Statistik Asas
| Nilai Portfolio | $ 305,452,628 |
| Kedudukan Semasa | 771 |
Pegangan Terkini, Prestasi, AUM (dari 13F, 13D)
PEFIX - PIMCO RAE PLUS EMG Fund Institutional telah mendedahkan 771 jumlah pegangan dalam pemfailan SEC terkini mereka. Nilai portfolio terkini dikira sebagai $ 305,452,628 USD. Aset Sebenar Di Bawah Pengurusan (AUM) ialah nilai ini ditambah dengan tunai (yang tidak didedahkan). Pegangan teratas PEFIX - PIMCO RAE PLUS EMG Fund Institutional ialah Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , UMBS TBA (US:US01F0506844) , UMBS TBA (US:US01F0426811) , and UMBS TBA (US:US01F0406854) . Kedudukan baharu PEFIX - PIMCO RAE PLUS EMG Fund Institutional termasuk Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , UMBS TBA (US:US01F0506844) , UMBS TBA (US:US01F0426811) , and UMBS TBA (US:US01F0406854) .
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$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| 56.10 | 26.5898 | 26.5898 | ||
| 34.76 | 16.4746 | 11.8938 | ||
| 6.69 | 3.1729 | 7.5213 | ||
| 13.90 | 6.5900 | 6.5900 | ||
| 18.54 | 8.7872 | 4.0403 | ||
| 6.88 | 3.2631 | 2.3946 | ||
| 4.20 | 1.9923 | 1.9923 | ||
| 3.98 | 1.8869 | 1.8869 | ||
| 3.70 | 1.7542 | 1.7542 | ||
| 3.34 | 1.5813 | 1.5813 |
Penurunan Teratas Suku Tahun Ini
Kami menggunakan perubahan dalam peruntukan portfolio kerana ini adalah metrik yang paling bermakna. Perubahan boleh disebabkan oleh perdagangan atau perubahan dalam harga saham.
| Sekuriti | Saham (MM) |
Nilai (MM$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| -8.28 | -3.9252 | -11.3116 | ||
| 6.39 | 3.0307 | -1.5476 | ||
| 1.90 | 0.9004 | -1.3591 | ||
| 0.10 | 0.0485 | -1.1005 | ||
| 0.56 | 0.2655 | -0.2257 | ||
| 3.44 | 1.6283 | -0.2185 | ||
| 0.81 | 0.3840 | -0.2052 | ||
| 2.35 | 1.1159 | -0.1943 | ||
| -0.35 | -0.1649 | -0.1649 | ||
| 0.72 | 0.3406 | -0.1624 |
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 (%) |
|
|---|---|---|---|---|---|---|
| CITIGROUP REPO REPO 5807 / RA (000000000) | 56.10 | 26.5898 | 26.5898 | |||
| US01F0626899 / Uniform Mortgage-Backed Security, TBA | 34.76 | 252.27 | 16.4746 | 11.8938 | ||
| US01F0606834 / Uniform Mortgage-Backed Security, TBA | 18.54 | 81.31 | 8.7872 | 4.0403 | ||
| TREASURY BILL 07/25 0.00000 / DBT (US912797NX17) | 13.90 | 6.5900 | 6.5900 | |||
| US01F0506844 / UMBS TBA | 8.24 | 27.23 | 3.9044 | 0.8985 | ||
| US01F0426811 / UMBS TBA | 6.88 | 276.79 | 3.2631 | 2.3946 | ||
| US01F0406854 / UMBS TBA | 6.69 | -110.27 | 3.1729 | 7.5213 | ||
| US01F0526800 / Uniform Mortgage-Backed Security, TBA | 6.39 | -35.17 | 3.0307 | -1.5476 | ||
| ERAEMLT TRS EQUITY FEDL01+124 *BULLET* M / DE (000000000) | 4.20 | 1.9923 | 1.9923 | |||
| US01F0306781 / UMBS TBA | 3.98 | 1.8869 | 1.8869 | |||
| US21H0406734 / Ginnie Mae | 3.70 | 1.7542 | 1.7542 | |||
| US362334NW08 / GSRPM MORTGAGE LOAN TRUST GSRPM 2006 1 M2 144A | 3.44 | 1.18 | 1.6283 | -0.2185 | ||
| ERAEMLT TRS EQUITY SOFR+101 MEI / DE (000000000) | 3.34 | 1.5813 | 1.5813 | |||
| US715638BY77 / REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 | 3.27 | 6.79 | 1.5501 | -0.1161 | ||
| SBNA AUTO RECEIVABLES TRUST SBAT 2025 SF1 C 144A / ABS-O (US78437XAC02) | 2.36 | 1.1165 | 1.1165 | |||
| US TREASURY N/B 05/44 4.625 / DBT (US912810UB25) | 2.35 | -2.24 | 1.1159 | -0.1943 | ||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | 2.25 | 1.0687 | 1.0687 | |||
| US21H0506806 / GNMA | 2.20 | 1.0424 | 1.0424 | |||
| FNMA POOL BM7581 FN 09/31 VARIABLE / ABS-MBS (US3140JCM768) | 2.04 | 0.84 | 0.9660 | -0.1336 | ||
| FNMA POOL FA1296 FN 08/51 FIXED VAR / ABS-MBS (US3140W1NN98) | 1.97 | 0.9337 | 0.9337 | |||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | 1.90 | -54.27 | 0.9004 | -1.3591 | ||
| TREASURY BILL 09/25 0.00000 / DBT (US912797QU41) | 1.85 | 0.8778 | 0.8778 | |||
| FNMA POOL FS2937 FN 04/43 FIXED VAR / ABS-MBS (US3140XJHP17) | 1.63 | 0.7723 | 0.7723 | |||
| US362334NB60 / GSAA Trust | 1.54 | -2.78 | 0.7287 | -0.1315 | ||
| US93363RAB24 / WaMu Mortgage Pass-Through Certificates Series 2006-AR13 Trust | 1.50 | -0.13 | 0.7107 | -0.1062 | ||
| US576436CP28 / MASTR SPECIALIZED LOAN TRUST MASD 2005 3 M1 144A | 1.43 | -3.31 | 0.6790 | -0.1270 | ||
| ERAEMLT TRS EQUITY SOFR+131 *BULLET* JPM / DE (000000000) | 1.42 | 0.6727 | 0.6727 | |||
| FED HM LN PC POOL RJ0137 FR 12/53 FIXED 5 / ABS-MBS (US3142GQEK49) | 1.36 | -1.23 | 0.6461 | -0.1049 | ||
| US55285AAA51 / MF1 2022-FL9 LLC SER 2022-FL9 CL A V/R REGD 144A P/P 2.96000000 | 1.32 | -4.41 | 0.6266 | -0.1261 | ||
| HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (US40412BVE00) | 1.28 | 0.6077 | 0.6077 | |||
| C1CI34 / Crown Castle Inc. - Depositary Receipt (Common Stock) | 1.26 | 0.5954 | 0.5954 | |||
| US3622EBAB42 / GSAA HOME EQUITY TRUST GSAA 2007 4 A2 | 1.25 | -2.49 | 0.5936 | -0.1052 | ||
| US525161AN53 / LEHMAN XS TRUST LXS 2006 GP4 3A5 | 1.25 | -1.96 | 0.5915 | -0.1014 | ||
| US61753KAC09 / Morgan Stanley ABS Capital I Inc Trust 2007-HE5 | 1.24 | -0.72 | 0.5897 | -0.0923 | ||
| US93363QAC24 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR15 2A | 1.23 | 0.33 | 0.5808 | -0.0834 | ||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 2A B 144A / ABS-CBDO (XS2865669522) | 1.18 | 8.86 | 0.5595 | -0.0307 | ||
| 01626P148 / Alimentation Couche-Tard Inc | 1.15 | 0.5429 | 0.5429 | |||
| CDX ITRAXX XOV42 5Y 35-100% SP JPM / DCR (EZ2BLZ4YH9B3) | 1.07 | 0.5064 | 0.5064 | |||
| 4020 / Saudi Real Estate Company | 1.04 | 1.46 | 0.4948 | -0.0648 | ||
| CNQ / Canadian Natural Resources Limited | 1.03 | 0.4905 | 0.4905 | |||
| US87277JAA97 / TRTX 2022-FL5 Issuer Ltd | 1.03 | -7.96 | 0.4880 | -0.1207 | ||
| HOLCIM FIN US LLC 07/25 ZCP / DBT (US43475FU836) | 1.03 | 0.4877 | 0.4877 | |||
| MX0SGO0000M6 / Mexican Udibonos | 1.02 | 11.96 | 0.4837 | -0.0119 | ||
| SYNCHRONY CARD ISSUANCE TRUST SYNIT 2024 A2 A / ABS-MBS (US87166PAN15) | 1.02 | 0.20 | 0.4813 | -0.0701 | ||
| VOLKSWAGEN GROUP OF AM / DBT (US92866BU298) | 1.01 | 0.4786 | 0.4786 | |||
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (US48002AU933) | 1.01 | 0.4782 | 0.4782 | |||
| RTX / RTX Corporation - Depositary Receipt (Common Stock) | 1.01 | 0.4777 | 0.4777 | |||
| FNMA POOL BM7579 FN 10/29 VARIABLE / ABS-MBS (US3140JCM503) | 1.00 | 1.01 | 0.4759 | -0.0649 | ||
| 37 CAPITAL CLO LTD PUTNM 2022 1A A1R 144A / ABS-CBDO (US88429PAU66) | 1.00 | 0.20 | 0.4745 | -0.0694 | ||
| SBNA AUTO RECEIVABLES TRUST SBAT 2025 SF1 B 144A / ABS-O (US78437XAB29) | 1.00 | 0.4742 | 0.4742 | |||
| A3KMYN / Air Lease Corporation - Preferred Stock | 1.00 | 0.4735 | 0.4735 | |||
| CVS / CVS Health Corporation - Depositary Receipt (Common Stock) | 1.00 | 0.4731 | 0.4731 | |||
| US05610FAC14 / BX Commercial Mortgage Trust 2022-AHP | 1.00 | 1.01 | 0.4728 | -0.0646 | ||
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2025 FL17 AS 144A / ABS-CBDO (US55287HAC43) | 1.00 | -0.20 | 0.4719 | -0.0708 | ||
| US86364YAA29 / STRUCTURED ADJUSTABLE RATE MOR SARM 2007 11 1A1 | 1.00 | -6.40 | 0.4717 | -0.1069 | ||
| FCT / Fincantieri S.p.A. | 0.98 | 9.90 | 0.4635 | -0.0206 | ||
| US525931AB72 / Lendbuzz Securitization Trust 2023-3 | 0.98 | 0.4626 | 0.4626 | |||
| US35729NAA37 / Fremont Home Loan Trust 2006-E | 0.97 | -1.93 | 0.4584 | -0.0785 | ||
| US761118PE29 / RALI Series 2005-QA13 Trust | 0.96 | -2.43 | 0.4568 | -0.0804 | ||
| INTC / Intel Corporation - Depositary Receipt (Common Stock) | 0.96 | 0.4550 | 0.4550 | |||
| US41161PYZ07 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 3A1A | 0.95 | -0.52 | 0.4495 | -0.0690 | ||
| ARBOUR CLO ARBR 6A AR 144A / ABS-CBDO (XS2900383915) | 0.94 | 8.78 | 0.4468 | -0.0246 | ||
| FNMA POOL BS9867 FN 11/30 FIXED 5.3 / ABS-MBS (US3140LL6D83) | 0.94 | 0.64 | 0.4459 | -0.0625 | ||
| FREDDIE MAC FHR 5484 FD / ABS-MBS (US3137HHKV29) | 0.93 | -8.73 | 0.4412 | -0.1137 | ||
| HERTZ VEHICLE FINANCING LLC HERTZ 2024 1A A 144A / ABS-O (US42806MCK36) | 0.91 | 0.22 | 0.4336 | -0.0630 | ||
| ERAEMLT TRS EQUITY SOFR+120.5 MEI / DE (000000000) | 0.91 | 0.4321 | 0.4321 | |||
| ZAG000125980 / Republic of South Africa Government Bond | 0.90 | 8.27 | 0.4283 | -0.0256 | ||
| CQS US CLO LTD CQS 2021 1A AR 144A / ABS-CBDO (US12659UAL61) | 0.90 | -0.55 | 0.4267 | -0.0656 | ||
| PCG.PRD / Pacific Gas and Electric Company - Preferred Stock | 0.90 | 0.00 | 0.4266 | -0.0631 | ||
| MERRION SQUARE RESIDENTIAL MERRI 2024 1A A 144A / ABS-MBS (XS2844411921) | 0.89 | 5.30 | 0.4240 | -0.0383 | ||
| BDS LTD BDS 2025 FL14 AS 144A / ABS-CBDO (US072921AC35) | 0.89 | -0.45 | 0.4240 | -0.0649 | ||
| CARVAL CLO LTD CARVL 2018 1A AR 144A / ABS-CBDO (US146865AJ95) | 0.89 | -3.88 | 0.4236 | -0.0819 | ||
| US761118CX47 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QS10 3A1 | 0.89 | -5.12 | 0.4217 | -0.0884 | ||
| USP78024AG45 / Peruvian Government International Bond | 0.88 | 7.57 | 0.4180 | -0.0279 | ||
| US761136AA85 / RESIDENTIAL ASSET SECURITIZATI RAST 2007 A1 A1 | 0.86 | -2.40 | 0.4055 | -0.0714 | ||
| 5831 / Shizuoka Financial Group,Inc. | 0.83 | 0.3931 | 0.3931 | |||
| US073871AE56 / BEAR STEARNS ALT A TRUST BALTA 2006 4 13A1 | 0.81 | -1.33 | 0.3862 | -0.0627 | ||
| US12564NAA00 / CLNY Trust 2019-IKPR | 0.81 | -11.43 | 0.3860 | -0.1140 | ||
| RFR USD SOFR/1.75000 06/15/22-10Y CME / DIR (EZQ6DKJXZ1C9) | 0.81 | -25.21 | 0.3840 | -0.2052 | ||
| TRALEE CDO LTD TRAL 2019 6A A1RR 144A / ABS-CBDO (US89289EBL74) | 0.80 | -17.10 | 0.3794 | -0.1461 | ||
| FREDDIE MAC FHR 5473 FA / ABS-MBS (US3137HHFU01) | 0.79 | -4.00 | 0.3757 | -0.0734 | ||
| US68403HAA05 / Option One Mortgage Loan Trust, Series 2007-5, Class 1A1 | 0.78 | -1.77 | 0.3675 | -0.0620 | ||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 3A A 144A / ABS-CBDO (XS2921572231) | 0.78 | 2.11 | 0.3674 | -0.0458 | ||
| XS2683120211 / Avon Finance No.4 PLC | 0.77 | 0.91 | 0.3668 | -0.0503 | ||
| US95000U2S19 / Wells Fargo & Co | 0.77 | 1.05 | 0.3655 | -0.0499 | ||
| US17330VAA44 / CMLTI_22-A | 0.77 | -2.29 | 0.3649 | -0.0633 | ||
| US61749JAT34 / MORGAN STANLEY MORTGAGE LOAN T MSM 2006 7 5A3 | 0.75 | -8.90 | 0.3544 | -0.0919 | ||
| BNSB34 / The Bank of Nova Scotia - Depositary Receipt (Common Stock) | 0.73 | 1.11 | 0.3447 | -0.0467 | ||
| US08860DAB91 / BHG Securitization Trust 2022-C | 0.72 | -22.29 | 0.3406 | -0.1624 | ||
| FNMA POOL BZ2582 FN 12/29 FIXED 4.3 / ABS-MBS (US3140NW2Q77) | 0.71 | 1.00 | 0.3352 | -0.0456 | ||
| US42806MBS70 / Hertz Vehicle Financing III LLC | 0.70 | -0.14 | 0.3336 | -0.0498 | ||
| US74922QAB86 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA8 A2 | 0.70 | -1.54 | 0.3331 | -0.0548 | ||
| ELM15 20222A A1R 144A 29003P910 / ABS-MBS (938KTRII5) | 0.70 | 0.3318 | 0.3318 | |||
| US617526AB45 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A2FP | 0.70 | -1.28 | 0.3300 | -0.0537 | ||
| OXYD / Occidental Petroleum Corporation - Depositary Receipt (Common Stock) | 0.69 | 0.44 | 0.3258 | -0.0465 | ||
| FANNIE MAE FNR 2024 77 FM / ABS-MBS (US3136BTRF25) | 0.68 | -13.43 | 0.3213 | -0.1041 | ||
| FREDDIE MAC FHR 5513 MF / ABS-MBS (US3137HKEX87) | 0.66 | -5.18 | 0.3125 | -0.0657 | ||
| ERAEMLT TRS EQUITY FEDL01+105 MEI / DE (000000000) | 0.64 | 0.3055 | 0.3055 | |||
| NORTHWOODS CAPITAL LTD WOODS 2018 14BA AR 144A / ABS-CBDO (US66860CAL72) | 0.64 | -10.24 | 0.3035 | -0.0846 | ||
| POLAND GOVERNMENT BOND BONDS 07/29 4.75 / DBT (PL0000116760) | 0.64 | 9.45 | 0.3022 | -0.0144 | ||
| FNMA POOL BS9613 FN 10/28 FIXED 4.77 / ABS-MBS (US3140LLVF52) | 0.61 | 0.33 | 0.2901 | -0.0418 | ||
| RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) | 0.61 | 0.66 | 0.2884 | -0.0404 | ||
| AXP / American Express Company - Depositary Receipt (Common Stock) | 0.61 | 1.34 | 0.2880 | -0.0383 | ||
| CAPITAL FOUR US CLO C4US 2022 1A AR 144A / ABS-CBDO (US14016CAN65) | 0.60 | 0.00 | 0.2855 | -0.0424 | ||
| US84751XAC65 / SPECIALTY UNDERWRITING + RESID SURF 2006 AB3 A2B | 0.60 | -0.33 | 0.2847 | -0.0430 | ||
| SANDSTONE PEAK LTD. SAND 2021 1A A1R 144A / ABS-CBDO (US800130AN66) | 0.60 | 0.00 | 0.2846 | -0.0419 | ||
| US14686JAD28 / Carvana Auto Receivables Trust 2022-P2 | 0.60 | -0.17 | 0.2845 | -0.0425 | ||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 2A B 144A / ABS-CBDO (XS3070649523) | 0.59 | 0.2792 | 0.2792 | |||
| HENLEY FUNDING LTD. HNLY 7A AR / ABS-CBDO (XS2874094274) | 0.59 | 8.69 | 0.2789 | -0.0155 | ||
| INVESCO EURO CLO INVSC 3A AR / ABS-CBDO (XS2867986593) | 0.59 | 8.70 | 0.2786 | -0.0152 | ||
| US92927XAE40 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY6 2A3 | 0.59 | -2.01 | 0.2777 | -0.0472 | ||
| US93935HAH03 / Washington Mutual Mortgage Pass-Through Certificates WMALT Series Trust | 0.57 | -2.89 | 0.2708 | -0.0491 | ||
| FHLMC MULTIFAMILY STRUCTURED P FHMS Q034 APT2 / ABS-MBS (US3137HLY301) | 0.56 | 0.2668 | 0.2668 | |||
| RFR USD SOFR/3.00000 06/21/23-10Y CME / DIR (EZVCRM3XZB08) | 0.56 | -37.92 | 0.2655 | -0.2257 | ||
| TRINITY SQUARE TRINI 2021 1A AR 144A / ABS-MBS (XS2783078087) | 0.55 | 0.73 | 0.2627 | -0.0369 | ||
| US12668JAA43 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 QH2 A1 144A | 0.54 | -0.55 | 0.2557 | -0.0396 | ||
| COL17CT02914 / Colombian TES | 0.54 | 3.47 | 0.2545 | -0.0275 | ||
| CL0002454248 / Bonos de la Tesoreria de la Republica en pesos | 0.53 | 4.92 | 0.2528 | -0.0236 | ||
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A / ABS-MBS (XS2799791848) | 0.53 | -0.56 | 0.2519 | -0.0387 | ||
| US06738ECG89 / Barclays PLC | 0.53 | 1.73 | 0.2516 | -0.0318 | ||
| E1SE34 / Eversource Energy - Depositary Receipt (Common Stock) | 0.53 | 1.15 | 0.2494 | -0.0334 | ||
| FNMA POOL BS9669 FN 10/28 FIXED 4.72 / ABS-MBS (US3140LLW723) | 0.51 | 0.39 | 0.2414 | -0.0348 | ||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | 0.51 | 0.2408 | 0.2408 | |||
| SPACE COAST CREDIT UNION SCCU 2023 1A A3 144A / ABS-O (US805922AE19) | 0.50 | -0.40 | 0.2393 | -0.0363 | ||
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A3 / ABS-O (US448973AD90) | 0.50 | 0.00 | 0.2392 | -0.0354 | ||
| JACKSON NATL LIFE GLOBAL JACKSON NATL LIFE GLOBAL / DBT (US46849LUZ20) | 0.50 | 0.00 | 0.2390 | -0.0355 | ||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 B 144A / ABS-O (US14688XAD93) | 0.50 | 0.40 | 0.2388 | -0.0341 | ||
| US902613AP31 / UBS Group AG | 0.50 | 0.60 | 0.2385 | -0.0337 | ||
| US02582JJZ49 / American Express Credit Account Master Trust 2023-1 | 0.50 | 0.00 | 0.2383 | -0.0353 | ||
| US05522RDG02 / BA Credit Card Trust | 0.50 | 0.00 | 0.2381 | -0.0352 | ||
| US12544PAA03 / COUNTRYWIDE HOME LOANS CWHL 2007 19 1A1 | 0.50 | -1.96 | 0.2376 | -0.0408 | ||
| JAMESTOWN CLO LTD JTWN 2022 18A AR 144A / ABS-CBDO (US47047RAN61) | 0.50 | 0.00 | 0.2373 | -0.0347 | ||
| AIMCO AIMCO 2015 AA AR3 144A / ABS-CBDO (US00900LAY02) | 0.50 | 0.00 | 0.2373 | -0.0347 | ||
| US87241EAQ89 / TCW CLO 2019-1 AMR Ltd | 0.50 | 0.20 | 0.2373 | -0.0344 | ||
| 37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A / ABS-CBDO (US88430TAQ40) | 0.50 | 0.20 | 0.2372 | -0.0347 | ||
| ARES STRATEGIC INCOME FU SR UNSECURED 144A 09/28 5.45 / DBT (US04020EAL11) | 0.50 | 0.2372 | 0.2372 | |||
| WELF 2021 1A A1R TSFR3M 04/34 5.49348 / ABS-MBS (000000000) | 0.50 | 0.2370 | 0.2370 | |||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 2A A1R 144A / ABS-CBDO (US05684RAL69) | 0.50 | 0.00 | 0.2368 | -0.0347 | ||
| OCTAGON INVESTMENT PARTNERS 40 OCT40 2019 1A A1RR 144A / ABS-CBDO (US67592BAY48) | 0.50 | -0.40 | 0.2357 | -0.0360 | ||
| RFR USD SOFR/3.50000 12/18/24-30Y CME / DIR (EZ4089K4KC85) | 0.48 | 42.35 | 0.2296 | 0.0442 | ||
| SAGB / Republic of South Africa Government Bond | 0.48 | 6.24 | 0.2264 | -0.0181 | ||
| US52520QAB05 / LEHMAN MORTGAGE TRUST LMT 2006 7 1A2 | 0.47 | -0.63 | 0.2236 | -0.0345 | ||
| US62956BAA70 / NYMT Loan Trust 2022-SP1 | 0.47 | -1.89 | 0.2209 | -0.0376 | ||
| US53948HAA41 / LoanCore 2021-CRE6 Issuer Ltd | 0.46 | -8.68 | 0.2195 | -0.0564 | ||
| US3128MMWV14 / Freddie Mac Gold Pool | 0.46 | -4.99 | 0.2168 | -0.0453 | ||
| US80287DAC11 / SDART 23-6 A3 5.93% 07-17-28/07-15-26 | 0.46 | -9.54 | 0.2158 | -0.0582 | ||
| US36267KAD90 / GM Financial Consumer Automobile Receivables Trust, Series 2023-3, Class A3 | 0.45 | -10.52 | 0.2141 | -0.0601 | ||
| US36298GAA76 / GSPA MONETIZATION TRUST PASS THRU CE 144A 10/29 6.422 | 0.45 | -3.88 | 0.2116 | -0.0411 | ||
| US44933XAD93 / Hyundai Auto Receivables Trust, Series 2023-B, Class A3 | 0.44 | -13.69 | 0.2066 | -0.0676 | ||
| US17309BAL18 / Citigroup Mortgage Loan Trust, Series 2006-WF2, Class A1 | 0.43 | -2.47 | 0.2058 | -0.0367 | ||
| US02007WAC29 / Ally Auto Receivables Trust, Series 2023-1, Class A3 | 0.43 | -14.88 | 0.2036 | -0.0705 | ||
| US04002VAA98 / AREIT Trust, Series 2022-CRE6, Class A | 0.42 | -0.24 | 0.2006 | -0.0302 | ||
| US05377RHL15 / Avis Budget Rental Car Funding AESOP LLC | 0.41 | 0.24 | 0.1950 | -0.0284 | ||
| FNMA POOL BZ1029 FN 06/29 FIXED 4.93 / ABS-MBS (US3140NVEB95) | 0.41 | 0.24 | 0.1945 | -0.0282 | ||
| US12639PAA66 / CSMC Mortgage-Backed Trust 2007-6 | 0.41 | -2.16 | 0.1933 | -0.0330 | ||
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES4 A1A 144A / ABS-MBS (US74939FAA57) | 0.41 | -8.13 | 0.1930 | -0.0482 | ||
| SCE.PRK / SCE Trust V - Preferred Security | 0.40 | 0.50 | 0.1916 | -0.0275 | ||
| RFR USD SOFR/2.75000 06/21/23-30Y CME / DIR (EZM2L9TGLT92) | 0.40 | 0.76 | 0.1894 | -0.0261 | ||
| US55285BAA35 / MF1 2022-FL10 LLC MF1 2022-FL10 A | 0.40 | -5.69 | 0.1889 | -0.0409 | ||
| GCAT GCAT 2024 NQM1 A1 144A / ABS-MBS (US36169HAA14) | 0.40 | -8.53 | 0.1886 | -0.0475 | ||
| US125432AE49 / COUNTRYWIDE HOME LOANS CWHL 2006 12 A1 | 0.40 | -2.46 | 0.1881 | -0.0331 | ||
| VERUS SECURITIZATION TRUST VERUS 2024 4 A1 144A / ABS-MBS (US92540GAA67) | 0.39 | -9.30 | 0.1852 | -0.0489 | ||
| US05592XAD21 / BMW Vehicle Owner Trust, Series 2023-A, Class A3 | 0.38 | -20.42 | 0.1794 | -0.0791 | ||
| US81377AAE29 / SECURITIZED ASSET BACKED RECEI SABR 2006 HE2 A2D | 0.37 | -0.80 | 0.1777 | -0.0274 | ||
| PEP01000C5I0 / BONOS DE TESORERIA | 0.37 | 7.27 | 0.1752 | -0.0125 | ||
| FED HM LN PC POOL RJ0049 FR 10/53 FIXED 5 / ABS-MBS (US3142GQBT84) | 0.36 | -2.15 | 0.1730 | -0.0296 | ||
| US38380VEU17 / GOVERNMENT NATIONAL MORTGAGE A GNR 2018 19 WF | 0.36 | -3.52 | 0.1692 | -0.0318 | ||
| US92925VAP58 / WaMu Mortgage Pass-Through Certificates Series 2007-HY1 Trust | 0.33 | -2.34 | 0.1585 | -0.0278 | ||
| US715638CE05 / REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94 | 0.32 | 0.1520 | 0.1520 | |||
| ZAG000077470 / Republic of South Africa Government Bond | 0.31 | 7.37 | 0.1453 | -0.0101 | ||
| US36267FAE88 / GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A3 144A | 0.30 | -0.66 | 0.1435 | -0.0219 | ||
| GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 1 A3 / ABS-O (US36268GAD79) | 0.30 | 0.00 | 0.1429 | -0.0212 | ||
| US45071KDD37 / IXIS Real Estate Capital Trust 2006-HE1 | 0.30 | -2.28 | 0.1425 | -0.0245 | ||
| MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock) | 0.30 | 0.1422 | 0.1422 | |||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 2A ARV 144A / ABS-CBDO (US03329LAS07) | 0.29 | 1.03 | 0.1397 | -0.0187 | ||
| US12481QAC96 / CBAM 2018-5 Ltd | 0.29 | -24.61 | 0.1369 | -0.0711 | ||
| US03880XAA46 / Arbor Realty Collateralized Loan Obligation Ltd., Series 2022-FL1, Class A | 0.29 | -10.87 | 0.1361 | -0.0394 | ||
| US033295AA45 / Anchorage Credit Funding 14 Ltd., Series 2021-14A, Class A | 0.28 | -0.36 | 0.1325 | -0.0200 | ||
| US3133KQPE07 / Freddie Mac Pool | 0.27 | 0.00 | 0.1275 | -0.0193 | ||
| IRS EUR 2.25000 09/17/25-30Y LCH / DIR (EZV4L1QCFM97) | 0.27 | 50.28 | 0.1265 | 0.0299 | ||
| US026935AH97 / AMERICAN HOME MORTGAGE ASSETS AHMA 2007 3 21A1 | 0.27 | -2.92 | 0.1263 | -0.0229 | ||
| US43739EAQ08 / HOMEBANC MORTGAGE TRUST HMBT 2005 1 A2 | 0.26 | -2.25 | 0.1241 | -0.0213 | ||
| US41161PSK02 / HarborView Mortgage Loan Trust 2005-9 | 0.26 | -4.10 | 0.1221 | -0.0240 | ||
| US81744FCH82 / SEQUOIA MORTGAGE TRUST SEMT 2004 6 A2 | 0.25 | -2.71 | 0.1190 | -0.0217 | ||
| US14686TAC27 / CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A3 144A | 0.25 | -22.57 | 0.1174 | -0.0564 | ||
| R2037 / South Africa - Sovereign or Government Agency Debt | 0.24 | 8.11 | 0.1142 | -0.0067 | ||
| US55284AAA60 / MF1 2021-FL7 Ltd | 0.24 | -36.36 | 0.1132 | -0.0905 | ||
| BOUGHT BRL SOLD USD 20251002 / DFE (000000000) | 0.24 | 0.1119 | 0.1119 | |||
| US76089RAA23 / Research-Driven Pagaya Motor Asset Trust 2023-3 | 0.24 | -16.96 | 0.1116 | -0.0424 | ||
| CDX ITRAXX XOV42 5Y 35-100% SP BPS / DCR (EZ2BLZ4YH9B3) | 0.24 | 0.1114 | 0.1114 | |||
| US14318UAD37 / Carmax Auto Owner Trust 2022-4 | 0.23 | -24.18 | 0.1103 | -0.0564 | ||
| TRT061124T11 / Turkey Government Bond | 0.23 | -2.12 | 0.1097 | -0.0191 | ||
| US09629PAA49 / BlueMountain CLO XXII Ltd | 0.22 | -17.78 | 0.1055 | -0.0415 | ||
| US45254NLJ45 / IMPAC CMB TRUST SERIES 2004-10 SER 2004-10 CL 1A1 V/R REGD 2.34800000 | 0.22 | -1.33 | 0.1052 | -0.0175 | ||
| MX0SGO0000K0 / Mexican Udibonos | 0.22 | 11.34 | 0.1028 | -0.0029 | ||
| CARMAX AUTO OWNER TRUST CARMX 2024 1 A2A / ABS-O (US14318WAB37) | 0.21 | -44.68 | 0.1011 | -0.1087 | ||
| MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock) | 0.21 | 0.49 | 0.0976 | -0.0138 | ||
| US38141GZS64 / GOLDMAN SACHS GROUP INC SR UNSECURED 03/28 VAR | 0.20 | -0.49 | 0.0966 | -0.0145 | ||
| US404280DZ92 / HSBC HOLDINGS PLC REGD V/R 5.88700000 | 0.20 | -0.49 | 0.0962 | -0.0144 | ||
| FCT / Fincantieri S.p.A. | 0.20 | 0.0961 | 0.0961 | |||
| MX0MGO0001F1 / Mexican Bonos | 0.20 | -52.47 | 0.0959 | -0.1356 | ||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 0.20 | 0.00 | 0.0957 | -0.0140 | ||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 0.20 | 0.50 | 0.0956 | -0.0137 | ||
| US925650AB99 / VICI Properties LP | 0.20 | 0.50 | 0.0954 | -0.0135 | ||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 0.20 | 1.01 | 0.0950 | -0.0128 | ||
| T MOBILE USA INC T MOBILE USA INC / DBT (US87264ADL61) | 0.20 | 1.02 | 0.0942 | -0.0127 | ||
| US345397YT41 / Ford Motor Credit Co. LLC | 0.19 | 1.58 | 0.0915 | -0.0123 | ||
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A2A / ABS-O (US448973AB35) | 0.19 | -35.64 | 0.0884 | -0.0693 | ||
| US29444UBL98 / Equinix, Inc. | 0.19 | 1.64 | 0.0884 | -0.0115 | ||
| R2032 / South Africa - Corporate Bond/Note | 0.18 | 7.65 | 0.0869 | -0.0059 | ||
| US30331GAC50 / FHF Trust 2023-1 | 0.18 | -23.18 | 0.0850 | -0.0422 | ||
| ERAEMLT TRS EQUITY FEDL01+108 MEI / DE (000000000) | 0.17 | 0.0822 | 0.0822 | |||
| US715638BE14 / Peruvian Government International Bond | 0.17 | -15.27 | 0.0816 | -0.0292 | ||
| US12668BB444 / Alternative Loan Trust, Series 2006-OA3, Class 1A1 | 0.17 | -1.72 | 0.0815 | -0.0133 | ||
| US64032PAB85 / Nelnet Student Loan Trust 2023-A | 0.17 | -8.11 | 0.0809 | -0.0202 | ||
| US64032PAA03 / Nelnet Student Loan Trust, Series 2023-AA, Class AFL | 0.17 | -8.20 | 0.0799 | -0.0201 | ||
| US61745M4P58 / Morgan Stanley Mortgage Loan Trust 2005-3AR | 0.16 | -0.61 | 0.0779 | -0.0119 | ||
| CZECH / Czech Republic Government Bond | 0.15 | 9.22 | 0.0734 | -0.0033 | ||
| RFR USD SOFR/3.84199 12/02/24-4Y* LCH / DIR (EZSGM4VHBMV4) | 0.15 | 101.32 | 0.0729 | 0.0315 | ||
| US76089EAA10 / RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 1A A 144A | 0.15 | -12.50 | 0.0701 | -0.0215 | ||
| US32051GTX33 / FIRST HORIZON MORTGAGE PASS-THROUGH TRUST | 0.14 | -5.92 | 0.0682 | -0.0147 | ||
| US35104AAB44 / FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2023-2 A2 | 0.14 | -26.42 | 0.0674 | -0.0379 | ||
| US96041AAC09 / WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-4 SER 2023-4A CL A2 REGD 144A P/P 6.23000000 | 0.14 | -62.18 | 0.0643 | -0.1301 | ||
| US3136BBAR38 / Fannie Mae-Aces | 0.13 | -7.04 | 0.0628 | -0.0149 | ||
| IRS AUD 4.50000 09/20/23-10Y LCH / DIR (EZGXS4F4YYN6) | 0.13 | 100.00 | 0.0619 | 0.0264 | ||
| CDX ITRAXX XOV42 5Y 35-100% SP BOA / DCR (EZ2BLZ4YH9B3) | 0.13 | 0.0608 | 0.0608 | |||
| US55283TAA60 / MF1 Multifamily Housing Mortgage Loan Trust | 0.12 | -30.41 | 0.0569 | -0.0366 | ||
| RFR USD SOFR/3.00000 06/21/23-7Y CME / DIR (EZWF2F56KP17) | 0.11 | -57.46 | 0.0543 | -0.0916 | ||
| US933637AE07 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR18 2A3 | 0.11 | -5.79 | 0.0541 | -0.0120 | ||
| ERAEMLT TRS EQUITY SOFR+120 MEI / DE (000000000) | 0.11 | 0.0526 | 0.0526 | |||
| RFR USD SOFR/1.75000 06/15/22-30Y CME / DIR (EZ2TNCR649W7) | 0.11 | -1.79 | 0.0523 | -0.0091 | ||
| CHASE AUTO OWNER TRUST CHAOT 2024 1A A2 144A / ABS-O (US16144BAB45) | 0.11 | -54.55 | 0.0498 | -0.0762 | ||
| GLS AUTO RECEIVABLES TRUST GCAR 2024 2A A2 144A / ABS-O (US37964VAB36) | 0.10 | -55.74 | 0.0495 | -0.0789 | ||
| US03065UAB52 / Americredit Automobile Receivables Trust 2023-2 | 0.10 | -58.63 | 0.0492 | -0.0863 | ||
| EW / Edwards Lifesciences Corporation | 0.10 | -95.00 | 0.0485 | -1.1005 | ||
| CRB SECURITIZATION TRUST CRB 2023 1 A 144A / ABS-O (US12670DAA37) | 0.10 | -46.32 | 0.0485 | -0.0552 | ||
| US31396XNT71 / FANNIE MAE FNR 2007 96 AF | 0.10 | -3.77 | 0.0484 | -0.0098 | ||
| 30064K105 / Exacttarget, Inc. | 0.10 | 1.00 | 0.0483 | -0.0065 | ||
| E1IX34 / Edison International - Depositary Receipt (Common Stock) | 0.10 | 0.00 | 0.0482 | -0.0070 | ||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 0.10 | 1.00 | 0.0480 | -0.0064 | ||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | 0.10 | 0.00 | 0.0478 | -0.0067 | ||
| SCE.PRK / SCE Trust V - Preferred Security | 0.10 | 0.00 | 0.0477 | -0.0069 | ||
| EXTRA SPACE STORAGE LP COMPANY GUAR 06/35 5.4 / DBT (US30225VAU17) | 0.10 | 1.01 | 0.0477 | -0.0064 | ||
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A3 144A / ABS-O (US17331QAD88) | 0.10 | 0.00 | 0.0477 | -0.0071 | ||
| SCE.PRK / SCE Trust V - Preferred Security | 0.10 | 0.00 | 0.0476 | -0.0070 | ||
| UNITED AIR 2024 1 AA PTT PASS THRU CE 08/38 5.45 / DBT (US90932WAA18) | 0.10 | 0.00 | 0.0476 | -0.0070 | ||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 0.10 | 1.01 | 0.0475 | -0.0065 | ||
| PROLOGIS LP SR UNSECURED 01/35 5 / DBT (US74340XCN93) | 0.10 | 1.01 | 0.0474 | -0.0066 | ||
| US46625HRY89 / JPMorgan Chase & Co. | 0.10 | 1.02 | 0.0470 | -0.0067 | ||
| HOST HOTELS + RESORTS LP SR UNSECURED 04/35 5.5 / DBT (US44107TBC99) | 0.10 | 1.02 | 0.0469 | -0.0064 | ||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | 0.10 | 0.0468 | 0.0468 | |||
| MX0SGO0000F0 / Mexican Udibonos | 0.10 | 11.49 | 0.0463 | -0.0014 | ||
| US31397KC909 / Freddie Mac REMICS | 0.10 | -3.00 | 0.0463 | -0.0086 | ||
| US797440CD44 / San Diego Gas & Electric Co. | 0.09 | 0.00 | 0.0443 | -0.0067 | ||
| TRICOLOR AUTO SECURITIZATION T TAST 2024 1A A 144A / ABS-O (US89616LAA08) | 0.09 | -43.51 | 0.0415 | -0.0425 | ||
| RFR USD SOFR/3.70000 02/20/24-25Y LCH / DIR (EZRM7DK4X894) | 0.09 | 56.36 | 0.0410 | 0.0106 | ||
| CDX ITRAXX XOV42 5Y 35-100% SP GST / DCR (EZ2BLZ4YH9B3) | 0.09 | 0.0405 | 0.0405 | |||
| ERAEMLT TRS EQUITY FEDL01+111 MEI / DE (000000000) | 0.08 | 0.0399 | 0.0399 | |||
| US842400FZ13 / Southern California Edison Co. Bond 4.65% Due 10/1/2043 | 0.08 | -3.61 | 0.0384 | -0.0072 | ||
| US55379AAA25 / M360 2021-CRE3 Ltd | 0.08 | -60.53 | 0.0359 | -0.0675 | ||
| US3137ADTZ01 / FREDDIE MAC REMICS FHR 3891 BF | 0.07 | -8.64 | 0.0351 | -0.0092 | ||
| PROLOGIS LP SR UNSECURED 02/33 4.2 / DBT (CA74340XCP48) | 0.07 | 5.80 | 0.0351 | -0.0030 | ||
| IRS AUD 4.50000 06/18/25-10Y LCH / DIR (EZ3K0DGVSD24) | 0.07 | 0.0349 | 0.0349 | |||
| 317U7IQA6 PIMCO SWAPTION 3.75 CALL USD 2025103 / DIR (000000000) | 0.07 | 0.0348 | 0.0348 | |||
| US92925GAJ22 / WaMu Mortgage Pass-Through Certificates Trust, Series 2006-AR16, Class 3A3 | 0.07 | -1.37 | 0.0345 | -0.0057 | ||
| US744434CW90 / PUBLIC PWR GENERATION AGY NE R PUBPWR 01/41 FIXED 7.242 | 0.07 | -1.39 | 0.0338 | -0.0055 | ||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 0.07 | 0.0335 | 0.0335 | |||
| US45660LKW80 / IndyMac INDX Mortgage Loan Trust 2005-AR10 | 0.07 | -1.41 | 0.0332 | -0.0059 | ||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.07 | 0.0319 | 0.0319 | |||
| INF SWAP US IT 2.35 08/12/24-10Y LCH / DIR (000000000) | 0.07 | 0.0310 | 0.0310 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.06 | 0.0280 | 0.0280 | |||
| US59020UH324 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A7 2A1 | 0.06 | -1.72 | 0.0274 | -0.0044 | ||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.06 | 0.0269 | 0.0269 | |||
| US23332UAC80 / DSLA MORTGAGE LOAN TRUST DSLA 2004 AR1 A2A | 0.06 | -5.17 | 0.0263 | -0.0057 | ||
| US31397KL827 / Freddie Mac REMICS | 0.05 | -6.90 | 0.0260 | -0.0059 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.05 | 0.0257 | 0.0257 | |||
| US76088TAA97 / RPM 22-3 A 144A 5.38% 11-25-30 | 0.05 | -44.21 | 0.0253 | -0.0264 | ||
| US36267FAC23 / GLS Auto Select Receivables Trust 2023-1 | 0.05 | -63.64 | 0.0249 | -0.0532 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.05 | 0.0246 | 0.0246 | |||
| US31397KE319 / FHLMC, Series 3360, Class FC | 0.05 | -3.85 | 0.0241 | -0.0047 | ||
| US17307G3C01 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR1 2A1 | 0.05 | -9.43 | 0.0229 | -0.0060 | ||
| US14686RAA05 / Carvana Auto Receivables Trust 2023-N3 | 0.05 | -53.00 | 0.0227 | -0.0321 | ||
| BOUGHT TRY SOLD USD 20250708 / DFE (000000000) | 0.05 | 0.0218 | 0.0218 | |||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | 0.05 | 0.0214 | 0.0214 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.04 | 0.0213 | 0.0213 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.04 | 0.0213 | 0.0213 | |||
| US466247UG61 / JP Morgan Mortgage Trust 2005-A6 | 0.04 | -2.27 | 0.0208 | -0.0032 | ||
| INF SWAP US IT 2.487 12/07/21-30Y LCH / DIR (000000000) | 0.04 | 0.0197 | 0.0197 | |||
| FNMA POOL AJ7522 FN 01/27 FIXED 3 / ABS-MBS (US3138E0LC13) | 0.04 | -18.00 | 0.0196 | -0.0080 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.04 | 0.0192 | 0.0192 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.04 | 0.0189 | 0.0189 | |||
| US924933AA27 / Veros Auto Receivables Trust, Series 2023-1, Class A | 0.04 | -66.09 | 0.0186 | -0.0440 | ||
| RFR USD SOFR/3.25000 06/21/23-5Y CME / DIR (EZ628FWCQP43) | 0.04 | -82.38 | 0.0176 | -0.0968 | ||
| US91683TAB52 / UPSTART SECURITIZATION TRUST UPST 2022 3 A 144A | 0.04 | -58.62 | 0.0171 | -0.0307 | ||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.04 | 0.0171 | 0.0171 | |||
| US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 0.03 | 0.00 | 0.0155 | -0.0021 | ||
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A2A 144A / ABS-O (US17331QAB23) | 0.03 | -57.53 | 0.0148 | -0.0250 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.03 | 0.0145 | 0.0145 | |||
| US715638CE05 / REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94 | 0.03 | -46.43 | 0.0143 | -0.0164 | ||
| RFR USD SOFR/4.0535* 09/02/25-27Y* LCH / DIR (EZRQXB0T6JR0) | 0.03 | 0.0141 | 0.0141 | |||
| RFR USD SOFR/4.0535* 09/02/25-27Y* LCH / DIR (EZRQXB0T6JR0) | 0.03 | 0.0141 | 0.0141 | |||
| US91680YAY77 / UPSTART STRUCTURED PASS THROUG USPTT 2022 2A A 144A | 0.03 | -17.14 | 0.0139 | -0.0056 | ||
| EXETER AUTOMOBILE RECEIVABLES EART 2024 3A A2 / ABS-O (US30165AAB17) | 0.03 | -83.93 | 0.0128 | -0.0790 | ||
| BOUGHT TWD SOLD USD 20250709 / DFE (000000000) | 0.03 | 0.0123 | 0.0123 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.03 | 0.0122 | 0.0122 | |||
| US23345WAA36 / DT Auto Owner Trust 2023-3 | 0.02 | -83.10 | 0.0117 | -0.0659 | ||
| US31394FAF27 / FANNIE MAE FNR 2005 75 AF | 0.02 | -7.69 | 0.0116 | -0.0027 | ||
| RFR USD SOFR/3.50000 12/20/23-10Y CME / DIR (EZ4G8FZQ8LF2) | 0.02 | -33.33 | 0.0114 | -0.0086 | ||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0112 | 0.0112 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0111 | 0.0111 | |||
| EZ897ZSH5V50 / HOCHTIEF AG SNR SE SP JPM | 0.02 | -25.93 | 0.0096 | -0.0055 | ||
| US05946XQX48 / Banc of America Funding Corp | 0.02 | 0.00 | 0.0090 | -0.0014 | ||
| US88339FAA12 / Theorem Funding Trust 2022-2 | 0.02 | -67.92 | 0.0082 | -0.0211 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0081 | 0.0081 | |||
| ZCS BRL 13.3537 05/12/25-01/02/29 CME / DIR (EZSPJ72GL6V3) | 0.02 | 0.0076 | 0.0076 | |||
| US31396WLX29 / Fannie Mae REMICS | 0.02 | 0.00 | 0.0073 | -0.0013 | ||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.02 | 0.0072 | 0.0072 | |||
| RFR USD SOFR/3.50000 06/20/24-30Y CME / DIR (EZV8ZC6L7CY8) | 0.01 | 7.69 | 0.0071 | 0.0000 | ||
| MSCI EMGMKT SEP25 IFUS 20250919 / DE (000000000) | 0.01 | 0.0066 | 0.0066 | |||
| US31397KZG92 / FREDDIE MAC FHR 3376 FD | 0.01 | -7.14 | 0.0066 | -0.0013 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0063 | 0.0063 | |||
| OIS COP IBR/7.49800 11/25/24-3Y* CME / DIR (EZK9X312V5L2) | 0.01 | -7.14 | 0.0063 | -0.0016 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0061 | 0.0061 | |||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0060 | 0.0060 | |||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | 0.01 | 0.0059 | 0.0059 | |||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0058 | 0.0058 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0057 | 0.0057 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0056 | 0.0056 | |||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0055 | 0.0055 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0052 | 0.0052 | |||
| US14687RAB78 / CARVANA AUTO RECEIVABLES TRUST 2023-P5 SER 2023-P5 CL A2 REGD 144A P/P 5.77000000 | 0.01 | -85.29 | 0.0050 | -0.0321 | ||
| US05949A6C95 / Banc of America Mortgage Securities, Inc. | 0.01 | -10.00 | 0.0044 | -0.0012 | ||
| ZCS BRL 13.2914 05/08/25-01/02/29 CME / DIR (EZYLW2ZWVNG8) | 0.01 | 0.0042 | 0.0042 | |||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0039 | 0.0039 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0037 | 0.0037 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0036 | 0.0036 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0035 | 0.0035 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0034 | 0.0034 | |||
| US31396WTU08 / Fannie Mae REMICS | 0.01 | 0.00 | 0.0034 | -0.0006 | ||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0032 | 0.0032 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0032 | 0.0032 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0032 | 0.0032 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0030 | 0.0030 | |||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.01 | 0.0027 | 0.0027 | |||
| US126670LE60 / CHL Mortgage Pass-Through Trust 2005-HYB9 | 0.01 | 0.00 | 0.0027 | -0.0005 | ||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | 0.01 | 0.0026 | 0.0026 | |||
| BOUGHT BRL SOLD USD 20250804 / DFE (000000000) | 0.01 | 0.0026 | 0.0026 | |||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0025 | 0.0025 | |||
| BOUGHT TRY SOLD USD 20250729 / DFE (000000000) | 0.01 | 0.0025 | 0.0025 | |||
| EZW8XKN63668 / GENERAL ELECTRIC COMPANY SNR S* ICE | 0.01 | -16.67 | 0.0025 | -0.0009 | ||
| RFR USD SOFR/3.23200 09/10/24-10Y LCH / DIR (EZ7VRSSQ00Z9) | 0.01 | 0.00 | 0.0025 | -0.0007 | ||
| INF SWAP US IT 2.5195 04/04/24-5Y LCH / DIR (EZPJ8PSQRR78) | 0.01 | -66.67 | 0.0024 | -0.0061 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0024 | 0.0024 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0023 | 0.0023 | |||
| US466247ZP16 / J.P. Morgan Mortgage Trust 2005-A1 | 0.00 | 0.00 | 0.0021 | -0.0003 | ||
| MORGAN STANLEY SNR S* ICE / DCR (EZDBN83SBDY5) | 0.00 | 0.0020 | 0.0020 | |||
| RFR USD SOFR/3.24000 09/16/24-10Y LCH / DIR (EZH06W9H2QV9) | 0.00 | 0.00 | 0.0020 | -0.0006 | ||
| RFR USD SOFR/3.24800 09/18/24-10Y LCH / DIR (EZ8Z99V6R391) | 0.00 | 0.00 | 0.0020 | -0.0006 | ||
| US362341RT83 / GSR MORTGAGE LOAN TRUST GSR 2005 AR6 1A1 | 0.00 | -20.00 | 0.0019 | -0.0011 | ||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0019 | 0.0019 | |||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.00 | 0.0019 | 0.0019 | |||
| RFR GBP SONIO/4.32000 10/20/23-10Y LCH / DIR (EZ49Z4HPK8R0) | 0.00 | 200.00 | 0.0019 | 0.0010 | ||
| RFR USD SOFR/3.27750 09/16/24-10Y LCH / DIR (EZH06W9H2QV9) | 0.00 | -25.00 | 0.0019 | -0.0008 | ||
| RFR USD SOFR/3.93300 01/06/25-10Y LCH / DIR (EZK6LHB5L486) | 0.00 | 50.00 | 0.0018 | 0.0004 | ||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.00 | 0.0017 | 0.0017 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0017 | 0.0017 | |||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0016 | 0.0016 | |||
| RFR USD SOFR/4.10000 01/21/25-10Y LCH / DIR (EZ7J947QTC64) | 0.00 | 50.00 | 0.0016 | 0.0001 | ||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0016 | 0.0016 | |||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0016 | 0.0016 | |||
| RFR USD SOFR/4.09000 01/22/25-10Y LCH / DIR (EZFR659WJHH9) | 0.00 | 50.00 | 0.0016 | 0.0001 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0015 | 0.0015 | |||
| RFR USD SOFR/4.07100 01/15/25-10Y LCH / DIR (EZZWCBP8MVY9) | 0.00 | 50.00 | 0.0015 | 0.0001 | ||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0014 | 0.0014 | |||
| RFR USD SOFR/3.88000 01/13/25-10Y LCH / DIR (EZB2C5X6RDC5) | 0.00 | 200.00 | 0.0014 | 0.0005 | ||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0014 | 0.0014 | |||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.00 | 0.0014 | 0.0014 | |||
| RFR USD SOFR/3.40750 09/05/24-10Y LCH / DIR (EZQK0T1M7D98) | 0.00 | -33.33 | 0.0013 | -0.0005 | ||
| RFR USD SOFR/3.41000 09/05/24-10Y LCH / DIR (EZQK0T1M7D98) | 0.00 | -33.33 | 0.0013 | -0.0005 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0013 | 0.0013 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0013 | 0.0013 | |||
| RFR USD SOFR/4.01300 01/15/25-10Y LCH / DIR (EZZWCBP8MVY9) | 0.00 | 0.00 | 0.0013 | -0.0001 | ||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0012 | 0.0012 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0012 | 0.0012 | |||
| RFR USD SOFR/3.86000 11/14/24-10Y LCH / DIR (EZCMSCQLNL34) | 0.00 | 100.00 | 0.0012 | 0.0005 | ||
| TRT061124T11 / Turkey Government Bond | 0.00 | 0.00 | 0.0012 | -0.0002 | ||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0012 | 0.0012 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0011 | 0.0011 | |||
| RFR USD SOFR/3.47000 09/04/24-10Y LCH / DIR (EZSXZYY2VD17) | 0.00 | 0.00 | 0.0011 | -0.0003 | ||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0010 | 0.0010 | |||
| US83162CSE48 / United States Small Business Administration | 0.00 | 0.00 | 0.0010 | -0.0003 | ||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0009 | 0.0009 | |||
| BOUGHT KRW SOLD USD 20250710 / DFE (000000000) | 0.00 | 0.0009 | 0.0009 | |||
| IRS EUR 2.40000 02/12/25-10Y LCH / DIR (EZNHC24BF987) | 0.00 | -50.00 | 0.0009 | -0.0004 | ||
| RFR USD SOFR/3.51400 09/04/24-10Y LCH / DIR (EZSXZYY2VD17) | 0.00 | -50.00 | 0.0009 | -0.0005 | ||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.00 | 0.0009 | 0.0009 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0009 | 0.0009 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0009 | 0.0009 | |||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0009 | 0.0009 | |||
| RFR USD SOFR/3.52500 09/04/24-10Y LCH / DIR (EZSXZYY2VD17) | 0.00 | -50.00 | 0.0009 | -0.0005 | ||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0008 | 0.0008 | |||
| RFR USD SOFR/3.90000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.00 | 0.0008 | 0.0005 | |||
| RFR USD SOFR/3.89600 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.00 | 0.0008 | 0.0005 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0008 | 0.0008 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0008 | 0.0008 | |||
| RFR USD SOFR/3.89000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.00 | 0.0008 | 0.0005 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0007 | 0.0007 | |||
| OIS MXN TIIE1/7.76000 04/09/25-4Y* CME / DIR (EZ8RRKWFNPF8) | 0.00 | 0.0007 | 0.0007 | |||
| RFR USD SOFR/3.56500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0.00 | 0.00 | 0.0007 | -0.0003 | ||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0007 | 0.0007 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0007 | 0.0007 | |||
| IRS EUR 2.45000 05/05/25-10Y LCH / DIR (EZCDFQCSBVM0) | 0.00 | 0.0007 | 0.0007 | |||
| RFR USD SOFR/3.79250 11/19/24-10Y LCH / DIR (EZVRNR667250) | 0.00 | 0.0007 | 0.0003 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0006 | 0.0006 | |||
| RFR USD SOFR/3.59500 08/19/24-10Y LCH / DIR (EZN7CQ0TS3K8) | 0.00 | 0.00 | 0.0006 | -0.0004 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0006 | 0.0006 | |||
| RFR USD SOFR/3.85000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.00 | 0.0006 | 0.0003 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0006 | 0.0006 | |||
| RFR USD SOFR/3.85500 11/19/24-10Y LCH / DIR (EZVRNR667250) | 0.00 | 0.0006 | 0.0003 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0006 | 0.0006 | |||
| RFR USD SOFR/3.60000 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0.00 | 0.00 | 0.0006 | -0.0004 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0006 | 0.0006 | |||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0006 | 0.0006 | |||
| RFR USD SOFR/3.60500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0.00 | 0.00 | 0.0006 | -0.0004 | ||
| RFR USD SOFR/3.84000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.00 | 0.0006 | 0.0003 | |||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | |||
| RFR USD SOFR/3.61300 08/22/24-10Y LCH / DIR (EZZBSDRSGXS6) | 0.00 | 0.00 | 0.0005 | -0.0004 | ||
| 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 | |||
| RFR USD SOFR/3.75000 05/07/25-10Y LCH / DIR (EZ61ZS50J0P1) | 0.00 | 0.0005 | 0.0005 | |||
| BARCLAYS BANK PLC SNR SE ICE / DCR (EZB88Z42LS80) | 0.00 | -100.00 | 0.0004 | -0.0002 | ||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | |||
| ZCS BRL 13.32 05/08/25-01/02/29 CME / DIR (EZYLW2ZWVNG8) | 0.00 | 0.0004 | 0.0004 | |||
| RFR USD SOFR/3.64300 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0.00 | -100.00 | 0.0004 | -0.0006 | ||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | |||
| IRS EUR 2.51000 04/09/25-10Y LCH / DIR (EZTHL4ZCB733) | 0.00 | 0.0004 | 0.0004 | |||
| BOUGHT TRY SOLD USD 20251217 / 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 | |||
| BOUGHT THB SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | |||
| SOLD COP BOUGHT USD 20250917 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | |||
| RFR USD SOFR/3.67900 08/13/24-10Y LCH / DIR (EZCBVMK12M33) | 0.00 | -100.00 | 0.0003 | -0.0004 | ||
| BOUGHT IDR SOLD USD 20250716 / 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 | |||
| RFR USD SOFR/3.59400 01/09/24-10Y LCH / DIR (EZS0MLST8BG8) | 0.00 | -100.00 | 0.0002 | -0.0004 | ||
| BNP PARIBAS SNR SE ICE / DCR (EZ7F30D5N508) | 0.00 | 0.0002 | -0.0001 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| IRS EUR 2.39000 10/01/24-10Y LCH / DIR (EZHK1QM5FKM1) | 0.00 | -100.00 | 0.0002 | -0.0012 | ||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| SOLD HKD BOUGHT USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| 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 JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT THB SOLD USD 20250716 / 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 PEN SOLD USD 20250707 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT INR SOLD USD 20250820 / 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 | |||
| RFR USD SOFR/3.64750 01/08/24-10Y LCH / DIR (EZG7FCZ335H8) | 0.00 | 0.0000 | -0.0004 | |||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT SGD SOLD USD 20250702 / 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 20250804 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT MYR 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 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 | |||
| BOUGHT KRW SOLD USD 20250708 / 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 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT SGD SOLD USD 20250702 / 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 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 | |||
| BOUGHT PEN SOLD USD 20250917 / 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 | |||
| 317U7ICA1 PIMCO SWAPTION 6.05 PUT USD 20251030 / DIR (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| SOLD SEK BOUGHT USD 20250804 / DFE (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 CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| 31750QMA4 PIMCO CDSOPT PUT USD 1.0 20250716 / DCR (EZ967XY50V92) | -0.00 | -0.0000 | 0.0003 | |||
| 31750QN05 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) | -0.00 | -0.0000 | 0.0003 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| 31750QMB2 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (EZ967XY50V92) | -0.00 | -0.0000 | 0.0003 | |||
| 31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) | -0.00 | -0.0000 | 0.0003 | |||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| 31750QM06 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (EZ967XY50V92) | -0.00 | -0.0000 | 0.0003 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD ILS BOUGHT USD 20250702 / 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 20250728 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD KRW BOUGHT USD 20250714 / 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 20250702 / 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 | |||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD SGD BOUGHT USD 20250702 / 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 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 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD CNH BOUGHT USD 20250820 / 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 | |||
| RFR USD SOFR/3.68400 01/03/24-10Y LCH / DIR (EZDL1WQQ28Y4) | -0.00 | -0.0001 | -0.0004 | |||
| 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 THB BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD CLP BOUGHT USD 20250711 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD ILS BOUGHT USD 20250709 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD TWD BOUGHT USD 20250820 / 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 | -0.0007 | ||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| RFR USD SOFR/3.79500 08/06/24-10Y LCH / DIR (EZNY7TTVVKP4) | -0.00 | -0.0002 | -0.0003 | |||
| ZCS BRL 14.0087 05/12/25-01/04/27 CME / DIR (EZHTRBH6Z688) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| ZCS BRL 13.9255 05/08/25-01/04/27 CME / DIR (EZ6MPDHN98L0) | -0.00 | -0.0002 | -0.0002 | |||
| SOFTBANK GROUP CORP SNR JP SP GST / DCR (EZ1K1NTX2WN0) | -0.00 | -0.0002 | -0.0000 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -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 | |||
| IRS EUR 2.35000 04/29/25-5Y LCH / DIR (EZ74X71XY4J2) | -0.00 | -0.0003 | -0.0003 | |||
| IRS EUR 2.38000 12/31/24-10Y LCH / DIR (EZT9L1T84284) | -0.00 | -100.00 | -0.0003 | 0.0011 | ||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| SOLD TRY BOUGHT USD 20250701 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| SOLD PLN BOUGHT USD 20250710 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| IRS EUR 2.52000 03/27/25-10Y LCH / DIR (EZ84ZR69LPH2) | -0.00 | -100.00 | -0.0003 | 0.0003 | ||
| SOLD TRY BOUGHT USD 20251217 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| RFR GBP SONIO/3.93000 01/06/25-10Y LCH / DIR (EZTXWKTD4706) | -0.00 | -100.00 | -0.0004 | 0.0010 | ||
| 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 | |||
| RFR USD SOFR/3.89000 03/03/25-10Y LCH / DIR (EZ6496BPGLD0) | -0.00 | -0.0004 | -0.0001 | |||
| SOLD CZK BOUGHT USD 20250822 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | |||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | |||
| SOLD TRY BOUGHT USD 20250717 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | |||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | |||
| SOLD NZD BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | |||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | |||
| RFR USD SOFR/3.81000 01/02/24-10Y LCH / DIR (EZ29NPCQVYW2) | -0.00 | -0.0006 | -0.0003 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | |||
| IRS EUR 2.65000 01/08/24-10Y LCH / DIR (EZGRMVPMTWZ4) | -0.00 | -0.0006 | -0.0003 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | |||
| RFR USD SOFR/4.00000 02/26/25-10Y LCH / DIR (EZ02007F7Y72) | -0.00 | -0.0006 | -0.0001 | |||
| IRS EUR 2.46000 03/13/25-10Y LCH / DIR (EZYS5KMNTTM6) | -0.00 | 0.00 | -0.0006 | 0.0003 | ||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | |||
| IRS EUR 2.46000 04/01/25-10Y LCH / DIR (EZ53SKB9GFZ1) | -0.00 | 0.00 | -0.0006 | 0.0003 | ||
| RFR USD SOFR/3.84200 12/26/23-10Y LCH / DIR (EZXF72WB6QT0) | -0.00 | -0.0007 | -0.0003 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0007 | -0.0007 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.00 | -0.0007 | -0.0007 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0008 | -0.0008 | |||
| IRS EUR 2.42000 03/07/25-10Y LCH / DIR (EZL5KMTRTV12) | -0.00 | -50.00 | -0.0008 | 0.0004 | ||
| IRS EUR 2.58000 08/29/24-10Y LCH / DIR (EZK1YHHFDQG6) | -0.00 | 0.00 | -0.0008 | -0.0002 | ||
| RFR USD SOFR/3.89900 03/11/25-10Y LCH / DIR (EZXJC61P0SN9) | -0.00 | 0.00 | -0.0008 | -0.0002 | ||
| IRS EUR 2.59000 08/19/24-10Y LCH / DIR (EZ89K27HY2C4) | -0.00 | 0.00 | -0.0008 | -0.0002 | ||
| RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (EZ2V6Q3C4Q52) | -0.00 | 0.00 | -0.0008 | -0.0002 | ||
| RFR USD SOFR/3.90750 03/04/25-10Y LCH / DIR (EZP5RC766JJ0) | -0.00 | 0.00 | -0.0008 | -0.0002 | ||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0008 | -0.0008 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0009 | -0.0009 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0009 | -0.0009 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0009 | -0.0009 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0009 | -0.0009 | |||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0009 | -0.0009 | |||
| IRS CZK 3.76000 11/01/24-10Y CME / DIR (EZZDBNZ60DY7) | -0.00 | -0.0009 | -0.0010 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0010 | -0.0010 | |||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0010 | -0.0010 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0011 | -0.0011 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0011 | -0.0011 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0011 | -0.0011 | |||
| SOLD IDR BOUGHT USD 20250711 / DFE (000000000) | -0.00 | -0.0011 | -0.0011 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0011 | -0.0011 | |||
| SOLD TRY BOUGHT USD 20250724 / DFE (000000000) | -0.00 | -0.0012 | -0.0012 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0012 | -0.0012 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0012 | -0.0012 | |||
| RFR USD SOFR/4.06000 07/02/24-10Y LCH / DIR (EZ6F7BKB3SW9) | -0.00 | 100.00 | -0.0012 | -0.0002 | ||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0012 | -0.0012 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0012 | -0.0012 | |||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.00 | -0.0013 | -0.0013 | |||
| SOLD INR BOUGHT USD 20250709 / DFE (000000000) | -0.00 | -0.0013 | -0.0013 | |||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0.00 | -0.0013 | -0.0013 | |||
| SOLD PEN BOUGHT USD 20251105 / DFE (000000000) | -0.00 | -0.0014 | -0.0014 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.00 | -0.0014 | -0.0014 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0014 | -0.0014 | |||
| RFR USD SOFR/3.87400 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) | -0.00 | 100.00 | -0.0014 | -0.0005 | ||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0014 | -0.0014 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.00 | -0.0015 | -0.0015 | |||
| US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) | -0.00 | -0.0015 | -0.0015 | |||
| RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (EZH2QB9TLWH9) | -0.00 | 200.00 | -0.0015 | -0.0004 | ||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0016 | -0.0016 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0016 | -0.0016 | |||
| RFR USD SOFR/3.84200 03/04/25-5Y LCH / DIR (EZSYJ06JDLK1) | -0.00 | 200.00 | -0.0016 | -0.0007 | ||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0016 | -0.0016 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0016 | -0.0016 | |||
| SOLD TRY BOUGHT USD 20250708 / DFE (000000000) | -0.00 | -0.0017 | -0.0017 | |||
| SOLD TRY BOUGHT USD 20250708 / DFE (000000000) | -0.00 | -0.0017 | -0.0017 | |||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0017 | -0.0017 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0017 | -0.0017 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.00 | -0.0017 | -0.0017 | |||
| INF SWAP US IT 2.5025 03/25/25-5Y LCH / DIR (EZCD1478Q5K2) | -0.00 | -123.08 | -0.0017 | -0.0090 | ||
| IRS EUR 2.22000 01/08/25-10Y LCH / DIR (EZHH63XJ2WL4) | -0.00 | -25.00 | -0.0018 | 0.0004 | ||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0019 | -0.0019 | |||
| RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (EZKR9TWV5646) | -0.00 | 50.00 | -0.0019 | -0.0004 | ||
| SOLD CLP BOUGHT USD 20250723 / DFE (000000000) | -0.00 | -0.0019 | -0.0019 | |||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0022 | -0.0022 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0022 | -0.0022 | |||
| ZCS BRL 13.9271 05/08/25-01/04/27 CME / DIR (EZ6MPDHN98L0) | -0.00 | -0.0022 | -0.0022 | |||
| RFR USD SOFR/3.97500 03/21/25-10Y LCH / DIR (EZSTF4LLCQZ1) | -0.00 | 33.33 | -0.0022 | -0.0003 | ||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.00 | -0.0023 | -0.0023 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.00 | -0.0023 | -0.0023 | |||
| SOLD PEN BOUGHT USD 20251128 / DFE (000000000) | -0.00 | -0.0023 | -0.0023 | |||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0023 | -0.0023 | |||
| SOLD PLN BOUGHT USD 20250710 / DFE (000000000) | -0.01 | -0.0024 | -0.0024 | |||
| IRS EUR 2.91000 12/29/23-10Y LCH / DIR (EZ6S054Q5KZ9) | -0.01 | 150.00 | -0.0025 | -0.0010 | ||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.01 | -0.0025 | -0.0025 | |||
| SOLD PEN BOUGHT USD 20250910 / DFE (000000000) | -0.01 | -0.0026 | -0.0026 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.01 | -0.0026 | -0.0026 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0027 | -0.0027 | |||
| IRS EUR 2.99000 12/08/23-10Y LCH / DIR (EZVMLNBFB1H7) | -0.01 | 100.00 | -0.0028 | -0.0010 | ||
| SOLD PEN BOUGHT USD 20250717 / DFE (000000000) | -0.01 | -0.0030 | -0.0030 | |||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.01 | -0.0030 | -0.0030 | |||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.01 | -0.0030 | -0.0030 | |||
| IRS EUR 3.06300 12/06/23-10Y LCH / DIR (EZCXF38PCGV4) | -0.01 | 50.00 | -0.0032 | -0.0010 | ||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.01 | -0.0033 | -0.0033 | |||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0034 | -0.0034 | |||
| IRS EUR 3.12800 12/04/23-10Y LCH / DIR (EZ6Z02R5YJR8) | -0.01 | 75.00 | -0.0035 | -0.0010 | ||
| IRS EUR 3.14800 11/20/23-10Y LCH / DIR (EZ0D281GPH91) | -0.01 | 75.00 | -0.0036 | -0.0010 | ||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0036 | -0.0036 | |||
| SOLD PLN BOUGHT USD 20250710 / DFE (000000000) | -0.01 | -0.0036 | -0.0036 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.01 | -0.0037 | -0.0037 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0037 | -0.0037 | |||
| SOLD CZK BOUGHT USD 20250822 / DFE (000000000) | -0.01 | -0.0038 | -0.0038 | |||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0.01 | -0.0038 | -0.0038 | |||
| IRS EUR 3.30500 11/27/23-10Y LCH / DIR (EZRHKQRJ6LC5) | -0.01 | 60.00 | -0.0038 | -0.0008 | ||
| 31750R3X3 PIMCO FXVAN CALL USD TRY 54.00000000 / DFE (EZP38740M526) | -0.01 | -0.0039 | -0.0039 | |||
| INF SWAP US IT 2.52 03/27/25-5Y LCH / DIR (EZWDN00FCNN2) | -0.01 | -157.14 | -0.0040 | -0.0119 | ||
| IRS EUR 3.25000 11/06/23-10Y LCH / DIR (EZMRVVG7GGF9) | -0.01 | 60.00 | -0.0040 | -0.0010 | ||
| IRS CLP 5.02000 11/05/24-6Y* CME / DIR (000000000) | -0.01 | -0.0042 | -0.0042 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0043 | -0.0043 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0044 | -0.0044 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0044 | -0.0044 | |||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.01 | -0.0047 | -0.0047 | |||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0049 | -0.0049 | |||
| RFR USD SOFR/3.75000 06/20/24-5Y CME / DIR (EZN00HJGN4H7) | -0.01 | -350.00 | -0.0049 | -0.0071 | ||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.01 | -0.0051 | -0.0051 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.01 | -0.0053 | -0.0053 | |||
| SOLD AUD BOUGHT USD 20250805 / DFE (000000000) | -0.01 | -0.0055 | -0.0055 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.01 | -0.0057 | -0.0057 | |||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | -0.01 | -0.0058 | -0.0058 | |||
| 317U7ISA4 PIMCO SWAPTION 2.83 CALL USD 2025103 / DIR (000000000) | -0.01 | -0.0059 | -0.0059 | |||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0060 | -0.0060 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0060 | -0.0060 | |||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | -0.01 | -0.0060 | -0.0060 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0067 | -0.0067 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0068 | -0.0068 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0069 | -0.0069 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0071 | -0.0071 | |||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0072 | -0.0072 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0072 | -0.0072 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.02 | -0.0073 | -0.0073 | |||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0087 | -0.0087 | |||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0087 | -0.0087 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0092 | -0.0092 | |||
| OIS MXN TIIE1/9.00000 12/24/24-4Y* CME / DIR (EZM51TDSF7W6) | -0.02 | 42.86 | -0.0097 | -0.0019 | ||
| SOLD PEN BOUGHT USD 20250731 / DFE (000000000) | -0.02 | -0.0101 | -0.0101 | |||
| IRS PLN 4.93000 11/04/24-5Y* CME / DIR (000000000) | -0.02 | -0.0101 | -0.0101 | |||
| SOLD PEN BOUGHT USD 20250804 / DFE (000000000) | -0.02 | -0.0101 | -0.0101 | |||
| SOLD PEN BOUGHT USD 20251114 / DFE (000000000) | -0.02 | -0.0102 | -0.0102 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0105 | -0.0105 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0106 | -0.0106 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0110 | -0.0110 | |||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0113 | -0.0113 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.02 | -0.0113 | -0.0113 | |||
| RFR USD SOFR/3.75000 12/18/24-10Y CME / DIR (EZ7K2W20N534) | -0.02 | -196.00 | -0.0115 | -0.0255 | ||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0118 | -0.0118 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0119 | -0.0119 | |||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.03 | -0.0119 | -0.0119 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0119 | -0.0119 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0121 | -0.0121 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0122 | -0.0122 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0125 | -0.0125 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0137 | -0.0137 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0137 | -0.0137 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0140 | -0.0140 | |||
| 317U7IRA5 PIMCO SWAPTION 3.29 CALL USD 2025103 / DIR (000000000) | -0.03 | -0.0140 | -0.0140 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0141 | -0.0141 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0141 | -0.0141 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0144 | -0.0144 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0148 | -0.0148 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0148 | -0.0148 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0153 | -0.0153 | |||
| SOLD BRL BOUGHT USD 20260402 / DFE (000000000) | -0.03 | -0.0154 | -0.0154 | |||
| RFR USD SOFR/3.75000 06/20/24-10Y CME / DIR (EZ52H44WTW83) | -0.03 | -186.84 | -0.0158 | -0.0366 | ||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.03 | -0.0158 | -0.0158 | |||
| RFR USD SOFR/3.75000 12/18/24-7Y LCH / DIR (EZQ9TQ7T4F86) | -0.03 | 580.00 | -0.0161 | -0.0131 | ||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | -0.04 | -0.0169 | -0.0169 | |||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.05 | -0.0217 | -0.0217 | |||
| SOLD PEN BOUGHT USD 20250922 / DFE (000000000) | -0.05 | -0.0217 | -0.0217 | |||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | -0.05 | -0.0224 | -0.0224 | |||
| SOLD BRL BOUGHT USD 20250804 / DFE (000000000) | -0.05 | -0.0236 | -0.0236 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.05 | -0.0255 | -0.0255 | |||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | -0.06 | -0.0268 | -0.0268 | |||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0.06 | -0.0293 | -0.0293 | |||
| ABX.HE.AAA.06-2 SP BRC / DCR (000000000) | -0.07 | -0.0330 | -0.0330 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.08 | -0.0375 | -0.0375 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.08 | -0.0377 | -0.0377 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.08 | -0.0382 | -0.0382 | |||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.11 | -0.0521 | -0.0521 | |||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | -0.12 | -0.0553 | -0.0553 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.14 | -0.0642 | -0.0642 | |||
| IRS EUR 2.25000 09/17/25-10Y LCH / DIR (EZNLCZXFPVL3) | -0.20 | -4.23 | -0.0969 | 0.0195 | ||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) | -0.21 | -30.82 | -0.1000 | 0.0660 | ||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.35 | -0.1649 | -0.1649 | |||
| CDX IG44 5Y ICE / DCR (EZPF6RHH0ZV8) | -0.40 | 138.92 | -0.1894 | -0.0984 | ||
| US01F0326821 / Fannie Mae or Freddie Mac | -8.28 | -107.48 | -3.9252 | -11.3116 |
