROWN POINT CLO 7, LTD CRNPT 2018 7A AR 144A / ABS-CBDO (US22846MAJ27) 2.06 -32.07 0.1287 -0.0594
US3617GQ5G46 / GNMA II POOL BG6247 G2 05/48 FIXED 4 2.05 -1.26 0.1276 -0.0007
US89231WAA18 / Toyota Auto Loan Extended Note Trust 2023-1 2.04 0.44 0.1274 0.0015
US3140QSC901 / FNMA 30YR 5% 02/01/2053#CB6395 2.04 -2.54 0.1271 -0.0023
US74977RDJ05 / Cooperatieve Rabobank UA 1.98 0.97 0.1238 0.0021
ONTARIO (PROVINCE OF) SR UNSECURED 12/34 3.8 / DBT (CA68333ZBG15) 1.98 0.1237 0.1237
US18539UAC99 / Clearway Energy Operating LLC 1.98 1.91 0.1234 0.0032
US3137BWWX87 / FHLMC, Series 4678, Class AF 1.97 -3.76 0.1231 -0.0039
US78433LAG14 / SCE Recovery Funding LLC 1.93 -2.08 0.1204 -0.0016
US78449RAC97 / SLG Office Trust 2021-OVA 1.92 -3.27 0.1200 -0.0031
US15189XBC11 / CenterPoint Energy Houston Electric LLC 1.91 -0.05 0.1191 0.0008
CANYON CAPITAL CLO LTD CANYC 2020 1A AR2 144A / ABS-CBDO (US13876LAW72) 1.90 0.53 0.1187 0.0015
US912810RE01 / United States Treas Bds Bond 1.88 -2.13 0.1176 -0.0017
US13032UD885 / CALIFORNIA ST HLTH FACS FING AUTH REVENUE 1.87 1.02 0.1170 0.0020
IRS EUR 2.25000 09/17/25-30Y LCH / DIR (EZV4L1QCFM97) 1.84 -2.44 0.1146 -0.0020
US86745XAA46 / SUNNOVA SOL V ISSUER, LLC SNVA 2023 1A A 144A 1.84 -1.02 0.1145 -0.0003
US86746AAA34 / SNVA_23-A 1.79 -6.51 0.1120 -0.0069
5831 / Shizuoka Financial Group,Inc. 1.78 -5.79 0.1108 -0.0059
TIKEHAU CLO IX DAC TIKEH 9A AR 144A / ABS-CBDO (XS2931965672) 1.77 8.87 0.1103 0.0097
US36198UAE91 / GNMA POOL AI7205 GN 08/45 FIXED 3.5 1.76 -2.06 0.1100 -0.0015
CPPIB CAPITAL INC COMPANY GUAR REGS 06/34 4.3 / DBT (CA12593CAY71) 1.76 4.08 0.1099 0.0051
US38376R4U70 / GNMA, Series 2017-H14, Class FG 1.76 -11.26 0.1097 -0.0130
US13048VQC53 / California Municipal Finance Authority 1.69 -1.46 0.1055 -0.0008
US54750AAA43 / Low Income Investment Fund 1.67 0.48 0.1041 0.0013
US912834KH07 / United States Treasury Strip Coupon 1.66 -1.31 0.1037 -0.0005
US3140QAZB92 / FNMA POOL CA3437 FN 04/34 FIXED 3 1.64 -3.58 0.1025 -0.0030
US912810RJ97 / United States Treas Bds Bond 1.62 -2.30 0.1009 -0.0016
US29278GAX60 / Enel Finance International NV 1.61 1.84 0.1002 0.0026
US3617H7NB60 / GNMA II POOL BH9386 G2 06/48 FIXED 4 1.60 -3.84 0.0999 -0.0032
US912810SD19 / United States Treas Bds Bond 1.55 155.85 0.0969 0.0593
US3140Q7HT70 / Federal National Mortgage Association 1.52 -0.33 0.0950 0.0004
US68389BAP85 / Option One Mortgage Loan Trust 2006-3 1.51 -0.13 0.0943 0.0006
US12667LAE20 / Countrywide Asset-Backed Certificates, Series 2006-21, Class 2A4 1.47 -2.40 0.0916 -0.0015
US865592AE95 / SUMIT 2022 BVUE MORTGAGE TRUST SUMMT 2022 BVUE B 144A 1.44 1.91 0.0900 0.0023
XS2279559889 / GEMGARTO GMG 2021 1A A 144A 1.42 -6.59 0.0885 -0.0055
US3617H4NH00 / GNMA II POOL BH6692 G2 06/48 FIXED 4 1.41 -4.40 0.0881 -0.0033
RFR GBP SONIO/0.90000 03/15/22-30Y LCH / DIR (EZ1PFH0N3JH1) 1.40 8.42 0.0876 0.0074
US618933AA33 / MSAIC_23-3A 1.40 -4.24 0.0875 -0.0032
US38237CAA62 / Goodleap Sustainable Home Solutions Trust 2023-3 1.40 -4.69 0.0875 -0.0036
US31415P3Z99 / Fannie Mae Pool 1.39 -4.60 0.0866 -0.0035
US30327CAA45 / FHF TRUST 2022-1 FHF 2022-1A A 1.38 -28.20 0.0858 -0.0328
US912810TP30 / US TREASURY I/L 1.5% 02-15-53 1.37 -3.87 0.0854 -0.0028
US3617KPXT22 / GNMA II POOL BO7890 G2 07/49 FIXED 3.5 1.36 -1.23 0.0851 -0.0004
US36196EWU71 / GNMA II POOL AX3359 G2 07/48 FIXED 4 1.36 -1.38 0.0850 -0.0005
US912810RK60 / United States Treas Bds Bond 1.34 -2.34 0.0835 -0.0014
US3617G1S416 / GNMA II POOL BE6839 G2 03/48 FIXED 4 1.33 -1.33 0.0831 -0.0004
RFR USD SOFR/3.50000 12/18/24-30Y LCH / DIR (EZ4089K4KC85) 1.33 39.68 0.0829 0.0240
RFR USD SOFR/3.25000 06/18/25-30Y LCH / DIR (EZVR6JLJ0ZB5) 1.32 0.0824 0.0824
FED HM LN PC POOL RJ3036 FR 12/54 FIXED 5.5 / ABS-MBS (US3142GTLS31) 1.30 -3.70 0.0812 -0.0025
US912810SK51 / United States Treasury Note/Bond 1.29 -2.80 0.0803 -0.0017
US38376RYX87 / GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H21 AF 1.27 -15.86 0.0795 -0.0143
US095623AA21 / BlueHub Loan Fund Inc 1.26 1.04 0.0787 0.0014
US842400HF31 / Southern California Edison Co 1.26 -3.53 0.0785 -0.0022
US912834LR79 / United States Treasury Strip Coupon 1.24 -1.97 0.0775 -0.0010
US61753EAC49 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A2C 1.12 0.27 0.0697 0.0007
US38376R5H50 / GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FE 1.11 -8.79 0.0693 -0.0061
US38375UZ783 / GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H25 FB 1.10 -6.09 0.0683 -0.0039
US3617JRQH42 / GNMA II POOL BM1356 G2 07/49 FIXED 3.5 1.09 -1.45 0.0680 -0.0005
TSY INFL IX N/B 02/55 2.375 / DBT (US912810UH94) 1.08 0.0675 0.0675
US3617BKK835 / GNMA II POOL BD3919 G2 05/48 FIXED 4 1.06 -3.65 0.0659 -0.0020
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US3617GMMZ26 / GNMA II POOL BG3076 G2 05/48 FIXED 4 1.02 -1.25 0.0639 -0.0003
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US912810SG40 / United States Treasury Inflation Indexed Bonds 1.02 -3.69 0.0635 -0.0020
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US30331GAC50 / FHF Trust 2023-1 0.96 -23.34 0.0597 -0.0175
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 0.95 0.0596 0.0596
US01N0406783 / Ginnie Mae 0.93 -51.10 0.0582 -0.0368
US10112RBE36 / Boston Properties LP 0.93 2.43 0.0579 0.0018
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BRITISH COLUMBIA PROV OF UNSECURED 06/34 4.15 / DBT (CA110709AK82) 0.83 4.39 0.0520 0.0025
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US TREASURY N/B 02/55 4.625 / DBT (US912810UG12) 0.78 -3.23 0.0486 -0.0013
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US3617JRQG68 / GNMA II POOL BM1355 G2 07/49 FIXED 3.5 0.76 -1.31 0.0472 -0.0002
US38375UZZ64 / Government National Mortgage Association 0.75 -6.57 0.0471 -0.0029
US36298XAA00 / GSMPS Mortgage Loan Trust 2006-RP2 0.75 -2.08 0.0471 -0.0006
US912810RA88 / United States Treasury Inflation Indexed Bonds 0.73 -2.42 0.0453 -0.0008
CDX ITRAXX XOV42 5Y 35-100% SP JPM / DCR (EZ2BLZ4YH9B3) 0.73 0.0453 0.0453
US3140FQYB72 / FNMA POOL BE5205 FN 03/47 FIXED 3.5 0.70 -0.71 0.0440 0.0000
US29278GAW87 / Enel Finance International NV 0.70 0.43 0.0439 0.0005
US912834FB91 / United States Treasury Strip Coupon 0.69 -1.28 0.0433 -0.0002
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US46628YBM12 / JP MORGAN MORTGAGE TRUST JPMMT 2006 S2 3A10 0.63 -1.42 0.0392 -0.0002
US74922MAA99 / RALI Trust, Series 2006-QA6, Class A1 0.62 -2.19 0.0390 -0.0006
US418751AD59 / HAT Holdings I LLC / HAT Holdings II LLC 0.62 3.17 0.0387 0.0015
US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) 0.62 0.0384 0.0384
US12638PAW95 / CREDIT SUISSE MORTGAGE TRUST CSMC 2007 3 2A4 0.60 -0.17 0.0375 0.0002
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US61772WAA53 / Morgan Stanley Capital I Trust 2021-230P 0.58 -65.07 0.0360 -0.0663
CDX ITRAXX XOV42 5Y 35-100% SP BPS / DCR (EZ2BLZ4YH9B3) 0.56 0.0347 0.0347
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US3140QQDV47 / FNMA POOL CB4615 FN 07/52 FIXED 4.5 0.55 -0.36 0.0345 0.0001
US46626LCC28 / JP Morgan Mortgage Acquisition Corp., Series 2005-FRE1, Class M1 0.55 -12.72 0.0343 -0.0047
US026935AH97 / AMERICAN HOME MORTGAGE ASSETS AHMA 2007 3 21A1 0.54 -2.89 0.0336 -0.0007
US3138ELGH03 / FNMA POOL AL3799 FN 05/28 FIXED VAR 0.53 -14.22 0.0328 -0.0051
US362290AC25 / GSR Mortgage Loan Trust 2007-AR1 0.52 -5.61 0.0326 -0.0017
USY7280PAA13 / ReNew Wind Energy AP2 / ReNew Power Pvt Ltd other 9 Subsidiaries 0.47 2.16 0.0296 0.0008
US31418MT440 / FNMA POOL AD0570 FN 08/37 FIXED VAR 0.47 -3.51 0.0292 -0.0008
US64972EUE75 / NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP 0.46 0.65 0.0289 0.0004
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0.46 0.0285 0.0285
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0.46 0.0285 0.0285
US61915RBY18 / MortgageIT Mortgage Loan Trust, Series 2006-1, Class 1A1 0.45 -2.83 0.0279 -0.0006
PRJCT ALFA INVSTINDUSTRAL VIII 2025 EUR TERM LOAN 2 / LON (BA000GNP1) 0.45 9.07 0.0278 0.0025
US3140QTAW95 / Fannie Mae Pool 0.44 -1.12 0.0277 -0.0001
US36295TBG85 / GNMA II POOL 679639 G2 06/48 FIXED 4 0.44 -12.38 0.0274 -0.0037
US29278GAP37 / Enel Finance International NV 0.44 2.10 0.0274 0.0008
US3136APAH50 / Fannie Mae REMICS 0.43 -6.15 0.0267 -0.0016
US61748LAD47 / MORGAN STANLEY CAPITAL INC MSAC 2006 NC4 A2C 0.41 -0.97 0.0256 -0.0000
US3132Y0FG00 / FED HM LN PC POOL Q56466 FG 06/48 FIXED 4 0.41 -3.31 0.0256 -0.0007
US64352VCS88 / NEW CENTURY HOME EQUITY LOAN T NCHET 2003 2 M2 0.40 0.25 0.0249 0.0002
FNMA POOL BX6672 FN 02/53 FIXED 5 / ABS-MBS (US3140NBMW86) 0.38 -0.26 0.0239 0.0001
US92925GAJ22 / WaMu Mortgage Pass-Through Certificates Trust, Series 2006-AR16, Class 3A3 0.37 -1.32 0.0233 -0.0002
EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF53) 0.37 0.0232 0.0232
US933634AJ62 / WaMu Mortgage Pass-Through Certificates Series 2007-HY3 Trust 0.37 -2.65 0.0229 -0.0004
US3617GWNK20 / GNMA II POOL BH0394 G2 06/48 FIXED 4 0.36 -1.09 0.0227 -0.0001
US31392KS237 / FREDDIE MAC FHR 2449 ZA 0.36 -11.74 0.0226 -0.0028
US842400GR87 / Southern California Edison Co 0.36 0.0225 0.0225
BOUGHT CAD SOLD USD 20250702 / DFE (000000000) 0.36 0.0224 0.0224
US61756YAD58 / Morgan Stanley ABS Capital I Inc Trust 2007-HE7 0.36 0.57 0.0222 0.0003
US45660LV977 / IndyMac INDX Mortgage Loan Trust 2005-AR31 0.35 -1.71 0.0216 -0.0002
US52521YAA47 / LMT 2007-8 1A1 0.33 -0.89 0.0209 -0.0001
BOUGHT GBP SOLD USD 20250702 / DFE (000000000) 0.33 0.0204 0.0204
US912810QW18 / United States Treas Bds Bond 0.32 -1.85 0.0199 -0.0002
US86746BAA17 / Helios Issuer LLC, Series 2023-GRID1, Class 1A 0.31 -1.57 0.0196 -0.0002
IRS AUD 4.50000 09/20/23-10Y LCH / DIR (EZGXS4F4YYN6) 0.31 100.65 0.0194 0.0098
FED HM LN PC POOL QI1132 FR 03/54 FIXED 5 / ABS-MBS (US3133W7HH10) 0.31 -0.33 0.0191 0.0001
US31418M5H17 / Fannie Mae Pool 0.30 -2.31 0.0185 -0.0003
US64972EUD92 / NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP 0.28 0.72 0.0176 0.0003
FED HM LN PC POOL SD8403 FR 02/54 FIXED 6.5 / ABS-MBS (US3132DWKQ59) 0.28 -9.84 0.0172 -0.0017
TREASURY BILL 10/25 0.00000 / DBT (US912797RD17) 0.27 0.0169 0.0169
US38380UAY91 / Government National Mortgage Association 0.27 -2.91 0.0167 -0.0004
TESLA AUTO LEASE TRUST TESLA 2024 A A2A 144A / ABS-O (US88166VAB27) 0.26 -70.85 0.0163 -0.0390
GB00BMBL1D50 / United Kingdom Gilt 0.25 0.40 0.0157 0.0002
US88522RAA23 / Thornburg Mortgage Securities Trust 2006-5 0.25 -2.77 0.0154 -0.0004
US31292K2G14 / Freddie Mac Gold Pool 0.24 -1.22 0.0152 -0.0000
IRS AUD 4.50000 09/18/24-10Y LCH / DIR (EZLG541MMLX8) 0.24 115.32 0.0149 0.0080
LONG GILT FUTURE SEP25 IFLL 20250926 / DIR (GB00MP6FM953) 0.24 0.0149 0.0149
US38376RBH84 / Government National Mortgage Association 0.22 -26.09 0.0138 -0.0047
US912810RY64 / United States Treas Bds Bond 0.21 -2.74 0.0134 -0.0002
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0.20 0.0124 0.0124
US715638BD31 / REPUBLIC OF PERU SR UNSECURED 144A 08/31 6.95 0.20 -15.52 0.0123 -0.0021
US31418MWD00 / FNMA POOL AD0643 FN 06/39 FIXED VAR 0.19 -2.04 0.0120 -0.0002
US64972EUC10 / NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP 0.19 0.53 0.0119 0.0002
US07402FAC95 / BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 2A1 0.19 1.08 0.0117 0.0002
US912834JP42 / United States Treasury Strip Coupon 0.19 -1.06 0.0117 -0.0001
US31406LKX54 / FNMA POOL 813110 FN 02/35 FIXED 5.5 0.18 -1.62 0.0114 -0.0001
US842400GK35 / Southern California Edison Co 0.18 0.0113 0.0113
US86363DAH44 / Structured Asset Mortgage Investments II Trust 2007-AR2 0.18 -13.04 0.0113 -0.0016
CDX IG44 5Y ICE / DCR (EZPF6RHH0ZV8) 0.18 42.06 0.0112 0.0034
US31417MBY84 / Fannie Mae Pool 0.17 -1.72 0.0107 -0.0001
BOUGHT BRL SOLD USD 20250903 / DFE (000000000) 0.16 0.0102 0.0102
US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) 0.16 0.0102 0.0102
US07388HAP47 / Bear Stearns Asset-Backed Securities I Trust, Series 2006-HE7, Class 2A2 0.16 -3.66 0.0099 -0.0003
IRS AUD 4.50000 03/20/24-10Y LCH / DIR (EZJLKSMVQPQ8) 0.16 106.58 0.0099 0.0051
BOUGHT AUD SOLD USD 20250702 / DFE (000000000) 0.16 0.0098 0.0098
US31419AY278 / Fannie Mae Pool 0.15 -1.32 0.0094 -0.0001
TREASURY BILL 09/25 0.00000 / DBT (US912797PW16) 0.15 0.0093 0.0093
BOUGHT MXN SOLD USD 20250917 / DFE (000000000) 0.15 0.0092 0.0092
US912834JB55 / United States Treasury Strip Coupon 0.14 -1.37 0.0090 -0.0001
AT&T INC SNR S* ICE / DCR (EZVHX8BNGL14) 0.14 8.53 0.0088 0.0008
TREASURY BILL 07/25 0.00000 / DBT (US912797LW51) 0.14 0.0087 0.0087
US31405NM283 / FNMA POOL 794277 FN 09/34 FIXED 5.5 0.13 -3.70 0.0081 -0.0003
US31391RZR64 / FNMA POOL 674952 FN 12/32 FIXED 5.5 0.13 -2.34 0.0078 -0.0002
US36241KW530 / Ginnie Mae I Pool 0.12 -3.31 0.0073 -0.0002
US3622MAAB76 / GSAMP Trust 2007-FM1 0.11 -0.87 0.0072 0.0000
US3128M75R30 / Freddie Mac Gold Pool 0.11 -2.63 0.0070 -0.0001
US31402RRF81 / FNMA POOL 735886 FN 08/35 FLOATING VAR 0.11 -1.77 0.0069 -0.0001
US912810RR14 / United States Treasury Inflation Indexed Bonds 0.10 -2.86 0.0064 -0.0001
US31402QYY15 / Fannie Mae Pool 0.09 -3.16 0.0058 -0.0002
BOUGHT KRW SOLD USD 20250716 / DFE (000000000) 0.09 0.0053 0.0053
US31418WUV08 / FNMA POOL AD8695 FN 06/40 FIXED 5 0.08 -1.18 0.0053 -0.0000
US31402RDF38 / Fannie Mae Pool 0.08 -2.38 0.0051 -0.0001
US842400FZ13 / Southern California Edison Co. Bond 4.65% Due 10/1/2043 0.08 0.0050 0.0050
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) 0.08 0.0049 0.0049
BOUGHT PLN SOLD USD 20250710 / DFE (000000000) 0.08 0.0048 0.0048
BOUGHT PLN SOLD USD 20250710 / DFE (000000000) 0.08 0.0048 0.0048
Q / Quetzal Copper Corp. 0.08 -96.01 0.0048 -0.1147
US31396V4Q81 / Fannie Mae REMICS 0.07 -1.37 0.0045 -0.0000
US31405JP730 / FNMA POOL 790746 FN 09/34 FIXED 5.5 0.07 -1.37 0.0045 -0.0000
US3128M5J279 / Federal Home Loan Mortgage Corporation 0.07 -4.00 0.0045 -0.0002
US31410G2H50 / Fannie Mae Pool 0.07 -1.39 0.0045 0.0000
US3128M4PK35 / FED HM LN PC POOL G02826 FG 05/37 FIXED 6 0.07 -6.58 0.0044 -0.0003
US3128MJGJ31 / FED HM LN PC POOL G08200 FG 05/37 FIXED 6 0.07 -2.82 0.0044 -0.0001
US61754HAD44 / MORGAN STANLEY MORTGAGE LOAN T MSM 2007 7AX 2A3 0.07 -2.99 0.0041 -0.0001
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.07 0.0041 0.0041
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.07 0.0041 0.0041
US3128M85J95 / FED HM LN PC POOL G06849 FG 09/35 FIXED 4 0.06 -6.06 0.0039 -0.0002
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0.06 0.0038 0.0038
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0.06 0.0038 0.0038
RFR USD SOFR/3.76473 12/17/24-30Y LCH / DIR (EZYDGJYHYRS1) 0.06 275.00 0.0037 0.0027
US40431KAA88 / HSI ASSET LOAN OBLIGATION HALO 2007 WF1 A1 0.06 0.00 0.0035 0.0000
US36225CUC80 / Ginnie Mae II Pool 0.05 -11.48 0.0034 -0.0004
US31403DDX49 / Fannie Mae Pool 0.05 -3.70 0.0033 -0.0001
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.05 0.0030 0.0030
US31407JZK14 / FNMA POOL 832446 FN 08/35 FLOATING VAR 0.05 -2.04 0.0030 -0.0000
US3128M5C571 / Freddie Mac Gold Pool 0.05 -2.08 0.0030 -0.0000
US3622A2CN02 / Ginnie Mae I Pool 0.05 -2.17 0.0028 -0.0001
317U88SA5 PIMCO SWAPTION 3.65 CALL USD 2025080 / DIR (EZN8G3KVRYT1) 0.04 -52.27 0.0026 -0.0028
US3128P7LR24 / Freddie Mac Gold Pool 0.04 -8.70 0.0026 -0.0003
US3128M5VY30 / FED HM LN PC POOL G03931 FG 02/38 FIXED 6 0.04 0.00 0.0026 -0.0000
US31403DV223 / FNMA POOL 745933 FN 09/36 FIXED VAR 0.04 -2.44 0.0025 -0.0000
US3128P7NT61 / Freddie Mac Gold 4.50 05/01/2030 0.04 -6.98 0.0025 -0.0002
US05534AAN19 / BCAP LLC 2011-RR5-I Trust 0.04 -11.11 0.0025 -0.0003
US31405JU854 / FNMA POOL 790907 FN 09/34 FIXED 5.5 0.04 -2.50 0.0025 -0.0001
US38376RTW69 / Government National Mortgage Association 0.04 2.63 0.0024 0.0000
US31409TU228 / Fannie Mae Pool 0.04 -2.78 0.0022 -0.0000
US31416VGC28 / Fannie Mae Pool 0.04 0.00 0.0022 -0.0000
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0.03 0.0021 0.0021
US31404AHB35 / FNMA POOL 762626 FN 01/34 FIXED 5.5 0.03 -11.11 0.0020 -0.0002
US31403RKS66 / FNMA POOL 755505 FN 12/33 FIXED 5.5 0.03 -3.12 0.0020 -0.0000
US31371MY920 / Federal National Mortgage Association, Inc. 0.03 0.00 0.0020 -0.0000
TREASURY BILL 08/25 0.00000 / DBT (US912797MG92) 0.03 0.0019 0.0019
31750R594 PIMCO FXVAN PUT EUR USD 1.09750000 / DFE (EZXSNMVYWSL9) 0.03 0.0019 0.0019
US3128M6MZ88 / FHLG 30YR 6% 09/01/2038# 0.03 -3.33 0.0019 -0.0000
US31405R5C67 / Fannie Mae Pool 0.03 -3.33 0.0018 -0.0000
IRS AUD 4.75000 12/20/28-5Y LCH / DIR (EZCW9TP7R7M9) 0.03 107.14 0.0018 0.0009
317U8AEA5 PIMCO SWAPTION 3.6 CALL USD 20250805 / DIR (EZ5DF8SK6Z39) 0.03 -72.90 0.0018 -0.0049
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) 0.03 0.0018 0.0018
US36292FQV21 / GNMA POOL 647668 GN 04/37 FIXED 6 0.03 -3.45 0.0018 -0.0000
31750R5B9 PIMCO FXVAN PUT EUR USD 1.10000000 / DFE (EZ0X1GXSRXF6) 0.03 0.0018 0.0018
US31410GTY97 / FNMA POOL 888967 FN 12/37 FIXED VAR 0.03 -3.45 0.0018 -0.0000
MORGAN STANLEY SNR S* ICE / DCR (EZDBN83SBDY5) 0.03 0.0018 0.0018
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.03 0.0018 0.0018
US36176SAL43 / Ginnie Mae I Pool 0.03 0.00 0.0017 0.0000
US31406AZ629 / FANNIE MAE 3.074% 01/01/2035 FNMA ARM 0.03 0.00 0.0017 -0.0000
US3138LY5M56 / FNMA POOL AO8051 FN 06/42 FIXED 4.5 0.03 0.00 0.0017 0.0000
US31410TWV33 / FNMA POOL 897160 FN 09/36 FIXED 6 0.03 -3.70 0.0017 -0.0000
BOUGHT SEK SOLD USD 20250702 / DFE (000000000) 0.03 0.0017 0.0017
US31407GAG38 / FNMA POOL 829907 FN 07/35 FIXED 6 0.03 -7.14 0.0016 -0.0001
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0.03 0.0016 0.0016
US31402RNW50 / FNMA 0.03 -13.79 0.0016 -0.0002
317U88VA1 PIMCO SWAPTION 3.65 CALL USD 2025080 / DIR (EZN8G3KVRYT1) 0.03 -71.59 0.0016 -0.0039
31750R5C7 PIMCO FXVAN PUT EUR USD 1.11000000 / DFE (EZ6LHMHGSW79) 0.03 0.0016 0.0016
GOLDMAN SACHS GROUP INC SNR S* ICE / DCR (EZC75LZ075F3) 0.02 0.0015 0.0015
CAN 10YR BOND FUT SEP25 XMOD 20250918 / DIR (000000000) 0.02 0.0015 0.0015
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0.02 0.0014 0.0014
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0.02 0.0014 0.0014
US3138A7F374 / FNMA POOL AH5585 FN 02/41 FIXED 5 0.02 -4.35 0.0014 -0.0001
317U8D2A2 PIMCO SWAPTION 3.7 CALL USD 20250813 / DIR (EZKZHY60KQL7) 0.02 -59.26 0.0014 -0.0020
US3128M6SU38 / Freddie Mac Gold Pool 0.02 -4.55 0.0014 -0.0000
US38376RUS39 / GNMA, Series 2016-H13, Class FT 0.02 0.00 0.0014 0.0000
US31410RFW43 / FNMA POOL 894881 FN 09/36 FIXED 6 0.02 0.00 0.0013 -0.0000
BOUGHT CHF SOLD USD 20250702 / DFE (000000000) 0.02 0.0013 0.0013
US3128M4LZ40 / Freddie Mac Gold Pool 0.02 0.00 0.0013 -0.0000
US3128M6PJ10 / FED HM LN PC POOL G04625 FG 06/36 FIXED 6 0.02 -13.64 0.0012 -0.0002
US31416MV689 / UMBS, 30 Year 0.02 0.00 0.0012 -0.0000
US31414QL967 / FNMA POOL 972952 FN 02/38 FIXED 5 0.02 0.00 0.0012 -0.0000
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.02 0.0012 0.0012
US31405R7C40 / Fannie Mae Pool 0.02 0.00 0.0011 -0.0000
31750R5R4 PIMCO FXVAN CALL USD SEK 10.20000000 / DFE (EZR5HRN9R6R0) 0.02 0.0011 0.0011
US3128KKY298 / FED HM LN PC POOL A57029 FG 01/37 FIXED 6 0.02 0.00 0.0010 -0.0000
US3133T8ZJ94 / Freddie Mac REMICS 0.02 -27.27 0.0010 -0.0003
RFR GBP SONIO/3.75000 03/19/25-30Y LCH / DIR (EZ0141M3RG43) 0.02 14.29 0.0010 0.0001
US31415YBM03 / UMBS 0.02 -38.46 0.0010 -0.0006
US31376KHD19 / Fannie Mae Pool 0.02 -6.25 0.0010 -0.0000
US3140J6GM33 / FANNIE MAE 4% 10/01/2047 FNL 0.02 -6.25 0.0010 -0.0000
US3620C5BG17 / Ginnie Mae II Pool 0.02 0.00 0.0009 -0.0000
US31405PRS10 / Fannie Mae Pool 0.01 -6.67 0.0009 -0.0000
US31410KCR32 / FANNIE MAE 3.739% 04/01/2038 FNMA ARM 0.01 -22.22 0.0009 -0.0002
US31416CLT17 / Fannie Mae Pool 0.01 0.00 0.0009 -0.0000
RFR USD SOFR/3.80662 04/02/25-30Y* LCH / DIR (EZGJ99MVMFL2) 0.01 0.0009 0.0009
US31416Q6H37 / Fannie Mae Pool 0.01 -7.14 0.0009 -0.0000
US31418NAR17 / FNMA POOL AD0915 FN 12/38 FIXED VAR 0.01 -7.14 0.0009 -0.0000
US31385XJM02 / FNMA POOL 555668 FN 07/33 FIXED VAR 0.01 -7.14 0.0009 -0.0000
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0.01 0.0008 0.0008
US31412RD792 / FNMA POOL 932626 FN 03/40 FIXED 5 0.01 0.00 0.0008 -0.0000
US31410PEM14 / FNMA POOL 893040 FN 11/36 FIXED 6 0.01 -7.69 0.0008 -0.0000
US31394VL730 / Fannie Mae REMICS 0.01 0.00 0.0008 -0.0000
317U8RKA1 PIMCO SWAPTION 3.5 CALL USD 20250721 / DIR (EZ3SGXHDXKD4) 0.01 -89.29 0.0008 -0.0062
US3128M7AX42 / Freddie Mac Gold Pool 0.01 0.00 0.0008 -0.0000
US31394ALL88 / FANNIEMAE WHOLE LOAN FNW 2004 W8 2A 0.01 -8.33 0.0007 -0.0001
US31417YSY40 / Fannie Mae Pool 0.01 -8.33 0.0007 -0.0000
US31374TW477 / FNMA POOL 323867 FN 07/29 FIXED VAR 0.01 -8.33 0.0007 -0.0001
US3128KHFT83 / FED HM LN PC POOL A54678 FG 06/36 FIXED 6 0.01 0.00 0.0007 -0.0000
VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (EZJPZK13BGC9) 0.01 22.22 0.0007 0.0001
US3138EKK950 / FNMA POOL AL3019 FN 12/38 FIXED VAR 0.01 0.00 0.0007 -0.0000
OIS CAD CAONREPO/2.7404 03/10/25-9Y* LCH / DIR (EZFX115HKHQ4) 0.01 -375.00 0.0007 0.0010
US31402DQ456 / FNMA POOL 725975 FN 09/34 FLOATING VAR 0.01 -8.33 0.0007 -0.0001
US31385W2S74 / Fannie Mae 0.01 -9.09 0.0007 -0.0000
US3128M9BX98 / Freddie Mac Gold Pool 0.01 0.00 0.0006 -0.0000
US31404XLJ18 / Fannie Mae Pool 0.01 -9.09 0.0006 -0.0000
BOUGHT MXN SOLD USD 20251217 / DFE (000000000) 0.01 0.0006 0.0006
US31414CJH25 / Fannie Mae Pool 0.01 -10.00 0.0006 -0.0000
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) 0.01 0.0006 0.0006
US31416BN531 / Fannie Mae Pool 0.01 -11.11 0.0006 -0.0000
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.01 0.0005 0.0005
US31402C4J86 / Fannie Mae Pool 0.01 0.00 0.0005 -0.0000
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.01 0.0005 0.0005
US31403UPF20 / FNMA POOL 758322 FN 12/33 FIXED 5.5 0.01 0.00 0.0005 -0.0000
US312936LM74 / FED HM LN PC POOL A89332 FG 10/39 FIXED 5 0.01 0.00 0.0005 -0.0000
US31417YTV91 / Fannie Mae Pool 0.01 -12.50 0.0005 -0.0000
BOUGHT THB SOLD USD 20250716 / DFE (000000000) 0.01 0.0005 0.0005
BOUGHT KRW SOLD USD 20250708 / DFE (000000000) 0.01 0.0005 0.0005
US31418MRL80 / Fannie Mae Pool 0.01 -12.50 0.0005 -0.0000
US31403DGZ69 / Fannie Mae Pool 0.01 0.00 0.0005 -0.0000
US31402DDS62 / FNMA POOL 725613 FN 06/34 FIXED VAR 0.01 0.00 0.0005 -0.0000
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.01 0.0005 0.0005
BOUGHT KRW SOLD USD 20250716 / DFE (000000000) 0.01 0.0004 0.0004
US31414SMQ39 / FANNIE MAE 4.193% 04/01/2038 FAR FNARM 0.01 0.00 0.0004 -0.0000
US3128M5DD94 / Freddie Mac Gold Pool 0.01 0.00 0.0004 -0.0000
TREASURY BILL 08/25 0.00000 / DBT (US912797QK68) 0.01 0.0004 0.0004
US31412QPH64 / FNMA POOL 932024 FN 01/36 FIXED 5.5 0.01 -14.29 0.0004 -0.0000
BOUGHT PLN SOLD USD 20250710 / DFE (000000000) 0.01 0.0004 0.0004
BOUGHT THB SOLD USD 20250716 / DFE (000000000) 0.01 0.0004 0.0004
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.01 0.0004 0.0004
US31410QD400 / Fannie Mae Pool 0.01 0.00 0.0004 -0.0000
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0.01 0.0004 0.0004
317U8R0A3 PIMCO SWAPTION 3.45 CALL USD 2025071 / DIR (000000000) 0.01 0.0004 0.0004
US3128M6NP97 / FED HM LN PC POOL G04598 FG 10/34 FIXED 5.5 0.01 0.00 0.0004 -0.0000
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.01 0.0004 0.0004
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.01 0.0004 0.0004
US31407XSY84 / FNMA POOL 843935 FN 11/35 FIXED 5.5 0.01 0.00 0.0004 -0.0000
US3128MJBH20 / FED HM LN PC POOL G08039 FG 02/35 FIXED 4.5 0.01 0.00 0.0004 -0.0000
US31292H5P57 / Freddie Mac Gold Pool 0.01 -16.67 0.0004 -0.0000
US31413QRN06 / FNMA POOL 952393 FN 12/37 FIXED 6 0.01 0.00 0.0004 -0.0000
US31412UY610 / FNMA POOL 935533 FN 08/39 FIXED 4.5 0.01 0.00 0.0004 -0.0000
US31396PZS37 / FANNIE MAE REMICS SER 2007-14 CL F V/R 2.06800000 0.01 0.00 0.0003 -0.0000
US31403CXW62 / Fannie Mae Pool 0.01 0.00 0.0003 -0.0000
317U8COA0 PIMCO SWAPTION 3.65 CALL USD 2025081 / DIR (000000000) 0.01 0.0003 0.0003
US31404JAM71 / FNMA POOL 769612 FN 03/34 FIXED 5.5 0.01 0.00 0.0003 -0.0000
US3128P7NG41 / FED HM LN PC POOL C91291 FG 03/30 FIXED 4.5 0.01 0.00 0.0003 -0.0000
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0.00 0.0003 0.0003
BOUGHT KRW SOLD USD 20250716 / DFE (000000000) 0.00 0.0003 0.0003
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0.00 0.0003 0.0003
BOUGHT THB SOLD USD 20250716 / DFE (000000000) 0.00 0.0003 0.0003
US31410GME07 / FANNIE MAE 3.62% 09/01/2037 FNMA ARM 0.00 0.00 0.0003 -0.0000
US31414SM672 / FNMA POOL 974781 FN 04/38 FLOATING VAR 0.00 0.00 0.0003 -0.0000
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.00 0.0003 0.0003
US3138AJ6A53 / FNMA POOL AI5364 FN 04/31 FIXED 4.5 0.00 0.00 0.0003 -0.0000
31750R5N3 PIMCO FXVAN PUT EUR USD 1.11000000 / DFE (EZ7LNGTTZ444) 0.00 0.0003 0.0003
US3620A1YA06 / GNMA POOL 716305 GN 06/39 FIXED 5 0.00 0.00 0.0003 -0.0000
US31404WRQ14 / Fannie Mae Pool 0.00 0.00 0.0003 -0.0000
US31385XEC74 / Fannie Mae Pool 0.00 0.00 0.0003 -0.0000
US3128M5ED85 / Freddie Mac Gold Pool 0.00 0.00 0.0003 -0.0000
US36200DCC56 / GNMA POOL 597767 GN 03/33 FIXED 5 0.00 0.00 0.0003 -0.0000
US31397KZG92 / FREDDIE MAC FHR 3376 FD 0.00 -25.00 0.0002 -0.0000
BOUGHT TWD SOLD USD 20250707 / DFE (000000000) 0.00 0.0002 0.0002
US31410KXK59 / Fannie Mae Pool 0.00 0.00 0.0002 -0.0000
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0.00 0.0002 0.0002
US3132CWJA36 / FHLMC UMBS, 15 Year 0.00 -62.50 0.0002 -0.0003
US31296KN587 / FED HM LN PC POOL A11312 FG 07/33 FIXED 6 0.00 0.00 0.0002 -0.0000
US31403DD486 / FNMA POOL 745423 FN 04/36 FIXED VAR 0.00 0.00 0.0002 -0.0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.00 0.0002 0.0002
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.00 0.0002 0.0002
US31416BMS42 / Fannie Mae Pool 0.00 0.00 0.0002 -0.0000
US3128M6N790 / FED HM LN PC POOL G04614 FG 02/34 FIXED 6 0.00 0.00 0.0002 -0.0000
US31410KNH31 / Fannie Mae Pool 0.00 0.00 0.0002 -0.0000
BOUGHT MXN SOLD USD 20250818 / DFE (000000000) 0.00 0.0002 0.0002
BOUGHT MXN SOLD USD 20250818 / DFE (000000000) 0.00 0.0002 0.0002
US3128M6XE31 / Freddie Mac Gold Pool 0.00 0.00 0.0002 -0.0000
US3128P7QX47 / Freddie Mac Gold Pool 0.00 0.00 0.0002 -0.0000
US31406NK459 / FNMA POOL 814915 FN 03/35 FIXED 5.5 0.00 0.00 0.0002 -0.0000
US31407KGK97 / FNMA POOL 832802 FN 09/35 FLOATING VAR 0.00 -71.43 0.0002 -0.0003
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.00 0.0002 0.0002
US3133TCE959 / Freddie Mac Structured Pass-Through Certificates 0.00 0.00 0.0002 -0.0000
US31403HK821 / FNMA POOL 749219 FN 10/33 FIXED 5.5 0.00 0.00 0.0002 -0.0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.00 0.0002 0.0002
BOUGHT NZD SOLD USD 20250702 / DFE (000000000) 0.00 0.0002 0.0002
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0.00 0.0002 0.0002
BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) 0.00 0.0002 0.0002
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.00 0.0002 0.0002
BOUGHT PEN SOLD USD 20250707 / DFE (000000000) 0.00 0.0001 0.0001
US31382J3L33 / FNMA POOL 484203 FN 02/29 FIXED 6 0.00 0.00 0.0001 -0.0000
US36290QVJ11 / GNMA POOL 614517 GN 06/33 FIXED 5 0.00 0.00 0.0001 -0.0000
US3138A1DF58 / FNMA POOL AH0101 FN 11/30 FIXED 4 0.00 0.00 0.0001 -0.0000
US31411A5E10 / FANNIE MAE POOL FN 902745 0.00 0.00 0.0001 -0.0000
BOUGHT KRW SOLD USD 20250716 / DFE (000000000) 0.00 0.0001 0.0001
US3128M4SS34 / Freddie Mac Gold Pool 0.00 0.00 0.0001 -0.0000
US31396VN533 / FNMA, Series 2007-42, Class AF 0.00 0.00 0.0001 -0.0000
BOUGHT PEN SOLD USD 20250917 / DFE (000000000) 0.00 0.0001 0.0001
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.00 0.0001 0.0001
US3128KTAF72 / Freddie Mac Gold Pool 0.00 0.00 0.0001 -0.0000
US31385XQ915 / Fannie Mae Pool 0.00 0.00 0.0001 -0.0000
US36202DRX11 / GNII II 7% 2/32 #003202 0.00 0.00 0.0001 -0.0000
US31415QAU04 / Fannie Mae Pool 0.00 0.00 0.0001 0.0000
US36225CDM55 / GNMA II POOL 080107 G2 08/27 FLOATING VAR 0.00 0.00 0.0001 -0.0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.00 0.0001 0.0001
US31404BNU25 / FNMA POOL 763703 FN 04/34 FIXED 5.5 0.00 0.00 0.0001 -0.0000
US3128M5VT45 / Freddie Mac Gold Pool 0.00 0.00 0.0001 -0.0000
US31416W6M95 / Fannie Mae Pool 0.00 -50.00 0.0001 -0.0001
317U8PVA3 PIMCO SWAPTION 3.36 CALL USD 2025071 / DIR (EZZX1QQCQTH4) 0.00 -97.50 0.0001 -0.0024
US45660UAT60 / IndyMac ARM Trust 2001-H2 0.00 0.00 0.0001 -0.0000
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0.00 0.0001 0.0001
BOUGHT IDR SOLD USD 20250707 / DFE (000000000) 0.00 0.0001 0.0001
US31412YFP25 / FN 938574 0.00 -100.00 0.0001 -0.0000
IRS EUR 2.61000 03/24/25-10Y LCH / DIR (EZPS73SKDR02) 0.00 -100.00 0.0001 0.0002
US31416W6N78 / Fannie Mae Pool 0.00 -100.00 0.0001 -0.0001
US31295LBG68 / FED HM LN PC POOL 787239 FH 07/30 FLOATING VAR 0.00 -100.00 0.0001 -0.0000
RFR EUR ESTRON/2.05000 11/18/24-5Y* LCH / DIR (EZ64KXLFNMN4) 0.00 -100.00 0.0001 -0.0006
US31406WUS15 / FNMA POOL 822393 FN 04/35 FIXED 5.5 0.00 -100.00 0.0001 -0.0000
US3128P7PJ61 / FED HM LN PC POOL C91325 FG 08/30 FIXED 4 0.00 0.0001 -0.0000
US31410RM714 / FNMA POOL 895082 FN 08/36 FIXED 6 0.00 0.0001 -0.0000
US36202VXF39 / GNMA POOL 610978 GN 05/34 FIXED 5 0.00 0.0001 -0.0000
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0.00 0.0001 0.0001
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0.00 0.0001 0.0001
US3128CUN289 / Freddie Mac Gold Pool 0.00 -100.00 0.0001 -0.0000
US31400AP771 / FANNIE MAE 3.73% 03/01/2033 FNMA ARM 0.00 0.0001 -0.0000
US31402DGP96 / FNMA POOL 725706 FN 08/32 FIXED VAR 0.00 0.0000 -0.0000
US31410WXV52 / FNMA POOL 899892 FN 11/36 FIXED 6 0.00 0.0000 0.0000
US3128M6PH53 / FED HM LN PC POOL G04624 FG 02/33 FIXED 6 0.00 0.0000 -0.0000
RFR EUR ESTRON/2.05630 11/18/24-5Y* LCH / DIR (EZ64KXLFNMN4) 0.00 -100.00 0.0000 -0.0006
RFR EUR ESTRON/2.05630 11/18/24-5Y* LCH / DIR (EZ64KXLFNMN4) 0.00 -100.00 0.0000 -0.0006
US31403SD781 / FNMA POOL 756226 FN 01/34 FIXED 5.5 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
BOUGHT THB SOLD USD 20250716 / DFE (000000000) 0.00 0.0000 0.0000
US3128M6PM49 / Freddie Mac Gold Pool 0.00 0.0000 -0.0000
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0.00 0.0000 0.0000
US31410CVE91 / FNMA POOL 885413 FN 06/36 FIXED 6 0.00 0.0000 -0.0000
US31371HDQ83 / UMBS, 30 Year 0.00 0.0000 -0.0000
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0.00 0.0000 0.0000
BOUGHT KRW SOLD USD 20250707 / DFE (000000000) 0.00 0.0000 0.0000
US36225CC953 / Ginnie Mae II Pool 0.00 0.0000 -0.0000
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0.00 0.0000 0.0000
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0.00 0.0000 0.0000
US31390UBN54 / FNMA POOL 656245 FN 09/32 FIXED 6 0.00 0.0000 -0.0000
US31405BBG59 / FNMA POOL 784039 FN 07/34 FLOATING VAR 0.00 0.0000 -0.0000
US31385JRN09 / Fannie Mae Pool 0.00 0.0000 -0.0000
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 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
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.00 0.0000 0.0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.00 0.0000 0.0000
US312926M399 / FED HM LN PC POOL A80378 FG 12/36 FIXED 5.5 0.00 0.0000 -0.0000
US31410CVK51 / FNMA POOL 885418 FN 06/36 FIXED 6 0.00 0.0000 -0.0000
US31410GBB86 / FNMA POOL 888434 FN 11/35 FIXED VAR 0.00 0.0000 -0.0000
US31419KK797 / Fannie Mae Pool 0.00 0.0000 -0.0000
US31296Q4H01 / FED HM LN PC POOL A16224 FG 11/33 FIXED 6 0.00 0.0000 -0.0000
US31380XQV72 / FNMA POOL 453268 FN 11/28 FIXED 6 0.00 0.0000 -0.0000
US31417YEQ61 / Fannie Mae Pool 0.00 0.0000 -0.0000
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) 0.00 0.0000 0.0000
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) 0.00 0.0000 0.0000
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0.00 0.0000 0.0000
US36202KVB87 / Ginnie Mae II Pool 0.00 0.0000 -0.0000
US31380D4T07 / FNMA POOL 437434 FN 09/28 FIXED 6 0.00 0.0000 -0.0000
US31411W4X20 / FNMA POOL 917138 FN 06/37 FIXED 6 0.00 0.0000 -0.0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.00 0.0000 0.0000
US3131X6AC49 / FED HM LN PC POOL ZK2703 FR 11/25 FIXED 3.5 0.00 0.0000 -0.0000
BOUGHT IDR SOLD USD 20250714 / DFE (000000000) 0.00 0.0000 0.0000
US3131X6AB65 / FED HM LN PC POOL ZK2702 FR 11/25 FIXED 3.5 0.00 0.0000 -0.0000
US31384VPK25 / Fannie Mae Pool 0.00 0.0000 -0.0000
SOLD THB BOUGHT USD 20250716 / DFE (000000000) 0.00 0.0000 0.0000
US31336SNN44 / FED HM LN PC POOL 1B0797 FH 04/33 FLOATING VAR 0.00 0.0000 0.0000
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0.00 0.0000 0.0000
US3128M6PK82 / Freddie Mac Gold Pool 0.00 0.0000 -0.0000
US31415RL368 / Fannie Mae Pool 0.00 0.0000 0.0000
SOLD CAD BOUGHT USD 20250702 / DFE (000000000) 0.00 0.0000 0.0000
SOLD CAD BOUGHT USD 20250702 / DFE (000000000) 0.00 0.0000 0.0000
US36225CAY21 / Ginnie Mae II Pool 0.00 0.0000 -0.0000
US31419GCY89 / Fannie Mae Pool 0.00 0.0000 -0.0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.00 0.0000 0.0000
US31405WXA88 / FNMA POOL 801773 FN 12/36 FIXED 6 0.00 0.0000 -0.0000
BOUGHT IDR SOLD USD 20250714 / DFE (000000000) 0.00 0.0000 0.0000
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0.00 0.0000 0.0000
US36202KVJ14 / Ginnie Mae II Pool 0.00 0.0000 -0.0000
US31292G4V52 / Freddie Mac Gold Pool 0.00 0.0000 -0.0000
US3131X53Q39 / UMBS, 15 Year 0.00 0.0000 -0.0000
US31379VUA50 / FNMA POOL 430877 FN 09/28 FIXED 6.5 0.00 0.0000 -0.0000
US31365H6M38 / FNMA POOL 128776 FN 02/31 FLOATING VAR 0.00 0.0000 -0.0000
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0.00 0.0000 0.0000
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0.00 0.0000 0.0000
US36202KXR12 / Ginnie Mae II Pool 0.00 0.0000 -0.0000
BOUGHT KRW SOLD USD 20250716 / DFE (000000000) 0.00 0.0000 0.0000
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0.00 0.0000 0.0000
US31406RQ655 / Fannie Mae Pool 0.00 0.0000 0.0000
US3128P7GA53 / FED HM LN PC POOL C91093 FG 09/27 FIXED 6 0.00 0.0000 -0.0000
US36202KUH66 / Ginnie Mae II Pool 0.00 0.0000 -0.0000
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0.00 0.0000 0.0000
BOUGHT IDR SOLD USD 20250714 / DFE (000000000) 0.00 0.0000 0.0000
US31382F2E80 / FN 02/29 FIXED 6 0.00 0.0000 -0.0000
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.00 0.0000 0.0000
US3128F2WL56 / FED HM LN PC POOL D63351 FG 09/25 FIXED 7.5 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
US31410XBB10 / FNMA POOL 900134 FN 09/36 FIXED 6 0.00 0.0000 0.0000
BOUGHT IDR SOLD USD 20250714 / DFE (000000000) 0.00 0.0000 0.0000
BOUGHT CAD SOLD USD 20250805 / DFE (000000000) 0.00 0.0000 0.0000
US31375BFN29 / FNMA POOL 329673 FN 01/26 FIXED 6.5 0.00 0.0000 -0.0000
BOUGHT PEN SOLD USD 20250917 / DFE (000000000) 0.00 0.0000 0.0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.00 0.0000 0.0000
317U9FOA2 PIMCO SWAPTION 4.077 PUT USD 2025063 / DIR (EZXJWB9HGZH3) 0.00 0.0000 0.0000
317U9FTA7 PIMCO SWAPTION 4.05 PUT USD 20250630 / DIR (EZXJWB9HGZH3) 0.00 0.0000 0.0000
317U9GMA2 PIMCO SWAPTION 4.1 PUT USD 20250703 / DIR (EZ78N9X8M3Y4) 0.00 -0.0000 -0.0000
317U9GMA2 PIMCO SWAPTION 4.1 PUT USD 20250703 / DIR (EZ78N9X8M3Y4) 0.00 -0.0000 -0.0000
317U9FTA7 PIMCO SWAPTION 4.05 PUT USD 20250630 / DIR (EZXJWB9HGZH3) 0.00 0.0000 0.0000
317U9G6A0 PIMCO SWAPTION 4.065 PUT USD 2025070 / DIR (EZJQZP36X547) 0.00 0.0000 0.0000
31750QSL4 OTC EPUT FN 4.5 JUL25 92.46875 PUT / DIR (000000000) 0.00 -0.0000 -0.0000
317U9EKA9 PIMCO SWAPTION 2.36 PUT EUR 20250630 / DIR (000000000) 0.00 0.0000 0.0000
317U9EOA5 PIMCO SWAPTION 4.101 PUT USD 2025063 / DIR (EZXJWB9HGZH3) 0.00 0.0000 0.0000
317U9ELA8 PIMCO SWAPTION 2.1 CALL EUR 20250630 / DIR (000000000) 0.00 0.0000 0.0000
317U9GBA4 PIMCO SWAPTION 2.38 CALL EUR 2025070 / DIR (EZ8HHXRGV1D7) -0.00 -0.0000 -0.0000
317U9IZA4 PIMCO SWAPTION 4.125 PUT USD 2025070 / DIR (EZY1VWC6W1B5) -0.00 -0.0000 -0.0000
SOLD CAD BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD IDR BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD THB BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0000 -0.0000
317U9JRA1 PIMCO SWAPTION 4.12 PUT USD 20250709 / DIR (EZYG54DQ9CL7) -0.00 -0.0000 -0.0000
317U9JRA1 PIMCO SWAPTION 4.12 PUT USD 20250709 / DIR (EZYG54DQ9CL7) -0.00 -0.0000 -0.0000
317U9HMA0 PIMCO SWAPTION 4.019 PUT USD 2025070 / DIR (EZY1VWC6W1B5) -0.00 -0.0000 -0.0000
317U9HMA0 PIMCO SWAPTION 4.019 PUT USD 2025070 / DIR (EZY1VWC6W1B5) -0.00 -0.0000 -0.0000
317U9JSA0 PIMCO SWAPTION 4.122 PUT USD 2025071 / DIR (EZMLYZSNFH30) -0.00 -0.0000 -0.0000
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
31750QMA4 PIMCO CDSOPT PUT USD 1.0 20250716 / DCR (EZ967XY50V92) -0.00 -100.00 -0.0000 0.0004
31750QMB2 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (EZ967XY50V92) -0.00 -100.00 -0.0000 0.0004
317U9LGA8 PIMCO SWAPTION 4.097 PUT USD 2025071 / DIR (EZHBWHSTV570) -0.00 -0.0000 -0.0000
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0000 -0.0000
31750QN05 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) -0.00 -100.00 -0.0000 0.0004
31750QN05 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) -0.00 -100.00 -0.0000 0.0004
317U9L5A0 PIMCO SWAPTION 4.064 PUT USD 2025071 / DIR (EZQM9CB4TVR9) -0.00 -0.0000 -0.0000
317U9L3A2 PIMCO SWAPTION 4.0525 PUT USD 202507 / DIR (EZQM9CB4TVR9) -0.00 -0.0000 -0.0000
317U9LLA2 PIMCO SWAPTION 4.095 PUT USD 2025071 / DIR (EZBYVN1N6JS0) -0.00 -0.0000 -0.0000
BOUGHT IDR SOLD USD 20250708 / DFE (000000000) -0.00 -0.0000 -0.0000
BOUGHT IDR SOLD USD 20250708 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD THB BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD IDR BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD THB BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0000 -0.0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) -0.00 -0.0000 -0.0000
31750QM06 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (EZ967XY50V92) -0.00 -100.00 -0.0000 0.0003
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0000 -0.0000
31750QSK6 OTC ECAL FN 4.5 JUL25 96.46875 CALL / DIR (000000000) -0.00 -0.0000 -0.0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0000 -0.0000
317U9MJA3 PIMCO SWAPTION 4.05 PUT USD 20250721 / DIR (EZPXSH8F93Y9) -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 SGD BOUGHT USD 20250805 / DFE (000000000) -0.00 -0.0000 -0.0000
317U9M3A0 PIMCO SWAPTION 4.037 PUT USD 2025071 / DIR (EZ1JLHJ8JY10) -0.00 -0.0000 -0.0000
317U9GAA5 PIMCO SWAPTION 2.64 PUT EUR 20250703 / DIR (EZL9GW5599J4) -0.00 -0.0000 -0.0000
SOLD IDR BOUGHT USD 20250707 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD KRW BOUGHT USD 20250714 / DFE (000000000) -0.00 -0.0000 -0.0000
US 10YR FUT OPTN AUG25P 108.5 EXP 07/25/2025 / DIR (000000000) -0.00 -0.0000 -0.0000
317U9LFA9 PIMCO SWAPTION 2.46 CALL EUR 2025071 / DIR (EZLXC2V2MYF7) -0.00 -0.0000 -0.0000
SOLD MXN BOUGHT USD 20250917 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD MXN BOUGHT USD 20250917 / 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
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD BRL BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD SEK BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD KRW BOUGHT USD 20250707 / DFE (000000000) -0.00 -0.0001 -0.0001
EURO-BUND OPTION AUG25C 132.5 EXP 07/25/2025 / DIR (DE000F1674Y7) -0.00 -0.0001 -0.0001
SOLD EUR BOUGHT USD 20250724 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD EUR BOUGHT USD 20250724 / DFE (000000000) -0.00 -0.0001 -0.0001
EURO-BOBL OPTION AUG25C 118.5 EXP 07/25/2025 / DIR (DE000F167SZ1) -0.00 -0.0001 -0.0001
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0001 -0.0001
317U9LEA0 PIMCO SWAPTION 2.72 PUT EUR 20250716 / DIR (EZMWVGHPD033) -0.00 -0.0001 -0.0001
SOLD IDR BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0001 -0.0001
BOUGHT INR SOLD USD 20250820 / DFE (000000000) -0.00 -0.0001 -0.0001
317U9MNA8 PIMCO SWAPTION 3.955 PUT USD 2025072 / DIR (EZTRLD6PX319) -0.00 -0.0001 -0.0001
317U9MNA8 PIMCO SWAPTION 3.955 PUT USD 2025072 / DIR (EZTRLD6PX319) -0.00 -0.0001 -0.0001
US 10YR FUT OPTN AUG25P 109 EXP 07/25/2025 / DIR (000000000) -0.00 -0.0001 -0.0001
317U9FUA5 PIMCO SWAPTION 3.7 CALL USD 20250630 / DIR (EZY1GXGHBZM5) -0.00 -0.0001 -0.0001
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0001 -0.0001
US 10YR FUT OPTN AUG25P 109.5 EXP 07/25/2025 / DIR (000000000) -0.00 -0.0001 -0.0001
317U9EPA4 PIMCO SWAPTION 3.701 CALL USD 202506 / DIR (EZY1GXGHBZM5) -0.00 -0.0001 -0.0001
317U9EPA4 PIMCO SWAPTION 3.701 CALL USD 202506 / DIR (EZY1GXGHBZM5) -0.00 -0.0001 -0.0001
EURO-BOBL OPTION AUG25P 117.2 EXP 07/25/2025 / DIR (DE000F167SF3) -0.00 -0.0001 -0.0001
SOLD EUR BOUGHT USD 20250724 / DFE (000000000) -0.00 -0.0001 -0.0001
IRS EUR 2.41000 11/05/24-10Y LCH / DIR (EZXB852VHRN9) -0.00 -91.30 -0.0001 0.0013
317U9N3A8 PIMCO SWAPTION 3.905 PUT USD 2025072 / DIR (EZBGX0TQ91B3) -0.00 -0.0001 -0.0001
317U9N3A8 PIMCO SWAPTION 3.905 PUT USD 2025072 / DIR (EZBGX0TQ91B3) -0.00 -0.0001 -0.0001
317U9IFA6 PIMCO SWAPTION 3.68 CALL USD 2025070 / DIR (EZJFGPMJB918) -0.00 -0.0001 -0.0001
SOLD CAD BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0001 -0.0001
EURO-BUND OPTION AUG25P 129 EXP 07/25/2025 / DIR (DE000F167368) -0.00 -0.0001 -0.0001
317U9MQA5 PIMCO SWAPTION 3.583 CALL USD 202507 / DIR (EZCLF3R2NG23) -0.00 -0.0002 -0.0002
317U9MQA5 PIMCO SWAPTION 3.583 CALL USD 202507 / DIR (EZCLF3R2NG23) -0.00 -0.0002 -0.0002
SOLD KRW BOUGHT USD 20250708 / DFE (000000000) -0.00 -0.0002 -0.0002
SOLD NZD BOUGHT USD 20250804 / DFE (000000000) -0.00 -0.0002 -0.0002
317U9O6A3 PIMCO SWAPTION 3.875 PUT USD 2025072 / DIR (EZHZLXVZP143) -0.00 -0.0002 -0.0002
317U9O6A3 PIMCO SWAPTION 3.875 PUT USD 2025072 / DIR (EZHZLXVZP143) -0.00 -0.0002 -0.0002
US 10YR FUT OPTN AUG25P 110.2 EXP 07/25/2025 / DIR (000000000) -0.00 -0.0002 -0.0002
SOLD IDR BOUGHT USD 20250708 / DFE (000000000) -0.00 -0.0002 -0.0002
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) -0.00 -0.0002 -0.0002
SOLD THB BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0002 -0.0002
SOLD IDR BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0002 -0.0002
SOLD IDR BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0002 -0.0002
317U9N2A9 PIMCO SWAPTION 3.564 CALL USD 202507 / DIR (EZMYNDCY8F38) -0.00 -0.0003 -0.0003
317U9N2A9 PIMCO SWAPTION 3.564 CALL USD 202507 / DIR (EZMYNDCY8F38) -0.00 -0.0003 -0.0003
SOLD NZD BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0003 -0.0003
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) -0.00 -0.0003 -0.0003
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) -0.00 -0.0003 -0.0003
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) -0.01 -0.0003 -0.0003
317U9G7A9 PIMCO SWAPTION 3.715 CALL USD 202507 / DIR (EZL4V0T519J1) -0.01 -0.0003 -0.0003
317U9O3A6 PIMCO SWAPTION 3.545 CALL USD 202507 / DIR (EZ24N26H1YR9) -0.01 -0.0003 -0.0003
317U9O3A6 PIMCO SWAPTION 3.545 CALL USD 202507 / DIR (EZ24N26H1YR9) -0.01 -0.0003 -0.0003
IRS EUR 2.35000 04/29/25-5Y LCH / DIR (EZ74X71XY4J2) -0.01 -0.0004 -0.0004
317U9EJA1 PIMCO SWAPTION 3.727 CALL USD 202506 / DIR (EZY1GXGHBZM5) -0.01 -0.0004 -0.0004
SOLD IDR BOUGHT USD 20250716 / DFE (000000000) -0.01 -0.0004 -0.0004
317U9M4A9 PIMCO SWAPTION 3.637 CALL USD 202507 / DIR (EZ7SJVNDKPC9) -0.01 -0.0004 -0.0004
317U9LHA7 PIMCO SWAPTION 3.697 CALL USD 202507 / DIR (EZ1ZLHZPLNC3) -0.01 -0.0005 -0.0005
317U8PWA2 PIMCO SWAPTION 3.519 CALL USD 202507 / DIR (EZ1KS55XM884) -0.01 -87.27 -0.0005 0.0030
317U9L6A9 PIMCO SWAPTION 3.664 CALL USD 202507 / DIR (EZT5FL9WGCP1) -0.01 -0.0005 -0.0005
317U9L6A9 PIMCO SWAPTION 3.664 CALL USD 202507 / DIR (EZT5FL9WGCP1) -0.01 -0.0005 -0.0005
OIS CAD CAONREPO/3.0000 01/08/25-9Y* LCH / DIR (EZGTN9JZ4G83) -0.01 -60.00 -0.0005 0.0007
OIS CAD CAONREPO/3.0000 01/08/25-9Y* LCH / DIR (EZGTN9JZ4G83) -0.01 -60.00 -0.0005 0.0007
317U9LMA1 PIMCO SWAPTION 3.695 CALL USD 202507 / DIR (EZSG2674R1G7) -0.01 -0.0005 -0.0005
317U9MKA1 PIMCO SWAPTION 3.7 CALL USD 20250721 / DIR (EZQRZMCG5093) -0.01 -0.0005 -0.0005
SOLD JPY BOUGHT USD 20250804 / DFE (000000000) -0.01 -0.0006 -0.0006
SOLD JPY BOUGHT USD 20250804 / DFE (000000000) -0.01 -0.0006 -0.0006
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) -0.01 -0.0006 -0.0006
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) -0.01 -0.0006 -0.0006
US 10YR FUT OPTN AUG25C 112.7 EXP 07/25/2025 / DIR (000000000) -0.01 -0.0006 -0.0006
317U9GNA1 PIMCO SWAPTION 3.75 CALL USD 2025070 / DIR (EZ78XR7L6YX2) -0.01 -0.0006 -0.0006
317U9GNA1 PIMCO SWAPTION 3.75 CALL USD 2025070 / DIR (EZ78XR7L6YX2) -0.01 -0.0006 -0.0006
317U8CPA9 PIMCO SWAPTION 3.739 CALL USD 202508 / DIR (EZ02MS39Q829) -0.01 -33.33 -0.0006 0.0003
IRS EUR 2.40000 04/09/25-5Y LCH / DIR (EZVHX3M64G11) -0.01 -0.0007 -0.0007
317U9JTA9 PIMCO SWAPTION 3.772 CALL USD 202507 / DIR (EZTK0K9DDPF2) -0.01 -0.0007 -0.0007
317U9J0A0 PIMCO SWAPTION 3.775 CALL USD 202507 / DIR (EZJFGPMJB918) -0.01 -0.0007 -0.0007
317U9J0A0 PIMCO SWAPTION 3.775 CALL USD 202507 / DIR (EZJFGPMJB918) -0.01 -0.0007 -0.0007
SOLD CAD BOUGHT USD 20250702 / DFE (000000000) -0.01 -0.0007 -0.0007
RFR USD SOFR/3.97500 03/21/25-10Y LCH / DIR (EZSTF4LLCQZ1) -0.01 -57.69 -0.0007 0.0009
RFR USD SOFR/3.75000 09/02/25-7Y* LCH / DIR (000000000) -0.01 -0.0008 -0.0008
317U9JLA7 PIMCO SWAPTION 3.79 CALL USD 2025070 / DIR (EZT76LRY6S63) -0.01 -0.0009 -0.0009
317U9JLA7 PIMCO SWAPTION 3.79 CALL USD 2025070 / DIR (EZT76LRY6S63) -0.01 -0.0009 -0.0009
OIS CAD CAONREPO/3.00000 01/13/25-8Y* LC / DIR (EZKVS9DRRQP2) -0.02 -54.55 -0.0010 0.0011
SOLD THB BOUGHT USD 20250716 / DFE (000000000) -0.02 -0.0010 -0.0010
SOLD THB BOUGHT USD 20250716 / DFE (000000000) -0.02 -0.0011 -0.0011
SOLD THB BOUGHT USD 20250716 / DFE (000000000) -0.02 -0.0011 -0.0011
US 10YR FUT OPTN AUG25C 112 EXP 07/25/2025 / DIR (000000000) -0.02 -0.0011 -0.0011
317U8R1A2 PIMCO SWAPTION 3.515 CALL USD 202507 / DIR (EZHRPWJDVDW8) -0.02 -81.25 -0.0011 0.0048
317U8RLA0 PIMCO SWAPTION 3.489 CALL USD 202507 / DIR (EZ2BH915DBT1) -0.02 -80.39 -0.0013 0.0051
SOLD CHF BOUGHT USD 20250804 / DFE (000000000) -0.02 -0.0013 -0.0013
IRS AUD 4.00000 03/19/25-10Y LCH / DIR (EZMSCTBHCX60) -0.02 -76.34 -0.0014 0.0044
SOLD THB BOUGHT USD 20250716 / DFE (000000000) -0.02 -0.0015 -0.0015
SOLD SEK BOUGHT USD 20250804 / DFE (000000000) -0.03 -0.0016 -0.0016
SOLD PEN BOUGHT USD 20250915 / DFE (000000000) -0.03 -0.0017 -0.0017
SOLD JPY BOUGHT USD 20250804 / DFE (000000000) -0.03 -0.0018 -0.0018
IRS EUR 2.30000 09/25/24-5Y LCH / DIR (EZG6CLJMHV54) -0.03 70.59 -0.0019 -0.0008
RFR USD SOFR/3.72680 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) -0.03 -0.0021 -0.0021
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) -0.03 -0.0021 -0.0021
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.03 -0.0022 -0.0022
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.04 -0.0022 -0.0022
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.04 -0.0022 -0.0022
IRS EUR 2.76000 01/03/24-5Y LCH / DIR (EZ49DWLXMD81) -0.04 45.83 -0.0022 -0.0007
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.04 -0.0022 -0.0022
317U8D3A1 PIMCO SWAPTION 3.7565 CALL USD 20250 / DIR (EZF2KQT490F7) -0.04 -30.77 -0.0022 0.0010
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.04 -0.0023 -0.0023
SOLD PEN BOUGHT USD 20251103 / DFE (000000000) -0.04 -0.0023 -0.0023
RFR USD SOFR/3.84200 03/04/25-5Y LCH / DIR (EZSYJ06JDLK1) -0.04 105.56 -0.0023 -0.0012
US 10YR FUT OPTN AUG25C 112.5 EXP 07/25/2025 / DIR (000000000) -0.04 -0.0024 -0.0024
RFR USD SOFR/3.73910 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) -0.04 -0.0024 -0.0024
RFR USD SOFR/3.73910 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) -0.04 -0.0024 -0.0024
AUST 10Y BOND FUT SEP25 XSFE 20250915 / DIR (000000000) -0.04 -0.0026 -0.0026
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) -0.05 -0.0029 -0.0029
RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (EZKR9TWV5646) -0.05 44.12 -0.0031 -0.0010
317U8AFA4 PIMCO SWAPTION 3.6283 CALL USD 20250 / DIR (EZ4TR78BWB85) -0.05 -51.96 -0.0031 0.0032
317U88WA0 PIMCO SWAPTION 3.7075 CALL USD 20250 / DIR (EZ10PVR5LK98) -0.05 -64.86 -0.0033 0.0059
317U88WA0 PIMCO SWAPTION 3.7075 CALL USD 20250 / DIR (EZ10PVR5LK98) -0.05 -64.86 -0.0033 0.0059
RFR USD SOFR/3.83600 05/02/25-10Y LCH / DIR (EZ9FQ1FHSFC5) -0.07 -0.0044 -0.0044
SOLD JPY BOUGHT USD 20250804 / DFE (000000000) -0.08 -0.0049 -0.0049
RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) -0.08 -58.33 -0.0050 0.0069
SOLD CHF BOUGHT USD 20250702 / DFE (000000000) -0.08 -0.0053 -0.0053
SOLD PEN BOUGHT USD 20250814 / DFE (000000000) -0.09 -0.0059 -0.0059
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) -0.10 -0.0062 -0.0062
RFR USD SOFR/3.90000 09/02/25-9Y* LCH / DIR (000000000) -0.11 -0.0070 -0.0070
SOLD PEN BOUGHT USD 20251117 / DFE (000000000) -0.11 -0.0070 -0.0070
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) -0.12 -0.0073 -0.0073
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.12 -0.0076 -0.0076
SOLD AUD BOUGHT USD 20250805 / DFE (000000000) -0.16 -0.0099 -0.0099
SOLD BRL BOUGHT USD 20250702 / DFE (000000000) -0.17 -0.0103 -0.0103
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.17 -0.0105 -0.0105
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.17 -0.0105 -0.0105
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.19 -0.0116 -0.0116
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.19 -0.0118 -0.0118
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.19 -0.0118 -0.0118
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.19 -0.0121 -0.0121
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.20 -0.0123 -0.0123
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) -0.20 -0.0125 -0.0125
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.21 -0.0128 -0.0128
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.21 -0.0130 -0.0130
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.21 -0.0131 -0.0131
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.21 -0.0131 -0.0131
SOLD SEK BOUGHT USD 20250702 / DFE (000000000) -0.23 -0.0141 -0.0141
SOLD AUD BOUGHT USD 20250702 / DFE (000000000) -0.24 -0.0149 -0.0149
US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) -0.27 -0.0167 -0.0167
OIS CAD CAONREPO/3.7500 12/20/23-10Y LCH / DIR (EZ1777XRV3N1) -0.27 -19.70 -0.0168 0.0040
SOLD CAD BOUGHT USD 20250702 / DFE (000000000) -0.28 -0.0172 -0.0172
RFR USD SOFR/3.65517 03/01/24-4Y* LCH / DIR (EZ5FK37PXZM8) -0.29 -160.41 -0.0183 -0.0483
SOLD GBP BOUGHT USD 20250804 / DFE (000000000) -0.33 -0.0204 -0.0204
RFR USD SOFR/3.75000 12/18/24-5Y LCH / DIR (EZ2V74HC3Q62) -0.33 328.57 -0.0206 -0.0158
SOLD CAD BOUGHT USD 20250805 / DFE (000000000) -0.36 -0.0224 -0.0224
RFR JPY MUTK/1.25000 06/18/25-7Y LCH / DIR (EZ9MYT9FCQB5) -0.37 -0.0233 -0.0233
IRS EUR 1.00000 05/18/22-5Y LCH / DIR (EZG2JQ07KZT4) -0.39 -17.95 -0.0245 0.0052
SOLD GBP BOUGHT USD 20250702 / DFE (000000000) -0.51 -0.0316 -0.0316
ZCS BRL 11.4071 07/09/24-01/04/27 CME / DIR (EZNTFR000L79) -0.72 -15.12 -0.0452 0.0076
OIS CAD CAONREPO/3.5000 03/28/24-8Y* LCH / DIR (EZ6CFT2N3TR9) -0.81 -20.98 -0.0506 0.0129
SOLD EUR BOUGHT USD 20250804 / DFE (000000000) -0.95 -0.0595 -0.0595
REVERSE REPO BANK OF AMERICA REVERSE REPO / RA (000000000) -1.06 -0.0659 -0.0659
REVERSE REPO BANK OF AMERICA REVERSE REPO / RA (000000000) -1.06 -0.0659 -0.0659
US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) -1.54 -0.0964 -0.0964
US01F0326821 / Fannie Mae or Freddie Mac -1.80 -104.41 -0.1123 -2.4390
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) -2.19 -0.1365 -0.1365
IRS EUR 2.25000 09/17/25-10Y LCH / DIR (EZNLCZXFPVL3) -2.30 -15.59 -0.1433 0.0252
REVERSE REPO JPM CHASE / RA (000000000) -3.05 -0.1904 -0.1904
EW / Edwards Lifesciences Corporation -4.61 -108.03 -0.2874 -3.5558
REVERSE REPO DEUTSCHE REVERSE REPO / RA (000000000) -10.23 -0.6380 -0.6380
REVERSE REPO DEUTSCHE REVERSE REPO / RA (000000000) -10.23 -0.6380 -0.6380
REVERSE REPO THE BANK OF NOVA REVERSE REPO / RA (000000000) -29.02 -1.8106 -1.8106
REPU STATE STREET GLOBAL MARKE USD REPU SSB T / RA (000000000) -50.86 -3.1736 -3.1736
REVERSE REPO WOOD GUNDY REVERSE REPO / RA (000000000) -209.39 -13.0654 -13.0654