Grundlæggende statistik
Porteføljeværdi $ 520.329.458
Nuværende stillinger 757
Seneste beholdninger, ydeevne, AUM (fra 13F, 13D)

Pimco Strategic Income Fund, Inc har afsløret 757 samlede besiddelser i deres seneste SEC-arkivering. Den seneste porteføljeværdi er beregnet til at være $ 520.329.458 USD. Faktiske aktiver under forvaltning (AUM) er denne værdi plus kontanter (som ikke er oplyst). Pimco Strategic Income Fund, Incs største beholdninger er Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , PIMCO PRV SHORT TERM FLT III MUTUAL FUND (US:US72201W1541) , Ginnie Mae (US:US21H0406734) , MORGAN STANLEY REREMIC TRUST MSRR 2014 R2 2B 144A (US:US61763LBJ08) , and Syniverse Holdings, Inc. 2022 Term Loan (US:US87168TAB70) . Pimco Strategic Income Fund, Incs nye stillinger omfatter Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , PIMCO PRV SHORT TERM FLT III MUTUAL FUND (US:US72201W1541) , Ginnie Mae (US:US21H0406734) , MORGAN STANLEY REREMIC TRUST MSRR 2014 R2 2B 144A (US:US61763LBJ08) , and Syniverse Holdings, Inc. 2022 Term Loan (US:US87168TAB70) .

Tilføj denne fond
til dit Dashboard
Top øger dette kvartal

Vi bruger ændringen i porteføljeallokeringen, fordi dette er den mest meningsfulde metrik. Ændringer kan skyldes handler eller ændringer i aktiekurser.

Sikkerhed Aktier
(MM)		 Værdi
(MM$)		 Portefølje % ΔPortefølje %
266,85 125,7980 82,9232
14,67 6,9164 6,9164
7,53 3,5509 3,5509
7,13 3,3628 3,3628
5,86 2,7634 2,7634
3,26 1,5354 1,5354
2,33 1,0982 1,0982
7,63 3,5984 1,0118
1,62 0,7619 0,7619
1,36 0,6430 0,6430
Top falder i dette kvartal

Vi bruger ændringen i porteføljeallokeringen, fordi dette er den mest meningsfulde metrik. Ændringer kan skyldes handler eller ændringer i aktiekurser.

Sikkerhed Aktier
(MM)		 Værdi
(MM$)		 Portefølje % ΔPortefølje %
-1,77 -0,8328 -19,1451
-9,01 -4,2465 -4,2465
-6,27 -2,9547 -2,9547
-5,37 -2,5306 -2,5306
-4,59 -2,1625 -2,1625
-4,49 -2,1161 -2,0929
-4,39 -2,0712 -2,0712
-4,39 -2,0708 -2,0708
-3,91 -1,8447 -1,8447
-1,14 -0,5381 -1,7816
13F og Fondsarkivering

Denne formular blev indsendt den 2025-08-29 for rapporteringsperioden 2025-06-30. Klik på linkikonet for at se den fulde transaktionshistorik.

Opgrader for at låse op for premium-data og eksportere til Excel .

2022-07-28: Vigtig note - Vi har ændret behandlingen af kolonnen Δ Portefølje % i denne tabel. Tidligere rapporterede vi det som den procentvise ændring i porteføljeallokeringen. Vi rapporterer det nu som den rå ændring i porteføljeallokeringen (stadig rapporteret som en procent). I formeltermer rapporterede vi det tidligere som 100 * (aktuel allokering - forudgående tildeling) / forudgående tildeling. Vi indberetter det nu som (nuværende tildeling - forudgående tildeling).
Sikkerhed Type Gennemsnitlig aktiekurs Aktier
(MM)		 Δ Aktier
(%)		 Δ Aktier
(%)		 Værdi
($MM)		 Portefølje
(%)		 ΔPortefølje
(%)
US01F0626899 / Uniform Mortgage-Backed Security, TBA 266,85 206,81 125,7980 82,9232
FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE / ABS-MBS (US01F0706907) 14,67 6,9164 6,9164
AMSURG EQUITY EQTYAS910 / EC (902RDL901) 0,19 0,00 8,69 -3,43 4,0987 -0,2166
US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND 7,63 41,46 3,5984 1,0118
US21H0406734 / Ginnie Mae 7,53 3,5509 3,5509
FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE / ABS-MBS (US01F0706824) 7,13 3,3628 3,3628
PRS / Promotora de Informaciones, S.A. 5,86 2,7634 2,7634
US61763LBJ08 / MORGAN STANLEY REREMIC TRUST MSRR 2014 R2 2B 144A 5,54 0,64 2,6112 -0,0268
RFR USD SOFR/1.25000 06/15/22-10Y CME / DIR (EZQ6DKJXZ1C9) 5,43 -22,78 2,5608 -0,8108
RFR USD SOFR/1.75000 06/15/22-10Y LCH / DIR (EZQ6DKJXZ1C9) 5,19 -26,20 2,4474 -0,9242
RFR GBP SONIO/0.75000 09/21/22-30Y LCH / DIR (EZBHYJ02MR92) 4,99 8,20 2,3514 0,1419
US87168TAB70 / Syniverse Holdings, Inc. 2022 Term Loan 4,53 -3,52 2,1349 -0,1146
INCORA NEW EQUITY / EC (955PRF008) 0,12 0,00 4,12 -5,44 1,9409 -0,1464
US46115HCD70 / Intesa Sanpaolo SpA 4,04 1,25 1,9066 -0,0081
US3140Q7YF83 / FNMA POOL CA0709 FN 09/47 FIXED 4 4,03 -2,99 1,8986 -0,0914
ENVISION HEALTHCARE CORPORTION 2023 LAST OUT TERM LOAN / LON (949ABFII9) 3,85 1,48 1,8152 -0,0034
US90290PAS39 / U.S. Renal Care, Inc., 1st Lien Term Loan C 3,79 1,26 1,7853 -0,0077
INCORA INTERMEDIATE II SR SECURED 144A 01/30 VAR / DBT (US45338XAA37) 3,63 3,16 1,7110 0,0248
INCORA TOP HOLDCO LLC CONV PIK PRE COMP / DBT (955PRK007) 3,62 -4,05 1,7085 -0,1020
BURBERRY GROUP PLC COMPANY GUAR REGS 06/30 5.75 / DBT (XS2831553073) 3,61 8,51 1,7018 0,1072
LU2445093128 / INTELSAT EMERGENCE SA 0,10 0,00 3,41 2,40 1,6082 0,0116
948FWKII5 / STEENBOK LUX FINCO 2 SARL 2023 EUR PIK TL A2 RESTRUCTURE 3,34 6,45 1,5726 0,0706
US281020AY36 / EDISON INTERNATIONAL 3,27 0,37 1,5404 -0,0197
XS2264968665 / Ivory Coast Government International Bond 3,26 11,30 1,5368 0,1329
US3617VSWM08 / GNMA POOL CE4252 GN 10/51 FIXED 4 3,26 1,5354 1,5354
US25470XBE40 / DISH DBS Corp 3,24 -1,13 1,5253 -0,0433
BRVALEDBS028 / VALE SA SUBORDINATED 12/49 VAR 3,19 3,91 1,5022 0,0323
US040114HU71 / Argentine Republic Government International Bond 3,13 7,98 1,4737 0,0858
US35564KNE54 / Freddie Mac Structured Agency Credit Risk Debt Notes 3,00 -0,30 1,4132 -0,0279
US35564KLV97 / Freddie Mac STACR REMIC Trust 2021-DNA6 2,98 -0,13 1,4035 -0,0256
US38381YVM38 / GOVERNMENT NATIONAL MORTGAGE A GNR 2019 115 SY 2,84 -2,54 1,3392 -0,0575
US279158AN94 / Ecopetrol SA 2,84 -0,28 1,3371 -0,0263
BMPS / Banca Monte dei Paschi di Siena S.p.A. 0,32 0,00 2,75 7,75 1,2974 0,0732
EZ4R1WZFR6D0 / RFRF USD SF+26.161/1.2* 9/16/23-27Y* CME 2,75 3,46 1,2967 0,0224
TWITTER INC TERM LOAN / LON (US90184NAG34) 2,63 20,05 1,2393 0,1902
US25470XBF15 / DISH DBS Corp. 2,60 2,64 1,2269 0,0116
US91327AAB89 / Uniti Group LP 2,57 8,18 1,2105 0,0731
RFR USD SOFR/1.75000 06/15/22-30Y CME / DIR (EZ2TNCR649W7) 2,54 -2,24 1,1958 -0,0477
US654744AD34 / Nissan Motor Co Ltd 2,39 -3,40 1,1253 -0,0591
US95003WAG15 / WELLS FARGO COMMERCIAL MORTGAG WFCM 2022 ONL C 144A 2,36 1,68 1,1102 -0,0003
US251093S844 / City of Detroit MI 2,33 -2,75 1,1004 -0,0502
HASI / HA Sustainable Infrastructure Capital, Inc. 2,33 1,0982 1,0982
US88880LAB99 / TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/47 ZEROCPNOID 0 2,32 -2,89 1,0913 -0,0514
STEPSTONE GROUP M 2 GMBH THE EUR TERM LOAN B / LON (BA000BNR8) 2,31 7,28 1,0912 0,0573
OCS GROUP HOLDINGS LTD GBP TERM LOAN B / LON (BA000BQB0) 2,26 6,10 1,0659 0,0450
US303897AA02 / FAIRFAX INDIA HOLDINGS SR UNSECURED 144A 02/28 5 2,26 0,94 1,0653 -0,0074
DOMINICAN REPUBLIC SR UNSECURED 144A 03/37 10.5 / DBT (US25714PFD50) 2,23 5,49 1,0513 0,0377
XS2264968665 / Ivory Coast Government International Bond 2,21 11,31 1,0397 0,0900
USP7721BAE13 / Peru LNG Srl 2,20 1,34 1,0353 -0,0034
RFR USD SOFR/2.00000 12/21/22-5Y CME / DIR (EZ3TD3PGJZ56) 2,19 -6,54 1,0307 -0,0905
US04410RAJ59 / Ashford Hospitality Trust 2018-ASHF 2,18 -0,32 1,0271 -0,0203
US46654PAU03 / JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 HTL5 H 144A 2,10 -0,57 0,9898 -0,0221
ABSLT DE 2024 LLC CLN 2024 1 05/33 1 / DBT (US00401BAE02) 2,03 1,85 0,9585 0,0016
US83368RBS04 / Societe Generale SA 2,03 1,50 0,9563 -0,0016
XS0332286862 / EUROSAIL PLC ESAIL 2007 6NCX B1A REGS 2,03 7,25 0,9552 0,0495
US45824TBC80 / INTELSAT JACKSON HOLDINGS S.A. 2,00 7,30 0,9426 0,0496
GATEWY CSINS + ENTRTINMNT LTD 2024 TERM LOAN B / LON (BA000DCX3) 1,98 -1,20 0,9346 -0,0271
US126673JX19 / COUNTRYWIDE ASSET BACKED CERTI CWL 2004 10 MV5 1,91 0,47 0,9002 -0,0109
US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 1,87 -0,85 0,8831 -0,0225
IRS EUR 0.50000 09/21/22-30Y LCH / DIR (EZ0WQK0YW4M7) 1,82 15,09 0,8558 0,1000
US74928WBY84 / RBSSP RESECURITIZATION TRUST RBSSP 2009 5 14A3 144A 1,77 -0,62 0,8337 -0,0192
TITANIUM 2L BONDCO S.? R.L. EO 01/31 6.25 / DBT (DE000A3L3AG9) 1,76 2,80 0,8310 0,0094
US3137FPZ733 / FREDDIE MAC FHR 4923 SE 1,76 2,50 0,8304 0,0066
US31396YCB65 / FANNIE MAE FNR 2007 118 AC 1,69 -9,32 0,7978 -0,0966
US91327BAA89 / UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 6.5% 02/15/2029 144A 1,64 7,52 0,7754 0,0423
RFRF USD SF+26.161/1.7* 7/22/23-27Y* CME / DIR (EZPNTT021H26) 1,62 2,21 0,7633 0,0039
MANUCHAR GROUP SARL MANUCHAR GROUP SARL / DBT (BE6365837184) 1,62 0,7619 0,7619
RFRF USD SF+26.161/1.4* 04/07/21-30Y LCH / DIR (EZWV4QZ1M0S5) 1,60 3,62 0,7550 0,0145
RFRF USD SF+26.161/2.00 7/15/23-27Y* CME / DIR (EZCKQSYF2CV2) 1,56 2,36 0,7361 0,0049
US04965JAC71 / Atrium Hotel Portfolio Trust 2017-ATRM 1,55 -0,96 0,7304 -0,0197
VENTURE GLOBAL LNG INC VENTURE GLOBAL LNG INC / DBT (US92332YAE14) 1,52 2,64 0,7155 0,0067
ANTARES HOLDINGS SR UNSECURED 144A 10/29 6.35 / DBT (US03666HAH49) 1,52 1,00 0,7147 -0,0052
OIBR4 / Oi S.A. - Preferred Stock 1,51 -19,51 0,7102 -0,1868
XS0191754729 / Gazprom PJSC Via Gaz Capital SA 1,50 9,36 0,7054 0,0497
RFRF USD SF+26.161/1.75 12/15/21-10Y LCH / DIR (EZN6SV5430Y2) 1,44 -7,76 0,6779 -0,0693
US449652AG10 / ILPT COML MTG TR 2022-LPF2 6.442% 10/15/2039 144A 1,39 0,80 0,6539 -0,0060
TRT061124T11 / Turkey Government Bond 1,38 -2,74 0,6526 -0,0294
XS0332287084 / EUROSAIL PLC ESAIL 2007 6NCX C1A REGS 1,38 7,47 0,6516 0,0348
CA125491AG54 / CI FINANCIAL CO 1,37 0,66 0,6469 -0,0067
US21H0326700 / GNMA2 30YR TBA(REG C) 3.5 TBA 07-01-50 1,36 0,6430 0,6430
US3137F87A58 / FREDDIE MAC FHR 5060 IP 1,36 6,42 0,6411 0,0288
US38381YWG50 / GOVERNMENT NATIONAL MORTGAGE A GNR 2019 110 PS 1,34 -2,83 0,6322 -0,0291
US3136BLFH82 / FNMA, REMIC, Series 2022-3, Class YS 1,33 51,08 0,6247 0,2043
US57643QAG01 / MASTR REPERFORMING LOAN TRUST MARP 2005 2 1A2 144A 1,31 -2,52 0,6196 -0,0268
XS0332287597 / EUROSAIL PLC ESAIL 2007 6NCX D1A REGS 1,31 7,62 0,6193 0,0341
US14019TAA43 / Capital Farm Credit ACA 1,30 0,00 1,31 0,08 0,6158 -0,0101
18948EAC0 / Forward Air 9/23 Cov-Lite TLB 1,29 2,62 0,6102 0,0053
E1CO34 / Ecopetrol S.A. - Depositary Receipt (Common Stock) 1,28 0,6027 0,6027
US12669QAA76 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 BC2 1A 1,28 -1,24 0,6019 -0,0174
US02156LAA98 / Altice France SA/France 1,26 0,72 0,5945 -0,0061
US04625PAA93 / ARMOR HOLDCO IN 8.5 11/29 1,25 -1,27 0,5879 -0,0178
US90355YAA55 / US Renal Care Inc 1,24 0,08 0,5869 -0,0089
948FWJII8 / STEENBOK LUX FINCO 2 SARL 2023 EUR PIK TERM LOAN RESTRUC 1,22 28,23 0,5765 0,1195
XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 1,21 0,5715 0,5715
CZECHOSLOVAK GROUP CZECHOSLOVAK GROUP / DBT (XS3105190816) 1,20 0,5663 0,5663
944YFGII6 / SOFTBANK VISION FUND II FIXED TERM LOAN 1,19 -4,10 0,5625 -0,0340
US36290PAS65 / GSMPS Mortgage Loan Trust 2003-3 1,19 -7,41 0,5597 -0,0552
XS0329656366 / NEWGATE FUNDING PLC NGATE 2007 3X BB REGS 1,16 9,72 0,5484 0,0401
US20048FAS74 / COMM MORTGAGE TRUST COMM 2021 2400 G 144A 1,16 4,78 0,5478 0,0160
US863592AD34 / STRUCTURED ASSET SECURITIES CO SASC 2006 RF3 1A4 144A 1,16 -1,36 0,5463 -0,0164
US78448P1003 / SMB PRIVATE EDUCATION LOAN TRU SMB 2015 A R 144A 1,15 -1,63 0,5423 -0,0184
US38381YHY32 / GOVERNMENT NATIONAL MORTGAGE A GNR 2019 97 SB 1,14 -3,46 0,5394 -0,0288
C2AC34 / CACI International Inc - Depositary Receipt (Common Stock) 1,14 0,5358 0,5358
US62951MAB63 / NOMURA ASSET ACCEPTANCE CORPOR NAA 2004 R1 A2 144A 1,12 -4,28 0,5276 -0,0329
XS0329656523 / NEWGATE FUNDING PLC NGATE 2007 3X CB REGS 1,11 6,24 0,5218 0,0227
US75524MCS70 / RBSSP RESECURITIZATION TRUST RBSSP 2009 7 18A3 144A 1,10 -1,62 0,5164 -0,0174
VICI / VICI Properties Inc. 0,03 0,00 1,09 -0,09 0,5137 -0,0089
XS2053846262 / Altice France SA/France 1,09 14,77 0,5130 0,0585
SAMMONS FINANCIAL GROUP SAMMONS FINANCIAL GROUP / DBT (US79588TAF75) 1,07 0,47 0,5059 -0,0060
US62951MAT71 / NOMURA ASSET ACCEPTANCE CORPOR NAA 2004 R2 A3 144A 1,07 -3,77 0,5051 -0,0284
US31394XVD55 / FHLMC STRUCTURED PASS THROUGH FSPC T 60 1A1 1,06 -4,08 0,4985 -0,0300
STELLANTIS FIN US INC COMPANY GUAR 144A 03/35 6.45 / DBT (US85855CAL46) 1,06 0,4976 0,4976
WINDSTREAM SERVICES/ESCR SR SECURED 144A 10/31 8.25 / DBT (US97381AAA07) 1,05 2,85 0,4941 0,0057
US02156TAB08 / Altice France Holding SA 1,04 18,64 0,4926 0,0704
BGC / BGC Group, Inc. 1,04 0,88 0,4888 -0,0039
US71360HAB33 / PERATON CORP 1,03 0,4872 0,4872
IVANTI SOFTWARE INC 2025 1ST LIEN TERM LOAN / LON (US46583DAH26) 1,03 0,4863 0,4863
XS2342932576 / NGD HOLDINGS BV SR SECURED 12/26 6.75 1,03 1,18 0,4852 -0,0027
CHILE ELECTRICITY LUX GOVT GUARANT 144A 10/35 5.58 / DBT (US16882LAA08) 1,03 -2,10 0,4846 -0,0189
H1FC34 / HF Sinclair Corporation - Depositary Receipt (Common Stock) 1,02 1,00 0,4788 -0,0031
CZECHOSLOVAK GROUP CZECHOSLOVAK GROUP / DBT (XS3105190147) 1,01 0,4761 0,4761
936UVD902 / SYNIVERSE PFD PIK PFDJJZ917 1,07 6,25 1,01 3,38 0,4757 0,0078
HASI / HA Sustainable Infrastructure Capital, Inc. 1,00 0,4717 0,4717
US30767EAD13 / FARM CREDIT BK OF TEXAS JR SUBORDINA 144A 12/99 VAR 1,00 0,00 1,00 0,30 0,4711 -0,0065
US92332YAC57 / Venture Global LNG Inc 0,99 1,64 0,4686 -0,0004
US12652FAA03 / CSMC Trust 2017-CALI 0,98 -0,61 0,4636 -0,0104
US647622AE91 / New Orleans Hotel Trust 2019-HNLA 0,97 1,04 0,4593 -0,0032
US466317AA25 / J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURI SER 2022-NLP CL A V/R REGD 144A P/P 1.28650000 0,97 0,84 0,4553 -0,0036
US12564NAL64 / CLNY Trust 2019-IKPR 0,96 0,95 0,4512 -0,0035
US129890AA73 / CALI Mortgage Trust 2019-101C 0,95 -7,53 0,4457 -0,0443
US650929AA08 / Newfold Digital Holdings Group Inc 0,94 -8,00 0,4449 -0,0464
US31392FCA30 / FANNIE MAE FNR 2002 70 QZ 0,94 -5,32 0,4447 -0,0331
US46649JAN81 / J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-ASH8 0,94 -0,95 0,4437 -0,0117
US3137AC7C73 / FREDDIE MAC FHR 3871 JB 0,93 -3,12 0,4403 -0,0213
MRX / Marex Group plc 0,93 1,20 0,4369 -0,0018
AU3FN0029609 / AAI Ltd 0,92 128,78 0,4350 0,2417
CENTRAL PARENT INC 2024 TERM LOAN B / LON (US15477BAE74) 0,92 -11,07 0,4320 -0,0621
XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 0,90 0,4224 0,4224
US44409MAD83 / Hudson Pacific Properties LP 0,88 12,28 0,4141 0,0390
US3617XXAF61 / GNMA POOL CK2706 GN 02/52 FIXED 4 0,86 0,4076 0,4076
US38122ND419 / Golden State Tobacco Securitization Corp 0,83 0,72 0,3935 -0,0037
GNMA POOL CL4384 GN 02/52 FIXED 4 / ABS-MBS (US3617YB2R66) 0,82 0,3875 0,3875
POSEIDON BIDCO SASU 2023 EUR TERM LOAN B / LON (953RGXII1) 0,81 5,50 0,3804 0,0140
JETBLUE AIRWAYS/LOYALTY JETBLUE AIRWAYS/LOYALTY / DBT (US476920AA15) 0,81 -1,47 0,3795 -0,0121
US3128M8VQ45 / FED HM LN PC POOL G06623 FG 04/39 FIXED 5.5 0,79 -5,82 0,3739 -0,0300
AU3FN0029609 / AAI Ltd 0,79 1,68 0,3715 -0,0004
RFRF USD SF+26.161/1.3* 08/25/23-5Y CME / DIR (EZ4FS1WW18V5) 0,77 -19,31 0,3646 -0,0948
US71643VAB18 / Petroleos Mexicanos 0,73 5,81 0,3437 0,0132
US3137FPZ329 / FREDDIE MAC FHR 4923 QS 0,73 3,42 0,3418 0,0055
F+G ANNUITIES + LIFE INC F+G ANNUITIES + LIFE INC / DBT (US30190AAF12) 0,72 1,26 0,3404 -0,0013
XAF6628DAN49 / Numericable U.S. LLC, Term Loan B14 0,72 0,84 0,3392 -0,0028
US694308HL49 / PACIFIC GAS + ELECTRIC SR UNSECURED 03/45 4.3 0,72 -3,63 0,3385 -0,0182
GNMA POOL CL3208 GN 03/52 FIXED 4 / ABS-MBS (US3617YAR593) 0,72 0,3380 0,3380
US3136B6MJ92 / FANNIE MAE FNR 2019 59 HS 0,72 -0,56 0,3377 -0,0074
US57643QBN43 / MASTR REPERFORMING LOAN TRUST MARP 2006 1 1A3 144A 0,71 -4,55 0,3369 -0,0218
US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 0,71 0,57 0,3334 -0,0037
VIRI / Viridien Société anonyme 0,70 5,56 0,3314 0,0121
US29279XAA81 / ENDURANCE ACQ MERGER 6% 02/15/2029 144A 0,70 -2,50 0,3309 -0,0142
HARBOUR ENERGY PLC SR UNSECURED 144A 04/35 6.327 / DBT (US411618AD32) 0,70 -0,14 0,3284 -0,0059
US01F0506844 / UMBS TBA 0,69 1,33 0,3232 -0,0102
US12668BD911 / Alternative Loan Trust 2006-OA6 0,68 -3,80 0,3227 -0,0183
US31392FDB04 / FANNIEMAE GRANTOR TRUST FNGT 2002 T16 A1 0,68 -2,15 0,3217 -0,0126
US3137FPYZ21 / FREDDIE MAC FHR 4923 NS 0,67 3,57 0,3144 0,0055
US02090CAB63 / Brooks Automation, 2nd Lien Term Loan 0,66 -0,45 0,3127 -0,0070
NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/27 VAR / DBT (US65480CAJ45) 0,66 0,3098 0,3098
AVENIR ISSUER IV IRLND SR SECURED REGS 10/27 6 / DBT (XS2933572856) 0,66 -36,80 0,3096 -0,1883
RFRF USD SF+26.161/1.00 9/16/23-7Y* CME / DIR (EZ4FYS5F94M8) 0,66 -8,89 0,3093 -0,0360
NEW YORK NY NYC 02/55 FIXED 6.385 / DBT (US64966SNJ14) 0,66 0,3091 0,3091
US46653DAC83 / JP Morgan Chase Commercial Mortgage Securities Trust 2021-1440 0,66 -3,96 0,3088 -0,0182
US30260LAA35 / FEL Energy VI Sarl 0,65 -1,07 0,3067 -0,0084
US3138EGE266 / FNMA POOL AL0152 FN 06/40 FIXED VAR 0,64 -2,58 0,3030 -0,0133
MNSH / MNSN Holdings Inc. 0,00 0,00 0,64 8,33 0,3003 0,0180
US29001RAC25 / Elmwood CLO II Ltd., Series 2019-2A, Class SUB 0,63 -14,44 0,2992 -0,0564
FORTITUDE GROUP HOLDINGS COMPANY GUAR 144A 04/30 6.25 / DBT (US34966XAA63) 0,62 1,82 0,2911 0,0002
US31393UNR04 / FANNIEMAE WHOLE LOAN FNW 2003 W18 1A7 0,61 -3,18 0,2874 -0,0142
CTEV / Claritev Corporation 0,60 14,20 0,2807 0,0307
US26827EAC93 / ECAF I Ltd 0,59 -13,40 0,2776 -0,0480
US63546GAA13 / NATIONAL COLLEGIATE V COMMUTAT NCVCT 2007 43A6 1O 144A 0,58 -9,58 0,2758 -0,0343
US89054XAD75 / Topaz Solar Farms LLC 0,57 -3,21 0,2699 -0,0138
US38380FRT56 / GOVERNMENT NATIONAL MORTGAGE A GNR 2017 88 SA 0,57 -0,18 0,2676 -0,0050
952YSX903 / WINDSTREAM UNITS EQUITY 0,03 0,00 0,55 -12,72 0,2592 -0,0424
ES0332235011 / GC Pastor Hipotecario 5 FTA 0,53 2,50 0,2511 0,0022
RFRF USD SF+26.161/1.8* 8/07/23-27Y* CME / DIR (EZ258XD43XX3) 0,52 2,35 0,2468 0,0016
US12669GRM59 / COUNTRYWIDE HOME LOANS CWHL 2005 1 1A1 0,52 -1,69 0,2466 -0,0087
US761118CW63 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QS10 2A 0,51 -3,40 0,2412 -0,0128
US31394DBP42 / FANNIE MAE FNR 2005 22 DB 0,50 -6,72 0,2361 -0,0212
US911760PM21 / VENDEE MORTGAGE TRUST VENDE 2000 3 2Z 0,50 -4,23 0,2348 -0,0149
US84858DAA63 / Spirit Airlines Pass Through Trust 2015-1A 0,50 -6,06 0,2339 -0,0195
XS2390152986 / Altice France SA/France 0,50 14,58 0,2337 0,0262
US126650BS86 / CVS PASS THROUGH TRUST PASS THRU CE 144A 01/32 7.507 0,49 -4,71 0,2293 -0,0152
US31359SY385 / FANNIEMAE GRANTOR TRUST FNGT 2001 T5 A4 0,49 -0,41 0,2290 -0,0044
US63546EAA64 / NATIONAL COLLEGIATE V COMMUTAT NCVCT 2007 33A6 1O 144A 0,48 -9,40 0,2276 -0,0275
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 0,48 0,2262 0,2262
US63546CAA09 / NATIONAL COLLEGIATE V COMMUTAT NCVCT 2007 33A5 1O 144A 0,47 -9,63 0,2214 -0,0274
XS2138128314 / ALTICE FRANCE HOLDING S.A. 0,47 28,65 0,2202 0,0458
US46628BCC28 / JP MORGAN MORTGAGE TRUST JPMMT 2006 A6 4A1 0,45 -2,17 0,2130 -0,0084
IRS EUR 0.83000 12/09/42-10Y LCH / DIR (EZPRCT6S2FJ7) 0,43 30,61 0,2035 0,0451
US31393XFS18 / FANNIEMAE GRANTOR TRUST FNGT 2004 T1 1A1 0,43 -4,02 0,2031 -0,0118
US07274EAK91 / BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.375% 11-21-30 0,43 1,43 0,2005 -0,0004
US126694U970 / COUNTRYWIDE HOME LOANS CWHL 2006 TM1 A1 0,42 0,00 0,1999 -0,0036
US83206NAF42 / SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B R 144A 0,42 -1,86 0,1987 -0,0072
TREASURY BILL 09/25 0.00000 / DBT (US912797PW16) 0,41 0,1921 0,1921
BOOZ ALLEN HAMILTON INC COMPANY GUAR 04/35 5.95 / DBT (US09951LAD55) 0,41 1,75 0,1918 0,0001
XS2332975007 / Altice France SA/France 0,40 14,78 0,1868 0,0212
F+G ANNUITIES + LIFE INC COMPANY GUAR 10/34 6.25 / DBT (US30190AAG94) 0,40 2,33 0,1868 0,0010
VIRI / Viridien Société anonyme 0,39 -4,15 0,1857 -0,0109
US92332YAD31 / Venture Global LNG Inc 0,37 1,66 0,1732 0,0000
AMT / American Tower Corporation 0,36 3,43 0,1710 0,0033
US62951MAN02 / NOMURA ASSET ACCEPTANCE CORPOR NAA 2004 R2 A2 144A 0,36 -3,79 0,1676 -0,0094
US36228FT558 / GSAA HOME EQUITY TRUST GSAA 2004 CW1 2A1 0,35 -0,57 0,1636 -0,0035
CCO / Clear Channel Outdoor Holdings, Inc. 0,29 0,00 0,34 5,57 0,1610 0,0057
US02156LAF85 / Altice France SA/France 0,33 5,75 0,1560 0,0056
US054989AB41 / BAT CAPITAL CORP 6.421000% 08/02/2033 0,33 1,56 0,1537 0,0001
NEW YORK NY NYC 02/45 FIXED 6.291 / DBT (US64966SNH57) 0,33 0,1533 0,1533
US02156LAH42 / Altice France SA/France 0,32 4,52 0,1530 0,0042
US31398TFU07 / FANNIE MAE FNR 2010 76 ZC 0,32 -1,54 0,1513 -0,0045
XS1859337419 / Altice France SA/France 0,32 10,38 0,1504 0,0116
TREASURY BILL 08/25 0.00000 / DBT (US912797QK68) 0,32 0,1495 0,1495
US31339D5N40 / FREDDIE MAC FHR 2417 CJ 0,31 -4,57 0,1478 -0,0098
RFR USD SOFR/3.00000 06/21/23-10Y LCH / DIR (EZVCRM3XZB08) 0,31 -38,46 0,1472 -0,0959
REPUBLIC OF EL SALVADOR SR UNSECURED 144A 11/54 9.65 / DBT (US283875CG53) 0,31 2,66 0,1460 0,0016
ARARGE3209S6 / REPUBLIC OF ARGENTINA BONDS 07/30 VAR 0,31 6,57 0,1454 0,0067
TREASURY BILL 09/25 0.00000 / DBT (US912797QU41) 0,30 0,1434 0,1434
DAVINCIRE HOLDINGS LTD SR UNSECURED 144A 04/35 5.95 / DBT (US23879AAA51) 0,30 0,33 0,1424 -0,0019
US31393BU941 / FANNIEMAE WHOLE LOAN FNW 2003 W6 3A 0,30 -3,87 0,1405 -0,0082
ZCS BRL 11.7883 08/30/22-01/04/27 CME / DIR (EZ6GGLB47WF7) 0,29 -13,57 0,1385 -0,0243
TREASURY BILL 10/25 0.00000 / DBT (US912797RD17) 0,29 0,1377 0,1377
TWITTER INC 2025 FIXED TERM LOAN / LON (US90184NAK46) 0,29 0,1377 0,1377
STEPSTNE GRUP MDCO 2 GMBH THE USD TERM LOAN / LON (BA000BVC2) 0,29 -1,69 0,1375 -0,0046
US20846QEQ73 / CONSECO FINANCE SECURITIZATION CNF 2000 5 A6 0,28 -5,03 0,1339 -0,0094
US3137BKS274 / FREDDIE MAC FHR 4496 BI 0,28 -8,44 0,1333 -0,0146
US760985W722 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 SL1 A6 0,28 1,08 0,1327 -0,0009
US44409MAB28 / Hudson Pacific Properties LP 0,27 18,50 0,1272 0,0183
US31418NBG43 / FNMA POOL AD0938 FN 04/39 FIXED VAR 0,26 -2,67 0,1204 -0,0053
RFRF USD SF+26.161/1.4* 08/17/23-5Y CME / DIR (EZV3G8RXTDG6) 0,25 -19,43 0,1195 -0,0314
US44409MAC01 / Hudson Pacific Properties LP 0,25 18,36 0,1158 0,0165
TRT061124T11 / Turkey Government Bond 0,24 -2,41 0,1148 -0,0046
US31393LFM00 / FHLMC STRUCTURED PASS THROUGH FSPC T 54 3A 0,24 -2,46 0,1126 -0,0047
US3137FCLG73 / FHLMC MULTIFAMILY STRUCTURED P FHMS K071 X3 0,24 -8,56 0,1112 -0,0122
UNIT / Unity Group LLC 0,05 0,00 0,24 -14,23 0,1110 -0,0207
US36228FAA49 / GSMPS MORTGAGE LOAN TRUST GSMPS 1998 1 A 144A 0,23 -4,92 0,1097 -0,0076
US91327TAA97 / Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC 0,23 -11,42 0,1065 -0,0153
US3617XUP662 / Ginnie Mae I Pool 0,22 0,1045 0,1045
US3136ASD869 / Fannie Mae REMICS 0,21 -7,05 0,0996 -0,0095
US07274EAJ29 / BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.25% 01-21-29 0,21 1,45 0,0990 -0,0004
US040114HX11 / Argentine Republic Government International Bond 0,20 7,45 0,0955 0,0052
US3136B9P503 / FANNIE MAE FNR 2020 40 IO 0,20 -1,51 0,0928 -0,0030
US71654QDC33 / Petroleos Mexicanos 0,19 5,46 0,0911 0,0032
REPUBLIC OF GHANA SR UNSECURED 144A 07/35 VAR / DBT (US374422AP83) 0,19 9,66 0,0910 0,0065
US3133TJTN36 / FREDDIE MAC FHR 2138 KC 0,19 -10,70 0,0907 -0,0127
US31392R3H23 / FREDDIE MAC FHR 2484 LZ 0,19 -6,40 0,0897 -0,0077
US31410GLY79 / FNMA POOL 888743 FN 01/36 FIXED VAR 0,19 -2,58 0,0895 -0,0035
US31392CMS07 / Fannie Mae REMIC Trust 2002-W1 0,19 -3,08 0,0893 -0,0045
948FWLII3 / STEENBOK LUX FINCO 2 SARL 2023 EUR PIK TL B2 RESTRUCTURE 0,18 -21,30 0,0856 -0,0249
US3133TUHY73 / FREDDIE MAC FHR 2322 KZ 0,18 -6,25 0,0851 -0,0070
US576433SV90 / MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 10 2A1 0,18 -2,20 0,0843 -0,0031
RFRF USD SF+26.161/1.50 7/12/23-6Y* CME / DIR (EZXVK45PR3N6) 0,18 -124,21 0,0834 0,4319
IVANTI SOFTWARE INC 2025 NEWCO TERM LOAN / LON (US46583VAB53) 0,17 0,0802 0,0802
US3136AKTL74 / FANNIE MAE FNR 2014 47 BI 0,17 -4,00 0,0795 -0,0047
GNMA POOL CL5027 GN 03/52 FIXED 4 / ABS-MBS (US3617YCSQ88) 0,17 0,0795 0,0795
US02156LAC54 / Altice France SA/France 0,17 5,00 0,0794 0,0027
US3133TUKA50 / FREDDIE MAC FHR 2322 PZ 0,17 -10,22 0,0788 -0,0106
REPUBLIC OF GHANA SR UNSECURED 144A 07/29 VAR / DBT (US374422AM52) 0,16 7,33 0,0762 0,0041
US55820UAC99 / MADISON PARK FUNDING LTD MDPK 2017 23A SUB 144A 0,16 -16,32 0,0750 -0,0165
ES0347862007 / IM Pastor 3 FTH 0,16 4,70 0,0736 0,0017
US31416BL717 / FNMA POOL 995050 FN 09/37 FIXED VAR 0,15 -3,77 0,0725 -0,0041
US46652DAE58 / JP Morgan Chase Commercial Mortgage Securities Corp 0,15 -9,47 0,0724 -0,0089
US31392BMM53 / FANNIE MAE FNR 2001 79 BA 0,15 -6,13 0,0723 -0,0061
US31392B6T87 / FANNIEMAE GRANTOR TRUST FNGT 2002 T4 A1 0,15 -2,68 0,0688 -0,0030
OIBR4 / Oi S.A. - Preferred Stock 0,14 -35,71 0,0681 -0,0396
US3137F83L59 / FREDDIE MAC FHR 5051 SX 0,14 -32,55 0,0678 -0,0342
US31393AQ347 / FANNIEMAE WHOLE LOAN FNW 2003 W4 4A 0,14 -3,40 0,0669 -0,0036
US31394BRK25 / FANNIE MAE FNR 2004 92 BW 0,14 -8,44 0,0668 -0,0072
US31392GRW77 / FANNIE MAE FNR 2002 93 A1 0,14 -3,45 0,0663 -0,0032
US31402RDH93 / FNMA POOL 735504 FN 04/35 FIXED VAR 0,14 -4,17 0,0652 -0,0042
RFRF USD SF+26.161/1.4* 8/17/23-4Y* CME / DIR (EZWYVHJK0N90) 0,13 -24,00 0,0630 -0,0212
US3139216F04 / FANNIEMAE WHOLE LOAN FNW 2001 W3 A 0,13 -2,92 0,0629 -0,0030
RFR USD SOFR/3.00000 06/21/23-7Y LCH / DIR (EZWF2F56KP17) 0,13 -57,56 0,0624 -0,0870
RFRF USD SF+26.161/1.3* 7/20/23-4Y* CME / DIR (EZSDJCSH40R0) 0,13 -22,49 0,0620 -0,0193
US313920UK48 / FANNIEMAE GRANTOR TRUST FNGT 2001 T8 A1 0,13 -1,50 0,0619 -0,0021
US3133TV6U55 / FREDDIE MAC FHR 2359 PZ 0,13 -3,01 0,0609 -0,0031
US007036JA51 / ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 3 7A1 0,13 -2,29 0,0604 -0,0024
MAN GLG US CLO 2021 1 LTD GLGU 2021 1A SUB 144A / ABS-CBDO (US56166XAC39) 0,13 -12,50 0,0596 -0,0096
US07387BEG41 / BEAR STEARNS COMMERCIAL MORTGA BSCMS 2005 PW10 C 0,13 -25,88 0,0596 -0,0219
IHRT / iHeartMedia, Inc. 0,07 0,00 0,12 6,25 0,0565 0,0026
US3137ARFG61 / FREDDIE MAC FHR 4066 SA 0,12 -7,75 0,0562 -0,0059
US7609856D82 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 SL2 A4 0,12 -10,61 0,0560 -0,0077
US3140H44J05 / FNMA POOL BJ3524 FN 11/47 FIXED 4 0,11 -6,56 0,0539 -0,0047
US31394PPQ09 / FHLMC STRUCTURED PASS THROUGH FSPC T 59 1A1 0,11 -2,61 0,0532 -0,0024
XAN5200EAB73 / Lealand Finance Company BV, Term Loan 0,11 21,74 0,0531 0,0087
US36296UHH68 / GNMA POOL 701432 GN 11/38 FIXED 6 0,11 -1,77 0,0526 -0,0020
WINDSTREAMWARRANTS SLDENVWINDSTREAMWARRANTS / DE (000000000) 0,11 0,0515 0,0515
US31411YFC21 / FNMA POOL 918263 FN 04/37 FIXED 6.5 0,11 -0,93 0,0505 -0,0014
US31394ALN45 / FANNIEMAE WHOLE LOAN FNW 2004 W8 3A 0,11 -7,83 0,0503 -0,0049
US12669F7M96 / COUNTRYWIDE HOME LOANS CWHL 2004 R1 3A 144A 0,10 -20,16 0,0487 -0,0133
E1IX34 / Edison International - Depositary Receipt (Common Stock) 0,10 0,00 0,0479 -0,0007
UNITI GROUP/CSL CAPITAL COMPANY GUAR 144A 06/32 8.625 / DBT (US91327TAC53) 0,10 0,0477 0,0477
US12669FP989 / COUNTRYWIDE HOME LOANS CWHL 2004 12 16A1 0,10 -2,91 0,0475 -0,0023
US3136BADX95 / FANNIE MAE FNR 2020 38 QI 0,10 -1,96 0,0474 -0,0016
US3136BATP97 / FANNIE MAE FNR 2020 47 SA 0,10 1,03 0,0465 0,0000
US44409MAA45 / HUDSON PACIFIC PROPERTIE COMPANY GUAR 11/27 3.95 0,10 7,95 0,0452 0,0028
US21H0426799 / Ginnie Mae 0,10 0,0451 0,0451
US26884UAF66 / EPR Properties 0,10 2,15 0,0449 -0,0001
US007036KD71 / ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 4 3A1 0,10 -1,04 0,0449 -0,0016
US225470YJ62 / CREDIT SUISSE MORTGAGE TRUST CSMC 2006 2 3A1 0,09 -2,11 0,0442 -0,0014
PRS / Promotora de Informaciones, S.A. 0,21 0,00 0,09 10,84 0,0438 0,0039
US01F0204895 / UMBS 15YR TBA(REG B) 2.0 UMBS TBA 08-01-35 0,09 -134,60 0,0431 0,1732
US073873AK72 / BEAR STEARNS ALT A TRUST BALTA 2006 5 2A2 0,09 -5,32 0,0424 -0,0028
US36291MFX65 / GNMA POOL 632082 GN 07/37 FIXED 6 0,09 -1,11 0,0420 -0,0011
US29670VAA70 / Essential Properties LP 0,09 2,33 0,0420 0,0004
US3133TU5B02 / FREDDIE MAC FHR 2325 ZN 0,09 -8,33 0,0416 -0,0048
US57645DAC65 / MASTR ALTERNATIVE LOANS TRUST MALT 2006 3 1A3 0,09 -6,45 0,0413 -0,0037
US3137FTAM95 / FREDDIE MAC FHR 4976 DI 0,09 -2,25 0,0411 -0,0017
RFRF USD SF+26.161/1.3* 8/15/23-4Y* CME / DIR (EZG3NPY3B4Q8) 0,09 -22,73 0,0405 -0,0124
CCAPGR / CORESTATE CAPITAL HOLD SR UNSECURED REGS 11/22 1.375 0,08 10,67 0,0393 0,0033
IHRTB / iHeartMedia, Inc. 0,05 0,00 0,08 6,58 0,0386 0,0018
US31410FYL39 / FNMA POOL 888215 FN 12/36 FIXED VAR 0,08 -6,98 0,0381 -0,0035
US36291GLG90 / GNMA POOL 627727 GN 07/37 FIXED 6 0,08 -1,25 0,0374 -0,0010
US36212HFM79 / GNMA POOL 533972 GN 05/32 FIXED 6.5 0,08 -2,50 0,0368 -0,0017
US05533FCN96 / BCAP LLC TRUST BCAP 2011 R11 8A7 144A 0,08 -6,10 0,0364 -0,0031
E1CO34 / Ecopetrol S.A. - Depositary Receipt (Common Stock) 0,08 0,00 0,0364 -0,0010
US3128KHM372 / FED HM LN PC POOL A54878 FG 12/30 FIXED 7.5 0,08 -7,32 0,0362 -0,0031
US040114HW38 / Argentine Republic Government International Bond 0,07 5,80 0,0347 0,0015
952NPL005 / CREDIT SUISSE GROUP AG COCO JR SUB 144A 0,07 0,00 0,0339 -0,0006
US3137F8RG06 / FREDDIE MAC REMICS SER 5065 CL IG 3.00000000 0,07 -2,74 0,0338 -0,0012
DE000A19YDA9 / CORESTATE CAPITAL HOLD SR UNSECURED REGS 04/23 3.5 0,07 9,38 0,0330 0,0022
OIS CAD CAONREPO/3.5000 06/19/24-10Y LCH / DIR (EZ7B7Z9XML74) 0,07 -27,37 0,0329 -0,0128
US3137FUYG35 / FREDDIE MAC FHR 4990 SN 0,07 1,47 0,0326 -0,0002
US31392GFN07 / FANNIEMAE GRANTOR TRUST FNGT 2002 T18 A1 0,07 -1,45 0,0323 -0,0009
US31394ALL88 / FANNIEMAE WHOLE LOAN FNW 2004 W8 2A 0,07 -6,85 0,0322 -0,0032
US36296R2B28 / GNMA POOL 699270 GN 09/38 FIXED 6 0,07 0,00 0,0321 -0,0010
US073879U970 / Bear Stearns Asset Backed Securities I Trust 2005-CL1 0,07 -8,45 0,0311 -0,0033
BOUGHT GBP SOLD USD 20250702 / DFE (000000000) 0,06 0,0303 0,0303
US90931CAA62 / United Airlines Pass Through Trust, Series 2019-1, Class AA 0,06 0,00 0,0298 -0,0005
US939336N665 / WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 MS9 2A 0,06 -4,62 0,0294 -0,0020
US31418CU852 / FNMA POOL MA3306 FN 03/48 FIXED 4 0,06 -1,61 0,0290 -0,0011
US07388NAH98 / BEAR STEARNS COMMERCIAL MORTGA BSCMS 2006 T24 B 144A 0,06 -13,04 0,0286 -0,0048
US3140J6GQ47 / FNMA POOL BM2006 FN 01/48 FIXED VAR 0,06 -1,64 0,0284 -0,0011
XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 0,06 0,0269 0,0269
XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 0,06 0,0268 0,0268
US31283HAW51 / FED HM LN PC POOL G00921 FG 04/28 FIXED 7.5 0,05 -18,18 0,0258 -0,0060
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 0,05 0,0256 0,0256
US36200QP248 / GNMA POOL 569341 GN 04/32 FIXED 6.5 0,05 -3,57 0,0255 -0,0015
US3128C6NS46 / FED HM LN PC POOL P51301 FG 07/37 FIXED 6.5 0,05 0,00 0,0250 -0,0007
US31359SY203 / FANNIEMAE GRANTOR TRUST FNGT 2001 T5 A3 0,05 0,00 0,0247 -0,0004
US3136FEW322 / FANNIEMAE STRIP FNS 385 7 0,05 -5,66 0,0237 -0,0018
US31392MEN83 / FHLMC STRUCTURED PASS THROUGH FSPC T 41 3A 0,05 0,00 0,0235 -0,0004
US31368HLH48 / FNMA POOL 190328 FN 12/32 FIXED VAR 0,05 -5,77 0,0233 -0,0020
US31397MCX39 / FANNIE MAE FNR 2008 67 ZW 0,05 -4,08 0,0223 -0,0014
US313921AG39 / FANNIE MAE FNR 2001 49 Z 0,05 -13,21 0,0221 -0,0038
US31393X7C53 / FANNIEMAE GRANTOR TRUST FNGT 2004 T2 1A3 0,05 -6,25 0,0215 -0,0018
US3138APGA00 / FNMA POOL AI9192 FN 08/41 FIXED 4.5 0,05 0,00 0,0215 -0,0004
US31403J6K76 / FNMA POOL 750674 FN 10/33 FIXED 6.5 0,04 -4,35 0,0212 -0,0012
US3138AEJG95 / FNMA POOL AI1162 FN 04/41 FIXED 4.5 0,04 0,00 0,0208 -0,0007
US22541SAN80 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2004 1 3A1 0,04 -20,75 0,0200 -0,0059
OIBR3 / Oi S.A. 0,36 0,00 0,04 -32,26 0,0199 -0,0102
EZV2HPK2D0S5 / EQUINIX INC SNR S* SP GST 0,04 -10,87 0,0195 -0,0026
US154915AA07 / Central Parent LLC/CDK Global II LLC/CDK Financing Co., Inc. 0,04 0,0195 0,0195
US38122ND823 / Golden State Tobacco Securitization Corp 0,04 -20,00 0,0193 -0,0050
US15477CAA36 / Central Parent Inc / Central Merger Sub Inc 0,04 0,0192 0,0192
US31392PKZ70 / FREDDIE MAC FHR 2457 PE 0,04 -4,76 0,0189 -0,0013
US92922FM214 / WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR5 A6 0,04 -4,76 0,0189 -0,0014
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 0,04 0,0182 0,0182
RFRF USD SF+26.161/1.4* 8/24/23-4Y* CME / DIR (EZH987F9RLH5) 0,04 -24,00 0,0181 -0,0062
US31416STN17 / FNMA POOL AA8656 FN 10/36 FIXED 6 0,04 -2,63 0,0175 -0,0008
US36296AF902 / GNMA POOL 685192 GN 10/38 FIXED 6 0,04 -5,41 0,0168 -0,0012
US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) 0,04 0,0166 0,0166
US922646AS37 / Venezuela Government International Bond 0,03 -2,86 0,0164 -0,0008
US31393TFP66 / Fannie Mae REMICS 0,03 -8,11 0,0164 -0,0015
US313920XQ80 / FANNIE MAE FNR 2001 46 ZL 0,03 -12,82 0,0164 -0,0027
GNMA POOL CL1779 GN 03/52 FIXED 4 / ABS-MBS (US3617Y86Q16) 0,03 0,0163 0,0163
US31287NBH08 / FED HM LN PC POOL C62740 FG 01/32 FIXED 7 0,03 -2,86 0,0163 -0,0007
US31407HZQ28 / FNMA POOL 831551 FN 06/36 FIXED 6.5 0,03 0,00 0,0162 -0,0006
US31418CRD82 / FNMA POOL MA3183 FN 11/47 FIXED 4 0,03 -2,86 0,0161 -0,0007
US31283HPH20 / FED HM LN PC POOL G01324 FG 10/31 FIXED 7 0,03 -2,86 0,0161 -0,0011
US3137BAGM86 / FREDDIE MAC FHR 4324 IO 0,03 -5,71 0,0159 -0,0013
US31392W7B09 / FHLMC STRUCTURED PASS THROUGH FSPC T 51 1A 0,03 0,00 0,0158 -0,0005
US83162CRK17 / SMALL BUSINESS ADMINISTRATION SBAP 2007 20K 1 0,03 -15,38 0,0156 -0,0035
RFR USD SOFR/3.50000 12/20/23-10Y LCH / DIR (EZ4G8FZQ8LF2) 0,03 -38,00 0,0151 -0,0090
US31393LFK44 / FHLMC STRUCTURED PASS THROUGH FSPC T 54 2A 0,03 -3,12 0,0151 -0,0006
REPUBLIC OF GHANA SR UNSECURED 144A 01/30 0.0000 / DBT (US374422AN36) 0,03 10,71 0,0147 0,0009
US393505X986 / CONSECO FINANCIAL CORP GT 1999 3 A9 0,03 -6,25 0,0145 -0,0011
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 0,03 0,0144 0,0144
US3133TKXF29 / FREDDIE MAC FHR 2152 BZ 0,03 -17,14 0,0138 -0,0030
US31403FBU75 / FNMA POOL 747151 FN 10/33 FIXED 6.5 0,03 -3,45 0,0133 -0,0006
US31283NA693 / FED HM LN PC POOL P00029 FG 03/33 FIXED 6 0,03 -3,57 0,0127 -0,0007
US31358SR373 / FANNIEMAE GRANTOR TRUST FNGT 2000 T6 A1 0,03 -3,70 0,0127 -0,0006
US03072SDG75 / AMERIQUEST MORTGAGE SECURITIES AMSI 2002 C M2 0,03 4,00 0,0125 0,0000
US36242DPB37 / GSR MORTGAGE LOAN TRUST GSR 2004 14 1A1 0,03 0,00 0,0125 -0,0004
US31288LTA97 / FED HM LN PC POOL P50545 FG 03/37 FIXED 7.5 0,03 0,00 0,0124 -0,0003
US31395R6Y97 / FREDDIE MAC FHR 2947 OZ 0,03 -10,34 0,0124 -0,0017
TREASURY BILL 07/25 0.00000 / DBT (US912797PE18) 0,03 0,0122 0,0122
US31411E5N37 / FNMA POOL 906353 FN 01/47 FIXED 7 0,03 0,00 0,0121 0,0001
US3128MSPW40 / FED HM LN PC POOL H00437 FG 12/36 FIXED 7 0,03 0,00 0,0120 -0,0004
US3128M4CH43 / FED HM LN PC POOL G02472 FG 01/36 FIXED 7 0,03 -3,85 0,0119 -0,0010
RFR USD SOFR/3.00000 06/21/23-10Y CME / DIR (EZVCRM3XZB08) 0,03 -95,07 0,0118 -0,2313
US31394PPR81 / FHLMC STRUCTURED PASS THROUGH FSPC T 59 1A2 0,02 -4,00 0,0116 -0,0005
US939336P801 / Washington Mutual MSC Mortgage Pass-Through Certificates Series 2004-RA1 Trust 0,02 0,00 0,0115 -0,0002
US36206T6T45 / GNMA POOL 421282 GN 04/27 FIXED 7.5 0,02 -11,11 0,0114 -0,0019
US31393XGU54 / FANNIEMAE WHOLE LOAN FNW 2004 W2 5A 0,02 -8,00 0,0110 -0,0010
US12669GP219 / COUNTRYWIDE HOME LOANS CWHL 2005 R2 2A2 144A 0,02 -8,33 0,0106 -0,0010
US31405MP270 / FNMA POOL 793441 FN 08/34 FIXED 6.5 0,02 0,00 0,0106 -0,0003
3 MONTH SOFR FUT JUN25 XCME 20250916 / DIR (000000000) 0,02 0,0103 0,0103
US31402HUF62 / FNMA POOL 729682 FN 08/33 FIXED 6.5 0,02 -4,76 0,0098 -0,0005
US31404XR557 / FNMA POOL 781808 FN 11/34 FIXED 6.5 0,02 -4,76 0,0097 -0,0005
US31403GW810 / FNMA POOL 748671 FN 10/33 FIXED 6.5 0,02 -5,00 0,0094 -0,0004
US31405D2F34 / FNMA POOL 786574 FN 07/34 FIXED 6.5 0,02 -5,00 0,0094 -0,0004
US3133TRE684 / FREDDIE MAC FHR 2290 ZD 0,02 -9,52 0,0094 -0,0011
US31371LGJ26 / FNMA POOL 255001 FN 11/33 FIXED 6.5 0,02 -5,00 0,0092 -0,0004
US31393EJT73 / FANNIE MAE FNR 2003 71 TA 0,02 -5,00 0,0090 -0,0007
US31412MG440 / FNMA POOL 929119 FN 02/38 FIXED 6.5 0,02 -10,00 0,0089 -0,0008
3 MONTH SOFR FUT DEC25 XCME 20260317 / DIR (000000000) 0,02 0,0089 0,0089
3 MONTH SOFR FUT SEP25 XCME 20251216 / DIR (000000000) 0,02 0,0087 0,0087
US911760LY05 / VENDEE MORTGAGE TRUST VENDE 1998 3 E 0,02 -10,00 0,0086 -0,0011
US31392GVR37 / FANNIEMAE GRANTOR TRUST FNGT 2002 T19 A2 0,02 0,00 0,0085 -0,0005
US3136A9ZM34 / Fannie Mae REMICS 0,02 0,00 0,0085 -0,0006
XAN5200EAC56 / McDermott Technology Americas Inc 2020 Make Whole Term Loan 0,02 28,57 0,0085 0,0015
US31393XGQ43 / FANNIEMAE WHOLE LOAN FNW 2004 W2 2A2 0,02 -5,88 0,0080 -0,0006
REPUBLIC OF GHANA SR UNSECURED 144A 07/26 0.0000 / DBT (US374422AL79) 0,02 0,00 0,0078 0,0001
US31394B5P54 / FANNIE MAE FNR 2005 7 ZY 0,02 -11,11 0,0078 -0,0012
US31402RQN25 / FNMA POOL 735861 FN 09/33 FIXED VAR 0,02 -5,88 0,0077 -0,0005
US31392MH392 / FHLMC STRUCTURED PASS THROUGH FSPC T 42 A5 0,02 0,00 0,0075 -0,0003
US3133TAG222 / FREDDIE MAC FHR 1980 Z 0,02 -16,67 0,0073 -0,0018
XS2051371222 / Country Garden Holdings Co Ltd 0,02 -21,05 0,0072 -0,0022
US3136B7KN06 / FANNIE MAE FNR 2019 70 IO 0,02 0,00 0,0071 -0,0003
US36208LWL79 / GNMA POOL 454351 GN 01/28 FIXED 7.5 0,02 -6,25 0,0071 -0,0008
BOUGHT TRY SOLD USD 20250701 / DFE (000000000) 0,01 0,0071 0,0071
US576434PB47 / MASTR ALTERNATIVE LOANS TRUST MALT 2004 3 8A1 0,01 -6,67 0,0069 -0,0004
US3133THB897 / FREDDIE MAC FHR 2104 ZM 0,01 -12,50 0,0069 -0,0008
BOEING CO/THE SNR S* ICE / DCR (EZ8LJVJQFWV8) 0,01 250,00 0,0068 0,0044
US31400CXV17 / FNMA POOL 683892 FN 01/33 FIXED 6 0,01 -7,14 0,0066 -0,0003
RFR USD SOFR/2.30000 01/17/24-2Y LCH / DIR (EZ7DPVG1XS64) 0,01 8,33 0,0065 0,0004
US31403A6D25 / FNMA POOL 743468 FN 10/33 FIXED 6.5 0,01 -7,14 0,0065 -0,0003
US31403BM341 / FNMA POOL 743878 FN 11/33 FIXED 6.5 0,01 0,00 0,0064 -0,0002
US36185N4A54 / GMAC MORTGAGE CORPORATION LOAN GMACM 2004 AR2 5A2 0,01 0,00 0,0059 -0,0001
3 MONTH SOFR FUT MAR26 XCME 20260616 / DIR (000000000) 0,01 0,0058 0,0058
US31392GVX05 / FANNIEMAE WHOLE LOAN FNW 2003 W1 1A1 0,01 0,00 0,0058 -0,0002
US452152FA44 / State of Illinois General Obligation Unlimited 0,01 -7,69 0,0058 -0,0006
US3133TSDK69 / FREDDIE MAC FHR 2311 Z 0,01 -7,69 0,0057 -0,0007
US31392GVS10 / FANNIEMAE GRANTOR TRUST FNGT 2002 T19 A3 0,01 0,00 0,0057 -0,0003
US3133TCV706 / FREDDIE MAC FHR 2034 Z 0,01 -21,43 0,0056 -0,0011
US31387GGF37 / FNMA POOL 583498 FN 05/31 FIXED 8 0,01 -8,33 0,0056 -0,0003
US31403H6U94 / FNMA POOL 749783 FN 11/33 FIXED 6.5 0,01 -9,09 0,0052 -0,0002
US3133TLM623 / FREDDIE MAC FHR 2173 Z 0,01 -9,09 0,0051 -0,0004
US31402CWF57 / FNMA POOL 725246 FN 01/34 FIXED VAR 0,01 0,00 0,0049 -0,0003
US36228FAT30 / GSMPS MORTGAGE LOAN TRUST GSMPS 1998 5 A 144A 0,01 -10,00 0,0047 -0,0001
US31339DKU18 / FREDDIE MAC FHR 2415 ZA 0,01 -10,00 0,0046 -0,0005
US31392AJW99 / FANNIE MAE FNR 2001 50 BA 0,01 -10,00 0,0046 -0,0004
US31401CRQ86 / FNMA POOL 704395 FN 05/33 FIXED 6.5 0,01 -10,00 0,0046 -0,0002
US31371LCS60 / FNMA POOL 254881 FN 07/33 FIXED 6.5 0,01 -10,00 0,0044 -0,0005
US36291GKV76 / GNMA POOL 627708 GN 09/36 FIXED 6 0,01 0,00 0,0043 -0,0001
ISRAEL GOVT EM SP CBK / DCR (EZYH14HMXHV9) 0,01 -20,00 0,0041 -0,0009
RFR USD SOFR/3.50000 12/20/23-7Y LCH / DIR (EZPR4RDSDSJ6) 0,01 -81,40 0,0039 -0,0168
AT&T INC SNR S* ICE / DCR (EZVHX8BNGL14) 0,01 14,29 0,0039 0,0003
US31382QK877 / FNMA POOL 489119 FN 07/29 FIXED 6.5 0,01 -12,50 0,0036 -0,0005
US3136A5YM21 / FANNIE MAE FNR 2012 43 SI 0,01 -12,50 0,0036 -0,0006
US3133TNSS44 / FREDDIE MAC FHR 2230 Z 0,01 -12,50 0,0036 -0,0004
US31405KU589 / FNMA POOL 791804 FN 08/34 FIXED 6.5 0,01 -12,50 0,0036 -0,0003
US36208EKS18 / GNMA POOL 448605 GN 07/27 FIXED 7.5 0,01 -22,22 0,0036 -0,0009
US31402VQ607 / FNMA POOL 739477 FN 10/33 FIXED 6.5 0,01 0,00 0,0035 -0,0002
BOUGHT TRY SOLD USD 20250813 / DFE (000000000) 0,01 0,0034 0,0034
US31405VAZ04 / FNMA POOL 800224 FN 12/34 FIXED 6.5 0,01 0,00 0,0034 -0,0003
US36208KGS24 / GNMA POOL 453009 GN 01/28 FIXED 7.5 0,01 0,00 0,0033 -0,0004
US31292GRJ75 / FED HM LN PC POOL C00489 FG 12/26 FIXED 7.5 0,01 -25,00 0,0033 -0,0007
US31393CRH87 / FANNIE MAE FNR 2003 47 PE 0,01 -14,29 0,0033 -0,0005
US31402Q7F20 / FNMA POOL 735394 FN 02/35 FIXED VAR 0,01 -14,29 0,0032 -0,0004
US31403CYH86 / FNMA POOL 745112 FN 10/35 FIXED VAR 0,01 0,00 0,0030 -0,0001
US36210PTM67 / GNMA POOL 498356 GN 02/29 FIXED 7.5 0,01 0,00 0,0030 -0,0002
US36208KGR41 / GNMA POOL 453008 GN 01/28 FIXED 7.5 0,01 -14,29 0,0030 -0,0005
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 0,01 0,0029 0,0029
US31400HBK86 / FNMA POOL 687742 FN 02/33 FIXED 6 0,01 0,00 0,0029 -0,0003
US31403MRS07 / FNMA POOL 752997 FN 10/33 FIXED 6.5 0,01 -16,67 0,0028 -0,0001
US3136B3ZF03 / FANNIE MAE FNR 2019 1 HS 0,01 -16,67 0,0028 -0,0005
BOUGHT TRY SOLD USD 20250724 / DFE (000000000) 0,01 0,0027 0,0027
US31406D7D21 / FNMA POOL 807392 FN 10/31 FIXED 8 0,01 0,00 0,0026 -0,0002
BOUGHT EUR SOLD USD 20250804 / DFE (000000000) 0,01 0,0026 0,0026
US31403UWS67 / FNMA POOL 758557 FN 07/34 FIXED 6.5 0,01 0,00 0,0025 -0,0001
US31298BKG58 / FED HM LN PC POOL C42995 FG 12/26 FIXED 8 0,01 -37,50 0,0025 -0,0018
US31393AP687 / FANNIEMAE WHOLE LOAN FNW 2003 W4 2A 0,01 0,00 0,0025 -0,0001
US3139213J52 / FANNIE MAE FNR 2001 60 ZM 0,01 0,00 0,0024 -0,0003
US31283HLG82 / FED HM LN PC POOL G01227 FG 03/31 FIXED 7 0,01 0,00 0,0024 -0,0001
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,01 0,0024 0,0024
US36291GGE08 / GNMA POOL 627597 GN 12/37 FIXED 6 0,00 -20,00 0,0023 -0,0001
US3140FPDG16 / FNMA POOL BE3702 FN 06/47 FIXED 4 0,00 0,00 0,0023 -0,0001
US31402RCY36 / FNMA POOL 735487 FN 04/35 FIXED VAR 0,00 -20,00 0,0023 -0,0001
BOUGHT TRY SOLD USD 20250807 / DFE (000000000) 0,00 0,0023 0,0023
US36208EKM48 / GNMA POOL 448600 GN 06/27 FIXED 7.5 0,00 -20,00 0,0022 -0,0003
US36290TMY28 / GNMA POOL 616975 GN 02/36 FIXED 6 0,00 0,00 0,0022 -0,0001
US36208PF376 / GNMA POOL 456586 GN 08/27 FIXED 7.5 0,00 -20,00 0,0022 -0,0004
US36212UHC80 / GNMA POOL 543927 GN 02/31 FIXED 8.5 0,00 0,00 0,0022 -0,0001
US36207YF966 / GNMA POOL 445792 GN 01/28 FIXED 7.5 0,00 0,00 0,0022 -0,0002
US31403FUK82 / FNMA POOL 747686 FN 11/33 FIXED 6.5 0,00 0,00 0,0021 -0,0001
MNSH / MNSN Holdings Inc. 0,00 0,00 0,00 0,00 0,0020 -0,0003
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 0,00 0,0020 0,0020
US3136AAEZ44 / FANNIE MAE FNR 2012 138 AI 0,00 -20,00 0,0020 -0,0008
US31371NTK18 / FNMA POOL 257154 FN 03/28 FIXED 4.5 0,00 0,00 0,0019 -0,0003
US31402CPT35 / FNMA POOL 725034 FN 12/33 FIXED VAR 0,00 0,00 0,0019 -0,0001
US31404KXZ01 / FNMA POOL 771196 FN 04/34 FIXED 6.5 0,00 0,00 0,0018 -0,0001
US911760HH28 / VENDEE MORTGAGE TRUST VENDE 1996 2 1Z 0,00 -25,00 0,0017 -0,0004
US31386QBW06 / FNMA POOL 569853 FN 11/27 FLOATING VAR 0,00 -25,00 0,0017 -0,0002
BOUGHT GBP SOLD USD 20250702 / DFE (000000000) 0,00 0,0017 0,0017
US36291MD598 / GNMA POOL 632024 GN 12/36 FIXED 6 0,00 0,00 0,0016 -0,0000
US36210UX656 / GNMA POOL 503001 GN 02/29 FIXED 7.5 0,00 0,00 0,0016 -0,0001
US3133TD3W47 / FREDDIE MAC FHR 2040 PE 0,00 0,00 0,0016 -0,0003
US31404QQW23 / FNMA POOL 775469 FN 05/34 FIXED 6.5 0,00 0,00 0,0016 -0,0001
US36206FYV83 / GNMA POOL 410324 GN 03/26 FIXED 7.5 0,00 -25,00 0,0014 -0,0005
US31371KUW97 / FNMA POOL 254497 FN 09/32 FIXED 6.5 0,00 0,00 0,0014 -0,0001
BOUGHT TRY SOLD USD 20250709 / DFE (000000000) 0,00 0,0014 0,0014
US31404GX972 / FNMA POOL 768504 FN 01/34 FIXED 6.5 0,00 -33,33 0,0014 -0,0001
US36210MU337 / GNMA POOL 496602 GN 04/29 FIXED 6 0,00 -33,33 0,0014 -0,0002
US31371LJQ32 / FNMA POOL 255071 FN 01/34 FIXED 6.5 0,00 -33,33 0,0014 -0,0001
US31384VUG57 / FNMA POOL 535283 FN 05/30 FIXED VAR 0,00 -33,33 0,0014 -0,0002
US31371NPP41 / FNMA POOL 257030 FN 11/47 FIXED 6.5 0,00 0,00 0,0013 -0,0000
US05949AH867 / Banc of America Mortgage 2005-A Trust 0,00 0,00 0,0013 -0,0000
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 0,00 0,0013 0,0013
US83162CRD73 / SMALL BUSINESS ADMINISTRATION SBAP 2007 20G 1 0,00 0,00 0,0013 -0,0000
US92260MAH60 / VENDEE MORTGAGE TRUST VENDE 1996 1 1Z 0,00 -33,33 0,0013 -0,0002
US31380LGR33 / FNMA POOL 443108 FN 01/29 FIXED 6.5 0,00 0,00 0,0012 -0,0001
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 0,00 0,0011 0,0011
US76112BBS88 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 SL3 A4 0,00 0,00 0,0011 -0,0001
US31283HRA58 / FED HM LN PC POOL G01381 FG 04/32 FIXED 7 0,00 0,00 0,0010 -0,0001
US31405XGP24 / FNMA POOL 802206 FN 10/34 FIXED 6.5 0,00 0,00 0,0010 -0,0000
US30162RAD35 / Exela Intermediate LLC/Exela Finance, Inc. 0,00 -66,67 0,0010 -0,0020
US83162CRE56 / SMALL BUSINESS ADMINISTRATION SBAP 2007 20H 1 0,00 0,00 0,0010 -0,0000
US31371KHV61 / FNMA POOL 254144 FN 11/31 FIXED 8 0,00 0,00 0,0010 -0,0001
US31371KTU50 / FNMA POOL 254463 FN 08/32 FIXED 6.5 0,00 0,00 0,0010 -0,0000
RFR USD SOFR/3.75000 06/20/24-10Y CME / DIR (EZ52H44WTW83) 0,00 -200,00 0,0009 0,0021
US31402DL812 / FNMA POOL 725851 FN 07/34 FIXED VAR 0,00 -50,00 0,0009 -0,0001
US36295VKT51 / GNMA POOL 681706 GN 12/38 FIXED 6 0,00 0,00 0,0009 -0,0000
US31404BQE55 / FNMA POOL 763753 FN 01/34 FIXED 6.5 0,00 0,00 0,0009 -0,0000
US31391BQC45 / FNMA POOL 662051 FN 08/32 FIXED 6.5 0,00 0,00 0,0009 -0,0000
US31388DYD47 / FNMA POOL 602008 FN 08/31 FIXED 8 0,00 0,00 0,0008 -0,0001
US31371JNP56 / FNMA POOL 253398 FN 08/30 FIXED 8 0,00 0,00 0,0008 -0,0001
US31402RLW78 / FNMA POOL 735741 FN 07/35 FIXED VAR 0,00 -50,00 0,0008 -0,0002
US36208CKY20 / GNMA POOL 446811 GN 06/27 FIXED 7.5 0,00 0,00 0,0008 -0,0001
BOUGHT BRL SOLD USD 20250903 / DFE (000000000) 0,00 0,0008 0,0008
BOUGHT TRY SOLD USD 20250804 / DFE (000000000) 0,00 0,0007 0,0007
US31287QGJ40 / FED HM LN PC POOL C64701 FG 03/32 FIXED 7 0,00 0,00 0,0007 -0,0000
US3128M6N790 / FED HM LN PC POOL G04614 FG 02/34 FIXED 6 0,00 0,00 0,0007 -0,0000
US36225A3F51 / GNMA POOL 780798 GN 12/27 FIXED 7.5 0,00 0,00 0,0007 -0,0002
US31385C3S00 / FNMA POOL 540909 FN 05/31 FIXED 6.5 0,00 0,00 0,0007 -0,0000
US46630WBA71 / JP MORGAN MORTGAGE TRUST JPMMT 2007 S2 3A1 0,00 0,00 0,0007 -0,0002
LU2445093987 / INTELSAT EMERGENCE SA CALL EXP17FEB27 0,00 0,00 0,0006 0,0000
US36208WVV26 / GNMA POOL 463328 GN 01/28 FIXED 7.5 0,00 0,00 0,0006 -0,0003
US31378SNZ64 / FNMA POOL 407308 FN 11/28 FIXED 6.5 0,00 0,00 0,0006 -0,0000
US31387W2T38 / FNMA POOL 596686 FN 11/31 FIXED 6.5 0,00 0,00 0,0006 -0,0001
US36203M3P36 / GNMA POOL 353706 GN 06/27 FIXED 7.5 0,00 0,00 0,0006 -0,0001
US31391UW685 / FNMA POOL 677569 FN 02/33 FIXED 6 0,00 0,00 0,0006 -0,0000
US31371KFM80 / FNMA POOL 254072 FN 10/31 FIXED 6.5 0,00 0,00 0,0006 -0,0000
US31383GYT74 / FNMA POOL 503022 FN 06/29 FIXED 6.5 0,00 0,00 0,0006 -0,0001
US3128FJUS56 / FED HM LN PC POOL D76893 FG 12/26 FIXED 7.5 0,00 0,00 0,0006 -0,0001
US31294F3Q74 / FED HM LN PC POOL C38907 FG 06/29 FIXED 6.5 0,00 0,00 0,0006 -0,0000
US31403RAL24 / FNMA POOL 755211 FN 10/33 FIXED 6.5 0,00 0,00 0,0006 -0,0000
US31359RAQ56 / FANNIE MAE FNR 1997 79 PL 0,00 0,00 0,0006 -0,0001
US36213LRA07 / GNMA POOL 557681 GN 08/31 FIXED 6 0,00 0,00 0,0006 -0,0000
US31374TD972 / FNMA POOL 323328 FN 09/28 FLOATING VAR 0,00 0,00 0,0005 -0,0000
US36207FKQ36 / GNMA POOL 430603 GN 02/28 FIXED 7.5 0,00 0,00 0,0005 -0,0001
US31387W3V74 / FNMA POOL 596712 FN 06/32 FIXED 6.5 0,00 -100,00 0,0005 -0,0000
US3128FEHS17 / FED HM LN PC POOL D72941 FG 07/26 FIXED 7.5 0,00 -100,00 0,0005 -0,0002
US31391T4Y11 / FNMA POOL 676839 FN 01/33 FIXED 6 0,00 -100,00 0,0005 -0,0002
US31400Y4F05 / FNMA POOL 702022 FN 05/33 FIXED 6.5 0,00 0,0005 -0,0000
US31392JYH66 / FANNIEMAE WHOLE LOAN FNW 2003 W3 1A3 0,00 0,0005 -0,0000
US31371JUJ14 / FNMA POOL 253585 FN 01/31 FIXED 8 0,00 0,0004 -0,0000
BOUGHT TRY SOLD USD 20250811 / DFE (000000000) 0,00 0,0004 0,0004
US31400DDD12 / FNMA POOL 684200 FN 01/33 FIXED 6 0,00 -100,00 0,0004 -0,0000
SOLD DOP BOUGHT USD 20250922 / DFE (000000000) 0,00 0,0004 0,0004
US31371JFZ21 / FNMA POOL 253184 FN 04/30 FIXED 8 0,00 0,0004 -0,0000
US31384LC517 / FNMA POOL 526692 FN 12/29 FIXED 6.5 0,00 0,0004 -0,0000
US57109H1023 / MARLETTE FUNDING TRUST MFT 2019 2A CERT 144A 0,00 -100,00 0,0004 -0,0021
US31359PQJ83 / FANNIE MAE FNR 1997 33 PA 0,00 -100,00 0,0004 -0,0012
US96106JAE91 / WESTMORELAND COAL CO PIK TERM LOAN 0,00 0,0004 0,0000
US3128FFEG70 / FED HM LN PC POOL D73735 FG 08/26 FIXED 7.5 0,00 0,0004 -0,0001
US31404BPK25 / FNMA POOL 763726 FN 01/34 FIXED 6.5 0,00 0,0004 -0,0000
US31348SLQ56 / FED HM LN PC POOL 785735 FH 12/26 FLOATING VAR 0,00 0,0003 -0,0001
ROMANIA EM SP BPS / DCR (EZGVWDZMYPZ6) 0,00 0,0003 -0,0001
BOUGHT CAD SOLD USD 20250702 / DFE (000000000) 0,00 0,0003 0,0003
US31403GDV14 / FNMA POOL 748116 FN 10/33 FIXED 6.5 0,00 0,0003 -0,0000
US31371KCJ88 / FNMA POOL 253973 FN 08/31 FIXED 6.5 0,00 0,0003 -0,0000
US31403KE828 / FNMA POOL 750859 FN 10/32 FIXED 6.5 0,00 -100,00 0,0003 -0,0010
US31401NNP05 / FNMA POOL 713298 FN 06/33 FIXED 6.5 0,00 0,0003 -0,0000
US31392JAD19 / FANNIEMAE WHOLE LOAN FNW 2003 W2 1A3 0,00 0,0003 -0,0000
SOLD DOP BOUGHT USD 20250922 / DFE (000000000) 0,00 0,0003 0,0003
US31383BP843 / FNMA POOL 498247 FN 06/29 FIXED 6.5 0,00 0,0003 -0,0000
US31405AKB88 / FNMA POOL 783390 FN 09/34 FIXED 6.5 0,00 0,0002 -0,0001
US3128FHJA12 / FED HM LN PC POOL D75657 FG 11/26 FIXED 7.5 0,00 0,0002 -0,0001
952XGJII0 / EQTYWM927 WESTMORELAND MINING 0,00 0,00 0,00 0,0002 -0,0001
US004313AE24 / ACCESS FINANCIAL MANUF HSG CON ACCFC 1995 1 B1 0,00 0,0002 0,0000
US31384WL812 / FNMA POOL 535951 FN 03/31 FIXED VAR 0,00 0,0002 -0,0000
SOLD DOP BOUGHT USD 20250807 / DFE (000000000) 0,00 0,0002 0,0002
ISRAEL GOVT EM SP CBK / DCR (EZV6L6KG0CJ6) 0,00 0,0002 0,0002
ISRAEL GOVT EM SP JPM / DCR (EZV6L6KG0CJ6) 0,00 0,0002 0,0002
US31335GQE88 / FED HM LN PC POOL C80453 FG 12/26 FIXED 7.5 0,00 0,0002 -0,0001
US31287NGT90 / FED HM LN PC POOL C62910 FG 01/32 FIXED 7 0,00 0,0002 -0,0001
US36210FTJ56 / GNMA POOL 491153 GN 01/29 FIXED 7.5 0,00 0,0002 -0,0000
US36202EWW55 / GNMA II POOL 004261 G2 10/38 FIXED 6.5 0,00 0,0002 -0,0000
US31403BQS50 / FNMA POOL 743965 FN 11/33 FIXED 6.5 0,00 0,0002 -0,0000
US31403AJZ93 / FNMA POOL 742880 FN 10/33 FIXED 6.5 0,00 0,0002 -0,0000
US31380UYG74 / FNMA POOL 450811 FN 11/28 FIXED 6.5 0,00 0,0002 -0,0000
US36208C4M61 / GNMA POOL 447328 GN 06/27 FIXED 7.5 0,00 0,0002 -0,0001
US31336SNN44 / FED HM LN PC POOL 1B0797 FH 04/33 FLOATING VAR 0,00 0,0002 -0,0000
US31382SUS84 / FNMA POOL 491193 FN 03/29 FIXED 6.5 0,00 0,0002 -0,0000
US36225ASF83 / GNMA POOL 780518 GN 06/26 FIXED 7 0,00 0,0002 -0,0001
US31335GNZ45 / FED HM LN PC POOL C80408 FG 06/26 FIXED 7.5 0,00 0,0002 -0,0001
SOLD DOP BOUGHT USD 20250711 / DFE (000000000) 0,00 0,0002 0,0002
US57109G1040 / MARLETTE FUNDING TRUST MFT 2018 4A CERT 144A 0,00 -100,00 0,0001 -0,0006
SOLD DOP BOUGHT USD 20250711 / DFE (000000000) 0,00 0,0001 0,0001
US31383HX661 / FNMA POOL 503901 FN 07/29 FIXED 6.5 0,00 0,0001 -0,0000
US31382W2H41 / FNMA POOL 494976 FN 06/29 FIXED 6.5 0,00 0,0001 -0,0001
BOUGHT TRY SOLD USD 20250814 / DFE (000000000) 0,00 0,0001 0,0001
US36229RJJ95 / GSR MORTGAGE LOAN TRUST GSR 2003 1 A2 0,00 0,0001 -0,0000
US3128FEGQ69 / FED HM LN PC POOL D72907 FG 07/26 FIXED 7.5 0,00 0,0001 -0,0000
US31335GNN15 / FED HM LN PC POOL C80397 FG 04/26 FIXED 7.5 0,00 0,0001 -0,0001
US3128M6PH53 / FED HM LN PC POOL G04624 FG 02/33 FIXED 6 0,00 0,0001 -0,0000
SOLD DOP BOUGHT USD 20250811 / DFE (000000000) 0,00 0,0001 0,0001
US36206LZH58 / GNMA POOL 414844 GN 11/25 FIXED 7 0,00 0,0001 -0,0000
US31378HDV06 / FNMA POOL 398916 FN 09/27 FIXED 8 0,00 0,0001 -0,0000
US36206U4D84 / GNMA POOL 422120 GN 05/27 FIXED 7.5 0,00 0,0001 -0,0000
US31371J5X89 / FNMA POOL 253862 FN 04/31 FIXED 6.5 0,00 0,0001 -0,0002
MNSH / MNSN Holdings Inc. 0,01 0,00 0,00 0,0000 -0,0000
US36204MAD11 / GNMA POOL 373604 GN 03/26 FIXED 7 0,00 0,0000 -0,0000
US36208HNC69 / GNMA POOL 451387 GN 08/27 FIXED 7.5 0,00 0,0000 -0,0002
US36206FXS63 / GNMA POOL 410289 GN 10/25 FIXED 7.5 0,00 0,0000 -0,0001
LU2445094365 / INTELSAT EMERGENCE SA 0,00 0,0000 0,0000
US31292HF331 / FED HM LN PC POOL C01086 FG 11/30 FIXED 7.5 0,00 0,0000 -0,0000
US36208HLA22 / GNMA POOL 451321 GN 07/27 FIXED 7.5 0,00 0,0000 -0,0000
US31401MEA53 / FNMA POOL 712129 FN 06/33 FIXED 6.5 0,00 0,0000 -0,0000
US31402JZT77 / FNMA POOL 730754 FN 08/33 FIXED 6.5 0,00 0,0000 -0,0000
US31359KF852 / Fannie Mae REMICS 0,00 0,0000 -0,0000
US36208C7L51 / GNMA POOL 447399 GN 07/27 FIXED 7.5 0,00 0,0000 -0,0000
US36208MZZ12 / GNMA POOL 455360 GN 12/27 FIXED 7.5 0,00 0,0000 -0,0001
US31335GNS02 / FED HM LN PC POOL C80401 FG 05/26 FIXED 7.5 0,00 0,0000 -0,0000
US36208DEA90 / GNMA POOL 447529 GN 04/27 FIXED 7.5 0,00 0,0000 -0,0000
US31384V7J59 / FNMA POOL 535597 FN 10/30 FIXED VAR 0,00 0,0000 -0,0000
935ZXN908 / WESTMORELAND MINING HOLDINGS L COMMON 0,00 0,00 0,00 0,0000 -0,0000
US3133T6J364 / FREDDIE MAC FHR 1829 ZB 0,00 0,0000 -0,0000
US31292GQB58 / FED HM LN PC POOL C00450 FG 03/26 FIXED 7.5 0,00 0,0000 -0,0000
US31335GMN24 / FED HM LN PC POOL C80365 FG 12/25 FIXED 7.5 0,00 0,0000 -0,0000
US36225AUD08 / GNMA POOL 780580 GN 06/27 FIXED 7.5 0,00 0,0000 -0,0000
US36206FWN85 / GNMA POOL 410253 GN 12/25 FIXED 7 0,00 0,0000 -0,0000
US31294EX873 / FED HM LN PC POOL C37903 FG 04/30 FIXED 7.5 0,00 0,0000 -0,0000
948ECV905 / STEINHOFF CVR 17,71 0,00 0,00 0,0000 0,0000
US31359PTR72 / FANNIE MAE FNR 1997 35 PJ 0,00 0,0000 -0,0000
US57109X1072 / MARLETTE FUNDING TRUST MFT 2019 1A CERT 144A 0,00 0,0000 0,0000
US36206JHG22 / GNMA POOL 412531 GN 12/25 FIXED 7 0,00 0,0000 -0,0000
US31294DAK72 / FED HM LN PC POOL C36310 FG 02/30 FIXED 7.5 0,00 0,0000 -0,0000
BOUGHT MXN SOLD USD 20250917 / DFE (000000000) 0,00 0,0000 0,0000
US36203CKH42 / GNMA POOL 345096 GN 03/26 FIXED 7.5 0,00 0,0000 -0,0000
ADJ / Adler Group S.A. 0,91 0,00 0,00 0,0000 0,0000
US33844P1057 / FLAGSHIP CREDIT AUTO TRUST FCAT 2018 3 R 144A 0,00 0,0000 0,0000
SOLD TRY BOUGHT USD 20250701 / DFE (000000000) -0,00 -0,0000 -0,0000
SOLD TRY BOUGHT USD 20250724 / DFE (000000000) -0,00 -0,0001 -0,0001
SOLD CAD BOUGHT USD 20250702 / DFE (000000000) -0,00 -0,0003 -0,0003
SOLD CAD BOUGHT USD 20250805 / DFE (000000000) -0,00 -0,0003 -0,0003
SOLD BRL BOUGHT USD 20250702 / DFE (000000000) -0,00 -0,0008 -0,0008
SOLD TRY BOUGHT USD 20250724 / DFE (000000000) -0,00 -0,0010 -0,0010
SOLD DOP BOUGHT USD 20250822 / DFE (000000000) -0,00 -0,0016 -0,0016
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) -0,00 -0,0017 -0,0017
SOLD MXN BOUGHT USD 20250917 / DFE (000000000) -0,00 -0,0022 -0,0022
IRS EUR 2.25000 09/17/25-5Y LCH / DIR (EZ3YW7100S99) -0,00 -82,61 -0,0022 0,0089
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) -0,01 -0,0025 -0,0025
BOEING CO/THE SNR S* ICE / DCR (EZC4SH442RJ4) -0,01 0,00 -0,0030 0,0003
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) -0,01 -0,0031 -0,0031
SOLD DOP BOUGHT USD 20250828 / DFE (000000000) -0,01 -0,0031 -0,0031
SOLD DOP BOUGHT USD 20250828 / DFE (000000000) -0,01 -0,0031 -0,0031
SOLD DOP BOUGHT USD 20250908 / DFE (000000000) -0,01 -0,0038 -0,0038
SOFTBANK GROUP CORP SNR JP SP GST / DCR (EZ1K1NTX2WN0) -0,01 25,00 -0,0049 -0,0008
RFR USD SOFR/3.75000 06/20/24-10Y LCH / DIR (EZ52H44WTW83) -0,01 450,00 -0,0054 -0,0043
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) -0,01 -0,0061 -0,0061
PETROLEOS MEXICANOS (PEMEX) LA SP MYC / DCR (EZPSV8B3JWB3) -0,02 -15,00 -0,0080 0,0020
PANAMA LA SP BOA / DCR (EZYTX95N5P95) -0,02 -44,12 -0,0094 0,0073
PANAMA LA SP BRC / DCR (EZYTX95N5P95) -0,02 -38,24 -0,0100 0,0067
RFR USD SOFR/3.75000 06/20/24-5Y LCH / DIR (EZN00HJGN4H7) -0,02 -137,29 -0,0105 -0,0389
RFR USD SOFR/1.75000 06/15/22-7Y CME / DIR (EZ2KYVSDFJC8) -0,03 -37,50 -0,0142 0,0089
OIS CAD CAONREPO/3.5000 06/20/14-30Y CME / DIR (000000000) -0,03 -0,0151 -0,0151
SOLD DOP BOUGHT USD 20250818 / DFE (000000000) -0,03 -0,0159 -0,0159
RFR USD SOFR/1.00000 06/15/22-5Y CME / DIR (EZG3K81HS5Q1) -0,04 -45,57 -0,0205 0,0174
EGYPT EM SP BRC / DCR (EZJ1ZPMKZ6B9) -0,05 -23,44 -0,0231 0,0077
SOLD GBP BOUGHT USD 20250804 / DFE (000000000) -0,06 -0,0303 -0,0303
EGYPT EM SP BRC / DCR (EZSLMMYDMNG6) -0,07 -24,74 -0,0344 0,0122
REVERSE REPO THE BANK OF NOVA REVERSE REPO / RA (000000000) -0,08 -0,0363 -0,0363
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) -0,09 -0,0409 -0,0409
SOLD GBP BOUGHT USD 20250702 / DFE (000000000) -0,10 -0,0487 -0,0487
RFRF USD SF+26.161/1.6* 8/24/23-4Y* CME / DIR (EZH987F9RLH5) -0,12 -330,00 -0,0543 -0,0785
RFR USD SOFR/3.75000 06/20/24-5Y CME / DIR (EZN00HJGN4H7) -0,15 -359,32 -0,0725 -0,1009
RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) -0,18 -58,45 -0,0837 0,1208
REVERSE REPO PARIBAS / RA (000000000) -0,20 -0,0924 -0,0924
REVERSE REPO DEUTSCHE REVERSE REPO / RA (000000000) -0,20 -0,0949 -0,0949
ZCS BRL 12.015 03/17/22-01/04/27 CME / DIR (EZRJXWLB0F67) -0,25 -16,11 -0,1181 0,0250
RFR USD SOFR/1.00000 06/15/22-7Y LCH / DIR (EZ2KYVSDFJC8) -0,25 422,92 -0,1186 -0,0954
US01F0204713 / UMBS 15YR TBA(REG B) 2.0 UMBS TBA 07-01-35 -0,27 3,40 -0,1293 0,0060
US01F0606834 / Uniform Mortgage-Backed Security, TBA -0,28 -377,00 -0,1307 -0,1801
REVERSE REPO THE BANK OF NOVA REVERSE REPO / RA (000000000) -0,29 -0,1363 -0,1363
REVERSE REPO PARIBAS / RA (000000000) -0,30 -0,1410 -0,1410
REVERSE REPO DEUTSCHE REVERSE REPO / RA (000000000) -0,31 -0,1480 -0,1480
REVERSE REPO TORONTO DOMINIO / RA (000000000) -0,39 -0,1826 -0,1826
RFRF USD SF+26.161/1.50 9/18/23-6Y* CME / DIR (EZGBCVNDZ8C6) -0,41 -10,68 -0,1933 0,0270
SOLD EUR BOUGHT USD 20250804 / DFE (000000000) -0,48 -0,2259 -0,2259
RFR USD SOFR/3.75000 12/20/23-5Y LCH / DIR (EZQ1LP9YKNN9) -0,49 353,27 -0,2286 -0,1772
REVERSE REPO CREDIT AGRICOLE 03/14 VAR / RA (000000000) -0,49 -0,2314 -0,2314
US01F0226831 / FEDERAL NATIONAL MORTGAGE ASSOCIATION 30YR TBA AUG -0,50 1,43 -0,2346 0,0072
RFR USD SOFR/1.00000 06/15/22-5Y LCH / DIR (EZG3K81HS5Q1) -0,50 530,38 -0,2351 -0,1971
RFRF USD SF+26.161/1.50 9/15/23-5Y* CME / DIR (EZL6C00KXKG3) -0,51 -11,74 -0,2413 0,0365
REVERSE REPO CREDIT AGRICOLE 03/14 VAR / RA (000000000) -0,56 -0,2649 -0,2649
RFRF USD SF+26.161/1.70 7/12/23-6Y* CME / DIR (EZXVK45PR3N6) -0,58 -20,50 -0,2728 0,0757
REVERSE REPO BANK OF AMERICA REVERSE REPO / RA (000000000) -0,60 -0,2842 -0,2842
REVERSE REPO SOCIETE GENERALE REVERSE REPO / RA (000000000) -0,62 -0,2928 -0,2928
REVERSE REPO TORONTO DOMINIO / RA (000000000) -0,62 -0,2934 -0,2934
REVERSE REPO MORGAN STANLEY / RA (000000000) -0,71 -0,3367 -0,3367
REVERSE REPO PARIBAS / RA (000000000) -0,77 -0,3630 -0,3630
REVERSE REPO THE BANK OF NOVA REVERSE REPO / RA (000000000) -0,77 -0,3632 -0,3632
REVERSE REPO SOCIETE GENERALE REVERSE REPO / RA (000000000) -0,77 -0,3644 -0,3644
REVERSE REPO DEUTSCHE REVERSE REPO / RA (000000000) -0,81 -0,3821 -0,3821
REVERSE REPO CREDIT AGRICOLE 03/14 VAR / RA (000000000) -0,85 -0,3997 -0,3997
RFRF USD SF+26.161/1.6* 04/08/21-30Y LCH / DIR (EZBMYVGPFT91) -0,89 4,21 -0,4205 -0,0100
REVERSE REPO PARIBAS / RA (000000000) -0,90 -0,4243 -0,4243
REVERSE REPO BANK OF NEW YORK / RA (000000000) -0,92 -0,4318 -0,4318
REVERSE REPO BARCLAYS REVERSE REPO / RA (000000000) -0,93 -0,4405 -0,4405
REVERSE REPO SOCIETE GENERALE REVERSE REPO / RA (000000000) -0,95 -0,4496 -0,4496
RFR USD SOFR/1.75000 06/15/22-5Y LCH / DIR (EZG3K81HS5Q1) -0,96 1.112,66 -0,4517 -0,4138
RFR USD SOFR/2.00000 12/21/22-7Y CME / DIR (EZ6F4DRHB0B3) -0,97 -9,18 -0,4572 0,0545
REVERSE REPO THE BANK OF NOVA REVERSE REPO / RA (000000000) -0,98 -0,4632 -0,4632
REVERSE REPO SOCIETE GENERALE REVERSE REPO / RA (000000000) -1,09 -0,5117 -0,5117
REVERSE REPO CREDIT AGRICOLE 03/14 VAR / RA (000000000) -1,09 -0,5121 -0,5121
RFRF USD SF+26.161/3.00 9/19/23-6Y* CME / DIR (EZK335ZWSXQ5) -1,13 -13,31 -0,5316 0,0918
RFR USD SOFR/1.50000 06/15/22-30Y LCH / DIR (EZ2TNCR649W7) -1,14 -143,99 -0,5381 -1,7816
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) -1,14 -0,5398 -0,5398
REVERSE REPO TORONTO DOMINIO / RA (000000000) -1,17 -0,5504 -0,5504
ROYAL BANK OF CANADA NY BRANCH REVERSE REPO USD / RA (000000000) -1,20 -0,5675 -0,5675
REVERSE REPO SOCIETE GENERALE REVERSE REPO / RA (000000000) -1,27 -0,5986 -0,5986
REVERSE REPO MORGAN STANLEY / RA (000000000) -1,28 -0,6031 -0,6031
REVERSE REPO BARCLAYS REVERSE REPO / RA (000000000) -1,49 -0,7018 -0,7018
REVERSE REPO SOCIETE GENERALE REVERSE REPO / RA (000000000) -1,54 -0,7254 -0,7254
US01F0206874 / UMBS TBA 30YR 2% AUG 20 TO BE ANNOUNCED 2.00000000 -1,54 1,18 -0,7282 0,0245
REVERSE REPO DEUTSCHE REVERSE REPO / RA (000000000) -1,62 -0,7619 -0,7619
REVERSE REPO PARIBAS / RA (000000000) -1,66 -0,7804 -0,7804
US01F0406854 / UMBS TBA -1,77 -103,31 -0,8328 -19,1451
REVERSE REPO BARCLAYS REVERSE REPO / RA (000000000) -1,81 -0,8519 -0,8519
REVERSE REPO JPM CHASE / RA (000000000) -1,83 -0,8619 -0,8619
REVERSE REPO DEUTSCHE REVERSE REPO / RA (000000000) -1,85 -0,8703 -0,8703
REVERSE REPO DEUTSCHE REVERSE REPO / RA (000000000) -1,85 -0,8703 -0,8703
REVERSE REPO THE BANK OF NOVA REVERSE REPO / RA (000000000) -1,89 -0,8926 -0,8926
US01F0526800 / Uniform Mortgage-Backed Security, TBA -1,90 -581,73 -0,8949 -1,0893
REVERSE REPO CREDIT AGRICOLE 03/14 VAR / RA (000000000) -1,93 -0,9111 -0,9111
REVERSE REPO DEUTSCHE REVERSE REPO / RA (000000000) -1,94 -0,9147 -0,9147
REVERSE REPO DEUTSCHE REVERSE REPO / RA (000000000) -2,42 -1,1402 -1,1402
REVERSE REPO PARIBAS / RA (000000000) -2,56 -1,2080 -1,2080
REVERSE REPO JPM CHASE / RA (000000000) -2,60 -1,2267 -1,2267
REVERSE REPO SOCIETE GENERALE REVERSE REPO / RA (000000000) -2,82 -1,3301 -1,3301
REVERSE REPO SOCIETE GENERALE REVERSE REPO / RA (000000000) -3,35 -1,5807 -1,5807
PARIBAS REVERSE REPO GBP ZCP / RA (000000000) -3,36 -1,5834 -1,5834
REVERSE REPO PARIBAS / RA (000000000) -3,91 -1,8447 -1,8447
REVERSE REPO SOCIETE GENERALE REVERSE REPO / RA (000000000) -4,39 -2,0708 -2,0708
CITIGROUP REVERSE REPO / RA (000000000) -4,39 -2,0712 -2,0712
RFR USD SOFR/1.75000 06/15/22-7Y LCH / DIR (EZ2KYVSDFJC8) -4,49 9.250,00 -2,1161 -2,0929
REVERSE REPO CREDIT AGRICOLE 03/14 VAR / RA (000000000) -4,59 -2,1625 -2,1625
REVERSE REPO PARIBAS / RA (000000000) -5,37 -2,5306 -2,5306
REVERSE REPO WOOD GUNDY REVERSE REPO / RA (000000000) -6,27 -2,9547 -2,9547
REVERSE REPO THE BANK OF NOVA REVERSE REPO / RA (000000000) -9,01 -4,2465 -4,2465