Statistik Asas
| Nilai Portfolio | $ 1,218,704,485 |
| Kedudukan Semasa | 837 |
Pegangan Terkini, Prestasi, AUM (dari 13F, 13D)
GDIAX - Goldman Sachs Short Duration Income Fund Class A telah mendedahkan 837 jumlah pegangan dalam pemfailan SEC terkini mereka. Nilai portfolio terkini dikira sebagai $ 1,218,704,485 USD. Aset Sebenar Di Bawah Pengurusan (AUM) ialah nilai ini ditambah dengan tunai (yang tidak didedahkan). Pegangan teratas GDIAX - Goldman Sachs Short Duration Income Fund Class A ialah United States Treasury Note/Bond (US:US91282CDK45) , United States Treasury Note/Bond (US:US91282CBS98) , Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc (US:US77313LAA17) , NiSource Inc (US:US65473PAK12) , and BNP Paribas SA (FR:US05581KAA97) . Kedudukan baharu GDIAX - Goldman Sachs Short Duration Income Fund Class A termasuk United States Treasury Note/Bond (US:US91282CDK45) , United States Treasury Note/Bond (US:US91282CBS98) , Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc (US:US77313LAA17) , NiSource Inc (US:US65473PAK12) , and BNP Paribas SA (FR:US05581KAA97) .
Kenaikan Teratas Suku Tahun Ini
Kami menggunakan perubahan dalam peruntukan portfolio kerana ini adalah metrik yang paling bermakna. Perubahan boleh disebabkan oleh perdagangan atau perubahan dalam harga saham.
| Sekuriti | Saham (MM) |
Nilai (MM$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| 31.65 | 2.4857 | 2.4857 | ||
| 26.57 | 2.0866 | 2.0866 | ||
| 15.71 | 1.2336 | 1.2336 | ||
| -2.00 | -0.1570 | 1.0581 | ||
| 12.31 | 0.9668 | 0.9668 | ||
| 11.50 | 0.9029 | 0.9029 | ||
| 9.98 | 0.7836 | 0.7836 | ||
| 9.81 | 0.7702 | 0.7702 | ||
| 9.81 | 0.7702 | 0.7702 | ||
| 7.63 | 0.5988 | 0.5988 |
Penurunan Teratas Suku Tahun Ini
Kami menggunakan perubahan dalam peruntukan portfolio kerana ini adalah metrik yang paling bermakna. Perubahan boleh disebabkan oleh perdagangan atau perubahan dalam harga saham.
| Sekuriti | Saham (MM) |
Nilai (MM$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| 2.13 | 0.1671 | -0.2372 | ||
| 0.06 | 0.0051 | -0.1645 | ||
| 2.55 | 0.2006 | -0.1221 | ||
| 1.85 | 0.1456 | -0.1029 | ||
| 0.74 | 0.0584 | -0.0824 | ||
| 1.34 | 0.1052 | -0.0745 | ||
| -0.93 | -0.0731 | -0.0731 | ||
| -0.64 | -0.0500 | -0.0500 | ||
| -0.61 | -0.0482 | -0.0482 | ||
| 0.81 | 0.0638 | -0.0466 |
13F dan Pemfailan Dana
Borang ini telah difailkan pada 2025-08-19 untuk tempoh pelaporan 2025-06-30. Klik ikon pautan untuk melihat sejarah transaksi penuh.
Tingkatkan untuk membuka data premium dan eksport ke Excel 
.
28-07-2022: Nota Penting - Kami telah menukar layanan lajur Δ Portfolio % dalam jadual ini. Sebelum ini, kami melaporkannya sebagai peratus perubahan dalam peruntukan portfolio. Kini kami melaporkannya sebagai perubahan mentah dalam peruntukan portfolio (masih dilaporkan sebagai peratus). Dari segi formula, kami sebelum ini melaporkannya sebagai 100 * (peruntukan semasa - peruntukan terdahulu ) / peruntukan terdahulu. Kami kini melaporkannya sebagai (peruntukan semasa - peruntukan terdahulu).
| Sekuriti | Jenis | Purata Harga Saham | Saham (MM) |
ΔSaham (%) |
ΔSaham (%) |
Nilai ($MM) |
Portfolio (%) |
ΔPortfolio (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| U.S. Treasury Notes / DBT (US91282CKT70) | 31.65 | 2.4857 | 2.4857 | ||||||
| U.S. Treasury Bills / STIV (US912797PX98) | 26.57 | 2.0866 | 2.0866 | ||||||
| I1RP34 / Trane Technologies plc - Depositary Receipt (Common Stock) | 17.61 | 0.24 | 1.3831 | -0.0021 | |||||
| Beth Israel Deaconess Medical Center Inc / STIV (US08661QUA11) | 15.71 | 1.2336 | 1.2336 | ||||||
| US91282CDK45 / United States Treasury Note/Bond | 15.59 | 0.76 | 1.2244 | 0.0043 | |||||
| US91282CBS98 / United States Treasury Note/Bond | 14.39 | 1.11 | 1.1302 | 0.0080 | |||||
| Mars Inc / DBT (US571676AX38) | 13.16 | 0.42 | 1.0336 | 0.0002 | |||||
| Bank of America Corp / DBT (US06051GMK21) | 13.03 | 0.48 | 1.0232 | 0.0008 | |||||
| NATIONAL BK KUWAIT NY BRH INST / STIV (US63376FP955) | 12.31 | 0.9668 | 0.9668 | ||||||
| D1OM34 / Dominion Energy, Inc. - Depositary Receipt (Common Stock) | 11.50 | 0.9029 | 0.9029 | ||||||
| Q1UA34 / Quanta Services, Inc. - Depositary Receipt (Common Stock) | 10.75 | 0.69 | 0.8442 | 0.0024 | |||||
| CAH / Cardinal Health, Inc. - Depositary Receipt (Common Stock) | 10.62 | 0.13 | 0.8342 | -0.0022 | |||||
| US86563VBG32 / Sumitomo Mitsui Trust Bank Ltd | 10.34 | 0.46 | 0.8120 | 0.0005 | |||||
| US77313LAA17 / Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc | 10.21 | 1.63 | 0.8014 | 0.0097 | |||||
| US65473PAK12 / NiSource Inc | 10.00 | 0.78 | 0.7854 | 0.0029 | |||||
| US05581KAA97 / BNP Paribas SA | 9.98 | 0.28 | 0.7838 | -0.0010 | |||||
| Bayer Corp / STIV (US07273LUG12) | 9.98 | 0.7836 | 0.7836 | ||||||
| AVGO / Broadcom Inc. - Depositary Receipt (Common Stock) | 9.96 | 0.24 | 0.7822 | -0.0012 | |||||
| US95000U3C57 / Wells Fargo & Co. | 9.91 | 0.04 | 0.7780 | -0.0029 | |||||
| US29277EU100 / ENERGY TRANSFER PARTNERS | 9.81 | 0.7702 | 0.7702 | ||||||
| M1PC34 / Marathon Petroleum Corporation - Depositary Receipt (Common Stock) | 9.81 | 0.7702 | 0.7702 | ||||||
| US879360AC98 / Teledyne Technologies Inc | 9.17 | 0.75 | 0.7201 | 0.0024 | |||||
| US912828ZV59 / United States Treasury Note/Bond | 8.82 | 1.16 | 0.6926 | 0.0052 | |||||
| US37045XDK90 / General Motors Financial Co Inc | 8.54 | 0.95 | 0.6708 | 0.0036 | |||||
| US55336VBR06 / MPLX LP | 8.14 | 0.64 | 0.6390 | 0.0016 | |||||
| US097023CM50 / Boing Company (The) 2.70%, Due 02/01/2027 | 7.84 | 0.76 | 0.6159 | 0.0023 | |||||
| US05530QAN07 / BAT International Finance PLC | 7.83 | 0.80 | 0.6150 | 0.0024 | |||||
| US15135BAY74 / Centene Corp | 7.82 | 1.84 | 0.6140 | 0.0086 | |||||
| US29278GAM06 / Enel Finance International NV | 7.64 | 0.76 | 0.6001 | 0.0022 | |||||
| US37046TU107 / General Motors Financial Co., Inc. | 7.63 | 0.5988 | 0.5988 | ||||||
| Anchorage Capital CLO 15 Ltd / ABS-CBDO (US03329FAW41) | 7.60 | 0.5968 | 0.5968 | ||||||
| US097023CY98 / BOEING CO 5.15 5/30 | 7.56 | 1.23 | 0.5934 | 0.0049 | |||||
| NDSN / Nordson Corporation | 7.47 | 1.69 | 0.5867 | 0.0074 | |||||
| W1MC34 / Waste Management, Inc. - Depositary Receipt (Common Stock) | 7.41 | 0.53 | 0.5818 | 0.0008 | |||||
| US06742LAX10 / Barclays Dryrock Issuance Trust, Series 2023-1, Class A | 7.32 | -0.07 | 0.5745 | -0.0027 | |||||
| US06051GKW86 / Bank of America Corp. | 7.08 | 0.35 | 0.5560 | -0.0003 | |||||
| US95000U3A91 / Wells Fargo & Co. | 7.06 | 0.50 | 0.5542 | 0.0006 | |||||
| BNSB34 / The Bank of Nova Scotia - Depositary Receipt (Common Stock) | 7.04 | 0.67 | 0.5528 | 0.0015 | |||||
| US172967NS68 / CITIGROUP INC | 7.03 | 0.33 | 0.5518 | -0.0004 | |||||
| US95000U2V48 / WELLS FARGO & COMPANY REGD V/R MTN 3.52600000 | 6.91 | 0.73 | 0.5424 | 0.0018 | |||||
| J1EF34 / Jefferies Financial Group Inc. - Depositary Receipt (Common Stock) | 6.87 | -0.04 | 0.5396 | -0.0025 | |||||
| US172967NG21 / Citigroup Inc | 6.85 | 0.69 | 0.5377 | 0.0015 | |||||
| US25215DAP42 / Dexia Credit Local SA/New York NY | 6.84 | 0.5375 | 0.5375 | ||||||
| VLTO / Veralto Corporation | 6.79 | -0.04 | 0.5332 | -0.0024 | |||||
| AVGO / Broadcom Inc. - Depositary Receipt (Common Stock) | 6.56 | 0.5151 | 0.5151 | ||||||
| O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) | 6.40 | 0.72 | 0.5023 | 0.0016 | |||||
| US36267VAF04 / GE HealthCare Technologies Inc | 6.34 | 0.38 | 0.4976 | -0.0001 | |||||
| US64110LAU08 / Netflix Inc | 6.29 | 1.24 | 0.4942 | 0.0041 | |||||
| NOCG34 / Northrop Grumman Corporation - Depositary Receipt (Common Stock) | 6.27 | 0.4923 | 0.4923 | ||||||
| US7562E0EU66 / Reckitt Benckiser Treasury Services plc | 6.26 | 0.4918 | 0.4918 | ||||||
| US25215DAP42 / Dexia Credit Local SA/New York NY | 6.15 | 0.4829 | 0.4829 | ||||||
| National Grid North America Inc / STIV (US63627AUV87) | 6.14 | 0.4825 | 0.4825 | ||||||
| Ford Credit Auto Lease Trust 2024-B / ABS-O (US345279AD57) | 6.14 | -0.03 | 0.4822 | -0.0021 | |||||
| US455780DQ66 / Indonesia Government International Bond | 6.08 | 1.11 | 0.4778 | 0.0033 | |||||
| Beth Israel Deaconess Medical Center Inc / STIV (US08661QVC67) | 6.06 | 0.4762 | 0.4762 | ||||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 6.05 | 0.4752 | 0.4752 | ||||||
| US404119BS74 / Hca Inc Bond | 6.01 | -0.32 | 0.4716 | -0.0034 | |||||
| US3142GQGE60 / Freddie Mac Pool | 5.91 | -3.84 | 0.4641 | -0.0205 | |||||
| Hyundai Auto Receivables Trust 2024-B / ABS-O (US44934QAD34) | 5.88 | 0.24 | 0.4618 | -0.0008 | |||||
| US68389XBV64 / ORACLE CORP SR UNSECURED 04/30 2.95 | 5.88 | 1.61 | 0.4617 | 0.0055 | |||||
| XS2401572255 / Dunedin Park CLO DAC | 5.58 | 9.16 | 0.4378 | 0.0352 | |||||
| US44890MVT60 / Hyundai Capital America | 5.55 | 0.4359 | 0.4359 | ||||||
| Diameter Capital CLO 4 Ltd / ABS-CBDO (US25255NAQ16) | 5.52 | 0.02 | 0.4337 | -0.0017 | |||||
| US404119BX69 / HCA Inc | 5.42 | 0.4257 | 0.4257 | ||||||
| US200340AU17 / Comerica Inc | 5.41 | 0.54 | 0.4250 | 0.0006 | |||||
| US05593FAD06 / BMO 2023-C7 Mortgage Trust | 5.37 | 0.13 | 0.4214 | -0.0011 | |||||
| US097023BP90 / Boeing Co. | 5.35 | 0.45 | 0.4205 | 0.0002 | |||||
| US00774MBE49 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 5.33 | 1.12 | 0.4187 | 0.0029 | |||||
| 01626P148 / Alimentation Couche-Tard Inc | 5.32 | 0.4177 | 0.4177 | ||||||
| Marble Point CLO XIV Ltd / ABS-CBDO (US56608KAW36) | 5.30 | -5.26 | 0.4162 | -0.0248 | |||||
| ORCL / Oracle Corporation - Depositary Receipt (Common Stock) | 5.25 | 0.79 | 0.4120 | 0.0016 | |||||
| US7562E0EU66 / Reckitt Benckiser Treasury Services plc | 5.21 | 0.4089 | 0.4089 | ||||||
| Glencore Funding LLC / DBT (US378272BS65) | 5.12 | 0.87 | 0.4023 | 0.0019 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 5.09 | 0.95 | 0.3994 | 0.0022 | |||||
| US00914AAM45 / Air Lease Corp | 5.03 | 0.98 | 0.3951 | 0.0023 | |||||
| Palmer Square Loan Funding 2022-3 Ltd / ABS-CBDO (US69690CAN39) | 5.03 | 0.00 | 0.3946 | -0.0016 | |||||
| US172967MV07 / Citigroup Inc | 4.93 | 0.80 | 0.3875 | 0.0016 | |||||
| US709599BL72 / Penske Truck Leasing Co Lp / PTL Finance Corp | 4.88 | 0.91 | 0.3835 | 0.0019 | |||||
| US172967MU24 / CITIGROUP INC JR SUBORDINA 12/99 VAR | 4.83 | 0.67 | 0.3792 | 0.0010 | |||||
| TD.PFA / The Toronto-Dominion Bank - Preferred Security | 4.82 | 0.33 | 0.3783 | -0.0003 | |||||
| US709599BH60 / Penske Truck Leasing Co Lp / PTL Finance Corp | 4.76 | 2.04 | 0.3738 | 0.0060 | |||||
| US456837AU72 / ING Groep NV | 4.75 | 0.87 | 0.3730 | 0.0017 | |||||
| US3140XJZE67 / UMBS | 4.61 | -4.13 | 0.3623 | -0.0172 | |||||
| US30023JAV08 / Evergreen Credit Card Trust Series 2018-2 | 4.55 | 0.31 | 0.3574 | -0.0003 | |||||
| Elmwood CLO 27 Ltd / ABS-CBDO (US29003FAA03) | 4.51 | 0.47 | 0.3545 | 0.0003 | |||||
| DGZ / DB Gold Short ETN | 4.50 | 0.72 | 0.3530 | 0.0011 | |||||
| C1DN34 / Cadence Design Systems, Inc. - Depositary Receipt (Common Stock) | 4.40 | 1.06 | 0.3458 | 0.0022 | |||||
| ROCK Trust 2024-CNTR / ABS-MBS (US74970WAA80) | 4.39 | 1.43 | 0.3451 | 0.0035 | |||||
| BX Commercial Mortgage Trust 2024-XL4 / ABS-MBS (US05611VAA98) | 4.36 | -2.53 | 0.3424 | -0.0102 | |||||
| US06541DBH61 / BANK 2023-BNK46 | 4.31 | 0.65 | 0.3385 | 0.0008 | |||||
| Toyota Auto Receivables 2024-C Owner Trust / ABS-O (US89237QAD25) | 4.26 | 0.09 | 0.3349 | -0.0010 | |||||
| US378272AX69 / Glencore Funding LLC | 4.18 | 0.80 | 0.3280 | 0.0013 | |||||
| US174610AU90 / Citizens Financial Group Inc | 4.16 | 0.53 | 0.3269 | 0.0004 | |||||
| RRE 2 Loan Management DAC / ABS-CBDO (XS2342230468) | 4.10 | 9.22 | 0.3220 | 0.0260 | |||||
| US30023JAV08 / Evergreen Credit Card Trust Series 2018-2 | 4.03 | 0.3163 | 0.3163 | ||||||
| US72132UBA07 / Pikes Peak CLO 3 | 4.01 | 0.12 | 0.3147 | -0.0008 | |||||
| S1NP34 / Synopsys, Inc. - Depositary Receipt (Common Stock) | 4.00 | 0.40 | 0.3144 | 0.0000 | |||||
| US3140QQWC54 / Fannie Mae Pool | 3.97 | -4.15 | 0.3120 | -0.0148 | |||||
| US6174468V45 / Morgan Stanley | 3.96 | 0.94 | 0.3110 | 0.0017 | |||||
| US50064YAQ61 / Korea Hydro & Nuclear Power Co. Ltd. | 3.95 | 0.46 | 0.3100 | 0.0001 | |||||
| US05609XAA90 / BX Trust 2022-CLS | 3.95 | 0.05 | 0.3100 | -0.0011 | |||||
| Bacardi-Martini BV / DBT (US05634WAA09) | 3.87 | 0.75 | 0.3042 | 0.0011 | |||||
| US02665JVJ68 / American Honda Finance Corp | 3.86 | 0.3028 | 0.3028 | ||||||
| COMM 2024-277P Mortgage Trust / ABS-MBS (US12654FAA84) | 3.84 | 0.92 | 0.3015 | 0.0015 | |||||
| JP Morgan Mortgage Trust 2025-VIS2 / ABS-MBS (US46659RAC16) | 3.83 | 0.3006 | 0.3006 | ||||||
| US7562E0EU66 / Reckitt Benckiser Treasury Services plc | 3.82 | 0.3001 | 0.3001 | ||||||
| US7562E0VL74 / Reckitt Benckiser Treasury Services plc | 3.82 | 0.3001 | 0.3001 | ||||||
| US3140QQWD38 / Fannie Mae Pool | 3.81 | -2.43 | 0.2995 | -0.0087 | |||||
| US254683CY96 / Discover Card Execution Note Trust, Series 2023-A1, Class A | 3.80 | 0.03 | 0.2982 | -0.0011 | |||||
| US90117PAC95 / AOTA_15-1211 | 3.79 | 1.61 | 0.2975 | 0.0035 | |||||
| CIFC Falcon 2020 Ltd / ABS-CBDO (US27580XAA63) | 3.79 | -5.30 | 0.2975 | -0.0179 | |||||
| US404121AJ49 / HCA Inc | 3.76 | 0.64 | 0.2951 | 0.0008 | |||||
| C1PB34 / The Campbell's Company - Depositary Receipt (Common Stock) | 3.75 | 0.16 | 0.2948 | -0.0007 | |||||
| SYY / Sysco Corporation - Depositary Receipt (Common Stock) | 3.73 | 0.2927 | 0.2927 | ||||||
| Flatiron CLO 20 Ltd / ABS-CBDO (US33883MAJ36) | 3.71 | 0.14 | 0.2910 | -0.0008 | |||||
| US87264ABD63 / CORP. NOTE | 3.69 | 0.46 | 0.2896 | 0.0001 | |||||
| US626738AD06 / Murphy Oil USA, Inc. | 3.67 | 0.49 | 0.2881 | 0.0002 | |||||
| US3622ABGZ91 / Ginnie Mae II Pool | 3.66 | -3.50 | 0.2877 | -0.0117 | |||||
| XS2010026305 / Hungary Government International Bond | 3.66 | 1.39 | 0.2872 | 0.0028 | |||||
| US05583JAH59 / BPCE SA | 3.65 | 0.86 | 0.2862 | 0.0012 | |||||
| US117650AA94 / Bryant Park Funding 2023-21 Ltd | 3.61 | -0.19 | 0.2834 | -0.0017 | |||||
| US05682CAA53 / Bain Capital Credit CLO 2023-3 Ltd | 3.61 | -0.03 | 0.2832 | -0.0012 | |||||
| US47216QAC78 / JDE PEETS BV 2.25% 09/24/2031 144A | 3.61 | 1.75 | 0.2832 | 0.0038 | |||||
| US013092AF88 / Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC | 3.58 | 0.93 | 0.2811 | 0.0015 | |||||
| TPG Trust 2024-WLSC / ABS-MBS (US872973AA03) | 3.50 | 0.23 | 0.2748 | -0.0005 | |||||
| JP Morgan Mortgage Trust 2025-VIS1 / ABS-MBS (US46659BAD47) | 3.50 | -0.91 | 0.2747 | -0.0036 | |||||
| BX 2024-BRVE / ABS-MBS (US05612KAA25) | 3.50 | -0.09 | 0.2746 | -0.0013 | |||||
| US55261FAN42 / M&T Bank Corp | 3.48 | 2.02 | 0.2731 | 0.0043 | |||||
| Fannie Mae Connecticut Avenue Securities / ABS-MBS (US20755RAC97) | 3.44 | 0.61 | 0.2702 | 0.0005 | |||||
| ROCK Trust 2024-CNTR / ABS-MBS (US74970WAG50) | 3.39 | 0.71 | 0.2661 | 0.0009 | |||||
| OCP Euro 2025-12 DAC / ABS-CBDO (XS3002399197) | 3.38 | 8.57 | 0.2656 | 0.0200 | |||||
| A3KMYN / Air Lease Corporation - Preferred Stock | 3.38 | 0.2653 | 0.2653 | ||||||
| US02005NBN93 / ALLY FINL INC 4.7%/VAR PERP | 3.36 | 4.32 | 0.2637 | 0.0099 | |||||
| US12769GAA85 / Caesars Entertainment Inc | 3.34 | 3.89 | 0.2623 | 0.0088 | |||||
| US55361AAR59 / MSWF Commercial Mortgage Trust 2023-2 | 3.34 | 0.48 | 0.2620 | 0.0002 | |||||
| US70959WAJ27 / Penske Automotive Group Inc | 3.30 | 0.30 | 0.2590 | -0.0002 | |||||
| US46654VAA17 / JP Morgan Mortgage Trust | 3.28 | -0.03 | 0.2572 | -0.0011 | |||||
| US69120VAM37 / OWL Rock Core Income Corp | 3.27 | 0.68 | 0.2564 | 0.0007 | |||||
| Ford Credit Auto Owner Trust 2024-REV1 / ABS-O (US34533BAA89) | 3.26 | 0.71 | 0.2561 | 0.0008 | |||||
| Fannie Mae Connecticut Avenue Securities / ABS-MBS (US20754VAC19) | 3.20 | 0.2517 | 0.2517 | ||||||
| US89832QAE98 / TRUIST FINANCIAL CORP 4.95%/VAR PERP | 3.19 | 0.38 | 0.2507 | -0.0001 | |||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 3.19 | 0.25 | 0.2505 | -0.0004 | |||||
| DGZ / DB Gold Short ETN | 3.19 | 0.19 | 0.2503 | -0.0006 | |||||
| US05554FAD78 / BBCMS Mortgage Trust 2023-C22 | 3.18 | -0.47 | 0.2497 | -0.0022 | |||||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | 3.17 | 0.19 | 0.2493 | -0.0006 | |||||
| Wells Fargo Commercial Mortgage Trust 2024-1CHI / ABS-MBS (US95003PAA93) | 3.17 | 0.35 | 0.2488 | -0.0001 | |||||
| US668771AK49 / NortonLifeLock Inc | 3.17 | 0.54 | 0.2486 | 0.0003 | |||||
| A3KMYN / Air Lease Corporation - Preferred Stock | 3.15 | 0.2473 | 0.2473 | ||||||
| CVC Cordatus Loan Fund XXXIV DAC / ABS-CBDO (XS2980877661) | 3.15 | 8.11 | 0.2470 | 0.0176 | |||||
| US08576PAH47 / Berry Global Inc | 3.14 | 0.64 | 0.2465 | 0.0005 | |||||
| / Emera Inc. | 3.13 | 0.16 | 0.2456 | -0.0006 | |||||
| US404280DR76 / HSBC Holdings PLC | 3.13 | -0.10 | 0.2455 | -0.0013 | |||||
| BANK5 2025-5YR14 / ABS-MBS (US06604MAC29) | 3.12 | 0.2452 | 0.2452 | ||||||
| JP Morgan Mortgage Trust Series 2025-DSC1 / ABS-MBS (US46593TAA07) | 3.10 | 0.2437 | 0.2437 | ||||||
| US37940XAE22 / Global Payments Inc | 3.10 | 0.78 | 0.2434 | 0.0009 | |||||
| US48128B5497 / JPMORGAN CHASE and CO 4.625% PERP PFD | 3.08 | 0.42 | 0.2417 | 0.0000 | |||||
| US45569KAA16 / Indigo Merger Sub Inc | 3.07 | 0.69 | 0.2410 | 0.0007 | |||||
| US74368CBJ27 / Protective Life Global Funding | 3.07 | 0.2409 | 0.2409 | ||||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 3.04 | 0.2387 | 0.2387 | ||||||
| RR 29 LTD / ABS-CBDO (US74989VAC54) | 3.01 | 0.30 | 0.2363 | -0.0003 | |||||
| Jamestown CLO XVI Ltd / ABS-CBDO (US47048RAL96) | 3.00 | 0.40 | 0.2356 | 0.0000 | |||||
| US05553RAC43 / BBCMS Mortgage Trust 2023-C19 | 2.99 | 0.61 | 0.2351 | 0.0004 | |||||
| US92840VAF94 / Vistra Operations Co LLC | 2.96 | 1.30 | 0.2325 | 0.0020 | |||||
| Morgan Stanley Residential Mortgage Loan Trust 2025-DSC1 / ABS-MBS (US61790VAA52) | 2.96 | 0.2324 | 0.2324 | ||||||
| US161175AY09 / Charter Communications Operating LLC / Charter Communications Operating Capital | 2.91 | 0.03 | 0.2286 | -0.0009 | |||||
| MO / Altria Group, Inc. - Depositary Receipt (Common Stock) | 2.87 | 0.67 | 0.2255 | 0.0006 | |||||
| Santander Drive Auto Receivables Trust 2025-1 / ABS-O (US80288DAC02) | 2.84 | 0.04 | 0.2227 | -0.0008 | |||||
| US577081BD37 / Mattel Inc | 2.82 | -0.07 | 0.2217 | -0.0010 | |||||
| US16411QAG64 / Cheniere Energy Partners LP | 2.80 | 1.52 | 0.2202 | 0.0024 | |||||
| BFLD Trust 2025-EWEST / ABS-MBS (US05494JAC45) | 2.80 | 0.2202 | 0.2202 | ||||||
| 1011778 BC ULC / New Red Finance Inc / DBT (US68245XAR08) | 2.78 | 1.94 | 0.2182 | 0.0032 | |||||
| US29364GAM50 / ENTERGY CORP NEW 0.9% 09/15/2025 | 2.78 | 0.84 | 0.2181 | 0.0009 | |||||
| US87612BBN10 / CORP. NOTE | 2.78 | -0.32 | 0.2179 | -0.0016 | |||||
| US00774CAB37 / AECOM | 2.76 | 1.06 | 0.2164 | 0.0014 | |||||
| 01626P148 / Alimentation Couche-Tard Inc | 2.75 | 0.2163 | 0.2163 | ||||||
| US23311VAJ61 / DCP Midstream Operating LP | 2.75 | 0.51 | 0.2158 | 0.0003 | |||||
| US303250AE41 / FAIR ISAAC CORP SR UNSECURED 144A 05/26 5.25 | 2.71 | 0.07 | 0.2124 | -0.0007 | |||||
| US65535HBE80 / Nomura Holdings Inc | 2.69 | -0.04 | 0.2116 | -0.0010 | |||||
| US91087BAH33 / Mexico Government International Bond | 2.64 | 1.97 | 0.2071 | 0.0032 | |||||
| Republic of Poland Government International Bonds / DBT (US731011AX08) | 2.64 | 1.50 | 0.2070 | 0.0022 | |||||
| BANK5 2024-5YR11 / ABS-MBS (US06644WBD92) | 2.57 | 0.67 | 0.2014 | 0.0005 | |||||
| Nissan Auto Lease Trust 2024-A / ABS-O (US65481CAB00) | 2.55 | -37.63 | 0.2006 | -0.1221 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 2.55 | -4.57 | 0.2001 | -0.0104 | |||||
| BANK5 2025-5YR15 / ABS-MBS (US065924AG73) | 2.52 | 0.1980 | 0.1980 | ||||||
| US49327M3E23 / KeyBank NA/Cleveland OH | 2.51 | 0.16 | 0.1972 | -0.0004 | |||||
| Katayma CLO II Ltd / ABS-CBDO (US485862AC06) | 2.51 | 0.00 | 0.1970 | -0.0008 | |||||
| US22823RAJ86 / Crown City CLO I | 2.50 | 0.04 | 0.1964 | -0.0007 | |||||
| BMO 2025-5C11 Mortgage Trust / ABS-MBS (US096941AC30) | 2.50 | 0.1962 | 0.1962 | ||||||
| BX Trust 2025-ROIC / ABS-MBS (US05593VAA17) | 2.48 | 0.12 | 0.1951 | -0.0005 | |||||
| US06738ECF07 / Barclays PLC | 2.47 | -0.20 | 0.1939 | -0.0011 | |||||
| US780099CK11 / Royal Bank of Scotland Group Plc Bond | 2.45 | -0.24 | 0.1925 | -0.0013 | |||||
| US69370RAF47 / Pertamina Persero PT | 2.45 | 1.62 | 0.1921 | 0.0023 | |||||
| BANK5 2024-5YR7 / ABS-MBS (US06211UBL89) | 2.44 | 0.62 | 0.1917 | 0.0004 | |||||
| US225313AJ46 / Credit Agricole SA | 2.44 | -0.45 | 0.1915 | -0.0016 | |||||
| US92332LAF67 / Venture 36 Clo, Ltd. | 2.44 | -0.20 | 0.1914 | -0.0012 | |||||
| US06742LBB80 / Barclays Dryrock Issuance Trust | 2.43 | -0.08 | 0.1908 | -0.0010 | |||||
| US15089QAM69 / Celanese US Holdings LLC | 2.41 | 1.86 | 0.1896 | 0.0028 | |||||
| Chase Home Lending Mortgage Trust Series 2025-2 / ABS-MBS (US16159VAE65) | 2.41 | -4.70 | 0.1895 | -0.0101 | |||||
| Hyundai Auto Lease Securitization Trust 2024-C / ABS-O (US448984AB08) | 2.37 | -14.27 | 0.1860 | -0.0318 | |||||
| US83088MAK80 / Skyworks Solutions Inc | 2.36 | 0.90 | 0.1852 | 0.0010 | |||||
| US3140QS5D96 / Fannie Mae Pool | 2.36 | -5.80 | 0.1851 | -0.0122 | |||||
| US3133KQK880 / UMBS | 2.34 | -2.82 | 0.1839 | -0.0061 | |||||
| US143658BN13 / Carnival Corp | 2.30 | 0.75 | 0.1805 | 0.0006 | |||||
| US96122FAA57 / Westpac New Zealand Ltd | 2.29 | 0.35 | 0.1801 | -0.0001 | |||||
| GCAT 2024-INV4 Trust / ABS-MBS (US367919AF48) | 2.25 | -7.74 | 0.1770 | -0.0156 | |||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 2.25 | 0.1769 | 0.1769 | ||||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 2.24 | 0.1756 | 0.1756 | ||||||
| Sycamore Tree CLO 2023-2 Ltd / ABS-CBDO (US87122CAJ27) | 2.21 | 0.27 | 0.1732 | -0.0003 | |||||
| NYC Commercial Mortgage Trust 2025-3BP / ABS-MBS (US67120UAC18) | 2.18 | 0.14 | 0.1712 | -0.0004 | |||||
| Rocket Cos Inc / DBT (US77311WAA99) | 2.18 | 0.1708 | 0.1708 | ||||||
| US459506AN18 / CORP. NOTE | 2.13 | -58.52 | 0.1671 | -0.2372 | |||||
| XS2262853000 / Saudi Arabian Oil Co | 2.10 | 0.53 | 0.1649 | 0.0002 | |||||
| US715638DE95 / Peruvian Government International Bond | 2.09 | 0.43 | 0.1640 | 0.0001 | |||||
| US 2YR NOTE (CBT) SEP25 / DIR (000000000) | 2.08 | 0.1633 | 0.1633 | ||||||
| XS2357493860 / Qatar Petroleum | 2.08 | 0.78 | 0.1631 | 0.0006 | |||||
| JP Morgan Chase Commercial Mortgage Securities Trust 2025-NSLB / ABS-MBS (US46659JAA34) | 2.08 | 0.1629 | 0.1629 | ||||||
| US55608JAR95 / Macquarie Group Ltd | 2.06 | 0.83 | 0.1621 | 0.0007 | |||||
| US12598SAA96 / Cifc Funding 2023-III Ltd | 2.05 | 1.58 | 0.1613 | 0.0019 | |||||
| US391399AA00 / Great-West Lifeco US Finance 2020 LP | 1.99 | 0.96 | 0.1563 | 0.0009 | |||||
| USP6629MAC66 / Mexico City Airport Trust | 1.98 | 1.59 | 0.1553 | 0.0018 | |||||
| Wells Fargo Commercial Mortgage Trust 2024-1CHI / ABS-MBS (US95003PAC59) | 1.96 | 0.72 | 0.1542 | 0.0004 | |||||
| 75ZB / DPWDU 3.7495 01/30/30 REGS | 1.96 | 0.10 | 0.1540 | -0.0004 | |||||
| CIM Trust 2025-I1 / ABS-MBS (US12571DAB10) | 1.96 | -6.67 | 0.1538 | -0.0117 | |||||
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-OSB / ABS-MBS (US46651EAG98) | 1.95 | 0.83 | 0.1529 | 0.0007 | |||||
| US17324DAY04 / Citigroup Commercial Mortgage Trust, Series 2015-P1, Class C | 1.93 | 2.71 | 0.1516 | 0.0034 | |||||
| US853496AD99 / Standard Industries Inc/NJ | 1.92 | 2.18 | 0.1507 | 0.0027 | |||||
| Fannie Mae Connecticut Avenue Securities / ABS-MBS (US20754XAC74) | 1.91 | 5.95 | 0.1497 | 0.0078 | |||||
| US827048AX76 / Silgan Holdings Inc | 1.87 | 0.86 | 0.1471 | 0.0006 | |||||
| US136385AZ48 / Canadian Natural Resources Ltd | 1.87 | 0.54 | 0.1471 | 0.0003 | |||||
| US15135BAR24 / Centene Corp | 1.87 | 0.86 | 0.1470 | 0.0007 | |||||
| 01626P148 / Alimentation Couche-Tard Inc | 1.86 | 0.1461 | 0.1461 | ||||||
| Fannie Mae Connecticut Avenue Securities / ABS-MBS (US20753GAC50) | 1.86 | 95.68 | 0.1460 | 0.0710 | |||||
| LVS / Las Vegas Sands Corp. - Depositary Receipt (Common Stock) | 1.86 | 0.1457 | 0.1457 | ||||||
| US88167QAC06 / Tesla Auto Lease Trust 2023-B | 1.85 | -41.18 | 0.1456 | -0.1029 | |||||
| US36179UKY72 / Ginnie Mae II Pool | 1.84 | -2.34 | 0.1445 | -0.0041 | |||||
| R1CL34 / Royal Caribbean Cruises Ltd. - Depositary Receipt (Common Stock) | 1.84 | 2.46 | 0.1442 | 0.0028 | |||||
| SUN / Sunoco LP - Limited Partnership | 1.81 | 1.74 | 0.1423 | 0.0019 | |||||
| US22822VAS07 / CROWN CASTLE INTL CORP 1.35% 07/15/2025 | 1.75 | 0.87 | 0.1372 | 0.0006 | |||||
| Zais Clo 13 Ltd / ABS-CBDO (US98876NAW48) | 1.75 | -21.00 | 0.1370 | -0.0371 | |||||
| Hess Midstream Operations LP / DBT (US428102AH01) | 1.74 | 0.93 | 0.1363 | 0.0007 | |||||
| US3140QQ3G81 / Fannie Mae Pool | 1.71 | -1.10 | 0.1344 | -0.0021 | |||||
| Penske Truck Leasing Co Lp / PTL Finance Corp / DBT (US709599BY93) | 1.71 | 0.12 | 0.1342 | -0.0005 | |||||
| XS2264968665 / Ivory Coast Government International Bond | 1.71 | 1.18 | 0.1342 | 0.0010 | |||||
| US05369AAK79 / Aviation Capital Group LLC | 1.70 | 0.77 | 0.1333 | 0.0005 | |||||
| US025816CH00 / American Express Co | 1.69 | 1.02 | 0.1324 | 0.0008 | |||||
| BX Commercial Mortgage Trust 2024-XL5 / ABS-MBS (US05612GAA13) | 1.67 | -10.11 | 0.1313 | -0.0153 | |||||
| US949746TD35 / Wells Fargo & Co | 1.67 | 2.02 | 0.1311 | 0.0021 | |||||
| US064058AJ97 / Bank of New York Mellon Corp/The | 1.67 | 1.52 | 0.1311 | 0.0014 | |||||
| US48128BAN10 / JPMORGAN CHASE and CO 3.65/VAR PERP | 1.66 | 0.60 | 0.1306 | 0.0003 | |||||
| US060505GB47 / Bank of America Corp | 1.66 | 0.67 | 0.1304 | 0.0004 | |||||
| US693475BF18 / PNC Financial Services Group Inc/The | 1.64 | 0.18 | 0.1288 | -0.0003 | |||||
| US06738EBN40 / Barclays PLC | 1.64 | 0.06 | 0.1288 | -0.0005 | |||||
| US172967PC98 / Citigroup, Inc. | 1.64 | 2.06 | 0.1284 | 0.0020 | |||||
| US95002YAA10 / Wells Fargo & Co | 1.63 | 0.43 | 0.1279 | 0.0000 | |||||
| US172967KM26 / Citigroup Inc | 1.63 | 0.37 | 0.1277 | -0.0000 | |||||
| US06055HAB96 / Bank of America Corp | 1.62 | 0.31 | 0.1273 | -0.0001 | |||||
| US7846ELAD98 / SPCM SA | 1.60 | 1.78 | 0.1256 | 0.0017 | |||||
| UBERD / Uber Technologies, Inc. - Depositary Receipt (Common Stock) | 1.59 | 1.34 | 0.1252 | 0.0012 | |||||
| Huntington National Bank/The / DBT (US44644MAL54) | 1.57 | 0.00 | 0.1230 | -0.0005 | |||||
| US67091TAA34 / OCP SA | 1.55 | 0.1215 | 0.1215 | ||||||
| WESCO Distribution Inc / DBT (US95081QAQ73) | 1.53 | 1.66 | 0.1201 | 0.0015 | |||||
| US03764QBC50 / Apidos CLO XV | 1.52 | -2.06 | 0.1196 | -0.0030 | |||||
| US36179TXV24 / Ginnie Mae II Pool | 1.52 | -3.50 | 0.1191 | -0.0048 | |||||
| Verus Securitization Trust 2023-INV2 / ABS-MBS (US92540BAB53) | 1.51 | -8.43 | 0.1185 | -0.0114 | |||||
| Petronas Capital Ltd / DBT (US716743AV14) | 1.47 | 1.52 | 0.1158 | 0.0013 | |||||
| S2TW34 / Starwood Property Trust, Inc. - Depositary Receipt (Common Stock) | 1.47 | 3.30 | 0.1156 | 0.0032 | |||||
| US77586RAK68 / Romanian Government International Bond | 1.44 | 0.28 | 0.1134 | -0.0001 | |||||
| Hudson Yards 2025-SPRL Mortgage Trust / ABS-MBS (US44855PAG37) | 1.42 | 1.93 | 0.1118 | 0.0017 | |||||
| Exeter Automobile Receivables Trust 2025-1 / ABS-O (US30167MAB37) | 1.42 | -16.48 | 0.1115 | -0.0225 | |||||
| Hudson Yards 2025-SPRL Mortgage Trust / ABS-MBS (US44855PAA66) | 1.42 | 1.22 | 0.1112 | 0.0009 | |||||
| US03027XBB55 / American Tower Corp | 1.39 | 0.80 | 0.1091 | 0.0004 | |||||
| US06211FAV04 / BANK5 2023-5YR4 SER 2023-5YR4 CL A3 REGD 6.50000000 | 1.37 | 0.37 | 0.1074 | -0.0001 | |||||
| World Omni Auto Receivables Trust 2024-B / ABS-O (US98164HAB42) | 1.34 | -41.22 | 0.1052 | -0.0745 | |||||
| US38382BUQ49 / Government National Mortgage Association | 1.31 | -3.54 | 0.1028 | -0.0042 | |||||
| C1DN34 / Cadence Design Systems, Inc. - Depositary Receipt (Common Stock) | 1.26 | 0.48 | 0.0987 | 0.0001 | |||||
| HI / Hillenbrand, Inc. | 1.21 | 1.51 | 0.0953 | 0.0010 | |||||
| US05548WAA53 / BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2018 TALL A 144A | 1.16 | -0.34 | 0.0909 | -0.0006 | |||||
| US98421MAA45 / Xerox Holdings Corp | 1.15 | -23.00 | 0.0902 | -0.0274 | |||||
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2024-OMNI / ABS-MBS (US46593JAA25) | 1.15 | 0.0901 | 0.0901 | ||||||
| BANK5 2024-5YR11 / ABS-MBS (US06644WBL19) | 1.12 | 1.45 | 0.0881 | 0.0009 | |||||
| Crown City CLO V / ABS-CBDO (US22823AAN63) | 1.10 | 0.09 | 0.0866 | -0.0003 | |||||
| US00914AAH59 / Air Lease Corp | 1.10 | 0.36 | 0.0864 | -0.0000 | |||||
| US45674CAA18 / INFOR INC SR UNSECURED 144A 07/25 1.75 | 1.07 | 0.94 | 0.0843 | 0.0004 | |||||
| US05548WAC10 / BBCMS 2018-TALL Mortgage Trust | 1.06 | 0.19 | 0.0831 | -0.0002 | |||||
| US36179TE358 / Ginnie Mae II Pool | 1.01 | -2.88 | 0.0795 | -0.0026 | |||||
| TPG Trust 2024-WLSC / ABS-MBS (US872973AG72) | 0.95 | -0.94 | 0.0745 | -0.0010 | |||||
| BCO / The Brink's Company | 0.94 | 1.62 | 0.0740 | 0.0009 | |||||
| US17326DAM48 / Citigroup Commercial Mortgage Trust 2017-P8 | 0.93 | 4.12 | 0.0734 | 0.0026 | |||||
| Santander Drive Auto Receivables Trust 2025-1 / ABS-O (US80288DAB29) | 0.92 | -26.32 | 0.0724 | -0.0262 | |||||
| BANK5 2024-5YR10 / ABS-MBS (US06604AAM62) | 0.92 | 0.88 | 0.0724 | 0.0004 | |||||
| US38382EML82 / Government National Mortgage Association | 0.89 | 2.77 | 0.0699 | 0.0016 | |||||
| US36179UCC45 / Ginnie Mae II Pool | 0.87 | -2.59 | 0.0679 | -0.0021 | |||||
| US05553RAD26 / BBCMS Mortgage Trust 2023-C19 | 0.84 | 1.33 | 0.0660 | 0.0006 | |||||
| US3140QRXS70 / Fannie Mae Pool | 0.84 | -4.77 | 0.0659 | -0.0036 | |||||
| US00774MAR60 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.83 | 0.85 | 0.0652 | 0.0003 | |||||
| US9128284V99 / U.S. Treasury Notes 2.875%, due 08/15/2028 | 0.83 | 0.85 | 0.0651 | 0.0003 | |||||
| US3140QRXE84 / Fannie Mae Pool | 0.83 | -4.61 | 0.0651 | -0.0034 | |||||
| US3140QRXT53 / Fannie Mae Pool | 0.83 | -3.05 | 0.0650 | -0.0023 | |||||
| Long: BR233972 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR233972 IRS EUR P F 1.75000 2 CCPVANILLA / DIR (000000000) | 0.82 | 0.0645 | 0.0645 | ||||||
| Connecticut Avenue Securities Trust 2024-R05 / ABS-MBS (US20754XAB91) | 0.82 | -20.83 | 0.0642 | -0.0172 | |||||
| US3140QRXU27 / Fannie Mae Pool | 0.82 | -4.00 | 0.0641 | -0.0029 | |||||
| US60689WAJ09 / MJX Venture Management II LLC | 0.81 | -42.00 | 0.0638 | -0.0466 | |||||
| US3133KQK625 / UMBS | 0.80 | -3.49 | 0.0631 | -0.0025 | |||||
| Exeter Automobile Receivables Trust 2025-1 / ABS-O (US30167MAC10) | 0.80 | 0.00 | 0.0628 | -0.0003 | |||||
| US80413TAS87 / Saudi Government International Bond | 0.80 | 0.38 | 0.0624 | -0.0000 | |||||
| US95001FAC95 / Wells Fargo Commercial Mortgage Trust, Series 2017-RC1, Class D | 0.79 | 1.28 | 0.0623 | 0.0005 | |||||
| MTZ / MasTec, Inc. | 0.78 | 0.91 | 0.0613 | 0.0004 | |||||
| A2XO34 / Axon Enterprise, Inc. - Depositary Receipt (Common Stock) | 0.77 | 1.85 | 0.0606 | 0.0009 | |||||
| US36179VBK52 / GINNIE MAE II POOL G2 MA6342 | 0.77 | -3.77 | 0.0602 | -0.0026 | |||||
| US36179UPB25 / Ginnie Mae II Pool | 0.76 | -2.69 | 0.0598 | -0.0019 | |||||
| US36179UH540 / Ginnie Mae II Pool | 0.75 | -2.47 | 0.0589 | -0.0018 | |||||
| US50200FAC32 / LCM 26 Ltd | 0.74 | -58.38 | 0.0584 | -0.0824 | |||||
| Hess Midstream Operations LP / DBT (US428102AG28) | 0.73 | 0.83 | 0.0573 | 0.0002 | |||||
| LVS / Las Vegas Sands Corp. - Depositary Receipt (Common Stock) | 0.70 | 0.0550 | 0.0550 | ||||||
| US17328CAD48 / Citigroup Commercial Mortgage Trust 2019-C7 | 0.69 | 1.32 | 0.0544 | 0.0004 | |||||
| US3137FVA932 / Freddie Mac REMICS | 0.64 | -2.75 | 0.0501 | -0.0016 | |||||
| US83001WAC82 / Six Flags Theme Parks Inc | 0.62 | -0.16 | 0.0484 | -0.0003 | |||||
| US36179UEA60 / GINNIE MAE II POOL P#MA5529 4.50000000 | 0.60 | -2.92 | 0.0470 | -0.0016 | |||||
| US36179T4Q56 / Ginnie Mae II Pool | 0.57 | -2.74 | 0.0447 | -0.0014 | |||||
| US36179UMM17 / Ginnie Mae II Pool | 0.57 | -2.92 | 0.0444 | -0.0014 | |||||
| US36179TZ650 / Ginnie Mae II Pool | 0.56 | -2.61 | 0.0440 | -0.0014 | |||||
| US38382KVX89 / Government National Mortgage Association | 0.50 | -1.00 | 0.0390 | -0.0006 | |||||
| US 5YR NOTE (CBT) SEP25 / DIR (000000000) | 0.47 | 0.0366 | 0.0366 | ||||||
| Long: BR222559 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR222559 IRS EUR P F 2.00000 2 CCPVANILLA / DIR (000000000) | 0.44 | 0.0346 | 0.0346 | ||||||
| US65023TAJ16 / Newark BSL CLO 1 Ltd | 0.44 | -35.65 | 0.0342 | -0.0191 | |||||
| US62912XAF15 / NGPL PipeCo LLC | 0.41 | 0.00 | 0.0320 | -0.0002 | |||||
| US36179U4E90 / G2 MA6221 | 0.40 | -2.66 | 0.0316 | -0.0010 | |||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 0.39 | 0.0304 | 0.0304 | ||||||
| Long: SR234073 IRS NOK R F 4.25000 2 CCPVANILLA / Short: SR234073 IRS NOK P V 06MNIBOR 1 CCPVANILLA / DIR (000000000) | 0.38 | 0.0302 | 0.0302 | ||||||
| US38382ET315 / Government National Mortgage Association | 0.36 | -3.45 | 0.0286 | -0.0011 | |||||
| US69343FAA57 / PHEAA STUDENT LOAN TRUST 2016-1 PHEAA 2016-1A A | 0.35 | -5.65 | 0.0276 | -0.0018 | |||||
| US86746BAA17 / Helios Issuer LLC, Series 2023-GRID1, Class 1A | 0.34 | -1.17 | 0.0265 | -0.0005 | |||||
| US73730EAD58 / POSCO | 0.32 | 0.32 | 0.0250 | -0.0000 | |||||
| Long: SR234061 IRS SEK R F 2.25000 2 CCPVANILLA / Short: SR234061 IRS SEK P V 03MSTIBO 1 CCPVANILLA / DIR (000000000) | 0.32 | 0.0249 | 0.0249 | ||||||
| US71654QDL32 / Petroleos Mexicanos | 0.31 | 4.03 | 0.0243 | 0.0008 | |||||
| US04685A2U49 / Athene Global Funding | 0.30 | 1.01 | 0.0236 | 0.0001 | |||||
| Long: SR233995 IRS GBP R F 3.75000 2 CCPOIS / Short: SR233995 IRS GBP P V 00MSONIA 1 CCPOIS / DIR (000000000) | 0.28 | 0.0217 | 0.0217 | ||||||
| US3136BAC362 / Fannie Mae REMICS | 0.27 | 3.01 | 0.0215 | 0.0005 | |||||
| Macquarie Airfinance Holdings Ltd / DBT (US55609NAC20) | 0.27 | 1.12 | 0.0213 | 0.0001 | |||||
| Long: SR234012 IRS CAD R F 2.75000 2 CCPOIS / Short: SR234012 IRS CAD P V 00MCORRA 1 CCPOIS / DIR (000000000) | 0.27 | 0.0211 | 0.0211 | ||||||
| Long: SR234278 IRS USD R F 3.62000 2 CCPOIS / Short: SR234278 IRS USD P V 00MSOFR 1 CCPOIS / DIR (000000000) | 0.26 | 0.0207 | 0.0207 | ||||||
| US38382FV847 / Government National Mortgage Association | 0.26 | -2.62 | 0.0205 | -0.0006 | |||||
| Long: SR230360 IRS EUR R F 2.14300 2 CCPZERO / Short: SR230360 IRS EUR P V 03MEURIB 1 CCPZERO / DIR (000000000) | 0.25 | 0.0198 | 0.0198 | ||||||
| US38384EPT63 / GNMA_23-133 | 0.25 | -5.68 | 0.0196 | -0.0013 | |||||
| US452281JD17 / Illinois Student Assistance Commission | 0.22 | -11.34 | 0.0172 | -0.0023 | |||||
| US71654QDH20 / Petroleos Mexicanos | 0.21 | 0.00 | 0.0165 | -0.0001 | |||||
| PXTJ / Petroleos Mexicanos | 0.20 | 4.28 | 0.0154 | 0.0006 | |||||
| PURCHASED CZK / SOLD USD / DFE (000000000) | 0.19 | 0.0153 | 0.0153 | ||||||
| PURCHASED CZK / SOLD USD / DFE (000000000) | 0.19 | 0.0153 | 0.0153 | ||||||
| US39530LAD29 / Greenko Dutch BV | 0.17 | 1.18 | 0.0136 | 0.0001 | |||||
| US36179TUD52 / GINNIE MAE II POOL G2 MA5080 | 0.16 | -3.03 | 0.0126 | -0.0004 | |||||
| Long: BR233404 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR233404 IRS EUR P F 2.61000 2 CCPVANILLA / DIR (000000000) | 0.15 | 0.0122 | 0.0122 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.14 | 0.0109 | 0.0109 | ||||||
| Long: SR233928 IRS USD R F 3.84519 2 CCPOIS / Short: SR233928 IRS USD P V 00MSOFR 1 CCPOIS / DIR (000000000) | 0.14 | 0.0107 | 0.0107 | ||||||
| Long: SR227722 IRS EUR R F 2.50000 2 CCPVANILLA / Short: SR227722 IRS EUR P V 06MEURIB 1 CCPVANILLA / DIR (000000000) | 0.13 | 0.0102 | 0.0102 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.12 | 0.0096 | 0.0096 | ||||||
| US475795AD24 / JELD-WEN INC 4.875% 12/15/2027 144A | 0.12 | 0.00 | 0.0091 | -0.0001 | |||||
| Long: BR224706 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR224706 IRS EUR P F 2.50000 2 CCPVANILLA / DIR (000000000) | 0.10 | 0.0079 | 0.0079 | ||||||
| ICE 3MTH SONIA FU DEC25 / DIR (000000000) | 0.09 | 0.0072 | 0.0072 | ||||||
| Long: SR234636 IRS USD R F 3.36762 2 CCPOIS / Short: SR234636 IRS USD P V 00MSOFR 1 CCPOIS / DIR (000000000) | 0.09 | 0.0071 | 0.0071 | ||||||
| Long: SR234091 IRS NZD R F 4.25000 2 CCPVANILLA / Short: SR234091 IRS NZD P V 03MNZDBB 1 CCPVANILLA / DIR (000000000) | 0.09 | 0.0067 | 0.0067 | ||||||
| Long: SR233998 IRS GBP R F 3.75000 2 CCPOIS / Short: SR233998 IRS GBP P V 00MSONIA 1 CCPOIS / DIR (000000000) | 0.08 | 0.0063 | 0.0063 | ||||||
| Long: SR234088 IRS NZD R F 3.75000 2 CCPVANILLA / Short: SR234088 IRS NZD P V 03MNZDBB 1 CCPVANILLA / DIR (000000000) | 0.08 | 0.0063 | 0.0063 | ||||||
| Long: BR233976 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR233976 IRS EUR P F 2.50000 2 CCPVANILLA / DIR (000000000) | 0.08 | 0.0060 | 0.0060 | ||||||
| Ford Credit Auto Lease Trust 2024-A / ABS-O (US345290AB62) | 0.06 | -97.02 | 0.0051 | -0.1645 | |||||
| Long: BR228525 IRS JPY R V 00MTONAR 1 CCPOIS / Short: BR228525 IRS JPY P F 1.29500 2 CCPOIS / DIR (000000000) | 0.06 | 0.0051 | 0.0051 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.06 | 0.0049 | 0.0049 | ||||||
| US64829CAA62 / New Residential Mortgage Loan Trust REMIC | 0.06 | -3.17 | 0.0049 | -0.0001 | |||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.06 | 0.0045 | 0.0045 | ||||||
| PURCHASED AUD / SOLD USD / DFE (000000000) | 0.06 | 0.0045 | 0.0045 | ||||||
| PURCHASED AUD / SOLD USD / DFE (000000000) | 0.06 | 0.0045 | 0.0045 | ||||||
| US3138WLC270 / UMBS, 30 Year | 0.06 | -5.17 | 0.0044 | -0.0002 | |||||
| Long: SR234635 IRS USD R F 4.09811 2 CCPOIS / Short: SR234635 IRS USD P V 00MSOFR 1 CCPOIS / DIR (000000000) | 0.06 | 0.0044 | 0.0044 | ||||||
| Long: SR234372 IRS AUD R F 3.50000 2 CCPVANILLA / Short: SR234372 IRS AUD P V 03MBBSW 1 CCPVANILLA / DIR (000000000) | 0.05 | 0.0042 | 0.0042 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.05 | 0.0042 | 0.0042 | ||||||
| PURCHASED PLN / SOLD USD / DFE (000000000) | 0.05 | 0.0041 | 0.0041 | ||||||
| US LONG BOND(CBT) SEP25 / DIR (000000000) | 0.05 | 0.0040 | 0.0040 | ||||||
| US36179VFT26 / G2 MA6478 | 0.05 | -2.08 | 0.0037 | -0.0001 | |||||
| PURCHASED GBP / SOLD USD / DFE (000000000) | 0.05 | 0.0037 | 0.0037 | ||||||
| PURCHASED CHF / SOLD USD / DFE (000000000) | 0.05 | 0.0037 | 0.0037 | ||||||
| PURCHASED CZK / SOLD USD / DFE (000000000) | 0.05 | 0.0036 | 0.0036 | ||||||
| US3136AWKF36 / FNMA, REMIC, Series 2017-31, Class SG | 0.04 | 4.88 | 0.0034 | 0.0001 | |||||
| PURCHASED ILS / SOLD USD / DFE (000000000) | 0.04 | 0.0034 | 0.0034 | ||||||
| PURCHASED CHF / SOLD USD / DFE (000000000) | 0.04 | 0.0033 | 0.0033 | ||||||
| PURCHASED GBP / SOLD USD / DFE (000000000) | 0.04 | 0.0032 | 0.0032 | ||||||
| Long: SR234015 IRS CAD R F 2.75000 2 CCPOIS / Short: SR234015 IRS CAD P V 00MCORRA 1 CCPOIS / DIR (000000000) | 0.04 | 0.0031 | 0.0031 | ||||||
| PURCHASED HUF / SOLD USD / DFE (000000000) | 0.04 | 0.0029 | 0.0029 | ||||||
| DGZ / DB Gold Short ETN | 0.04 | 0.0028 | 0.0028 | ||||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 0.04 | 0.0028 | 0.0028 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.04 | 0.0028 | 0.0028 | ||||||
| US3140QC6X95 / Fannie Mae Pool | 0.03 | -8.11 | 0.0027 | -0.0002 | |||||
| US3137BJMU48 / Freddie Mac REMICS | 0.03 | 6.25 | 0.0027 | 0.0001 | |||||
| US3136AQC576 / Fannie Mae REMICS | 0.03 | 3.13 | 0.0027 | 0.0001 | |||||
| PURCHASED ILS / SOLD USD / DFE (000000000) | 0.03 | 0.0026 | 0.0026 | ||||||
| PURCHASED CZK / SOLD USD / DFE (000000000) | 0.03 | 0.0026 | 0.0026 | ||||||
| US38380YR238 / Government National Mortgage Association | 0.03 | 0.00 | 0.0026 | 0.0000 | |||||
| US38380YR642 / Government National Mortgage Association | 0.03 | 0.00 | 0.0026 | 0.0000 | |||||
| US06054YAB39 / Bank of America Auto Trust 2023-2 | 0.03 | -94.43 | 0.0026 | -0.0428 | |||||
| US38381BZG21 / Government National Mortgage Association | 0.03 | 0.00 | 0.0025 | 0.0000 | |||||
| PURCHASED CHF / SOLD USD / DFE (000000000) | 0.03 | 0.0025 | 0.0025 | ||||||
| PURCHASED CHF / SOLD USD / DFE (000000000) | 0.03 | 0.0025 | 0.0025 | ||||||
| DGZ / DB Gold Short ETN | 0.03 | 0.0024 | 0.0024 | ||||||
| Venture Global LNG Inc / DBT (US92332YAE14) | 0.03 | 3.45 | 0.0024 | 0.0001 | |||||
| PURCHASED PLN / SOLD USD / DFE (000000000) | 0.03 | 0.0024 | 0.0024 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.03 | 0.0023 | 0.0023 | ||||||
| US3136ABDT75 / Fannie Mae REMICS | 0.03 | -3.45 | 0.0022 | -0.0001 | |||||
| Long: SR234067 IRS SEK R F 2.75000 2 CCPVANILLA / Short: SR234067 IRS SEK P V 03MSTIBO 1 CCPVANILLA / DIR (000000000) | 0.03 | 0.0022 | 0.0022 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.03 | 0.0021 | 0.0021 | ||||||
| PURCHASED SGD / SOLD USD / DFE (000000000) | 0.03 | 0.0020 | 0.0020 | ||||||
| PURCHASED SGD / SOLD USD / DFE (000000000) | 0.03 | 0.0020 | 0.0020 | ||||||
| PURCHASED NZD / SOLD USD / DFE (000000000) | 0.03 | 0.0020 | 0.0020 | ||||||
| Fannie Mae Connecticut Avenue Securities / ABS-MBS (US207941AB18) | 0.03 | 0.0020 | 0.0020 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.02 | 0.0019 | 0.0019 | ||||||
| PURCHASED ILS / SOLD USD / DFE (000000000) | 0.02 | 0.0019 | 0.0019 | ||||||
| PURCHASED PLN / SOLD USD / DFE (000000000) | 0.02 | 0.0019 | 0.0019 | ||||||
| PURCHASED PLN / SOLD USD / DFE (000000000) | 0.02 | 0.0019 | 0.0019 | ||||||
| US3137BPDJ53 / Freddie Mac REMICS | 0.02 | 4.55 | 0.0019 | 0.0001 | |||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 0.02 | 0.0018 | 0.0018 | ||||||
| DGZ / DB Gold Short ETN | 0.02 | 0.0018 | 0.0018 | ||||||
| PURCHASED CHF / SOLD USD / DFE (000000000) | 0.02 | 0.0018 | 0.0018 | ||||||
| PURCHASED ILS / SOLD USD / DFE (000000000) | 0.02 | 0.0017 | 0.0017 | ||||||
| PURCHASED ILS / SOLD USD / DFE (000000000) | 0.02 | 0.0017 | 0.0017 | ||||||
| US38378WUZ49 / Government National Mortgage Association | 0.02 | 0.00 | 0.0017 | 0.0000 | |||||
| PURCHASED AUD / SOLD USD / DFE (000000000) | 0.02 | 0.0017 | 0.0017 | ||||||
| PURCHASED CHF / SOLD USD / DFE (000000000) | 0.02 | 0.0017 | 0.0017 | ||||||
| PURCHASED TWD / SOLD USD / DFE (000000000) | 0.02 | 0.0017 | 0.0017 | ||||||
| Long: SR233978 IRS EUR R F 2.00000 2 CCPOIS / Short: SR233978 IRS EUR P V 00MESTR 1 CCPOIS / DIR (000000000) | 0.02 | 0.0016 | 0.0016 | ||||||
| PURCHASED AUD / SOLD USD / DFE (000000000) | 0.02 | 0.0016 | 0.0016 | ||||||
| PURCHASED SGD / SOLD USD / DFE (000000000) | 0.02 | 0.0015 | 0.0015 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.02 | 0.0014 | 0.0014 | ||||||
| PURCHASED ILS / SOLD USD / DFE (000000000) | 0.02 | 0.0014 | 0.0014 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | 0.02 | 0.0014 | 0.0014 | ||||||
| US3137B9HA69 / Freddie Mac REMICS | 0.02 | 0.00 | 0.0014 | 0.0000 | |||||
| PURCHASED CHF / SOLD USD / DFE (000000000) | 0.02 | 0.0014 | 0.0014 | ||||||
| PURCHASED CHF / SOLD USD / DFE (000000000) | 0.02 | 0.0014 | 0.0014 | ||||||
| PURCHASED AUD / SOLD USD / DFE (000000000) | 0.02 | 0.0013 | 0.0013 | ||||||
| US38379QCY98 / Government National Mortgage Association | 0.02 | 0.00 | 0.0012 | 0.0000 | |||||
| PURCHASED GBP / SOLD USD / DFE (000000000) | 0.02 | 0.0012 | 0.0012 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.02 | 0.0012 | 0.0012 | ||||||
| PURCHASED HUF / SOLD USD / DFE (000000000) | 0.01 | 0.0011 | 0.0011 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.01 | 0.0011 | 0.0011 | ||||||
| US38381WVB17 / Government National Mortgage Association | 0.01 | 7.69 | 0.0011 | 0.0000 | |||||
| PURCHASED CZK / SOLD USD / DFE (000000000) | 0.01 | 0.0011 | 0.0011 | ||||||
| PURCHASED SEK / SOLD USD / DFE (000000000) | 0.01 | 0.0011 | 0.0011 | ||||||
| Long: BR234037 IRS JPY R V 00MTONAR 1 CCPOIS / Short: BR234037 IRS JPY P F .75000 2 CCPOIS / DIR (000000000) | 0.01 | 0.0010 | 0.0010 | ||||||
| US38380TZK59 / GNMA_17-112 | 0.01 | 0.00 | 0.0010 | 0.0000 | |||||
| PURCHASED CHF / SOLD USD / DFE (000000000) | 0.01 | 0.0010 | 0.0010 | ||||||
| PURCHASED SEK / SOLD USD / DFE (000000000) | 0.01 | 0.0009 | 0.0009 | ||||||
| PURCHASED CAD / SOLD USD / DFE (000000000) | 0.01 | 0.0009 | 0.0009 | ||||||
| PURCHASED CHF / SOLD USD / DFE (000000000) | 0.01 | 0.0009 | 0.0009 | ||||||
| PURCHASED ILS / SOLD USD / DFE (000000000) | 0.01 | 0.0009 | 0.0009 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | 0.01 | 0.0009 | 0.0009 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | 0.01 | 0.0009 | 0.0009 | ||||||
| PURCHASED ILS / SOLD USD / DFE (000000000) | 0.01 | 0.0008 | 0.0008 | ||||||
| PURCHASED AUD / SOLD USD / DFE (000000000) | 0.01 | 0.0008 | 0.0008 | ||||||
| PURCHASED MXN / SOLD USD / DFE (000000000) | 0.01 | 0.0008 | 0.0008 | ||||||
| PURCHASED NZD / SOLD USD / DFE (000000000) | 0.01 | 0.0008 | 0.0008 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.01 | 0.0007 | 0.0007 | ||||||
| PURCHASED AUD / SOLD USD / DFE (000000000) | 0.01 | 0.0007 | 0.0007 | ||||||
| PURCHASED NZD / SOLD USD / DFE (000000000) | 0.01 | 0.0007 | 0.0007 | ||||||
| PURCHASED NZD / SOLD USD / DFE (000000000) | 0.01 | 0.0007 | 0.0007 | ||||||
| US38379VUJ15 / Government National Mortgage Association | 0.01 | 0.00 | 0.0007 | -0.0000 | |||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.01 | 0.0007 | 0.0007 | ||||||
| US3136A9EA25 / Fannie Mae REMICS | 0.01 | 0.00 | 0.0007 | -0.0000 | |||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.01 | 0.0006 | 0.0006 | ||||||
| Long: SR232911 IRS EUR R F 2.32500 2 CCPVANILLA / Short: SR232911 IRS EUR P V 06MEURIB 1 CCPVANILLA / DIR (000000000) | 0.01 | 0.0006 | 0.0006 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.01 | 0.0006 | 0.0006 | ||||||
| PURCHASED GBP / SOLD USD / DFE (000000000) | 0.01 | 0.0006 | 0.0006 | ||||||
| PURCHASED GBP / SOLD USD / DFE (000000000) | 0.01 | 0.0006 | 0.0006 | ||||||
| PURCHASED CLP / SOLD USD / DFE (000000000) | 0.01 | 0.0006 | 0.0006 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.01 | 0.0006 | 0.0006 | ||||||
| PURCHASED AUD / SOLD USD / DFE (000000000) | 0.01 | 0.0006 | 0.0006 | ||||||
| US38379GV205 / Government National Mortgage Association | 0.01 | 0.00 | 0.0005 | 0.0000 | |||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.01 | 0.0005 | 0.0005 | ||||||
| PURCHASED CZK / SOLD USD / DFE (000000000) | 0.01 | 0.0005 | 0.0005 | ||||||
| PURCHASED GBP / SOLD USD / DFE (000000000) | 0.01 | 0.0005 | 0.0005 | ||||||
| PURCHASED CAD / SOLD USD / DFE (000000000) | 0.01 | 0.0005 | 0.0005 | ||||||
| PURCHASED SEK / SOLD USD / DFE (000000000) | 0.01 | 0.0005 | 0.0005 | ||||||
| PURCHASED TWD / SOLD USD / DFE (000000000) | 0.01 | 0.0005 | 0.0005 | ||||||
| US38379EW737 / Government National Mortgage Association | 0.01 | 0.00 | 0.0005 | -0.0000 | |||||
| PURCHASED KRW / SOLD USD / DFE (000000000) | 0.01 | 0.0005 | 0.0005 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.01 | 0.0005 | 0.0005 | ||||||
| PURCHASED MXN / SOLD USD / DFE (000000000) | 0.01 | 0.0005 | 0.0005 | ||||||
| PURCHASED TRY / SOLD USD / DFE (000000000) | 0.01 | 0.0004 | 0.0004 | ||||||
| PURCHASED GBP / SOLD USD / DFE (000000000) | 0.01 | 0.0004 | 0.0004 | ||||||
| PURCHASED KRW / SOLD USD / DFE (000000000) | 0.01 | 0.0004 | 0.0004 | ||||||
| PURCHASED NZD / SOLD USD / DFE (000000000) | 0.01 | 0.0004 | 0.0004 | ||||||
| PURCHASED KRW / SOLD USD / DFE (000000000) | 0.01 | 0.0004 | 0.0004 | ||||||
| Long: SR233950 IRS USD R F 3.75000 2 CCPOIS / Short: SR233950 IRS USD P V 00MSOFR 1 CCPOIS / DIR (000000000) | 0.01 | 0.0004 | 0.0004 | ||||||
| 65D / Sunac Services Holdings Limited | 0.02 | 0.00 | 0.00 | 0.00 | 0.0004 | -0.0000 | |||
| PURCHASED KRW / SOLD USD / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | ||||||
| US31398SH974 / Fannie Mae REMICS | 0.00 | 0.00 | 0.0004 | 0.0000 | |||||
| PURCHASED GBP / SOLD USD / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | ||||||
| PURCHASED TWD / SOLD USD / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| PURCHASED TWD / SOLD USD / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| PURCHASED KRW / SOLD USD / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| PURCHASED CAD / SOLD USD / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| PURCHASED NOK / SOLD USD / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| PURCHASED MXN / SOLD USD / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| PURCHASED NZD / SOLD USD / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| PURCHASED CAD / SOLD USD / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| PURCHASED CAD / SOLD USD / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| PURCHASED GBP / SOLD USD / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| PURCHASED AUD / SOLD USD / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| PURCHASED MXN / SOLD USD / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| PURCHASED MXN / SOLD USD / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| PURCHASED MXN / SOLD USD / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| PURCHASED BRL / SOLD USD / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| Long: SR233948 IRS USD R F 3.75000 2 CCPOIS / Short: SR233948 IRS USD P V 00MSOFR 1 CCPOIS / DIR (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| PURCHASED NZD / SOLD AUD / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| PURCHASED CAD / SOLD USD / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| PURCHASED TRY / SOLD USD / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| PURCHASED TRY / SOLD USD / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| PURCHASED KRW / SOLD USD / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| PURCHASED KRW / SOLD USD / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| PURCHASED KRW / SOLD USD / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| PURCHASED USD / SOLD TWD / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| PURCHASED KRW / SOLD USD / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| PURCHASED NZD / SOLD USD / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| PURCHASED USD / SOLD INR / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| US31329KGZ12 / Freddie Mac Pool | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| PURCHASED KRW / SOLD USD / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| Long: SR234018 IRS CAD R F 3.00000 2 CCPOIS / Short: SR234018 IRS CAD P V 00MCORRA 1 CCPOIS / DIR (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| Long: SR234371 IRS CAD R F 2.50000 2 CCPOIS / Short: SR234371 IRS CAD P V 00MCORRA 1 CCPOIS / DIR (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| PURCHASED USD / SOLD SEK / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| PURCHASED USD / SOLD SEK / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| PURCHASED KRW / SOLD USD / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| PURCHASED CLP / SOLD USD / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| PURCHASED ZAR / SOLD USD / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| PURCHASED NOK / SOLD USD / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| PURCHASED COP / SOLD USD / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| PURCHASED KRW / SOLD USD / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| PURCHASED USD / SOLD INR / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| PURCHASED ZAR / SOLD USD / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| PURCHASED KRW / SOLD USD / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| PURCHASED USD / SOLD CAD / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| PURCHASED USD / SOLD KRW / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| PURCHASED GBP / SOLD USD / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| PURCHASED GBP / SOLD USD / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| PURCHASED ZAR / SOLD USD / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| PURCHASED ZAR / SOLD USD / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| PURCHASED KRW / SOLD USD / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31371M4U87 / FNMA POOL 256535 FN 11/26 FIXED 5 | 0.00 | 0.0000 | -0.0000 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| PURCHASED KRW / SOLD USD / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| PURCHASED USD / SOLD INR / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| PURCHASED KRW / SOLD USD / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| Long: BR234368 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR234368 IRS USD P F 3.50000 2 CCPOIS / DIR (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| PURCHASED USD / SOLD INR / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| PURCHASED NOK / SOLD USD / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| PURCHASED USD / SOLD NOK / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| PURCHASED GBP / SOLD USD / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| PURCHASED USD / SOLD CLP / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| PURCHASED USD / SOLD ZAR / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| PURCHASED USD / SOLD KRW / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| PURCHASED KRW / SOLD USD / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| PURCHASED KRW / SOLD USD / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| PURCHASED KRW / SOLD USD / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| PURCHASED USD / SOLD COP / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| PURCHASED USD / SOLD TRY / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| PURCHASED NOK / SOLD USD / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| PURCHASED USD / SOLD CLP / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| PURCHASED USD / SOLD CLP / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| Long: SR234370 IRS GBP R F 3.50000 2 CCPOIS / Short: SR234370 IRS GBP P V 00MSONIA 1 CCPOIS / DIR (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| Long: BR234043 IRS JPY R V 00MTONAR 1 CCPOIS / Short: BR234043 IRS JPY P F 1.25000 2 CCPOIS / DIR (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| PURCHASED USD / SOLD KRW / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| PURCHASED CAD / SOLD USD / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| PURCHASED USD / SOLD KRW / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| PURCHASED CAD / SOLD USD / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| PURCHASED USD / SOLD KRW / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| PURCHASED USD / SOLD CAD / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| PURCHASED USD / SOLD CAD / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| PURCHASED USD / SOLD NOK / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| PURCHASED USD / SOLD NOK / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| PURCHASED USD / SOLD ZAR / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| PURCHASED USD / SOLD INR / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| PURCHASED USD / SOLD INR / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| PURCHASED USD / SOLD ZAR / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| PURCHASED USD / SOLD ZAR / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| PURCHASED USD / SOLD CAD / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| PURCHASED USD / SOLD KRW / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| PURCHASED USD / SOLD NZD / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| PURCHASED USD / SOLD NZD / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| PURCHASED USD / SOLD KRW / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| EURO-OAT FUTURE SEP25 / DIR (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| PURCHASED TWD / SOLD USD / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| EURO-BUND FUTURE SEP25 / DIR (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| PURCHASED TWD / SOLD USD / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| PURCHASED USD / SOLD CAD / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| Long: SR234055 IRS CHF R F .50000 2 CCPOIS / Short: SR234055 IRS CHF P V 00MSARON 1 CCPOIS / DIR (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| PURCHASED TWD / SOLD USD / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| PURCHASED USD / SOLD MXN / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| PURCHASED USD / SOLD MXN / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| PURCHASED USD / SOLD AUD / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| PURCHASED USD / SOLD NZD / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| PURCHASED USD / SOLD CAD / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| PURCHASED USD / SOLD KRW / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| PURCHASED USD / SOLD CZK / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| PURCHASED USD / SOLD CZK / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| PURCHASED USD / SOLD AUD / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| PURCHASED USD / SOLD NOK / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| US 10YR NOTE (CBT)SEP25 / DIR (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| PURCHASED USD / SOLD KRW / DFE (000000000) | -0.01 | -0.0004 | -0.0004 | ||||||
| PURCHASED USD / SOLD KRW / DFE (000000000) | -0.01 | -0.0004 | -0.0004 | ||||||
| PURCHASED USD / SOLD BRL / DFE (000000000) | -0.01 | -0.0004 | -0.0004 | ||||||
| PURCHASED USD / SOLD ZAR / DFE (000000000) | -0.01 | -0.0004 | -0.0004 | ||||||
| PURCHASED USD / SOLD INR / DFE (000000000) | -0.01 | -0.0004 | -0.0004 | ||||||
| PURCHASED USD / SOLD INR / DFE (000000000) | -0.01 | -0.0004 | -0.0004 | ||||||
| PURCHASED USD / SOLD AUD / DFE (000000000) | -0.01 | -0.0004 | -0.0004 | ||||||
| PURCHASED USD / SOLD TRY / DFE (000000000) | -0.01 | -0.0004 | -0.0004 | ||||||
| PURCHASED USD / SOLD TRY / DFE (000000000) | -0.01 | -0.0004 | -0.0004 | ||||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | -0.01 | -0.0004 | -0.0004 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.01 | -0.0004 | -0.0004 | ||||||
| PURCHASED USD / SOLD SGD / DFE (000000000) | -0.01 | -0.0004 | -0.0004 | ||||||
| PURCHASED USD / SOLD KRW / DFE (000000000) | -0.01 | -0.0004 | -0.0004 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | -0.01 | -0.0004 | -0.0004 | ||||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | -0.01 | -0.0005 | -0.0005 | ||||||
| PURCHASED USD / SOLD TWD / DFE (000000000) | -0.01 | -0.0005 | -0.0005 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | -0.01 | -0.0005 | -0.0005 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.01 | -0.0005 | -0.0005 | ||||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | -0.01 | -0.0005 | -0.0005 | ||||||
| PURCHASED USD / SOLD KRW / DFE (000000000) | -0.01 | -0.0005 | -0.0005 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.01 | -0.0005 | -0.0005 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.01 | -0.0005 | -0.0005 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.01 | -0.0005 | -0.0005 | ||||||
| EURO-BUXL 30Y BND SEP25 / DIR (000000000) | -0.01 | -0.0005 | -0.0005 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.01 | -0.0005 | -0.0005 | ||||||
| PURCHASED USD / SOLD SEK / DFE (000000000) | -0.01 | -0.0005 | -0.0005 | ||||||
| PURCHASED USD / SOLD CAD / DFE (000000000) | -0.01 | -0.0005 | -0.0005 | ||||||
| PURCHASED USD / SOLD ILS / DFE (000000000) | -0.01 | -0.0006 | -0.0006 | ||||||
| PURCHASED USD / SOLD ILS / DFE (000000000) | -0.01 | -0.0006 | -0.0006 | ||||||
| PURCHASED USD / SOLD AUD / DFE (000000000) | -0.01 | -0.0006 | -0.0006 | ||||||
| PURCHASED USD / SOLD AUD / DFE (000000000) | -0.01 | -0.0006 | -0.0006 | ||||||
| PURCHASED USD / SOLD KRW / DFE (000000000) | -0.01 | -0.0006 | -0.0006 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.01 | -0.0006 | -0.0006 | ||||||
| PURCHASED USD / SOLD BRL / DFE (000000000) | -0.01 | -0.0006 | -0.0006 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.01 | -0.0006 | -0.0006 | ||||||
| PURCHASED USD / SOLD MXN / DFE (000000000) | -0.01 | -0.0006 | -0.0006 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.01 | -0.0006 | -0.0006 | ||||||
| PURCHASED USD / SOLD INR / DFE (000000000) | -0.01 | -0.0006 | -0.0006 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.01 | -0.0006 | -0.0006 | ||||||
| PURCHASED USD / SOLD CZK / DFE (000000000) | -0.01 | -0.0006 | -0.0006 | ||||||
| PURCHASED USD / SOLD HUF / DFE (000000000) | -0.01 | -0.0007 | -0.0007 | ||||||
| PURCHASED USD / SOLD HUF / DFE (000000000) | -0.01 | -0.0007 | -0.0007 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.01 | -0.0007 | -0.0007 | ||||||
| PURCHASED NOK / SOLD USD / DFE (000000000) | -0.01 | -0.0007 | -0.0007 | ||||||
| PURCHASED USD / SOLD INR / DFE (000000000) | -0.01 | -0.0007 | -0.0007 | ||||||
| PURCHASED USD / SOLD TWD / DFE (000000000) | -0.01 | -0.0007 | -0.0007 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.01 | -0.0007 | -0.0007 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.01 | -0.0007 | -0.0007 | ||||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | -0.01 | -0.0007 | -0.0007 | ||||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | -0.01 | -0.0007 | -0.0007 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.01 | -0.0007 | -0.0007 | ||||||
| DGZ / DB Gold Short ETN | -0.01 | -0.0008 | -0.0008 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.01 | -0.0008 | -0.0008 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.01 | -0.0008 | -0.0008 | ||||||
| PURCHASED USD / SOLD AUD / DFE (000000000) | -0.01 | -0.0008 | -0.0008 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.01 | -0.0008 | -0.0008 | ||||||
| PURCHASED USD / SOLD TWD / DFE (000000000) | -0.01 | -0.0008 | -0.0008 | ||||||
| PURCHASED USD / SOLD TWD / DFE (000000000) | -0.01 | -0.0008 | -0.0008 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | -0.01 | -0.0009 | -0.0009 | ||||||
| DGZ / DB Gold Short ETN | -0.01 | -0.0009 | -0.0009 | ||||||
| PURCHASED USD / SOLD ILS / DFE (000000000) | -0.01 | -0.0009 | -0.0009 | ||||||
| PURCHASED USD / SOLD AUD / DFE (000000000) | -0.01 | -0.0009 | -0.0009 | ||||||
| PURCHASED USD / SOLD INR / DFE (000000000) | -0.01 | -0.0009 | -0.0009 | ||||||
| PURCHASED USD / SOLD NZD / DFE (000000000) | -0.01 | -0.0009 | -0.0009 | ||||||
| PURCHASED USD / SOLD CAD / DFE (000000000) | -0.01 | -0.0009 | -0.0009 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.01 | -0.0009 | -0.0009 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.01 | -0.0009 | -0.0009 | ||||||
| PURCHASED NOK / SOLD USD / DFE (000000000) | -0.01 | -0.0009 | -0.0009 | ||||||
| PURCHASED NOK / SOLD USD / DFE (000000000) | -0.01 | -0.0009 | -0.0009 | ||||||
| PURCHASED USD / SOLD CHF / DFE (000000000) | -0.01 | -0.0010 | -0.0010 | ||||||
| PURCHASED USD / SOLD MXN / DFE (000000000) | -0.01 | -0.0010 | -0.0010 | ||||||
| PURCHASED USD / SOLD AUD / DFE (000000000) | -0.01 | -0.0010 | -0.0010 | ||||||
| PURCHASED USD / SOLD KRW / DFE (000000000) | -0.01 | -0.0010 | -0.0010 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.01 | -0.0010 | -0.0010 | ||||||
| PURCHASED USD / SOLD NZD / DFE (000000000) | -0.01 | -0.0011 | -0.0011 | ||||||
| PURCHASED USD / SOLD CAD / DFE (000000000) | -0.01 | -0.0011 | -0.0011 | ||||||
| PURCHASED USD / SOLD CZK / DFE (000000000) | -0.01 | -0.0011 | -0.0011 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.01 | -0.0011 | -0.0011 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.01 | -0.0012 | -0.0012 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.01 | -0.0012 | -0.0012 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.02 | -0.0012 | -0.0012 | ||||||
| PURCHASED USD / SOLD INR / DFE (000000000) | -0.02 | -0.0012 | -0.0012 | ||||||
| Long: SR234447 IRS EUR R F 1.89170 2 CCPOIS / Short: SR234447 IRS EUR P V 00MESTR 1 CCPOIS / DIR (000000000) | -0.02 | -0.0013 | -0.0013 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.02 | -0.0013 | -0.0013 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.02 | -0.0013 | -0.0013 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.02 | -0.0013 | -0.0013 | ||||||
| PURCHASED USD / SOLD KRW / DFE (000000000) | -0.02 | -0.0013 | -0.0013 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.02 | -0.0014 | -0.0014 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.02 | -0.0014 | -0.0014 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.02 | -0.0014 | -0.0014 | ||||||
| PURCHASED USD / SOLD ILS / DFE (000000000) | -0.02 | -0.0014 | -0.0014 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.02 | -0.0015 | -0.0015 | ||||||
| PURCHASED USD / SOLD CHF / DFE (000000000) | -0.02 | -0.0015 | -0.0015 | ||||||
| DGZ / DB Gold Short ETN | -0.02 | -0.0015 | -0.0015 | ||||||
| PURCHASED USD / SOLD CAD / DFE (000000000) | -0.02 | -0.0015 | -0.0015 | ||||||
| PURCHASED USD / SOLD SEK / DFE (000000000) | -0.02 | -0.0016 | -0.0016 | ||||||
| PURCHASED USD / SOLD TWD / DFE (000000000) | -0.02 | -0.0016 | -0.0016 | ||||||
| PURCHASED USD / SOLD KRW / DFE (000000000) | -0.02 | -0.0016 | -0.0016 | ||||||
| PURCHASED USD / SOLD ILS / DFE (000000000) | -0.02 | -0.0017 | -0.0017 | ||||||
| PURCHASED USD / SOLD CHF / DFE (000000000) | -0.02 | -0.0018 | -0.0018 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.02 | -0.0019 | -0.0019 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.02 | -0.0020 | -0.0020 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.03 | -0.0021 | -0.0021 | ||||||
| PURCHASED USD / SOLD CZK / DFE (000000000) | -0.03 | -0.0021 | -0.0021 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.03 | -0.0021 | -0.0021 | ||||||
| PURCHASED USD / SOLD KRW / DFE (000000000) | -0.03 | -0.0022 | -0.0022 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.03 | -0.0022 | -0.0022 | ||||||
| PURCHASED USD / SOLD CHF / DFE (000000000) | -0.03 | -0.0023 | -0.0023 | ||||||
| Long: BR233950 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR233950 IRS USD P F 3.75000 2 CCPOIS / DIR (000000000) | -0.03 | -0.0024 | -0.0024 | ||||||
| PURCHASED USD / SOLD PLN / DFE (000000000) | -0.03 | -0.0024 | -0.0024 | ||||||
| US ULTRA BOND CBT SEP25 / DIR (000000000) | -0.03 | -0.0025 | -0.0025 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.03 | -0.0026 | -0.0026 | ||||||
| PURCHASED USD / SOLD KRW / DFE (000000000) | -0.03 | -0.0027 | -0.0027 | ||||||
| PURCHASED USD / SOLD HUF / DFE (000000000) | -0.04 | -0.0028 | -0.0028 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.04 | -0.0028 | -0.0028 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.04 | -0.0029 | -0.0029 | ||||||
| PURCHASED USD / SOLD AUD / DFE (000000000) | -0.04 | -0.0033 | -0.0033 | ||||||
| PURCHASED USD / SOLD CHF / DFE (000000000) | -0.04 | -0.0033 | -0.0033 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.05 | -0.0035 | -0.0035 | ||||||
| PURCHASED USD / SOLD CZK / DFE (000000000) | -0.05 | -0.0036 | -0.0036 | ||||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.05 | -0.0039 | -0.0039 | ||||||
| Long: BR233929 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR233929 IRS USD P F 4.21304 2 CCPOIS / DIR (000000000) | -0.05 | -0.0040 | -0.0040 | ||||||
| PURCHASED USD / SOLD CZK / DFE (000000000) | -0.05 | -0.0041 | -0.0041 | ||||||
| Long: BR234033 IRS AUD R V 06MBBSW 1 CCPVANILLA / Short: BR234033 IRS AUD P F 4.50000 2 CCPVANILLA / DIR (000000000) | -0.06 | -0.0044 | -0.0044 | ||||||
| Long: SR234001 IRS GBP R F 3.75000 2 CCPOIS / Short: SR234001 IRS GBP P V 00MSONIA 1 CCPOIS / DIR (000000000) | -0.06 | -0.0046 | -0.0046 | ||||||
| PURCHASED USD / SOLD CHF / DFE (000000000) | -0.06 | -0.0047 | -0.0047 | ||||||
| PURCHASED USD / SOLD CHF / DFE (000000000) | -0.06 | -0.0047 | -0.0047 | ||||||
| PURCHASED USD / SOLD NZD / DFE (000000000) | -0.06 | -0.0049 | -0.0049 | ||||||
| Long: SR234369 IRS EUR R F 1.50000 2 CCPVANILLA / Short: SR234369 IRS EUR P V 06MEURIB 1 CCPVANILLA / DIR (000000000) | -0.06 | -0.0050 | -0.0050 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.06 | -0.0051 | -0.0051 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.06 | -0.0051 | -0.0051 | ||||||
| PURCHASED USD / SOLD ILS / DFE (000000000) | -0.07 | -0.0053 | -0.0053 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.07 | -0.0054 | -0.0054 | ||||||
| PURCHASED USD / SOLD PLN / DFE (000000000) | -0.08 | -0.0066 | -0.0066 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.09 | -0.0074 | -0.0074 | ||||||
| PURCHASED USD / SOLD PLN / DFE (000000000) | -0.11 | -0.0084 | -0.0084 | ||||||
| Long: SR233967 IRS EUR R F 2.00000 2 CCPVANILLA / Short: SR233967 IRS EUR P V 06MEURIB 1 CCPVANILLA / DIR (000000000) | -0.13 | -0.0103 | -0.0103 | ||||||
| Long: SR233405 IRS EUR R F 2.53000 2 CCPOIS / Short: SR233405 IRS EUR P V 00MESTR 1 CCPOIS / DIR (000000000) | -0.14 | -0.0108 | -0.0108 | ||||||
| Long: BR234637 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR234637 IRS USD P F 3.59995 2 CCPOIS / DIR (000000000) | -0.15 | -0.0119 | -0.0119 | ||||||
| Long: BR230359 IRS EUR R V 06MEURIB 1 CCPZERO / Short: BR230359 IRS EUR P F 2.18000 2 CCPZERO / DIR (000000000) | -0.17 | -0.0130 | -0.0130 | ||||||
| GB00H240B223 / LME Nickel Base Metal | -0.18 | -0.0139 | -0.0139 | ||||||
| Long: SR233964 IRS EUR R F 2.00000 2 CCPVANILLA / Short: SR233964 IRS EUR P V 06MEURIB 1 CCPVANILLA / DIR (000000000) | -0.20 | -0.0158 | -0.0158 | ||||||
| US 10YR ULTRA FUT SEP25 / DIR (000000000) | -0.22 | -0.0175 | -0.0175 | ||||||
| Long: BR234079 IRS NOK R V 06MNIBOR 1 CCPVANILLA / Short: BR234079 IRS NOK P F 4.25000 2 CCPVANILLA / DIR (000000000) | -0.25 | -0.0198 | -0.0198 | ||||||
| Long: BR234040 IRS JPY R V 00MTONAR 1 CCPOIS / Short: BR234040 IRS JPY P F 1.00000 2 CCPOIS / DIR (000000000) | -0.27 | -0.0212 | -0.0212 | ||||||
| Long: SR233970 IRS EUR R F 2.00000 2 CCPVANILLA / Short: SR233970 IRS EUR P V 06MEURIB 1 CCPVANILLA / DIR (000000000) | -0.39 | -0.0308 | -0.0308 | ||||||
| Long: SR228526 IRS JPY R F 2.16000 2 CCPOIS / Short: SR228526 IRS JPY P V 00MTONAR 1 CCPOIS / DIR (000000000) | -0.47 | -0.0369 | -0.0369 | ||||||
| Long: BR234275 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR234275 IRS USD P F 3.62000 2 CCPOIS / DIR (000000000) | -0.53 | -0.0414 | -0.0414 | ||||||
| Long: BR233944 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR233944 IRS USD P F 3.75000 2 CCPOIS / DIR (000000000) | -0.56 | -0.0437 | -0.0437 | ||||||
| Long: BR234277 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR234277 IRS USD P F 3.60000 2 CCPOIS / DIR (000000000) | -0.61 | -0.0482 | -0.0482 | ||||||
| Long: SR234047 IRS JPY R F 1.75000 2 CCPOIS / Short: SR234047 IRS JPY P V 00MTONAR 1 CCPOIS / DIR (000000000) | -0.64 | -0.0500 | -0.0500 | ||||||
| US21H0406734 / Ginnie Mae | -0.93 | 0.54 | -0.0730 | 0.0029 | |||||
| Long: BR234024 IRS AUD R V 03MBBSW 1 CCPVANILLA / Short: BR234024 IRS AUD P F 3.75000 2 CCPVANILLA / DIR (000000000) | -0.93 | -0.0731 | -0.0731 | ||||||
| US01F0526727 / Uniform Mortgage-Backed Security, TBA | -2.00 | -86.49 | -0.1570 | 1.0581 | |||||
| US21H0426799 / Ginnie Mae | -4.78 | -44.09 | -0.3757 | 0.3270 | |||||
| US01F0626717 / Uniform Mortgage-Backed Security, TBA | -9.29 | -23.94 | -0.7295 | 0.2736 |
