基本统计
| 投资组合价值 | $ 332,332,364 |
| 当前头寸 | 873 |
最新持仓、表现、资产管理规模（来源：13F、13D）
PIMCO 基金 - PIMCO 短期投资组合 在其向美国证券交易委员会（SEC）提交的最新备案中披露的所持股票总数为 873。 最新的投资组合价值计算为$332,332,364美元。实际管理资产（AUM）是指该价值加上现金（未披露）。 PIMCO FUNDS - PIMCO Short-Term Portfolio的最主要持仓是 Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , PIMCO PRV SHORT TERM FLT III MUTUAL FUND (US:US72201W1541) , Ginnie Mae (US:US21H0426799) , and UMBS 15YR TBA(REG B) 3.0 UMBS TBA 07-01-35 (US:US01F0304703) . PIMCO FUNDS - PIMCO Short-Term Portfolio的新头寸包括 Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , PIMCO PRV SHORT TERM FLT III MUTUAL FUND (US:US72201W1541) , Ginnie Mae (US:US21H0426799) , and UMBS 15YR TBA(REG B) 3.0 UMBS TBA 07-01-35 (US:US01F0304703) .
本季度最大增持
我们使用投资组合配置中的变化，因为这是最有意义的指标。变化可能是由于交易或股价的变化。
| 证券 | 股票 (百万) |
价值 ($百万) |
投资组合 % | Δ投资组合 % |
|---|---|---|---|---|
| 3.73 | 2.1168 | 4.3565 | ||
| 27.82 | 15.7961 | 3.5589 | ||
| 6.06 | 3.4399 | 3.4399 | ||
| 14.36 | 8.1541 | 3.0254 | ||
| 16.39 | 9.3091 | 2.9692 | ||
| 6.56 | 3.7264 | 1.2873 | ||
| 1.61 | 0.9129 | 0.9129 | ||
| 1.61 | 0.9129 | 0.9129 | ||
| 1.50 | 0.8541 | 0.8541 | ||
| 1.50 | 0.8541 | 0.8541 |
本季度最大增持
我们使用投资组合配置中的变化，因为这是最有意义的指标。变化可能是由于交易或股价的变化。
| 证券 | 股票 (百万) |
价值 ($百万) |
投资组合 % | Δ投资组合 % |
|---|---|---|---|---|
| -0.37 | -0.2112 | -15.0253 | ||
| -0.10 | -0.0543 | -4.8147 | ||
| -1.94 | -1.0989 | -2.5353 | ||
| 0.58 | 0.3297 | -1.3968 | ||
| -1.19 | -0.6766 | -0.6766 | ||
| -1.19 | -0.6766 | -0.6766 | ||
| 3.46 | 1.9657 | -0.3261 | ||
| 3.46 | 1.9657 | -0.3261 | ||
| -5.31 | -3.0137 | -0.3116 | ||
| -0.39 | -0.2228 | -0.2228 |
13F和基金备案
此表格于 2025-08-28 提交，报告期为 2025-06-30。 该投资者未披露计入股份的证券，因此省略了下表中与股份相关的列。 点击链接图标 查看完整的交易历史记录。
升级以解锁高级数据并导出到Excel
。
022-07-28：重要提示-我们更改了此表中Δ 投资组合 % 列的处理方式。此前，我们将其报告为投资组合配置中的百分比变化 。我们现在将其报告为投资组合配置的原始变化（仍以百分比报告）。就公式而言，我们之前将其报告为100*（当前配置-前期配置）/前期配置。我们现在将其报告为（当前配置-前期配置）。
| 证券 | 类型 | Δ股票 (%) |
价值 ($百万) |
投资组合 (%) |
Δ投资组合 (%) |
|
|---|---|---|---|---|---|---|
| US01F0606834 / 统一抵押贷款支持证券，待定 | 27.82 | 17.09 | 15.7961 | 3.5589 | ||
| US01F0626899 / 统一抵押贷款支持证券，待定 | 16.39 | 33.20 | 9.3091 | 2.9692 | ||
| US72201W1541 / PIMCO PRV 短期 FLT III 共同基金 | 14.36 | 62.08 | 8.1541 | 3.0254 | ||
| US21H0426799 / 吉利美 | 12.92 | -2.90 | 7.3387 | 0.4827 | ||
| US01F0304703 / UMBS 15 年待定（REG B） 3.0 UMBS 待定 07-01-35 | 12.49 | 3.08 | 7.0936 | 0.8511 | ||
| US01F0526800 / 统一抵押贷款支持证券，待定 | 12.19 | -4.92 | 6.9211 | 0.3176 | ||
| US01F0506844 / UMBS 待定 | 6.56 | 38.59 | 3.7264 | 1.2873 | ||
| US01F0306781 / UMBS 待定 | 6.06 | 3.4399 | 3.4399 | |||
| RFR USD SOFR/1.75000 06/15/22-30Y LCH / DIR (EZ2TNCR649W7) | 4.98 | -2.58 | 2.8258 | -0.1311 | ||
| RFR USD SOFR/1.75000 06/15/22-30Y LCH / DIR (EZ2TNCR649W7) | 4.98 | -2.58 | 2.8258 | -0.1311 | ||
| TCW LTD TCW 2024 1A A1 144A / ABS-CBDO (US87252MAC73) | 4.01 | 0.02 | 2.2752 | -0.0432 | ||
| TCW LTD TCW 2024 1A A1 144A / ABS-CBDO (US87252MAC73) | 4.01 | 0.02 | 2.2752 | -0.0432 | ||
| US912810QZ49 / 美国国债 Bds 债券 | 3.81 | -2.01 | 2.1607 | -0.0875 | ||
| US21H0326700 / GNMA2 30 年待定（REG C） 3.5 待定 07-01-50 | 3.73 | -177.65 | 2.1168 | 4.3565 | ||
| RFRF USD SF+26.161/0.50 9/16/23-5Y* CME / DIR (EZTP4L47M699) | 3.46 | -12.58 | 1.9657 | -0.3261 | ||
| RFRF USD SF+26.161/0.50 9/16/23-5Y* CME / DIR (EZTP4L47M699) | 3.46 | -12.58 | 1.9657 | -0.3261 | ||
| US06051GDM87 / 美国银行资助 2005-D 信托 | 2.99 | -5.74 | 1.6976 | -0.1380 | ||
| US89177HAA05 / Towd Point 抵押信托，2019-HY2 系列，A1 级 | 2.96 | -7.15 | 1.6820 | -0.1650 | ||
| US912810TM09 / 美国国库券/债券 | 2.83 | -2.18 | 1.6064 | -0.0681 | ||
| US126673AW27 / CWABS INC 资产支持证书信托 2004-6 CWL 2004-6 1A1 | 2.80 | -3.81 | 1.5926 | -0.0950 | ||
| RFRF USD SF+26.161/1.2* 9/17/23-7Y* CME / DIR (EZ9PFGBJFFW1) | 2.77 | -9.93 | 1.5720 | -0.2070 | ||
| RFRF USD SF+26.161/1.2* 9/17/23-7Y* CME / DIR (EZ9PFGBJFFW1) | 2.77 | -9.93 | 1.5720 | -0.2070 | ||
| US21H0306827 / 吉利美 | 2.56 | 1.42 | 1.4564 | 0.1540 | ||
| US93363TAB89 / WaMu 抵押贷款传递证书系列 2006-AR11 信托 | 2.33 | -1.31 | 1.3250 | -0.0438 | ||
| US52474XAA37 / 遗留抵押资产信托 SER 2021-GS3 CL A1 V/R REGD 144A P/P 0.00000000 | 2.31 | -2.74 | 1.3123 | -0.0634 | ||
| US62955RAA32 / 纽约抵押信托 08/51 1.6696 | 2.30 | -4.17 | 1.3041 | -0.0830 | ||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL4 A1 144A / ABS-MBS (US362948AA98) | 2.23 | -2.11 | 1.2673 | -0.0522 | ||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL4 A1 144A / ABS-MBS (US362948AA98) | 2.23 | -2.11 | 1.2673 | -0.0522 | ||
| US64828XAA19 / 新住宅抵押贷款信托 2020-RPL1 SER 2020-RPL1 CL A1 V/R REGD 144A P/P 2.75000000 | 2.17 | -4.11 | 1.2336 | -0.0780 | ||
| US67114BAA52 / OBX 2021-NQM1 信托 | 2.15 | -2.10 | 1.2191 | -0.0503 | ||
| US74143JAA97 / PRET 2021-RN3 有限责任公司 | 2.09 | -4.08 | 1.1891 | -0.0749 | ||
| US912810TL26 / 国债 | 2.01 | -2.99 | 1.1426 | -0.0584 | ||
| US36261WAA53 / GS 抵押贷款支持证券 GSMBS 2021 RPL1 A1 144A | 1.96 | -3.55 | 1.1126 | -0.0635 | ||
| US78443CCL63 / SLM 私人信贷学生贷款信托 2006-A | 1.84 | -4.36 | 1.0474 | -0.0688 | ||
| US3128MJ3H14 / 房地美黄金池 | 1.83 | -1.67 | 1.0384 | -0.0380 | ||
| MADISON PARK FUNDING LTD MDPK 2020 46A ARR 144A / ABS-CBDO (US55822AAW71) | 1.70 | 0.59 | 0.9664 | -0.0125 | ||
| MADISON PARK FUNDING LTD MDPK 2020 46A ARR 144A / ABS-CBDO (US55822AAW71) | 1.70 | 0.59 | 0.9664 | -0.0125 | ||
| US64830NAA90 / 新住宅抵押贷款信托 2019-RPL3 | 1.67 | -5.32 | 0.9496 | -0.0727 | ||
| MERCEDES BENZ AUTO LEASE TRUST MBALT 2025 A A2A / ABS-O (US58768YAB11) | 1.61 | 0.9129 | 0.9129 | |||
| MERCEDES BENZ AUTO LEASE TRUST MBALT 2025 A A2A / ABS-O (US58768YAB11) | 1.61 | 0.9129 | 0.9129 | |||
| US61770YAA38 / 摩根士丹利资本 I 信托 2020-CNP | 1.57 | 2.14 | 0.8932 | 0.0020 | ||
| US55819MAN65 / 麦迪逊公园基金 XXXV 有限公司 | 1.55 | -3.98 | 0.8774 | -0.0540 | ||
| TOWD POINT MORTGAGE TRUST TPMT 2024 5 A1A 144A / ABS-MBS (US891944AA82) | 1.54 | -4.42 | 0.8719 | -0.0580 | ||
| TOWD POINT MORTGAGE TRUST TPMT 2024 5 A1A 144A / ABS-MBS (US891944AA82) | 1.54 | -4.42 | 0.8719 | -0.0580 | ||
| US69381AAA97 / PRPM 2023-RCF1 LLC SER 2023-RCF1 CL A1 V/R REGD 144A P/P 4.00000000 | 1.51 | -4.74 | 0.8568 | -0.0596 | ||
| NISSAN AUTO RECEIVABLES OWNER NAROT 2025 A A2A / ABS-O (US65481GAB14) | 1.50 | 0.8541 | 0.8541 | |||
| NISSAN AUTO RECEIVABLES OWNER NAROT 2025 A A2A / ABS-O (US65481GAB14) | 1.50 | 0.8541 | 0.8541 | |||
| DRIVE AUTO RECEIVABLES TRUST DRIVE 2025 1 A2 / ABS-O (US262102AB26) | 1.50 | 0.8531 | 0.8531 | |||
| DRIVE AUTO RECEIVABLES TRUST DRIVE 2025 1 A2 / ABS-O (US262102AB26) | 1.50 | 0.8531 | 0.8531 | |||
| US362341RX95 / GSR 抵押贷款信托，2005-AR6 系列，2A1 级 | 1.39 | -3.33 | 0.7911 | -0.0432 | ||
| US66987XDE22 / NOVASTAR 房屋股权贷款 NHEL 2003 4 A1 | 1.36 | -8.04 | 0.7738 | -0.0840 | ||
| US75971FAD50 / 文艺复兴房屋净值贷款 T RAMC 2007 3 AF1 | 1.27 | -1.47 | 0.7239 | -0.0250 | ||
| US36257CAG24 / GS Mortgage Securities Corp 信托 2017-GPTX | 1.16 | 27.31 | 0.6566 | 0.1307 | ||
| US64034QAB41 / 内尔内特学生贷款信托 | 1.14 | -7.23 | 0.6489 | -0.0643 | ||
| US03881BAE39 / Arbor 多户抵押证券信托 2020-MF1 | 1.11 | 1.37 | 0.6293 | -0.0035 | ||
| US87276WAA18 / TPG房地产金融发行人有限公司 | 1.09 | -4.95 | 0.6215 | -0.0453 | ||
| US1266714L71 / 全国资产支持凭证 | 1.06 | -5.93 | 0.6037 | -0.0507 | ||
| LENDMARK FUNDING TRUST LFT 2024 1A A 144A / ABS-O (US52603DAA19) | 1.02 | 0.20 | 0.5778 | -0.0097 | ||
| LENDMARK FUNDING TRUST LFT 2024 1A A 144A / ABS-O (US52603DAA19) | 1.02 | 0.20 | 0.5778 | -0.0097 | ||
| SPACE COAST CREDIT UNION SCCU 2024 1A A3 144A / ABS-O (US78436RAE09) | 1.01 | -0.30 | 0.5713 | -0.0128 | ||
| SPACE COAST CREDIT UNION SCCU 2024 1A A3 144A / ABS-O (US78436RAE09) | 1.01 | -0.30 | 0.5713 | -0.0128 | ||
| BRYANT PARK FUNDING LTD BRYPK 2024 22A A1 144A / ABS-CBDO (US11766CAA27) | 1.00 | 0.10 | 0.5694 | -0.0103 | ||
| BRYANT PARK FUNDING LTD BRYPK 2024 22A A1 144A / ABS-CBDO (US11766CAA27) | 1.00 | 0.10 | 0.5694 | -0.0103 | ||
| LCM LTD PARTNERSHIP LCM 31A AR 144A / ABS-CBDO (US50201QAL86) | 1.00 | 0.20 | 0.5682 | -0.0100 | ||
| ATLAS SENIOR LOAN FUND LTD ATCLO 2021 17A AR 144A / ABS-CBDO (US04942FAL31) | 1.00 | 0.40 | 0.5678 | -0.0087 | ||
| ATLAS SENIOR LOAN FUND LTD ATCLO 2021 17A AR 144A / ABS-CBDO (US04942FAL31) | 1.00 | 0.40 | 0.5678 | -0.0087 | ||
| VENTURE CDO LTD VENTR 2021 44A A1NR 144A / ABS-CBDO (US92332KAQ40) | 1.00 | 0.10 | 0.5672 | -0.0100 | ||
| VENTURE CDO LTD VENTR 2021 44A A1NR 144A / ABS-CBDO (US92332KAQ40) | 1.00 | 0.10 | 0.5672 | -0.0100 | ||
| LCM LTD PARTNERSHIP LCM 36A A1R 144A / ABS-CBDO (US50190LAL27) | 1.00 | 0.10 | 0.5659 | -0.0102 | ||
| LCM LTD PARTNERSHIP LCM 36A A1R 144A / ABS-CBDO (US50190LAL27) | 1.00 | 0.10 | 0.5659 | -0.0102 | ||
| CENTERBRIDGE CREDIT FUNDING LT CBCF 2021 1A A 144A / ABS-CBDO (US15186PAA66) | 0.96 | 1.37 | 0.5465 | -0.0030 | ||
| CENTERBRIDGE CREDIT FUNDING LT CBCF 2021 1A A 144A / ABS-CBDO (US15186PAA66) | 0.96 | 1.37 | 0.5465 | -0.0030 | ||
| US03329TAG94 / 安克雷奇信贷融资 4 有限公司 | 0.95 | 2.59 | 0.5405 | 0.0039 | ||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARE 144A / ABS-CBDO (US033296AS36) | 0.95 | -0.63 | 0.5372 | -0.0144 | ||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARE 144A / ABS-CBDO (US033296AS36) | 0.95 | -0.63 | 0.5372 | -0.0144 | ||
| US36179W5D62 / 吉利美 II 池 | 0.93 | 0.5288 | 0.5288 | |||
| US86359LEW54 / 结构性资产抵押投资 SAMI 2004 AR6 A2 | 0.92 | -0.65 | 0.5203 | -0.0136 | ||
| ATLX TRUST ATLX 2024 RPL2 A1 144A / ABS-MBS (US049919AA13) | 0.91 | -2.26 | 0.5154 | -0.0223 | ||
| ATLX TRUST ATLX 2024 RPL2 A1 144A / ABS-MBS (US049919AA13) | 0.91 | -2.26 | 0.5154 | -0.0223 | ||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 10A AV 144A / ABS-CBDO (US03332AAA88) | 0.89 | 1.03 | 0.5028 | -0.0044 | ||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 10A AV 144A / ABS-CBDO (US03332AAA88) | 0.89 | 1.03 | 0.5028 | -0.0044 | ||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 2A ARV 144A / ABS-CBDO (US03329LAS07) | 0.88 | 1.26 | 0.5020 | -0.0037 | ||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 2A ARV 144A / ABS-CBDO (US03329LAS07) | 0.88 | 1.26 | 0.5020 | -0.0037 | ||
| US89177BAA35 / Towd Point 抵押信托 2019 年 1 月 | 0.87 | -3.33 | 0.4949 | -0.0268 | ||
| US92922F7P73 / TOGETHER_05-AR17 | 0.87 | -0.34 | 0.4947 | -0.0112 | ||
| MFRA TRUST MFRA 2024 RPL1 A1 144A / ABS-MBS (US55287AAA34) | 0.87 | -3.67 | 0.4919 | -0.0287 | ||
| MFRA TRUST MFRA 2024 RPL1 A1 144A / ABS-MBS (US55287AAA34) | 0.87 | -3.67 | 0.4919 | -0.0287 | ||
| US12663TAA79 / CSMC_22-RPL4 | 0.86 | -3.25 | 0.4897 | -0.0261 | ||
| US83206NAB38 / 中小企业私立教育贷款信托 2022-B SER 2022-B CL A1B V/R REGD 144A P/P 1.83000000 | 0.86 | -5.08 | 0.4880 | -0.0360 | ||
| US93363DAB38 / WaMu 抵押贷款传递证书系列 2006-AR9 信托 | 0.86 | -0.58 | 0.4860 | -0.0123 | ||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 2A A2 144A / ABS-O (US78398HAB42) | 0.85 | 0.4835 | 0.4835 | |||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 2A A2 144A / ABS-O (US78398HAB42) | 0.85 | 0.4835 | 0.4835 | |||
| BRIDGECREST LENDING AUTO SECUR BLAST 2025 2 A2 / ABS-O (US10807HAB24) | 0.85 | 0.4827 | 0.4827 | |||
| BRIDGECREST LENDING AUTO SECUR BLAST 2025 2 A2 / ABS-O (US10807HAB24) | 0.85 | 0.4827 | 0.4827 | |||
| GUGGENHEIM CLO LTD GUGG 2022 2A A1R 144A / ABS-CBDO (US40172PAL67) | 0.85 | -0.24 | 0.4818 | -0.0102 | ||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2019 4A A1RR 144A / ABS-CBDO (US05684AAY55) | 0.85 | -0.24 | 0.4812 | -0.0108 | ||
| BDS LTD BDS 2025 FL14 A 144A / ABS-CBDO (US072921AA78) | 0.85 | -0.12 | 0.4810 | -0.0103 | ||
| BDS LTD BDS 2025 FL14 A 144A / ABS-CBDO (US072921AA78) | 0.85 | -0.12 | 0.4810 | -0.0103 | ||
| US92922F4M79 / WaMu 抵押贷款传递证书系列 2005-AR13 信托 | 0.84 | -4.64 | 0.4791 | -0.0327 | ||
| WIND RIVER CLO LTD WINDR 2016 1KRA A1R3 144A / ABS-CBDO (US97314DAN84) | 0.84 | -0.47 | 0.4786 | -0.0114 | ||
| WIND RIVER CLO LTD WINDR 2016 1KRA A1R3 144A / ABS-CBDO (US97314DAN84) | 0.84 | -0.47 | 0.4786 | -0.0114 | ||
| VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A / ABS-CBDO (US92338VAA98) | 0.84 | -5.94 | 0.4769 | -0.0399 | ||
| VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A / ABS-CBDO (US92338VAA98) | 0.84 | -5.94 | 0.4769 | -0.0399 | ||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL3 A1A 144A / ABS-MBS (US161917AB58) | 0.83 | -1.77 | 0.4725 | -0.0178 | ||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL3 A1A 144A / ABS-MBS (US161917AB58) | 0.83 | -1.77 | 0.4725 | -0.0178 | ||
| US31395A3J20 / Freddie Mac 结构化传递证书 | 0.83 | -2.93 | 0.4711 | -0.0237 | ||
| US36242DFP33 / 金沙江抵押贷款信托 2004-11 | 0.83 | -1.66 | 0.4697 | -0.0172 | ||
| VERUS SECURITIZATION TRUST VERUS 2024 6 A1 144A / ABS-MBS (US92540JAA07) | 0.82 | -7.06 | 0.4639 | -0.0446 | ||
| RFR USD SOFR/3.25000 06/18/25-10Y LCH / DIR (EZXZ4DC8KGZ4) | 0.81 | 0.4604 | 0.4604 | |||
| RFR USD SOFR/3.25000 06/18/25-10Y LCH / DIR (EZXZ4DC8KGZ4) | 0.81 | 0.4604 | 0.4604 | |||
| US19421UAB08 / 大学学生贷款 CASL 2019 A A2 144A | 0.81 | -4.38 | 0.4593 | -0.0300 | ||
| AFFIRM MASTER TRUST AFRMT 2025 1A A 144A / ABS-O (US00833BAA61) | 0.81 | 0.25 | 0.4580 | -0.0078 | ||
| AFFIRM MASTER TRUST AFRMT 2025 1A A 144A / ABS-O (US00833BAA61) | 0.81 | 0.25 | 0.4580 | -0.0078 | ||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 3A A3 144A / ABS-O (US78436XAC11) | 0.80 | 0.00 | 0.4563 | -0.0087 | ||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 3A A3 144A / ABS-O (US78436XAC11) | 0.80 | 0.00 | 0.4563 | -0.0087 | ||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 9A AV 144A / ABS-CBDO (US03330HAA59) | 0.80 | -9.27 | 0.4561 | -0.0565 | ||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 9A AV 144A / ABS-CBDO (US03330HAA59) | 0.80 | -9.27 | 0.4561 | -0.0565 | ||
| HONDA AUTO RECEIVABLES OWNER T HAROT 2024 4 A3 / ABS-O (US43816DAC92) | 0.80 | 0.38 | 0.4555 | -0.0074 | ||
| HONDA AUTO RECEIVABLES OWNER T HAROT 2024 4 A3 / ABS-O (US43816DAC92) | 0.80 | 0.38 | 0.4555 | -0.0074 | ||
| NISSAN AUTO RECEIVABLES OWNER NAROT 2024 B A3 / ABS-O (US65479WAD65) | 0.80 | 0.25 | 0.4554 | -0.0078 | ||
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 4 A2 144A / ABS-O (US69547DAB29) | 0.80 | 0.4552 | 0.4552 | |||
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 4 A2 144A / ABS-O (US69547DAB29) | 0.80 | 0.4552 | 0.4552 | |||
| M+T BANK AUTO RECEIVABLES TRUS MTBAT 2025 1A A2A 144A / ABS-O (US55287XAB10) | 0.80 | 0.13 | 0.4549 | -0.0087 | ||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 5 A3 / ABS-O (US802920AD01) | 0.80 | -0.12 | 0.4548 | -0.0090 | ||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 5 A3 / ABS-O (US802920AD01) | 0.80 | -0.12 | 0.4548 | -0.0090 | ||
| ARES CLO LTD ARES 2013 2A AR3 144A / ABS-CBDO (US00190YBP97) | 0.80 | 0.38 | 0.4548 | -0.0068 | ||
| ARES CLO LTD ARES 2013 2A AR3 144A / ABS-CBDO (US00190YBP97) | 0.80 | 0.38 | 0.4548 | -0.0068 | ||
| BRIDGECREST LENDING AUTO SECUR BLAST 2024 4 A3 / ABS-O (US10806EAC84) | 0.80 | -0.12 | 0.4546 | -0.0094 | ||
| BRIDGECREST LENDING AUTO SECUR BLAST 2024 4 A3 / ABS-O (US10806EAC84) | 0.80 | -0.12 | 0.4546 | -0.0094 | ||
| LAD AUTO RECEIVABLES TRUST LADAR 2025 1A A2 144A / ABS-O (US505712AB53) | 0.80 | 0.13 | 0.4543 | -0.0086 | ||
| LAD AUTO RECEIVABLES TRUST LADAR 2025 1A A2 144A / ABS-O (US505712AB53) | 0.80 | 0.13 | 0.4543 | -0.0086 | ||
| PARALLEL LTD PARL 2021 1A AR 144A / ABS-CBDO (US69916HAL42) | 0.80 | 0.13 | 0.4535 | -0.0081 | ||
| PARALLEL LTD PARL 2021 1A AR 144A / ABS-CBDO (US69916HAL42) | 0.80 | 0.13 | 0.4535 | -0.0081 | ||
| PRP ADVISORS, LLC PRPM 2024 RCF5 A1 144A / ABS-MBS (US69381JAA07) | 0.78 | -4.39 | 0.4454 | -0.0294 | ||
| PRP ADVISORS, LLC PRPM 2024 RCF5 A1 144A / ABS-MBS (US69381JAA07) | 0.78 | -4.39 | 0.4454 | -0.0294 | ||
| US29425AAD54 / 花旗集团商业抵押信托 2015-GC33 | 0.78 | -12.43 | 0.4443 | -0.0727 | ||
| TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A A2 144A / ABS-O (US88164AAB08) | 0.78 | -3.36 | 0.4410 | -0.0238 | ||
| TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A A2 144A / ABS-O (US88164AAB08) | 0.78 | -3.36 | 0.4410 | -0.0238 | ||
| NMLT TRUST NLT 2023 1 A1 144A / ABS-MBS (US62917MAA18) | 0.77 | -1.66 | 0.4361 | -0.0160 | ||
| NMLT TRUST NLT 2023 1 A1 144A / ABS-MBS (US62917MAA18) | 0.77 | -1.66 | 0.4361 | -0.0160 | ||
| OCTANE RECEIVABLES TRUST OCTL 2024 3A A2 144A / ABS-O (US67571GAB86) | 0.76 | -4.86 | 0.4336 | -0.0308 | ||
| OCTANE RECEIVABLES TRUST OCTL 2024 3A A2 144A / ABS-O (US67571GAB86) | 0.76 | -4.86 | 0.4336 | -0.0308 | ||
| PRP ADVISORS, LLC PRPM 2024 RCF4 A1 144A / ABS-MBS (US74448JAA16) | 0.76 | -6.16 | 0.4329 | -0.0371 | ||
| US78443CCB81 / SLM 私人信贷学生贷款信托 2005-B | 0.74 | -6.69 | 0.4200 | -0.0386 | ||
| US12667GL923 / 全国替代贷款 T CWALT 2005 27 1A3 | 0.73 | -0.68 | 0.4167 | -0.0106 | ||
| US83206NAA54 / 中小企业私人教育贷款信托 2022-B | 0.73 | -4.10 | 0.4126 | -0.0256 | ||
| NISSAN AUTO RECEIVABLES OWNER NAROT 2024 B A2A / ABS-O (US65479WAB00) | 0.71 | -10.64 | 0.4057 | -0.0573 | ||
| NISSAN AUTO RECEIVABLES OWNER NAROT 2024 B A2A / ABS-O (US65479WAB00) | 0.71 | -10.64 | 0.4057 | -0.0573 | ||
| US98162JAA43 / 全球广场信托 2017-WWP | 0.71 | 2.75 | 0.4037 | 0.0034 | ||
| FIRST HELP FINANCIAL LLC FHF 2024 3A A2 144A / ABS-O (US30339EAB48) | 0.71 | -11.49 | 0.4031 | -0.0611 | ||
| PORSCHE INNOVATIVE LEASE OWNER PILOT 2025 1A A2A 144A / ABS-O (US73329KAB26) | 0.70 | 0.3984 | 0.3984 | |||
| PORSCHE INNOVATIVE LEASE OWNER PILOT 2025 1A A2A 144A / ABS-O (US73329KAB26) | 0.70 | 0.3984 | 0.3984 | |||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H11 FM / ABS-MBS (US38380LVB60) | 0.70 | -8.53 | 0.3961 | -0.0452 | ||
| US63941CAB90 / NAVIENT 学生贷款信托 NAVSL 2019 D A2A 144A | 0.69 | -5.98 | 0.3932 | -0.0333 | ||
| US31418CU779 / FANNIE MAE 3.50% 03/01/2048 FNMA | 0.68 | -2.03 | 0.3845 | -0.0160 | ||
| US78449XAA00 / 中小企业私立教育贷款信托 2020-B 1.29% 07/15/2053 144A | 0.67 | -8.32 | 0.3818 | -0.0429 | ||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 1 A 144A / ABS-O (US83406YAA91) | 0.67 | -21.53 | 0.3791 | -0.1133 | ||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 1 A 144A / ABS-O (US83406YAA91) | 0.67 | -21.53 | 0.3791 | -0.1133 | ||
| HONDA AUTO RECEIVABLES OWNER T HAROT 2024 4 A2 / ABS-O (US43816DAB10) | 0.67 | -16.75 | 0.3785 | -0.0847 | ||
| HONDA AUTO RECEIVABLES OWNER T HAROT 2024 4 A2 / ABS-O (US43816DAB10) | 0.67 | -16.75 | 0.3785 | -0.0847 | ||
| US542514HN71 / 长滩抵押贷款信托 2004-4 | 0.64 | -2.14 | 0.3644 | -0.0149 | ||
| US92925CBB72 / WaMu 抵押贷款传递证书系列 2005-AR19 信托 | 0.64 | -4.63 | 0.3629 | -0.0254 | ||
| FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE / ABS-MBS (US01F0706907) | 0.63 | 0.3570 | 0.3570 | |||
| FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE / ABS-MBS (US01F0706907) | 0.63 | 0.3570 | 0.3570 | |||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 9 A11 144A / ABS-MBS (US16160QAX25) | 0.61 | -10.12 | 0.3484 | -0.0466 | ||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 9 A11 144A / ABS-MBS (US16160QAX25) | 0.61 | -10.12 | 0.3484 | -0.0466 | ||
| US01F0226831 / 联邦国民抵押贷款协会 30 年 待定 8 月 | 0.58 | -82.69 | 0.3297 | -1.3968 | ||
| US31393RG383 / FHLMC 结构化直通 FSPC T 56 2AF | 0.56 | -1.92 | 0.3200 | -0.0128 | ||
| US02150PAB40 / 另类贷款信托 2007-OA6 | 0.56 | -1.06 | 0.3186 | -0.0100 | ||
| US95002EBB20 / 富国银行 TR 2013-LC12 2.725% 02/15/2053 | 0.55 | 1.47 | 0.3135 | -0.0018 | ||
| US12669F6Z19 / CWMBS 公司 | 0.53 | -3.12 | 0.3000 | -0.0156 | ||
| RFRF USD SF+26.161/1.7* 7/15/23-7Y* CME / DIR (EZMBPFMCJ2B0) | 0.52 | -18.31 | 0.2966 | -0.0734 | ||
| RFRF USD SF+26.161/1.7* 7/15/23-7Y* CME / DIR (EZMBPFMCJ2B0) | 0.52 | -18.31 | 0.2966 | -0.0734 | ||
| US881561RD83 / TERWIN 抵押信托 TMTS 2005 6HE M5 | 0.52 | -15.33 | 0.2947 | -0.0607 | ||
| US21H0226892 / 吉利美 | 0.51 | 0.99 | 0.2895 | 0.0294 | ||
| US92943AAA25 / WSTN_23-左 | 0.51 | -0.39 | 0.2882 | -0.0064 | ||
| TESLA AUTO LEASE TRUST TESLA 2024 B A2A 144A / ABS-O (US881934AB92) | 0.50 | -28.61 | 0.2867 | -0.1224 | ||
| TESLA AUTO LEASE TRUST TESLA 2024 B A2A 144A / ABS-O (US881934AB92) | 0.50 | -28.61 | 0.2867 | -0.1224 | ||
| US21H0506806 / GNMA | 0.49 | 0.2788 | 0.2788 | |||
| US19424KAB98 / 大学学生贷款 CASL 2021 A A2 144A | 0.48 | -4.16 | 0.2754 | -0.0174 | ||
| BRIDGECREST LENDING AUTO SECUR BLAST 2024 4 A2 / ABS-O (US10806EAB02) | 0.48 | -31.56 | 0.2710 | -0.1326 | ||
| BRIDGECREST LENDING AUTO SECUR BLAST 2024 4 A2 / ABS-O (US10806EAB02) | 0.48 | -31.56 | 0.2710 | -0.1326 | ||
| US78449VAB27 / 中小企业私人教育贷款信托 2020-PT-A | 0.48 | -6.85 | 0.2708 | -0.0251 | ||
| US3138WDD655 / FNMA POOL AS3724 FN 11/44 固定 3.5 | 0.47 | -2.11 | 0.2644 | -0.0106 | ||
| MADISON PARK FUNDING LTD MDPK 2021 49A AR 144A / ABS-CBDO (US55820VAL71) | 0.45 | 0.22 | 0.2552 | -0.0043 | ||
| MADISON PARK FUNDING LTD MDPK 2021 49A AR 144A / ABS-CBDO (US55820VAL71) | 0.45 | 0.22 | 0.2552 | -0.0043 | ||
| AG TRUST AG 2024 NLP A 144A / ABS-MBS (US00792MAA18) | 0.43 | 0.23 | 0.2436 | -0.0045 | ||
| US19423DAB64 / COLLEGE AVE 学生贷款 2018-A LLC CASL 2018-A A2 | 0.42 | -5.80 | 0.2397 | -0.0199 | ||
| US61748HGR66 / 摩根士丹利抵押贷款信托 2004-11AR | 0.42 | -2.58 | 0.2357 | -0.0115 | ||
| US03764QBC50 / 蚜虫 CLO XV | 0.41 | -1.92 | 0.2318 | -0.0093 | ||
| US3138L6BR82 / 房利美泳池 | 0.41 | 0.49 | 0.2311 | -0.0038 | ||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 2 A 144A / ABS-O (US83407HAA59) | 0.40 | 0.2276 | 0.2276 | |||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 2 A 144A / ABS-O (US83407HAA59) | 0.40 | 0.2276 | 0.2276 | |||
| US63941UAA16 / Navient 私立教育再融资贷款信托 2020-G | 0.39 | -7.08 | 0.2238 | -0.0218 | ||
| US12515HAZ82 / CD 2017-CD5 抵押信托 | 0.39 | 1.30 | 0.2220 | -0.0017 | ||
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 3A A2 144A / ABS-O (US37989EAC03) | 0.38 | -13.51 | 0.2184 | -0.0387 | ||
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 3A A2 144A / ABS-O (US37989EAC03) | 0.38 | -13.51 | 0.2184 | -0.0387 | ||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 5 A2 / ABS-O (US802920AC28) | 0.38 | -40.16 | 0.2177 | -0.1528 | ||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 5 A2 / ABS-O (US802920AC28) | 0.38 | -40.16 | 0.2177 | -0.1528 | ||
| US31381R4L52 / FNMA、其他 | 0.37 | -1.07 | 0.2109 | -0.0063 | ||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 10 A 144A / ABS-O (US69544MAA71) | 0.37 | -36.33 | 0.2093 | -0.1257 | ||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 10 A 144A / ABS-O (US69544MAA71) | 0.37 | -36.33 | 0.2093 | -0.1257 | ||
| US939336X813 / WaMu 抵押贷款传递证书系列 2005-AR1 信托 | 0.37 | -4.17 | 0.2092 | -0.0135 | ||
| US59981TAC99 / 米尔城抵押贷款信托 2019-GS2 SER 2019-GS2 CL A1 V/R REGD 144A P/P 2.75000000 | 0.36 | -9.39 | 0.2033 | -0.0254 | ||
| US45254NPU53 / Impac CMB 信托，2005-5 系列，A1 级 | 0.35 | -5.93 | 0.1983 | -0.0168 | ||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 2 A2 144A / ABS-O (US39571XAB01) | 0.34 | -36.65 | 0.1958 | -0.1191 | ||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 2 A2 144A / ABS-O (US39571XAB01) | 0.34 | -36.65 | 0.1958 | -0.1191 | ||
| US05608XAA00 / BXMT有限公司 BXMT 2020 FL3 A 144A | 0.34 | -2.56 | 0.1950 | -0.0091 | ||
| US20267WAA36 / Commonbond 学生贷款信托 2020-A-GS | 0.34 | -2.62 | 0.1906 | -0.0087 | ||
| RFRF USD SF+26.161/1.7* 12/21/16-10Y LCH / DIR (EZ78XQS0BTY4) | 0.33 | -32.80 | 0.1899 | -0.0983 | ||
| RFRF USD SF+26.161/1.7* 12/21/16-10Y LCH / DIR (EZ78XQS0BTY4) | 0.33 | -32.80 | 0.1899 | -0.0983 | ||
| FLAGSHIP CREDIT AUTO TRUST FCAT 2024 3 A 144A / ABS-O (US33843YAA55) | 0.33 | -17.12 | 0.1898 | -0.0437 | ||
| FLAGSHIP CREDIT AUTO TRUST FCAT 2024 3 A 144A / ABS-O (US33843YAA55) | 0.33 | -17.12 | 0.1898 | -0.0437 | ||
| US63890BAB27 / NAVIENT 学生贷款信托 2018-EA NAVSL 2018-EA A2 | 0.33 | -26.17 | 0.1878 | -0.0709 | ||
| US552757AA45 / MFA 2020-NQM3 信托 | 0.33 | -10.63 | 0.1866 | -0.0264 | ||
| US46652DAA37 / 摩根大通商业抵押证券公司 | 0.31 | -5.44 | 0.1782 | -0.0136 | ||
| US19423DAA81 / COLLEGE AVE 学生贷款 2018-A LLC CASL 2018-A A1 | 0.31 | -6.31 | 0.1776 | -0.0154 | ||
| US41161PG725 / 港景抵押贷款信托 HVMLT 2006 BU1 2A1A | 0.31 | 0.00 | 0.1743 | -0.0038 | ||
| US004375CG41 / 认可抵押贷款信托，2004-4 系列，M1 级 | 0.30 | -7.60 | 0.1732 | -0.0177 | ||
| US3140J9UZ29 / FNMA 泳池 BM5099 FN 07/48 固定 VAR | 0.30 | -1.63 | 0.1719 | -0.0062 | ||
| US19424KAA16 / College Ave 学生贷款 2021-A LLC | 0.30 | -5.03 | 0.1716 | -0.0130 | ||
| US21H0526788 / 吉利美 | 0.30 | -56.77 | 0.1706 | -0.1871 | ||
| US95000AAU16 / 富国银行 | 0.30 | 0.34 | 0.1693 | -0.0027 | ||
| US95001WBB37 / 富国银行商业抵押信托 2019-C49 | 0.29 | 1.03 | 0.1671 | -0.0018 | ||
| RFRF USD SF+26.161/3.00 9/19/23-3Y* CME / DIR (EZ5KQYKN8LY5) | 0.29 | 60.11 | 0.1666 | 0.0601 | ||
| US3140MNN361 / 联邦国民抵押贷款协会有限公司 | 0.29 | -1.71 | 0.1634 | -0.0059 | ||
| US3140X6S931 / 房利美 (FANNIE MAE) 泳池 UMBS P#FM3243 3.50000000 | 0.27 | -2.17 | 0.1537 | -0.0065 | ||
| US31412YTJ19 / FNMA 泳池 938953 FN 08/37 浮动VAR | 0.27 | -1.47 | 0.1529 | -0.0052 | ||
| RFRF USD SF+26.161/2.00 8/12/23-7Y* CME / DIR (EZXZXW7G14V3) | 0.27 | -20.94 | 0.1524 | -0.0439 | ||
| RFRF USD SF+26.161/2.00 8/12/23-7Y* CME / DIR (EZXZXW7G14V3) | 0.27 | -20.94 | 0.1524 | -0.0439 | ||
| US92922F3K23 / WAMU 抵押贷款转拨 CER WAMU 2005 AR12 1A5 | 0.26 | -2.94 | 0.1501 | -0.0074 | ||
| US12489WJP05 / 基于信用的资产服务和证券化有限责任公司，2004-CB4 系列，A5 级 | 0.26 | -6.18 | 0.1469 | -0.0125 | ||
| US07389QAL23 / 贝尔斯登资产支持 SECU BSABS 2007 SD1 21A1 | 0.22 | -2.19 | 0.1271 | -0.0051 | ||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 7 A 144A / ABS-O (US69545AAA25) | 0.21 | -15.10 | 0.1183 | -0.0239 | ||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 7 A 144A / ABS-O (US69545AAA25) | 0.21 | -15.10 | 0.1183 | -0.0239 | ||
| US87241EAQ89 / TCW CLO 2019-1 AMR 有限公司 | 0.20 | 0.50 | 0.1137 | -0.0019 | ||
| US89173UAA51 / Towd Point 抵押信托 2017 年 4 月 | 0.19 | -10.19 | 0.1105 | -0.0150 | ||
| US78449UAB44 / 中小企业私人教育贷款信托 2020-A | 0.19 | -10.23 | 0.1100 | -0.0146 | ||
| US50189XAA37 / LCM 贷款收入基金 I LTD SER 1A CL AV/R REGD 144A P/P 6.61775000 | 0.19 | -34.69 | 0.1093 | -0.0609 | ||
| US12596WAC82 / CSAIL 2019-C16 商业抵押信托 | 0.19 | 1.60 | 0.1079 | -0.0005 | ||
| US43708AAD46 / INDYMAC 房屋净值贷款资产 INHEL 2002 A AF4 | 0.19 | -3.08 | 0.1076 | -0.0059 | ||
| US21H0406734 / 吉利美 | 0.19 | 0.54 | 0.1056 | 0.0104 | ||
| US22541QFE70 / 瑞士信贷第一波士顿 MOR CSFB 2003 AR18 3A1 | 0.19 | -2.12 | 0.1056 | -0.0043 | ||
| US45661VAA44 / IndyMac INDX 抵押贷款信托 2006-AR12 | 0.18 | -2.70 | 0.1025 | -0.0046 | ||
| US3128NKHZ28 / FED HM LN PC POOL 1J2948 FH 09/37 浮动 VAR | 0.18 | -1.65 | 0.1022 | -0.0034 | ||
| REACH FINANCIAL LLC REACH 2024 1A A 144A / ABS-O (US75526PAA93) | 0.18 | -41.14 | 0.1005 | -0.0729 | ||
| REACH FINANCIAL LLC REACH 2024 1A A 144A / ABS-O (US75526PAA93) | 0.18 | -41.14 | 0.1005 | -0.0729 | ||
| US3133BBF535 / 联邦住房贷款抵押公司 | 0.18 | -1.13 | 0.0994 | -0.0032 | ||
| US78471CAB54 / SOFI 专业贷款计划 2017-D LLC SOFI 2017-D A2FX | 0.17 | -21.82 | 0.0979 | -0.0294 | ||
| US83192CAB37 / 中小企业私人教育贷款信托 2019-B | 0.17 | -10.42 | 0.0979 | -0.0136 | ||
| US31395HHV50 / Freddie Mac 结构化传递证书 | 0.17 | -2.84 | 0.0972 | -0.0049 | ||
| US05532WBS35 / BCAP LLC 信托 BCAP 2010 RR3 4A5 144A | 0.17 | -2.89 | 0.0959 | -0.0044 | ||
| US3133BANT43 / 联邦住房贷款抵押公司 | 0.17 | -1.18 | 0.0957 | -0.0032 | ||
| US31404CGB00 / FNMA 泳池 764394 FN 03/34 浮动VAR | 0.17 | -2.34 | 0.0951 | -0.0039 | ||
| US576433PQ33 / MASTR 可调利率抵押贷款 MARM 2004 7 2A1 | 0.16 | -1.80 | 0.0932 | -0.0038 | ||
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES5 A1A 144A / ABS-MBS (US74938KAA51) | 0.16 | -8.43 | 0.0929 | -0.0104 | ||
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES5 A1A 144A / ABS-MBS (US74938KAA51) | 0.16 | -8.43 | 0.0929 | -0.0104 | ||
| US542514GM08 / 长滩抵押贷款信托，2004-3 系列，M1 级 | 0.16 | -0.62 | 0.0918 | -0.0025 | ||
| US76112BBS88 / 住宅资产抵押贷款 PRO RAMP 2004 SL3 A4 | 0.15 | -9.09 | 0.0857 | -0.0100 | ||
| US92922FAV04 / WAMU 抵押贷款转贷 CER WAMU 2003 AR8 B2 | 0.15 | -2.63 | 0.0844 | -0.0036 | ||
| RFR USD SOFR/3.56673 09/02/25-4Y* LCH / DIR (EZNQ4Z4QT3L7) | 0.15 | 0.0844 | 0.0844 | |||
| RFR USD SOFR/3.56673 09/02/25-4Y* LCH / DIR (EZNQ4Z4QT3L7) | 0.15 | 0.0844 | 0.0844 | |||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 1 A2 144A / ABS-O (US39571MAB46) | 0.15 | -43.08 | 0.0843 | -0.0665 | ||
| US31411N6Y83 / FNMA POOL 912687 FN 05/37 浮动VAR | 0.15 | -1.36 | 0.0828 | -0.0028 | ||
| US3140JANZ71 / FNMA 泳池 BM5807 FN 04/48 固定 VAR | 0.14 | -2.05 | 0.0818 | -0.0032 | ||
| US48251JAL70 / KKR CLO 18 有限公司 | 0.14 | -32.69 | 0.0798 | -0.0409 | ||
| US31409U6W01 / FNMA 泳池 879385 FN 12/35 浮动VAR | 0.14 | -1.43 | 0.0784 | -0.0028 | ||
| US30166TAD54 / 埃克塞特汽车应收账款信托 2023-4 | 0.13 | -59.15 | 0.0765 | -0.1137 | ||
| RFRF USD SF+26.161/2.00 9/10/23-6Y* CME / DIR (EZRYHL92YXM0) | 0.13 | -10.67 | 0.0762 | -0.0111 | ||
| RFRF USD SF+26.161/2.00 9/10/23-6Y* CME / DIR (EZRYHL92YXM0) | 0.13 | -10.67 | 0.0762 | -0.0111 | ||
| US78443CCU62 / SLM 私人信贷学生贷款信托 2006-B | 0.13 | -4.38 | 0.0747 | -0.0051 | ||
| US63940YAB20 / Navient 私立教育再融资贷款信托 2019-C | 0.13 | -13.42 | 0.0736 | -0.0131 | ||
| US07384MZV70 / 贝尔斯登ARM 信托 2003-8 BSARM 2003-8 4A1 | 0.13 | -1.53 | 0.0735 | -0.0025 | ||
| RFRF USD SF+26.161/1.50 9/18/23-6Y* CME / DIR (EZGBCVNDZ8C6) | 0.13 | -11.19 | 0.0724 | -0.0103 | ||
| RFRF USD SF+26.161/1.50 9/18/23-6Y* CME / DIR (EZGBCVNDZ8C6) | 0.13 | -11.19 | 0.0724 | -0.0103 | ||
| RFRF USD SF+26.161/2.00 9/10/23-6Y* CME / DIR (EZ2FT1HSMJX3) | 0.13 | -21.38 | 0.0711 | -0.0212 | ||
| RFRF USD SF+26.161/2.00 9/10/23-6Y* CME / DIR (EZ2FT1HSMJX3) | 0.13 | -21.38 | 0.0711 | -0.0212 | ||
| US31393XFT90 / FNMA，授予人信托，整体贷款，2004-T1 系列，1A2 级 | 0.12 | -5.47 | 0.0693 | -0.0052 | ||
| US576433JG25 / MASTR 可调利率抵押贷款信托 2004-10 | 0.12 | -1.63 | 0.0693 | -0.0020 | ||
| US31381JU758 / 房利美 4.757% 09/01/2037 远方 FNARM | 0.12 | -1.63 | 0.0690 | -0.0024 | ||
| US552757AC01 / MFA 2020-NQM3 信托 | 0.12 | -10.61 | 0.0671 | -0.0094 | ||
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 3 AB 144A / ABS-O (US69548BAC37) | 0.12 | -43.54 | 0.0671 | -0.0539 | ||
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 3 AB 144A / ABS-O (US69548BAC37) | 0.12 | -43.54 | 0.0671 | -0.0539 | ||
| US552757AB28 / MFRA 信托 MFRA 2020 NQM3 A2 144A | 0.12 | -10.69 | 0.0669 | -0.0094 | ||
| US92922FW460 / 公司首席营销官 | 0.12 | -0.85 | 0.0667 | -0.0018 | ||
| US85573EAA55 / 喜达屋抵押住宅信托 2020-INV | 0.12 | -15.44 | 0.0655 | -0.0138 | ||
| US552754AA14 / MFA 2020-NQM1 信任 SER 2020-NQM1 CL A1 V/R REGD 144A P/P 0.00000000 | 0.11 | -8.87 | 0.0642 | -0.0080 | ||
| US31410UGH95 / FNMA 泳池 897600 FN 11/36 浮动 VAR | 0.11 | -1.75 | 0.0641 | -0.0022 | ||
| US073868BE01 / 贝尔斯登 ALT A 信托 BALTA 2006 6 32A1 | 0.11 | -1.75 | 0.0639 | -0.0024 | ||
| US86359AYX52 / 结构性资产证券公司抵押贷款传递 Ctfs Ser 2003-22A | 0.11 | -0.91 | 0.0619 | -0.0023 | ||
| US59020UVJ14 / 美林抵押贷款投资者信托，2005-1 系列，2A2 级 | 0.11 | -1.85 | 0.0607 | -0.0020 | ||
| US466247WQ26 / 摩根抵押信托 JPMMT 2005 A7 2A3 | 0.11 | 0.00 | 0.0603 | -0.0016 | ||
| US3133TSQG11 / Freddie Mac 结构化传递证书 | 0.11 | -11.76 | 0.0597 | -0.0093 | ||
| US31413YWD92 / FNMA 泳池 959744 FN 11/47 浮动 VAR | 0.10 | 0.00 | 0.0593 | -0.0014 | ||
| RFRF USD SF+26.161/1.4* 09/07/23-8Y CME / DIR (EZBB8XR0NRT7) | 0.10 | -12.71 | 0.0588 | -0.0099 | ||
| RFRF USD SF+26.161/1.4* 09/07/23-8Y CME / DIR (EZBB8XR0NRT7) | 0.10 | -12.71 | 0.0588 | -0.0099 | ||
| US89177XAA54 / TOWD 点抵押贷款信托 2019-HY3 SER 2019-HY3 CL A1A V/R REGD 144A P/P 2.70800000 | 0.10 | -9.01 | 0.0578 | -0.0069 | ||
| US3128QPUG59 / FED HM LN PC POOL 1B7432 FH 11/34 浮动 VAR | 0.10 | -2.88 | 0.0577 | -0.0027 | ||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A3 / ABS-O (US14319FAD50) | 0.10 | 0.00 | 0.0574 | -0.0011 | ||
| US31336CNW90 / FED HM LN PC POOL 972205 FH 03/36 浮动 VAR | 0.10 | -1.96 | 0.0573 | -0.0018 | ||
| US85573MAA71 / 喜达屋抵押贷款住宅之星 2020 3 A1 144A | 0.10 | -9.17 | 0.0563 | -0.0069 | ||
| US07384MB277 / 贝尔斯登可调利率 M BSARM 2003 9 1A2 | 0.10 | 0.00 | 0.0563 | -0.0016 | ||
| US07387QAX88 / 贝尔斯登 ALT-A 信托，2006-8 系列，3A1 级 | 0.10 | -3.96 | 0.0556 | -0.0032 | ||
| RFR USD SOFR/3.75000 12/20/23-5Y LCH / DIR (EZQ1LP9YKNN9) | 0.10 | 361.90 | 0.0555 | 0.0430 | ||
| RFR USD SOFR/3.75000 12/20/23-5Y LCH / DIR (EZQ1LP9YKNN9) | 0.10 | 361.90 | 0.0555 | 0.0430 | ||
| RFRF USD SF+26.161/1.00 9/16/23-7Y* CME / DIR (EZ4FYS5F94M8) | 0.10 | -8.57 | 0.0547 | -0.0065 | ||
| RFRF USD SF+26.161/1.00 9/16/23-7Y* CME / DIR (EZ4FYS5F94M8) | 0.10 | -8.57 | 0.0547 | -0.0065 | ||
| US589929V218 / 美林抵押投资者信托系列 MLCC 2003-D | 0.10 | -7.77 | 0.0543 | -0.0057 | ||
| US01F0224778 / UMBS 待定 | 0.09 | 3.33 | 0.0530 | 0.0065 | ||
| US46630GAJ40 / 摩根大通抵押贷款信托 2007-A1 | 0.09 | -9.80 | 0.0525 | -0.0068 | ||
| US36225CLH78 / GNMA II POOL 080327 G2 10/29 浮动VAR | 0.09 | -8.91 | 0.0524 | -0.0062 | ||
| RFR USD SOFR/3.57234 09/02/25-4Y* LCH / DIR (EZNQ4Z4QT3L7) | 0.09 | 0.0523 | 0.0523 | |||
| RFR USD SOFR/3.57234 09/02/25-4Y* LCH / DIR (EZNQ4Z4QT3L7) | 0.09 | 0.0523 | 0.0523 | |||
| RFR USD SOFR/3.70520 09/02/25-7Y* LCH / DIR (EZ3JC37DJDV5) | 0.09 | 0.0499 | 0.0499 | |||
| US31349TVP38 / FED HM LN PC POOL 782422 FH 09/34 浮动 VAR | 0.09 | -3.37 | 0.0493 | -0.0027 | ||
| UPSTART PASS THROUGH TRUST UPSPT 2022 SB1 A 144A / ABS-O (US91682PAA66) | 0.09 | -21.10 | 0.0492 | -0.0141 | ||
| UPSTART PASS THROUGH TRUST UPSPT 2022 SB1 A 144A / ABS-O (US91682PAA66) | 0.09 | -21.10 | 0.0492 | -0.0141 | ||
| US161630AB47 / 大通抵押金融公司大通 2007 A1 1A2 | 0.09 | -2.27 | 0.0490 | -0.0022 | ||
| RFR USD SOFR/3.67951 09/02/25-7Y* LCH / DIR (EZ3JC37DJDV5) | 0.09 | 0.0489 | 0.0489 | |||
| RFR USD SOFR/3.67951 09/02/25-7Y* LCH / DIR (EZ3JC37DJDV5) | 0.09 | 0.0489 | 0.0489 | |||
| US3133BBPP85 / 联邦住房贷款抵押公司 | 0.09 | -2.30 | 0.0487 | -0.0019 | ||
| US576433DY94 / MASTR 可调利率抵押贷款 MARM 2003 3 1A1 | 0.08 | 0.00 | 0.0460 | -0.0014 | ||
| US22541Q2A91 / 瑞士信贷第一波士顿 MOR CSFB 2003 AR30 2A1 | 0.08 | -2.44 | 0.0456 | -0.0020 | ||
| US31407EV420 / FNMA 泳池 828735 FN 11/33 浮动VAR | 0.08 | -1.27 | 0.0443 | -0.0019 | ||
| US3128QPGM83 / FED HM LN PC POOL 1B7053 FH 04/36 浮动 VAR | 0.08 | -1.28 | 0.0439 | -0.0014 | ||
| US42704RAA95 / HERA 商业抵押贷款有限公司 HERA 2021 FL1 A 144A | 0.08 | 0.00 | 0.0439 | -0.0007 | ||
| US31395M2F53 / Freddie Mac 结构化传递证书 | 0.08 | -3.75 | 0.0438 | -0.0025 | ||
| US63941FAC05 / Navient 私立教育再融资贷款信托 2020-A | 0.08 | -8.43 | 0.0436 | -0.0047 | ||
| US31392XUX47 / FHLMC、REMIC、2525 系列、AM 级 | 0.08 | -6.17 | 0.0434 | -0.0036 | ||
| US31393BX754 / 房利美信托基金 2003-W6 | 0.08 | -3.80 | 0.0433 | -0.0029 | ||
| RFR USD SOFR/3.6942* 09/02/25-7Y* LCH / DIR (EZSCMPYF3PP3) | 0.08 | 0.0432 | 0.0432 | |||
| US3128QPUK61 / FED HM LN PC POOL 1B7435 FH 08/35 浮动 VAR | 0.08 | -1.32 | 0.0428 | -0.0016 | ||
| US36179RPM50 / GNMA II 泳池 MA3128 G2 09/45 浮动 VAR | 0.07 | -6.58 | 0.0408 | -0.0035 | ||
| US576433PD20 / MASTR 可调利率抵押贷款信托 2004 年 6 月 | 0.07 | -6.67 | 0.0401 | -0.0037 | ||
| US36179RV224 / GNMA II POOL MA3333 G2 12/45 浮动 VAR | 0.07 | -1.45 | 0.0387 | -0.0018 | ||
| US86359AMR13 / 结构性资产证券 CO SASC 2003 6A 2A1 | 0.06 | -3.08 | 0.0359 | -0.0017 | ||
| US46630GAW50 / 摩根抵押信托 JPMMT 2007 A1 5A6 | 0.06 | -4.62 | 0.0357 | -0.0023 | ||
| US576433QU36 / MASTR 可调利率抵押贷款信托 2004 年 8 月 | 0.06 | -1.59 | 0.0356 | -0.0014 | ||
| US31402CN653 / FNMA POOL 725013 FN 04/33 浮动VAR | 0.06 | -3.12 | 0.0355 | -0.0016 | ||
| US3133KYXK09 / 房地美·普尔 | 0.06 | 0.00 | 0.0352 | -0.0011 | ||
| US31413BD653 / FNMA 泳池 940325 FN 02/35 浮动VAR | 0.06 | -1.61 | 0.0351 | -0.0013 | ||
| US36225CSN73 / G2 80524 | 0.06 | -3.17 | 0.0349 | -0.0020 | ||
| RFR USD SOFR/3.67444 09/02/25-7Y* LCH / DIR (EZ3JC37DJDV5) | 0.06 | 0.0347 | 0.0347 | |||
| US36179RJ427 / GNMA II 泳池 MA2983 G2 07/45 浮动 VAR | 0.06 | 0.00 | 0.0342 | -0.0008 | ||
| US64830TAD00 / NRZT 2020-1A A1B | 0.06 | -3.23 | 0.0341 | -0.0021 | ||
| US863579BZ00 / 结构可调利率 MOR SARM 2004 13 A3 | 0.06 | -1.67 | 0.0336 | -0.0012 | ||
| US3132D9MZ45 / 房地美泳池 UMBS P#SC0376 4.00000000 | 0.06 | -7.81 | 0.0336 | -0.0040 | ||
| US86359LGE39 / 结构性资产抵押投资 II 信托 200 SAMI 2004-AR8 A1 | 0.06 | -1.69 | 0.0332 | -0.0014 | ||
| US31405PRS10 / 房利美泳池 | 0.06 | -1.69 | 0.0331 | -0.0016 | ||
| US85573EAC12 / 喜达屋抵押住宅信托 2020-INV | 0.06 | -14.71 | 0.0330 | -0.0070 | ||
| US85573EAB39 / 喜达屋抵押贷款住宅之星 2020 INV1 A2 144A | 0.06 | -14.71 | 0.0329 | -0.0069 | ||
| US07384YGX85 / 贝尔斯登资产支持 SECU BSABS 2003 1 A1 | 0.06 | -5.08 | 0.0321 | -0.0026 | ||
| US3128NC2K96 / FED HM LN PC POOL 1G0778 FH 03/36 浮动 VAR | 0.06 | -1.75 | 0.0321 | -0.0011 | ||
| US31385WZU60 / 房利美 3.589% 04/01/2040 远方 FNARM | 0.05 | -3.64 | 0.0304 | -0.0016 | ||
| US31381JRV60 / FANNIE MAE 4.155% 10/01/2035 FNMA | 0.05 | -1.85 | 0.0302 | -0.0013 | ||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A2A / ABS-O (US14319FAB94) | 0.05 | -31.08 | 0.0295 | -0.0136 | ||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A2A / ABS-O (US14319FAB94) | 0.05 | -31.08 | 0.0295 | -0.0136 | ||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A2B / ABS-O (US14319FAC77) | 0.05 | -31.08 | 0.0294 | -0.0135 | ||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A2B / ABS-O (US14319FAC77) | 0.05 | -31.08 | 0.0294 | -0.0135 | ||
| US92922FEB04 / WAMU 抵押贷款传递证书信托，2003-AR10 系列，A7 级 | 0.05 | -3.77 | 0.0293 | -0.0014 | ||
| US31409FVH80 / FNMA 泳池 870116 FN 09/35 浮动VAR | 0.05 | -1.92 | 0.0292 | -0.0009 | ||
| US76111XG987 / RFMSI 系列 2006-SA1 信任 | 0.05 | -2.00 | 0.0282 | -0.0008 | ||
| US31349SUX97 / FED HM LN PC POOL 781498 FH 01/34 浮动 VAR | 0.05 | -2.00 | 0.0282 | -0.0011 | ||
| US31400H5W99 / 房利美 3.703% 03/01/2033 远方 FNARM | 0.05 | -2.00 | 0.0281 | -0.0013 | ||
| US31418EGF16 / 房利美泳池 | 0.05 | -2.00 | 0.0281 | -0.0010 | ||
| US31392GVX05 / 房利美整体贷款 FNW 2003 W1 1A1 | 0.05 | -2.00 | 0.0278 | -0.0012 | ||
| US007036QH22 / 可调利率抵押贷款信托 2005 年 8 月 | 0.05 | -2.04 | 0.0278 | -0.0009 | ||
| RFR USD SOFR/3.25000 12/20/23-30Y LCH / DIR (EZ3BPZ7JX2D9) | 0.05 | 20.00 | 0.0278 | 0.0044 | ||
| RFR USD SOFR/3.25000 12/20/23-30Y LCH / DIR (EZ3BPZ7JX2D9) | 0.05 | 20.00 | 0.0278 | 0.0044 | ||
| US31406YTJ90 / FNMA 泳池 824153 FN 06/34 浮动VAR | 0.05 | -5.88 | 0.0277 | -0.0022 | ||
| EZ4YGY9ZBMF1 / CMBX.NA.AAA.12 SP SAL | 0.05 | -580.00 | 0.0277 | 0.0335 | ||
| US313398VT33 / FSPC T-35 AV/R 9/25/31 1.84800000 | 0.05 | -16.07 | 0.0270 | -0.0055 | ||
| CMBX.NA.AAA.10 SP GST / DCR (000000000) | 0.05 | 0.0267 | 0.0267 | |||
| CMBX.NA.AAA.10 SP GST / DCR (000000000) | 0.05 | 0.0267 | 0.0267 | |||
| US466247YS63 / 摩根大通抵押贷款信托 JPMMT 2005 A8 2A6 | 0.05 | 0.00 | 0.0264 | -0.0008 | ||
| RFRF USD SF+26.161/1.3* 9/22/23-5Y* CME / DIR (EZBJCCT971J0) | 0.05 | -11.76 | 0.0257 | -0.0040 | ||
| RFRF USD SF+26.161/1.3* 9/22/23-5Y* CME / DIR (EZBJCCT971J0) | 0.05 | -11.76 | 0.0257 | -0.0040 | ||
| US3133KYXC82 / 内科医学学士，20 年 | 0.04 | 0.00 | 0.0250 | -0.0009 | ||
| US32051GDX07 / 第一地平线抵押贷款通行证 TH FHASI 2004 FL1 2A1 | 0.04 | -2.27 | 0.0248 | -0.0008 | ||
| US05948XTL54 / 美国银行抵押贷款 2003-H 信托 | 0.04 | 0.00 | 0.0248 | -0.0005 | ||
| US3133BASY82 / 联邦住房贷款抵押公司 | 0.04 | -2.27 | 0.0247 | -0.0010 | ||
| US3128JNXL43 / FED HM LN PC POOL 1B3482 FH 07/37 浮动 VAR | 0.04 | 0.00 | 0.0241 | -0.0008 | ||
| US31407K6Q79 / FNMA 泳池 833479 FN 09/35 浮动VAR | 0.04 | -2.44 | 0.0231 | -0.0009 | ||
| US3138YEGY72 / 房利美泳池 | 0.04 | -4.76 | 0.0227 | -0.0016 | ||
| CPS AUTO TRUST CPS 2024 C A 144A / ABS-O (US223920AA78) | 0.04 | -30.91 | 0.0219 | -0.0105 | ||
| CPS AUTO TRUST CPS 2024 C A 144A / ABS-O (US223920AA78) | 0.04 | -30.91 | 0.0219 | -0.0105 | ||
| US3133TKPF11 / FHLMC 结构化直通 FSPC T 16 A | 0.04 | -2.63 | 0.0215 | -0.0008 | ||
| US61746WA750 / 摩根士丹利迪安威特帽 MSDWC 2003 NC2 M1 | 0.04 | -10.00 | 0.0208 | -0.0026 | ||
| US31418EFC93 / FNMA 泳池 MA4662 FN 07/42 固定 4 | 0.04 | -2.70 | 0.0206 | -0.0008 | ||
| US929227XB72 / WAMU 抵押贷款传递证书系列 2002-AR17 SER 2002-AR17 CL 1A V/R REGD 3.52644500 | 0.04 | 0.00 | 0.0205 | -0.0009 | ||
| US31404MPT98 / FNMA 泳池 772734 FN 03/34 浮动VAR | 0.04 | -2.78 | 0.0203 | -0.0008 | ||
| US07384MZS42 / 贝尔斯登 ARM 信托 2003-8 | 0.04 | -2.78 | 0.0203 | -0.0009 | ||
| US81744FGZ45 / 红杉抵押贷款信托，2005-2 系列，A2 级 | 0.04 | -2.78 | 0.0202 | -0.0010 | ||
| US3128NCHJ69 / FED HM LN PC POOL 1G0233 FH 05/35 浮动 VAR | 0.03 | -2.86 | 0.0197 | -0.0008 | ||
| US863579NA21 / 结构可调利率 MOR SARM 2005 4 6A3 | 0.03 | -8.11 | 0.0196 | -0.0023 | ||
| RFR USD SOFR/3.25000 03/19/25-7Y LCH / DIR (EZXW94GLV2L5) | 0.03 | -29.79 | 0.0191 | -0.0083 | ||
| RFR USD SOFR/3.25000 03/19/25-7Y LCH / DIR (EZXW94GLV2L5) | 0.03 | -29.79 | 0.0191 | -0.0083 | ||
| US3128NGC296 / 联邦住房贷款抵押公司 | 0.03 | -2.94 | 0.0191 | -0.0008 | ||
| US31418EMN75 / 联邦国民抵押贷款协会有限公司 | 0.03 | -2.94 | 0.0191 | -0.0007 | ||
| RFR USD SOFR/3.00000 03/19/25-5Y LCH / DIR (EZ9JNZJCQVZ3) | 0.03 | -20.00 | 0.0187 | -0.0046 | ||
| RFR USD SOFR/3.00000 03/19/25-5Y LCH / DIR (EZ9JNZJCQVZ3) | 0.03 | -20.00 | 0.0187 | -0.0046 | ||
| US59020USJ50 / 美林抵押贷款投资者信托系列 MLMI MLMI 2005-A2 A2 | 0.03 | -3.03 | 0.0185 | -0.0011 | ||
| US31405MA231 / 房利美 3.443% 07/01/2034 FNMA ARM | 0.03 | 0.00 | 0.0183 | -0.0008 | ||
| US32051GPJ84 / 第一地平线替代 MORT FHAMS 2005 AA5 1A1 | 0.03 | 0.00 | 0.0179 | -0.0006 | ||
| RFRF USD SF+26.161/2.0* 8/09/23-9Y* CME / DIR (EZYBN0P9F1K0) | 0.03 | -13.89 | 0.0177 | -0.0035 | ||
| RFRF USD SF+26.161/2.0* 8/09/23-9Y* CME / DIR (EZYBN0P9F1K0) | 0.03 | -13.89 | 0.0177 | -0.0035 | ||
| US126694HQ49 / CHL 抵押贷款传递信托，2005-25 系列，A11 级 | 0.03 | -3.23 | 0.0176 | -0.0005 | ||
| US31389L4R78 / FNMA POOL 629132 FN 05/32 浮动VAR | 0.03 | -3.23 | 0.0173 | -0.0008 | ||
| RFRF USD SF+26.161/0.9* 8/06/23-3Y* CME / DIR (EZRY3SP5T516) | 0.03 | -14.71 | 0.0169 | -0.0030 | ||
| US31406L3G17 / 房利美 3.538% 01/01/2036 FNMA ARM | 0.03 | -3.33 | 0.0169 | -0.0006 | ||
| US17307GY692 / 花旗集团抵押贷款信托，2005-12 系列，2A1 级 | 0.03 | -14.71 | 0.0169 | -0.0034 | ||
| US12669GA765 / CHL 抵押贷款转手信托，2005-HYB3 系列，2A1A 类 | 0.03 | -12.12 | 0.0168 | -0.0024 | ||
| US32051D4S87 / First Horizon 另类抵押证券信托 2004-AA2 | 0.03 | 0.00 | 0.0166 | -0.0007 | ||
| US31295NLN65 / FED HM LN PC POOL 789333 FH 04/32 浮动 VAR | 0.03 | -3.45 | 0.0161 | -0.0009 | ||
| US31403CWW71 / 房利美 3.375% 03/01/2035 远方 FNARM | 0.03 | -24.32 | 0.0160 | -0.0057 | ||
| US3140XLCS56 / 房利美 (FANNIE MAE) 泳池 UMBS P#FS4580 4.00000000 | 0.03 | 0.00 | 0.0160 | -0.0004 | ||
| US31402RPT04 / 房利美 3.269% 10/01/2034 FNMA ARM | 0.03 | 0.00 | 0.0159 | -0.0006 | ||
| US3128Q2C921 / FED HM LN PC POOL 1L0096 FH 02/35 浮动 VAR | 0.03 | -3.57 | 0.0157 | -0.0006 | ||
| US31404SCY90 / FNMA 泳池 776887 FN 02/34 浮动VAR | 0.03 | -3.57 | 0.0157 | -0.0006 | ||
| US31403KDN00 / FNMA 泳池 750809 FN 11/33 浮动VAR | 0.03 | -7.14 | 0.0153 | -0.0012 | ||
| US31407EZZ95 / FNMA 泳池 828860 FN 05/35 浮动VAR | 0.03 | 0.00 | 0.0149 | -0.0006 | ||
| US31396L4T48 / FNMA、REMIC、系列 2006-118、A2 级 | 0.03 | -7.41 | 0.0147 | -0.0013 | ||
| US31409GR320 / FNMA 泳池 870906 FN 12/36 浮动VAR | 0.03 | 0.00 | 0.0144 | -0.0005 | ||
| US36229RLG29 / GSR 抵押贷款信托 GSR 2004 2F 4A1 | 0.03 | -7.41 | 0.0144 | -0.0014 | ||
| US31413FYF34 / FNMA POOL 944510 FN 07/37 浮动VAR | 0.03 | 0.00 | 0.0144 | -0.0005 | ||
| US31348MWV52 / FED HM LN PC POOL 765160 FH 09/30 浮动 VAR | 0.03 | -3.85 | 0.0143 | -0.0012 | ||
| US31404Q5M78 / 房利美泳池 | 0.03 | -3.85 | 0.0143 | -0.0010 | ||
| US3128HDZB88 / FED HM LN PC POOL 847038 FH 01/30 浮动 VAR | 0.03 | -7.41 | 0.0143 | -0.0014 | ||
| US31349SEZ20 / FED HM LN PC POOL 781052 FH 11/33 浮动 VAR | 0.03 | -26.47 | 0.0142 | -0.0055 | ||
| US36242D4W09 / 金沙江抵押贷款信托 2005-AR3 | 0.02 | -4.00 | 0.0139 | -0.0008 | ||
| US31401G4N18 / 房利美 4.145% 07/01/2033 FNMA ARM | 0.02 | 0.00 | 0.0138 | -0.0006 | ||
| US31336CL350 / FED HM LN PC POOL 972146 FH 04/34 浮动 VAR | 0.02 | -11.11 | 0.0138 | -0.0021 | ||
| US3140H3YY67 / FNMA POOL BJ2526 FN 12/47 固定 3.5 | 0.02 | 0.00 | 0.0134 | -0.0003 | ||
| RFR USD SOFR/3.75000 12/18/24-2Y LCH / DIR (EZHML4QNCYC1) | 0.02 | -11.54 | 0.0133 | -0.0019 | ||
| US29445FAH10 / Equifirst 抵押贷款信托 EMLT 2003 2 3A3 | 0.02 | 0.00 | 0.0132 | -0.0007 | ||
| US31403NSL28 / 房利美 3.489% 11/01/2033 FAR FNARM | 0.02 | -4.35 | 0.0131 | -0.0006 | ||
| US31404ECQ70 / 房利美 3.752% 02/01/2034 FNMA ARM | 0.02 | 0.00 | 0.0126 | -0.0006 | ||
| US17307GW951 / 花旗集团抵押贷款信托 2005-11 | 0.02 | -4.55 | 0.0124 | -0.0004 | ||
| US17307GXP89 / 花旗集团抵押贷款信托公司 | 0.02 | -8.70 | 0.0123 | -0.0014 | ||
| US31406DJP24 / FNMA 泳池 806770 FN 11/34 浮动VAR | 0.02 | 0.00 | 0.0122 | -0.0005 | ||
| US31402TQD09 / 房利美泳池 | 0.02 | 0.00 | 0.0121 | -0.0005 | ||
| RFRF USD SF+26.161/1.9* 02/09/22-10Y LCH / DIR (EZ9TV9KD87J7) | 0.02 | -16.67 | 0.0119 | -0.0024 | ||
| RFRF USD SF+26.161/1.9* 02/09/22-10Y LCH / DIR (EZ9TV9KD87J7) | 0.02 | -16.67 | 0.0119 | -0.0024 | ||
| US07384MC754 / 贝尔斯登可调利率 M BSARM 2003 9 3A3 | 0.02 | 0.00 | 0.0116 | -0.0004 | ||
| US31405MA561 / FNMA 泳池 793028 FN 07/34 浮动VAR | 0.02 | 0.00 | 0.0114 | -0.0005 | ||
| US3138W9B746 / FNMA 泳池 AS0061 FN 08/28 固定 3 | 0.02 | -9.52 | 0.0113 | -0.0014 | ||
| US12669FBQ54 / 全国住房贷款 CWHL 2003 56 5A1 | 0.02 | -13.64 | 0.0113 | -0.0016 | ||
| US32051GDV41 / 第一地平线抵押贷款通行证 TH FHASI 2004 FL1 1A1 | 0.02 | 0.00 | 0.0112 | -0.0003 | ||
| RFR USD SOFR/2.30000 01/17/24-2Y LCH / DIR (EZ7DPVG1XS64) | 0.02 | 5.56 | 0.0112 | 0.0007 | ||
| RFR USD SOFR/2.30000 01/17/24-2Y LCH / DIR (EZ7DPVG1XS64) | 0.02 | 5.56 | 0.0112 | 0.0007 | ||
| US31406AV669 / FNMA 泳池 804437 FN 12/34 浮动VAR | 0.02 | -5.00 | 0.0112 | -0.0004 | ||
| US05948XT502 / 美国银行抵押贷款证券银行 2004 年 A 3A1 | 0.02 | -9.52 | 0.0112 | -0.0011 | ||
| US16162WPJ26 / 大通抵押贷款金融信托，2005-A1 系列，3A1 级 | 0.02 | 0.00 | 0.0110 | -0.0003 | ||
| US31390STH49 / FNMA 泳池 654952 FN 07/42 浮动VAR | 0.02 | -9.52 | 0.0110 | -0.0014 | ||
| US31403A5J04 / FNMA 泳池 743449 FN 10/33 浮动VAR | 0.02 | -5.26 | 0.0106 | -0.0005 | ||
| US36185MBL54 / GMAC 抵押贷款信托 | 0.02 | 0.00 | 0.0106 | -0.0003 | ||
| US576433WL62 / MASTR 可调整利率抵押贷款信托 2004-13 三月 2004-13 3A7A | 0.02 | 0.00 | 0.0104 | -0.0005 | ||
| US589929S412 / MLCC 抵押投资者公司 MLCC 2003 C A1 | 0.02 | -5.26 | 0.0104 | -0.0011 | ||
| US31402DKS89 / FNMA 泳池 725805 FN 09/34 浮动VAR | 0.02 | 0.00 | 0.0099 | -0.0004 | ||
| US93363DAA54 / WaMu 抵押贷款传递证书系列 2006-AR9 信托 | 0.02 | 0.00 | 0.0099 | -0.0005 | ||
| US36225CA890 / GNMA II 泳池 080030 G2 01/27 浮动VAR | 0.02 | -23.81 | 0.0094 | -0.0029 | ||
| US36225CV524 / GNMA II POOL 080635 G2 09/32 浮动 VAR | 0.02 | -5.88 | 0.0094 | -0.0007 | ||
| US31371MQL45 / FNMA 泳池 256159 FN 02/36 浮动VAR | 0.02 | 0.00 | 0.0093 | -0.0003 | ||
| US41161PLR28 / HARBORVIEW 抵押贷款信托 2005-2 SER 2005-2 CL 2A1A V/R REGD 2.17325000 | 0.02 | -6.25 | 0.0091 | -0.0006 | ||
| US31384WE718 / FNMA 泳池 535758 FN 03/30 浮动VAR | 0.02 | -16.67 | 0.0090 | -0.0014 | ||
| RFR USD SOFR/3.75000 06/20/24-10Y LCH / DIR (EZ52H44WTW83) | 0.02 | -400.00 | 0.0090 | 0.0123 | ||
| RFR USD SOFR/3.75000 06/20/24-10Y LCH / DIR (EZ52H44WTW83) | 0.02 | -400.00 | 0.0090 | 0.0123 | ||
| US31393JPL60 / 房地美·雷米斯 | 0.02 | -21.05 | 0.0090 | -0.0022 | ||
| US16162WPE39 / 大通抵押金融公司大通 2005 A1 2A2 | 0.02 | 0.00 | 0.0089 | -0.0002 | ||
| US542514BQ66 / 长滩抵押贷款信托 LBMLT 2001 4 2A1 | 0.02 | 0.00 | 0.0089 | -0.0001 | ||
| US07384M5Y44 / 贝尔斯登可调利率 M BSARM 2004 10 12A5 | 0.02 | 0.00 | 0.0087 | -0.0002 | ||
| US59020UAA34 / MLMI 2004 A1 1A | 0.02 | 0.00 | 0.0087 | -0.0001 | ||
| US31405GQ379 / FNMA 泳池 788974 FN 04/34 浮动VAR | 0.02 | 0.00 | 0.0086 | -0.0003 | ||
| US05948XYD73 / 美国银行抵押贷款证券 BOAMS 2003 J 2A2 | 0.01 | 0.00 | 0.0083 | -0.0003 | ||
| CMBX.NA.AAA.11 SP SAL / DCR (000000000) | 0.01 | 0.0082 | 0.0082 | |||
| CMBX.NA.AAA.11 SP SAL / DCR (000000000) | 0.01 | 0.0082 | 0.0082 | |||
| US589929G367 / 美林抵押投资者信托，2003-A 系列，2A2 级 | 0.01 | -6.67 | 0.0082 | -0.0009 | ||
| US126670LE60 / CHL 抵押贷款传递信托 2005-HYB9 | 0.01 | 0.00 | 0.0082 | -0.0005 | ||
| US863579AQ10 / 结构性可调利率抵押贷款信托，2004-12 系列，3A2 级 | 0.01 | -23.53 | 0.0078 | -0.0022 | ||
| US36225CXP66 / GNMA II 泳池 080685 G2 04/33 浮动VAR | 0.01 | 0.00 | 0.0076 | -0.0004 | ||
| CMBX.NA.AAA.10 SP SAL / DCR (000000000) | 0.01 | 0.0075 | 0.0075 | |||
| US31407ANB34 / 房利美 3.445% 11/01/2033 FAR FNARM | 0.01 | -7.69 | 0.0072 | -0.0003 | ||
| US36225CVW36 / GNMA II POOL 080628 G2 08/32 浮动 VAR | 0.01 | -7.69 | 0.0072 | -0.0005 | ||
| US31406Q7B74 / FNMA 泳池 817290 FN 06/35 浮动VAR | 0.01 | 0.00 | 0.0072 | -0.0003 | ||
| US17307GEB05 / 花旗集团抵押贷款信托 CMLTI 2004 HYB2 1A | 0.01 | 0.00 | 0.0072 | -0.0002 | ||
| US3133KYXR51 / 房地美·普尔 | 0.01 | -7.69 | 0.0072 | -0.0004 | ||
| US939335N683 / Washington Mutual MSC 抵押贷款传递证书系列 2002-AR1 信托 | 0.01 | -20.00 | 0.0072 | -0.0020 | ||
| US86359AS462 / 结构性资产证券公司 SASC 2003 26A 2A | 0.01 | 0.00 | 0.0072 | -0.0002 | ||
| US31385HU597 / 房利美 3.25% 05/01/2036 FNMA ARM | 0.01 | -7.69 | 0.0070 | -0.0011 | ||
| US31390WRA26 / 国家气象局 | 0.01 | 0.00 | 0.0070 | -0.0003 | ||
| US45660N2Y00 / IndyMac INDX 抵押贷款信托，2004-AR10 系列，2A2A 级 | 0.01 | 0.00 | 0.0070 | -0.0002 | ||
| US07384M4J85 / 贝尔斯登 ARM 信托 2004-10 | 0.01 | 9.09 | 0.0069 | 0.0000 | ||
| US31403GWC22 / 房利美泳池 | 0.01 | 0.00 | 0.0068 | -0.0003 | ||
| US31374GRC32 / 房利美泳池 | 0.01 | -8.33 | 0.0067 | -0.0006 | ||
| US31406H3D75 / 国家气象局 | 0.01 | -15.38 | 0.0066 | -0.0010 | ||
| US3133KYYA18 / 联邦住房贷款抵押公司 | 0.01 | 0.00 | 0.0065 | -0.0001 | ||
| US3128QS2Z80 / FED HM LN PC POOL 1G2592 FH 12/36 浮动 VAR | 0.01 | 0.00 | 0.0065 | -0.0003 | ||
| US31403H3P37 / FNMA 泳池 749706 FN 11/33 浮动VAR | 0.01 | 0.00 | 0.0065 | -0.0003 | ||
| US939336P801 / Washington Mutual MSC 抵押贷款传递证书系列 2004-RA1 信托 | 0.01 | 0.00 | 0.0065 | -0.0001 | ||
| US3140H3W856 / FNMA POOL BJ2470 FN 12/47 固定 3.5 | 0.01 | 0.00 | 0.0064 | -0.0003 | ||
| US31409UUP82 / FNMA 泳池 879090 FN 05/36 浮动VAR | 0.01 | 0.00 | 0.0064 | -0.0002 | ||
| US31295NEY04 / 房地美非金池 | 0.01 | -35.29 | 0.0064 | -0.0036 | ||
| US36225CK709 / GNMA II 泳池 080317 G2 09/29 浮动 VAR | 0.01 | 0.00 | 0.0064 | -0.0005 | ||
| US07384MTN29 / 贝尔斯登 ARM 信托 2003 年 1 月 | 0.01 | 0.00 | 0.0064 | -0.0003 | ||
| US576438AD71 / MASTR 可调整利率抵押贷款 MARM 2006 2 3A1 | 0.01 | -8.33 | 0.0063 | -0.0011 | ||
| US31407X3X76 / FNMA 泳池 844214 FN 11/35 浮动VAR | 0.01 | 0.00 | 0.0061 | -0.0002 | ||
| US126694AN80 / 全国住房贷款 CWHL 2005 19 2A2 | 0.01 | 0.00 | 0.0061 | -0.0002 | ||
| US31392DUF76 / 房利美整体贷款 FNW 2002 W4 A4 | 0.01 | 0.00 | 0.0060 | -0.0003 | ||
| US31392DUA89 / 房利美整体贷款 FNW 2002 W4 A5 | 0.01 | -9.09 | 0.0060 | -0.0007 | ||
| US31392ADL98 / 房利美 REMICS | 0.01 | -9.09 | 0.0059 | -0.0005 | ||
| US31403GZT20 / FNMA POOL 748754 FN 10/33 固定 7 | 0.01 | 0.00 | 0.0059 | -0.0004 | ||
| US576433GC48 / MASTR 可调利率抵押贷款信托 2003 年 6 月 | 0.01 | 0.00 | 0.0058 | -0.0003 | ||
| US31407YHH53 / FNMA 泳池 844532 FN 11/35 浮动VAR | 0.01 | 0.00 | 0.0058 | -0.0002 | ||
| US65535VPU60 / NAA 2005-AR5 2A1 | 0.01 | -10.00 | 0.0057 | -0.0002 | ||
| US05949AGR59 / 美国银行抵押贷款证券 | 0.01 | -10.00 | 0.0057 | -0.0001 | ||
| US31346VHH50 / FED HM LN PC POOL 390232 FH 01/30 浮动VAR | 0.01 | -10.00 | 0.0057 | -0.0004 | ||
| US31394BZ641 / 房利美整体贷款 FNW 2004 W15 1A1 | 0.01 | -10.00 | 0.0056 | -0.0003 | ||
| US31358SNY36 / 房利美 REMICS | 0.01 | -18.18 | 0.0056 | -0.0012 | ||
| US36242DBM48 / 金沙江抵押贷款信托 2004-9 | 0.01 | 0.00 | 0.0056 | -0.0001 | ||
| US31401L6D00 / FNMA 泳池 711968 FN 05/33 浮动VAR | 0.01 | 0.00 | 0.0055 | -0.0002 | ||
| US31339LN716 / 房地美 FHR 2395 FA | 0.01 | -10.00 | 0.0055 | -0.0006 | ||
| US31349UMJ42 / FED HM LN PC POOL 783061 FH 03/35 浮动 VAR | 0.01 | 0.00 | 0.0052 | -0.0002 | ||
| US36228F4R42 / GSR 抵押贷款信托 GSR 2004 7 3A1 | 0.01 | 0.00 | 0.0052 | -0.0002 | ||
| US007036DN37 / 可调利率抵押贷款信托 2004 年 4 月 | 0.01 | 0.00 | 0.0052 | -0.0002 | ||
| US3133TJN583 / 房地美 FHR 2130 FD | 0.01 | 0.00 | 0.0052 | -0.0004 | ||
| US759950AG37 / 文艺复兴房屋净值贷款 T RAMC 2002 2 A | 0.01 | 0.00 | 0.0052 | -0.0001 | ||
| US31408FPH63 / FNMA ARM 5.16% 9/35 #850124 | 0.01 | 0.00 | 0.0052 | -0.0001 | ||
| US31385CDK62 / 国家气象局 | 0.01 | -11.11 | 0.0050 | -0.0003 | ||
| US05948XR290 / 美国银行抵押贷款证券 BOAMS 2003 L 2A2 | 0.01 | 0.00 | 0.0050 | -0.0002 | ||
| US17307GW530 / 花旗集团抵押贷款信托 2005-11 | 0.01 | 0.00 | 0.0050 | -0.0001 | ||
| US31348UHU60 / FED HM LN PC POOL 865643 FH 04/30 浮动 VAR | 0.01 | -20.00 | 0.0050 | -0.0009 | ||
| US31371MFZ59 / FNMA 泳池 255884 FN 08/35 浮动VAR | 0.01 | 0.00 | 0.0050 | -0.0002 | ||
| US31404EQE94 / 房利美 3.736% 03/01/2034 FAR FNARM | 0.01 | 0.00 | 0.0049 | -0.0002 | ||
| US07384MS784 / 贝尔斯登 ARM 信托 2004-5 BSARM 2004-5 2A | 0.01 | 0.00 | 0.0049 | -0.0001 | ||
| US86358HUT49 / 结构性资产抵押投资信托 2003-AR3 | 0.01 | 0.00 | 0.0049 | -0.0002 | ||
| US31402CVD19 / FNMA 泳池 725212 FN 03/33 浮动VAR | 0.01 | 0.00 | 0.0048 | -0.0002 | ||
| US81743VAA17 / 红杉抵押贷款信托 10 SEMT 10 1A | 0.01 | -27.27 | 0.0048 | -0.0017 | ||
| US31378A3P93 / 房利美 3.341% 11/01/2026 远方 FNARM | 0.01 | -11.11 | 0.0047 | -0.0009 | ||
| US31358SSV42 / 房利美 REMICS | 0.01 | 0.00 | 0.0047 | -0.0004 | ||
| US81744FCG00 / 红杉抵押贷款信托 2004 年 6 月 | 0.01 | 0.00 | 0.0046 | -0.0004 | ||
| US3128M6PE23 / 房地美黄金池 | 0.01 | 0.00 | 0.0046 | -0.0003 | ||
| US31336CLM37 / FED HM LN PC POOL 972132 FH 11/33 浮动 VAR | 0.01 | 0.00 | 0.0046 | -0.0004 | ||
| US31406QGB77 / 国家气象局 | 0.01 | 0.00 | 0.0046 | -0.0002 | ||
| US31402QUH28 / FNMA 泳池 735084 FN 02/34 浮动VAR | 0.01 | -11.11 | 0.0046 | -0.0007 | ||
| US466285AK96 / 摩根大通替代贷款 T JPALT 2006 A6 2A1 | 0.01 | 0.00 | 0.0046 | -0.0001 | ||
| RFRF USD SF+26.161/1.2* 9/15/23-3Y* CME / DIR (EZ8H8SK9HY04) | 0.01 | -12.50 | 0.0044 | -0.0007 | ||
| RFRF USD SF+26.161/1.2* 9/15/23-3Y* CME / DIR (EZ8H8SK9HY04) | 0.01 | -12.50 | 0.0044 | -0.0007 | ||
| US31393CX406 / FNMA，2003-W8 系列，3F2 级 | 0.01 | -12.50 | 0.0044 | -0.0003 | ||
| US31402QX488 / 房利美 3.339% 01/01/2035 远方 FNARM | 0.01 | -22.22 | 0.0043 | -0.0011 | ||
| US31407A7K18 / 房利美泳池 | 0.01 | 0.00 | 0.0042 | -0.0002 | ||
| US31339NE851 / 房地美 FHR 2413 FB | 0.01 | -12.50 | 0.0042 | -0.0005 | ||
| US74160MDL37 / 优质抵押贷款信托 2004-CL1 | 0.01 | -12.50 | 0.0042 | -0.0006 | ||
| US31574PAA30 / 艾灵顿金融抵押信托 2020 年 1 月 | 0.01 | -50.00 | 0.0042 | -0.0041 | ||
| US3128NC6C35 / 房地美非金池 | 0.01 | -36.36 | 0.0042 | -0.0025 | ||
| US31410GDL41 / 房利美 3.608% 02/01/2035 远方 FNARM | 0.01 | 0.00 | 0.0042 | -0.0003 | ||
| US22541NAD12 / 房屋净值资产信托 | 0.01 | 0.00 | 0.0042 | -0.0001 | ||
| US22541QUQ36 / 瑞士信贷第一波士顿 MOR CSFB 2003 AR24 4A1 | 0.01 | 0.00 | 0.0041 | -0.0005 | ||
| US3128QLQU85 / FED HM LN PC POOL 1H2567 FH 09/35 浮动 VAR | 0.01 | 0.00 | 0.0040 | -0.0002 | ||
| US12669F6Y44 / 全国住房贷款 CWHL 2004 22 A2 | 0.01 | 0.00 | 0.0040 | -0.0002 | ||
| US31404JS976 / FNMA 泳池 770144 FN 02/34 浮动VAR | 0.01 | -14.29 | 0.0039 | -0.0002 | ||
| US31391XDM83 / FNMA 泳池 679708 FN 09/41 浮动 VAR | 0.01 | -14.29 | 0.0039 | -0.0003 | ||
| US78448WAB19 / 中小企业私人教育贷款信托 2017-A | 0.01 | -60.00 | 0.0038 | -0.0049 | ||
| US31392HGV96 / 房利美 FNR 2002 95 FK | 0.01 | -14.29 | 0.0038 | -0.0003 | ||
| US45660UAT60 / IndyMac ARM Trust 2001-H2 | 0.01 | 0.00 | 0.0037 | -0.0002 | ||
| US31392CKL71 / 房利美 FNR 2002 15 FA | 0.01 | 0.00 | 0.0036 | -0.0004 | ||
| US05949CHX74 / 美国银行抵押贷款 2005-I Trust | 0.01 | 0.00 | 0.0036 | -0.0001 | ||
| US3128QGDW93 / FED HM LN PC POOL 1N0117 FH 12/35 浮动 VAR | 0.01 | 0.00 | 0.0036 | -0.0001 | ||
| US31393BW764 / 房利美全额贷款 | 0.01 | 0.00 | 0.0035 | -0.0003 | ||
| US81743PAA49 / SEMT_03-1 | 0.01 | 0.00 | 0.0035 | -0.0003 | ||
| US86359A4Z37 / 结构性资产证券 CO SASC 2003 34A 3A1 | 0.01 | -16.67 | 0.0034 | -0.0001 | ||
| US31358SH879 / 房利美 REMICS SER 2000-47 CL FD V/R 2.56838000 | 0.01 | -28.57 | 0.0033 | -0.0011 | ||
| 3 MONTH SOFR FUT JUN25 XCME 20250916 / DIR (000000000) | 0.01 | 0.0033 | 0.0033 | |||
| 3 MONTH SOFR FUT JUN25 XCME 20250916 / DIR (000000000) | 0.01 | 0.0033 | 0.0033 | |||
| US31409JLH13 / 房利美 4.475% 06/01/2036 FNMA ARM | 0.01 | 0.00 | 0.0033 | -0.0001 | ||
| US31406WEF77 / 房利美 4.384% 06/01/2035 FNMA ARM | 0.01 | 0.00 | 0.0033 | -0.0001 | ||
| US31410GEU31 / FNMA 泳池 888547 FN 06/37 浮动VAR | 0.01 | 0.00 | 0.0032 | -0.0001 | ||
| US31393T7H31 / 房利美 REMICS | 0.01 | -28.57 | 0.0032 | -0.0009 | ||
| US31371LLA51 / 房利美 3.50% 12/01/2033 FAR FNARM | 0.01 | -16.67 | 0.0032 | -0.0003 | ||
| US3128QLRA13 / 房地美非金池 | 0.01 | 0.00 | 0.0032 | -0.0001 | ||
| US31402RTV14 / FNMA 泳池 735964 FN 10/35 浮动VAR | 0.01 | 0.00 | 0.0032 | -0.0001 | ||
| US31295NJV10 / FED HM LN PC POOL 789276 FH 04/32 浮动 VAR | 0.01 | 0.00 | 0.0031 | -0.0001 | ||
| US31385HN329 / 房利美 3.981% 05/01/2036 远方 FNARM | 0.01 | -16.67 | 0.0031 | -0.0004 | ||
| US31389F3V26 / FNMA POOL 624612 FN 04/28 浮动VAR | 0.01 | -16.67 | 0.0031 | -0.0004 | ||
| US12667G5V16 / 全国替代贷款 T CWALT 2005 43 2A1 | 0.01 | 0.00 | 0.0031 | -0.0001 | ||
| US3128JRHJ84 / FED HM LN PC POOL 847433 FH 07/35 浮动 VAR | 0.01 | 0.00 | 0.0030 | -0.0003 | ||
| US31390RWU30 / FNMA POOL 654159 FN 10/32 浮动VAR | 0.01 | 0.00 | 0.0030 | -0.0001 | ||
| US31400SJE00 / FNMA 泳池 696061 FN 04/33 浮动VAR | 0.01 | 0.00 | 0.0030 | -0.0001 | ||
| US83611MAQ15 / Soundview 住房贷款信托，2003-2 系列，A2 级 | 0.01 | -50.00 | 0.0030 | -0.0031 | ||
| US3128NCCU69 / FED HM LN PC POOL 1G0083 FH 03/35 浮动 VAR | 0.01 | 0.00 | 0.0029 | -0.0001 | ||
| US31392C6T69 / 房利美 FNR 2002 25 FX | 0.01 | 0.00 | 0.0029 | -0.0002 | ||
| US31339D7C66 / 房地美 FHR 2417 财年 | 0.01 | 0.00 | 0.0028 | -0.0003 | ||
| US31406DG672 / 房利美 3.42% 11/01/2034 FAR FNARM | 0.01 | 0.00 | 0.0028 | -0.0001 | ||
| RFR USD SOFR/3.75000 06/20/24-10Y CME / DIR (EZ52H44WTW83) | 0.00 | -180.00 | 0.0028 | 0.0061 | ||
| RFR USD SOFR/3.75000 06/20/24-10Y CME / DIR (EZ52H44WTW83) | 0.00 | -180.00 | 0.0028 | 0.0061 | ||
| US31385HZV76 / FNMA POOL 545356 FN 11/31 浮动VAR | 0.00 | -20.00 | 0.0028 | -0.0003 | ||
| US3133TLPG76 / 房地美 FHR 2177 FA | 0.00 | -20.00 | 0.0028 | -0.0006 | ||
| US939336G495 / 华盛顿互助 MSC 抵押贷款 WAMMS 2003 AR3 2A2 | 0.00 | 0.00 | 0.0028 | -0.0000 | ||
| US31393USE46 / 房妮梅 FNR 2003 124 F | 0.00 | -20.00 | 0.0027 | -0.0002 | ||
| US31393UMM26 / 房利美 FNR 2003 118 FD | 0.00 | 0.00 | 0.0026 | -0.0002 | ||
| US31400YDR45 / FNMA POOL 701312 FN 08/33 浮动VAR | 0.00 | 0.00 | 0.0026 | -0.0001 | ||
| RFR USD SOFR/3.25000 06/18/25-7Y LCH / DIR (EZNM897HLTQ3) | 0.00 | 0.0026 | 0.0026 | |||
| RFR USD SOFR/3.25000 06/18/25-7Y LCH / DIR (EZNM897HLTQ3) | 0.00 | 0.0026 | 0.0026 | |||
| US31392CQ311 / 房利美 FNR 2002 34 FE | 0.00 | -20.00 | 0.0025 | -0.0005 | ||
| US31406MER34 / 房利美 3.661% 01/01/2035 FNMA ARM | 0.00 | 0.00 | 0.0024 | -0.0001 | ||
| US31411SM868 / FNMA POOL 913983 FN 02/37 浮动VAR | 0.00 | 0.00 | 0.0024 | -0.0001 | ||
| US31401Y6R15 / FNMA 泳池 722780 FN 09/33 浮动VAR | 0.00 | 0.00 | 0.0024 | -0.0001 | ||
| US31405ARU96 / FNMA 泳池 783599 FN 04/35 浮动VAR | 0.00 | 0.00 | 0.0024 | -0.0001 | ||
| US31393FGG54 / 房地美·雷米斯 | 0.00 | 0.00 | 0.0024 | -0.0001 | ||
| US31358SVW87 / 房利美 FNR 2000 38 F | 0.00 | 0.00 | 0.0023 | -0.0003 | ||
| US31402RBC25 / 房利美 3.894% 02/01/2035 FNMA ARM | 0.00 | -25.00 | 0.0022 | -0.0001 | ||
| US31359V6Z11 / 房妮梅 FNR 1999 37 F | 0.00 | -25.00 | 0.0022 | -0.0003 | ||
| US36228F4P85 / 金沙江抵押贷款信托 2004 年 7 月 | 0.00 | 0.00 | 0.0022 | -0.0001 | ||
| US31395B6R90 / 房利美 REMICS | 0.00 | 0.00 | 0.0022 | -0.0001 | ||
| US76111JZ721 / 住宅资金 MTG SEC I RFMSI 2003 S9 A1 | 0.00 | 0.00 | 0.0022 | -0.0001 | ||
| US31342AYG83 / FED HM LN PC POOL 780711 FH 07/33 浮动 VAR | 0.00 | 0.00 | 0.0022 | -0.0001 | ||
| US31400QX813 / FNMA 泳池 694703 FN 04/33 浮动VAR | 0.00 | 0.00 | 0.0022 | -0.0001 | ||
| US31404J2J30 / 国家气象局 | 0.00 | 0.00 | 0.0021 | -0.0001 | ||
| US31408GJF54 / 房利美 3.509% 12/01/2035 FNMA ARM | 0.00 | -25.00 | 0.0021 | -0.0003 | ||
| US22541NNN56 / 瑞士信贷第一波士顿 MOR CSFB 2002 AR28 1A2 | 0.00 | 0.00 | 0.0021 | -0.0001 | ||
| US5899294G05 / 美林抵押贷款投资 MLMI 2003 A6 1A | 0.00 | 0.00 | 0.0020 | -0.0001 | ||
| US31407MSF31 / 房利美 3.634% 07/01/2035 FNMA ARM | 0.00 | 0.00 | 0.0020 | -0.0001 | ||
| US9393357P40 / WAMU 02-AR9 1A V/R 8/25/42 3.72644500 | 0.00 | 0.00 | 0.0019 | -0.0001 | ||
| US576433GH35 / MASTR 可调整利率抵押贷款 MARM 2003 6 4A2 | 0.00 | 0.00 | 0.0018 | -0.0001 | ||
| US31393YU521 / FNGT 2004-T3 1A1 6% 2/25/44 6.00000000 | 0.00 | 0.00 | 0.0018 | -0.0001 | ||
| US31385WXC80 / FANNIE MAE 3.563% 01/01/2033 FNMA | 0.00 | 0.00 | 0.0016 | -0.0001 | ||
| US31405U6G90 / 房利美泳池 | 0.00 | 0.00 | 0.0016 | -0.0001 | ||
| US161630AC20 / 大通抵押融资信托系列 2007-A1 | 0.00 | 0.00 | 0.0016 | -0.0001 | ||
| US073873AA90 / 贝尔斯登 ALT A 信托巴尔塔 2006 5 1A1 | 0.00 | 0.00 | 0.0016 | -0.0001 | ||
| US31418EHF07 / 房利美泳池 | 0.00 | 0.00 | 0.0016 | -0.0001 | ||
| US3133TLPF93 / 房地美 FHR 2177 F | 0.00 | -33.33 | 0.0016 | -0.0004 | ||
| US3128JRHC32 / FED HM LN PC POOL 847427 FH 09/34 浮动 VAR | 0.00 | 0.00 | 0.0016 | -0.0001 | ||
| US31406GD557 / 房利美泳池 | 0.00 | 0.00 | 0.0015 | -0.0001 | ||
| US31392WJU53 / 房地美 FHR 2509 ZQ | 0.00 | 0.00 | 0.0015 | -0.0001 | ||
| US31392KGB61 / 房地美 FHR 2451 FB | 0.00 | 0.00 | 0.0015 | -0.0001 | ||
| US31402DLH16 / FNMA 臂 3.99% 5/34 #725828 | 0.00 | 0.00 | 0.0015 | -0.0001 | ||
| US31359QF339 / 房利美 FNR 1997 65 FK | 0.00 | -33.33 | 0.0015 | -0.0003 | ||
| US74160MDK53 / 主要抵押贷款信托 | 0.00 | 0.00 | 0.0014 | -0.0002 | ||
| US94982DAA46 / 富国银行抵押贷款支持证券信托，2005-AR14 系列，A1 类 | 0.00 | 0.00 | 0.0014 | -0.0001 | ||
| US31407UMR58 / 房利美泳池 | 0.00 | 0.00 | 0.0014 | -0.0001 | ||
| US31391MKY83 / FNMA POOL 670911 FN 12/32 浮动VAR | 0.00 | -66.67 | 0.0014 | -0.0022 | ||
| US3128NCY406 / FED HM LN PC POOL 1G0731 FH 02/36 浮动 VAR | 0.00 | 0.00 | 0.0014 | -0.0001 | ||
| US466247K778 / 摩根大通抵押贷款信托 2006-A2 | 0.00 | 0.00 | 0.0014 | -0.0001 | ||
| 3 MONTH SOFR FUT SEP25 XCME 20251216 / DIR (000000000) | 0.00 | 0.0013 | 0.0013 | |||
| 3 MONTH SOFR FUT SEP25 XCME 20251216 / DIR (000000000) | 0.00 | 0.0013 | 0.0013 | |||
| US31402DLJ71 / 房利美泳池 | 0.00 | 0.00 | 0.0013 | -0.0000 | ||
| US31392JY294 / FNMA、REMIC、2003-21 系列、FK 级 | 0.00 | 0.00 | 0.0013 | -0.0001 | ||
| US3128NCTE45 / FED HM LN PC POOL 1G0549 FH 06/35 浮动 VAR | 0.00 | 0.00 | 0.0012 | -0.0001 | ||
| US07384MYS50 / Bear Stearns ARM Trust，2003-7 系列，3A 级 | 0.00 | 0.00 | 0.0012 | -0.0000 | ||
| US31393XGQ43 / 房利美整体贷款 FNW 2004 W2 2A2 | 0.00 | 0.00 | 0.0012 | -0.0001 | ||
| US31342AB577 / FED HM LN PC POOL 780060 FH 12/32 浮动 VAR | 0.00 | 0.00 | 0.0012 | -0.0001 | ||
| US31407XWM90 / 房利美 3.456% 11/01/2035 FNMA ARM | 0.00 | 0.00 | 0.0012 | -0.0000 | ||
| US31390NJT00 / 房利美 2.145% 06/01/2032 远方 FNARM | 0.00 | 0.00 | 0.0012 | -0.0001 | ||
| RFR USD SOFR/3.55016 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | 0.00 | -91.30 | 0.0012 | -0.0127 | ||
| US3128LUKS48 / FED HM LN PC POOL 1J0305 FH 02/37 浮动 VAR | 0.00 | 0.00 | 0.0011 | -0.0000 | ||
| US31418EJZ43 / 房利美泳池 | 0.00 | 0.00 | 0.0011 | -0.0000 | ||
| US31389AZQ92 / FNMA POOL 620051 FN 08/32 浮动VAR | 0.00 | 0.00 | 0.0011 | -0.0001 | ||
| US3133TAC429 / 房地美 FHR 1968 FC | 0.00 | -50.00 | 0.0011 | -0.0005 | ||
| US3128QJUA20 / FED HM LN PC POOL 1G1477 FH 01/37 浮动 VAR | 0.00 | 0.00 | 0.0011 | -0.0000 | ||
| US36228FNB84 / 金沙江抵押贷款信托 | 0.00 | 0.00 | 0.0010 | -0.0000 | ||
| US31404XJD75 / FNMA 泳池 781560 FN 10/34 浮动VAR | 0.00 | 0.00 | 0.0010 | -0.0001 | ||
| US31390S3K53 / 房利美 3.519% 05/01/2032 FNMA ARM | 0.00 | 0.00 | 0.0010 | -0.0001 | ||
| US44328AAB61 / 恒指资产证券化公司信托2006-HE1 | 0.00 | 0.00 | 0.0010 | -0.0000 | ||
| US466247AZ62 / 摩根抵押信托 2003-A2 SER 2003-A2 CL 3A1 V/R REGD 3.76336000 | 0.00 | -66.67 | 0.0010 | -0.0009 | ||
| US31401CCQ42 / FNMA 泳池 703979 FN 05/33 浮动VAR | 0.00 | 0.00 | 0.0010 | -0.0001 | ||
| US3133TAG222 / 房地美 FHR 1980 Z | 0.00 | 0.00 | 0.0009 | -0.0002 | ||
| US31407MSU08 / 房利美 3.687% 07/01/2035 远方 FNARM | 0.00 | 0.00 | 0.0009 | -0.0000 | ||
| US31402DRT99 / FNMA 泳池 725998 FN 11/34 浮动VAR | 0.00 | 0.00 | 0.0009 | -0.0000 | ||
| US3128NVMC33 / FED HM LN PC POOL 1K1255 FH 11/36 浮动 VAR | 0.00 | 0.00 | 0.0009 | -0.0000 | ||
| US3128QLRW33 / 房地美非金池 | 0.00 | 0.00 | 0.0009 | -0.0000 | ||
| US31406NL937 / FNMA 泳池 814952 FN 04/35 浮动VAR | 0.00 | 0.00 | 0.0009 | -0.0000 | ||
| US313920QJ21 / FNMA、REMIC、2001-38 系列、FB 级 | 0.00 | -50.00 | 0.0009 | -0.0004 | ||
| US31385WXE47 / 房利美 3.442% 01/01/2033 远方 FNARM | 0.00 | 0.00 | 0.0008 | -0.0000 | ||
| US31411DCZ06 / FNMA 泳池 904688 FN 12/36 浮动VAR | 0.00 | 0.00 | 0.0008 | -0.0002 | ||
| RFR USD SOFR/3.54542 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | 0.00 | -95.65 | 0.0008 | -0.0131 | ||
| US31384QRC95 / FNMA POOL 530683 FN 07/29 浮动VAR | 0.00 | 0.00 | 0.0008 | -0.0001 | ||
| US31408JAX90 / 房利美 3.809% 01/01/2036 FAR FNARM | 0.00 | 0.00 | 0.0007 | -0.0000 | ||
| US525ESC6Y09 / ESC 雷曼兄弟 HLDH 产品 | 0.00 | -50.00 | 0.0007 | -0.0007 | ||
| US3133TJFT51 / 房地美 FHR 2129 F | 0.00 | 0.00 | 0.0007 | -0.0001 | ||
| US3128Q2FY42 / 房地美非金池 | 0.00 | 0.00 | 0.0007 | -0.0000 | ||
| US31385WTG41 / FNMA 泳池 555051 FN 11/32 浮动VAR | 0.00 | 0.00 | 0.0007 | -0.0001 | ||
| US31396L4R81 / FNMA、REMIC、系列 2006-118、A1 级 | 0.00 | 0.00 | 0.0007 | -0.0000 | ||
| US3128NGBF16 / FED HM LN PC POOL 1H1238 FH 12/34 浮动 VAR | 0.00 | 0.00 | 0.0007 | -0.0000 | ||
| US3128S4AA56 / FED HM LN PC POOL 1Q0001 FH 01/36 浮动 VAR | 0.00 | 0.00 | 0.0007 | -0.0003 | ||
| US36229RJJ95 / GSR 抵押贷款信托 GSR 2003 1 A2 | 0.00 | 0.00 | 0.0007 | -0.0000 | ||
| US3128NCB370 / FED HM LN PC POOL 1G0058 FH 01/35 浮动 VAR | 0.00 | 0.00 | 0.0007 | -0.0000 | ||
| US31392RUA75 / 房地美 FHR 2490 FB | 0.00 | 0.00 | 0.0007 | -0.0004 | ||
| US31392EVN74 / 房利美 REMICS | 0.00 | 0.00 | 0.0006 | -0.0000 | ||
| US31386G7J63 / 国家气象局 | 0.00 | 0.00 | 0.0006 | -0.0000 | ||
| US939336PL10 / Washington Mutual MSC 抵押贷款传递证书系列 2003-AR1 信托 | 0.00 | 0.00 | 0.0006 | -0.0000 | ||
| US31406L2T47 / FNMA 泳池 813586 FN 03/35 浮动VAR | 0.00 | -100.00 | 0.0006 | -0.0000 | ||
| US3128JMN943 / FED HM LN PC POOL 1B2315 FH 09/35 浮动VAR | 0.00 | -100.00 | 0.0006 | -0.0000 | ||
| US36225CMN38 / 吉利美 II 池 | 0.00 | -100.00 | 0.0006 | -0.0001 | ||
| US31406MEP77 / 房利美泳池 | 0.00 | 0.0005 | -0.0000 | |||
| US31410FWC57 / 国家气象局 | 0.00 | -100.00 | 0.0005 | -0.0002 | ||
| US31396J4X04 / 房地美·雷米斯 | 0.00 | 0.0005 | -0.0000 | |||
| US31400AMS41 / 房利美泳池 | 0.00 | 0.0005 | -0.0000 | |||
| US31336CLF85 / FED HM LN PC POOL 972126 FH 08/33 浮动 VAR | 0.00 | 0.0005 | -0.0000 | |||
| US31410F3M54 / 国家气象局 | 0.00 | 0.0005 | -0.0000 | |||
| US31402RTX79 / FNMA 泳池 735966 FN 10/33 浮动VAR | 0.00 | 0.0005 | -0.0000 | |||
| US31404GV406 / 房利美泳池 | 0.00 | 0.0005 | -0.0000 | |||
| US31404WPZ31 / 房利美 4.402% 06/01/2034 FNMA ARM | 0.00 | 0.0004 | -0.0000 | |||
| US3128NVLF72 / FED HM LN PC POOL 1K1226 FH 02/36 浮动 VAR | 0.00 | 0.0004 | -0.0000 | |||
| US31402CUL44 / 房利美 3.853% 07/01/2033 远方 FNARM | 0.00 | -100.00 | 0.0004 | -0.0002 | ||
| US3133T83D73 / 房地美 FHR 1885 FA | 0.00 | -100.00 | 0.0004 | -0.0002 | ||
| US31391MFS70 / FNMA POOL 670777 FN 11/32 浮动VAR | 0.00 | 0.0004 | -0.0002 | |||
| US3128QJ4L75 / FED HM LN PC POOL 1G1727 FH 07/35 浮动VAR | 0.00 | 0.0004 | -0.0000 | |||
| US31391MLM37 / FNMA 泳池 670932 FN 01/33 浮动VAR | 0.00 | 0.0004 | -0.0000 | |||
| US31400HFH12 / 房利美泳池 | 0.00 | 0.0004 | -0.0000 | |||
| US31387UEQ04 / FNMA 泳池 594243 FN 12/30 浮动 VAR | 0.00 | 0.0004 | -0.0000 | |||
| US3128QJ5H54 / FED HM LN PC POOL 1G1748 FH 09/35 浮动VAR | 0.00 | 0.0003 | -0.0000 | |||
| US31407CEH60 / FNMA 泳池 826436 FN 07/35 浮动VAR | 0.00 | -100.00 | 0.0003 | -0.0011 | ||
| US31342AXG92 / FED HM LN PC POOL 780679 FH 07/33 浮动 VAR | 0.00 | 0.0003 | -0.0000 | |||
| US466247EH29 / 摩根抵押信托 JPMMT 2004 A4 2A2 | 0.00 | 0.0003 | -0.0000 | |||
| US31378C4V17 / 房利美 2.145% 07/01/2027 FNMA ARM | 0.00 | 0.0003 | -0.0001 | |||
| US31339NC798 / 房地美·雷米斯 | 0.00 | 0.0003 | -0.0001 | |||
| US31402TAD72 / FNMA POOL 737204 FN 08/33 浮动VAR | 0.00 | 0.0003 | -0.0000 | |||
| US17307GKZ09 / 花旗集团抵押贷款信托公司 | 0.00 | 0.0003 | -0.0000 | |||
| US31349UB562 / 联邦HLMC | 0.00 | 0.0003 | -0.0000 | |||
| US31403CZ879 / FNMA POOL 745167 FN 01/36 浮动VAR | 0.00 | 0.0002 | -0.0000 | |||
| US31389AZ221 / 国家气象局 | 0.00 | 0.0002 | -0.0000 | |||
| US31389AZ551 / 房利美 2.145% 01/01/2038 远方 FNARM | 0.00 | 0.0002 | -0.0000 | |||
| RFR USD SOFR/3.75000 12/18/24-10Y LCH / DIR (EZ7K2W20N534) | 0.00 | 0.0002 | 0.0004 | |||
| RFR USD SOFR/3.75000 12/18/24-10Y LCH / DIR (EZ7K2W20N534) | 0.00 | 0.0002 | 0.0004 | |||
| US36202K3W33 / GNMA II 泳池 008913 G2 07/26 浮动VAR | 0.00 | 0.0002 | -0.0001 | |||
| US31408XS689 / FNMA 泳池 863741 FN 12/35 浮动VAR | 0.00 | 0.0002 | -0.0000 | |||
| US69547MAD83 / 付费_22-3 | 0.00 | -100.00 | 0.0002 | -0.0351 | ||
| US31406KA266 / 房利美 4.307% 04/01/2035 FNMA ARM | 0.00 | 0.0002 | -0.0000 | |||
| US05948XBS99 / 美国银行抵押贷款担保银行 2003 D 2A1 | 0.00 | 0.0002 | -0.0000 | |||
| US31407CD950 / FNMA 泳池 826428 FN 07/35 浮动VAR | 0.00 | 0.0002 | -0.0000 | |||
| US31403DUV99 / FNMA 泳池 745896 FN 09/36 浮动VAR | 0.00 | 0.0002 | -0.0000 | |||
| US31385XCM74 / FNMA 泳池 555476 FN 04/33 浮动VAR | 0.00 | 0.0001 | -0.0000 | |||
| US31342ASB60 / FED HM LN PC POOL 780514 FH 05/33 浮动 VAR | 0.00 | 0.0001 | -0.0000 | |||
| RFR USD SOFR/3.52500 03/02/23-7Y LCH / DIR (EZMHJQBYLCQ2) | 0.00 | 0.0001 | 0.0005 | |||
| RFR USD SOFR/3.52500 03/02/23-7Y LCH / DIR (EZMHJQBYLCQ2) | 0.00 | 0.0001 | 0.0005 | |||
| US3133THXQ54 / 房地美 FHR 2115 C | 0.00 | 0.0001 | -0.0000 | |||
| US939335N840 / 华盛顿互助抵押证券公司 | 0.00 | 0.0001 | -0.0000 | |||
| US3128JRCM68 / FED HM LN PC POOL 847276 FH 04/34 浮动VAR | 0.00 | 0.0001 | -0.0000 | |||
| US07384MSH69 / 贝尔斯登 ARM 信托 2002-11 | 0.00 | 0.0001 | -0.0000 | |||
| US31349TWL15 / 房地美非金池 | 0.00 | 0.0001 | -0.0000 | |||
| US07384MUM27 / 贝尔斯登可调利率 M BSARM 2003 3 2A2 | 0.00 | 0.0001 | -0.0000 | |||
| US07384MYY29 / 贝尔斯登可调利率 M BSARM 2003 7 8A | 0.00 | 0.0000 | -0.0000 | |||
| CMBX.NA.AAA.9 SP GST / DCR (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US31403DLG24 / FNMA 泳池 745627 FN 04/36 浮动VAR | 0.00 | 0.0000 | -0.0000 | |||
| US07386HXZ99 / 贝尔斯登 ALT A 信托 BALTA 2005 9 21A1 | 0.00 | 0.0000 | -0.0000 | |||
| EZ343B02SK51 / CMBX.NA.AAA.8 SP 消费税 | 0.00 | 0.0000 | -0.0000 | |||
| CMBX.NA.AAA.6 SP BOA / DCR (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| CMBX.NA.AAA.6 SP BOA / DCR (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| 31750QSL4 OTC EPUT FN 4.5 JUL25 92.46875 PUT / DIR (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| 31750QSL4 OTC EPUT FN 4.5 JUL25 92.46875 PUT / DIR (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| CMBX.NA.AAA.6 SP MYC / DCR (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| CMBX.NA.AAA.6 SP GST / DCR (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| CMBX.NA.AAA.6 SP MYC / DCR (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US63860MAA62 / NATIONSTAR NIM TRUST NSTRN 2007 CA 144A | 0.00 | 0.0000 | 0.0000 | |||
| CMBX.NA.AAA.6 SP SAL / DCR (EZQ2XLSGT135) | 0.00 | 0.0000 | 0.0000 | |||
| CMBX.NA.AAA.6 SP GST / DCR (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| CMBX.NA.AAA.6 SP SAL / DCR (EZQ2XLSGT135) | 0.00 | 0.0000 | 0.0000 | |||
| 31750QSK6 OTC ECAL FN 4.5 JUL25 96.46875 CALL / DIR (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| 31750QSK6 OTC ECAL FN 4.5 JUL25 96.46875 CALL / DIR (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| 3 MONTH SOFR FUT DEC25 XCME 20260317 / DIR (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| 3 MONTH SOFR FUT DEC25 XCME 20260317 / DIR (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| RFR USD SOFR/3.43000 02/27/23-10Y LCH / DIR (EZ6K0YC51G79) | -0.00 | -0.0001 | 0.0000 | |||
| RFR USD SOFR/3.47000 02/22/23-7Y LCH / DIR (EZV47KR0KWY6) | -0.00 | -100.00 | -0.0001 | 0.0014 | ||
| RFR USD SOFR/3.47000 02/22/23-7Y LCH / DIR (EZV47KR0KWY6) | -0.00 | -100.00 | -0.0001 | 0.0014 | ||
| RFR USD SOFR/3.57226 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.00 | -104.35 | -0.0006 | -0.0145 | ||
| RFR USD SOFR/3.34000 02/23/23-7Y LCH / DIR (EZSKV9FDTLJ7) | -0.00 | -50.00 | -0.0008 | 0.0010 | ||
| RFR USD SOFR/3.34000 02/23/23-7Y LCH / DIR (EZSKV9FDTLJ7) | -0.00 | -50.00 | -0.0008 | 0.0010 | ||
| RFR USD SOFR/3.40000 02/23/23-10Y LCH / DIR (EZ482VNX3R49) | -0.00 | -50.00 | -0.0016 | 0.0010 | ||
| RFR USD SOFR/3.45000 03/07/23-10Y LCH / DIR (EZB2984B6K87) | -0.00 | -40.00 | -0.0018 | 0.0014 | ||
| RFR USD SOFR/3.45000 03/07/23-10Y LCH / DIR (EZB2984B6K87) | -0.00 | -40.00 | -0.0018 | 0.0014 | ||
| RFR USD SOFR/3.37000 03/01/23-10Y LCH / DIR (EZ2DTQNC61N7) | -0.00 | -25.00 | -0.0019 | 0.0010 | ||
| RFR USD SOFR/3.37000 03/01/23-10Y LCH / DIR (EZ2DTQNC61N7) | -0.00 | -25.00 | -0.0019 | 0.0010 | ||
| 3 MONTH SOFR FUT MAR26 XCME 20260616 / DIR (000000000) | -0.00 | -0.0019 | -0.0019 | |||
| 3 MONTH SOFR FUT MAR26 XCME 20260616 / DIR (000000000) | -0.00 | -0.0019 | -0.0019 | |||
| RFR USD SOFR/3.5815* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.00 | -117.39 | -0.0025 | -0.0164 | ||
| RFR USD SOFR/3.60080 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.01 | -121.74 | -0.0030 | -0.0168 | ||
| RFR USD SOFR/3.60240 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.01 | -121.74 | -0.0031 | -0.0169 | ||
| RFR USD SOFR/3.59507 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.01 | -121.74 | -0.0032 | -0.0170 | ||
| RFR USD SOFR/3.00000 06/21/23-10Y LCH / DIR (EZVCRM3XZB08) | -0.01 | -44.44 | -0.0033 | 0.0022 | ||
| RFR USD SOFR/3.00000 06/21/23-10Y LCH / DIR (EZVCRM3XZB08) | -0.01 | -44.44 | -0.0033 | 0.0022 | ||
| RFR USD SOFR/3.6062* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.01 | -126.09 | -0.0034 | -0.0173 | ||
| RFR USD SOFR/3.60089 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.01 | -126.09 | -0.0038 | -0.0176 | ||
| RFR USD SOFR/3.60243 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.01 | -126.09 | -0.0039 | -0.0178 | ||
| RFR USD SOFR/3.62330 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.01 | -134.78 | -0.0048 | -0.0186 | ||
| RFR USD SOFR/3.6766* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.01 | -134.78 | -0.0049 | -0.0188 | ||
| RFR USD SOFR/3.6637* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.01 | -139.13 | -0.0053 | -0.0191 | ||
| RFR USD SOFR/3.50000 12/20/23-10Y CME / DIR (EZ4G8FZQ8LF2) | -0.01 | -35.71 | -0.0053 | 0.0030 | ||
| RFR USD SOFR/3.50000 12/20/23-10Y CME / DIR (EZ4G8FZQ8LF2) | -0.01 | -35.71 | -0.0053 | 0.0030 | ||
| RFR USD SOFR/3.10000 09/09/22-7Y LCH / DIR (EZ6QS0WYFNK9) | -0.01 | -25.00 | -0.0054 | 0.0018 | ||
| RFR USD SOFR/3.10000 09/09/22-7Y LCH / DIR (EZ6QS0WYFNK9) | -0.01 | -25.00 | -0.0054 | 0.0018 | ||
| RFR USD SOFR/3.7317* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.01 | -143.48 | -0.0058 | -0.0196 | ||
| RFR USD SOFR/3.05000 09/08/22-7Y LCH / DIR (EZX1Q15VXXN4) | -0.01 | -23.08 | -0.0059 | 0.0018 | ||
| RFR USD SOFR/3.05000 09/08/22-7Y LCH / DIR (EZX1Q15VXXN4) | -0.01 | -23.08 | -0.0059 | 0.0018 | ||
| OIS USD SOFR/1.76500 03/16/22-10Y LCH / DIR (EZY36YDCQFG6) | -0.01 | 0.00 | -0.0064 | 0.0005 | ||
| OIS USD SOFR/1.76500 03/16/22-10Y LCH / DIR (EZY36YDCQFG6) | -0.01 | 0.00 | -0.0064 | 0.0005 | ||
| RFR USD SOFR/3.72136 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.01 | -160.87 | -0.0084 | -0.0222 | ||
| RFR USD SOFR/3.50000 12/20/23-10Y LCH / DIR (EZ4G8FZQ8LF2) | -0.01 | 0.00 | -0.0084 | -0.0001 | ||
| RFR USD SOFR/3.50000 12/20/23-10Y LCH / DIR (EZ4G8FZQ8LF2) | -0.01 | 0.00 | -0.0084 | -0.0001 | ||
| RFRF USD SF+26.161/1.5* 7/20/23-6Y* CME / DIR (EZVTPY9TX4Q3) | -0.01 | -22.22 | -0.0084 | 0.0022 | ||
| RFRF USD SF+26.161/1.5* 7/20/23-6Y* CME / DIR (EZVTPY9TX4Q3) | -0.01 | -22.22 | -0.0084 | 0.0022 | ||
| RFR USD SOFR/3.72186 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.01 | -160.87 | -0.0084 | -0.0222 | ||
| RFR USD SOFR/3.08000 02/23/23-30Y LCH / DIR (EZ8G71TWCYV4) | -0.01 | 16.67 | -0.0085 | -0.0010 | ||
| RFR USD SOFR/3.68700 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.01 | -160.87 | -0.0085 | -0.0223 | ||
| RFR USD SOFR/3.72680 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.02 | -165.22 | -0.0087 | -0.0225 | ||
| RFR USD SOFR/3.72680 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.02 | -165.22 | -0.0087 | -0.0225 | ||
| RFR USD SOFR/3.7351* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.02 | -169.57 | -0.0091 | -0.0230 | ||
| RFR USD SOFR/3.73910 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.02 | -169.57 | -0.0093 | -0.0232 | ||
| RFR USD SOFR/3.74901 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.02 | -173.91 | -0.0099 | -0.0237 | ||
| RFR USD SOFR/3.25000 06/21/23-5Y LCH / DIR (EZ628FWCQP43) | -0.02 | -82.69 | -0.0105 | 0.0502 | ||
| RFR USD SOFR/3.25000 06/21/23-5Y LCH / DIR (EZ628FWCQP43) | -0.02 | -82.69 | -0.0105 | 0.0502 | ||
| RFR USD SOFR/3.69100 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.02 | -182.61 | -0.0111 | -0.0250 | ||
| RFR USD SOFR/2.18500 04/21/22-7Y LCH / DIR (EZGYBH735PX2) | -0.02 | -42.50 | -0.0134 | 0.0100 | ||
| RFR USD SOFR/2.18500 04/21/22-7Y LCH / DIR (EZGYBH735PX2) | -0.02 | -42.50 | -0.0134 | 0.0100 | ||
| RFR USD SOFR/3.68900 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.03 | -208.70 | -0.0145 | -0.0283 | ||
| RFR USD SOFR/3.05000 09/06/22-10Y LCH / DIR (EZFMM2VYWS46) | -0.03 | -13.33 | -0.0149 | 0.0031 | ||
| RFR USD SOFR/3.05000 09/06/22-10Y LCH / DIR (EZFMM2VYWS46) | -0.03 | -13.33 | -0.0149 | 0.0031 | ||
| RFRF USD SF+26.161/1.6* 7/26/23-6Y* CME / DIR (EZ0MNYB704Q3) | -0.03 | -20.59 | -0.0158 | 0.0043 | ||
| RFRF USD SF+26.161/1.6* 7/26/23-6Y* CME / DIR (EZ0MNYB704Q3) | -0.03 | -20.59 | -0.0158 | 0.0043 | ||
| RFR USD SOFR/2.69000 07/11/22-10Y LCH / DIR (EZ1VLGLZFD40) | -0.03 | -12.50 | -0.0164 | 0.0021 | ||
| RFR USD SOFR/2.69000 07/11/22-10Y LCH / DIR (EZ1VLGLZFD40) | -0.03 | -12.50 | -0.0164 | 0.0021 | ||
| RFR USD SOFR/2.68000 07/11/22-10Y LCH / DIR (EZ1VLGLZFD40) | -0.03 | -9.37 | -0.0166 | 0.0019 | ||
| RFR USD SOFR/2.68000 07/11/22-10Y LCH / DIR (EZ1VLGLZFD40) | -0.03 | -9.37 | -0.0166 | 0.0019 | ||
| RFR USD SOFR/1.88750 03/22/22-7Y LCH / DIR (EZL8DZ6GJX48) | -0.04 | -10.26 | -0.0201 | 0.0025 | ||
| RFRF USD SF+26.161/1.7* 02/02/22-10Y LCH / DIR (EZS1LWCR7G50) | -0.04 | -14.63 | -0.0202 | 0.0036 | ||
| RFRF USD SF+26.161/1.7* 02/02/22-10Y LCH / DIR (EZS1LWCR7G50) | -0.04 | -14.63 | -0.0202 | 0.0036 | ||
| RFRF USD SF+26.161/1.7* 7/12/23-9Y* CME / DIR (EZKZJBTG1738) | -0.04 | -12.20 | -0.0207 | 0.0036 | ||
| RFRF USD SF+26.161/1.7* 7/12/23-9Y* CME / DIR (EZKZJBTG1738) | -0.04 | -12.20 | -0.0207 | 0.0036 | ||
| RFRF USD SF+26.161/1.8* 7/26/23-29Y* CME / DIR (EZ0D1JRQTQ59) | -0.04 | 2.63 | -0.0222 | -0.0002 | ||
| RFRF USD SF+26.161/1.8* 7/26/23-29Y* CME / DIR (EZ0D1JRQTQ59) | -0.04 | 2.63 | -0.0222 | -0.0002 | ||
| RFRF USD SF+26.161/1.5* 7/26/23-8Y* CME / DIR (EZNM1YG7V5M2) | -0.04 | -7.14 | -0.0224 | 0.0023 | ||
| RFRF USD SF+26.161/1.5* 7/22/23-8Y* CME / DIR (EZXYLHD4W6W8) | -0.04 | -7.14 | -0.0225 | 0.0023 | ||
| RFRF USD SF+26.161/1.5* 7/22/23-8Y* CME / DIR (EZXYLHD4W6W8) | -0.04 | -7.14 | -0.0225 | 0.0023 | ||
| RFRF USD SF+26.161/1.8* 7/24/23-29Y* CME / DIR (EZ902CJWY1S2) | -0.04 | 2.63 | -0.0227 | -0.0002 | ||
| RFRF USD SF+26.161/1.2* 09/28/23-5Y CME / DIR (EZ2F6K40DBN1) | -0.04 | -19.23 | -0.0240 | 0.0063 | ||
| RFRF USD SF+26.161/1.2* 09/28/23-5Y CME / DIR (EZ2F6K40DBN1) | -0.04 | -19.23 | -0.0240 | 0.0063 | ||
| RFR USD SOFR/1.77000 02/14/22-10Y LCH / DIR (EZFWLWJNNM38) | -0.05 | -4.26 | -0.0256 | 0.0021 | ||
| OIS USD SOFR/1.73000 02/24/22-10Y LCH / DIR (EZH1VNW83S06) | -0.05 | -6.25 | -0.0260 | 0.0021 | ||
| OIS USD SOFR/1.73000 02/24/22-10Y LCH / DIR (EZH1VNW83S06) | -0.05 | -6.25 | -0.0260 | 0.0021 | ||
| RFR USD SOFR/1.65000 02/08/22-10Y LCH / DIR (EZFHGQ0YBC29) | -0.05 | -4.00 | -0.0273 | 0.0021 | ||
| RFR USD SOFR/1.65000 02/08/22-10Y LCH / DIR (EZFHGQ0YBC29) | -0.05 | -4.00 | -0.0273 | 0.0021 | ||
| RFRF USD SF+26.161/1.6* 7/24/23-9Y* CME / DIR (EZ6P3GZYT2C3) | -0.05 | -12.28 | -0.0287 | 0.0048 | ||
| RFRF USD SF+26.161/1.6* 7/24/23-9Y* CME / DIR (EZ6P3GZYT2C3) | -0.05 | -12.28 | -0.0287 | 0.0048 | ||
| RFRF USD SF+26.161/1.5* 7/15/23-8Y* CME / DIR (EZ49L30X8CL0) | -0.07 | -7.04 | -0.0376 | 0.0038 | ||
| RFRF USD SF+26.161/1.50 7/05/23-8Y* CME / DIR (EZG255XP83L5) | -0.07 | -6.94 | -0.0383 | 0.0039 | ||
| RFRF USD SF+26.161/1.50 7/05/23-8Y* CME / DIR (EZG255XP83L5) | -0.07 | -6.94 | -0.0383 | 0.0039 | ||
| RFR USD SOFR/3.75000 06/20/24-7Y CME / DIR (EZCCSW1V4GN3) | -0.07 | -54.19 | -0.0404 | 0.0497 | ||
| RFR USD SOFR/3.75000 06/20/24-7Y CME / DIR (EZCCSW1V4GN3) | -0.07 | -54.19 | -0.0404 | 0.0497 | ||
| RFR USD SOFR/3.25000 06/18/25-5Y LCH / DIR (EZH1N8KH2K02) | -0.08 | -0.0458 | -0.0458 | |||
| RFR USD SOFR/3.25000 06/18/25-5Y LCH / DIR (EZH1N8KH2K02) | -0.08 | -0.0458 | -0.0458 | |||
| RFRF USD SF+26.161/0.7* 9/16/23-8Y* CME / DIR (EZCQ8PB28P30) | -0.08 | -7.95 | -0.0461 | 0.0050 | ||
| RFRF USD SF+26.161/0.7* 9/16/23-8Y* CME / DIR (EZCQ8PB28P30) | -0.08 | -7.95 | -0.0461 | 0.0050 | ||
| RFR USD SOFR/1.00000 06/15/22-7Y LCH / DIR (EZ2KYVSDFJC8) | -0.08 | 46.43 | -0.0468 | -0.0139 | ||
| RFR USD SOFR/1.00000 06/15/22-7Y LCH / DIR (EZ2KYVSDFJC8) | -0.08 | 46.43 | -0.0468 | -0.0139 | ||
| RFR USD SOFR/1.87200 04/06/22-10Y LCH / DIR (EZ972XMCG9H9) | -0.08 | -27.19 | -0.0475 | 0.0189 | ||
| RFR USD SOFR/1.87200 04/06/22-10Y LCH / DIR (EZ972XMCG9H9) | -0.08 | -27.19 | -0.0475 | 0.0189 | ||
| US01F0426811 / UMBS 待定 | -0.10 | -101.03 | -0.0543 | -4.8147 | ||
| RFR USD SOFR/1.75000 06/15/22-10Y CME / DIR (EZQ6DKJXZ1C9) | -0.10 | -37.01 | -0.0555 | 0.0338 | ||
| RFR USD SOFR/1.75000 06/15/22-10Y CME / DIR (EZQ6DKJXZ1C9) | -0.10 | -37.01 | -0.0555 | 0.0338 | ||
| RFR USD SOFR/1.25000 06/15/22-10Y LCH / DIR (EZQ6DKJXZ1C9) | -0.12 | -23.38 | -0.0675 | 0.0217 | ||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | -0.12 | -0.0704 | -0.0704 | |||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | -0.12 | -0.0704 | -0.0704 | |||
| US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) | -0.15 | -0.0871 | -0.0871 | |||
| US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) | -0.15 | -0.0871 | -0.0871 | |||
| OIS USD SOFR/1.81700 04/05/22-10Y LCH / DIR (EZC7R1KQJZ83) | -0.17 | -27.12 | -0.0982 | 0.0386 | ||
| OIS USD SOFR/1.81700 04/05/22-10Y LCH / DIR (EZC7R1KQJZ83) | -0.17 | -27.12 | -0.0982 | 0.0386 | ||
| RFRF USD SF+26.161/1.50 9/15/23-5Y* CME / DIR (EZL6C00KXKG3) | -0.21 | -11.72 | -0.1200 | 0.0185 | ||
| RFRF USD SF+26.161/1.50 9/15/23-5Y* CME / DIR (EZL6C00KXKG3) | -0.21 | -11.72 | -0.1200 | 0.0185 | ||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | -0.22 | -0.1259 | -0.1259 | |||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | -0.22 | -0.1259 | -0.1259 | |||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | -0.26 | -0.1474 | -0.1474 | |||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | -0.26 | -0.1474 | -0.1474 | |||
| RFR USD SOFR/1.25000 06/15/22-10Y CME / DIR (EZQ6DKJXZ1C9) | -0.37 | 138.31 | -0.2089 | -0.1196 | ||
| US01F0406854 / UMBS 待定 | -0.37 | -101.17 | -0.2112 | -15.0253 | ||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | -0.39 | -0.2228 | -0.2228 | |||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | -0.39 | -0.2228 | -0.2228 | |||
| RFR USD SOFR/1.61750 02/09/22-7Y LCH / DIR (EZ67SGVGHPV0) | -0.50 | -7.38 | -0.2853 | 0.0288 | ||
| RFR USD SOFR/1.61750 02/09/22-7Y LCH / DIR (EZ67SGVGHPV0) | -0.50 | -7.38 | -0.2853 | 0.0288 | ||
| RFR USD SOFR/3.25000 06/18/25-30Y LCH / DIR (EZVR6JLJ0ZB5) | -1.19 | -0.6766 | -0.6766 | |||
| RFR USD SOFR/3.25000 06/18/25-30Y LCH / DIR (EZVR6JLJ0ZB5) | -1.19 | -0.6766 | -0.6766 | |||
| RFRF USD SF+26.161/1.5* 7/19/23-28Y* CME / DIR (EZ2D5X7LW4S3) | -1.36 | 2.25 | -0.7748 | -0.0022 | ||
| RFRF USD SF+26.161/1.5* 7/19/23-28Y* CME / DIR (EZ2D5X7LW4S3) | -1.36 | 2.25 | -0.7748 | -0.0022 | ||
| US01F0326821 / 房利美或房地美 | -1.94 | -169.40 | -1.0989 | -2.5353 | ||
| US01F0206874 / UMBS TBA 30YR 2% 20 年 8 月即将公布 2.00000000 | -5.31 | 1.16 | -3.0137 | -0.3116 |
