Mga Batayang Estadistika
| Nilai Portofolio | $ 251,217,731 |
| Posisi Saat Ini | 1,171 |
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)
PQIIX - PIMCO Dividend and Income Fund Institutional Class telah mengungkapkan total kepemilikan 1,171 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 251,217,731 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama PQIIX - PIMCO Dividend and Income Fund Institutional Class adalah Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , UMBS TBA (US:US01F0506844) , Edwards Lifesciences Corporation (US:EW) , and Uniform Mortgage-Backed Security, TBA (US:US01F0526800) . Posisi baru PQIIX - PIMCO Dividend and Income Fund Institutional Class meliputi: Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , UMBS TBA (US:US01F0506844) , Edwards Lifesciences Corporation (US:EW) , and Uniform Mortgage-Backed Security, TBA (US:US01F0526800) .
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 |
|---|---|---|---|---|
| 4.45 | 2.2601 | 1.6989 | ||
| 2.51 | 1.2736 | 1.2736 | ||
| 1.63 | 0.8259 | 0.8259 | ||
| 0.03 | 1.29 | 0.6560 | 0.6560 | |
| 0.98 | 0.4964 | 0.4964 | ||
| 0.97 | 0.4911 | 0.4911 | ||
| 0.05 | 0.87 | 0.4426 | 0.4426 | |
| 0.01 | 1.58 | 0.8033 | 0.4016 | |
| 8.62 | 4.3742 | 0.3722 | ||
| 0.04 | 0.66 | 0.3336 | 0.3336 |
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 |
|---|---|---|---|---|
| 1.17 | 0.5938 | -1.5566 | ||
| 3.06 | 1.5528 | -0.8125 | ||
| -1.33 | -0.6769 | -0.6769 | ||
| 6.88 | 3.4923 | -0.6176 | ||
| 0.01 | 0.16 | 0.0824 | -0.6153 | |
| 0.09 | 0.0467 | -0.5434 | ||
| 4.80 | 2.4337 | -0.4424 | ||
| 0.00 | 0.74 | 0.3749 | -0.2985 | |
| 0.01 | 1.44 | 0.7285 | -0.2958 | |
| 0.01 | 0.46 | 0.2330 | -0.2903 |
Pengajuan 13F dan Dana
Formulir ini diajukan pada 2025-08-29 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 (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| US01F0626899 / Uniform Mortgage-Backed Security, TBA | 12.27 | 13.79 | 6.2268 | -0.0625 | |||||
| US01F0606834 / Uniform Mortgage-Backed Security, TBA | 11.68 | 20.08 | 5.9252 | 0.2537 | |||||
| US01F0506844 / UMBS TBA | 8.62 | 25.62 | 4.3742 | 0.3722 | |||||
| EW / Edwards Lifesciences Corporation | 6.88 | -2.34 | 3.4923 | -0.6176 | |||||
| US01F0526800 / Uniform Mortgage-Backed Security, TBA | 4.80 | -2.76 | 2.4337 | -0.4424 | |||||
| US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 4.45 | 331.49 | 2.2601 | 1.6989 | |||||
| US01F0426811 / UMBS TBA | 3.06 | -24.56 | 1.5528 | -0.8125 | |||||
| VZ / Verizon Communications Inc. | 0.07 | 2.05 | 2.83 | -2.68 | 1.4376 | -0.1439 | |||
| JNJ / Johnson & Johnson | 0.02 | 0.00 | 2.82 | -7.90 | 1.4322 | -0.2330 | |||
| CSCO / Cisco Systems, Inc. | 0.04 | 7.74 | 2.77 | 21.15 | 1.4069 | 0.1631 | |||
| US91282CEE75 / United States Treasury Note/Bond | 2.67 | 1.02 | 1.3542 | -0.0811 | |||||
| PM / Philip Morris International Inc. | 0.01 | -23.00 | 2.63 | -11.65 | 1.3323 | -0.2826 | |||
| US01F0306781 / UMBS TBA | 2.51 | 1.2736 | 1.2736 | ||||||
| US91282CCM10 / United States Treasury Inflation Indexed Bonds | 2.35 | 1.21 | 1.1909 | -0.0691 | |||||
| MO / Altria Group, Inc. | 0.04 | -2.56 | 2.17 | -4.79 | 1.0988 | -0.1374 | |||
| LMT / Lockheed Martin Corporation | 0.00 | 0.00 | 2.09 | 3.67 | 1.0604 | -0.0349 | |||
| BATS / British American Tobacco p.l.c. | 0.04 | 3.46 | 2.06 | 19.93 | 1.0476 | 0.1120 | |||
| BVA / Banco Bilbao Vizcaya Argentaria, S.A. | 0.12 | 0.00 | 1.87 | 12.81 | 0.9479 | 0.0482 | |||
| US91282CHP95 / United States Treasury Inflation Indexed Bonds | 1.85 | 0.60 | 0.9373 | -0.0609 | |||||
| XS2549049885 / BRIDGEGATE FUNDING PLC BRGTE 2023 1A B 144A | 1.84 | 5.99 | 0.9345 | -0.0098 | |||||
| US TREASURY N/B 04/27 4.5 / DBT (US91282CKJ98) | 1.82 | 0.11 | 0.9250 | -0.0646 | |||||
| US TREASURY N/B 03/26 4.5 / DBT (US91282CKH33) | 1.81 | -0.11 | 0.9160 | -0.0663 | |||||
| NVSEF / Novartis AG | 0.01 | 0.00 | 1.63 | 9.30 | 0.8288 | 0.0166 | |||
| US21H0426799 / Ginnie Mae | 1.63 | 0.8259 | 0.8259 | ||||||
| VCISF / Vinci SA | 0.01 | 91.78 | 1.58 | 120.33 | 0.8033 | 0.4016 | |||
| ABBV / AbbVie Inc. | 0.01 | -14.03 | 1.44 | -23.83 | 0.7285 | -0.2958 | |||
| 2454 / MediaTek Inc. | 0.03 | -2.94 | 1.41 | -3.48 | 0.7176 | -0.0788 | |||
| MDT / Medtronic plc | 0.02 | 0.00 | 1.32 | -3.02 | 0.6677 | -0.0694 | |||
| MRK / Merck & Co., Inc. | 0.02 | 57.10 | 1.31 | 38.52 | 0.6646 | 0.1509 | |||
| US16159LAC28 / Chase Mortgage Finance Corp. | 1.31 | -2.61 | 0.6633 | -0.0664 | |||||
| ROG / Roche Holding AG | 0.00 | 9.75 | 1.30 | 8.79 | 0.6601 | 0.0107 | |||
| TKOMF / Tokio Marine Holdings, Inc. | 0.03 | 1.29 | 0.6560 | 0.6560 | |||||
| NVDA / NVIDIA Corporation | 0.01 | 48.36 | 1.24 | 116.40 | 0.6297 | 0.3179 | |||
| US83613AAA07 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT4 1A1 | 1.23 | 0.16 | 0.6258 | -0.0437 | |||||
| CMCSA / Comcast Corporation | 0.03 | 104.83 | 1.23 | 98.23 | 0.6242 | 0.2868 | |||
| US12569UAA97 / CORP CMO | 1.20 | -2.67 | 0.6100 | -0.0608 | |||||
| US12663TAA79 / CSMC_22-RPL4 | 1.19 | -3.25 | 0.6054 | -0.0644 | |||||
| US55285WAA71 / MFA Trust, Series 2023-NQM2, Class A1 | 1.19 | -3.50 | 0.6020 | -0.0662 | |||||
| US01F0326821 / Fannie Mae or Freddie Mac | 1.17 | -67.94 | 0.5938 | -1.5566 | |||||
| US68403FAA49 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 4 1A1 | 1.16 | -1.70 | 0.5884 | -0.0527 | |||||
| PFE / Pfizer Inc. | 0.05 | 23.00 | 1.12 | 17.72 | 0.5664 | 0.0509 | |||
| EOG / EOG Resources, Inc. | 0.01 | 18.13 | 1.09 | 10.19 | 0.5546 | 0.0155 | |||
| IITSF / Intesa Sanpaolo S.p.A. | 0.18 | -3.86 | 1.05 | 7.45 | 0.5345 | 0.0018 | |||
| FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE / ABS-MBS (US01F0706824) | 1.05 | 2.14 | 0.5324 | -0.0672 | |||||
| 4Y01 / NetEase, Inc. | 0.04 | -12.21 | 1.03 | 15.15 | 0.5211 | 0.0365 | |||
| TSY INFL IX N/B 07/34 1.875 / DBT (US91282CLE92) | 1.02 | 0.20 | 0.5195 | -0.0359 | |||||
| MSFT / Microsoft Corporation | 0.00 | 66.56 | 1.02 | 120.65 | 0.5154 | 0.2653 | |||
| SU / Suncor Energy Inc. | 0.03 | 106.54 | 1.01 | 100.00 | 0.5150 | 0.2390 | |||
| TGT / Target Corporation | 0.01 | -3.13 | 0.98 | -8.48 | 0.4988 | -0.0845 | |||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | 0.98 | 0.4964 | 0.4964 | ||||||
| US91282CCA71 / United States Treasury Inflation Indexed Bonds | 0.97 | 0.4911 | 0.4911 | ||||||
| US76112BRR32 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC1 M6 | 0.97 | -0.62 | 0.4899 | -0.0381 | |||||
| RTPPF / Rio Tinto Group | 0.02 | -12.56 | 0.96 | -15.25 | 0.4855 | -0.1275 | |||
| US46654PAL04 / JPMCC_21-HTL5 | 0.95 | -0.73 | 0.4846 | -0.0380 | |||||
| US TREASURY N/B 11/54 4.5 / DBT (US912810UE63) | 0.95 | -3.25 | 0.4838 | -0.0519 | |||||
| ENGI / Engie SA | 0.04 | 110.42 | 0.94 | 153.93 | 0.4759 | 0.2751 | |||
| KMB / Kimberly-Clark Corporation | 0.01 | -3.15 | 0.93 | -12.22 | 0.4743 | -0.1043 | |||
| QCOM / QUALCOMM Incorporated | 0.01 | 0.00 | 0.91 | 3.63 | 0.4636 | -0.0153 | |||
| 9618 / JD.com, Inc. | 0.05 | 0.87 | 0.4426 | 0.4426 | |||||
| US9128287D64 / United States Treasury Inflation Indexed Bonds | 0.86 | 1.17 | 0.4389 | -0.0253 | |||||
| CME / CME Group Inc. | 0.00 | 39.79 | 0.85 | 45.28 | 0.4300 | 0.1129 | |||
| EA / Electronic Arts Inc. | 0.01 | 0.00 | 0.84 | 10.63 | 0.4278 | 0.0132 | |||
| US912810SF66 / Us Treasury Bond | 0.84 | -2.57 | 0.4238 | -0.0420 | |||||
| SSREF / Swiss Re AG | 0.00 | 0.00 | 0.83 | 1.59 | 0.4230 | -0.0226 | |||
| US23308LAL80 / DBGS MORTGAGE TRUST DBGS 2021 W52 D 144A | 0.83 | 1.47 | 0.4193 | -0.0233 | |||||
| GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 3 A3 / ABS-O (US38013KAD28) | 0.81 | -0.12 | 0.4103 | -0.0296 | |||||
| US91282CFT36 / United States Treasury Note/Bond | 0.81 | 0.75 | 0.4099 | -0.0258 | |||||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL4 A1 144A / ABS-MBS (US362948AA98) | 0.80 | -2.07 | 0.4078 | -0.0382 | |||||
| US69689QAA31 / Palmer Square CLO 2022-1 Ltd | 0.80 | 0.13 | 0.4067 | -0.0286 | |||||
| US654744AD34 / Nissan Motor Co Ltd | 0.80 | -3.52 | 0.4044 | -0.0439 | |||||
| MERRION SQUARE RESIDENTIAL MERRI 2024 1A A 144A / ABS-MBS (XS2844411921) | 0.80 | 5.30 | 0.4035 | -0.0070 | |||||
| US06738ECE32 / Barclays PLC | 0.79 | 1.66 | 0.4033 | -0.0215 | |||||
| US92918FAF18 / Voya CLO 2019-3 Ltd | 0.78 | 0.00 | 0.3975 | -0.0281 | |||||
| US TREASURY N/B 05/54 4.625 / DBT (US912810UA42) | 0.78 | -3.12 | 0.3944 | -0.0419 | |||||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL3 A1A 144A / ABS-MBS (US161917AB58) | 0.75 | -1.84 | 0.3801 | -0.0342 | |||||
| US17307GNR55 / Citigroup Mortgage Loan Trust Inc | 0.74 | -0.40 | 0.3771 | -0.0287 | |||||
| HD / The Home Depot, Inc. | 0.00 | -40.40 | 0.74 | -40.44 | 0.3749 | -0.2985 | |||
| SPG / Simon Property Group, Inc. | 0.00 | 13.80 | 0.74 | 10.16 | 0.3741 | 0.0104 | |||
| EBAY / eBay Inc. | 0.01 | 0.00 | 0.73 | 9.92 | 0.3711 | 0.0096 | |||
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES7 A1A 144A / ABS-MBS (US749414AA67) | 0.73 | -7.02 | 0.3699 | -0.0559 | |||||
| US073879PA06 / BEAR STEARNS ASSET BACKED SECU BSABS 2004 HE11 M3 | 0.72 | -3.51 | 0.3633 | -0.0398 | |||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1B 144A / ABS-O (US83207QAB59) | 0.71 | -3.13 | 0.3613 | -0.0379 | |||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL4 A1 144A / ABS-MBS (US74143RAA14) | 0.71 | -6.85 | 0.3589 | -0.0539 | |||||
| ENEL / Enel SpA | 0.07 | -44.69 | 0.70 | -35.23 | 0.3574 | -0.2337 | |||
| OHI / Omega Healthcare Investors, Inc. | 0.02 | 93.23 | 0.68 | 85.79 | 0.3455 | 0.1465 | |||
| IMBBF / Imperial Brands PLC | 0.02 | -3.76 | 0.68 | 2.73 | 0.3438 | -0.0145 | |||
| XS2683120211 / Avon Finance No.4 PLC | 0.68 | 1.04 | 0.3436 | -0.0210 | |||||
| BNL / Broadstone Net Lease, Inc. | 0.04 | 63.42 | 0.67 | 54.13 | 0.3412 | 0.1038 | |||
| STT / State Street Corporation | 0.01 | -3.97 | 0.67 | 14.09 | 0.3411 | 0.0209 | |||
| US902613AV09 / UBS Group AG | 0.67 | 1.21 | 0.3404 | -0.0199 | |||||
| TOWD POINT MORTGAGE TRUST TPMT 2024 3 A1A 144A / ABS-MBS (US89183FAP36) | 0.67 | -4.02 | 0.3398 | -0.0392 | |||||
| US83612MAG24 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 WF2 M2 | 0.66 | -5.28 | 0.3374 | -0.0440 | |||||
| SBRA / Sabra Health Care REIT, Inc. | 0.04 | 0.66 | 0.3336 | 0.3336 | |||||
| VERUS SECURITIZATION TRUST VERUS 2024 6 A1 144A / ABS-MBS (US92540JAA07) | 0.65 | -6.98 | 0.3317 | -0.0502 | |||||
| AAPL / Apple Inc. | 0.00 | -38.98 | 0.63 | -43.64 | 0.3220 | -0.2899 | |||
| SHEL / Shell plc | 0.02 | 54.85 | 0.63 | 143.24 | 0.3200 | 0.1924 | |||
| MSADF / MS&AD Insurance Group Holdings, Inc. | 0.03 | 117.97 | 0.62 | 124.10 | 0.3165 | 0.1652 | |||
| SILA / Sila Realty Trust, Inc. | 0.03 | 0.62 | 0.3158 | 0.3158 | |||||
| CL / Colgate-Palmolive Company | 0.01 | 0.00 | 0.62 | -2.97 | 0.3154 | -0.0328 | |||
| US91282CEZ05 / U.S. Treasury Inflation Linked Notes | 0.62 | 0.98 | 0.3137 | -0.0192 | |||||
| US225401AU28 / Credit Suisse Group AG | 0.61 | 2.00 | 0.3101 | -0.0156 | |||||
| US26829HAA41 / ECMC Group Student Loan Trust 2020-2 | 0.61 | -2.56 | 0.3088 | -0.0303 | |||||
| BLMIF / Bank Leumi le-Israel B.M. | 0.03 | 0.00 | 0.61 | 38.18 | 0.3088 | 0.0694 | |||
| JAT / Japan Tobacco Inc. | 0.02 | -19.05 | 0.60 | -13.29 | 0.3050 | -0.0714 | |||
| NOKIA / NOKIA OYJ COMMON STOCK | 0.12 | -3.52 | 0.60 | -4.93 | 0.3036 | -0.0385 | |||
| US61751QAB14 / Morgan Stanley Home Equity Loan Trust 2007-1 | 0.59 | -0.84 | 0.2995 | -0.0243 | |||||
| NHOLF / Sompo Holdings, Inc. | 0.02 | 4.28 | 0.59 | 3.16 | 0.2982 | -0.0113 | |||
| PETR4 / Petróleo Brasileiro S.A. - Petrobras - Preferred Stock | 0.10 | 24.66 | 0.59 | 14.68 | 0.2978 | 0.0383 | |||
| US78447EAC03 / SLM Student Loan Trust 2012-5 | 0.59 | -2.17 | 0.2972 | -0.0281 | |||||
| ZURN / Zurich Insurance Group AG | 0.00 | 87.19 | 0.57 | 87.54 | 0.2905 | 0.1247 | |||
| VICI / VICI Properties Inc. | 0.02 | -27.33 | 0.57 | -27.35 | 0.2900 | -0.1376 | |||
| SYF / Synchrony Financial | 0.01 | -3.92 | 0.56 | 21.21 | 0.2844 | 0.0329 | |||
| ML / Compagnie Générale des Établissements Michelin Société en commandite par actions | 0.01 | 131.05 | 0.55 | 144.84 | 0.2774 | 0.1559 | |||
| EPR / EPR Properties | 0.01 | 33.68 | 0.54 | 47.96 | 0.2758 | 0.0763 | |||
| NTRS / Northern Trust Corporation | 0.00 | -4.09 | 0.54 | 23.52 | 0.2746 | 0.0360 | |||
| MRAAF / Murata Manufacturing Co., Ltd. | 0.04 | 0.54 | 0.2745 | 0.2745 | |||||
| US86361PAA49 / STRUCTURED ADJUSTABLE RATE MOR SARM 2006 9 1A1 | 0.53 | 1.71 | 0.2710 | -0.0145 | |||||
| IDEXY / Industria de Diseño Textil, S.A. - Depositary Receipt (Common Stock) | 0.01 | 0.00 | 0.53 | 4.74 | 0.2694 | -0.0060 | |||
| AD / Koninklijke Ahold Delhaize N.V. | 0.01 | 0.00 | 0.53 | 11.84 | 0.2686 | 0.0113 | |||
| US30246QCQ47 / FBR SECURITIZATION TRUST FBRSI 2005 5 M2 | 0.53 | -4.89 | 0.2665 | -0.0337 | |||||
| EME / EMCOR Group, Inc. | 0.00 | 0.00 | 0.52 | 44.75 | 0.2663 | 0.0692 | |||
| BKHPF / Bank Hapoalim B.M. | 0.03 | 3.99 | 0.52 | 47.44 | 0.2635 | 0.0719 | |||
| NSRGF / Nestlé S.A. | 0.01 | 321.05 | 0.52 | 316.94 | 0.2624 | 0.1945 | |||
| US63942HAB78 / Navient Student Loan Trust | 0.51 | -3.58 | 0.2598 | -0.0284 | |||||
| ERICB / Telefonaktiebolaget LM Ericsson | 0.06 | -3.97 | 0.51 | 5.36 | 0.2597 | -0.0040 | |||
| PETR4 / Petróleo Brasileiro S.A. - Petrobras - Preferred Stock | 0.08 | -2.51 | 0.51 | -14.55 | 0.2595 | -0.0655 | |||
| US91282CAY75 / UST NOTES 0.625% 11/30/2027 | 0.51 | 1.39 | 0.2595 | -0.0149 | |||||
| US92943AAA25 / WSTN_23-MAUI | 0.51 | -0.39 | 0.2576 | -0.0191 | |||||
| US694308JT56 / Pacific Gas and Electric Co | 0.50 | 0.80 | 0.2547 | -0.0157 | |||||
| US78443CCB81 / SLM Private Credit Student Loan Trust 2005-B | 0.50 | -6.72 | 0.2540 | -0.0374 | |||||
| B / Barrick Mining Corporation - Depositary Receipt (Common Stock) | 0.02 | 0.50 | 0.2521 | 0.2521 | |||||
| ENVISION HEALTHCARE CORPORTION 2023 LAST OUT TERM LOAN / LON (949ABFII9) | 0.50 | 1.43 | 0.2514 | -0.0139 | |||||
| XS2499838881 / KINBANE 2022-RPL 1 DAC SER 2022-RPL1A CL A V/R REGD 144A P/P /EUR/ 0.00000000 | 0.48 | 5.46 | 0.2455 | -0.0037 | |||||
| US83206NAB38 / SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1B V/R REGD 144A P/P 1.83000000 | 0.48 | -5.11 | 0.2453 | -0.0314 | |||||
| ARBOUR CLO ARBR 7A AR 144A / ABS-CBDO (XS2936116966) | 0.47 | 8.78 | 0.2392 | 0.0038 | |||||
| HST / Host Hotels & Resorts, Inc. | 0.03 | 26.95 | 0.47 | 37.03 | 0.2390 | 0.0525 | |||
| INVESCO EURO CLO INVSC 3A AR / ABS-CBDO (XS2867986593) | 0.47 | 8.80 | 0.2387 | 0.0038 | |||||
| FSR / FirstRand Limited | 0.11 | 4.19 | 0.46 | 13.45 | 0.2358 | 0.0130 | |||
| MX0SGO0000M6 / Mexican Udibonos | 0.46 | 12.17 | 0.2342 | 0.0103 | |||||
| TROW / T. Rowe Price Group, Inc. | 0.00 | -4.13 | 0.46 | 0.66 | 0.2341 | -0.0149 | |||
| BXB / Brambles Limited | 0.03 | -4.25 | 0.46 | 17.09 | 0.2332 | 0.0198 | |||
| III / 3i Group plc | 0.01 | -60.38 | 0.46 | -52.29 | 0.2330 | -0.2903 | |||
| EQNR / Equinor ASA | 0.02 | -4.23 | 0.46 | -8.27 | 0.2309 | -0.0391 | |||
| EXPE / Expedia Group, Inc. | 0.00 | -2.25 | 0.45 | -1.94 | 0.2307 | -0.0212 | |||
| US345397A456 / Ford Motor Credit Co. LLC | 0.45 | 0.67 | 0.2302 | -0.0147 | |||||
| US25470XBE40 / DISH DBS Corp | 0.45 | -1.11 | 0.2261 | -0.0188 | |||||
| US912810RU43 / United States Treas Bds Bond | 0.44 | -2.65 | 0.2243 | -0.0222 | |||||
| LHN SW / LafargeHolcim Ltd | 0.01 | 0.00 | 0.44 | -30.96 | 0.2220 | -0.1225 | |||
| US694308JG36 / Pacific Gas and Electric Co | 0.43 | 1.17 | 0.2204 | -0.0133 | |||||
| US9128285W63 / United States Treasury Inflation Indexed Bonds | 0.43 | 1.17 | 0.2203 | -0.0133 | |||||
| CENTERBRIDGE CREDIT FUNDING LT CBCF 2021 1A A 144A / ABS-CBDO (US15186PAA66) | 0.43 | 1.41 | 0.2198 | -0.0123 | |||||
| LUGO FUNDING DAC 05/66 1 / ABS-MBS (XS2930538397) | 0.43 | 4.60 | 0.2194 | -0.0053 | |||||
| DVN / Devon Energy Corporation | 0.01 | 2.65 | 0.43 | -12.63 | 0.2180 | -0.0494 | |||
| EIX / Edison International | 0.01 | -4.33 | 0.43 | -16.21 | 0.2177 | -0.0606 | |||
| US83368RBS04 / Societe Generale SA | 0.43 | 1.67 | 0.2167 | -0.0119 | |||||
| US05964HAY18 / Banco Santander SA | 0.43 | 0.24 | 0.2166 | -0.0145 | |||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 8A A 144A / ABS-CBDO (US03331XAA90) | 0.43 | 1.19 | 0.2163 | -0.0130 | |||||
| US465981AA63 / JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES SER 2023-CCDC CL A REGD 144A P/P 7.23547000 | 0.43 | 0.47 | 0.2161 | -0.0138 | |||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARV 144A / ABS-CBDO (US033296AG97) | 0.43 | -0.70 | 0.2161 | -0.0170 | |||||
| RFRF USD SF+26.161/0.75 06/16/21-10Y LCH / DIR (EZ10BFD1R0N4) | 0.42 | -8.08 | 0.2140 | -0.0353 | |||||
| GMEXICOB / Grupo Mexico SAB de CV | 0.07 | 0.00 | 0.42 | 21.39 | 0.2133 | 0.0248 | |||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 0.41 | 0.00 | 0.2089 | -0.0148 | |||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 1A A3 144A / ABS-O (US39571NAC02) | 0.41 | 1.50 | 0.2069 | -0.0116 | |||||
| KPN / Koninklijke KPN N.V. | 0.08 | -4.48 | 0.41 | 10.03 | 0.2063 | 0.0055 | |||
| VALE21 / Vale SA | 0.04 | -49.02 | 0.40 | -50.25 | 0.2046 | -0.2360 | |||
| WPC / W. P. Carey Inc. | 0.01 | 43.31 | 0.40 | 41.90 | 0.2046 | 0.0499 | |||
| SPACE COAST CREDIT UNION SCCU 2024 1A A3 144A / ABS-O (US78436RAE09) | 0.40 | -0.25 | 0.2042 | -0.0151 | |||||
| US12564DAA28 / CIFC Funding Ltd | 0.40 | 0.00 | 0.2034 | -0.0141 | |||||
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 4 A2 144A / ABS-O (US69547DAB29) | 0.40 | 0.2034 | 0.2034 | ||||||
| 37 CAPITAL CLO LTD PUTNM 2022 1A A1R 144A / ABS-CBDO (US88429PAU66) | 0.40 | 0.25 | 0.2032 | -0.0141 | |||||
| OCEAN TRAILS CLO OCTR 2020 8A ARR / ABS-CBDO (US67514UAU51) | 0.40 | 0.25 | 0.2032 | -0.0141 | |||||
| LCM LTD PARTNERSHIP LCM 31A AR 144A / ABS-CBDO (US50201QAL86) | 0.40 | 0.25 | 0.2031 | -0.0140 | |||||
| 522 FUNDING CLO LTD MORGN 2020 6A A1R2 144A / ABS-CBDO (US33835AAY55) | 0.40 | 0.25 | 0.2031 | -0.0138 | |||||
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/27 4.3 / DBT (US44891ADF12) | 0.40 | 0.25 | 0.2014 | -0.0135 | |||||
| US293601AE08 / ENT AUTO RECEIVABLES TRUST ENT 2023 1A A3 144A | 0.40 | -0.50 | 0.2007 | -0.0152 | |||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 2A ARV 144A / ABS-CBDO (US03329LAS07) | 0.39 | 1.03 | 0.1994 | -0.0116 | |||||
| US21H0506806 / GNMA | 0.39 | 34.25 | 0.1993 | 0.0289 | |||||
| PKO / Powszechna Kasa Oszczednosci Bank Polski Spólka Akcyjna | 0.02 | 3.60 | 0.39 | 10.76 | 0.1986 | 0.0068 | |||
| TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A A2 144A / ABS-O (US88164AAB08) | 0.39 | -3.24 | 0.1971 | -0.0211 | |||||
| US466317AA25 / J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURI SER 2022-NLP CL A V/R REGD 144A P/P 1.28650000 | 0.39 | 0.78 | 0.1961 | -0.0121 | |||||
| NNN / NNN REIT, Inc. | 0.01 | 161.96 | 0.39 | 165.52 | 0.1959 | 0.1168 | |||
| US715638BY77 / REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 | 0.39 | 6.94 | 0.1956 | -0.0006 | |||||
| OCTANE RECEIVABLES TRUST OCTL 2024 3A A2 144A / ABS-O (US67571GAB86) | 0.38 | -4.99 | 0.1937 | -0.0243 | |||||
| KRG / Kite Realty Group Trust | 0.02 | -0.02 | 0.38 | 1.34 | 0.1914 | -0.0111 | |||
| KIM / Kimco Realty Corporation | 0.02 | 1.44 | 0.38 | 0.53 | 0.1913 | -0.0128 | |||
| US76089RAA23 / Research-Driven Pagaya Motor Asset Trust 2023-3 | 0.38 | -16.81 | 0.1912 | -0.0549 | |||||
| GOLDEN BAR SECURITISATION GOLDB 2023 2 A REGS / ABS-O (IT0005561276) | 0.37 | -4.10 | 0.1900 | -0.0221 | |||||
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL7 A1 144A / ABS-MBS (US74136TAA60) | 0.37 | -2.36 | 0.1895 | -0.0181 | |||||
| US12636GAA94 / COMM 2016-667M Mortgage Trust | 0.37 | 6.29 | 0.1888 | -0.0018 | |||||
| 270 / KIA MOTORS CORP COMMON STOCK KRW5000.0 | 0.01 | 2.90 | 0.37 | 16.35 | 0.1882 | 0.0151 | |||
| AIBRF / AIB Group plc | 0.04 | 1.81 | 0.37 | 30.28 | 0.1881 | 0.0332 | |||
| US05490TAA07 / BBCCRE Trust, Series 2015-GTP, Class A | 0.37 | -0.81 | 0.1877 | -0.0146 | |||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 F A1A 144A / ABS-O (US83207VAA61) | 0.37 | -2.89 | 0.1874 | -0.0193 | |||||
| SBK / Standard Bank Group Limited | 0.03 | 1.23 | 0.37 | -0.54 | 0.1854 | -0.0142 | |||
| 16 / Sun Hung Kai Properties Limited | 0.03 | -3.08 | 0.36 | 17.15 | 0.1842 | 0.0159 | |||
| REPYF / Repsol, S.A. | 0.02 | 0.00 | 0.36 | 10.37 | 0.1839 | 0.0051 | |||
| TOWD POINT MORTGAGE TRUST TPMT 2024 5 A1A 144A / ABS-MBS (US891944AA82) | 0.36 | -4.50 | 0.1834 | -0.0221 | |||||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 7A A 144A / ABS-CBDO (US03331FAA84) | 0.36 | -14.11 | 0.1825 | -0.0450 | |||||
| FMG / Fortescue Ltd | 0.04 | 0.00 | 0.36 | 4.07 | 0.1817 | -0.0057 | |||
| SAB / Banco de Sabadell, S.A. | 0.11 | 29.66 | 0.36 | 1,127.59 | 0.1807 | 0.1627 | |||
| PFP III PFP 2024 11 A 144A / ABS-MBS (US69291WAA09) | 0.35 | -9.95 | 0.1795 | -0.0337 | |||||
| US14687NAC48 / Carvana Auto Receivables Trust, Series 2023-P4, Class A3 | 0.35 | -13.09 | 0.1788 | -0.0415 | |||||
| MFRA TRUST MFRA 2024 RPL1 A1 144A / ABS-MBS (US55287AAA34) | 0.35 | -3.62 | 0.1758 | -0.0196 | |||||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | 0.34 | 0.1735 | 0.1735 | ||||||
| CIM TRUST CIM 2024 R1 A1 144A / ABS-MBS (US17179VAA89) | 0.34 | -4.21 | 0.1732 | -0.0204 | |||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 3A AR 144A / ABS-CBDO (XS2934650610) | 0.34 | -2.31 | 0.1724 | -0.0163 | |||||
| BBRI / PT Bank Rakyat Indonesia (Persero) Tbk | 1.46 | 2.76 | 0.34 | -1.75 | 0.1706 | -0.0158 | |||
| CF / CF Industries Holdings, Inc. | 0.00 | -6.68 | 0.34 | 9.84 | 0.1702 | 0.0043 | |||
| US14688GAC87 / CRVNA 23-P3 A3 144A 5.82% 08-10-28/11-10-26 | 0.33 | -17.37 | 0.1693 | -0.0501 | |||||
| 9101 / Nippon Yusen Kabushiki Kaisha | 0.01 | 0.00 | 0.33 | 8.55 | 0.1680 | 0.0027 | |||
| PRP ADVISORS, LLC PRPM 2024 NQM2 A1 144A / ABS-MBS (US74448PAA75) | 0.33 | -7.32 | 0.1673 | -0.0258 | |||||
| MX0SGO0000K0 / Mexican Udibonos | 0.33 | 11.90 | 0.1671 | 0.0068 | |||||
| US912828ZZ63 / United States Treasury Inflation Indexed Bonds | 0.33 | 1.54 | 0.1670 | -0.0096 | |||||
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES5 A1A 144A / ABS-MBS (US74938KAA51) | 0.33 | -8.40 | 0.1661 | -0.0279 | |||||
| DTE / DTE Energy Company | 0.00 | 0.00 | 0.33 | -4.41 | 0.1653 | -0.0195 | |||
| US126659AA96 / CVS Pass-Through Trust, Series 2009 | 0.32 | -3.59 | 0.1635 | -0.0182 | |||||
| US94984UAE64 / WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA4 2A1 | 0.32 | -0.62 | 0.1635 | -0.0126 | |||||
| R2035 / South Africa - Corporate Bond/Note | 0.32 | 8.08 | 0.1633 | 0.0014 | |||||
| ATLAS SENIOR LOAN FUND LTD ATCLO 2019 15A A1R 144A / ABS-CBDO (US04942MAN48) | 0.32 | -13.24 | 0.1633 | -0.0378 | |||||
| US22540A7A01 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2001 HE17 A1 | 0.32 | -2.74 | 0.1624 | -0.0169 | |||||
| US715638BE14 / Peruvian Government International Bond | 0.32 | -15.61 | 0.1622 | -0.0435 | |||||
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A / ABS-MBS (XS2799791848) | 0.32 | -0.62 | 0.1618 | -0.0124 | |||||
| CDX HY44 5Y ICE / DCR (000000000) | 0.31 | 0.1597 | 0.1597 | ||||||
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 3A A2 144A / ABS-O (US37989EAC03) | 0.31 | -13.52 | 0.1562 | -0.0370 | |||||
| O / Realty Income Corporation | 0.01 | 66.43 | 0.30 | 65.22 | 0.1546 | 0.0544 | |||
| 823 / Link Real Estate Investment Trust | 0.06 | -2.91 | 0.30 | 10.99 | 0.1541 | 0.0054 | |||
| NG. / National Grid plc | 0.02 | 0.30 | 0.1536 | 0.1536 | |||||
| CPU / Computershare Limited | 0.01 | -2.93 | 0.30 | 3.44 | 0.1531 | -0.0056 | |||
| ILGOV / Ministry Of Finance, Shachar - Corporate Bond/Note | 0.30 | 11.52 | 0.1523 | 0.0060 | |||||
| TIAA CLO LTD TIA 2018 1A A1AR 144A / ABS-CBDO (US88631YAL11) | 0.30 | -6.85 | 0.1522 | -0.0224 | |||||
| UDR / UDR, Inc. | 0.01 | -2.31 | 0.30 | -8.31 | 0.1516 | -0.0328 | |||
| EQR / Equity Residential | 0.00 | 321.76 | 0.30 | 300.00 | 0.1507 | 0.1101 | |||
| NHI / National Health Investors, Inc. | 0.00 | 0.30 | 0.1505 | 0.1505 | |||||
| 2 / CLP Holdings Limited | 0.04 | -5.41 | 0.30 | -1.99 | 0.1500 | -0.0137 | |||
| 2328 / PICC Property and Casualty Company Limited | 0.15 | 5.56 | 0.30 | 30.53 | 0.1499 | 0.0214 | |||
| 4507 / Shionogi & Co., Ltd. | 0.02 | -3.53 | 0.30 | 15.23 | 0.1498 | 0.0104 | |||
| FRT / Federal Realty Investment Trust | 0.00 | -16.95 | 0.30 | -19.18 | 0.1497 | -0.0491 | |||
| AMRIZE LTD COMMON STOCK / EC (CH1430134226) | 0.01 | 0.29 | 0.1491 | 0.1491 | |||||
| TRALEE CDO LTD TRAL 2019 6A A1RR 144A / ABS-CBDO (US89289EBL74) | 0.29 | -17.09 | 0.1477 | -0.0432 | |||||
| BBY / Best Buy Co., Inc. | 0.00 | 76.11 | 0.29 | 60.22 | 0.1476 | 0.0492 | |||
| XS0609017917 / RUSSIAN RAIL(RZD CAP) SR UNSECURED REGS 03/31 7.487 | 0.29 | 6.27 | 0.1463 | -0.0011 | |||||
| PKN / Orlen S.A. | 0.01 | -3.52 | 0.29 | 24.89 | 0.1454 | 0.0207 | |||
| US912810TU25 / United States Treasury Note/Bond | 0.29 | -2.05 | 0.1452 | -0.0138 | |||||
| RFRF USD SF+26.161/2.2* 9/11/23-26Y* CME / DIR (EZCLLPH7RD85) | 0.28 | 6.37 | 0.1442 | -0.0010 | |||||
| 1088 / China Shenhua Energy Company Limited | 0.07 | -5.26 | 0.28 | -9.42 | 0.1420 | -0.0256 | |||
| US21H0406734 / Ginnie Mae | 0.28 | 0.1416 | 0.1416 | ||||||
| HIG / The Hartford Insurance Group, Inc. | 0.00 | -8.14 | 0.28 | -5.82 | 0.1396 | -0.0191 | |||
| IRS EUR 2.25000 09/17/25-30Y LCH / DIR (EZV4L1QCFM97) | 0.27 | 50.00 | 0.1373 | 0.0394 | |||||
| AETUF / ARC Resources Ltd. | 0.01 | 0.27 | 0.1373 | 0.1373 | |||||
| RFRF USD SF+26.161/1.2* 9/17/23-7Y* CME / DIR (EZ9PFGBJFFW1) | 0.27 | -10.00 | 0.1372 | -0.0259 | |||||
| KMI / Kinder Morgan, Inc. | 0.01 | 0.58 | 0.27 | 3.92 | 0.1346 | -0.0045 | |||
| US912828Y388 / United States Treasury Inflation Indexed Bonds | 0.27 | 1.15 | 0.1345 | -0.0082 | |||||
| US05571AAR68 / BPCE SA | 0.26 | 0.38 | 0.1344 | -0.0088 | |||||
| ACS / Athens Medical C.S.A. | 0.00 | 1.67 | 0.26 | 23.58 | 0.1333 | 0.0177 | |||
| DOC / Healthpeak Properties, Inc. | 0.01 | -16.10 | 0.26 | -27.45 | 0.1318 | -0.0624 | |||
| EVGGF / Evolution AB (publ) | 0.00 | -8.94 | 0.26 | -3.02 | 0.1309 | -0.0135 | |||
| GLS AUTO RECEIVABLES TRUST GCAR 2024 4A A2 144A / ABS-O (US36270YAC66) | 0.26 | -34.36 | 0.1303 | -0.0818 | |||||
| BNC / Banco Santander, S.A. | 0.03 | -67.94 | 0.25 | -60.68 | 0.1293 | -0.2221 | |||
| ABEV3 / Ambev S.A. | 0.10 | -3.30 | 0.25 | 0.00 | 0.1278 | -0.0088 | |||
| 944YFGII6 / SOFTBANK VISION FUND II FIXED TERM LOAN | 0.25 | -4.20 | 0.1275 | -0.0149 | |||||
| SANTANDER BANK AUTO CREDIT LIN SBCLN 2024 B B 144A / ABS-O (US80280BAB45) | 0.25 | -0.40 | 0.1272 | -0.0092 | |||||
| XS0226897030 / Marston's Issuer PLC | 0.24 | 9.42 | 0.1239 | 0.0025 | |||||
| BMRI / PT Bank Mandiri (Persero) Tbk | 0.81 | -3.60 | 0.24 | -6.92 | 0.1232 | -0.0182 | |||
| ETE / National Bank of Greece S.A. | 0.02 | 7.08 | 0.24 | 32.97 | 0.1229 | 0.0238 | |||
| RFR USD SOFR/2.00000 12/21/22-10Y CME / DIR (EZFXDWH0DRR4) | 0.24 | -5.49 | 0.1227 | -0.0161 | |||||
| ZAG000016320 / Republic of South Africa Government Bond | 0.24 | 3.90 | 0.1219 | -0.0039 | |||||
| XS2264968665 / Ivory Coast Government International Bond | 0.24 | 10.75 | 0.1208 | 0.0041 | |||||
| 1109 / China Resources Land Limited | 0.07 | -3.47 | 0.24 | -0.84 | 0.1201 | -0.0097 | |||
| TCO0 / Tesco PLC | 0.04 | -48.37 | 0.23 | -34.09 | 0.1182 | -0.0731 | |||
| XS2264968665 / Ivory Coast Government International Bond | 0.23 | 11.00 | 0.1182 | 0.0045 | |||||
| XS0332285971 / EUROSAIL PLC ESAIL 2007 6NCX A3A REGS | 0.23 | -0.44 | 0.1161 | -0.0085 | |||||
| PZU / Powszechny Zaklad Ubezpieczen SA | 0.01 | -3.94 | 0.23 | 15.23 | 0.1156 | 0.0085 | |||
| WMB / The Williams Companies, Inc. | 0.00 | -0.19 | 0.23 | 4.63 | 0.1151 | -0.0024 | |||
| XS2318315921 / Asian Infrastructure Investment Bank/The | 0.23 | -1.74 | 0.1151 | -0.0104 | |||||
| IT1 / Intertek Group plc | 0.00 | 0.23 | 0.1144 | 0.1144 | |||||
| GOLI / Gold Fields Ltd | 0.01 | 0.00 | 0.22 | 7.18 | 0.1141 | 0.0001 | |||
| US46115HCD70 / Intesa Sanpaolo SpA | 0.22 | 1.36 | 0.1140 | -0.0066 | |||||
| INVH / Invitation Homes Inc. | 0.01 | 26.53 | 0.22 | 19.15 | 0.1138 | 0.0115 | |||
| 3034 / Novatek Microelectronics Corp. | 0.01 | -7.69 | 0.22 | 3.24 | 0.1136 | -0.0039 | |||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 11 A 144A / ABS-O (US69544AAA34) | 0.22 | -35.92 | 0.1133 | -0.0762 | |||||
| ELEZF / Endesa, S.A. | 0.01 | 8.61 | 0.22 | 30.18 | 0.1119 | 0.0196 | |||
| FUJHF / Subaru Corporation | 0.01 | -3.79 | 0.22 | -6.78 | 0.1117 | -0.0167 | |||
| US92328MAA18 / Venture Global Calcasieu Pass LLC | 0.22 | 1.88 | 0.1101 | -0.0057 | |||||
| MZTF / Mizrahi Tefahot Bank Ltd. | 0.00 | -4.62 | 0.22 | 38.46 | 0.1099 | 0.0248 | |||
| PEP01000C5I0 / BONOS DE TESORERIA | 0.22 | 6.97 | 0.1094 | 0.0001 | |||||
| SPXCY / Singapore Exchange Limited - Depositary Receipt (Common Stock) | 0.02 | -4.17 | 0.22 | 13.16 | 0.1093 | 0.0060 | |||
| 000810 / Samsung Fire & Marine Insurance Co., Ltd. | 0.00 | 6.70 | 0.21 | 39.87 | 0.1089 | 0.0257 | |||
| 2379 / Realtek Semiconductor Corp. | 0.01 | 0.00 | 0.21 | 21.71 | 0.1084 | 0.0131 | |||
| AGS / ageas SA/NV | 0.00 | -4.26 | 0.21 | 8.12 | 0.1081 | 0.0010 | |||
| US45824TBC80 / INTELSAT JACKSON HOLDINGS S.A. | 0.21 | 7.07 | 0.1079 | 0.0002 | |||||
| ENB / Enbridge Inc. | 0.00 | 1.41 | 0.21 | 3.43 | 0.1074 | -0.0035 | |||
| YUMC / Yum China Holdings, Inc. | 0.00 | 0.21 | 0.1068 | 0.1068 | |||||
| ESNT / Essent Group Ltd. | 0.21 | 0.49 | 0.1052 | -0.0068 | |||||
| TRP / TC Energy Corporation | 0.00 | 0.57 | 0.21 | 4.04 | 0.1046 | -0.0032 | |||
| OSA / Osaka Gas Co., Ltd. | 0.01 | 6.67 | 0.21 | 21.30 | 0.1041 | 0.0119 | |||
| US63861VAJ61 / Nationwide Building Society | 0.21 | 0.00 | 0.1041 | -0.0076 | |||||
| US91282CBB63 / United States Treasury Note/Bond | 0.20 | 1.00 | 0.1035 | -0.0060 | |||||
| LENDMARK FUNDING TRUST LFT 2024 1A A 144A / ABS-O (US52603DAA19) | 0.20 | 0.00 | 0.1033 | -0.0070 | |||||
| CZAVF / CEZ, a. s. | 0.00 | -4.58 | 0.20 | 12.85 | 0.1030 | 0.0055 | |||
| PEO / Bank Polska Kasa Opieki S.A. | 0.00 | -4.51 | 0.20 | 7.45 | 0.1029 | 0.0005 | |||
| BK / The Bank of New York Mellon Corporation | 0.00 | 0.00 | 0.20 | 8.65 | 0.1025 | 0.0015 | |||
| US912810SV17 / United States Treasury Inflation Indexed Bonds | 0.20 | -4.29 | 0.1023 | -0.0122 | |||||
| XS2262961076 / ZF Finance GmbH | 0.20 | 0.1020 | 0.1020 | ||||||
| EQIX / Equinix, Inc. | 0.00 | 0.20 | 0.1017 | 0.1017 | |||||
| RFRF USD SF+26.161/2.25 06/20/18-10Y LCH / DIR (EZG3KQHF9324) | 0.20 | -11.11 | 0.1016 | -0.0208 | |||||
| ASBFY / Associated British Foods plc - Depositary Receipt (Common Stock) | 0.01 | -4.33 | 0.20 | 9.34 | 0.1011 | 0.0018 | |||
| CHASE AUTO OWNER TRUST CHAOT 2024 4A A2 144A / ABS-O (US16144YAB48) | 0.20 | -32.88 | 0.1007 | -0.0601 | |||||
| RFRF USD SF+26.161/1.7* 7/22/23-27Y* CME / DIR (EZPNTT021H26) | 0.20 | 2.07 | 0.1002 | -0.0048 | |||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 2 A2 144A / ABS-O (US39571XAB01) | 0.20 | -36.45 | 0.1000 | -0.0689 | |||||
| US694308KB20 / Pacific Gas and Electric Co | 0.20 | 1.04 | 0.0991 | -0.0061 | |||||
| 2RR / Alibaba Group Holding Limited | 0.01 | -48.50 | 0.19 | -56.14 | 0.0984 | -0.1408 | |||
| BPE / BPER Banca SpA | 0.02 | -4.48 | 0.19 | 10.29 | 0.0982 | 0.0030 | |||
| SLM / Sanlam Limited | 0.04 | -4.56 | 0.19 | 6.04 | 0.0982 | -0.0011 | |||
| EZ4R1WZFR6D0 / RFRF USD SF+26.161/1.2* 9/16/23-27Y* CME | 0.19 | 3.76 | 0.0980 | -0.0034 | |||||
| KTCIY / KT&G Corporation - GDR - 144A | 0.00 | 1.09 | 0.19 | 39.13 | 0.0976 | 0.0223 | |||
| US040114HU71 / Argentine Republic Government International Bond | 0.19 | 7.91 | 0.0973 | 0.0008 | |||||
| EUROB / Eurobank Ergasias Services and Holdings S.A. | 0.06 | 2.52 | 0.19 | 31.72 | 0.0970 | 0.0180 | |||
| AG TRUST AG 2024 NLP A 144A / ABS-MBS (US00792MAA18) | 0.19 | 0.00 | 0.0968 | -0.0067 | |||||
| 900123CY / Turkey Government International Bond | 0.19 | 2.15 | 0.0968 | -0.0045 | |||||
| 2601 / China Pacific Insurance (Group) Co., Ltd. | 0.06 | 0.00 | 0.19 | 9.20 | 0.0967 | 0.0019 | |||
| OKE / ONEOK, Inc. | 0.00 | 12.55 | 0.19 | -7.35 | 0.0962 | -0.0151 | |||
| MX0MGO0000U2 / Mexican Bonos | 0.19 | 11.18 | 0.0960 | 0.0034 | |||||
| AMSURG EQUITY EQTYAS910 / EC (902RDL901) | 0.00 | 0.00 | 0.19 | -3.08 | 0.0959 | -0.0105 | |||
| US251526CD98 / Deutsche Bank AG/New York NY | 0.19 | 2.19 | 0.0950 | -0.0050 | |||||
| RFRF USD SF+26.161/2.2* 9/12/23-26Y* CME / DIR (EZKTBHXRSKN0) | 0.19 | 2.20 | 0.0949 | -0.0042 | |||||
| BKNG / Booking Holdings Inc. | 0.00 | 0.00 | 0.19 | 25.85 | 0.0940 | 0.0139 | |||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 10 A 144A / ABS-O (US69544MAA71) | 0.18 | -36.33 | 0.0935 | -0.0638 | |||||
| AGRPF / Absa Group Limited | 0.02 | 5.40 | 0.18 | 8.33 | 0.0929 | 0.0014 | |||
| CAJ / Canon Inc. - ADR | 0.01 | -35.05 | 0.18 | -39.74 | 0.0927 | -0.0717 | |||
| WCPRF / Whitecap Resources Inc. | 0.03 | 0.18 | 0.0921 | 0.0921 | |||||
| LI / Klépierre SA | 0.00 | -4.93 | 0.18 | 12.42 | 0.0921 | 0.0043 | |||
| TLKM / Perusahaan Perseroan (Persero) PT Telekomunikasi Indonesia Tbk | 1.06 | -4.98 | 0.18 | 11.80 | 0.0917 | 0.0040 | |||
| US02156LAA98 / Altice France SA/France | 0.18 | 1.12 | 0.0914 | -0.0059 | |||||
| EN / Bouygues SA | 0.00 | -5.04 | 0.18 | 8.54 | 0.0908 | 0.0015 | |||
| SOFTBANK VISION FUND II TRANCHE B1 TERM LOAN / LON (BA000KP88) | 0.18 | 0.0900 | 0.0900 | ||||||
| US21H0306827 / Ginnie Mae | 0.18 | 0.0898 | 0.0898 | ||||||
| C6L / Singapore Airlines Limited | 0.03 | 2.56 | 0.18 | 12.10 | 0.0893 | 0.0037 | |||
| IRS EUR 0.83000 12/09/42-10Y LCH / DIR (EZPRCT6S2FJ7) | 0.18 | 31.58 | 0.0888 | 0.0160 | |||||
| US25470XBF15 / DISH DBS Corp. | 0.17 | 2.37 | 0.0880 | -0.0038 | |||||
| AREIT / HSBC Institutional Trust Services (Singapore) Limited - Corporate Bond/Note | 0.08 | 0.17 | 0.0878 | 0.0878 | |||||
| 288 / WH Group Limited | 0.18 | 2.28 | 0.17 | 7.45 | 0.0878 | 0.0002 | |||
| CDX HY43 5Y ICE / DCR (EZ4J83TSRL27) | 0.17 | -39.86 | 0.0874 | -0.0681 | |||||
| REACH FINANCIAL LLC REACH 2024 2A A 144A / ABS-O (US75525HAA86) | 0.17 | -24.56 | 0.0874 | -0.0369 | |||||
| OMVJF / OMV Aktiengesellschaft | 0.00 | 0.00 | 0.17 | 5.56 | 0.0872 | -0.0012 | |||
| AKERB / AKER BP ASA COMMON STOCK NOK1.0 | 0.01 | -5.42 | 0.17 | 1.79 | 0.0870 | -0.0044 | |||
| SKBSY / Skanska AB (publ) - Depositary Receipt (Common Stock) | 0.01 | 137.71 | 0.17 | 163.08 | 0.0870 | 0.0477 | |||
| MAERB / A P MOLLER - MAERSK A/S B | 0.00 | -9.80 | 0.17 | -3.39 | 0.0868 | -0.0097 | |||
| 1378 / China Hongqiao Group Limited | 0.07 | -13.10 | 0.17 | 33.33 | 0.0853 | 0.0138 | |||
| US65023PAN06 / NBCLO 2017-1A A1R 144A FRN (L+97) 07-25-30 | 0.17 | -15.23 | 0.0852 | -0.0224 | |||||
| 2301 / Lite-On Technology Corporation | 0.04 | 0.00 | 0.17 | 36.07 | 0.0846 | 0.0182 | |||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 7 A 144A / ABS-O (US69545AAA25) | 0.17 | -15.31 | 0.0846 | -0.0222 | |||||
| ZAG000077470 / Republic of South Africa Government Bond | 0.17 | 7.79 | 0.0844 | 0.0002 | |||||
| TEN / Tenaris S.A. | 0.01 | -5.43 | 0.16 | -9.39 | 0.0834 | -0.0152 | |||
| BA/ / BAE Systems PLC | 0.01 | -90.16 | 0.16 | -87.37 | 0.0824 | -0.6153 | |||
| US92332YAD31 / Venture Global LNG Inc | 0.16 | 1.89 | 0.0823 | -0.0044 | |||||
| 2057 / ZTO Express (Cayman) Inc. | 0.01 | -4.74 | 0.16 | -14.44 | 0.0813 | -0.0208 | |||
| DTM / DT Midstream, Inc. | 0.00 | 2.91 | 0.16 | 16.91 | 0.0810 | 0.0070 | |||
| WELL / Welltower Inc. | 0.00 | 0.16 | 0.0794 | 0.0794 | |||||
| TRT061124T11 / Turkey Government Bond | 0.16 | -2.52 | 0.0791 | -0.0076 | |||||
| LONG GILT FUTURE SEP25 IFLL 20250926 / DIR (GB00MP6FM953) | 0.15 | 0.0781 | 0.0781 | ||||||
| RFR JPY MUT+5.89/0.00000 03/15/21-8Y LCH / DIR (EZP22JB7TGH8) | 0.15 | -11.56 | 0.0780 | -0.0165 | |||||
| AMIGF / Admiral Group plc | 0.00 | 0.15 | 0.0773 | 0.0773 | |||||
| CDNAF / Canadian Tire Corporation, Limited | 0.00 | 59.57 | 0.15 | 105.41 | 0.0772 | 0.0282 | |||
| 138040 / Meritz Financial Group Inc. | 0.00 | -8.26 | 0.15 | -9.04 | 0.0769 | -0.0133 | |||
| DLR / Digital Realty Trust, Inc. | 0.00 | -65.01 | 0.15 | -57.39 | 0.0762 | -0.1155 | |||
| BBAS3 / Banco do Brasil S.A. | 0.04 | -4.40 | 0.15 | -21.05 | 0.0761 | -0.0275 | |||
| NBFJF / Nippon Building Fund Inc. | 0.00 | -5.81 | 0.15 | 2.05 | 0.0759 | -0.0035 | |||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 0.15 | 0.0754 | 0.0754 | ||||||
| GLPI / Gaming and Leisure Properties, Inc. | 0.00 | -63.69 | 0.15 | -66.67 | 0.0751 | -0.1665 | |||
| PG / The Procter & Gamble Company | 0.00 | 0.00 | 0.15 | -6.33 | 0.0751 | -0.0109 | |||
| 005930 / Samsung Electronics Co., Ltd. | 0.00 | 0.00 | 0.15 | 11.36 | 0.0748 | 0.0030 | |||
| KGFHF / Kingfisher plc | 0.04 | -6.15 | 0.15 | 13.95 | 0.0747 | 0.0044 | |||
| SPL / Santander Bank Polska S.A. | 0.00 | 0.15 | 0.0745 | 0.0745 | |||||
| 690E / Haier Smart Home Co., Ltd. | 0.05 | 0.00 | 0.15 | -10.98 | 0.0744 | -0.0150 | |||
| WRT1V / Wärtsilä Oyj Abp | 0.01 | -6.23 | 0.15 | 23.93 | 0.0740 | 0.0102 | |||
| ACI07KLY6 / VODAFONE GROUP PLC COMMON STOCK USD.2095 | 0.14 | -57.52 | 0.15 | -48.76 | 0.0738 | -0.0848 | |||
| CHILE / Banco de Chile | 0.96 | -5.67 | 0.14 | 7.46 | 0.0734 | 0.0005 | |||
| YAMHF / Yamaha Motor Co., Ltd. | 0.02 | 218.33 | 0.14 | 5.97 | 0.0725 | 0.0027 | |||
| PAGP / Plains GP Holdings, L.P. - Limited Partnership | 0.01 | 7.20 | 0.14 | -2.74 | 0.0724 | -0.0071 | |||
| US74923JAA51 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS5 A1 | 0.14 | -0.70 | 0.0723 | -0.0059 | |||||
| VENTURE GLOBAL LNG INC VENTURE GLOBAL LNG INC / DBT (US92332YAE14) | 0.14 | 2.17 | 0.0719 | -0.0031 | |||||
| DITTF / Daito Trust Construction Co.,Ltd. | 0.00 | 0.00 | 0.14 | 6.02 | 0.0719 | -0.0004 | |||
| US63942AAA43 / Navient Private Education Loan Trust 2020-I | 0.14 | -5.37 | 0.0718 | -0.0093 | |||||
| 1308 / SITC International Holdings Company Limited | 0.04 | 0.14 | 0.0715 | 0.0715 | |||||
| ARARGE3209T4 / REPUBLIC OF ARGENTINA BONDS 07/35 VAR | 0.14 | 7.81 | 0.0701 | 0.0005 | |||||
| US36269EAB56 / GLS Auto Select Receivables Trust 2023-2 | 0.14 | -25.41 | 0.0701 | -0.0309 | |||||
| OPAP / Organization of Football Prognostics S.A. | 0.01 | -7.86 | 0.14 | 24.77 | 0.0695 | 0.0024 | |||
| TNB / Tenaga Nasional Bhd | 0.04 | -39.66 | 0.13 | -31.98 | 0.0683 | -0.0389 | |||
| NED / Nedbank Group Limited | 0.01 | -5.96 | 0.13 | -8.22 | 0.0683 | -0.0112 | |||
| US320986AA08 / FIRST INVESTORS AUTO OWNER TRUST 2023-1 FIAOT 2023-1A A | 0.13 | -19.28 | 0.0682 | -0.0223 | |||||
| MX0MGO0001F1 / Mexican Bonos | 0.13 | 10.83 | 0.0675 | 0.0018 | |||||
| YSHLF / Yangzijiang Shipbuilding (Holdings) Ltd. | 0.08 | 0.13 | 0.0674 | 0.0674 | |||||
| BBSE3 / BB Seguridade Participações S.A. | 0.02 | -6.64 | 0.13 | 4.88 | 0.0659 | -0.0043 | |||
| US040114HS26 / Argentine Republic Government International Bond | 0.13 | 9.48 | 0.0646 | 0.0011 | |||||
| XS0262719320 / GRIFONAS FINANCE PLC GRIF 1 A REGS | 0.12 | 7.83 | 0.0631 | 0.0006 | |||||
| ENVISION HEALTHCARE CORPORTION 2023 1ST LIEN FIRST OUT TL / LON (949ABEII2) | 0.12 | 0.00 | 0.0631 | -0.0045 | |||||
| RFRF USD SF+26.161/1.6* 8/03/23-27Y* CME / DIR (EZ6355JKWWQ8) | 0.12 | 2.48 | 0.0630 | -0.0031 | |||||
| WSM / Williams-Sonoma, Inc. | 0.00 | -19.81 | 0.12 | -15.17 | 0.0624 | -0.0172 | |||
| US040114HV54 / Argentine Republic Government International Bond | 0.12 | 7.96 | 0.0619 | 0.0000 | |||||
| ASII / PT Astra International Tbk | 0.43 | 0.00 | 0.12 | -6.30 | 0.0607 | -0.0087 | |||
| PBA / Pembina Pipeline Corporation | 0.00 | 72.74 | 0.12 | 63.01 | 0.0604 | 0.0205 | |||
| LNG / Cheniere Energy, Inc. | 0.00 | 14.25 | 0.12 | 21.05 | 0.0585 | 0.0064 | |||
| TRGP / Targa Resources Corp. | 0.00 | -1.80 | 0.11 | -14.29 | 0.0579 | -0.0148 | |||
| US040114HT09 / Argentine Republic Government International Bond | 0.11 | 7.69 | 0.0570 | 0.0002 | |||||
| MX0MGO0000P2 / Mexican Bonos | 0.11 | 9.90 | 0.0568 | 0.0018 | |||||
| XS2264968665 / Ivory Coast Government International Bond | 0.11 | 13.27 | 0.0563 | 0.0027 | |||||
| XS0308666493 / EUROSAIL PLC ESAIL 2007 3X A3A REGS | 0.11 | -6.03 | 0.0554 | -0.0077 | |||||
| US694308JK48 / PACIFIC GAS and ELECTRIC CO 3.75% 07/01/2028 | 0.11 | 0.95 | 0.0542 | -0.0033 | |||||
| FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE / ABS-MBS (US01F0706907) | 0.10 | 0.0532 | 0.0532 | ||||||
| NEW YORK NY NYC 02/55 FIXED 6.385 / DBT (US64966SNJ14) | 0.10 | 0.0528 | 0.0528 | ||||||
| TSY INFL IX N/B 01/34 1.75 / DBT (US91282CJY84) | 0.10 | 0.00 | 0.0525 | -0.0036 | |||||
| US91282CBJ99 / United States Treasury Note/Bond | 0.10 | 2.00 | 0.0518 | -0.0030 | |||||
| FCT / Fincantieri S.p.A. | 0.10 | 9.78 | 0.0513 | 0.0013 | |||||
| US21H0526788 / Ginnie Mae | 0.10 | 1.01 | 0.0508 | -0.0070 | |||||
| 700593100 / Samsung Electronics Co., Ltd. Preferred Non Voting Shares | 0.00 | 0.00 | 0.10 | 13.64 | 0.0508 | 0.0028 | |||
| LU2445093128 / INTELSAT EMERGENCE SA | 0.00 | 0.00 | 0.10 | 2.06 | 0.0506 | -0.0023 | |||
| RFR USD SOFR/2.00000 12/21/22-7Y CME / DIR (EZ6F4DRHB0B3) | 0.10 | -9.43 | 0.0492 | -0.0088 | |||||
| US912810SB52 / United States Treasury Inflation Indexed Bonds | 0.10 | -4.04 | 0.0486 | -0.0053 | |||||
| US91282CAU53 / United States Treasury Note/Bond | 0.09 | 1.10 | 0.0471 | -0.0027 | |||||
| US912810SG40 / United States Treasury Inflation Indexed Bonds | 0.09 | -4.17 | 0.0470 | -0.0053 | |||||
| BRSTNCLTN7Z6 / BRAZIL LTN BRL 0.0% 07-01-25 | 0.09 | -91.61 | 0.0467 | -0.5434 | |||||
| US TREASURY N/B 08/54 4.25 / DBT (US912810UC08) | 0.09 | -3.19 | 0.0464 | -0.0050 | |||||
| XS2161831776 / THAMES WATER UTL | 0.09 | -4.26 | 0.0461 | -0.0051 | |||||
| US21H0326700 / GNMA2 30YR TBA(REG C) 3.5 TBA 07-01-50 | 0.09 | 1.12 | 0.0461 | -0.0062 | |||||
| MX0MGO0000H9 / Mexican Bonos | 0.09 | 9.76 | 0.0459 | 0.0013 | |||||
| US715638CE05 / REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94 | 0.09 | 7.14 | 0.0459 | -0.0001 | |||||
| XAF6628DAN49 / Numericable U.S. LLC, Term Loan B14 | 0.09 | 0.00 | 0.0456 | -0.0028 | |||||
| US437084PA87 / HOME EQUITY ASSET TRUST HEAT 2005 7 M2 | 0.09 | -8.42 | 0.0445 | -0.0071 | |||||
| US3140MNN361 / Federal National Mortgage Association, Inc. | 0.09 | -1.15 | 0.0438 | -0.0039 | |||||
| HESM / Hess Midstream LP | 0.00 | 1.06 | 0.08 | -7.69 | 0.0429 | -0.0070 | |||
| US86361KAC18 / STRUCTURED ASSET INVESTMENT LO SAIL 2006 BNC3 A3 | 0.08 | -27.68 | 0.0411 | -0.0198 | |||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | 0.08 | 0.0401 | 0.0401 | ||||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | 0.08 | 0.0401 | 0.0401 | ||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.08 | 0.0384 | 0.0384 | ||||||
| XS2438026440 / Thames Water Utilities Finance PLC | 0.07 | -6.33 | 0.0381 | -0.0050 | |||||
| US715638BD31 / REPUBLIC OF PERU SR UNSECURED 144A 08/31 6.95 | 0.07 | -14.94 | 0.0377 | -0.0101 | |||||
| RFR GBP SONIO/3.50000 03/19/25-10Y LCH / DIR (EZSRZZKW9XN0) | 0.07 | -20.88 | 0.0370 | -0.0125 | |||||
| US320516AA56 / First Horizon Alternative Mortgage Securities Trust 2006-AA3 | 0.07 | -2.70 | 0.0366 | -0.0036 | |||||
| BRIDGECREST LENDING AUTO SECUR BLAST 2024 3 A2 / ABS-O (US10805NAB10) | 0.07 | -66.02 | 0.0356 | -0.0768 | |||||
| XS0267227212 / MITCHELLS + BUTLERS FINA SR SECURED REGS 12/30 VAR | 0.07 | 1.45 | 0.0356 | -0.0021 | |||||
| ARARGE3209S6 / REPUBLIC OF ARGENTINA BONDS 07/30 VAR | 0.07 | 7.69 | 0.0355 | -0.0002 | |||||
| US225470FM03 / CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10 | 0.07 | -2.82 | 0.0354 | -0.0033 | |||||
| NBS / Nationwide Building Society | 0.00 | 0.00 | 0.07 | 4.69 | 0.0344 | -0.0004 | |||
| IRS AUD 4.50000 06/18/25-10Y LCH / DIR (EZ3K0DGVSD24) | 0.07 | 633.33 | 0.0337 | 0.0288 | |||||
| US29880YAJ82 / EUROSAIL PLC ESAIL 2007 3A A3C 144A | 0.07 | -5.71 | 0.0336 | -0.0046 | |||||
| US64034AAB98 / NELNET STUDENT LOAN TRUST 2018-3 NSLT 2018-3A A2 | 0.07 | -41.96 | 0.0334 | -0.0280 | |||||
| 5831 / Shizuoka Financial Group,Inc. | 0.06 | 0.0319 | 0.0319 | ||||||
| EXETER AUTOMOBILE RECEIVABLES EART 2024 4A A2 / ABS-O (US30166UAB61) | 0.06 | -71.15 | 0.0308 | -0.0828 | |||||
| RFR JPY MUTK/0.5000 03/15/22-20Y LCH / DIR (EZ9237QN5977) | 0.06 | 9.09 | 0.0306 | 0.0003 | |||||
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 1 A2 144A / ABS-O (US39571MAB46) | 0.06 | -43.27 | 0.0301 | -0.0265 | |||||
| US097023DA04 / Boeing Co/The | 0.06 | 1.72 | 0.0301 | -0.0019 | |||||
| US89054XAC92 / Topaz Solar Farms LLC | 0.06 | 0.00 | 0.0291 | -0.0021 | |||||
| SOBO / South Bow Corporation | 0.00 | 51.22 | 0.05 | 54.29 | 0.0278 | 0.0084 | |||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.05 | 0.0270 | 0.0270 | ||||||
| US3133BBF535 / Federal Home Loan Mortgage Corporation | 0.05 | -1.89 | 0.0267 | -0.0022 | |||||
| US12646QAG29 / CREDIT SUISSE MORTGAGE TRUST CSMC 2012 11R 2A2 144A | 0.05 | -7.41 | 0.0257 | -0.0039 | |||||
| US3133BANT43 / Federal Home Loan Mortgage Corporation | 0.05 | -1.96 | 0.0257 | -0.0022 | |||||
| PUERTO RICO ELEC PWR AUTH PWRR PRCPWR 07/40 FIXED 6.125 / DBT (US74526YFC49) | 0.05 | 0.00 | 0.0247 | -0.0018 | |||||
| RFR USD SOFR/3.00000 06/21/23-7Y LCH / DIR (EZWF2F56KP17) | 0.05 | -58.04 | 0.0243 | -0.0370 | |||||
| RFRF USD SF+26.161/1.4* 8/17/23-4Y* CME / DIR (EZWYVHJK0N90) | 0.05 | -25.00 | 0.0232 | -0.0095 | |||||
| RFRF USD SF+26.161/1.4* 8/17/23-4Y* CME / DIR (EZWYVHJK0N90) | 0.05 | -25.00 | 0.0232 | -0.0095 | |||||
| RFR USD SOFR/1.75000 06/15/22-10Y CME / DIR (EZQ6DKJXZ1C9) | 0.04 | -207.32 | 0.0225 | 0.0450 | |||||
| RFR USD SOFR/1.75000 06/15/22-10Y CME / DIR (EZQ6DKJXZ1C9) | 0.04 | -207.32 | 0.0225 | 0.0450 | |||||
| R2037 / South Africa - Sovereign or Government Agency Debt | 0.04 | 10.00 | 0.0225 | 0.0003 | |||||
| US76110WVV52 / RESIDENTIAL ASSET SECURITIES C RASC 2003 KS11 MII1 | 0.04 | -37.14 | 0.0225 | -0.0160 | |||||
| RFR JPY MUT+5.89/-0.0200 3/20/21-8Y* LCH / DIR (EZP7TBKVJPJ5) | 0.04 | -12.24 | 0.0223 | -0.0048 | |||||
| 952NPKII9 / CREDIT SUISSE GROUP AG COCO JR SUB 144A | 0.04 | 0.00 | 0.0222 | -0.0016 | |||||
| CDX IG44 5Y ICE / DCR (EZPF6RHH0ZV8) | 0.04 | 740.00 | 0.0216 | 0.0187 | |||||
| US912828V491 / United States Treasury Inflation Indexed Bonds | 0.04 | 0.00 | 0.0213 | -0.0014 | |||||
| RFRF USD SF+26.161/1.6* 7/16/23-27Y* CME / DIR (EZGZ9MG6FMK3) | 0.04 | 2.50 | 0.0211 | -0.0010 | |||||
| US2620512044 / Drillco Holdings Luxembourg SA | 0.00 | 0.00 | 0.04 | -18.37 | 0.0206 | -0.0065 | |||
| RFRF USD SF+26.161/1.7* 8/12/23-28Y CME / DIR (EZ2SGLW6Z1J6) | 0.04 | 2.63 | 0.0203 | -0.0009 | |||||
| RFR USD SOFR/3.50000 05/22/23-10Y LCH / DIR (EZ069KYQYQX5) | 0.04 | -78.33 | 0.0202 | -0.0776 | |||||
| XS0308710143 / EUROSAIL PLC ESAIL 2007 3X A3C REGS | 0.04 | -7.14 | 0.0201 | -0.0028 | |||||
| US021460AB63 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 16CB A2 | 0.04 | -2.56 | 0.0197 | -0.0016 | |||||
| USP7807HAR68 / Petroleos de Venezuela SA | 0.04 | -9.52 | 0.0194 | -0.0034 | |||||
| RFRF USD SF+26.161/1.8* 7/18/23-26Y* CME / DIR (EZJ09G4PHSJ9) | 0.04 | 5.71 | 0.0190 | -0.0004 | |||||
| RFRF USD SF+26.161/1.9* 7/17/23-26Y* CME / DIR (EZF20Y4ST5G8) | 0.04 | 5.71 | 0.0189 | -0.0004 | |||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | 0.04 | 0.0185 | 0.0185 | ||||||
| XS2384704800 / NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051 | 0.04 | 0.0185 | 0.0185 | ||||||
| RFRF USD SF+26.161/0.500 06/16/21-5Y LCH / DIR (EZZ3FSVBNJ37) | 0.04 | -16.28 | 0.0183 | -0.0054 | |||||
| RFRF USD SF+26.161/2.00 7/15/23-27Y* CME / DIR (EZCKQSYF2CV2) | 0.04 | 2.94 | 0.0180 | -0.0008 | |||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.04 | 0.0178 | 0.0178 | ||||||
| CCO / Clear Channel Outdoor Holdings, Inc. | 0.03 | 0.00 | 0.03 | 3.03 | 0.0177 | -0.0003 | |||
| IRS AUD 4.50000 09/20/23-10Y LCH / DIR (EZGXS4F4YYN6) | 0.03 | 100.00 | 0.0176 | 0.0082 | |||||
| REACH FINANCIAL LLC REACH 2024 1A A 144A / ABS-O (US75526PAA93) | 0.03 | -40.74 | 0.0163 | -0.0133 | |||||
| RFR USD SOFR/1.60000 01/16/24-2Y LCH / DIR (EZVZ63QZPFX3) | 0.03 | 3.33 | 0.0162 | -0.0001 | |||||
| US3140X6S774 / FANNIE MAE POOL UMBS P#FM3241 3.00000000 | 0.03 | -3.12 | 0.0161 | -0.0015 | |||||
| US3133KYXK09 / Freddie Mac Pool | 0.03 | 0.00 | 0.0157 | -0.0013 | |||||
| SB12AGO32 / Peru - Sovereign or Government Agency Debt | 0.03 | 7.14 | 0.0154 | -0.0000 | |||||
| USP87324BE10 / Peruvian Government International Bond | 0.03 | 7.14 | 0.0153 | -0.0000 | |||||
| AM / Antero Midstream Corporation | 0.00 | -40.07 | 0.03 | -38.30 | 0.0151 | -0.0105 | |||
| US059487AC20 / BANC OF AMERICA ALTERNATIVE LO BOAA 2006 6 CB3 | 0.03 | -3.45 | 0.0147 | -0.0012 | |||||
| KNTK / Kinetik Holdings Inc. | 0.00 | 90.91 | 0.03 | 64.71 | 0.0146 | 0.0049 | |||
| US761118KU16 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO3 A1 | 0.03 | -3.45 | 0.0144 | -0.0016 | |||||
| RFR USD SOFR/3.00000 06/21/23-10Y CME / DIR (EZVCRM3XZB08) | 0.03 | -37.78 | 0.0142 | -0.0103 | |||||
| 3 MONTH SOFR FUT JUN25 XCME 20250916 / DIR (000000000) | 0.03 | 0.0139 | 0.0139 | ||||||
| USP78024AG45 / Peruvian Government International Bond | 0.03 | 8.33 | 0.0136 | 0.0001 | |||||
| RFRF USD SF+26.161/3.00 9/19/23-3Y* CME / DIR (EZ5KQYKN8LY5) | 0.03 | 62.50 | 0.0135 | 0.0044 | |||||
| MX0SGO0000F0 / Mexican Udibonos | 0.03 | 13.04 | 0.0135 | 0.0005 | |||||
| RFR JPY MUTK/0.4000 06/15/22-10Y LCH / DIR (EZZVGD908KD7) | 0.03 | -13.33 | 0.0133 | -0.0032 | |||||
| US262051AA36 / FORESEA Holding SA | 0.03 | 0.00 | 0.0132 | -0.0012 | |||||
| US3133BBPP85 / Federal Home Loan Mortgage Corporation | 0.03 | -3.85 | 0.0131 | -0.0012 | |||||
| IRS AUD 4.00000 09/18/24-5Y LCH / DIR (EZKTY90KL2M8) | 0.03 | 400.00 | 0.0128 | 0.0100 | |||||
| US466308AE30 / J.P. MORGAN ALTERNATIVE LOAN T JPALT 2008 R3 3A1 144A | 0.03 | 0.00 | 0.0128 | -0.0011 | |||||
| RFRF USD SF+26.161/1.7* 7/15/23-7Y* CME / DIR (EZMBPFMCJ2B0) | 0.02 | -20.00 | 0.0126 | -0.0039 | |||||
| US31418EGF16 / Fannie Mae Pool | 0.02 | -4.00 | 0.0126 | -0.0011 | |||||
| US46628YBM12 / JP MORGAN MORTGAGE TRUST JPMMT 2006 S2 3A10 | 0.02 | -4.17 | 0.0121 | -0.0010 | |||||
| US040114HX11 / Argentine Republic Government International Bond | 0.02 | 9.52 | 0.0119 | 0.0001 | |||||
| SOFTBANK VISION FUND II TRANCHE B2 TERM LOAN / LON (BA000KP70) | 0.02 | 0.0115 | 0.0115 | ||||||
| US3140X6S931 / FANNIE MAE POOL UMBS P#FM3243 3.50000000 | 0.02 | -4.35 | 0.0114 | -0.0011 | |||||
| US3133KYXC82 / UMBS, 20 Year | 0.02 | 0.00 | 0.0112 | -0.0010 | |||||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | 0.02 | 0.0108 | 0.0108 | ||||||
| CMBX.NA.AAA.13 SP MYC / DCR (000000000) | 0.02 | 0.0105 | 0.0105 | ||||||
| RFR USD SOFR/2.30000 01/17/24-2Y LCH / DIR (EZ7DPVG1XS64) | 0.02 | 5.56 | 0.0100 | 0.0001 | |||||
| US694308HS91 / Pacific Gal Elec Bond | 0.02 | 0.00 | 0.0099 | -0.0006 | |||||
| MX0MGO0001D6 / Mexican Bonos Desarr Fixed Rate, Series M | 0.02 | 11.76 | 0.0099 | 0.0003 | |||||
| US361841AL38 / GLP Capital LP / GLP Financing II Inc | 0.02 | 0.00 | 0.0098 | -0.0006 | |||||
| RFRF USD SF+26.161/1.50 9/18/23-6Y* CME / DIR (EZGBCVNDZ8C6) | 0.02 | -10.00 | 0.0092 | -0.0019 | |||||
| US02149JAL08 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 45T1 1A11 | 0.02 | 0.00 | 0.0089 | -0.0007 | |||||
| RFR USD SOFR/1.75000 06/15/22-7Y CME / DIR (EZ2KYVSDFJC8) | 0.02 | -58.54 | 0.0088 | -0.0137 | |||||
| RFR USD SOFR/1.75000 06/15/22-7Y CME / DIR (EZ2KYVSDFJC8) | 0.02 | -58.54 | 0.0088 | -0.0137 | |||||
| RFRF USD SF+26.161/1.00 9/16/23-7Y* CME / DIR (EZ4FYS5F94M8) | 0.02 | -10.53 | 0.0088 | -0.0015 | |||||
| CMBX.NA.AAA.10 SP GST / DCR (000000000) | 0.02 | 0.0087 | 0.0087 | ||||||
| SAGB / Republic of South Africa Government Bond | 0.02 | 6.67 | 0.0085 | -0.0001 | |||||
| US225470RY13 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 12 6A1 | 0.02 | 0.00 | 0.0084 | -0.0007 | |||||
| US268668BD18 / EMC MORTGAGE LOAN TRUST EMCM 2002 B A1 144A | 0.02 | 0.00 | 0.0084 | -0.0007 | |||||
| IRS AUD 4.50000 03/20/24-10Y LCH / DIR (EZJLKSMVQPQ8) | 0.02 | 114.29 | 0.0079 | 0.0038 | |||||
| EZ9L4HD15422 / FORD MOTOR COMPANY SNR S* ICE | 0.02 | -11.76 | 0.0077 | -0.0019 | |||||
| EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF53) | 0.01 | 0.0073 | 0.0073 | ||||||
| RFR USD SOFR/3.36832 09/03/24-25Y* CME / DIR (EZKW32HGZY54) | 0.01 | 27.27 | 0.0072 | 0.0008 | |||||
| RFR USD SOFR/3.36832 09/03/24-25Y* CME / DIR (EZKW32HGZY54) | 0.01 | 27.27 | 0.0072 | 0.0008 | |||||
| RFRF USD SF+26.161/2.00 8/12/23-7Y* CME / DIR (EZXZXW7G14V3) | 0.01 | -17.65 | 0.0072 | -0.0025 | |||||
| US715638AV48 / REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9 | 0.01 | 8.33 | 0.0070 | -0.0000 | |||||
| RFRF USD SF+26.161/1.3* 07/20/23-8Y CME / DIR (EZ9FNSJ35BR1) | 0.01 | -13.33 | 0.0068 | -0.0015 | |||||
| RFRF USD SF+26.161/1.3* 07/19/23-8Y CME / DIR (EZRK184JRG97) | 0.01 | -13.33 | 0.0067 | -0.0015 | |||||
| US3133BASY82 / Federal Home Loan Mortgage Corporation | 0.01 | 0.00 | 0.0066 | -0.0006 | |||||
| RFRF USD SF+26.161/1.4* 09/07/23-8Y CME / DIR (EZBB8XR0NRT7) | 0.01 | -14.29 | 0.0066 | -0.0015 | |||||
| US9128282L36 / United States Treasury Inflation Indexed Bonds | 0.01 | 0.00 | 0.0066 | -0.0004 | |||||
| RFRF USD SF+26.161/1.4* 07/16/23-8Y CME / DIR (EZHWSV75WDM2) | 0.01 | -14.29 | 0.0065 | -0.0015 | |||||
| 5831 / Shizuoka Financial Group,Inc. | 0.01 | 0.0065 | 0.0065 | ||||||
| US74923HAD35 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS4 1A4 | 0.01 | 0.00 | 0.0064 | -0.0006 | |||||
| US90290PAS39 / U.S. Renal Care, Inc., 1st Lien Term Loan C | 0.01 | 0.00 | 0.0063 | -0.0004 | |||||
| US16163CAB81 / CHASE MORTGAGE FINANCE CORPORA CHASE 2006 A1 1A2 | 0.01 | -7.69 | 0.0063 | -0.0009 | |||||
| IHRT / iHeartMedia, Inc. | 0.01 | 0.00 | 0.01 | 9.09 | 0.0062 | -0.0000 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0062 | 0.0062 | ||||||
| US452152BM28 / State of Illinois General Obligation Unlimited | 0.01 | 0.00 | 0.0062 | -0.0004 | |||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.01 | 0.0061 | 0.0061 | ||||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.01 | 0.0061 | 0.0061 | ||||||
| THAMES SSNM 144A UNFUNDED COMM / DBT (955RVLII8) | 0.01 | 0.0060 | 0.0060 | ||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0055 | 0.0055 | ||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0055 | 0.0055 | ||||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 0.01 | 0.00 | 0.0054 | -0.0003 | |||||
| IRS AUD 4.50000 09/18/24-10Y LCH / DIR (EZLG541MMLX8) | 0.01 | 150.00 | 0.0051 | 0.0026 | |||||
| US097023DG73 / Boeing Co/The | 0.01 | 0.00 | 0.0050 | -0.0003 | |||||
| AT&T INC SNR S* ICE / DCR (EZVHX8BNGL14) | 0.01 | 0.00 | 0.0050 | 0.0001 | |||||
| ZAG000125980 / Republic of South Africa Government Bond | 0.01 | 0.00 | 0.0050 | 0.0001 | |||||
| RFR USD SOFR/1.00000 06/15/22-5Y LCH / DIR (EZG3K81HS5Q1) | 0.01 | -47.06 | 0.0049 | -0.0047 | |||||
| RFR JPY MUTK/0.711* 04/27/22-20Y LCH / DIR (EZ8J7WWDT0B2) | 0.01 | 12.50 | 0.0048 | 0.0002 | |||||
| RFR USD SOFR/2.00000 12/21/22-5Y CME / DIR (EZ3TD3PGJZ56) | 0.01 | 0.00 | 0.0047 | -0.0007 | |||||
| BOUGHT BRL SOLD USD 20250804 / DFE (000000000) | 0.01 | 0.0047 | 0.0047 | ||||||
| IRS EUR 3.30000 10/03/23-10Y LCH / DIR (EZFS0ZDNP002) | 0.01 | 50.00 | 0.0046 | 0.0013 | |||||
| IRS NZD 4.75000 06/19/24-5Y LCH / DIR (EZ6L5S4WS5D4) | 0.01 | -11.11 | 0.0046 | -0.0008 | |||||
| US922646AS37 / Venezuela Government International Bond | 0.01 | -11.11 | 0.0045 | -0.0005 | |||||
| IHRTB / iHeartMedia, Inc. | 0.01 | 0.00 | 0.01 | 14.29 | 0.0043 | -0.0000 | |||
| US02146XAF50 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 36T2 1A7 | 0.01 | 0.00 | 0.0041 | -0.0003 | |||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0039 | 0.0039 | ||||||
| RFR USD SOFR/4.16500 09/27/23-10Y LCH / DIR (EZHCJZH19GW5) | 0.01 | 40.00 | 0.0038 | 0.0006 | |||||
| RFRF USD SF+26.161/1.3* 9/22/23-5Y* CME / DIR (EZBJCCT971J0) | 0.01 | -12.50 | 0.0038 | -0.0008 | |||||
| US87168TAB70 / Syniverse Holdings, Inc. 2022 Term Loan | 0.01 | 0.00 | 0.0038 | -0.0004 | |||||
| THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75 / DBT (XS3017976054) | 0.01 | 0.0037 | 0.0037 | ||||||
| TRT061124T11 / Turkey Government Bond | 0.01 | 0.00 | 0.0037 | -0.0004 | |||||
| RFRF USD SF+26.161/1.2* 8/12/23-5Y* CME / DIR (EZKD1H6VJFS9) | 0.01 | -12.50 | 0.0036 | -0.0008 | |||||
| RFRF USD SF+26.161/2.00 9/10/23-6Y* CME / DIR (EZRYHL92YXM0) | 0.01 | 0.00 | 0.0036 | -0.0007 | |||||
| IRS EUR 3.45000 10/20/23-5Y LCH / DIR (EZ6D4RM0D1H2) | 0.01 | 75.00 | 0.0036 | 0.0012 | |||||
| RFRF USD SF+26.161/2.00 9/10/23-6Y* CME / DIR (EZ2FT1HSMJX3) | 0.01 | -25.00 | 0.0035 | -0.0013 | |||||
| RFR USD SOFR/4.09000 04/30/24-10Y LCH / DIR (EZ680F4XLT66) | 0.01 | 100.00 | 0.0035 | 0.0015 | |||||
| US89054XAD75 / Topaz Solar Farms LLC | 0.01 | -14.29 | 0.0035 | -0.0004 | |||||
| OIS MXN TIIE1/9.10833 03/19/25-5Y* CME / DIR (EZXSD6T87JT9) | 0.01 | 50.00 | 0.0035 | 0.0009 | |||||
| IRS EUR 3.37000 10/09/23-5Y LCH / DIR (EZ9NLBJZRFJ6) | 0.01 | 50.00 | 0.0034 | 0.0012 | |||||
| THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75 / DBT (XS3060649830) | 0.01 | 0.0034 | 0.0034 | ||||||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | 0.01 | 0.0032 | 0.0032 | ||||||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | 0.01 | 0.0032 | 0.0032 | ||||||
| RFR USD SOFR/4.45000 11/01/23-10Y LCH / DIR (EZVVYR19MCY7) | 0.01 | 20.00 | 0.0031 | 0.0002 | |||||
| RFR USD SOFR/4.45000 10/31/23-10Y LCH / DIR (EZ69XWNNR2R8) | 0.01 | 20.00 | 0.0031 | 0.0002 | |||||
| US02376AAA79 / American Airlines Pass Through Trust, Series 2017-2, Class AA | 0.01 | -16.67 | 0.0030 | -0.0003 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0029 | 0.0029 | ||||||
| 31750R6K8 PIMCO FXVAN PUT EUR USD 1.15000000 / DFE (EZ6WVRM7DHY0) | 0.01 | 0.0029 | 0.0029 | ||||||
| 31750R6K8 PIMCO FXVAN PUT EUR USD 1.15000000 / DFE (EZ6WVRM7DHY0) | 0.01 | 0.0029 | 0.0029 | ||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0029 | 0.0029 | ||||||
| US05950LAK89 / BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 3 1A10 | 0.01 | 0.00 | 0.0028 | -0.0002 | |||||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0027 | 0.0027 | ||||||
| OIS CAD CAONREPO/3.75000 12/20/23-2Y LCH / DIR (EZ37LRWYY447) | 0.01 | -44.44 | 0.0025 | -0.0024 | |||||
| RFR JPY MUTK/1.00000 09/18/24-10Y LCH / DIR (EZGG5GCVX2P9) | 0.00 | -55.56 | 0.0025 | -0.0027 | |||||
| 3 MONTH SOFR FUT SEP25 XCME 20251216 / DIR (000000000) | 0.00 | 0.0024 | 0.0024 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0024 | 0.0024 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0024 | 0.0024 | ||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0023 | 0.0023 | ||||||
| US17025QAA58 / COUNTRYWIDE HOME LOANS CWHL 2007 J3 A1 | 0.00 | 0.00 | 0.0023 | -0.0002 | |||||
| US2620511053 / Drillco Holdings Luxembourg SA | 0.00 | 0.00 | 0.00 | -20.00 | 0.0023 | -0.0007 | |||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.00 | 0.0023 | 0.0023 | ||||||
| EURO-BOBL FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF61) | 0.00 | 0.0022 | 0.0022 | ||||||
| RFR USD SOFR/4.20000 05/06/24-10Y LCH / DIR (EZJQYFZGPYQ2) | 0.00 | 100.00 | 0.0022 | 0.0007 | |||||
| RFR USD SOFR/3.23100 09/18/24-10Y LCH / DIR (EZ8Z99V6R391) | 0.00 | 0.00 | 0.0022 | -0.0004 | |||||
| RFR USD SOFR/3.23100 09/18/24-10Y LCH / DIR (EZ8Z99V6R391) | 0.00 | 0.00 | 0.0022 | -0.0004 | |||||
| RFR USD SOFR/3.75000 06/20/24-10Y LCH / DIR (EZ52H44WTW83) | 0.00 | -300.00 | 0.0022 | 0.0035 | |||||
| RFR USD SOFR/3.75000 06/20/24-10Y LCH / DIR (EZ52H44WTW83) | 0.00 | -300.00 | 0.0022 | 0.0035 | |||||
| RFR USD SOFR/4.22000 10/20/23-10Y LCH / DIR (EZ3GHXW0MPL7) | 0.00 | 33.33 | 0.0022 | 0.0003 | |||||
| US452152GS43 / Illinois, General Obligation Bonds, Taxable Build America Bonds | 0.00 | 0.00 | 0.0021 | -0.0002 | |||||
| VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (EZKBMTL78RT9) | 0.00 | 33.33 | 0.0021 | -0.0000 | |||||
| RFR JPY MUTK/0.70000 09/18/24-5Y LCH / DIR (EZFJTHQSQCN6) | 0.00 | -55.56 | 0.0021 | -0.0033 | |||||
| RFRF USD SF+26.161/1.50 7/12/23-6Y* CME / DIR (EZXVK45PR3N6) | 0.00 | -125.00 | 0.0021 | 0.0113 | |||||
| RFRF USD SF+26.161/1.50 7/12/23-6Y* CME / DIR (EZXVK45PR3N6) | 0.00 | -125.00 | 0.0021 | 0.0113 | |||||
| US292480AL49 / Enable Midstream Partners, L.P. | 0.00 | 0.00 | 0.0021 | -0.0001 | |||||
| RFRF USD SF+26.161/1.2* 9/15/23-3Y* CME / DIR (EZ8H8SK9HY04) | 0.00 | -25.00 | 0.0020 | -0.0004 | |||||
| RFR USD SOFR/3.28000 09/16/24-10Y LCH / DIR (EZH06W9H2QV9) | 0.00 | -25.00 | 0.0020 | -0.0005 | |||||
| RFR USD SOFR/4.17500 10/10/23-10Y LCH / DIR (EZ40KCGZSHS4) | 0.00 | 0.00 | 0.0020 | 0.0003 | |||||
| 3 MONTH SOFR FUT DEC25 XCME 20260317 / DIR (000000000) | 0.00 | 0.0020 | 0.0020 | ||||||
| RFR USD SOFR/4.17000 10/03/23-10Y LCH / DIR (EZ730H4M71T1) | 0.00 | 50.00 | 0.0019 | 0.0003 | |||||
| US3138YAGT65 / FNMA POOL AX8309 FN 11/29 FIXED 3 | 0.00 | -25.00 | 0.0019 | -0.0004 | |||||
| RFR USD SOFR/4.13000 05/03/24-10Y LCH / DIR (EZLH6KBBN1Y1) | 0.00 | 50.00 | 0.0019 | 0.0007 | |||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.00 | 0.0019 | 0.0019 | ||||||
| RFR USD SOFR/4.15500 10/02/23-10Y LCH / DIR (EZPGHNDSZJS7) | 0.00 | 50.00 | 0.0019 | 0.0003 | |||||
| US59020U5W12 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 A1 2A1 | 0.00 | 0.00 | 0.0019 | -0.0001 | |||||
| RFR USD SOFR/4.15000 10/12/23-10Y LCH / DIR (EZ5L8D47TWL2) | 0.00 | 50.00 | 0.0019 | 0.0003 | |||||
| VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (EZL1DNFTYLG9) | 0.00 | -25.00 | 0.0018 | -0.0005 | |||||
| RFR USD SOFR/4.10500 04/24/24-10Y LCH / DIR (EZNK6JG41G39) | 0.00 | 200.00 | 0.0018 | 0.0008 | |||||
| SOLD KWD BOUGHT USD 20290502 / DFE (000000000) | 0.00 | 0.0018 | 0.0018 | ||||||
| RFR USD SOFR/3.94000 02/22/24-5Y LCH / DIR (EZZGZFB54PK2) | 0.00 | 50.00 | 0.0017 | 0.0006 | |||||
| RFR USD SOFR/4.08500 04/22/24-10Y LCH / DIR (EZS5R9RJ3PK1) | 0.00 | 200.00 | 0.0017 | 0.0008 | |||||
| RFR USD SOFR/4.08500 04/22/24-10Y LCH / DIR (EZS5R9RJ3PK1) | 0.00 | 200.00 | 0.0017 | 0.0008 | |||||
| OIS MXN TIIE1/9.15000 01/06/25-5Y* CME / DIR (EZVC9S8RHYL1) | 0.00 | 50.00 | 0.0017 | 0.0004 | |||||
| US059522AV40 / Banc of America Funding 2007-C Trust | 0.00 | 0.00 | 0.0017 | -0.0003 | |||||
| RFR USD SOFR/4.08000 04/17/24-10Y LCH / DIR (EZR19VMTQWV1) | 0.00 | 200.00 | 0.0017 | 0.0008 | |||||
| RFR USD SOFR/4.07800 04/29/24-10Y LCH / DIR (EZ8GRFQ9MCJ3) | 0.00 | 200.00 | 0.0017 | 0.0008 | |||||
| RFRF USD SF+26.161/0.9* 8/06/23-3Y* CME / DIR (EZRY3SP5T516) | 0.00 | 0.00 | 0.0017 | -0.0004 | |||||
| RFR USD SOFR/3.86000 02/21/24-10Y LCH / DIR (EZ1G947YLS63) | 0.00 | 200.00 | 0.0016 | 0.0007 | |||||
| RFRF USD SF+26.161/1.7* 12/16/19-7Y LCH / DIR (EZ2NF3C2M3Q1) | 0.00 | 0.00 | 0.0016 | -0.0003 | |||||
| RFRF USD SF+26.161/0.9* 9/08/23-3Y* CME / DIR (EZFZ2WL0DYS9) | 0.00 | 0.00 | 0.0016 | -0.0004 | |||||
| 3 MONTH SOFR FUT MAR26 XCME 20260616 / DIR (000000000) | 0.00 | 0.0016 | 0.0016 | ||||||
| EZ6MPW8FKYP3 / CDX EM36 ICE | 0.00 | 0.0016 | 0.0014 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0016 | 0.0016 | ||||||
| IRS EUR 2.86000 04/24/24-5Y LCH / DIR (EZ5017MPLZ85) | 0.00 | 0.00 | 0.0016 | -0.0004 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0015 | 0.0015 | ||||||
| IRS EUR 2.82700 05/06/24-5Y LCH / DIR (EZGDV8QKBGN4) | 0.00 | -33.33 | 0.0015 | -0.0004 | |||||
| USP7807HAQ85 / Petroleos de Venezuela SA | 0.00 | -33.33 | 0.0015 | -0.0002 | |||||
| IRS ZAR 8.20250 01/10/25-6Y CME / DIR (EZRKVVXPWRM6) | 0.00 | 100.00 | 0.0015 | 0.0008 | |||||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0014 | 0.0014 | ||||||
| IRS EUR 2.78000 05/02/24-5Y LCH / DIR (EZJ3VKFQ3YF7) | 0.00 | -33.33 | 0.0014 | -0.0004 | |||||
| OIS MXN TIIE1/9.13500 01/02/25-5Y* CME / DIR (EZWL3F3ZD7S9) | 0.00 | 100.00 | 0.0014 | 0.0003 | |||||
| RFR USD SOFR/4.03000 10/04/23-10Y LCH / DIR (EZSWG77RN9D9) | 0.00 | 100.00 | 0.0014 | 0.0003 | |||||
| ZCS BRL 13.3537 05/12/25-01/02/29 CME / DIR (EZSPJ72GL6V3) | 0.00 | 0.0014 | 0.0014 | ||||||
| IRS EUR 2.77000 04/16/24-5Y LCH / DIR (EZ8YJNQLMV03) | 0.00 | -33.33 | 0.0014 | -0.0003 | |||||
| RFR USD SOFR/4.01500 12/30/24-10Y LCH / DIR (EZVY5NK4YWD2) | 0.00 | 100.00 | 0.0013 | 0.0003 | |||||
| OIS MXN TIIE1/9.02000 12/23/24-5Y* CME / DIR (EZCWHQ8VQXX7) | 0.00 | 100.00 | 0.0013 | 0.0003 | |||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.00 | 0.0013 | 0.0013 | ||||||
| IRS ZAR 8.41000 08/04/23-5Y CME / DIR (EZ0ZH48FN960) | 0.00 | 0.0013 | 0.0008 | ||||||
| BOUGHT TRY SOLD USD 20250808 / DFE (000000000) | 0.00 | 0.0012 | 0.0012 | ||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.00 | 0.0012 | 0.0012 | ||||||
| RFR USD SOFR/3.95000 04/16/24-10Y LCH / DIR (EZH76FJG5D96) | 0.00 | 0.0012 | 0.0009 | ||||||
| SOLD KWD BOUGHT USD 20300509 / DFE (000000000) | 0.00 | 0.0012 | 0.0012 | ||||||
| IRS ZAR 8.55000 08/03/23-5Y CME / DIR (EZQ36JRDXMG3) | 0.00 | 100.00 | 0.0011 | 0.0003 | |||||
| MEXICO LA SP MYC / DCR (EZDKNKQB19P7) | 0.00 | 0.0011 | 0.0012 | ||||||
| RFR USD SOFR/3.23200 09/10/24-10Y LCH / DIR (EZ7VRSSQ00Z9) | 0.00 | 0.00 | 0.0011 | -0.0002 | |||||
| 31750R693 PIMCO FXVAN PUT EUR USD 1.15000000 / DFE (EZ42NGT6JMN8) | 0.00 | 0.0011 | 0.0011 | ||||||
| IRS ZAR 8.46400 08/02/23-5Y CME / DIR (EZV6VF9MRYQ4) | 0.00 | 100.00 | 0.0011 | 0.0003 | |||||
| IRS ZAR 8.46400 08/02/23-5Y CME / DIR (EZV6VF9MRYQ4) | 0.00 | 100.00 | 0.0011 | 0.0003 | |||||
| IRS ZAR 8.46000 08/01/23-5Y CME / DIR (EZ3M086DKDF9) | 0.00 | 100.00 | 0.0011 | 0.0003 | |||||
| IRS ZAR 8.42760 07/31/23-5Y CME / DIR (EZ0W028CV1D4) | 0.00 | 0.00 | 0.0010 | -0.0001 | |||||
| IRS ZAR 8.42760 07/31/23-5Y CME / DIR (EZ0W028CV1D4) | 0.00 | 0.00 | 0.0010 | -0.0001 | |||||
| RFR USD SOFR/3.95000 09/13/23-10Y LCH / DIR (EZ5HZCP83CF3) | 0.00 | 100.00 | 0.0010 | 0.0004 | |||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.00 | 0.0010 | 0.0010 | ||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.00 | 0.0010 | 0.0010 | ||||||
| IRS ZAR 8.40000 08/07/23-5Y CME / DIR (EZZNDGQBLP39) | 0.00 | 100.00 | 0.0010 | 0.0003 | |||||
| US26884UAC36 / EPR Properties | 0.00 | 0.00 | 0.0010 | -0.0001 | |||||
| US26884UAE91 / EPR Properties | 0.00 | 0.00 | 0.0010 | -0.0001 | |||||
| RFR USD SOFR/3.90000 04/10/24-10Y LCH / DIR (EZ2N7SZFW8Z5) | 0.00 | 0.0010 | 0.0009 | ||||||
| RFR USD SOFR/3.93300 01/06/25-10Y LCH / DIR (EZK6LHB5L486) | 0.00 | 0.00 | 0.0010 | 0.0003 | |||||
| US05950TAG04 / BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 B 4A2 | 0.00 | 0.00 | 0.0010 | -0.0001 | |||||
| OIS MXN TIIE1/8.99000 12/24/24-5Y* CME / DIR (EZC5XXNBZLX2) | 0.00 | 0.00 | 0.0010 | 0.0003 | |||||
| RFR USD SOFR/3.97000 02/27/24-5Y LCH / DIR (EZW6KKT3DSZ7) | 0.00 | 0.00 | 0.0009 | 0.0003 | |||||
| RFR USD SOFR/3.53200 08/20/24-10Y LCH / DIR (EZ4ZGS2N23W5) | 0.00 | -50.00 | 0.0009 | -0.0004 | |||||
| RFR USD SOFR/3.52500 09/04/24-10Y LCH / DIR (EZSXZYY2VD17) | 0.00 | -50.00 | 0.0009 | -0.0004 | |||||
| RFR USD SOFR/3.52500 09/04/24-10Y LCH / DIR (EZSXZYY2VD17) | 0.00 | -50.00 | 0.0009 | -0.0004 | |||||
| US90355YAA55 / US Renal Care Inc | 0.00 | 0.00 | 0.0009 | -0.0001 | |||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0009 | 0.0009 | ||||||
| RFR USD SOFR/3.55000 08/21/24-10Y LCH / DIR (EZHZRCBWPB39) | 0.00 | -50.00 | 0.0008 | -0.0004 | |||||
| RFR USD SOFR/3.55000 08/21/24-10Y LCH / DIR (EZHZRCBWPB39) | 0.00 | -50.00 | 0.0008 | -0.0004 | |||||
| PEMEX LCDS SP DUB / DCR (000000000) | 0.00 | 0.0008 | 0.0008 | ||||||
| RFR USD SOFR/3.89600 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.00 | 0.0008 | 0.0003 | ||||||
| THAMES WATER UTIL LTD SR SECURED 144A 03/27 0.00000 / DBT (XS3002255787) | 0.00 | 0.00 | 0.0008 | 0.0000 | |||||
| RFR USD SOFR/3.55500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0.00 | 0.00 | 0.0008 | -0.0002 | |||||
| RFR USD SOFR/3.89000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.00 | 0.0008 | 0.0003 | ||||||
| RFR USD SOFR/3.89000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.00 | 0.0008 | 0.0003 | ||||||
| XAN5200EAB73 / Lealand Finance Company BV, Term Loan | 0.00 | 0.00 | 0.0008 | 0.0001 | |||||
| ZCS BRL 13.2914 05/08/25-01/02/29 CME / DIR (EZYLW2ZWVNG8) | 0.00 | 0.0008 | 0.0008 | ||||||
| RFR USD SOFR/3.56900 08/14/24-10Y LCH / DIR (EZBVMXZPZB61) | 0.00 | -50.00 | 0.0008 | -0.0004 | |||||
| RFR USD SOFR/3.56500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0.00 | 0.00 | 0.0008 | -0.0002 | |||||
| RFR USD SOFR/3.56500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0.00 | 0.00 | 0.0008 | -0.0002 | |||||
| RFR USD SOFR/3.88000 01/13/25-10Y LCH / DIR (EZB2C5X6RDC5) | 0.00 | 0.0008 | 0.0003 | ||||||
| RFR USD SOFR/3.30000 12/02/24-4Y* CME / DIR (EZ2F419XN3M4) | 0.00 | -50.00 | 0.0008 | -0.0009 | |||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0008 | 0.0008 | ||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0007 | 0.0007 | ||||||
| US31418EHF07 / Fannie Mae Pool | 0.00 | 0.00 | 0.0007 | -0.0001 | |||||
| BOUGHT PEN SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0007 | 0.0007 | ||||||
| RFR USD SOFR/3.58600 08/19/24-10Y LCH / DIR (EZN7CQ0TS3K8) | 0.00 | -50.00 | 0.0007 | -0.0004 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0007 | 0.0007 | ||||||
| IRS ZAR 8.06250 01/08/25-6Y CME / DIR (EZ21FTG2CH43) | 0.00 | 0.0007 | 0.0005 | ||||||
| IRS ZAR 8.06250 01/08/25-6Y CME / DIR (EZ21FTG2CH43) | 0.00 | 0.0007 | 0.0005 | ||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0007 | 0.0007 | ||||||
| RFR USD SOFR/3.86000 11/14/24-10Y LCH / DIR (EZCMSCQLNL34) | 0.00 | 0.0006 | 0.0003 | ||||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.00 | 0.0006 | 0.0006 | ||||||
| US40431TAA97 / HSI ASSET LOAN OBLIGATION HALO 2007 1 1A1 | 0.00 | 0.00 | 0.0006 | -0.0001 | |||||
| IRS ZAR 8.54300 08/04/23-5Y CME / DIR (EZ0ZH48FN960) | 0.00 | 0.0006 | 0.0001 | ||||||
| IRS ZAR 8.54300 08/04/23-5Y CME / DIR (EZ0ZH48FN960) | 0.00 | 0.0006 | 0.0001 | ||||||
| RFR USD SOFR/3.59900 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0.00 | 0.00 | 0.0006 | -0.0004 | |||||
| RFR USD SOFR/3.60000 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0.00 | 0.00 | 0.0006 | -0.0004 | |||||
| IRS ZAR 8.42600 08/01/23-5Y CME / DIR (EZ3M086DKDF9) | 0.00 | 0.00 | 0.0006 | -0.0002 | |||||
| IRS ZAR 8.42100 08/04/23-5Y CME / DIR (EZ0ZH48FN960) | 0.00 | 0.0006 | 0.0001 | ||||||
| RFR USD SOFR/3.80000 09/05/23-5Y LCH / DIR (EZ5N3TF4YV54) | 0.00 | 0.0006 | 0.0006 | ||||||
| RFR USD SOFR/3.61300 08/22/24-10Y LCH / DIR (EZZBSDRSGXS6) | 0.00 | 0.00 | 0.0006 | -0.0004 | |||||
| RFR USD SOFR/3.61100 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0.00 | 0.00 | 0.0006 | -0.0004 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| RFR USD SOFR/3.30000 12/02/24-7Y* CME / DIR (EZKHRJGZF457) | 0.00 | -50.00 | 0.0005 | -0.0010 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| US31418EJZ43 / Fannie Mae Pool | 0.00 | 0.0005 | -0.0000 | ||||||
| EZ89MT0WHJP2 / MEXICO LA SP MYC | 0.00 | 0.0005 | 0.0003 | ||||||
| BOUGHT TRY SOLD USD 20250721 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| RFR USD SOFR/3.25000 06/21/23-5Y CME / DIR (EZ628FWCQP43) | 0.00 | -100.00 | 0.0005 | -0.0024 | |||||
| RFR USD SOFR/3.25000 06/21/23-5Y CME / DIR (EZ628FWCQP43) | 0.00 | -100.00 | 0.0005 | -0.0024 | |||||
| BOUGHT TRY SOLD USD 20250709 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| EZJGYSSMZ0P0 / MEXICO LA SP MYC | 0.00 | 0.0005 | 0.0001 | ||||||
| IRS ZAR 8.41500 08/04/23-5Y CME / DIR (EZ0ZH48FN960) | 0.00 | 0.0005 | -0.0000 | ||||||
| IRS ZAR 8.41500 07/31/23-5Y CME / DIR (EZ0W028CV1D4) | 0.00 | -100.00 | 0.0005 | -0.0007 | |||||
| IRS ZAR 8.41000 07/31/23-5Y CME / DIR (EZ0W028CV1D4) | 0.00 | -100.00 | 0.0005 | -0.0007 | |||||
| ISRAEL GOVT EM SP CBK / DCR (EZV6L6KG0CJ6) | 0.00 | 0.0005 | 0.0005 | ||||||
| ISRAEL GOVT EM SP CBK / DCR (EZV6L6KG0CJ6) | 0.00 | 0.0005 | 0.0005 | ||||||
| BOUGHT TRY SOLD USD 20250723 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| RFR USD SOFR/3.64500 08/07/24-10Y LCH / DIR (EZ2H268MSWS8) | 0.00 | 0.0004 | -0.0001 | ||||||
| RFR USD SOFR/3.64500 08/07/24-10Y LCH / DIR (EZ2H268MSWS8) | 0.00 | 0.0004 | -0.0001 | ||||||
| BOUGHT TRY SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | ||||||
| RFR USD SOFR/3.80000 03/10/23-5Y LCH / DIR (EZZ46G197CT8) | 0.00 | 0.0004 | 0.0002 | ||||||
| BOUGHT TRY SOLD USD 20250711 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | ||||||
| BOUGHT TRY SOLD USD 20250710 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | ||||||
| RFR USD SOFR/3.80000 08/30/23-10Y LCH / DIR (EZZ44B0R4XW3) | 0.00 | 0.0004 | -0.0000 | ||||||
| RFR USD SOFR/3.80000 08/30/23-10Y LCH / DIR (EZZ44B0R4XW3) | 0.00 | 0.0004 | -0.0000 | ||||||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 0.00 | 0.0004 | 0.0004 | ||||||
| ISRAEL GOVT EM SP CBK / DCR (EZYH14HMXHV9) | 0.00 | 0.0004 | -0.0001 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | ||||||
| 952YSX903 / WINDSTREAM UNITS EQUITY | 0.00 | 0.00 | 0.00 | 0.0004 | -0.0001 | ||||
| IRS EUR 2.51000 04/09/25-10Y LCH / DIR (EZTHL4ZCB733) | 0.00 | 0.0004 | 0.0004 | ||||||
| RFR USD SOFR/3.79250 11/19/24-10Y LCH / DIR (EZVRNR667250) | 0.00 | 0.0004 | 0.0003 | ||||||
| RFR USD SOFR/3.50000 06/22/23-7Y LCH / DIR (EZD5N2NQT6S5) | 0.00 | -100.00 | 0.0003 | 0.0023 | |||||
| RFR USD SOFR/3.50000 06/21/23-3Y LCH / DIR (EZZ150JT6WK5) | 0.00 | -100.00 | 0.0003 | -0.0011 | |||||
| BOUGHT TRY SOLD USD 20250818 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| US96106JAE91 / WESTMORELAND COAL CO PIK TERM LOAN | 0.00 | 0.0003 | -0.0000 | ||||||
| XAN5200EAC56 / McDermott Technology Americas Inc 2020 Make Whole Term Loan | 0.00 | 0.0003 | 0.0000 | ||||||
| RFR USD SOFR/3.67900 08/13/24-10Y LCH / DIR (EZCBVMK12M33) | 0.00 | -100.00 | 0.0003 | -0.0004 | |||||
| IRS AUD 3.00000 03/21/17-10Y CME / DIR (EZWKW50BLBL2) | 0.00 | 0.0003 | -0.0002 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| RFR USD SOFR/3.72500 02/07/24-10Y LCH / DIR (EZDSWYTCHFC4) | 0.00 | 0.0003 | 0.0004 | ||||||
| US30162RAD35 / Exela Intermediate LLC/Exela Finance, Inc. | 0.00 | -100.00 | 0.0003 | -0.0006 | |||||
| IRS EUR 2.53000 04/23/25-10Y LCH / DIR (EZP376MT1B98) | 0.00 | 0.0003 | 0.0003 | ||||||
| RFR USD SOFR/3.59400 01/09/24-10Y LCH / DIR (EZS0MLST8BG8) | 0.00 | -100.00 | 0.0003 | -0.0004 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| RFR USD SOFR/3.75000 05/07/25-10Y LCH / DIR (EZ61ZS50J0P1) | 0.00 | 0.0003 | 0.0003 | ||||||
| IRS ZAR 8.05750 01/07/25-6Y CME / DIR (EZRGM8BPMT84) | 0.00 | 0.0003 | 0.0002 | ||||||
| IRS ZAR 8.05750 01/07/25-6Y CME / DIR (EZRGM8BPMT84) | 0.00 | 0.0003 | 0.0002 | ||||||
| IRS ZAR 8.05250 01/07/25-6Y CME / DIR (EZRGM8BPMT84) | 0.00 | 0.0003 | 0.0002 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| BOUGHT PEN SOLD USD 20250825 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| IRS ZAR 8.01000 01/07/25-6Y CME / DIR (EZRGM8BPMT84) | 0.00 | 0.0002 | 0.0002 | ||||||
| RFR USD SOFR/3.71000 03/05/24-10Y LCH / DIR (EZ4J782MXTD2) | 0.00 | 0.0002 | 0.0004 | ||||||
| RFR USD SOFR/3.71000 03/05/24-10Y LCH / DIR (EZ4J782MXTD2) | 0.00 | 0.0002 | 0.0004 | ||||||
| PEMEX LCDS SP DUB / DCR (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| IRS ZAR 8.00000 01/03/25-6Y CME / DIR (EZ8TNXTHVLP9) | 0.00 | 0.0002 | 0.0002 | ||||||
| IRS ZAR 8.00100 01/06/25-6Y CME / DIR (EZX05JH7BB81) | 0.00 | 0.0002 | 0.0002 | ||||||
| IRS ZAR 8.41000 08/07/23-5Y CME / DIR (EZZNDGQBLP39) | 0.00 | -100.00 | 0.0002 | -0.0005 | |||||
| IRS ZAR 8.41000 08/07/23-5Y CME / DIR (EZZNDGQBLP39) | 0.00 | -100.00 | 0.0002 | -0.0005 | |||||
| RFR USD SOFR/3.76000 08/23/23-10Y LCH / DIR (EZPXMLL7LLX7) | 0.00 | 0.0002 | 0.0004 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| SOLD KWD BOUGHT USD 20290702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| EZNLRC3852L0 / SOUTH AFRICA EM SP BOA | 0.00 | 0.0002 | 0.0003 | ||||||
| 952XGJII0 / EQTYWM927 WESTMORELAND MINING | 0.00 | 0.00 | 0.00 | 0.0002 | -0.0001 | ||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| RFR USD SOFR/3.43091 09/03/24-7Y* LCH / DIR (EZPDSL9DRNN3) | 0.00 | -100.00 | 0.0002 | -0.0010 | |||||
| USP97475AJ95 / Venezuela Government International Bond | 0.00 | 0.0002 | -0.0000 | ||||||
| BOUGHT PEN SOLD USD 20250730 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT TRY SOLD USD 20250701 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT EUR SOLD USD 20250804 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| LU2445093987 / INTELSAT EMERGENCE SA CALL EXP17FEB27 | 0.00 | 0.0001 | -0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| RFR USD SOFR/3.68500 01/24/24-10Y LCH / DIR (EZ93VBFRKZG5) | 0.00 | 0.0001 | 0.0005 | ||||||
| RFR USD SOFR/3.68500 01/24/24-10Y LCH / DIR (EZ93VBFRKZG5) | 0.00 | 0.0001 | 0.0005 | ||||||
| RFR USD SOFR/3.75000 07/12/23-10Y LCH / DIR (EZQKB9Y4TVJ4) | 0.00 | 0.0001 | 0.0004 | ||||||
| RFR USD SOFR/3.51453 09/03/24-4Y* LCH / DIR (EZ4809P3F712) | 0.00 | 0.0001 | -0.0004 | ||||||
| BOUGHT TRY SOLD USD 20250731 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| UNIT / Unity Group LLC | 0.00 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||||
| RFR USD SOFR/3.50000 12/20/23-7Y CME / DIR (EZPR4RDSDSJ6) | 0.00 | -100.00 | 0.0001 | -0.0124 | |||||
| RFR USD SOFR/3.50000 12/20/23-7Y CME / DIR (EZPR4RDSDSJ6) | 0.00 | -100.00 | 0.0001 | -0.0124 | |||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| WINDSTREAMWARRANTS SLDENVWINDSTREAMWARRANTS / DE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT TRY SOLD USD 20250807 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| RFR USD SOFR/3.64750 01/08/24-10Y LCH / DIR (EZG7FCZ335H8) | 0.00 | 0.0000 | -0.0003 | ||||||
| RFR USD SOFR/3.64750 01/08/24-10Y LCH / DIR (EZG7FCZ335H8) | 0.00 | 0.0000 | -0.0003 | ||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT TRY SOLD USD 20250728 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| RFR USD SOFR/3.75000 12/18/24-10Y LCH / DIR (EZ7K2W20N534) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| 935ZXN908 / WESTMORELAND MINING HOLDINGS L COMMON | 0.00 | 0.00 | 0.00 | 0.0000 | -0.0000 | ||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| LU2445094365 / INTELSAT EMERGENCE SA | 0.00 | 0.0000 | -0.0000 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| DHHXF / Desarrolladora Homex, S.A.B. de C.V. | 0.04 | 0.00 | 0.00 | 0.0000 | 0.0000 | ||||
| BOUGHT KWD SOLD USD 20260630 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260521 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260617 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260602 / DFE (000000000) | 0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260518 / DFE (000000000) | 0.00 | -0.0000 | -0.0000 | ||||||
| 317U9IZA4 PIMCO SWAPTION 4.125 PUT USD 2025070 / DIR (EZY1VWC6W1B5) | 0.00 | -0.0000 | -0.0000 | ||||||
| 317U9GEA1 PIMCO SWAPTION 4.075 PUT USD 2025070 / DIR (EZ78N9X8M3Y4) | 0.00 | -0.0000 | -0.0000 | ||||||
| 317U9G6A0 PIMCO SWAPTION 4.065 PUT USD 2025070 / DIR (EZJQZP36X547) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| 317U9EIA2 PIMCO SWAPTION 4.127 PUT USD 2025063 / DIR (EZXJWB9HGZH3) | 0.00 | 0.0000 | 0.0000 | ||||||
| 317U9EIA2 PIMCO SWAPTION 4.127 PUT USD 2025063 / DIR (EZXJWB9HGZH3) | 0.00 | 0.0000 | 0.0000 | ||||||
| 317U9FPA1 PIMCO SWAPTION 3.677 CALL USD 202506 / DIR (EZY1GXGHBZM5) | 0.00 | 0.0000 | 0.0000 | ||||||
| 317U9FOA2 PIMCO SWAPTION 4.077 PUT USD 2025063 / DIR (EZXJWB9HGZH3) | 0.00 | 0.0000 | 0.0000 | ||||||
| 317U9GMA2 PIMCO SWAPTION 4.1 PUT USD 20250703 / DIR (EZ78N9X8M3Y4) | 0.00 | 0.0000 | 0.0000 | ||||||
| 317U9JRA1 PIMCO SWAPTION 4.12 PUT USD 20250709 / DIR (EZYG54DQ9CL7) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9JRA1 PIMCO SWAPTION 4.12 PUT USD 20250709 / DIR (EZYG54DQ9CL7) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9HMA0 PIMCO SWAPTION 4.019 PUT USD 2025070 / DIR (EZY1VWC6W1B5) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260610 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260610 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260615 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260528 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260504 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9L3A2 PIMCO SWAPTION 4.0525 PUT USD 202507 / DIR (EZQM9CB4TVR9) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9L3A2 PIMCO SWAPTION 4.0525 PUT USD 202507 / DIR (EZQM9CB4TVR9) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9LGA8 PIMCO SWAPTION 4.097 PUT USD 2025071 / DIR (EZHBWHSTV570) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260505 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20270610 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9LLA2 PIMCO SWAPTION 4.095 PUT USD 2025071 / DIR (EZBYVN1N6JS0) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20270610 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| US 10YR FUT OPTN AUG25P 108.5 EXP 07/25/2025 / DIR (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| US 10YR FUT OPTN AUG25P 109 EXP 07/25/2025 / DIR (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD KRW BOUGHT USD 20250708 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9M3A0 PIMCO SWAPTION 4.037 PUT USD 2025071 / DIR (EZ1JLHJ8JY10) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9MJA3 PIMCO SWAPTION 4.05 PUT USD 20250721 / DIR (EZPXSH8F93Y9) | -0.00 | -0.0000 | -0.0000 | ||||||
| RFR USD SOFR/3.47000 02/22/23-7Y LCH / DIR (EZV47KR0KWY6) | -0.00 | -0.0000 | 0.0005 | ||||||
| US 10YR FUT OPTN AUG25P 109.5 EXP 07/25/2025 / DIR (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD TRY BOUGHT USD 20250728 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD TRY BOUGHT USD 20250701 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD KRW BOUGHT USD 20250714 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| 317U9MNA8 PIMCO SWAPTION 3.955 PUT USD 2025072 / DIR (EZTRLD6PX319) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| US 10YR FUT OPTN AUG25P 110.2 EXP 07/25/2025 / DIR (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD TRY BOUGHT USD 20250709 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| 317U9N1A0 PIMCO SWAPTION 3.914 PUT USD 2025072 / DIR (EZBGX0TQ91B3) | -0.00 | -0.0001 | -0.0001 | ||||||
| 317U9N1A0 PIMCO SWAPTION 3.914 PUT USD 2025072 / DIR (EZBGX0TQ91B3) | -0.00 | -0.0001 | -0.0001 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| RFR USD SOFR/3.68400 01/03/24-10Y LCH / DIR (EZDL1WQQ28Y4) | -0.00 | -0.0001 | -0.0004 | ||||||
| 317U9O2A7 PIMCO SWAPTION 3.895 PUT USD 2025072 / DIR (EZHZLXVZP143) | -0.00 | -0.0001 | -0.0001 | ||||||
| 317U9O2A7 PIMCO SWAPTION 3.895 PUT USD 2025072 / DIR (EZHZLXVZP143) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD TRY BOUGHT USD 20250808 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| ZCS BRL 14.0087 05/12/25-01/04/27 CME / DIR (EZHTRBH6Z688) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD ILS BOUGHT USD 20250709 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| 317U9O7A2 PIMCO SWAPTION 3.525 CALL USD 202507 / DIR (EZ24N26H1YR9) | -0.00 | -0.0002 | -0.0002 | ||||||
| 317U9O7A2 PIMCO SWAPTION 3.525 CALL USD 202507 / DIR (EZ24N26H1YR9) | -0.00 | -0.0002 | -0.0002 | ||||||
| 317U9HNA9 PIMCO SWAPTION 3.669 CALL USD 202507 / DIR (EZJFGPMJB918) | -0.00 | -0.0002 | -0.0002 | ||||||
| 317U9HNA9 PIMCO SWAPTION 3.669 CALL USD 202507 / DIR (EZJFGPMJB918) | -0.00 | -0.0002 | -0.0002 | ||||||
| 317U9EJA1 PIMCO SWAPTION 3.727 CALL USD 202506 / DIR (EZY1GXGHBZM5) | -0.00 | -0.0002 | -0.0002 | ||||||
| 317U9EJA1 PIMCO SWAPTION 3.727 CALL USD 202506 / DIR (EZY1GXGHBZM5) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD PEN BOUGHT USD 20250929 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD PEN BOUGHT USD 20250808 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD NZD BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| 317U9N2A9 PIMCO SWAPTION 3.564 CALL USD 202507 / DIR (EZMYNDCY8F38) | -0.00 | -0.0002 | -0.0002 | ||||||
| 317U9N2A9 PIMCO SWAPTION 3.564 CALL USD 202507 / DIR (EZMYNDCY8F38) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| RFR USD SOFR/3.79500 08/06/24-10Y LCH / DIR (EZNY7TTVVKP4) | -0.00 | -0.0002 | -0.0004 | ||||||
| 317U9G7A9 PIMCO SWAPTION 3.715 CALL USD 202507 / DIR (EZL4V0T519J1) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOFTBANK GROUP CORP SNR JP SP GST / DCR (EZ1K1NTX2WN0) | -0.00 | -0.0002 | -0.0000 | ||||||
| US 10YR FUT OPTN AUG25C 112.7 EXP 07/25/2025 / DIR (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| 317U9MOA7 PIMCO SWAPTION 3.605 CALL USD 202507 / DIR (EZCLF3R2NG23) | -0.00 | -0.0002 | -0.0002 | ||||||
| 317U9L6A9 PIMCO SWAPTION 3.664 CALL USD 202507 / DIR (EZT5FL9WGCP1) | -0.00 | -0.0002 | -0.0002 | ||||||
| 317U9L6A9 PIMCO SWAPTION 3.664 CALL USD 202507 / DIR (EZT5FL9WGCP1) | -0.00 | -0.0002 | -0.0002 | ||||||
| 317U9M4A9 PIMCO SWAPTION 3.637 CALL USD 202507 / DIR (EZ7SJVNDKPC9) | -0.00 | -0.0003 | -0.0003 | ||||||
| RFR USD SOFR/3.50000 12/20/23-10Y LCH / DIR (EZ4G8FZQ8LF2) | -0.00 | -0.0003 | 0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| RFR USD SOFR/3.50000 06/21/23-10Y LCH / DIR (EZVCRM3XZB08) | -0.00 | -100.00 | -0.0003 | -0.0248 | |||||
| RFR USD SOFR/3.50000 06/21/23-10Y LCH / DIR (EZVCRM3XZB08) | -0.00 | -100.00 | -0.0003 | -0.0248 | |||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| RFR JPY MUTK/1.25000 06/18/25-10Y LCH / DIR (EZHVW867QSM1) | -0.00 | -0.0003 | -0.0003 | ||||||
| RFR USD SOFR/3.65000 07/10/23-10Y LCH / DIR (EZPH936P3127) | -0.00 | -100.00 | -0.0003 | 0.0005 | |||||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| 317U9LHA7 PIMCO SWAPTION 3.697 CALL USD 202507 / DIR (EZ1ZLHZPLNC3) | -0.00 | -0.0003 | -0.0003 | ||||||
| 317U9GNA1 PIMCO SWAPTION 3.75 CALL USD 2025070 / DIR (EZ78XR7L6YX2) | -0.00 | -0.0003 | -0.0003 | ||||||
| 317U9GNA1 PIMCO SWAPTION 3.75 CALL USD 2025070 / DIR (EZ78XR7L6YX2) | -0.00 | -0.0003 | -0.0003 | ||||||
| 317U9LMA1 PIMCO SWAPTION 3.695 CALL USD 202507 / DIR (EZSG2674R1G7) | -0.00 | -0.0004 | -0.0004 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| US 10YR FUT OPTN AUG25C 112 EXP 07/25/2025 / DIR (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| COLOMBIA LA SP GST / DCR (EZQJJC4KSPK3) | -0.00 | -0.0004 | 0.0001 | ||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| 317U9MKA1 PIMCO SWAPTION 3.7 CALL USD 20250721 / DIR (EZQRZMCG5093) | -0.00 | -0.0004 | -0.0004 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| IRS EUR 2.40000 04/09/25-5Y LCH / DIR (EZVHX3M64G11) | -0.00 | -0.0004 | -0.0004 | ||||||
| RFR USD SOFR/3.89000 03/03/25-10Y LCH / DIR (EZ6496BPGLD0) | -0.00 | -0.0004 | -0.0001 | ||||||
| SOLD TRY BOUGHT USD 20250724 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| ZCS BRL 13.9271 05/08/25-01/04/27 CME / DIR (EZ6MPDHN98L0) | -0.00 | -0.0004 | -0.0004 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| CDX EM40 ICE / DCR (EZXWTK5G6C61) | -0.00 | -100.00 | -0.0004 | 0.0011 | |||||
| RFR USD SOFR/3.85000 08/05/24-10Y LCH / DIR (EZKZ3H4L0SC3) | -0.00 | -0.0004 | -0.0003 | ||||||
| 317U9JQA2 PIMCO SWAPTION 3.77 CALL USD 2025070 / DIR (EZT76LRY6S63) | -0.00 | -0.0005 | -0.0005 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | ||||||
| SOLD PEN BOUGHT USD 20251204 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | ||||||
| RFR USD SOFR/3.88000 07/10/24-10Y LCH / DIR (EZG0BTDH1HZ1) | -0.00 | -0.0005 | -0.0003 | ||||||
| 317U9JLA7 PIMCO SWAPTION 3.79 CALL USD 2025070 / DIR (EZT76LRY6S63) | -0.00 | -0.0005 | -0.0005 | ||||||
| US 10YR FUT OPTN AUG25C 112.5 EXP 07/25/2025 / DIR (000000000) | -0.00 | -0.0005 | -0.0005 | ||||||
| RFR USD SOFR/3.45000 03/07/23-10Y LCH / DIR (EZB2984B6K87) | -0.00 | 0.00 | -0.0005 | 0.0005 | |||||
| RFR USD SOFR/3.88500 07/12/24-10Y LCH / DIR (EZ5CY898Q7W9) | -0.00 | -0.0005 | -0.0003 | ||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | ||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | ||||||
| ZCS BRL 11.22 03/25/22-01/04/27 CME / DIR (EZTGJMP2L6K1) | -0.00 | 0.00 | -0.0006 | 0.0001 | |||||
| ZCS BRL 11.22 03/25/22-01/04/27 CME / DIR (EZTGJMP2L6K1) | -0.00 | 0.00 | -0.0006 | 0.0001 | |||||
| RFR USD SOFR/3.43000 02/27/23-10Y LCH / DIR (EZ6K0YC51G79) | -0.00 | -50.00 | -0.0006 | 0.0005 | |||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | ||||||
| RFR USD SOFR/3.42500 03/01/23-10Y LCH / DIR (EZ2DTQNC61N7) | -0.00 | -50.00 | -0.0006 | 0.0006 | |||||
| RFR USD SOFR/3.42500 03/01/23-10Y LCH / DIR (EZ2DTQNC61N7) | -0.00 | -50.00 | -0.0006 | 0.0006 | |||||
| RFR USD SOFR/3.34000 02/23/23-7Y LCH / DIR (EZSKV9FDTLJ7) | -0.00 | -50.00 | -0.0007 | 0.0009 | |||||
| SOLD PEN BOUGHT USD 20251217 / DFE (000000000) | -0.00 | -0.0007 | -0.0007 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0007 | -0.0007 | ||||||
| RFR USD SOFR/3.87400 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) | -0.00 | -0.0008 | -0.0003 | ||||||
| IRS EUR 2.30000 09/25/24-5Y LCH / DIR (EZG6CLJMHV54) | -0.00 | -0.0008 | -0.0003 | ||||||
| RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (EZH2QB9TLWH9) | -0.00 | -0.0008 | -0.0003 | ||||||
| RFR USD SOFR/3.37000 03/01/23-10Y LCH / DIR (EZ2DTQNC61N7) | -0.00 | -50.00 | -0.0008 | 0.0004 | |||||
| RFR USD SOFR/3.84200 03/04/25-5Y LCH / DIR (EZSYJ06JDLK1) | -0.00 | -0.0009 | -0.0004 | ||||||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | -0.00 | -0.0009 | -0.0009 | ||||||
| RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (EZ2V6Q3C4Q52) | -0.00 | 0.00 | -0.0009 | -0.0003 | |||||
| RFR USD SOFR/3.90750 03/04/25-10Y LCH / DIR (EZP5RC766JJ0) | -0.00 | 0.00 | -0.0009 | -0.0003 | |||||
| SOLD PEN BOUGHT USD 20260209 / DFE (000000000) | -0.00 | -0.0009 | -0.0009 | ||||||
| RFR USD SOFR/3.49500 10/30/24-10Y LCH / DIR (EZ6NZKJMK5Y6) | -0.00 | -50.00 | -0.0010 | 0.0004 | |||||
| IRS EUR 2.36000 10/07/24-5Y LCH / DIR (EZMRJVS7LFP2) | -0.00 | -0.0010 | -0.0012 | ||||||
| SOLD PEN BOUGHT USD 20250915 / DFE (000000000) | -0.00 | -0.0010 | -0.0010 | ||||||
| SOLD PEN BOUGHT USD 20250707 / DFE (000000000) | -0.00 | -0.0010 | -0.0010 | ||||||
| RFR USD SOFR/3.48100 10/29/24-10Y LCH / DIR (EZL59N2WYF38) | -0.00 | 0.00 | -0.0010 | 0.0004 | |||||
| RFR JPY MUTK/0.17625 04/27/22-5Y LCH / DIR (EZPC6TG33VJ8) | -0.00 | 0.00 | -0.0011 | 0.0005 | |||||
| RFR USD SOFR/3.30000 03/06/23-10Y LCH / DIR (EZZ9G8J5D176) | -0.00 | 0.00 | -0.0011 | 0.0005 | |||||
| RFR USD SOFR/3.46500 10/30/24-10Y LCH / DIR (EZ6NZKJMK5Y6) | -0.00 | 0.00 | -0.0011 | 0.0003 | |||||
| RFR USD SOFR/3.46500 10/30/24-10Y LCH / DIR (EZ6NZKJMK5Y6) | -0.00 | 0.00 | -0.0011 | 0.0003 | |||||
| ZCS BRL 11.87 03/22/22-01/04/27 CME / DIR (EZQDNC1L61Z9) | -0.00 | -0.0011 | -0.0006 | ||||||
| ZCS BRL 11.87 03/22/22-01/04/27 CME / DIR (EZQDNC1L61Z9) | -0.00 | -0.0011 | -0.0006 | ||||||
| SOLD PEN BOUGHT USD 20251219 / DFE (000000000) | -0.00 | -0.0011 | -0.0011 | ||||||
| ZCS BRL 10.21 04/03/24-01/04/27 CME / DIR (EZF71ZRC44X9) | -0.00 | 0.00 | -0.0011 | 0.0002 | |||||
| RFR USD SOFR/3.45500 11/01/24-10Y LCH / DIR (EZLFRJ136TH4) | -0.00 | 0.00 | -0.0011 | 0.0004 | |||||
| RFR USD SOFR/3.45500 11/01/24-10Y LCH / DIR (EZLFRJ136TH4) | -0.00 | 0.00 | -0.0011 | 0.0004 | |||||
| RFR USD SOFR/3.95000 12/19/23-10Y LCH / DIR (EZTT7ZS7J9T1) | -0.00 | 100.00 | -0.0011 | -0.0003 | |||||
| RFR USD SOFR/3.45000 10/11/24-10Y LCH / DIR (EZSSZHJJP5K5) | -0.00 | 0.00 | -0.0012 | 0.0004 | |||||
| RFR USD SOFR/3.44600 10/23/24-10Y LCH / DIR (EZ0G93G4TB83) | -0.00 | 0.00 | -0.0012 | 0.0004 | |||||
| RFR USD SOFR/3.44600 10/23/24-10Y LCH / DIR (EZ0G93G4TB83) | -0.00 | 0.00 | -0.0012 | 0.0004 | |||||
| RFR USD SOFR/3.97500 03/21/25-10Y LCH / DIR (EZSTF4LLCQZ1) | -0.00 | 100.00 | -0.0012 | -0.0003 | |||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0012 | -0.0012 | ||||||
| RFR USD SOFR/3.43500 11/05/24-10Y LCH / DIR (EZQZ2X045HL2) | -0.00 | -33.33 | -0.0012 | 0.0004 | |||||
| SOLD PEN BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0012 | -0.0012 | ||||||
| SOLD PEN BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0012 | -0.0012 | ||||||
| RFR USD SOFR/4.06000 07/02/24-10Y LCH / DIR (EZ6F7BKB3SW9) | -0.00 | 100.00 | -0.0013 | -0.0006 | |||||
| RFR USD SOFR/4.06000 07/02/24-10Y LCH / DIR (EZ6F7BKB3SW9) | -0.00 | 100.00 | -0.0013 | -0.0006 | |||||
| ZCS BRL 10.03683 08/07/23-01/04/27 CME / DIR (EZBDPBBXCM84) | -0.00 | 0.00 | -0.0014 | 0.0002 | |||||
| RFR USD SOFR/3.39500 10/17/24-10Y LCH / DIR (EZQ8GN13B6X9) | -0.00 | -33.33 | -0.0014 | 0.0005 | |||||
| RFR USD SOFR/3.39500 10/17/24-10Y LCH / DIR (EZQ8GN13B6X9) | -0.00 | -33.33 | -0.0014 | 0.0005 | |||||
| SOLD PEN BOUGHT USD 20250709 / DFE (000000000) | -0.00 | -0.0014 | -0.0014 | ||||||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0014 | -0.0014 | ||||||
| RFR USD SOFR/4.03000 12/15/23-10Y LCH / DIR (EZN4W4SQMWC7) | -0.00 | 0.00 | -0.0015 | -0.0003 | |||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0015 | -0.0015 | ||||||
| CDX EM42 ICE / DCR (EZ8N8SNTCSD6) | -0.00 | -60.00 | -0.0015 | 0.0014 | |||||
| RFR USD SOFR/3.37500 10/15/24-10Y LCH / DIR (EZW0Y59ZCKK7) | -0.00 | -33.33 | -0.0015 | 0.0004 | |||||
| RFR USD SOFR/3.53500 11/06/24-10Y LCH / DIR (EZH37Z857HQ2) | -0.00 | -25.00 | -0.0015 | 0.0008 | |||||
| RFR USD SOFR/4.08000 06/05/24-10Y LCH / DIR (EZZ07KT62N06) | -0.00 | 200.00 | -0.0017 | -0.0007 | |||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0017 | -0.0017 | ||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0018 | -0.0018 | ||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0018 | -0.0018 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0020 | -0.0020 | ||||||
| RFRF USD SF+26.161/1.4* 01/18/22-5Y LCH / DIR (EZGPVXN57677) | -0.00 | -40.00 | -0.0020 | 0.0008 | |||||
| RFR USD SOFR/3.30000 06/14/23-10Y LCH / DIR (EZ5HFSKWTKS4) | -0.00 | -62.50 | -0.0020 | 0.0026 | |||||
| RFRF USD SF+26.161/1.4* 7/18/23-4Y* CME / DIR (EZ37WB6B28S5) | -0.00 | -40.00 | -0.0020 | 0.0008 | |||||
| RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (EZKR9TWV5646) | -0.00 | 50.00 | -0.0020 | -0.0005 | |||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0020 | -0.0020 | ||||||
| ZCS BRL 9.93932 08/07/23-01/02/26 CME / DIR (EZ831NM8G5X1) | -0.00 | 33.33 | -0.0020 | 0.0000 | |||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0021 | -0.0021 | ||||||
| RFRF USD SF+26.161/1.3* 01/04/22-5Y LCH / DIR (EZ24012PXL75) | -0.00 | -20.00 | -0.0021 | 0.0008 | |||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0021 | -0.0021 | ||||||
| EZ87806BLJ43 / FORD MOTOR CREDIT COMPANY LLC SNR S* ICE | -0.00 | -20.00 | -0.0021 | 0.0008 | |||||
| RFR USD SOFR/4.25000 11/22/23-10Y LCH / DIR (EZC8R3CD2H95) | -0.00 | 33.33 | -0.0023 | -0.0003 | |||||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0023 | -0.0023 | ||||||
| ZCS BRL 10.072 03/27/24-01/04/27 CME / DIR (EZXVDPT8RY03) | -0.00 | -71.43 | -0.0024 | 0.0056 | |||||
| ZCS BRL 10.072 03/27/24-01/04/27 CME / DIR (EZXVDPT8RY03) | -0.00 | -71.43 | -0.0024 | 0.0056 | |||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0024 | -0.0024 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0024 | -0.0024 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0024 | -0.0024 | ||||||
| CDX EM43 ICE / DCR (000000000) | -0.00 | -0.0025 | -0.0025 | ||||||
| ZCS BRL 9.87397 08/03/23-01/02/26 CME / DIR (EZKWTG6QMJZ2) | -0.01 | 25.00 | -0.0026 | 0.0000 | |||||
| ZCS BRL 9.87397 08/03/23-01/02/26 CME / DIR (EZKWTG6QMJZ2) | -0.01 | 25.00 | -0.0026 | 0.0000 | |||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0027 | -0.0027 | ||||||
| SOLD AUD BOUGHT USD 20250805 / DFE (000000000) | -0.01 | -0.0027 | -0.0027 | ||||||
| RFR USD SOFR/4.25000 03/20/24-5Y CME / DIR (EZFWJFM3X2Y3) | -0.01 | 66.67 | -0.0027 | -0.0005 | |||||
| ZCS BRL 10.13796 07/28/23-01/04/27 CME / DIR (EZZWKGN07H82) | -0.01 | 0.00 | -0.0027 | 0.0003 | |||||
| ZCS BRL 10.13796 07/28/23-01/04/27 CME / DIR (EZZWKGN07H82) | -0.01 | 0.00 | -0.0027 | 0.0003 | |||||
| SOLD BRL BOUGHT USD 20260402 / DFE (000000000) | -0.01 | -0.0027 | -0.0027 | ||||||
| SOLD BRL BOUGHT USD 20260402 / DFE (000000000) | -0.01 | -0.0027 | -0.0027 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0028 | -0.0028 | ||||||
| RFR USD SOFR/3.75000 12/18/24-7Y LCH / DIR (EZQ9TQ7T4F86) | -0.01 | -0.0028 | -0.0023 | ||||||
| RFR USD SOFR/2.85000 08/30/22-5Y LCH / DIR (EZLK7ZQFBRF6) | -0.01 | -16.67 | -0.0028 | 0.0005 | |||||
| RFR USD SOFR/3.75000 12/18/24-5Y CME / DIR (EZ2V74HC3Q62) | -0.01 | -44.44 | -0.0030 | 0.0024 | |||||
| RFR USD SOFR/3.75000 12/18/24-5Y CME / DIR (EZ2V74HC3Q62) | -0.01 | -44.44 | -0.0030 | 0.0024 | |||||
| AUST 10Y BOND FUT SEP25 XSFE 20250915 / DIR (000000000) | -0.01 | -0.0031 | -0.0031 | ||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0032 | -0.0032 | ||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0032 | -0.0032 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0033 | -0.0033 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0033 | -0.0033 | ||||||
| SOLD PEN BOUGHT USD 20251114 / DFE (000000000) | -0.01 | -0.0034 | -0.0034 | ||||||
| RFR USD SOFR/1.92750 03/25/22-5Y LCH / DIR (EZM2NRKV4XD6) | -0.01 | 0.00 | -0.0034 | 0.0003 | |||||
| ZCS BRL 10.16509 04/01/24-01/04/27 CME / DIR (EZF71ZRC44X9) | -0.01 | 200.00 | -0.0035 | -0.0022 | |||||
| RFRF USD SF+26.161/1.2* 09/28/23-5Y CME / DIR (EZ2F6K40DBN1) | -0.01 | -12.50 | -0.0036 | 0.0012 | |||||
| RFRF USD SF+26.161/1.5* 8/16/23-4Y* CME / DIR (EZT2YDXL4KH9) | -0.01 | -22.22 | -0.0037 | 0.0015 | |||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0037 | -0.0037 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0037 | -0.0037 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0038 | -0.0038 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0038 | -0.0038 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0038 | -0.0038 | ||||||
| RFRF USD SF+26.161/1.5* 7/11/23-4Y* CME / DIR (EZ2PTVYZHK77) | -0.01 | -22.22 | -0.0038 | 0.0015 | |||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0039 | -0.0039 | ||||||
| IRS EUR 2.25000 09/17/25-10Y LCH / DIR (EZNLCZXFPVL3) | -0.01 | -0.0039 | -0.0039 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0039 | -0.0039 | ||||||
| RFR USD SOFR/4.10000 09/02/25-27Y* CME / DIR (000000000) | -0.01 | -0.0040 | -0.0040 | ||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0040 | -0.0040 | ||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0.01 | -0.0041 | -0.0041 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0041 | -0.0041 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0041 | -0.0041 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0042 | -0.0042 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0042 | -0.0042 | ||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0043 | -0.0043 | ||||||
| ZCS BRL 10.10457 07/28/23-01/02/26 CME / DIR (EZQJCQCR1TQ5) | -0.01 | 0.00 | -0.0043 | 0.0001 | |||||
| ZCS BRL 10.08501 08/01/23-01/02/26 CME / DIR (EZZN17Q4G5T0) | -0.01 | 0.00 | -0.0043 | 0.0001 | |||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0044 | -0.0044 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0046 | -0.0046 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0046 | -0.0046 | ||||||
| EZ3T1CL4JRC6 / INF SWAP GB NI 4.25 11/15/21-10Y LCH | -0.01 | -11.11 | -0.0046 | 0.0006 | |||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0046 | -0.0046 | ||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0047 | -0.0047 | ||||||
| ZCS BRL 10.05205 08/02/23-01/02/26 CME / DIR (EZ116MWHQ1N5) | -0.01 | 0.00 | -0.0049 | 0.0001 | |||||
| ZCS BRL 9.99764 08/04/23-01/04/27 CME / DIR (EZKMLJRVK4K5) | -0.01 | -10.00 | -0.0050 | 0.0006 | |||||
| IRS EUR 2.25000 09/17/25-5Y LCH / DIR (EZ3YW7100S99) | -0.01 | -80.00 | -0.0052 | 0.0223 | |||||
| RFR USD SOFR/3.37000 07/12/23-30Y LCH / DIR (EZT6LH1PQV26) | -0.01 | 25.00 | -0.0055 | -0.0007 | |||||
| ZCS BRL 10.3275 04/05/24-01/04/27 CME / DIR (EZKTCB597CM3) | -0.01 | 0.00 | -0.0056 | 0.0009 | |||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0056 | -0.0056 | ||||||
| RFR USD SOFR/4.25000 03/20/24-7Y CME / DIR (EZYQYZRSQ9W3) | -0.01 | 37.50 | -0.0057 | -0.0011 | |||||
| ZCS BRL 10.17 04/01/24-01/04/27 CME / DIR (EZF71ZRC44X9) | -0.01 | 450.00 | -0.0058 | -0.0045 | |||||
| ZCS BRL 10.17 04/01/24-01/04/27 CME / DIR (EZF71ZRC44X9) | -0.01 | 450.00 | -0.0058 | -0.0045 | |||||
| EZPYFXKDYBY8 / INF SWAP GB NI 4.14 10/15/21-10Y LCH | -0.01 | 0.00 | -0.0058 | 0.0006 | |||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0059 | -0.0059 | ||||||
| RFRF USD SF+26.161/1.7* 02/02/22-10Y LCH / DIR (EZS1LWCR7G50) | -0.01 | -15.38 | -0.0060 | 0.0014 | |||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0061 | -0.0061 | ||||||
| RFRF USD SF+26.161/1.5* 7/26/23-8Y* CME / DIR (EZNM1YG7V5M2) | -0.01 | -14.29 | -0.0065 | 0.0015 | |||||
| RFRF USD SF+26.161/1.5* 7/15/23-8Y* CME / DIR (EZ49L30X8CL0) | -0.01 | -14.29 | -0.0065 | 0.0015 | |||||
| RFRF USD SF+26.161/1.50 7/05/23-8Y* CME / DIR (EZG255XP83L5) | -0.01 | -7.14 | -0.0066 | 0.0015 | |||||
| ZCS BRL 10.18249 04/04/24-01/04/27 CME / DIR (EZJLHSSFBZG6) | -0.01 | -7.14 | -0.0069 | 0.0010 | |||||
| ZCS BRL 10.18249 04/04/24-01/04/27 CME / DIR (EZJLHSSFBZG6) | -0.01 | -7.14 | -0.0069 | 0.0010 | |||||
| INF SWAP GB NI 4.0 09/15/21-10Y LCH / DIR (EZBQJH502J96) | -0.01 | 0.00 | -0.0070 | 0.0006 | |||||
| RFR USD SOFR/3.75000 12/20/23-5Y LCH / DIR (EZQ1LP9YKNN9) | -0.01 | 333.33 | -0.0071 | -0.0054 | |||||
| ZCS BRL 10.25622 04/03/24-01/04/27 CME / DIR (EZF71ZRC44X9) | -0.02 | 650.00 | -0.0078 | -0.0065 | |||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | -0.02 | -0.0082 | -0.0082 | ||||||
| RFR USD SOFR/3.62000 09/02/25-4Y* LCH / DIR (EZNQ4Z4QT3L7) | -0.02 | -0.0086 | -0.0086 | ||||||
| IRS EUR 2.00000 09/21/22-10Y LCH / DIR (EZG64YQ7HVJ2) | -0.02 | -15.00 | -0.0088 | 0.0021 | |||||
| RFR USD SOFR/1.00000 06/15/22-7Y LCH / DIR (EZ2KYVSDFJC8) | -0.02 | -146.34 | -0.0100 | -0.0325 | |||||
| ZCS BRL 10.09012 07/31/23-01/04/27 CME / DIR (EZZWKGN07H82) | -0.02 | 300.00 | -0.0103 | -0.0073 | |||||
| RFRF USD SF+26.161/2.00 8/18/23-9Y* CME / DIR (EZ2CVRR5HTJ4) | -0.02 | -16.67 | -0.0106 | 0.0028 | |||||
| RFR USD SOFR/1.87200 04/06/22-10Y LCH / DIR (EZ972XMCG9H9) | -0.02 | -28.57 | -0.0106 | 0.0050 | |||||
| RFR USD SOFR/2.90000 04/04/22-6Y* LCH / DIR (EZZXCSYHTBZ5) | -0.02 | -12.50 | -0.0110 | 0.0022 | |||||
| RFR USD SOFR/3.75000 06/20/24-7Y LCH / DIR (EZCCSW1V4GN3) | -0.02 | -428.57 | -0.0118 | -0.0159 | |||||
| SOLD ILS BOUGHT USD 20250902 / DFE (000000000) | -0.02 | -0.0120 | -0.0120 | ||||||
| RFRF USD SF+26.161/1.2* 9/24/23-4Y* CME / DIR (EZ28VFWDKZF9) | -0.02 | -23.33 | -0.0121 | 0.0042 | |||||
| RFR USD SOFR/3.75000 06/20/24-5Y LCH / DIR (EZN00HJGN4H7) | -0.02 | -400.00 | -0.0123 | -0.0169 | |||||
| RFR USD SOFR/3.75000 06/20/24-5Y LCH / DIR (EZN00HJGN4H7) | -0.02 | -400.00 | -0.0123 | -0.0169 | |||||
| IRS AUD 2.75000 06/17/16-10Y CME / DIR (EZ49RGV27FH3) | -0.03 | -58.73 | -0.0135 | 0.0211 | |||||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) | -0.03 | -437.50 | -0.0138 | -0.0186 | |||||
| RFR USD SOFR/3.75000 09/02/25-7Y* LCH / DIR (000000000) | -0.03 | -0.0149 | -0.0149 | ||||||
| RFRF USD SF+26.161/1.50 9/15/23-5Y* CME / DIR (EZL6C00KXKG3) | -0.03 | -11.76 | -0.0153 | 0.0033 | |||||
| RFR USD SOFR/3.70000 06/06/23-10Y LCH / DIR (EZHYT50N15V9) | -0.03 | -168.18 | -0.0156 | -0.0400 | |||||
| RFR USD SOFR/1.75000 06/15/22-10Y LCH / DIR (EZQ6DKJXZ1C9) | -0.03 | -26.83 | -0.0157 | 0.0068 | |||||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | -0.04 | -0.0178 | -0.0178 | ||||||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | -0.04 | -0.0205 | -0.0205 | ||||||
| OIS USD SOFR/1.81700 04/05/22-10Y LCH / DIR (EZC7R1KQJZ83) | -0.04 | -27.12 | -0.0219 | 0.0102 | |||||
| RFRF USD SF+26.161/1.4* 7/21/23-28Y* CME / DIR (EZ1R3WQC6RX0) | -0.04 | 2.33 | -0.0226 | 0.0011 | |||||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | -0.05 | -0.0270 | -0.0270 | ||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -0.05 | -0.0276 | -0.0276 | ||||||
| US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) | -0.07 | -0.0377 | -0.0377 | ||||||
| RFRF USD SF+26.161/1.5* 7/20/23-4Y* CME / DIR (EZSDJCSH40R0) | -0.09 | -23.93 | -0.0453 | 0.0188 | |||||
| RFRF USD SF+26.161/1.5* 7/20/23-4Y* CME / DIR (EZSDJCSH40R0) | -0.09 | -23.93 | -0.0453 | 0.0188 | |||||
| RFRF USD SF+26.161/0.7* 9/16/23-8Y* CME / DIR (EZCQ8PB28P30) | -0.11 | -8.55 | -0.0547 | 0.0090 | |||||
| RFRF USD SF+26.161/0.50 9/16/23-5Y* CME / DIR (EZTP4L47M699) | -0.15 | -12.65 | -0.0740 | 0.0166 | |||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.15 | -0.0783 | -0.0783 | ||||||
| RFRF USD SF+26.161/1.5* 8/09/23-28Y* CME / DIR (EZ2SLRK6Z329) | -0.39 | 2.39 | -0.1957 | 0.0090 | |||||
| REVERSE REPO JPM CHASE / RA (000000000) | -1.33 | -0.6769 | -0.6769 |
