Mga Batayang Estadistika
| Nilai Portofolio | $ 254,112,528 |
| Posisi Saat Ini | 820 |
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)
PCFIX - PIMCO RAE PLUS Small Fund Institutional Class telah mengungkapkan total kepemilikan 820 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 254,112,528 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama PCFIX - PIMCO RAE PLUS Small Fund Institutional Class adalah Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , UMBS TBA (US:US01F0406854) , UMBS TBA (US:US01F0506844) , and PIMCO ST FLOATING NAV PORT IV MUTUAL FUND (US:US72202G3801) . Posisi baru PCFIX - PIMCO RAE PLUS Small Fund Institutional Class meliputi: Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , UMBS TBA (US:US01F0406854) , UMBS TBA (US:US01F0506844) , and PIMCO ST FLOATING NAV PORT IV MUTUAL FUND (US:US72202G3801) .
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 |
|---|---|---|---|---|
| 32.60 | 18.1769 | 18.1769 | ||
| 27.35 | 15.2469 | 10.8527 | ||
| 7.02 | 3.9140 | 6.8361 | ||
| 21.99 | 12.2619 | 6.2573 | ||
| 5.30 | 2.9551 | 2.9551 | ||
| 4.00 | 2.2287 | 2.2287 | ||
| 3.28 | 1.8303 | 1.8303 | ||
| 3.20 | 1.7854 | 1.7854 | ||
| 2.72 | 1.5161 | 1.5161 | ||
| 2.55 | 1.4234 | 1.4234 |
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 |
|---|---|---|---|---|
| 6.79 | 3.7835 | -5.2118 | ||
| -6.66 | -3.7141 | -4.8572 | ||
| 6.45 | 3.5987 | -1.8541 | ||
| 0.15 | 0.0821 | -0.8241 | ||
| -1.28 | -0.7141 | -0.7141 | ||
| 1.59 | 0.8849 | -0.2598 | ||
| -0.37 | -0.2054 | -0.2173 | ||
| 0.19 | 0.1039 | -0.1439 | ||
| 0.80 | 0.4464 | -0.1364 | ||
| -0.21 | -0.1198 | -0.1198 |
Pengajuan 13F dan Dana
Formulir ini diajukan pada 2025-08-28 untuk periode pelaporan 2025-06-30. Investor ini belum mengungkapkan sekuritas yang diperhitungkan dalam bentuk saham, sehingga kolom terkait saham dalam tabel di bawah ini dihilangkan. 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 | ΔSaham (%) |
Nilai ($MM) |
Portpolyo (%) |
ΔPortofolio (%) |
|
|---|---|---|---|---|---|---|
| REPO BANK AMERICA REPO / RA (000000000) | 32.60 | 18.1769 | 18.1769 | |||
| US01F0626899 / Uniform Mortgage-Backed Security, TBA | 27.35 | 258.43 | 15.2469 | 10.8527 | ||
| US01F0606834 / Uniform Mortgage-Backed Security, TBA | 21.99 | 110.94 | 12.2619 | 6.2573 | ||
| US01F0406854 / UMBS TBA | 7.02 | -141.12 | 3.9140 | 6.8361 | ||
| US01F0506844 / UMBS TBA | 6.91 | 40.12 | 3.8504 | 1.0117 | ||
| US72202G3801 / PIMCO ST FLOATING NAV PORT IV MUTUAL FUND | 6.79 | -59.31 | 3.7835 | -5.2118 | ||
| US01F0526800 / Uniform Mortgage-Backed Security, TBA | 6.45 | -31.83 | 3.5987 | -1.8541 | ||
| REPO BANK AMERICA REPO / RA (000000000) | 5.30 | 2.9551 | 2.9551 | |||
| TREASURY BILL 07/25 0.00000 / DBT (US912797NX17) | 4.00 | 2.2287 | 2.2287 | |||
| EW / Edwards Lifesciences Corporation | 3.63 | 212.86 | 2.0222 | 1.3542 | ||
| US21H0406734 / Ginnie Mae | 3.28 | 1.8303 | 1.8303 | |||
| US01F0306781 / UMBS TBA | 3.20 | 1.7854 | 1.7854 | |||
| US715638BY77 / REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 | 3.10 | 6.80 | 1.7258 | 0.1619 | ||
| US01F0426811 / UMBS TBA | 3.03 | 28.60 | 1.6901 | 0.3322 | ||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | 2.72 | 1.5161 | 1.5161 | |||
| US21H0506806 / GNMA | 2.55 | 1.4234 | 1.4234 | |||
| US TREASURY N/B 05/44 4.625 / DBT (US912810UB25) | 2.06 | -2.23 | 1.1486 | 0.0117 | ||
| FNMA POOL BM7581 FN 09/31 VARIABLE / ABS-MBS (US3140JCM768) | 1.94 | 0.83 | 1.0796 | 0.0436 | ||
| ERAUSST TRS EQUITY SOFR+35 JPM / DE (000000000) | 1.61 | 0.8956 | 0.8956 | |||
| RFR USD SOFR/1.75000 06/15/22-10Y CME / DIR (EZQ6DKJXZ1C9) | 1.59 | -25.18 | 0.8849 | -0.2598 | ||
| FNMA POOL DC9749 FN 01/55 FIXED 5.5 / ABS-MBS (US3140AXZP55) | 1.35 | 0.37 | 0.7514 | 0.0272 | ||
| ALBACORE EURO CLO ALBAC 4A AR 144A / ABS-CBDO (XS2861758642) | 1.18 | 9.17 | 0.6577 | 0.0747 | ||
| US21H0426799 / Ginnie Mae | 1.16 | 0.6459 | 0.6459 | |||
| US93363RAA41 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 1A | 1.13 | -3.59 | 0.6289 | -0.0020 | ||
| ICG US CLO LTD ICG 2021 3A AR 144A / ABS-CBDO (US449249AS08) | 1.10 | 0.27 | 0.6138 | 0.0216 | ||
| US17311XAB10 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC2 A3B | 1.03 | -0.39 | 0.5748 | 0.0166 | ||
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 2A A2 144A / ABS-O (US379924AC72) | 1.02 | -14.86 | 0.5690 | -0.0776 | ||
| TOYOTA AUTO RECEIVABLES OWNER TAOT 2024 C A3 / ABS-O (US89237QAD25) | 1.01 | 0.10 | 0.5631 | 0.0189 | ||
| FNMA POOL BM7579 FN 10/29 VARIABLE / ABS-MBS (US3140JCM503) | 1.00 | 1.01 | 0.5599 | 0.0236 | ||
| BIRCH GROVE CLO LTD. BGCLO 19A A1RR 144A / ABS-CBDO (US09075JAU34) | 1.00 | 0.40 | 0.5598 | 0.0199 | ||
| GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 4 A3 / ABS-O (US38014AAD37) | 1.00 | 0.20 | 0.5595 | 0.0190 | ||
| ARES CLO LTD ARES 2015 2A AR3 144A / ABS-CBDO (US04015GAX79) | 1.00 | 0.20 | 0.5594 | 0.0191 | ||
| DIAMETER CAPITAL CLO DCLO 2024 6A A1 144A / ABS-CBDO (US25255UAA07) | 1.00 | 0.20 | 0.5593 | 0.0190 | ||
| 37 CAPITAL CLO LTD PUTNM 2022 1A A1R 144A / ABS-CBDO (US88429PAU66) | 1.00 | 0.20 | 0.5582 | 0.0188 | ||
| LCM LTD PARTNERSHIP LCM 31A AR 144A / ABS-CBDO (US50201QAL86) | 1.00 | 0.20 | 0.5580 | 0.0191 | ||
| US05610FAC14 / BX Commercial Mortgage Trust 2022-AHP | 1.00 | 1.01 | 0.5562 | 0.0233 | ||
| USP78024AG45 / Peruvian Government International Bond | 0.99 | 7.63 | 0.5513 | 0.0556 | ||
| US617526AA61 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A1 | 0.97 | -2.21 | 0.5422 | 0.0055 | ||
| FCT / Fincantieri S.p.A. | 0.97 | 9.91 | 0.5382 | 0.0643 | ||
| FNMA POOL CB9627 FN 12/54 FIXED 4.5 / ABS-MBS (US3140QVVV30) | 0.94 | -1.26 | 0.5259 | 0.0106 | ||
| AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2024 3 A / ABS-MBS (US02589BAE02) | 0.91 | 0.33 | 0.5080 | 0.0181 | ||
| NISSAN AUTO LEASE TRUST NALT 2024 B A3 / ABS-O (US65481DAD49) | 0.91 | 0.22 | 0.5074 | 0.0176 | ||
| 01626P148 / Alimentation Couche-Tard Inc | 0.91 | 0.5073 | 0.5073 | |||
| C1CI34 / Crown Castle Inc. - Depositary Receipt (Common Stock) | 0.91 | 0.5057 | 0.5057 | |||
| CVS / CVS Health Corporation - Depositary Receipt (Common Stock) | 0.90 | 0.5009 | 0.5009 | |||
| CDX ITRAXX XOV42 5Y 35-100% SP JPM / DCR (EZ2BLZ4YH9B3) | 0.90 | 0.5004 | 0.5004 | |||
| XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV | 0.90 | 0.5003 | 0.5003 | |||
| TOWD POINT MORTGAGE TRUST TPMT 2024 4 A1A 144A / ABS-MBS (US89183GAA40) | 0.90 | -4.38 | 0.4996 | -0.0060 | ||
| HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (US40412BVN09) | 0.89 | 0.4982 | 0.4982 | |||
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (US48002AU933) | 0.89 | 0.4957 | 0.4957 | |||
| RTX / RTX Corporation - Depositary Receipt (Common Stock) | 0.89 | 0.4953 | 0.4953 | |||
| HOLCIM FIN US LLC 07/25 ZCP / DBT (US43475FUG52) | 0.89 | 0.4952 | 0.4952 | |||
| US83613FAA93 / Soundview Home Loan Trust, Series 2007-OPT5, Class 1A1 | 0.88 | -0.79 | 0.4893 | 0.0124 | ||
| US44328BAD01 / HSI ASSET SECURITIZATION CORPO HASC 2006 HE2 2A2 | 0.87 | -1.58 | 0.4863 | 0.0078 | ||
| US17330VAA44 / CMLTI_22-A | 0.85 | -2.20 | 0.4722 | 0.0051 | ||
| FNMA POOL BS9867 FN 11/30 FIXED 5.3 / ABS-MBS (US3140LL6D83) | 0.84 | 0.72 | 0.4662 | 0.0181 | ||
| ARBOUR CLO ARBR 6A AR 144A / ABS-CBDO (XS2900383915) | 0.82 | 8.71 | 0.4599 | 0.0508 | ||
| HERTZ VEHICLE FINANCING LLC HERTZ 2024 1A A 144A / ABS-O (US42806MCK36) | 0.81 | 0.25 | 0.4534 | 0.0156 | ||
| SYNCHRONY CARD ISSUANCE TRUST SYNIT 2024 A2 A / ABS-MBS (US87166PAN15) | 0.81 | 0.25 | 0.4529 | 0.0155 | ||
| FLAGSHIP CREDIT AUTO TRUST FCAT 2024 1 A2 144A / ABS-O (US33843VAC72) | 0.80 | -25.93 | 0.4464 | -0.1364 | ||
| PCG.PRD / Pacific Gas and Electric Company - Preferred Stock | 0.80 | 0.00 | 0.4461 | 0.0144 | ||
| EXETER AUTOMOBILE RECEIVABLES EART 2024 5A B / ABS-O (US30165BAE39) | 0.80 | 0.13 | 0.4457 | 0.0151 | ||
| US08860DAB91 / BHG Securitization Trust 2022-C | 0.78 | -22.32 | 0.4371 | -0.1071 | ||
| 5831 / Shizuoka Financial Group,Inc. | 0.77 | 0.4269 | 0.4269 | |||
| US61749NAD93 / MORGAN STANLEY CAPITAL INC MSAC 2006 HE5 A2C | 0.76 | -1.04 | 0.4265 | 0.0100 | ||
| FREDDIE MAC FHR 5513 MF / ABS-MBS (US3137HKEX87) | 0.75 | -5.16 | 0.4201 | -0.0085 | ||
| TRALEE CDO LTD TRAL 2019 6A A1RR 144A / ABS-CBDO (US89289EBL74) | 0.73 | -17.20 | 0.4057 | -0.0680 | ||
| CHASE ISSUANCE TRUST CHAIT 2024 A2 A / ABS-MBS (US161571HW79) | 0.71 | 0.85 | 0.3977 | 0.0160 | ||
| US05522RDH84 / BA Credit Card Trust | 0.71 | 0.00 | 0.3946 | 0.0128 | ||
| FNMA POOL BZ2582 FN 12/29 FIXED 4.3 / ABS-MBS (US3140NW2Q77) | 0.71 | 1.00 | 0.3943 | 0.0167 | ||
| US12668AHE82 / Alternative Loan Trust 2005-56 | 0.71 | 1.15 | 0.3941 | 0.0173 | ||
| FREDDIE MAC FHR 5473 FA / ABS-MBS (US3137HHFU01) | 0.70 | -3.96 | 0.3929 | -0.0030 | ||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 8 A 144A / ABS-O (US69544QAA85) | 0.70 | -16.09 | 0.3927 | -0.0603 | ||
| O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) | 0.68 | 0.74 | 0.3800 | 0.0153 | ||
| NISSAN AUTO LEASE TRUST NALT 2024 B A2A / ABS-O (US65481DAB82) | 0.68 | -13.81 | 0.3795 | -0.0461 | ||
| NISSAN AUTO LEASE TRUST NALT 2024 B A2B / ABS-O (US65481DAC65) | 0.68 | -13.63 | 0.3786 | -0.0454 | ||
| FANNIE MAE FNR 2024 77 FM / ABS-MBS (US3136BTRF25) | 0.68 | -13.43 | 0.3780 | -0.0440 | ||
| ZAG000125980 / Republic of South Africa Government Bond | 0.67 | 8.43 | 0.3731 | 0.0398 | ||
| TREASURY BILL 09/25 0.00000 / DBT (US912797PW16) | 0.66 | 0.3699 | 0.3699 | |||
| US41161PLR28 / HARBORVIEW MORTGAGE LOAN TRUST 2005-2 SER 2005-2 CL 2A1A V/R REGD 2.17325000 | 0.66 | -4.79 | 0.3660 | -0.0059 | ||
| FED HM LN PC POOL QJ0947 FR 07/54 FIXED 5.5 / ABS-MBS (US3133CRBQ57) | 0.65 | -0.46 | 0.3606 | 0.0102 | ||
| NORTHWOODS CAPITAL LTD WOODS 2018 14BA AR 144A / ABS-CBDO (US66860CAL72) | 0.64 | -10.24 | 0.3571 | -0.0278 | ||
| US52474JAA43 / Legacy Mortgage Asset Trust 2021-GS1 | 0.64 | -1.09 | 0.3560 | 0.0075 | ||
| ERAUSST TRS EQUITY FEDL01+36 MYI / DE (000000000) | 0.63 | 0.3524 | 0.3524 | |||
| BNSB34 / The Bank of Nova Scotia - Depositary Receipt (Common Stock) | 0.62 | 1.14 | 0.3475 | 0.0149 | ||
| FNMA POOL BS9613 FN 10/28 FIXED 4.77 / ABS-MBS (US3140LLVF52) | 0.61 | 0.33 | 0.3413 | 0.0121 | ||
| PRP ADVISORS, LLC PRPM 2024 NQM3 A1 144A / ABS-MBS (US69381FAA84) | 0.61 | -6.43 | 0.3410 | -0.0118 | ||
| POLAND GOVERNMENT BOND BONDS 07/29 4.75 / DBT (PL0000116760) | 0.61 | 9.53 | 0.3401 | 0.0397 | ||
| CARMAX AUTO OWNER TRUST CARMX 2024 3 A3 / ABS-O (US14319GAD34) | 0.61 | 0.00 | 0.3382 | 0.0111 | ||
| US682685AA05 / OneMain Direct Auto Receivables Trust 2023-1 | 0.61 | -0.17 | 0.3378 | 0.0104 | ||
| EXETER AUTOMOBILE RECEIVABLES EART 2024 5A C / ABS-O (US30165BAF04) | 0.60 | 0.17 | 0.3351 | 0.0115 | ||
| US89621ABT51 / TRILLIUM CREDIT CARD TRUST II SER 2023-3A CL A V/R REGD 144A P/P 6.16523200 | 0.60 | -0.17 | 0.3348 | 0.0105 | ||
| ARES EURO CLO ARESE 14A BR 144A / ABS-CBDO (XS2920478513) | 0.59 | 9.24 | 0.3296 | 0.0375 | ||
| US225458W877 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 8 1A1 | 0.59 | -2.33 | 0.3284 | 0.0032 | ||
| HENLEY FUNDING LTD. HNLY 7A AR / ABS-CBDO (XS2874094274) | 0.59 | 8.69 | 0.3281 | 0.0361 | ||
| ALBACORE EURO CLO ALBAC 1A AR 144A / ABS-CBDO (XS2368816109) | 0.59 | 8.70 | 0.3278 | 0.0362 | ||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | 0.59 | 8.53 | 0.3267 | 0.0355 | ||
| US3622MAAD33 / GSAMP Trust 2007-FM1 | 0.58 | -0.68 | 0.3260 | 0.0085 | ||
| XS2683120211 / Avon Finance No.4 PLC | 0.58 | 0.87 | 0.3236 | 0.0134 | ||
| CBRE SVCS INC / DBT (US12610BUA87) | 0.58 | 0.3230 | 0.3230 | |||
| COL17CT02914 / Colombian TES | 0.56 | 3.52 | 0.3120 | 0.0206 | ||
| TRINITY SQUARE TRINI 2021 1A AR 144A / ABS-MBS (XS2783078087) | 0.55 | 0.73 | 0.3091 | 0.0119 | ||
| US17312TAJ25 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL2 A3B | 0.55 | 0.00 | 0.3062 | 0.0098 | ||
| US25151KAC36 / Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-3, Class 2A1 | 0.54 | -3.60 | 0.2989 | -0.0012 | ||
| US55275RAD44 / MASTR ASSET BACKED SECURITIES MABS 2006 NC3 A4 | 0.54 | -0.74 | 0.2984 | 0.0073 | ||
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A / ABS-MBS (XS2799791848) | 0.53 | -0.56 | 0.2963 | 0.0082 | ||
| CL0002454248 / Bonos de la Tesoreria de la Republica en pesos | 0.53 | 4.97 | 0.2944 | 0.0231 | ||
| CORDATUS CLO PLC CORDA 24A A 144A / ABS-CBDO (XS2511416906) | 0.53 | 4.58 | 0.2931 | 0.0221 | ||
| US75971EAF34 / RENAISSANCE HOME EQUITY LOAN T RAMC 2006 3 AF3 | 0.52 | -1.89 | 0.2890 | 0.0038 | ||
| ARES EURO CLO ARESE 14A AR 144A / ABS-CBDO (XS2920478356) | 0.51 | -13.18 | 0.2867 | -0.0327 | ||
| US61753VAA08 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE4 A1 144A | 0.51 | -1.54 | 0.2850 | 0.0048 | ||
| FNMA POOL BS9669 FN 10/28 FIXED 4.72 / ABS-MBS (US3140LLW723) | 0.51 | 0.39 | 0.2840 | 0.0101 | ||
| GLS AUTO RECEIVABLES TRUST GCAR 2024 3A C 144A / ABS-O (US37989AAJ34) | 0.51 | 0.60 | 0.2819 | 0.0106 | ||
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A3 / ABS-O (US448973AD90) | 0.50 | 0.00 | 0.2814 | 0.0091 | ||
| US939355AB98 / Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OA3 Trust | 0.50 | -2.34 | 0.2794 | 0.0025 | ||
| OZLM LTD OZLM 2014 9A A1A4 144A / ABS-CBDO (US67109KBG85) | 0.50 | -24.32 | 0.2794 | -0.0778 | ||
| JAMESTOWN CLO LTD JTWN 2022 18A AR 144A / ABS-CBDO (US47047RAN61) | 0.50 | 0.00 | 0.2792 | 0.0094 | ||
| MADISON PARK FUNDING LTD MDPK 2021 39A AR 144A / ABS-CBDO (US55821LAJ35) | 0.50 | 0.00 | 0.2792 | 0.0092 | ||
| US87241EAQ89 / TCW CLO 2019-1 AMR Ltd | 0.50 | 0.20 | 0.2792 | 0.0097 | ||
| 37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A / ABS-CBDO (US88430TAQ40) | 0.50 | 0.20 | 0.2791 | 0.0094 | ||
| PIKES PEAK CLO PIPK 2018 2A ARR 144A / ABS-CBDO (US72133JAY38) | 0.50 | 0.20 | 0.2791 | 0.0098 | ||
| PIKES PEAK CLO PIPK 2019 4A ARR 144A / ABS-CBDO (US72132WAN92) | 0.50 | 0.20 | 0.2790 | 0.0098 | ||
| ARES STRATEGIC INCOME FU SR UNSECURED 144A 09/28 5.45 / DBT (US04020EAL11) | 0.50 | 0.2790 | 0.2790 | |||
| SANDSTONE PEAK LTD. SAND 2021 1A A1R 144A / ABS-CBDO (US800130AN66) | 0.50 | 0.00 | 0.2790 | 0.0092 | ||
| US576339DJ15 / MASTER CR CARD TR II 23-2A A SOFR30A+85 01/21/2027 144A | 0.50 | -0.20 | 0.2787 | 0.0085 | ||
| XS0194143532 / SLM Student Loan Trust, Series 2004-5X, Class A6 | 0.50 | 5.30 | 0.2776 | 0.0224 | ||
| FHLMC MULTIFAMILY STRUCTURED P FHMS Q034 APT2 / ABS-MBS (US3137HLY301) | 0.47 | 0.2616 | 0.2616 | |||
| US17311BAB99 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A2B | 0.46 | -1.70 | 0.2584 | 0.0040 | ||
| US251510LD38 / Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2006-AR1 | 0.46 | -1.91 | 0.2571 | 0.0031 | ||
| SBNA AUTO LEASE TRUST SBALT 2024 A A3 144A / ABS-O (US78414SAE46) | 0.46 | -23.63 | 0.2560 | -0.0686 | ||
| US80287DAC11 / SDART 23-6 A3 5.93% 07-17-28/07-15-26 | 0.46 | -9.54 | 0.2538 | -0.0178 | ||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1B 144A / ABS-O (US83207QAB59) | 0.44 | -3.27 | 0.2481 | 0.0005 | ||
| CARMAX AUTO OWNER TRUST CARMX 2024 3 A2A / ABS-O (US14319GAB77) | 0.44 | -26.92 | 0.2438 | -0.0790 | ||
| RFR USD SOFR/3.50000 12/18/24-30Y CME / DIR (EZ4089K4KC85) | 0.43 | 42.19 | 0.2391 | 0.0763 | ||
| US06738ECG89 / Barclays PLC | 0.42 | 1.92 | 0.2368 | 0.0119 | ||
| US04002VAA98 / AREIT Trust, Series 2022-CRE6, Class A | 0.42 | -0.24 | 0.2360 | 0.0071 | ||
| US542514UL68 / LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 3 2A4 | 0.42 | -2.09 | 0.2358 | 0.0031 | ||
| RFR USD SOFR/2.75000 06/21/23-30Y CME / DIR (EZM2L9TGLT92) | 0.42 | 0.72 | 0.2353 | 0.0096 | ||
| E1SE34 / Eversource Energy - Depositary Receipt (Common Stock) | 0.42 | 1.20 | 0.2348 | 0.0103 | ||
| US61753EAC49 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A2C | 0.42 | 0.00 | 0.2325 | 0.0080 | ||
| TSY INFL IX N/B 01/34 1.75 / DBT (US91282CJY84) | 0.41 | 0.24 | 0.2308 | 0.0082 | ||
| FNMA POOL BZ1029 FN 06/29 FIXED 4.93 / ABS-MBS (US3140NVEB95) | 0.41 | 0.24 | 0.2288 | 0.0080 | ||
| US41162DAD12 / HarborView Mortgage Loan Trust 2006-12 | 0.41 | -1.92 | 0.2276 | 0.0032 | ||
| US81375WFJ09 / SECURITIZED ASSET BACKED RECEI SABR 2005 FR4 M2 | 0.41 | -3.33 | 0.2266 | -0.0001 | ||
| JACKSON NATL LIFE GLOBAL JACKSON NATL LIFE GLOBAL / DBT (US46849LUZ20) | 0.40 | 0.00 | 0.2250 | 0.0071 | ||
| US02582JJZ49 / American Express Credit Account Master Trust 2023-1 | 0.40 | 0.00 | 0.2242 | 0.0072 | ||
| ATLAS SENIOR LOAN FUND LTD ATCLO 2019 15A A1R 144A / ABS-CBDO (US04942MAN48) | 0.40 | -12.99 | 0.2242 | -0.0253 | ||
| US05522RDG02 / BA Credit Card Trust | 0.40 | 0.00 | 0.2240 | 0.0072 | ||
| PEP01000C5I0 / BONOS DE TESORERIA | 0.40 | 7.24 | 0.2233 | 0.0217 | ||
| US59024FAE43 / MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3B | 0.40 | -1.49 | 0.2219 | 0.0043 | ||
| OXYD / Occidental Petroleum Corporation - Depositary Receipt (Common Stock) | 0.39 | 0.26 | 0.2190 | 0.0080 | ||
| US69337BAA26 / PHH Alternative Mortgage Trust Series 2007-1 | 0.39 | -0.77 | 0.2158 | 0.0050 | ||
| US40430TAC62 / HSI ASSET SECURITIZATION CORPO HASC 2007 NC1 A3 | 0.38 | -1.54 | 0.2137 | 0.0037 | ||
| CROWN POINT CLO 7, LTD CRNPT 2018 7A AR 144A / ABS-CBDO (US22846MAJ27) | 0.38 | -32.03 | 0.2130 | -0.0904 | ||
| US66988WAD83 / NovaStar Mortgage Funding Trust, Series 2006-3 | 0.38 | 1.87 | 0.2126 | 0.0107 | ||
| US61753EAD22 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A2D | 0.38 | 0.26 | 0.2123 | 0.0074 | ||
| US3623417Z67 / GSR MORTGAGE LOAN TRUST GSR 2006 1F 5A1 | 0.38 | -4.55 | 0.2108 | -0.0029 | ||
| US45661KAD28 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR11 2A1 | 0.38 | -1.06 | 0.2092 | 0.0046 | ||
| FNMA POOL CB9448 FN 11/54 FIXED 4.5 / ABS-MBS (US3140QVQA57) | 0.37 | -1.06 | 0.2090 | 0.0047 | ||
| OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A / ABS-CBDO (US67592CAL00) | 0.35 | -25.37 | 0.1969 | -0.0587 | ||
| US751152AB50 / RALI 2006 QA7 2A1 | 0.35 | -3.63 | 0.1929 | -0.0007 | ||
| US03880XAA46 / Arbor Realty Collateralized Loan Obligation Ltd., Series 2022-FL1, Class A | 0.34 | -11.11 | 0.1922 | -0.0167 | ||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 6 A11 144A / ABS-MBS (US161931AP54) | 0.33 | -15.01 | 0.1865 | -0.0259 | ||
| NORTHWOODS CAPITAL LTD WOODS 2018 12BA AR 144A / ABS-CBDO (US66858CAN74) | 0.33 | -13.70 | 0.1864 | -0.0227 | ||
| FREDDIE MAC FHR 5480 FG / ABS-MBS (US3137HHUD11) | 0.33 | -9.56 | 0.1851 | -0.0128 | ||
| US38380LFE83 / GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H09 FA | 0.32 | -0.62 | 0.1794 | 0.0048 | ||
| MX0SGO0000M6 / Mexican Udibonos | 0.31 | 11.91 | 0.1732 | 0.0236 | ||
| US05377RHL15 / Avis Budget Rental Car Funding AESOP LLC | 0.31 | 0.33 | 0.1720 | 0.0059 | ||
| SCE.PRK / SCE Trust V - Preferred Security | 0.30 | 0.33 | 0.1690 | 0.0061 | ||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A3 144A / ABS-O (US14687RAC51) | 0.30 | -0.33 | 0.1686 | 0.0048 | ||
| US42806MBS70 / Hertz Vehicle Financing III LLC | 0.30 | -0.33 | 0.1682 | 0.0053 | ||
| US81377GAA76 / Securitized Asset Backed Receivables LLC Trust 2006-FR4 | 0.30 | -0.33 | 0.1682 | 0.0049 | ||
| US842400HQ95 / SOUTHERN CAL EDISON REGD SER D 4.70000000 | 0.30 | 0.67 | 0.1679 | 0.0062 | ||
| IRS EUR 2.25000 09/17/25-30Y LCH / DIR (EZV4L1QCFM97) | 0.30 | 50.51 | 0.1666 | 0.0593 | ||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 0.30 | 1.72 | 0.1653 | 0.0079 | ||
| US38141GYA65 / Goldman Sachs Group Inc/The | 0.29 | 1.03 | 0.1637 | 0.0067 | ||
| SAGB / Republic of South Africa Government Bond | 0.29 | 6.27 | 0.1610 | 0.0144 | ||
| XS2318315921 / Asian Infrastructure Investment Bank/The | 0.29 | -1.71 | 0.1608 | 0.0024 | ||
| US007036TD80 / ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 10 2A1 | 0.28 | -1.04 | 0.1589 | 0.0034 | ||
| US75115BAB53 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA5 1A2 | 0.28 | -3.41 | 0.1580 | -0.0004 | ||
| US94985GAH92 / Wells Fargo Alternative Loan 2007-PA3 Trust | 0.28 | -0.71 | 0.1558 | 0.0041 | ||
| US3622MGAB47 / GSAMP TRUST GSAMP 2007 NC1 A2A | 0.28 | 2.95 | 0.1557 | 0.0093 | ||
| US91282CBJ99 / United States Treasury Note/Bond | 0.28 | 1.09 | 0.1552 | 0.0068 | ||
| US3128MMWV14 / Freddie Mac Gold Pool | 0.26 | -5.09 | 0.1458 | -0.0028 | ||
| FED HM LN PC POOL RJ0136 FR 12/53 FIXED 4.5 / ABS-MBS (US3142GQEJ75) | 0.26 | -0.38 | 0.1456 | 0.0041 | ||
| US02146TAG22 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 24CB A7 | 0.26 | -1.89 | 0.1446 | 0.0018 | ||
| US3137A8VQ82 / Freddie Mac REMICS | 0.25 | 1.23 | 0.1378 | 0.0057 | ||
| US45660KAA97 / IndyMac INDX Mortgage Loan Trust 2006-AR39 | 0.25 | -2.39 | 0.1370 | 0.0011 | ||
| ZAG000077470 / Republic of South Africa Government Bond | 0.24 | 7.49 | 0.1362 | 0.0134 | ||
| US126670KK30 / Countrywide Asset-Backed Certificates, Series 2005-AB4, Class 2A1 | 0.24 | -0.82 | 0.1357 | 0.0032 | ||
| US76089RAA23 / Research-Driven Pagaya Motor Asset Trust 2023-3 | 0.24 | -16.96 | 0.1313 | -0.0214 | ||
| US715638BE14 / Peruvian Government International Bond | 0.22 | -15.33 | 0.1232 | -0.0181 | ||
| CDX ITRAXX XOV42 5Y 35-100% SP BOA / DCR (EZ2BLZ4YH9B3) | 0.21 | 0.1191 | 0.1191 | |||
| MX0SGO0000K0 / Mexican Udibonos | 0.21 | 11.58 | 0.1187 | 0.0158 | ||
| RFR USD SOFR/3.00000 06/21/23-10Y CME / DIR (EZVCRM3XZB08) | 0.21 | -37.87 | 0.1171 | -0.0656 | ||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 0.21 | 0.49 | 0.1159 | 0.0046 | ||
| MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock) | 0.21 | 0.49 | 0.1148 | 0.0043 | ||
| US404280DZ92 / HSBC HOLDINGS PLC REGD V/R 5.88700000 | 0.20 | -0.49 | 0.1131 | 0.0035 | ||
| FCT / Fincantieri S.p.A. | 0.20 | 0.1130 | 0.1130 | |||
| AXP / American Express Company - Depositary Receipt (Common Stock) | 0.20 | 1.51 | 0.1129 | 0.0051 | ||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 0.20 | 1.00 | 0.1129 | 0.0050 | ||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 0.20 | 0.50 | 0.1124 | 0.0040 | ||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | 0.20 | 0.50 | 0.1124 | 0.0044 | ||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 0.20 | 1.01 | 0.1118 | 0.0049 | ||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 0.20 | 1.01 | 0.1117 | 0.0047 | ||
| US928668BY79 / Volkswagen Group of America Finance LLC | 0.20 | 0.00 | 0.1116 | 0.0035 | ||
| MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock) | 0.20 | 0.1115 | 0.1115 | |||
| TRT061124T11 / Turkey Government Bond | 0.20 | -1.99 | 0.1100 | 0.0011 | ||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 0.20 | 0.1089 | 0.1089 | |||
| TRT061124T11 / Turkey Government Bond | 0.19 | -2.56 | 0.1062 | 0.0006 | ||
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A2A / ABS-O (US448973AB35) | 0.19 | -35.64 | 0.1040 | -0.0524 | ||
| MX0MGO0001F1 / Mexican Bonos | 0.19 | -59.48 | 0.1039 | -0.1439 | ||
| US91282CAY75 / UST NOTES 0.625% 11/30/2027 | 0.19 | 1.09 | 0.1037 | 0.0046 | ||
| US74922PAC86 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA2 A3 | 0.18 | -4.19 | 0.1022 | -0.0009 | ||
| US81377AAE29 / SECURITIZED ASSET BACKED RECEI SABR 2006 HE2 A2D | 0.17 | -0.58 | 0.0962 | 0.0026 | ||
| US02147DAB73 / Alternative Loan Trust 2006-OA11 | 0.17 | -2.30 | 0.0950 | 0.0010 | ||
| US07386HXZ99 / BEAR STEARNS ALT A TRUST BALTA 2005 9 21A1 | 0.17 | -0.59 | 0.0946 | 0.0024 | ||
| US12669HAA77 / Countrywide Asset-Backed Certificates | 0.17 | 0.00 | 0.0924 | 0.0029 | ||
| US52524VAG41 / Lehman XS Trust, Series 2007-15N | 0.16 | -5.26 | 0.0907 | -0.0016 | ||
| US842400FZ13 / Southern California Edison Co. Bond 4.65% Due 10/1/2043 | 0.16 | -3.59 | 0.0903 | -0.0002 | ||
| US52525BAD47 / LEHMAN XS TRUST LXS 2007 16N 2A2 | 0.16 | -3.09 | 0.0879 | 0.0002 | ||
| R2037 / South Africa - Sovereign or Government Agency Debt | 0.16 | 8.28 | 0.0877 | 0.0094 | ||
| US362669BJ12 / GSR MORTGAGE LOAN TRUST GSR 2007 4F 3A8 | 0.15 | -5.56 | 0.0856 | -0.0020 | ||
| CZECH / Czech Republic Government Bond | 0.15 | 10.29 | 0.0838 | 0.0100 | ||
| US76089EAA10 / RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 1A A 144A | 0.15 | -12.50 | 0.0825 | -0.0083 | ||
| US64830TAD00 / NRZT 2020-1A A1B | 0.15 | -3.92 | 0.0823 | -0.0005 | ||
| BRSTNCLTN7Z6 / BRAZIL LTN BRL 0.0% 07-01-25 | 0.15 | -91.24 | 0.0821 | -0.8241 | ||
| US35729PNC04 / Fremont Home Loan Trust 2005-E | 0.15 | -8.75 | 0.0815 | -0.0049 | ||
| US83612NAE58 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 WMC1 3A3 | 0.14 | -0.70 | 0.0796 | 0.0022 | ||
| US16165AAD63 / CHASEFLEX TRUST CFLX 2007 3 2A1 | 0.14 | -0.70 | 0.0794 | 0.0023 | ||
| CARMAX AUTO OWNER TRUST CARMX 2024 1 A2A / ABS-O (US14318WAB37) | 0.14 | -44.75 | 0.0793 | -0.0595 | ||
| US12668AWH49 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 58 A1 | 0.14 | -4.76 | 0.0783 | -0.0013 | ||
| R2032 / South Africa - Corporate Bond/Note | 0.14 | 7.69 | 0.0782 | 0.0078 | ||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | 0.14 | 0.0762 | 0.0762 | |||
| US65535AAD63 / NOMURA HOME EQUITY LOAN INC NHELI 2006 AF1 A4 | 0.14 | 0.00 | 0.0761 | 0.0024 | ||
| US83612TAB89 / Soundview Home Loan Trust, Series 2007-OPT1, Class 2A1 | 0.14 | -0.74 | 0.0753 | 0.0019 | ||
| US31397KC909 / Freddie Mac REMICS | 0.13 | -3.60 | 0.0750 | -0.0000 | ||
| US46628GAL32 / J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A2 3A1 | 0.13 | -1.49 | 0.0740 | 0.0013 | ||
| US86359LSM27 / Structured Asset Mortgage Investments II Trust, Series 2006-AR2, Class A1 | 0.13 | -7.86 | 0.0720 | -0.0036 | ||
| CDX ITRAXX XOV42 5Y 35-100% SP GST / DCR (EZ2BLZ4YH9B3) | 0.13 | 0.0715 | 0.0715 | |||
| CDX ITRAXX XOV42 5Y 35-100% SP GST / DCR (EZ2BLZ4YH9B3) | 0.13 | 0.0715 | 0.0715 | |||
| US61911GAA22 / Mortgage Equity Conversion Asset Trust 2007-FF3 | 0.13 | -20.25 | 0.0706 | -0.0149 | ||
| US17313QAL23 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA | 0.13 | -4.58 | 0.0702 | -0.0005 | ||
| US41161QAD34 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 3 3A | 0.12 | 0.00 | 0.0696 | 0.0027 | ||
| US07386HWZ09 / CORP CMO | 0.12 | -3.12 | 0.0694 | 0.0000 | ||
| US863579C309 / STRUCTURED ADJUSTABLE RATE MOR SARM 2005 21 6A3 | 0.12 | -2.36 | 0.0694 | 0.0007 | ||
| US41161PMG53 / HARBORVIEW MORTGAGE LOAN TRUST 2005-3 SER 2005-3 CL 2A1A V/R REGD 2.21325000 | 0.12 | -3.17 | 0.0681 | -0.0002 | ||
| US576433EU63 / MASTR ADJUSTABLE RATE MORTGAGE MARM 2003 4 B1 | 0.12 | -4.07 | 0.0661 | -0.0004 | ||
| US46628TAD37 / JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WMC2 A4 | 0.11 | 6.73 | 0.0621 | 0.0059 | ||
| US46651QAA58 / JP Morgan Chase Commercial Mortgage Securities Trust 2019-FL12 | 0.11 | -1.80 | 0.0612 | 0.0009 | ||
| US54251MAA27 / Long Beach Mortgage Loan Trust, Series 2006-4, Class 1A | 0.11 | -1.82 | 0.0607 | 0.0010 | ||
| US88522XAE13 / Thornburg Mortgage Securities Trust, Series 2007-3, Class 3A1 | 0.11 | -1.85 | 0.0593 | 0.0006 | ||
| US67571BAA17 / Octane Receivables Trust 2023-1 | 0.11 | -36.36 | 0.0588 | -0.0306 | ||
| US126650BQ21 / CVS Pass-Through Trust | 0.10 | -4.59 | 0.0584 | -0.0005 | ||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 0.10 | 0.00 | 0.0579 | 0.0023 | ||
| US07384MTD47 / Bear Stearns ARM Trust, Series 2003-2, Class A5 | 0.10 | -1.90 | 0.0578 | 0.0011 | ||
| US542514KV50 / LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 2 M5 | 0.10 | -25.55 | 0.0572 | -0.0170 | ||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | 0.10 | 0.00 | 0.0570 | 0.0019 | ||
| US86361BAF40 / STRUCTURED ADJUSTABLE RATE MOR SARM 2006 7 3AF | 0.10 | 0.00 | 0.0569 | 0.0015 | ||
| RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) | 0.10 | 1.00 | 0.0566 | 0.0022 | ||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 0.10 | 0.00 | 0.0563 | 0.0019 | ||
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A3 144A / ABS-O (US17331QAD88) | 0.10 | 0.00 | 0.0561 | 0.0017 | ||
| UNITED AIR 2024 1 AA PTT PASS THRU CE 08/38 5.45 / DBT (US90932WAA18) | 0.10 | 0.00 | 0.0560 | 0.0019 | ||
| JACKSON NATL LIFE GLOBAL SECURED 144A 01/28 VAR / DBT (US46849CJN20) | 0.10 | 0.00 | 0.0560 | 0.0016 | ||
| VICI PROPERTIES LP SR UNSECURED 11/31 5.125 / DBT (US925650AH69) | 0.10 | 2.04 | 0.0559 | 0.0026 | ||
| PROLOGIS LP SR UNSECURED 01/35 5 / DBT (US74340XCN93) | 0.10 | 1.01 | 0.0558 | 0.0022 | ||
| DEUTSCHE BANK REPO REPO / RA (000000000) | 0.10 | 0.0558 | 0.0558 | |||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 0.10 | 1.03 | 0.0552 | 0.0024 | ||
| US96041AAC09 / WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-4 SER 2023-4A CL A2 REGD 144A P/P 6.23000000 | 0.10 | -62.16 | 0.0550 | -0.0852 | ||
| US097023DG73 / Boeing Co/The | 0.10 | 1.03 | 0.0549 | 0.0021 | ||
| US87264ABF12 / CORP. NOTE | 0.10 | 2.11 | 0.0542 | 0.0024 | ||
| US92927BAA08 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA6 1A | 0.10 | -2.04 | 0.0540 | 0.0011 | ||
| US95000U2S19 / Wells Fargo & Co | 0.10 | 1.05 | 0.0537 | 0.0022 | ||
| US04013BAB80 / ARGENT SECURITIES INC. ARSI 2006 M2 A2B | 0.10 | -1.04 | 0.0531 | 0.0011 | ||
| US69121PBU66 / OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2005 5 M1 | 0.09 | -3.12 | 0.0521 | -0.0002 | ||
| US91282CAL54 / United States Treasury Note/Bond | 0.09 | 1.10 | 0.0518 | 0.0023 | ||
| US57643GAE70 / MASTR Asset-Backed Securities Trust, Series 2006-FRE2, Class A5 | 0.09 | -3.16 | 0.0517 | 0.0004 | ||
| US55379AAA25 / M360 2021-CRE3 Ltd | 0.09 | -60.34 | 0.0516 | -0.0737 | ||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.09 | 0.0511 | 0.0511 | |||
| IRS AUD 4.50000 09/20/23-10Y LCH / DIR (EZGXS4F4YYN6) | 0.09 | 100.00 | 0.0505 | 0.0261 | ||
| US550279AM51 / Luminent Mortgage Trust, Series 2006-1, Class A1 | 0.09 | 0.00 | 0.0503 | 0.0014 | ||
| US31396XNT71 / FANNIE MAE FNR 2007 96 AF | 0.09 | -4.35 | 0.0492 | -0.0007 | ||
| IRS AUD 4.50000 06/18/25-10Y LCH / DIR (EZ3K0DGVSD24) | 0.09 | 0.0490 | 0.0490 | |||
| TRICOLOR AUTO SECURITIZATION T TAST 2024 1A A 144A / ABS-O (US89616LAA08) | 0.09 | -43.51 | 0.0488 | -0.0345 | ||
| US59024FAF18 / MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3C | 0.08 | -1.23 | 0.0450 | 0.0009 | ||
| RFR USD SOFR/3.70000 02/20/24-25Y LCH / DIR (EZRM7DK4X894) | 0.08 | 54.00 | 0.0434 | 0.0163 | ||
| EXETER AUTOMOBILE RECEIVABLES EART 2024 4A A2 / ABS-O (US30166UAB61) | 0.08 | -71.26 | 0.0422 | -0.0986 | ||
| US61759FAU57 / CORP CMO | 0.08 | -1.32 | 0.0420 | 0.0006 | ||
| US31397KL827 / Freddie Mac REMICS | 0.07 | -7.50 | 0.0418 | -0.0015 | ||
| US46628BAG59 / JP MORGAN MORTGAGE TRUST JPMMT 2006 A6 1A4L | 0.07 | -2.63 | 0.0417 | 0.0003 | ||
| 317U7IQA6 PIMCO SWAPTION 3.75 CALL USD 2025103 / DIR (000000000) | 0.07 | 0.0409 | 0.0409 | |||
| GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 1 A2A / ABS-O (US36268GAB14) | 0.07 | -52.60 | 0.0407 | -0.0424 | ||
| US03065UAB52 / Americredit Automobile Receivables Trust 2023-2 | 0.07 | -58.62 | 0.0405 | -0.0535 | ||
| US59020UH324 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A7 2A1 | 0.07 | -1.41 | 0.0396 | 0.0008 | ||
| US31397KE319 / FHLMC, Series 3360, Class FC | 0.07 | -4.11 | 0.0395 | -0.0003 | ||
| US43709XAF87 / Home Equity Mortgage Loan Asset-Backed Trust Series INABS | 0.07 | -1.41 | 0.0391 | 0.0004 | ||
| US02660CAF77 / AMERICAN HOME MORTGAGE INVESTM AHM 2007 2 13A1 | 0.07 | -1.45 | 0.0380 | 0.0006 | ||
| US31394TYD17 / Freddie Mac REMICS | 0.07 | -2.99 | 0.0368 | 0.0001 | ||
| US76088TAA97 / RPM 22-3 A 144A 5.38% 11-25-30 | 0.06 | -43.64 | 0.0348 | -0.0250 | ||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.06 | 0.0342 | 0.0342 | |||
| US46630GAC96 / J.P. Morgan Mortgage Trust | 0.06 | 0.00 | 0.0336 | 0.0008 | ||
| US12668BBN29 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 81 A1 | 0.06 | -3.23 | 0.0335 | -0.0001 | ||
| US949789AA94 / Wells Fargo Mortgage Backed Securities 2006-AR19 Trust | 0.06 | -3.33 | 0.0328 | 0.0004 | ||
| US31397FNM04 / FREDDIE MAC FHR 3289 FG | 0.05 | -11.86 | 0.0295 | -0.0027 | ||
| US92925VAK61 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 3A3 | 0.05 | 0.00 | 0.0288 | 0.0009 | ||
| US3137A9D525 / Freddie Mac REMICS | 0.05 | -1.92 | 0.0286 | 0.0003 | ||
| RFR USD SOFR/3.00000 06/21/23-7Y CME / DIR (EZWF2F56KP17) | 0.05 | -57.76 | 0.0277 | -0.0350 | ||
| US61746WWR77 / Morgan Stanley Dean Witter Capital I Inc Trust 2002-AM3 | 0.05 | -11.11 | 0.0269 | -0.0023 | ||
| US362382AE30 / GSAA HOME EQUITY TRUST GSAA 2006 9 A2 | 0.05 | -2.08 | 0.0263 | 0.0003 | ||
| US92925DAD21 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 2A | 0.05 | 0.00 | 0.0258 | 0.0008 | ||
| US31397QZU56 / FANNIE MAE FNR 2011 17 KS | 0.05 | -2.17 | 0.0254 | 0.0006 | ||
| US16162XAA54 / CHASE MORTGAGE FINANCE CORPORA CHASE 2006 S3 1A1 | 0.04 | -2.22 | 0.0250 | 0.0006 | ||
| US91683TAB52 / UPSTART SECURITIZATION TRUST UPST 2022 3 A 144A | 0.04 | -58.88 | 0.0246 | -0.0333 | ||
| US31394FHD06 / FNMA, Series 2005-79, Class NF | 0.04 | -4.44 | 0.0244 | -0.0004 | ||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | 0.04 | 0.0239 | 0.0239 | |||
| FNMA POOL AJ7522 FN 01/27 FIXED 3 / ABS-MBS (US3138E0LC13) | 0.04 | -18.00 | 0.0230 | -0.0044 | ||
| US23292HAB78 / DLLAA 2023-1 LLC | 0.04 | -68.25 | 0.0225 | -0.0459 | ||
| US12668BDC46 / Alternative Loan Trust 2005-76 | 0.04 | -5.00 | 0.0214 | -0.0003 | ||
| US61760JAA88 / MORGAN STANLEY REREMIC TRUST MSRR 2011 R2 1A 144A | 0.04 | -2.56 | 0.0214 | 0.0004 | ||
| US75115AAA97 / RALI Series 2006-QS8 Trust | 0.04 | -5.26 | 0.0206 | -0.0001 | ||
| FNMA POOL DB8491 FN 07/54 FIXED 5.5 / ABS-MBS (US3140AJNH73) | 0.04 | 0.00 | 0.0201 | 0.0003 | ||
| US61754HAD44 / MORGAN STANLEY MORTGAGE LOAN T MSM 2007 7AX 2A3 | 0.04 | -2.78 | 0.0197 | 0.0000 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.03 | 0.0194 | 0.0194 | |||
| US12669F6Z19 / CWMBS, Inc. | 0.03 | -2.86 | 0.0192 | 0.0000 | ||
| US617487AC74 / Morgan Stanley Mortgage Loan Trust 2006-16AX | 0.03 | -2.86 | 0.0190 | -0.0004 | ||
| INF SWAP US IT 2.487 12/07/21-30Y LCH / DIR (000000000) | 0.03 | 0.0181 | 0.0181 | |||
| US126384BX33 / CREDIT SUISSE MORTGAGE TRUST CSMC 2007 2 1A13 | 0.03 | -6.06 | 0.0175 | -0.0004 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.03 | 0.0173 | 0.0173 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.03 | 0.0173 | 0.0173 | |||
| CDX HY44 5Y ICE / DCR (000000000) | 0.03 | 0.0171 | 0.0171 | |||
| US91680YAY77 / UPSTART STRUCTURED PASS THROUG USPTT 2022 2A A 144A | 0.03 | -17.14 | 0.0163 | -0.0030 | ||
| US576433C539 / MASTR ADJUSTABLE RATE MORTGAGE MARM 2005 6 5A2 | 0.03 | -3.45 | 0.0161 | 0.0003 | ||
| US14686RAA05 / Carvana Auto Receivables Trust 2023-N3 | 0.03 | -53.33 | 0.0160 | -0.0166 | ||
| RFR USD SOFR/4.0535* 09/02/25-27Y* LCH / DIR (EZRQXB0T6JR0) | 0.03 | 0.0155 | 0.0155 | |||
| RFR USD SOFR/4.0535* 09/02/25-27Y* LCH / DIR (EZRQXB0T6JR0) | 0.03 | 0.0155 | 0.0155 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.03 | 0.0153 | 0.0153 | |||
| US3136BBAR38 / Fannie Mae-Aces | 0.03 | -10.34 | 0.0150 | -0.0006 | ||
| MX0SGO0000F0 / Mexican Udibonos | 0.03 | 13.04 | 0.0149 | 0.0020 | ||
| US16163CAN20 / CHASE MORTGAGE FINANCE CORPORA CHASE 2006 A1 4A1 | 0.03 | -7.14 | 0.0148 | -0.0003 | ||
| US31396URJ15 / FREDDIE MAC FHR 3181 PS | 0.03 | 0.00 | 0.0148 | 0.0002 | ||
| US88522XAC56 / Thornburg Mortgage Securities Trust 2007-3 | 0.03 | -10.34 | 0.0147 | -0.0011 | ||
| US12669FL509 / COUNTRYWIDE HOME LOANS CWHL 2004 15 4A | 0.03 | -3.85 | 0.0140 | -0.0001 | ||
| US02152AAB52 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 16CB 1A2 | 0.02 | -4.00 | 0.0139 | 0.0001 | ||
| BOUGHT TWD SOLD USD 20250709 / DFE (000000000) | 0.02 | 0.0135 | 0.0135 | |||
| 952NPH004 / CREDIT SUISSE GROUP AG COCO JR SUB 144A | 0.02 | 0.00 | 0.0134 | 0.0004 | ||
| US16162YAE59 / Chase Mortgage Finance Trust, Series 2006-S4, Class A5 | 0.02 | -8.00 | 0.0133 | -0.0003 | ||
| US92927XAE40 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY6 2A3 | 0.02 | -4.17 | 0.0133 | 0.0002 | ||
| FED HM LN PC POOL QI7629 FR 06/54 FIXED 5.5 / ABS-MBS (US3133WEPN48) | 0.02 | 0.00 | 0.0123 | 0.0004 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0121 | 0.0121 | |||
| US3622MPAN83 / GSR MORTGAGE LOAN TRUST 2007-1F GSR 2007-1F 2A4 | 0.02 | -4.55 | 0.0119 | -0.0002 | ||
| US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 0.02 | 0.00 | 0.0117 | 0.0005 | ||
| XS0290416527 / EUROHOME UK MORTGAGES PLC EHMU 2007 1 A REGS | 0.02 | -16.67 | 0.0114 | -0.0017 | ||
| US31397KZG92 / FREDDIE MAC FHR 3376 FD | 0.02 | -5.00 | 0.0111 | -0.0001 | ||
| US31394FAF27 / FANNIE MAE FNR 2005 75 AF | 0.02 | -9.52 | 0.0110 | -0.0004 | ||
| US57563NAA63 / MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY SER 2008-1 CL A1 V/R 2.88963000 | 0.02 | -5.00 | 0.0110 | -0.0001 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0106 | 0.0106 | |||
| US12668AN276 / Alternative Loan Trust 2005-69 | 0.02 | -5.26 | 0.0106 | 0.0003 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0106 | 0.0106 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0105 | 0.0105 | |||
| US41162GAA04 / HarborView Mortgage Loan Trust 2006-11 | 0.02 | 0.00 | 0.0100 | 0.0002 | ||
| US07384MR877 / Bear Stearns ARM Trust 2004-3 | 0.02 | -5.56 | 0.0100 | 0.0001 | ||
| US88339FAA12 / Theorem Funding Trust 2022-2 | 0.02 | -67.92 | 0.0096 | -0.0194 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0096 | 0.0096 | |||
| US23345WAA36 / DT Auto Owner Trust 2023-3 | 0.02 | -83.33 | 0.0088 | -0.0402 | ||
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A2A 144A / ABS-O (US17331QAB23) | 0.02 | -58.33 | 0.0087 | -0.0110 | ||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0087 | 0.0087 | |||
| ZCS BRL 13.3537 05/12/25-01/02/29 CME / DIR (EZSPJ72GL6V3) | 0.02 | 0.0087 | 0.0087 | |||
| US07386HYW59 / BEAR STEARNS ALT A TRUST BALTA 2005 10 11A1 | 0.02 | -6.25 | 0.0086 | -0.0003 | ||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 0.02 | 0.0084 | 0.0084 | |||
| RFR USD SOFR/3.50000 06/20/24-30Y CME / DIR (EZV8ZC6L7CY8) | 0.01 | 7.69 | 0.0084 | 0.0013 | ||
| US93363RAB24 / WaMu Mortgage Pass-Through Certificates Series 2006-AR13 Trust | 0.01 | 0.00 | 0.0082 | 0.0003 | ||
| BOUGHT BRL SOLD USD 20250804 / DFE (000000000) | 0.01 | 0.0080 | 0.0080 | |||
| OIS COP IBR/7.49800 11/25/24-3Y* CME / DIR (EZK9X312V5L2) | 0.01 | -13.33 | 0.0077 | -0.0005 | ||
| US92922F5U86 / WaMu Mortgage Pass-Through Certificates Series 2005-AR15 Trust | 0.01 | -7.14 | 0.0076 | 0.0000 | ||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.01 | 0.0073 | 0.0073 | |||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.01 | 0.0073 | 0.0073 | |||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | 0.01 | 0.0073 | 0.0073 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0067 | 0.0067 | |||
| US073875AA49 / BEAR STEARNS ALT A TRUST BALTA 2006 7 1A1 | 0.01 | 0.00 | 0.0066 | 0.0002 | ||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0065 | 0.0065 | |||
| US126694S412 / COUNTRYWIDE ALTERNATIVE LOAN TRUST | 0.01 | 0.00 | 0.0064 | 0.0001 | ||
| US12668ACP84 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 51 2A1 | 0.01 | -8.33 | 0.0063 | -0.0005 | ||
| US31396WLX29 / Fannie Mae REMICS | 0.01 | 0.00 | 0.0062 | 0.0001 | ||
| US12669GJB86 / CHL Mortgage Pass-Through Trust 2004-29 | 0.01 | -8.33 | 0.0062 | -0.0008 | ||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0060 | 0.0060 | |||
| US46630PAE51 / JP MORGAN MORTGAGE TRUST JPMMT 2007 A2 2A1 | 0.01 | 0.00 | 0.0058 | 0.0000 | ||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0057 | 0.0057 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0057 | 0.0057 | |||
| US589929R265 / Merrill Lynch Mortgage Investors Trust MLMI Series 2003-A3 | 0.01 | 0.00 | 0.0057 | 0.0000 | ||
| US45660LUD99 / IndyMac INDX Mortgage Loan Trust 2005-AR16IP | 0.01 | 0.00 | 0.0056 | 0.0001 | ||
| US31394V6K15 / FANNIE MAE FNR 2006 16 SM | 0.01 | -10.00 | 0.0056 | 0.0000 | ||
| US94984UAE64 / WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA4 2A1 | 0.01 | 0.00 | 0.0055 | 0.0001 | ||
| US12668AKQ75 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 53T2 2A2 | 0.01 | -10.00 | 0.0055 | 0.0000 | ||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0054 | 0.0054 | |||
| US83162CSN47 / United States Small Business Administration | 0.01 | -25.00 | 0.0053 | -0.0013 | ||
| US05952EAA47 / BANC OF AMERICA FUNDING CORPOR BAFC 2007 B A1 | 0.01 | 0.00 | 0.0053 | 0.0000 | ||
| US05949AZE36 / BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 L 2A1 | 0.01 | 0.00 | 0.0049 | 0.0001 | ||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0048 | 0.0048 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0047 | 0.0047 | |||
| ZCS BRL 13.2914 05/08/25-01/02/29 CME / DIR (EZYLW2ZWVNG8) | 0.01 | 0.0047 | 0.0047 | |||
| US12667GL840 / Alternative Loan Trust 2005-43 | 0.01 | 0.00 | 0.0045 | 0.0001 | ||
| US07384MXB35 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 6 2A1 | 0.01 | -12.50 | 0.0044 | 0.0000 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0043 | 0.0043 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0042 | 0.0042 | |||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0042 | 0.0042 | |||
| US05948XT270 / Banc of America Mortgage Trust, Series 2004-A, Class 2A2 | 0.01 | 0.00 | 0.0042 | 0.0001 | ||
| BOUGHT PEN SOLD USD 20251031 / DFE (000000000) | 0.01 | 0.0042 | 0.0042 | |||
| US31396LT267 / FNMA, REMIC, Series 2006-115, Class ES | 0.01 | 0.00 | 0.0042 | -0.0001 | ||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0042 | 0.0042 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0041 | 0.0041 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0041 | 0.0041 | |||
| US46628BBC37 / JP MORGAN MORTGAGE TRUST JPMMT 2006 A6 3A1 | 0.01 | 0.00 | 0.0040 | 0.0001 | ||
| RFR USD SOFR/4.09000 01/22/25-10Y LCH / DIR (EZFR659WJHH9) | 0.01 | 20.00 | 0.0037 | 0.0008 | ||
| US86359LEV71 / Structured Asset Mortgage Investments II Trust 2004-AR6 | 0.01 | 0.00 | 0.0036 | -0.0001 | ||
| INF SWAP US IT 2.58125 05/16/25-5Y LCH / DIR (EZ4DL37DCX93) | 0.01 | 0.0035 | 0.0035 | |||
| US16162WPB99 / Chase Mortgage Finance Trust | 0.01 | -16.67 | 0.0033 | -0.0001 | ||
| RFR USD SOFR/3.25000 06/21/23-5Y CME / DIR (EZ628FWCQP43) | 0.01 | -83.87 | 0.0031 | -0.0140 | ||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0031 | 0.0031 | |||
| US86359SAD62 / Structured Asset Securities Corp. Mortgage Loan Trust, Series 2006-BC5, Class A4 | 0.01 | -54.55 | 0.0030 | -0.0035 | ||
| US07387AGZ21 / Bear Stearns Adjustable Rate Mortgage Trust, Series 2006-1, Class A1 | 0.01 | 0.00 | 0.0030 | 0.0001 | ||
| BOUGHT TRY SOLD USD 20250729 / DFE (000000000) | 0.01 | 0.0029 | 0.0029 | |||
| US31396WTU08 / Fannie Mae REMICS | 0.01 | 0.00 | 0.0029 | 0.0000 | ||
| EURO-BOBL FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF61) | 0.01 | 0.0028 | 0.0028 | |||
| US362341WZ88 / GSR MORTGAGE LOAN TRUST | 0.00 | -20.00 | 0.0028 | 0.0001 | ||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.00 | 0.0027 | 0.0027 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0027 | 0.0027 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0026 | 0.0026 | |||
| US65535VLL08 / NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AP2 A5 | 0.00 | 0.00 | 0.0025 | 0.0000 | ||
| US61749LAP67 / MORGAN STANLEY MORTGAGE LOAN TRUST 2006-8AR | 0.00 | 0.00 | 0.0025 | -0.0001 | ||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | 0.00 | 0.0024 | 0.0024 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0024 | 0.0024 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0024 | 0.0024 | |||
| RFR USD SOFR/3.24800 09/18/24-10Y LCH / DIR (EZ8Z99V6R391) | 0.00 | 0.00 | 0.0023 | -0.0002 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0023 | 0.0023 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0022 | 0.0022 | |||
| US31393BX754 / Fannie Mae Trust 2003-W6 | 0.00 | -25.00 | 0.0022 | -0.0000 | ||
| US466247ZP16 / J.P. Morgan Mortgage Trust 2005-A1 | 0.00 | 0.00 | 0.0021 | 0.0000 | ||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0021 | 0.0021 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0021 | 0.0021 | |||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0021 | 0.0021 | |||
| US07384MTM46 / Bear Stearns ARM Trust 2003-1 | 0.00 | 0.00 | 0.0020 | -0.0000 | ||
| US07384M2E17 / Bear Stearns ARM Trust 2004-1 | 0.00 | 0.00 | 0.0019 | 0.0000 | ||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0019 | 0.0019 | |||
| RFR USD SOFR/4.10000 01/21/25-10Y LCH / DIR (EZ7J947QTC64) | 0.00 | 50.00 | 0.0019 | 0.0004 | ||
| US863579JG47 / Structured Adjustable Rate Mortgage Loan Trust | 0.00 | 0.00 | 0.0019 | 0.0000 | ||
| RFR USD SOFR/3.89600 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.00 | 200.00 | 0.0018 | 0.0013 | ||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0018 | 0.0018 | |||
| RFR USD SOFR/4.07100 01/15/25-10Y LCH / DIR (EZZWCBP8MVY9) | 0.00 | 50.00 | 0.0017 | 0.0004 | ||
| RFR USD SOFR/3.88000 01/13/25-10Y LCH / DIR (EZB2C5X6RDC5) | 0.00 | 200.00 | 0.0017 | 0.0007 | ||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0016 | 0.0016 | |||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.00 | 0.0015 | 0.0015 | |||
| RFR USD SOFR/3.27750 09/16/24-10Y LCH / DIR (EZH06W9H2QV9) | 0.00 | -33.33 | 0.0015 | -0.0002 | ||
| RFR USD SOFR/4.01500 12/30/24-10Y LCH / DIR (EZVY5NK4YWD2) | 0.00 | 100.00 | 0.0015 | 0.0004 | ||
| RFR USD SOFR/4.01300 01/15/25-10Y LCH / DIR (EZZWCBP8MVY9) | 0.00 | 0.00 | 0.0015 | 0.0001 | ||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0015 | 0.0015 | |||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0014 | 0.0014 | |||
| RFR USD SOFR/3.86000 11/14/24-10Y LCH / DIR (EZCMSCQLNL34) | 0.00 | 100.00 | 0.0014 | 0.0007 | ||
| TRT061124T11 / Turkey Government Bond | 0.00 | 0.00 | 0.0014 | -0.0000 | ||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.00 | 0.0013 | 0.0013 | |||
| RFR USD SOFR/3.97000 01/15/25-10Y LCH / DIR (EZZWCBP8MVY9) | 0.00 | 0.00 | 0.0013 | -0.0001 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0012 | 0.0012 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0012 | 0.0012 | |||
| US31396NH417 / FREDDIE MAC FHR 3136 NS | 0.00 | 0.00 | 0.0012 | -0.0000 | ||
| RFR USD SOFR/3.23200 09/10/24-10Y LCH / DIR (EZ7VRSSQ00Z9) | 0.00 | 0.00 | 0.0012 | -0.0001 | ||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0012 | 0.0012 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0012 | 0.0012 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0011 | 0.0011 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0011 | 0.0011 | |||
| RFR USD SOFR/3.93300 01/06/25-10Y LCH / DIR (EZK6LHB5L486) | 0.00 | 0.00 | 0.0011 | 0.0004 | ||
| US585525EN47 / MRFC Mortgage Pass-Through Trust Series 2000-TBC3 | 0.00 | -50.00 | 0.0011 | -0.0000 | ||
| IRS EUR 2.40000 02/12/25-10Y LCH / DIR (EZNHC24BF987) | 0.00 | -50.00 | 0.0011 | -0.0002 | ||
| OIS MXN TIIE1/7.76000 04/09/25-4Y* CME / DIR (EZ8RRKWFNPF8) | 0.00 | 0.0010 | 0.0010 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0010 | 0.0010 | |||
| BOUGHT KRW SOLD USD 20250710 / DFE (000000000) | 0.00 | 0.0010 | 0.0010 | |||
| US362669AK93 / GSR Mortgage Loan Trust 2007-4F | 0.00 | 0.00 | 0.0010 | -0.0000 | ||
| RFR USD SOFR/3.90000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.00 | 0.00 | 0.0009 | 0.0004 | ||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.00 | 0.0009 | 0.0009 | |||
| RFR USD SOFR/3.89000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.00 | 0.00 | 0.0009 | 0.0003 | ||
| RFR USD SOFR/3.89000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.00 | 0.00 | 0.0009 | 0.0003 | ||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0009 | 0.0009 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0008 | 0.0008 | |||
| US86359LRW18 / STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A1A | 0.00 | 0.00 | 0.0008 | 0.0000 | ||
| US17307GWE42 / Citigroup Mortgage Loan Trust Inc | 0.00 | 0.00 | 0.0008 | -0.0001 | ||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0008 | 0.0008 | |||
| IRS EUR 2.45000 05/05/25-10Y LCH / DIR (EZCDFQCSBVM0) | 0.00 | 0.0008 | 0.0008 | |||
| RFR USD SOFR/3.79250 11/19/24-10Y LCH / DIR (EZVRNR667250) | 0.00 | 0.0008 | 0.0007 | |||
| RFR USD SOFR/3.86500 11/20/24-10Y LCH / DIR (EZZQZ45304B1) | 0.00 | 0.0007 | 0.0004 | |||
| RFR USD SOFR/3.86600 11/14/24-10Y LCH / DIR (EZCMSCQLNL34) | 0.00 | 0.00 | 0.0007 | 0.0001 | ||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0007 | 0.0007 | |||
| RFR USD SOFR/3.85000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.00 | 0.00 | 0.0007 | 0.0001 | ||
| RFR USD SOFR/3.85500 11/19/24-10Y LCH / DIR (EZVRNR667250) | 0.00 | 0.0007 | 0.0006 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0007 | 0.0007 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0007 | 0.0007 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0007 | 0.0007 | |||
| US86359BGG05 / Structured Adjustable Rate Mortgage Loan Trust, Series 2004-1, Class 4A2 | 0.00 | 0.00 | 0.0006 | -0.0000 | ||
| US06051GAX79 / Banc of America Funding 2004-A Trust | 0.00 | 0.00 | 0.0006 | 0.0000 | ||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0006 | 0.0006 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0006 | 0.0006 | |||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0006 | 0.0006 | |||
| RFR USD SOFR/3.75000 05/07/25-10Y LCH / DIR (EZ61ZS50J0P1) | 0.00 | 0.0006 | 0.0006 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | |||
| BANK OF AMERICA CORPORATION SNR S* ICE / DCR (EZJY8RTJK2L1) | 0.00 | -100.00 | 0.0005 | -0.0000 | ||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | |||
| BARCLAYS BANK PLC SNR SE ICE / DCR (EZB88Z42LS80) | 0.00 | -100.00 | 0.0005 | -0.0001 | ||
| VOLKSWAGEN INTERNATIONAL FINA SNR SE ICE / DCR (EZ7728G77FY7) | 0.00 | 0.0005 | 0.0005 | |||
| US00442BAB71 / ACE SECURITIES CORP. ACE 2006 HE4 A2A | 0.00 | 0.0005 | 0.0000 | |||
| BOUGHT PEN SOLD USD 20250730 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | |||
| IRS EUR 2.51000 04/09/25-10Y LCH / DIR (EZTHL4ZCB733) | 0.00 | 0.0004 | 0.0004 | |||
| IRS EUR 2.51000 04/09/25-10Y LCH / DIR (EZTHL4ZCB733) | 0.00 | 0.0004 | 0.0004 | |||
| US07384M4E98 / BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004 | 0.00 | 0.0004 | -0.0001 | |||
| BOUGHT TRY SOLD USD 20251217 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | |||
| ZCS BRL 13.32 05/08/25-01/02/29 CME / DIR (EZYLW2ZWVNG8) | 0.00 | 0.0004 | 0.0004 | |||
| SOLD COP BOUGHT USD 20250917 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | |||
| IRS EUR 2.53000 04/23/25-10Y LCH / DIR (EZP376MT1B98) | 0.00 | 0.0003 | 0.0003 | |||
| US12669GHG91 / COUNTRYWIDE HOME LOANS CWHL 2004 HYB9 1A1 | 0.00 | 0.0003 | 0.0000 | |||
| US12667GTQ63 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 26CB A4 | 0.00 | 0.0003 | 0.0000 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | |||
| US07384M3D25 / BEAR STEARNS ARM TRUST 2004-9 BSARM 2004-9 22A1 | 0.00 | 0.0003 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | |||
| IRS EUR 2.39000 10/01/24-10Y LCH / DIR (EZHK1QM5FKM1) | 0.00 | -100.00 | 0.0002 | -0.0012 | ||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT PEN SOLD USD 20250825 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| IRS EUR 2.61000 03/24/25-10Y LCH / DIR (EZPS73SKDR02) | 0.00 | 0.0001 | 0.0003 | |||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT TRY SOLD USD 20250701 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT TRY SOLD USD 20250718 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| US466247LZ44 / JP MORGAN MORTGAGE TRUST 2005-A1 SER 2005-A1 CL 6T1 V/R REGD 4.64499200 | 0.00 | 0.0001 | -0.0000 | |||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| US36228FNB84 / GSR MORTGAGE LOAN TRUST | 0.00 | 0.0001 | 0.0000 | |||
| BOUGHT TRY SOLD USD 20250813 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US939336PL10 / Washington Mutual MSC Mortgage Pass-Through Certificates Series 2003-AR1 Trust | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US07384MSH69 / Bear Stearns ARM Trust 2002-11 | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT TRY SOLD USD 20250807 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT KRW SOLD USD 20250708 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US05948XBV29 / Banc of America Mortgage Trust, Series 2003-D, Class 2A4 | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| SOLD SEK BOUGHT USD 20250804 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| 317U7NNA8 PIMCO SWAPTION 5.85 PUT USD 20251124 / DIR (EZZ8D3GWSG66) | 0.00 | 0.0000 | -0.0000 | |||
| 317U7ICA1 PIMCO SWAPTION 6.05 PUT USD 20251030 / DIR (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| MSFT / Microsoft Corporation | 0.00 | -100.00 | -0.0626 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | -0.0000 | -0.0000 | |||
| BOUGHT SEK SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| 31750QMA4 PIMCO CDSOPT PUT USD 1.0 20250716 / DCR (EZ967XY50V92) | -0.00 | -0.0000 | 0.0003 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| 31750QMB2 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (EZ967XY50V92) | -0.00 | -0.0000 | 0.0003 | |||
| 31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) | -0.00 | -0.0000 | 0.0003 | |||
| 31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) | -0.00 | -0.0000 | 0.0003 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| 31750QM06 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (EZ967XY50V92) | -0.00 | -0.0000 | 0.0003 | |||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD TRY BOUGHT USD 20250718 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD KRW BOUGHT USD 20250714 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| IRS EUR 2.28000 03/04/25-5Y LCH / DIR (EZQH3P2675Q7) | -0.00 | -0.0001 | -0.0004 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD KRW BOUGHT USD 20250708 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD ILS BOUGHT USD 20250709 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| ZCS BRL 14.0087 05/12/25-01/04/27 CME / DIR (EZHTRBH6Z688) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD NZD BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOFTBANK GROUP CORP SNR JP SP GST / DCR (EZ1K1NTX2WN0) | -0.00 | -0.0002 | -0.0001 | |||
| SOLD TRY BOUGHT USD 20250707 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| IRS EUR 2.35000 04/29/25-5Y LCH / DIR (EZ74X71XY4J2) | -0.00 | -0.0003 | -0.0003 | |||
| IRS EUR 2.38000 12/31/24-10Y LCH / DIR (EZT9L1T84284) | -0.00 | -100.00 | -0.0003 | 0.0010 | ||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | |||
| SOLD TRY BOUGHT USD 20251217 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | |||
| RFR GBP SONIO/3.93000 01/06/25-10Y LCH / DIR (EZTXWKTD4706) | -0.00 | -100.00 | -0.0004 | 0.0010 | ||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | |||
| SOLD CZK BOUGHT USD 20250822 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | |||
| IRS EUR 2.40000 04/09/25-5Y LCH / DIR (EZVHX3M64G11) | -0.00 | -0.0005 | -0.0005 | |||
| SOLD PEN BOUGHT USD 20250929 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | |||
| SOLD PEN BOUGHT USD 20250808 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | |||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | |||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | |||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.00 | -0.0007 | -0.0007 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.00 | -0.0007 | -0.0007 | |||
| EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF53) | -0.00 | -0.0007 | -0.0007 | |||
| IRS EUR 2.65000 01/08/24-10Y LCH / DIR (EZGRMVPMTWZ4) | -0.00 | -0.0007 | -0.0005 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0007 | -0.0007 | |||
| RFR USD SOFR/4.00000 02/26/25-10Y LCH / DIR (EZ02007F7Y72) | -0.00 | -0.0007 | -0.0002 | |||
| IRS EUR 2.46000 03/13/25-10Y LCH / DIR (EZYS5KMNTTM6) | -0.00 | 0.00 | -0.0007 | 0.0002 | ||
| IRS EUR 2.46000 04/01/25-10Y LCH / DIR (EZ53SKB9GFZ1) | -0.00 | 0.00 | -0.0007 | 0.0002 | ||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0008 | -0.0008 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0008 | -0.0008 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0008 | -0.0008 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0008 | -0.0008 | |||
| SOLD BRL BOUGHT USD 20250903 / DFE (000000000) | -0.00 | -0.0008 | -0.0008 | |||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.00 | -0.0008 | -0.0008 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.00 | -0.0009 | -0.0009 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0009 | -0.0009 | |||
| RFR USD SOFR/3.89000 03/03/25-10Y LCH / DIR (EZ6496BPGLD0) | -0.00 | 0.00 | -0.0009 | -0.0004 | ||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0009 | -0.0009 | |||
| IRS EUR 2.42000 03/07/25-10Y LCH / DIR (EZL5KMTRTV12) | -0.00 | -50.00 | -0.0009 | 0.0002 | ||
| IRS EUR 2.58000 08/29/24-10Y LCH / DIR (EZK1YHHFDQG6) | -0.00 | 0.00 | -0.0009 | -0.0004 | ||
| SOLD COP BOUGHT USD 20250811 / DFE (000000000) | -0.00 | -0.0010 | -0.0010 | |||
| RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (EZ2V6Q3C4Q52) | -0.00 | 0.00 | -0.0010 | -0.0004 | ||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0.00 | -0.0010 | -0.0010 | |||
| RFR USD SOFR/3.90750 03/04/25-10Y LCH / DIR (EZP5RC766JJ0) | -0.00 | 0.00 | -0.0010 | -0.0004 | ||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0010 | -0.0010 | |||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | -0.00 | -0.0011 | -0.0011 | |||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | -0.00 | -0.0011 | -0.0011 | |||
| IRS CZK 3.76000 11/01/24-10Y CME / DIR (EZZDBNZ60DY7) | -0.00 | -0.0011 | -0.0011 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0011 | -0.0011 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0011 | -0.0011 | |||
| SOLD TRY BOUGHT USD 20250717 / DFE (000000000) | -0.00 | -0.0011 | -0.0011 | |||
| SOLD IDR BOUGHT USD 20250711 / DFE (000000000) | -0.00 | -0.0012 | -0.0012 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0013 | -0.0013 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0013 | -0.0013 | |||
| SOLD INR BOUGHT USD 20250709 / DFE (000000000) | -0.00 | -0.0014 | -0.0014 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0014 | -0.0014 | |||
| SOLD PEN BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0015 | -0.0015 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0015 | -0.0015 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0015 | -0.0015 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0015 | -0.0015 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0015 | -0.0015 | |||
| INF SWAP US IT 2.5025 03/25/25-5Y LCH / DIR (EZCD1478Q5K2) | -0.00 | -120.00 | -0.0015 | -0.0071 | ||
| SOLD PEN BOUGHT USD 20251105 / DFE (000000000) | -0.00 | -0.0016 | -0.0016 | |||
| RFR USD SOFR/3.87400 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) | -0.00 | 100.00 | -0.0017 | -0.0007 | ||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0017 | -0.0017 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0017 | -0.0017 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0018 | -0.0018 | |||
| RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (EZH2QB9TLWH9) | -0.00 | 200.00 | -0.0018 | -0.0007 | ||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0018 | -0.0018 | |||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0018 | -0.0018 | |||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0018 | -0.0018 | |||
| RFR USD SOFR/3.89900 03/11/25-10Y LCH / DIR (EZXJC61P0SN9) | -0.00 | 50.00 | -0.0019 | -0.0007 | ||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.00 | -0.0020 | -0.0020 | |||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.00 | -0.0020 | -0.0020 | |||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.00 | -0.0020 | -0.0020 | |||
| RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (EZKR9TWV5646) | -0.00 | 50.00 | -0.0022 | -0.0007 | ||
| SOLD CLP BOUGHT USD 20250723 / DFE (000000000) | -0.00 | -0.0022 | -0.0022 | |||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | -0.00 | -0.0024 | -0.0024 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0024 | -0.0024 | |||
| ZCS BRL 13.9271 05/08/25-01/04/27 CME / DIR (EZ6MPDHN98L0) | -0.00 | -0.0025 | -0.0025 | |||
| ZCS BRL 13.9271 05/08/25-01/04/27 CME / DIR (EZ6MPDHN98L0) | -0.00 | -0.0025 | -0.0025 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0025 | -0.0025 | |||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0026 | -0.0026 | |||
| SOLD PLN BOUGHT USD 20250710 / DFE (000000000) | -0.00 | -0.0026 | -0.0026 | |||
| RFR USD SOFR/3.97500 03/21/25-10Y LCH / DIR (EZSTF4LLCQZ1) | -0.00 | 33.33 | -0.0026 | -0.0008 | ||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.00 | -0.0027 | -0.0027 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0027 | -0.0027 | |||
| SOLD PEN BOUGHT USD 20251128 / DFE (000000000) | -0.00 | -0.0027 | -0.0027 | |||
| IRS EUR 2.89000 12/22/23-10Y LCH / DIR (EZ9WG6DNS963) | -0.01 | 150.00 | -0.0028 | -0.0014 | ||
| RFR USD SOFR/3.84200 03/04/25-5Y LCH / DIR (EZSYJ06JDLK1) | -0.01 | 150.00 | -0.0028 | -0.0015 | ||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.01 | -0.0028 | -0.0028 | |||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0029 | -0.0029 | |||
| IRS EUR 2.91000 12/29/23-10Y LCH / DIR (EZ6S054Q5KZ9) | -0.01 | 150.00 | -0.0029 | -0.0014 | ||
| CMBX.NA.AAA.16 SP SAL / DCR (EZJ2X064YKF7) | -0.01 | -44.44 | -0.0029 | 0.0020 | ||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.01 | -0.0030 | -0.0030 | |||
| SOLD PEN BOUGHT USD 20250910 / DFE (000000000) | -0.01 | -0.0030 | -0.0030 | |||
| SOLD PEN BOUGHT USD 20251219 / DFE (000000000) | -0.01 | -0.0031 | -0.0031 | |||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.01 | -0.0032 | -0.0032 | |||
| IRS EUR 2.97000 12/15/23-10Y LCH / DIR (EZ47DRZSK7H4) | -0.01 | 66.67 | -0.0032 | -0.0015 | ||
| IRS EUR 2.99000 12/08/23-10Y LCH / DIR (EZVMLNBFB1H7) | -0.01 | 100.00 | -0.0033 | -0.0015 | ||
| US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) | -0.01 | -0.0035 | -0.0035 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.01 | -0.0036 | -0.0036 | |||
| INF SWAP US IT 2.541 04/04/25-5Y LCH / DIR (EZFWFKQRGLV9) | -0.01 | -0.0037 | -0.0037 | |||
| IRS EUR 3.06300 12/06/23-10Y LCH / DIR (EZCXF38PCGV4) | -0.01 | 50.00 | -0.0037 | -0.0015 | ||
| SOLD PLN BOUGHT USD 20250710 / DFE (000000000) | -0.01 | -0.0040 | -0.0040 | |||
| SOLD PLN BOUGHT USD 20250710 / DFE (000000000) | -0.01 | -0.0040 | -0.0040 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0040 | -0.0040 | |||
| E-MINI RUSS 2000 SEP25 XCME 20250919 / DE (000000000) | -0.01 | -0.0041 | -0.0041 | |||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0041 | -0.0041 | |||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0041 | -0.0041 | |||
| IRS EUR 3.14800 11/20/23-10Y LCH / DIR (EZ0D281GPH91) | -0.01 | 75.00 | -0.0042 | -0.0016 | ||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0.01 | -0.0042 | -0.0042 | |||
| SOLD CZK BOUGHT USD 20250822 / DFE (000000000) | -0.01 | -0.0043 | -0.0043 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0044 | -0.0044 | |||
| SOLD BRL BOUGHT USD 20260402 / DFE (000000000) | -0.01 | -0.0046 | -0.0046 | |||
| 31750R3X3 PIMCO FXVAN CALL USD TRY 54.00000000 / DFE (EZP38740M526) | -0.01 | -0.0046 | -0.0046 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.01 | -0.0046 | -0.0046 | |||
| RFR USD SOFR/3.75000 06/20/24-10Y CME / DIR (EZ52H44WTW83) | -0.01 | -188.89 | -0.0046 | -0.0097 | ||
| IRS CLP 5.02000 11/05/24-6Y* CME / DIR (000000000) | -0.01 | -0.0049 | -0.0049 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0050 | -0.0050 | |||
| RFR USD SOFR/4.00000 06/20/24-2Y CME / DIR (EZ33002G9XM4) | -0.01 | -116.98 | -0.0050 | -0.0337 | ||
| INF SWAP US IT 2.52 03/27/25-5Y LCH / DIR (EZWDN00FCNN2) | -0.01 | -156.25 | -0.0053 | -0.0143 | ||
| SOLD AUD BOUGHT USD 20250805 / DFE (000000000) | -0.01 | -0.0054 | -0.0054 | |||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0054 | -0.0054 | |||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | -0.01 | -0.0057 | -0.0057 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.01 | -0.0057 | -0.0057 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0058 | -0.0058 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0059 | -0.0059 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0061 | -0.0061 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.01 | -0.0062 | -0.0062 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0062 | -0.0062 | |||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | -0.01 | -0.0065 | -0.0065 | |||
| INF SWAP US IT 2.487 04/03/25-10Y LCH / DIR (EZ1XYJNK8X20) | -0.01 | -0.0065 | -0.0065 | |||
| 317U7ISA4 PIMCO SWAPTION 2.83 CALL USD 2025103 / DIR (000000000) | -0.01 | -0.0070 | -0.0070 | |||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0072 | -0.0072 | |||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0073 | -0.0073 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0073 | -0.0073 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0081 | -0.0081 | |||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0081 | -0.0081 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0088 | -0.0088 | |||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0095 | -0.0095 | |||
| SOLD PEN BOUGHT USD 20250731 / DFE (000000000) | -0.02 | -0.0095 | -0.0095 | |||
| SOLD BRL BOUGHT USD 20260402 / DFE (000000000) | -0.02 | -0.0097 | -0.0097 | |||
| SOLD BRL BOUGHT USD 20260402 / DFE (000000000) | -0.02 | -0.0103 | -0.0103 | |||
| SOLD PEN BOUGHT USD 20250804 / DFE (000000000) | -0.02 | -0.0103 | -0.0103 | |||
| SOLD PEN BOUGHT USD 20251114 / DFE (000000000) | -0.02 | -0.0111 | -0.0111 | |||
| IRS PLN 4.93000 11/04/24-5Y* CME / DIR (000000000) | -0.02 | -0.0114 | -0.0114 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0122 | -0.0122 | |||
| OIS MXN TIIE1/9.00000 12/24/24-4Y* CME / DIR (EZM51TDSF7W6) | -0.02 | 46.67 | -0.0123 | -0.0040 | ||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0124 | -0.0124 | |||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0127 | -0.0127 | |||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0129 | -0.0129 | |||
| RFR USD SOFR/3.75000 12/18/24-7Y LCH / DIR (EZQ9TQ7T4F86) | -0.02 | 700.00 | -0.0135 | -0.0113 | ||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0136 | -0.0136 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0146 | -0.0146 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0147 | -0.0147 | |||
| RFR USD SOFR/3.75000 12/18/24-10Y CME / DIR (EZ7K2W20N534) | -0.03 | -192.86 | -0.0149 | -0.0300 | ||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0149 | -0.0149 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0149 | -0.0149 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0151 | -0.0151 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0151 | -0.0151 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0152 | -0.0152 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0155 | -0.0155 | |||
| 317U7IRA5 PIMCO SWAPTION 3.29 CALL USD 2025103 / DIR (000000000) | -0.03 | -0.0164 | -0.0164 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0164 | -0.0164 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0170 | -0.0170 | |||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.03 | -0.0174 | -0.0174 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0175 | -0.0175 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0175 | -0.0175 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0178 | -0.0178 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0187 | -0.0187 | |||
| RFR USD SOFR/3.75000 06/20/24-5Y CME / DIR (EZN00HJGN4H7) | -0.04 | -364.29 | -0.0211 | -0.0289 | ||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0.04 | -0.0218 | -0.0218 | |||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | -0.04 | -0.0239 | -0.0239 | |||
| SOLD PEN BOUGHT USD 20250922 / DFE (000000000) | -0.04 | -0.0251 | -0.0251 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.05 | -0.0302 | -0.0302 | |||
| RFR USD SOFR/3.75000 12/18/24-5Y LCH / DIR (EZ2V74HC3Q62) | -0.06 | 330.77 | -0.0313 | -0.0241 | ||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | -0.06 | -0.0339 | -0.0339 | |||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | -0.06 | -0.0342 | -0.0342 | |||
| ABX.HE.AAA.06-2 SP BOA / DCR (000000000) | -0.13 | -0.0703 | -0.0703 | |||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.14 | -0.0757 | -0.0757 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.14 | -0.0761 | -0.0761 | |||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) | -0.19 | -36.79 | -0.1056 | 0.0559 | ||
| S+P500 EMINI FUT SEP25 XCME 20250919 / DE (000000000) | -0.21 | -0.1198 | -0.1198 | |||
| IRS EUR 2.25000 09/17/25-10Y LCH / DIR (EZNLCZXFPVL3) | -0.23 | -4.20 | -0.1272 | 0.0016 | ||
| CDX IG44 5Y ICE / DCR (EZPF6RHH0ZV8) | -0.37 | -1,772.73 | -0.2054 | -0.2173 | ||
| ERAUSST TRS EQUITY FEDL01+40*BULLET* MYI / DE (000000000) | -1.28 | -0.7141 | -0.7141 | |||
| US01F0326821 / Fannie Mae or Freddie Mac | -6.66 | -199.78 | -3.7141 | -4.8572 |
