Statistik Asas
| Nilai Portfolio | $ 621,559,689 |
| Kedudukan Semasa | 892 |
Pegangan Terkini, Prestasi, AUM (dari 13F, 13D)
PFATX - PIMCO RAE Fundamental Advantage PLUS Fund Institutional telah mendedahkan 892 jumlah pegangan dalam pemfailan SEC terkini mereka. Nilai portfolio terkini dikira sebagai $ 621,559,689 USD. Aset Sebenar Di Bawah Pengurusan (AUM) ialah nilai ini ditambah dengan tunai (yang tidak didedahkan). Pegangan teratas PFATX - PIMCO RAE Fundamental Advantage PLUS Fund Institutional ialah Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , UMBS TBA (US:US01F0406854) , UMBS TBA (US:US01F0506844) , and UMBS TBA (US:US01F0426811) . Kedudukan baharu PFATX - PIMCO RAE Fundamental Advantage PLUS Fund Institutional termasuk Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , UMBS TBA (US:US01F0406854) , UMBS TBA (US:US01F0506844) , and UMBS TBA (US:US01F0426811) .
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$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| 64.40 | 15.2941 | 15.2941 | ||
| 86.69 | 20.5866 | 15.0356 | ||
| 16.27 | 3.8648 | 6.3117 | ||
| 53.69 | 12.7505 | 5.8082 | ||
| 19.98 | 4.7448 | 4.7448 | ||
| 12.86 | 3.0542 | 3.0449 | ||
| 8.14 | 1.9340 | 2.5254 | ||
| 10.40 | 2.4699 | 2.4699 | ||
| 8.83 | 2.0964 | 2.0964 | ||
| 7.66 | 1.8198 | 1.8198 |
Penurunan Teratas Suku Tahun Ini
Kami menggunakan perubahan dalam peruntukan portfolio kerana ini adalah metrik yang paling bermakna. Perubahan boleh disebabkan oleh perdagangan atau perubahan dalam harga saham.
| Sekuriti | Saham (MM) |
Nilai (MM$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| -18.36 | -4.3611 | -4.3698 | ||
| 8.49 | 2.0168 | -3.4235 | ||
| -11.77 | -2.7946 | -2.7946 | ||
| 14.70 | 3.4916 | -2.1462 | ||
| -4.53 | -1.0770 | -1.0770 | ||
| -4.53 | -1.0770 | -1.0770 | ||
| -2.89 | -0.6856 | -0.6856 | ||
| 5.05 | 1.1993 | -0.2588 | ||
| 1.35 | 0.3204 | -0.2163 | ||
| 0.11 | 0.0269 | -0.1367 |
13F dan Pemfailan Dana
Borang ini telah difailkan pada 2025-08-28 untuk tempoh pelaporan 2025-06-30. Pelabur ini tidak mendedahkan sekuriti yang dikira dalam saham, jadi lajur berkaitan saham dalam jadual di bawah tidak dimasukkan. 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 | ΔSaham (%) |
Nilai ($MM) |
Portfolio (%) |
ΔPortfolio (%) |
|
|---|---|---|---|---|---|---|
| US01F0626899 / Uniform Mortgage-Backed Security, TBA | 86.69 | 209.88 | 20.5866 | 15.0356 | ||
| REPO BANK AMERICA REPO / RA (000000000) | 64.40 | 15.2941 | 15.2941 | |||
| US01F0606834 / Uniform Mortgage-Backed Security, TBA | 53.69 | 53.46 | 12.7505 | 5.8082 | ||
| TREASURY BILL 07/25 0.00000 / DBT (US912797LW51) | 19.98 | 4.7448 | 4.7448 | |||
| US01F0406854 / UMBS TBA | 16.27 | -161.15 | 3.8648 | 6.3117 | ||
| US01F0506844 / UMBS TBA | 14.70 | -48.25 | 3.4916 | -2.1462 | ||
| US01F0426811 / UMBS TBA | 12.86 | 27,261.70 | 3.0542 | 3.0449 | ||
| CITIGROUP REPO REPO 5807 / RA (000000000) | 10.40 | 2.4699 | 2.4699 | |||
| US01F0306781 / UMBS TBA | 8.83 | 2.0964 | 2.0964 | |||
| US01F0526800 / Uniform Mortgage-Backed Security, TBA | 8.49 | -69.03 | 2.0168 | -3.4235 | ||
| EW / Edwards Lifesciences Corporation | 8.14 | -254.78 | 1.9340 | 2.5254 | ||
| US715638BY77 / REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 | 7.71 | 6.77 | 1.8307 | 0.2716 | ||
| US21H0406734 / Ginnie Mae | 7.66 | 1.8198 | 1.8198 | |||
| US21H0506806 / GNMA | 7.49 | 1.7792 | 1.7792 | |||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | 7.13 | 1.6931 | 1.6931 | |||
| US46629TAK60 / JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CH1 M5 | 6.64 | 0.51 | 1.5774 | 0.1503 | ||
| US TREASURY N/B 05/44 4.625 / DBT (US912810UB25) | 5.59 | -2.26 | 1.3279 | 0.0926 | ||
| TREASURY BILL 07/25 0.00000 / DBT (US912797NX17) | 5.35 | 1.2705 | 1.2705 | |||
| RFR USD SOFR/1.75000 06/15/22-10Y CME / DIR (EZQ6DKJXZ1C9) | 5.05 | -25.21 | 1.1993 | -0.2588 | ||
| US753910AG39 / RASC Series 2005-KS12 Trust | 4.82 | 0.15 | 1.1448 | 0.1054 | ||
| FNMA POOL BM7581 FN 09/31 VARIABLE / ABS-MBS (US3140JCM768) | 4.79 | 0.82 | 1.1375 | 0.1116 | ||
| RFR USD SOFR/1.75000 06/15/22-30Y CME / DIR (EZ2TNCR649W7) | 4.72 | -2.24 | 1.1218 | 0.0784 | ||
| US78485KAE55 / STWD 2022-FL3 Ltd | 4.28 | -0.02 | 1.0155 | 0.0918 | ||
| ERAUSLT TRS EQUITY SOFR+25 JPM / DE (000000000) | 3.83 | 0.9085 | 0.9085 | |||
| US70069FEM59 / PARK PLACE SECURITIES INC PPSI 2004 WHQ2 M5 | 3.81 | 0.34 | 0.9056 | 0.0848 | ||
| US00764MFT99 / Aegis Asset Backed Securities Trust 2005-3 | 3.71 | 0.49 | 0.8815 | 0.0838 | ||
| US92925CCC47 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR1 1A1A | 3.70 | -0.19 | 0.8793 | 0.0782 | ||
| US05377RFV15 / AESOP_22-5A | 3.33 | -0.42 | 0.7901 | 0.0688 | ||
| US126673ML34 / CPT 2004 EC1 M1 | 3.04 | -1.11 | 0.7208 | 0.0579 | ||
| US46647PBR64 / JPMorgan Chase & Co | 3.02 | 1.04 | 0.7165 | 0.0715 | ||
| US17309SAG57 / Citigroup Mortgage Loan Trust Inc | 2.91 | 0.41 | 0.6900 | 0.0651 | ||
| ERAUSLT TRS EQUITY SOFR+18 JPM / DE (000000000) | 2.84 | 0.6751 | 0.6751 | |||
| XS2310127027 / CORDATUS CLO PLC CORDA 11A AR 144A | 2.78 | -6.98 | 0.6612 | 0.0147 | ||
| ERAUSLT TRS EQUITY FEDL01+70 JPM / DE (000000000) | 2.72 | 0.6454 | 0.6454 | |||
| XS2310758011 / HARVEST CLO HARVT 20A AR 144A | 2.70 | -0.99 | 0.6412 | 0.0525 | ||
| US55284JAC36 / MF1 2022-FL8 Ltd | 2.69 | -0.59 | 0.6400 | 0.0546 | ||
| C1CI34 / Crown Castle Inc. - Depositary Receipt (Common Stock) | 2.60 | 0.6179 | 0.6179 | |||
| US07387YAB92 / BSABS 2007-HE6 1A2 | 2.60 | 0.93 | 0.6176 | 0.0612 | ||
| US04942CAQ96 / ATLAS SENIOR LOAN FUND LTD ATCLO 2019 14A BR 144A | 2.51 | 0.04 | 0.5955 | 0.0542 | ||
| CDX ITRAXX XOV42 5Y 35-100% SP JPM / DCR (EZ2BLZ4YH9B3) | 2.50 | 0.5937 | 0.5937 | |||
| US92922F2G20 / WaMu Mortgage Pass-Through Certificates Series 2005-AR11 Trust | 2.47 | -5.10 | 0.5875 | 0.0246 | ||
| US17330VAA44 / CMLTI_22-A | 2.46 | -2.18 | 0.5850 | 0.0411 | ||
| XS2683120211 / Avon Finance No.4 PLC | 2.42 | 0.92 | 0.5743 | 0.0569 | ||
| US902613AP31 / UBS Group AG | 2.41 | 0.54 | 0.5735 | 0.0548 | ||
| FNMA POOL BM7579 FN 10/29 VARIABLE / ABS-MBS (US3140JCM503) | 2.41 | 1.01 | 0.5723 | 0.0571 | ||
| FREDDIE MAC FHR 5484 FD / ABS-MBS (US3137HHKV29) | 2.37 | -8.74 | 0.5627 | 0.0020 | ||
| FCT / Fincantieri S.p.A. | 2.32 | 9.89 | 0.5516 | 0.0951 | ||
| USP78024AG45 / Peruvian Government International Bond | 2.30 | 7.63 | 0.5458 | 0.0845 | ||
| FED HM LN PC POOL RJ0048 FR 10/53 FIXED 4.5 / ABS-MBS (US3142GQBS02) | 2.25 | -3.07 | 0.5332 | 0.0330 | ||
| ARBOUR CLO ARBR 7A AR 144A / ABS-CBDO (XS2936116966) | 2.24 | 8.85 | 0.5318 | 0.0874 | ||
| HERTZ VEHICLE FINANCING LLC HERTZ 2024 1A A 144A / ABS-O (US42806MCK36) | 2.24 | 0.22 | 0.5311 | 0.0492 | ||
| US04965JAC71 / Atrium Hotel Portfolio Trust 2017-ATRM | 2.23 | -0.98 | 0.5289 | 0.0431 | ||
| FNMA POOL BS9867 FN 11/30 FIXED 5.3 / ABS-MBS (US3140LL6D83) | 2.19 | 0.64 | 0.5213 | 0.0504 | ||
| 01626P148 / Alimentation Couche-Tard Inc | 2.13 | 0.5053 | 0.5053 | |||
| ENBRIDGE (US) INC / DBT (US29251UUB24) | 2.13 | 0.5051 | 0.5051 | |||
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (US48002AU933) | 2.12 | 0.5029 | 0.5029 | |||
| HOLCIM FIN US LLC 07/25 ZCP / DBT (US43475FUG52) | 2.12 | 0.5024 | 0.5024 | |||
| XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV | 2.11 | 0.5017 | 0.5017 | |||
| MDLZ / Mondelez International, Inc. - Depositary Receipt (Common Stock) | 2.11 | 0.5008 | 0.5008 | |||
| HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (US40412BVN09) | 2.10 | 0.4998 | 0.4998 | |||
| US525931AB72 / Lendbuzz Securitization Trust 2023-3 | 2.06 | 0.4893 | 0.4893 | |||
| US55027AAD28 / LUMINENT MORTGAGE TRUST LUM 2006 3 22A1 | 2.05 | -3.30 | 0.4866 | 0.0290 | ||
| US38141GZS64 / GOLDMAN SACHS GROUP INC SR UNSECURED 03/28 VAR | 2.04 | -0.20 | 0.4842 | 0.0431 | ||
| US17309TAC27 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 NC2 A2B | 2.02 | -0.44 | 0.4789 | 0.0415 | ||
| BACARDI MARTINI B V / DBT (US05634EU340) | 2.01 | 0.4772 | 0.4772 | |||
| US65541JAA51 / NOMURA RESECURITIZATION TRUST NMRR 2018 1R 1A1 144A | 1.98 | -1.10 | 0.4700 | 0.0377 | ||
| PK ALIFT LOAN FUNDING PKAIR 2024 2 A 144A / ABS-O (US69381EAA10) | 1.98 | -2.71 | 0.4691 | 0.0306 | ||
| ZAG000125980 / Republic of South Africa Government Bond | 1.94 | 8.32 | 0.4605 | 0.0738 | ||
| 5831 / Shizuoka Financial Group,Inc. | 1.85 | 0.4394 | 0.4394 | |||
| US694308JG36 / Pacific Gas and Electric Co | 1.84 | 0.99 | 0.4369 | 0.0436 | ||
| US03880XAA46 / Arbor Realty Collateralized Loan Obligation Ltd., Series 2022-FL1, Class A | 1.84 | -10.95 | 0.4365 | -0.0094 | ||
| XS2227906208 / AMERICAN TOWER CORP SR UNSECURED 01/32 1 | 1.82 | 10.48 | 0.4333 | 0.0767 | ||
| US68389FKR46 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 1 M1 | 1.80 | -4.40 | 0.4286 | 0.0210 | ||
| FREDDIE MAC FHR 5513 MF / ABS-MBS (US3137HKEX87) | 1.70 | -5.15 | 0.4026 | 0.0165 | ||
| US87277JAA97 / TRTX 2022-FL5 Issuer Ltd | 1.68 | -7.99 | 0.3996 | 0.0047 | ||
| O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) | 1.66 | 0.85 | 0.3931 | 0.0385 | ||
| US78445QAE17 / SLM Private Education Loan Trust 2010-C | 1.64 | -3.92 | 0.3903 | 0.0209 | ||
| FANNIE MAE FNR 2024 77 FM / ABS-MBS (US3136BTRF25) | 1.63 | -13.32 | 0.3864 | -0.0190 | ||
| FNMA POOL BZ2582 FN 12/29 FIXED 4.3 / ABS-MBS (US3140NW2Q77) | 1.62 | 1.00 | 0.3838 | 0.0383 | ||
| XS2056400299 / Wells Fargo & Co | 1.59 | 11.38 | 0.3767 | 0.0692 | ||
| US91282CEZ05 / U.S. Treasury Inflation Linked Notes | 1.55 | 0.91 | 0.3670 | 0.0363 | ||
| XS2439765616 / Palmer Square European Loan Funding 2022-1 DAC | 1.54 | -17.23 | 0.3664 | -0.0360 | ||
| XS2304369759 / BLACKROCK EUROPEAN CLO DAC BECLO 7A AR 144A | 1.54 | 0.79 | 0.3653 | 0.0357 | ||
| POLAND GOVERNMENT BOND BONDS 07/29 4.75 / DBT (PL0000116760) | 1.52 | 9.56 | 0.3621 | 0.0615 | ||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 3A A2B 144A / ABS-O (US96043CAC47) | 1.52 | -31.18 | 0.3602 | -0.1157 | ||
| US40430HCV87 / HSI ASSET SECURITIZATION CORPO HASC 2005 I1 1A | 1.49 | -1.97 | 0.3538 | 0.0256 | ||
| CORDATUS CLO PLC CORDA 24A A 144A / ABS-CBDO (XS2511416906) | 1.47 | 4.62 | 0.3495 | 0.0458 | ||
| US61747YEC57 / Morgan Stanley | 1.46 | 0.90 | 0.3456 | 0.0342 | ||
| ELM15 20222A A1R 144A 29003P910 / ABS-MBS (938KTRII5) | 1.45 | 0.3444 | 0.3444 | |||
| FED HM LN PC POOL RA9796 FR 09/53 FIXED 4.5 / ABS-MBS (US3133KR3D49) | 1.45 | -0.41 | 0.3432 | 0.0299 | ||
| US80556XAH08 / SAST 2006-2 M2 | 1.42 | 1.07 | 0.3366 | 0.0339 | ||
| US69363JAA25 / PRET 2022-RN1 LLC | 1.41 | -2.56 | 0.3343 | 0.0224 | ||
| US404280CK33 / HSBC Holdings PLC | 1.39 | 1.90 | 0.3310 | 0.0357 | ||
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A / ABS-MBS (XS2799791848) | 1.38 | -0.50 | 0.3281 | 0.0282 | ||
| XS2373706519 / Carlyle Euro CLO 2019-2 DAC | 1.35 | 8.41 | 0.3218 | 0.0519 | ||
| US65535HAS85 / Nomura Holdings Inc | 1.35 | 1.73 | 0.3214 | 0.0342 | ||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | 1.35 | -45.71 | 0.3204 | -0.2163 | ||
| US69291QAA31 / PFP III PFP 2022 9 A 144A | 1.34 | -21.86 | 0.3193 | -0.0522 | ||
| US912810TS78 / United States Treasury Note/Bond | 1.34 | -2.12 | 0.3183 | 0.0225 | ||
| US05377RHL15 / Avis Budget Rental Car Funding AESOP LLC | 1.34 | 0.15 | 0.3175 | 0.0293 | ||
| US76110W7F72 / RESIDENTIAL ASSET SECURITIES C RASC 2005 KS11 M3 | 1.33 | -3.27 | 0.3164 | 0.0190 | ||
| US17307GWU83 / CITIGROUP MORTGAGE LOAN TRUST INC SER 2005-HE3 CL M4 V/R REGD 2.91838000 | 1.33 | 0.08 | 0.3149 | 0.0287 | ||
| US78448YAB74 / SMB PRIVATE EDUCATION LOAN TRUST | 1.32 | -3.79 | 0.3136 | 0.0172 | ||
| SPACE COAST CREDIT UNION SCCU 2023 1A A3 144A / ABS-O (US805922AE19) | 1.31 | -0.38 | 0.3117 | 0.0273 | ||
| US81375WGW01 / SECURITIZED ASSET BACKED RECEI SABR 2005 OP2 M3 | 1.31 | 0.46 | 0.3105 | 0.0294 | ||
| US06760GAA94 / Barings CLO Ltd 2018-I | 1.31 | -8.22 | 0.3102 | 0.0027 | ||
| COL17CT02914 / Colombian TES | 1.30 | 3.59 | 0.3081 | 0.0377 | ||
| CL0002454248 / Bonos de la Tesoreria de la Republica en pesos | 1.29 | 4.95 | 0.3073 | 0.0411 | ||
| XS2305369709 / CORDATUS CLO PLC CORDA 7A ARR 144A | 1.27 | -8.20 | 0.3006 | 0.0029 | ||
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM9 A1 144A / ABS-MBS (US673921AA08) | 1.24 | -6.27 | 0.2948 | 0.0088 | ||
| US89175JAE01 / TOWD POINT MORTGAGE TRUST TPMT 2017 6 B1 144A | 1.24 | 0.41 | 0.2938 | 0.0277 | ||
| FNMA POOL BS9669 FN 10/28 FIXED 4.72 / ABS-MBS (US3140LLW723) | 1.22 | 0.33 | 0.2903 | 0.0271 | ||
| FHLMC MULTIFAMILY STRUCTURED P FHMS Q034 APT2 / ABS-MBS (US3137HLY301) | 1.22 | 0.2897 | 0.2897 | |||
| US912810SV17 / United States Treasury Inflation Indexed Bonds | 1.21 | -4.35 | 0.2872 | 0.0141 | ||
| US92540BAA70 / CORP CMO | 1.20 | -8.51 | 0.2860 | 0.0016 | ||
| US36361UAQ31 / GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A B1R 144A | 1.20 | -0.08 | 0.2856 | 0.0258 | ||
| US751153AA50 / RALI SERIES 2006-QO10 TRUST RALI 2006-QO10 A1 | 1.19 | -3.50 | 0.2820 | 0.0163 | ||
| US70069FLK11 / PARK PLACE SECURITIES INC PPSI 2005 WCW2 M4 | 1.18 | 4.14 | 0.2809 | 0.0355 | ||
| OXYD / Occidental Petroleum Corporation - Depositary Receipt (Common Stock) | 1.18 | 0.43 | 0.2798 | 0.0265 | ||
| US3128MMWV14 / Freddie Mac Gold Pool | 1.18 | -5.08 | 0.2794 | 0.0118 | ||
| RFR USD SOFR/3.50000 12/18/24-30Y CME / DIR (EZ4089K4KC85) | 1.16 | 42.18 | 0.2763 | 0.0995 | ||
| US12661GAA76 / CSMC 2021-RPL3 Trust | 1.14 | -3.30 | 0.2712 | 0.0161 | ||
| FED HM LN PC POOL RJ0136 FR 12/53 FIXED 4.5 / ABS-MBS (US3142GQEJ75) | 1.13 | -0.44 | 0.2687 | 0.0233 | ||
| FNMA POOL BZ1029 FN 06/29 FIXED 4.93 / ABS-MBS (US3140NVEB95) | 1.13 | 0.27 | 0.2680 | 0.0249 | ||
| US78448YAH45 / SMB Private Education Loan Trust 2021-A | 1.12 | -4.34 | 0.2671 | 0.0132 | ||
| US040104PC91 / Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2005-W3 | 1.12 | -9.29 | 0.2669 | -0.0006 | ||
| JACKSON NATL LIFE GLOBAL JACKSON NATL LIFE GLOBAL / DBT (US46849LUZ20) | 1.11 | -0.09 | 0.2635 | 0.0237 | ||
| ARES STRATEGIC INCOME FU SR UNSECURED 144A 09/28 5.45 / DBT (US04020EAL11) | 1.10 | 0.2614 | 0.2614 | |||
| US3140XH5X18 / UMBS, 30 Year | 1.09 | -2.76 | 0.2594 | 0.0168 | ||
| XS2307740642 / JUBILEE CDO BV JUBIL 2016 17A A2RR 144A | 1.03 | 8.47 | 0.2436 | 0.0394 | ||
| FNMA POOL BS9613 FN 10/28 FIXED 4.77 / ABS-MBS (US3140LLVF52) | 1.02 | 0.29 | 0.2423 | 0.0226 | ||
| PEP01000C5I0 / BONOS DE TESORERIA | 1.02 | 7.17 | 0.2414 | 0.0365 | ||
| US36267FAE88 / GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A3 144A | 1.01 | -0.39 | 0.2398 | 0.0209 | ||
| US92539XAA28 / Verus Securitization Trust 2023-6 | 1.01 | -7.77 | 0.2396 | 0.0032 | ||
| US12663BAD01 / CPS AUTO TRUST 08/15/2028 5.19% MTGE | 1.00 | 0.00 | 0.2377 | 0.0214 | ||
| US64035GAA76 / Nelnet Student Loan Trust 2021-C | 0.94 | -7.19 | 0.2237 | 0.0044 | ||
| MX0SGO0000M6 / Mexican Udibonos | 0.93 | 12.03 | 0.2213 | 0.0417 | ||
| US59319BAA52 / CORP CMO | 0.93 | -3.33 | 0.2210 | 0.0132 | ||
| US17309LAH87 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 HE2 M3 | 0.93 | -0.11 | 0.2208 | 0.0199 | ||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 8 A 144A / ABS-O (US69544QAA85) | 0.93 | -16.12 | 0.2201 | -0.0185 | ||
| US91282CGK18 / U.S. Treasury Inflation Linked Notes | 0.93 | 0.76 | 0.2200 | 0.0214 | ||
| US32029GAA22 / First Franklin Mortgage Loan Trust Series 2007-FF2 | 0.91 | -1.19 | 0.2170 | 0.0174 | ||
| VERUS SECURITIZATION TRUST VERUS 2022 2 A1 144A / ABS-MBS (US92538XAA37) | 0.91 | -2.56 | 0.2168 | 0.0145 | ||
| US288542AA12 / ELLINGTON LOAN ACQUISITION TRUST 2007-1 SER 2007-1 CL A1 V/R REGD 144A P/P 2.80800000 | 0.91 | -5.89 | 0.2165 | 0.0073 | ||
| AXP / American Express Company - Depositary Receipt (Common Stock) | 0.91 | 1.33 | 0.2165 | 0.0221 | ||
| CPS AUTO TRUST CPS 2024 D A 144A / ABS-O (US22411JAA34) | 0.91 | -22.88 | 0.2163 | -0.0387 | ||
| ERAUSLT TRS EQUITY FEDL01+95*BULLET* JPM / DE (000000000) | 0.90 | 0.2136 | 0.2136 | |||
| ACI1G9KT1 / CAIRN CLO BV CRNCL 2016 7A A1R 144A | 0.90 | -3.23 | 0.2135 | 0.0127 | ||
| US12481QAC96 / CBAM 2018-5 Ltd | 0.90 | -24.47 | 0.2134 | -0.0435 | ||
| US912810TT51 / United States Treasury Note/Bond | 0.89 | -3.04 | 0.2122 | 0.0131 | ||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1B 144A / ABS-O (US83207QAB59) | 0.89 | -3.16 | 0.2114 | 0.0131 | ||
| US03027XAW02 / American Tower Corp | 0.86 | 1.18 | 0.2035 | 0.0207 | ||
| US12489WQX55 / CREDIT BASED ASSET SERVICING A CBASS 2006 CB3 AV4 | 0.85 | -3.87 | 0.2007 | 0.0107 | ||
| US3622MHAC03 / GSAMP TRUST GSAMP 2007 FM2 A2B | 0.83 | -0.24 | 0.1980 | 0.0175 | ||
| FREDDIE MAC FHR 5480 FG / ABS-MBS (US3137HHUD11) | 0.83 | -9.50 | 0.1971 | -0.0009 | ||
| CITIBANK NA CITIBANK NA / DBT (US17325FBK30) | 0.82 | 1.11 | 0.1940 | 0.0194 | ||
| US64829VAA44 / New Residential Mortgage Loan Trust 2018-RPL1 | 0.82 | -4.45 | 0.1940 | 0.0094 | ||
| US55336VBQ23 / MPLX LP | 0.81 | 1.62 | 0.1935 | 0.0204 | ||
| SCE.PRK / SCE Trust V - Preferred Security | 0.81 | 0.37 | 0.1920 | 0.0181 | ||
| US05610AAW80 / BX Trust, Series 2022-FOX2, Class A2 | 0.81 | -6.16 | 0.1917 | 0.0059 | ||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 0.81 | 0.37 | 0.1916 | 0.0180 | ||
| SAGB / Republic of South Africa Government Bond | 0.81 | 6.34 | 0.1913 | 0.0276 | ||
| BLUEMOUNTAIN CLO LTD BLUEM 2018 3A A1R 144A / ABS-CBDO (US09630AAN63) | 0.79 | -12.29 | 0.1883 | -0.0069 | ||
| XS2167007918 / WELLS FARGO and CO NEW 1.741%/VAR 05/04/2030 REGS | 0.79 | 10.64 | 0.1877 | 0.0334 | ||
| US71429MAC91 / Perrigo Finance Unlimited Co | 0.79 | 3.01 | 0.1869 | 0.0217 | ||
| US3137ARVQ69 / FREDDIE MAC FHR 4079 WZ | 0.79 | -1.26 | 0.1868 | 0.0148 | ||
| US694308JM04 / PACIFIC GAS and ELECTRIC CO 4.55% 07/01/2030 | 0.78 | 0.90 | 0.1855 | 0.0182 | ||
| US92539TAA16 / Verus Securitization Trust, Series 2023-4, Class A1 | 0.76 | -11.53 | 0.1806 | -0.0049 | ||
| XS2318315921 / Asian Infrastructure Investment Bank/The | 0.72 | -1.90 | 0.1719 | 0.0128 | ||
| FNMA POOL BZ2331 FN 08/30 FIXED 4.86 / ABS-MBS (US3140NWSV86) | 0.72 | 0.56 | 0.1711 | 0.0163 | ||
| ZAG000077470 / Republic of South Africa Government Bond | 0.72 | 7.34 | 0.1703 | 0.0260 | ||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 1 A3 144A / ABS-O (US39571MAC29) | 0.72 | 0.99 | 0.1703 | 0.0168 | ||
| US04541GJT04 / ASSET BACKED SECURITIES CORP H ABSHE 2004 HE3 M1 | 0.72 | -0.14 | 0.1700 | 0.0152 | ||
| US924934AA00 / Verus Securitization Trust, Series 2023-5, Class A1 | 0.69 | -13.59 | 0.1647 | -0.0086 | ||
| CPPIB CAPITAL INC COMPANY GUAR REGS 06/34 4.3 / DBT (CA12593CAY71) | 0.69 | 4.08 | 0.1637 | 0.0207 | ||
| US3622MGAA63 / GSAMP Trust | 0.69 | 4.09 | 0.1632 | 0.0205 | ||
| CDX ITRAXX XOV42 5Y 35-100% SP BPS / DCR (EZ2BLZ4YH9B3) | 0.68 | 0.1624 | 0.1624 | |||
| CDX ITRAXX XOV42 5Y 35-100% SP BPS / DCR (EZ2BLZ4YH9B3) | 0.68 | 0.1624 | 0.1624 | |||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 0.68 | 0.1617 | 0.1617 | |||
| US31418CZG22 / Federal National Mortgage Association | 0.68 | -1.60 | 0.1610 | 0.0120 | ||
| US16412XAJ46 / Cheniere Corpus Christi Holdings LLC | 0.68 | 1.05 | 0.1604 | 0.0160 | ||
| US03512TAF84 / AngloGold Ashanti Holdings PLC | 0.67 | 1.21 | 0.1588 | 0.0161 | ||
| TRINITY SQUARE TRINI 2021 1A AR 144A / ABS-MBS (XS2783078087) | 0.67 | 0.61 | 0.1580 | 0.0152 | ||
| US912810RA88 / United States Treasury Inflation Indexed Bonds | 0.65 | -2.40 | 0.1547 | 0.0105 | ||
| IRS EUR 2.25000 09/17/25-30Y LCH / DIR (EZV4L1QCFM97) | 0.65 | 50.35 | 0.1541 | 0.0608 | ||
| US83611MKZ04 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 1 A5 | 0.64 | -5.30 | 0.1529 | 0.0062 | ||
| US59024LAD38 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 HE2 A2C | 0.64 | -0.78 | 0.1520 | 0.0127 | ||
| INF SWAP US IT 2.165 04/16/19-10Y LCH / DIR (000000000) | 0.63 | 0.1504 | 0.1504 | |||
| US31398T5D93 / FANNIE MAE FNR 2010 99 CL | 0.62 | 0.32 | 0.1482 | 0.0138 | ||
| US14686TAC27 / CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A3 144A | 0.62 | -22.43 | 0.1471 | -0.0254 | ||
| US91282CHP95 / United States Treasury Inflation Indexed Bonds | 0.62 | 0.49 | 0.1462 | 0.0140 | ||
| STRATTON MORTGAGE FUNDING PLC STRA 2024 1A A 144A / ABS-MBS (XS2728570248) | 0.61 | 0.33 | 0.1454 | 0.0134 | ||
| US14686TAD00 / Carvana Auto Receivables Trust, Series 2023-P2, Class A4 | 0.61 | -0.33 | 0.1443 | 0.0128 | ||
| SCE.PRK / SCE Trust V - Preferred Security | 0.60 | 0.17 | 0.1434 | 0.0133 | ||
| FREDDIE MAC FHR 5557 FM / ABS-MBS (US3137HLZ217) | 0.60 | 0.1425 | 0.1425 | |||
| US12482NAN12 / CBAM 2019-10 Ltd | 0.60 | -16.76 | 0.1416 | -0.0133 | ||
| US939355AB98 / Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OA3 Trust | 0.59 | -2.48 | 0.1403 | 0.0096 | ||
| US23244GAD43 / Alternative Loan Trust 2006-OA18 | 0.58 | -3.31 | 0.1388 | 0.0083 | ||
| US23371DAG97 / DAE Funding LLC | 0.58 | 0.87 | 0.1372 | 0.0136 | ||
| US45668GAD43 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR14 1A3A | 0.56 | -4.79 | 0.1325 | 0.0061 | ||
| CARMAX AUTO OWNER TRUST CARMX 2024 1 A2A / ABS-O (US14318WAB37) | 0.55 | -44.67 | 0.1294 | -0.0835 | ||
| US17312TAA16 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL2 A1 144A | 0.52 | -1.33 | 0.1231 | 0.0096 | ||
| XS1794675931 / Fairfax Financial Holdings Ltd | 0.52 | 10.02 | 0.1227 | 0.0213 | ||
| MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock) | 0.51 | 0.39 | 0.1223 | 0.0117 | ||
| HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (US40412BVE00) | 0.51 | 0.1204 | 0.1204 | |||
| FCT / Fincantieri S.p.A. | 0.51 | 0.1203 | 0.1203 | |||
| FNMA POOL BS9073 FN 07/30 FIXED 4.54 / ABS-MBS (US3140LLCK58) | 0.51 | 0.60 | 0.1203 | 0.0116 | ||
| MX0SGO0000K0 / Mexican Udibonos | 0.51 | 11.48 | 0.1201 | 0.0223 | ||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 0.50 | 0.00 | 0.1199 | 0.0110 | ||
| US59024FAE43 / MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3B | 0.50 | -1.37 | 0.1195 | 0.0094 | ||
| US12644WAT36 / CSMC Trust 2010-16 | 0.50 | 0.60 | 0.1195 | 0.0113 | ||
| US42806MBS70 / Hertz Vehicle Financing III LLC | 0.50 | -0.20 | 0.1194 | 0.0107 | ||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 0.50 | 1.01 | 0.1190 | 0.0119 | ||
| MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock) | 0.50 | 0.1188 | 0.1188 | |||
| US83406TAB89 / SoFi Professional Loan Program 2020-ATrust | 0.49 | -7.24 | 0.1157 | 0.0022 | ||
| MX0MGO000102 / Mexican Bonos | 0.48 | -23.69 | 0.1140 | -0.0220 | ||
| US29444UBL98 / Equinix, Inc. | 0.47 | 1.75 | 0.1107 | 0.0116 | ||
| MX0MGO0001F1 / Mexican Bonos | 0.46 | 10.24 | 0.1100 | 0.0191 | ||
| TRT061124T11 / Turkey Government Bond | 0.46 | -2.36 | 0.1082 | 0.0075 | ||
| US35104AAB44 / FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2023-2 A2 | 0.45 | -26.66 | 0.1080 | -0.0257 | ||
| US07387YAE32 / BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE6 2A | 0.45 | -0.44 | 0.1078 | 0.0093 | ||
| US939336X573 / CORP CMO | 0.45 | -4.26 | 0.1067 | 0.0054 | ||
| R2037 / South Africa - Sovereign or Government Agency Debt | 0.45 | 8.50 | 0.1063 | 0.0171 | ||
| US38380LFE83 / GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H09 FA | 0.45 | -0.67 | 0.1061 | 0.0091 | ||
| US25150RAF29 / Deutsche Alt-A Securities Mortgage Loan Trust Series 2006-AR6 | 0.44 | -1.35 | 0.1040 | 0.0081 | ||
| US576433UF13 / MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 3A1 | 0.43 | -2.26 | 0.1026 | 0.0071 | ||
| US61744CSY39 / MORGAN STANLEY CAPITAL INC MSAC 2005 WMC6 M4 | 0.42 | -14.78 | 0.1001 | -0.0066 | ||
| XS2060921223 / BNPP AM EURO CLO BNPAM 2017 1A AR 144A | 0.42 | 8.64 | 0.0987 | 0.0161 | ||
| IRS AUD 4.50000 09/20/23-10Y LCH / DIR (EZGXS4F4YYN6) | 0.40 | 101.00 | 0.0955 | 0.0521 | ||
| US25466AAP66 / Discover Bank | 0.40 | 1.52 | 0.0955 | 0.0099 | ||
| US35729TAD46 / FREMONT HOME LOAN TRUST FHLT 2006 C 2A2 | 0.40 | -0.74 | 0.0951 | 0.0079 | ||
| XS2066217295 / CORDATUS CLO PLC CORDA 5A ARR 144A | 0.40 | -25.61 | 0.0938 | -0.0210 | ||
| R2032 / South Africa - Corporate Bond/Note | 0.39 | 7.38 | 0.0935 | 0.0144 | ||
| US715638BE14 / Peruvian Government International Bond | 0.39 | -15.48 | 0.0934 | -0.0072 | ||
| US32027NWP22 / FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF10 A5 | 0.39 | -2.97 | 0.0933 | 0.0059 | ||
| US05950PAK93 / BANC OF AMERICA FUNDING CORPOR BAFC 2006 H 4A1 | 0.39 | -0.77 | 0.0917 | 0.0076 | ||
| RFR USD SOFR/3.00000 06/21/23-10Y CME / DIR (EZVCRM3XZB08) | 0.38 | -37.93 | 0.0910 | -0.0424 | ||
| CZECH / Czech Republic Government Bond | 0.38 | 9.97 | 0.0892 | 0.0154 | ||
| US93934FJQ63 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR1 A1A | 0.36 | -0.82 | 0.0865 | 0.0072 | ||
| RFR USD SOFR/3.00000 06/21/23-7Y CME / DIR (EZWF2F56KP17) | 0.36 | -57.31 | 0.0846 | -0.0956 | ||
| US007036TD80 / ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 10 2A1 | 0.36 | -1.11 | 0.0846 | 0.0068 | ||
| US83207DAB47 / SMB 23-C A1B 144A (SOFR30A+155) FRN 11-15-52/10-17-33 | 0.36 | -5.84 | 0.0843 | 0.0029 | ||
| US3622M8AE61 / GSAMP TRUST GSAMP 2006 HE8 A2D | 0.35 | 0.57 | 0.0838 | 0.0080 | ||
| US02146TAG22 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 24CB A7 | 0.34 | -2.05 | 0.0796 | 0.0057 | ||
| US542514RH93 / Long Beach Mortgage Loan Trust 2006-1 | 0.32 | -5.11 | 0.0751 | 0.0031 | ||
| US3140GSRX23 / FANNIE MAE POOL FN BH4101 | 0.32 | -0.94 | 0.0751 | 0.0060 | ||
| US42225UAL89 / Healthcare Realty Holdings LP | 0.31 | 1.32 | 0.0734 | 0.0076 | ||
| US83613FAD33 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT5 2A3 | 0.31 | -1.91 | 0.0733 | 0.0053 | ||
| US61753KAA43 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A1 | 0.31 | 0.00 | 0.0731 | 0.0067 | ||
| US3132XWE647 / Freddie Mac Gold Pool | 0.30 | -0.98 | 0.0720 | 0.0058 | ||
| EXTRA SPACE STORAGE LP COMPANY GUAR 06/35 5.4 / DBT (US30225VAU17) | 0.30 | 1.01 | 0.0717 | 0.0072 | ||
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A3 144A / ABS-O (US17331QAD88) | 0.30 | -0.33 | 0.0716 | 0.0064 | ||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 0.30 | 1.01 | 0.0714 | 0.0072 | ||
| PROLOGIS LP SR UNSECURED 01/35 5 / DBT (US74340XCN93) | 0.30 | 1.01 | 0.0713 | 0.0069 | ||
| 01626P148 / Alimentation Couche-Tard Inc | 0.30 | 0.0710 | 0.0710 | |||
| US525161AN53 / LEHMAN XS TRUST LXS 2006 GP4 3A5 | 0.30 | -1.98 | 0.0706 | 0.0051 | ||
| US66989EAA38 / NovaStar Mortgage Funding Trust Series 2007-2 | 0.30 | -6.35 | 0.0702 | 0.0020 | ||
| US00774MAW55 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.29 | 1.42 | 0.0679 | 0.0070 | ||
| US12628LAJ98 / CSAB MORTGAGE-BACKED TRUST 2006-4 SER 2006-4 CL A6A S/UP REGD 5.68370000 | 0.28 | -2.75 | 0.0674 | 0.0044 | ||
| MX0SGO0000F0 / Mexican Udibonos | 0.28 | 11.46 | 0.0670 | 0.0123 | ||
| US03290AAA88 / Anchorage Credit Funding Ltd. | 0.28 | 1.08 | 0.0669 | 0.0068 | ||
| US35729MAD92 / Fremont Home Loan Trust 2006-3 | 0.28 | -4.42 | 0.0669 | 0.0032 | ||
| US76716XAC65 / RIO OIL FINANCE TRUST SR SECURED 144A 04/28 8.2 | 0.28 | -3.81 | 0.0661 | 0.0035 | ||
| US00774MAX39 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.27 | 2.26 | 0.0646 | 0.0072 | ||
| INTEGRITY RE III UNSECURED 144A 06/28 VAR / DBT (US45870GAE61) | 0.25 | 0.40 | 0.0599 | 0.0055 | ||
| US68389FGK49 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 1 M1 | 0.25 | -5.64 | 0.0597 | 0.0023 | ||
| GREENGROVE RE LTD UNSECURED 144A 04/32 VAR / DBT (US39526JAA97) | 0.25 | 0.00 | 0.0594 | 0.0052 | ||
| HESTIA RE LTD UNSECURED 144A 03/32 VAR / DBT (US42815KAC62) | 0.25 | -0.80 | 0.0588 | 0.0048 | ||
| US912810TE82 / United States Treasury Inflation Indexed Bonds | 0.25 | -4.65 | 0.0585 | 0.0026 | ||
| US12667GHG10 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J5 1A7 | 0.24 | -0.82 | 0.0579 | 0.0047 | ||
| US84751PKW85 / SPECIALTY UNDERWRITING + RESID SURF 2006 AB1 A4 | 0.24 | -1.64 | 0.0570 | 0.0043 | ||
| US76089RAA23 / Research-Driven Pagaya Motor Asset Trust 2023-3 | 0.24 | -16.96 | 0.0559 | -0.0052 | ||
| CDX ITRAXX XOV42 5Y 35-100% SP GST / DCR (EZ2BLZ4YH9B3) | 0.24 | 0.0558 | 0.0558 | |||
| US842400GY39 / Southern California Edison Co | 0.23 | -3.31 | 0.0557 | 0.0032 | ||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.23 | 0.0544 | 0.0544 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.23 | 0.0544 | 0.0544 | |||
| US320516AA56 / First Horizon Alternative Mortgage Securities Trust 2006-AA3 | 0.23 | -2.56 | 0.0543 | 0.0036 | ||
| US74924EAA55 / RALI Series 2007-QH8 Trust | 0.23 | -3.42 | 0.0538 | 0.0033 | ||
| US126697AA90 / CWABS ASSET-BACKED CERTIFICATES TRUST 2007-12 SER 2007-12 CL 1A1 V/R REGD 2.44800000 | 0.22 | -2.21 | 0.0526 | 0.0036 | ||
| US66988UAA88 / NOVASTAR MORTGAGE BACKED NOTES NMFT 2006 MTA1 1A1 | 0.22 | 0.46 | 0.0523 | 0.0050 | ||
| US12669HAA77 / Countrywide Asset-Backed Certificates | 0.22 | 0.00 | 0.0518 | 0.0046 | ||
| ACI11H7L1 / NATWEST GROUP PLC SR UNSECURED REGS 09/26 VAR | 0.22 | 7.46 | 0.0513 | 0.0078 | ||
| US41162DAA72 / HarborView Mortgage Loan Trust 2006-12 | 0.21 | -1.42 | 0.0495 | 0.0039 | ||
| RFR USD SOFR/3.70000 02/20/24-25Y LCH / DIR (EZRM7DK4X894) | 0.21 | 54.48 | 0.0493 | 0.0203 | ||
| US76089EAA10 / RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 1A A 144A | 0.21 | -11.91 | 0.0492 | -0.0017 | ||
| US06738EBD67 / Barclays PLC | 0.20 | 1.00 | 0.0480 | 0.0047 | ||
| US80281LAS43 / SANTANDER UK GROUP HOLDINGS PLC | 0.20 | -0.50 | 0.0479 | 0.0042 | ||
| UNITED AIR 2024 1 AA PTT PASS THRU CE 08/38 5.45 / DBT (US90932WAA18) | 0.20 | 0.00 | 0.0477 | 0.0044 | ||
| US06738EAU91 / Barclays PLC | 0.20 | 0.51 | 0.0474 | 0.0045 | ||
| INABS / Home Equity Mortgage Loan Asset-Backed Trust Series INABS 2007-A | 0.20 | -1.00 | 0.0473 | 0.0038 | ||
| US345397XU23 / Ford Motor Credit Co LLC | 0.20 | 0.51 | 0.0473 | 0.0043 | ||
| US76088TAA97 / RPM 22-3 A 144A 5.38% 11-25-30 | 0.20 | -43.97 | 0.0465 | -0.0287 | ||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2018 6A A 144A / ABS-CBDO (US03330LAA61) | 0.19 | -7.18 | 0.0463 | 0.0011 | ||
| US12668AZ650 / Alternative Loan Trust 2005-65CB | 0.19 | -3.98 | 0.0459 | 0.0024 | ||
| TRICOLOR AUTO SECURITIZATION T TAST 2024 1A A 144A / ABS-O (US89616LAA08) | 0.19 | -43.36 | 0.0457 | -0.0276 | ||
| US46651QAA58 / JP Morgan Chase Commercial Mortgage Securities Trust 2019-FL12 | 0.19 | -2.07 | 0.0451 | 0.0033 | ||
| US345397B512 / Ford Motor Credit Co LLC | 0.19 | 1.08 | 0.0446 | 0.0046 | ||
| US85573MAA71 / STARWOOD MORTGAGE RESIDENTIAL STAR 2020 3 A1 144A | 0.19 | -9.27 | 0.0443 | -0.0001 | ||
| MMIFS RE LTD SECURED 144A 01/33 VAR / DBT (XS2969300081) | 0.18 | 5.78 | 0.0437 | 0.0063 | ||
| 317U7IQA6 PIMCO SWAPTION 3.75 CALL USD 2025103 / DIR (000000000) | 0.18 | 0.0427 | 0.0427 | |||
| US3140H37E09 / Fannie Mae Pool | 0.18 | -1.65 | 0.0426 | 0.0031 | ||
| US3140GUMA21 / Federal National Mortgage Association | 0.18 | -1.11 | 0.0423 | 0.0033 | ||
| US89176EAA82 / Towd Point Mortgage Trust 2018-1 | 0.17 | -17.62 | 0.0412 | -0.0044 | ||
| US76088LAA61 / RPM_21-2A | 0.17 | -13.13 | 0.0409 | -0.0021 | ||
| US64032PAB85 / Nelnet Student Loan Trust 2023-A | 0.17 | -8.11 | 0.0406 | 0.0004 | ||
| US35729VAA52 / Fremont Home Loan Trust, Series 2006-D, Class 1A1 | 0.17 | -0.58 | 0.0405 | 0.0034 | ||
| US64032PAA03 / Nelnet Student Loan Trust, Series 2023-AA, Class AFL | 0.17 | -8.20 | 0.0400 | 0.0003 | ||
| FNMA POOL AJ7522 FN 01/27 FIXED 3 / ABS-MBS (US3138E0LC13) | 0.17 | -18.32 | 0.0392 | -0.0046 | ||
| US36267FAC23 / GLS Auto Select Receivables Trust 2023-1 | 0.16 | -63.64 | 0.0392 | -0.0583 | ||
| US45660LMG13 / IndyMac INDX Mortgage Loan Trust 2005-AR12 | 0.16 | -1.27 | 0.0372 | 0.0030 | ||
| US3622ECAF39 / GSAA HOME EQUITY TRUST GSAA 2007 5 2A3A | 0.15 | -1.92 | 0.0365 | 0.0026 | ||
| US452152FA44 / State of Illinois General Obligation Unlimited | 0.15 | -8.54 | 0.0358 | 0.0003 | ||
| PROLOGIS LP SR UNSECURED 02/33 4.2 / DBT (CA74340XCP48) | 0.15 | 5.76 | 0.0351 | 0.0049 | ||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 0.15 | 0.0348 | 0.0348 | |||
| US3140JGR644 / Fannie Mae Pool | 0.15 | -0.68 | 0.0346 | 0.0030 | ||
| US31418CU779 / FANNIE MAE 3.50% 03/01/2048 FNMA | 0.15 | -2.03 | 0.0346 | 0.0025 | ||
| US61915RAU05 / MortgageIT Trust 2005-5 | 0.14 | -6.12 | 0.0329 | 0.0010 | ||
| US92922F4C97 / WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR14, Class 1A3 | 0.14 | -0.72 | 0.0326 | 0.0026 | ||
| US14686RAA05 / Carvana Auto Receivables Trust 2023-N3 | 0.13 | -52.31 | 0.0318 | -0.0290 | ||
| US74958XAB01 / RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 SA2 2A1 | 0.13 | -0.79 | 0.0297 | 0.0024 | ||
| US12566VAJ17 / CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A4 1A9 | 0.12 | -4.62 | 0.0295 | 0.0013 | ||
| BOUGHT BRL SOLD USD 20251002 / DFE (000000000) | 0.12 | 0.0290 | 0.0290 | |||
| US93935HAB33 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 7 A1B | 0.12 | -1.64 | 0.0285 | 0.0020 | ||
| US924933AA27 / Veros Auto Receivables Trust, Series 2023-1, Class A | 0.12 | -65.80 | 0.0280 | -0.0466 | ||
| US882925AA84 / Theorem Funding Trust 2022-3 | 0.12 | -56.44 | 0.0273 | -0.0298 | ||
| CDX IG43 5Y ICE / DCR (EZ10N17RBN04) | 0.11 | -85.07 | 0.0269 | -0.1367 | ||
| US91680UAA79 / Upstart Pass-Through Trust Series | 0.11 | -43.43 | 0.0268 | -0.0160 | ||
| US3140GYJX82 / Fannie Mae Pool | 0.11 | -1.77 | 0.0264 | 0.0019 | ||
| US36179QUQ27 / GNMA II POOL MA2391 G2 11/44 FLOATING VAR | 0.11 | 0.00 | 0.0262 | 0.0023 | ||
| US12543XAG16 / COUNTRYWIDE HOME LOANS CWHL 2006 19 1A7 | 0.11 | -0.94 | 0.0252 | 0.0021 | ||
| US12544AAW53 / COUNTRYWIDE HOME LOANS CWHL 2006 20 1A21 | 0.10 | -2.86 | 0.0244 | 0.0016 | ||
| US91680YAY77 / UPSTART STRUCTURED PASS THROUG USPTT 2022 2A A 144A | 0.10 | -18.40 | 0.0243 | -0.0027 | ||
| E1IX34 / Edison International - Depositary Receipt (Common Stock) | 0.10 | -50.00 | 0.0241 | -0.0196 | ||
| CDX HY44 5Y ICE / DCR (000000000) | 0.10 | 0.0237 | 0.0237 | |||
| GLP CAPITAL LP / FIN II GLP CAPITAL LP / FIN II / DBT (US361841AT63) | 0.10 | 1.02 | 0.0237 | 0.0024 | ||
| US026935AH97 / AMERICAN HOME MORTGAGE ASSETS AHMA 2007 3 21A1 | 0.10 | -3.00 | 0.0231 | 0.0015 | ||
| US06051GJS93 / Bank of America Corp | 0.10 | 1.04 | 0.0231 | 0.0023 | ||
| US87264ABF12 / CORP. NOTE | 0.10 | 2.11 | 0.0231 | 0.0024 | ||
| US75971FAD50 / RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1 | 0.09 | -1.08 | 0.0219 | 0.0017 | ||
| US16163CAN20 / CHASE MORTGAGE FINANCE CORPORA CHASE 2006 A1 4A1 | 0.09 | -5.32 | 0.0213 | 0.0008 | ||
| US32027GAE61 / First Franklin Mortgage Loan Trust 2006-FF12 | 0.09 | -3.30 | 0.0210 | 0.0013 | ||
| US45254NLJ45 / IMPAC CMB TRUST SERIES 2004-10 SER 2004-10 CL 1A1 V/R REGD 2.34800000 | 0.09 | -2.25 | 0.0208 | 0.0016 | ||
| US92927XAC83 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY6 2A1 | 0.09 | -2.25 | 0.0207 | 0.0013 | ||
| US92927XAE40 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY6 2A3 | 0.09 | -2.30 | 0.0203 | 0.0015 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.08 | 0.0199 | 0.0199 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.08 | 0.0199 | 0.0199 | |||
| IRS AUD 4.50000 06/18/25-10Y LCH / DIR (EZ3K0DGVSD24) | 0.08 | 0.0192 | 0.0192 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.08 | 0.0190 | 0.0190 | |||
| US52520QAB05 / LEHMAN MORTGAGE TRUST LMT 2006 7 1A2 | 0.08 | 0.00 | 0.0189 | 0.0016 | ||
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A2A 144A / ABS-O (US17331QAB23) | 0.08 | -57.69 | 0.0185 | -0.0210 | ||
| BOUGHT PEN SOLD USD 20250703 / DFE (000000000) | 0.08 | 0.0181 | 0.0181 | |||
| US362375AD97 / GSAA HOME EQUITY TRUST GSAA 2006 10 AF4 | 0.08 | -2.60 | 0.0179 | 0.0012 | ||
| US23345WAA36 / DT Auto Owner Trust 2023-3 | 0.07 | -82.71 | 0.0177 | -0.0748 | ||
| US3132LAY638 / FED HM LN PC POOL V85233 FG 03/49 FIXED 4 | 0.07 | -6.67 | 0.0169 | 0.0006 | ||
| 952NPL005 / CREDIT SUISSE GROUP AG COCO JR SUB 144A | 0.07 | 0.00 | 0.0164 | 0.0015 | ||
| US452152BM28 / State of Illinois General Obligation Unlimited | 0.07 | 0.00 | 0.0163 | 0.0016 | ||
| US152314JV38 / Centex Home Equity | 0.07 | -2.99 | 0.0156 | 0.0011 | ||
| US3622MGAC20 / GSAMP TRUST GSAMP 2007 NC1 A2B | 0.07 | 3.17 | 0.0155 | 0.0018 | ||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | 0.07 | 0.0155 | 0.0155 | |||
| US46629QAW69 / J.P. Morgan Mortgage Acquisition Trust 2006-Ch2 | 0.06 | -15.07 | 0.0148 | -0.0010 | ||
| US073871AE56 / BEAR STEARNS ALT A TRUST BALTA 2006 4 13A1 | 0.06 | 0.00 | 0.0147 | 0.0012 | ||
| US362334GR95 / GSAA Home Equity Trust, Series 2006-5, Class 2A1 | 0.06 | 0.00 | 0.0143 | 0.0011 | ||
| US55274QBB05 / MASTR ASSET SECURITIZATION TRU MASTR 2006 2 1A26 | 0.06 | -3.23 | 0.0143 | 0.0007 | ||
| 952NPH004 / CREDIT SUISSE GROUP AG COCO JR SUB 144A | 0.06 | 0.00 | 0.0142 | 0.0013 | ||
| US46632TAA34 / JP Morgan Mortgage Trust Series 2008-R2 | 0.06 | -1.67 | 0.0141 | 0.0010 | ||
| RFR USD SOFR/4.04638 09/02/25-27Y* LCH / DIR (EZRQXB0T6JR0) | 0.06 | 0.0140 | 0.0140 | |||
| RFR USD SOFR/4.04638 09/02/25-27Y* LCH / DIR (EZRQXB0T6JR0) | 0.06 | 0.0140 | 0.0140 | |||
| US02660LAA89 / American Home Mortgage Assets Trust | 0.06 | -5.00 | 0.0137 | 0.0008 | ||
| US38380VEU17 / GOVERNMENT NATIONAL MORTGAGE A GNR 2018 19 WF | 0.06 | -5.08 | 0.0135 | 0.0008 | ||
| BOUGHT TWD SOLD USD 20250709 / DFE (000000000) | 0.06 | 0.0135 | 0.0135 | |||
| CPS AUTO TRUST CPS 2024 A A 144A / ABS-O (US22411CAA80) | 0.06 | -64.52 | 0.0132 | -0.0205 | ||
| US74923HAL50 / RALI Trust, Series 2007-QS4, Class 3A2 | 0.05 | -3.57 | 0.0130 | 0.0007 | ||
| US76110WRT52 / RESIDENTIAL ASSET SECURITIES C RASC 2003 KS4 AIIB | 0.05 | 0.00 | 0.0126 | 0.0010 | ||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A2 144A / ABS-O (US78435VAB80) | 0.05 | -72.19 | 0.0124 | -0.0282 | ||
| US65535AAA25 / NOMURA HOME EQUITY LOAN INC NHELI 2006 AF1 A1 | 0.05 | -2.00 | 0.0118 | 0.0008 | ||
| US93934FMN95 / WMALT_06-AR2 | 0.05 | 8.89 | 0.0117 | 0.0019 | ||
| RFR USD SOFR/3.50000 12/20/23-7Y CME / DIR (EZPR4RDSDSJ6) | 0.05 | -79.22 | 0.0116 | -0.0383 | ||
| US885220GF47 / Thornburg Mortgage Securities Trust, Series 2004-4, Class 3A | 0.05 | -15.79 | 0.0116 | -0.0008 | ||
| US17309QAF19 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH3 M2 | 0.05 | -28.79 | 0.0113 | -0.0030 | ||
| US81744HAH66 / Sequoia Mortgage Trust | 0.05 | -8.00 | 0.0112 | 0.0002 | ||
| US31418CS476 / Fannie Mae Pool | 0.05 | -2.13 | 0.0110 | 0.0008 | ||
| US31411EMM65 / FNMA POOL 905864 FN 11/36 FIXED 6 | 0.05 | 0.00 | 0.0110 | 0.0009 | ||
| US12668AFH32 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 48T1 A2 | 0.05 | -2.17 | 0.0107 | 0.0006 | ||
| US3140H5LJ85 / FNMA POOL BJ3928 FN 12/47 FIXED 3.5 | 0.04 | 0.00 | 0.0106 | 0.0009 | ||
| US92925CDA71 / WaMu Mortgage Pass-Through Certificates Series 2006-AR3 Trust | 0.04 | -2.22 | 0.0106 | 0.0007 | ||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | 0.04 | 0.0103 | 0.0103 | |||
| US31418CUA07 / Fannie Mae Pool | 0.04 | -2.33 | 0.0101 | 0.0008 | ||
| US3140H4B452 / Federal National Mortgage Association, Inc. | 0.04 | -4.55 | 0.0101 | 0.0005 | ||
| US31418CV272 / FANNIE MAE 3.50% 04/01/2048 FNL FNCL | 0.04 | -2.33 | 0.0100 | 0.0007 | ||
| US17309BAL18 / Citigroup Mortgage Loan Trust, Series 2006-WF2, Class A1 | 0.04 | -4.65 | 0.0100 | 0.0007 | ||
| US3140Q9HE67 / FNMA POOL CA2028 FN 04/48 FIXED 3.5 | 0.04 | -2.44 | 0.0097 | 0.0009 | ||
| US3140H5MP37 / Fannie Mae Pool | 0.04 | 0.00 | 0.0096 | 0.0008 | ||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.04 | 0.0095 | 0.0095 | |||
| US35729PHN33 / Fremont Home Loan Trust 2005-A | 0.04 | -40.91 | 0.0094 | -0.0049 | ||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.04 | 0.0093 | 0.0093 | |||
| US34706CAA71 / FORT CRE 2022-FL3 ISSUER LLC SER 2022-FL3 CL A V/R REGD 144A P/P 1.90000000 | 0.04 | -93.65 | 0.0093 | -0.1235 | ||
| US3138ELCT86 / Fannie Mae Pool | 0.04 | -2.56 | 0.0091 | 0.0006 | ||
| US31418CWS96 / Fannie Mae Pool | 0.04 | -2.63 | 0.0090 | 0.0006 | ||
| INF SWAP US IT 2.46625 06/17/25-10Y LCH / DIR (EZ8V5TN4JNW3) | 0.04 | 0.0088 | 0.0088 | |||
| US31418CYL26 / Federal National Mortgage Association | 0.04 | -2.63 | 0.0088 | 0.0006 | ||
| US3140H1FD75 / FNMA POOL BJ0163 FN 12/47 FIXED 3.5 | 0.04 | 0.00 | 0.0086 | 0.0007 | ||
| US63939CAD92 / NAVIENT PRIVATE EDUCATION LOAN TRUST 2014-A NAVSL 2014-AA A3 | 0.04 | -82.52 | 0.0086 | -0.0361 | ||
| 952NPHII6 / CREDIT SUISSE GROUP AG COCO JR SUB REGS | 0.04 | 0.00 | 0.0085 | 0.0008 | ||
| ZCS BRL 13.3537 05/12/25-01/02/29 CME / DIR (EZSPJ72GL6V3) | 0.03 | 0.0082 | 0.0082 | |||
| US61749WAP23 / MORGAN STANLEY MORTGAGE LOAN T MSM 2006 11 2A2 | 0.03 | 0.00 | 0.0081 | 0.0006 | ||
| US02151GAK31 / Countrywide Alternative Loan Trust | 0.03 | -2.86 | 0.0081 | 0.0005 | ||
| US31418CXM18 / Fannie Mae Pool | 0.03 | -2.94 | 0.0080 | 0.0006 | ||
| US3140H5MJ76 / FNMA POOL BJ3960 FN 01/48 FIXED 3.5 | 0.03 | 0.00 | 0.0079 | 0.0007 | ||
| US939336V916 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-AR14 A1 | 0.03 | -5.88 | 0.0078 | 0.0004 | ||
| OIS COP IBR/7.49800 11/25/24-3Y* CME / DIR (EZK9X312V5L2) | 0.03 | -8.57 | 0.0076 | 0.0000 | ||
| US3140HBJZ29 / FNMA POOL BJ9279 FN 02/48 FIXED 3.5 | 0.03 | -5.88 | 0.0076 | 0.0001 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.03 | 0.0075 | 0.0075 | |||
| US3140H5NN79 / FNMA POOL BJ3996 FN 02/48 FIXED 3.5 | 0.03 | -3.23 | 0.0073 | 0.0006 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.03 | 0.0073 | 0.0073 | |||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.03 | 0.0072 | 0.0072 | |||
| US885220EW97 / Thornburg Mortgage Securities Trust, Series 2004-1, Class II2A | 0.03 | 0.00 | 0.0072 | 0.0005 | ||
| INF SWAP US IT 2.58125 05/16/25-5Y LCH / DIR (EZ4DL37DCX93) | 0.03 | 0.0072 | 0.0072 | |||
| US3140GRAN41 / FNMA POOL BH2712 FN 04/47 FIXED 3.5 | 0.03 | 0.00 | 0.0069 | 0.0006 | ||
| US3140H5LT67 / FNMA POOL BJ3937 FN 01/48 FIXED 3.5 | 0.03 | 0.00 | 0.0064 | 0.0005 | ||
| US83162CRY11 / United States Small Business Administration | 0.03 | 0.00 | 0.0064 | 0.0006 | ||
| EZY2QJ3Z39M5 / CDX IG40 5Y ICE | 0.03 | 8.33 | 0.0064 | 0.0011 | ||
| US251510DG50 / DEUTSCHE ALT A SECURITIES INC DBALT 2005 1 1A4 | 0.03 | -3.85 | 0.0062 | 0.0004 | ||
| EURO-BOBL FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF61) | 0.03 | 0.0061 | 0.0061 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0059 | 0.0059 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0058 | 0.0058 | |||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0058 | 0.0058 | |||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0058 | 0.0058 | |||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0057 | 0.0057 | |||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0057 | 0.0057 | |||
| US863579V473 / Structured Adjustable Rate Mortgage Loan Trust | 0.02 | -4.17 | 0.0057 | 0.0005 | ||
| US31406DAN66 / FNMA POOL 806513 FN 12/34 FLOATING VAR | 0.02 | -4.35 | 0.0055 | 0.0004 | ||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | 0.02 | 0.0055 | 0.0055 | |||
| US3136BBAR38 / Fannie Mae-Aces | 0.02 | -8.33 | 0.0054 | 0.0001 | ||
| US74922KAA34 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS1 1A1 | 0.02 | 0.00 | 0.0053 | 0.0004 | ||
| US31418MQP04 / FNMA POOL AD0461 FN 09/36 FIXED VAR | 0.02 | -12.00 | 0.0053 | -0.0002 | ||
| US12668BZM89 / CWALT 2006 13T1 A11 | 0.02 | -9.09 | 0.0049 | 0.0001 | ||
| ZCS BRL 13.2914 05/08/25-01/02/29 CME / DIR (EZYLW2ZWVNG8) | 0.02 | 0.0048 | 0.0048 | |||
| ZCS BRL 13.2914 05/08/25-01/02/29 CME / DIR (EZYLW2ZWVNG8) | 0.02 | 0.0048 | 0.0048 | |||
| US36298GAA76 / GSPA MONETIZATION TRUST PASS THRU CE 144A 10/29 6.422 | 0.02 | 0.00 | 0.0048 | 0.0003 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.02 | 0.0046 | 0.0046 | |||
| US3140HE7E68 / FNMA POOL BK1792 FN 03/48 FIXED 3.5 | 0.02 | -5.26 | 0.0045 | 0.0004 | ||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0045 | 0.0045 | |||
| US3138X0BT40 / Fannie Mae Pool | 0.02 | 0.00 | 0.0044 | 0.0003 | ||
| US3128M7V601 / FED HM LN PC POOL G05737 FG 05/35 FIXED 6.5 | 0.02 | -5.26 | 0.0044 | 0.0002 | ||
| US3140H5N645 / FNMA POOL BJ4012 FN 02/48 FIXED 3.5 | 0.02 | 0.00 | 0.0043 | 0.0004 | ||
| US3138EKWM31 / Fannie Mae Pool | 0.02 | -5.56 | 0.0042 | 0.0002 | ||
| US59023YAG98 / Merrill Lynch Alternative Note Asset Trust Series 2007-F1 | 0.02 | -5.56 | 0.0041 | 0.0002 | ||
| US31411KW666 / FNMA POOL 910669 FN 02/37 FIXED 6 | 0.02 | 0.00 | 0.0039 | 0.0003 | ||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0039 | 0.0039 | |||
| US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 0.02 | 0.00 | 0.0037 | 0.0004 | ||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0036 | 0.0036 | |||
| US3138EKHM06 / FANNIE MAE POOL UMBS P#AL2935 3.50000000 | 0.01 | -6.67 | 0.0035 | 0.0003 | ||
| US863579VV75 / STRUCTURED ADJUSTABLE RATE MOR SARM 2005 17 5A1 | 0.01 | 0.00 | 0.0035 | 0.0003 | ||
| US92922F3L06 / WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR12 1A6 | 0.01 | -6.67 | 0.0035 | 0.0002 | ||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0034 | 0.0034 | |||
| US3140H5M324 / FNMA POOL BJ3977 FN 01/48 FIXED 3.5 | 0.01 | 0.00 | 0.0034 | 0.0003 | ||
| US3140GTX708 / FNMA POOL BH5201 FN 09/47 FIXED 3.5 | 0.01 | -7.14 | 0.0033 | 0.0003 | ||
| US31411AFF75 / FNMA POOL 902066 FN 12/36 FIXED 6 | 0.01 | 0.00 | 0.0032 | 0.0002 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0031 | 0.0031 | |||
| US07386HSZ54 / BEAR STEARNS ALT-A TRUST 2005-4 SER 2005-4 CL 23A2 V/R REGD 4.43001800 | 0.01 | 0.00 | 0.0030 | 0.0002 | ||
| US31411G3F75 / FNMA POOL 908098 FN 12/36 FIXED 6 | 0.01 | 0.00 | 0.0029 | 0.0002 | ||
| BOUGHT PEN SOLD USD 20251031 / DFE (000000000) | 0.01 | 0.0028 | 0.0028 | |||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0028 | 0.0028 | |||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0028 | 0.0028 | |||
| US65535VLL08 / NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AP2 A5 | 0.01 | 0.00 | 0.0028 | 0.0002 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0027 | 0.0027 | |||
| RFR USD SOFR/3.98235 12/02/24-2Y* LCH / DIR (EZ1P2MZR4KH2) | 0.01 | -52.17 | 0.0027 | -0.0023 | ||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0027 | 0.0027 | |||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | 0.01 | 0.0027 | 0.0027 | |||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.01 | 0.0027 | 0.0027 | |||
| BOUGHT TRY SOLD USD 20250729 / DFE (000000000) | 0.01 | 0.0026 | 0.0026 | |||
| US92925CBA99 / WaMu Mortgage Pass-Through Certificates Series 2005-AR19 Trust | 0.01 | 0.00 | 0.0026 | 0.0001 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0026 | 0.0026 | |||
| RFR USD SOFR/4.01300 01/15/25-10Y LCH / DIR (EZZWCBP8MVY9) | 0.01 | 42.86 | 0.0025 | 0.0008 | ||
| RFR USD SOFR/4.01300 01/15/25-10Y LCH / DIR (EZZWCBP8MVY9) | 0.01 | 42.86 | 0.0025 | 0.0008 | ||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0024 | 0.0024 | |||
| US75115LAA52 / RALI Series 2007-QH7 Trust | 0.01 | -9.09 | 0.0024 | -0.0000 | ||
| US31411GP718 / FNMA POOL 907746 FN 01/37 FIXED 6 | 0.01 | -10.00 | 0.0024 | 0.0002 | ||
| RFR USD SOFR/4.09000 01/22/25-10Y LCH / DIR (EZFR659WJHH9) | 0.01 | 28.57 | 0.0024 | 0.0006 | ||
| US05401AAR23 / Avolon Holdings Funding Ltd | 0.01 | 0.00 | 0.0023 | 0.0002 | ||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0022 | 0.0022 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0022 | 0.0022 | |||
| US17313QAL23 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA | 0.01 | 0.00 | 0.0020 | 0.0001 | ||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.01 | 0.0020 | 0.0020 | |||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.01 | 0.0020 | 0.0020 | |||
| RFR GBP SONIO/4.32000 10/20/23-10Y LCH / DIR (EZ49Z4HPK8R0) | 0.01 | 133.33 | 0.0019 | 0.0012 | ||
| US31419AHX81 / Fannie Mae Pool | 0.01 | -12.50 | 0.0018 | 0.0001 | ||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0018 | 0.0018 | |||
| US31418CKG86 / Fannie Mae Pool | 0.01 | 0.00 | 0.0017 | 0.0001 | ||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0017 | 0.0017 | |||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0017 | 0.0017 | |||
| US31414NBW39 / FNMA POOL 970853 FN 12/38 FIXED 6 | 0.01 | 0.00 | 0.0017 | 0.0001 | ||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.01 | 0.0017 | 0.0017 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0016 | 0.0016 | |||
| RFR USD SOFR/4.10000 01/21/25-10Y LCH / DIR (EZ7J947QTC64) | 0.01 | 20.00 | 0.0016 | 0.0004 | ||
| US59020UVJ14 / Merrill Lynch Mortgage Investors Trust, Series 2005-1, Class 2A2 | 0.01 | 0.00 | 0.0016 | 0.0001 | ||
| US3140H3ZT63 / FNMA POOL BJ2553 FN 12/47 FIXED 3.5 | 0.01 | 0.00 | 0.0015 | 0.0001 | ||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0015 | 0.0015 | |||
| US3140H1FV73 / Federal National Mortgage Association, Inc. | 0.01 | 0.00 | 0.0014 | 0.0001 | ||
| US31404RUM77 / FANNIE MAE 3.478% 03/01/2034 FNMA ARM | 0.01 | 0.00 | 0.0014 | -0.0000 | ||
| RFR USD SOFR/3.88000 01/13/25-10Y LCH / DIR (EZB2C5X6RDC5) | 0.01 | 100.00 | 0.0014 | 0.0007 | ||
| US31411XMC64 / Fannie Mae Pool | 0.01 | 0.00 | 0.0014 | 0.0001 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0014 | 0.0014 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0014 | 0.0014 | |||
| RFR USD SOFR/3.93300 01/06/25-10Y LCH / DIR (EZK6LHB5L486) | 0.01 | 66.67 | 0.0014 | 0.0005 | ||
| US3140GYGZ67 / Federal National Mortgage Association | 0.01 | 0.00 | 0.0014 | 0.0001 | ||
| US3140H5LQ29 / FNMA POOL BJ3934 FN 12/47 FIXED 3.5 | 0.01 | 0.00 | 0.0013 | 0.0001 | ||
| US31411E3U97 / FNMA POOL 906311 FN 01/37 FIXED 6 | 0.01 | 0.00 | 0.0013 | 0.0001 | ||
| US31411W4N48 / FANNIE MAE POOL FN 917129 | 0.01 | 0.00 | 0.0013 | 0.0001 | ||
| RFR USD SOFR/4.01500 12/30/24-10Y LCH / DIR (EZVY5NK4YWD2) | 0.01 | 66.67 | 0.0013 | 0.0004 | ||
| BOUGHT PEN SOLD USD 20250730 / DFE (000000000) | 0.01 | 0.0012 | 0.0012 | |||
| TRT061124T11 / Turkey Government Bond | 0.01 | 0.00 | 0.0012 | 0.0001 | ||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0012 | 0.0012 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0012 | 0.0012 | |||
| RFR USD SOFR/3.89000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.00 | 300.00 | 0.0011 | 0.0009 | ||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0011 | 0.0011 | |||
| US466247ZP16 / J.P. Morgan Mortgage Trust 2005-A1 | 0.00 | 0.00 | 0.0011 | 0.0001 | ||
| EZG1MXP5KL27 / CDX IG41 5Y ICE | 0.00 | 33.33 | 0.0010 | 0.0002 | ||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0010 | 0.0010 | |||
| BOUGHT KRW SOLD USD 20250710 / DFE (000000000) | 0.00 | 0.0010 | 0.0010 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0010 | 0.0010 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0010 | 0.0010 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0010 | 0.0010 | |||
| IRS EUR 2.40000 02/12/25-10Y LCH / DIR (EZNHC24BF987) | 0.00 | -25.00 | 0.0009 | -0.0001 | ||
| OIS MXN TIIE1/8.27000 03/19/25-10Y* CME / DIR (EZCJCJ68DC78) | 0.00 | 0.0009 | 0.0009 | |||
| US3140H6CT42 / Fannie Mae Pool | 0.00 | 0.00 | 0.0009 | 0.0001 | ||
| EZ6MPW8FKYP3 / CDX EM36 ICE | 0.00 | 0.0009 | 0.0008 | |||
| EZLWQ22MVSP2 / CDX IG39 5Y ICE | 0.00 | 0.00 | 0.0008 | 0.0001 | ||
| RFR USD SOFR/3.90000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.00 | 200.00 | 0.0008 | 0.0005 | ||
| US83162CRR69 / UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2008-20C 1 | 0.00 | 0.00 | 0.0008 | 0.0001 | ||
| US94984GAD97 / WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR12 2A1 | 0.00 | 0.00 | 0.0008 | 0.0001 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0007 | 0.0007 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0007 | 0.0007 | |||
| US31411HND88 / FNMA POOL 908588 FN 02/37 FIXED 6 | 0.00 | -33.33 | 0.0007 | 0.0000 | ||
| IRS EUR 2.45000 05/05/25-10Y LCH / DIR (EZCDFQCSBVM0) | 0.00 | 0.0007 | 0.0007 | |||
| US31403DSK62 / FNMA POOL 745822 FN 09/36 FIXED VAR | 0.00 | 0.00 | 0.0006 | 0.0000 | ||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0006 | 0.0006 | |||
| TRT061124T11 / Turkey Government Bond | 0.00 | 0.00 | 0.0006 | 0.0000 | ||
| RFR USD SOFR/3.75000 05/07/25-10Y LCH / DIR (EZ61ZS50J0P1) | 0.00 | 0.0006 | 0.0006 | |||
| RFR USD SOFR/3.85000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.00 | 100.00 | 0.0006 | 0.0003 | ||
| RFR USD SOFR/3.85000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.00 | 100.00 | 0.0006 | 0.0003 | ||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0006 | 0.0006 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0006 | 0.0006 | |||
| US126673J373 / ENCORE CREDIT RECEIVABLES TRUS ECR 2005 2 M3 | 0.00 | -71.43 | 0.0006 | -0.0010 | ||
| RFR GBP SONIO/3.70000 03/28/24-10Y LCH / DIR (EZFCF73KNS79) | 0.00 | -50.00 | 0.0006 | -0.0003 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0006 | 0.0006 | |||
| RFR USD SOFR/3.84000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.00 | 100.00 | 0.0006 | 0.0003 | ||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0006 | 0.0006 | |||
| RFR USD SOFR/3.97000 01/15/25-10Y LCH / DIR (EZZWCBP8MVY9) | 0.00 | -71.43 | 0.0005 | -0.0012 | ||
| US31411WA311 / FNMA POOL 916326 FN 04/37 FIXED 6 | 0.00 | 0.00 | 0.0005 | 0.0000 | ||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | |||
| US3140HAQL76 / FNMA POOL BJ8558 FN 03/48 FIXED 3.5 | 0.00 | 0.00 | 0.0005 | 0.0000 | ||
| BARCLAYS BANK PLC SNR SE ICE / DCR (EZB88Z42LS80) | 0.00 | -50.00 | 0.0004 | -0.0000 | ||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | |||
| BOUGHT TRY SOLD USD 20251217 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | |||
| SOLD COP BOUGHT USD 20250917 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | |||
| IRS EUR 2.52000 04/09/25-10Y LCH / DIR (EZTHL4ZCB733) | 0.00 | 0.0003 | 0.0003 | |||
| IRS EUR 2.52000 04/09/25-10Y LCH / DIR (EZTHL4ZCB733) | 0.00 | 0.0003 | 0.0003 | |||
| US31410PZE68 / FNCL UMBS 6.0 893641 09-01-36 | 0.00 | 0.00 | 0.0003 | 0.0000 | ||
| BOUGHT TRY SOLD USD 20250724 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | |||
| US59020U4S19 / Merrill Lynch Mortgage Investors Trust Series MLCC 2006-1 | 0.00 | 0.00 | 0.0003 | 0.0000 | ||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | |||
| IRS EUR 2.53000 04/23/25-10Y LCH / DIR (EZP376MT1B98) | 0.00 | 0.0003 | 0.0003 | |||
| US3140H5MU22 / FNMA POOL BJ3970 FN 01/48 FIXED 3.5 | 0.00 | -100.00 | 0.0002 | 0.0000 | ||
| US31411AGT60 / Fannie Mae Pool | 0.00 | 0.0002 | 0.0000 | |||
| IRS EUR 2.39000 10/01/24-10Y LCH / DIR (EZHK1QM5FKM1) | 0.00 | -100.00 | 0.0002 | -0.0009 | ||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| US31409GPE07 / Fannie Mae Pool | 0.00 | 0.0002 | 0.0000 | |||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| IRS EUR 2.55000 04/16/25-10Y LCH / DIR (EZ15F0SX71M6) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BNP PARIBAS SNR SE ICE / DCR (EZ7F30D5N508) | 0.00 | 0.0001 | -0.0000 | |||
| IRS EUR 2.61000 03/24/25-10Y LCH / DIR (EZPS73SKDR02) | 0.00 | 0.0001 | 0.0003 | |||
| BOUGHT PEN SOLD USD 20250825 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| US31414M6W16 / FNMA POOL 970785 FN 11/38 FIXED 6 | 0.00 | 0.0001 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| US31410VVX53 / FNMA POOL 898930 FN 08/36 FIXED 6 | 0.00 | 0.0001 | 0.0000 | |||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| US88522YAB56 / Thornburg Mortgage Securities Trust 2007-4 | 0.00 | 0.0001 | -0.0000 | |||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US31410XBB10 / FNMA POOL 900134 FN 09/36 FIXED 6 | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT KRW SOLD USD 20250708 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT DKK SOLD USD 20250804 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT DKK SOLD USD 20250804 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US31410NVD73 / FNMA POOL 892612 FN 09/36 FIXED 6 | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US31410RJC43 / FNMA POOL 894959 FN 08/36 FIXED 6 | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US023138AA88 / Ambac Assurance Corp | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| 317U7NKA1 PIMCO SWAPTION 5.85 PUT USD 20251121 / DIR (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| SOLD SEK BOUGHT USD 20250804 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| 317U7NNA8 PIMCO SWAPTION 5.85 PUT USD 20251124 / DIR (EZZ8D3GWSG66) | 0.00 | 0.0000 | -0.0000 | |||
| 317U7ICA1 PIMCO SWAPTION 6.05 PUT USD 20251030 / DIR (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT SEK SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| 31750QMB2 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (EZ967XY50V92) | -0.00 | -100.00 | -0.0000 | 0.0003 | ||
| 31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) | -0.00 | -100.00 | -0.0000 | 0.0003 | ||
| 31750QMA4 PIMCO CDSOPT PUT USD 1.0 20250716 / DCR (EZ967XY50V92) | -0.00 | -100.00 | -0.0000 | 0.0003 | ||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| 31750QM06 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (EZ967XY50V92) | -0.00 | -100.00 | -0.0000 | 0.0003 | ||
| 31750QM06 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (EZ967XY50V92) | -0.00 | -100.00 | -0.0000 | 0.0003 | ||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD TRY BOUGHT USD 20250728 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD KRW BOUGHT USD 20250714 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD KRW BOUGHT USD 20250708 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOFTBANK GROUP CORP SNR JP SP GST / DCR (EZ1K1NTX2WN0) | -0.00 | -0.0001 | -0.0000 | |||
| SOLD TRY BOUGHT USD 20250724 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| IRS EUR 2.28000 03/04/25-5Y LCH / DIR (EZQH3P2675Q7) | -0.00 | -100.00 | -0.0001 | -0.0005 | ||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| IRS EUR 2.25000 09/17/25-5Y LCH / DIR (EZ3YW7100S99) | -0.00 | -100.00 | -0.0001 | 0.0004 | ||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD ILS BOUGHT USD 20250709 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| ZCS BRL 14.0087 05/12/25-01/04/27 CME / DIR (EZHTRBH6Z688) | -0.00 | -0.0002 | -0.0002 | |||
| CDX EM40 ICE / DCR (EZXWTK5G6C61) | -0.00 | -100.00 | -0.0002 | 0.0004 | ||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| IRS EUR 2.65000 01/08/24-10Y LCH / DIR (EZGRMVPMTWZ4) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD TRY BOUGHT USD 20250707 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| IRS EUR 2.35000 04/29/25-5Y LCH / DIR (EZ74X71XY4J2) | -0.00 | -0.0003 | -0.0003 | |||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| IRS EUR 2.38000 12/31/24-10Y LCH / DIR (EZT9L1T84284) | -0.00 | -75.00 | -0.0003 | 0.0008 | ||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| IRS EUR 2.52000 03/27/25-10Y LCH / DIR (EZ84ZR69LPH2) | -0.00 | -50.00 | -0.0003 | 0.0002 | ||
| SOLD PEN BOUGHT USD 20250808 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| RFR USD SOFR/3.87000 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) | -0.00 | -66.67 | -0.0003 | 0.0004 | ||
| RFR USD SOFR/3.87000 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) | -0.00 | -66.67 | -0.0003 | 0.0004 | ||
| RFR GBP SONIO/3.93000 01/06/25-10Y LCH / DIR (EZTXWKTD4706) | -0.00 | -80.00 | -0.0004 | 0.0008 | ||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | |||
| IRS EUR 2.40000 04/09/25-5Y LCH / DIR (EZVHX3M64G11) | -0.00 | -0.0004 | -0.0004 | |||
| SOLD TRY BOUGHT USD 20250701 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | |||
| SOLD TRY BOUGHT USD 20251217 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | |||
| IRS EUR 2.42000 03/07/25-10Y LCH / DIR (EZL5KMTRTV12) | -0.00 | -50.00 | -0.0004 | 0.0001 | ||
| IRS MXN 9.39000 11/15/24-1Y* (WHT) CME / DIR (EZY2ZGSDJ3P8) | -0.00 | 0.00 | -0.0004 | -0.0001 | ||
| SOLD NZD BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | |||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | |||
| RFR USD SOFR/3.89000 03/03/25-10Y LCH / DIR (EZ6496BPGLD0) | -0.00 | 100.00 | -0.0006 | -0.0003 | ||
| RFR USD SOFR/4.00000 02/26/25-10Y LCH / DIR (EZ02007F7Y72) | -0.00 | 100.00 | -0.0006 | -0.0002 | ||
| IRS EUR 2.46000 03/13/25-10Y LCH / DIR (EZYS5KMNTTM6) | -0.00 | -33.33 | -0.0006 | 0.0001 | ||
| IRS EUR 2.46000 04/01/25-10Y LCH / DIR (EZ53SKB9GFZ1) | -0.00 | -33.33 | -0.0006 | 0.0001 | ||
| IRS EUR 2.67000 04/03/24-10Y LCH / DIR (EZNZ7GSWY0V5) | -0.00 | -33.33 | -0.0006 | 0.0001 | ||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | |||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | |||
| IRS EUR 2.68000 08/07/24-10Y LCH / DIR (EZY1BDNLL5Q4) | -0.00 | 100.00 | -0.0007 | -0.0002 | ||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0007 | -0.0007 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0007 | -0.0007 | |||
| CDX EM42 ICE / DCR (EZ8N8SNTCSD6) | -0.00 | -60.00 | -0.0007 | 0.0005 | ||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0007 | -0.0007 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.00 | -0.0007 | -0.0007 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.00 | -0.0007 | -0.0007 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.00 | -0.0007 | -0.0007 | |||
| RFR USD SOFR/3.89900 03/11/25-10Y LCH / DIR (EZXJC61P0SN9) | -0.00 | 50.00 | -0.0008 | -0.0003 | ||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0008 | -0.0008 | |||
| RFR USD SOFR/3.90750 03/04/25-10Y LCH / DIR (EZP5RC766JJ0) | -0.00 | 50.00 | -0.0008 | -0.0003 | ||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0009 | -0.0009 | |||
| IRS MXN 9.43000 10/31/24-1Y* (WHT) CME / DIR (EZ5F1PDPNS31) | -0.00 | 50.00 | -0.0009 | -0.0003 | ||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0009 | -0.0009 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0010 | -0.0010 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0010 | -0.0010 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0010 | -0.0010 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0010 | -0.0010 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.00 | -0.0011 | -0.0011 | |||
| IRS CZK 3.76000 11/01/24-10Y CME / DIR (EZZDBNZ60DY7) | -0.00 | -0.0011 | -0.0012 | |||
| IRS EUR 2.58000 08/29/24-10Y LCH / DIR (EZK1YHHFDQG6) | -0.01 | 66.67 | -0.0012 | -0.0005 | ||
| SOLD PEN BOUGHT USD 20250929 / DFE (000000000) | -0.01 | -0.0012 | -0.0012 | |||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.01 | -0.0012 | -0.0012 | |||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.01 | -0.0012 | -0.0012 | |||
| SOLD IDR BOUGHT USD 20250711 / DFE (000000000) | -0.01 | -0.0012 | -0.0012 | |||
| IRS EUR 2.59000 08/19/24-10Y LCH / DIR (EZ89K27HY2C4) | -0.01 | 66.67 | -0.0012 | -0.0006 | ||
| RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (EZ2V6Q3C4Q52) | -0.01 | 66.67 | -0.0013 | -0.0005 | ||
| RFR USD SOFR/3.75000 12/18/24-10Y CME / DIR (EZ7K2W20N534) | -0.01 | -200.00 | -0.0013 | -0.0025 | ||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0013 | -0.0013 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0014 | -0.0014 | |||
| SOLD INR BOUGHT USD 20250709 / DFE (000000000) | -0.01 | -0.0014 | -0.0014 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0014 | -0.0014 | |||
| RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (EZH2QB9TLWH9) | -0.01 | 100.00 | -0.0015 | -0.0007 | ||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0016 | -0.0016 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0016 | -0.0016 | |||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0016 | -0.0016 | |||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0016 | -0.0016 | |||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0016 | -0.0016 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0016 | -0.0016 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0016 | -0.0016 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0016 | -0.0016 | |||
| SOLD PEN BOUGHT USD 20251105 / DFE (000000000) | -0.01 | -0.0017 | -0.0017 | |||
| CDX EM43 ICE / DCR (000000000) | -0.01 | -0.0017 | -0.0017 | |||
| IRS EUR 2.22000 01/08/25-10Y LCH / DIR (EZHH63XJ2WL4) | -0.01 | -12.50 | -0.0018 | -0.0000 | ||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0018 | -0.0018 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.01 | -0.0019 | -0.0019 | |||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | -0.01 | -0.0019 | -0.0019 | |||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0020 | -0.0020 | |||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0020 | -0.0020 | |||
| IRS EUR 3.30500 11/27/23-10Y LCH / DIR (EZRHKQRJ6LC5) | -0.01 | 50.00 | -0.0021 | -0.0008 | ||
| IRS EUR 2.71000 08/06/24-10Y LCH / DIR (EZVBYTCCB5R1) | -0.01 | 50.00 | -0.0022 | -0.0007 | ||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0022 | -0.0022 | |||
| RFR USD SOFR/3.97500 03/21/25-10Y LCH / DIR (EZSTF4LLCQZ1) | -0.01 | 50.00 | -0.0022 | -0.0007 | ||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0023 | -0.0023 | |||
| SOLD CLP BOUGHT USD 20250723 / DFE (000000000) | -0.01 | -0.0023 | -0.0023 | |||
| IRS EUR 2.91000 12/29/23-10Y LCH / DIR (EZ6S054Q5KZ9) | -0.01 | 100.00 | -0.0025 | -0.0013 | ||
| ZCS BRL 13.9271 05/08/25-01/04/27 CME / DIR (EZ6MPDHN98L0) | -0.01 | -0.0025 | -0.0025 | |||
| ZCS BRL 13.9271 05/08/25-01/04/27 CME / DIR (EZ6MPDHN98L0) | -0.01 | -0.0025 | -0.0025 | |||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0026 | -0.0026 | |||
| SOLD PEN BOUGHT USD 20251219 / DFE (000000000) | -0.01 | -0.0026 | -0.0026 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.01 | -0.0026 | -0.0026 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0027 | -0.0027 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0027 | -0.0027 | |||
| RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (EZKR9TWV5646) | -0.01 | 37.50 | -0.0028 | -0.0010 | ||
| SOLD PEN BOUGHT USD 20250804 / DFE (000000000) | -0.01 | -0.0028 | -0.0028 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.01 | -0.0029 | -0.0029 | |||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.01 | -0.0029 | -0.0029 | |||
| US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) | -0.01 | -0.0030 | -0.0030 | |||
| SOLD PEN BOUGHT USD 20251128 / DFE (000000000) | -0.01 | -0.0030 | -0.0030 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.01 | -0.0032 | -0.0032 | |||
| IRS EUR 3.06300 12/06/23-10Y LCH / DIR (EZCXF38PCGV4) | -0.01 | 62.50 | -0.0032 | -0.0014 | ||
| RFR USD SOFR/3.84200 03/04/25-5Y LCH / DIR (EZSYJ06JDLK1) | -0.01 | 116.67 | -0.0032 | -0.0018 | ||
| SOLD PEN BOUGHT USD 20250910 / DFE (000000000) | -0.01 | -0.0033 | -0.0033 | |||
| SOLD PLN BOUGHT USD 20250710 / DFE (000000000) | -0.01 | -0.0034 | -0.0034 | |||
| SOLD PLN BOUGHT USD 20250710 / DFE (000000000) | -0.01 | -0.0034 | -0.0034 | |||
| IRS EUR 3.12800 12/04/23-10Y LCH / DIR (EZ6Z02R5YJR8) | -0.01 | 55.56 | -0.0035 | -0.0015 | ||
| IRS EUR 3.28000 11/22/23-10Y LCH / DIR (EZW942T998K1) | -0.02 | 54.55 | -0.0042 | -0.0016 | ||
| 31750R3X3 PIMCO FXVAN CALL USD TRY 54.00000000 / DFE (EZP38740M526) | -0.02 | -0.0046 | -0.0046 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.02 | -0.0046 | -0.0046 | |||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.02 | -0.0046 | -0.0046 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.02 | -0.0046 | -0.0046 | |||
| OIS MXN TIIE1/9.00000 12/24/24-4Y* CME / DIR (EZM51TDSF7W6) | -0.02 | 42.86 | -0.0048 | -0.0018 | ||
| SOLD CZK BOUGHT USD 20250822 / DFE (000000000) | -0.02 | -0.0049 | -0.0049 | |||
| SOLD CZK BOUGHT USD 20250822 / DFE (000000000) | -0.02 | -0.0049 | -0.0049 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0050 | -0.0050 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0050 | -0.0050 | |||
| IRS CLP 5.02000 11/05/24-6Y* CME / DIR (000000000) | -0.02 | -0.0051 | -0.0051 | |||
| SOLD PLN BOUGHT USD 20250710 / DFE (000000000) | -0.02 | -0.0052 | -0.0052 | |||
| OIS MXN TIIE1/9.39000 12/12/25-9Y* CME / DIR (EZB94V5ZTJT3) | -0.02 | 57.14 | -0.0052 | -0.0022 | ||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.02 | -0.0053 | -0.0053 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.02 | -0.0054 | -0.0054 | |||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0054 | -0.0054 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0057 | -0.0057 | |||
| SOLD AUD BOUGHT USD 20250805 / DFE (000000000) | -0.02 | -0.0058 | -0.0058 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.02 | -0.0059 | -0.0059 | |||
| IRS EUR 3.25000 11/06/23-10Y LCH / DIR (EZMRVVG7GGF9) | -0.03 | 56.25 | -0.0061 | -0.0024 | ||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.03 | -0.0062 | -0.0062 | |||
| ABX.HE.AAA.06-2 SP BOA / DCR (000000000) | -0.03 | -0.0063 | -0.0063 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0065 | -0.0065 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0066 | -0.0066 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0070 | -0.0070 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.03 | -0.0072 | -0.0072 | |||
| 317U7ISA4 PIMCO SWAPTION 2.83 CALL USD 2025103 / DIR (000000000) | -0.03 | -0.0073 | -0.0073 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0073 | -0.0073 | |||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | -0.03 | -0.0081 | -0.0081 | |||
| RFR USD SOFR/3.64960 03/01/24-4Y* LCH / DIR (EZ5FK37PXZM8) | -0.04 | -142.68 | -0.0084 | -0.0263 | ||
| RFR USD SOFR/3.64960 03/01/24-4Y* LCH / DIR (EZ5FK37PXZM8) | -0.04 | -142.68 | -0.0084 | -0.0263 | ||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | -0.04 | -0.0090 | -0.0090 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.04 | -0.0091 | -0.0091 | |||
| RFR USD SOFR/4.00000 06/20/24-2Y CME / DIR (EZ33002G9XM4) | -0.04 | -116.96 | -0.0091 | -0.0577 | ||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.04 | -0.0092 | -0.0092 | |||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | -0.04 | -0.0093 | -0.0093 | |||
| OIS MXN TIIE1+24/9.4300 12/25/25-9Y* CME / DIR (EZV4JXT1DTW8) | -0.04 | 56.00 | -0.0094 | -0.0038 | ||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.04 | -0.0106 | -0.0106 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.05 | -0.0110 | -0.0110 | |||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0.05 | -0.0112 | -0.0112 | |||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -0.05 | -0.0114 | -0.0114 | |||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -0.05 | -0.0114 | -0.0114 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.05 | -0.0117 | -0.0117 | |||
| IRS PLN 4.93000 11/04/24-5Y* CME / DIR (000000000) | -0.05 | -0.0121 | -0.0121 | |||
| SOLD PEN BOUGHT USD 20250804 / DFE (000000000) | -0.05 | -0.0122 | -0.0122 | |||
| SOLD PEN BOUGHT USD 20251114 / DFE (000000000) | -0.05 | -0.0124 | -0.0124 | |||
| SOLD PEN BOUGHT USD 20250731 / DFE (000000000) | -0.05 | -0.0125 | -0.0125 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.06 | -0.0143 | -0.0143 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.06 | -0.0144 | -0.0144 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.06 | -0.0145 | -0.0145 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.06 | -0.0145 | -0.0145 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.06 | -0.0146 | -0.0146 | |||
| SPTR TRS EQUITY SOFR+61 JPM / DE (000000000) | -0.06 | -0.0150 | -0.0150 | |||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.06 | -0.0150 | -0.0150 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.06 | -0.0150 | -0.0150 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.06 | -0.0152 | -0.0152 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.07 | -0.0154 | -0.0154 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.07 | -0.0157 | -0.0157 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.07 | -0.0157 | -0.0157 | |||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.07 | -0.0157 | -0.0157 | |||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.07 | -0.0157 | -0.0157 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.07 | -0.0158 | -0.0158 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.07 | -0.0160 | -0.0160 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.07 | -0.0161 | -0.0161 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.07 | -0.0162 | -0.0162 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.07 | -0.0164 | -0.0164 | |||
| RFR USD SOFR/3.75000 12/18/24-7Y LCH / DIR (EZQ9TQ7T4F86) | -0.07 | 527.27 | -0.0164 | -0.0140 | ||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.07 | -0.0168 | -0.0168 | |||
| 317U7IRA5 PIMCO SWAPTION 3.29 CALL USD 2025103 / DIR (000000000) | -0.07 | -0.0172 | -0.0172 | |||
| SOLD PEN BOUGHT USD 20251203 / DFE (000000000) | -0.07 | -0.0175 | -0.0175 | |||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | -0.08 | -0.0196 | -0.0196 | |||
| RFR USD SOFR/3.75000 06/20/24-10Y CME / DIR (EZ52H44WTW83) | -0.09 | -187.63 | -0.0203 | -0.0413 | ||
| SPTR TRS EQUITY FEDL01+70 FAR / DE (000000000) | -0.09 | -0.0216 | -0.0216 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.10 | -0.0242 | -0.0242 | |||
| SPTR TRS EQUITY FEDL01+71 JPM / DE (000000000) | -0.10 | -0.0243 | -0.0243 | |||
| SOLD BRL BOUGHT USD 20260402 / DFE (000000000) | -0.10 | -0.0243 | -0.0243 | |||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0.12 | -0.0282 | -0.0282 | |||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | -0.12 | -0.0283 | -0.0283 | |||
| SOLD PEN BOUGHT USD 20250703 / DFE (000000000) | -0.12 | -0.0293 | -0.0293 | |||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | -0.16 | -0.0389 | -0.0389 | |||
| SPTR TRS EQUITY SOFR+53 JPM / DE (000000000) | -0.19 | -0.0463 | -0.0463 | |||
| CDX IG44 5Y ICE / DCR (EZPF6RHH0ZV8) | -0.26 | -291.97 | -0.0627 | -0.0924 | ||
| SPTR TRS EQUITY SOFR+70 BOA / DE (000000000) | -0.28 | -0.0669 | -0.0669 | |||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | -0.29 | -0.0692 | -0.0692 | |||
| RFR USD SOFR/3.25000 06/18/25-7Y CME / DIR (EZNM897HLTQ3) | -0.31 | -0.0739 | -0.0739 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.32 | -0.0763 | -0.0763 | |||
| SPTR TRS EQUITY FEDL01+70 BOA / DE (000000000) | -0.41 | -0.0975 | -0.0975 | |||
| SPTR TRS EQUITY FEDL01+70 BOA / DE (000000000) | -0.41 | -0.0975 | -0.0975 | |||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) | -0.44 | -43.33 | -0.1052 | 0.0634 | ||
| IRS EUR 2.25000 09/17/25-10Y LCH / DIR (EZNLCZXFPVL3) | -0.49 | -4.45 | -0.1174 | -0.0056 | ||
| SPTR TRS EQUITY FEDL01+96 *BULLET* BOA / DE (000000000) | -2.89 | -0.6856 | -0.6856 | |||
| SPTR TRS EQUITY FEDL01+78 JPM / DE (000000000) | -4.53 | -1.0770 | -1.0770 | |||
| SPTR TRS EQUITY FEDL01+78 JPM / DE (000000000) | -4.53 | -1.0770 | -1.0770 | |||
| SPTR TRS EQUITY FEDL01+76 *BULLET* BPS / DE (000000000) | -11.77 | -2.7946 | -2.7946 | |||
| US01F0326821 / Fannie Mae or Freddie Mac | -18.36 | -38,356.25 | -4.3611 | -4.3698 |
