Statistik Asas
Nilai Portfolio $ 307,189,735
Kedudukan Semasa 1,005
Pegangan Terkini, Prestasi, AUM (dari 13F, 13D)

PSKIX - PIMCO StocksPLUS International Fund (Unhedged) Institutional telah mendedahkan 1,005 jumlah pegangan dalam pemfailan SEC terkini mereka. Nilai portfolio terkini dikira sebagai $ 307,189,735 USD. Aset Sebenar Di Bawah Pengurusan (AUM) ialah nilai ini ditambah dengan tunai (yang tidak didedahkan). Pegangan teratas PSKIX - PIMCO StocksPLUS International Fund (Unhedged) Institutional ialah PIMCO PRV SHORT TERM FLT III MUTUAL FUND (US:US72201W1541) , Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , Uniform Mortgage-Backed Security, TBA (US:US01F0526800) , and UMBS TBA (US:US01F0406854) . Kedudukan baharu PSKIX - PIMCO StocksPLUS International Fund (Unhedged) Institutional termasuk PIMCO PRV SHORT TERM FLT III MUTUAL FUND (US:US72201W1541) , Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , Uniform Mortgage-Backed Security, TBA (US:US01F0526800) , and UMBS TBA (US:US01F0406854) .

Tambah Dana Ini
ke Papan Pemuka anda
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 %
20.17 11.4581 8.5123
12.00 6.8174 6.8174
12.00 6.8174 6.8174
12.00 6.8174 6.8174
11.94 6.7846 6.7846
17.87 10.1519 6.2039
4.94 2.8048 5.6357
9.21 5.2323 5.2323
24.25 13.7772 2.0607
4.02 2.2816 1.9538
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 %
-5.40 -3.0684 -3.1197
0.09 0.0523 -0.6470
1.63 0.9269 -0.5001
1.63 0.9269 -0.5001
1.63 0.9269 -0.5001
3.91 2.2206 -0.3250
3.69 2.0935 -0.3131
1.24 0.7038 -0.2044
1.84 1.0480 -0.2038
1.96 1.1146 -0.1983
13F dan Pemfailan Dana

Borang ini telah difailkan pada 2025-08-29 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
(%)
US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND 24.25 35.40 13.7772 2.0607
US01F0626899 / Uniform Mortgage-Backed Security, TBA 20.17 296.54 11.4581 8.5123
US01F0606834 / Uniform Mortgage-Backed Security, TBA 17.87 162.16 10.1519 6.2039
CITIGROUP REPO REPO 5807 / RA (000000000) 12.00 6.8174 6.8174
CITIGROUP REPO REPO 5807 / RA (000000000) 12.00 6.8174 6.8174
CITIGROUP REPO REPO 5807 / RA (000000000) 12.00 6.8174 6.8174
TREASURY BILL 07/25 0.00000 / DBT (US912797NX17) 11.94 6.7846 6.7846
NDDUEAFE TRS EQUITY FEDL01+31.5 *BULLET* / DE (000000000) 9.21 5.2323 5.2323
US01F0526800 / Uniform Mortgage-Backed Security, TBA 5.89 42.30 3.3489 0.9499
US01F0406854 / UMBS TBA 4.94 -135.01 2.8048 5.6357
US01F0506844 / UMBS TBA 4.80 83.94 2.7267 1.2155
US01F0426811 / UMBS TBA 4.02 610.62 2.2816 1.9538
US23242EAL39 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 13 MV1 3.91 0.44 2.2206 -0.3250
TSY INFL IX N/B 07/34 1.875 / DBT (US91282CLE92) 3.69 0.19 2.0935 -0.3131
US01F0306781 / UMBS TBA 3.20 1.8192 1.8192
FNMA POOL BZ4146 FN 06/32 FIXED 5.14 / ABS-MBS (US3140NYTC52) 3.18 1.8082 1.8082
US21H0406734 / Ginnie Mae 3.18 1.8068 1.8068
US715638BY77 / REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 2.80 6.78 1.5925 -0.1249
BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F 2.45 1.3940 1.3940
FNMA POOL FA1296 FN 08/51 FIXED VAR / ABS-MBS (US3140W1NN98) 2.32 1.3166 1.3166
FNMA POOL FA1296 FN 08/51 FIXED VAR / ABS-MBS (US3140W1NN98) 2.32 1.3166 1.3166
FNMA POOL FA1296 FN 08/51 FIXED VAR / ABS-MBS (US3140W1NN98) 2.32 1.3166 1.3166
US21H0506806 / GNMA 2.31 1.3109 1.3109
RFRF USD SF+26.161/1.2* 9/16/23-28Y* CME / DIR (EZ31ZKH6CSJ5) 2.24 3.51 1.2734 -0.1430
RFRF USD SF+26.161/1.2* 9/16/23-28Y* CME / DIR (EZ31ZKH6CSJ5) 2.24 3.51 1.2734 -0.1430
RFRF USD SF+26.161/1.2* 9/16/23-28Y* CME / DIR (EZ31ZKH6CSJ5) 2.24 3.51 1.2734 -0.1430
TSY INFL IX N/B 04/29 2.125 / DBT (US91282CKL45) 2.13 0.76 1.2103 -0.1733
US78485KAE55 / STWD 2022-FL3 Ltd 1.99 -0.05 1.1299 -0.1715
US TREASURY N/B 05/44 4.625 / DBT (US912810UB25) 1.96 -2.29 1.1146 -0.1983
FNMA POOL FS2937 FN 04/43 FIXED VAR / ABS-MBS (US3140XJHP17) 1.92 1.0890 1.0890
US912810TS78 / United States Treasury Note/Bond 1.88 -2.14 1.0660 -0.1884
US55027YAD04 / LUMINENT MORTGAGE TRUST LUM 2006 6 A1 1.84 -3.61 1.0480 -0.2038
FNMA POOL BM7581 FN 09/31 VARIABLE / ABS-MBS (US3140JCM768) 1.73 0.81 0.9842 -0.1398
RFR USD SOFR/1.75000 06/15/22-10Y CME / DIR (EZQ6DKJXZ1C9) 1.63 -25.22 0.9269 -0.5001
RFR USD SOFR/1.75000 06/15/22-10Y CME / DIR (EZQ6DKJXZ1C9) 1.63 -25.22 0.9269 -0.5001
RFR USD SOFR/1.75000 06/15/22-10Y CME / DIR (EZQ6DKJXZ1C9) 1.63 -25.22 0.9269 -0.5001
US92926SAE63 / WaMu Asset-Backed Certificates WaMu Series 1.45 -0.34 0.8216 -0.1281
US912810TT51 / United States Treasury Note/Bond 1.43 -3.05 0.8122 -0.1526
US00217VAC46 / AREIT CRE TRUST AREIT 2022 CRE7 AS 144A 1.30 -0.15 0.7393 -0.1132
US55284JAC36 / MF1 2022-FL8 Ltd 1.30 -0.61 0.7372 -0.1167
US00217VAA89 / AREIT 2022-CRE7 LLC 1.24 -10.81 0.7038 -0.2044
FED HM LN PC POOL SD7399 FR 12/54 FIXED 4.5 / ABS-MBS (US3132DVGG41) 1.04 -0.67 0.5937 -0.0941
US05377RFV15 / AESOP_22-5A 1.01 -0.40 0.5727 -0.0894
US87229WAS08 / TCI SYMPHONY CLO TSYMP 2016 1A BR2 144A 1.01 0.50 0.5716 -0.0835
US02660LAA89 / American Home Mortgage Assets Trust 0.95 -3.55 0.5411 -0.1051
XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV 0.93 0.5265 0.5265
01626P148 / Alimentation Couche-Tard Inc 0.92 0.5221 0.5221
C1CI34 / Crown Castle Inc. - Depositary Receipt (Common Stock) 0.92 0.5211 0.5211
USP78024AG45 / Peruvian Government International Bond 0.91 7.58 0.5162 -0.0362
FNMA POOL BM7579 FN 10/29 VARIABLE / ABS-MBS (US3140JCM503) 0.90 1.01 0.5134 -0.0719
FNMA POOL BM7579 FN 10/29 VARIABLE / ABS-MBS (US3140JCM503) 0.90 1.01 0.5134 -0.0719
FNMA POOL BM7579 FN 10/29 VARIABLE / ABS-MBS (US3140JCM503) 0.90 1.01 0.5134 -0.0719
BACARDI MARTINI B V / DBT (US05634EU340) 0.89 0.5054 0.5054
US61753EAC49 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A2C 0.87 0.23 0.4918 -0.0733
HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (US40412BVN09) 0.86 0.4907 0.4907
VOLKSWAGEN GROUP OF AM / DBT (US92866BU298) 0.86 0.4885 0.4885
VOLKSWAGEN GROUP OF AM / DBT (US92866BU298) 0.86 0.4885 0.4885
VOLKSWAGEN GROUP OF AM / DBT (US92866BU298) 0.86 0.4885 0.4885
RTX / RTX Corporation - Depositary Receipt (Common Stock) 0.86 0.4876 0.4876
RTX / RTX Corporation - Depositary Receipt (Common Stock) 0.86 0.4876 0.4876
RTX / RTX Corporation - Depositary Receipt (Common Stock) 0.86 0.4876 0.4876
CDX ITRAXX XOV42 5Y 35-100% SP JPM / DCR (EZ2BLZ4YH9B3) 0.85 0.4855 0.4855
ENBRIDGE (US) INC / DBT (US29251UUB24) 0.85 0.4822 0.4822
ENBRIDGE (US) INC / DBT (US29251UUB24) 0.85 0.4822 0.4822
ENBRIDGE (US) INC / DBT (US29251UUB24) 0.85 0.4822 0.4822
CVS / CVS Health Corporation - Depositary Receipt (Common Stock) 0.85 0.4820 0.4820
CVS / CVS Health Corporation - Depositary Receipt (Common Stock) 0.85 0.4820 0.4820
CVS / CVS Health Corporation - Depositary Receipt (Common Stock) 0.85 0.4820 0.4820
US17330VAA44 / CMLTI_22-A 0.85 -2.20 0.4811 -0.0853
FNMA POOL BS9867 FN 11/30 FIXED 5.3 / ABS-MBS (US3140LL6D83) 0.84 0.72 0.4750 -0.0684
4020 / Saudi Real Estate Company 0.84 1.58 0.4744 -0.0639
4020 / Saudi Real Estate Company 0.84 1.58 0.4744 -0.0639
4020 / Saudi Real Estate Company 0.84 1.58 0.4744 -0.0639
BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F 0.83 8.59 0.4740 -0.0287
ALBACORE EURO CLO ALBAC 1A AR 144A / ABS-CBDO (XS2368816109) 0.82 8.86 0.4676 -0.0274
US525931AB72 / Lendbuzz Securitization Trust 2023-3 0.81 0.4621 0.4621
HERTZ VEHICLE FINANCING LLC HERTZ 2024 1A A 144A / ABS-O (US42806MCK36) 0.81 0.25 0.4620 -0.0688
US48251JAN37 / KKR FINANCIAL CLO LTD KKR 18 BR 144A 0.80 0.12 0.4559 -0.0683
GUGGENHEIM CLO LTD GUGG 2022 2A A1R 144A / ABS-CBDO (US40172PAL67) 0.80 -0.25 0.4537 -0.0696
US07386HXZ99 / BEAR STEARNS ALT A TRUST BALTA 2005 9 21A1 0.80 -0.75 0.4526 -0.0722
FCT / Fincantieri S.p.A. 0.79 9.85 0.4502 -0.0216
XS2373706519 / Carlyle Euro CLO 2019-2 DAC 0.79 8.37 0.4490 -0.0279
US3622M8AE61 / GSAMP TRUST GSAMP 2006 HE8 A2D 0.78 0.65 0.4409 -0.0638
XS2683120211 / Avon Finance No.4 PLC 0.77 0.91 0.4397 -0.0619
US81879MAV19 / SG MORTGAGE SECURITIES TRUST SGMS 2006 FRE1 A2B 0.76 0.26 0.4340 -0.0642
US1266735Z13 / COUNTRYWIDE ASSET BACKED CERTI CWL 2005 8 M6 0.76 0.13 0.4335 -0.0648
FNMA POOL CB9627 FN 12/54 FIXED 4.5 / ABS-MBS (US3140QVVV30) 0.75 -1.31 0.4287 -0.0712
US16165AAD63 / CHASEFLEX TRUST CFLX 2007 3 2A1 0.74 -0.40 0.4201 -0.0655
US68389FKR46 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 1 M1 0.73 -4.33 0.4144 -0.0846
ARCANO EURO CLO ARCAN 2A B / ABS-CBDO (XS3109623846) 0.71 0.4015 0.4015
ARCANO EURO CLO ARCAN 2A B / ABS-CBDO (XS3109623846) 0.71 0.4015 0.4015
ARCANO EURO CLO ARCAN 2A B / ABS-CBDO (XS3109623846) 0.71 0.4015 0.4015
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2025 1A A1 144A / ABS-CBDO (XS3065225669) 0.71 0.4015 0.4015
FREDDIE MAC FHR 5473 FA / ABS-MBS (US3137HHFU01) 0.70 -3.96 0.4003 -0.0798
5831 / Shizuoka Financial Group,Inc. 0.70 0.3987 0.3987
5831 / Shizuoka Financial Group,Inc. 0.70 0.3987 0.3987
5831 / Shizuoka Financial Group,Inc. 0.70 0.3987 0.3987
EXETER AUTOMOBILE RECEIVABLES EART 2024 5A B / ABS-O (US30165BAE39) 0.70 0.14 0.3974 -0.0596
EXETER AUTOMOBILE RECEIVABLES EART 2024 5A B / ABS-O (US30165BAE39) 0.70 0.14 0.3974 -0.0596
EXETER AUTOMOBILE RECEIVABLES EART 2024 5A B / ABS-O (US30165BAE39) 0.70 0.14 0.3974 -0.0596
US02148DAA81 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 HY3 1A1 0.69 -1.30 0.3897 -0.0645
ZAG000125980 / Republic of South Africa Government Bond 0.68 8.24 0.3885 -0.0246
US040104TG69 / Argent Securities Trust 2006-W4 0.66 -0.75 0.3751 -0.0602
FREDDIE MAC FHR 5513 MF / ABS-MBS (US3137HKEX87) 0.66 -5.18 0.3746 -0.0803
US004421QH97 / ACE SECURITIES CORP. ACE 2005 SD2 M4 0.65 0.47 0.3684 -0.0541
US21H0426799 / Ginnie Mae 0.64 0.3644 0.3644
US17309TAC27 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 NC2 A2B 0.63 -0.47 0.3575 -0.0559
FNMA POOL BZ2582 FN 12/29 FIXED 4.3 / ABS-MBS (US3140NW2Q77) 0.61 1.00 0.3440 -0.0481
US42806MBS70 / Hertz Vehicle Financing III LLC 0.60 -0.17 0.3427 -0.0524
US36361UAQ31 / GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A B1R 144A 0.60 0.00 0.3416 -0.0519
EXETER AUTOMOBILE RECEIVABLES EART 2024 5A C / ABS-O (US30165BAF04) 0.60 0.17 0.3414 -0.0509
EXETER AUTOMOBILE RECEIVABLES EART 2024 5A C / ABS-O (US30165BAF04) 0.60 0.17 0.3414 -0.0509
EXETER AUTOMOBILE RECEIVABLES EART 2024 5A C / ABS-O (US30165BAF04) 0.60 0.17 0.3414 -0.0509
OXYD / Occidental Petroleum Corporation - Depositary Receipt (Common Stock) 0.59 0.51 0.3347 -0.0490
PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 2A B 144A / ABS-CBDO (XS3070649523) 0.59 0.3346 0.3346
INVESCO EURO CLO INVSC 3A AR / ABS-CBDO (XS2867986593) 0.59 8.70 0.3340 -0.0193
O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) 0.58 0.86 0.3319 -0.0472
O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) 0.58 0.86 0.3319 -0.0472
O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) 0.58 0.86 0.3319 -0.0472
US61753KAA43 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A1 0.58 0.17 0.3303 -0.0496
US02151RAC79 / Alternative Loan Trust 2007-OH2 0.58 0.00 0.3281 -0.0499
POLAND GOVERNMENT BOND BONDS 07/29 4.75 / DBT (PL0000116760) 0.55 9.49 0.3150 -0.0161
TRINITY SQUARE TRINI 2021 1A AR 144A / ABS-MBS (XS2783078087) 0.55 0.73 0.3149 -0.0454
US62956BAA70 / NYMT Loan Trust 2022-SP1 0.54 -1.99 0.3089 -0.0538
CORDATUS CLO PLC CORDA 24A A 144A / ABS-CBDO (XS2511416906) 0.53 4.58 0.2986 -0.0299
BNSB34 / The Bank of Nova Scotia - Depositary Receipt (Common Stock) 0.52 1.17 0.2951 -0.0411
US59024LAD38 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 HE2 A2C 0.52 -0.76 0.2950 -0.0473
US93363TAD46 / WaMu Mortgage Pass-Through Certificates Series 2006-AR11 Trust 0.51 -2.10 0.2917 -0.0516
AXP / American Express Company - Depositary Receipt (Common Stock) 0.51 1.40 0.2877 -0.0394
JACKSON NATL LIFE GLOBAL JACKSON NATL LIFE GLOBAL / DBT (US46849LUZ20) 0.50 0.00 0.2865 -0.0437
CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 B 144A / ABS-O (US14688XAD93) 0.50 0.40 0.2863 -0.0420
CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 B 144A / ABS-O (US14688XAD93) 0.50 0.40 0.2863 -0.0420
CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 B 144A / ABS-O (US14688XAD93) 0.50 0.40 0.2863 -0.0420
PAGAYA AI DEBT SELECTION TRUST PAID 2025 1 B 144A / ABS-O (US69544NAC11) 0.50 -0.20 0.2857 -0.0434
US694308KK29 / Pacific Gas and Electric Co 0.50 -3.65 0.2852 -0.0555
PAGAYA AI DEBT SELECTION TRUST PAID 2025 2 B 144A / ABS-O (US69545GAC50) 0.50 0.20 0.2847 -0.0425
PAGAYA AI DEBT SELECTION TRUST PAID 2025 4 A2 144A / ABS-O (US69547DAB29) 0.50 0.2847 0.2847
PAGAYA AI DEBT SELECTION TRUST PAID 2025 4 A2 144A / ABS-O (US69547DAB29) 0.50 0.2847 0.2847
PAGAYA AI DEBT SELECTION TRUST PAID 2025 4 A2 144A / ABS-O (US69547DAB29) 0.50 0.2847 0.2847
AIMCO AIMCO 2015 AA AR3 144A / ABS-CBDO (US00900LAY02) 0.50 0.00 0.2845 -0.0427
JAMESTOWN CLO LTD JTWN 2022 18A AR 144A / ABS-CBDO (US47047RAN61) 0.50 0.00 0.2845 -0.0427
MADISON PARK FUNDING LTD MDPK 2021 39A AR 144A / ABS-CBDO (US55821LAJ35) 0.50 0.00 0.2845 -0.0429
US87241EAQ89 / TCW CLO 2019-1 AMR Ltd 0.50 0.20 0.2845 -0.0423
37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A / ABS-CBDO (US88430TAQ40) 0.50 0.20 0.2843 -0.0427
SYMPHONY CLO LTD SYMP 2020 22A A1AR 144A / ABS-CBDO (US87167GCH11) 0.50 0.00 0.2843 -0.0433
SYMPHONY CLO LTD SYMP 2020 22A A1AR 144A / ABS-CBDO (US87167GCH11) 0.50 0.00 0.2843 -0.0433
SYMPHONY CLO LTD SYMP 2020 22A A1AR 144A / ABS-CBDO (US87167GCH11) 0.50 0.00 0.2843 -0.0433
ARES STRATEGIC INCOME FU SR UNSECURED 144A 09/28 5.45 / DBT (US04020EAL11) 0.50 0.2843 0.2843
US59022QAD43 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE5 A2C 0.49 -1.40 0.2800 -0.0468
US61747YEC57 / Morgan Stanley 0.49 1.04 0.2756 -0.0389
US45668GAD43 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR14 1A3A 0.48 -4.77 0.2724 -0.0567
US68389FGK49 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 1 M1 0.48 -5.57 0.2704 -0.0588
US693984AA42 / PRKCM Trust, Series 2023-AFC3, Class A1 0.47 -6.15 0.2692 -0.0608
US74923HAK77 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS4 3A1 0.47 -3.48 0.2684 -0.0520
FHLMC MULTIFAMILY STRUCTURED P FHMS Q034 APT2 / ABS-MBS (US3137HLY301) 0.47 0.2665 0.2665
MX0SGO0000M6 / Mexican Udibonos 0.44 11.87 0.2521 -0.0070
NDDUEAFE TRS EQUITY FEDL01+30 ULO / DE (000000000) 0.44 0.2516 0.2516
US3136A5JJ66 / FANNIE MAE FNR 2012 31 NL 0.43 0.23 0.2471 -0.0366
US12667FWU55 / ALTERNATIVE LOAN TRUST 2004-27CB CWALT 2004-27CB A1 0.42 -3.94 0.2362 -0.0464
US05377RHL15 / Avis Budget Rental Car Funding AESOP LLC 0.41 0.24 0.2337 -0.0349
XS2303818954 / TAURUS CMBS TAURS 2021 UK1A A 144A 0.41 6.53 0.2319 -0.0192
RFR USD SOFR/3.50000 12/18/24-30Y CME / DIR (EZ4089K4KC85) 0.41 42.11 0.2301 0.0437
SCE.PRK / SCE Trust V - Preferred Security 0.40 0.50 0.2296 -0.0338
US902613AP31 / UBS Group AG 0.40 0.50 0.2287 -0.0332
US925650AB99 / VICI Properties LP 0.40 0.50 0.2286 -0.0333
US3137ASAN41 / FREDDIE MAC FHR 4077 EP 0.40 0.75 0.2283 -0.0327
US48252KAC36 / KKR FINANCIAL CLO LTD KKR 21 B 144A 0.40 0.25 0.2281 -0.0342
US89289EBA10 / TRALEE CDO LTD TRAL 2019 6A AJR 144A 0.40 0.00 0.2275 -0.0346
US46625HRY89 / JPMorgan Chase & Co. 0.40 0.51 0.2254 -0.0329
XS2305369709 / CORDATUS CLO PLC CORDA 7A ARR 144A 0.40 -8.14 0.2248 -0.0571
US3128MMWV14 / Freddie Mac Gold Pool 0.39 -5.08 0.2228 -0.0474
US89173UAA51 / Towd Point Mortgage Trust 2017-4 0.39 -10.16 0.2212 -0.0626
US04012MAM10 / ARGENT SECURITIES INC. ARSI 2006 M1 A1 0.39 -1.02 0.2202 -0.0360
US63942AAA43 / Navient Private Education Loan Trust 2020-I 0.39 -5.17 0.2193 -0.0469
US05592XAD21 / BMW Vehicle Owner Trust, Series 2023-A, Class A3 0.38 -20.42 0.2150 -0.0958
US66988XAD66 / NovaStar Mortgage Funding Trust, Series 2006-4, Class A2D 0.38 -3.84 0.2137 -0.0424
US83612NAC92 / Soundview Home Loan Trust 2007-WMC1 0.37 -0.53 0.2121 -0.0337
FED HM LN PC POOL RJ0136 FR 12/53 FIXED 4.5 / ABS-MBS (US3142GQEJ75) 0.35 -0.29 0.1978 -0.0309
US06738ECE32 / Barclays PLC 0.34 1.80 0.1935 -0.0256
PEP01000C5I0 / BONOS DE TESORERIA 0.34 6.96 0.1925 -0.0144
US92540BAA70 / CORP CMO 0.33 -8.49 0.1900 -0.0492
PAGAYA AI DEBT SELECTION TRUST PAID 2024 8 A 144A / ABS-O (US69544QAA85) 0.33 -16.12 0.1895 -0.0707
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US40430FAA03 / HSI ASSET SECURITIZATION CORPO HASC 2007 HE1 1A1 0.32 -0.62 0.1811 -0.0288
RFR USD SOFR/2.75000 06/21/23-30Y CME / DIR (EZM2L9TGLT92) 0.31 0.96 0.1787 -0.0253
PAGAYA AI DEBT SELECTION TRUST PAID 2024 2 C 144A / ABS-O (US694961AC78) 0.31 -15.26 0.1768 -0.0638
SAGB / Republic of South Africa Government Bond 0.31 6.51 0.1767 -0.0148
US36267FAE88 / GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A3 144A 0.30 -0.66 0.1721 -0.0269
US71429MAC91 / Perrigo Finance Unlimited Co 0.30 3.15 0.1677 -0.0200
US040104EN75 / ARGENT SECURITIES INC. ARSI 2003 W10 M1 0.29 -1.01 0.1665 -0.0273
US06051GJS93 / Bank of America Corp 0.29 0.69 0.1657 -0.0235
US83612TAD46 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 2A3 0.29 -0.68 0.1651 -0.0264
US033295AA45 / Anchorage Credit Funding 14 Ltd., Series 2021-14A, Class A 0.28 -0.36 0.1588 -0.0246
FNMA POOL CB9448 FN 11/54 FIXED 4.5 / ABS-MBS (US3140QVQA57) 0.28 -1.07 0.1581 -0.0259
FNMA POOL CB9448 FN 11/54 FIXED 4.5 / ABS-MBS (US3140QVQA57) 0.28 -1.07 0.1581 -0.0259
FNMA POOL CB9448 FN 11/54 FIXED 4.5 / ABS-MBS (US3140QVQA57) 0.28 -1.07 0.1581 -0.0259
US12668KAA16 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 5 1A 0.27 -1.81 0.1541 -0.0267
US715638BE14 / Peruvian Government International Bond 0.27 -15.62 0.1536 -0.0558
US3133KQPE07 / Freddie Mac Pool 0.27 0.00 0.1529 -0.0237
US288547AA09 / ELLINGTON LOAN ACQUISITION TRUST 2007-2 SER 2007-2 CL A1 V/R REGD 144A P/P 2.75800000 0.26 -2.22 0.1501 -0.0266
US74143FAA75 / PRET_21-RN2 0.25 -8.36 0.1434 -0.0367
RFR USD SOFR/3.00000 06/21/23-10Y CME / DIR (EZVCRM3XZB08) 0.25 -38.02 0.1427 -0.1222
RFR USD SOFR/3.00000 06/21/23-10Y CME / DIR (EZVCRM3XZB08) 0.25 -38.02 0.1427 -0.1222
RFR USD SOFR/3.00000 06/21/23-10Y CME / DIR (EZVCRM3XZB08) 0.25 -38.02 0.1427 -0.1222
US68402BAA44 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 3 1A1 0.25 -1.61 0.1396 -0.0235
ZAG000077470 / Republic of South Africa Government Bond 0.24 7.49 0.1388 -0.0102
US76089RAA23 / Research-Driven Pagaya Motor Asset Trust 2023-3 0.24 -16.96 0.1338 -0.0514
NDDUEAFE TRS EQUITY FEDL01+33 CBK / DE (000000000) 0.23 0.1327 0.1327
US93362FAD50 / WaMu Mortgage Pass-Through Certificates Series 2006-AR8 Trust 0.23 -7.20 0.1320 -0.0316
US68403HAA05 / Option One Mortgage Loan Trust, Series 2007-5, Class 1A1 0.23 -1.73 0.1293 -0.0223
IRS EUR 2.25000 09/17/25-30Y LCH / DIR (EZV4L1QCFM97) 0.23 51.01 0.1280 0.0299
US25151UAA51 / Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-AR2 0.22 -0.90 0.1256 -0.0207
BA / The Boeing Company - Depositary Receipt (Common Stock) 0.22 1.40 0.1235 -0.0167
US00441XAA28 / ACE SECURITIES CORP. ACE 2006 NC2 A1 0.22 -2.26 0.1228 -0.0223
US07274EAL74 / BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.5% 11-21-33 0.21 1.90 0.1219 -0.0156
CDX ITRAXX XOV42 5Y 35-100% SP BPS / DCR (EZ2BLZ4YH9B3) 0.21 0.1214 0.1214
CDX ITRAXX XOV42 5Y 35-100% SP BPS / DCR (EZ2BLZ4YH9B3) 0.21 0.1214 0.1214
US86358BAT98 / STRUCTURED ASSET SECURITIES CO SASC 2007 WF1 A6 0.21 -5.91 0.1180 -0.0263
NMR / Nomura Holdings, Inc. - Depositary Receipt (Common Stock) 0.21 0.49 0.1176 -0.0167
S1MF34 / Sumitomo Mitsui Financial Group, Inc. - Depositary Receipt (Common Stock) 0.21 0.49 0.1174 -0.0169
MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock) 0.21 0.49 0.1170 -0.0170
MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock) 0.21 0.49 0.1170 -0.0170
MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock) 0.21 0.49 0.1170 -0.0170
CITIBANK NA CITIBANK NA / DBT (US17325FBK30) 0.20 0.99 0.1160 -0.0162
CITIBANK NA CITIBANK NA / DBT (US17325FBK30) 0.20 0.99 0.1160 -0.0162
CITIBANK NA CITIBANK NA / DBT (US17325FBK30) 0.20 0.99 0.1160 -0.0162
US06738EBY05 / Barclays PLC 0.20 0.49 0.1159 -0.0169
US404280DZ92 / HSBC HOLDINGS PLC REGD V/R 5.88700000 0.20 -0.49 0.1153 -0.0177
FCT / Fincantieri S.p.A. 0.20 0.1151 0.1151
FCT / Fincantieri S.p.A. 0.20 0.1151 0.1151
FCT / Fincantieri S.p.A. 0.20 0.1151 0.1151
US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 0.20 0.50 0.1146 -0.0169
US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 0.20 1.01 0.1139 -0.0157
MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock) 0.20 0.1136 0.1136
T MOBILE USA INC T MOBILE USA INC / DBT (US87264ADL61) 0.20 1.02 0.1129 -0.0156
T MOBILE USA INC T MOBILE USA INC / DBT (US87264ADL61) 0.20 1.02 0.1129 -0.0156
T MOBILE USA INC T MOBILE USA INC / DBT (US87264ADL61) 0.20 1.02 0.1129 -0.0156
US68403FAA49 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 4 1A1 0.19 -2.02 0.1107 -0.0190
US345397YT41 / Ford Motor Credit Co. LLC 0.19 1.58 0.1097 -0.0151
TRT061124T11 / Turkey Government Bond 0.19 -2.06 0.1080 -0.0192
MX0SGO0000K0 / Mexican Udibonos 0.18 11.39 0.1004 -0.0031
US07387QAA85 / BEAR STEARNS ALT A TRUST BALTA 2006 8 1A1 0.18 -1.12 0.1003 -0.0168
TRT061124T11 / Turkey Government Bond 0.18 -2.22 0.1000 -0.0184
TRT061124T11 / Turkey Government Bond 0.18 -2.22 0.1000 -0.0184
TRT061124T11 / Turkey Government Bond 0.18 -2.22 0.1000 -0.0184
US02150GAN88 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 11T1 A12 0.17 0.00 0.0950 -0.0146
MX0MGO0001F1 / Mexican Bonos 0.16 -56.96 0.0937 -0.1561
US073870AA51 / BEAR STEARNS ALT A TRUST BALTA 2007 2 1A1 0.16 -0.62 0.0908 -0.0140
US74923GAC78 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA1 A3 0.16 -1.87 0.0896 -0.0154
R2037 / South Africa - Sovereign or Government Agency Debt 0.16 8.28 0.0894 -0.0056
US76089EAA10 / RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 1A A 144A 0.15 -12.50 0.0840 -0.0261
NDDUEAFE TRS EQUITY SOFR+29 MYI / DE (000000000) 0.15 0.0838 0.0838
US31418CS476 / Fannie Mae Pool 0.14 -1.40 0.0802 -0.0138
CZECH / Czech Republic Government Bond 0.14 10.57 0.0773 -0.0037
R2032 / South Africa - Corporate Bond/Note 0.13 7.20 0.0766 -0.0054
IRS AUD 4.50000 09/20/23-10Y LCH / DIR (EZGXS4F4YYN6) 0.13 101.59 0.0726 0.0308
IRS AUD 4.50000 09/20/23-10Y LCH / DIR (EZGXS4F4YYN6) 0.13 101.59 0.0726 0.0308
IRS AUD 4.50000 09/20/23-10Y LCH / DIR (EZGXS4F4YYN6) 0.13 101.59 0.0726 0.0308
US61748HTG64 / MORGAN STANLEY MORTGAGE LOAN T MSM 2005 11AR A1 0.13 -1.56 0.0718 -0.0122
US96041AAC09 / WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-4 SER 2023-4A CL A2 REGD 144A P/P 6.23000000 0.12 -62.04 0.0700 -0.1425
US31418CYL26 / Federal National Mortgage Association 0.12 -2.40 0.0697 -0.0124
US81377AAE29 / SECURITIZED ASSET BACKED RECEI SABR 2006 HE2 A2D 0.11 -0.88 0.0645 -0.0102
US05533JBE29 / BCAP LLC TRUST BCAP 2010 RR11 5A3 144A 0.11 -4.27 0.0637 -0.0134
US76088LAA61 / RPM_21-2A 0.11 -13.71 0.0611 -0.0202
CDX ITRAXX XOV42 5Y 35-100% SP BOA / DCR (EZ2BLZ4YH9B3) 0.11 0.0607 0.0607
CRB SECURITIZATION TRUST CRB 2023 1 A 144A / ABS-O (US12670DAA37) 0.10 -46.32 0.0581 -0.0665
E1IX34 / Edison International - Depositary Receipt (Common Stock) 0.10 0.00 0.0577 -0.0086
JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) 0.10 0.00 0.0574 -0.0086
SCE.PRK / SCE Trust V - Preferred Security 0.10 0.00 0.0572 -0.0085
EXTRA SPACE STORAGE LP COMPANY GUAR 06/35 5.4 / DBT (US30225VAU17) 0.10 1.01 0.0571 -0.0079
CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A3 144A / ABS-O (US17331QAD88) 0.10 0.00 0.0571 -0.0088
CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A3 144A / ABS-O (US17331QAD88) 0.10 0.00 0.0571 -0.0088
CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A3 144A / ABS-O (US17331QAD88) 0.10 0.00 0.0571 -0.0088
MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) 0.10 1.01 0.0569 -0.0080
MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) 0.10 1.01 0.0569 -0.0080
MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) 0.10 1.01 0.0569 -0.0080
PROLOGIS LP SR UNSECURED 01/35 5 / DBT (US74340XCN93) 0.10 1.01 0.0568 -0.0081
PCG.PRD / Pacific Gas and Electric Company - Preferred Stock 0.10 -1.00 0.0563 -0.0091
HOST HOTELS + RESORTS LP SR UNSECURED 04/35 5.5 / DBT (US44107TBC99) 0.10 1.02 0.0563 -0.0079
HOST HOTELS + RESORTS LP SR UNSECURED 04/35 5.5 / DBT (US44107TBC99) 0.10 1.02 0.0563 -0.0079
HOST HOTELS + RESORTS LP SR UNSECURED 04/35 5.5 / DBT (US44107TBC99) 0.10 1.02 0.0563 -0.0079
MX0SGO0000F0 / Mexican Udibonos 0.10 11.49 0.0555 -0.0019
US87264ABF12 / CORP. NOTE 0.10 2.11 0.0552 -0.0075
FNMA POOL CB9634 FN 12/54 FIXED 4.5 / ABS-MBS (US3140QVV434) 0.09 -1.05 0.0539 -0.0085
FNMA POOL CB9634 FN 12/54 FIXED 4.5 / ABS-MBS (US3140QVV434) 0.09 -1.05 0.0539 -0.0085
FNMA POOL CB9634 FN 12/54 FIXED 4.5 / ABS-MBS (US3140QVV434) 0.09 -1.05 0.0539 -0.0085
US86362TAA51 / Structured Adjustable Rate Mortgage Loan Trust Series 2007-1 0.09 -3.09 0.0537 -0.0101
PCG.PRD / Pacific Gas and Electric Company - Preferred Stock 0.09 -4.12 0.0531 -0.0110
PCG.PRD / Pacific Gas and Electric Company - Preferred Stock 0.09 -4.12 0.0531 -0.0110
PCG.PRD / Pacific Gas and Electric Company - Preferred Stock 0.09 -4.12 0.0531 -0.0110
US3138EGSJ46 / FNMA 5.50% #AL0520 6/41 0.09 -2.13 0.0526 -0.0093
BRSTNCLTN7Z6 / BRAZIL LTN BRL 0.0% 07-01-25 0.09 -91.48 0.0523 -0.6470
US46630GAH83 / JP MORGAN MORTGAGE TRUST 2007-A1 0.09 -9.37 0.0497 -0.0137
US694308JQ18 / PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/40 4.5 0.08 -2.35 0.0474 -0.0082
US90931GAA76 / United Airlines 2020-1 Class A Pass Through Trust 0.08 -5.81 0.0461 -0.0107
US3128M6YJ19 / Freddie Mac Gold Pool 0.08 -2.50 0.0445 -0.0082
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0.08 0.0434 0.0434
US83612PAA84 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 1 1A1 0.08 -3.85 0.0430 -0.0086
PROLOGIS LP SR UNSECURED 02/33 4.2 / DBT (CA74340XCP48) 0.07 5.80 0.0420 -0.0037
RFR USD SOFR/1.75000 06/15/22-30Y CME / DIR (EZ2TNCR649W7) 0.07 -2.67 0.0418 -0.0074
RFR USD SOFR/3.70000 02/20/24-25Y LCH / DIR (EZRM7DK4X894) 0.07 55.32 0.0418 0.0107
RFR USD SOFR/3.70000 02/20/24-25Y LCH / DIR (EZRM7DK4X894) 0.07 55.32 0.0418 0.0107
RFR USD SOFR/3.70000 02/20/24-25Y LCH / DIR (EZRM7DK4X894) 0.07 55.32 0.0418 0.0107
US07388HAP47 / Bear Stearns Asset-Backed Securities I Trust, Series 2006-HE7, Class 2A2 0.07 -4.00 0.0412 -0.0079
US3138EHPD85 / FNMA 30YR 0.07 -1.47 0.0384 -0.0066
US75971EAF34 / RENAISSANCE HOME EQUITY LOAN T RAMC 2006 3 AF3 0.07 -2.94 0.0380 -0.0066
317U7IQA6 PIMCO SWAPTION 3.75 CALL USD 2025103 / DIR (000000000) 0.07 0.0375 0.0375
NDDUEAFE TRS EQUITY SOFR+19 ULO / DE (000000000) 0.07 0.0373 0.0373
NDDUEAFE TRS EQUITY SOFR+26.5 ULO / DE (000000000) 0.07 0.0370 0.0370
NDDUEAFE TRS EQUITY SOFR+26.5 ULO / DE (000000000) 0.07 0.0370 0.0370
NDDUEAFE TRS EQUITY SOFR+26.5 ULO / DE (000000000) 0.07 0.0370 0.0370
US76088TAA97 / RPM 22-3 A 144A 5.38% 11-25-30 0.06 -43.64 0.0354 -0.0371
US3622X7AE69 / GSR Mortgage Loan Trust, Series 2006-9F, Class 3A1 0.06 -1.64 0.0346 -0.0057
US16678RDU86 / CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 3A A2 144A 0.06 -1.69 0.0331 -0.0059
US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) 0.06 0.0329 0.0329
US751152AB50 / RALI 2006 QA7 2A1 0.05 -3.64 0.0305 -0.0059
US126670KJ66 / COUNTRYWIDE ASSET BACKED CERTI CWL 2005 AB4 1A 0.05 -3.64 0.0303 -0.0062
US45661LAC28 / INDX 2006 AR27 1A3 0.05 -3.64 0.0303 -0.0062
US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) 0.05 0.0302 0.0302
IRS AUD 4.50000 06/18/25-10Y LCH / DIR (EZ3K0DGVSD24) 0.05 0.0297 0.0297
IRS AUD 4.50000 06/18/25-10Y LCH / DIR (EZ3K0DGVSD24) 0.05 0.0297 0.0297
IRS AUD 4.50000 06/18/25-10Y LCH / DIR (EZ3K0DGVSD24) 0.05 0.0297 0.0297
US3140GQ6E16 / FNMA POOL BH2668 FN 09/47 FIXED 3.5 0.05 0.00 0.0273 -0.0043
US32056JAE47 / FIRST HORIZON MORTGAGE PASS TH FHASI 2007 AR3 2A2 0.05 -6.00 0.0269 -0.0060
US31418CUA07 / Fannie Mae Pool 0.04 -2.22 0.0254 -0.0043
US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) 0.04 0.0251 0.0251
US91680YAY77 / UPSTART STRUCTURED PASS THROUG USPTT 2022 2A A 144A 0.04 -18.87 0.0249 -0.0102
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0.04 0.0239 0.0239
FNMA POOL AJ7522 FN 01/27 FIXED 3 / ABS-MBS (US3138E0LC13) 0.04 -18.00 0.0234 -0.0098
FNMA POOL AJ7522 FN 01/27 FIXED 3 / ABS-MBS (US3138E0LC13) 0.04 -18.00 0.0234 -0.0098
FNMA POOL AJ7522 FN 01/27 FIXED 3 / ABS-MBS (US3138E0LC13) 0.04 -18.00 0.0234 -0.0098
US36184NBT72 / GNMA POOL AM2750 GN 04/45 FIXED 3.5 0.04 -26.42 0.0226 -0.0126
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0.04 0.0207 0.0207
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0.04 0.0207 0.0207
US126680AA57 / Alternative Loan Trust 2007-OA7 0.04 0.00 0.0206 -0.0032
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0.04 0.0199 0.0199
US933637AE07 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR18 2A3 0.03 -5.71 0.0189 -0.0043
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 0.03 0.0184 0.0184
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 0.03 0.0184 0.0184
US924933AA27 / Veros Auto Receivables Trust, Series 2023-1, Class A 0.03 -66.30 0.0179 -0.0424
CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A2A 144A / ABS-O (US17331QAB23) 0.03 -57.53 0.0177 -0.0301
US36183BCF31 / GNMA POOL AJ5470 GN 09/44 FIXED 3.5 0.03 0.00 0.0177 -0.0030
US3138EKSM86 / Fannie Mae Pool 0.03 -3.33 0.0169 -0.0029
US3140H4B452 / Federal National Mortgage Association, Inc. 0.03 -6.45 0.0169 -0.0034
US31418CV272 / FANNIE MAE 3.50% 04/01/2048 FNL FNCL 0.03 -3.33 0.0168 -0.0029
US31410FVW21 / Fnma Pl 888129 5.537 Due 02/01/37 Bond 0.03 -3.33 0.0166 -0.0031
US715638CE05 / REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94 0.03 0.0166 0.0166
RFR USD SOFR/4.0535* 09/02/25-27Y* LCH / DIR (EZRQXB0T6JR0) 0.03 0.0163 0.0163
US3140Q9HE67 / FNMA POOL CA2028 FN 04/48 FIXED 3.5 0.03 0.00 0.0163 -0.0025
US3137ADX446 / FREDDIE MAC FHR 3898 AF 0.03 -3.57 0.0154 -0.0033
US3138ELCT86 / Fannie Mae Pool 0.03 -3.70 0.0152 -0.0029
US36186SMU95 / GNMA POOL AN8471 GN 06/45 FIXED 3.5 0.03 0.00 0.0150 -0.0025
US31418CWS96 / Fannie Mae Pool 0.03 0.00 0.0150 -0.0026
RFR USD SOFR/4.04638 09/02/25-27Y* LCH / DIR (EZRQXB0T6JR0) 0.03 0.0148 0.0148
US3140H1FD75 / FNMA POOL BJ0163 FN 12/47 FIXED 3.5 0.03 0.00 0.0144 -0.0023
BOUGHT TWD SOLD USD 20250709 / DFE (000000000) 0.02 0.0141 0.0141
US31418CXM18 / Fannie Mae Pool 0.02 -4.17 0.0134 -0.0023
US36169EAB65 / GECU Auto Receivables Trust 2023-1 0.02 -79.65 0.0134 -0.0607
US3140H5MJ76 / FNMA POOL BJ3960 FN 01/48 FIXED 3.5 0.02 0.00 0.0132 -0.0021
US38375BC592 / GOVERNMENT NATIONAL MORTGAGE A GNR 2012 H31 FT 0.02 -18.52 0.0131 -0.0046
US3140HBJZ29 / FNMA POOL BJ9279 FN 02/48 FIXED 3.5 0.02 -8.33 0.0127 -0.0031
US92977YBR18 / WACHOVIA MORTGAGE LOAN TRUST, WMLT 2005 B 4A1 0.02 0.00 0.0127 -0.0022
US3140H5NN79 / FNMA POOL BJ3996 FN 02/48 FIXED 3.5 0.02 0.00 0.0123 -0.0019
US31418CZG22 / Federal National Mortgage Association 0.02 0.00 0.0122 -0.0021
US36184KHZ30 / GNMA POOL AM0248 GN 03/45 FIXED 3.5 0.02 0.00 0.0117 -0.0020
US34706CAA71 / FORT CRE 2022-FL3 ISSUER LLC SER 2022-FL3 CL A V/R REGD 144A P/P 1.90000000 0.02 -93.81 0.0111 -0.1900
RFR USD SOFR/3.84199 12/02/24-4Y* LCH / DIR (EZSGM4VHBMV4) 0.02 100.00 0.0108 0.0046
US3140H5LT67 / FNMA POOL BJ3937 FN 01/48 FIXED 3.5 0.02 -5.26 0.0108 -0.0017
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0.02 0.0105 0.0105
US31415P6P80 / FNMA POOL 985678 FN 10/36 FIXED 5.5 0.02 0.00 0.0098 -0.0019
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0.02 0.0097 0.0097
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0.02 0.0097 0.0097
US31412NEZ50 / FNMA POOL 929952 FN 08/36 FIXED 5.5 0.02 -5.88 0.0093 -0.0020
US17306SAA15 / Citigroup Mortgage Loan Trust, Series 2006-AR3, Class 1A1A 0.02 0.00 0.0093 -0.0015
RFR USD SOFR/3.50000 12/20/23-10Y CME / DIR (EZ4G8FZQ8LF2) 0.01 -36.36 0.0084 -0.0064
US31413DRT62 / FNMA POOL 942498 FN 08/37 FIXED 6 0.01 0.00 0.0080 -0.0014
US36295GWA65 / GNMA POOL 670341 GN 08/37 FIXED 6 0.01 -7.14 0.0079 -0.0013
US36178CLZ40 / GNMA POOL AA4844 GN 06/42 FIXED 3.5 0.01 -18.75 0.0079 -0.0026
US3138EKW351 / Fannie Mae Pool 0.01 -7.14 0.0078 -0.0014
US3138EGE266 / FNMA POOL AL0152 FN 06/40 FIXED VAR 0.01 0.00 0.0076 -0.0014
US88339FAA12 / Theorem Funding Trust 2022-2 0.01 -68.29 0.0076 -0.0198
ZCS BRL 13.3537 05/12/25-01/02/29 CME / DIR (EZSPJ72GL6V3) 0.01 0.0076 0.0076
BOUGHT JPY SOLD USD 20250804 / DFE (000000000) 0.01 0.0074 0.0074
BOUGHT JPY SOLD USD 20250804 / DFE (000000000) 0.01 0.0074 0.0074
US31402DP797 / Fannie Mae Pool 0.01 -7.69 0.0073 -0.0014
US3140H5N645 / FNMA POOL BJ4012 FN 02/48 FIXED 3.5 0.01 0.00 0.0073 -0.0012
INF SWAP US IT 2.4525 07/20/22-30Y LCH / DIR (000000000) 0.01 0.0069 0.0069
INF SWAP US IT 2.4525 07/20/22-30Y LCH / DIR (000000000) 0.01 0.0069 0.0069
INF SWAP US IT 2.4525 07/20/22-30Y LCH / DIR (000000000) 0.01 0.0069 0.0069
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0.01 0.0069 0.0069
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 0.01 0.0066 0.0066
US36296UNU06 / Ginnie Mae I Pool 0.01 -8.33 0.0066 -0.0016
BOUGHT GBP SOLD USD 20250702 / DFE (000000000) 0.01 0.0066 0.0066
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.01 0.0065 0.0065
US31412QXQ71 / FNMA POOL 932287 FN 12/39 FIXED 5.5 0.01 0.00 0.0063 -0.0010
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.01 0.0063 0.0063
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.01 0.0063 0.0063
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0.01 0.0060 0.0060
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0.01 0.0060 0.0060
US92925CDA71 / WaMu Mortgage Pass-Through Certificates Series 2006-AR3 Trust 0.01 0.00 0.0060 -0.0011
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0.01 0.0059 0.0059
US59020UH324 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A7 2A1 0.01 0.00 0.0058 -0.0010
BOUGHT BRL SOLD USD 20250903 / DFE (000000000) 0.01 0.0057 0.0057
BOUGHT BRL SOLD USD 20250903 / DFE (000000000) 0.01 0.0057 0.0057
BOUGHT BRL SOLD USD 20250903 / DFE (000000000) 0.01 0.0057 0.0057
US3140H5M324 / FNMA POOL BJ3977 FN 01/48 FIXED 3.5 0.01 0.00 0.0057 -0.0009
US3620A2UY01 / GNMA POOL 717099 GN 05/39 FIXED 5 0.01 -10.00 0.0056 -0.0010
US31419AVJ32 / Fannie Mae Pool 0.01 0.00 0.0056 -0.0010
BOUGHT AUD SOLD USD 20250702 / DFE (000000000) 0.01 0.0054 0.0054
BOUGHT AUD SOLD USD 20250702 / DFE (000000000) 0.01 0.0054 0.0054
US31413TVD17 / FNMA POOL 955212 FN 12/37 FIXED 5.5 0.01 0.00 0.0053 -0.0009
BOUGHT BRL SOLD USD 20250804 / DFE (000000000) 0.01 0.0053 0.0053
EZ897ZSH5V50 / HOCHTIEF AG SNR SE SP JPM 0.01 -27.27 0.0049 -0.0028
US31406PG783 / FNMA POOL 815722 FN 04/35 FIXED 5.5 0.01 0.00 0.0046 -0.0008
US31412N6Z49 / FNMA POOL 930688 FN 03/39 FIXED 5.5 0.01 0.00 0.0046 -0.0007
ZCS BRL 13.2914 05/08/25-01/02/29 CME / DIR (EZYLW2ZWVNG8) 0.01 0.0045 0.0045
US31419JSV16 / Fannie Mae Pool Fn Ae7731 Bond 0.01 -12.50 0.0045 -0.0008
US126673W657 / COUNTRYWIDE ASSET BACKED CERTI CWL 2005 6 M5 0.01 -80.56 0.0044 -0.0195
BOUGHT CHF SOLD USD 20250702 / DFE (000000000) 0.01 0.0044 0.0044
US3138ARNJ91 / Fannie Mae Pool 0.01 -12.50 0.0043 -0.0010
US36185BRF57 / GNMA POOL AM8586 GN 06/45 FIXED 3.5 0.01 0.00 0.0042 -0.0007
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.01 0.0041 0.0041
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 0.01 0.0040 0.0040
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0.01 0.0040 0.0040
US36184BZF74 / Ginnie Mae I Pool 0.01 0.00 0.0039 -0.0006
BOUGHT BRL SOLD USD 20250903 / DFE (000000000) 0.01 0.0038 0.0038
BOUGHT BRL SOLD USD 20250903 / DFE (000000000) 0.01 0.0038 0.0038
BOUGHT BRL SOLD USD 20250903 / DFE (000000000) 0.01 0.0038 0.0038
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0.01 0.0038 0.0038
BOUGHT PEN SOLD USD 20251031 / DFE (000000000) 0.01 0.0037 0.0037
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0.01 0.0036 0.0036
US31396XNT71 / FANNIE MAE FNR 2007 96 AF 0.01 0.00 0.0035 -0.0007
US23245PAA93 / ALTERNATIVE LOAN TRUST 2006-OA22 0.01 -16.67 0.0034 -0.0006
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0.01 0.0034 0.0034
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0.01 0.0034 0.0034
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0.01 0.0034 0.0034
US31397KC909 / Freddie Mac REMICS 0.01 -16.67 0.0033 -0.0006
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0.01 0.0031 0.0031
EZW8XKN63668 / GENERAL ELECTRIC COMPANY SNR S* ICE 0.01 -16.67 0.0030 -0.0011
US36184BZJ96 / GNMA POOL AL5245 GN 03/45 FIXED 3.5 0.01 0.00 0.0029 -0.0005
US36180DSZ14 / Ginnie Mae I Pool 0.01 0.00 0.0029 -0.0005
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0.00 0.0028 0.0028
BOUGHT JPY SOLD USD 20250804 / DFE (000000000) 0.00 0.0028 0.0028
BOUGHT MXN SOLD USD 20250917 / DFE (000000000) 0.00 0.0027 0.0027
BOUGHT MXN SOLD USD 20250917 / DFE (000000000) 0.00 0.0027 0.0027
BOUGHT MXN SOLD USD 20250917 / DFE (000000000) 0.00 0.0027 0.0027
US929227XB72 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2002-AR17 SER 2002-AR17 CL 1A V/R REGD 3.52644500 0.00 0.00 0.0026 -0.0005
US31418TWY99 / FNMA POOL AD6062 FN 07/40 FIXED 5.5 0.00 0.00 0.0026 -0.0005
US36241KZ350 / Ginnie Mae I Pool 0.00 0.00 0.0025 -0.0004
VOLKSWAGEN INTERNATIONAL FINA SNR SE ICE / DCR (EZ7728G77FY7) 0.00 0.0025 0.0025
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.00 0.0024 0.0024
GOLDMAN SACHS GROUP INC SNR S* ICE / DCR (EZC75LZ075F3) 0.00 0.0023 0.0023
GOLDMAN SACHS GROUP INC SNR S* ICE / DCR (EZC75LZ075F3) 0.00 0.0023 0.0023
GOLDMAN SACHS GROUP INC SNR S* ICE / DCR (EZC75LZ075F3) 0.00 0.0023 0.0023
BOUGHT TRY SOLD USD 20250729 / DFE (000000000) 0.00 0.0023 0.0023
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.00 0.0023 0.0023
RFR GBP SONIO/4.32000 10/20/23-10Y LCH / DIR (EZ49Z4HPK8R0) 0.00 200.00 0.0022 0.0012
RFR GBP SONIO/4.32000 10/20/23-10Y LCH / DIR (EZ49Z4HPK8R0) 0.00 200.00 0.0022 0.0012
RFR GBP SONIO/4.32000 10/20/23-10Y LCH / DIR (EZ49Z4HPK8R0) 0.00 200.00 0.0022 0.0012
RFR USD SOFR/3.93300 01/06/25-10Y LCH / DIR (EZK6LHB5L486) 0.00 50.00 0.0022 0.0005
US761118HU52 / RALI SERIES 2005-QO2 TRUST RALI 2005-QO2 A1 0.00 0.00 0.0022 -0.0004
US31297MW954 / FED HM LN PC POOL A32472 FG 04/35 FIXED 5.5 0.00 -25.00 0.0022 -0.0004
US12668BDE02 / Alternative Loan Trust, Series 2005-76, Class 2A1 0.00 0.00 0.0021 -0.0004
US31397KE319 / FHLMC, Series 3360, Class FC 0.00 0.00 0.0019 -0.0004
RFR USD SOFR/4.10000 01/21/25-10Y LCH / DIR (EZ7J947QTC64) 0.00 50.00 0.0019 0.0001
RFR USD SOFR/4.09000 01/22/25-10Y LCH / DIR (EZFR659WJHH9) 0.00 50.00 0.0019 0.0001
RFR USD SOFR/4.09000 01/22/25-10Y LCH / DIR (EZFR659WJHH9) 0.00 50.00 0.0019 0.0001
RFR USD SOFR/4.09000 01/22/25-10Y LCH / DIR (EZFR659WJHH9) 0.00 50.00 0.0019 0.0001
US07387QAX88 / Bear Stearns ALT-A Trust, Series 2006-8, Class 3A1 0.00 0.00 0.0019 -0.0004
US31397KL827 / Freddie Mac REMICS 0.00 0.00 0.0019 -0.0004
US31418P3W39 / FNMA POOL AD2612 FN 11/36 FIXED 5.5 0.00 0.00 0.0018 -0.0003
US31394FHD06 / FNMA, Series 2005-79, Class NF 0.00 0.00 0.0018 -0.0004
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0.00 0.0018 0.0018
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0.00 0.0018 0.0018
BOUGHT CAD SOLD USD 20250702 / DFE (000000000) 0.00 0.0018 0.0018
BOUGHT CAD SOLD USD 20250702 / DFE (000000000) 0.00 0.0018 0.0018
RFR USD SOFR/4.07100 01/15/25-10Y LCH / DIR (EZZWCBP8MVY9) 0.00 200.00 0.0018 0.0005
US36177MGP14 / GNMA POOL 792905 GN 01/42 FIXED 3.5 0.00 0.00 0.0017 -0.0004
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0.00 0.0017 0.0017
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0.00 0.0017 0.0017
US3138ABYE34 / Fannie Mae Pool 0.00 -33.33 0.0017 -0.0003
BOUGHT CHF SOLD USD 20250702 / DFE (000000000) 0.00 0.0017 0.0017
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0.00 0.0016 0.0016
US36178NB656 / Government National Mortgage Association 0.00 0.00 0.0016 -0.0003
US31410FVY86 / Fannie Mae Pool 0.00 0.00 0.0016 -0.0003
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.00 0.0016 0.0016
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.00 0.0016 0.0016
RFR USD SOFR/4.01300 01/15/25-10Y LCH / DIR (EZZWCBP8MVY9) 0.00 100.00 0.0015 0.0002
US3138EK2L88 / FNMA POOL AL3478 FN 05/41 FIXED VAR 0.00 0.00 0.0015 -0.0003
US31416J5B39 / FNMA POOL AA1741 FN 01/39 FIXED 5.5 0.00 0.00 0.0015 -0.0002
US46628KAT79 / JP Morgan Mortgage Trust, Series 2006-A3, Class 6A1 0.00 0.00 0.0015 -0.0002
RFR USD SOFR/3.86000 11/14/24-10Y LCH / DIR (EZCMSCQLNL34) 0.00 100.00 0.0014 0.0006
TRT061124T11 / Turkey Government Bond 0.00 0.00 0.0014 -0.0003
BOUGHT PLN SOLD USD 20250718 / DFE (000000000) 0.00 0.0014 0.0014
US31407YXM64 / FNMA POOL 844984 FN 05/35 FIXED 5.5 0.00 0.00 0.0014 -0.0003
EZRG1QWTVHG4 / BRITISH TELECOMMUNICATIONS PL SNR SE ICE 0.00 0.00 0.0014 -0.0000
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0.00 0.0014 0.0014
US83162CSN47 / United States Small Business Administration 0.00 -33.33 0.0014 -0.0007
BOUGHT CHF SOLD USD 20250702 / DFE (000000000) 0.00 0.0013 0.0013
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.00 0.0013 0.0013
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.00 0.0012 0.0012
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.00 0.0012 0.0012
US31412XES99 / Fannie Mae Pool 0.00 0.00 0.0012 -0.0004
BOUGHT PLN SOLD USD 20250718 / DFE (000000000) 0.00 0.0012 0.0012
BOUGHT PLN SOLD USD 20250718 / DFE (000000000) 0.00 0.0012 0.0012
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0.00 0.0012 0.0012
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
US3622MAAB76 / GSAMP Trust 2007-FM1 0.00 0.00 0.0011 -0.0002
BOUGHT KRW SOLD USD 20250710 / DFE (000000000) 0.00 0.0011 0.0011
BOUGHT KRW SOLD USD 20250710 / DFE (000000000) 0.00 0.0011 0.0011
BOUGHT KRW SOLD USD 20250710 / DFE (000000000) 0.00 0.0011 0.0011
US31402QV573 / FNMA POOL 735136 FN 01/35 FIXED VAR 0.00 -50.00 0.0010 -0.0004
US31415MM284 / Fannie Mae Pool 0.00 0.00 0.0010 -0.0002
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0.00 0.0010 0.0010
RFR USD SOFR/3.89600 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) 0.00 0.0009 0.0006
BOUGHT JPY SOLD USD 20250804 / DFE (000000000) 0.00 0.0009 0.0009
US31394FAF27 / FANNIE MAE FNR 2005 75 AF 0.00 0.00 0.0009 -0.0002
RFR USD SOFR/3.89000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) 0.00 0.0009 0.0006
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0.00 0.0009 0.0009
US31416AVY36 / Fannie Mae Pool 0.00 0.00 0.0009 -0.0002
US31409BBV80 / FNMA POOL 865952 FN 03/36 FIXED 5.5 0.00 0.00 0.0009 -0.0001
RFR USD SOFR/3.88000 01/13/25-10Y LCH / DIR (EZB2C5X6RDC5) 0.00 0.0009 0.0003
RFR USD SOFR/3.98235 12/02/24-2Y* LCH / DIR (EZ1P2MZR4KH2) 0.00 -66.67 0.0008 -0.0011
US31371PCJ75 / Fannie Mae Pool 0.00 0.00 0.0008 -0.0002
OIS MXN TIIE1/7.76000 04/09/25-4Y* CME / DIR (EZ8RRKWFNPF8) 0.00 0.0008 0.0008
US55275TAB44 / Mastr Asset Backed Securities Trust 2007-WMC1 0.00 0.00 0.0008 -0.0001
US31412V5F13 / FNMA POOL 936546 FN 07/37 FIXED 6 0.00 0.00 0.0008 -0.0001
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.00 0.0008 0.0008
US31411JF432 / FNMA POOL 909287 FN 01/37 FIXED 5.5 0.00 0.00 0.0008 -0.0001
US31409AJ429 / FNMA POOL 865283 FN 02/36 FIXED 5.5 0.00 0.00 0.0008 -0.0001
US362341RT83 / GSR MORTGAGE LOAN TRUST GSR 2005 AR6 1A1 0.00 0.00 0.0008 -0.0005
IRS EUR 2.45000 05/05/25-10Y LCH / DIR (EZCDFQCSBVM0) 0.00 0.0008 0.0008
BOUGHT EUR SOLD USD 20250804 / DFE (000000000) 0.00 0.0008 0.0008
BOUGHT EUR SOLD USD 20250804 / DFE (000000000) 0.00 0.0008 0.0008
BOUGHT EUR SOLD USD 20250804 / DFE (000000000) 0.00 0.0008 0.0008
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0.00 0.0008 0.0008
RFR USD SOFR/3.86600 11/14/24-10Y LCH / DIR (EZCMSCQLNL34) 0.00 0.00 0.0008 -0.0001
US31410GF992 / Fannie Mae Pool 0.00 0.00 0.0007 -0.0001
RFR USD SOFR/3.85000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) 0.00 0.0007 0.0004
RFR USD SOFR/3.85500 11/19/24-10Y LCH / DIR (EZVRNR667250) 0.00 0.0007 0.0007
US12669F6Z19 / CWMBS, Inc. 0.00 0.00 0.0007 -0.0001
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0.00 0.0007 0.0007
US83612TAB89 / Soundview Home Loan Trust, Series 2007-OPT1, Class 2A1 0.00 0.00 0.0007 -0.0001
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0.00 0.0007 0.0007
RFR USD SOFR/3.84000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) 0.00 0.0007 0.0003
RFR USD SOFR/3.84000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) 0.00 0.0007 0.0003
US31415P3Z99 / Fannie Mae Pool 0.00 0.00 0.0006 -0.0001
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.00 0.0006 0.0006
US86363DAH44 / Structured Asset Mortgage Investments II Trust 2007-AR2 0.00 0.00 0.0006 -0.0002
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 0.00 0.0006 0.0006
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.00 0.0006 0.0006
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0.00 0.0006 0.0006
US31416Q6N05 / Fannie Mae Pool 0.00 0.0006 -0.0001
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
BARCLAYS BANK PLC SNR SE ICE / DCR (EZB88Z42LS80) 0.00 -100.00 0.0005 -0.0002
BOUGHT NZD SOLD USD 20250702 / DFE (000000000) 0.00 0.0005 0.0005
BOUGHT NZD SOLD USD 20250702 / DFE (000000000) 0.00 0.0005 0.0005
BOUGHT NZD SOLD USD 20250702 / DFE (000000000) 0.00 0.0005 0.0005
US31396WLX29 / Fannie Mae REMICS 0.00 0.0005 -0.0001
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0.00 0.0005 0.0005
US31397KZG92 / FREDDIE MAC FHR 3376 FD 0.00 0.0005 -0.0001
US36184EA275 / GNMA POOL AL7225 GN 05/45 FIXED 3.5 0.00 0.0005 -0.0001
US31407HKP00 / Fannie Mae Pool 0.00 0.0005 -0.0001
BOUGHT IDR SOLD USD 20250716 / 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
IRS EUR 2.51000 04/09/25-10Y LCH / DIR (EZTHL4ZCB733) 0.00 0.0004 0.0004
IRS EUR 2.51000 04/09/25-10Y LCH / DIR (EZTHL4ZCB733) 0.00 0.0004 0.0004
BOUGHT KRW SOLD USD 20250716 / DFE (000000000) 0.00 0.0004 0.0004
BOUGHT KRW SOLD USD 20250716 / DFE (000000000) 0.00 0.0004 0.0004
US31416CBU99 / FNMA POOL 995651 FN 11/37 FIXED VAR 0.00 0.0004 -0.0001
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0.00 0.0004 0.0004
BOUGHT TRY SOLD USD 20251217 / DFE (000000000) 0.00 0.0004 0.0004
US65535VLL08 / NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AP2 A5 0.00 0.0004 -0.0001
RFR USD SOFR/3.79250 11/19/24-10Y LCH / DIR (EZVRNR667250) 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
US31402RCR84 / FNMA POOL 735480 FN 04/35 FIXED VAR 0.00 0.0004 -0.0001
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0.00 0.0004 0.0004
US36177TAG22 / GNMA POOL 798106 GN 03/42 FIXED 3.5 0.00 0.0003 -0.0001
US36241KUL06 / Government National Mortgage Association 0.00 0.0003 -0.0001
US31410FCT03 / Federal National Mortgage Association, Inc. 0.00 0.0003 -0.0001
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0.00 0.0003 0.0003
BOUGHT TRY SOLD USD 20250724 / DFE (000000000) 0.00 0.0003 0.0003
US362636AT94 / GSR Mortgage Loan Trust 0.00 0.0003 -0.0001
IRS EUR 2.53000 04/23/25-10Y LCH / DIR (EZP376MT1B98) 0.00 0.0003 0.0003
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.00 0.0003 0.0003
US83162CSE48 / United States Small Business Administration 0.00 0.0003 -0.0001
US31410E3F31 / Fannie Mae Pool 0.00 0.0003 -0.0000
RFR USD SOFR/3.75000 05/07/25-10Y LCH / DIR (EZ61ZS50J0P1) 0.00 0.0003 0.0003
IRS EUR 2.39000 10/01/24-10Y LCH / DIR (EZHK1QM5FKM1) 0.00 -100.00 0.0003 -0.0015
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0.00 0.0002 0.0002
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0.00 0.0002 0.0002
US83162CRL99 / United States Small Business Administration 0.00 0.0002 -0.0001
US31410KNN09 / Fannie Mae Pool 0.00 0.0002 -0.0000
US31396WTU08 / Fannie Mae REMICS 0.00 0.0002 -0.0000
US31415YFZ79 / FNMA POOL 993084 FN 12/38 FIXED 5.5 0.00 0.0002 -0.0001
BANK OF AMERICA CORPORATION SNR S* ICE / DCR (EZHYVHXCW214) 0.00 0.0002 -0.0001
BANK OF AMERICA CORPORATION SNR S* ICE / DCR (EZHYVHXCW214) 0.00 -100.00 0.0002 -0.0001
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.00 0.0002 0.0002
US31408GY922 / FNMA POOL 851336 FN 02/36 FIXED 5.5 0.00 0.0002 -0.0000
SOLD JPY BOUGHT 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 PEN SOLD USD 20250825 / DFE (000000000) 0.00 0.0002 0.0002
BOUGHT PEN SOLD USD 20250825 / DFE (000000000) 0.00 0.0002 0.0002
BOUGHT PEN SOLD USD 20250825 / DFE (000000000) 0.00 0.0002 0.0002
US3128LDVR21 / FED HM LN PC POOL A79624 FG 07/38 FIXED 5.5 0.00 0.0002 -0.0000
US31419ARE90 / Fannie Mae Pool 0.00 0.0002 -0.0000
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0.00 0.0002 0.0002
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0.00 0.0002 0.0002
US31419A3K17 / Fannie Mae Pool 0.00 0.0002 -0.0000
BOUGHT PEN SOLD USD 20250917 / DFE (000000000) 0.00 0.0002 0.0002
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0.00 0.0001 0.0001
BOUGHT ILS SOLD USD 20250702 / DFE (000000000) 0.00 0.0001 0.0001
IRS EUR 2.61000 03/24/25-10Y LCH / DIR (EZPS73SKDR02) 0.00 0.0001 0.0004
IRS EUR 2.61000 03/24/25-10Y LCH / DIR (EZPS73SKDR02) 0.00 0.0001 0.0004
IRS EUR 2.61000 03/24/25-10Y LCH / DIR (EZPS73SKDR02) 0.00 0.0001 0.0004
US12669GHG91 / COUNTRYWIDE HOME LOANS CWHL 2004 HYB9 1A1 0.00 0.0001 -0.0000
US31403DDX49 / Fannie Mae Pool 0.00 0.0001 -0.0000
US362341XG98 / GSR Mortgage Loan Trust 2005-AR7 0.00 0.0001 -0.0000
BOUGHT CNH SOLD USD 20250820 / 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
SOLD INR BOUGHT USD 20250820 / DFE (000000000) 0.00 0.0001 0.0001
SOLD INR BOUGHT USD 20250820 / 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 20250707 / DFE (000000000) 0.00 0.0001 0.0001
US31412MNZ76 / FNMA POOL 929308 FN 04/38 FIXED 5.5 0.00 0.0001 -0.0000
BOUGHT TRY SOLD USD 20250701 / DFE (000000000) 0.00 0.0001 0.0001
BOUGHT TRY SOLD USD 20250701 / DFE (000000000) 0.00 0.0001 0.0001
BOUGHT TRY SOLD USD 20250701 / DFE (000000000) 0.00 0.0001 0.0001
US31409EN803 / FNMA POOL 869015 FN 05/36 FIXED 5.5 0.00 0.0001 -0.0000
BOUGHT TRY SOLD USD 20250718 / DFE (000000000) 0.00 0.0001 0.0001
BOUGHT TRY SOLD USD 20250718 / DFE (000000000) 0.00 0.0001 0.0001
BOUGHT TRY SOLD USD 20250718 / DFE (000000000) 0.00 0.0001 0.0001
US3128M5R934 / Freddie Mac Gold Pool 0.00 0.0001 -0.0000
BOUGHT THB SOLD USD 20250716 / DFE (000000000) 0.00 0.0001 0.0001
US3128P7KG77 / FED HM LN PC POOL C91195 FG 07/28 FIXED 5.5 0.00 0.0001 -0.0000
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0.00 0.0001 0.0001
US31385XQ592 / Federal National Mortgage Association, Inc. 0.00 0.0001 -0.0000
SOLD HKD BOUGHT USD 20250716 / DFE (000000000) 0.00 0.0001 0.0001
US31410FYE95 / UMBS, 30 Year 0.00 0.0001 -0.0000
BOUGHT TRY SOLD USD 20250813 / DFE (000000000) 0.00 0.0001 0.0001
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0.00 0.0001 0.0001
US31413TJV52 / FNMA POOL 954876 FN 11/37 FIXED 6 0.00 0.0001 -0.0000
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0.00 0.0001 0.0001
US31408AEN63 / Fannie Mae Pool 0.00 0.0001 -0.0000
US31407RTA22 / FNMA POOL 838545 FN 10/35 FIXED 5.5 0.00 0.0001 -0.0000
US31403DBL29 / FNMA POOL 745343 FN 03/36 FIXED VAR 0.00 0.0001 -0.0000
US31407FHF09 / FNMA POOL 829230 FN 08/35 FIXED 5.5 0.00 0.0001 -0.0000
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0.00 0.0001 0.0001
US31411DS750 / FNMA POOL 905142 FN 02/37 FIXED 5.5 0.00 0.0001 -0.0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.00 0.0000 0.0000
BOUGHT DKK SOLD USD 20250702 / DFE (000000000) 0.00 0.0000 0.0000
US31391WFK27 / FNMA POOL 678870 FN 01/33 FIXED 5.5 0.00 0.0000 -0.0000
US466247LZ44 / JP MORGAN MORTGAGE TRUST 2005-A1 SER 2005-A1 CL 6T1 V/R REGD 4.64499200 0.00 0.0000 -0.0000
BOUGHT DKK SOLD USD 20250702 / DFE (000000000) 0.00 0.0000 0.0000
US31404ABA16 / FNMA POOL 762433 FN 01/34 FIXED 5.5 0.00 0.0000 -0.0000
BOUGHT IDR SOLD USD 20250714 / DFE (000000000) 0.00 0.0000 0.0000
BOUGHT TRY SOLD USD 20250807 / DFE (000000000) 0.00 0.0000 0.0000
BOUGHT TRY SOLD USD 20250807 / DFE (000000000) 0.00 0.0000 0.0000
BOUGHT TRY SOLD USD 20250807 / DFE (000000000) 0.00 0.0000 0.0000
US31400BZL34 / FNMA POOL 683047 FN 02/33 FIXED 5.5 0.00 0.0000 -0.0000
BOUGHT KRW SOLD USD 20250708 / DFE (000000000) 0.00 0.0000 0.0000
US31418V3Z34 / FNMA POOL AD8015 FN 07/25 FIXED 4 0.00 0.0000 -0.0002
US31418T2H98 / Fannie Mae Pool 0.00 0.0000 -0.0001
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0.00 0.0000 0.0000
US31368HL352 / Fannie Mae Pool 0.00 0.0000 -0.0000
US31400JSC44 / Fannie Mae Pool 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 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
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
SOLD JPY BOUGHT USD 20250702 / 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 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 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
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
31750QN05 PIMCO CDSOPT PUT USD 0.85 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 KRW BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0000 -0.0000
31750QMA4 PIMCO CDSOPT PUT USD 1.0 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
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 ZAR BOUGHT USD 20250723 / 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 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
SOLD ILS 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 20250729 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0000 -0.0000
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) -0.00 -0.0000 -0.0000
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD KRW BOUGHT USD 20250714 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD KRW BOUGHT USD 20250714 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD KRW BOUGHT USD 20250714 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD DKK BOUGHT USD 20250804 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD DKK BOUGHT USD 20250804 / 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 TRY BOUGHT USD 20250718 / 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
IRS EUR 2.28000 03/04/25-5Y LCH / DIR (EZQH3P2675Q7) -0.00 -0.0001 -0.0004
IRS EUR 2.28000 03/04/25-5Y LCH / DIR (EZQH3P2675Q7) -0.00 -0.0001 -0.0004
IRS EUR 2.28000 03/04/25-5Y LCH / DIR (EZQH3P2675Q7) -0.00 -0.0001 -0.0004
SOLD KRW BOUGHT USD 20250708 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD KRW BOUGHT USD 20250708 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD KRW BOUGHT USD 20250708 / 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 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 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 CNH BOUGHT USD 20250820 / 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 JPY SOLD USD 20250702 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD ILS BOUGHT USD 20250709 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD ILS BOUGHT USD 20250709 / 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
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 -0.0002 -0.0002
SOLD JPY BOUGHT USD 20250702 / 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
SOLD TRY BOUGHT USD 20250724 / DFE (000000000) -0.00 -0.0002 -0.0002
SOLD TRY BOUGHT USD 20250724 / DFE (000000000) -0.00 -0.0002 -0.0002
SOLD TRY BOUGHT USD 20250724 / 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
ZCS BRL 13.9255 05/08/25-01/04/27 CME / DIR (EZ6MPDHN98L0) -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
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0002 -0.0002
BOUGHT INR SOLD USD 20250820 / DFE (000000000) -0.00 -0.0002 -0.0002
SOLD TRY BOUGHT USD 20250707 / DFE (000000000) -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 -0.0003 -0.0003
SOLD TRY BOUGHT USD 20250725 / DFE (000000000) -0.00 -0.0003 -0.0003
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0003 -0.0003
SOLD PLN BOUGHT USD 20250710 / DFE (000000000) -0.00 -0.0003 -0.0003
SOLD SEK BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0003 -0.0003
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0003 -0.0003
SOLD THB BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0003 -0.0003
SOLD THB BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0003 -0.0003
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0003 -0.0003
SOLD AUD BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0003 -0.0003
SOLD DKK BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0003 -0.0003
SOLD PEN BOUGHT USD 20250717 / DFE (000000000) -0.00 -0.0003 -0.0003
IRS EUR 2.38000 12/31/24-10Y LCH / DIR (EZT9L1T84284) -0.00 -100.00 -0.0003 0.0013
SOLD DKK BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0004 -0.0004
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0004 -0.0004
IRS EUR 2.52000 03/27/25-10Y LCH / DIR (EZ84ZR69LPH2) -0.00 -100.00 -0.0004 0.0004
SOLD TRY BOUGHT USD 20250729 / DFE (000000000) -0.00 -0.0004 -0.0004
SOLD TRY BOUGHT USD 20251217 / DFE (000000000) -0.00 -0.0004 -0.0004
SOLD TRY BOUGHT USD 20251217 / DFE (000000000) -0.00 -0.0004 -0.0004
SOLD TRY BOUGHT USD 20251217 / DFE (000000000) -0.00 -0.0004 -0.0004
RFR GBP SONIO/3.93000 01/06/25-10Y LCH / DIR (EZTXWKTD4706) -0.00 -100.00 -0.0004 0.0013
RFR GBP SONIO/3.93000 01/06/25-10Y LCH / DIR (EZTXWKTD4706) -0.00 -100.00 -0.0004 0.0013
RFR GBP SONIO/3.93000 01/06/25-10Y LCH / DIR (EZTXWKTD4706) -0.00 -100.00 -0.0004 0.0013
SOLD AUD BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0005 -0.0005
SOLD AUD BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0005 -0.0005
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0005 -0.0005
SOLD NZD BOUGHT USD 20250804 / DFE (000000000) -0.00 -0.0005 -0.0005
SOLD TRY BOUGHT USD 20250729 / DFE (000000000) -0.00 -0.0005 -0.0005
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0006 -0.0006
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0006 -0.0006
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
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) -0.00 -0.0007 -0.0007
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0007 -0.0007
IRS EUR 2.67000 04/03/24-10Y LCH / DIR (EZNZ7GSWY0V5) -0.00 0.00 -0.0007 0.0004
IRS EUR 2.67000 04/03/24-10Y LCH / DIR (EZNZ7GSWY0V5) -0.00 0.00 -0.0007 0.0004
IRS EUR 2.67000 04/03/24-10Y LCH / DIR (EZNZ7GSWY0V5) -0.00 0.00 -0.0007 0.0004
SOLD BRL BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0007 -0.0007
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0007 -0.0007
RFR USD SOFR/4.00000 02/26/25-10Y LCH / DIR (EZ02007F7Y72) -0.00 -0.0007 -0.0001
IRS EUR 2.46000 03/13/25-10Y LCH / DIR (EZYS5KMNTTM6) -0.00 0.00 -0.0007 0.0004
SOLD TRY BOUGHT USD 20250717 / DFE (000000000) -0.00 -0.0007 -0.0007
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0007 -0.0007
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0008 -0.0008
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0008 -0.0008
RFR USD SOFR/3.87000 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) -0.00 -0.0008 -0.0003
RFR USD SOFR/3.87000 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) -0.00 -0.0008 -0.0003
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) -0.00 -0.0009 -0.0009
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) -0.00 -0.0009 -0.0009
SOLD NZD BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0009 -0.0009
RFR USD SOFR/4.25000 12/20/23-2Y CME / DIR (EZM7XR6RB2D5) -0.00 -200.00 -0.0009 -0.0016
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0009 -0.0009
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0009 -0.0009
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) -0.00 -0.0009 -0.0009
IRS EUR 2.40000 04/09/25-5Y LCH / DIR (EZVHX3M64G11) -0.00 -0.0009 -0.0009
IRS EUR 2.40000 04/09/25-5Y LCH / DIR (EZVHX3M64G11) -0.00 -0.0009 -0.0009
IRS EUR 2.40000 04/09/25-5Y LCH / DIR (EZVHX3M64G11) -0.00 -0.0009 -0.0009
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0009 -0.0009
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0009 -0.0009
RFR USD SOFR/3.89000 03/03/25-10Y LCH / DIR (EZ6496BPGLD0) -0.00 0.00 -0.0009 -0.0003
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0009 -0.0009
IRS EUR 2.58000 08/29/24-10Y LCH / DIR (EZK1YHHFDQG6) -0.00 0.00 -0.0010 -0.0003
IRS CZK 3.76000 11/01/24-10Y CME / DIR (EZZDBNZ60DY7) -0.00 -0.0010 -0.0011
IRS CZK 3.76000 11/01/24-10Y CME / DIR (EZZDBNZ60DY7) -0.00 -0.0010 -0.0011
IRS CZK 3.76000 11/01/24-10Y CME / DIR (EZZDBNZ60DY7) -0.00 -0.0010 -0.0011
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0010 -0.0010
IRS EUR 2.59000 08/19/24-10Y LCH / DIR (EZ89K27HY2C4) -0.00 0.00 -0.0010 -0.0003
RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (EZ2V6Q3C4Q52) -0.00 0.00 -0.0010 -0.0002
RFR USD SOFR/3.90750 03/04/25-10Y LCH / DIR (EZP5RC766JJ0) -0.00 0.00 -0.0010 -0.0003
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) -0.00 -0.0010 -0.0010
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) -0.00 -0.0010 -0.0010
SOLD GBP BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0010 -0.0010
SOLD MXN BOUGHT USD 20250917 / DFE (000000000) -0.00 -0.0011 -0.0011
SOLD MXN BOUGHT USD 20250917 / DFE (000000000) -0.00 -0.0011 -0.0011
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0012 -0.0012
SOLD IDR BOUGHT USD 20250711 / DFE (000000000) -0.00 -0.0013 -0.0013
SOLD IDR BOUGHT USD 20250711 / DFE (000000000) -0.00 -0.0013 -0.0013
SOLD IDR BOUGHT USD 20250711 / DFE (000000000) -0.00 -0.0013 -0.0013
SOLD CHF BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0013 -0.0013
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0013 -0.0013
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0013 -0.0013
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0013 -0.0013
RFR USD SOFR/3.97500 03/21/25-10Y LCH / DIR (EZSTF4LLCQZ1) -0.00 100.00 -0.0013 -0.0002
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) -0.00 -0.0014 -0.0014
SOLD PEN BOUGHT USD 20250917 / DFE (000000000) -0.00 -0.0014 -0.0014
SOLD PEN BOUGHT USD 20250917 / DFE (000000000) -0.00 -0.0014 -0.0014
SOLD INR BOUGHT USD 20250709 / DFE (000000000) -0.00 -0.0015 -0.0015
SOLD INR BOUGHT USD 20250709 / DFE (000000000) -0.00 -0.0015 -0.0015
SOLD INR BOUGHT USD 20250709 / DFE (000000000) -0.00 -0.0015 -0.0015
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0015 -0.0015
SOLD THB BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0015 -0.0015
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0015 -0.0015
SOLD PEN BOUGHT USD 20251105 / DFE (000000000) -0.00 -0.0015 -0.0015
SOLD THB BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0016 -0.0016
IRS EUR 2.68000 08/07/24-10Y LCH / DIR (EZY1BDNLL5Q4) -0.00 100.00 -0.0016 -0.0003
IRS EUR 2.68000 08/07/24-10Y LCH / DIR (EZY1BDNLL5Q4) -0.00 100.00 -0.0016 -0.0003
IRS EUR 2.68000 08/07/24-10Y LCH / DIR (EZY1BDNLL5Q4) -0.00 100.00 -0.0016 -0.0003
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0017 -0.0017
SOLD CHF BOUGHT USD 20250804 / DFE (000000000) -0.00 -0.0017 -0.0017
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0017 -0.0017
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0017 -0.0017
SOLD ILS BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0017 -0.0017
US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) -0.00 -0.0018 -0.0018
RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (EZH2QB9TLWH9) -0.00 200.00 -0.0018 -0.0005
SOLD BRL BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0019 -0.0019
SOLD GBP BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0019 -0.0019
RFR USD SOFR/3.84200 03/04/25-5Y LCH / DIR (EZSYJ06JDLK1) -0.00 200.00 -0.0019 -0.0008
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0020 -0.0020
SOLD PLN BOUGHT USD 20250710 / DFE (000000000) -0.00 -0.0020 -0.0020
SOLD PEN BOUGHT USD 20251128 / DFE (000000000) -0.00 -0.0022 -0.0022
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) -0.00 -0.0022 -0.0022
SOLD THB BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0023 -0.0023
RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (EZKR9TWV5646) -0.00 50.00 -0.0023 -0.0005
ZCS BRL 13.9271 05/08/25-01/04/27 CME / DIR (EZ6MPDHN98L0) -0.00 -0.0023 -0.0023
ZCS BRL 13.9271 05/08/25-01/04/27 CME / DIR (EZ6MPDHN98L0) -0.00 -0.0023 -0.0023
ZCS BRL 13.9271 05/08/25-01/04/27 CME / DIR (EZ6MPDHN98L0) -0.00 -0.0023 -0.0023
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0024 -0.0024
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) -0.00 -0.0025 -0.0025
RFR USD SOFR/3.53500 11/06/24-10Y LCH / DIR (EZH37Z857HQ2) -0.00 -33.33 -0.0026 0.0016
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0026 -0.0026
INF SWAP US IT 2.5025 03/25/25-5Y LCH / DIR (EZCD1478Q5K2) -0.00 -123.53 -0.0027 -0.0141
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) -0.00 -0.0027 -0.0027
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) -0.00 -0.0028 -0.0028
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0028 -0.0028
SOLD PEN BOUGHT USD 20250910 / DFE (000000000) -0.01 -0.0029 -0.0029
SOLD BRL BOUGHT USD 20260402 / DFE (000000000) -0.01 -0.0029 -0.0029
SOLD BRL BOUGHT USD 20260402 / DFE (000000000) -0.01 -0.0029 -0.0029
IRS EUR 2.91000 12/29/23-10Y LCH / DIR (EZ6S054Q5KZ9) -0.01 150.00 -0.0030 -0.0012
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) -0.01 -0.0030 -0.0030
SOLD PLN BOUGHT USD 20250710 / DFE (000000000) -0.01 -0.0031 -0.0031
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) -0.01 -0.0031 -0.0031
SOLD PEN BOUGHT USD 20251219 / DFE (000000000) -0.01 -0.0031 -0.0031
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) -0.01 -0.0033 -0.0033
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) -0.01 -0.0033 -0.0033
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) -0.01 -0.0033 -0.0033
IRS EUR 2.97000 12/15/23-10Y LCH / DIR (EZ47DRZSK7H4) -0.01 66.67 -0.0033 -0.0012
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) -0.01 -0.0035 -0.0035
SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) -0.01 -0.0035 -0.0035
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) -0.01 -0.0036 -0.0036
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) -0.01 -0.0037 -0.0037
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) -0.01 -0.0037 -0.0037
RFR USD SOFR/3.75000 12/20/23-5Y CME / DIR (EZQ1LP9YKNN9) -0.01 500.00 -0.0037 -0.0028
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.01 -0.0038 -0.0038
INF SWAP US IT 2.52 03/27/25-5Y LCH / DIR (EZWDN00FCNN2) -0.01 -154.55 -0.0038 -0.0114
SOLD BRL BOUGHT USD 20250702 / DFE (000000000) -0.01 -0.0038 -0.0038
RFR USD SOFR/3.43500 11/05/24-10Y LCH / DIR (EZQZ2X045HL2) -0.01 -25.00 -0.0038 0.0017
RFR USD SOFR/3.43500 11/05/24-10Y LCH / DIR (EZQZ2X045HL2) -0.01 -25.00 -0.0038 0.0017
RFR USD SOFR/3.43500 11/05/24-10Y LCH / DIR (EZQZ2X045HL2) -0.01 -25.00 -0.0038 0.0017
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) -0.01 -0.0039 -0.0039
SOLD CZK BOUGHT USD 20250822 / DFE (000000000) -0.01 -0.0040 -0.0040
SOLD CZK BOUGHT USD 20250822 / DFE (000000000) -0.01 -0.0040 -0.0040
SOLD ILS BOUGHT USD 20250718 / DFE (000000000) -0.01 -0.0040 -0.0040
SOLD ILS BOUGHT USD 20250718 / DFE (000000000) -0.01 -0.0040 -0.0040
IRS EUR 3.12800 12/04/23-10Y LCH / DIR (EZ6Z02R5YJR8) -0.01 75.00 -0.0042 -0.0011
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.01 -0.0043 -0.0043
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.01 -0.0043 -0.0043
IRS EUR 3.14800 11/20/23-10Y LCH / DIR (EZ0D281GPH91) -0.01 75.00 -0.0043 -0.0011
IRS EUR 3.14800 11/20/23-10Y LCH / DIR (EZ0D281GPH91) -0.01 75.00 -0.0043 -0.0011
IRS EUR 3.14800 11/20/23-10Y LCH / DIR (EZ0D281GPH91) -0.01 75.00 -0.0043 -0.0011
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) -0.01 -0.0043 -0.0043
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.01 -0.0044 -0.0044
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.01 -0.0045 -0.0045
31750R3X3 PIMCO FXVAN CALL USD TRY 54.00000000 / DFE (EZP38740M526) -0.01 -0.0047 -0.0047
IRS EUR 3.25000 11/06/23-10Y LCH / DIR (EZMRVVG7GGF9) -0.01 60.00 -0.0048 -0.0012
SOLD PEN BOUGHT USD 20250922 / DFE (000000000) -0.01 -0.0049 -0.0049
IRS EUR 3.28000 11/22/23-10Y LCH / DIR (EZW942T998K1) -0.01 60.00 -0.0050 -0.0011
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) -0.01 -0.0051 -0.0051
SOLD BRL BOUGHT USD 20250702 / DFE (000000000) -0.01 -0.0053 -0.0053
SOLD AUD BOUGHT USD 20250805 / DFE (000000000) -0.01 -0.0054 -0.0054
SOLD BRL BOUGHT USD 20250702 / DFE (000000000) -0.01 -0.0058 -0.0058
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) -0.01 -0.0060 -0.0060
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) -0.01 -0.0060 -0.0060
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) -0.01 -0.0060 -0.0060
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) -0.01 -0.0061 -0.0061
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.01 -0.0062 -0.0062
SOLD CAD BOUGHT USD 20250805 / DFE (000000000) -0.01 -0.0063 -0.0063
SOLD CAD BOUGHT USD 20250805 / DFE (000000000) -0.01 -0.0063 -0.0063
SOLD CAD BOUGHT USD 20250805 / DFE (000000000) -0.01 -0.0063 -0.0063
317U7ISA4 PIMCO SWAPTION 2.83 CALL USD 2025103 / DIR (000000000) -0.01 -0.0064 -0.0064
317U7ISA4 PIMCO SWAPTION 2.83 CALL USD 2025103 / DIR (000000000) -0.01 -0.0064 -0.0064
317U7ISA4 PIMCO SWAPTION 2.83 CALL USD 2025103 / DIR (000000000) -0.01 -0.0064 -0.0064
SOLD GBP BOUGHT USD 20250804 / DFE (000000000) -0.01 -0.0066 -0.0066
SOLD BRL BOUGHT USD 20260402 / DFE (000000000) -0.01 -0.0067 -0.0067
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) -0.01 -0.0069 -0.0069
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.01 -0.0069 -0.0069
SOLD GBP BOUGHT USD 20250702 / DFE (000000000) -0.01 -0.0070 -0.0070
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) -0.01 -0.0074 -0.0074
US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) -0.01 -0.0076 -0.0076
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.01 -0.0078 -0.0078
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) -0.01 -0.0078 -0.0078
SOLD CAD BOUGHT USD 20250702 / DFE (000000000) -0.02 -0.0094 -0.0094
SOLD CAD BOUGHT USD 20250702 / DFE (000000000) -0.02 -0.0094 -0.0094
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.02 -0.0097 -0.0097
SOLD CHF BOUGHT USD 20250702 / DFE (000000000) -0.02 -0.0101 -0.0101
SOLD CHF BOUGHT USD 20250702 / DFE (000000000) -0.02 -0.0101 -0.0101
OIS MXN TIIE1/9.00000 12/24/24-4Y* CME / DIR (EZM51TDSF7W6) -0.02 50.00 -0.0103 -0.0021
SOLD PEN BOUGHT USD 20250731 / DFE (000000000) -0.02 -0.0105 -0.0105
SOLD PEN BOUGHT USD 20250804 / DFE (000000000) -0.02 -0.0105 -0.0105
IRS PLN 4.93000 11/04/24-5Y* CME / DIR (000000000) -0.02 -0.0105 -0.0105
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.02 -0.0126 -0.0126
RFR USD SOFR/3.75000 06/20/24-10Y CME / DIR (EZ52H44WTW83) -0.02 -184.62 -0.0130 -0.0300
RFR USD SOFR/3.75000 06/20/24-10Y CME / DIR (EZ52H44WTW83) -0.02 -184.62 -0.0130 -0.0300
RFR USD SOFR/3.75000 06/20/24-10Y CME / DIR (EZ52H44WTW83) -0.02 -184.62 -0.0130 -0.0300
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.02 -0.0132 -0.0132
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.02 -0.0133 -0.0133
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.02 -0.0134 -0.0134
SOLD PEN BOUGHT USD 20251114 / DFE (000000000) -0.02 -0.0135 -0.0135
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.02 -0.0135 -0.0135
RFR USD SOFR/3.75000 12/18/24-7Y LCH / DIR (EZQ9TQ7T4F86) -0.02 700.00 -0.0137 -0.0111
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.02 -0.0138 -0.0138
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.02 -0.0140 -0.0140
RFR USD SOFR/3.75000 12/18/24-10Y CME / DIR (EZ7K2W20N534) -0.02 -192.31 -0.0141 -0.0313
RFR USD SOFR/3.75000 12/18/24-10Y CME / DIR (EZ7K2W20N534) -0.02 -192.31 -0.0141 -0.0313
RFR USD SOFR/3.75000 12/18/24-10Y CME / DIR (EZ7K2W20N534) -0.02 -192.31 -0.0141 -0.0313
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.02 -0.0142 -0.0142
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.03 -0.0142 -0.0142
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.03 -0.0143 -0.0143
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.03 -0.0144 -0.0144
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.03 -0.0145 -0.0145
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.03 -0.0145 -0.0145
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 20250820 / DFE (000000000) -0.03 -0.0148 -0.0148
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.03 -0.0149 -0.0149
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.03 -0.0149 -0.0149
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.03 -0.0149 -0.0149
317U7IRA5 PIMCO SWAPTION 3.29 CALL USD 2025103 / DIR (000000000) -0.03 -0.0151 -0.0151
317U7IRA5 PIMCO SWAPTION 3.29 CALL USD 2025103 / DIR (000000000) -0.03 -0.0151 -0.0151
317U7IRA5 PIMCO SWAPTION 3.29 CALL USD 2025103 / DIR (000000000) -0.03 -0.0151 -0.0151
MSCI EAFE SEP25 IFUS 20250919 / DE (000000000) -0.03 -0.0153 -0.0153
MSCI EAFE SEP25 IFUS 20250919 / DE (000000000) -0.03 -0.0153 -0.0153
MSCI EAFE SEP25 IFUS 20250919 / DE (000000000) -0.03 -0.0153 -0.0153
US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) -0.03 -0.0168 -0.0168
US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) -0.03 -0.0168 -0.0168
US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) -0.03 -0.0168 -0.0168
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) -0.03 -0.0168 -0.0168
RFR USD SOFR/3.75000 06/20/24-5Y CME / DIR (EZN00HJGN4H7) -0.03 -358.33 -0.0181 -0.0261
SOLD EUR BOUGHT USD 20250804 / DFE (000000000) -0.03 -0.0184 -0.0184
SOLD EUR BOUGHT USD 20250804 / DFE (000000000) -0.03 -0.0184 -0.0184
SOLD EUR BOUGHT USD 20250804 / DFE (000000000) -0.03 -0.0184 -0.0184
SOLD PEN BOUGHT USD 20250918 / DFE (000000000) -0.04 -0.0243 -0.0243
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.05 -0.0257 -0.0257
SOLD BRL BOUGHT USD 20250702 / DFE (000000000) -0.09 -0.0491 -0.0491
SOLD BRL BOUGHT USD 20250702 / DFE (000000000) -0.09 -0.0491 -0.0491
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.12 -0.0660 -0.0660
CDX IG43 5Y ICE / DCR (EZ10N17RBN04) -0.12 -35.75 -0.0705 0.0559
IRS EUR 2.25000 09/17/25-10Y LCH / DIR (EZNLCZXFPVL3) -0.17 -4.44 -0.0978 0.0201
RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) -0.18 -37.54 -0.1043 0.0876
CDX IG44 5Y ICE / DCR (EZPF6RHH0ZV8) -0.25 82.01 -0.1441 -0.0527
CDX IG44 5Y ICE / DCR (EZPF6RHH0ZV8) -0.25 82.01 -0.1441 -0.0527
CDX IG44 5Y ICE / DCR (EZPF6RHH0ZV8) -0.25 82.01 -0.1441 -0.0527
US01F0326821 / Fannie Mae or Freddie Mac -5.40 -6,236.36 -3.0684 -3.1197