Mga Batayang Estadistika
| Nilai Portofolio | $ 386,985,607 |
| Posisi Saat Ini | 748 |
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)
PEGBX - PIMCO ESG Income Fund Class C telah mengungkapkan total kepemilikan 748 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 386,985,607 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama PEGBX - PIMCO ESG Income Fund Class C adalah Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , FED HM LN PC POOL RA8648 FR 06/53 FIXED 5.5 (US:US3133KQTD87) , United States Treasury Inflation Indexed Bonds (US:US91282CDX65) , and Edwards Lifesciences Corporation (US:EW) . Posisi baru PEGBX - PIMCO ESG Income Fund Class C meliputi: Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , FED HM LN PC POOL RA8648 FR 06/53 FIXED 5.5 (US:US3133KQTD87) , United States Treasury Inflation Indexed Bonds (US:US91282CDX65) , and Edwards Lifesciences Corporation (US:EW) .
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 |
|---|---|---|---|---|
| 34.91 | 10.9824 | 9.4004 | ||
| 34.23 | 10.7706 | 8.7639 | ||
| 4.77 | 1.4998 | 1.4998 | ||
| 1.24 | 0.3898 | 0.3898 | ||
| 1.21 | 0.3809 | 0.3809 | ||
| 0.70 | 0.2193 | 0.2193 | ||
| 0.61 | 0.1915 | 0.1915 | ||
| 0.34 | 0.1060 | 0.1060 | ||
| 0.30 | 0.0953 | 0.0953 | ||
| 0.30 | 0.0943 | 0.0943 |
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 |
|---|---|---|---|---|
| -8.14 | -2.5595 | -4.3160 | ||
| -6.39 | -2.0118 | -3.5391 | ||
| 19.18 | 6.0331 | -0.6091 | ||
| 15.63 | 4.9166 | -0.4261 | ||
| -1.22 | -0.3844 | -0.3844 | ||
| -1.01 | -0.3173 | -0.3173 | ||
| 3.51 | 1.1041 | -0.3060 | ||
| 5.58 | 1.7565 | -0.2772 | ||
| 4.88 | 1.5342 | -0.2331 | ||
| 2.75 | 0.8650 | -0.2111 |
Pengajuan 13F dan Dana
Formulir ini diajukan pada 2025-08-28 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 (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| US01F0606834 / Uniform Mortgage-Backed Security, TBA | 34.91 | 770.69 | 10.9824 | 9.4004 | |||||
| US01F0626899 / Uniform Mortgage-Backed Security, TBA | 34.23 | 573.06 | 10.7706 | 8.7639 | |||||
| US3133KQTD87 / FED HM LN PC POOL RA8648 FR 06/53 FIXED 5.5 | 19.18 | -1.62 | 6.0331 | -0.6091 | |||||
| FNMA POOL CB8752 FN 06/54 FIXED 5 / ABS-MBS (US3140QUWN22) | 15.63 | -0.33 | 4.9166 | -0.4261 | |||||
| US91282CDX65 / United States Treasury Inflation Indexed Bonds | 8.81 | 1.14 | 2.7730 | -0.1967 | |||||
| TSY INFL IX N/B 07/34 1.875 / DBT (US91282CLE92) | 7.06 | 0.16 | 2.2222 | -0.1808 | |||||
| EW / Edwards Lifesciences Corporation | 5.58 | 23.91 | 1.7565 | -0.2772 | |||||
| US TREASURY N/B 04/27 4.5 / DBT (US91282CKJ98) | 5.27 | 0.10 | 1.6567 | -0.1360 | |||||
| US TREASURY N/B 03/26 4.5 / DBT (US91282CKH33) | 5.11 | -0.14 | 1.6091 | -0.1362 | |||||
| FED HM LN PC POOL RJ1927 FR 07/54 FIXED 5 / ABS-MBS (US3142GSD963) | 5.11 | -3.33 | 1.6073 | -0.1935 | |||||
| FNMA POOL MB0297 FN 01/55 FIXED 5.5 / ABS-MBS (US3138MTKK20) | 4.88 | -5.98 | 1.5342 | -0.2331 | |||||
| R2035 / South Africa - Corporate Bond/Note | 4.77 | 1.4998 | 1.4998 | ||||||
| FNMA POOL CB8271 FN 04/54 FIXED 5 / ABS-MBS (US3140QUFM32) | 4.15 | -3.26 | 1.3060 | -0.1563 | |||||
| FNMA POOL CB8464 FN 05/54 FIXED 4 / ABS-MBS (US3140QUMN32) | 3.86 | -0.75 | 1.2145 | -0.1109 | |||||
| FNMA POOL CB8465 FN 05/54 FIXED 4.5 / ABS-MBS (US3140QUMP89) | 3.81 | -1.75 | 1.1994 | -0.1229 | |||||
| FED HM LN PC POOL RJ1504 FR 05/54 FIXED 6.5 / ABS-MBS (US3142GRU654) | 3.51 | -15.20 | 1.1041 | -0.3060 | |||||
| FNMA POOL MB0298 FN 01/55 FIXED 6 / ABS-MBS (US3138MTKL03) | 3.36 | -5.67 | 1.0581 | -0.1570 | |||||
| US91282CHP95 / United States Treasury Inflation Indexed Bonds | 3.28 | 0.55 | 1.0331 | -0.0797 | |||||
| ARBOUR CLO ARBR 6A AR 144A / ABS-CBDO (XS2900383915) | 3.06 | 8.77 | 0.9638 | 0.0041 | |||||
| US TREASURY N/B 11/54 4.5 / DBT (US912810UE63) | 3.05 | -3.30 | 0.9598 | -0.1151 | |||||
| US91282CFL00 / Treasury, United States Department of | 3.01 | 0.77 | 0.9485 | -0.0712 | |||||
| FED HM LN PC POOL RA9796 FR 09/53 FIXED 4.5 / ABS-MBS (US3133KR3D49) | 2.84 | -0.42 | 0.8941 | -0.0783 | |||||
| US21H0506806 / GNMA | 2.75 | 0.81 | 0.8650 | -0.2111 | |||||
| TRINITY SQUARE TRINI 2021 1A BR / ABS-MBS (XS2783078160) | 2.47 | 6.19 | 0.7769 | -0.0157 | |||||
| FNMA POOL CB7589 FN 11/53 FIXED 5.5 / ABS-MBS (US3140QTNF26) | 2.39 | -2.09 | 0.7511 | -0.0800 | |||||
| FED HM LN PC POOL RJ0138 FR 12/53 FIXED 5.5 / ABS-MBS (US3142GQEL22) | 2.37 | -2.59 | 0.7457 | -0.0835 | |||||
| FED HM LN PC POOL RJ1108 FR 03/54 FIXED 5 / ABS-MBS (US3142GRGS30) | 2.27 | -2.16 | 0.7129 | -0.0766 | |||||
| FCT / Fincantieri S.p.A. | 2.23 | 9.84 | 0.7029 | 0.0100 | |||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 2.22 | 0.54 | 0.6993 | -0.0540 | |||||
| ASIAN DEVELOPMENT BANK SR UNSECURED 02/28 6.72 / DBT (XS2761151112) | 2.21 | 0.14 | 0.6947 | -0.0567 | |||||
| US91282CBF77 / United States Treasury Inflation Indexed Bonds | 2.06 | 1.28 | 0.6468 | -0.0447 | |||||
| US36179YAS37 / GINNIE MAE II POOL 5.50% | 2.04 | -3.55 | 0.6410 | -0.0790 | |||||
| US91282CFF32 / United States Treasury Note/Bond | 2.03 | 0.90 | 0.6387 | -0.0470 | |||||
| US3140QSSU64 / UMBS | 1.94 | -1.47 | 0.6114 | -0.0608 | |||||
| US05490TAG76 / BBCCRE TRUST 2015-GTP BBCCR 2015-GTP D | 1.91 | -8.06 | 0.5999 | -0.1067 | |||||
| US04541GVM13 / Asset Backed Securities Corp Home Equity Loan Trust Series AEG 2006-HE1 | 1.87 | 0.05 | 0.5880 | -0.0483 | |||||
| FIRST HELP FINANCIAL LLC FHF 2024 2A A2 144A / ABS-O (US30336NAC56) | 1.83 | -15.26 | 0.5748 | -0.1599 | |||||
| US36179YDK73 / Ginnie Mae II Pool | 1.80 | -3.22 | 0.5672 | -0.0676 | |||||
| US3140QSKW03 / FNMA POOL CB6608 FN 07/53 FIXED 4 | 1.80 | -0.72 | 0.5651 | -0.0515 | |||||
| US92343VGT52 / Verizon Communications Inc | 1.72 | 0.94 | 0.5426 | -0.0395 | |||||
| US06051GLC14 / BANK OF AMERICA CORP | 1.67 | 0.12 | 0.5240 | -0.0428 | |||||
| CVC CORDATUS OPPORTUNITY LOAN COLFR 1A BR 144A / ABS-CBDO (XS3020835685) | 1.65 | 9.12 | 0.5196 | 0.0038 | |||||
| US64352VNL17 / NCHET 2005-B M2 | 1.56 | 0.90 | 0.4916 | -0.0361 | |||||
| US86360RAF01 / STRUCTURED ASSET SECURITIES CO SASC 2006 EQ1A M1 144A | 1.55 | -0.06 | 0.4862 | -0.0409 | |||||
| FED HM LN PC POOL RJ0137 FR 12/53 FIXED 5 / ABS-MBS (US3142GQEK49) | 1.55 | -1.21 | 0.4861 | -0.0471 | |||||
| US362334FV17 / First Frankin Mortgage Loan Trust 2006-FF4 | 1.54 | -3.70 | 0.4834 | -0.0604 | |||||
| US3140QSST91 / UMBS | 1.52 | -0.78 | 0.4791 | -0.0438 | |||||
| US86358ESP24 / SAIL 2005-4 M5 | 1.50 | 0.81 | 0.4723 | -0.0354 | |||||
| US90117PAN50 / 1211 Avenue of the Americas Trust, Series 2015-1211, Class D | 1.49 | -1.66 | 0.4672 | -0.0475 | |||||
| PEP01000C5I0 / BONOS DE TESORERIA | 1.48 | 7.18 | 0.4652 | -0.0051 | |||||
| US62955HAJ68 / NYO COMMERCIAL MORTGAGE TRUST NYO 2021 1290 D 144A | 1.47 | 1.17 | 0.4637 | -0.0325 | |||||
| NORTHWOODS CAPITAL LTD WOODS 2018 14BA AR 144A / ABS-CBDO (US66860CAL72) | 1.47 | -10.24 | 0.4634 | -0.0958 | |||||
| US902055AE21 / LIBERTY STREET TRUST LBTY 2016 225L C 144A | 1.43 | -1.59 | 0.4496 | -0.0450 | |||||
| E1IX34 / Edison International - Depositary Receipt (Common Stock) | 1.42 | 0.28 | 0.4475 | -0.0359 | |||||
| NORINCHUKIN BANK SR UNSECURED 144A 10/29 5.094 / DBT (US656029AN58) | 1.42 | 0.57 | 0.4471 | -0.0344 | |||||
| FIRST HELP FINANCIAL LLC FHF 2025 1A A2 144A / ABS-O (US30340RAB24) | 1.41 | 0.43 | 0.4421 | -0.0348 | |||||
| US80281LAG05 / Santander UK Group Holdings PLC | 1.37 | 0.73 | 0.4318 | -0.0325 | |||||
| REGATTA XVI FUNDING LTD. REG16 2019 2A A1R 144A / ABS-CBDO (US75888TAL98) | 1.36 | -2.64 | 0.4290 | -0.0484 | |||||
| TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A A2 144A / ABS-O (US88164AAB08) | 1.36 | -3.27 | 0.4277 | -0.0513 | |||||
| HUNGARY HUNGARY / DBT (XS2753429047) | 1.33 | 9.91 | 0.4190 | 0.0061 | |||||
| XS2549050206 / BRIDGEGATE FUNDING PLC BRGTE 2023 1A D 144A | 1.32 | 5.86 | 0.4152 | -0.0096 | |||||
| XS2549050461 / BRIDGEGATE FUNDING PLC BRGTE 2023 1A E 144A | 1.32 | 5.96 | 0.4141 | -0.0093 | |||||
| FCT / Fincantieri S.p.A. | 1.31 | 11.75 | 0.4131 | 0.0128 | |||||
| US50085PAJ66 / KREST COMMERCIAL MORTGAGE SECU KREST 2021 CHIP D 144A | 1.31 | -0.98 | 0.4117 | -0.0386 | |||||
| 37 CAPITAL CLO LTD PUTNM 2022 1A A1R 144A / ABS-CBDO (US88429PAU66) | 1.30 | 0.15 | 0.4095 | -0.0335 | |||||
| US62954HBB33 / NXP BV / NXP Funding LLC / NXP USA Inc | 1.30 | 1.25 | 0.4081 | -0.0283 | |||||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | 1.24 | 0.3898 | 0.3898 | ||||||
| US46647PCR55 / JPMORGAN CHASE & CO REGD V/R 2.54500000 | 1.23 | 1.73 | 0.3879 | -0.0249 | |||||
| US06051GKA66 / Bank of America Corp | 1.22 | 2.01 | 0.3840 | -0.0237 | |||||
| US05492TBK51 / BBCMS Mortgage Trust 2020-C6 | 1.21 | 4.75 | 0.3814 | -0.0130 | |||||
| SRG / Snam S.p.A. | 1.21 | 0.3809 | 0.3809 | ||||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 2A BR 144A / ABS-CBDO (XS2878983985) | 1.18 | 8.86 | 0.3712 | 0.0018 | |||||
| US3140FXNR94 / FNMA POOL BF0399 FN 08/59 FIXED 3.5 | 1.16 | -1.28 | 0.3656 | -0.0354 | |||||
| US86745AAA43 / SUNNOVA HELIOS VIII ISSUER LLC 2.79% 02/22/2049 144A | 1.13 | -7.02 | 0.3541 | -0.0586 | |||||
| US694308KK29 / Pacific Gas and Electric Co | 1.10 | -3.58 | 0.3474 | -0.0430 | |||||
| US78486EAN85 / STWD 2021-LIH Mortgage Trust | 1.10 | 0.92 | 0.3451 | -0.0251 | |||||
| US12635WAE75 / COMM 2016-787S Mortgage Trust | 1.08 | 0.47 | 0.3394 | -0.0264 | |||||
| XS2100663579 / Digital Dutch Finco BV | 1.06 | 9.51 | 0.3333 | 0.0037 | |||||
| US05565AM341 / BNP Paribas SA | 1.05 | 2.13 | 0.3317 | -0.0202 | |||||
| FR0014006ND8 / ACCOR SA 2.375% 11/29/2028 REGS | 1.05 | 10.35 | 0.3290 | 0.0061 | |||||
| PROLOGIS LP SR UNSECURED 02/33 4.2 / DBT (CA74340XCP48) | 1.04 | 5.83 | 0.3257 | -0.0077 | |||||
| US3140FXLN09 / FNMDI4 3.0 BF0332 01-01-59 | 1.03 | -3.56 | 0.3243 | -0.0397 | |||||
| US06738EBY05 / Barclays PLC | 1.02 | 0.49 | 0.3210 | -0.0250 | |||||
| US86745XAA46 / SUNNOVA SOL V ISSUER, LLC SNVA 2023 1A A 144A | 1.01 | -0.98 | 0.3176 | -0.0299 | |||||
| US46653DAE40 / JP Morgan Chase Commercial Mortgage Securities Trust 2021-1440 | 1.00 | -3.11 | 0.3137 | -0.0372 | |||||
| FED HM LN PC POOL RJ0046 FR 10/53 FIXED 4 / ABS-MBS (US3142GQBQ46) | 0.99 | -0.70 | 0.3127 | -0.0284 | |||||
| US20048FAL22 / COMM MORTGAGE TRUST COMM 2021 2400 D 144A | 0.99 | 1.44 | 0.3105 | -0.0210 | |||||
| US78486DAG51 / STARWOOD COMMERCIAL MORTGAGE T STWD 2021 HTS D 144A | 0.99 | 0.00 | 0.3099 | -0.0260 | |||||
| US38239PAA57 / Goodman US Finance Five LLC | 0.98 | 0.82 | 0.3089 | -0.0228 | |||||
| US90205FAG54 / 280 Park Avenue 2017-280P Mortgage Trust | 0.98 | 0.72 | 0.3086 | -0.0232 | |||||
| US12635WAG24 / COMM 2016-787S MORTGAGE TRUST SER 2016-787S CL C V/R REGD 144A P/P 3.95960900 | 0.98 | 0.93 | 0.3081 | -0.0228 | |||||
| US59020U3F07 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE1 M2 | 0.98 | -6.96 | 0.3074 | -0.0503 | |||||
| US68249DAC39 / One New York Plaza Trust 2020-1NYP | 0.97 | 1.90 | 0.3038 | -0.0190 | |||||
| FED HM LN PC POOL RA9795 FR 09/53 FIXED 4 / ABS-MBS (US3133KR3C65) | 0.96 | -0.93 | 0.3022 | -0.0282 | |||||
| XS2463988795 / EQT | 0.94 | 10.00 | 0.2943 | 0.0044 | |||||
| US26210YAJ55 / DROP 2021 FILE C 144A | 0.91 | 1.56 | 0.2871 | -0.0191 | |||||
| US46654EAJ01 / JP Morgan Chase Commercial Mortgage Securities Trust 2021-NYAH | 0.91 | -0.44 | 0.2871 | -0.0253 | |||||
| US05493LAL09 / BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX D 144A | 0.91 | 1.68 | 0.2855 | -0.0186 | |||||
| US466330AL17 / JP Morgan Chase Commercial Mortgage Securities Corp | 0.90 | 0.33 | 0.2836 | -0.0225 | |||||
| US3133BMDL64 / FREDDIE MAC POOL UMBS P#QF0107 5.50000000 | 0.90 | -3.23 | 0.2832 | -0.0340 | |||||
| US86746AAA34 / SNVA_23-A | 0.90 | -6.47 | 0.2823 | -0.0447 | |||||
| US78442PGE07 / SLM Corp | 0.88 | 1.38 | 0.2777 | -0.0188 | |||||
| US26210YAL02 / DROP MORTGAGE TRUST 2021-FILE DROP 2021-FILE D | 0.86 | 0.59 | 0.2693 | -0.0209 | |||||
| US06738ECD58 / Barclays PLC | 0.85 | -0.12 | 0.2672 | -0.0224 | |||||
| US05547HAN17 / BBCMS Trust 2015-SRCH | 0.84 | 1.81 | 0.2654 | -0.0168 | |||||
| US3140QRAB92 / FNMA 30YR 4.5% 12/01/2052#CB5401 | 0.84 | -5.33 | 0.2628 | -0.0380 | |||||
| XS1909057645 / Logicor Financing Sarl | 0.83 | 10.29 | 0.2598 | 0.0048 | |||||
| US65342QAM42 / NEXTERA ENERGY OPERATING REGD 144A P/P 7.25000000 | 0.82 | 4.19 | 0.2582 | -0.0103 | |||||
| XS2338570331 / EQT AB SR UNSECURED REGS 05/31 0.875 | 0.82 | 10.28 | 0.2566 | 0.0047 | |||||
| GREENKO WIND PROJECTS MU COMPANY GUAR 144A 09/28 7.25 / DBT (US39531JAB08) | 0.81 | 2.28 | 0.2539 | -0.0153 | |||||
| US61692AAG76 / MORGAN STANLEY CAPITAL I TRUST | 0.80 | -12.61 | 0.2530 | -0.0606 | |||||
| US05971AAG67 / Banco BTG Pactual SA/Cayman Islands | 0.79 | 0.51 | 0.2486 | -0.0194 | |||||
| XS2338564870 / ZF Finance GmbH | 0.78 | 9.52 | 0.2461 | 0.0027 | |||||
| US23345LAJ89 / DOLP Trust 2021-NYC | 0.78 | 2.24 | 0.2442 | -0.0148 | |||||
| US912810RW09 / United States Treasury Inflation Indexed Bonds | 0.77 | -3.39 | 0.2425 | -0.0292 | |||||
| US682691AB63 / OneMain Finance Corp | 0.77 | 2.14 | 0.2407 | -0.0145 | |||||
| XS2288824969 / Banque Ouest Africaine de Developpement | 0.76 | 7.18 | 0.2396 | -0.0025 | |||||
| XS2306564019 / Workspace Group PLC | 0.76 | 8.26 | 0.2393 | -0.0002 | |||||
| US46115HBZ91 / Intesa Sanpaolo SpA | 0.76 | 1.47 | 0.2392 | -0.0163 | |||||
| XS2676395408 / Sartorius Finance BV | 0.76 | 9.57 | 0.2380 | 0.0028 | |||||
| FIRST HELP FINANCIAL LLC FHF 2024 1A A2 144A / ABS-O (US31568AAB26) | 0.74 | -14.96 | 0.2327 | -0.0635 | |||||
| US02005NBP42 / Ally Financial Inc | 0.74 | 1.79 | 0.2322 | -0.0149 | |||||
| US38237TAA97 / GoodLeap Sustainable Home Solutions Trust | 0.73 | -2.94 | 0.2285 | -0.0265 | |||||
| US22160NAA72 / CoStar Group Inc | 0.72 | 1.69 | 0.2278 | -0.0150 | |||||
| INT DISTRIBUTION SERV COMPANY GUAR REGS 09/30 7.375 / DBT (XS2677642717) | 0.72 | 7.77 | 0.2271 | -0.0010 | |||||
| FED HM LN PC POOL RJ0135 FR 11/53 FIXED 4 / ABS-MBS (US3142GQEH10) | 0.71 | -0.70 | 0.2242 | -0.0204 | |||||
| UU / UNITED UTILITIES GROUP PLC | 0.71 | 11.16 | 0.2226 | 0.0057 | |||||
| US49427RAR30 / KILROY REALTY 2.65 11/33 | 0.71 | 1.00 | 0.2226 | -0.0162 | |||||
| XS2080766475 / Standard Industries Inc/NJ | 0.70 | 10.94 | 0.2204 | 0.0051 | |||||
| TREASURY BILL 09/25 0.00000 / DBT (US912797PW16) | 0.70 | 0.2193 | 0.2193 | ||||||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | 0.69 | 1.76 | 0.2186 | -0.0139 | |||||
| US38237KAA88 / 4% 20 Apr 2049 | 0.69 | 2.83 | 0.2174 | -0.0119 | |||||
| DE000A3MQS64 / Vonovia SE | 0.69 | 9.39 | 0.2164 | 0.0024 | |||||
| US55316TAC36 / MFT 2020-B6 Mortgage Trust | 0.68 | -5.52 | 0.2153 | -0.0317 | |||||
| US47216QAC78 / JDE PEETS BV 2.25% 09/24/2031 144A | 0.68 | 1.79 | 0.2148 | -0.0138 | |||||
| US05492TBH23 / BBCMS_20-C6 | 0.68 | 3.50 | 0.2141 | -0.0100 | |||||
| US15189XBC11 / CenterPoint Energy Houston Electric LLC | 0.67 | -0.15 | 0.2102 | -0.0176 | |||||
| US682357AA69 / Senior Unsecured | 0.67 | 1.83 | 0.2096 | -0.0132 | |||||
| RFR USD SOFR/3.00000 03/19/25-5Y LCH / DIR (EZ9JNZJCQVZ3) | 0.66 | -11.08 | 0.2073 | -0.0451 | |||||
| US76112BJH42 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 RS1 MII2 | 0.66 | -2.37 | 0.2071 | -0.0226 | |||||
| US90117PAL94 / 1211 Avenue of the Americas Trust 2015-1211 | 0.66 | -0.61 | 0.2066 | -0.0186 | |||||
| US65535HAY53 / Nomura Holdings Inc | 0.65 | 1.08 | 0.2057 | -0.0146 | |||||
| US404280DV88 / HSBC Holdings PLC | 0.64 | 1.26 | 0.2021 | -0.0142 | |||||
| XS2332589972 / Nexi SpA | 0.64 | 9.40 | 0.2016 | 0.0021 | |||||
| US00130HCG83 / CORP. NOTE | 0.63 | 2.28 | 0.1982 | -0.0117 | |||||
| US85172FAQ28 / Springleaf Finance Corp 6.625% 01/15/2028 | 0.62 | 3.31 | 0.1965 | -0.0093 | |||||
| US853254CS76 / Standard Chartered plc | 0.62 | 0.32 | 0.1962 | -0.0157 | |||||
| US404280CY37 / HSBC HOLDINGS PLC | 0.62 | 1.81 | 0.1949 | -0.0126 | |||||
| XS2689949555 / Romanian Government International Bond | 0.61 | 9.45 | 0.1933 | 0.0020 | |||||
| MNSH / MNSN Holdings Inc. | 0.00 | 0.00 | 0.61 | 8.29 | 0.1933 | -0.0003 | |||
| WEIR GROUP INC COMPANY GUAR 144A 05/30 5.35 / DBT (US94877DAA28) | 0.61 | 0.1915 | 0.1915 | ||||||
| XS2689949043 / Romania Government International Bonds | 0.61 | 10.16 | 0.1910 | 0.0030 | |||||
| US25160PAJ66 / Deutsche Bank AG/New York NY | 0.60 | -0.17 | 0.1889 | -0.0163 | |||||
| US3140QSDX68 / FNMA POOL CB6417 FN 05/53 FIXED 4.5 | 0.59 | -1.00 | 0.1872 | -0.0173 | |||||
| US418751AL75 / HAT HOLDINGS I LLC/HAT REGD 144A P/P 8.00000000 | 0.57 | 0.53 | 0.1805 | -0.0138 | |||||
| US44107TAY29 / Host Hotels & Resorts LP | 0.57 | 1.62 | 0.1782 | -0.0119 | |||||
| XS2407027031 / VIA OUTLETS 1.75% 11/15/2028 REGS | 0.56 | 10.39 | 0.1774 | 0.0034 | |||||
| US55354GAK67 / MSCI Inc | 0.56 | 1.44 | 0.1772 | -0.0121 | |||||
| US23345LAL36 / DOLP Trust 2021-NYC | 0.56 | 2.18 | 0.1769 | -0.0107 | |||||
| XS2363910436 / Mexico Government International Bond | 0.56 | 12.50 | 0.1758 | 0.0065 | |||||
| US92858RAB69 / Vmed O2 UK Financing I PLC | 0.56 | 6.32 | 0.1747 | -0.0032 | |||||
| US303250AF16 / Fair Isaac Corp | 0.56 | 2.40 | 0.1747 | -0.0102 | |||||
| XS2351301499 / ACEF HOLDING SCA /EUR/ REGD REG S 0.75000000 | 0.55 | 11.24 | 0.1746 | 0.0046 | |||||
| FR0014007YA9 / CNP Assurances | 0.55 | 10.36 | 0.1746 | 0.0034 | |||||
| US44267DAF42 / HOWARD HUGHES CORP 4.375% 02/01/2031 144A | 0.55 | 3.75 | 0.1743 | -0.0079 | |||||
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| US86772HAA59 / Sunrun Demeter Issuer 2021-2 | 0.54 | 0.37 | 0.1710 | -0.0137 | |||||
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| XS2254262285 / Travis Perkins PLC | 0.54 | 7.14 | 0.1699 | -0.0021 | |||||
| US48020QAB32 / JONES LANG LASALLE INCORPORATED | 0.54 | 0.94 | 0.1690 | -0.0120 | |||||
| US853254CN89 / Standard Chartered PLC | 0.54 | 0.00 | 0.1684 | -0.0141 | |||||
| US3133BUWC70 / FHLG 30YR 5% 02/01/2053#QF6943 | 0.53 | -0.37 | 0.1679 | -0.0144 | |||||
| US89400PAK93 / Transurban Finance Co Pty Ltd | 0.53 | 1.52 | 0.1677 | -0.0114 | |||||
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| US418751AE33 / HAT Holdings I LLC / HAT Holdings II LLC | 0.52 | 0.77 | 0.1649 | -0.0121 | |||||
| CHOBANI LLC/FINANCE CORP CHOBANI LLC/FINANCE CORP / DBT (US17027NAC65) | 0.52 | 1.36 | 0.1641 | -0.0112 | |||||
| US058498AX40 / Ball Corp | 0.52 | 3.38 | 0.1639 | -0.0076 | |||||
| US80282KBF21 / Santander Holdings USA, Inc. | 0.52 | 1.17 | 0.1638 | -0.0114 | |||||
| FR0014005RZ4 / Credit Agricole Assurances SA | 0.52 | 12.31 | 0.1638 | 0.0057 | |||||
| A1ES34 / The AES Corporation - Depositary Receipt (Common Stock) | 0.52 | 2.18 | 0.1624 | -0.0100 | |||||
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| US06279JAC36 / Bank of Ireland Group PLC | 0.50 | -0.40 | 0.1578 | -0.0138 | |||||
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| US30227FAJ93 / Extended Stay America Trust | 0.49 | -0.80 | 0.1555 | -0.0142 | |||||
| US53944YAS28 / Lloyds Banking Group PLC | 0.49 | 0.61 | 0.1554 | -0.0120 | |||||
| XS2484502823 / TDC Net A/S | 0.49 | 10.09 | 0.1547 | 0.0025 | |||||
| RFR USD SOFR/2.75000 06/21/23-30Y CME / DIR (EZM2L9TGLT92) | 0.49 | 0.83 | 0.1532 | -0.0113 | |||||
| US09739DAD21 / Boise Cascade Co | 0.49 | 2.75 | 0.1532 | -0.0081 | |||||
| US70339PAA75 / Pattern Energy Operations LP / Pattern Energy Operations Inc | 0.48 | 4.09 | 0.1525 | -0.0062 | |||||
| US05583JAK88 / BPCE SA | 0.48 | 0.84 | 0.1522 | -0.0113 | |||||
| XS1953916290 / Republic of Uzbekistan Bond | 0.48 | 10.53 | 0.1520 | 0.0028 | |||||
| US456837BC65 / ING Groep NV | 0.48 | 1.69 | 0.1516 | -0.0096 | |||||
| US82460CAR51 / Shinhan Bank Co Ltd | 0.48 | 0.63 | 0.1508 | -0.0116 | |||||
| XS2202900424 / Cooperatieve Rabobank UA | 0.47 | 9.81 | 0.1480 | 0.0022 | |||||
| XS2230399441 / AIB Group PLC | 0.47 | 9.30 | 0.1480 | 0.0013 | |||||
| US55903VBB80 / Warnermedia Holdings Inc | 0.47 | -0.85 | 0.1471 | -0.0135 | |||||
| US00084DAW02 / ABN AMRO Bank NV | 0.47 | 1.08 | 0.1467 | -0.0104 | |||||
| US12513GBJ76 / CDW LLC / CDW Finance Corp | 0.46 | 1.77 | 0.1449 | -0.0092 | |||||
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| XS2407520936 / Graphic Packaging International LLC | 0.45 | 11.33 | 0.1423 | 0.0037 | |||||
| LJQQ3 / Lojas Quero-Quero S.A. | 0.45 | 9.47 | 0.1419 | 0.0013 | |||||
| US65559CAD39 / Nordea Bank Abp | 0.45 | 1.35 | 0.1417 | -0.0099 | |||||
| US15135BAW19 / Centene Corp | 0.45 | 2.29 | 0.1407 | -0.0085 | |||||
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| US38141GYB49 / Goldman Sachs Group Inc/The | 0.44 | 1.83 | 0.1399 | -0.0090 | |||||
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| US78432WAE30 / SFO_21-555 | 0.44 | 3.26 | 0.1397 | -0.0071 | |||||
| US78432WAG87 / SFO_21-555 | 0.44 | 3.03 | 0.1391 | -0.0074 | |||||
| ZAG000016320 / Republic of South Africa Government Bond | 0.44 | 3.76 | 0.1390 | -0.0060 | |||||
| US606822CB88 / Mitsubishi UFJ Financial Group Inc | 0.44 | 1.63 | 0.1377 | -0.0090 | |||||
| US61946QAA94 / Mosaic Solar Loan Trust, Series 2022-1A, Class A | 0.44 | -4.40 | 0.1369 | -0.0182 | |||||
| US63874RAC51 / Natixis Commercial Mortgage Securities Trust 2019-NEMA | 0.42 | -5.47 | 0.1306 | -0.0192 | |||||
| US62582PAA84 / MUNICH RE | 0.41 | 0.25 | 0.1289 | -0.0103 | |||||
| US76088LAA61 / RPM_21-2A | 0.41 | -13.56 | 0.1286 | -0.0323 | |||||
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| US344593AF57 / Fondo MIVIVIENDA SA | 0.40 | 0.50 | 0.1260 | -0.0097 | |||||
| XS2024535036 / Marks & Spencer PLC | 0.40 | 6.95 | 0.1259 | -0.0016 | |||||
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| US904678AS85 / UniCredit SpA | 0.40 | 1.02 | 0.1252 | -0.0088 | |||||
| US78486BAG95 / STWD 2021-FL2 Ltd | 0.40 | 0.00 | 0.1251 | -0.0104 | |||||
| US3133KQQZ27 / FED HM LN PC POOL RA8572 FR 06/53 FIXED 4.5 | 0.40 | -0.50 | 0.1250 | -0.0112 | |||||
| XS2240494711 / InterContinental Hotels Group plc | 0.39 | 7.95 | 0.1242 | -0.0004 | |||||
| US539439AQ24 / Lloyds Banking Group PLC | 0.39 | 0.77 | 0.1232 | -0.0092 | |||||
| US44409MAD83 / Hudson Pacific Properties LP | 0.39 | 12.39 | 0.1228 | 0.0043 | |||||
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| US04541GRR55 / ASSET BACKED SECURITIES CORP H ABSHE 2005 HE4 M7 | 0.38 | 0.53 | 0.1196 | -0.0092 | |||||
| US29444UBU97 / 3.9% 15 Apr 2032 | 0.38 | 1.61 | 0.1193 | -0.0079 | |||||
| US3133KQQY51 / FED HM LN PC POOL RA8571 FR 06/53 FIXED 4 | 0.38 | -4.07 | 0.1189 | -0.0152 | |||||
| US22822VAN10 / Crown Castle International Corp. | 0.38 | 1.90 | 0.1181 | -0.0075 | |||||
| US3140QQKU80 / FNMA POOL CB4806 FN 07/52 FIXED 3 | 0.38 | -0.79 | 0.1181 | -0.0109 | |||||
| USY5257YAJ65 / Lenovo Group Ltd | 0.37 | 1.09 | 0.1173 | -0.0083 | |||||
| US59132VAB45 / Metalsa SA de CV | 0.37 | 3.93 | 0.1164 | -0.0049 | |||||
| US302635AK33 / FS KKR Capital Corp. | 0.37 | 0.55 | 0.1154 | -0.0086 | |||||
| US466330AJ60 / JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC | 0.37 | 0.27 | 0.1150 | -0.0092 | |||||
| US92230AAE64 / VASA TRUST VASA 2021 VASA C 144A | 0.36 | 1.97 | 0.1145 | -0.0070 | |||||
| N1TA34 / NetApp, Inc. - Depositary Receipt (Common Stock) | 0.36 | 2.27 | 0.1135 | -0.0068 | |||||
| AES ANDES SA AES ANDES SA / DBT (US00111VAA52) | 0.36 | 0.28 | 0.1133 | -0.0092 | |||||
| N1TA34 / NetApp, Inc. - Depositary Receipt (Common Stock) | 0.36 | 2.87 | 0.1131 | -0.0060 | |||||
| US92343EAM49 / VeriSign Inc | 0.36 | 1.70 | 0.1128 | -0.0071 | |||||
| US05565ASK06 / BNP Paribas SA | 0.36 | 3.19 | 0.1123 | -0.0054 | |||||
| XS2203802462 / NE Property BV | 0.36 | 9.54 | 0.1122 | 0.0014 | |||||
| US92230AAG13 / VASA 2021 VASA D 144A | 0.36 | 2.90 | 0.1117 | -0.0059 | |||||
| US38141GYJ74 / Goldman Sachs Group Inc/The | 0.35 | 2.05 | 0.1099 | -0.0068 | |||||
| XS2356076625 / SIRIUS REAL ESTATE LTD 1.125% 06/22/2026 REGS | 0.35 | 9.49 | 0.1092 | 0.0012 | |||||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 0.34 | 0.1060 | 0.1060 | ||||||
| US015271AW93 / ALEXANDRIA REAL EST EQUITS INC 2% 05/18/2032 | 0.33 | 1.84 | 0.1046 | -0.0066 | |||||
| US3140QSDW85 / FNMA POOL CB6416 FN 05/53 FIXED 4 | 0.33 | -1.21 | 0.1029 | -0.0100 | |||||
| XS2388561677 / Serbia International Bond | 0.33 | 12.03 | 0.1027 | 0.0034 | |||||
| US11271LAH50 / Brookfield Finance Inc | 0.32 | 1.94 | 0.0996 | -0.0063 | |||||
| US902613AV09 / UBS Group AG | 0.32 | 0.96 | 0.0994 | -0.0070 | |||||
| US80281LAT26 / Santander UK Group Holdings plc | 0.31 | 0.32 | 0.0985 | -0.0078 | |||||
| US05583JAM45 / BPCE SA | 0.31 | 1.66 | 0.0968 | -0.0064 | |||||
| US00130HCH66 / AES Corp/The | 0.31 | 0.33 | 0.0965 | -0.0076 | |||||
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| US63861CAE93 / Nationstar Mortgage Holdings Inc | 0.30 | 1.33 | 0.0959 | -0.0064 | |||||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 0.30 | 0.0953 | 0.0953 | ||||||
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| US53523LAA89 / Lindblad Expeditions LLC | 0.30 | 0.67 | 0.0950 | -0.0070 | |||||
| XS2232115423 / Digital Dutch Finco BV | 0.30 | 12.31 | 0.0948 | 0.0032 | |||||
| SPA HOLDINGS 3 OY 2025 USD TERM LOAN B / LON (US78475BAB36) | 0.30 | 0.0943 | 0.0943 | ||||||
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| US168863DX33 / Republic of Chile | 0.29 | 0.69 | 0.0920 | -0.0069 | |||||
| US41135UAB17 / Hanwha Life Insurance Co Ltd | 0.29 | 0.69 | 0.0919 | -0.0073 | |||||
| US26442CBH60 / Duke Energy Carolinas LLC | 0.29 | 2.11 | 0.0913 | -0.0057 | |||||
| US866677AH07 / Sun Communities Operating LP | 0.28 | 1.07 | 0.0895 | -0.0065 | |||||
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| US81758VAA35 / Service Experts Issuer LLC, Series 2021-1A, Class A | 0.28 | -12.50 | 0.0882 | -0.0211 | |||||
| US30227FAG54 / Extended Stay America Trust | 0.28 | -0.71 | 0.0878 | -0.0081 | |||||
| USG84393AC49 / Star Energy Geothermal Wayang Windu Ltd | 0.28 | -7.00 | 0.0878 | -0.0145 | |||||
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| US418751AD59 / HAT Holdings I LLC / HAT Holdings II LLC | 0.28 | 3.38 | 0.0867 | -0.0043 | |||||
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| US168863DV76 / Chile Government International Bond | 0.27 | 1.89 | 0.0848 | -0.0055 | |||||
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| US3140QTAW95 / Fannie Mae Pool | 0.27 | -1.49 | 0.0837 | -0.0081 | |||||
| US62954HBA59 / NXP BV / NXP Funding LLC / NXP USA Inc | 0.27 | 2.32 | 0.0834 | -0.0052 | |||||
| US452327AM11 / Illumina Inc | 0.26 | 1.54 | 0.0830 | -0.0053 | |||||
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| XS2106589471 / CPI Property Group SA | 0.26 | 9.21 | 0.0824 | 0.0009 | |||||
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| XS2190956941 / Legal & General Group PLC | 0.26 | 8.44 | 0.0811 | 0.0001 | |||||
| US22237JAG22 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 BC2 M2 | 0.25 | -1.59 | 0.0777 | -0.0080 | |||||
| XS2358483258 / Vmed O2 UK Financing I PLC | 0.25 | 11.82 | 0.0776 | 0.0026 | |||||
| ES0840609020 / CaixaBank SA | 0.24 | 10.41 | 0.0770 | 0.0014 | |||||
| ZF NA CAPITAL COMPANY GUAR 144A 04/30 6.75 / DBT (US98877DAF24) | 0.24 | 1.27 | 0.0756 | -0.0054 | |||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.24 | 0.0744 | 0.0744 | ||||||
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| DE000DL19WL7 / Deutsche Bank AG | 0.23 | 9.95 | 0.0733 | 0.0011 | |||||
| US364760AP35 / Gap Inc/The | 0.23 | 3.11 | 0.0732 | -0.0038 | |||||
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| US54251WAD48 / Long Beach Mortgage Loan Trust 2006-9 | 0.23 | -3.40 | 0.0716 | -0.0087 | |||||
| US07387QAA85 / BEAR STEARNS ALT A TRUST BALTA 2006 8 1A1 | 0.23 | -1.30 | 0.0715 | -0.0070 | |||||
| US432833AN19 / HILTON DOMESTIC OPERATING CO INC 3.625% 02/15/2032 144A | 0.23 | 3.20 | 0.0713 | -0.0034 | |||||
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| US364760AQ18 / Gap Inc/The | 0.22 | 4.19 | 0.0707 | -0.0029 | |||||
| XS2412732708 / SIRIUS REAL ESTATE LTD /EUR/ REGD REG S 1.75000000 | 0.22 | 10.95 | 0.0703 | 0.0017 | |||||
| US44409MAA45 / HUDSON PACIFIC PROPERTIE COMPANY GUAR 11/27 3.95 | 0.22 | 8.37 | 0.0694 | 0.0000 | |||||
| US07403PAL67 / BSST MORTGAGE TRUST BSST 2021 1818 D 144A | 0.22 | -31.89 | 0.0694 | -0.0408 | |||||
| US797440CA05 / San Diego Gas & Electric Co. | 0.22 | 0.00 | 0.0694 | -0.0056 | |||||
| US44107TBA34 / Host Hotels & Resorts LP | 0.22 | 0.92 | 0.0690 | -0.0050 | |||||
| XS2356030556 / CTP NV | 0.22 | 11.22 | 0.0688 | 0.0018 | |||||
| US073879PA06 / BEAR STEARNS ASSET BACKED SECU BSABS 2004 HE11 M3 | 0.21 | -3.60 | 0.0675 | -0.0083 | |||||
| US45410LAA08 / India Green Power Holdings | 0.21 | 1.94 | 0.0663 | -0.0041 | |||||
| XS2191362859 / DIGITAL DUTCH | 0.21 | 10.58 | 0.0659 | 0.0015 | |||||
| US00703QAE26 / Adjustable Rate Mortgage Trust 2006-3 | 0.21 | -1.43 | 0.0654 | -0.0064 | |||||
| US57643LKP03 / MASTR ASSET BACKED SECURITIES MABS 2005 HE2 M4 | 0.21 | 0.49 | 0.0650 | -0.0051 | |||||
| US152314NE66 / CENTEX HOME EQUITY CXHE 2005 B M4 | 0.20 | 0.50 | 0.0639 | -0.0049 | |||||
| US59024FAB04 / MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A2A | 0.20 | -0.50 | 0.0626 | -0.0054 | |||||
| USY7279WAA90 / ReNew Power Pvt Ltd | 0.20 | 1.02 | 0.0625 | -0.0046 | |||||
| US88104LAE39 / TERRAFORM POWER OPERATIN | 0.20 | 2.59 | 0.0623 | -0.0037 | |||||
| US05971BAG41 / Banco BTG Pactual SA/Cayman Islands | 0.20 | 0.51 | 0.0621 | -0.0049 | |||||
| US03027XBD12 / American Tower Corp | 0.20 | 0.00 | 0.0620 | -0.0049 | |||||
| US70932MAC10 / PennyMac Financial Services Inc | 0.20 | 3.16 | 0.0617 | -0.0030 | |||||
| US82460EAN04 / Shinhan Bank Co Ltd | 0.19 | 0.52 | 0.0613 | -0.0046 | |||||
| US68249DAA72 / One New York Plaza Trust 2020-1NYP | 0.19 | 1.57 | 0.0612 | -0.0042 | |||||
| US18976GAK22 / CitiMortgage Alternative Loan Trust Series 2007-A6 | 0.19 | -2.05 | 0.0604 | -0.0063 | |||||
| US004424AD96 / ACE SECURITIES CORP. ACE 2007 WM1 A2C | 0.19 | -1.04 | 0.0603 | -0.0056 | |||||
| US29445FCU03 / EMLT 2005-1 M7 | 0.19 | 2.15 | 0.0599 | -0.0036 | |||||
| US432833AL52 / HILTON DOMESTIC OPERATING CO INC 4% 05/01/2031 144A | 0.19 | 3.87 | 0.0592 | -0.0026 | |||||
| XS2122174415 / ING GROEP NV JR SUBORDINA REGS 12/99 VAR | 0.19 | 2.19 | 0.0591 | -0.0035 | |||||
| US456837AY94 / ING GROEP NV | 0.19 | 1.64 | 0.0586 | -0.0040 | |||||
| US44107TAZ93 / Host Hotels & Resorts LP | 0.19 | 1.09 | 0.0585 | -0.0040 | |||||
| US05973KAB35 / Banco Mercantil del Norte SA/Grand Cayman | 0.19 | 3.35 | 0.0584 | -0.0026 | |||||
| US12666VAD38 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 17 2A3 | 0.18 | 0.55 | 0.0581 | -0.0046 | |||||
| US853254CH12 / Standard Chartered PLC | 0.18 | 2.84 | 0.0572 | -0.0030 | |||||
| XS2331735253 / Romanian Government International Bond | 0.18 | 11.80 | 0.0569 | 0.0020 | |||||
| US456837AW39 / ING Groep NV | 0.18 | 1.70 | 0.0566 | -0.0035 | |||||
| US902613AD01 / UBS Group AG | 0.18 | 3.51 | 0.0558 | -0.0028 | |||||
| US853254CC25 / Standard Chartered PLC | 0.18 | 1.73 | 0.0555 | -0.0035 | |||||
| RFR USD SOFR/2.00000 12/21/22-7Y CME / DIR (EZ6F4DRHB0B3) | 0.17 | -9.37 | 0.0550 | -0.0106 | |||||
| US595112BS19 / Micron Technology Inc | 0.17 | 2.35 | 0.0548 | -0.0035 | |||||
| US760985B346 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2003 RS9 MII1 | 0.17 | -1.16 | 0.0540 | -0.0053 | |||||
| US31418ER771 / UMBS | 0.17 | -2.86 | 0.0538 | -0.0059 | |||||
| US36251PBD50 / GS Mortgage Securities Trust 2016-GS3 | 0.17 | 4.35 | 0.0530 | -0.0022 | |||||
| US456837AZ69 / ING Groep NV | 0.17 | 0.00 | 0.0528 | -0.0043 | |||||
| US761118UK24 / RALI Series 2006-QS2 Trust | 0.16 | -2.40 | 0.0515 | -0.0057 | |||||
| US49427RAQ56 / Kilroy Realty LP | 0.16 | 1.90 | 0.0507 | -0.0034 | |||||
| FNMA POOL DA3487 FN 10/53 FIXED 6 / ABS-MBS (US3140A32V42) | 0.16 | -1.25 | 0.0498 | -0.0050 | |||||
| US15118JAA34 / Cellnex Finance Co SA | 0.16 | 0.64 | 0.0497 | -0.0037 | |||||
| US18452NAB01 / Clean Renewable Power Mauritius Pte Ltd | 0.16 | 0.65 | 0.0492 | -0.0038 | |||||
| IRS EUR 2.25000 09/17/25-10Y LCH / DIR (EZNLCZXFPVL3) | 0.15 | -4.37 | 0.0482 | -0.0064 | |||||
| IRS AUD 4.50000 06/18/25-10Y LCH / DIR (EZ3K0DGVSD24) | 0.15 | 0.0470 | 0.0470 | ||||||
| US3140FXC599 / FN40 | 0.15 | -0.68 | 0.0460 | -0.0044 | |||||
| RFR USD SOFR/3.00000 06/21/23-10Y CME / DIR (EZVCRM3XZB08) | 0.14 | -38.10 | 0.0452 | -0.0337 | |||||
| US74922UAK97 / RALI Trust, Series 2007-QS8, Class A10 | 0.14 | -1.38 | 0.0451 | -0.0044 | |||||
| US83416WAA18 / Solar Star Funding LLC | 0.14 | 0.00 | 0.0445 | -0.0038 | |||||
| XS2258453369 / MARKS and SPENCER GROUP PLC 3.75% 05/19/2026 REGS | 0.14 | 6.25 | 0.0429 | -0.0007 | |||||
| US46653DAG97 / JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 1440 D 144A | 0.14 | -4.26 | 0.0427 | -0.0055 | |||||
| US55903VBD47 / Warnermedia Holdings Inc | 0.14 | -15.62 | 0.0426 | -0.0120 | |||||
| US55316TAA79 / MFT 2020-B6 Mortgage Trust | 0.13 | -5.07 | 0.0414 | -0.0058 | |||||
| US3132DV3V53 / FREDDIE MAC POOL FR SD8012 | 0.13 | -1.52 | 0.0410 | -0.0041 | |||||
| US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) | 0.13 | 0.0407 | 0.0407 | ||||||
| US61692AAL61 / Morgan Stanley Capital I Trust, Series 2019-NUGS, Class D | 0.13 | 3.25 | 0.0402 | -0.0018 | |||||
| US10112RBE36 / Boston Properties LP | 0.13 | 2.44 | 0.0398 | -0.0023 | |||||
| US04012MAM10 / ARGENT SECURITIES INC. ARSI 2006 M1 A1 | 0.13 | -1.57 | 0.0396 | -0.0037 | |||||
| XS2189763878 / Grainger PLC | 0.12 | 8.77 | 0.0391 | -0.0001 | |||||
| US84751PEU93 / SPECIALTY UNDERWRITING + RESID SURF 2005 BC1 M4 | 0.12 | -6.87 | 0.0386 | -0.0061 | |||||
| US026935AA45 / AMERICAN HOME MORTGAGE ASSETS AHMA 2007 3 11A1 | 0.12 | -0.83 | 0.0375 | -0.0035 | |||||
| XS2397447025 / BCP V Modular Services Finance II PLC | 0.12 | 10.48 | 0.0365 | 0.0007 | |||||
| RFR USD SOFR/3.50000 05/22/23-10Y LCH / DIR (EZ069KYQYQX5) | 0.12 | -77.93 | 0.0363 | -0.1413 | |||||
| US30327CAA45 / FHF TRUST 2022-1 FHF 2022-1A A | 0.11 | -28.30 | 0.0361 | -0.0183 | |||||
| RFRF USD SF+26.161/0.7* 9/16/23-8Y* CME / DIR (EZCQ8PB28P30) | 0.11 | -8.13 | 0.0358 | -0.0064 | |||||
| US76113WAE30 / RESIDENTIAL ASSET SECURITIZATI RAST 2007 A3 2A1 | 0.11 | -5.31 | 0.0337 | -0.0049 | |||||
| US12668ACZ66 / CORP CMO | 0.11 | 0.95 | 0.0334 | -0.0025 | |||||
| IRS AUD 4.50000 03/20/24-10Y LCH / DIR (EZJLKSMVQPQ8) | 0.10 | 110.20 | 0.0326 | 0.0156 | |||||
| ZCS BRL 13.3537 05/12/25-01/02/29 CME / DIR (EZSPJ72GL6V3) | 0.10 | 0.0324 | 0.0324 | ||||||
| RFRF USD SF+26.161/1.4* 8/10/23-8Y* CME / DIR (EZW94C323SY4) | 0.10 | -8.26 | 0.0317 | -0.0058 | |||||
| US3137F84T76 / Freddie Mac Multifamily Structured Pass Through Certificates | 0.10 | -3.85 | 0.0316 | -0.0040 | |||||
| RFRF USD SF+26.161/1.7* 8/12/23-28Y CME / DIR (EZ2SGLW6Z1J6) | 0.10 | 2.06 | 0.0314 | -0.0018 | |||||
| RFR JPY MUTK/0.5000 03/15/22-20Y LCH / DIR (EZ9237QN5977) | 0.10 | 8.79 | 0.0313 | -0.0001 | |||||
| US52523MAD20 / LEHMAN XS TRUST LXS 2006 15 A4 | 0.10 | -2.94 | 0.0312 | -0.0036 | |||||
| XS2288825263 / Banque Ouest Africaine de Developpement | 0.10 | 6.52 | 0.0311 | -0.0003 | |||||
| US53948QAA40 / Loanpal Solar Loan 2021-2 Ltd | 0.10 | 0.00 | 0.0311 | -0.0024 | |||||
| US962166BX19 / Weyerhaeuser Co | 0.10 | 1.03 | 0.0309 | -0.0022 | |||||
| XS2290544068 / CPI Property Group SA | 0.10 | 15.29 | 0.0309 | 0.0018 | |||||
| US38144GAG64 / Goldman Sachs Group Inc/The | 0.10 | 0.00 | 0.10 | 1.03 | 0.0308 | -0.0023 | |||
| US74922EAR09 / Residential Accredit Loans, Inc. | 0.10 | -1.02 | 0.0306 | -0.0031 | |||||
| US75884RBA05 / Regency Centers LP | 0.10 | 2.13 | 0.0304 | -0.0019 | |||||
| RFR GBP SONIO/3.50000 03/19/25-10Y LCH / DIR (EZSRZZKW9XN0) | 0.10 | -20.17 | 0.0300 | -0.0106 | |||||
| US10112RBB96 / Boston Properties LP | 0.09 | 1.08 | 0.0298 | -0.0020 | |||||
| RFR USD SOFR/1.60000 01/16/24-2Y LCH / DIR (EZVZ63QZPFX3) | 0.09 | 6.90 | 0.0293 | -0.0005 | |||||
| URUGUA / Uruguay Government International Bond | 0.09 | -1.12 | 0.0280 | -0.0026 | |||||
| US90265EAS90 / UDR Inc | 0.08 | 1.20 | 0.0265 | -0.0018 | |||||
| US92857WBX74 / Vodafone Group PLC | 0.08 | 0.00 | 0.0263 | -0.0022 | |||||
| 317U0VAA1 PIMCO FPPSWAPTION 2.11 PUT USD / DIR (000000000) | 0.08 | 0.0262 | 0.0262 | ||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.08 | 0.0260 | 0.0260 | ||||||
| US3140QQDV47 / FNMA POOL CB4615 FN 07/52 FIXED 4.5 | 0.08 | -1.23 | 0.0255 | -0.0022 | |||||
| US76110WB545 / RESIDENTIAL ASSET SECURITIES C RASC 2004 KS7 A2B3 | 0.08 | -3.66 | 0.0251 | -0.0031 | |||||
| 317U0U5A9 PIMCO FPPSWAPTION 2.4 PUT USD / DIR (000000000) | 0.08 | 0.0246 | 0.0246 | ||||||
| US55317BAA52 / MOFT 2020 ABC A 144A | 0.08 | 0.00 | 0.0242 | -0.0021 | |||||
| US00703QAH56 / ADJUSTABLE RATE MORTGAGE TRUST ARMT 2006 3 4A33 | 0.08 | -2.56 | 0.0241 | -0.0025 | |||||
| US46653DAC83 / JP Morgan Chase Commercial Mortgage Securities Trust 2021-1440 | 0.07 | -4.00 | 0.0229 | -0.0029 | |||||
| US98162JAA43 / Worldwide Plaza Trust 2017-WWP | 0.07 | 2.90 | 0.0224 | -0.0012 | |||||
| US86358BAA08 / Structured Asset Securities Corporation Mortgage Loan Trust | 0.07 | -5.41 | 0.0221 | -0.0033 | |||||
| US949797AA29 / Wells Fargo Mortgage Backed Securities 2007-15 Trust | 0.07 | -4.11 | 0.0220 | -0.0030 | |||||
| RFR JPY MUTK/0.4000 06/15/22-10Y LCH / DIR (EZZVGD908KD7) | 0.07 | -14.10 | 0.0213 | -0.0055 | |||||
| RFR USD SOFR/2.62000 07/24/24-1Y LCH / DIR (EZJVC51J59T5) | 0.07 | 3.08 | 0.0213 | -0.0012 | |||||
| BOUGHT BRL SOLD USD 20251002 / DFE (000000000) | 0.07 | 0.0208 | 0.0208 | ||||||
| US845743BU60 / Southwestern Public Service Co | 0.06 | -1.54 | 0.0204 | -0.0019 | |||||
| US76113WAF05 / RESIDENTIAL ASSET SECURITIZATI RAST 2007 A3 2A2 | 0.06 | 0.00 | 0.0204 | -0.0016 | |||||
| US91680UAA79 / Upstart Pass-Through Trust Series | 0.06 | -43.27 | 0.0187 | -0.0168 | |||||
| US12669FFS74 / Reperforming Loan REMIC Trust 2003-R4 | 0.06 | 0.00 | 0.0186 | -0.0018 | |||||
| US25150UAA60 / Deutsche Alt-A Securities Mortgage Loan Trust Series | 0.06 | -1.72 | 0.0181 | -0.0018 | |||||
| US152314LQ15 / Centex Home Equity Loan Trust 2004-D | 0.06 | -1.75 | 0.0179 | -0.0018 | |||||
| US23242GAE44 / Alternative Loan Trust 2006-OA16 | 0.06 | -1.79 | 0.0175 | -0.0016 | |||||
| US45667SAA50 / IndyMac INDX Mortgage Loan Trust, Series 2006-AR35, Class 2A1A | 0.05 | -1.89 | 0.0165 | -0.0017 | |||||
| RFR USD SOFR/2.30000 01/17/24-2Y LCH / DIR (EZ7DPVG1XS64) | 0.05 | 8.89 | 0.0156 | 0.0000 | |||||
| US61749LAA98 / MORGAN STANLEY MORTGAGE LOAN T MSM 2006 8AR 1A1 | 0.05 | 0.00 | 0.0155 | -0.0014 | |||||
| RFR JPY MUTK/0.00000 12/15/21-5Y LCH / DIR (EZVQZ5C0YDK4) | 0.05 | -15.79 | 0.0154 | -0.0043 | |||||
| IRS NZD 4.75000 06/19/24-5Y LCH / DIR (EZ6L5S4WS5D4) | 0.05 | -9.62 | 0.0150 | -0.0028 | |||||
| US362375AE70 / GSAA Home Equity Trust 2006-10 | 0.05 | -2.08 | 0.0150 | -0.0017 | |||||
| US41161QAM33 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 3 1A1A | 0.05 | 2.22 | 0.0146 | -0.0009 | |||||
| US161630BK37 / CHASE 2007 A1 11A4 | 0.05 | -2.13 | 0.0145 | -0.0018 | |||||
| US161630BD93 / CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 11M1 | 0.04 | -2.33 | 0.0134 | -0.0016 | |||||
| RFRF USD SF+26.161/1.9* 9/23/23-28Y* CME / DIR (EZHGY1W132L4) | 0.04 | 5.71 | 0.0116 | -0.0003 | |||||
| IRS EUR 2.25000 09/17/25-30Y LCH / DIR (EZV4L1QCFM97) | 0.04 | 50.00 | 0.0116 | 0.0032 | |||||
| AUST 10Y BOND FUT SEP25 XSFE 20250915 / DIR (000000000) | 0.04 | 0.0115 | 0.0115 | ||||||
| IRS EUR 3.30000 10/03/23-10Y LCH / DIR (EZFS0ZDNP002) | 0.04 | 50.00 | 0.0114 | 0.0032 | |||||
| RFRF USD SF+26.161/1.00 9/16/23-4Y* CME / DIR (EZJNLRYB0GB9) | 0.03 | -13.51 | 0.0102 | -0.0025 | |||||
| RFRF USD SF+26.161/1.4* 07/16/23-8Y CME / DIR (EZHWSV75WDM2) | 0.03 | -11.11 | 0.0101 | -0.0024 | |||||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | 0.03 | 0.0101 | 0.0101 | ||||||
| US125438AB79 / CHL Mortgage Pass-Through Trust 2007-HYB2 | 0.03 | -3.23 | 0.0097 | -0.0009 | |||||
| RFR USD SOFR/4.00000 06/20/24-2Y LCH / DIR (EZ33002G9XM4) | 0.03 | -116.76 | 0.0096 | 0.0708 | |||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.03 | 0.0095 | 0.0095 | ||||||
| US07389MAD92 / Bear Stearns Asset Backed Securities I Trust 2006-HE9 | 0.03 | -3.33 | 0.0093 | -0.0009 | |||||
| RFR USD SOFR/3.00000 06/21/23-7Y LCH / DIR (EZWF2F56KP17) | 0.03 | -56.92 | 0.0088 | -0.0137 | |||||
| RFR USD SOFR/2.43000 09/30/22-5Y LCH / DIR (EZZF4RY580P4) | 0.03 | -7.14 | 0.0084 | -0.0013 | |||||
| RFR USD SOFR/2.45000 10/04/22-5Y LCH / DIR (EZQDHFGBB2R7) | 0.02 | -7.69 | 0.0078 | -0.0013 | |||||
| RFR JPY MUTK/1.00000 09/18/24-10Y LCH / DIR (EZGG5GCVX2P9) | 0.02 | -50.00 | 0.0074 | -0.0084 | |||||
| US008684AA04 / American Home Mortgage Assets Trust, Series 2006-6, Class A1A | 0.02 | -4.17 | 0.0074 | -0.0010 | |||||
| IRS EUR 2.25000 09/17/25-5Y LCH / DIR (EZ3YW7100S99) | 0.02 | -80.36 | 0.0072 | -0.0312 | |||||
| RFRF USD SF+26.161/1.3* 8/15/23-4Y* CME / DIR (EZG3NPY3B4Q8) | 0.02 | -21.43 | 0.0070 | -0.0027 | |||||
| 3 MONTH SOFR FUT JUN25 XCME 20250916 / DIR (000000000) | 0.02 | 0.0068 | 0.0068 | ||||||
| RFRF USD SF+26.161/1.4* 8/17/23-4Y* CME / DIR (EZWYVHJK0N90) | 0.02 | -24.00 | 0.0060 | -0.0025 | |||||
| 3 MONTH SOFR FUT DEC25 XCME 20260317 / DIR (000000000) | 0.02 | 0.0059 | 0.0059 | ||||||
| RFR JPY MUTK/0.70000 09/18/24-5Y LCH / DIR (EZFJTHQSQCN6) | 0.02 | -59.09 | 0.0058 | -0.0093 | |||||
| 3 MONTH SOFR FUT SEP25 XCME 20251216 / DIR (000000000) | 0.02 | 0.0058 | 0.0058 | ||||||
| EZMYR3DM3292 / BRITISH TELECOMMUNICATIONS PL SNR SE ICE | 0.02 | 20.00 | 0.0057 | 0.0005 | |||||
| RFR USD SOFR/4.09000 04/30/24-10Y LCH / DIR (EZ680F4XLT66) | 0.02 | 88.89 | 0.0054 | 0.0023 | |||||
| US362334GR95 / GSAA Home Equity Trust, Series 2006-5, Class 2A1 | 0.02 | -6.25 | 0.0050 | -0.0005 | |||||
| RFRF USD SF+26.161/1.4* 8/24/23-4Y* CME / DIR (EZH987F9RLH5) | 0.02 | -25.00 | 0.0048 | -0.0021 | |||||
| IRS EUR 3.45000 10/20/23-5Y LCH / DIR (EZ6D4RM0D1H2) | 0.01 | 75.00 | 0.0044 | 0.0015 | |||||
| TREASURY BILL 08/25 0.00000 / DBT (US912797PQ48) | 0.01 | 0.0044 | 0.0044 | ||||||
| IRS EUR 3.37000 10/09/23-5Y LCH / DIR (EZ9NLBJZRFJ6) | 0.01 | 62.50 | 0.0042 | 0.0014 | |||||
| 3 MONTH SOFR FUT MAR26 XCME 20260616 / DIR (000000000) | 0.01 | 0.0039 | 0.0039 | ||||||
| SOLD KWD BOUGHT USD 20290502 / DFE (000000000) | 0.01 | 0.0033 | 0.0033 | ||||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.01 | 0.0032 | 0.0032 | ||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0030 | 0.0030 | ||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | 0.01 | 0.0028 | 0.0028 | ||||||
| IRS EUR 3.27000 08/21/23-10Y LCH / DIR (EZWJ1RP1C374) | 0.01 | 14.29 | 0.0028 | 0.0002 | |||||
| RFR USD SOFR/3.94000 02/22/24-5Y LCH / DIR (EZZGZFB54PK2) | 0.01 | 60.00 | 0.0027 | 0.0010 | |||||
| RFR USD SOFR/3.23100 09/18/24-10Y LCH / DIR (EZ8Z99V6R391) | 0.01 | -11.11 | 0.0027 | -0.0005 | |||||
| RFR USD SOFR/3.24800 09/18/24-10Y LCH / DIR (EZ8Z99V6R391) | 0.01 | -11.11 | 0.0026 | -0.0006 | |||||
| RFRF USD SF+26.161/0.9* 8/06/23-3Y* CME / DIR (EZRY3SP5T516) | 0.01 | -11.11 | 0.0026 | -0.0007 | |||||
| RFRF USD SF+26.161/1.50 7/12/23-6Y* CME / DIR (EZXVK45PR3N6) | 0.01 | -20.00 | 0.0026 | -0.0009 | |||||
| RFR USD SOFR/3.86500 11/20/24-10Y LCH / DIR (EZZQZ45304B1) | 0.01 | 75.00 | 0.0025 | 0.0011 | |||||
| RFR USD SOFR/3.86600 11/14/24-10Y LCH / DIR (EZCMSCQLNL34) | 0.01 | 75.00 | 0.0025 | 0.0011 | |||||
| RFR USD SOFR/4.15000 04/22/24-10Y LCH / DIR (EZS5R9RJ3PK1) | 0.01 | 133.33 | 0.0025 | 0.0013 | |||||
| RFR USD SOFR/3.27750 09/16/24-10Y LCH / DIR (EZH06W9H2QV9) | 0.01 | 75.00 | 0.0025 | 0.0008 | |||||
| RFR USD SOFR/4.13000 05/03/24-10Y LCH / DIR (EZLH6KBBN1Y1) | 0.01 | 75.00 | 0.0024 | 0.0009 | |||||
| US3622EEAA08 / GSAA Home Equity Trust 2007-9 | 0.01 | -50.00 | 0.0023 | -0.0027 | |||||
| SOLD KWD BOUGHT USD 20300509 / DFE (000000000) | 0.01 | 0.0022 | 0.0022 | ||||||
| RFR USD SOFR/4.08500 04/22/24-10Y LCH / DIR (EZS5R9RJ3PK1) | 0.01 | 100.00 | 0.0021 | 0.0009 | |||||
| RFR USD SOFR/4.08000 04/17/24-10Y LCH / DIR (EZR19VMTQWV1) | 0.01 | 100.00 | 0.0021 | 0.0010 | |||||
| RFR USD SOFR/4.07800 04/29/24-10Y LCH / DIR (EZ8GRFQ9MCJ3) | 0.01 | 100.00 | 0.0021 | 0.0009 | |||||
| RFR USD SOFR/4.09000 01/22/25-10Y LCH / DIR (EZFR659WJHH9) | 0.01 | 20.00 | 0.0021 | 0.0003 | |||||
| RFR USD SOFR/3.86000 02/21/24-10Y LCH / DIR (EZ1G947YLS63) | 0.01 | 100.00 | 0.0020 | 0.0009 | |||||
| RFR USD SOFR/4.07100 01/15/25-10Y LCH / DIR (EZZWCBP8MVY9) | 0.01 | 500.00 | 0.0020 | 0.0014 | |||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0019 | 0.0019 | ||||||
| 317U0V7A5 PIMCO FPPSWAPTION 2.11 CALL USD / DIR (000000000) | 0.01 | 0.0019 | 0.0019 | ||||||
| IRS EUR 2.82700 05/06/24-5Y LCH / DIR (EZGDV8QKBGN4) | 0.01 | -28.57 | 0.0019 | -0.0005 | |||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0019 | 0.0019 | ||||||
| RFR USD SOFR/3.41000 09/05/24-10Y LCH / DIR (EZQK0T1M7D98) | 0.01 | -16.67 | 0.0018 | -0.0006 | |||||
| IRS EUR 2.78000 05/02/24-5Y LCH / DIR (EZJ3VKFQ3YF7) | 0.01 | -16.67 | 0.0017 | -0.0005 | |||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0017 | 0.0017 | ||||||
| IRS EUR 2.77000 04/16/24-5Y LCH / DIR (EZ8YJNQLMV03) | 0.01 | -16.67 | 0.0017 | -0.0005 | |||||
| RFR USD SOFR/4.01500 12/30/24-10Y LCH / DIR (EZVY5NK4YWD2) | 0.01 | 66.67 | 0.0017 | 0.0003 | |||||
| RFR USD SOFR/3.59500 08/19/24-10Y LCH / DIR (EZN7CQ0TS3K8) | 0.01 | -28.57 | 0.0016 | -0.0010 | |||||
| EZRG1QWTVHG4 / BRITISH TELECOMMUNICATIONS PL SNR SE ICE | 0.00 | 0.00 | 0.0016 | 0.0000 | |||||
| RFR USD SOFR/3.95000 04/16/24-10Y LCH / DIR (EZH76FJG5D96) | 0.00 | 300.00 | 0.0015 | 0.0011 | |||||
| RFR USD SOFR/3.61100 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0.00 | 0.00 | 0.0014 | -0.0001 | |||||
| RFR USD SOFR/3.23200 09/10/24-10Y LCH / DIR (EZ7VRSSQ00Z9) | 0.00 | 0.00 | 0.0014 | -0.0003 | |||||
| RFR USD SOFR/3.24000 09/16/24-10Y LCH / DIR (EZH06W9H2QV9) | 0.00 | 0.00 | 0.0013 | -0.0003 | |||||
| RFRF USD SF+26.161/1.3* 7/20/23-4Y* CME / DIR (EZSDJCSH40R0) | 0.00 | -20.00 | 0.0013 | -0.0005 | |||||
| MNSH / MNSN Holdings Inc. | 0.00 | 0.00 | 0.00 | 0.00 | 0.0013 | -0.0003 | |||
| TREASURY BILL 08/25 0.00000 / DBT (US912797PP64) | 0.00 | 0.0013 | 0.0013 | ||||||
| RFR GBP SONIO/4.32000 10/20/23-10Y LCH / DIR (EZ49Z4HPK8R0) | 0.00 | 200.00 | 0.0012 | 0.0007 | |||||
| RFR USD SOFR/3.90000 04/10/24-10Y LCH / DIR (EZ2N7SZFW8Z5) | 0.00 | 0.0012 | 0.0012 | ||||||
| RFR USD SOFR/3.93300 01/06/25-10Y LCH / DIR (EZK6LHB5L486) | 0.00 | 50.00 | 0.0012 | 0.0003 | |||||
| EZNLRC3852L0 / SOUTH AFRICA EM SP BOA | 0.00 | -400.00 | 0.0012 | 0.0016 | |||||
| RFR USD SOFR/3.51400 09/04/24-10Y LCH / DIR (EZSXZYY2VD17) | 0.00 | 50.00 | 0.0012 | 0.0002 | |||||
| RFR USD SOFR/3.97000 02/27/24-5Y LCH / DIR (EZW6KKT3DSZ7) | 0.00 | 50.00 | 0.0012 | 0.0004 | |||||
| RFR USD SOFR/3.53200 08/20/24-10Y LCH / DIR (EZ4ZGS2N23W5) | 0.00 | -25.00 | 0.0012 | -0.0005 | |||||
| RFR USD SOFR/3.52500 09/04/24-10Y LCH / DIR (EZSXZYY2VD17) | 0.00 | 50.00 | 0.0011 | 0.0001 | |||||
| IRS EUR 2.95000 06/12/24-5Y LCH / DIR (EZT0P390L5T8) | 0.00 | -25.00 | 0.0011 | -0.0003 | |||||
| IRS EUR 2.54700 03/09/23-10Y LCH / DIR (EZH1C8PGQ9G9) | 0.00 | 0.0011 | 0.0012 | ||||||
| RFR USD SOFR/4.10000 01/21/25-10Y LCH / DIR (EZ7J947QTC64) | 0.00 | 50.00 | 0.0011 | 0.0001 | |||||
| RFR USD SOFR/3.90000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.00 | 200.00 | 0.0011 | 0.0007 | |||||
| 317U0U6A8 PIMCO FPPSWAPTION 2.4 CALL USD / DIR (000000000) | 0.00 | 0.0010 | 0.0010 | ||||||
| RFR USD SOFR/3.89600 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.00 | 200.00 | 0.0010 | 0.0007 | |||||
| RFR USD SOFR/3.55800 08/21/24-10Y LCH / DIR (EZHZRCBWPB39) | 0.00 | -25.00 | 0.0010 | -0.0005 | |||||
| RFR USD SOFR/3.55500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0.00 | -25.00 | 0.0010 | -0.0005 | |||||
| IRS EUR 2.86000 04/24/24-5Y LCH / DIR (EZ5017MPLZ85) | 0.00 | 0.00 | 0.0010 | -0.0003 | |||||
| RFR USD SOFR/3.56900 08/14/24-10Y LCH / DIR (EZBVMXZPZB61) | 0.00 | -25.00 | 0.0010 | -0.0005 | |||||
| RFR USD SOFR/3.56500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0.00 | -25.00 | 0.0010 | -0.0006 | |||||
| RFR USD SOFR/3.59900 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0.00 | -50.00 | 0.0008 | -0.0008 | |||||
| RFR GBP SONIO/3.70000 03/28/24-10Y LCH / DIR (EZFCF73KNS79) | 0.00 | -50.00 | 0.0007 | -0.0007 | |||||
| RFR USD SOFR/3.84000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.00 | 100.00 | 0.0007 | 0.0004 | |||||
| IRS EUR 2.77000 04/29/24-10Y LCH / DIR (EZ7F19JFNJC1) | 0.00 | 0.00 | 0.0007 | -0.0002 | |||||
| RFR USD SOFR/3.47000 09/04/24-10Y LCH / DIR (EZSXZYY2VD17) | 0.00 | 0.00 | 0.0007 | -0.0003 | |||||
| RFR USD SOFR/3.97000 01/15/25-10Y LCH / DIR (EZZWCBP8MVY9) | 0.00 | 100.00 | 0.0007 | 0.0002 | |||||
| IRS EUR 2.76000 03/04/24-10Y LCH / DIR (EZ5J4T3KCLR1) | 0.00 | 100.00 | 0.0007 | 0.0002 | |||||
| RFR USD SOFR/3.25000 06/21/23-5Y CME / DIR (EZ628FWCQP43) | 0.00 | -77.78 | 0.0007 | -0.0025 | |||||
| RFR USD SOFR/3.61300 08/22/24-10Y LCH / DIR (EZZBSDRSGXS6) | 0.00 | -33.33 | 0.0007 | -0.0005 | |||||
| IRS EUR 2.75000 03/05/24-10Y LCH / DIR (EZFGQQDSQ7L2) | 0.00 | 100.00 | 0.0007 | 0.0002 | |||||
| RFR USD SOFR/3.75000 05/07/25-10Y LCH / DIR (EZ61ZS50J0P1) | 0.00 | 0.0006 | 0.0006 | ||||||
| RFR USD SOFR/3.90000 04/15/24-10Y LCH / DIR (EZ246ZNM85X6) | 0.00 | 0.0006 | 0.0006 | ||||||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0006 | 0.0006 | ||||||
| RFR USD SOFR/3.35000 12/14/22-10Y LCH / DIR (EZY9GYK05TW8) | 0.00 | -50.00 | 0.0006 | -0.0003 | |||||
| IRS EUR 2.40000 02/12/25-10Y LCH / DIR (EZNHC24BF987) | 0.00 | -50.00 | 0.0006 | -0.0002 | |||||
| RFR USD SOFR/3.64500 08/07/24-10Y LCH / DIR (EZ2H268MSWS8) | 0.00 | -50.00 | 0.0005 | -0.0005 | |||||
| RFR USD SOFR/3.64300 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0.00 | -75.00 | 0.0005 | -0.0010 | |||||
| RFR USD SOFR/3.25000 06/21/23-5Y LCH / DIR (EZ628FWCQP43) | 0.00 | -88.89 | 0.0005 | -0.0027 | |||||
| IRS EUR 2.45000 05/05/25-10Y LCH / DIR (EZCDFQCSBVM0) | 0.00 | 0.0004 | 0.0004 | ||||||
| SOLD KWD BOUGHT USD 20290702 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | ||||||
| RFR USD SOFR/3.85000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.00 | 0.00 | 0.0004 | 0.0000 | |||||
| RFR USD SOFR/3.67900 08/13/24-10Y LCH / DIR (EZCBVMK12M33) | 0.00 | -50.00 | 0.0004 | -0.0005 | |||||
| RFR USD SOFR/3.60500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0.00 | -75.00 | 0.0004 | -0.0012 | |||||
| RFR USD SOFR/3.59400 01/09/24-10Y LCH / DIR (EZS0MLST8BG8) | 0.00 | -50.00 | 0.0003 | -0.0005 | |||||
| RFR USD SOFR/3.78300 02/07/24-10Y LCH / DIR (EZDSWYTCHFC4) | 0.00 | 0.0003 | 0.0002 | ||||||
| RFR USD SOFR/3.71000 03/05/24-10Y LCH / DIR (EZ4J782MXTD2) | 0.00 | 0.0003 | 0.0004 | ||||||
| RFR USD SOFR/3.60000 01/17/24-10Y LCH / DIR (EZ3PH80XK7T0) | 0.00 | -100.00 | 0.0003 | -0.0005 | |||||
| CMBX.NA.AAA.14 SP MYC / DCR (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| IRS EUR 2.51000 04/09/25-10Y LCH / DIR (EZTHL4ZCB733) | 0.00 | 0.0002 | 0.0002 | ||||||
| IRS EUR 2.52000 04/09/25-10Y LCH / DIR (EZTHL4ZCB733) | 0.00 | 0.0002 | 0.0002 | ||||||
| RFR USD SOFR/3.73800 01/23/24-10Y LCH / DIR (EZ5NB1HF1B57) | 0.00 | 0.0002 | 0.0002 | ||||||
| RFR USD SOFR/3.73500 01/23/24-10Y LCH / DIR (EZ5NB1HF1B57) | 0.00 | 0.0002 | 0.0002 | ||||||
| RFR USD SOFR/3.72500 02/07/24-10Y LCH / DIR (EZDSWYTCHFC4) | 0.00 | 0.0002 | 0.0001 | ||||||
| RFR USD SOFR/3.71500 08/07/24-10Y LCH / DIR (EZ2H268MSWS8) | 0.00 | -100.00 | 0.0001 | -0.0009 | |||||
| IRS EUR 2.39000 10/01/24-10Y LCH / DIR (EZHK1QM5FKM1) | 0.00 | -100.00 | 0.0001 | -0.0007 | |||||
| RFR USD SOFR/3.68500 01/24/24-10Y LCH / DIR (EZ93VBFRKZG5) | 0.00 | 0.0001 | 0.0004 | ||||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| IRS EUR 2.55000 04/16/25-10Y LCH / DIR (EZ15F0SX71M6) | 0.00 | 0.0001 | 0.0001 | ||||||
| US05493LAC00 / BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX XCP 144A | 0.00 | 0.0001 | -0.0000 | ||||||
| IRS EUR 2.61000 03/24/25-10Y LCH / DIR (EZPS73SKDR02) | 0.00 | 0.0001 | 0.0002 | ||||||
| RFR USD SOFR/3.64750 01/08/24-10Y LCH / DIR (EZG7FCZ335H8) | 0.00 | -100.00 | 0.0001 | -0.0004 | |||||
| BOUGHT AUD SOLD USD 20250805 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| RFR USD SOFR/3.61000 12/12/22-10Y LCH / DIR (EZ9QNGWF95R1) | 0.00 | -100.00 | 0.0000 | -0.0006 | |||||
| RFR USD SOFR/3.66500 01/24/24-10Y LCH / DIR (EZ93VBFRKZG5) | 0.00 | 0.0000 | 0.0003 | ||||||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 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 KWD SOLD USD 20260617 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| 3175ET9M2 PIMCO FLOOR USD 0.02596 USD SOFR COM / DIR (000000000) | 0.00 | -0.0000 | -0.0000 | ||||||
| 317U9FTA7 PIMCO SWAPTION 4.05 PUT USD 20250630 / DIR (EZXJWB9HGZH3) | 0.00 | 0.0000 | 0.0000 | ||||||
| 317U9GEA1 PIMCO SWAPTION 4.075 PUT USD 2025070 / DIR (EZ78N9X8M3Y4) | 0.00 | -0.0000 | -0.0000 | ||||||
| 317U9EGA4 PIMCO SWAPTION 4.135 PUT USD 2025063 / DIR (EZXJWB9HGZH3) | 0.00 | 0.0000 | 0.0000 | ||||||
| 317U9IZA4 PIMCO SWAPTION 4.125 PUT USD 2025070 / DIR (EZY1VWC6W1B5) | 0.00 | -0.0000 | -0.0000 | ||||||
| 317U9EOA5 PIMCO SWAPTION 4.101 PUT USD 2025063 / DIR (EZXJWB9HGZH3) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | 0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260518 / DFE (000000000) | 0.00 | -0.0000 | -0.0000 | ||||||
| 317U9GBA4 PIMCO SWAPTION 2.38 CALL EUR 2025070 / DIR (EZ8HHXRGV1D7) | 0.00 | -0.0000 | -0.0000 | ||||||
| 317U9G6A0 PIMCO SWAPTION 4.065 PUT USD 2025070 / DIR (EZJQZP36X547) | 0.00 | 0.0000 | 0.0000 | ||||||
| 317U9IEA7 PIMCO SWAPTION 4.03 PUT USD 20250707 / DIR (EZY1VWC6W1B5) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260602 / DFE (000000000) | -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 | ||||||
| 317U9JSA0 PIMCO SWAPTION 4.122 PUT USD 2025071 / DIR (EZMLYZSNFH30) | -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 | ||||||
| RFR USD SOFR/3.65000 03/05/24-10Y LCH / DIR (EZ4J782MXTD2) | -0.00 | -0.0000 | 0.0001 | ||||||
| RFR USD SOFR/3.65000 03/05/24-10Y LCH / DIR (EZ4J782MXTD2) | -0.00 | -0.0000 | 0.0001 | ||||||
| RFR USD SOFR/3.65500 01/24/24-10Y LCH / DIR (EZ93VBFRKZG5) | -0.00 | -0.0000 | 0.0003 | ||||||
| 317U9L5A0 PIMCO SWAPTION 4.064 PUT USD 2025071 / DIR (EZQM9CB4TVR9) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9L3A2 PIMCO SWAPTION 4.0525 PUT USD 202507 / DIR (EZQM9CB4TVR9) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20260528 / 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 20260504 / 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 20260505 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20270610 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT KWD SOLD USD 20270610 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD JPY BOUGHT USD 20250702 / 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 | ||||||
| US 10YR FUT OPTN AUG25P 108.5 EXP 07/25/2025 / DIR (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9LFA9 PIMCO SWAPTION 2.46 CALL EUR 2025071 / DIR (EZLXC2V2MYF7) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9GAA5 PIMCO SWAPTION 2.64 PUT EUR 20250703 / DIR (EZL9GW5599J4) | -0.00 | -0.0000 | -0.0000 | ||||||
| EURO-BOBL OPTION AUG25C 118.5 EXP 07/25/2025 / DIR (DE000F167SZ1) | -0.00 | -0.0000 | -0.0000 | ||||||
| 317U9MPA6 PIMCO SWAPTION 3.933 PUT USD 2025072 / DIR (EZTRLD6PX319) | -0.00 | -0.0000 | -0.0000 | ||||||
| EURO-BUND OPTION AUG25C 132.5 EXP 07/25/2025 / DIR (DE000F1674Y7) | -0.00 | -0.0001 | -0.0001 | ||||||
| 317U9LEA0 PIMCO SWAPTION 2.72 PUT EUR 20250716 / DIR (EZMWVGHPD033) | -0.00 | -0.0001 | -0.0001 | ||||||
| RFR USD SOFR/3.67000 01/08/24-10Y LCH / DIR (EZG7FCZ335H8) | -0.00 | -100.00 | -0.0001 | -0.0005 | |||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| US 10YR FUT OPTN AUG25P 109.5 EXP 07/25/2025 / DIR (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| RFR USD SOFR/3.68400 01/03/24-10Y LCH / DIR (EZDL1WQQ28Y4) | -0.00 | -0.0001 | -0.0002 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| EURO-BOBL OPTION AUG25P 117.2 EXP 07/25/2025 / DIR (DE000F167SF3) | -0.00 | -0.0001 | -0.0001 | ||||||
| 317U9MNA8 PIMCO SWAPTION 3.955 PUT USD 2025072 / DIR (EZTRLD6PX319) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| 317U9EPA4 PIMCO SWAPTION 3.701 CALL USD 202506 / DIR (EZY1GXGHBZM5) | -0.00 | -0.0001 | -0.0001 | ||||||
| RFR USD SOFR/3.62000 01/31/24-10Y LCH / DIR (EZBL3RM9F9M5) | -0.00 | -100.00 | -0.0001 | 0.0003 | |||||
| 317U9N1A0 PIMCO SWAPTION 3.914 PUT USD 2025072 / DIR (EZBGX0TQ91B3) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| 317U9N3A8 PIMCO SWAPTION 3.905 PUT USD 2025072 / DIR (EZBGX0TQ91B3) | -0.00 | -0.0001 | -0.0001 | ||||||
| 317U9IFA6 PIMCO SWAPTION 3.68 CALL USD 2025070 / DIR (EZJFGPMJB918) | -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 | ||||||
| US 10YR FUT OPTN AUG25P 109 EXP 07/25/2025 / DIR (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| EURO-BUND OPTION AUG25P 129 EXP 07/25/2025 / DIR (DE000F167368) | -0.00 | -0.0001 | -0.0001 | ||||||
| 317U9MQA5 PIMCO SWAPTION 3.583 CALL USD 202507 / DIR (EZCLF3R2NG23) | -0.00 | -0.0001 | -0.0001 | ||||||
| 317U9O6A3 PIMCO SWAPTION 3.875 PUT USD 2025072 / DIR (EZHZLXVZP143) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| IRS EUR 2.38000 12/31/24-10Y LCH / DIR (EZT9L1T84284) | -0.00 | -100.00 | -0.0002 | 0.0007 | |||||
| 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 | ||||||
| IRS EUR 2.52000 03/27/25-10Y LCH / DIR (EZ84ZR69LPH2) | -0.00 | -100.00 | -0.0002 | 0.0002 | |||||
| RFR USD SOFR/3.75000 01/02/24-10Y LCH / DIR (EZ29NPCQVYW2) | -0.00 | -0.0002 | -0.0002 | ||||||
| 317U9N4A7 PIMCO SWAPTION 3.555 CALL USD 202507 / DIR (EZMYNDCY8F38) | -0.00 | -0.0002 | -0.0002 | ||||||
| 317U9FUA5 PIMCO SWAPTION 3.7 CALL USD 20250630 / DIR (EZY1GXGHBZM5) | -0.00 | -0.0002 | -0.0002 | ||||||
| 317U9N2A9 PIMCO SWAPTION 3.564 CALL USD 202507 / DIR (EZMYNDCY8F38) | -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 | -0.0003 | -0.0003 | ||||||
| IRS EUR 2.41000 11/05/24-10Y LCH / DIR (EZXB852VHRN9) | -0.00 | -100.00 | -0.0003 | 0.0029 | |||||
| 317U9L4A1 PIMCO SWAPTION 3.6525 CALL USD 20250 / DIR (EZT5FL9WGCP1) | -0.00 | -0.0003 | -0.0003 | ||||||
| 317U9MOA7 PIMCO SWAPTION 3.605 CALL USD 202507 / DIR (EZCLF3R2NG23) | -0.00 | -0.0003 | -0.0003 | ||||||
| 317U9L6A9 PIMCO SWAPTION 3.664 CALL USD 202507 / DIR (EZT5FL9WGCP1) | -0.00 | -0.0003 | -0.0003 | ||||||
| 317U9M4A9 PIMCO SWAPTION 3.637 CALL USD 202507 / DIR (EZ7SJVNDKPC9) | -0.00 | -0.0003 | -0.0003 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| 317U9GFA0 PIMCO SWAPTION 3.725 CALL USD 202507 / DIR (EZ78XR7L6YX2) | -0.00 | -0.0003 | -0.0003 | ||||||
| IRS EUR 2.35000 04/29/25-5Y LCH / DIR (EZ74X71XY4J2) | -0.00 | -0.0004 | -0.0004 | ||||||
| RFR USD SOFR/3.81000 01/02/24-10Y LCH / DIR (EZ29NPCQVYW2) | -0.00 | -0.0004 | -0.0004 | ||||||
| 317U9EHA3 PIMCO SWAPTION 3.735 CALL USD 202506 / DIR (EZY1GXGHBZM5) | -0.00 | -0.0004 | -0.0004 | ||||||
| RFR USD SOFR/3.88000 10/16/23-30Y LCH / DIR (EZMGKY0TMR53) | -0.00 | -0.0004 | -0.0007 | ||||||
| US 10YR FUT OPTN AUG25C 112.7 EXP 07/25/2025 / DIR (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| IRS EUR 2.46000 04/01/25-10Y LCH / DIR (EZ53SKB9GFZ1) | -0.00 | 0.00 | -0.0004 | 0.0002 | |||||
| IRS EUR 2.67000 04/03/24-10Y LCH / DIR (EZNZ7GSWY0V5) | -0.00 | 0.00 | -0.0004 | 0.0002 | |||||
| 317U9LHA7 PIMCO SWAPTION 3.697 CALL USD 202507 / DIR (EZ1ZLHZPLNC3) | -0.00 | -0.0004 | -0.0004 | ||||||
| 317U9LMA1 PIMCO SWAPTION 3.695 CALL USD 202507 / DIR (EZSG2674R1G7) | -0.00 | -0.0004 | -0.0004 | ||||||
| RFR USD SOFR/3.84200 12/26/23-10Y LCH / DIR (EZXF72WB6QT0) | -0.00 | -0.0004 | -0.0002 | ||||||
| RFR USD SOFR/3.87000 10/17/23-30Y LCH / DIR (EZ4Y6ZHLLK61) | -0.00 | -0.0005 | -0.0007 | ||||||
| RFR USD SOFR/3.87000 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) | -0.00 | 0.00 | -0.0005 | 0.0001 | |||||
| 317U9MKA1 PIMCO SWAPTION 3.7 CALL USD 20250721 / DIR (EZQRZMCG5093) | -0.00 | -0.0005 | -0.0005 | ||||||
| IRS EUR 2.40000 04/09/25-5Y LCH / DIR (EZVHX3M64G11) | -0.00 | -0.0005 | -0.0005 | ||||||
| RFR USD SOFR/3.89000 03/03/25-10Y LCH / DIR (EZ6496BPGLD0) | -0.00 | 0.00 | -0.0005 | -0.0002 | |||||
| IRS EUR 2.42000 03/07/25-10Y LCH / DIR (EZL5KMTRTV12) | -0.00 | -50.00 | -0.0005 | 0.0002 | |||||
| IRS EUR 2.58000 08/29/24-10Y LCH / DIR (EZK1YHHFDQG6) | -0.00 | 0.00 | -0.0005 | -0.0002 | |||||
| RFR USD SOFR/3.85000 08/05/24-10Y LCH / DIR (EZKZ3H4L0SC3) | -0.00 | -0.0005 | -0.0004 | ||||||
| IRS EUR 2.59000 08/19/24-10Y LCH / DIR (EZ89K27HY2C4) | -0.00 | 0.00 | -0.0006 | -0.0002 | |||||
| 317U9J0A0 PIMCO SWAPTION 3.775 CALL USD 202507 / DIR (EZJFGPMJB918) | -0.00 | -0.0006 | -0.0006 | ||||||
| 317U9JQA2 PIMCO SWAPTION 3.77 CALL USD 2025070 / DIR (EZT76LRY6S63) | -0.00 | -0.0006 | -0.0006 | ||||||
| 317U9JTA9 PIMCO SWAPTION 3.772 CALL USD 202507 / DIR (EZTK0K9DDPF2) | -0.00 | -0.0006 | -0.0006 | ||||||
| RFR USD SOFR/3.83000 10/12/23-30Y LCH / DIR (EZ0R2CJ02B95) | -0.00 | -0.0007 | -0.0006 | ||||||
| US 10YR FUT OPTN AUG25C 112 EXP 07/25/2025 / DIR (000000000) | -0.00 | -0.0007 | -0.0007 | ||||||
| RFR USD SOFR/3.75000 12/13/22-5Y LCH / DIR (EZFJH6GL7211) | -0.00 | -0.0007 | -0.0007 | ||||||
| IRS EUR 2.65000 01/08/24-10Y LCH / DIR (EZGRMVPMTWZ4) | -0.00 | -0.0008 | -0.0005 | ||||||
| IRS EUR 2.76000 01/03/24-5Y LCH / DIR (EZ49DWLXMD81) | -0.00 | 100.00 | -0.0008 | -0.0002 | |||||
| IRS EUR 2.68000 08/07/24-10Y LCH / DIR (EZY1BDNLL5Q4) | -0.00 | 100.00 | -0.0009 | -0.0002 | |||||
| RFR USD SOFR/3.40000 10/17/24-10Y LCH / DIR (EZQ8GN13B6X9) | -0.00 | -66.67 | -0.0009 | 0.0015 | |||||
| RFR USD SOFR/3.87400 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) | -0.00 | 100.00 | -0.0009 | -0.0003 | |||||
| RFR USD SOFR/3.85400 12/29/23-10Y LCH / DIR (EZ691JFCS359) | -0.00 | 200.00 | -0.0010 | -0.0004 | |||||
| IRS EUR 2.30000 09/25/24-5Y LCH / DIR (EZG6CLJMHV54) | -0.00 | 200.00 | -0.0010 | -0.0004 | |||||
| RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (EZH2QB9TLWH9) | -0.00 | 200.00 | -0.0010 | -0.0003 | |||||
| RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (EZ2V6Q3C4Q52) | -0.00 | 50.00 | -0.0011 | -0.0003 | |||||
| RFR USD SOFR/3.90750 03/04/25-10Y LCH / DIR (EZP5RC766JJ0) | -0.00 | 50.00 | -0.0011 | -0.0003 | |||||
| IRS EUR 2.22000 01/08/25-10Y LCH / DIR (EZHH63XJ2WL4) | -0.00 | -25.00 | -0.0012 | 0.0002 | |||||
| RFR USD SOFR/3.49500 10/30/24-10Y LCH / DIR (EZ6NZKJMK5Y6) | -0.00 | -40.00 | -0.0012 | 0.0005 | |||||
| IRS EUR 2.36000 10/07/24-5Y LCH / DIR (EZMRJVS7LFP2) | -0.00 | -0.0012 | -0.0015 | ||||||
| RFR USD SOFR/3.48100 10/29/24-10Y LCH / DIR (EZL59N2WYF38) | -0.00 | -20.00 | -0.0013 | 0.0005 | |||||
| RFR USD SOFR/3.88000 07/10/24-10Y LCH / DIR (EZG0BTDH1HZ1) | -0.00 | 300.00 | -0.0013 | -0.0008 | |||||
| RFR USD SOFR/3.46300 10/23/24-10Y LCH / DIR (EZ0G93G4TB83) | -0.00 | -20.00 | -0.0014 | 0.0005 | |||||
| RFR USD SOFR/3.95000 12/19/23-10Y LCH / DIR (EZTT7ZS7J9T1) | -0.00 | 100.00 | -0.0014 | -0.0004 | |||||
| RFR USD SOFR/3.45000 10/11/24-10Y LCH / DIR (EZSSZHJJP5K5) | -0.00 | -20.00 | -0.0015 | 0.0005 | |||||
| RFR USD SOFR/3.44600 10/23/24-10Y LCH / DIR (EZ0G93G4TB83) | -0.00 | -20.00 | -0.0015 | 0.0004 | |||||
| IRS EUR 2.95000 12/29/23-5Y LCH / DIR (EZNM3DY50HD8) | -0.00 | 100.00 | -0.0015 | -0.0007 | |||||
| RFR USD SOFR/4.06000 07/02/24-10Y LCH / DIR (EZ6F7BKB3SW9) | -0.01 | 66.67 | -0.0016 | -0.0004 | |||||
| IRS EUR 2.91000 12/29/23-10Y LCH / DIR (EZ6S054Q5KZ9) | -0.01 | 150.00 | -0.0016 | -0.0007 | |||||
| RFR USD SOFR/4.03000 12/15/23-10Y LCH / DIR (EZN4W4SQMWC7) | -0.01 | 25.00 | -0.0018 | -0.0004 | |||||
| RFR USD SOFR/3.38500 10/17/24-10Y LCH / DIR (EZQ8GN13B6X9) | -0.01 | -16.67 | -0.0018 | 0.0006 | |||||
| IRS EUR 2.81800 06/26/24-5Y LCH / DIR (EZJBSDJJ5XC5) | -0.01 | -28.57 | -0.0018 | 0.0006 | |||||
| IRS EUR 3.17900 11/29/23-5Y LCH / DIR (EZL4HC5NB145) | -0.01 | 66.67 | -0.0018 | -0.0007 | |||||
| RFR USD SOFR/3.37500 10/15/24-10Y LCH / DIR (EZW0Y59ZCKK7) | -0.01 | -28.57 | -0.0019 | 0.0006 | |||||
| RFR USD SOFR/3.99400 07/02/24-10Y LCH / DIR (EZ6F7BKB3SW9) | -0.01 | 66.67 | -0.0019 | -0.0006 | |||||
| IRS EUR 2.99000 12/08/23-10Y LCH / DIR (EZVMLNBFB1H7) | -0.01 | 100.00 | -0.0019 | -0.0007 | |||||
| IRS EUR 2.71000 08/06/24-10Y LCH / DIR (EZVBYTCCB5R1) | -0.01 | 50.00 | -0.0019 | -0.0004 | |||||
| IRS EUR 3.25500 11/22/23-5Y LCH / DIR (EZ5V1L560G78) | -0.01 | 100.00 | -0.0019 | -0.0007 | |||||
| RFR USD SOFR/4.00000 02/26/25-10Y LCH / DIR (EZ02007F7Y72) | -0.01 | 50.00 | -0.0020 | -0.0004 | |||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.01 | -0.0020 | -0.0020 | ||||||
| RFR USD SOFR/3.55500 03/05/24-30Y LCH / DIR (EZC041BTG4F9) | -0.01 | 50.00 | -0.0021 | -0.0005 | |||||
| IRS EUR 3.06300 12/06/23-10Y LCH / DIR (EZCXF38PCGV4) | -0.01 | 50.00 | -0.0021 | -0.0007 | |||||
| RFR USD SOFR/4.08000 06/05/24-10Y LCH / DIR (EZZ07KT62N06) | -0.01 | 100.00 | -0.0021 | -0.0008 | |||||
| IRS EUR 2.65000 08/14/24-5Y LCH / DIR (EZJ6HD982SV2) | -0.01 | 40.00 | -0.0023 | -0.0004 | |||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.01 | -0.0023 | -0.0023 | ||||||
| EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF53) | -0.01 | -0.0023 | -0.0023 | ||||||
| IRS EUR 3.12800 12/04/23-10Y LCH / DIR (EZ6Z02R5YJR8) | -0.01 | 75.00 | -0.0023 | -0.0007 | |||||
| IRS EUR 3.14800 11/20/23-10Y LCH / DIR (EZ0D281GPH91) | -0.01 | 75.00 | -0.0024 | -0.0007 | |||||
| RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (EZKR9TWV5646) | -0.01 | 40.00 | -0.0025 | -0.0006 | |||||
| US 10YR FUT OPTN AUG25C 112.5 EXP 07/25/2025 / DIR (000000000) | -0.01 | -0.0025 | -0.0025 | ||||||
| SOLD PEN BOUGHT USD 20260209 / DFE (000000000) | -0.01 | -0.0025 | -0.0025 | ||||||
| RFR USD SOFR/3.39500 10/17/24-10Y LCH / DIR (EZQ8GN13B6X9) | -0.01 | 33.33 | -0.0026 | -0.0003 | |||||
| IRS EUR 3.25000 11/06/23-10Y LCH / DIR (EZMRVVG7GGF9) | -0.01 | 60.00 | -0.0027 | -0.0008 | |||||
| RFR USD SOFR/3.46500 10/30/24-10Y LCH / DIR (EZ6NZKJMK5Y6) | -0.01 | 60.00 | -0.0027 | -0.0010 | |||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0027 | -0.0027 | ||||||
| IRS EUR 3.28000 11/22/23-10Y LCH / DIR (EZW942T998K1) | -0.01 | 60.00 | -0.0028 | -0.0007 | |||||
| IRS EUR 3.30500 11/27/23-10Y LCH / DIR (EZRHKQRJ6LC5) | -0.01 | 50.00 | -0.0028 | -0.0007 | |||||
| IRS EUR 2.88000 12/19/23-5Y LCH / DIR (EZ9J7Y8JQ575) | -0.01 | 125.00 | -0.0028 | -0.0013 | |||||
| RFR USD SOFR/4.25000 11/22/23-10Y LCH / DIR (EZC8R3CD2H95) | -0.01 | 28.57 | -0.0029 | -0.0003 | |||||
| IRS EUR 2.92000 12/13/23-5Y LCH / DIR (EZQCW33Q08H3) | -0.01 | 125.00 | -0.0030 | -0.0013 | |||||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | -0.01 | -0.0030 | -0.0030 | ||||||
| IRS EUR 2.89000 12/22/23-10Y LCH / DIR (EZ9WG6DNS963) | -0.01 | 100.00 | -0.0031 | -0.0014 | |||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0032 | -0.0032 | ||||||
| IRS EUR 1.00000 05/18/22-5Y LCH / DIR (EZG2JQ07KZT4) | -0.01 | -16.67 | -0.0033 | 0.0011 | |||||
| RFR USD SOFR/3.37000 07/12/23-30Y LCH / DIR (EZT6LH1PQV26) | -0.01 | 25.00 | -0.0034 | -0.0004 | |||||
| IRS EUR 2.97000 12/15/23-10Y LCH / DIR (EZ47DRZSK7H4) | -0.01 | 83.33 | -0.0036 | -0.0014 | |||||
| IRS EUR 3.27000 11/08/23-5Y LCH / DIR (EZZ5BQL6KGP8) | -0.01 | 71.43 | -0.0039 | -0.0014 | |||||
| RFR JPY MUTK/0.55000 09/14/23-5Y LCH / DIR (EZ0DH7NGQM44) | -0.01 | -42.86 | -0.0040 | 0.0034 | |||||
| 3175XG9F4 PIMCO CAP USD 0.02596 USD SOFR COMPO / DIR (000000000) | -0.01 | -0.0044 | -0.0044 | ||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.02 | -0.0049 | -0.0049 | ||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.02 | -0.0049 | -0.0049 | ||||||
| IRS EUR 1.00000 05/13/22-5Y LCH / DIR (EZV2M518D339) | -0.02 | -20.00 | -0.0051 | 0.0018 | |||||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | -0.02 | -0.0055 | -0.0055 | ||||||
| RFR USD SOFR/3.51500 11/06/24-10Y LCH / DIR (EZH37Z857HQ2) | -0.02 | -28.00 | -0.0058 | 0.0028 | |||||
| RFRF USD SF+26.161/1.8* 7/26/23-29Y* CME / DIR (EZ0D1JRQTQ59) | -0.02 | 0.00 | -0.0061 | 0.0003 | |||||
| RFRF USD SF+26.161/1.8* 7/24/23-29Y* CME / DIR (EZ902CJWY1S2) | -0.02 | 0.00 | -0.0063 | 0.0003 | |||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.02 | -0.0077 | -0.0077 | ||||||
| RFR USD SOFR/2.53700 07/24/23-30Y LCH / DIR (EZ4C690LD6R5) | -0.03 | 8.70 | -0.0081 | -0.0001 | |||||
| RFR USD SOFR/3.08000 02/23/23-30Y LCH / DIR (EZ8G71TWCYV4) | -0.03 | 16.00 | -0.0094 | -0.0006 | |||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.03 | -0.0095 | -0.0095 | ||||||
| RFR USD SOFR/4.00000 12/20/23-3Y LCH / DIR (EZ8WFY3VJTP9) | -0.03 | 10.34 | -0.0103 | -0.0004 | |||||
| RFR USD SOFR/1.75000 12/21/22-30Y CME / DIR (EZ000VCFPMC7) | -0.04 | 5.56 | -0.0121 | 0.0002 | |||||
| SOLD PEN BOUGHT USD 20250918 / DFE (000000000) | -0.04 | -0.0124 | -0.0124 | ||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.07 | -0.0214 | -0.0214 | ||||||
| ZCS BRL 9.83243 03/13/24-01/04/27 CME / DIR (EZSS46XV2S12) | -0.08 | -6.10 | -0.0244 | 0.0036 | |||||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | -0.08 | -0.0261 | -0.0261 | ||||||
| RFR USD SOFR/3.70000 06/06/23-10Y LCH / DIR (EZHYT50N15V9) | -0.09 | -168.22 | -0.0278 | -0.0718 | |||||
| RFR USD SOFR/3.75000 06/20/24-10Y LCH / DIR (EZ52H44WTW83) | -0.10 | -201.02 | -0.0314 | -0.0651 | |||||
| RFR USD SOFR/3.75000 06/20/24-7Y CME / DIR (EZCCSW1V4GN3) | -0.12 | -375.00 | -0.0383 | -0.0534 | |||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -0.13 | -0.0403 | -0.0403 | ||||||
| ZCS BRL 9.815 03/13/24-01/04/27 CME / DIR (EZSS46XV2S12) | -0.17 | 104.88 | -0.0532 | -0.0252 | |||||
| ZCS BRL 10.25622 04/03/24-01/04/27 CME / DIR (EZF71ZRC44X9) | -0.20 | -7.41 | -0.0631 | 0.0107 | |||||
| RFR USD SOFR/3.25000 03/19/25-10Y CME / DIR (EZG5Z5S944W5) | -0.22 | -11.51 | -0.0704 | 0.0157 | |||||
| RFR USD SOFR/3.25000 03/19/25-7Y CME / DIR (EZXW94GLV2L5) | -0.27 | -30.47 | -0.0842 | 0.0470 | |||||
| RFR USD SOFR/3.75000 06/20/24-5Y LCH / DIR (EZN00HJGN4H7) | -0.35 | -372.09 | -0.1107 | -0.1550 | |||||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) | -0.37 | -11.27 | -0.1167 | 0.0257 | |||||
| US01F0306781 / UMBS TBA | -0.43 | -0.1361 | -0.1361 | ||||||
| US01F0206874 / UMBS TBA 30YR 2% AUG 20 TO BE ANNOUNCED 2.00000000 | -0.59 | 1.19 | -0.1869 | 0.0448 | |||||
| US01F0226831 / FEDERAL NATIONAL MORTGAGE ASSOCIATION 30YR TBA AUG | -0.62 | 1.47 | -0.1957 | 0.0462 | |||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -1.01 | -0.3173 | -0.3173 | ||||||
| REVERSE REPO BANK OF AMERICA REVERSE REPO / RA (000000000) | -1.22 | -0.3844 | -0.3844 | ||||||
| US01F0526800 / Uniform Mortgage-Backed Security, TBA | -6.39 | -289.00 | -2.0118 | -3.5391 | |||||
| EW / Edwards Lifesciences Corporation | -8.14 | -245.74 | -2.5595 | -4.3160 |
