Mga Batayang Estadistika
| Nilai Portofolio | $ 744,215,389 |
| Posisi Saat Ini | 324 |
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)
PLVTX - PIMCO RAE Low Volatility PLUS International Fund Institutional Class telah mengungkapkan total kepemilikan 324 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 744,215,389 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama PLVTX - PIMCO RAE Low Volatility PLUS International Fund Institutional Class adalah Uniform Mortgage-Backed Security, TBA (US:US01F0406102) , United States Treasury Note/Bond (US:US9128286B18) , Uniform Mortgage-Backed Security, TBA (US:US01F0306294) , Uniform Mortgage-Backed Security, TBA (US:US01F0326177) , and United States Treasury Inflation Indexed Bonds (US:US912828X398) . Posisi baru PLVTX - PIMCO RAE Low Volatility PLUS International Fund Institutional Class meliputi: Uniform Mortgage-Backed Security, TBA (US:US01F0406102) , United States Treasury Note/Bond (US:US9128286B18) , Uniform Mortgage-Backed Security, TBA (US:US01F0306294) , Uniform Mortgage-Backed Security, TBA (US:US01F0326177) , and United States Treasury Inflation Indexed Bonds (US:US912828X398) .
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 |
|---|---|---|---|---|
| 72.80 | 13.4629 | 13.4629 | ||
| 61.28 | 11.3341 | 11.3341 | ||
| 53.45 | 9.8851 | 9.8851 | ||
| 48.16 | 8.9062 | 8.9062 | ||
| 22.01 | 4.0698 | 4.0698 | ||
| 21.49 | 3.9744 | 3.9744 | ||
| 14.41 | 2.6657 | 2.6657 | ||
| 13.86 | 2.5626 | 2.5626 | ||
| 10.40 | 1.9241 | 1.9241 | ||
| 15.96 | 2.9510 | 1.8670 |
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 |
|---|---|---|---|---|
| -4.29 | -0.7926 | -1.5241 | ||
| 70.30 | 13.0019 | -1.0654 | ||
| 8.46 | 1.5652 | -0.5014 | ||
| -1.92 | -0.3560 | -0.3560 | ||
| -1.58 | -0.2930 | -0.2930 | ||
| 11.36 | 2.1014 | -0.2375 | ||
| -1.19 | -0.2208 | -0.2208 | ||
| 10.33 | 1.9107 | -0.2113 | ||
| 2.86 | 0.5293 | -0.2077 | ||
| -1.09 | -0.2016 | -0.2016 |
Pengajuan 13F dan Dana
Formulir ini diajukan pada 2020-02-27 untuk periode pelaporan 2019-12-31. 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 (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| US01F0406102 / Uniform Mortgage-Backed Security, TBA | 72.80 | 13.4629 | 13.4629 | ||||||
| US9128286B18 / United States Treasury Note/Bond | 70.30 | -2.17 | 13.0019 | -1.0654 | |||||
| US01F0306294 / Uniform Mortgage-Backed Security, TBA | 61.28 | 11.3341 | 11.3341 | ||||||
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND / STIV (000000000) | 53.45 | -1,069,080.00 | 9.8851 | 9.8851 | |||||
| PIMCO ST FLOATING NAV PORT IV MUTUAL FUND / STIV (000000000) | 48.16 | -963,220.00 | 8.9062 | 8.9062 | |||||
| RALVEIIT TRS EQUITY 1ML+70 *BULLET* JPM / DE (000000000) | 22.01 | -440,200.00 | 4.0698 | 4.0698 | |||||
| US01F0326177 / Uniform Mortgage-Backed Security, TBA | 21.49 | 3.9744 | 3.9744 | ||||||
| US912828X398 / United States Treasury Inflation Indexed Bonds | 15.96 | 188.17 | 2.9510 | 1.8670 | |||||
| RALVEIIT TRS EQUITY 1ML+63 *BULLET* SOG / DE (000000000) | 14.41 | -288,360.00 | 2.6657 | 2.6657 | |||||
| US912828QV50 / United States Treasury Inflation Indexed Bonds | 13.86 | 2.5626 | 2.5626 | ||||||
| US912828SA95 / United States Treasury Inflation Indexed Bonds | 12.73 | 1.17 | 2.3541 | -0.1087 | |||||
| US9128286T26 / United States Treasury Note/Bond | 12.26 | -2.23 | 2.2669 | -0.1870 | |||||
| US3137B66E61 / FREDDIE MAC FHR 4273 PF | 11.36 | -4.90 | 2.1014 | -0.2375 | |||||
| US01F0406284 / Uniform Mortgage-Backed Security, TBA | 10.40 | 1.9241 | 1.9241 | ||||||
| US912810QH41 / United States Treas Bds Bond | 10.33 | -4.70 | 1.9107 | -0.2113 | |||||
| ACI12NZL6 / JAPAN GOVT CPI LINKED BONDS 03/28 0.1 | 10.06 | -1.49 | 1.8607 | -0.1384 | |||||
| US01F0426241 / Uniform Mortgage-Backed Security, TBA | 8.64 | 1.5975 | 1.5975 | ||||||
| US912810SG40 / United States Treasury Inflation Indexed Bonds | 8.46 | -19.84 | 1.5652 | -0.5014 | |||||
| US912810SB52 / United States Treasury Inflation Indexed Bonds | 8.44 | -1.24 | 1.5605 | -0.1119 | |||||
| US9128285J52 / United States Treasury Note/Bond | 8.22 | -1.18 | 1.5208 | -0.1079 | |||||
| US9128285C00 / US TREASURY N/B 09/25 3 | 8.22 | -1.13 | 1.5199 | -0.1072 | |||||
| US912810QE10 / United States Treas Bds Bond | 7.74 | -4.65 | 1.4309 | -0.1573 | |||||
| US912828YK04 / United States Treasury Note/Bond | 7.41 | 1.3707 | 1.3707 | ||||||
| US912810SF66 / Us Treasury Bond | 6.42 | -5.57 | 1.1882 | -0.1435 | |||||
| FNCL / Fidelity Covington Trust - Fidelity MSCI Financials Index ETF | 6.42 | 1.1880 | 1.1880 | ||||||
| US74924VAD10 / RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX9 1A4 | 6.33 | 0.81 | 1.1712 | -0.0585 | |||||
| US59024FAD69 / Merrill Lynch Alternative Note Asset Trust Series 2007-A2 | 6.04 | -5.33 | 1.1169 | -0.1319 | |||||
| US59024FAB04 / MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A2A | 5.90 | -4.47 | 1.0906 | -0.1177 | |||||
| US126670EL86 / Countrywide Asset-Backed Certificates, Series 2005-12, Class M2 | 5.87 | -2.41 | 1.0848 | -0.0917 | |||||
| US912828T263 / United States Treasury Note/Bond | 5.74 | -0.36 | 1.0612 | -0.0660 | |||||
| US12667LAE20 / Countrywide Asset-Backed Certificates, Series 2006-21, Class 2A4 | 5.70 | -0.99 | 1.0538 | -0.0729 | |||||
| US3132Y0H290 / Freddie Mac Gold Pool | 3.78 | -11.14 | 0.6991 | -0.1337 | |||||
| US61747YCM57 / Morgan Stanley 5.50% Notes 01/26/20 | 3.51 | -0.85 | 0.6487 | -0.0439 | |||||
| HWKSM / HAWKSMOOR MORTGAGES PLC HWKSM 2019 1A A 144A | 3.31 | 3.25 | 0.6119 | -0.0153 | |||||
| US9128285T35 / United States Treasury Note/Bond | 3.25 | -1.16 | 0.6008 | -0.0425 | |||||
| US46631KAE55 / JP Morgan Mortgage Acquisition Trust 2007-CH5 | 3.17 | 0.09 | 0.5859 | -0.0336 | |||||
| US75971EAF34 / RENAISSANCE HOME EQUITY LOAN T RAMC 2006 3 AF3 | 3.11 | -2.63 | 0.5748 | -0.0501 | |||||
| US9128282A70 / United States Treasury Note/Bond | 3.04 | -1.27 | 0.5616 | -0.0404 | |||||
| US61750MAF23 / MORGAN STANLEY CAPITAL INC MSAC 2006 HE7 A2D | 2.90 | -3.85 | 0.5355 | -0.0541 | |||||
| US62405CAN48 / MOUNTAIN HAWK CLO LTD MHAWK 2014 3A AR 144A | 2.86 | -24.01 | 0.5293 | -0.2077 | |||||
| US13080BAA98 / CALIFORNIA STREET CLO XII, LTD SYMP 2013 12A AR 144A | 2.85 | -23.19 | 0.5276 | -0.1993 | |||||
| US12668HAA86 / COUNTRYWIDE ASSET BACKED SECURITIES | 2.83 | -2.72 | 0.5234 | -0.0461 | |||||
| US3140Q9C847 / FNMA POOL CA1894 FN 06/48 FIXED 4 | 2.76 | -8.28 | 0.5101 | -0.0786 | |||||
| US225401AH17 / Credit Suisse Group AG | 2.73 | 0.55 | 0.5056 | -0.0266 | |||||
| US07400HAA14 / Bear Stearns Mortgage Funding Trust 2006-AR3 | 2.70 | -3.81 | 0.5002 | -0.0500 | |||||
| US864662AM36 / SUDBURY MILL CLO LTD SUDSM 2013 1A A1R 144A | 2.67 | -7.80 | 0.4945 | -0.0732 | |||||
| US86363WAC38 / STRUCTURED ASSET SECURITIES CO SASC 2007 BC3 1A3 | 2.64 | -3.54 | 0.4883 | -0.0475 | |||||
| US87970UAS50 / TELOS CLO LTD TELOS 2014 6A A1R 144A | 2.57 | -3.64 | 0.4751 | -0.0469 | |||||
| US00206RDV15 / AT&T Inc | 2.42 | 0.08 | 0.4482 | -0.0259 | |||||
| US76112B4P24 / RAMP Series 2006-NC3 Trust | 2.41 | -0.99 | 0.4452 | -0.0305 | |||||
| US345397ZL06 / Ford Motor Credit Co LLC | 2.33 | -0.09 | 0.4315 | -0.0257 | |||||
| US81375WFJ09 / SECURITIZED ASSET BACKED RECEI SABR 2005 FR4 M2 | 2.33 | -6.77 | 0.4306 | -0.0583 | |||||
| US3138WKW353 / FNMA POOL AS9665 FN 05/47 FIXED 4 | 2.15 | -10.77 | 0.3984 | -0.0742 | |||||
| US90261AAB89 / Ubs Ag Stamford Ct 7.625% 08/17/22 | 2.14 | -0.14 | 0.3963 | -0.0237 | |||||
| US06738EAQ89 / Barclays PLC | 2.13 | 0.47 | 0.3940 | -0.0211 | |||||
| US00206RFZ01 / AT&T Inc | 2.11 | 0.09 | 0.3908 | -0.0224 | |||||
| US81376YAC57 / SECURITIZED ASSET BACKED RECEI SABR 2006 HE1 A2B | 2.02 | -2.66 | 0.3729 | -0.0327 | |||||
| US912828L997 / U.S. T. NOTE | 2.00 | 0.25 | 0.3690 | -0.0207 | |||||
| US12666BAA35 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 22 1A | 1.99 | -2.93 | 0.3680 | -0.0331 | |||||
| US86360WAB81 / STRUCTURED ASSET INVESTMENT LO SAIL 2006 4 A2 | 1.97 | -2.38 | 0.3639 | -0.0307 | |||||
| US38145GAF72 / Goldman Sachs Group (variable) Bond | 1.92 | 0.05 | 0.3542 | -0.0207 | |||||
| US21H0506152 / Ginnie Mae | 1.90 | 0.3509 | 0.3509 | ||||||
| US251526BS76 / DEUTSCHE BANK NY SR UNSECURED 02/23 VAR | 1.86 | 1.75 | 0.3446 | -0.0139 | |||||
| US88522XAE13 / Thornburg Mortgage Securities Trust, Series 2007-3, Class 3A1 | 1.85 | -7.49 | 0.3425 | -0.0495 | |||||
| US66988YAD40 / NOVASTAR HOME EQUITY LOAN NHEL 2006 5 A2C | 1.75 | -1.35 | 0.3244 | -0.0238 | |||||
| US93364BAA89 / WaMu Mortgage Pass-Through Certificates Trust, Series 2007-OA5, Class 1A | 1.75 | -7.12 | 0.3234 | -0.0450 | |||||
| IRS USD 2.50000 12/15/21-2Y CME / DIR (000000000) | 1.70 | -34,160.00 | 0.3150 | 0.3150 | |||||
| US76112BR368 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 NC1 AII | 1.70 | -1.85 | 0.3143 | -0.0245 | |||||
| XS1968576568 / TOWD POINT MORTGAGE FUNDING TPMF 2019 GR4A A1 144A | 1.66 | 1.84 | 0.3066 | -0.0122 | |||||
| US20030NCS80 / Comcast Corp | 1.61 | 0.19 | 0.2985 | -0.0169 | |||||
| US912810RF75 / United States Treasury Inflation Indexed Bonds | 1.56 | -1.45 | 0.2892 | -0.0213 | |||||
| US912828UH11 / United States Treasury Inflation Indexed Bonds | 1.56 | 1.04 | 0.2887 | -0.0136 | |||||
| US912810RR14 / United States Treasury Inflation Indexed Bonds | 1.55 | -1.15 | 0.2874 | -0.0204 | |||||
| US251526BX61 / Deutsche Bank AG/New York NY | 1.54 | 1.31 | 0.2853 | -0.0126 | |||||
| US40538FAQ63 / HALCYON LOAN ADVISORS FUNDING HLA 2014 3A AR 144A | 1.52 | -22.81 | 0.2818 | -0.1044 | |||||
| US00206RGD89 / AT&T, Inc. | 1.43 | -0.07 | 0.2636 | -0.0157 | |||||
| US172967MA69 / Citigroup Inc | 1.42 | 0.50 | 0.2621 | -0.0140 | |||||
| US06738EBC84 / Barclays PLC | 1.42 | 1.65 | 0.2620 | -0.0108 | |||||
| US75625AAD63 / SL Green Realty Corp | 1.37 | 0.07 | 0.2534 | -0.0146 | |||||
| US16117LBX64 / Charter Communications Operating LLC | 1.36 | 0.2518 | 0.2518 | ||||||
| XS1998799792 / BARCLAYS PLC JR SUBORDINA VAR | 1.35 | 107.06 | 0.2497 | 0.1219 | |||||
| US912828TE09 / United States Treasury Inflation Indexed Bonds | 1.35 | 0.2494 | 0.2494 | ||||||
| US404280BG30 / HSBC HOLDINGS PLC SR UNSECURED 01/22 VAR | 1.33 | 0.15 | 0.2453 | -0.0141 | |||||
| US46647PAT30 / JPMorgan Chase & Co | 1.31 | 0.08 | 0.2414 | -0.0139 | |||||
| US54251MAA27 / Long Beach Mortgage Loan Trust, Series 2006-4, Class 1A | 1.30 | 2.13 | 0.2400 | -0.0086 | |||||
| US36183XL654 / Ginnie Mae I Pool | 1.26 | -5.13 | 0.2328 | -0.0268 | |||||
| US040114GK09 / Argentine Republic Government International Bond | 1.23 | 22.33 | 0.2270 | 0.0306 | |||||
| 5727 / Sands China Ltd. - Corporate Bond/Note | 1.21 | 0.00 | 0.2238 | -0.0131 | |||||
| US040104PT27 / ARGENT SECURITIES INC. ARSI 2005 W4 A2D | 1.20 | -2.60 | 0.2215 | -0.0191 | |||||
| US36258AAA88 / GLS Auto Receivables Issuer Trust 2019-3 | 1.16 | -13.73 | 0.2149 | -0.0488 | |||||
| US54251TAD19 / Long Beach Mortgage Loan Trust 2006-7 | 1.15 | -2.30 | 0.2126 | -0.0178 | |||||
| US55275BAE74 / Mastr Asset Backed Securities Trust 2006-NC2 | 1.12 | -2.27 | 0.2072 | -0.0173 | |||||
| US74930PAL85 / RBSSP Resecuritization Trust 2011-4 | 1.11 | -3.05 | 0.2061 | -0.0190 | |||||
| US904678AG48 / UNICREDIT SPA SR UNSECURED 144A 12/23 7.83 | 1.11 | -0.54 | 0.2050 | -0.0132 | |||||
| US17312WAA45 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 SHL1 A 144A | 1.06 | -2.48 | 0.1963 | -0.0167 | |||||
| US06738EBE41 / Barclays PLC | 1.04 | 0.48 | 0.1932 | -0.0103 | |||||
| US45660LGD55 / IndyMac INDX Mortgage Loan Trust 2005-AR6 | 1.01 | -3.71 | 0.1875 | -0.0185 | |||||
| US46647PAW68 / Jpmorgan Chase (variable) Bond | 1.01 | 0.40 | 0.1865 | -0.0100 | |||||
| US853254BR03 / STANDARD CHARTERED PLC SR UNSECURED 144A 09/22 VAR | 1.01 | 0.30 | 0.1865 | -0.0104 | |||||
| US34540RAC07 / Ford Motor Credit Co LLC | 1.00 | 0.10 | 0.1852 | -0.0106 | |||||
| US912828P469 / United States Treasury Note/Bond | 0.99 | -1.00 | 0.1832 | -0.0127 | |||||
| US12667G6K42 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 45 2A1 | 0.98 | -3.62 | 0.1821 | -0.0178 | |||||
| US75406AAD19 / RASC Trust, Series 2006-EMX2, Class M1 | 0.97 | 0.10 | 0.1792 | -0.0102 | |||||
| US912810RY64 / United States Treas Bds Bond | 0.96 | -5.40 | 0.1783 | -0.0213 | |||||
| 317U280S2 IRO USD 5Y C 2.05000 MAR21 2.05 CALL / DIR (000000000) | 0.95 | -19,060.00 | 0.1754 | 0.1754 | |||||
| US12670FAA84 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 9 1A | 0.95 | -0.63 | 0.1751 | -0.0113 | |||||
| XS1998905654 / KKR GRP FIN CO V LLC COMPANY GUAR 144A 05/29 1.625 | 0.94 | 1.19 | 0.1732 | -0.0079 | |||||
| US05533XAA00 / BCAP LLC 2011-RR4-I Trust | 0.93 | -5.95 | 0.1725 | -0.0216 | |||||
| US9128282R06 / United States Treasury Note/Bond | 0.92 | -1.81 | 0.1710 | -0.0132 | |||||
| US80283LAX10 / Santander UK PLC | 0.92 | 0.66 | 0.1702 | -0.0088 | |||||
| US73316NAB10 / POPULAR ABS MORTGAGE PASS THRO POPLR 2007 A A2 | 0.92 | -8.32 | 0.1694 | -0.0260 | |||||
| US17310VAC46 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 HE3 A2C | 0.91 | -2.78 | 0.1683 | -0.0149 | |||||
| US53944YAG89 / LLOYDS BANKING GROUP PLC SR UNSECURED 06/21 VAR | 0.91 | 0.33 | 0.1674 | -0.0092 | |||||
| US12668ATB16 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J12 2A4 | 0.90 | -2.59 | 0.1673 | -0.0145 | |||||
| US933631AA15 / WAMU ASSET-BACKED CERTIFICATES WAMU SERIES 2007-HE1 TRUST | 0.89 | -2.74 | 0.1640 | -0.0144 | |||||
| US813765AC80 / SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A3 | 0.84 | -2.78 | 0.1553 | -0.0137 | |||||
| US63861VAA52 / Nationwide Building Society | 0.83 | 0.85 | 0.1532 | -0.0077 | |||||
| US404280AV16 / HSBC Holdings PLC | 0.81 | 0.00 | 0.1503 | -0.0087 | |||||
| US674599CU76 / Occidental Petroleum Corp | 0.81 | 0.12 | 0.1491 | -0.0086 | |||||
| CDX IG33 5Y ICE / DCR (000000000) | 0.80 | -16,080.00 | 0.1478 | 0.1478 | |||||
| US80007RAE53 / Sands China Ltd | 0.79 | 0.13 | 0.1463 | -0.0084 | |||||
| US LONG BOND(CBT) MAR20 XCBT 20200320 / DIR (000000000) | 0.76 | -15,320.00 | 0.1408 | 0.1408 | |||||
| US46625HHA14 / Jpmorgan 7.9 Perp/call 4/18 - Bond | 0.75 | 0.76 | -31.56 | 0.1402 | -0.0765 | ||||
| US80281LAJ44 / Santander UK Group Holdings PLC | 0.76 | 0.67 | 0.1398 | -0.0071 | |||||
| US817176AL42 / Seneca Park CLO Ltd 2014-1 | 0.75 | -38.18 | 0.1393 | -0.0992 | |||||
| US63861VAC19 / Nationwide Building Society | 0.74 | 0.95 | 0.1373 | -0.0067 | |||||
| US780097BH35 / ROYAL BK SCOTLND GRP PLC SR UNSECURED 06/24 VAR | 0.71 | 1.28 | 0.1315 | -0.0059 | |||||
| US12668NAA54 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 2 1A | 0.71 | -6.46 | 0.1313 | -0.0171 | |||||
| US233851DV31 / Daimler Finance North America LLC | 0.71 | 0.28 | 0.1305 | -0.0073 | |||||
| US84751PFW41 / SPECIALTY UNDERWRITING + RESID SURF 2005 BC2 M3 | 0.70 | -7.12 | 0.1302 | -0.0183 | |||||
| US762315NR66 / RHODE ISLAND ST STUDENT LOAN A RISSTD 10/28 FLOATING VAR | 0.70 | -6.77 | 0.1299 | -0.0175 | |||||
| US126694VP00 / COUNTRYWIDE HOME LOANS CWHL 2005 HY10 4A1 | 0.66 | -10.37 | 0.1217 | -0.0219 | |||||
| 317U293S7 IRO USD 5Y C 1.80000 MAR21 1.8 CALL / DIR (000000000) | 0.65 | -13,060.00 | 0.1199 | 0.1199 | |||||
| XS1791937441 / SAUDI INTERNATIONAL BOND SR UNSECURED REGS 04/25 4 | 0.65 | 0.1198 | 0.1198 | ||||||
| US12667LAA08 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 21 1A | 0.64 | -3.34 | 0.1179 | -0.0112 | |||||
| US161175BB96 / Charter Communications Operating LLC / Charter Communications Operating Capital | 0.63 | -0.16 | 0.1166 | -0.0071 | |||||
| US225433AH43 / Credit Suisse Group Funding Guernsey Ltd | 0.62 | 0.16 | 0.1155 | -0.0066 | |||||
| US126697AE13 / CWABS Asset-Backed Certificates Trust, Series 2007-12, Class 2A3 | 0.62 | -6.73 | 0.1155 | -0.0156 | |||||
| US172967KY63 / Citigroup Inc | 0.62 | 0.48 | 0.1151 | -0.0062 | |||||
| IRS USD 1.62500 01/06/20-10Y CME / DIR (000000000) | 0.61 | -12,340.00 | 0.1132 | 0.1132 | |||||
| US95000U2B83 / Wells Fargo & Co | 0.61 | 0.33 | 0.1126 | -0.0062 | |||||
| FFHCN / FAIRFAX FINL HLDGS LTD SR UNSECURED 144A 03/28 2.75 | 0.61 | 1.00 | 0.1123 | -0.0053 | |||||
| US53947BAE02 / LLOYDS BANK CORPORATE | 0.60 | 0.00 | 0.1112 | -0.0065 | |||||
| US404280BQ12 / HSBC Holdings PLC | 0.60 | 0.00 | 0.1111 | -0.0065 | |||||
| US040114HQ69 / Argentine Republic Government International Bond | 0.57 | 15.71 | 0.1049 | 0.0089 | |||||
| US539439AT62 / Lloyds Banking Group PLC | 0.56 | 1.64 | 0.1036 | -0.0042 | |||||
| US06738EBG98 / Barclays PLC | 0.56 | 5.08 | 0.1035 | -0.0006 | |||||
| US07400NAA81 / BEAR STEARNS MORTGAGE FUNDING TRUST 2007-AR5 BSMF 2007-AR5 1A1A | 0.54 | -1.63 | 0.1005 | -0.0077 | |||||
| US054561AJ49 / AXA EQUITABLE HOLDINGS I SR UNSECURED 04/28 4.35 | 0.54 | 1.69 | 0.1004 | -0.0040 | |||||
| US539439AS89 / Lloyds Banking Group PLC | 0.53 | 0.95 | 0.0980 | -0.0049 | |||||
| US ULTRA BOND CBT MAR20 XCBT 20200320 / DIR (000000000) | 0.52 | -10,540.00 | 0.0967 | 0.0967 | |||||
| US912828WJ58 / United States Treasury Note/Bond | 0.52 | -0.58 | 0.0956 | -0.0063 | |||||
| US17318UAK07 / Citigroup Commercial Mortgage Trust 2012-GC8 | 0.51 | -11.25 | 0.0949 | -0.0184 | |||||
| US780099CJ48 / Royal Bank of Scotland Group Plc Bond | 0.51 | 0.00 | 0.0947 | -0.0055 | |||||
| US76112BAM28 / RAMP Series 2004-RS8 Trust | 0.51 | -12.71 | 0.0941 | -0.0200 | |||||
| 317U245T4 IRO USD 3Y C 1.0230 AUG21 1.023 CALL / DIR (000000000) | 0.51 | -10,240.00 | 0.0939 | 0.0939 | |||||
| US17312EAA47 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC3 A1 144A | 0.48 | -2.24 | 0.0886 | -0.0073 | |||||
| US345838AE68 / Forest Laboratories Inc. | 0.48 | 0.00 | 0.0885 | -0.0051 | |||||
| XS1989380503 / NETFLIX INC SR UNSECURED 144A 11/29 3.875 | 0.48 | 2.81 | 0.0881 | -0.0027 | |||||
| US65536QAD07 / NOMURA HOME EQUITY LOAN INC NHELI 2006 HE3 2A3 | 0.47 | -5.49 | 0.0860 | -0.0103 | |||||
| XS1171914515 / COOPERATIEVE RABOBANK UA JR SUBORDINA REGS 01/49 VAR | 0.46 | 2.23 | 0.0851 | -0.0030 | |||||
| RABOBK / Coöperatieve Rabobank U.A. - Corporate Bond/Note | 0.46 | 1.34 | 0.0842 | -0.0039 | |||||
| US780097BG51 / NatWest Group PLC | 0.45 | 2.73 | 0.0836 | -0.0026 | |||||
| US70069FBS56 / Park Place Securities, Inc. | 0.44 | -5.33 | 0.0823 | -0.0096 | |||||
| CDX IG32 5Y ICE / DCR (000000000) | 0.44 | -8,920.00 | 0.0816 | 0.0816 | |||||
| IRS USD 1.50000 12/18/19-5Y CME / DIR (000000000) | 0.43 | -8,620.00 | 0.0789 | 0.0789 | |||||
| US780097BJ90 / Royal Bank of Scotland Group PLC | 0.42 | 0.95 | 0.0786 | -0.0038 | |||||
| US05530QAK67 / BAT International Finance PLC | 0.42 | 1.68 | 0.0782 | -0.0033 | |||||
| US45660NW682 / RESIDENTIAL ASSET SECURITIZATI RAST 2004 R2 A3 | 0.42 | -6.86 | 0.0780 | -0.0106 | |||||
| XS1791939736 / Saudi Government International Bond | 0.42 | 0.0775 | 0.0775 | ||||||
| US67105VAS34 / OHA CREDIT PARTNERS LTD OAKC 2013 9A A1R 144A | 0.40 | -58.25 | 0.0741 | -0.1135 | |||||
| US31396V4Q81 / Fannie Mae REMICS | 0.40 | -11.78 | 0.0736 | -0.0146 | |||||
| US31418DHK19 / Fannie Mae Pool | 0.40 | 0.0731 | 0.0731 | ||||||
| AU3CB0196707 / KOMMUNALBANKEN | 0.38 | 2.99 | 0.0701 | -0.0020 | |||||
| US61744CCW47 / Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-HE2, Class M2 | 0.38 | 1.62 | 0.0699 | -0.0029 | |||||
| US36186SMU95 / GNMA POOL AN8471 GN 06/45 FIXED 3.5 | 0.36 | -6.67 | 0.0675 | -0.0090 | |||||
| US41162NAC11 / HARBORVIEW MORTGAGE LOAN TRUST 2006-14 SER 2006-14 CL 2A1A V/R REGD 1.88325000 | 0.36 | -3.70 | 0.0674 | -0.0067 | |||||
| US46513YJJ82 / STATE OF ISRAEL SR UNSECURED 01/48 4.125 | 0.35 | -1.42 | 0.0644 | -0.0047 | |||||
| US59020UVJ14 / Merrill Lynch Mortgage Investors Trust, Series 2005-1, Class 2A2 | 0.35 | -3.60 | 0.0644 | -0.0064 | |||||
| ARGPOM / REPUBLIC OF ARGENTINA BONDS 06/20 VAR | 0.35 | 8.15 | 0.0639 | 0.0014 | |||||
| US07389YAB74 / BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE2 2A2 | 0.34 | -4.20 | 0.0634 | -0.0065 | |||||
| US81375HAC34 / SECURITIZED ASSET BACKED RECEI SABR 2006 NC1 A3 | 0.34 | -3.67 | 0.0632 | -0.0062 | |||||
| US912810SD19 / United States Treas Bds Bond | 0.34 | -5.60 | 0.0624 | -0.0075 | |||||
| US06739FFU03 / Barclays Bank PLC | 0.33 | -0.60 | 0.0617 | -0.0040 | |||||
| US74924TAC80 / RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX7 A3 | 0.31 | -9.30 | 0.0579 | -0.0096 | |||||
| US53944YAK91 / Lloyds Banking Group PLC | 0.30 | 0.66 | 0.0562 | -0.0028 | |||||
| US23243HAA95 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 24 1A | 0.28 | -0.36 | 0.0510 | -0.0032 | |||||
| US12644VAB45 / CSN Resources SA | 0.27 | 2.30 | 0.0494 | -0.0018 | |||||
| US76110W5H56 / RESIDENTIAL ASSET SECURITIES C RASC 2005 AHL2 M1 | 0.27 | -5.34 | 0.0493 | -0.0058 | |||||
| US61750SAA06 / MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A1 | 0.26 | -4.07 | 0.0481 | -0.0049 | |||||
| IRS CAD 2.75000 12/18/18-30Y LCH / DIR (000000000) | 0.25 | -5,000.00 | 0.0454 | 0.0454 | |||||
| US 5YR NOTE (CBT) MAR20 XCBT 20200331 / DIR (000000000) | 0.24 | -4,940.00 | 0.0449 | 0.0449 | |||||
| US167486VV81 / CHICAGO IL | 0.24 | 0.42 | 0.0443 | -0.0024 | |||||
| XS1002801758 / BARCLAYS PLC JR SUBORDINA 12/49 VAR | 0.24 | 2.58 | 0.0443 | 0.0443 | |||||
| INF SWAP EM NI 1.946 03/15/18-30Y LCH / DIR (000000000) | 0.24 | -4,840.00 | 0.0439 | 0.0439 | |||||
| 317U226T7 IRO USD 3Y C 1.0360 JUL21 1.036 CALL / DIR (000000000) | 0.23 | -4,720.00 | 0.0428 | 0.0428 | |||||
| RALVEIIT TRS EQUITY 1ML+57 MEI / DE (000000000) | 0.23 | -4,700.00 | 0.0427 | 0.0427 | |||||
| US912810RA88 / United States Treasury Inflation Indexed Bonds | 0.23 | -1.31 | 0.0419 | -0.0030 | |||||
| US539439AU36 / Lloyds Banking Group PLC | 0.22 | 5.16 | 0.0415 | -0.0003 | |||||
| US59024NAC11 / MERRILL LYNCH MORTGAGE BACKED MLMBS 2007 1 2A1 | 0.22 | -3.90 | 0.0411 | -0.0041 | |||||
| INF SWAP GB NI 3.49 09/15/18-10Y LCH / DIR (000000000) | 0.22 | -4,460.00 | 0.0404 | 0.0404 | |||||
| US80386WAA36 / Sasol Financing USA LLC | 0.22 | 0.00 | 0.0400 | -0.0023 | |||||
| US3140QANA48 / FNCL UMBS 4.0 CA3084 02-01-49 | 0.21 | 0.0385 | 0.0385 | ||||||
| INF SWAP GB NI 3.595 11/15/18-10Y LCH / DIR (000000000) | 0.21 | -4,240.00 | 0.0385 | 0.0385 | |||||
| US57643LJY39 / MASTR ASSET BACKED SECURITIES MABS 2005 WF1 M3 | 0.21 | -24.07 | 0.0380 | -0.0150 | |||||
| US07386HZE43 / Bear Stearns ALT-A Trust 2005-10 | 0.21 | -6.82 | 0.0380 | -0.0051 | |||||
| US45262BAA17 / Imperial Brands Finance PLC | 0.20 | 1.00 | 0.0374 | -0.0019 | |||||
| US404280BR94 / HSBC Holdings PLC | 0.20 | 0.50 | 0.0373 | -0.0020 | |||||
| US45262BAB99 / IMPERIAL BRANDS FIN PLC REGD 144A P/P 3.50000000 | 0.20 | 0.50 | 0.0372 | -0.0020 | |||||
| US02660LAA89 / American Home Mortgage Assets Trust | 0.17 | -6.18 | 0.0309 | -0.0041 | |||||
| US32027NXD82 / ASSET BACKED SECURITY | 0.17 | -9.84 | 0.0306 | -0.0053 | |||||
| BOUGHT RUB/SOLD USD / DFE (000000000) | 0.15 | -3,140.00 | 0.0282 | 0.0282 | |||||
| US83612HAC25 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 3 A3 | 0.15 | -8.70 | 0.0273 | -0.0044 | |||||
| BOUGHT BRL/SOLD USD / DFE (000000000) | 0.15 | -3,000.00 | 0.0268 | 0.0268 | |||||
| US05530NAA54 / BCAP LLC Trust 2007-AA2 | 0.14 | -5.33 | 0.0263 | -0.0032 | |||||
| US94983PAF53 / Wells Fargo Mortgage Backed Securities 2006-AR4 Trust | 0.14 | -11.76 | 0.0251 | -0.0050 | |||||
| US36242DKL63 / GSAMP TRUST GSAMP 2004 WF M2 | 0.13 | -5.00 | 0.0247 | -0.0027 | |||||
| BOUGHT COP/SOLD USD / DFE (000000000) | 0.13 | -2,720.00 | 0.0242 | 0.0242 | |||||
| PETBRA / Petrobras Global Finance BV | 0.12 | 2.50 | 0.0228 | -0.0007 | |||||
| US43739EBS54 / HomeBanc Mortgage Trust 2005-4 | 0.12 | -9.56 | 0.0228 | -0.0039 | |||||
| US41161PMZ35 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 4 4A | 0.12 | -38.17 | 0.0214 | -0.0151 | |||||
| US780099CK11 / Royal Bank of Scotland Group Plc Bond | 0.12 | 4.55 | 0.0213 | -0.0003 | |||||
| BOUGHT AUD/SOLD USD / DFE (000000000) | 0.11 | -2,300.00 | 0.0205 | 0.0205 | |||||
| US167486D225 / CHICAGO IL | 0.11 | -1.85 | 0.0197 | -0.0015 | |||||
| US07384MC267 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 9 2A3 | 0.11 | -14.63 | 0.0196 | -0.0047 | |||||
| US83612NAC92 / Soundview Home Loan Trust 2007-WMC1 | 0.11 | -0.94 | 0.0195 | -0.0014 | |||||
| US05526DAZ87 / BAT Capital Corp | 0.10 | 0.99 | 0.0189 | -0.0009 | |||||
| US00287YAL39 / Abbvie Inc. Bond | 0.10 | 0.99 | 0.0189 | -0.0011 | |||||
| US912828X703 / United States Treasury Note/Bond | 0.10 | 0.00 | 0.0187 | -0.0012 | |||||
| BOUGHT CAD/SOLD USD / DFE (000000000) | 0.08 | -1,780.00 | 0.0156 | 0.0156 | |||||
| IRS CAD 2.75000 12/18/18-30Y CME / DIR (000000000) | 0.08 | -1,720.00 | 0.0151 | 0.0151 | |||||
| US92922FD213 / WAMU_05-AR2 | 0.08 | -10.00 | 0.0151 | -0.0027 | |||||
| US126671Z746 / COUNTRYWIDE ASSET BACKED CERTI CWL 2004 1 M6 | 0.08 | 0.00 | 0.0148 | -0.0008 | |||||
| BOUGHT INR/SOLD USD / DFE (000000000) | 0.08 | -1,640.00 | 0.0143 | 0.0143 | |||||
| BOUGHT MXN/SOLD USD / DFE (000000000) | 0.07 | -1,540.00 | 0.0134 | 0.0134 | |||||
| US86360KAA60 / Structured Asset Mortgage Investments II Trust 2006-AR3 | 0.07 | -5.33 | 0.0132 | -0.0015 | |||||
| INF SWAP GB NI 3.5925 11/15/18-10Y LCH / DIR (000000000) | 0.07 | -1,400.00 | 0.0121 | 0.0121 | |||||
| INF SWAP EM NI R 0.9925 03/30/15-5Y GLM / DIR (000000000) | 0.06 | -1,380.00 | 0.0120 | 0.0120 | |||||
| BOUGHT IDR/SOLD USD / DFE (000000000) | 0.06 | -1,320.00 | 0.0114 | 0.0114 | |||||
| US3138XTCA11 / FNMA POOL AW3664 FN 04/29 FIXED 3.5 | 0.06 | -4.69 | 0.0114 | -0.0012 | |||||
| US585525EN47 / MRFC Mortgage Pass-Through Trust Series 2000-TBC3 | 0.06 | -10.77 | 0.0108 | -0.0020 | |||||
| INF SWAP GB NI 3.603 11/15/18-10Y LCH / DIR (000000000) | 0.05 | -1,160.00 | 0.0099 | 0.0099 | |||||
| BOUGHT KRW/SOLD USD / DFE (000000000) | 0.05 | -1,100.00 | 0.0093 | 0.0093 | |||||
| US863579PM41 / Structured Adjustable Rate Mortgage Loan Trust | 0.04 | -6.38 | 0.0083 | -0.0010 | |||||
| US912828V491 / United States Treasury Inflation Indexed Bonds | 0.04 | 0.00 | 0.0080 | -0.0004 | |||||
| US61750MAB19 / MORGAN STANLEY CAPITAL INC MSAC 2006 HE7 A2FP | 0.04 | -2.33 | 0.0078 | -0.0008 | |||||
| BOUGHT MXN/SOLD USD / DFE (000000000) | 0.04 | -920.00 | 0.0077 | 0.0077 | |||||
| US17307GW795 / Citigroup Mortgage Loan Trust 2005-11 | 0.03 | -6.25 | 0.0056 | -0.0008 | |||||
| BOUGHT BRL/SOLD USD / DFE (000000000) | 0.03 | -620.00 | 0.0049 | 0.0049 | |||||
| US23332UBF03 / DSLA Mortgage Loan Trust 2004-AR3 | 0.02 | -4.35 | 0.0042 | -0.0004 | |||||
| US74160MDL37 / Prime Mortgage Trust 2004-CL1 | 0.02 | -4.55 | 0.0040 | -0.0005 | |||||
| BOUGHT KRW/SOLD USD / DFE (000000000) | 0.02 | -480.00 | 0.0037 | 0.0037 | |||||
| RALVEIIT TRS EQUITY 1ML+65 SOG / DE (000000000) | 0.02 | -480.00 | 0.0037 | 0.0037 | |||||
| RALVEIIT TRS EQUITY 1ML+42 MEI / DE (000000000) | 0.02 | -480.00 | 0.0036 | 0.0036 | |||||
| US 2YR NOTE (CBT) MAR20 XCBT 20200331 / DIR (000000000) | 0.02 | -460.00 | 0.0034 | 0.0034 | |||||
| ARGB0N / REPUBLIC OF ARGENTINA BONDS 04/22 VAR | 0.02 | -15.00 | 0.0032 | -0.0008 | |||||
| US 10YR NOTE (CBT)MAR20 XCBT 20200320 / DIR (000000000) | 0.02 | -400.00 | 0.0028 | 0.0028 | |||||
| BOUGHT ZAR/SOLD USD / DFE (000000000) | 0.01 | -300.00 | 0.0020 | 0.0020 | |||||
| ARARGE5207W0 / ARGENT LETRAS DEL TESORO BILLS 05/20 0.00000 | 0.01 | 11.11 | 0.0020 | 0.0002 | |||||
| BOUGHT EUR/SOLD USD / DFE (000000000) | 0.01 | -240.00 | 0.0013 | 0.0013 | |||||
| UNICREDIT SPA SUB SE BP HUS / DCR (000000000) | 0.01 | -220.00 | 0.0012 | 0.0012 | |||||
| UNICREDIT SPA SUB SE BP BPS / DCR (000000000) | 0.01 | -220.00 | 0.0012 | 0.0012 | |||||
| BOUGHT CNY/SOLD USD / DFE (000000000) | 0.00 | -120.00 | 0.0003 | 0.0003 | |||||
| SOLD JPY/BOUGHT USD / DFE (000000000) | 0.00 | -120.00 | 0.0003 | 0.0003 | |||||
| UNICREDIT SPA SUB SE BP CBK / DCR (000000000) | 0.00 | -120.00 | 0.0002 | 0.0002 | |||||
| INF SWAP US IT 1.669 06/19/19-5Y LCH / DIR (000000000) | 0.00 | -100.00 | 0.0002 | 0.0002 | |||||
| 317U012Q1 IRO USD 30Y P 3.3700 MAR20 3.37 PUT / DIR (000000000) | 0.00 | -100.00 | 0.0001 | 0.0001 | |||||
| 3175SF830 CDX.O P 1.00 IG33 5Y JAN20 1 PUT / DCR (000000000) | -0.00 | -100.00 | -0.0000 | -0.0000 | |||||
| 3175SF780 CDX.O P 0.90 IG33 5Y JAN20 0.9 PUT / DCR (000000000) | -0.00 | -100.00 | -0.0000 | -0.0000 | |||||
| 3175FL906 CDX.O P 0.90 IG33 JAN20 0.9 PUT / DCR (000000000) | -0.00 | -100.00 | -0.0000 | -0.0000 | |||||
| 3175JD553 CDX.O P 0.90 IG33 JAN20 0.9 PUT / DCR (000000000) | -0.00 | -100.00 | -0.0000 | -0.0000 | |||||
| 3174589M1 ITRAXX.O P 0.90 EU32 FEB20 0.9 PUT / DCR (000000000) | -0.00 | -100.00 | -0.0000 | -0.0000 | |||||
| SOLD EUR/BOUGHT USD / DFE (000000000) | -0.00 | -100.00 | -0.0000 | -0.0000 | |||||
| 3174589Y5 ITRAXX.O P 0.90 EU32 FEB20 0.9 PUT / DCR (000000000) | -0.00 | -100.00 | -0.0000 | -0.0000 | |||||
| 3174589Z2 ITRAXX.O P 0.80 EU32 FEB20 0.8 PUT / DCR (000000000) | -0.00 | -100.00 | -0.0000 | -0.0000 | |||||
| 317563419 ITRAXX.O P 0.80 EU MAR20 0.8 PUT / DCR (000000000) | -0.00 | -100.00 | -0.0000 | -0.0000 | |||||
| 317545655 ITRAXX.O P 0.80 EU3 MAR20 0.8 PUT / DCR (000000000) | -0.00 | -100.00 | -0.0000 | -0.0000 | |||||
| 317544484 ITRAXX.O P 0.80 EU MAR20 0.8 PUT / DCR (000000000) | -0.00 | -100.00 | -0.0000 | -0.0000 | |||||
| 317544419 ITRAXX.O P 0.80 EU MAR20 0.8 PUT / DCR (000000000) | -0.00 | -100.00 | -0.0000 | -0.0000 | |||||
| HSBC HOLDINGS PLC SUB SE BP JPM / DCR (000000000) | -0.00 | -100.00 | -0.0001 | -0.0001 | |||||
| 317546448 ITRAXX.O C 0.45 EU MAR20 0.45 CALL / DCR (000000000) | -0.00 | -100.00 | -0.0001 | -0.0001 | |||||
| 317546471 ITRAXX.O C 0.45 EU MAR20 0.45 CALL / DCR (000000000) | -0.00 | -100.00 | -0.0001 | -0.0001 | |||||
| 317545648 ITRAXX.O C 0.45 EU3 MAR20 0.45 CALL / DCR (000000000) | -0.00 | -100.00 | -0.0001 | -0.0001 | |||||
| 317546463 ITRAXX.O C 0.45 EU MAR20 0.45 CALL / DCR (000000000) | -0.00 | -100.00 | -0.0001 | -0.0001 | |||||
| 317548AE5 ITRAXX.O C 0.475 EU3 FEB20 0.475 CALL / DCR (000000000) | -0.00 | -100.00 | -0.0001 | -0.0001 | |||||
| 317547875 ITRAXX.O C 0.45 EU32 FEB20 0.45 CALL / DCR (000000000) | -0.00 | -100.00 | -0.0001 | -0.0001 | |||||
| SOLD CNY/BOUGHT USD / DFE (000000000) | -0.00 | -80.00 | -0.0003 | -0.0003 | |||||
| SOLD COP/BOUGHT USD / DFE (000000000) | -0.00 | -80.00 | -0.0004 | -0.0004 | |||||
| SOLD COP/BOUGHT USD / DFE (000000000) | -0.00 | -60.00 | -0.0005 | -0.0005 | |||||
| SOLD INR/BOUGHT USD / DFE (000000000) | -0.01 | 20.00 | -0.0011 | -0.0011 | |||||
| SOLD CAD/BOUGHT USD / DFE (000000000) | -0.01 | 20.00 | -0.0012 | -0.0012 | |||||
| IRS CAD 2.20000 12/18/19-30Y LCH / DIR (000000000) | -0.01 | 80.00 | -0.0017 | -0.0017 | |||||
| SOLD GBP/BOUGHT USD / DFE (000000000) | -0.01 | 100.00 | -0.0019 | -0.0019 | |||||
| SOLD COP/BOUGHT USD / DFE (000000000) | -0.02 | 360.00 | -0.0044 | -0.0044 | |||||
| SOLD EUR/BOUGHT USD / DFE (000000000) | -0.02 | 380.00 | -0.0045 | -0.0045 | |||||
| SOLD BRL/BOUGHT USD / DFE (000000000) | -0.03 | 400.00 | -0.0048 | -0.0048 | |||||
| LONG GILT FUTURE MAR20 IFLL 20200327 / DIR (000000000) | -0.04 | 640.00 | -0.0070 | -0.0070 | |||||
| SOLD MXN/BOUGHT USD / DFE (000000000) | -0.04 | 740.00 | -0.0079 | -0.0079 | |||||
| SOLD KRW/BOUGHT USD / DFE (000000000) | -0.05 | 800.00 | -0.0083 | -0.0083 | |||||
| IRS USD 2.50000 12/20/17-10Y CME / DIR (000000000) | -0.05 | 880.00 | -0.0091 | -0.0091 | |||||
| IRS USD 1.75000 12/18/19-7Y CME / DIR (000000000) | -0.06 | 1,180.00 | -0.0119 | -0.0119 | |||||
| SOLD CAD/BOUGHT USD / DFE (000000000) | -0.08 | 1,500.00 | -0.0149 | -0.0149 | |||||
| SOLD TWD/BOUGHT USD / DFE (000000000) | -0.08 | 1,580.00 | -0.0155 | -0.0155 | |||||
| INF SWAP EM NI 1.71 03/15/18-15Y LCH / DIR (000000000) | -0.10 | 1,840.00 | -0.0179 | -0.0179 | |||||
| SOLD EUR/BOUGHT USD / DFE (000000000) | -0.16 | 3,020.00 | -0.0289 | -0.0289 | |||||
| IRS USD 2.25000 06/20/18-10Y LCH / DIR (000000000) | -0.16 | 3,080.00 | -0.0296 | -0.0296 | |||||
| IRS USD 2.50000 12/18/19-5Y CME / DIR (000000000) | -0.17 | 3,200.00 | -0.0306 | -0.0306 | |||||
| SOLD CAD/BOUGHT USD / DFE (000000000) | -0.18 | 3,460.00 | -0.0330 | -0.0330 | |||||
| EURO-BUND FUTURE MAR20 XEUR 20200306 / DIR (000000000) | -0.21 | 4,040.00 | -0.0384 | -0.0384 | |||||
| SOLD BRL/BOUGHT USD / DFE (000000000) | -0.21 | 4,060.00 | -0.0386 | -0.0386 | |||||
| IRS USD 2.25000 03/12/20-30Y CME / DIR (000000000) | -0.23 | 4,540.00 | -0.0431 | -0.0431 | |||||
| IRS JPY 0.38000 06/18/18-10Y LCH / DIR (000000000) | -0.25 | 4,820.00 | -0.0457 | -0.0457 | |||||
| IRS USD 2.00000 06/20/18-7Y CME / DIR (000000000) | -0.29 | 5,600.00 | -0.0528 | -0.0528 | |||||
| 317U227T6 IRO USD 10Y C 1.4530 JUL21 1.453 CALL / DIR (000000000) | -0.31 | 6,160.00 | -0.0579 | -0.0579 | |||||
| IRS USD 2.93300 09/28/18-7Y* CME / DIR (000000000) | -0.49 | 9,740.00 | -0.0911 | -0.0911 | |||||
| IRS CAD 1.70000 12/18/19-5Y LCH / DIR (000000000) | -0.66 | 13,000.00 | -0.1212 | -0.1212 | |||||
| 317U246T3 IRO USD 10Y C 1.4944 AUG21 1.4944 CALL / DIR (000000000) | -0.75 | 14,960.00 | -0.1393 | -0.1393 | |||||
| 317U294S6 IRO USD 10Y C 2.0940 MAR21 2.094 CALL / DIR (000000000) | -0.79 | 15,600.00 | -0.1452 | -0.1452 | |||||
| IRS USD 2.92750 09/28/18-7Y* CME / DIR (000000000) | -0.98 | 19,500.00 | -0.1814 | -0.1814 | |||||
| 317U281S1 IRO USD 10Y C 2.3225 MAR21 2.3225 CALL / DIR (000000000) | -1.09 | 21,680.00 | -0.2016 | -0.2016 | |||||
| IRS USD 2.56900 10/23/19-5Y CME / DIR (000000000) | -1.19 | 23,780.00 | -0.2208 | -0.2208 | |||||
| IRS USD 2.75000 12/15/23-3Y CME / DIR (000000000) | -1.58 | 31,580.00 | -0.2930 | -0.2930 | |||||
| US01F0506190 / Fannie Mae or Freddie Mac | -1.92 | -0.3560 | -0.3560 | ||||||
| CA135087D358 / CANADIAN GOVERNMENT BONDS 12/48 2.75 | -4.29 | 14.69 | -0.7926 | -1.5241 |
