Grunnleggende statistikk
Porteføljeverdi $ 10 418 178 790
Nåværende posisjoner 1 220
Siste beholdninger, prestasjoner, forvaltet kapital (fra 13F, 13D)

PTSHX - PIMCO Short-Term Fund Institutional har oppgitt 1 220 totale beholdninger i sine siste SEC-arkiveringer. Siste porteføljeverdi er beregnet til 10 418 178 790 USD. Faktisk forvaltet kapital (AUM) er denne verdien pluss kontanter (som ikke er oppgitt). PTSHX - PIMCO Short-Term Fund Institutionals største beholdninger er Uniform Mortgage-Backed Security, TBA (US:US01F0526800) , TRILLIUM CREDIT CARD TRUST II SER 2023-3A CL A V/R REGD 144A P/P 6.16523200 (CA:US89621ABT51) , Bayer US Finance II LLC (US:US07274NAJ28) , MASTER CR CARD TR II 23-2A A SOFR30A+85 01/21/2027 144A (CA:US576339DJ15) , and Extended Stay America Trust (US:US30227FAA84) . PTSHX - PIMCO Short-Term Fund Institutionals nye posisjoner inkluderer Uniform Mortgage-Backed Security, TBA (US:US01F0526800) , TRILLIUM CREDIT CARD TRUST II SER 2023-3A CL A V/R REGD 144A P/P 6.16523200 (CA:US89621ABT51) , Bayer US Finance II LLC (US:US07274NAJ28) , MASTER CR CARD TR II 23-2A A SOFR30A+85 01/21/2027 144A (CA:US576339DJ15) , and Extended Stay America Trust (US:US30227FAA84) .

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De største økningene dette kvartalet

Vi bruker endringen i porteføljeallokeringen fordi dette er det mest meningsfulle målet. Endringer kan skyldes handler eller endringer i aksjekursene.

Verdipapirer Aksjer
(MM)		 Verdi
(MM$)		 Portefølje % ΔPortefølje %
176,65 1,8685 1,8685
115,76 1,2244 1,2244
97,21 1,0283 1,0283
91,82 0,9712 0,9712
59,24 0,6267 0,6267
51,49 0,5446 0,5446
51,16 0,5411 0,5411
50,37 0,5328 0,5328
48,52 0,5133 0,5133
48,52 0,5133 0,5133
De største reduksjonene dette kvartalet

Vi bruker endringen i porteføljeallokeringen fordi dette er det mest meningsfulle målet. Endringer kan skyldes handler eller endringer i aksjekurser.

Verdipapirer Aksjer
(MM)		 Verdi
(MM$)		 Portefølje % ΔPortefølje %
16,00 0,1692 −0,3455
−32,09 −0,3394 −0,3394
−32,09 −0,3394 −0,3394
1,39 0,0147 −0,3056
16,91 0,1789 −0,3006
−25,31 −0,2677 −0,2677
13,73 0,1452 −0,2078
9,33 0,0987 −0,1660
20,71 0,2190 −0,1133
−10,58 −0,1119 −0,1119
13F- og Fondsarkiveringer

Dette skjemaet ble sendt inn den 2025-08-28 for rapporteringsperioden 2025-06-30. Denne investoren har ikke oppgitt verdipapirer som regnes i aksjer, så de aksjerelaterte kolonnene i tabellen nedenfor er utelatt. Klikk på lenkeikonet for å se hele transaksjonshistorikken.

Oppgradere for å låse opp premiedata og eksportere til Excel.

2022-07-28: Viktig merknad - Vi har endret behandlingen av Δ portefølje % kolonnen i denne tabellen. Tidligere rapporterte vi den som prosentvis endring i porteføljeallokeringen. Nå rapporterer vi den som den rå endringen i porteføljeallokeringen (fortsatt rapportert i prosent). I formelform rapporterte vi det tidligere som 100 * (nåværende allokering - tidligere allokering) / tidligere allokering. Nå rapporterer vi det som (nåværende allokering - tidligere allokering).
Verdipapirer Type ΔAksjer
(%)		 Verdi
($MM)		 Portefølje
(%)		 ΔPortefølje
(%)
US01F0526800 / Uniform Mortgage-Backed Security, TBA 176,65 1,8685 1,8685
FANNIE MAE FNR 2025 18 FM / ABS-MBS (US3136BVKH00) 139,87 −4,89 1,4795 −0,0260
FREDDIE MAC FHR 5513 MF / ABS-MBS (US3137HKEX87) 135,63 −5,18 1,4346 −0,0296
HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (US40412BVN09) 115,76 1,2244 1,2244
US89621ABT51 / TRILLIUM CREDIT CARD TRUST II SER 2023-3A CL A V/R REGD 144A P/P 6.16523200 112,68 −0,12 1,1919 0,0369
BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F 112,19 8,57 1,1866 0,1288
US07274NAJ28 / Bayer US Finance II LLC 103,30 0,17 1,0927 0,0369
ATHENE GLOBAL FUNDING SECURED 144A 03/27 VAR / DBT (US04685A3U30) 99,12 0,11 1,0484 0,0348
ABBVD / AbbVie Inc. - Depositary Receipt (Common Stock) 97,21 1,0283 1,0283
ABN / ABN AMRO Bank N.V. - Depositary Receipt (Common Stock) 93,93 −0,19 0,9936 0,0301
C1CI34 / Crown Castle Inc. - Depositary Receipt (Common Stock) 91,82 0,9712 0,9712
US576339DJ15 / MASTER CR CARD TR II 23-2A A SOFR30A+85 01/21/2027 144A 90,96 −0,19 0,9622 0,0292
US30227FAA84 / Extended Stay America Trust 86,11 −0,86 0,9108 0,0217
US44891ACL98 / Hyundai Capital America 84,44 1,52 0,8932 0,0417
PCG.PRD / Pacific Gas and Electric Company - Preferred Stock 78,47 10,24 0,8301 0,1014
US63306A4114 / National Bank of Canada into Bristol-Myers Squibb Co. 75,77 −0,30 0,8014 0,0235
MORGAN STANLEY BANK NA SR UNSECURED 10/27 VAR / DBT (US61690U8F08) 74,93 −11,88 0,7926 −0,0779
FREDDIE MAC FHR 5472 FA / ABS-MBS (US3137HHEK38) 72,14 −3,99 0,7631 −0,0061
LYG / Lloyds Banking Group plc - Depositary Receipt (Common Stock) 67,02 0,00 0,7089 0,0228
US09659W2N34 / BNP Paribas SA 66,77 44,52 0,7063 0,2333
AU3FN0055307 / UBS AG AUSTRALIA SR UNSECURED REGS 07/25 VAR 65,21 5,23 0,6898 0,0554
FANNIE MAE FNR 2025 24 FB / ABS-MBS (US3136BVSA74) 65,19 −3,00 0,6895 0,0015
VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/26 VAR / DBT (US928668CD24) 64,51 5,83 0,6824 0,0583
VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/26 VAR / DBT (US928668CD24) 64,51 5,83 0,6824 0,0583
US694308JP35 / PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/26 3.15 61,42 0,34 0,6497 0,0230
TRILLIUM CREDIT CARD TRUST II TCCT 2024 1A A 144A / ABS-MBS (US89621ABZ12) 61,11 −0,04 0,6464 0,0206
US25160PAJ66 / Deutsche Bank AG/New York NY 59,80 −0,29 0,6325 0,0186
FANNIE MAE FNR 2025 52 FB / ABS-MBS (US3136BWUZ70) 59,24 0,6267 0,6267
FREDDIE MAC FHR 5526 FA / ABS-MBS (US3137HKT469) 56,63 −4,83 0,5990 −0,0101
US62955HAA59 / NYO COMMERCIAL MORTGAGE TRUST 2021-1290 SER 2021-1290 CL A V/R REGD 144A P/P 1.17500000 55,83 0,55 0,5905 0,0221
US80281LAS43 / SANTANDER UK GROUP HOLDINGS PLC 54,94 239,97 0,5812 0,4157
US69335PFA84 / PFSFC 23-D A 144A FRN (SOFR30A+115) 08-16-27/08-15-25 54,24 −0,16 0,5738 0,0176
US842400GV99 / Southern California Edison Co., Series 20C 54,14 0,48 0,5727 0,0211
XS2683120211 / Avon Finance No.4 PLC 52,53 0,93 0,5556 0,0229
FREDDIEMAC STRIP FHS 413 F25 / ABS-MBS (US3133Q3LH28) 51,93 −12,57 0,5493 −0,0588
US01F0526727 / Uniform Mortgage-Backed Security, TBA 51,49 0,5446 0,5446
FREDDIE MAC FHR 5549 CF / ABS-MBS (US3137HLSA12) 51,16 0,5411 0,5411
MASTER CREDIT CARD TRUST MCCT 2024 1A A 144A / ABS-MBS (US576339DZ56) 50,77 −0,11 0,5370 0,0167
US90932LAG23 / United Airlines Inc 50,37 0,5328 0,5328
FREDDIE MAC FHR 5557 UF / ABS-MBS (US3137HLZ969) 48,52 0,5133 0,5133
FREDDIE MAC FHR 5557 UF / ABS-MBS (US3137HLZ969) 48,52 0,5133 0,5133
FANNIE MAE FNR 2024 103 FC / ABS-MBS (US3136BUQH62) 45,84 −4,36 0,4848 −0,0058
FREDDIE MAC FHR 5532 FA / ABS-MBS (US3137HKPJ74) 42,67 −4,88 0,4513 −0,0079
US65480CAC91 / NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/26 1.85 40,94 0,47 0,4330 0,0159
US05583JAH59 / BPCE SA 40,51 125,84 0,4285 0,2449
SWED A / Swedbank AB (publ) 40,41 0,42 0,4275 0,0155
SWED A / Swedbank AB (publ) 40,41 0,42 0,4275 0,0155
FREDDIE MAC FHR 5544 F / ABS-MBS (US3137HLNN87) 39,96 0,4227 0,4227
VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 08/26 VAR / DBT (US928668CJ93) 39,61 0,07 0,4190 0,0138
US085770AA31 / Berry Global Escrow Corp. 39,52 −0,04 0,4180 0,0133
US42806MBS70 / Hertz Vehicle Financing III LLC 38,61 −0,13 0,4084 0,0126
US08576PAH47 / Berry Global Inc 37,90 14,26 0,4009 0,0613
FANNIE MAE FNR 2024 101 FB / ABS-MBS (US3136BUFJ48) 37,79 −2,46 0,3997 0,0031
FREDDIE MAC FHR 5517 FE / ABS-MBS (US3137HKGJ75) 37,33 −6,25 0,3949 −0,0128
FANNIE MAE FNR 2024 90 FB / ABS-MBS (US3136BTXD03) 36,95 −4,87 0,3909 −0,0068
RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) 36,89 0,29 0,3902 0,0137
RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) 36,89 0,29 0,3902 0,0137
US91282CAQ42 / USTN TII 0.125% 10/15/2025 36,59 0,56 0,3870 0,0145
US456837AX12 / ING Groep NV 36,17 6,99 0,3826 0,0365
US63306A4114 / National Bank of Canada into Bristol-Myers Squibb Co. 35,99 −0,17 0,3807 0,0116
US63306A4114 / National Bank of Canada into Bristol-Myers Squibb Co. 35,99 −0,17 0,3807 0,0116
FREDDIE MAC FHR 5496 AF / ABS-MBS (US3137HHZL81) 35,94 −2,78 0,3802 0,0017
US01F0406854 / UMBS TBA 35,33 −31,86 0,3737 −0,0973
COREBRIDGE GLOB FUNDING SECURED 144A 01/28 VAR / DBT (US00138CBE75) 35,16 −0,27 0,3719 0,0110
PNC BANK NA SR UNSECURED 01/27 VAR / DBT (US69353RFW34) 34,77 −0,10 0,3678 0,0115
HSBC26D / HSBC Holdings PLC 34,05 −0,04 0,3602 0,0115
GOLDEN CREDIT CARD TRUST GCCT 2022 1A A 144A / ABS-MBS (US380881FE74) 33,81 0,83 0,3576 0,0144
GOLDEN CREDIT CARD TRUST GCCT 2022 1A A 144A / ABS-MBS (US380881FE74) 33,81 0,83 0,3576 0,0144
XS1235295539 / WHITBREAD GROUP PLC 3.375% 10/16/2025 REGS 33,31 6,84 0,3523 0,0332
US05583JAN28 / BPCE SA 33,22 209,47 0,3514 0,2415
US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) 33,18 0,3510 0,3510
SAN / Banco Santander, S.A. - Depositary Receipt (Common Stock) 32,90 −0,23 0,3480 0,0104
XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV 32,86 −0,11 0,3476 0,0108
XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV 32,86 −0,11 0,3476 0,0108
US02665WES61 / American Honda Finance Corp. 32,38 −9,22 0,3425 −0,0226
ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A AR3 144A / ABS-CBDO (US03328QBL41) 32,27 0,15 0,3414 0,0115
US412822AD08 / Harley-Davidson, Inc. 32,07 1,39 0,3392 0,0154
RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) 32,01 0,06 0,3386 0,0111
BMW US CAPITAL LLC COMPANY GUAR 144A 03/28 VAR / DBT (US05565ECX13) 31,69 59,96 0,3352 0,1324
BMW US CAPITAL LLC COMPANY GUAR 144A 03/27 VAR / DBT (US05565ECV56) 31,68 5,40 0,3351 0,0274
FREDDIE MAC FHR 5511 FG / ABS-MBS (US3137HKKP89) 31,65 −9,06 0,3348 −0,0215
FREDDIE MAC FHR 5493 FK / ABS-MBS (US3137HHWV90) 31,47 −6,20 0,3328 −0,0106
MERCEDES BENZ FIN NA COMPANY GUAR 144A 07/26 VAR / DBT (US58769JAV98) 31,42 −0,01 0,3323 0,0107
TSY INFL IX N/B 04/29 2.125 / DBT (US91282CKL45) 31,35 0,73 0,3316 0,0130
GOLDMAN SACHS BANK USA GOLDMAN SACHS BANK USA / DBT (US38151LAH33) 31,06 1,62 0,3285 0,0157
FANNIE MAE FNR 2024 77 DF / ABS-MBS (US3136BTWY58) 31,06 0,3285 0,3285
GLENCORE FUNDING LLC COMPANY GUAR 144A 10/26 VAR / DBT (US378272BX50) 31,00 −0,08 0,3279 0,0103
FANNIE MAE FNR 2025 19 FC / ABS-MBS (US3136BVBY34) 30,90 −4,04 0,3268 −0,0028
US0158578734 / Algonquin Power & Utilities Corp 30,65 −0,05 0,3242 0,0103
BMW US CAPITAL LLC BMW US CAPITAL LLC / DBT (US05565ECN31) 30,46 0,31 0,3222 0,0113
RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) 30,46 −0,08 0,3222 0,0101
US14161GCF54 / CARDS II TRUST SER 2023-2A CL A V/R REGD 144A P/P 5.92649700 30,00 −0,13 0,3174 0,0098
US899062BQ58 / Tulane Univ La Rfdg-tulane Univ-c Bond 29,86 0,32 0,3158 0,0111
BANQUE FED CRED MUTUEL BANQUE FED CRED MUTUEL / DBT (US06675DCL47) 29,74 5,71 0,3146 0,0266
CITIBANK NA SR UNSECURED 08/26 VAR / DBT (US17325FBH01) 29,52 −0,16 0,3123 0,0096
FREDDIE MAC FHR 5508 FC / ABS-MBS (US3137HJGF80) 29,48 −4,89 0,3118 −0,0055
US05608VAA44 / BX 2021-MFM1 29,29 0,33 0,3098 0,0110
JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) 29,29 −0,40 0,3098 0,0088
FORD CREDIT FLOORPLAN MASTER O FORDF 2024 3 A2 144A / ABS-O (US34528QJL95) 29,07 −0,02 0,3075 0,0098
US22535WAH07 / Credit Agricole SA 28,99 63,28 0,3067 0,1249
XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV 28,95 0,03 0,3062 0,0099
US00130HCE36 / CORP. NOTE 28,28 0,86 0,2991 0,0121
01626P148 / Alimentation Couche-Tard Inc 27,87 0,2948 0,2948
NOCG34 / Northrop Grumman Corporation - Depositary Receipt (Common Stock) 27,71 0,2932 0,2932
VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/27 VAR / DBT (US928668CT75) 27,58 0,2917 0,2917
BOQPF / Bank of Queensland Limited - Preferred Stock 27,21 5,40 0,2878 0,0235
BOQPF / Bank of Queensland Limited - Preferred Stock 27,21 5,40 0,2878 0,0235
US68249DAA72 / One New York Plaza Trust 2020-1NYP 27,14 1,41 0,2871 0,0131
MUFG BANK LTD SYDNEY CERT OF DEPO 02/26 VAR / DBT (AU3FN0075198) 27,11 5,29 0,2868 0,0232
GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H01 FB / ABS-MBS (US38383KNN80) 26,63 −2,00 0,2817 0,0035
GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H01 FB / ABS-MBS (US38383KNN80) 26,63 −2,00 0,2817 0,0035
US13607C3925 / Canadian Imperial Bank of Commerce, ELN, (linked to S&P 500 Index) 26,31 0,36 0,2782 0,0099
US13607C3925 / Canadian Imperial Bank of Commerce, ELN, (linked to S&P 500 Index) 26,31 0,36 0,2782 0,0099
US87229WAQ42 / TCI-Symphony CLO Ltd., Series 2016-1A, Class AR2 26,29 −5,69 0,2781 −0,0073
US817826AC47 / 7-Eleven Inc 26,23 2 374,15 0,2774 0,2699
US3132DV3P85 / FREDDIE MAC POOL UMBS P#SD8006 4.00000000 26,01 −3,20 0,2751 0,0000
US64034NAA37 / NELNET STUDENT LOAN TRUST 2019-2 SER 2019-2A CL A V/R 144A P/P 2.60800000 25,94 −3,64 0,2744 −0,0012
WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) 25,87 14,97 0,2737 0,0433
WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) 25,87 14,97 0,2737 0,0433
HOLCIM FIN US LLC 07/25 ZCP / DBT (US43475FUG52) 25,85 0,2734 0,2734
US65535HAR03 / Nomura Holdings Inc 25,54 0,67 0,2702 0,0104
OCTAGON 64 LTD OCT64 2022 1A A1R 144A / ABS-CBDO (US67579AAW71) 25,48 0,2696 0,2696
ARES CLO LTD ARES 2015 2A AR3 144A / ABS-CBDO (US04015GAX79) 24,98 0,17 0,2642 0,0089
US31429KAK97 / Federation des Caisses Desjardins du Quebec 24,92 −13,80 0,2636 −0,0324
FREDDIE MAC FHR 5481 FJ / ABS-MBS (US3137HHQ958) 24,68 −6,05 0,2610 −0,0079
US46647PCQ72 / JPMorgan Chase & Co 24,56 −0,13 0,2598 0,0080
ATHENE GLOBAL FUNDING SECURED 144A 07/26 VAR / DBT (US04685A4J75) 24,44 0,09 0,2585 0,0086
FREDDIE MAC FHR 5484 FA / ABS-MBS (US3137HHKS99) 24,30 −7,80 0,2570 −0,0128
US55336VBR06 / MPLX LP 24,24 235,36 0,2564 0,1824
FANNIE MAE FNR 2025 16 FA / ABS-MBS (US3136BU5D84) 23,97 −5,47 0,2535 −0,0060
US29374LAB62 / Enterprise Fleet Financing 2023-3 LLC 22,96 −12,97 0,2429 −0,0272
US90353TAG58 / Uber Technologies Inc 22,87 −0,23 0,2419 0,0072
FREDDIE MAC FHR 5508 QF / ABS-MBS (US3137HJVX22) 22,69 −3,71 0,2400 −0,0012
FREDDIE MAC FHR 5508 QF / ABS-MBS (US3137HJVX22) 22,69 −3,71 0,2400 −0,0012
US38382Y5K59 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H12 CL FA V/R 6.06629000 22,63 −2,33 0,2394 0,0022
HYUNDAI CAPITAL AMERICA HYUNDAI CAPITAL AMERICA / DBT (US44891ACW53) 22,54 −0,47 0,2384 0,0066
S1NP34 / Synopsys, Inc. - Depositary Receipt (Common Stock) 22,43 0,44 0,2373 0,0086
S1NP34 / Synopsys, Inc. - Depositary Receipt (Common Stock) 22,43 0,44 0,2373 0,0086
SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 2 A 144A / ABS-O (US83407HAA59) 22,34 0,2363 0,2363
SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 2 A 144A / ABS-O (US83407HAA59) 22,34 0,2363 0,2363
US90353TAK60 / Uber Technologies Inc 22,29 238,63 0,2358 0,1684
US00217VAA89 / AREIT 2022-CRE7 LLC 21,72 −10,77 0,2298 −0,0194
US06738EBZ79 / Barclays PLC 21,61 97,84 0,2285 0,1167
SBNA AUTO LEASE TRUST SBALT 2024 B A3 144A / ABS-O (US78437VAE02) 21,58 −0,12 0,2283 0,0071
SBNA AUTO LEASE TRUST SBALT 2024 B A3 144A / ABS-O (US78437VAE02) 21,58 −0,12 0,2283 0,0071
US36262JAJ43 / GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR2 SER 2021-GR2 CL A9 V/R REGD 144A P/P 0.90000000 21,34 −1,94 0,2257 0,0029
ING / ING Groep N.V. - Depositary Receipt (Common Stock) 21,32 0,09 0,2255 0,0074
MORGAN STANLEY BANK NA MORGAN STANLEY BANK NA / DBT (US61690U7Z70) 21,23 −0,17 0,2246 0,0068
01626P148 / Alimentation Couche-Tard Inc 21,19 0,2242 0,2242
US654740BS71 / Nissan Motor Acceptance Corp 20,92 1,25 0,2213 0,0098
SMB PRIVATE EDUCATION LOAN TRU SMB 2025 A A1B 144A / ABS-O (US83207EAB20) 20,85 0,2205 0,2205
BANQUE FED CRED MUTUEL BANQUE FED CRED MUTUEL / DBT (US06675DCH35) 20,83 −0,24 0,2203 0,0066
XS2330054953 / OAK HILL EUROPEAN CREDIT PARTN OHECP 2018 7A AR 144A 20,81 −5,53 0,2201 −0,0054
JETD / MAX Airlines -3X Inverse Leveraged ETNs due May 28, 2043 - Structured Product 20,78 −0,04 0,2198 0,0070
US55284AAA60 / MF1 2021-FL7 Ltd 20,71 −36,22 0,2190 −0,1133
US78449DAC02 / SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB SMB 2020-PTB A2B 20,53 −7,03 0,2171 −0,0089
BACR / Barclays Bank PLC - Corporate Bond/Note 20,48 0,10 0,2166 0,0072
MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock) 20,35 17,63 0,2152 0,0381
GM FINANCIAL AUTOMOBILE LEASIN GMALT 2025 1 A2B / ABS-O (US36271VAC19) 20,21 0,07 0,2138 0,0070
GS MORTGAGE BACKED SECURITIES GSMBS 2024 PJ7 A25 144A / ABS-MBS (US362949BR97) 20,17 −8,34 0,2133 −0,0119
US654744AB77 / Nissan Motor Co Ltd 19,78 0,49 0,2093 0,0077
US36168XAA72 / GCAT 2022-HX1 TRUST SER 2022-HX1 CL A1 V/R REGD 144A P/P 2.88500000 19,78 −2,37 0,2092 0,0018
MIZUHO BANK LTD/SYDNEY CERT OF DEPO 02/26 VAR / DBT (AU3FN0075479) 19,74 5,26 0,2088 0,0168
COLT FUNDING LLC COLT 2024 1 A1 144A / ABS-MBS (US19688TAA34) 19,68 −10,39 0,2081 −0,0167
TRINITAS CLO LTD TRNTS 2022 19A A1R 144A / ABS-CBDO (US89642FAN33) 19,61 0,16 0,2074 0,0070
JOHN DEERE CAPITAL CORP JOHN DEERE CAPITAL CORP / DBT (US24422EXW47) 19,52 0,07 0,2065 0,0068
US05401AAK79 / Avolon Holdings Funding Ltd 19,49 3,51 0,2062 0,0134
COOPERAT RABOBANK UA/NY 08/26 VAR / DBT (US21688ABG67) 19,38 −0,12 0,2050 0,0064
COOPERAT RABOBANK UA/NY 08/26 VAR / DBT (US21688ABG67) 19,38 −0,12 0,2050 0,0064
US404280DY28 / HSBC HOLDINGS PLC FRN SOFR+0 08/14/2027 19,28 38,34 0,2039 0,0612
MORGAN STANLEY BANK NA SR UNSECURED 05/28 VAR / DBT (US61690U8C76) 19,26 −0,07 0,2037 0,0064
ELEVATION CLO LTD AWPT 2022 16A A1AR 144A / ABS-CBDO (US28623YAU73) 19,22 0,72 0,2033 0,0079
ONSLOW BAY FINANCIAL LLC OBX 2024 NQM3 A1 144A / ABS-MBS (US67118KAA16) 19,08 −7,84 0,2018 −0,0101
OCTAGON INVESTMENT PARTNERS 40 OCT40 2019 1A A1RR 144A / ABS-CBDO (US67592BAY48) 19,04 −0,45 0,2014 0,0056
US90353TAE01 / Uber Technologies Inc 18,84 149,62 0,1993 0,1221
NMR / Nomura Holdings, Inc. - Depositary Receipt (Common Stock) 18,77 19,67 0,1985 0,0380
SUMITOMO MITSUI SYD CERT OF DEPO 07/26 VAR / DBT (AU3FN0070181) 18,76 5,29 0,1984 0,0160
JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) 18,15 −0,29 0,1920 0,0057
BARCLAYS MORTGAGE LOAN TRUST BARC 2024 NQM1 A1 144A / ABS-MBS (US06745AAA25) 18,12 −8,36 0,1917 −0,0108
US05369AAL52 / Aviation Capital Group LLC 17,97 0,77 0,1901 0,0075
US969457CH11 / Williams Cos Inc/The 17,78 275,70 0,1881 0,1396
US251526BZ10 / Deutsche Bank AG/New York NY 17,60 0,09 0,1861 0,0061
ANCHORAGE CAPITAL CLO LTD ANCHC 2021 21A AR 144A / ABS-CBDO (US03331KAJ88) 17,50 0,56 0,1852 0,0070
AXP / American Express Company - Depositary Receipt (Common Stock) 17,36 −0,21 0,1837 0,0055
MADISON PARK FUNDING LTD MDPK 2020 46A ARR 144A / ABS-CBDO (US55822AAW71) 17,32 0,64 0,1832 0,0070
PIKES PEAK CLO PIPK 2018 2A ARR 144A / ABS-CBDO (US72133JAY38) 17,32 0,27 0,1832 0,0064
PIKES PEAK CLO PIPK 2018 2A ARR 144A / ABS-CBDO (US72133JAY38) 17,32 0,27 0,1832 0,0064
US23636AAZ49 / Danske Bank A/S 17,30 0,73 0,1830 0,0072
VERIZON MASTER TRUST VZMT 2024 1 A1B / ABS-O (US92348KCM36) 17,23 −0,03 0,1822 0,0058
VERIZON MASTER TRUST VZMT 2024 1 A1B / ABS-O (US92348KCM36) 17,23 −0,03 0,1822 0,0058
ICG US CLO LTD ICG 2021 3A AR 144A / ABS-CBDO (US449249AS08) 17,21 0,29 0,1821 0,0064
GOVERNMENT NATIONAL MORTGAGE A GNR 2025 98 GF / ABS-MBS (US38381NNT18) 17,21 0,1820 0,1820
FANNIE MAE FNR 2025 18 FA / ABS-MBS (US3136BU7K00) 17,05 −5,87 0,1803 −0,0051
FREDDIE MAC FHR 5500 GF / ABS-MBS (US3137HJB303) 17,03 −4,94 0,1802 −0,0033
FANNIE MAE FNR 2024 95 KF / ABS-MBS (US3136BTS533) 17,02 −4,19 0,1800 −0,0018
AXP / American Express Company - Depositary Receipt (Common Stock) 16,91 −63,90 0,1789 −0,3006
US28628BAA61 / ELFI Graduate Loan Program LLC, Series 2021-A, Class A 16,86 −4,32 0,1784 −0,0021
US63942TAB17 / Navient Student Loan Trust 16,78 −10,14 0,1775 −0,0137
SUMITOMO MITSUI SYD CERT OF DEPO 02/26 VAR / DBT (AU3FN0075313) 16,77 5,30 0,1774 0,0143
US251526CE71 / DEUTSCHE BANK AG NEW YORK BNCH 2.129%/VAR 11/24/2026 16,73 0,80 0,1770 0,0070
HSBC26C / HSBC Holdings PLC 16,69 42,91 0,1765 0,0570
P1NW34 / Pinnacle West Capital Corporation - Depositary Receipt (Common Stock) 16,63 −0,33 0,1759 0,0051
ACA / Crédit Agricole S.A. 16,62 −0,17 0,1758 0,0054
US37046US851 / General Motors Financial Co Inc 16,58 −0,53 0,1754 0,0048
US13607LWU33 / Canadian Imperial Bank of Commerce 16,55 1,65 0,1751 0,0084
VOLVO FINANCIAL EQUIPMENT LLC VFET 2024 1A A2 144A / ABS-O (US92887QAB32) 16,38 −6,50 0,1732 −0,0061
43AB / Rolls-Royce plc - Corporate Bond/Note 16,14 30,51 0,1707 0,0441
US780153BJ00 / Royal Caribbean Cruises Ltd 16,07 0,1700 0,1700
EW / Edwards Lifesciences Corporation 16,00 −68,34 0,1692 −0,3455
US38141GXN95 / Goldman Sachs Group Inc/The 15,83 −0,06 0,1674 0,0053
SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1B 144A / ABS-O (US83207QAB59) 15,75 −3,07 0,1666 0,0003
FANNIE MAE FNR 2025 35 FB / ABS-MBS (US3136BVF783) 15,73 0,1664 0,1664
US00084DBC39 / ABN AMRO Bank NV 15,68 −0,47 0,1659 0,0046
CCG RECEIVABLES TRUST CCG 2025 1 A2 144A / ABS-O (US12515XAB64) 15,64 0,11 0,1654 0,0055
XS2499838881 / KINBANE 2022-RPL 1 DAC SER 2022-RPL1A CL A V/R REGD 144A P/P /EUR/ 0.00000000 15,62 5,50 0,1652 0,0137
SCE.PRK / SCE Trust V - Preferred Security 15,57 0,34 0,1647 0,0058
US251526CN70 / Deutsche Bank AG/New York NY 15,57 −0,36 0,1647 0,0047
BAYVIEW OPPORTUNITY MASTER FUN BVINV 2025 3 AF1 144A / ABS-MBS (US67648CAU45) 15,53 0,1643 0,1643
LYG / Lloyds Banking Group plc - Depositary Receipt (Common Stock) 15,46 2,47 0,1635 0,0091
XS2305369709 / CORDATUS CLO PLC CORDA 7A ARR 144A 15,43 −8,19 0,1632 −0,0088
O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) 15,38 0,75 0,1627 0,0064
O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) 15,38 0,75 0,1627 0,0064
US23341CAC73 / DNB Bank ASA 15,29 −0,20 0,1617 0,0049
US00928QAT85 / Aircastle Ltd 15,28 −0,07 0,1617 0,0051
US345397XL24 / FORD MOTOR CREDIT CO LLC 15,19 0,47 0,1607 0,0059
US38141GYA65 / Goldman Sachs Group Inc/The 15,17 0,88 0,1604 0,0065
PARALLEL LTD PARL 2021 1A AR 144A / ABS-CBDO (US69916HAL42) 15,08 0,15 0,1595 0,0054
I1LM34 / Illumina, Inc. - Depositary Receipt (Common Stock) 15,02 0,21 0,1589 0,0054
AU3CB0261576 / INCITEC PIVOT 14,97 39,96 0,1583 0,0488
US37045XEF96 / General Motors Financial Co Inc 14,95 0,1581 0,1581
DELL EQUIPMENT FINANCE TRUST DEFT 2024 2 A2 144A / ABS-O (US24704EAC21) 14,81 −0,05 0,1567 0,0050
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/27 VAR / DBT (US44891ADS33) 14,78 −0,09 0,1563 0,0049
US682680BD48 / ONEOK Inc 14,68 −0,25 0,1552 0,0046
TRINITAS CLO LTD TRNTS 2020 12A A1R 144A / ABS-CBDO (US89641GAN25) 14,52 0,06 0,1536 0,0050
US87166FAD50 / Synchrony Bank 14,38 32,21 0,1521 0,0408
US63906EB929 / NatWest Markets PLC 14,31 −0,06 0,1514 0,0048
TOYOTA LEASE OWNER TRUST TLOT 2024 B A2B 144A / ABS-O (US891943AC65) 14,31 −29,30 0,1513 −0,0558
VERUS SECURITIZATION TRUST VERUS 2024 1 A1 144A / ABS-MBS (US92540EAA10) 14,27 −12,50 0,1509 −0,0160
ENTERPRISE FLEET FINANCING LLC EFF 2024 2 A2 144A / ABS-O (US29375RAB24) 14,21 −20,69 0,1504 −0,0331
US74977RDL50 / Cooperatieve Rabobank UA 14,09 0,84 0,1490 0,0060
US63906EB929 / NatWest Markets PLC 13,98 0,09 0,1478 0,0049
US65535HBG39 / Nomura Holdings Inc 13,96 −0,20 0,1477 0,0045
US38383KGP12 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H24 CL FA V/R 6.27507000 13,82 −2,70 0,1461 0,0008
US22822VAV36 / Crown Castle International Corp 13,75 0,1454 0,1454
D05 / DBS Group Holdings Ltd 13,73 −60,18 0,1452 −0,2078
US65535HAW97 / Nomura Holdings Inc 13,60 0,91 0,1439 0,0059
US62955RAA32 / NEW YORK MORTGAGE TRUST 08/51 1.6696 13,59 −4,16 0,1437 −0,0014
JACKSON NATL LIFE GLOBAL SECURED 144A 01/28 VAR / DBT (US46849CJN20) 13,55 −0,46 0,1433 0,0040
US639057AG33 / NatWest Group PLC 13,45 1 224,21 0,1423 0,1319
USG84228FT04 / Standard Chartered PLC 13,25 0,1402 0,1402
01626P148 / Alimentation Couche-Tard Inc 13,05 0,1380 0,1380
MIZUHO BANK LTD/SYDNEY CERT OF DEPO 09/26 VAR / DBT (AU3FN0081139) 13,02 5,34 0,1378 0,0112
BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 3A AR 144A / ABS-CBDO (US05683NAJ19) 13,00 0,60 0,1375 0,0052
ONSLOW BAY FINANCIAL LLC OBX 2024 NQM6 A1 144A / ABS-MBS (US67118XAA37) 12,98 −7,29 0,1373 −0,0060
FANNIE MAE FNR 2025 4 FB / ABS-MBS (US3136BUU651) 12,94 −9,22 0,1368 −0,0090
US64031DAA81 / NELNET STUDENT LOAN TRUST 2019-3 SER 2019-3A CL A V/R 144A P/P 2.50800000 12,93 −3,79 0,1367 −0,0008
SCE.PRK / SCE Trust V - Preferred Security 12,88 0,09 0,1362 0,0045
CA14913LAA85 / CATERP FIN S LTD 12,86 −0,06 0,1360 0,0043
FANNIE MAE FNR 2024 104 FA / ABS-MBS (US3136BUEQ99) 12,63 −4,25 0,1336 −0,0014
FANNIE MAE FNR 2024 104 FA / ABS-MBS (US3136BUEQ99) 12,63 −4,25 0,1336 −0,0014
US17325FBD96 / Citibank NA 12,59 −0,13 0,1332 0,0041
US05369AAK79 / Aviation Capital Group LLC 12,44 24,35 0,1316 0,0292
US345397XU23 / Ford Motor Credit Co LLC 12,44 0,11 0,1316 0,0044
US29278GAZ19 / Enel Finance International NV 12,37 −0,35 0,1309 0,0038
SHB A / Svenska Handelsbanken AB (publ) 12,27 0,02 0,1298 0,0042
US05551UAA34 / BIG COMMERCIAL MORTGAGE TRUST 2022-BIG SER 2022-BIG CL A V/R REGD 144A P/P 0.00000000 12,24 −1,60 0,1295 0,0021
US36361UAL44 / Gallatin CLO VIII 2017-1 Ltd 12,19 −1,26 0,1289 0,0026
CANYON CAPITAL CLO LTD CANYC 2019 2A AR2 144A / ABS-CBDO (US13887WAS98) 12,11 0,67 0,1281 0,0050
US68785CAC55 / Oscar U.S. Funding XV LLC 11,98 1 598,72 0,1267 0,1195
SEQUOIA MORTGAGE TRUST SEMT 2024 HYB1 A1A 144A / ABS-MBS (US81749EAA38) 11,94 −10,86 0,1263 −0,0108
SEQUOIA MORTGAGE TRUST SEMT 2024 HYB1 A1A 144A / ABS-MBS (US81749EAA38) 11,94 −10,86 0,1263 −0,0108
US29278GAW87 / Enel Finance International NV 11,91 0,47 0,1259 0,0046
APIDOS CLO LTD APID 2012 11A AR4 144A / ABS-CBDO (US03763YBY14) 11,90 −0,04 0,1258 0,0040
BOQPF / Bank of Queensland Limited - Preferred Stock 11,87 5,25 0,1256 0,0101
BOQPF / Bank of Queensland Limited - Preferred Stock 11,87 5,25 0,1256 0,0101
CARVAL CLO LTD CARVL 2019 2A AR2 144A / ABS-CBDO (US14686WAW10) 11,85 −1,08 0,1253 0,0027
US26828HAA59 / ECMC Group Student Loan Trust 2018-1 11,78 −1,45 0,1247 0,0022
ONSLOW BAY FINANCIAL LLC OBX 2024 NQM4 A1 144A / ABS-MBS (US67118TAA25) 11,63 −7,10 0,1230 −0,0051
US92332LAU35 / VENTURE CDO LTD VENTR 2019 36A A1AR 144A 11,50 −18,04 0,1217 −0,0220
US12564NAA00 / CLNY Trust 2019-IKPR 11,32 −11,40 0,1197 −0,0111
SANDSTONE PEAK LTD. SAND 2021 1A A1R 144A / ABS-CBDO (US800130AN66) 11,31 0,05 0,1196 0,0039
FREDDIE MAC FHR 5480 FG / ABS-MBS (US3137HHUD11) 11,29 −9,49 0,1194 −0,0083
US45262BAB99 / IMPERIAL BRANDS FIN PLC REGD 144A P/P 3.50000000 11,20 305,69 0,1184 0,0902
US46647PCY07 / JPMorgan Chase & Co 11,18 −0,17 0,1183 0,0036
BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 2A A1R 144A / ABS-CBDO (US05684RAL69) 11,09 0,10 0,1173 0,0039
FANNIE MAE FNR 2025 6 FA / ABS-MBS (US3136BUTN04) 11,05 −7,51 0,1169 −0,0054
FANNIE MAE FNR 2025 6 FA / ABS-MBS (US3136BUTN04) 11,05 −7,51 0,1169 −0,0054
US06738ECC75 / Barclays PLC 10,98 −0,61 0,1162 0,0031
US853254BZ29 / Standard Chartered PLC 10,94 686,06 0,1157 0,1015
ATLAS SENIOR LOAN FUND LTD ATCLO 2021 18A A1R 144A / ABS-CBDO (US04943EAQ44) 10,89 −0,07 0,1152 0,0036
USY8085FBJ85 / SK Hynix Inc 10,80 −0,10 0,1143 0,0036
US29374GAB77 / Enterprise Fleet Financing 2022-4 LLC 10,59 −23,62 0,1120 −0,0299
XS2231790960 / BURBERRY GROUP 10,57 7,39 0,1118 0,0110
US05946KAK79 / Banco Bilbao Vizcaya Argentaria S.A. 10,48 −0,26 0,1108 0,0033
A3KMYN / Air Lease Corporation - Preferred Stock 10,47 −0,10 0,1108 0,0035
US61746RGK14 / MORGAN STANLEY ABS CAPITAL I INC TRUST 2004-HE4 SER 2004-HE4 CL M1 V/R REGD 2.60800000 10,44 −1,58 0,1105 0,0018
US69291QAA31 / PFP III PFP 2022 9 A 144A 10,42 −21,85 0,1102 −0,0263
PROGRESS TRUST PROGS 2020 1 A / ABS-MBS (AU3FN0053294) 10,41 −2,59 0,1101 0,0007
PROGRESS TRUST PROGS 2020 1 A / ABS-MBS (AU3FN0053294) 10,41 −2,59 0,1101 0,0007
US775109BE00 / Rogers Communications Inc 10,39 0,43 0,1099 0,0040
FANNIE MAE FNR 2025 35 FM / ABS-MBS (US3136BVJ660) 10,37 0,1097 0,1097
US83206NAB38 / SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1B V/R REGD 144A P/P 1.83000000 10,34 0,1094 0,1094
BANQUE FED CRED MUTUEL REGS 07/26 VAR / DBT (USF0803NAF99) 10,29 −0,18 0,1089 0,0033
BRIGHTHSE FIN GLBL FUND SECURED REGS 04/27 5.55 / DBT (US10921V2J41) 10,26 0,26 0,1086 0,0038
BRIGHTHSE FIN GLBL FUND SECURED REGS 04/27 5.55 / DBT (US10921V2J41) 10,26 0,26 0,1086 0,0038
MERCEDES BENZ FIN NA COMPANY GUAR 144A 03/28 VAR / DBT (US58769JBF30) 10,24 0,1083 0,1083
TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A / ABS-MBS (XS2799791848) 10,20 −0,51 0,1079 0,0029
US12551JAL08 / CIFC FUNDING LTD CIFC 2017 4A A1R 144A 10,14 −23,47 0,1072 −0,0284
SCE.PRK / SCE Trust V - Preferred Security 10,11 0,45 0,1069 0,0039
US17329VDF31 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 INV3 A11 144A 10,08 −1,94 0,1067 0,0014
ATHENE GLOBAL FUNDING SECURED 144A 01/27 4.95 / DBT (US04685A4E88) 10,07 0,30 0,1065 0,0037
ATHENE GLOBAL FUNDING SECURED 144A 08/26 VAR / DBT (US04685A4B40) 9,80 0,01 0,1036 0,0033
US38145GAM24 / Goldman Sachs Group Inc/The 9,78 0,1034 0,1034
US004421EW92 / ACE Securities Corp Home Equity Loan Trust Series 2004-OP1 9,71 −1,22 0,1027 0,0021
XS2326485898 / BAIN CAPITAL EURO CLO BCCE 2018 2A AR 144A 9,69 −10,13 0,1025 −0,0079
US61772QAN07 / MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TR SER 2021-6 CL A6 V/R REGD 144A P/P 0.89967000 9,67 −2,61 0,1023 0,0006
US89175MAA18 / Towd Point Mortgage Trust 2018-3 9,67 −5,58 0,1023 −0,0025
XS2376115270 / Toro European CLO 6 DAC 9,63 5,16 0,1019 0,0081
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2025 3 A29 144A / ABS-MBS (US17332RCX98) 9,54 0,1010 0,1010
ONSLOW BAY FINANCIAL LLC OBX 2024 NQM5 A1 144A / ABS-MBS (US67448NAA63) 9,51 −8,34 0,1006 −0,0056
JAMESTOWN CLO LTD JTWN 2021 16A AR 144A / ABS-CBDO (US47048RAL96) 9,47 0,03 0,1002 0,0033
SCULPTOR CLO LTD SCUL 27A A1R 144A / ABS-CBDO (US81124UAW45) 9,45 0,42 0,1000 0,0036
US06675FBB22 / Banque Federative du Credit Mutuel SA 9,35 0,49 0,0989 0,0037
US12661XBC56 / CREDIT SUISSE MORTGAGE TRUST 144A 07/56 0.85 9,35 −2,42 0,0988 0,0008
GOLDMAN SACHS BANK USA SR UNSECURED 03/27 VAR / DBT (US38151LAE02) 9,33 −63,92 0,0987 −0,1660
US83207DAB47 / SMB 23-C A1B 144A (SOFR30A+155) FRN 11-15-52/10-17-33 9,30 −5,87 0,0984 −0,0028
BCS / Barclays PLC - Depositary Receipt (Common Stock) 9,27 251,95 0,0981 0,0711
CHASE MORTGAGE FINANCE CORPORA CHASE 2024 9 A11 144A / ABS-MBS (US16160QAX25) 9,20 −10,09 0,0973 −0,0074
JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (US48002AU776) 9,19 0,0972 0,0972
US36167HAA32 / GCAT 9,13 −3,96 0,0966 −0,0007
US38383KFR86 / Government National Mortgage Association 9,09 −1,50 0,0961 0,0017
STELLANTIS FIN US INC COMPANY GUAR 144A 03/28 5.35 / DBT (US85855CAM29) 8,98 0,70 0,0949 0,0037
IL0011746976 / Israel Government Bond - Fixed 8,95 0,0947 0,0947
FANNIE MAE FNR 2024 100 FA / ABS-MBS (US3136BUFY15) 8,92 −4,74 0,0944 −0,0015
US74977RDK77 / Cooperatieve Rabobank UA 8,90 0,93 0,0942 0,0039
US12430YAA82 / BWAY 2021-1450 MORTGAGE TRUST SER 2021-1450 CL A V/R REGD 144A P/P 1.33700000 8,88 0,91 0,0939 0,0038
US12662GAC24 / CSMC 2021-RPL4 Trust 8,85 −3,37 0,0937 −0,0001
XS1617830721 / Wells Fargo & Co 8,72 9,93 0,0923 0,0110
US17331KAD19 / Citizens Auto Receivables Trust 8,68 −22,35 0,0918 −0,0226
US89180LAA61 / TPMT_21-SJ2 8,68 −10,74 0,0918 −0,0077
01626P148 / Alimentation Couche-Tard Inc 8,67 0,0917 0,0917
US36262TAA16 / GPMT 2021-FL4 LTD 8,65 −2,36 0,0915 0,0008
US337932AN77 / FirstEnergy Corp 8,64 0,69 0,0914 0,0036
US46592WBE57 / JP Morgan Mortgage Trust 2021-12 8,62 −1,82 0,0912 0,0013
SOUND POINT CLO LTD SNDPT 2020 3A A1R 144A / ABS-CBDO (US83615CAL00) 8,57 −10,40 0,0906 −0,0073
US46647PCB04 / JPMorgan Chase & Co 8,50 0,73 0,0899 0,0035
US959802AZ22 / Western Union Co/The 8,42 0,0891 0,0891
US89178WAU27 / TOWD POINT MORTGAGE TRUST 2020-1 SER 2020-1 CL A1 V/R REGD 144A P/P 2.71000000 8,42 −5,54 0,0891 −0,0022
US72202G3801 / PIMCO ST FLOATING NAV PORT IV MUTUAL FUND 8,39 1,32 0,0888 0,0040
XS2350015942 / CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A 8,36 −11,55 0,0884 −0,0083
XS2305383288 / DRYDEN LEVERAGED LOAN CDO DRYD 2017 27A AR 144A 8,35 6,74 0,0883 0,0082
XS2326512618 / HARVEST CLO HARVT 21A A1R 144A 8,33 1,57 0,0881 0,0042
VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A / ABS-CBDO (US92338VAA98) 8,31 −5,92 0,0879 −0,0025
US00774MAS44 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust 8,23 0,61 0,0871 0,0033
US87020PAT49 / Swedbank AB 8,16 0,42 0,0864 0,0031
US36263KAJ07 / GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV1 SER 2021-INV1 CL A9 V/R REGD 144A P/P 0.90000000 8,13 −1,48 0,0860 0,0015
US924934AA00 / Verus Securitization Trust, Series 2023-5, Class A1 8,00 −13,58 0,0847 −0,0102
US694308JL21 / PACIFIC GAS and ELECTRIC CO 3.45% 07/01/2025 8,00 0,40 0,0846 0,0030
PFP III PFP 2024 11 A 144A / ABS-MBS (US69291WAA09) 7,96 −9,81 0,0842 −0,0062
US05367AAH68 / Aviation Capital Group LLC 7,95 −0,03 0,0841 0,0027
AGL CLO 14, LTD. AGL 2021 14A AR 144A / ABS-CBDO (US00851WAL37) 7,90 0,04 0,0836 0,0027
US25160PAN78 / Deutsche Bank AG 7,89 −0,27 0,0835 0,0025
VOYA CLO LTD VOYA 2017 3A A1RR 144A / ABS-CBDO (US92915QBG73) 7,87 −0,35 0,0833 0,0024
XS2376688474 / OCP EURO CLO 2020-4 DAC SER 2020-4A CL AR V/R REGD 144A P/P /EUR/ 0.00000000 7,85 −6,81 0,0830 −0,0032
US63940CAA27 / Navient Student Loan Trust 2017-5 7,80 −2,32 0,0825 0,0008
LVS / Las Vegas Sands Corp. - Depositary Receipt (Common Stock) 7,77 0,57 0,0822 0,0031
LVS / Las Vegas Sands Corp. - Depositary Receipt (Common Stock) 7,77 0,57 0,0822 0,0031
BANQUE FED CRED MUTUEL BANQUE FED CRED MUTUEL / DBT (USF0803NAK84) 7,74 −0,19 0,0819 0,0025
US411618AB75 / Harbour Energy PLC 7,63 0,0807 0,0807
US53944YAW30 / Lloyds Banking Group PLC 7,62 76,05 0,0806 0,0363
CHESAPEAKE FUNDING II LLC CFII 2024 1A A1 144A / ABS-O (US165183DE19) 7,61 −11,67 0,0805 −0,0077
US055979AC23 / BMW Vehicle Lease Trust 2023-2 7,61 −47,87 0,0805 −0,0689
US38141GZL12 / Goldman Sachs Group, Inc./The 7,59 −0,51 0,0803 0,0022
US38141GYH19 / Goldman Sachs Group Inc/The 7,56 5,53 0,0800 0,0066
US10921U2C16 / Brighthouse Financial Global Funding 7,54 0,87 0,0798 0,0032
US05401AAM36 / Avolon Holdings Funding Ltd 7,53 −55,62 0,0797 −0,0941
US89179XAL91 / TOWD POINT ASSET TRUST 2021-SL1 SER 2021-SL1 CL A2 V/R REGD 144A P/P 0.00000000 7,52 −13,07 0,0796 −0,0090
HY9H / SK hynix Inc. - Depositary Receipt (Common Stock) 7,50 −0,03 0,0794 0,0025
MADISON PARK FUNDING LTD MDPK 2021 49A AR 144A / ABS-CBDO (US55820VAL71) 7,49 0,24 0,0792 0,0027
US74333PAA57 / Progress Residential Trust 7,45 1,07 0,0788 0,0033
WIND RIVER CLO LTD WINDR 2016 1KRA A1R3 144A / ABS-CBDO (US97314DAN84) 7,44 −0,43 0,0787 0,0022
US75620TAW80 / Recette Clo Ltd 7,42 0,23 0,0785 0,0027
WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES1 A1A 144A / ABS-MBS (US749427AA88) 7,41 −4,55 0,0784 −0,0011
WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES1 A1A 144A / ABS-MBS (US749427AA88) 7,41 −4,55 0,0784 −0,0011
US404280DZ92 / HSBC HOLDINGS PLC REGD V/R 5.88700000 7,41 −0,15 0,0783 0,0024
US63941TAA43 / Navient Private Education Refi Loan Trust 2020-E 7,26 −7,21 0,0768 −0,0033
WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES3 A1A 144A / ABS-MBS (US749420AA36) 7,24 −3,45 0,0766 −0,0002
US161175AY09 / Charter Communications Operating LLC / Charter Communications Operating Capital 7,18 2 012,65 0,0760 0,0725
US61691XAA19 / Morgan Stanley Capital I Trust 2019-PLND 7,18 −8,52 0,0760 −0,0044
US38380LPB35 / Ginnie Mae 3.25 12/20/2068 7,17 0,32 0,0759 0,0027
US36258BAA61 / GS Mortgage Securities Corp. Trust, Series 2020-DUNE, Class A 7,15 0,20 0,0756 0,0026
STAB / Standard Chartered PLC - Preferred Security 7,13 −0,35 0,0754 0,0022
NAVIENT EDUCATION LOAN TRUST NAVEL 2025 A A 144A / ABS-O (US63943EAA55) 7,06 0,0746 0,0746
US3622ABBH49 / GNMA II POOL 785540 G2 05/71 FLOATING VAR 6,92 −13,88 0,0732 −0,0091
US13607C3925 / Canadian Imperial Bank of Commerce, ELN, (linked to S&P 500 Index) 6,84 −0,25 0,0724 0,0022
US13607C3925 / Canadian Imperial Bank of Commerce, ELN, (linked to S&P 500 Index) 6,84 −0,25 0,0724 0,0022
BDS LTD BDS 2025 FL14 A 144A / ABS-CBDO (US072921AA78) 6,78 −0,21 0,0717 0,0022
US59981TAC99 / MILL CITY MORTGAGE LOAN TRUST 2019-GS2 SER 2019-GS2 CL A1 V/R REGD 144A P/P 2.75000000 6,64 −9,38 0,0703 −0,0048
RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) 6,62 −0,20 0,0700 0,0021
MMAF EQUIPMENT FINANCE LLC MMAF 2024 A A2 144A / ABS-O (US55318CAB00) 6,62 −20,38 0,0700 −0,0151
BAIN CAPITAL CREDIT CLO, LIMIT BCC 2019 4A A1RR 144A / ABS-CBDO (US05684AAY55) 6,58 −0,29 0,0696 0,0020
US83390UAF49 / SOFI PROFESSIONAL LOAN PROGRAM 2020-C TRUST SOFI 2020-C AFX 6,53 −5,74 0,0690 −0,0018
VERUS SECURITIZATION TRUST VERUS 2024 4 A1 144A / ABS-MBS (US92540GAA67) 6,49 −9,21 0,0686 −0,0045
3 MONTH SOFR FUT MAR26 XCME 20260616 / DIR (000000000) 6,46 0,0683 0,0683
US63906EB929 / NatWest Markets PLC 6,46 5,23 0,0683 0,0055
AU3FN0059994 / Victoria Power Networks Finance Pty. Ltd. 6,45 5,33 0,0682 0,0055
TRITON TRUST TRTN 2021 2 A1AU / ABS-MBS (AU3FN0061305) 6,40 −4,77 0,0677 −0,0011
US59982HAC43 / MILL CITY MORTGAGE LOAN TRUST 2021-NMR1 MCMLT 2021-NMR1 A1 6,39 −5,29 0,0676 −0,0015
US78449MAA45 / SMB PRIVATE EDUCATION LOAN TRUST 2021-D SER 2021-D CL A1A REGD 144A P/P 1.34000000 6,30 −7,52 0,0666 −0,0031
US58003UAA60 / MF1 Multifamily Housing Mortgage Loan Trust 6,23 −35,58 0,0659 −0,0331
US26829XAB73 / ECMC Group Student Loan Trust 6,22 −1,78 0,0658 0,0010
GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H07 JF / ABS-MBS (US38383KVX70) 6,17 −1,97 0,0653 0,0008
FLATIRON CLO LTD FLAT 2019 1A AR2 144A / ABS-CBDO (US33883JAW18) 6,15 −8,27 0,0650 −0,0036
US00253XAA90 / American Airlines Inc/AAdvantage Loyalty IP Ltd 6,11 0,0646 0,0646
PIKES PEAK CLO PIPK 2019 4A ARR 144A / ABS-CBDO (US72132WAN92) 6,10 0,26 0,0646 0,0022
BLUEMOUNTAIN CLO LTD BLUEM 2018 3A A1R 144A / ABS-CBDO (US09630AAN63) 6,06 −12,27 0,0641 −0,0066
US00501BAA70 / ACREC LLC, Series 2023-FL2, Class A 6,02 −1,86 0,0637 0,0009
BRIGHTHSE FIN GLBL FUND BRIGHTHSE FIN GLBL FUND / DBT (US10921U2J68) 6,01 0,27 0,0636 0,0022
VICI / VICI Properties Inc. 5,98 0,0633 0,0633
FANNIE MAE FNR 2024 38 AF / ABS-MBS (US3136BR5A18) 5,94 −5,85 0,0629 −0,0017
XS2356076625 / SIRIUS REAL ESTATE LTD 1.125% 06/22/2026 REGS 5,90 9,53 0,0624 0,0073
WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES1 A1A 144A / ABS-MBS (US749424AA57) 5,90 −10,17 0,0624 −0,0048
TOWD POINT MORTGAGE TRUST TPMT 2024 CES3 A1 144A / ABS-MBS (US89183EAA91) 5,89 −8,43 0,0623 −0,0035
US83611MML99 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 OPT2 A4 5,89 −5,29 0,0623 −0,0014
US05591XAA90 / BRSP 2021-FL1 Ltd 5,87 −1,10 0,0621 0,0013
MA MONEY RESIDENTIAL SECURITIS MAMAU 2025 1PN A1S / ABS-MBS (AU3FN0095246) 5,86 −34,04 0,0619 −0,0289
MA MONEY RESIDENTIAL SECURITIS MAMAU 2025 1PN A1S / ABS-MBS (AU3FN0095246) 5,86 −34,04 0,0619 −0,0289
SYMPHONY CLO LTD SYMP 2020 22A A1AR 144A / ABS-CBDO (US87167GCH11) 5,80 −0,09 0,0614 0,0019
US36265QAE61 / GMCAR 2022-4 A4 5,77 0,12 0,0611 0,0020
CARMAX AUTO OWNER TRUST CARMX 2024 1 A2B / ABS-O (US14318WAC10) 5,73 −44,66 0,0606 −0,0454
US00928QAS03 / Aircastle Ltd 5,72 0,0605 0,0605
US345397D260 / Ford Motor Credit Co LLC 5,68 −0,18 0,0601 0,0018
US78446CAA99 / SLM Student Loan Trust 2013-2 5,64 −1,38 0,0597 0,0011
ACA / Crédit Agricole S.A. 5,57 −0,27 0,0590 0,0017
ABN / ABN AMRO Bank N.V. - Depositary Receipt (Common Stock) 5,57 −0,45 0,0589 0,0016
BAIN CAPITAL CREDIT CLO, LIMIT BCC 2020 3A A1RR 144A / ABS-CBDO (US05684CAW55) 5,55 0,20 0,0587 0,0020
AU3FN0029609 / AAI Ltd 5,54 0,0586 0,0586
TD.PFA / The Toronto-Dominion Bank - Preferred Security 5,53 5,38 0,0585 0,0048
TD.PFA / The Toronto-Dominion Bank - Preferred Security 5,53 5,38 0,0585 0,0048
TOWD POINT MORTGAGE TRUST TPMT 2024 CES1 A1A 144A / ABS-MBS (US89183CAA36) 5,51 −8,12 0,0583 −0,0031
US75951ACY29 / Reliance Standard Life Global Funding II 5,51 0,00 0,0583 0,0019
US63942AAB26 / Navient Private Education Loan Trust 2020-I 5,50 −5,24 0,0582 −0,0012
US52475XAA28 / Legacy Mortgage Asset Trust 2021-GS5 5,42 −2,95 0,0574 0,0002
BENEFIT STREET PARTNERS CLO LT BSP 2014 IVA AR4 144A / ABS-CBDO (US08180FBU49) 5,41 0,17 0,0572 0,0019
BENEFIT STREET PARTNERS CLO LT BSP 2014 IVA AR4 144A / ABS-CBDO (US08180FBU49) 5,41 0,17 0,0572 0,0019
GUGGENHEIM CLO LTD GUGG 2022 2A A1R 144A / ABS-CBDO (US40172PAL67) 5,39 −0,19 0,0570 0,0017
US165183CV43 / Chesapeake Funding II LLC, Series 2023-1A, Class A2 5,36 −17,87 0,0567 −0,0101
US78449VAB27 / SMB Private Education Loan Trust 2020-PT-A 5,29 −6,70 0,0560 −0,0021
CHESAPEAKE FUNDING II LLC CFII 2024 1A A2 144A / ABS-O (US165183DJ06) 5,28 −11,79 0,0559 −0,0054
TRINITAS CLO LTD TRNTS 2017 7A A1R2 144A / ABS-CBDO (US89641CAU53) 5,28 −0,38 0,0558 0,0016
US38382Y5C34 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H11 CL FC V/R 6.10000000 5,23 −1,78 0,0553 0,0008
US302635AG21 / FS KKR Capital Corp 5,20 0,0551 0,0551
US64830KAA51 / New Residential Mortgage Loan Trust 2018-3 5,20 −3,83 0,0550 −0,0003
KOREA NATIONAL OIL CORP SR UNSECURED 144A 03/28 VAR / DBT (US50065LAP58) 5,20 0,13 0,0550 0,0018
AU3FN0029609 / AAI Ltd 5,17 −0,23 0,0547 0,0016
ACA / Crédit Agricole S.A. 5,13 −0,23 0,0543 0,0016
SMB PRIVATE EDUCATION LOAN TRU SMB 2024 E A1B 144A / ABS-O (US78450XAB47) 5,11 −4,20 0,0540 −0,0006
SMB PRIVATE EDUCATION LOAN TRU SMB 2024 E A1B 144A / ABS-O (US78450XAB47) 5,11 −4,20 0,0540 −0,0006
US87166PAL58 / SYNIT 23-A2 A 5.74% 10-15-29/26 5,09 −0,20 0,0539 0,0016
US86563VBG32 / Sumitomo Mitsui Trust Bank Ltd 5,03 −0,10 0,0532 0,0017
US86563VBG32 / Sumitomo Mitsui Trust Bank Ltd 5,03 −0,10 0,0532 0,0017
US55317WAB72 / MMAF Equipment Finance LLC 2023-A 5,02 −32,55 0,0531 −0,0231
OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A / ABS-CBDO (US67592CAL00) 5,02 −25,45 0,0531 −0,0158
US04018LAJ44 / ARES CLO LTD ARES 2018 50A AR 144A 5,01 −30,38 0,0530 −0,0207
FREDDIE MAC FHR 5557 FM / ABS-MBS (US3137HLZ217) 5,00 0,0529 0,0529
US709599BJ27 / Penske Truck Leasing Co. LP 5,00 0,20 0,0529 0,0018
US78448YAB74 / SMB PRIVATE EDUCATION LOAN TRUST 4,98 −3,78 0,0527 −0,0003
US67114KAL17 / ONSLOW BAY MORTGAGE LOAN TRUST SER 2021-INV2 CL A11 V/R REGD 144A P/P 0.94967000 4,98 −1,25 0,0526 0,0010
GMF CANADA LEASING TRUST GCOLT 2024 1A A2 144A / ABS-O (CA36252MDE71) 4,97 −30,31 0,0526 −0,0204
US53944YAT01 / Lloyds Banking Group PLC 4,96 0,0525 0,0525
US63942AAA43 / Navient Private Education Loan Trust 2020-I 4,87 −5,14 0,0515 −0,0010
US345397B280 / FORD MTR CR CO LLC 3.375% 11/13/2025 4,86 0,52 0,0514 0,0019
HYUNDAI AUTO RECEIVABLES TRUST HART 2024 C A2A / ABS-O (US448976AB65) 4,83 −15,28 0,0511 −0,0073
US05369AAD37 / Aviation Capital Group LLC 4,82 0,25 0,0510 0,0018
TREASURY BILL 10/25 0.00000 / DBT (US912797RD17) 4,74 0,0502 0,0502
GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H12 FC / ABS-MBS (US38383KZF29) 4,72 −0,95 0,0499 0,0011
FREDDIE MAC FHR 5560 FB / ABS-MBS (US3137HLZD77) 4,71 0,0498 0,0498
US92331EAF34 / XXIX Venture Limited 4,68 −37,59 0,0495 −0,0273
FANNIE MAE FNR 2024 10 AF / ABS-MBS (US3136BQ6A27) 4,67 −7,23 0,0494 −0,0021
US07403PAA03 / BEAST 2021-1818 MORTGAGE TRUST SER 2021-1818 CL A V/R REGD 144A P/P 1.30000000 4,66 −1,19 0,0493 0,0010
GA GLOBAL FUNDING TRUST SECURED 144A 09/27 4.4 / DBT (US36143L2N47) 4,66 0,41 0,0493 0,0018
GA GLOBAL FUNDING TRUST SECURED 144A 09/27 4.4 / DBT (US36143L2N47) 4,66 0,41 0,0493 0,0018
US46649XAA54 / JP Morgan Chase Commercial Mortgage Securities Corp 4,60 −1,05 0,0486 0,0011
FANNIE MAE FNR 2025 12 FG / ABS-MBS (US3136BVFH64) 4,57 −4,11 0,0483 −0,0005
US404280DQ93 / HSBC Holdings PLC 4,57 −0,57 0,0483 0,0013
US57643LFG68 / MASTR ASSET BACKED SECURITIES TRUST 2004-OPT2 SER 2004-OPT2 CL A1 V/R REGD 2.40800000 4,54 −0,33 0,0480 0,0014
SMB PRIVATE EDUCATION LOAN TRU SMB 2024 C A1A 144A / ABS-O (US83206EAA55) 4,54 −3,10 0,0480 0,0001
US00774MAB19 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4,48 0,86 0,0474 0,0019
HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A2A / ABS-O (US448973AB35) 4,48 −35,65 0,0474 −0,0239
HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A2A / ABS-O (US448973AB35) 4,48 −35,65 0,0474 −0,0239
US097023BP90 / Boeing Co. 4,44 0,41 0,0470 0,0017
US89177HAA05 / Towd Point Mortgage Trust, Series 2019-HY2, Class A1 4,44 −7,15 0,0469 −0,0020
XS2305240843 / EURO GALAXY CLO DAC EGLXY 2013 3A ARRR 144A 4,39 8,79 0,0465 0,0051
US38383KHV70 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H27 CL FD V/R 6.42200000 4,32 −1,84 0,0457 0,0006
US317350BD73 / Finance America Mortgage Loan Trust 2004-2 4,32 −1,55 0,0457 0,0008
TRALEE CLO LTD TRAL 2018 5A A1RR 144A / ABS-CBDO (US89300JBA51) 4,31 0,14 0,0455 0,0015
BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 6A A1R 144A / ABS-CBDO (US05684PAL04) 4,30 0,51 0,0455 0,0017
US391399AA00 / Great-West Lifeco US Finance 2020 LP 4,28 0,0453 0,0453
US3137G1BL02 / FEDERAL HOME LOAN MORTGAGE CORP. 4,26 −1,27 0,0451 0,0009
SHINHAN BANK SR UNSECURED REGS 11/25 VAR / DBT (AU3FN0073540) 4,26 4,98 0,0450 0,0035
US345397C502 / Ford Motor Credit Co LLC 4,24 −0,56 0,0449 0,0012
US63906EB929 / NatWest Markets PLC 4,21 −0,05 0,0446 0,0014
CANYON CAPITAL CLO LTD CANYC 2020 1A AR2 144A / ABS-CBDO (US13876LAW72) 4,20 0,50 0,0445 0,0017
US92539BAA08 / Verus Securitization Trust 2023-1 4,20 −3,32 0,0444 −0,0000
CARMAX AUTO OWNER TRUST CARMX 2024 1 A2A / ABS-O (US14318WAB37) 4,19 −44,71 0,0444 −0,0333
US92539TAA16 / Verus Securitization Trust, Series 2023-4, Class A1 4,18 −11,47 0,0442 −0,0041
US46651QAA58 / JP Morgan Chase Commercial Mortgage Securities Trust 2019-FL12 4,17 −1,81 0,0441 0,0006
US63941UAA16 / Navient Private Education Refi Loan Trust 2020-G 4,15 −7,10 0,0439 −0,0018
CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 2 A2A 144A / ABS-O (US17331XAB73) 4,09 −47,90 0,0433 −0,0371
US74333QAA31 / Progress Residential Trust, Series 2021-SFR9, Class A 4,05 2,07 0,0428 0,0022
PRP ADVISORS, LLC PRPM 2024 NQM2 A1 144A / ABS-MBS (US74448PAA75) 4,04 −7,22 0,0427 −0,0018
US86563VBG32 / Sumitomo Mitsui Trust Bank Ltd 4,03 −0,15 0,0426 0,0013
US05493LAA44 / BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX A 144A 4,02 0,25 0,0425 0,0015
US842400HW63 / Southern California Edison Co 4,00 0,02 0,0424 0,0014
XS2283175516 / Standard Chartered PLC 4,00 0,86 0,0424 0,0017
US92330YAN31 / VENTURE CDO LTD VENTR 2018 33A A1LR 144A 3,95 −28,68 0,0418 −0,0149
US46650FAA03 / J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES T JPMCC 2018-PHH A 3,94 −1,55 0,0416 0,0007
GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H08 KF / ABS-MBS (US38383KYE62) 3,93 −1,01 0,0416 0,0009
GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H08 KF / ABS-MBS (US38383KYE62) 3,93 −1,01 0,0416 0,0009
US3137FQZF31 / Freddie Mac REMICS 3,87 −2,03 0,0409 0,0005
HOLCIM FIN US LLC 07/25 ZCP / DBT (US43475FUF79) 3,79 0,0401 0,0401
BNSB34 / The Bank of Nova Scotia - Depositary Receipt (Common Stock) 3,72 0,0393 0,0393
DRYDEN SENIOR LOAN FUND DRSLF 2017 54A AR 144A / ABS-CBDO (US26244RAF82) 3,71 −26,53 0,0392 −0,0124
CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A2B 144A / ABS-O (US17331QAC06) 3,69 −57,34 0,0391 −0,0495
US12651QAA76 / CSMC 2017-CHOP A 1ML+75 07/15/2032 3,69 0,27 0,0390 0,0014
69033MD95 / OVERSEA CHINESE BANKING 3,63 5,34 0,0384 0,0031
US404119BS74 / Hca Inc Bond 3,62 260,56 0,0383 0,0280
RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) 3,49 0,0370 0,0370
US95000CBK80 / WELLS FARGO COMMERCIAL MORTGAG WFCM 2016 NXS5 A6FL 144A 3,49 0,17 0,0369 0,0012
CPS AUTO TRUST CPS 2024 D A 144A / ABS-O (US22411JAA34) 3,48 −22,86 0,0368 −0,0094
CPS AUTO TRUST CPS 2024 D A 144A / ABS-O (US22411JAA34) 3,48 −22,86 0,0368 −0,0094
ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 CES1 A1A 144A / ABS-MBS (US26846VAA26) 3,48 −3,61 0,0368 −0,0001
US38376RRL23 / Government National Mortgage Association 3,47 −15,83 0,0367 −0,0055
PRKCM TRUST PRKCM 2024 AFC1 A1 144A / ABS-MBS (US69380WAA27) 3,47 −11,65 0,0367 −0,0035
US63906YAE86 / NatWest Markets PLC 3,42 −0,03 0,0362 0,0011
VOLKSWAGEN GROUP AMERICA COMPANY GUAR REGS 08/26 VAR / DBT (USU9273AEE11) 3,41 0,06 0,0361 0,0012
S56431109 / Northam Platinum Holdings Ltd 3,39 8,76 0,0359 0,0040
US86765BAS88 / Sunoco Logistics Partners Operations, LP 3,30 0,0349 0,0349
NEUBERGER BERMAN CLO LTD NEUB 2021 43A AR 144A / ABS-CBDO (US64134AAJ16) 3,30 −0,09 0,0349 0,0011
US07274NAL73 / Bayer Us Finance Ii Llc 4.375% 12/15/2028 144a Bond 3,29 1,70 0,0348 0,0017
US86563VBL27 / Sumitomo Mitsui Trust Bank Ltd 3,28 −0,15 0,0347 0,0011
US78449CAB46 / SMB PRIVATE EDUCATION LOAN TRU SMB 2022 C A1B 144A 3,28 −5,45 0,0347 −0,0008
US78433XAA81 / Stonepeak ABS, Series 2021-1A 3,27 −10,13 0,0346 −0,0027
US37045XBG07 / General Motors Financial Co Inc 3,25 0,0344 0,0344
FREDDIE MAC FHR 5517 FP / ABS-MBS (US3137HKNB66) 3,22 −4,54 0,0340 −0,0005
US125523BZ27 / Cigna Corp. 3,20 −0,03 0,0338 0,0011
US06675DCG51 / Banque Federative du Credit Mutuel SA 3,19 6,58 0,0337 0,0031
US07384YKF24 / Bear Stearns Asset Backed Security 5.5%, due 9/25/2033 3,16 −4,96 0,0335 −0,0006
PRP ADVISORS, LLC PRPM 2024 NQM1 A1 144A / ABS-MBS (US693977AA82) 3,14 −8,47 0,0333 −0,0019
US842400HQ95 / SOUTHERN CAL EDISON REGD SER D 4.70000000 3,14 0,48 0,0332 0,0012
US12666DAB73 / CNH Equipment Trust, Series 2023-B, Class A2 3,13 −69,05 0,0331 −0,0705
ACA / Crédit Agricole S.A. 3,11 −0,26 0,0329 0,0010
FANNIE MAE FNR 2025 54 FM / ABS-MBS (US3136BWNW23) 3,10 0,0328 0,0328
NEUBERGER BERMAN CLO LTD NEUB 2021 45A AR 144A / ABS-CBDO (US64134MAJ53) 3,09 −0,19 0,0327 0,0010
GOVERNMENT NATIONAL MORTGAGE A GNR 2025 89 PF / ABS-MBS (US38385GMK21) 3,09 0,0327 0,0327
US81375WBL90 / SECURITIZED ASSET BACKED RECEI SABR 2004 OP2 A1 3,06 1,66 0,0324 0,0016
SMB PRIVATE EDUCATION LOAN TRU SMB 2024 E A1A 144A / ABS-O (US78450XAA63) 3,06 −3,31 0,0324 −0,0000
AG TRUST AG 2024 NLP A 144A / ABS-MBS (US00792MAA18) 3,05 0,10 0,0323 0,0011
US86563VBF58 / Sumitomo Mitsui Trust Bank Ltd 3,04 −0,13 0,0322 0,0010
US04410RAA41 / Ashford Hospitality Trust 2018-ASHF 3,03 −0,10 0,0321 0,0010
US63861VAG23 / Nationwide Building Society 3,02 0,0319 0,0319
US89177XAA54 / TOWD POINT MORTGAGE TRUST 2019-HY3 SER 2019-HY3 CL A1A V/R REGD 144A P/P 2.70800000 2,99 −8,88 0,0316 −0,0020
US38141GXX77 / Goldman Sachs Group Inc/The 2,93 −0,14 0,0310 0,0010
ACA / Crédit Agricole S.A. 2,93 0,0309 0,0309
TREASURY BILL 08/25 0.00000 / DBT (US912797PQ48) 2,93 0,0309 0,0309
ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 CES2 A1A 144A / ABS-MBS (US28225GAA22) 2,82 −2,66 0,0298 0,0002
XS1641479750 / Credit Agricole SA/London 2,81 5,84 0,0297 0,0025
US92540BAA70 / CORP CMO 2,81 −8,56 0,0297 −0,0017
US126673AW27 / CWABS INC ASSET-BACKED CERTIFICATES TRUST 2004-6 CWL 2004-6 1A1 2,77 −3,79 0,0293 −0,0002
US38380LPD90 / GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H01 FP 2,77 −3,08 0,0293 0,0000
US63939KAC36 / Navient Private Education Loan Trust, Series 2015-BA, Class A3 2,75 −11,62 0,0291 −0,0028
US542514KV50 / LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 2 M5 2,75 −25,40 0,0291 −0,0087
GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) 2,75 0,0291 0,0291
VERUS SECURITIZATION TRUST VERUS 2024 3 A1 144A / ABS-MBS (US92540MAA36) 2,68 −12,74 0,0283 −0,0031
US75575RAA59 / Ready Capital Mortgage Financing 2023-FL11 LLC 2,67 −28,13 0,0283 −0,0098
US52474XAA37 / LEGACY MORTGAGE ASSET TRUST SER 2021-GS3 CL A1 V/R REGD 144A P/P 0.00000000 2,65 −2,75 0,0281 0,0001
US682680BA09 / ONEOK Inc 2,58 0,54 0,0273 0,0010
US86562MCZ14 / Sumitomo Mitsui Financial Group Inc 2,52 −0,08 0,0267 0,0008
BRO / Brown & Brown, Inc. 2,51 0,0266 0,0266
US02557TAD19 / American Electric Power Co Inc 2,51 −0,28 0,0266 0,0008
AU3CB0272888 / Optus Finance Pty Ltd 2,49 6,10 0,0263 0,0023
US79588TAC45 / SAMMONS FINANCIAL GROUP SR UNSECURED 144A 05/27 4.45 2,47 0,0261 0,0261
US17327CAM55 / Citigroup Inc 2,45 0,95 0,0259 0,0011
NISSAN MOTOR ACCEPTANCE SR UNSECURED REGS 03/26 2 / DBT (USU65478BU93) 2,45 1,24 0,0259 0,0011
US12663TAA79 / CSMC_22-RPL4 2,44 −3,21 0,0258 0,0000
US07384M2C50 / Bear Stearns ARM Trust 2004-8 2,43 −1,06 0,0257 0,0006
JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) 2,41 −0,04 0,0255 0,0008
US29374FAB94 / Enterprise Fleet Financing 2022-3 LLC 2,40 −37,14 0,0253 −0,0137
US573874AC88 / Marvell Technology Inc 2,37 0,0251 0,0251
US6944PL2G38 / PACIFIC LIFE GF II REGD V/R 144A P/P 0.00000000 2,33 0,09 0,0246 0,0008
US14318XAH89 / CarMax Auto Owner Trust 2023-4 2,32 −68,94 0,0246 −0,0520
XS2019935126 / WARWICK FINANCE RESIDENTIAL MO WARW 4X A REGS 2,30 0,74 0,0244 0,0010
US78446YAA10 / SLM Student Loan Trust 2012-2 2,30 −1,46 0,0243 0,0004
US362439AE17 / GSAMP Trust 2006-HE4 2,29 −2,72 0,0242 0,0001
GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H04 FA / ABS-MBS (US38383KQT24) 2,28 −1,21 0,0241 0,0005
RFR USD SOFR/4.10000 02/11/25-1Y LCH / DIR (EZR57YL70MG8) 2,26 −891,61 0,0240 0,0269
US452327AN93 / Illumina Inc 2,26 −0,31 0,0239 0,0007
US38376RJ724 / GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H24 F 2,21 −12,28 0,0233 −0,0024
US65535HBE80 / Nomura Holdings Inc 2,20 −0,05 0,0233 0,0007
ALLY AUTO RECEIVABLES TRUST ALLYA 2024 1 A3 / ABS-O (US02008FAC86) 2,19 −0,14 0,0232 0,0007
ALLY AUTO RECEIVABLES TRUST ALLYA 2024 1 A3 / ABS-O (US02008FAC86) 2,19 −0,14 0,0232 0,0007
XS2301385832 / Invesco Euro CLO I DAC 2,18 −0,50 0,0230 0,0006
AU3FN0029609 / AAI Ltd 2,18 5,17 0,0230 0,0018
US48251JAL70 / KKR CLO 18 Ltd 2,14 −32,59 0,0226 −0,0098
SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 1 A 144A / ABS-O (US83406YAA91) 2,12 −21,54 0,0224 −0,0052
SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 1 A 144A / ABS-O (US83406YAA91) 2,12 −21,54 0,0224 −0,0052
AU3FN0060729 / GOLDMAN SACHS GROUP INC SR UNSECURED 06/27 VAR 2,11 5,35 0,0223 0,0018
US87303TAA51 / N/A TTN 2021-MHC A 2,08 0,29 0,0220 0,0008
BMW CANADA AUTO TRUST BMWC 2024 1A A2 144A / ABS-O (CA05570XCL88) 2,05 −9,23 0,0216 −0,0014
TOYOTA FINANCE AUSTRALIA SR UNSECURED 09/26 VAR / DBT (AU3FN0081162) 2,01 5,23 0,0213 0,0017
GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H27 FA / ABS-MBS (US38383KHN54) 2,01 −0,45 0,0212 0,0006
COOPERAT RABOBANK UA/NY 01/28 VAR / DBT (US21688ABL52) 2,00 −0,25 0,0212 0,0006
US33938XAC92 / Flex Ltd 1,99 0,25 0,0210 0,0007
US93363DAA54 / WaMu Mortgage Pass-Through Certificates Series 2006-AR9 Trust 1,99 −3,03 0,0210 0,0000
MET LIFE GLOB FUNDING I SECURED REGS 12/25 VAR / DBT (AU3FN0057451) 1,98 5,45 0,0209 0,0017
US46647PBT21 / JPMORGAN CHASE and CO 1.045%/VAR 11/19/2026 1,97 0,87 0,0209 0,0008
US22822VAC54 / Crown Castle International Corp 1,97 0,36 0,0208 0,0007
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 1,96 0,0207 0,0207
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 1,96 0,0207 0,0207
US65536QAA67 / NOMURA HOME EQUITY LOAN INC NHELI 2006 HE3 1A1 1,94 −2,27 0,0205 0,0002
US38141GYM04 / Goldman Sachs Group Inc/The 1,94 0,99 0,0205 0,0008
FWLS / Freddie Mac Whole Loan Securities Trust 2015-SC02 1,92 −1,94 0,0203 0,0003
SMB PRIVATE EDUCATION LOAN TRU SMB 2024 C A1B 144A / ABS-O (US83206EAB39) 1,90 −4,19 0,0201 −0,0002
RTX / RTX Corporation - Depositary Receipt (Common Stock) 1,90 0,0201 0,0201
US55379AAA25 / M360 2021-CRE3 Ltd 1,89 −60,16 0,0200 −0,0286
US53947XAA00 / LoanCore 2021-CRE5 Issuer Ltd 1,89 −37,44 0,0200 −0,0109
TREASURY BILL 09/25 0.00000 / DBT (US912797QU41) 1,86 0,0197 0,0197
US87124VAF67 / Sydney Airport Finance Co Pty Ltd 1,83 0,0193 0,0193
US87165YAC75 / Symphony CLO XIX Ltd 1,83 −4,45 0,0193 −0,0002
US64033AAA25 / NELNET STUDENT LOAN TRUST 2012-4 NSLT 2012-4A A 1,82 −4,01 0,0193 −0,0002
IPLAU / INCITEC PIVOT FINANCE LLC COMPANY GUAR REGS 08/27 3.95 1,75 0,34 0,0185 0,0007
US38376R6F85 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2017-H15 CL FE V/R 3.31025000 1,69 −11,58 0,0179 −0,0017
317U8CLA3 PIMCO SWAPTION 3.6 CALL USD 20250812 / DIR (000000000) 1,66 0,0175 0,0175
TD.PFA / The Toronto-Dominion Bank - Preferred Security 1,65 5,24 0,0174 0,0014
USG76237AB53 / Rolls-Royce PLC 1,63 0,18 0,0172 0,0006
SCE.PRK / SCE Trust V - Preferred Security 1,61 0,19 0,0170 0,0006
VISTRA OPERATIONS CO LLC SR SECURED 144A 12/26 5.05 / DBT (US92840VAT98) 1,61 0,12 0,0170 0,0006
US38375UZZ64 / Government National Mortgage Association 1,60 −6,55 0,0169 −0,0006
US11135FBB67 / Broadcom Inc 1,59 0,32 0,0168 0,0006
US98164DAD93 / WORLD OMNI AUTO RECEIVABLES TR 2023-D 5.79% 02/15/2029 1,58 −0,50 0,0167 0,0005
BMW US CAPITAL LLC BMW US CAPITAL LLC / DBT (US05565ECL74) 1,56 0,0165 0,0165
US65480CAE57 / Nissan Motor Acceptance Co LLC 1,56 −0,45 0,0165 0,0005
US345397C437 / Ford Motor Credit Co LLC 1,56 −0,13 0,0165 0,0005
US63906EB929 / NatWest Markets PLC 1,51 0,07 0,0159 0,0005
US44891ACS42 / Hyundai Capital America 1,50 0,0159 0,0159
US40430HFN35 / HSI Asset Securitization Corp Trust 2006-OPT3 1,50 −1,25 0,0159 0,0003
US80282KAE64 / Santander Holdings USA Inc 1,50 0,00 0,0159 0,0005
US38376RRA67 / GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H04 FB 1,49 −11,86 0,0158 −0,0015
US64352VHV62 / NEW CENTURY HOME EQUITY LOAN T NCHET 2004 3 M1 1,49 −1,78 0,0158 0,0002
US86360KAE82 / Structured Asset Mortgage Investments II Trust 2006-AR3 1,47 −1,87 0,0156 0,0002
US13607C3925 / Canadian Imperial Bank of Commerce, ELN, (linked to S&P 500 Index) 1,46 107,25 0,0154 0,0082
US44918CAB81 / HYUNDAI AUTO RECEIVABLES TRUST 2023-C 5.8% 01/15/2027 1,45 −57,73 0,0154 −0,0198
XS2279559889 / GEMGARTO GMG 2021 1A A 144A 1,45 −6,57 0,0154 −0,0005
US004421GT46 / ACE SECURITIES CORP. ACE 2004 HE2 M1 1,45 −3,20 0,0153 0,0000
US63941FAC05 / Navient Private Education Refi Loan Trust 2020-A 1,44 −7,97 0,0153 −0,0008
US64032KAA16 / NELNET STUDENT LOAN TRUST 2017-3 SER 2017-3A CL A V/R 144A P/P 2.55800000 1,44 −3,16 0,0153 0,0000
SEB C / Skandinaviska Enskilda Banken AB (publ) 1,44 −0,28 0,0152 0,0005
US33767FAA84 / FIRSTKEY MASTER FUNDING RESECU FKMF 2016 R1 AD 144A 1,41 −4,41 0,0149 −0,0002
DRYDEN SENIOR LOAN FUND DRSLF 2021 95A AR 144A / ABS-CBDO (US262487AJ07) 1,40 −0,21 0,0148 0,0004
HCA INC COMPANY GUAR 03/28 VAR / DBT (US404119CX50) 1,39 −95,55 0,0147 −0,3056
US86562MCU27 / Sumitomo Mitsui Financial Group Inc 1,39 −0,29 0,0147 0,0004
US38382CP473 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-17 CL EU 2.50000000 1,38 −2,61 0,0146 0,0001
US928668BY79 / Volkswagen Group of America Finance LLC 1,35 34,97 0,0143 0,0040
TREASURY BILL 08/25 0.00000 / DBT (US912797QK68) 1,34 0,0142 0,0142
US3132DMH320 / FED HM LN PC POOL SD0250 FR 06/48 FIXED 4 1,32 −2,00 0,0140 0,0002
US48250LAW90 / KKR FINANCIAL CLO LTD 07/30 1 1,30 −38,68 0,0138 −0,0080
US78444YAD76 / SLM Student Loan Trust 2008-5 1,30 −5,75 0,0137 −0,0004
SMB PRIVATE EDUCATION LOAN TRU SMB 2024 A A1B 144A / ABS-O (US831943AB13) 1,29 −3,00 0,0137 0,0000
US74919TAB70 / RAAC SERIES RAAC 2006 RP4 M1 144A 1,29 −16,17 0,0137 −0,0021
US42704RAA95 / HERA COMMERCIAL MORTGAGE LTD HERA 2021 FL1 A 144A 1,28 0,31 0,0136 0,0005
US38382DMC01 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-21 CL AC 2.50000000 1,28 −2,07 0,0135 0,0002
US92539FAA12 / VERUS_23-INV1 1,28 −7,21 0,0135 −0,0006
7201 / Nissan Motor Co., Ltd. 1,27 0,47 0,0135 0,0005
US64829VAA44 / New Residential Mortgage Loan Trust 2018-RPL1 1,27 −4,43 0,0135 −0,0002
ABN / ABN AMRO Bank N.V. - Depositary Receipt (Common Stock) 1,25 −0,24 0,0132 0,0004
SILVER ROCK CLO LTD SLVRK 2021 2A AR 144A / ABS-CBDO (US82812LAN91) 1,25 −0,16 0,0132 0,0004
US30321L2A99 / F&G Global Funding 1,25 0,81 0,0132 0,0005
US78392BAB36 / SK Hynix Inc 1,24 0,89 0,0131 0,0005
US453140AF21 / Imperial Brands Finance PLC 1,24 0,24 0,0131 0,0004
US64831EAA82 / NEW RESIDENTIAL MORTGAGE LOAN TRUST SER 2021-NQ2R CL A1 V/R REGD 144A P/P 0.94054000 1,22 −3,17 0,0129 0,0000
US38375UWT32 / GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H11 FE 1,20 −7,05 0,0127 −0,0005
US46591LAC54 / JP Morgan Mortgage Trust 2019-INV3 1,20 −2,20 0,0127 0,0001
DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 09/27 VAR / DBT (US233853AX89) 1,18 0,0124 0,0124
US46629FAE07 / J.P. Morgan Mortgage Acquisition Trust 2006-NC2 1,17 −7,07 0,0124 −0,0005
TOWD POINT MORTGAGE TRUST TPMT 2024 CES2 A1A 144A / ABS-MBS (US89182JAA97) 1,17 −9,30 0,0124 −0,0008
BANQUE FED CRED MUTUEL REGS 05/27 VAR / DBT (AU3FN0088043) 1,15 5,21 0,0122 0,0010
AU3CB0275550 / LENDLEASE FIN 1,14 6,12 0,0121 0,0011
US38145GAN07 / Goldman Sachs Group Inc/The 1,14 −0,18 0,0120 0,0004
US12668RAA68 / CORP CMO 1,13 −2,33 0,0120 0,0001
US842400HS51 / Southern California Edison Co. 1,13 0,00 0,0119 0,0004
US437084AV89 / HOME EQUITY ASSET TRUST 2004-1 HEAT 2004-1 M1 1,12 −8,50 0,0119 −0,0007
PAGAYA AI DEBT SELECTION TRUST PAID 2024 1 A 144A / ABS-O (US69548AAA97) 1,11 −18,28 0,0118 −0,0022
US64830TAD00 / NRZT 2020-1A A1B 1,11 −3,81 0,0117 −0,0001
US80281LAM72 / Santander UK Group Holdings PLC 1,09 0,83 0,0116 0,0005
US64033TAC71 / NELNET STUDENT LOAN TRUST 1,09 −10,33 0,0116 −0,0009
US05608XAA00 / BXMT LTD BXMT 2020 FL3 A 144A 1,06 −2,56 0,0113 0,0001
US80317LAJ26 / Saranac Clo VI Ltd 1,06 −14,35 0,0112 −0,0015
SAN / Banco Santander, S.A. - Depositary Receipt (Common Stock) 1,06 6,13 0,0112 0,0010
SAN / Banco Santander, S.A. - Depositary Receipt (Common Stock) 1,06 6,13 0,0112 0,0010
BOUGHT GBP SOLD USD 20250702 / DFE (000000000) 1,06 0,0112 0,0112
GOVERNMENT NATIONAL MORTGAGE A GNR 2024 13 FA / ABS-MBS (US38384GP876) 1,05 0,0111 0,0111
US55283QAA22 / MFA 2021-RPL1 Trust 1,05 −4,28 0,0111 −0,0001
US64033UAA88 / NELNET STUDENT LOAN TRUST 2016-1 NSLT 2016-1A A 1,05 −5,75 0,0111 −0,0003
FREDDIE MAC FHR 5479 FA / ABS-MBS (US3137HHMQ16) 1,00 0,0106 0,0106
US78447AAA25 / SLM Student Loan Trust 2012-3 1,00 −2,26 0,0105 0,0001
US07402FAA30 / BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 1A1 0,99 −2,37 0,0104 0,0001
US379930AC41 / GM Financial Consumer Automobile Receivables Trust 2023-4 0,97 −79,20 0,0103 −0,0375
US126698AD13 / CWABS ASSET-BACKED CERTIFICATES TRUST 2007-13 SER 2007-13 CL 2A2 V/R REGD 2.50800000 0,96 −1,53 0,0102 0,0002
US63941FAB22 / Navient Private Education Refi Loan Trust 2020-A 0,96 −7,85 0,0102 −0,0005
TREASURY BILL 07/25 0.00000 / DBT (US912797PG65) 0,93 0,0099 0,0099
TREASURY BILL 07/25 0.00000 / DBT (US912797PG65) 0,93 0,0099 0,0099
US23292HAB78 / DLLAA 2023-1 LLC 0,93 −68,21 0,0098 −0,0200
US36167HAC97 / GCAT GCAT 2021 NQM3 A2 144A 0,92 −3,87 0,0097 −0,0001
US06051GJV23 / Bank of America Corp 0,92 0,0097 0,0097
US78445FAD78 / SLMA 08-7 A4 FRN (L+90) 07-25-23 0,91 −3,82 0,0096 −0,0001
VOLKSWAGEN GROUP AMERICA COMPANY GUAR REGS 03/26 VAR / DBT (USU9273ADZ58) 0,90 0,00 0,0095 0,0003
US93363DAB38 / WaMu Mortgage Pass-Through Certificates Series 2006-AR9 Trust 0,90 −0,55 0,0095 0,0003
BMW US CAPITAL LLC COMPANY GUAR 144A 08/27 VAR / DBT (US05565ECT01) 0,88 0,0093 0,0093
US38376RN858 / Government National Mortgage Association 0,88 −9,75 0,0093 −0,0007
US38375UZ783 / GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H25 FB 0,88 −6,11 0,0093 −0,0003
US14687TAD90 / Carvana Auto Receivables Trust FRN, due 01/10/27 0,86 −40,99 0,0091 −0,0058
US41161PA868 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 1 2A1A 0,86 −4,45 0,0091 −0,0001
US194204AA11 / College Avenue Student Loans LLC 0,85 −6,40 0,0090 −0,0003
US126680AA57 / Alternative Loan Trust 2007-OA7 0,83 −0,48 0,0088 0,0002
US07402FAC95 / BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 2A1 0,83 1,09 0,0088 0,0004
US26828VAA44 / ECMC Group Student Loan Trust 2017-2 0,83 −1,43 0,0088 0,0002
US64034AAB98 / NELNET STUDENT LOAN TRUST 2018-3 NSLT 2018-3A A2 0,83 −41,78 0,0088 −0,0058
US12668PAA03 / Alternative Loan Trust 2006-OA17 0,82 −1,81 0,0086 0,0001
US465968AC92 / JPMCC Commercial Mortgage Securities Trust 2017-JP7 0,81 −0,97 0,0086 0,0002
HOLCIM FIN US LLC 07/25 ZCP / DBT (US43475FU836) 0,80 0,0085 0,0085
US476556DC60 / Jersey Central Power & Light Co 0,80 0,25 0,0084 0,0003
USF2893TAS53 / Electricite de France SA 0,80 0,25 0,0084 0,0003
US00437NAD49 / Accredited Mortgage Loan Trust 2006-2 0,78 −14,05 0,0083 −0,0010
US17327DAA90 / Citigroup Mortgage Loan Trust 2018-RP3 0,76 −9,82 0,0081 −0,0006
US58013MFL37 / McDonald's Corp 0,75 0,0079 0,0079
US36228FN288 / GSAMP TRUST GSAMP 2004 FM2 M1 0,75 −1,19 0,0079 0,0002
US59020UZ656 / MERRILL LYNCH MORTGAGE INVESTORS TRUST FRN 02/25/36 2005-A10 A 0,75 −1,97 0,0079 0,0001
US46629QAW69 / J.P. Morgan Mortgage Acquisition Trust 2006-Ch2 0,74 −15,06 0,0078 −0,0011
US45254NLJ45 / IMPAC CMB TRUST SERIES 2004-10 SER 2004-10 CL 1A1 V/R REGD 2.34800000 0,74 −1,60 0,0078 0,0001
US552754AA14 / MFA 2020-NQM1 TRUST SER 2020-NQM1 CL A1 V/R REGD 144A P/P 0.00000000 0,74 −9,37 0,0078 −0,0005
US64830VAA17 / CORP CMO 0,73 −2,93 0,0077 0,0000
US06428CAB00 / Bank of America NA 0,70 0,0075 0,0075
US57643LCH78 / MASTR ASSET BACKED SECURITIES MABS 2004 OPT1 M1 0,70 −3,04 0,0074 0,0000
US38376RC950 / GNMA, Series 2016-H22, Class FA 0,70 −25,58 0,0074 −0,0022
US31395HHV50 / Freddie Mac Structured Pass-Through Certificates 0,70 −2,93 0,0074 0,0000
US37940XAE22 / Global Payments Inc 0,68 0,74 0,0072 0,0003
US3131Y0ZS46 / FED HM LN PC POOL ZM6153 FR 04/48 FIXED 4 0,67 −2,90 0,0071 0,0000
USU6547TAC46 / Nissan Motor Acceptance Co. LLC 0,67 0,45 0,0070 0,0003
KOREA HOUSING FINANCE CO COVERED REGS 04/26 4.475 / DBT (AU3CB0298396) 0,66 5,95 0,0070 0,0006
US69702HAA68 / Palmer Square Loan Funding Ltd 0,65 −58,42 0,0069 −0,0092
US36167CAA45 / GCAT GCAT 2019 RPL1 A1 144A 0,65 −7,15 0,0069 −0,0003
AU3FN0056446 / SHINHAN BANK SR UNSECURED REGS 09/25 VAR 0,64 5,27 0,0068 0,0005
US20267VAA52 / Commonbond Student Loan Trust 2017-A-GS 0,62 −7,29 0,0066 −0,0003
US780153BH44 / Royal Caribbean Cruises Ltd 0,62 0,0065 0,0065
US939336X573 / CORP CMO 0,61 −4,23 0,0065 −0,0001
US20268MAA45 / COMMONBOND STUDENT LOAN TRUST 2018-BGS CBSLT 2018-BGS A1 0,60 −6,24 0,0064 −0,0002
US04018EAA91 / Ares LIX CLO Ltd 0,60 0,17 0,0064 0,0002
US694308HP52 / PACIFIC GAS + ELECTRIC SR UNSECURED 03/26 2.95 0,59 0,51 0,0063 0,0002
US097023BR56 / BOEING CO SR UNSECURED 06/26 2.25 0,59 0,86 0,0062 0,0003
US81744FHK66 / SEQUOIA MORTGAGE TRUST SEMT 2005 3 A1 0,56 −1,76 0,0059 0,0001
US86360UAF30 / STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR6 2A1 0,55 −4,37 0,0058 −0,0001
US45660LAS88 / RESIDENTIAL ASSET SECURITIZATI RAST 2004 IP2 4A 0,54 −2,69 0,0057 0,0000
US92925CDA71 / WaMu Mortgage Pass-Through Certificates Series 2006-AR3 Trust 0,53 −2,92 0,0056 0,0000
US073868AV35 / Bear Stearns ALT-A Trust 2006-6 0,53 −1,48 0,0056 0,0001
AUST 3YR BOND FUT SEP25 XSFE 20250915 / DIR (000000000) 0,53 0,0056 0,0056
US12669GN644 / Reperforming Loan REMIC Trust 2005-R2 0,52 −6,34 0,0055 −0,0002
TREASURY BILL 09/25 0.00000 / DBT (US912797MH75) 0,51 0,0054 0,0054
MERCEDES BENZ FIN NA COMPANY GUAR REGS 03/28 VAR / DBT (USU5876JBF13) 0,50 0,0053 0,0053
US07386HVS74 / BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1 0,50 −3,68 0,0053 −0,0000
US760985N804 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 RS1 MII1 0,50 −7,29 0,0053 −0,0002
US92916GBE35 / Voya 2012-4 Ltd 0,49 −15,03 0,0052 −0,0007
US02660WAC01 / American Home Mortgage Assets Trust, Series 2006-1, Class 2A1 0,48 −5,68 0,0051 −0,0001
US63941KAC99 / Navient Private Education Refi Loan Trust 2020-C 0,48 −7,92 0,0051 −0,0003
US04544PAE97 / Asset Backed Securities Corp Home Equity Loan Trust Series OOMC 2006-HE5 0,48 −22,51 0,0050 −0,0013
US3137A6NJ75 / FREDDIE MAC REMICS SER 3807 CL FM V/R 2.26538000 0,47 −4,47 0,0050 −0,0001
GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H20 FC / ABS-MBS (US38380LQ559) 0,47 −11,17 0,0050 −0,0004
GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H20 FC / ABS-MBS (US38380LQ559) 0,47 −11,17 0,0050 −0,0004
US67112FAD24 / OBX 2018-1 TRUST OBX 2018-1 A2 0,46 −6,52 0,0049 −0,0002
US437084US31 / HOME EQUITY ASSET TRUST 2006-3 HEAT 2006-3 M1 0,46 −34,38 0,0048 −0,0023
US92925VAM28 / WaMu Mortgage Pass-Through Certificates Series 2007-Hy1 Trust 0,45 0,00 0,0048 0,0002
US17313QAL23 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA 0,45 −3,86 0,0047 −0,0000
US466247NM13 / JP MORGAN MORTGAGE TRUST JPMMT 2005 A2 2A1 0,43 −1,38 0,0045 0,0001
US3138ENEW53 / Fannie Mae Pool 0,41 −5,07 0,0044 −0,0001
US63942JAA51 / Navient Private Education Refi Loan Trust 2021-c 0,41 −5,31 0,0043 −0,0001
US45661VAA44 / IndyMac INDX Mortgage Loan Trust 2006-AR12 0,41 −2,40 0,0043 0,0000
US456837BJ19 / ING Groep NV 0,40 0,0043 0,0043
US31404Q5M78 / Fannie Mae Pool 0,40 −4,57 0,0042 −0,0001
US31395XRF41 / FHLMC, REMIC, Series 3013, Class HZ 0,38 −6,19 0,0040 −0,0001
US92925DAB64 / WaMu Mortgage Pass-Through Certificates Series 2006-AR17 Trust 0,38 −3,32 0,0040 0,0000
US02146YAC03 / Alternative Loan Trust 2006-OA9 0,37 −1,33 0,0039 0,0001
US14310MAW73 / Carlyle Global Market Strategies CLO 2014-1 Ltd 0,37 −23,65 0,0039 −0,0010
US04542BEA61 / ASSET BACKED FUNDING CERTIFICA ABFC 2003 WMC1 M1 0,37 −4,95 0,0039 −0,0001
FANNIE MAE FNR 2019 9 FA / ABS-MBS (US3136B33L22) 0,35 −4,59 0,0037 −0,0001
FANNIE MAE FNR 2019 9 FA / ABS-MBS (US3136B33L22) 0,35 −4,59 0,0037 −0,0001
US38141GYR90 / Goldman Sachs Group Inc/The 0,35 0,0037 0,0037
US81375WCT18 / Securitized Asset Backed Receivables LLC Trust 2005-OP1 0,35 −1,14 0,0037 0,0001
US61744CQP40 / MORGAN STANLEY HOME EQUITY LOA MSHEL 2005 2 M5 0,35 −11,99 0,0037 −0,0004
BOUGHT AUD SOLD USD 20250702 / DFE (000000000) 0,34 0,0035 0,0035
US92922F4S40 / WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust 0,33 −4,58 0,0035 −0,0001
US126673PS59 / COUNTRYWIDE ASSET BACKED CERTI CWL 2004 BC5 M5 0,32 −33,26 0,0033 −0,0015
US542514HN71 / Long Beach Mortgage Loan Trust 2004-4 0,31 −2,19 0,0033 0,0000
TREASURY BILL 09/25 0.00000 / DBT (US912797PW16) 0,31 0,0033 0,0033
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H08 FC / ABS-MBS (US38380L7K33) 0,31 −12,54 0,0032 −0,0003
US41161PLR28 / HARBORVIEW MORTGAGE LOAN TRUST 2005-2 SER 2005-2 CL 2A1A V/R REGD 2.17325000 0,31 −4,67 0,0032 −0,0001
US362334NV25 / GSRPM MORTGAGE LOAN TRUST GSRPM 2006 1 M1 144A 0,30 −23,99 0,0032 −0,0009
US853254CV06 / Standard Chartered PLC 0,30 0,0032 0,0032
US93364AAC62 / WaMu Mortgage Pass-Through Certificates Series 2007-OA3 Trust 0,30 −1,00 0,0032 0,0001
US07384MVP49 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 4 2A1 0,29 −0,34 0,0031 0,0001
US92925DAD21 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 2A 0,29 0,00 0,0031 0,0001
US07386HZJ30 / Bear Stearns ALT-A Trust 2005-10 0,28 −4,14 0,0029 −0,0000
US31395M2F53 / Freddie Mac Structured Pass-Through Certificates 0,27 −3,53 0,0029 −0,0000
US07384MWN81 / Bear Stearns ARM Trust 2003-5 0,27 −1,82 0,0029 0,0000
US41164MAC10 / HARBORVIEW MORTGAGE LOAN TRUST 2007-1 SER 2007-1 CL 2A1A V/R REGD 1.86325000 0,27 −1,10 0,0029 0,0001
US92922FBV94 / WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR9, Class 1A6 0,27 −3,57 0,0029 −0,0000
FORD CREDIT AUTO LEASE TRUST FORDL 2024 A A2B / ABS-O (US345290AC46) 0,27 −96,99 0,0028 −0,0883
FORD CREDIT AUTO LEASE TRUST FORDL 2024 A A2B / ABS-O (US345290AC46) 0,27 −96,99 0,0028 −0,0883
US55028BAG23 / LUMINENT MORTGAGE TRUST LUM 2006 7 2A1 0,26 −0,39 0,0027 0,0001
US86359LFN47 / STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR7 A1A 0,25 −1,20 0,0026 0,0000
US02147DAB73 / Alternative Loan Trust 2006-OA11 0,24 −2,44 0,0025 0,0000
US362341RX95 / GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 0,24 −3,23 0,0025 −0,0000
US02660XAD66 / American Home Mortgage Assets Trust, Series 2006-2, Class 2A1 0,24 −0,84 0,0025 0,0001
US073881AA25 / Bear Stearns ARM Trust 2007-3 0,23 −3,85 0,0024 −0,0000
US61744CXM36 / MORGAN STANLEY CAPITAL INC MSAC 2006 WMC1 A2C 0,22 −8,57 0,0024 −0,0001
US3137AFEP32 / FHLMC, Series 3927, Class FH 0,22 −1,33 0,0024 0,0000
US46591VAC37 / JP Morgan Mortgage Trust 2020-INV1 0,22 −2,64 0,0023 0,0000
US92922FNJ39 / WaMu Mortgage Pass-Through Certificates Series 2004-AR3 Trust 0,21 −2,75 0,0022 0,0000
US02149DAN93 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY13 4A1 0,21 −0,48 0,0022 0,0001
US86360JAN19 / Structured Asset Mortgage Investments II Trust 2006-AR5 0,21 −2,36 0,0022 0,0000
US84751PFW41 / SPECIALTY UNDERWRITING + RESID SURF 2005 BC2 M3 0,21 −15,51 0,0022 −0,0003
US759950AW86 / Renaissance Home Equity Loan Trust 2003-2 0,20 −5,56 0,0022 −0,0001
US92922F4M79 / WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust 0,20 −4,72 0,0021 −0,0000
US3137BPS836 / FREDDIE MAC REMICS SER 4579 CL SD V/R 2.30538300 0,20 −4,81 0,0021 −0,0000
US04542BJY92 / ABFC 2004-OPT5 Trust 0,20 −3,88 0,0021 −0,0000
US31396PSN23 / FANNIE MAE REMICS SER 2007-7 CL FJ V/R 1.90800000 0,19 −6,00 0,0020 −0,0001
US933638AA67 / WaMu Mortgage Pass Through Certificates 0,18 −5,15 0,0020 −0,0000
US92925VAF76 / WaMu Mortgage Pass-Through Certificates Series 2007-HY1 Trust 0,18 −2,69 0,0019 0,0000
US36249BAD29 / GSAA Home Equity Trust, Series 2007-7, Class A4 0,18 −13,53 0,0019 −0,0002
US761118EN47 / RALI Series 2005-QO1 Trust 0,18 −5,32 0,0019 −0,0000
US92925DAA81 / WaMu Mortgage Pass-Through Certificates Series 2006-AR17 Trust 0,18 −3,28 0,0019 0,0000
XS0290416527 / EUROHOME UK MORTGAGES PLC EHMU 2007 1 A REGS 0,17 −16,02 0,0018 −0,0003
US35729PHN33 / Fremont Home Loan Trust 2005-A 0,17 −40,14 0,0018 −0,0011
US456612AC42 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR6 2A1A 0,17 −1,17 0,0018 0,0000
US126673QH85 / COUNTRYWIDE ASSET BACKED CERTI CWL 2004 AB2 M3 0,17 −13,40 0,0018 −0,0002
US45670LAA52 / IndyMac IMSC Mortgage Loan Trust, Series 2007-HOA1, Class A11 0,16 −1,80 0,0017 0,0000
US06738ECM57 / BARCLAYS PLC SR UNSECURED 09/27 VAR 0,16 0,0017 0,0017
US61751JAG67 / MORGAN STANLEY MORTGAGE LOAN T MSM 2007 6XS 2A1M 0,16 −0,61 0,0017 0,0000
US36185N3V01 / GMAC MORTGAGE CORPORATION LOAN GMACM 2004 AR2 5A1 0,16 −0,62 0,0017 0,0000
US92926WAA53 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2007-OA1 A1A 0,16 1,94 0,0017 0,0001
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,16 0,0017 0,0017
US57563NAA63 / MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY SER 2008-1 CL A1 V/R 2.88963000 0,16 −4,27 0,0017 −0,0000
US92925VAA89 / WaMu Mortgage Pass-Through Certificates Series 2007-HY1 Trust 0,15 −3,14 0,0016 −0,0000
US66987WDE49 / NOVASTAR MORTGAGE FUNDING TRUST SERIES 2005-4 SER 2005-4 CL M1 V/R REGD 2.36800000 0,15 −67,92 0,0016 −0,0033
US576434FH27 / MASTR Alternative Loan Trust, Series 2003-5, Class 6A1 0,15 −3,82 0,0016 −0,0000
US32115BAA89 / First NLC Trust 2007-1 0,15 −1,32 0,0016 0,0000
US058927AA22 / Banc of America Funding 2006-A Trust 0,15 −2,03 0,0015 0,0000
US32028GAE52 / First Franklin Mortgage Loan Trust 2006-FF15 0,14 −37,12 0,0015 −0,0008
US3132DV3V53 / FREDDIE MAC POOL FR SD8012 0,14 −2,07 0,0015 0,0000
US93363TAB89 / WaMu Mortgage Pass-Through Certificates Series 2006-AR11 Trust 0,14 −1,41 0,0015 0,0000
US52521MAB81 / LEHMAN ABS MORTGAGE LOAN TRUST LABSM 2007 1 2A1 144A 0,14 −0,72 0,0015 0,0000
US93934FQP08 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR3 A1A 0,14 −1,44 0,0015 0,0000
US576433G423 / MASTR Adjustable Rate Mortgages Trust 2006-OA1 0,14 0,74 0,0015 0,0001
US92990GAC78 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY5 2A1 0,14 −3,52 0,0015 −0,0000
US3132AEDH62 / FED HM LN PC POOL ZT1904 FR 03/49 FIXED 4 0,14 −3,55 0,0014 −0,0000
US07387QAX88 / Bear Stearns ALT-A Trust, Series 2006-8, Class 3A1 0,13 −3,62 0,0014 −0,0000
US576433UF13 / MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 3A1 0,13 −2,22 0,0014 0,0000
US126671Z332 / CWABS, Inc. Asset-Backed Certificates, Series 2004-1, Class M2 0,13 −55,36 0,0014 −0,0016
US12668ATT24 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 62 2A1 0,13 −0,78 0,0014 0,0000
US17312GAA94 / Citigroup Mortgage Loan Trust Series 2007 AHL3 0,12 −0,81 0,0013 0,0000
US59024NAC11 / MERRILL LYNCH MORTGAGE BACKED MLMBS 2007 1 2A1 0,12 0,00 0,0013 0,0000
US3622MAAB76 / GSAMP Trust 2007-FM1 0,12 −0,83 0,0013 0,0000
US933637AA84 / WaMu Mortgage Pass-Through Certificates Series 2006-AR18 Trust 0,12 −2,46 0,0013 0,0000
US761118HU52 / RALI SERIES 2005-QO2 TRUST RALI 2005-QO2 A1 0,12 −0,85 0,0012 0,0000
US863579VM76 / Structured Adjustable Rate Mortgage Loan Trust Series 2005-17 0,12 −3,33 0,0012 −0,0000
US1248RHAA57 / Credit-Based Asset Servicing and Securitization LL 0,12 −1,69 0,0012 0,0000
US31406DAF33 / Fannie Mae Pool 0,11 −2,59 0,0012 0,0000
US23248AAJ07 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 SEA1 2A1 144A 0,11 0,00 0,0012 0,0000
US93363EAA38 / WaMu Mortgage Pass-Through Certificates Series 2006-AR10 Trust 0,11 0,94 0,0011 0,0000
US61913PAG72 / MORTGAGEIT TRUST MHL 2004 2 A1 0,11 −1,87 0,0011 0,0000
US3133KGKJ66 / FED HM LN PC POOL RA1197 FR 08/49 FIXED 4 0,10 −4,59 0,0011 −0,0000
US31385HU597 / FANNIE MAE 3.25% 05/01/2036 FNMA ARM 0,10 −11,40 0,0011 −0,0001
US31393BX754 / Fannie Mae Trust 2003-W6 0,10 −4,81 0,0011 −0,0000
US040104AG60 / Argent Sec Inc Asset Backed Pas Thr Cer Ser 2003-WI 0,10 −45,30 0,0011 −0,0008
US12668BDE02 / Alternative Loan Trust, Series 2005-76, Class 2A1 0,10 −3,92 0,0010 −0,0000
US39538WEA27 / GreenPoint Mortgage Funding Trust 2005-AR5 0,09 −1,05 0,0010 0,0000
US86359LJA89 / STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR2 2A1 0,09 −2,11 0,0010 0,0000
US933638AB41 / WaMu Mortgage Pass-Through Certificates Series 2006-AR19 Trust 0,09 −5,10 0,0010 −0,0000
US07384MZ961 / Bear Stearns ARM Trust, Series 2004-8, Class 11A2 0,09 −2,13 0,0010 0,0000
US585525FC72 / Mellon Residential Funding Corp Mor Pas Thr Cer Ser 01 Tbc1 0,09 −4,17 0,0010 −0,0000
US3128HVSA86 / FREDDIEMAC STRIP FHS 240 F31 0,09 −4,21 0,0010 −0,0000
US31402LPB26 / FANNIE MAE 2.757% 06/01/2043 FAR FNARM 0,09 −3,23 0,0010 −0,0000
US933636AA02 / WaMu Mortgage Pass-Through Certificates Series 2007-HY4 Trust 0,09 −3,23 0,0010 0,0000
US585525EN47 / MRFC Mortgage Pass-Through Trust Series 2000-TBC3 0,09 −7,22 0,0010 −0,0000
XS1713075973 / BLACK DIAMOND CLO BLACK 2017 2A A1 144A 0,09 −38,78 0,0010 −0,0006
US22541SRP55 / CS FIRST BOSTON MORTGAGE SECURITIES CORP. 0,09 −1,11 0,0009 0,0000
US31394JD872 / Freddie Mac Structured Pass-Through Certificates 0,09 −3,30 0,0009 0,0000
US38376FRF17 / Government National Mortgage Association 0,09 −3,33 0,0009 0,0000
US92925GAA13 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 1A1 0,09 0,00 0,0009 0,0000
US759950DY16 / Renaissance Home Equity Loan Trust 2004-3 0,08 −1,18 0,0009 0,0000
US31393AP687 / FANNIEMAE WHOLE LOAN FNW 2003 W4 2A 0,08 −2,33 0,0009 0,0000
US12668BE331 / Alternative Loan Trust, Series 2006-OA6, Class 1A2 0,08 −2,35 0,0009 0,0000
US585525DF22 / MELLON RESIDENTIAL FUNDING COR MOR PAS THR TR SER MRFC 1999-TBC3 A2 0,08 −12,63 0,0009 −0,0001
US75115LAA52 / RALI Series 2007-QH7 Trust 0,08 −10,87 0,0009 −0,0001
US86363DAH44 / Structured Asset Mortgage Investments II Trust 2007-AR2 0,08 −13,04 0,0009 −0,0001
US17307GTJ75 / CITIGROUP MORTGAGE LOAN TRUST, INC. 0,08 −9,20 0,0008 −0,0000
US76112BWX45 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 RS7 M2 0,08 −37,70 0,0008 −0,0004
US9393357P40 / WAMU 02-AR9 1A V/R 8/25/42 3.72644500 0,08 −5,06 0,0008 −0,0000
US93363CAC38 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR7 3A 0,08 0,00 0,0008 0,0000
BARCLAYS BANK PLC SNR SE ICE / DCR (EZB88Z42LS80) 0,07 −17,78 0,0008 −0,0001
BARCLAYS BANK PLC SNR SE ICE / DCR (EZB88Z42LS80) 0,07 −17,78 0,0008 −0,0001
US173145AA17 / Citigroup Mortgage Loan Trust 2008-RR1 0,07 −3,95 0,0008 −0,0000
US3623414A44 / GSR MORTGAGE LOAN TRUST GSR 2006 AR1 2A1 0,07 0,00 0,0008 0,0000
US36225CKY11 / GNMA II POOL 080310 G2 08/29 FLOATING VAR 0,07 −11,11 0,0008 −0,0001
US172987AD17 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR7 1A3A 0,07 0,00 0,0008 0,0000
US3136A5FK75 / FANNIE MAE FNR 2012 29 FG 0,07 −1,39 0,0008 0,0000
US03215PFN42 / AMRESCO RESIDENTIAL SECURITIES AMRES 1999 1 A 0,07 −1,41 0,0007 0,0000
US31396V4Q81 / Fannie Mae REMICS 0,07 −1,43 0,0007 0,0000
US55275TAB44 / Mastr Asset Backed Securities Trust 2007-WMC1 0,07 0,00 0,0007 0,0000
US31574PAA30 / Ellington Financial Mortgage Trust 2020-1 0,07 −48,48 0,0007 −0,0006
US59024LAB71 / MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES 2007-HE2 0,07 −1,47 0,0007 0,0000
US55027YAD04 / LUMINENT MORTGAGE TRUST LUM 2006 6 A1 0,07 −4,35 0,0007 −0,0000
US59020UL789 / Merrill Lynch Mortgage Capital Inc. 0,07 −2,94 0,0007 0,0000
US933638AD07 / WaMu Mortgage Pass-Through Certificates Series 2006-AR19 Trust 0,07 −1,52 0,0007 0,0000
US32051GQL22 / First Horizon Mortgage Pass-Through Trust 2005-AR3 0,07 −1,52 0,0007 0,0000
US61755CAA09 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A1 0,07 −1,52 0,0007 0,0000
US64352VQR59 / New Century Home Equity Loan Trust 2006-1 0,06 −8,70 0,0007 −0,0000
US3137ADYR20 / FHLMC, Series 3898, Class TF 0,06 −1,59 0,0007 0,0000
US12669GZQ71 / CHL MORTGAGE PASS-THROUGH TRUST 2005-9 SER 2005-9 CL 1A3 V/R REGD 2.16800000 0,06 −1,59 0,0007 0,0000
US86358RMY08 / AMORTIZING RESIDENTIAL COLLATE ARC 2001 BC6 A 0,06 −7,58 0,0007 −0,0000
US45661EAV65 / IndyMac INDX Mortgage Loan Trust 2006-AR4 0,06 −3,23 0,0006 0,0000
US3131Y1M802 / Freddie Mac Pool 0,06 −4,92 0,0006 −0,0000
US31398RV365 / Fannie Mae REMICS 0,06 −4,92 0,0006 −0,0000
US36297TAB89 / GSR_06-AR2 0,06 −15,94 0,0006 −0,0001
US3623413G23 / GSMPS MORTGAGE LOAN TRUST GSMPS 2006 RP1 1A4 144A 0,06 −6,78 0,0006 −0,0000
US3131Y2HD35 / FED HM LN PC POOL ZM7428 FR 07/48 FIXED 4 0,06 0,00 0,0006 0,0000
US93363QAC24 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR15 2A 0,06 1,85 0,0006 0,0000
US929227XB72 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2002-AR17 SER 2002-AR17 CL 1A V/R REGD 3.52644500 0,05 −1,89 0,0006 0,0000
US784442AC92 / SLM Student Loan Trust 2008-2 0,05 −15,25 0,0005 −0,0001
US31394LYU06 / FREDDIE MAC REMICS SER 2711 CL FA V/R 3.02750000 0,05 −3,92 0,0005 −0,0000
US66987XGJ81 / NOVASTAR HOME EQUITY LOAN NHEL 2005 1 M5 0,05 −77,52 0,0005 −0,0017
US07384MZV70 / BEAR STEARNS ARM TRUST 2003-8 BSARM 2003-8 4A1 0,05 −2,08 0,0005 0,0000
US23245PAA93 / ALTERNATIVE LOAN TRUST 2006-OA22 0,05 −2,08 0,0005 0,0000
US12669FFD06 / COUNTRYWIDE ALTERNATIVE LOAN TRUST 0,05 0,00 0,0005 0,0000
US02147BAJ44 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 7T2 A9 0,05 0,00 0,0005 0,0000
US25152R2Y86 / Deutsche Bank AG 0,04 −97,93 0,0005 −0,0213
US86359LAQ23 / STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR1 1A2 0,04 −4,35 0,0005 −0,0000
US45660LMG13 / IndyMac INDX Mortgage Loan Trust 2005-AR12 0,04 −2,27 0,0005 0,0000
US31398PU981 / FANNIE MAE FNR 2010 39 FE 0,04 −4,44 0,0005 −0,0000
US39538RAB50 / GreenPoint MTA Trust 2005-AR1 0,04 −4,44 0,0005 −0,0000
US929227QB55 / WaMu Mortgage Pass-Through Certificates Series 2002-AR6 Trust 0,04 −2,27 0,0005 0,0000
US17025RAA32 / COUNTRYWIDE HOME LOANS CWHL 2007 HY4 1A1 0,04 −2,33 0,0004 0,0000
US31393XGV38 / FNMA, Series 2004-W2, Class 5AF 0,04 −6,98 0,0004 −0,0000
US92922FBX50 / WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR9, Class 2A 0,04 0,00 0,0004 0,0000
US31339NNP77 / FREDDIE MAC REMICS SER 2432 CL FH V/R 2.72750000 0,04 −2,56 0,0004 0,0000
BOUGHT GBP SOLD USD 20250702 / DFE (000000000) 0,04 0,0004 0,0004
BOUGHT GBP SOLD USD 20250702 / DFE (000000000) 0,04 0,0004 0,0004
BOUGHT ILS SOLD USD 20250718 / DFE (000000000) 0,04 0,0004 0,0004
US36225CNM46 / GNMA II POOL 080395 G2 04/30 FLOATING VAR 0,04 −5,26 0,0004 −0,0000
US31397PLU20 / Freddie Mac REMICS 0,04 −5,41 0,0004 −0,0000
US81744HAA14 / Sequoia Mortgage Trust 2007-1 0,04 −7,89 0,0004 −0,0000
US36225CUD63 / Ginnie Mae II Pool 0,04 −5,41 0,0004 −0,0000
US07387YAA10 / BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE6 1A1 0,04 −27,08 0,0004 −0,0001
US31404NDT00 / FNMA POOL 773314 FN 05/35 FLOATING VAR 0,04 0,00 0,0004 0,0000
US761118WP92 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO3 A1 0,03 0,00 0,0004 0,0000
US07386HSZ54 / BEAR STEARNS ALT-A TRUST 2005-4 SER 2005-4 CL 23A2 V/R REGD 4.43001800 0,03 −2,94 0,0004 0,0000
US36225CND47 / GNMA II POOL 080387 G2 03/30 FLOATING VAR 0,03 −2,94 0,0004 −0,0000
US92925CBA99 / WaMu Mortgage Pass-Through Certificates Series 2005-AR19 Trust 0,03 −5,88 0,0003 −0,0000
US92922F5T14 / WaMu Mortgage Pass-Through Certificates Series 2005-AR15 Trust 0,03 −3,23 0,0003 0,0000
US55028BAA52 / LUMINENT MORTGAGE TRUST LUM 2006 7 1A1 0,03 −3,23 0,0003 0,0000
US31396LNC09 / FANNIE MAE FNR 2006 104 FV 0,03 −3,23 0,0003 0,0000
US3131Y7TD93 / Federal Home Loan Mortgage Corp. 0,03 −3,23 0,0003 0,0000
US16678RBU05 / Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2004-3 0,03 −3,23 0,0003 0,0000
US39538RBB42 / GreenPoint MTA Trust 2005-AR2 0,03 0,00 0,0003 0,0000
US31395D5F26 / FANNIE MAE FNR 2006 46 FC 0,03 −6,45 0,0003 −0,0000
US31392PU943 / FHLMC, REMIC, Series 2477, Class FZ 0,03 −9,68 0,0003 −0,0000
US31405XYK35 / FNMA POOL 802714 FN 09/34 FLOATING VAR 0,03 0,00 0,0003 0,0000
US86359B7K13 / Structured Asset Securities Corp Mortgage Loan Trust 2005-7XS 0,03 −40,43 0,0003 −0,0002
US007036BU97 / Adjustable Rate Mortgage Trust, Series 2004-2, Class 6A1 0,03 −40,43 0,0003 −0,0002
US22541QZU92 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR26 6A1 0,03 −3,57 0,0003 0,0000
US31384V5K41 / FNMA POOL 535550 FN 08/29 FLOATING VAR 0,03 −15,62 0,0003 −0,0000
US45660L4G12 / RESIDENTIAL ASSET SECURITIZATI RAST 2005 A15 5A1 0,03 −10,34 0,0003 −0,0000
US31392HPL14 / FANNIE MAE FNR 2003 11 DF 0,03 −3,70 0,0003 0,0000
US31405PRS10 / Fannie Mae Pool 0,03 −3,85 0,0003 0,0000
US31407XUZ22 / Fannie Mae Pool 0,02 0,00 0,0003 0,0000
US40431KAA88 / HSI ASSET LOAN OBLIGATION HALO 2007 WF1 A1 0,02 0,00 0,0002 0,0000
BOUGHT AUD SOLD USD 20250702 / DFE (000000000) 0,02 0,0002 0,0002
BOUGHT AUD SOLD USD 20250702 / DFE (000000000) 0,02 0,0002 0,0002
BOUGHT AUD SOLD USD 20250702 / DFE (000000000) 0,02 0,0002 0,0002
US36225CNZ58 / Ginnie Mae II Pool 0,02 −8,33 0,0002 −0,0000
RFR USD SOFR/3.92000 04/21/25-1Y* LCH / DIR (EZH75C6DK4N7) 0,02 0,0002 0,0002
RFR USD SOFR/3.92000 04/21/25-1Y* LCH / DIR (EZH75C6DK4N7) 0,02 0,0002 0,0002
US17307GW530 / Citigroup Mortgage Loan Trust 2005-11 0,02 0,00 0,0002 0,0000
317U8CNA1 PIMCO SWAPTION 3.6 CALL USD 20250812 / DIR (000000000) 0,02 0,0002 0,0002
US36225CKD73 / Ginnie Mae II Pool 0,02 −4,76 0,0002 −0,0000
US92922FD213 / WAMU_05-AR2 0,02 −9,52 0,0002 −0,0000
US36225CM523 / GNMA II POOL 080379 G2 02/30 FLOATING VAR 0,02 −5,00 0,0002 −0,0000
US31359S5P10 / FANNIE MAE FNR 2001 24 FB 0,02 −5,00 0,0002 −0,0000
US31396L4T48 / FNMA, REMIC, Series 2006-118, Class A2 0,02 −5,00 0,0002 −0,0000
US81743VAB99 / Sequoia Mortgage Trust 10 0,02 −10,00 0,0002 −0,0000
US885220HB24 / THORNBURG MORTGAGE SECURITIES TRUST FRN 4/25/2045 05-1 A3 0,02 −10,00 0,0002 −0,0000
US61749LAP67 / MORGAN STANLEY MORTGAGE LOAN TRUST 2006-8AR 0,02 −5,26 0,0002 −0,0000
US31407UMR58 / Fannie Mae Pool 0,02 −5,56 0,0002 0,0000
US36225CNK89 / Ginnie Mae II Pool 0,02 −5,56 0,0002 −0,0000
US863579JG47 / Structured Adjustable Rate Mortgage Loan Trust 0,02 −5,88 0,0002 0,0000
US3136AECE54 / FANNIE MAE FNR 2013 51 JI 0,02 −30,43 0,0002 −0,0001
US161546DB96 / Chase Funding Trust Series 2002-3 0,02 −5,88 0,0002 −0,0000
BOUGHT ILS SOLD USD 20250702 / DFE (000000000) 0,02 0,0002 0,0002
US542514BQ66 / LONG BEACH MORTGAGE LOAN TRUST LBMLT 2001 4 2A1 0,02 6,67 0,0002 0,0000
BOUGHT AUD SOLD USD 20250805 / DFE (000000000) 0,02 0,0002 0,0002
US31396KM330 / FANNIE MAE REMICS SER 2006-81 CL FA V/R 2.05800000 0,02 −6,25 0,0002 −0,0000
US81744FJG37 / Sequoia Mortgage Trust 2005-4 0,02 −16,67 0,0002 −0,0000
US3136AEMK05 / FANNIE MAE FNR 2013 62 LI 0,02 −25,00 0,0002 −0,0001
US05949CRS79 / BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 A 2A1 0,02 0,00 0,0002 0,0000
US31396XNX83 / Fannie Mae REMICS 0,01 −6,67 0,0002 −0,0000
US17307G2Z05 / Citigroup Mortgage Loan Trust, Inc., Series 2006-AR1, Class 1A1 0,01 −6,67 0,0002 −0,0000
US268668AA87 / EMC Mortgage Loan Trust 2001-A 0,01 −6,67 0,0002 −0,0000
US3136AEMA23 / FANNIE MAE FNR 2013 62 DI 0,01 −33,33 0,0002 −0,0001
US12465MAA27 / C-BASS 2006-CB9 TRUST 0,01 0,00 0,0002 0,0000
US93934XAB91 / WASHINGTON MUTUAL ASSET BACKED WMABS 2006 HE5 2A1 0,01 0,00 0,0002 0,0000
US31394VZ375 / FANNIE MAE FNR 2006 8 NF 0,01 0,00 0,0002 −0,0000
US86359LPD54 / Structured Asset Mortgage Investments II Trust 2005-AR5 0,01 0,00 0,0001 0,0000
US36225CCX20 / GNMA II POOL 080085 G2 06/27 FLOATING VAR 0,01 −12,50 0,0001 −0,0000
US576449AA06 / Mastr Asset Backed Securities Trust 2006-HE4 0,01 0,00 0,0001 0,0000
US36225CTC00 / GNMA II POOL 080546 G2 10/31 FLOATING VAR 0,01 −7,69 0,0001 −0,0000
US31409BFF94 / Fannie Mae Pool 0,01 0,00 0,0001 0,0000
US07384MZS42 / Bear Stearns ARM Trust 2003-8 0,01 0,00 0,0001 0,0000
US31407MWT88 / FNMA POOL 835058 FN 06/35 FLOATING VAR 0,01 0,00 0,0001 0,0000
US07384M4E98 / BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004 0,01 −14,29 0,0001 −0,0000
US31339GVJ74 / Freddie Mac REMICS 0,01 0,00 0,0001 −0,0000
US36225C2M75 / GNMA II POOL 080779 G2 12/33 FLOATING VAR 0,01 0,00 0,0001 −0,0000
US24763LFX38 / DELTA FUNDING HOME EQUITY LOAN TRUST 1999-3 DELHE 1999-3 A1A 0,01 0,00 0,0001 0,0000
US31406L3G17 / FANNIE MAE 3.538% 01/01/2036 FNMA ARM 0,01 −8,33 0,0001 0,0000
US36225CDZ68 / GNMA II POOL 080119 G2 10/27 FLOATING VAR 0,01 −15,38 0,0001 −0,0000
US22540VK434 / Credit Suisse First Boston Mortgage Securities Corp 0,01 −8,33 0,0001 0,0000
US04544TAB70 / Asset Backed Securities Corp Home Equity Loan Trust Series AMQ 2007-HE2 0,01 0,00 0,0001 0,0000
US31339G5N76 / FREDDIE MAC FHR 2374 F 0,01 −8,33 0,0001 −0,0000
US17307GEC87 / CITIGROUP MORTGAGE LOAN TRUST 2004-HYB2 SER 2004-HYB2 CL 2A V/R REGD 5.13268700 0,01 0,00 0,0001 0,0000
US3128QJGX88 / FED HM LN PC POOL 1G1114 FH 09/35 FLOATING VAR 0,01 −15,38 0,0001 −0,0000
US36225CK709 / GNMA II POOL 080317 G2 09/29 FLOATING VAR 0,01 −8,33 0,0001 −0,0000
US31397MXL61 / FANNIE MAE REMICS SER 2008-88 CL FA V/R 2.92800000 0,01 0,00 0,0001 −0,0000
US31392CFU36 / FANNIE MAE FNR 2002 19 FG 0,01 −47,62 0,0001 −0,0001
US939336PB38 / Washington Mutual Mortgage Securities Corp. 0,01 0,00 0,0001 0,0000
US31395BU433 / Fannie Mae REMICS 0,01 0,00 0,0001 −0,0000
US07384MAA09 / Bear Stearns ARM Trust 2000-2 0,01 −9,09 0,0001 −0,0000
BOUGHT CHF SOLD USD 20250702 / DFE (000000000) 0,01 0,0001 0,0001
US31395NXU61 / FANNIE MAE REMICS FNR 2006-56 FE 0,01 0,00 0,0001 −0,0000
US83162CRS43 / Small Business Administration Participation Certs 0,01 −25,00 0,0001 −0,0000
US36225CJ560 / Ginnie Mae II Pool 0,01 −10,00 0,0001 −0,0000
US86359LPE38 / Structured Asset Mortgage Investments II Trust 2005-AR5 0,01 −10,00 0,0001 −0,0000
US36225CAM82 / GNMA II POOL 080011 G2 11/26 FLOATING VAR 0,01 −18,18 0,0001 −0,0000
US31395BVE00 / FANNIE MAE FNR 2006 15 FC 0,01 0,00 0,0001 0,0000
US31394ANT96 / Fannie Mae REMICS 0,01 0,00 0,0001 0,0000
US31392CM922 / FNMA, REMIC, Series 2002-34, Class FA 0,01 −10,00 0,0001 −0,0000
US31393CX406 / FNMA, Series 2003-W8, Class 3F2 0,01 0,00 0,0001 −0,0000
BOUGHT CAD SOLD USD 20250702 / DFE (000000000) 0,01 0,0001 0,0001
BOUGHT CAD SOLD USD 20250702 / DFE (000000000) 0,01 0,0001 0,0001
US31397CNM72 / FHLMC, Series 3245, Class NF 0,01 0,00 0,0001 0,0000
US31398KBD19 / FREDDIE MAC FHR 3582 FA 0,01 0,00 0,0001 0,0000
US86359BGG05 / Structured Adjustable Rate Mortgage Loan Trust, Series 2004-1, Class 4A2 0,01 0,00 0,0001 −0,0000
US929227LE40 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2002-AR2 SER 2002-AR2 CL A V/R REGD 2.37700000 0,01 −12,50 0,0001 −0,0000
US31392CQ311 / FANNIE MAE FNR 2002 34 FE 0,01 −12,50 0,0001 −0,0000
US31392D5Q12 / FANNIE MAE FNR 2002 54 FD 0,01 −12,50 0,0001 −0,0000
TREASURY BILL 08/25 0.00000 / DBT (US912797PP64) 0,01 0,0001 0,0001
US31406WDU53 / FNMA POOL 821915 FN 06/35 FLOATING VAR 0,01 0,00 0,0001 0,0000
US3128JRD299 / FED HM LN PC POOL 847321 FH 08/34 FLOATING VAR 0,01 0,00 0,0001 0,0000
US07384YBM75 / BEAR STEARNS ASSET BACKED SECU BSABS 2001 3 A2 0,01 −45,45 0,0001 −0,0000
US585525FX10 / MRFC Mortgage Pass-Through Trust Series 2002-TBC2 0,01 0,00 0,0001 0,0000
US31405QAT58 / FNMA POOL 795718 FN 09/34 FLOATING VAR 0,01 0,00 0,0001 0,0000
US31402XBS45 / FNMA POOL 740849 FN 06/33 FLOATING VAR 0,01 0,00 0,0001 0,0000
US83162CRR69 / UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2008-20C 1 0,01 0,00 0,0001 0,0000
US76112BH609 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC5 M3 0,01 −33,33 0,0001 −0,0000
US31384QRC95 / FNMA POOL 530683 FN 07/29 FLOATING VAR 0,01 −14,29 0,0001 −0,0000
US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND 0,01 −93,10 0,0001 −0,0008
US45660N6S95 / IndyMac INDX Mortgage Loan Trust, Series 2004-AR11, Class 2A 0,01 0,00 0,0001 0,0000
US31406VQS87 / Fannie Mae Pool 0,01 0,00 0,0001 0,0000
US07384YGX85 / BEAR STEARNS ASSET BACKED SECU BSABS 2003 1 A1 0,01 −16,67 0,0001 −0,0000
US36225CDU71 / GNMA II POOL 080114 G2 09/27 FLOATING VAR 0,01 −16,67 0,0001 −0,0000
US61750FAD24 / Morgan Stanley ABS Capital I Incorporated Trust 0,01 0,00 0,0001 0,0000
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,01 0,0001 0,0001
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,01 0,0001 0,0001
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,01 0,0001 0,0001
US31349TE493 / FED HM LN PC POOL 781955 FH 05/34 FLOATING VAR 0,01 0,00 0,0001 0,0000
BOUGHT ILS SOLD USD 20250718 / DFE (000000000) 0,01 0,0001 0,0001
US86359LRW18 / STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A1A 0,01 0,00 0,0001 0,0000
US76111JZ721 / RESIDENTIAL FUNDING MTG SEC I RFMSI 2003 S9 A1 0,01 0,00 0,0001 0,0000
US31398FXF34 / FANNIE MAE FNR 2009 96 FA 0,01 0,00 0,0001 0,0000
US31402QUH28 / FNMA POOL 735084 FN 02/34 FLOATING VAR 0,01 0,00 0,0001 −0,0000
US41161PCY79 / Harborview Mortgage Loan Trust 2004-6 0,01 0,00 0,0001 0,0000
US3131YBMQ82 / FED HM LN PC POOL ZN4867 FR 04/49 FIXED 4 0,00 0,00 0,0001 0,0000
US12669FFS74 / Reperforming Loan REMIC Trust 2003-R4 0,00 0,00 0,0000 0,0000
US31398FJ282 / FANNIE MAE FNR 2009 87 FA 0,00 0,00 0,0000 0,0000
US31406RHY45 / FNMA POOL 817547 FN 10/35 FLOATING VAR 0,00 0,00 0,0000 0,0000
US41161UAJ16 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 6 5A1A 0,00 0,00 0,0000 0,0000
US31407R2A19 / FNMA POOL 838769 FN 09/35 FLOATING VAR 0,00 0,00 0,0000 0,0000
US31408B4W54 / FANNIE MAE 4.038% 01/01/2036 FAR FNARM 0,00 0,00 0,0000 0,0000
US31385HWQ19 / FANNIE MAE 3.568% 12/01/2040 FAR FNARM 0,00 0,00 0,0000 −0,0000
US31407BYZ65 / FNMA POOL 826128 FN 07/35 FLOATING VAR 0,00 0,00 0,0000 0,0000
US36225CDP86 / Ginnie Mae II Pool 0,00 −25,00 0,0000 −0,0000
US3128JRB707 / FED HM LN PC POOL 847262 FH 07/33 FLOATING VAR 0,00 0,00 0,0000 −0,0000
US12668FAB04 / CWHEQ Revolving Home Equity Loan Trust Series 2006-I 0,00 0,00 0,0000 −0,0000
US31405JRX45 / FNMA POOL 790802 FN 09/34 FLOATING VAR 0,00 0,00 0,0000 0,0000
US31408DC933 / FNMA POOL 847996 FN 11/35 FLOATING VAR 0,00 0,00 0,0000 0,0000
US3128NC6C35 / Freddie Mac Non Gold Pool 0,00 −40,00 0,0000 −0,0000
BOUGHT MXN SOLD USD 20250917 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT MXN SOLD USD 20250917 / DFE (000000000) 0,00 0,0000 0,0000
US31403C2E08 / FNMA POOL 745173 FN 09/34 FLOATING VAR 0,00 0,00 0,0000 −0,0000
US31406REZ47 / FNMA POOL 817452 FN 08/35 FLOATING VAR 0,00 0,00 0,0000 0,0000
US00442BAB71 / ACE SECURITIES CORP. ACE 2006 HE4 A2A 0,00 50,00 0,0000 0,0000
US12669GTV31 / CWHL 2005-3 2A1 V/R 4/25/35 2.28800000 0,00 −33,33 0,0000 0,0000
US36225CJJ62 / GNMA II POOL 080264 G2 03/29 FLOATING VAR 0,00 −33,33 0,0000 −0,0000
US31395CEC10 / Freddie Mac REMICS 0,00 −33,33 0,0000 −0,0000
US31385HN329 / FANNIE MAE 3.981% 05/01/2036 FAR FNARM 0,00 0,00 0,0000 −0,0000
US36225CUZ75 / GNMA II POOL 080599 G2 03/32 FLOATING VAR 0,00 0,00 0,0000 0,0000
BOUGHT CHF SOLD USD 20250804 / DFE (000000000) 0,00 0,0000 0,0000
US31408DC859 / Fannie Mae Pool 0,00 0,00 0,0000 0,0000
US617463AA25 / Morgan Stanley IXIS Real Estate Capital Trust 2006-2 0,00 0,00 0,0000 0,0000
US36225CS231 / Ginnie Mae II Pool 0,00 0,00 0,0000 −0,0000
US36225CU617 / GNMA II POOL 080604 G2 05/32 FLOATING VAR 0,00 0,00 0,0000 −0,0000
US31408B5A26 / Fannie Mae Pool 0,00 0,00 0,0000 0,0000
US86359LBY48 / STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR3 1A2 0,00 0,00 0,0000 −0,0000
US93363EAB11 / WASHINGTON MUTUAL 0,00 0,00 0,0000 0,0000
US31411EGB74 / FNMA POOL 905694 FN 12/36 FLOATING VAR 0,00 0,00 0,0000 0,0000
US31393T7H31 / Fannie Mae REMICS 0,00 −50,00 0,0000 −0,0000
US86358HNX34 / Structured Asset Mortgage Investments Trust 2002-AR3 0,00 0,00 0,0000 −0,0000
US31392DQ707 / FANNIEMAE WHOLE LOAN FNW 2002 W8 F 0,00 0,00 0,0000 0,0000
US06050HKR83 / Bank of America Mortgage 2002-G Trust 0,00 0,00 0,0000 0,0000
US69547MAD83 / PAID_22-3 0,00 −99,59 0,0000 −0,0025
BOUGHT ILS SOLD USD 20250709 / DFE (000000000) 0,00 0,0000 0,0000
US12669B2Z46 / COUNTRYWIDE HOME LOANS CWHL 2001 HYB1 3A2 0,00 0,00 0,0000 −0,0000
US36225CDM55 / GNMA II POOL 080107 G2 08/27 FLOATING VAR 0,00 0,00 0,0000 −0,0000
US36225CDW38 / Ginnie Mae II Pool 0,00 0,00 0,0000 −0,0000
US36202KZ659 / GNMA II POOL 008865 G2 05/26 FLOATING VAR 0,00 0,00 0,0000 −0,0000
US31402DGC83 / FNMA POOL 725695 FN 07/34 FLOATING VAR 0,00 0,00 0,0000 0,0000
US17307GXR46 / Citigroup Mortgage Loan Trust Inc 0,00 0,00 0,0000 −0,0000
US31411EJC21 / FNMA POOL 905759 FN 12/36 FLOATING VAR 0,00 0,0000 0,0000
US31391JK907 / FNMA POOL 668220 FN 02/33 FLOATING VAR 0,00 −100,00 0,0000 −0,0000
US589929F377 / Merrill Lynch Mortgage Investors Trust MLMI, Series 2003-A1, Class 3A 0,00 0,0000 0,0000
US3128Q2FY42 / Freddie Mac Non Gold Pool 0,00 0,0000 0,0000
US22541NHE22 / HOME EQUITY ASSET TRUST HEAT 2002 3 A4 0,00 0,0000 0,0000
US31358SSV42 / Fannie Mae REMICS 0,00 0,0000 −0,0000
US31392EVN74 / Fannie Mae REMICS 0,00 0,0000 0,0000
US86359BGF22 / Structured Adjustable Rate Mortgage Loan Trust 0,00 0,0000 −0,0000
US31392CRD82 / FANNIE MAE FNR 2002 21 FD 0,00 0,0000 −0,0000
US59023QAB77 / MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES 2006-RM4 0,00 0,0000 0,0000
US31362M2L14 / FNMA POOL 065579 FN 07/28 FLOATING VAR 0,00 0,0000 −0,0000
US31402DNB28 / FNMA POOL 725886 FN 05/34 FLOATING VAR 0,00 0,0000 0,0000
US31397LC311 / FANNIE MAE FNR 2008 53 LF 0,00 0,0000 0,0000
US22540A7A01 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2001 HE17 A1 0,00 0,0000 0,0000
US31339LMA51 / Freddie Mac REMICS 0,00 0,0000 −0,0000
US45660UAT60 / IndyMac ARM Trust 2001-H2 0,00 0,0000 0,0000
US31404UZK95 / FNMA POOL 779346 FN 06/34 FLOATING VAR 0,00 0,0000 0,0000
US45660UAQ22 / IndyMac ARM Trust 2001-H2 0,00 0,0000 0,0000
US31376ZXQ17 / FNMA POOL 370687 FN 01/27 FLOATING VAR 0,00 0,0000 −0,0000
US21075WCK99 / CONTIMORTGAGE HOME EQUITY LOAN CONHE 1996 1 A8 0,00 0,0000 0,0000
BOUGHT ILS SOLD USD 20250702 / DFE (000000000) 0,00 0,0000 0,0000
US31359QS886 / FANNIE MAE FNR 1997 76 FM 0,00 0,0000 −0,0000
US86359BHM63 / Structured Asset Securities Corp 0,00 0,0000 −0,0000
US31359P3F10 / FANNIE MAE FNR 1997 43 FM 0,00 0,0000 −0,0000
317U79UA1 PIMCO SWAPTION 5.4 PUT USD 20250926 / DIR (EZMGDQQCNYM0) 0,00 −100,00 0,0000 −0,0001
US36202KXJ95 / GNMA II POOL 008781 G2 01/26 FLOATING VAR 0,00 0,0000 −0,0000
US36202K3B95 / Ginnie Mae II Pool 0,00 0,0000 −0,0000
US36228FNB84 / GSR MORTGAGE LOAN TRUST 0,00 0,0000 0,0000
US36202KTG03 / Ginnie Mae II Pool 0,00 0,0000 −0,0000
317U8CMA2 PIMCO SWAPTION 4.6 PUT USD 20250812 / DIR (EZDZRNFWMZT1) 0,00 −100,00 0,0000 −0,0000
317U8CMA2 PIMCO SWAPTION 4.6 PUT USD 20250812 / DIR (EZDZRNFWMZT1) 0,00 −100,00 0,0000 −0,0000
US939335N840 / Washington Mutual Mortgage Securities Corp. 0,00 0,0000 0,0000
US36202KUH66 / Ginnie Mae II Pool 0,00 0,0000 −0,0000
US36202KUK95 / Ginnie Mae II Pool 0,00 0,0000 −0,0000
SOLD MXN BOUGHT USD 20250917 / DFE (000000000) −0,00 0,0000 0,0000
SOLD ILS BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
BOUGHT GBP SOLD USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
SOLD CHF BOUGHT USD 20250702 / DFE (000000000) −0,00 −0,0000 −0,0000
31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) −0,00 −0,0000 −0,0000
31750QN05 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) −0,00 −0,0000 −0,0000
31750QN05 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) −0,00 −0,0000 −0,0000
31750QMA4 PIMCO CDSOPT PUT USD 1.0 20250716 / DCR (EZ967XY50V92) −0,00 −0,0000 −0,0000
SOLD BRL BOUGHT USD 20250903 / DFE (000000000) −0,01 −0,0001 −0,0001
SOLD BRL BOUGHT USD 20250903 / DFE (000000000) −0,01 −0,0001 −0,0001
SOLD ILS BOUGHT USD 20250718 / DFE (000000000) −0,01 −0,0001 −0,0001
SOLD AUD BOUGHT USD 20250702 / DFE (000000000) −0,02 −0,0002 −0,0002
SOLD AUD BOUGHT USD 20250702 / DFE (000000000) −0,02 −0,0002 −0,0002
SOLD CAD BOUGHT USD 20250805 / DFE (000000000) −0,08 −0,0008 −0,0008
SOLD CAD BOUGHT USD 20250702 / DFE (000000000) −0,08 −0,0008 −0,0008
SOLD CAD BOUGHT USD 20250702 / DFE (000000000) −0,08 −0,0008 −0,0008
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,15 −0,0015 −0,0015
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,29 −0,0031 −0,0031
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,29 −0,0031 −0,0031
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,29 −0,0031 −0,0031
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,32 −0,0034 −0,0034
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,39 −0,0041 −0,0041
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,45 −0,0048 −0,0048
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,61 −0,0064 −0,0064
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,63 −0,0066 −0,0066
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −0,63 −0,0066 −0,0066
3 MONTH SOFR FUT JUN25 XCME 20250916 / DIR (000000000) −0,75 −0,0079 −0,0079
3 MONTH SOFR FUT JUN25 XCME 20250916 / DIR (000000000) −0,75 −0,0079 −0,0079
SOLD ILS BOUGHT USD 20260227 / DFE (000000000) −0,76 −0,0081 −0,0081
SOLD GBP BOUGHT USD 20250804 / DFE (000000000) −1,06 −0,0112 −0,0112
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −1,29 −0,0136 −0,0136
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −1,59 −0,0168 −0,0168
SOLD GBP BOUGHT USD 20250702 / DFE (000000000) −1,68 −0,0178 −0,0178
SOLD AUD BOUGHT USD 20250805 / DFE (000000000) −1,89 −0,0200 −0,0200
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) −1,92 −0,0203 −0,0203
SOLD EUR BOUGHT USD 20250804 / DFE (000000000) −1,96 −0,0207 −0,0207
SOLD EUR BOUGHT USD 20250804 / DFE (000000000) −1,96 −0,0207 −0,0207
US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) −2,42 −0,0256 −0,0256
SOLD BRL BOUGHT USD 20250702 / DFE (000000000) −2,67 −0,0282 −0,0282
RFR USD SOFR/3.75000 12/18/24-5Y LCH / DIR (EZ2V74HC3Q62) −3,33 295,01 −0,0352 −0,0266
RFR USD SOFR/3.8616* 12/02/24-4Y* LCH / DIR (EZSGM4VHBMV4) −3,69 92,44 −0,0390 −0,0194
RFR USD SOFR/3.8616* 12/02/24-4Y* LCH / DIR (EZSGM4VHBMV4) −3,69 92,44 −0,0390 −0,0194
RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) −4,09 −60,40 −0,0433 0,0625
US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) −4,10 −0,0434 −0,0434
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) −4,62 −0,0489 −0,0489
SOLD AUD BOUGHT USD 20250702 / DFE (000000000) −6,41 −0,0678 −0,0678
US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) −6,96 −0,0736 −0,0736
REVERSE REPO CREDIT AGRICOLE 03/14 VAR / RA (000000000) −9,32 −0,0986 −0,0986
US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) −10,58 −0,1119 −0,1119
US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) −10,58 −0,1119 −0,1119
RFR USD SOFR/3.62000 09/02/25-4Y* LCH / DIR (EZNQ4Z4QT3L7) −25,31 −0,2677 −0,2677
REVERSE REPO DEUTSCHE REVERSE REPO / RA (000000000) −32,09 −0,3394 −0,3394
REVERSE REPO DEUTSCHE REVERSE REPO / RA (000000000) −32,09 −0,3394 −0,3394