Mga Batayang Estadistika
| Nilai Portofolio | $ 2,604,755,381 |
| Posisi Saat Ini | 1,257 |
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)
PACIFIC SELECT FUND - Managed Bond Portfolio Class I telah mengungkapkan total kepemilikan 1,257 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 2,604,755,381 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama PACIFIC SELECT FUND - Managed Bond Portfolio Class I adalah Uniform Mortgage-Backed Security, TBA (US:US01F0526800) , UMBS TBA (US:US01F0506844) , FNMA 30YR TBA 3.0% AUG 20 TO BE ANNOUNCED 3.00000000 (US:US01F0306864) , UMBS TBA (US:US01F0426811) , and UMBS TBA (US:US01F0306781) . Posisi baru PACIFIC SELECT FUND - Managed Bond Portfolio Class I meliputi: Uniform Mortgage-Backed Security, TBA (US:US01F0526800) , UMBS TBA (US:US01F0506844) , FNMA 30YR TBA 3.0% AUG 20 TO BE ANNOUNCED 3.00000000 (US:US01F0306864) , UMBS TBA (US:US01F0426811) , and UMBS TBA (US:US01F0306781) .
Peningkatan Tertinggi Kuartal Ini
Kami menggunakan perubahan dalam alokasi portofolio karena ini adalah metrik yang paling bermakna. Perubahan dapat disebabkan oleh perdagangan atau perubahan harga saham.
| Keamanan | Saham (MM) |
Nilai (Juta Dolar AS) |
Portfolio % | ΔPorsyento ng Portfolio |
|---|---|---|---|---|
| 171.22 | 10.0152 | 9.9818 | ||
| 80.51 | 4.7094 | 3.2221 | ||
| 0.08 | 0.0049 | 1.1188 | ||
| 17.11 | 1.0009 | 1.0009 | ||
| 16.83 | 0.9845 | 0.9845 | ||
| 13.75 | 0.8041 | 0.8041 | ||
| 10.94 | 0.6399 | 0.6399 | ||
| 9.93 | 0.5811 | 0.5811 | ||
| 7.49 | 0.4384 | 0.4384 | ||
| 5.10 | 0.2985 | 0.2985 |
Penurunan Tertinggi Kuartal Ini
Kami menggunakan perubahan dalam alokasi portofolio karena ini adalah metrik yang paling bermakna. Perubahan dapat disebabkan oleh perdagangan atau perubahan harga saham.
| Keamanan | Saham (MM) |
Nilai (Juta Dolar AS) |
Portfolio % | ΔPorsyento ng Portfolio |
|---|---|---|---|---|
| 76.25 | 4.4599 | -5.3216 | ||
| 85.66 | 5.0104 | -3.5509 | ||
| 6.48 | 0.3792 | -3.1410 | ||
| 14.65 | 0.8568 | -1.7348 | ||
| -15.68 | -0.9173 | -1.2965 | ||
| 42.74 | 2.5003 | -1.0025 | ||
| 7.20 | 0.4212 | -0.9662 | ||
| 3.02 | 0.1764 | -0.3857 | ||
| 225.00 | 13.1610 | -0.3555 | ||
| 3.24 | 0.1896 | -0.2411 |
Pengajuan 13F dan Dana
Formulir ini diajukan pada 2025-08-18 untuk periode pelaporan 2025-06-30. Klik ikon tautan untuk melihat riwayat transaksi selengkapnya.
Tingkatkan ke versi premium untuk membuka data premium dan ekspor ke Excel. 
.
2022-07-28: Catatan Penting - Kami telah mengubah cara perhitungan kolom Δ Portfolio % pada tabel ini. Sebelumnya, kami melaporkannya sebagai persentase perubahan dalam alokasi portofolio. Sekarang kami melaporkannya sebagai perubahan mentah dalam alokasi portofolio (tetap dilaporkan sebagai persentase). Dalam rumus, sebelumnya kami melaporkannya sebagai 100 * (alokasi saat ini - alokasi sebelumnya) / alokasi sebelumnya. Sekarang kami melaporkannya sebagai (alokasi saat ini - alokasi sebelumnya).
| Keamanan | Ketik | Harga Saham Rata-rata | Saham (MM) |
ΔSaham (%) |
ΔSaham (%) |
Nilai ($MM) |
Portpolyo (%) |
ΔPortofolio (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| US01F0526800 / Uniform Mortgage-Backed Security, TBA | 225.00 | -17.96 | 13.1610 | -0.3555 | |||||
| US01F0506844 / UMBS TBA | 171.22 | 25,228.11 | 10.0152 | 9.9818 | |||||
| US01F0306864 / FNMA 30YR TBA 3.0% AUG 20 TO BE ANNOUNCED 3.00000000 | 85.66 | -50.69 | 5.0104 | -3.5509 | |||||
| US01F0426811 / UMBS TBA | 80.51 | 166.78 | 4.7094 | 3.2221 | |||||
| US01F0306781 / UMBS TBA | 76.25 | -63.30 | 4.4599 | -5.3216 | |||||
| US01F0606834 / Uniform Mortgage-Backed Security, TBA | 42.74 | -39.86 | 2.5003 | -1.0025 | |||||
| US912810TH14 / United States Treasury Note/Bond | 39.39 | -8.63 | 2.3043 | -0.2261 | |||||
| US3134GWJN76 / FREDDIE MAC NOTES 08/25 0.68 | 35.47 | 0.91 | 2.0746 | 0.0117 | |||||
| US912810RH32 / United States Treas Bds Bond | 27.92 | -2.24 | 1.6333 | -0.0431 | |||||
| US3132DWER07 / FHLG 30YR 4% 09/01/2052#SD8244 | 21.50 | -2.32 | 1.2577 | -0.0342 | |||||
| US912810QD37 / United States Treas Bds Bond | 20.30 | -1.48 | 1.1873 | -0.0219 | |||||
| US912810QX90 / United States Treas Bds Bond | 20.06 | -1.99 | 1.1732 | -0.0279 | |||||
| US30246QAJ22 / FBR Securitization Trust 2005-2 | 19.64 | -5.86 | 1.1488 | -0.0756 | |||||
| US912810RD28 / United States Treas Bds Bond | 18.27 | -2.14 | 1.0686 | -0.0270 | |||||
| US21H0406734 / Ginnie Mae | 17.11 | 1.0009 | 1.0009 | ||||||
| Ginnie Mae II Pool / ABS-MBS (US3618N5C239) | 16.83 | 0.9845 | 0.9845 | ||||||
| US912810ST60 / TREASURY BOND | 16.48 | -1.99 | 0.9638 | -0.0229 | |||||
| US21H0426799 / Ginnie Mae | 14.65 | -83.88 | 0.8568 | -1.7348 | |||||
| US21H0506806 / GNMA | 13.75 | 0.8041 | 0.8041 | ||||||
| US3140QNGC08 / Fannie Mae Pool | 13.31 | -1.94 | 0.7786 | -0.0180 | |||||
| US91282CCM10 / United States Treasury Inflation Indexed Bonds | 12.56 | 1.22 | 0.7347 | 0.0064 | |||||
| US912810RE01 / United States Treas Bds Bond | 11.56 | -2.15 | 0.6763 | -0.0172 | |||||
| U.S. Treasury Bonds / DBT (US912810UE63) | 11.53 | -3.29 | 0.6747 | -0.0252 | |||||
| US32027LAF22 / FFML 2006-FF14 A6 | 11.35 | 0.90 | 0.6641 | 0.0037 | |||||
| US62955HAA59 / NYO COMMERCIAL MORTGAGE TRUST 2021-1290 SER 2021-1290 CL A V/R REGD 144A P/P 1.17500000 | 11.19 | 0.55 | 0.6543 | 0.0014 | |||||
| US01F0626899 / Uniform Mortgage-Backed Security, TBA | 11.14 | 23.00 | 0.6514 | 0.2052 | |||||
| U.S. Treasury Bonds / DBT (US912810UK24) | 10.94 | 0.6399 | 0.6399 | ||||||
| US912810TP30 / US TREASURY I/L 1.5% 02-15-53 | 10.69 | -3.87 | 0.6255 | -0.0274 | |||||
| US21H0606895 / Ginnie Mae | 9.93 | 0.5811 | 0.5811 | ||||||
| US912810SB52 / United States Treasury Inflation Indexed Bonds | 9.67 | -3.36 | 0.5657 | -0.0216 | |||||
| US13648TAB35 / Canadian Pacific Railway Co | 9.66 | 0.30 | 0.5649 | -0.0002 | |||||
| European Union / DBT (EU000A3L1CN4) | 9.62 | 9.82 | 0.5624 | 0.0486 | |||||
| US3133KRB291 / Freddie Mac Pool | 9.61 | -2.18 | 0.5619 | -0.0144 | |||||
| US225401AZ15 / Credit Suisse Group AG | 9.25 | 1.51 | 0.5410 | 0.0063 | |||||
| US90117PAA30 / 1211 AVENUE OF THE AMERICAS TR AOTA 2015 1211 A1A1 144A | 9.21 | -2.38 | 0.5388 | -0.0150 | |||||
| Government National Mortgage Association / ABS-MBS (US38383KLM26) | 9.17 | -1.13 | 0.5363 | -0.0080 | |||||
| US404280DR76 / HSBC Holdings PLC | 9.03 | -0.08 | 0.5281 | -0.0022 | |||||
| GB00BMV7TC88 / United Kingdom Gilt | 8.62 | 6.38 | 0.5042 | 0.0287 | |||||
| Q / Quetzal Copper Corp. | 8.27 | -15.57 | 0.4838 | -0.0911 | |||||
| US23307EAA91 / DBGS 2019-1735 Mortgage Trust | 8.21 | 1.25 | 0.4804 | 0.0043 | |||||
| US07274EAK91 / BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.375% 11-21-30 | 8.19 | 1.48 | 0.4788 | 0.0054 | |||||
| USU5615XAA82 / MANHATTAN WEST | 8.14 | 1.45 | 0.4760 | 0.0052 | |||||
| US91282CGW55 / United States Treasury Inflation Indexed Bonds | 8.01 | 0.77 | 0.4684 | 0.0020 | |||||
| R1IN34 / Realty Income Corporation - Depositary Receipt (Common Stock) | 7.96 | 0.68 | 0.4659 | 0.0016 | |||||
| US715638BY77 / REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 | 7.84 | 6.63 | 0.4588 | 0.0271 | |||||
| US60687YBH18 / Mizuho Financial Group Inc | 7.75 | 1.88 | 0.4534 | 0.0068 | |||||
| US912810QC53 / United States Treas Bds Bond | 7.67 | -1.38 | 0.4489 | -0.0078 | |||||
| US862121AA88 / STORE Capital Corp | 7.53 | 0.66 | 0.4402 | 0.0013 | |||||
| CLEAR STREET / RA (000000000) | 7.49 | 0.4384 | 0.4384 | ||||||
| US38382YN902 / Government National Mortgage Association | 7.49 | -0.15 | 0.4379 | -0.0021 | |||||
| U.S. Treasury Inflation-Indexed Bonds / DBT (US912810TY47) | 7.37 | -3.67 | 0.4312 | -0.0180 | |||||
| IT0005246134 / Italy Buoni Poliennali Del Tesoro | 7.33 | 9.98 | 0.4288 | 0.0376 | |||||
| US80622GAD60 / Scentre Group Trust 1 / Scentre Group Trust 2 | 7.26 | 0.26 | 0.4245 | -0.0003 | |||||
| US01F0326821 / Fannie Mae or Freddie Mac | 7.20 | -74.42 | 0.4212 | -0.9662 | |||||
| US46628RAG02 / JP Morgan Mortgage Acquisition Trust 2006-ACC1 | 7.19 | -3.44 | 0.4207 | -0.0164 | |||||
| US03027XBC39 / AMERICAN TOWER CORP SR UNSECURED 06/30 2.1 | 7.11 | 1.59 | 0.4158 | 0.0051 | |||||
| US78486EAA64 / STWD 2021-LIH Mortgage Trust | 7.08 | 0.48 | 0.4139 | 0.0006 | |||||
| US31429KAG85 / Federation des Caisses Desjardins du Quebec | 6.99 | 0.11 | 0.4091 | -0.0009 | |||||
| US44891ABZ93 / Hyundai Capital America | 6.95 | 0.77 | 0.4066 | 0.0017 | |||||
| US87264ABV61 / T-Mobile USA Inc | 6.93 | 1.27 | 0.4055 | 0.0037 | |||||
| US606822BS23 / Mitsubishi UFJ Financial Group Inc | 6.89 | 0.82 | 0.4031 | 0.0019 | |||||
| US912810RN00 / United States Treas Bds Bond | 6.88 | -2.37 | 0.4025 | -0.0112 | |||||
| US22822VAT89 / CROWN CASTLE INTL CORP SR UNSECURED 01/31 2.25 | 6.88 | 1.78 | 0.4022 | 0.0057 | |||||
| US075887CL11 / Becton Dickinson and Co | 6.86 | 1.77 | 0.4012 | 0.0057 | |||||
| US785592AX43 / Sabine Pass Liquefaction LLC | 6.79 | 1.71 | 0.3972 | 0.0053 | |||||
| US74977RDR21 / Cooperatieve Rabobank UA | 6.74 | 0.70 | 0.3943 | 0.0014 | |||||
| US05493LAA44 / BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX A 144A | 6.69 | 0.25 | 0.3916 | -0.0003 | |||||
| US29364WBH07 / Entergy Louisiana LLC | 6.66 | 2.70 | 0.3895 | 0.0090 | |||||
| US05369AAD37 / Aviation Capital Group LLC | 6.61 | 0.26 | 0.3869 | -0.0003 | |||||
| US06051GKY43 / Bank of America Corp. | 6.58 | 1.61 | 0.3848 | 0.0048 | |||||
| US912810TQ13 / United States Treasury Note/Bond | 6.54 | -2.20 | 0.3824 | -0.0099 | |||||
| US61747YEU55 / Morgan Stanley | 6.51 | 1.61 | 0.3807 | 0.0048 | |||||
| US74256LEW54 / Principal Life Global Funding II | 6.50 | 0.34 | 0.3801 | 0.0000 | |||||
| EW / Edwards Lifesciences Corporation | 6.48 | -90.92 | 0.3792 | -3.1410 | |||||
| US70069FLJ48 / PARK PLACE SECURITIES INC PPSI 2005 WCW2 M3 | 6.46 | 1.43 | 0.3781 | 0.0041 | |||||
| US06279JAC36 / Bank of Ireland Group PLC | 6.42 | -0.36 | 0.3756 | -0.0027 | |||||
| R2035 / South Africa - Corporate Bond/Note | 6.39 | 8.29 | 0.3737 | 0.0274 | |||||
| US928668BW14 / Volkswagen Group of America Finance LLC | 6.34 | 0.36 | 0.3706 | 0.0001 | |||||
| US168863DV76 / Chile Government International Bond | 6.29 | 1.73 | 0.3680 | 0.0051 | |||||
| US77586RAK68 / Romanian Government International Bond | 6.29 | 0.51 | 0.3678 | 0.0006 | |||||
| XS2434355876 / Avoca CLO XVII DAC | 6.29 | 3.88 | 0.3677 | 0.0125 | |||||
| US23345LAA70 / DOLP Trust 2021-NYC | 6.24 | 1.27 | 0.3650 | 0.0033 | |||||
| D1TE34 / DTE Energy Company - Depositary Receipt (Common Stock) | 6.22 | 0.65 | 0.3640 | 0.0011 | |||||
| US649840CT03 / New York State Electric & Gas Corp | 6.18 | 1.23 | 0.3614 | 0.0032 | |||||
| US912810SA79 / United States Treas Bds Bond | 6.17 | 41.95 | 0.3609 | 0.1058 | |||||
| US842400HD82 / Southern California Edison Co | 6.08 | 0.68 | 0.3558 | 0.0012 | |||||
| US30227FAA84 / Extended Stay America Trust | 6.01 | -0.86 | 0.3515 | -0.0042 | |||||
| Carlyle Global Market Strategies CLO 2016-3 Ltd / ABS-CBDO (US14311UBA51) | 6.01 | 0.47 | 0.3514 | 0.0005 | |||||
| US08163PBG46 / BMARK 22-B33 A5 3.3503% 01-15-32 | 5.95 | 0.92 | 0.3481 | 0.0020 | |||||
| US3132DPFL76 / Freddie Mac Pool | 5.95 | -0.78 | 0.3479 | -0.0039 | |||||
| Bain Capital Credit CLO 2021-4 Ltd / ABS-CBDO (US05685AAQ13) | 5.91 | 0.34 | 0.3460 | 0.0000 | |||||
| US36251PBD50 / GS Mortgage Securities Trust 2016-GS3 | 5.89 | 3.93 | 0.3447 | 0.0119 | |||||
| XS2167193015 / State of Israel | 5.88 | 1.56 | 0.3438 | 0.0041 | |||||
| US87277JAA97 / TRTX 2022-FL5 Issuer Ltd | 5.85 | -7.98 | 0.3419 | -0.0309 | |||||
| US80282KBC99 / Santander Holdings USA Inc | 5.83 | 1.00 | 0.3413 | 0.0022 | |||||
| US477164AA59 / JetBlue 2020-1 Class A Pass Through Trust | 5.83 | -4.51 | 0.3408 | -0.0173 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 5.81 | -4.94 | 0.3397 | -0.0188 | |||||
| US12528YAF07 / Cantor Commercial Real Estate Lending 2019-CF2 | 5.76 | 1.89 | 0.3371 | 0.0052 | |||||
| US06051GLS65 / Bank of America Corp | 5.73 | 0.53 | 0.3352 | 0.0006 | |||||
| Anchorage Capital CLO 6 Ltd / ABS-CBDO (US03328QBL41) | 5.71 | 0.14 | 0.3342 | -0.0006 | |||||
| US87166FAE34 / Synchrony Bank | 5.71 | 0.53 | 0.3341 | 0.0007 | |||||
| US912810SV17 / United States Treasury Inflation Indexed Bonds | 5.64 | -4.36 | 0.3301 | -0.0162 | |||||
| US842587CV72 / Southern Co/The | 5.64 | 0.52 | 0.3299 | 0.0006 | |||||
| US06368D8Z01 / Bank of Montreal | 5.62 | 0.74 | 0.3285 | 0.0013 | |||||
| USY7280PAA13 / ReNew Wind Energy AP2 / ReNew Power Pvt Ltd other 9 Subsidiaries | 5.60 | 2.17 | 0.3278 | 0.0059 | |||||
| US912810RL44 / United States Treasury Inflation Indexed Bonds | 5.57 | -2.84 | 0.3260 | -0.0107 | |||||
| US86562MCG33 / Sumitomo Mitsui Financial Group Inc | 5.57 | 1.46 | 0.3259 | 0.0036 | |||||
| US912810QE10 / United States Treas Bds Bond | 5.53 | -1.53 | 0.3237 | -0.0061 | |||||
| US637417AK28 / National Retail Properties Inc | 5.51 | 1.16 | 0.3222 | 0.0026 | |||||
| US654740BT54 / Nissan Motor Acceptance Corp | 5.39 | -0.63 | 0.3153 | -0.0031 | |||||
| DUKB34 / Duke Energy Corporation - Depositary Receipt (Common Stock) | 5.39 | 10.46 | 0.3150 | 0.0289 | |||||
| US912834LB28 / United States Treasury Strip Coupon | 5.38 | -1.88 | 0.3149 | -0.0071 | |||||
| US912810TS78 / United States Treasury Note/Bond | 5.27 | -2.15 | 0.3084 | -0.0078 | |||||
| 5831 / Shizuoka Financial Group,Inc. | 5.20 | 1.86 | 0.3040 | 0.0046 | |||||
| US29425AAD54 / Citigroup Commercial Mortgage Trust 2015-GC33 | 5.13 | -12.38 | 0.3000 | -0.0436 | |||||
| ACA / Crédit Agricole S.A. | 5.11 | 0.43 | 0.2988 | 0.0003 | |||||
| Bain Capital Credit CLO 2022-3 Ltd / ABS-CBDO (US05684NAL55) | 5.10 | 0.2985 | 0.2985 | ||||||
| US68389BAP85 / Option One Mortgage Loan Trust 2006-3 | 5.06 | -0.12 | 0.2959 | -0.0014 | |||||
| XS2073824851 / BLUEMOUNTAIN EUR CLO BLUME 5A A 144A | 5.06 | 8.78 | 0.2958 | 0.0230 | |||||
| US80413TBD00 / Saudi Government International Bond | 5.02 | 1.64 | 0.2939 | 0.0038 | |||||
| US38382YY644 / Government National Mortgage Association | 5.01 | -0.06 | 0.2931 | -0.0012 | |||||
| US05530QAQ38 / BAT International Finance plc | 4.93 | 0.69 | 0.2886 | 0.0010 | |||||
| US95000U3E14 / Wells Fargo & Co. | 4.85 | 0.52 | 0.2839 | 0.0005 | |||||
| RGA Global Funding / DBT (US76209PAE34) | 4.85 | 0.62 | 0.2839 | 0.0008 | |||||
| US46647PDG81 / JPMorgan Chase & Co. | 4.85 | 0.39 | 0.2838 | 0.0002 | |||||
| US912810SJ88 / United States Treas Bds Bond | 4.83 | 70.20 | 0.2827 | 0.1160 | |||||
| US38382Y3J05 / Government National Mortgage Association | 4.83 | -0.64 | 0.2823 | -0.0028 | |||||
| US161175BY99 / CHARTER COMM OPER LLC/CAP CORP 3.85% 04/01/2061 | 4.81 | 5.51 | 0.2813 | 0.0138 | |||||
| US95000AAU16 / Wells Fargo & Company | 4.81 | 0.31 | 0.2813 | -0.0000 | |||||
| US3132DWJL81 / Freddie Mac Pool | 4.78 | -2.43 | 0.2796 | -0.0079 | |||||
| US64831DAB82 / NEW RESIDENTIAL MORTGAGE LOAN NRZT 2022 INV1 A2 144A | 4.78 | -2.09 | 0.2795 | -0.0070 | |||||
| Syensqo Finance America LLC / DBT (US834423AE54) | 4.77 | 1.12 | 0.2793 | 0.0022 | |||||
| US912810QB70 / United States Treas Bds Bond | 4.77 | -1.18 | 0.2791 | -0.0043 | |||||
| US456837BJ19 / ING Groep NV | 4.76 | -0.17 | 0.2784 | -0.0014 | |||||
| US61755CAC64 / Morgan Stanley ABS Capital I Incorporated Trust | 4.75 | -1.70 | 0.2777 | -0.0058 | |||||
| XS2353412633 / DRYDEN EURO CLO DRYD 2017 52A AR 144A | 4.75 | 4.42 | 0.2776 | 0.0108 | |||||
| US25160RLM33 / MD ST GO DB-8076 Q=DB D7 | 4.70 | 0.2749 | 0.2749 | ||||||
| Morgan Stanley Bank NA / DBT (US61690U8B93) | 4.70 | 0.30 | 0.2749 | -0.0001 | |||||
| Towd Point Mortgage Funding 2024 - Granite 6 PLC / ABS-MBS (XS2799791848) | 4.68 | -0.51 | 0.2736 | -0.0023 | |||||
| SAN / Banco Santander, S.A. - Depositary Receipt (Common Stock) | 4.68 | 0.02 | 0.2735 | -0.0009 | |||||
| N1WG34 / NatWest Group plc - Depositary Receipt (Common Stock) | 4.68 | 1.79 | 0.2735 | 0.0039 | |||||
| AXP / American Express Company - Depositary Receipt (Common Stock) | 4.64 | -0.21 | 0.2716 | -0.0015 | |||||
| US00217VAA89 / AREIT 2022-CRE7 LLC | 4.64 | -10.99 | 0.2712 | -0.0345 | |||||
| Nissan Motor Acceptance Co LLC / DBT (US65480CAH88) | 4.63 | -2.48 | 0.2711 | -0.0079 | |||||
| US91282CDX65 / United States Treasury Inflation Indexed Bonds | 4.62 | 1.14 | 0.2700 | 0.0021 | |||||
| DK0009391104 / JYSKE REALKREDIT A/S /DKK/ REGD SER 321E 1.00000000 | 4.61 | 1.03 | 0.2698 | 0.0019 | |||||
| US90932LAJ61 / United Airlines 2023-1 Class A Pass Through Trust | 4.60 | 0.61 | 0.2688 | 0.0008 | |||||
| XS2310127027 / CORDATUS CLO PLC CORDA 11A AR 144A | 4.59 | -6.99 | 0.2685 | -0.0212 | |||||
| DANSKE / Danske Bank A/S | 4.58 | 0.07 | 0.2679 | -0.0007 | |||||
| SCE.PRK / SCE Trust V - Preferred Security | 4.55 | 0.38 | 0.2660 | 0.0001 | |||||
| US3132A5JQ90 / Freddie Mac Pool | 4.54 | -2.05 | 0.2654 | -0.0065 | |||||
| US03881BAE39 / Arbor Multifamily Mortgage Securities Trust 2020-MF1 | 4.53 | 1.39 | 0.2647 | 0.0027 | |||||
| BMY / Bristol-Myers Squibb Company - Depositary Receipt (Common Stock) | 4.52 | -0.18 | 0.2641 | -0.0014 | |||||
| Goldman Sachs Bank USA/New York NY / DBT (US38151LAE02) | 4.51 | 0.07 | 0.2639 | -0.0007 | |||||
| US74153WCR88 / Pricoa Global Funding I | 4.50 | 0.07 | 0.2630 | -0.0007 | |||||
| US918307AC33 / SER 2021-INV4 CL A3 V/R REGD 144A P/P 2.50000000 | 4.49 | -2.05 | 0.2625 | -0.0064 | |||||
| US36267EAD31 / GS MORTGAGE-BACKED SECURITIES CORP TRUST 202 SER 2022-PJ2 CL A4 V/R REGD 144A P/P 2.50000000 | 4.45 | -3.37 | 0.2601 | -0.0100 | |||||
| US90355RAC60 / UWM 2021-INV3 A3 11/51 | 4.45 | -2.48 | 0.2601 | -0.0075 | |||||
| 4020 / Saudi Real Estate Company | 4.45 | 1.00 | 0.2600 | 0.0017 | |||||
| US38382YQ301 / Government National Mortgage Association | 4.44 | -0.76 | 0.2598 | -0.0029 | |||||
| US94988J6G76 / Wells Fargo Bank NA | 4.44 | -0.25 | 0.2594 | -0.0015 | |||||
| Morgan Stanley Bank NA / DBT (US61690U7Z70) | 4.43 | -0.16 | 0.2590 | -0.0013 | |||||
| US63861VAJ61 / Nationwide Building Society | 4.41 | -0.20 | 0.2579 | -0.0014 | |||||
| Allegro CLO XI Ltd / ABS-CBDO (US01750HAQ56) | 4.40 | 0.07 | 0.2576 | -0.0007 | |||||
| US05571AAQ85 / BPCE SA | 4.40 | -0.32 | 0.2575 | -0.0017 | |||||
| US46647PDW32 / JPMorgan Chase & Co | 4.39 | -0.18 | 0.2571 | -0.0013 | |||||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | 4.37 | 1.84 | 0.2555 | 0.0038 | |||||
| US21036PAQ19 / Constellation Brands Inc | 4.37 | 0.62 | 0.2554 | 0.0007 | |||||
| 69511JD28 / PACIFICORP | 4.36 | 0.62 | 0.2552 | 0.0007 | |||||
| AXP / American Express Company - Depositary Receipt (Common Stock) | 4.35 | -0.05 | 0.2545 | -0.0010 | |||||
| US20268JAK97 / CommonSpirit Health | 4.35 | 0.23 | 0.2544 | -0.0003 | |||||
| CBOM / Credit Bank of Moscow (public joint-stock company) | 4.33 | 0.77 | 0.2530 | 0.0011 | |||||
| US345397A860 / Ford Motor Credit Co LLC | 4.30 | 1.20 | 0.2517 | 0.0021 | |||||
| RFR USD SOFR/1.75000 12/21/22-30Y CME / DIR (000000000) | 4.29 | 0.2509 | 0.2509 | ||||||
| US61770YAA38 / Morgan Stanley Capital I Trust 2020-CNP | 4.28 | 2.20 | 0.2505 | 0.0045 | |||||
| US02342TAE91 / Amdocs Ltd | 4.26 | 1.84 | 0.2492 | 0.0037 | |||||
| Hayfin Emerald CLO X DAC / ABS-CBDO (XS2813167298) | 4.25 | 8.98 | 0.2485 | 0.0197 | |||||
| US06738ECD58 / Barclays PLC | 4.25 | -0.09 | 0.2484 | -0.0010 | |||||
| US912810RB61 / United States Treas Bds Bond | 4.24 | -2.15 | 0.2481 | -0.0063 | |||||
| US06428CAB00 / Bank of America NA | 4.23 | -0.09 | 0.2473 | -0.0011 | |||||
| XS2716891440 / EPH Financing International AS | 4.22 | 9.66 | 0.2469 | 0.0210 | |||||
| US01166VAA70 / Alaska Airlines 2020-1 Class A Pass Through Trust | 4.21 | 0.43 | 0.2465 | 0.0002 | |||||
| US708696BZ13 / Pennsylvania Electric Co. | 4.15 | 0.83 | 0.2430 | 0.0012 | |||||
| 5831 / Shizuoka Financial Group,Inc. | 4.15 | 0.2425 | 0.2425 | ||||||
| RWE Finance US LLC / DBT (US749983AA01) | 4.14 | 1.60 | 0.2422 | 0.0030 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 4.12 | -0.02 | 0.2408 | -0.0009 | |||||
| US00130HCH66 / AES Corp/The | 4.09 | 0.44 | 0.2392 | 0.0002 | |||||
| US57629WDL19 / MassMutual Global Funding II | 4.08 | 0.22 | 0.2388 | -0.0003 | |||||
| Athene Global Funding / DBT (US04685A3T66) | 4.07 | 0.02 | 0.2380 | -0.0007 | |||||
| S1MF34 / Sumitomo Mitsui Financial Group, Inc. - Depositary Receipt (Common Stock) | 4.04 | 0.05 | 0.2364 | -0.0007 | |||||
| US17331KAD19 / Citizens Auto Receivables Trust | 4.04 | -22.34 | 0.2363 | -0.0690 | |||||
| CarVal CLO I Ltd / ABS-CBDO (US146865AJ95) | 4.02 | -3.83 | 0.2353 | -0.0102 | |||||
| US02005NBU37 / Ally Financial Inc | 4.01 | 1.08 | 0.2348 | 0.0017 | |||||
| US21H0206753 / GINNIE MAE II POOL 30YR TBA (JULY) | 3.99 | 0.63 | 0.2335 | 0.0380 | |||||
| US62954HAZ10 / NXP BV / NXP Funding LLC / NXP USA Inc | 3.98 | 0.30 | 0.2327 | -0.0001 | |||||
| US3132DQRQ19 / FED HM LN PC POOL SD3195 FR 06/53 FIXED 5 | 3.97 | -4.24 | 0.2325 | -0.0111 | |||||
| T-Mobile USA Inc / DBT (US87264ADL61) | 3.97 | 1.12 | 0.2324 | 0.0018 | |||||
| US853254BZ29 / Standard Chartered PLC | 3.93 | 0.85 | 0.2301 | 0.0012 | |||||
| FSK / FS KKR Capital Corp. | 3.90 | -0.03 | 0.2280 | -0.0008 | |||||
| Trinity Square 2021-1 PLC / ABS-MBS (XS2783078087) | 3.88 | 0.54 | 0.2270 | 0.0005 | |||||
| AVGO / Broadcom Inc. - Depositary Receipt (Common Stock) | 3.79 | 1.01 | 0.2217 | 0.0015 | |||||
| US12803RAB06 / CaixaBank SA | 3.79 | -0.39 | 0.2217 | -0.0016 | |||||
| US66815L2M02 / Northwestern Mutual Global Funding | 3.78 | 0.61 | 0.2208 | 0.0006 | |||||
| US69337BAA26 / PHH Alternative Mortgage Trust Series 2007-1 | 3.76 | -0.95 | 0.2199 | -0.0028 | |||||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | 3.73 | 8.56 | 0.2181 | 0.0165 | |||||
| P1EG34 / Public Service Enterprise Group Incorporated - Depositary Receipt (Common Stock) | 3.70 | 0.90 | 0.2166 | 0.0012 | |||||
| Marathon CLO XIII Ltd / ABS-CBDO (US56579ABJ88) | 3.70 | -7.97 | 0.2162 | -0.0195 | |||||
| US68249DAA72 / One New York Plaza Trust 2020-1NYP | 3.68 | 1.41 | 0.2151 | 0.0023 | |||||
| US06738ECM57 / BARCLAYS PLC SR UNSECURED 09/27 VAR | 3.65 | -0.30 | 0.2137 | -0.0014 | |||||
| RFR USD SOFR/1.75000 06/15/22-10Y CME / DIR (000000000) | 3.65 | 0.2136 | 0.2136 | ||||||
| Lseg US Fin Corp / DBT (US50222CAA80) | 3.64 | 0.25 | 0.2128 | -0.0002 | |||||
| US02379KAA25 / American Airlines 2021-1 Class A Pass Through Trust | 3.64 | 0.36 | 0.2127 | 0.0000 | |||||
| US00206RML32 / AT&T Inc | 3.63 | 0.75 | 0.2121 | 0.0009 | |||||
| US69291QAA31 / PFP III PFP 2022 9 A 144A | 3.59 | -21.79 | 0.2102 | -0.0594 | |||||
| XS0248590613 / RMAC Securities No 1 PLC | 3.58 | 2.64 | 0.2095 | 0.0047 | |||||
| Abu Dhabi Developmental Holding Co PJSC / DBT (US00402D2C80) | 3.55 | 1.05 | 0.2078 | 0.0015 | |||||
| Greensaif Pipelines Bidco Sarl / DBT (US39541EAD58) | 3.54 | -0.11 | 0.2073 | -0.0010 | |||||
| BMW US Capital LLC / DBT (US05565ECW30) | 3.54 | 0.94 | 0.2071 | 0.0012 | |||||
| RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) | 3.54 | 0.08 | 0.2068 | -0.0005 | |||||
| Mars Inc / DBT (US571676AX38) | 3.53 | 0.43 | 0.2064 | 0.0002 | |||||
| US636274AD47 / National Grid PLC | 3.52 | 0.95 | 0.2060 | 0.0013 | |||||
| US172967NG21 / Citigroup Inc | 3.52 | 0.63 | 0.2060 | 0.0006 | |||||
| US75884RAX17 / Regency Centers, L.P. | 3.49 | 0.87 | 0.2043 | 0.0011 | |||||
| US23243HAA95 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 24 1A | 3.46 | -5.91 | 0.2021 | -0.0134 | |||||
| US3140X6WA53 / Fannie Mae Pool | 3.45 | -6.53 | 0.2019 | -0.0148 | |||||
| US46602UAB44 / IXIS Real Estate Capital Trust 2006-HE3 | 3.45 | -1.12 | 0.2018 | -0.0030 | |||||
| US44891ACG04 / Hyundai Capital America | 3.43 | -0.09 | 0.2009 | -0.0009 | |||||
| US891160TD51 / Toronto-Dominion Bank/The | 3.42 | 0.00 | 0.1999 | -0.0006 | |||||
| US09659W2M50 / BNP Paribas SA | 3.40 | 1.31 | 0.1988 | 0.0019 | |||||
| US59166DAA54 / Metlife Securitization Trust, Series 2018-1A, Class A | 3.39 | -1.71 | 0.1986 | -0.0041 | |||||
| US86358EA977 / Structured Asset Investment Loan Trust 2006-1 | 3.38 | -2.76 | 0.1979 | -0.0063 | |||||
| US05946KAJ07 / Banco Bilbao Vizcaya Argentaria SA | 3.37 | 0.81 | 0.1974 | 0.0009 | |||||
| US60687YCL11 / Mizuho Financial Group Inc | 3.37 | 0.30 | 0.1974 | -0.0001 | |||||
| US670855AA38 / OBX Trust | 3.36 | -3.26 | 0.1964 | -0.0073 | |||||
| TAQA / Abu Dhabi National Energy Company PJSC | 3.35 | 0.66 | 0.1959 | 0.0007 | |||||
| US3132DPYV48 / Freddie Mac Pool | 3.32 | -1.74 | 0.1944 | -0.0041 | |||||
| Chase Home Lending Mortgage Trust 2023-RPL3 / ABS-MBS (US161927AC22) | 3.32 | -2.15 | 0.1943 | -0.0049 | |||||
| US01F0226831 / FEDERAL NATIONAL MORTGAGE ASSOCIATION 30YR TBA AUG | 3.32 | -1.01 | 0.1941 | 0.0289 | |||||
| Goldman Sachs Bank USA/New York NY / DBT (US38151LAH33) | 3.31 | 0.00 | 0.1936 | -0.0007 | |||||
| US90932JAA07 / United Airlines 2019-2 Class AA Pass Through Trust | 3.31 | -2.53 | 0.1936 | -0.0057 | |||||
| US92539BAA08 / Verus Securitization Trust 2023-1 | 3.30 | -3.31 | 0.1933 | -0.0073 | |||||
| US912810RW09 / United States Treasury Inflation Indexed Bonds | 3.28 | -3.33 | 0.1916 | -0.0073 | |||||
| GreenSky Home Improvement Issuer Trust 2025-1 / ABS-O (US39571NAB29) | 3.27 | -9.26 | 0.1914 | -0.0203 | |||||
| US21H0506723 / Ginnie Mae | 3.24 | -78.53 | 0.1896 | -0.2411 | |||||
| US912810SW99 / United States Treasury Note/Bond | 3.23 | -1.97 | 0.1892 | -0.0045 | |||||
| US74368CBS26 / PROTECTIVE LIFE GLOBAL FUNDING | 3.22 | -0.25 | 0.1882 | -0.0011 | |||||
| US38382YJ207 / Government National Mortgage Association | 3.17 | -0.13 | 0.1856 | -0.0009 | |||||
| US75513ECT64 / RTX CORP SR UNSEC 5.75% 11-08-26 | 3.16 | 0.03 | 0.1847 | -0.0006 | |||||
| US3140XKZU72 / Fannie Mae Pool | 3.15 | -3.61 | 0.1843 | -0.0075 | |||||
| US89233FHN15 / Toyota Motor Credit Corporation | 3.15 | 0.1843 | 0.1843 | ||||||
| US89170VAA61 / Towd Point Mortgage Trust 2022-1 | 3.14 | -3.30 | 0.1837 | -0.0069 | |||||
| US69377TAA43 / PRKCM 2022-AFC2 Trust | 3.14 | -3.95 | 0.1836 | -0.0082 | |||||
| PCG.PRD / Pacific Gas and Electric Company - Preferred Stock | 3.14 | 0.1834 | 0.1834 | ||||||
| US17325FBA57 / Citibank NA | 3.11 | -0.42 | 0.1817 | -0.0014 | |||||
| US44891ACL98 / Hyundai Capital America | 3.10 | -0.16 | 0.1814 | -0.0009 | |||||
| Blue Owl Finance LLC / DBT (US09581JAT34) | 3.09 | 0.46 | 0.1807 | 0.0002 | |||||
| US52521DAB82 / Lehman Mortgage Trust 2007-2 | 3.09 | -1.06 | 0.1805 | -0.0025 | |||||
| US07336CAA18 / BDS 2022-FL12 LLC | 3.08 | -28.08 | 0.1804 | -0.0712 | |||||
| US3140QPK892 / Fannie Mae Pool | 3.08 | -2.13 | 0.1800 | -0.0046 | |||||
| IQVIA Inc / DBT (US46266TAF57) | 3.03 | 0.33 | 0.1774 | 0.0000 | |||||
| 5831 / Shizuoka Financial Group,Inc. | 3.02 | 0.1767 | 0.1767 | ||||||
| US57629TBQ94 / MassMutual Global Funding II | 3.02 | -0.03 | 0.1767 | -0.0007 | |||||
| US912810SH23 / United States Treas Bds Bond | 3.02 | -84.53 | 0.1764 | -0.3857 | |||||
| MassMutual Global Funding II / DBT (US57629W3T56) | 3.01 | 0.50 | 0.1761 | 0.0003 | |||||
| US04542BQB17 / ASSET BACKED FUNDING CERTIFICA ABFC 2005 OPT1 M2 | 3.00 | -1.99 | 0.1753 | -0.0042 | |||||
| 5831 / Shizuoka Financial Group,Inc. | 3.00 | -2.82 | 0.1752 | -0.0057 | |||||
| IRS EUR 2.25000 09/17/25-30Y LCH / DIR (000000000) | 2.99 | 0.1751 | 0.1751 | ||||||
| Verus Securitization Trust 2022-2 / ABS-MBS (US92538XAA37) | 2.97 | -2.56 | 0.1735 | -0.0052 | |||||
| US61747YFH36 / Morgan Stanley | 2.97 | 0.37 | 0.1735 | 0.0000 | |||||
| PG&E Recovery Funding LLC / DBT (US71710TAG31) | 2.96 | -7.97 | 0.1731 | -0.0156 | |||||
| US17311BAB99 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A2B | 2.93 | -1.74 | 0.1716 | -0.0036 | |||||
| US38145GAM24 / Goldman Sachs Group Inc/The | 2.90 | -0.24 | 0.1699 | -0.0010 | |||||
| US38145GAN07 / Goldman Sachs Group Inc/The | 2.90 | -0.24 | 0.1698 | -0.0010 | |||||
| US64831HAM51 / New Residential Mortgage Loan Trust 2023-NQM1 | 2.90 | -7.44 | 0.1695 | -0.0142 | |||||
| US3140QSPN58 / Federal National Mortgage Association | 2.88 | -2.17 | 0.1687 | -0.0043 | |||||
| US68389XCH61 / Oracle Corp | 2.88 | 0.77 | 0.1686 | 0.0008 | |||||
| US00774MBD65 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 2.86 | 0.00 | 0.1675 | -0.0006 | |||||
| XS2262961076 / ZF Finance GmbH | 2.83 | 0.46 | 0.1657 | 0.0002 | |||||
| US46651QAA58 / JP Morgan Chase Commercial Mortgage Securities Trust 2019-FL12 | 2.83 | -1.81 | 0.1654 | -0.0036 | |||||
| US902613AU26 / UBS Group AG | 2.82 | -0.18 | 0.1648 | -0.0009 | |||||
| US 10YR NOTE (CBT)SEP25 / DIR (000000000) | 2.81 | 0.1641 | 0.1641 | ||||||
| US136385AE19 / Canadian Natural Resources 6.45% Senior Notes 6/30/33 | 2.77 | 0.58 | 0.1623 | 0.0004 | |||||
| SMB Private Education Loan Trust 2024-C / ABS-O (US83206EAA55) | 2.75 | -3.10 | 0.1611 | -0.0057 | |||||
| US94988J6D46 / WELLS FARGO BANK NA SR UNSEC 5.45% 08-07-26 | 2.74 | -0.07 | 0.1600 | -0.0007 | |||||
| UWM Mortgage Trust 2021-INV3 / ABS-MBS (US90355RAE27) | 2.72 | -1.73 | 0.1591 | -0.0034 | |||||
| US38375UZZ64 / Government National Mortgage Association | 2.72 | -6.54 | 0.1589 | -0.0117 | |||||
| R2037 / South Africa - Sovereign or Government Agency Debt | 2.71 | 8.58 | 0.1584 | 0.0120 | |||||
| US912810SL35 / United States Treasury Note/Bond | 2.70 | -2.95 | 0.1581 | -0.0053 | |||||
| US48241FAB04 / KBC Group NV | 2.69 | 0.52 | 0.1571 | 0.0003 | |||||
| AU3FN0029609 / AAI Ltd | 2.68 | 1.10 | 0.1565 | 0.0012 | |||||
| US01F0226344 / Uniform Mortgage-Backed Security, TBA | 2.67 | -6.48 | 0.1561 | -0.0114 | |||||
| US68389XCE31 / Oracle Corp | 2.65 | 1.89 | 0.1548 | 0.0023 | |||||
| US07274EAH62 / Bayer US Finance LLC | 2.64 | -0.23 | 0.1546 | -0.0009 | |||||
| US63743HFG20 / National Rural Utilities Cooperative Finance Corp | 2.64 | 0.34 | 0.1546 | 0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 2.63 | -4.72 | 0.1537 | -0.0081 | |||||
| Hyundai Capital America / DBT (US44891ACT25) | 2.62 | 0.15 | 0.1535 | -0.0003 | |||||
| Voya CLO 2019-2 Ltd / ABS-CBDO (US92917RAL33) | 2.62 | -1.28 | 0.1534 | -0.0025 | |||||
| US023771R919 / American Airlines 2016-3 Class AA Pass Through Trust | 2.61 | -3.80 | 0.1525 | -0.0066 | |||||
| US64829VAA44 / New Residential Mortgage Loan Trust 2018-RPL1 | 2.60 | -4.41 | 0.1523 | -0.0076 | |||||
| US49427RAL69 / Kilroy Realty LP | 2.60 | 0.08 | 0.1518 | -0.0004 | |||||
| XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV | 2.59 | 0.1516 | 0.1516 | ||||||
| US30225VAM90 / Extra Space Storage LP | 2.57 | 0.59 | 0.1504 | 0.0004 | |||||
| US088929AC82 / BGC Group Inc | 2.57 | 0.20 | 0.1502 | -0.0002 | |||||
| Cross 2024-H3 Mortgage Trust / ABS-MBS (US22758DAA72) | 2.55 | -8.10 | 0.1493 | -0.0137 | |||||
| CA125491AG54 / CI FINANCIAL CO | 2.53 | 0.64 | 0.1482 | 0.0004 | |||||
| US43710BAE65 / INDYMAC RESIDENTIAL ASSET BACK INABS 2007 A 2A4A | 2.53 | -1.86 | 0.1480 | -0.0033 | |||||
| US92939UAE64 / WEC Energy Group, Inc. | 2.52 | 1.90 | 0.1472 | 0.0023 | |||||
| E1OG34 / EOG Resources, Inc. - Depositary Receipt (Common Stock) | 2.51 | 0.1471 | 0.1471 | ||||||
| IRB / IRB Infrastructure Developers Limited | 2.51 | -0.67 | 0.1468 | -0.0015 | |||||
| XS2431318802 / Logicor Financing Sarl | 2.50 | 10.89 | 0.1460 | 0.0139 | |||||
| XS2434791690 / CTP NV | 2.45 | 9.62 | 0.1434 | 0.0122 | |||||
| US89231WAA18 / Toyota Auto Loan Extended Note Trust 2023-1 | 2.45 | 0.41 | 0.1433 | 0.0001 | |||||
| US38382YNR08 / Government National Mortgage Association | 2.43 | 0.58 | 0.1421 | 0.0003 | |||||
| PEAC Solutions Receivables 2025-1 LLC / ABS-O (US69392HAB96) | 2.41 | 0.04 | 0.1410 | -0.0004 | |||||
| US912810RR14 / United States Treasury Inflation Indexed Bonds | 2.36 | -3.00 | 0.1381 | -0.0048 | |||||
| US68389BAN38 / Option One Mortgage Loan Trust 2006-3 | 2.36 | -2.03 | 0.1381 | -0.0033 | |||||
| US617505AE21 / Morgan Stanley ABS Capital I Inc Trust 2007-NC1 | 2.34 | -1.89 | 0.1368 | -0.0031 | |||||
| US539439AY57 / LLOYDS BANKING GROUP PLC 5.985000% 08/07/2027 | 2.34 | -0.13 | 0.1366 | -0.0006 | |||||
| US3140QSMW84 / Federal National Mortgage Association | 2.33 | -1.81 | 0.1362 | -0.0030 | |||||
| Republic of Poland Government International Bonds / DBT (US731011AY80) | 2.31 | 1.40 | 0.1354 | 0.0014 | |||||
| US723787AV90 / Pioneer Natural Resources Co | 2.31 | -0.17 | 0.1352 | -0.0007 | |||||
| US89788MAJ18 / Truist Financial Corp | 2.31 | -0.26 | 0.1351 | -0.0008 | |||||
| US67112FAD24 / OBX 2018-1 TRUST OBX 2018-1 A2 | 2.30 | -6.46 | 0.1348 | -0.0097 | |||||
| US345397B280 / FORD MTR CR CO LLC 3.375% 11/13/2025 | 2.28 | 0.53 | 0.1337 | 0.0003 | |||||
| US05953BAB71 / BANC OF AMERICA FUNDING CORPOR BAFC 2007 R1 A2 144A | 2.28 | -3.71 | 0.1334 | -0.0056 | |||||
| CAON34 / Capital One Financial Corporation - Depositary Receipt (Common Stock) | 2.28 | 1.29 | 0.1331 | 0.0012 | |||||
| US22822VAC54 / Crown Castle International Corp | 2.26 | 0.31 | 0.1321 | -0.0000 | |||||
| FHF Issuer Trust 2024-1 / ABS-O (US31568AAB26) | 2.25 | -14.90 | 0.1317 | -0.0236 | |||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 2.24 | 0.1312 | 0.1312 | ||||||
| US35563PWX31 / Seasoned Credit Risk Transfer Trust, Series 2021-1, Class BXS | 2.19 | 1.20 | 0.1279 | 0.0011 | |||||
| US 5YR NOTE (CBT) SEP25 / DIR (000000000) | 2.18 | 0.1276 | 0.1276 | ||||||
| US22550L2M24 / Credit Suisse AG/New York NY | 2.16 | 0.19 | 0.1262 | -0.0002 | |||||
| Dryden 54 Senior Loan Fund / ABS-CBDO (US26244RAF82) | 2.16 | -26.53 | 0.1262 | -0.0461 | |||||
| US50203JAA60 / LFT CRE 2021-FL1 Ltd | 2.15 | -22.63 | 0.1260 | -0.0374 | |||||
| US29273VAR15 / Energy Transfer LP | 2.14 | -0.09 | 0.1255 | -0.0005 | |||||
| US46632GAA13 / JP Morgan Mortgage Trust Series 2008-R1 | 2.14 | -9.14 | 0.1251 | -0.0130 | |||||
| Province of Ontario Canada / DBT (CA68333ZBG15) | 2.13 | 0.1245 | 0.1245 | ||||||
| US95000U2S19 / Wells Fargo & Co | 2.12 | 0.95 | 0.1240 | 0.0008 | |||||
| Adnoc Murban Rsc Ltd / DBT (US00723L2A68) | 2.09 | 1.36 | 0.1224 | 0.0012 | |||||
| US38376RNM42 / Government National Mortgage Association | 2.09 | -17.55 | 0.1223 | -0.0266 | |||||
| US81375WFU53 / SECURITIZED ASSET BACKED RECEI SABR 2005 FR5 M1 | 2.07 | -7.75 | 0.1212 | -0.0106 | |||||
| US694308HP52 / PACIFIC GAS + ELECTRIC SR UNSECURED 03/26 2.95 | 2.07 | 0.44 | 0.1212 | 0.0002 | |||||
| US3133B9Z232 / FED HM LN PC POOL QE0761 FR 04/52 FIXED 3 | 2.06 | -7.97 | 0.1203 | -0.0109 | |||||
| US05964HAX35 / Banco Santander SA | 2.05 | -0.29 | 0.1201 | -0.0008 | |||||
| US38382YA529 / Government National Mortgage Association | 2.05 | -11.77 | 0.1197 | -0.0164 | |||||
| US71654QDP46 / Petroleos Mexicanos | 2.04 | 2.78 | 0.1191 | 0.0028 | |||||
| Bain Capital Credit CLO 2021-6 Ltd / ABS-CBDO (US05684PAL04) | 2.00 | 0.55 | 0.1171 | 0.0002 | |||||
| US94988J6B89 / Wells Fargo Bank NA | 2.00 | -0.25 | 0.1170 | -0.0007 | |||||
| US3137F5BX63 / Freddie Mac REMICS | 1.98 | -3.41 | 0.1159 | -0.0045 | |||||
| US55955GAA13 / Magnetite XXV Ltd | 1.98 | -6.61 | 0.1158 | -0.0086 | |||||
| US912810SM18 / US TII .25 02/15/2050 (TIPS) | 1.96 | -3.93 | 0.1146 | -0.0051 | |||||
| US01F0226344 / Uniform Mortgage-Backed Security, TBA | 1.95 | -4.92 | 0.1141 | -0.0063 | |||||
| Mutual of Omaha Cos Global Funding / DBT (US62829D2D13) | 1.93 | 0.26 | 0.1130 | -0.0001 | |||||
| Stellantis Finance US Inc / DBT (US85855CAM29) | 1.92 | 0.1121 | 0.1121 | ||||||
| CPPIB Capital Inc / DBT (CA12593CAY71) | 1.92 | 4.13 | 0.1121 | 0.0041 | |||||
| MMC / Marsh & McLennan Companies, Inc. - Depositary Receipt (Common Stock) | 1.91 | -0.16 | 0.1114 | -0.0006 | |||||
| US3140XJNP43 / Fannie Mae Pool | 1.86 | -3.53 | 0.1088 | -0.0043 | |||||
| 5831 / Shizuoka Financial Group,Inc. | 1.86 | -5.79 | 0.1085 | -0.0071 | |||||
| RFR USD SOFR/3.50000 06/20/24-30Y LCH / DIR (000000000) | 1.82 | 0.1067 | 0.1067 | ||||||
| US36298YAB65 / GSAA Home Equity Trust 2006-14 | 1.81 | -1.58 | 0.1057 | -0.0021 | |||||
| US75888EAA64 / Regatta XIX Funding Ltd | 1.80 | 0.11 | 0.1055 | -0.0003 | |||||
| Pagaya AI Debt Trust 2024-3 / ABS-O (US69547XAA00) | 1.80 | -16.46 | 0.1054 | -0.0212 | |||||
| US912834KP23 / United States Treasury Strip Coupon | 1.77 | -1.33 | 0.1038 | -0.0017 | |||||
| US65535HBH12 / Nomura Holdings Inc | 1.75 | 0.40 | 0.1026 | 0.0001 | |||||
| US05609KAA79 / BX Commercial Mortgage Trust 2021-XL2 | 1.74 | -26.52 | 0.1020 | -0.0373 | |||||
| US715638BE14 / Peruvian Government International Bond | 1.74 | -15.69 | 0.1019 | -0.0193 | |||||
| US361841AP42 / GLP Capital LP / GLP Financing II Inc | 1.73 | 1.70 | 0.1013 | 0.0013 | |||||
| US31395A3J20 / Freddie Mac Structured Pass-Through Certificates | 1.69 | -2.92 | 0.0991 | -0.0033 | |||||
| US023771S255 / American Airlines 2016-3 Class A Pass Through Trust | 1.68 | -3.66 | 0.0985 | -0.0041 | |||||
| US05369AAN19 / Aviation Capital Group LLC | 1.67 | 0.60 | 0.0975 | 0.0003 | |||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 1.61 | 0.0942 | 0.0942 | ||||||
| US86562MCT53 / Sumitomo Mitsui Financial Group Inc | 1.61 | -0.19 | 0.0941 | -0.0005 | |||||
| US3137FUKP89 / Freddie Mac REMICS | 1.57 | -5.49 | 0.0917 | -0.0056 | |||||
| US92332YAA91 / Venture Global LNG, Inc. | 1.55 | 1.17 | 0.0907 | 0.0007 | |||||
| PTBENJOM0015 / Banco Espirito Santo SA | 1.55 | 13.80 | 0.0907 | 0.0107 | |||||
| US61753KAD81 / Morgan Stanley ABS Capital I Inc Trust 2007-HE5 | 1.54 | -0.78 | 0.0898 | -0.0010 | |||||
| DGZ / DB Gold Short ETN | 1.53 | 0.13 | 0.0892 | -0.0002 | |||||
| US76716XAB82 / RIO OIL FINANCE TRUST SR SECURED 144A 01/27 9.75 | 1.51 | -11.18 | 0.0883 | -0.0115 | |||||
| US912810SD19 / United States Treas Bds Bond | 1.48 | 225.05 | 0.0866 | 0.0598 | |||||
| US3137FUKQ62 / Freddie Mac REMICS | 1.45 | -6.69 | 0.0848 | -0.0064 | |||||
| XS0300468385 / RESLOC UK PLC RLOC 2007 1X A3A REGS | 1.45 | 5.00 | 0.0847 | 0.0037 | |||||
| US29250NBW48 / ENBRIDGE INC 5.9% 11/15/2026 | 1.43 | -0.21 | 0.0834 | -0.0005 | |||||
| US912810SE91 / United States Treas Bds Bond | 1.42 | -2.53 | 0.0833 | -0.0025 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 1.42 | 0.92 | 0.0833 | 0.0004 | |||||
| US00138CAU27 / Corebridge Global Funding | 1.42 | -0.21 | 0.0829 | -0.0005 | |||||
| US805564SD47 / Saxon Asset Securities Trust, Series 2005-2, Class M2 | 1.39 | -8.73 | 0.0813 | -0.0081 | |||||
| US57644TAE82 / Mastr Asset Backed Securities Trust 2006-WMC2 | 1.39 | -0.22 | 0.0812 | -0.0005 | |||||
| US3140NGF963 / Fannie Mae Pool | 1.39 | -1.07 | 0.0812 | -0.0011 | |||||
| RFR USD SOFR/3.25000 06/18/25-30Y LCH / DIR (000000000) | 1.39 | 0.0810 | 0.0810 | ||||||
| U.S. Treasury Bonds / DBT (US912810UG12) | 1.36 | 0.0797 | 0.0797 | ||||||
| US3140X4YR13 / Fannie Mae Pool | 1.35 | -1.10 | 0.0787 | -0.0012 | |||||
| US64032PAB85 / Nelnet Student Loan Trust 2023-A | 1.31 | -8.14 | 0.0766 | -0.0071 | |||||
| US912810SG40 / United States Treasury Inflation Indexed Bonds | 1.30 | -3.71 | 0.0758 | -0.0032 | |||||
| US64032PAA03 / Nelnet Student Loan Trust, Series 2023-AA, Class AFL | 1.29 | -8.30 | 0.0756 | -0.0071 | |||||
| US38376RGB69 / Government National Mortgage Association | 1.27 | -17.59 | 0.0743 | -0.0161 | |||||
| US33939HAA77 / FLEX INTERMEDIATE HOLDCO LLC | 1.25 | 0.97 | 0.0728 | 0.0004 | |||||
| US05952FAN33 / Banc of America Mortgage 2007-2 Trust | 1.24 | -1.67 | 0.0725 | -0.0015 | |||||
| ACDVF4 / Air Canada 2015-2 Class AA Pass Through Trust | 1.21 | -4.42 | 0.0709 | -0.0035 | |||||
| US36179UWB42 / G2SF 5.0 MA6042 07-20-49 | 1.21 | -3.37 | 0.0705 | -0.0027 | |||||
| US912834KH07 / United States Treasury Strip Coupon | 1.20 | -1.32 | 0.0702 | -0.0011 | |||||
| US46628GAA76 / JP Morgan Alternative Loan Trust | 1.19 | -1.33 | 0.0696 | -0.0012 | |||||
| US3617JWBC05 / Ginnie Mae I Pool | 1.18 | -7.57 | 0.0693 | -0.0059 | |||||
| US38376REZ55 / Government National Mortgage Association | 1.18 | -10.39 | 0.0692 | -0.0083 | |||||
| U.S. Treasury Inflation-Indexed Bonds / DBT (US912810UH94) | 1.18 | 0.0690 | 0.0690 | ||||||
| US912810TE82 / United States Treasury Inflation Indexed Bonds | 1.17 | -4.80 | 0.0684 | -0.0037 | |||||
| BNP / BNP Paribas SA | 1.17 | 0.0682 | 0.0682 | ||||||
| US74919XAF96 / RAAC Series 2007-SP2 Trust | 1.16 | -2.19 | 0.0681 | -0.0017 | |||||
| US448814DB68 / Hydro-Quebec | 1.16 | -0.09 | 0.0679 | -0.0003 | |||||
| US17325GAE61 / Citigroup Commercial Mortgage Trust 2016-C3 | 1.12 | -28.64 | 0.0653 | -0.0265 | |||||
| US040104PT27 / ARGENT SECURITIES INC. ARSI 2005 W4 A2D | 1.11 | -1.15 | 0.0652 | -0.0010 | |||||
| US04541GTP71 / ASSET BACKED SECURITIES CORP H ABSHE 2005 HE6 M5 | 1.07 | -10.79 | 0.0625 | -0.0078 | |||||
| US14889DAJ72 / Catamaran CLO 2014-1 Ltd | 1.06 | -38.59 | 0.0622 | -0.0394 | |||||
| US863576AA29 / Structured Asset Securities Corp Trust 2005-5 | 1.06 | -8.93 | 0.0621 | -0.0063 | |||||
| US617451EU96 / MORGAN STANLEY CAPITAL INC MSAC 2006 HE2 A2C | 1.06 | -1.76 | 0.0619 | -0.0013 | |||||
| US23243WAA62 / CWABS Asset-Backed Certificates Trust 2006-18 | 1.05 | 0.19 | 0.0614 | -0.0001 | |||||
| US3140XHNG87 / Fannie Mae Pool | 1.05 | -2.96 | 0.0613 | -0.0021 | |||||
| US46591JAA43 / JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD | 1.04 | 0.77 | 0.0611 | 0.0003 | |||||
| US86359YAH45 / Structured Asset Securities Corp Mortgage Loan Trust 2006-BC1 | 1.04 | -2.07 | 0.0609 | -0.0015 | |||||
| BNP / BNP Paribas SA | 1.03 | 0.88 | 0.0601 | 0.0003 | |||||
| PURCHASED BRL / SOLD USD / DFE (000000000) | 1.01 | 0.0591 | 0.0591 | ||||||
| US928668AT93 / VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 11/25 4.625 | 1.00 | 0.10 | 0.0585 | -0.0001 | |||||
| US3140JVPM87 / Fannie Mae Pool | 0.98 | -0.81 | 0.0573 | -0.0007 | |||||
| US77578JAC27 / Rolls-Royce PLC | 0.98 | 0.21 | 0.0571 | -0.0000 | |||||
| DGZ / DB Gold Short ETN | 0.94 | 0.0551 | 0.0551 | ||||||
| Pacific Life U.S. Government Fund Direct / STIV (000000000) | 0.92 | 0.92 | 0.0538 | 0.0538 | |||||
| US61753KAC09 / Morgan Stanley ABS Capital I Inc Trust 2007-HE5 | 0.92 | -0.76 | 0.0536 | -0.0006 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.92 | -2.03 | 0.0536 | -0.0013 | |||||
| US912810RK60 / United States Treas Bds Bond | 0.92 | -2.35 | 0.0536 | -0.0015 | |||||
| US17311BAS25 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A1 144A | 0.91 | -0.87 | 0.0535 | -0.0007 | |||||
| Province of British Columbia Canada / DBT (CA110709AK82) | 0.91 | 4.36 | 0.0532 | 0.0020 | |||||
| Korea Development Bank/The / DBT (US500630DY12) | 0.91 | -0.11 | 0.0530 | -0.0002 | |||||
| US12669TAA16 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 SD1 A1 144A | 0.90 | -0.99 | 0.0527 | -0.0007 | |||||
| FCT / Fincantieri S.p.A. | 0.89 | 2.18 | 0.0521 | 0.0009 | |||||
| US01F0226344 / Uniform Mortgage-Backed Security, TBA | 0.89 | -2.42 | 0.0519 | -0.0015 | |||||
| US912810SF66 / Us Treasury Bond | 0.88 | -2.54 | 0.0517 | -0.0015 | |||||
| US124857AX11 / ViacomCBS Inc | 0.87 | 0.69 | 0.0511 | 0.0002 | |||||
| US3140QQKN48 / FNCL UMBS 4.5 CB4800 10-01-52 | 0.87 | -1.25 | 0.0510 | -0.0008 | |||||
| US3133BLAU18 / FNCL UMBS 4.5 QE9919 09-01-52 | 0.86 | -3.79 | 0.0506 | -0.0021 | |||||
| US92328MAA18 / Venture Global Calcasieu Pass LLC | 0.85 | 1.92 | 0.0497 | 0.0007 | |||||
| US44891ACR68 / Hyundai Capital America | 0.84 | 0.60 | 0.0494 | 0.0001 | |||||
| US912810SK51 / United States Treasury Note/Bond | 0.84 | -2.79 | 0.0489 | -0.0016 | |||||
| US3140QR4E07 / Fannie Mae Pool | 0.83 | -2.23 | 0.0487 | -0.0012 | |||||
| US93934NAB10 / Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 Trust | 0.81 | -0.25 | 0.0473 | -0.0003 | |||||
| US01F0226344 / Uniform Mortgage-Backed Security, TBA | 0.80 | -2.57 | 0.0467 | -0.0014 | |||||
| US59020UQV07 / Merrill Lynch Mortgage Capital Inc. | 0.77 | -2.53 | 0.0451 | -0.0013 | |||||
| US32051D3G58 / First Horizon Alternative Mortgage Securities Trust 2004-AA1 | 0.77 | -1.28 | 0.0450 | -0.0008 | |||||
| US3136A9YS13 / Fannie Mae REMICS | 0.76 | -7.57 | 0.0443 | -0.0038 | |||||
| RFR USD SOFR/3.50000 09/17/25-30Y LCH / DIR (000000000) | 0.75 | 0.0439 | 0.0439 | ||||||
| PURCHASED BRL / SOLD USD / DFE (000000000) | 0.74 | 0.0434 | 0.0434 | ||||||
| US92916MAF86 / VOYA CLO LTD VOYA 2017 1A A1R 144A | 0.73 | -24.82 | 0.0427 | -0.0143 | |||||
| US31418EXW55 / FNMA, 30 Year | 0.73 | -7.04 | 0.0425 | -0.0034 | |||||
| US3140NFCX83 / Fannie Mae Pool | 0.72 | -2.99 | 0.0419 | -0.0014 | |||||
| US15135BAZ40 / SENIOR UNSECURED GLOBAL NOTES | 0.69 | 1.78 | 0.0401 | 0.0006 | |||||
| XS2049149821 / Virgin Money UK PLC | 0.68 | 7.08 | 0.0398 | 0.0025 | |||||
| US3617JHDN74 / Ginnie Mae I Pool | 0.67 | -0.74 | 0.0393 | -0.0004 | |||||
| US12532AAX72 / CFCRE Commercial Mortgage Trust 2016-C6 | 0.67 | -33.93 | 0.0391 | -0.0203 | |||||
| US2620512044 / Drillco Holdings Luxembourg SA | 0.03 | 0.00 | 0.64 | -18.65 | 0.0375 | -0.0087 | |||
| US939346AA00 / Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR9 Trust | 0.62 | -3.72 | 0.0364 | -0.0016 | |||||
| US437084CZ75 / Home Equity Asset Trust 2004-4 | 0.62 | -8.89 | 0.0360 | -0.0036 | |||||
| US95000U3A91 / Wells Fargo & Co. | 0.61 | 0.50 | 0.0354 | 0.0001 | |||||
| US466247XE86 / JP Morgan Mortgage Trust 2005-ALT1 | 0.59 | -3.26 | 0.0348 | -0.0013 | |||||
| US681936BK50 / Omega Healthcare Investors Inc | 0.59 | 0.68 | 0.0347 | 0.0001 | |||||
| US3128M6NT10 / Freddie Mac Gold Pool | 0.59 | -1.18 | 0.0343 | -0.0005 | |||||
| US3128MJ3T51 / FEDERAL HOME LOAN MORTGAGE CORP 4.00% 04/01/2048 G30 FGLMC | 0.59 | -1.52 | 0.0342 | -0.0007 | |||||
| RFR USD SOFR/3.15600 03/10/28-5Y LCH / DIR (000000000) | 0.58 | 0.0339 | 0.0339 | ||||||
| US3617L7K736 / Ginnie Mae I Pool | 0.57 | -11.61 | 0.0335 | -0.0045 | |||||
| BlueMountain CLO 2016-3 Ltd / ABS-CBDO (US09628VAW46) | 0.53 | -16.40 | 0.0307 | -0.0062 | |||||
| US12669GN644 / Reperforming Loan REMIC Trust 2005-R2 | 0.51 | -6.40 | 0.0300 | -0.0021 | |||||
| US07386HZJ30 / Bear Stearns ALT-A Trust 2005-10 | 0.51 | -3.99 | 0.0296 | -0.0013 | |||||
| US56501RAC07 / Manulife Financial Corp | 0.50 | 0.20 | 0.0292 | -0.0001 | |||||
| Stepstone Group MidCo 2 GmbH/TheUSD Term Loan B / LON (000000000) | 0.50 | 0.0291 | 0.0291 | ||||||
| US29717PAQ00 / Essex Portfolio LP | 0.50 | 0.20 | 0.0290 | -0.0001 | |||||
| U.S. Treasury Bonds / DBT (US912810UB25) | 0.49 | -2.20 | 0.0287 | -0.0008 | |||||
| US52521MAB81 / LEHMAN ABS MORTGAGE LOAN TRUST LABSM 2007 1 2A1 144A | 0.48 | -0.41 | 0.0282 | -0.0002 | |||||
| US31407UMR58 / Fannie Mae Pool | 0.48 | -3.06 | 0.0278 | -0.0010 | |||||
| US65535HAY53 / Nomura Holdings Inc | 0.47 | 1.08 | 0.0273 | 0.0002 | |||||
| US3140NJXM12 / Fannie Mae Pool | 0.47 | -0.21 | 0.0273 | -0.0002 | |||||
| US3133CCNP77 / FED HM LN PC POOL QH0398 FR 09/53 FIXED 5 | 0.44 | -2.65 | 0.0258 | -0.0008 | |||||
| US41164LAB53 / HarborView Mortgage Loan Trust 2007-2 | 0.43 | -4.22 | 0.0252 | -0.0012 | |||||
| US500945AB61 / Kubota Credit Owner Trust 2023-2 | 0.43 | -57.91 | 0.0250 | -0.0345 | |||||
| US958667AF48 / Western Midstream Operating LP | 0.42 | 0.24 | 0.0245 | -0.0000 | |||||
| US466309AA90 / JP Morgan Alternative Loan Trust | 0.41 | -3.27 | 0.0242 | -0.0009 | |||||
| US31410G2H50 / Fannie Mae Pool | 0.41 | -0.73 | 0.0238 | -0.0002 | |||||
| US01F0226344 / Uniform Mortgage-Backed Security, TBA | 0.39 | -0.25 | 0.0231 | -0.0001 | |||||
| US31410KNH31 / Fannie Mae Pool | 0.39 | -2.27 | 0.0226 | -0.0006 | |||||
| US86359LTG40 / STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR1 3A1 | 0.39 | -2.53 | 0.0225 | -0.0007 | |||||
| US38376RBB15 / Government National Mortgage Association | 0.38 | -20.13 | 0.0223 | -0.0057 | |||||
| U.S. Treasury Bills / STIV (US912797NX17) | 0.36 | 0.0213 | 0.0213 | ||||||
| US05533XAC65 / BCAP LLC 2011-RR4-I Trust | 0.36 | -5.03 | 0.0210 | -0.0012 | |||||
| US31418ECR99 / Fannie Mae Pool | 0.36 | -2.19 | 0.0209 | -0.0005 | |||||
| US83612NAC92 / Soundview Home Loan Trust 2007-WMC1 | 0.35 | -0.85 | 0.0206 | -0.0002 | |||||
| RFR USD SOFR/3.50000 12/18/24-30Y LCH / DIR (000000000) | 0.35 | 0.0205 | 0.0205 | ||||||
| US31418EW557 / FNMA POOL MA5167 FN 10/53 FIXED 6.5 | 0.35 | -7.71 | 0.0203 | -0.0018 | |||||
| US3128M6SU38 / Freddie Mac Gold Pool | 0.34 | -2.82 | 0.0201 | -0.0006 | |||||
| US31395HHV50 / Freddie Mac Structured Pass-Through Certificates | 0.34 | -2.86 | 0.0199 | -0.0007 | |||||
| IRS AUD 4.50000 09/20/23-10Y LCH / DIR (000000000) | 0.34 | 0.0198 | 0.0198 | ||||||
| US40430HFN35 / HSI Asset Securitization Corp Trust 2006-OPT3 | 0.33 | -1.20 | 0.0193 | -0.0003 | |||||
| US07384MWN81 / Bear Stearns ARM Trust 2003-5 | 0.33 | -1.50 | 0.0193 | -0.0004 | |||||
| SFS Auto Receivables Securitization Trust 2024-1 / ABS-O (US78435VAB80) | 0.33 | -72.37 | 0.0191 | -0.0502 | |||||
| US3138EG2G83 / Fannie Mae Pool | 0.32 | -5.54 | 0.0190 | -0.0012 | |||||
| U.S. Treasury Bills / STIV (US912797MG92) | 0.32 | 0.0189 | 0.0189 | ||||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 0.32 | 0.0189 | 0.0189 | ||||||
| U.S. Treasury Bills / STIV (US912797PN17) | 0.32 | 0.0189 | 0.0189 | ||||||
| US12669GPR64 / CHL Mortgage Pass-Through Trust 2005-2 | 0.31 | -0.33 | 0.0180 | -0.0001 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.31 | -0.33 | 0.0179 | -0.0001 | |||||
| US21688AAW27 / Cooperatieve Rabobank UA | 0.30 | 0.00 | 0.0176 | -0.0001 | |||||
| US12544MAA71 / CHL Mortgage Pass-Through Trust 2007-16 | 0.30 | -1.33 | 0.0174 | -0.0003 | |||||
| IRS AUD 4.50000 09/18/24-10Y LCH / DIR (000000000) | 0.28 | 0.0163 | 0.0163 | ||||||
| PTBEQKOM0019 / Banco Espirito Santo SA | 0.28 | 13.58 | 0.0162 | 0.0019 | |||||
| US17309RAA05 / Citigroup Mortgage Loan Trust 2006-AR6 | 0.27 | -3.52 | 0.0160 | -0.0007 | |||||
| U.S. Treasury Bills / STIV (US912797LW51) | 0.27 | 0.0160 | 0.0160 | ||||||
| US715638BD31 / REPUBLIC OF PERU SR UNSECURED 144A 08/31 6.95 | 0.27 | -15.67 | 0.0158 | -0.0030 | |||||
| US912834KV90 / United States Treasury Strip Coupon | 0.27 | -1.47 | 0.0157 | -0.0003 | |||||
| U.S. Treasury Bills / STIV (US912797PW16) | 0.26 | 0.0153 | 0.0153 | ||||||
| US31393AP687 / FANNIEMAE WHOLE LOAN FNW 2003 W4 2A | 0.25 | -2.33 | 0.0147 | -0.0004 | |||||
| EURO-BUND FUTURE SEP25 / DIR (000000000) | 0.25 | 0.0147 | 0.0147 | ||||||
| US86360JAA97 / STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 1A1 | 0.24 | -4.69 | 0.0143 | -0.0008 | |||||
| XS0588909878 / TESCO PROPERTY FIN 4 PLC SR SECURED REGS 10/40 5.8006 | 0.24 | 7.56 | 0.0142 | 0.0010 | |||||
| US93934FGC05 / Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 Trust | 0.24 | 7.73 | 0.0139 | 0.0009 | |||||
| US12669FNP44 / CHL Mortgage Pass-Through Trust 2004-HYB1 | 0.23 | -1.28 | 0.0136 | -0.0003 | |||||
| US86359LRW18 / STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A1A | 0.23 | -2.53 | 0.0135 | -0.0004 | |||||
| OZLM XVII Ltd / ABS-CBDO (US67111NAQ79) | 0.23 | -65.93 | 0.0135 | -0.0262 | |||||
| CBL / CBL & Associates Properties, Inc. | 0.01 | 0.00 | 0.23 | -4.18 | 0.0134 | -0.0007 | |||
| US36241K4U99 / Ginnie Mae I Pool | 0.23 | -3.81 | 0.0133 | -0.0005 | |||||
| US07402FAC95 / BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 2A1 | 0.23 | -1.31 | 0.0133 | -0.0002 | |||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.22 | 0.0129 | 0.0129 | ||||||
| US92922F8M34 / WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR18, Class 1A3A | 0.22 | -2.67 | 0.0128 | -0.0004 | |||||
| US76111XYD91 / RFMSI Series 2005-SA4 Trust | 0.22 | -0.91 | 0.0127 | -0.0002 | |||||
| PURCHASED BRL / SOLD USD / DFE (000000000) | 0.21 | 0.0125 | 0.0125 | ||||||
| US07402FAA30 / BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 1A1 | 0.21 | -2.30 | 0.0125 | -0.0003 | |||||
| FCT / Fincantieri S.p.A. | 0.21 | 9.95 | 0.0123 | 0.0011 | |||||
| US74928WCC55 / RBSSP Resecuritization Trust 2009-5 | 0.21 | -2.36 | 0.0121 | -0.0004 | |||||
| XS2068932222 / HSBC BANK PLC WARRANT | 0.20 | 0.0119 | 0.0119 | ||||||
| LONG GILT FUTURE SEP25 / DIR (000000000) | 0.20 | 0.0115 | 0.0115 | ||||||
| IRS AUD 4.50000 03/20/24-10Y LCH / DIR (000000000) | 0.19 | 0.0111 | 0.0111 | ||||||
| RFR GBP SONIO/3.75000 03/19/25-30Y LCH / DIR (000000000) | 0.19 | 0.0111 | 0.0111 | ||||||
| US23332UBF03 / DSLA Mortgage Loan Trust 2004-AR3 | 0.19 | -1.58 | 0.0110 | -0.0002 | |||||
| US38375UFM71 / Government National Mortgage Association | 0.19 | -2.60 | 0.0109 | -0.0003 | |||||
| US92328MAB90 / Venture Global Calcasieu Pass LLC | 0.19 | 2.21 | 0.0108 | 0.0002 | |||||
| US31377CRB18 / Fannie Mae Pool | 0.18 | -4.69 | 0.0108 | -0.0006 | |||||
| US3140J6GM33 / FANNIE MAE 4% 10/01/2047 FNL | 0.18 | -2.15 | 0.0107 | -0.0003 | |||||
| US31416TL800 / Fannie Mae Pool | 0.18 | -9.74 | 0.0103 | -0.0012 | |||||
| US31413FLF70 / Fannie Mae Pool | 0.17 | -0.57 | 0.0101 | -0.0001 | |||||
| US3128MJ3B44 / Freddie Mac Gold Pool | 0.17 | -2.33 | 0.0099 | -0.0003 | |||||
| RFR USD SOFR/3.25000 06/18/25-5Y LCH / DIR (000000000) | 0.16 | 0.0096 | 0.0096 | ||||||
| US32051GGD16 / First Horizon Alternative Mortgage Securities Trust 2005-AA1 | 0.16 | -1.20 | 0.0096 | -0.0002 | |||||
| CAN 10YR BOND FUT SEP25 / DIR (000000000) | 0.16 | 0.0092 | 0.0092 | ||||||
| US058927AA22 / Banc of America Funding 2006-A Trust | 0.16 | -1.89 | 0.0092 | -0.0002 | |||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | 0.15 | 0.0085 | 0.0085 | ||||||
| US31416VGC28 / Fannie Mae Pool | 0.14 | -0.69 | 0.0084 | -0.0001 | |||||
| US31416B6T01 / Fannie Mae Pool | 0.14 | -4.17 | 0.0081 | -0.0004 | |||||
| US31405U2C23 / Fannie Mae Pool | 0.14 | -2.14 | 0.0080 | -0.0002 | |||||
| US3138XS4W45 / Fannie Mae Pool | 0.13 | -7.59 | 0.0079 | -0.0007 | |||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 0.13 | 0.0077 | 0.0077 | ||||||
| US31418C5V28 / UMBS, 15 Year | 0.13 | -3.76 | 0.0075 | -0.0003 | |||||
| XS2068932222 / HSBC BANK PLC WARRANT | 0.13 | 0.0074 | 0.0074 | ||||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 0.12 | 0.0072 | 0.0072 | ||||||
| US45660LL234 / Residential Asset Securitization Trust 2005-A12 | 0.12 | 18.63 | 0.0071 | 0.0011 | |||||
| US3138MDJ943 / Fannie Mae Pool | 0.12 | -2.42 | 0.0071 | -0.0002 | |||||
| US31371MSW81 / Fnma Pl 256233 636 Due 05/01/36 Bond | 0.12 | -1.67 | 0.0070 | -0.0001 | |||||
| RFR JPY MUT+5.89/0.8000 10/22/18-20Y LCH / DIR (000000000) | 0.12 | 0.0068 | 0.0068 | ||||||
| US81743PBW59 / Sequoia Mortgage Trust 2003-4 | 0.12 | -2.54 | 0.0068 | -0.0002 | |||||
| 317U88VA1 PIMCO SWAPTION 3.65 CALL USD 2025080 / DIR (000000000) | 0.11 | 0.0066 | 0.0066 | ||||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 0.11 | 0.93 | 0.0064 | 0.0001 | |||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 0.11 | 0.93 | 0.0064 | 0.0001 | |||||
| US61755CAA09 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A1 | 0.11 | -1.82 | 0.0063 | -0.0001 | |||||
| US126650BQ21 / CVS Pass-Through Trust | 0.11 | -4.46 | 0.0063 | -0.0003 | |||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 0.11 | 0.94 | 0.0063 | 0.0000 | |||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 0.11 | 0.96 | 0.0062 | 0.0000 | |||||
| RFR USD SOFR/4.07290 03/01/24-2Y* LCH / DIR (000000000) | 0.10 | 0.0061 | 0.0061 | ||||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 0.10 | 0.00 | 0.0060 | -0.0000 | |||||
| US3140N56C33 / FNCL UMBS 5.0 BX1766 11-01-52 | 0.10 | -0.97 | 0.0060 | -0.0001 | |||||
| US759950AW86 / Renaissance Home Equity Loan Trust 2003-2 | 0.10 | -5.61 | 0.0060 | -0.0004 | |||||
| US86359RAD89 / Structured Asset Securities Corp Mortgage Loan Trust 2006-BC4 | 0.10 | -3.85 | 0.0059 | -0.0003 | |||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.10 | 0.0057 | 0.0057 | ||||||
| US124857AR43 / ViacomCBS Inc | 0.10 | 1.04 | 0.0057 | 0.0000 | |||||
| US881561V925 / Terwin Mortgage Trust 2006-3 | 0.10 | -3.96 | 0.0057 | -0.0003 | |||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 0.10 | 0.0056 | 0.0056 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.09 | 0.0055 | 0.0055 | ||||||
| US31404JSD80 / Fannie Mae Pool | 0.09 | -3.16 | 0.0054 | -0.0002 | |||||
| US93934FFH01 / Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-9 Trust | 0.09 | 10.98 | 0.0053 | 0.0005 | |||||
| US36292LE836 / Ginnie Mae I Pool | 0.09 | -2.25 | 0.0051 | -0.0001 | |||||
| US3128M8A876 / Freddie Mac Gold Pool | 0.08 | -1.18 | 0.0050 | -0.0001 | |||||
| US3138WAXY85 / Fannie Mae Pool | 0.08 | -1.19 | 0.0049 | -0.0001 | |||||
| US01F0226757 / Uniform Mortgage-Backed Security, TBA | 0.08 | -100.35 | 0.0049 | 1.1188 | |||||
| US31402RH778 / Fannie Mae Pool | 0.08 | -2.38 | 0.0048 | -0.0001 | |||||
| US3140QR5B58 / Fannie Mae Pool | 0.08 | -1.20 | 0.0048 | -0.0001 | |||||
| US31416BMS42 / Fannie Mae Pool | 0.08 | -2.38 | 0.0048 | -0.0002 | |||||
| US23338VAH96 / DTE Electric Co | 0.08 | 0.00 | 0.0047 | -0.0000 | |||||
| US3128M8GA67 / Freddie Mac Gold Pool | 0.08 | -2.44 | 0.0047 | -0.0001 | |||||
| US01F0226344 / Uniform Mortgage-Backed Security, TBA | 0.08 | -1.25 | 0.0046 | -0.0001 | |||||
| US31391LJN64 / Fannie Mae Pool | 0.08 | -2.56 | 0.0045 | -0.0001 | |||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.07 | 0.0044 | 0.0044 | ||||||
| US3128M74G83 / Freddie Mac Gold Pool | 0.07 | -2.63 | 0.0044 | -0.0001 | |||||
| US31407BY297 / Fannie Mae Pool | 0.07 | -32.08 | 0.0043 | -0.0020 | |||||
| US3128L15L06 / Freddie Mac Gold Pool | 0.07 | -1.37 | 0.0042 | -0.0001 | |||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 0.07 | 0.0042 | 0.0042 | ||||||
| RFR USD SOFR/3.64159 04/07/25-30Y* LCH / DIR (000000000) | 0.07 | 0.0042 | 0.0042 | ||||||
| US2620511053 / Drillco Holdings Luxembourg SA | 0.00 | 0.00 | 0.07 | -18.39 | 0.0042 | -0.0010 | |||
| US31418DDA72 / Fannie Mae Pool | 0.07 | -5.41 | 0.0041 | -0.0002 | |||||
| RFR USD SOFR/3.50000 12/18/24-1Y LCH / DIR (000000000) | 0.07 | 0.0041 | 0.0041 | ||||||
| US31402RHT95 / Fannie Mae Pool | 0.07 | -6.67 | 0.0041 | -0.0003 | |||||
| XS2068932222 / HSBC BANK PLC WARRANT | 0.07 | 0.0040 | 0.0040 | ||||||
| US31402RHU68 / Fannie Mae Pool | 0.07 | -1.45 | 0.0040 | -0.0001 | |||||
| US05534AAN19 / BCAP LLC 2011-RR5-I Trust | 0.07 | -13.16 | 0.0039 | -0.0006 | |||||
| US86789MAM91 / Suntrust Alternative Loan Trust Series 2005-1F | 0.07 | 6.45 | 0.0039 | 0.0002 | |||||
| US5764342H69 / MASTR ALTERNATIVE LOANS TRUST MALT 2006 2 2A1 | 0.06 | -3.03 | 0.0038 | -0.0001 | |||||
| US12669VAD01 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 7 2A3 | 0.06 | -14.67 | 0.0038 | -0.0007 | |||||
| US31413RJ490 / Fannie Mae Pool | 0.06 | -1.54 | 0.0038 | -0.0001 | |||||
| XS2068932222 / HSBC BANK PLC WARRANT | 0.06 | 0.0036 | 0.0036 | ||||||
| RFR USD SOFR/3.76473 12/17/24-30Y LCH / DIR (000000000) | 0.06 | 0.0036 | 0.0036 | ||||||
| US92331EAF34 / XXIX Venture Limited | 0.06 | -37.50 | 0.0035 | -0.0021 | |||||
| ZCS BRL 13.2914 05/08/25-01/02/29 CME / DIR (000000000) | 0.06 | 0.0035 | 0.0035 | ||||||
| US3128M6NQ70 / Freddie Mac Gold Pool | 0.06 | -9.37 | 0.0034 | -0.0004 | |||||
| US22540VK434 / Credit Suisse First Boston Mortgage Securities Corp | 0.06 | -3.33 | 0.0034 | -0.0001 | |||||
| US31407EZ710 / Fannie Mae Pool | 0.06 | 0.00 | 0.0033 | -0.0001 | |||||
| US31416CLT17 / Fannie Mae Pool | 0.06 | -1.79 | 0.0033 | -0.0001 | |||||
| US3138EPPG33 / Fannie Mae Pool | 0.05 | -15.62 | 0.0032 | -0.0006 | |||||
| US21H0326700 / GNMA2 30YR TBA(REG C) 3.5 TBA 07-01-50 | 0.05 | 0.0032 | 0.0032 | ||||||
| US3138XLXJ64 / Fannie Mae Pool | 0.05 | -1.85 | 0.0032 | -0.0000 | |||||
| US3132D53V27 / UMBS, 15 Year | 0.05 | -3.64 | 0.0031 | -0.0002 | |||||
| US31370Q6L89 / Fannie Mae Pool | 0.05 | -5.56 | 0.0030 | -0.0002 | |||||
| US31402RUA57 / Fannie Mae Pool | 0.05 | -1.96 | 0.0030 | -0.0001 | |||||
| US3128LAP873 / Freddie Mac Gold Pool | 0.05 | -1.96 | 0.0030 | -0.0000 | |||||
| US 2YR NOTE (CBT) SEP25 / DIR (000000000) | 0.05 | 0.0030 | 0.0030 | ||||||
| US3128NHK362 / Freddie Mac Non Gold Pool | 0.05 | -5.77 | 0.0029 | -0.0002 | |||||
| GB00H240B223 / LME Nickel Base Metal | 0.05 | 0.0029 | 0.0029 | ||||||
| US3128M5R934 / Freddie Mac Gold Pool | 0.05 | -2.00 | 0.0029 | -0.0001 | |||||
| PURCHASED TWD / SOLD USD / DFE (000000000) | 0.05 | 0.0028 | 0.0028 | ||||||
| US31417VX577 / Fannie Mae Pool | 0.05 | 0.00 | 0.0026 | -0.0000 | |||||
| US3622ABJW34 / Ginnie Mae I Pool | 0.04 | -2.50 | 0.0023 | -0.0001 | |||||
| US3138WB2L89 / Fannie Mae Pool | 0.04 | -9.30 | 0.0023 | -0.0003 | |||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.04 | 0.0023 | 0.0023 | ||||||
| US31416HWP62 / Fannie Mae Pool | 0.04 | -2.56 | 0.0022 | -0.0001 | |||||
| US36176ARS05 / Ginnie Mae I Pool | 0.04 | -2.63 | 0.0022 | -0.0000 | |||||
| US31404RQ593 / Fannie Mae Pool | 0.04 | -9.76 | 0.0022 | -0.0003 | |||||
| US17307GTK49 / Citigroup Mortgage Loan Trust 2005-3 | 0.04 | -7.50 | 0.0022 | -0.0002 | |||||
| US3129354W63 / Freddie Mac Gold Pool | 0.04 | -5.26 | 0.0022 | -0.0001 | |||||
| US31410FYT64 / Fannie Mae Pool | 0.04 | -2.70 | 0.0021 | -0.0001 | |||||
| US31404KQF20 / Fannie Mae Pool | 0.04 | 0.00 | 0.0021 | -0.0000 | |||||
| US31396V4Q81 / Fannie Mae REMICS | 0.03 | -2.86 | 0.0020 | -0.0000 | |||||
| US31402RH695 / Fannie Mae Pool | 0.03 | 0.00 | 0.0019 | -0.0001 | |||||
| US31407TSM35 / Fannie Mae Pool | 0.03 | 0.00 | 0.0019 | -0.0000 | |||||
| RFR USD SOFR/3.89548 12/23/24-30Y* LCH / DIR (000000000) | 0.03 | 0.0019 | 0.0019 | ||||||
| US31412ER246 / Fannie Mae Pool | 0.03 | 0.00 | 0.0019 | -0.0000 | |||||
| US36296GQ617 / Ginnie Mae I Pool | 0.03 | -34.69 | 0.0019 | -0.0010 | |||||
| US31410QN805 / Fannie Mae Pool | 0.03 | -3.12 | 0.0019 | -0.0000 | |||||
| XS2068932222 / HSBC BANK PLC WARRANT | 0.03 | 0.0019 | 0.0019 | ||||||
| RFR USD SOFR/3.65471 04/07/25-30Y* LCH / DIR (000000000) | 0.03 | 0.0019 | 0.0019 | ||||||
| 31750R5B9 PIMCO FXVAN PUT EUR USD 1.10000000 / DFE (000000000) | 0.03 | 0.0018 | 0.0018 | ||||||
| US31402QVH19 / Fannie Mae Pool | 0.03 | -3.23 | 0.0018 | -0.0001 | |||||
| US12667GDJ94 / Alternative Loan Trust 2005-J3 | 0.03 | 11.11 | 0.0018 | 0.0002 | |||||
| US31418MMK52 / Fannie Mae Pool | 0.03 | 0.00 | 0.0018 | -0.0000 | |||||
| US31418MWK43 / Fannie Mae Pool | 0.03 | -3.23 | 0.0018 | -0.0001 | |||||
| RFR JPY MUT+5.89/0.7500 03/20/19-19Y LCH / DIR (000000000) | 0.03 | 0.0017 | 0.0017 | ||||||
| US36296XE758 / Ginnie Mae I Pool | 0.03 | 0.00 | 0.0017 | -0.0000 | |||||
| US3128M75R30 / Freddie Mac Gold Pool | 0.03 | -3.57 | 0.0016 | -0.0000 | |||||
| US31403BF329 / Fannie Mae Pool | 0.03 | -3.57 | 0.0016 | -0.0001 | |||||
| US31402DM562 / Fannie Mae Pool | 0.03 | -3.57 | 0.0016 | -0.0001 | |||||
| GB00H240B223 / LME Nickel Base Metal | 0.03 | 0.0016 | 0.0016 | ||||||
| US36225CS728 / Ginnie Mae II Pool | 0.03 | -10.34 | 0.0016 | -0.0001 | |||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.03 | 0.0015 | 0.0015 | ||||||
| US3131XDUV50 / Freddie Mac Pool | 0.03 | -7.41 | 0.0015 | -0.0001 | |||||
| US36296B6Z04 / Ginnie Mae I Pool | 0.03 | 0.00 | 0.0015 | -0.0000 | |||||
| US86359LPD54 / Structured Asset Mortgage Investments II Trust 2005-AR5 | 0.03 | 0.00 | 0.0015 | -0.0000 | |||||
| US50188YAE41 / LCM XXIV Ltd | 0.03 | -75.49 | 0.0015 | -0.0045 | |||||
| PURCHASED TWD / SOLD USD / DFE (000000000) | 0.03 | 0.0015 | 0.0015 | ||||||
| US31418CW262 / Fannie Mae Pool | 0.02 | -7.69 | 0.0015 | -0.0001 | |||||
| US3132AECH71 / FNCI UMBS 3.5 ZT1872 04-01-34 | 0.02 | 0.00 | 0.0014 | -0.0001 | |||||
| BNP / BNP Paribas SA | 0.02 | 0.0014 | 0.0014 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.02 | 0.0014 | 0.0014 | ||||||
| US36295YXW82 / Ginnie Mae I Pool | 0.02 | 0.00 | 0.0014 | -0.0000 | |||||
| US3128M7AX42 / Freddie Mac Gold Pool | 0.02 | 0.00 | 0.0014 | -0.0000 | |||||
| US36225CWV44 / Ginnie Mae II Pool | 0.02 | -8.33 | 0.0013 | -0.0001 | |||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.02 | 0.0013 | 0.0013 | ||||||
| PURCHASED SGD / SOLD USD / DFE (000000000) | 0.02 | 0.0012 | 0.0012 | ||||||
| US31402QTS02 / Fannie Mae Pool | 0.02 | -4.76 | 0.0012 | -0.0000 | |||||
| US863579HD34 / Structured Adjustable Rate Mortgage Loan Trust Series 2004-20 | 0.02 | 0.00 | 0.0012 | -0.0000 | |||||
| US3140X5VG59 / Fannie Mae Pool | 0.02 | -5.00 | 0.0011 | -0.0001 | |||||
| US9128282R06 / United States Treasury Note/Bond | 0.02 | 0.00 | 0.0011 | 0.0000 | |||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.02 | 0.0011 | 0.0011 | ||||||
| US3132CWJA36 / FHLMC UMBS, 15 Year | 0.02 | -57.14 | 0.0011 | -0.0014 | |||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.02 | 0.0011 | 0.0011 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.02 | 0.0011 | 0.0011 | ||||||
| US31409EHA29 / Fannie Mae Pool | 0.02 | -5.56 | 0.0010 | -0.0000 | |||||
| US31418C7B46 / FNMA UMBS, 15 Year | 0.02 | -5.56 | 0.0010 | -0.0000 | |||||
| US31411VQT97 / Fannie Mae Pool | 0.02 | 0.00 | 0.0010 | -0.0000 | |||||
| SOUTH AFRICA EM SP MYC / DCR (000000000) | 0.02 | 0.0010 | 0.0010 | ||||||
| US36241KT577 / Ginnie Mae I Pool | 0.02 | 0.00 | 0.0010 | -0.0000 | |||||
| US31371NG586 / Fannie Mae Pool | 0.02 | -23.81 | 0.0010 | -0.0002 | |||||
| US3620C0WS39 / Ginnie Mae I Pool | 0.02 | -11.11 | 0.0010 | -0.0001 | |||||
| US31406EW917 / Fannie Mae Pool | 0.02 | 0.00 | 0.0010 | -0.0000 | |||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.02 | 0.0010 | 0.0010 | ||||||
| US36225CXK79 / Ginnie Mae II Pool | 0.02 | -11.11 | 0.0010 | -0.0001 | |||||
| US36225CWZ57 / Ginnie Mae II Pool | 0.02 | -5.88 | 0.0010 | -0.0001 | |||||
| US36210B3T06 / Ginnie Mae I Pool | 0.02 | 0.00 | 0.0009 | -0.0000 | |||||
| US39538WEA27 / GreenPoint Mortgage Funding Trust 2005-AR5 | 0.02 | 0.00 | 0.0009 | -0.0000 | |||||
| US3128M7JL13 / Freddie Mac Gold Pool | 0.02 | 0.00 | 0.0009 | -0.0000 | |||||
| US3128M6RD22 / Freddie Mac Gold Pool | 0.02 | -6.25 | 0.0009 | -0.0001 | |||||
| US31410UK688 / Fannie Mae Pool | 0.02 | 0.00 | 0.0009 | -0.0000 | |||||
| US45254NPA99 / Impac CMB Trust Series 2005-4 | 0.02 | -6.25 | 0.0009 | -0.0001 | |||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.02 | 0.0009 | 0.0009 | ||||||
| RFR USD SOFR/3.80662 04/02/25-30Y* LCH / DIR (000000000) | 0.02 | 0.0009 | 0.0009 | ||||||
| US3128M7ZR09 / Freddie Mac Gold Pool | 0.02 | 0.00 | 0.0009 | -0.0000 | |||||
| US36213UDP21 / Ginnie Mae I Pool | 0.02 | 0.00 | 0.0009 | -0.0000 | |||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 0.02 | 0.0009 | 0.0009 | ||||||
| US3140JPJZ96 / Fannie Mae Pool | 0.01 | -6.67 | 0.0009 | -0.0000 | |||||
| US36225CPA89 / Ginnie Mae II Pool | 0.01 | -12.50 | 0.0009 | -0.0001 | |||||
| US3128M8AW42 / Freddie Mac Gold Pool | 0.01 | 0.00 | 0.0008 | -0.0000 | |||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.01 | 0.0008 | 0.0008 | ||||||
| 317U8RKA1 PIMCO SWAPTION 3.5 CALL USD 20250721 / DIR (000000000) | 0.01 | 0.0008 | 0.0008 | ||||||
| PURCHASED TWD / SOLD USD / DFE (000000000) | 0.01 | 0.0008 | 0.0008 | ||||||
| US3128M6RH36 / Freddie Mac Gold Pool | 0.01 | 0.00 | 0.0008 | -0.0000 | |||||
| US31414FKA83 / Fannie Mae Pool | 0.01 | 0.00 | 0.0008 | -0.0000 | |||||
| US31410QKJ93 / Fannie Mae Pool | 0.01 | 0.00 | 0.0008 | -0.0000 | |||||
| US31410W5B01 / Fannie Mae Pool | 0.01 | -14.29 | 0.0008 | -0.0001 | |||||
| US31407ME767 / Fannie Mae Pool | 0.01 | -7.69 | 0.0008 | -0.0000 | |||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.01 | 0.0007 | 0.0007 | ||||||
| US31402QYY15 / Fannie Mae Pool | 0.01 | -7.69 | 0.0007 | -0.0000 | |||||
| US92922F4M79 / WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust | 0.01 | 0.00 | 0.0007 | -0.0000 | |||||
| US92925CBA99 / WaMu Mortgage Pass-Through Certificates Series 2005-AR19 Trust | 0.01 | 0.00 | 0.0007 | -0.0000 | |||||
| US36225CJK36 / Ginnie Mae II Pool | 0.01 | 0.00 | 0.0007 | -0.0000 | |||||
| OIS CAD CAONREPO/2.74040 03/10/25-9Y* LC / DIR (000000000) | 0.01 | 0.0007 | 0.0007 | ||||||
| US86359LPE38 / Structured Asset Mortgage Investments II Trust 2005-AR5 | 0.01 | -8.33 | 0.0007 | -0.0000 | |||||
| US31385HJD52 / Fannie Mae Pool | 0.01 | -15.38 | 0.0007 | -0.0001 | |||||
| US31406RFE09 / Fannie Mae Pool | 0.01 | -8.33 | 0.0007 | -0.0000 | |||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.01 | 0.0007 | 0.0007 | ||||||
| US36225CSK35 / Ginnie Mae II Pool | 0.01 | -8.33 | 0.0007 | -0.0000 | |||||
| XS2068932222 / HSBC BANK PLC WARRANT | 0.01 | 0.0007 | 0.0007 | ||||||
| US36225CWW27 / Ginnie Mae II Pool | 0.01 | -8.33 | 0.0007 | -0.0000 | |||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.01 | 0.0007 | 0.0007 | ||||||
| US31292HM840 / Freddie Mac Gold Pool | 0.01 | -15.38 | 0.0007 | -0.0001 | |||||
| US3138A95X89 / Fannie Mae Pool | 0.01 | -31.25 | 0.0007 | -0.0003 | |||||
| US36211KPY46 / Ginnie Mae I Pool | 0.01 | 0.00 | 0.0007 | -0.0000 | |||||
| US31417YGY77 / Fannie Mae Pool | 0.01 | -8.33 | 0.0007 | -0.0001 | |||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.01 | 0.0006 | 0.0006 | ||||||
| US31410FSJ56 / Fannie Mae Pool | 0.01 | 0.00 | 0.0006 | -0.0000 | |||||
| US31418SDC08 / Fannie Mae Pool | 0.01 | 0.00 | 0.0006 | -0.0000 | |||||
| US31405VH757 / Fannie Mae Pool | 0.01 | -9.09 | 0.0006 | -0.0000 | |||||
| US36225BSS87 / Ginnie Mae I Pool | 0.01 | -9.09 | 0.0006 | -0.0001 | |||||
| US3138XFF752 / Fannie Mae Pool | 0.01 | 0.00 | 0.0006 | -0.0000 | |||||
| US3128MJJT85 / Freddie Mac Gold Pool | 0.01 | 0.00 | 0.0006 | -0.0000 | |||||
| PURCHASED MXN / SOLD USD / DFE (000000000) | 0.01 | 0.0006 | 0.0006 | ||||||
| US36241KZG65 / Ginnie Mae I Pool | 0.01 | 0.00 | 0.0006 | -0.0000 | |||||
| US31405JRD80 / Fannie Mae Pool | 0.01 | 0.00 | 0.0006 | -0.0000 | |||||
| US36207K6S43 / Ginnie Mae I Pool | 0.01 | -9.09 | 0.0006 | -0.0001 | |||||
| US31406VWP74 / Fannie Mae Pool | 0.01 | -10.00 | 0.0006 | -0.0000 | |||||
| US31413ALS05 / Fannie Mae Pool | 0.01 | 0.00 | 0.0006 | -0.0000 | |||||
| US3138EH7H93 / Fannie Mae Pool | 0.01 | -18.18 | 0.0005 | -0.0001 | |||||
| US31406ABS06 / Fannie Mae Pool | 0.01 | 0.00 | 0.0005 | -0.0000 | |||||
| US3128M5F541 / Freddie Mac Gold Pool | 0.01 | 0.00 | 0.0005 | -0.0000 | |||||
| US59020UYU32 / Merrill Lynch Mortgage Investors Trust MLMI Series 2005-A5 | 0.01 | 0.00 | 0.0005 | -0.0000 | |||||
| PURCHASED TWD / SOLD USD / DFE (000000000) | 0.01 | 0.0005 | 0.0005 | ||||||
| US31408FAF62 / Fannie Mae Pool | 0.01 | -11.11 | 0.0005 | -0.0000 | |||||
| US36210TVM51 / Ginnie Mae I Pool | 0.01 | -11.11 | 0.0005 | -0.0000 | |||||
| PURCHASED TWD / SOLD USD / DFE (000000000) | 0.01 | 0.0005 | 0.0005 | ||||||
| US31412YBH45 / Fannie Mae Pool | 0.01 | 0.00 | 0.0005 | -0.0000 | |||||
| US36212J5X07 / Ginnie Mae I Pool | 0.01 | 0.00 | 0.0005 | -0.0000 | |||||
| US31409G4R41 / Fannie Mae Pool | 0.01 | 0.00 | 0.0005 | -0.0000 | |||||
| PURCHASED KRW / SOLD USD / DFE (000000000) | 0.01 | 0.0005 | 0.0005 | ||||||
| US36225CVD54 / Ginnie Mae II Pool | 0.01 | 0.00 | 0.0005 | -0.0000 | |||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.01 | 0.0005 | 0.0005 | ||||||
| US36225BMS42 / Ginnie Mae I Pool | 0.01 | 0.00 | 0.0005 | -0.0000 | |||||
| US36225CUK07 / Ginnie Mae II Pool | 0.01 | 0.00 | 0.0005 | -0.0000 | |||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.01 | 0.0005 | 0.0005 | ||||||
| US36212UBT79 / Ginnie Mae I Pool | 0.01 | -12.50 | 0.0004 | -0.0000 | |||||
| US31415TFV70 / Fannie Mae Pool | 0.01 | 0.00 | 0.0004 | -0.0000 | |||||
| US31400RV815 / Fannie Mae Pool | 0.01 | 0.00 | 0.0004 | -0.0000 | |||||
| PURCHASED IDR / SOLD USD / DFE (000000000) | 0.01 | 0.0004 | 0.0004 | ||||||
| US31295NEE40 / Freddie Mac Non Gold Pool | 0.01 | -36.36 | 0.0004 | -0.0003 | |||||
| US36225CV862 / Ginnie Mae II Pool | 0.01 | 0.00 | 0.0004 | -0.0000 | |||||
| US36225BQ922 / Ginnie Mae I Pool | 0.01 | 0.00 | 0.0004 | -0.0000 | |||||
| US31403CX221 / Fannie Mae Pool | 0.01 | 0.00 | 0.0004 | -0.0000 | |||||
| 317U8R0A3 PIMCO SWAPTION 3.45 CALL USD 2025071 / DIR (000000000) | 0.01 | 0.0004 | 0.0004 | ||||||
| US36211YSS45 / Ginnie Mae I Pool | 0.01 | 0.00 | 0.0004 | -0.0000 | |||||
| US31415YER62 / Fannie Mae Pool | 0.01 | 0.00 | 0.0004 | -0.0000 | |||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.01 | 0.0004 | 0.0004 | ||||||
| US31412PCD15 / Fannie Mae Pool | 0.01 | -14.29 | 0.0004 | -0.0001 | |||||
| PURCHASED TWD / SOLD USD / DFE (000000000) | 0.01 | 0.0004 | 0.0004 | ||||||
| PURCHASED TWD / SOLD USD / DFE (000000000) | 0.01 | 0.0004 | 0.0004 | ||||||
| US31419DHF15 / Fannie Mae Pool | 0.01 | 0.00 | 0.0004 | -0.0000 | |||||
| US31403GWC22 / Fannie Mae Pool | 0.01 | 0.00 | 0.0004 | -0.0000 | |||||
| PURCHASED TWD / SOLD USD / DFE (000000000) | 0.01 | 0.0004 | 0.0004 | ||||||
| US36201U2Q66 / Ginnie Mae I Pool | 0.01 | 0.00 | 0.0004 | -0.0000 | |||||
| DGZ / DB Gold Short ETN | 0.01 | 0.0004 | 0.0004 | ||||||
| US36212SLE45 / Ginnie Mae I Pool | 0.01 | 0.00 | 0.0004 | -0.0000 | |||||
| US3132A9U623 / FHLG 15YR 3.5% 07/01/2033#ZS8705 | 0.01 | 0.00 | 0.0004 | -0.0000 | |||||
| US3128M6NJ38 / Freddie Mac Gold Pool | 0.01 | 0.00 | 0.0004 | -0.0000 | |||||
| US31408GY849 / Fannie Mae Pool | 0.01 | 0.00 | 0.0004 | -0.0000 | |||||
| US36225CUH77 / Ginnie Mae II Pool | 0.01 | -16.67 | 0.0003 | -0.0000 | |||||
| US36225CXL52 / Ginnie Mae II Pool | 0.01 | -16.67 | 0.0003 | -0.0000 | |||||
| ZCS BRL 13.32 05/08/25-01/02/29 CME / DIR (000000000) | 0.01 | 0.0003 | 0.0003 | ||||||
| PURCHASED IDR / SOLD USD / DFE (000000000) | 0.01 | 0.0003 | 0.0003 | ||||||
| US31418DGH98 / Fannie Mae Pool | 0.01 | -16.67 | 0.0003 | -0.0000 | |||||
| US86358HNX34 / Structured Asset Mortgage Investments Trust 2002-AR3 | 0.01 | -16.67 | 0.0003 | -0.0000 | |||||
| US31401YS484 / Fannie Mae Pool | 0.01 | 0.00 | 0.0003 | -0.0000 | |||||
| ZCS BRL 13.3537 05/12/25-01/02/29 CME / DIR (000000000) | 0.01 | 0.0003 | 0.0003 | ||||||
| US31412T6Y47 / Fannie Mae Pool | 0.01 | 0.00 | 0.0003 | -0.0000 | |||||
| US3138A8WX07 / Fannie Mae Pool | 0.01 | -44.44 | 0.0003 | -0.0002 | |||||
| US31295NEY04 / Freddie Mac Non Gold Pool | 0.01 | -37.50 | 0.0003 | -0.0002 | |||||
| US31402RTZ28 / Fannie Mae Pool | 0.01 | 0.00 | 0.0003 | -0.0000 | |||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.01 | 0.0003 | 0.0003 | ||||||
| DGZ / DB Gold Short ETN | 0.01 | 0.0003 | 0.0003 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.01 | 0.0003 | 0.0003 | ||||||
| US31405BFG14 / Fannie Mae Pool | 0.01 | 0.00 | 0.0003 | -0.0000 | |||||
| US31417YF289 / Fannie Mae Pool | 0.01 | 0.00 | 0.0003 | -0.0000 | |||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.01 | 0.0003 | 0.0003 | ||||||
| US36212HD560 / Ginnie Mae I Pool | 0.01 | 0.00 | 0.0003 | -0.0000 | |||||
| US31371MTJ61 / Fannie Mae Pool | 0.01 | -44.44 | 0.0003 | -0.0003 | |||||
| US576433WE20 / MASTR Adjustable Rate Mortgages Trust 2004-13 | 0.01 | 0.00 | 0.0003 | -0.0000 | |||||
| US31374GRC32 / Fannie Mae Pool | 0.01 | 0.00 | 0.0003 | -0.0000 | |||||
| US31409T6M54 / Fannie Mae Pool | 0.01 | 0.00 | 0.0003 | -0.0000 | |||||
| US36181CEE49 / Ginnie Mae I Pool | 0.01 | 0.00 | 0.0003 | -0.0000 | |||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.01 | 0.0003 | 0.0003 | ||||||
| BNP / BNP Paribas SA | 0.01 | 0.0003 | 0.0003 | ||||||
| BNP / BNP Paribas SA | 0.00 | 0.0003 | 0.0003 | ||||||
| US36208YY528 / Ginnie Mae I Pool | 0.00 | 0.00 | 0.0003 | -0.0000 | |||||
| US31405G5R71 / Fannie Mae Pool | 0.00 | 0.00 | 0.0003 | -0.0000 | |||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.00 | 0.0003 | 0.0003 | ||||||
| US31408B5A26 / Fannie Mae Pool | 0.00 | 0.00 | 0.0003 | -0.0000 | |||||
| US45660UAT60 / IndyMac ARM Trust 2001-H2 | 0.00 | 0.00 | 0.0003 | -0.0000 | |||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.00 | 0.0003 | 0.0003 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| US3128M5NM83 / Freddie Mac Gold Pool | 0.00 | 0.00 | 0.0003 | -0.0000 | |||||
| BNP / BNP Paribas SA | 0.00 | 0.0003 | 0.0003 | ||||||
| US31418MV586 / Fannie Mae Pool | 0.00 | 0.00 | 0.0003 | -0.0000 | |||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.00 | 0.0003 | 0.0003 | ||||||
| BNP / BNP Paribas SA | 0.00 | 0.0002 | 0.0002 | ||||||
| US31371MT318 / Fannie Mae Pool | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| US31412STL96 / Fannie Mae Pool | 0.00 | -33.33 | 0.0002 | -0.0002 | |||||
| US31410KCW27 / Fannie Mae Pool | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| PURCHASED PEN / SOLD USD / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| PURCHASED PEN / SOLD USD / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| US36225CAN65 / Ginnie Mae II Pool | 0.00 | -25.00 | 0.0002 | -0.0001 | |||||
| US31418DHF24 / Fannie Mae Pool | 0.00 | -25.00 | 0.0002 | -0.0000 | |||||
| US31411WTX55 / Fannie Mae Pool | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| XS2068932222 / HSBC BANK PLC WARRANT | 0.00 | 0.0002 | 0.0002 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.00 | 0.0002 | 0.0002 | ||||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 0.00 | 0.0002 | 0.0002 | ||||||
| US36205MNK08 / Ginnie Mae I Pool | 0.00 | -25.00 | 0.0002 | -0.0000 | |||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.00 | 0.0002 | 0.0002 | ||||||
| BNP / BNP Paribas SA | 0.00 | 0.0002 | 0.0002 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| US31374GQW05 / Fannie Mae Pool | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| BNP / BNP Paribas SA | 0.00 | 0.0002 | 0.0002 | ||||||
| US31403C5V95 / Fannie Mae Pool | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| US31409WV816 / Fannie Mae Pool | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| US31411YXB46 / Fannie Mae Pool | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| US31405EFS90 / Fannie Mae Pool | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| US31391KGG67 / Fannie Mae Pool | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| US31371MNB99 / Fannie Mae Pool | 0.00 | -50.00 | 0.0002 | -0.0002 | |||||
| US31371NV775 / Fannie Mae Pool | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| BNP / BNP Paribas SA | 0.00 | 0.0002 | 0.0002 | ||||||
| BNP / BNP Paribas SA | 0.00 | 0.0002 | 0.0002 | ||||||
| US31408AFG04 / Fannie Mae Pool | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| US36225CQH24 / Ginnie Mae II Pool | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| US31418A2M91 / Fannie Mae Pool | 0.00 | -25.00 | 0.0002 | -0.0001 | |||||
| US36296QRY79 / Ginnie Mae I Pool | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| US36209RGG20 / Ginnie Mae I Pool | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| US31410PUC57 / Fannie Mae Pool | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| US36211UFY38 / Ginnie Mae I Pool | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| US3132AEKD75 / Freddie Mac Pool | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| US36211J5K95 / Ginnie Mae I Pool | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.00 | 0.0002 | 0.0002 | ||||||
| US31415P3Z99 / Fannie Mae Pool | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.00 | 0.0002 | 0.0002 | ||||||
| XS2068932222 / HSBC BANK PLC WARRANT | 0.00 | 0.0002 | 0.0002 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.00 | 0.0002 | 0.0002 | ||||||
| US3133T7YG81 / FHLMC-GNMA | 0.00 | -33.33 | 0.0002 | -0.0001 | |||||
| US31404GV406 / Fannie Mae Pool | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.00 | 0.0002 | 0.0002 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.00 | 0.0002 | 0.0002 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.00 | 0.0002 | 0.0002 | ||||||
| BNP / BNP Paribas SA | 0.00 | 0.0002 | 0.0002 | ||||||
| US36211PF818 / Ginnie Mae I Pool | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.00 | 0.0002 | 0.0002 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.00 | 0.0002 | 0.0002 | ||||||
| US36202K4L68 / Ginnie Mae II Pool | 0.00 | -33.33 | 0.0001 | -0.0000 | |||||
| US3128M7U876 / Freddie Mac Gold Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.00 | 0.0001 | 0.0001 | ||||||
| US31412N6P66 / Fannie Mae Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US3138ENT823 / Fannie Mae Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| PURCHASED THB / SOLD USD / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| XS2068932222 / HSBC BANK PLC WARRANT | 0.00 | 0.0001 | 0.0001 | ||||||
| US31339D4L92 / Freddie Mac REMICS | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US36209Y6W36 / Ginnie Mae I Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US31412SYY52 / Fannie Mae Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| PURCHASED INR / SOLD USD / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| US36225CGN02 / Ginnie Mae II Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US36212UBN00 / Ginnie Mae I Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US36201SJF74 / Ginnie Mae I Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.00 | 0.0001 | 0.0001 | ||||||
| PURCHASED THB / SOLD USD / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.00 | 0.0001 | 0.0001 | ||||||
| US31417YJN85 / Fannie Mae Pool | 0.00 | -50.00 | 0.0001 | -0.0000 | |||||
| BNP / BNP Paribas SA | 0.00 | 0.0001 | 0.0001 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.00 | 0.0001 | 0.0001 | ||||||
| US31410XYJ98 / Fannie Mae Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US36225CN851 / Ginnie Mae II Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US31404JS554 / Fannie Mae Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| XS2068932222 / HSBC BANK PLC WARRANT | 0.00 | 0.0001 | 0.0001 | ||||||
| US36225CKD73 / Ginnie Mae II Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US36212VCD91 / Ginnie Mae I Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.00 | 0.0001 | 0.0001 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.00 | 0.0001 | 0.0001 | ||||||
| US36206MNE39 / Ginnie Mae I Pool | 0.00 | -75.00 | 0.0001 | -0.0002 | |||||
| US31295NT325 / Freddie Mac Non Gold Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US3128M6NE41 / Freddie Mac Gold Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| PURCHASED IDR / SOLD USD / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BNP / BNP Paribas SA | 0.00 | 0.0001 | 0.0001 | ||||||
| US31402EMX30 / Fannie Mae Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| PURCHASED INR / SOLD USD / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| US31401JNG93 / Fannie Mae Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US31415XER89 / Fannie Mae Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US31359RY635 / Fannie Mae REMICS | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US3138A8SR84 / Fannie Mae Pool | 0.00 | -50.00 | 0.0001 | -0.0000 | |||||
| US36212EBL02 / Ginnie Mae I Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US36212CYU97 / Ginnie Mae I Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US31402DLJ71 / Fannie Mae Pool | 0.00 | 0.00 | 0.0001 | 0.0000 | |||||
| US36211UYC07 / Ginnie Mae I Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US939336PL10 / Washington Mutual MSC Mortgage Pass-Through Certificates Series 2003-AR1 Trust | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US31416YDH80 / Fannie Mae Pool | 0.00 | -50.00 | 0.0001 | -0.0000 | |||||
| US31374CPF76 / Fannie Mae Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | 0.00 | 0.0001 | 0.0001 | ||||||
| US36225CBQ87 / Ginnie Mae II Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US3138AA6S52 / Fannie Mae Pool | 0.00 | -50.00 | 0.0001 | -0.0000 | |||||
| US36225BJG41 / Ginnie Mae I Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US31405U6A21 / Fannie Mae Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US31407EAE32 / Fannie Mae Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US31406YFH80 / Fannie Mae Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US36212EGP60 / Ginnie Mae I Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.00 | 0.0001 | 0.0001 | ||||||
| DGZ / DB Gold Short ETN | 0.00 | 0.0001 | 0.0001 | ||||||
| US31410KGP30 / Fannie Mae Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| PURCHASED PEN / SOLD USD / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| IRS EUR 2.61000 03/24/25-10Y LCH / DIR (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| US36292FC394 / Ginnie Mae I Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US31407UEZ66 / Fannie Mae Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| BNP / BNP Paribas SA | 0.00 | 0.0001 | 0.0001 | ||||||
| US31410RJM25 / Fannie Mae Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US3128M5KG43 / Freddie Mac Gold Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US36296RZS92 / Ginnie Mae I Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| DGZ / DB Gold Short ETN | 0.00 | 0.0001 | 0.0001 | ||||||
| US31404RTU13 / Fannie Mae Pool | 0.00 | -100.00 | 0.0001 | -0.0000 | |||||
| US31400HFH12 / Fannie Mae Pool | 0.00 | 0.0001 | -0.0000 | ||||||
| US31380AMP48 / Fannie Mae Pool | 0.00 | -100.00 | 0.0001 | -0.0000 | |||||
| US31407JDQ22 / Fannie Mae Pool | 0.00 | 0.0001 | -0.0000 | ||||||
| US31416NJV55 / Fannie Mae Pool | 0.00 | -100.00 | 0.0001 | -0.0000 | |||||
| US36212WMD64 / Ginnie Mae I Pool | 0.00 | 0.0001 | -0.0000 | ||||||
| US36225CQF67 / Ginnie Mae II Pool | 0.00 | 0.0001 | -0.0000 | ||||||
| US36209RTD51 / Ginnie Mae I Pool | 0.00 | 0.0001 | -0.0000 | ||||||
| US36225CFR25 / Ginnie Mae II Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US31415P3Y25 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US36295NNJ27 / Ginnie Mae I Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US31371NXJ98 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US36202DFZ96 / GOVT NATL MORTG ASSN 8.00% 02/20/2030 GNMA II | 0.00 | 0.0000 | -0.0000 | ||||||
| US31376KPN09 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US3138A5ZZ88 / Fannie Mae Pool | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| PURCHASED INR / SOLD USD / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US36209RNK58 / Ginnie Mae I Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US69547MAD83 / PAID_22-3 | 0.00 | -100.00 | 0.0000 | -0.0075 | |||||
| US36212MJU45 / Ginnie Mae I Pool | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| US31371NDS18 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US36225CCY03 / Ginnie Mae II Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US36225CJL19 / Ginnie Mae II Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US31348SWZ37 / Freddie Mac Non Gold Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US3128M5KA72 / Freddie Mac Gold Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US31412XES99 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| PURCHASED TWD / SOLD USD / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US31371MHL46 / Fannie Mae Pool | 0.00 | -100.00 | 0.0000 | -0.0001 | |||||
| US31402E2N70 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US3138EJPF99 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US36211YS474 / Ginnie Mae I Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| EURO-BOBL FUTURE SEP25 / DIR (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| XS2068932222 / HSBC BANK PLC WARRANT | 0.00 | 0.0000 | 0.0000 | ||||||
| US36212UGZ84 / Ginnie Mae I Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| GB00H240B223 / LME Nickel Base Metal | 0.00 | 0.0000 | 0.0000 | ||||||
| PURCHASED CNH / SOLD USD / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US3138AATL58 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US31404U6K14 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US36207KYQ74 / Ginnie Mae I Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| PURCHASED SGD / SOLD USD / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| XS2068932222 / HSBC BANK PLC WARRANT | 0.00 | 0.0000 | 0.0000 | ||||||
| US3128LCBQ84 / Freddie Mac Gold Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US36225CFQ42 / Ginnie Mae II Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US31412NBF24 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US36202K6G55 / Ginnie Mae II Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US36211C5D08 / Ginnie Mae I Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US3132A74F58 / FED HM LN PC POOL ZS7122 FR 08/27 FIXED 3.5 | 0.00 | 0.0000 | -0.0000 | ||||||
| US36202K6U40 / Ginnie Mae II Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US31416VD688 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US36209RTE35 / Ginnie Mae I Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US3138AAYJ48 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| BNP / BNP Paribas SA | 0.00 | 0.0000 | 0.0000 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.00 | 0.0000 | 0.0000 | ||||||
| US31410MJ687 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US36225CDW38 / Ginnie Mae II Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US36213DCU00 / Ginnie Mae I Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| XS2068932222 / HSBC BANK PLC WARRANT | 0.00 | 0.0000 | 0.0000 | ||||||
| US31410TZG39 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US36225CA221 / Ginnie Mae II Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| DGZ / DB Gold Short ETN | 0.00 | 0.0000 | 0.0000 | ||||||
| PURCHASED KRW / SOLD USD / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US36202K3B95 / Ginnie Mae II Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US31385PH563 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US3131WUAH11 / Freddie Mac Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| XS2068932222 / HSBC BANK PLC WARRANT | 0.00 | 0.0000 | 0.0000 | ||||||
| BNP / BNP Paribas SA | 0.00 | 0.0000 | 0.0000 | ||||||
| GB00H240B223 / LME Nickel Base Metal | 0.00 | 0.0000 | 0.0000 | ||||||
| US449670EQ79 / Imc Home Equity Loan Trust 1998-3 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31411CYP03 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| BNP / BNP Paribas SA | 0.00 | 0.0000 | 0.0000 | ||||||
| US36225BL972 / Ginnie Mae I Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| DGZ / DB Gold Short ETN | 0.00 | 0.0000 | 0.0000 | ||||||
| US36207KF965 / Ginnie Mae I Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US31419BWX99 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US3128M6AX68 / Freddie Mac Gold Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US3138ELUG63 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| DGZ / DB Gold Short ETN | 0.00 | 0.0000 | 0.0000 | ||||||
| GB00H240B223 / LME Nickel Base Metal | 0.00 | 0.0000 | 0.0000 | ||||||
| US36225CC201 / Ginnie Mae II Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US36211YSM74 / Ginnie Mae I Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US36225BJB53 / Ginnie Mae I Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US31358SNY36 / Fannie Mae REMICS | 0.00 | 0.0000 | -0.0000 | ||||||
| US31384VT445 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US31394FU783 / Fannie Mae REMICS | 0.00 | 0.0000 | -0.0000 | ||||||
| GB00H240B223 / LME Nickel Base Metal | 0.00 | 0.0000 | 0.0000 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.00 | 0.0000 | 0.0000 | ||||||
| BNP / BNP Paribas SA | 0.00 | 0.0000 | 0.0000 | ||||||
| BNP / BNP Paribas SA | 0.00 | 0.0000 | 0.0000 | ||||||
| PURCHASED TWD / SOLD USD / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| XS2068932222 / HSBC BANK PLC WARRANT | 0.00 | 0.0000 | 0.0000 | ||||||
| US36202KUY99 / Ginnie Mae II Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| XS2068932222 / HSBC BANK PLC WARRANT | 0.00 | 0.0000 | 0.0000 | ||||||
| US36202KUH66 / Ginnie Mae II Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US36202KUK95 / Ginnie Mae II Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| BNP / BNP Paribas SA | 0.00 | 0.0000 | 0.0000 | ||||||
| US36202KTG03 / Ginnie Mae II Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US36202KU601 / Ginnie Mae II Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US31418XEC83 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.00 | 0.0000 | 0.0000 | ||||||
| US36202KUJ23 / Ginnie Mae II Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US36202KU452 / Ginnie Mae II Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US36202KTR67 / Ginnie Mae II Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| PURCHASED PEN / SOLD USD / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| DGZ / DB Gold Short ETN | 0.00 | -0.0000 | -0.0000 | ||||||
| 317U9EGA4 PIMCO SWAPTION 4.135 PUT USD 2025063 / DIR (000000000) | 0.00 | -0.0000 | -0.0000 | ||||||
| DGZ / DB Gold Short ETN | 0.00 | -0.0000 | -0.0000 | ||||||
| DK0009527616 / NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| 317U9EOA5 PIMCO SWAPTION 4.101 PUT USD 2025063 / DIR (000000000) | 0.00 | -0.0000 | -0.0000 | ||||||
| DK0009403644 / JYSKE REALKREDIT A/S COVERED 10/53 1.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0009528424 / NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.00 | -0.0000 | -0.0000 | ||||||
| 317U9G6A0 PIMCO SWAPTION 4.065 PUT USD 2025070 / DIR (000000000) | 0.00 | -0.0000 | -0.0000 | ||||||
| 317U9GEA1 PIMCO SWAPTION 4.075 PUT USD 2025070 / DIR (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9IZA4 PIMCO SWAPTION 4.125 PUT USD 2025070 / DIR (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9GBA4 PIMCO SWAPTION 2.38 CALL EUR 2025070 / DIR (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.00 | -0.0000 | -0.0000 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | -0.00 | -0.0000 | -0.0000 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9IEA7 PIMCO SWAPTION 4.03 PUT USD 20250707 / DIR (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.00 | -0.0000 | -0.0000 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9HMA0 PIMCO SWAPTION 4.019 PUT USD 2025070 / DIR (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.00 | -0.0000 | -0.0000 | ||||||
| XS2068932222 / HSBC BANK PLC WARRANT | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9LGA8 PIMCO SWAPTION 4.097 PUT USD 2025071 / DIR (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -0.00 | -0.0000 | -0.0000 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | -0.00 | -0.0000 | -0.0000 | ||||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| GB00H240B223 / LME Nickel Base Metal | -0.00 | -0.0000 | -0.0000 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.00 | -0.0000 | -0.0000 | ||||||
| PURCHASED USD / SOLD IDR / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.00 | -0.0000 | -0.0000 | ||||||
| 31750QN05 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.00 | -0.0000 | -0.0000 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.00 | -0.0000 | -0.0000 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9LLA2 PIMCO SWAPTION 4.095 PUT USD 2025071 / DIR (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | -0.00 | -0.0000 | -0.0000 | ||||||
| PURCHASED USD / SOLD ILS / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BNP / BNP Paribas SA | -0.00 | -0.0000 | -0.0000 | ||||||
| DGZ / DB Gold Short ETN | -0.00 | -0.0000 | -0.0000 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| PURCHASED USD / SOLD SGD / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9LFA9 PIMCO SWAPTION 2.46 CALL EUR 2025071 / DIR (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.00 | -0.0000 | -0.0000 | ||||||
| GB00H240B223 / LME Nickel Base Metal | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9MNA8 PIMCO SWAPTION 3.955 PUT USD 2025072 / DIR (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9GAA5 PIMCO SWAPTION 2.64 PUT EUR 20250703 / DIR (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| EURO-BOBL OPTION AUG25C 118.5 EXP 07/25/2025 / DIR (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9LEA0 PIMCO SWAPTION 2.72 PUT EUR 20250716 / DIR (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9MPA6 PIMCO SWAPTION 3.933 PUT USD 2025072 / DIR (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9N1A0 PIMCO SWAPTION 3.914 PUT USD 2025072 / DIR (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| ZCS BRL 14.0087 05/12/25-01/04/27 CME / DIR (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.00 | -0.0001 | -0.0001 | ||||||
| BNP / BNP Paribas SA | -0.00 | -0.0001 | -0.0001 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -0.00 | -0.0001 | -0.0001 | ||||||
| EURO-BUND OPTION AUG25C 132.5 EXP 07/25/2025 / DIR (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| DGZ / DB Gold Short ETN | -0.00 | -0.0001 | -0.0001 | ||||||
| EURO-BOBL OPTION AUG25P 117.2 EXP 07/25/2025 / DIR (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.00 | -0.0001 | -0.0001 | ||||||
| GB00H240B223 / LME Nickel Base Metal | -0.00 | -0.0001 | -0.0001 | ||||||
| GB00H240B223 / LME Nickel Base Metal | -0.00 | -0.0001 | -0.0001 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.00 | -0.0001 | -0.0001 | ||||||
| 317U9O6A3 PIMCO SWAPTION 3.875 PUT USD 2025072 / DIR (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| PURCHASED INR / SOLD USD / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| 317U9EPA4 PIMCO SWAPTION 3.701 CALL USD 202506 / DIR (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | -0.00 | -0.0001 | -0.0001 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.00 | -0.0001 | -0.0001 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | -0.00 | -0.0001 | -0.0001 | ||||||
| GB00H240B223 / LME Nickel Base Metal | -0.00 | -0.0001 | -0.0001 | ||||||
| 317U9O7A2 PIMCO SWAPTION 3.525 CALL USD 202507 / DIR (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -0.00 | -0.0001 | -0.0001 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.00 | -0.0001 | -0.0001 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -0.00 | -0.0001 | -0.0001 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.00 | -0.0001 | -0.0001 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | -0.00 | -0.0001 | -0.0001 | ||||||
| 317U9N2A9 PIMCO SWAPTION 3.564 CALL USD 202507 / DIR (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| BNP / BNP Paribas SA | -0.00 | -0.0001 | -0.0001 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.00 | -0.0001 | -0.0001 | ||||||
| PURCHASED USD / SOLD CAD / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| 317U9IFA6 PIMCO SWAPTION 3.68 CALL USD 2025070 / DIR (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.00 | -0.0001 | -0.0001 | ||||||
| 317U9MOA7 PIMCO SWAPTION 3.605 CALL USD 202507 / DIR (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| EURO-BUND OPTION AUG25P 129 EXP 07/25/2025 / DIR (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| 317U9MQA5 PIMCO SWAPTION 3.583 CALL USD 202507 / DIR (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| PURCHASED USD / SOLD IDR / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.00 | -0.0002 | -0.0002 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.00 | -0.0002 | -0.0002 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.00 | -0.0002 | -0.0002 | ||||||
| ZCS BRL 13.9255 05/08/25-01/04/27 CME / DIR (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.00 | -0.0002 | -0.0002 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.00 | -0.0002 | -0.0002 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.00 | -0.0002 | -0.0002 | ||||||
| 317U9LHA7 PIMCO SWAPTION 3.697 CALL USD 202507 / DIR (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.00 | -0.0002 | -0.0002 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.00 | -0.0002 | -0.0002 | ||||||
| 317U9HNA9 PIMCO SWAPTION 3.669 CALL USD 202507 / DIR (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.00 | -0.0003 | -0.0003 | ||||||
| SOFTBANK GROUP CORP SNR JP SP GST / DCR (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| COLOMBIA LA SP MYC / DCR (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.00 | -0.0003 | -0.0003 | ||||||
| PURCHASED USD / SOLD CNH / DFE (000000000) | -0.01 | -0.0003 | -0.0003 | ||||||
| 317U9G7A9 PIMCO SWAPTION 3.715 CALL USD 202507 / DIR (000000000) | -0.01 | -0.0003 | -0.0003 | ||||||
| OIS CAD CAONREPO/3.0000 01/10/25-9Y* LCH / DIR (000000000) | -0.01 | -0.0004 | -0.0004 | ||||||
| 317U9GFA0 PIMCO SWAPTION 3.725 CALL USD 202507 / DIR (000000000) | -0.01 | -0.0004 | -0.0004 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.01 | -0.0004 | -0.0004 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.01 | -0.0004 | -0.0004 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | -0.01 | -0.0004 | -0.0004 | ||||||
| GB00H240B223 / LME Nickel Base Metal | -0.01 | -0.0004 | -0.0004 | ||||||
| 317U9EHA3 PIMCO SWAPTION 3.735 CALL USD 202506 / DIR (000000000) | -0.01 | -0.0004 | -0.0004 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.01 | -0.0005 | -0.0005 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.01 | -0.0005 | -0.0005 | ||||||
| XS2068932222 / HSBC BANK PLC WARRANT | -0.01 | -0.0005 | -0.0005 | ||||||
| 317U9LMA1 PIMCO SWAPTION 3.695 CALL USD 202507 / DIR (000000000) | -0.01 | -0.0005 | -0.0005 | ||||||
| OIS CAD CAONREPO/3.00000 01/08/25-9Y* LC / DIR (000000000) | -0.01 | -0.0005 | -0.0005 | ||||||
| GB00H240B223 / LME Nickel Base Metal | -0.01 | -0.0006 | -0.0006 | ||||||
| XS2068932222 / HSBC BANK PLC WARRANT | -0.01 | -0.0006 | -0.0006 | ||||||
| RFR USD SOFR/4.09500 02/18/25-10Y LCH / DIR (000000000) | -0.01 | -0.0006 | -0.0006 | ||||||
| PURCHASED USD / SOLD THB / DFE (000000000) | -0.01 | -0.0006 | -0.0006 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | -0.01 | -0.0006 | -0.0006 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.01 | -0.0006 | -0.0006 | ||||||
| 317U9J0A0 PIMCO SWAPTION 3.775 CALL USD 202507 / DIR (000000000) | -0.01 | -0.0006 | -0.0006 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.01 | -0.0007 | -0.0007 | ||||||
| IRS EUR 2.46000 03/13/25-10Y LCH / DIR (000000000) | -0.01 | -0.0007 | -0.0007 | ||||||
| COLOMBIA LA SP GST / DCR (000000000) | -0.01 | -0.0008 | -0.0008 | ||||||
| PURCHASED USD / SOLD THB / DFE (000000000) | -0.01 | -0.0008 | -0.0008 | ||||||
| IRS AUD 4.00000 03/19/25-10Y LCH / DIR (000000000) | -0.01 | -0.0009 | -0.0009 | ||||||
| COLOMBIA LA SP MYC / DCR (000000000) | -0.02 | -0.0009 | -0.0009 | ||||||
| PURCHASED USD / SOLD TWD / DFE (000000000) | -0.02 | -0.0009 | -0.0009 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | -0.02 | -0.0010 | -0.0010 | ||||||
| COLOMBIA LA SP GST / DCR (000000000) | -0.02 | -0.0010 | -0.0010 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.02 | -0.0010 | -0.0010 | ||||||
| OIS CAD CAONREPO/3.00000 01/13/25-8Y* LC / DIR (000000000) | -0.02 | -0.0010 | -0.0010 | ||||||
| IRS EUR 2.25000 09/17/25-5Y LCH / DIR (000000000) | -0.02 | -0.0010 | -0.0010 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.02 | -0.0011 | -0.0011 | ||||||
| 317U8R1A2 PIMCO SWAPTION 3.515 CALL USD 202507 / DIR (000000000) | -0.02 | -0.0011 | -0.0011 | ||||||
| DGZ / DB Gold Short ETN | -0.02 | -0.0012 | -0.0012 | ||||||
| PURCHASED USD / SOLD SGD / DFE (000000000) | -0.02 | -0.0013 | -0.0013 | ||||||
| 317U8RLA0 PIMCO SWAPTION 3.489 CALL USD 202507 / DIR (000000000) | -0.02 | -0.0013 | -0.0013 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.02 | -0.0013 | -0.0013 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.02 | -0.0013 | -0.0013 | ||||||
| RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (000000000) | -0.02 | -0.0014 | -0.0014 | ||||||
| RFR USD SOFR/3.89900 03/11/25-10Y LCH / DIR (000000000) | -0.03 | -0.0015 | -0.0015 | ||||||
| PURCHASED USD / SOLD KRW / DFE (000000000) | -0.03 | -0.0016 | -0.0016 | ||||||
| RFR USD SOFR/3.72186 03/01/24-7Y* LCH / DIR (000000000) | -0.03 | -0.0017 | -0.0017 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.03 | -0.0018 | -0.0018 | ||||||
| ZCS BRL 13.9271 05/08/25-01/04/27 CME / DIR (000000000) | -0.03 | -0.0018 | -0.0018 | ||||||
| PURCHASED USD / SOLD TWD / DFE (000000000) | -0.04 | -0.0021 | -0.0021 | ||||||
| PURCHASED USD / SOLD TWD / DFE (000000000) | -0.04 | -0.0022 | -0.0022 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.04 | -0.0023 | -0.0023 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.04 | -0.0024 | -0.0024 | ||||||
| RFR USD SOFR/3.7317* 03/01/24-7Y* LCH / DIR (000000000) | -0.04 | -0.0025 | -0.0025 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.04 | -0.0026 | -0.0026 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.05 | -0.0027 | -0.0027 | ||||||
| GB00H240B223 / LME Nickel Base Metal | -0.05 | -0.0029 | -0.0029 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.05 | -0.0030 | -0.0030 | ||||||
| PURCHASED USD / SOLD PEN / DFE (000000000) | -0.06 | -0.0033 | -0.0033 | ||||||
| RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (000000000) | -0.06 | -0.0033 | -0.0033 | ||||||
| RFR USD SOFR/3.72680 03/01/24-7Y* LCH / DIR (000000000) | -0.06 | -0.0033 | -0.0033 | ||||||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (000000000) | -0.06 | -0.0035 | -0.0035 | ||||||
| PURCHASED USD / SOLD BRL / DFE (000000000) | -0.06 | -0.0035 | -0.0035 | ||||||
| XS2068932222 / HSBC BANK PLC WARRANT | -0.06 | -0.0037 | -0.0037 | ||||||
| RFR USD SOFR/3.73910 03/01/24-7Y* LCH / DIR (000000000) | -0.06 | -0.0037 | -0.0037 | ||||||
| RFR USD SOFR/3.75000 06/20/24-5Y LCH / DIR (000000000) | -0.07 | -0.0038 | -0.0038 | ||||||
| XS2068932222 / HSBC BANK PLC WARRANT | -0.07 | -0.0039 | -0.0039 | ||||||
| RFR USD SOFR/3.7525* 03/01/24-9Y* LCH / DIR (000000000) | -0.07 | -0.0043 | -0.0043 | ||||||
| RFR USD SOFR/3.75375 03/01/24-9Y* LCH / DIR (000000000) | -0.07 | -0.0043 | -0.0043 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.08 | -0.0046 | -0.0046 | ||||||
| PURCHASED USD / SOLD TWD / DFE (000000000) | -0.08 | -0.0046 | -0.0046 | ||||||
| BNP / BNP Paribas SA | -0.08 | -0.0048 | -0.0048 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.08 | -0.0049 | -0.0049 | ||||||
| BNP / BNP Paribas SA | -0.08 | -0.0050 | -0.0050 | ||||||
| PURCHASED USD / SOLD TWD / DFE (000000000) | -0.09 | -0.0050 | -0.0050 | ||||||
| PURCHASED USD / SOLD TWD / DFE (000000000) | -0.09 | -0.0050 | -0.0050 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.09 | -0.0053 | -0.0053 | ||||||
| US LONG BOND(CBT) SEP25 / DIR (000000000) | -0.09 | -0.0053 | -0.0053 | ||||||
| PURCHASED USD / SOLD PEN / DFE (000000000) | -0.10 | -0.0059 | -0.0059 | ||||||
| RFR USD SOFR/3.7165* 03/01/24-9Y* LCH / DIR (000000000) | -0.10 | -0.0060 | -0.0060 | ||||||
| BNP / BNP Paribas SA | -0.11 | -0.0063 | -0.0063 | ||||||
| PURCHASED USD / SOLD TWD / DFE (000000000) | -0.12 | -0.0070 | -0.0070 | ||||||
| RFR USD SOFR/3.80740 03/01/24-4Y* LCH / DIR (000000000) | -0.12 | -0.0070 | -0.0070 | ||||||
| BNP / BNP Paribas SA | -0.12 | -0.0071 | -0.0071 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.12 | -0.0071 | -0.0071 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.12 | -0.0072 | -0.0072 | ||||||
| PURCHASED USD / SOLD TWD / DFE (000000000) | -0.12 | -0.0073 | -0.0073 | ||||||
| XS2068932222 / HSBC BANK PLC WARRANT | -0.13 | -0.0074 | -0.0074 | ||||||
| XS2068932222 / HSBC BANK PLC WARRANT | -0.13 | -0.0075 | -0.0075 | ||||||
| XS2068932222 / HSBC BANK PLC WARRANT | -0.13 | -0.0075 | -0.0075 | ||||||
| XS2068932222 / HSBC BANK PLC WARRANT | -0.13 | -0.0075 | -0.0075 | ||||||
| BNP / BNP Paribas SA | -0.13 | -0.0075 | -0.0075 | ||||||
| DGZ / DB Gold Short ETN | -0.13 | -0.0077 | -0.0077 | ||||||
| PURCHASED USD / SOLD TWD / DFE (000000000) | -0.13 | -0.0077 | -0.0077 | ||||||
| XS2068932222 / HSBC BANK PLC WARRANT | -0.13 | -0.0078 | -0.0078 | ||||||
| PURCHASED USD / SOLD TWD / DFE (000000000) | -0.13 | -0.0079 | -0.0079 | ||||||
| PURCHASED USD / SOLD TWD / DFE (000000000) | -0.14 | -0.0080 | -0.0080 | ||||||
| RFR USD SOFR/3.90000 09/02/25-9Y* LCH / DIR (000000000) | -0.14 | -0.0084 | -0.0084 | ||||||
| XS2068932222 / HSBC BANK PLC WARRANT | -0.14 | -0.0085 | -0.0085 | ||||||
| RFR USD SOFR/3.69392 09/03/24-7Y* CME / DIR (000000000) | -0.17 | -0.0099 | -0.0099 | ||||||
| PURCHASED USD / SOLD BRL / DFE (000000000) | -0.18 | -0.0107 | -0.0107 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.19 | -0.0111 | -0.0111 | ||||||
| ZCS BRL 11.5281 06/18/24-01/04/27 CME / DIR (000000000) | -0.20 | -0.0118 | -0.0118 | ||||||
| XS2068932222 / HSBC BANK PLC WARRANT | -0.20 | -0.0119 | -0.0119 | ||||||
| PURCHASED USD / SOLD BRL / DFE (000000000) | -0.22 | -0.0129 | -0.0129 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.22 | -0.0129 | -0.0129 | ||||||
| 317U88WA0 PIMCO SWAPTION 3.7075 CALL USD 20250 / DIR (000000000) | -0.23 | -0.0136 | -0.0136 | ||||||
| RFR USD SOFR/3.58526 03/01/24-7Y* LCH / DIR (000000000) | -0.27 | -0.0156 | -0.0156 | ||||||
| OIS CAD CAONREPO/3.7500 12/20/23-10Y LCH / DIR (000000000) | -0.30 | -0.0177 | -0.0177 | ||||||
| RFR JPY MUTK/1.25000 06/18/25-7Y LCH / DIR (000000000) | -0.40 | -0.0231 | -0.0231 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.47 | -0.0273 | -0.0273 | ||||||
| RFR USD SOFR/3.75000 09/02/25-7Y* LCH / DIR (000000000) | -0.53 | -0.0310 | -0.0310 | ||||||
| ZCS BRL 11.54841 06/13/24-01/04/27 CME / DIR (000000000) | -0.55 | -0.0320 | -0.0320 | ||||||
| RFR USD SOFR/3.75000 09/17/25-5Y LCH / DIR (000000000) | -0.62 | -0.0365 | -0.0365 | ||||||
| IRS EUR 1.00000 05/18/22-5Y LCH / DIR (000000000) | -0.64 | -0.0372 | -0.0372 | ||||||
| PURCHASED USD / SOLD BRL / DFE (000000000) | -0.65 | -0.0379 | -0.0379 | ||||||
| RFR JPY MUTK/0.4500 12/15/21-30Y LCH / DIR (000000000) | -0.76 | -0.0445 | -0.0445 | ||||||
| DGZ / DB Gold Short ETN | -0.94 | -0.0551 | -0.0551 | ||||||
| OIS CAD CAONREPO/3.5000 03/28/24-8Y* LCH / DIR (000000000) | -0.98 | -0.0571 | -0.0571 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -2.16 | -0.1263 | -0.1263 | ||||||
| IRS EUR 2.25000 09/17/25-10Y LCH / DIR (000000000) | -2.39 | -0.1396 | -0.1396 | ||||||
| US 10YR ULTRA FUT SEP25 / DIR (000000000) | -2.64 | -0.1546 | -0.1546 | ||||||
| EW / Edwards Lifesciences Corporation | -15.68 | -341.89 | -0.9173 | -1.2965 |
