Mga Batayang Estadistika
| Nilai Portofolio | $ 614,228,533 |
| Posisi Saat Ini | 919 |
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)
PWLBX - PIMCO RAE Worldwide Long/Short PLUS Fund Class A telah mengungkapkan total kepemilikan 919 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 614,228,533 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama PWLBX - PIMCO RAE Worldwide Long/Short PLUS Fund Class A adalah Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , PIMCO PRV SHORT TERM FLT III MUTUAL FUND (US:US72201W1541) , UMBS TBA (US:US01F0406854) , and UMBS TBA (US:US01F0426811) . Posisi baru PWLBX - PIMCO RAE Worldwide Long/Short PLUS Fund Class A meliputi: Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , PIMCO PRV SHORT TERM FLT III MUTUAL FUND (US:US72201W1541) , UMBS TBA (US:US01F0406854) , and UMBS TBA (US:US01F0426811) .
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 |
|---|---|---|---|---|
| 65.99 | 15.2872 | 11.9600 | ||
| 42.19 | 9.7727 | 9.7569 | ||
| 31.30 | 7.2508 | 7.2508 | ||
| 20.43 | 4.7320 | 6.5473 | ||
| 51.27 | 11.8776 | 6.3483 | ||
| 7.99 | 1.8506 | 2.3679 | ||
| 9.43 | 2.1853 | 2.1853 | ||
| 8.42 | 1.9510 | 1.9510 | ||
| 7.86 | 1.8203 | 1.8203 | ||
| 7.05 | 1.6331 | 1.6331 |
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 |
|---|---|---|---|---|
| -19.62 | -4.5459 | -5.1414 | ||
| 10.49 | 2.4302 | -2.7040 | ||
| 14.29 | 3.3106 | -1.1034 | ||
| -3.71 | -0.8588 | -0.8588 | ||
| 0.28 | 0.0639 | -0.5956 | ||
| -2.51 | -0.5814 | -0.5814 | ||
| -1.87 | -0.4339 | -0.4339 | ||
| -1.28 | -0.2977 | -0.2977 | ||
| -1.26 | -0.2925 | -0.2925 | ||
| -1.16 | -0.2690 | -0.2690 |
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 (%) |
|
|---|---|---|---|---|---|---|
| US01F0626899 / Uniform Mortgage-Backed Security, TBA | 65.99 | 283.87 | 15.2872 | 11.9600 | ||
| US01F0606834 / Uniform Mortgage-Backed Security, TBA | 51.27 | 79.46 | 11.8776 | 6.3483 | ||
| US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 42.19 | 55,407.89 | 9.7727 | 9.7569 | ||
| REPO BANK AMERICA REPO / RA (000000000) | 31.30 | 7.2508 | 7.2508 | |||
| US01F0406854 / UMBS TBA | 20.43 | -254.14 | 4.7320 | 6.5473 | ||
| US01F0426811 / UMBS TBA | 14.92 | 10.60 | 3.4555 | 0.8455 | ||
| US01F0506844 / UMBS TBA | 14.29 | -37.34 | 3.3106 | -1.1034 | ||
| US01F0526800 / Uniform Mortgage-Backed Security, TBA | 10.49 | -60.46 | 2.4302 | -2.7040 | ||
| XS2376115270 / Toro European CLO 6 DAC | 10.19 | 5.17 | 2.3612 | 0.3573 | ||
| US01F0306781 / UMBS TBA | 9.43 | 2.1853 | 2.1853 | |||
| FED HM LN PC POOL QY2186 FR 04/55 FIXED 6.5 / ABS-MBS (US31426LNC45) | 8.42 | 1.9510 | 1.9510 | |||
| US715638BY77 / REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 | 8.21 | 6.78 | 1.9008 | 0.3118 | ||
| EW / Edwards Lifesciences Corporation | 7.99 | -234.98 | 1.8506 | 2.3679 | ||
| US21H0406734 / Ginnie Mae | 7.86 | 1.8203 | 1.8203 | |||
| US21H0506806 / GNMA | 7.05 | 1.6331 | 1.6331 | |||
| RFRF USD SF+26.161/1.2* 9/16/23-28Y* CME / DIR (EZ31ZKH6CSJ5) | 6.43 | 3.52 | 1.4900 | 0.2053 | ||
| US TREASURY N/B 05/44 4.625 / DBT (US912810UB25) | 5.98 | -2.25 | 1.3862 | 0.1204 | ||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | 5.52 | 1.2790 | 1.2790 | |||
| TREASURY BILL 10/25 0.00000 / DBT (US912797RD17) | 5.23 | 1.2108 | 1.2108 | |||
| FNMA POOL BM7581 FN 09/31 VARIABLE / ABS-MBS (US3140JCM768) | 4.99 | 0.83 | 1.1568 | 0.1327 | ||
| US31418CU779 / FANNIE MAE 3.50% 03/01/2048 FNMA | 4.89 | -2.12 | 1.1318 | 0.0996 | ||
| US78485KAE55 / STWD 2022-FL3 Ltd | 4.47 | -0.04 | 1.0366 | 0.1111 | ||
| RALVEIET TRS EQUITY FEDL01+130 BRC / DE (000000000) | 4.06 | 0.9402 | 0.9402 | |||
| US21H0426799 / Ginnie Mae | 4.03 | 0.9337 | 0.9337 | |||
| TSY INFL IX N/B 04/29 2.125 / DBT (US91282CKL45) | 3.93 | 0.72 | 0.9105 | 0.1037 | ||
| REPO BANK AMERICA REPO / RA (000000000) | 3.90 | 0.9035 | 0.9035 | |||
| US045427AD39 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 8 2A4 | 3.64 | -3.22 | 0.8432 | 0.0656 | ||
| US05377RFV15 / AESOP_22-5A | 3.33 | -0.42 | 0.7707 | 0.0800 | ||
| US03072SC525 / AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R4 M4 | 3.20 | -8.22 | 0.7403 | 0.0205 | ||
| US12564NAG79 / CLNY Trust 2019-IKPR | 3.12 | 0.65 | 0.7220 | 0.0818 | ||
| FED HM LN PC POOL SD7399 FR 12/54 FIXED 4.5 / ABS-MBS (US3132DVGG41) | 2.94 | -0.64 | 0.6822 | 0.0695 | ||
| US55284JAC36 / MF1 2022-FL8 Ltd | 2.89 | -0.58 | 0.6705 | 0.0685 | ||
| BIRCH GROVE CLO LTD. BGCLO 19A A1RR 144A / ABS-CBDO (US09075JAU34) | 2.81 | 0.32 | 0.6512 | 0.0718 | ||
| C1CI34 / Crown Castle Inc. - Depositary Receipt (Common Stock) | 2.71 | 0.6282 | 0.6282 | |||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | 2.66 | 8.61 | 0.6169 | 0.1097 | ||
| CDX ITRAXX XOV42 5Y 35-100% SP JPM / DCR (EZ2BLZ4YH9B3) | 2.61 | 0.6039 | 0.6039 | |||
| XS2373706519 / Carlyle Euro CLO 2019-2 DAC | 2.60 | 8.39 | 0.6016 | 0.1063 | ||
| ROCKFORD TOWER EUROPE CLO RFTE 2021 2A A 144A / ABS-CBDO (XS2405873865) | 2.58 | 8.80 | 0.5984 | 0.1075 | ||
| US193938AA57 / College Ave Student Loans 2023-A LLC | 2.55 | -4.31 | 0.5918 | 0.0397 | ||
| SYNCHRONY CARD ISSUANCE TRUST SYNIT 2024 A2 A / ABS-MBS (US87166PAN15) | 2.54 | 0.20 | 0.5880 | 0.0641 | ||
| US93363RAA41 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 1A | 2.53 | -3.55 | 0.5852 | 0.0436 | ||
| FNMA POOL BM7579 FN 10/29 VARIABLE / ABS-MBS (US3140JCM503) | 2.51 | 1.01 | 0.5815 | 0.0676 | ||
| US16159LAC28 / Chase Mortgage Finance Corp. | 2.50 | -2.64 | 0.5799 | 0.0482 | ||
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2016 3A ARRR / ABS-CBDO (US14311UBA51) | 2.50 | 0.48 | 0.5798 | 0.0647 | ||
| GLS AUTO RECEIVABLES TRUST GCAR 2024 3A B 144A / ABS-O (US37989AAG94) | 2.46 | -0.12 | 0.5689 | 0.0605 | ||
| USP78024AG45 / Peruvian Government International Bond | 2.43 | 7.57 | 0.5633 | 0.0960 | ||
| US268432AA90 / Ellington Financial Mortgage Trust 2022-4 | 2.43 | -4.67 | 0.5628 | 0.0358 | ||
| FCT / Fincantieri S.p.A. | 2.42 | 9.89 | 0.5614 | 0.1054 | ||
| US144527AC22 / CARRINGTON MORTGAGE LOAN TRUST CARR 2007 FRE1 A3 | 2.42 | -2.97 | 0.5609 | 0.0448 | ||
| XS2683120211 / Avon Finance No.4 PLC | 2.42 | 0.92 | 0.5602 | 0.0648 | ||
| US17330VAA44 / CMLTI_22-A | 2.39 | -2.21 | 0.5528 | 0.0483 | ||
| HERTZ VEHICLE FINANCING LLC HERTZ 2024 1A A 144A / ABS-O (US42806MCK36) | 2.34 | 0.21 | 0.5416 | 0.0592 | ||
| US17309TAC27 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 NC2 A2B | 2.32 | -0.43 | 0.5382 | 0.0557 | ||
| TREASURY BILL 07/25 0.00000 / DBT (US912797NX17) | 2.31 | 0.5343 | 0.5343 | |||
| XS2357554679 / SEGOVIA EUROPEAN CLO 6 2019 SEGOV 2019 6A AR 144A | 2.30 | 8.95 | 0.5331 | 0.0963 | ||
| FNMA POOL BS9867 FN 11/30 FIXED 5.3 / ABS-MBS (US3140LL6D83) | 2.30 | 0.66 | 0.5327 | 0.0603 | ||
| US81375WGW01 / SECURITIZED ASSET BACKED RECEI SABR 2005 OP2 M3 | 2.30 | 0.44 | 0.5319 | 0.0592 | ||
| INTC / Intel Corporation - Depositary Receipt (Common Stock) | 2.22 | 0.5141 | 0.5141 | |||
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (US48002AU933) | 2.21 | 0.5114 | 0.5114 | |||
| BDS LTD BDS 2025 FL14 AS 144A / ABS-CBDO (US072921AC35) | 2.19 | -0.46 | 0.5065 | 0.0523 | ||
| 01626P148 / Alimentation Couche-Tard Inc | 2.18 | 0.5046 | 0.5046 | |||
| RTX / RTX Corporation - Depositary Receipt (Common Stock) | 2.18 | 0.5040 | 0.5040 | |||
| TREASURY BILL 09/25 0.00000 / DBT (US912797PW16) | 2.17 | 0.5037 | 0.5037 | |||
| 92780JUU3 / VIRGINIA ELECT.& PWR | 2.17 | 0.5033 | 0.5033 | |||
| HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (US40412BVN09) | 2.15 | 0.4991 | 0.4991 | |||
| ENBRIDGE (US) INC / DBT (US29251UUB24) | 2.15 | 0.4974 | 0.4974 | |||
| J2BL34 / Jabil Inc. - Depositary Receipt (Common Stock) | 2.15 | 0.4971 | 0.4971 | |||
| RFR USD SOFR/3.00000 06/21/23-10Y CME / DIR (EZVCRM3XZB08) | 2.06 | -37.96 | 0.4770 | -0.2094 | ||
| ZAG000125980 / Republic of South Africa Government Bond | 2.03 | 8.28 | 0.4696 | 0.0825 | ||
| EXETER AUTOMOBILE RECEIVABLES EART 2024 5A B / ABS-O (US30165BAE39) | 2.00 | 0.15 | 0.4630 | 0.0503 | ||
| US44328BAD01 / HSI ASSET SECURITIZATION CORPO HASC 2006 HE2 2A2 | 1.95 | -1.66 | 0.4525 | 0.0417 | ||
| 5831 / Shizuoka Financial Group,Inc. | 1.91 | 0.4434 | 0.4434 | |||
| US64831HAM51 / New Residential Mortgage Loan Trust 2023-NQM1 | 1.89 | -7.41 | 0.4371 | 0.0156 | ||
| US67118CAA99 / OBX 2023-NQM8 Trust | 1.88 | -7.77 | 0.4346 | 0.0140 | ||
| US251526CD98 / Deutsche Bank AG/New York NY | 1.87 | 1.74 | 0.4335 | 0.0531 | ||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 8 A 144A / ABS-O (US69544QAA85) | 1.85 | -16.12 | 0.4294 | -0.0276 | ||
| O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) | 1.85 | 0.76 | 0.4285 | 0.0491 | ||
| FREDDIE MAC FHR 5513 MF / ABS-MBS (US3137HKEX87) | 1.79 | -5.19 | 0.4146 | 0.0243 | ||
| FNMA POOL BZ2582 FN 12/29 FIXED 4.3 / ABS-MBS (US3140NW2Q77) | 1.72 | 1.00 | 0.3977 | 0.0463 | ||
| US61749NAD93 / MORGAN STANLEY CAPITAL INC MSAC 2006 HE5 A2C | 1.71 | -0.93 | 0.3969 | 0.0394 | ||
| US05522RDG02 / BA Credit Card Trust | 1.71 | -0.06 | 0.3956 | 0.0424 | ||
| FANNIE MAE FNR 2024 77 FM / ABS-MBS (US3136BTRF25) | 1.69 | -13.35 | 0.3926 | -0.0117 | ||
| US12661GAA76 / CSMC 2021-RPL3 Trust | 1.67 | -3.30 | 0.3867 | 0.0296 | ||
| US61753NAA81 / MORGAN STANLEY CAPITAL INC MSAC 2007 NC2 A1 144A | 1.67 | -0.36 | 0.3864 | 0.0403 | ||
| BNSB34 / The Bank of Nova Scotia - Depositary Receipt (Common Stock) | 1.66 | 1.09 | 0.3850 | 0.0450 | ||
| US55027AAD28 / LUMINENT MORTGAGE TRUST LUM 2006 3 22A1 | 1.64 | -3.30 | 0.3804 | 0.0293 | ||
| US03027XAW02 / American Tower Corp | 1.64 | 1.24 | 0.3799 | 0.0450 | ||
| US8426EPAD09 / Southern Co Gas Capital Corp | 1.63 | 2.00 | 0.3785 | 0.0472 | ||
| US02582JJZ49 / American Express Credit Account Master Trust 2023-1 | 1.61 | -0.06 | 0.3727 | 0.0399 | ||
| EXETER AUTOMOBILE RECEIVABLES EART 2024 5A C / ABS-O (US30165BAF04) | 1.60 | 0.19 | 0.3712 | 0.0405 | ||
| US74143JAA97 / PRET 2021-RN3 LLC | 1.60 | -4.08 | 0.3702 | 0.0256 | ||
| US86562MBP41 / Sumitomo Mitsui Financial Group Inc | 1.59 | 1.40 | 0.3686 | 0.0440 | ||
| US12668AHE82 / Alternative Loan Trust 2005-56 | 1.58 | 1.21 | 0.3667 | 0.0432 | ||
| POLAND GOVERNMENT BOND BONDS 07/29 4.75 / DBT (PL0000116760) | 1.58 | 9.57 | 0.3661 | 0.0678 | ||
| US12569UAA97 / CORP CMO | 1.58 | -2.59 | 0.3655 | 0.0305 | ||
| US25466AAP66 / Discover Bank | 1.55 | 1.44 | 0.3596 | 0.0431 | ||
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A / ABS-MBS (XS2799791848) | 1.49 | -0.54 | 0.3447 | 0.0355 | ||
| E1SE34 / Eversource Energy - Depositary Receipt (Common Stock) | 1.47 | 1.17 | 0.3414 | 0.0403 | ||
| US41164YAB74 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 4 2A1 | 1.47 | -0.95 | 0.3399 | 0.0336 | ||
| US69381AAA97 / PRPM 2023-RCF1 LLC SER 2023-RCF1 CL A1 V/R REGD 144A P/P 4.00000000 | 1.44 | -4.70 | 0.3337 | 0.0212 | ||
| US38141GWZ35 / Goldman Sachs Group Inc/The | 1.44 | 0.77 | 0.3331 | 0.0382 | ||
| FNMA POOL BS9669 FN 10/28 FIXED 4.72 / ABS-MBS (US3140LLW723) | 1.43 | 0.28 | 0.3303 | 0.0364 | ||
| US06051GHQ55 / Bank of America Corp | 1.42 | 1.14 | 0.3298 | 0.0388 | ||
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A3 / ABS-O (US448973AD90) | 1.41 | 0.00 | 0.3274 | 0.0351 | ||
| XS2390844780 / Black Diamond CLO 2019-1 DAC | 1.38 | -1.22 | 0.3201 | 0.0309 | ||
| OXYD / Occidental Petroleum Corporation - Depositary Receipt (Common Stock) | 1.37 | 0.44 | 0.3184 | 0.0354 | ||
| COL17CT02914 / Colombian TES | 1.37 | 3.63 | 0.3175 | 0.0439 | ||
| US16159RAC97 / Chase Home Lending Mortgage Trust 2023-RPL2 | 1.35 | -1.74 | 0.3135 | 0.0287 | ||
| CL0002454248 / Bonos de la Tesoreria de la Republica en pesos | 1.35 | 4.97 | 0.3132 | 0.0469 | ||
| US69291QAA31 / PFP III PFP 2022 9 A 144A | 1.34 | -21.86 | 0.3114 | -0.0443 | ||
| US05377RHL15 / Avis Budget Rental Car Funding AESOP LLC | 1.34 | 0.15 | 0.3097 | 0.0338 | ||
| US78448YAB74 / SMB PRIVATE EDUCATION LOAN TRUST | 1.32 | -3.79 | 0.3059 | 0.0221 | ||
| AG TRUST AG 2024 NLP A 144A / ABS-MBS (US00792MAA18) | 1.29 | 0.16 | 0.2982 | 0.0323 | ||
| US92539YAA01 / Verus Securitization Trust 2023-7 | 1.27 | -7.53 | 0.2931 | 0.0102 | ||
| XS2118204200 / Wells Fargo & Co | 1.25 | 11.78 | 0.2905 | 0.0585 | ||
| FHLMC MULTIFAMILY STRUCTURED P FHMS Q034 APT2 / ABS-MBS (US3137HLY301) | 1.22 | 0.2826 | 0.2826 | |||
| US22758CAA99 / CROSS 2023-H1 MORTGAGE TRUST CROSS 2023-H1 A1 | 1.21 | -7.62 | 0.2811 | 0.0095 | ||
| JACKSON NATL LIFE GLOBAL JACKSON NATL LIFE GLOBAL / DBT (US46849LUZ20) | 1.21 | -0.08 | 0.2804 | 0.0299 | ||
| US25151KAC36 / Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-3, Class 2A1 | 1.20 | -3.61 | 0.2782 | 0.0206 | ||
| ARES STRATEGIC INCOME FU SR UNSECURED 144A 09/28 5.45 / DBT (US04020EAL11) | 1.20 | 0.2782 | 0.2782 | |||
| US55275RAD44 / MASTR ASSET BACKED SECURITIES MABS 2006 NC3 A4 | 1.20 | -0.83 | 0.2776 | 0.0278 | ||
| US3128MMWV14 / Freddie Mac Gold Pool | 1.18 | -5.08 | 0.2725 | 0.0163 | ||
| US61747YEC57 / Morgan Stanley | 1.16 | 0.95 | 0.2697 | 0.0312 | ||
| FNMA POOL BZ1029 FN 06/29 FIXED 4.93 / ABS-MBS (US3140NVEB95) | 1.13 | 0.27 | 0.2614 | 0.0287 | ||
| US78448YAH45 / SMB Private Education Loan Trust 2021-A | 1.12 | -4.34 | 0.2605 | 0.0175 | ||
| CITIBANK NA CITIBANK NA / DBT (US17325FBK30) | 1.12 | 1.08 | 0.2603 | 0.0303 | ||
| US939355AB98 / Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OA3 Trust | 1.12 | -2.43 | 0.2600 | 0.0223 | ||
| AXP / American Express Company - Depositary Receipt (Common Stock) | 1.11 | 1.36 | 0.2581 | 0.0306 | ||
| US44963BAD01 / IHO Verwaltungs GmbH | 1.10 | 3.57 | 0.2552 | 0.0352 | ||
| MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock) | 1.10 | 0.2549 | 0.2549 | |||
| US04542BKU51 / ABFC 2005-HE1 M3 | 1.09 | 0.37 | 0.2525 | 0.0281 | ||
| CPS AUTO TRUST CPS 2024 D A 144A / ABS-O (US22411JAA34) | 1.07 | -22.89 | 0.2482 | -0.0390 | ||
| MX0SGO0000M6 / Mexican Udibonos | 1.06 | 12.00 | 0.2467 | 0.0501 | ||
| ARES EURO CLO ARESE 14A BR 144A / ABS-CBDO (XS2920478513) | 1.06 | 9.14 | 0.2465 | 0.0449 | ||
| US61752UAB17 / MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 2 A2 | 1.05 | -0.94 | 0.2430 | 0.0240 | ||
| US3140JANZ71 / FNMA POOL BM5807 FN 04/48 FIXED VAR | 1.04 | -1.89 | 0.2409 | 0.0218 | ||
| US17311BAB99 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A2B | 1.04 | -1.80 | 0.2404 | 0.0220 | ||
| PEP01000C5I0 / BONOS DE TESORERIA | 1.02 | 7.17 | 0.2355 | 0.0393 | ||
| US55285WAA71 / MFA Trust, Series 2023-NQM2, Class A1 | 1.01 | -3.53 | 0.2346 | 0.0176 | ||
| US36267FAE88 / GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A3 144A | 1.01 | -0.39 | 0.2339 | 0.0243 | ||
| US902613AP31 / UBS Group AG | 1.01 | 0.60 | 0.2331 | 0.0262 | ||
| US70069FBB22 / PARK PLACE SECURITIES INC PPSI 2004 WCW2 M5 | 1.01 | 0.20 | 0.2330 | 0.0255 | ||
| US74923GAC78 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA1 A3 | 0.99 | -1.78 | 0.2300 | 0.0211 | ||
| US67117PAA12 / OBX Trust, Series 2023-NQM3, Class A1 | 0.99 | -5.43 | 0.2299 | 0.0127 | ||
| VERUS SECURITIZATION TRUST VERUS 2022 2 A1 144A / ABS-MBS (US92538XAA37) | 0.99 | -2.56 | 0.2291 | 0.0192 | ||
| XS2350015942 / CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A | 0.98 | -11.50 | 0.2263 | -0.0021 | ||
| US61753EAC49 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A2C | 0.93 | 0.21 | 0.2165 | 0.0237 | ||
| US59319BAA52 / CORP CMO | 0.93 | -3.33 | 0.2156 | 0.0166 | ||
| US92539DAA63 / Verus Securitization Trust 2023-2 | 0.92 | -9.18 | 0.2133 | 0.0038 | ||
| US64035GAA76 / Nelnet Student Loan Trust 2021-C | 0.92 | -7.26 | 0.2132 | 0.0080 | ||
| FNMA POOL BS9613 FN 10/28 FIXED 4.77 / ABS-MBS (US3140LLVF52) | 0.92 | 0.33 | 0.2127 | 0.0234 | ||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | 0.91 | 0.2105 | 0.2105 | |||
| GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 1 A3 / ABS-O (US36268GAD79) | 0.90 | -0.11 | 0.2096 | 0.0224 | ||
| PCG.PRD / Pacific Gas and Electric Company - Preferred Stock | 0.90 | 0.00 | 0.2085 | 0.0224 | ||
| US59024FAE43 / MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3B | 0.89 | -1.33 | 0.2065 | 0.0197 | ||
| US69337BAA26 / PHH Alternative Mortgage Trust Series 2007-1 | 0.87 | -0.91 | 0.2009 | 0.0199 | ||
| SAGB / Republic of South Africa Government Bond | 0.86 | 6.34 | 0.1982 | 0.0317 | ||
| US66988WAD83 / NovaStar Mortgage Funding Trust, Series 2006-3 | 0.85 | 1.91 | 0.1979 | 0.0246 | ||
| US76112BK413 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC6 M3 | 0.85 | -5.13 | 0.1973 | 0.0117 | ||
| US3622MGAA63 / GSAMP Trust | 0.83 | 4.01 | 0.1923 | 0.0273 | ||
| FNMA POOL BZ2331 FN 08/30 FIXED 4.86 / ABS-MBS (US3140NWSV86) | 0.82 | 0.49 | 0.1907 | 0.0213 | ||
| US06738EBD67 / Barclays PLC | 0.81 | 0.75 | 0.1873 | 0.0213 | ||
| US05610AAW80 / BX Trust, Series 2022-FOX2, Class A2 | 0.81 | -6.16 | 0.1870 | 0.0091 | ||
| US83406TAB89 / SoFi Professional Loan Program 2020-ATrust | 0.80 | -7.33 | 0.1846 | 0.0069 | ||
| US71429MAC91 / Perrigo Finance Unlimited Co | 0.79 | 3.01 | 0.1823 | 0.0242 | ||
| US694308JM04 / PACIFIC GAS and ELECTRIC CO 4.55% 07/01/2030 | 0.78 | 0.90 | 0.1810 | 0.0208 | ||
| ACHV ABS TRUST ACHV 2024 2PL B 144A / ABS-O (US00092HAB78) | 0.76 | -18.29 | 0.1749 | -0.0162 | ||
| RALVEIIT TRS EQUITY FEDL01+111 MYI / DE (000000000) | 0.74 | 0.1724 | 0.1724 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.74 | 0.1712 | 0.1712 | |||
| USY62014AA64 / NAKILAT INC SR SECURED REGS 12/33 6.067 | 0.73 | 0.69 | 0.1688 | 0.0192 | ||
| XS2350603374 / CAIRN CLO BV CRNCL 2018 10A AR 144A | 0.73 | -6.19 | 0.1687 | 0.0082 | ||
| US55336VBQ23 / MPLX LP | 0.72 | 1.69 | 0.1678 | 0.0204 | ||
| US38380LFE83 / GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H09 FA | 0.72 | -0.55 | 0.1669 | 0.0171 | ||
| US673919AL09 / OBX Trust, Series 2023-NQM5, Class A1A | 0.71 | -6.96 | 0.1643 | 0.0066 | ||
| XS1794675931 / Fairfax Financial Holdings Ltd | 0.71 | 9.95 | 0.1640 | 0.0310 | ||
| US924934AA00 / Verus Securitization Trust, Series 2023-5, Class A1 | 0.69 | -13.59 | 0.1607 | -0.0053 | ||
| US67448GAA13 / OBX 23-NQM4 A1 144A 6.113% 03-25-63/05-25-27 | 0.68 | -6.82 | 0.1584 | 0.0067 | ||
| US06738ECE32 / Barclays PLC | 0.68 | 1.79 | 0.1578 | 0.0193 | ||
| US16412XAJ46 / Cheniere Corpus Christi Holdings LLC | 0.68 | 1.05 | 0.1565 | 0.0182 | ||
| XS2304366656 / HARVEST CLO HARVT 16A ARR 144A | 0.67 | -6.93 | 0.1557 | 0.0065 | ||
| TRINITY SQUARE TRINI 2021 1A AR 144A / ABS-MBS (XS2783078087) | 0.67 | 0.61 | 0.1541 | 0.0174 | ||
| CDX ITRAXX XOV42 5Y 35-100% SP BPS / DCR (EZ2BLZ4YH9B3) | 0.66 | 0.1534 | 0.1534 | |||
| IRS EUR 2.25000 09/17/25-30Y LCH / DIR (EZV4L1QCFM97) | 0.66 | 50.23 | 0.1532 | 0.0622 | ||
| US78450FAA57 / SMB Private Education Loan Trust 2022-A | 0.66 | -4.08 | 0.1525 | 0.0104 | ||
| US29444UBL98 / Equinix, Inc. | 0.65 | 1.56 | 0.1512 | 0.0184 | ||
| JPMCC / J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-ASH8 | 0.65 | -0.77 | 0.1501 | 0.0151 | ||
| RFR USD SOFR/3.50000 12/18/24-30Y CME / DIR (EZ4089K4KC85) | 0.65 | 42.07 | 0.1496 | 0.0556 | ||
| US007036TD80 / ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 10 2A1 | 0.64 | -1.09 | 0.1479 | 0.0144 | ||
| US94985GAH92 / Wells Fargo Alternative Loan 2007-PA3 Trust | 0.63 | -0.48 | 0.1450 | 0.0148 | ||
| RFR USD SOFR/2.75000 06/21/23-30Y CME / DIR (EZM2L9TGLT92) | 0.62 | 0.81 | 0.1438 | 0.0166 | ||
| US14686TAC27 / CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A3 144A | 0.62 | -22.43 | 0.1435 | -0.0217 | ||
| CPPIB CAPITAL INC COMPANY GUAR REGS 06/34 4.3 / DBT (CA12593CAY71) | 0.61 | 4.08 | 0.1420 | 0.0202 | ||
| STRATTON MORTGAGE FUNDING PLC STRA 2024 1A A 144A / ABS-MBS (XS2728570248) | 0.61 | 0.33 | 0.1418 | 0.0155 | ||
| FNMA POOL BS9073 FN 07/30 FIXED 4.54 / ABS-MBS (US3140LLCK58) | 0.61 | 0.66 | 0.1408 | 0.0160 | ||
| US14686TAD00 / Carvana Auto Receivables Trust, Series 2023-P2, Class A4 | 0.61 | -0.33 | 0.1408 | 0.0148 | ||
| US3132XWE647 / Freddie Mac Gold Pool | 0.61 | -0.98 | 0.1402 | 0.0138 | ||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 0.60 | 0.33 | 0.1401 | 0.0155 | ||
| SCE.PRK / SCE Trust V - Preferred Security | 0.60 | 0.17 | 0.1398 | 0.0153 | ||
| NORTHWOODS CAPITAL LTD WOODS 2018 12BA AR 144A / ABS-CBDO (US66858CAN74) | 0.60 | -13.77 | 0.1394 | -0.0049 | ||
| FREDDIE MAC FHR 5557 FM / ABS-MBS (US3137HLZ217) | 0.60 | 0.1390 | 0.1390 | |||
| TRT061124T11 / Turkey Government Bond | 0.58 | -2.34 | 0.1354 | 0.0117 | ||
| US02146TAG22 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 24CB A7 | 0.58 | -2.03 | 0.1346 | 0.0120 | ||
| US52522GAC87 / Lehman XS Trust Series | 0.56 | -4.25 | 0.1305 | 0.0089 | ||
| US78449MAA45 / SMB PRIVATE EDUCATION LOAN TRUST 2021-D SER 2021-D CL A1A REGD 144A P/P 1.34000000 | 0.56 | -7.59 | 0.1299 | 0.0045 | ||
| US404280CH04 / HSBC Holdings PLC | 0.55 | 1.67 | 0.1271 | 0.0156 | ||
| US281020AN70 / EDISON INTERNATIONAL SR UNSECURED 06/27 5.75 | 0.55 | -0.37 | 0.1265 | 0.0133 | ||
| US04012XAE58 / ARGENT SECURITIES INC. ARSI 2006 W5 A2D | 0.55 | -0.37 | 0.1264 | 0.0132 | ||
| US05401AAR23 / Avolon Holdings Funding Ltd | 0.54 | 1.70 | 0.1249 | 0.0151 | ||
| TRT061124T11 / Turkey Government Bond | 0.52 | -2.61 | 0.1212 | 0.0100 | ||
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A2A / ABS-O (US448973AB35) | 0.52 | -35.64 | 0.1210 | -0.0469 | ||
| MX0MGO0001F1 / Mexican Bonos | 0.52 | 10.26 | 0.1196 | 0.0226 | ||
| MX0MGO000102 / Mexican Bonos | 0.52 | -19.66 | 0.1195 | -0.0133 | ||
| HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (US40412BVE00) | 0.51 | 0.1174 | 0.1174 | |||
| FCT / Fincantieri S.p.A. | 0.51 | 0.1174 | 0.1174 | |||
| MX0SGO0000K0 / Mexican Udibonos | 0.51 | 11.48 | 0.1172 | 0.0235 | ||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.50 | 0.1163 | 0.1163 | |||
| US12570HAA59 / CIM Trust 2023-I2 | 0.49 | -6.65 | 0.1139 | 0.0050 | ||
| RALVEIET TRS EQUITY SOFR+97 JPM / DE (000000000) | 0.49 | 0.1136 | 0.1136 | |||
| US23371DAG97 / DAE Funding LLC | 0.48 | 0.84 | 0.1115 | 0.0129 | ||
| US87264ABV61 / T-Mobile USA Inc | 0.48 | 1.26 | 0.1115 | 0.0132 | ||
| US694308JW85 / Pacific Gas and Electric Co | 0.47 | 0.85 | 0.1100 | 0.0128 | ||
| R2037 / South Africa - Sovereign or Government Agency Debt | 0.47 | 8.51 | 0.1094 | 0.0193 | ||
| DE000DL19VP0 / DEUTSCHE BANK AG SR UNSECURED REGS 09/26 VAR | 0.47 | 9.56 | 0.1089 | 0.0201 | ||
| US74143FAA75 / PRET_21-RN2 | 0.47 | -8.41 | 0.1086 | 0.0029 | ||
| TREASURY BILL 09/25 0.00000 / DBT (US912797QU41) | 0.47 | 0.1086 | 0.1086 | |||
| US35104AAB44 / FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2023-2 A2 | 0.45 | -26.66 | 0.1054 | -0.0227 | ||
| RALVEIIT TRS EQUITY FEDL01+95 MBC / DE (000000000) | 0.45 | 0.1051 | 0.1051 | |||
| RFR USD SOFR/3.84199 12/02/24-4Y* LCH / DIR (EZSGM4VHBMV4) | 0.45 | 102.69 | 0.1048 | 0.0585 | ||
| US654744AB77 / Nissan Motor Co Ltd | 0.42 | 0.48 | 0.0968 | 0.0108 | ||
| US344928AD89 / Ford Credit Auto Owner Trust, Series 2023-A, Class A3 | 0.41 | -20.08 | 0.0950 | -0.0111 | ||
| IRS AUD 4.50000 09/20/23-10Y LCH / DIR (EZGXS4F4YYN6) | 0.41 | 100.98 | 0.0950 | 0.0526 | ||
| US38141GZS64 / GOLDMAN SACHS GROUP INC SR UNSECURED 03/28 VAR | 0.41 | -0.25 | 0.0945 | 0.0100 | ||
| CDX ITRAXX XOV42 5Y 35-100% SP BOA / DCR (EZ2BLZ4YH9B3) | 0.41 | 0.0940 | 0.0940 | |||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 0.40 | 0.00 | 0.0936 | 0.0101 | ||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 0.40 | 1.01 | 0.0929 | 0.0109 | ||
| US67571BAA17 / Octane Receivables Trust 2023-1 | 0.40 | -36.39 | 0.0916 | -0.0369 | ||
| R2032 / South Africa - Corporate Bond/Note | 0.39 | 7.38 | 0.0912 | 0.0155 | ||
| CZECH / Czech Republic Government Bond | 0.39 | 9.89 | 0.0903 | 0.0169 | ||
| US345397YT41 / Ford Motor Credit Co. LLC | 0.39 | 1.31 | 0.0895 | 0.0106 | ||
| US52524VAG41 / Lehman XS Trust, Series 2007-15N | 0.36 | -4.96 | 0.0845 | 0.0052 | ||
| US83207DAB47 / SMB 23-C A1B 144A (SOFR30A+155) FRN 11-15-52/10-17-33 | 0.36 | -5.84 | 0.0822 | 0.0043 | ||
| US41162DAA72 / HarborView Mortgage Loan Trust 2006-12 | 0.35 | -1.41 | 0.0813 | 0.0078 | ||
| US715638BE14 / Peruvian Government International Bond | 0.34 | -15.48 | 0.0797 | -0.0045 | ||
| US12669HAA77 / Countrywide Asset-Backed Certificates | 0.34 | 0.00 | 0.0784 | 0.0083 | ||
| RFR USD SOFR/1.75000 06/15/22-30Y CME / DIR (EZ2TNCR649W7) | 0.33 | -2.37 | 0.0766 | 0.0067 | ||
| US03065UAB52 / Americredit Automobile Receivables Trust 2023-2 | 0.32 | -58.42 | 0.0746 | -0.0851 | ||
| RFR USD SOFR/3.00000 06/21/23-7Y CME / DIR (EZWF2F56KP17) | 0.32 | -57.39 | 0.0743 | -0.0810 | ||
| US83612NAE58 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 WMC1 3A3 | 0.32 | -0.62 | 0.0740 | 0.0076 | ||
| US12668AWH49 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 58 A1 | 0.31 | -4.85 | 0.0729 | 0.0046 | ||
| S+P500 EMINI FUT SEP25 XCME 20250919 / DE (000000000) | 0.31 | 0.0719 | 0.0719 | |||
| US65535AAD63 / NOMURA HOME EQUITY LOAN INC NHELI 2006 AF1 A4 | 0.31 | -0.33 | 0.0708 | 0.0075 | ||
| GA GLOBAL FUNDING TRUST SR SECURED 144A 04/32 5.5 / DBT (US36143L2T17) | 0.31 | 0.99 | 0.0707 | 0.0082 | ||
| US83612TAB89 / Soundview Home Loan Trust, Series 2007-OPT1, Class 2A1 | 0.30 | -0.66 | 0.0701 | 0.0071 | ||
| EXTRA SPACE STORAGE LP COMPANY GUAR 06/35 5.4 / DBT (US30225VAU17) | 0.30 | 1.01 | 0.0699 | 0.0082 | ||
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A3 144A / ABS-O (US17331QAD88) | 0.30 | -0.33 | 0.0699 | 0.0074 | ||
| US42806MBS70 / Hertz Vehicle Financing III LLC | 0.30 | -0.33 | 0.0699 | 0.0074 | ||
| PROLOGIS LP SR UNSECURED 01/35 5 / DBT (US74340XCN93) | 0.30 | 1.01 | 0.0695 | 0.0079 | ||
| CDX HY44 5Y ICE / DCR (000000000) | 0.30 | 0.0693 | 0.0693 | |||
| HPS CORPORATE LENDING FU SR UNSECURED 04/32 5.95 / DBT (US40440VAK17) | 0.30 | 0.0692 | 0.0692 | |||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.30 | 0.0690 | 0.0690 | |||
| US3132LAY638 / FED HM LN PC POOL V85233 FG 03/49 FIXED 4 | 0.30 | -6.01 | 0.0690 | 0.0035 | ||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 2A ARV 144A / ABS-CBDO (US03329LAS07) | 0.29 | 1.03 | 0.0683 | 0.0081 | ||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 12A A1 144A / ABS-CBDO (US03332DAA28) | 0.29 | -0.35 | 0.0667 | 0.0070 | ||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARV 144A / ABS-CBDO (US033296AG97) | 0.28 | -0.70 | 0.0658 | 0.0066 | ||
| MX0SGO0000F0 / Mexican Udibonos | 0.28 | 11.46 | 0.0653 | 0.0130 | ||
| US03290AAA88 / Anchorage Credit Funding Ltd. | 0.28 | 1.08 | 0.0653 | 0.0077 | ||
| 01626P148 / Alimentation Couche-Tard Inc | 0.28 | 0.0646 | 0.0646 | |||
| US863579C309 / STRUCTURED ADJUSTABLE RATE MOR SARM 2005 21 6A3 | 0.28 | -2.46 | 0.0646 | 0.0056 | ||
| CDX ITRAXX XOV42 5Y 35-100% SP GST / DCR (EZ2BLZ4YH9B3) | 0.28 | 0.0643 | 0.0643 | |||
| BRSTNCLTN7Z6 / BRAZIL LTN BRL 0.0% 07-01-25 | 0.28 | -91.38 | 0.0639 | -0.5956 | ||
| US64830TAD00 / NRZT 2020-1A A1B | 0.27 | -3.90 | 0.0628 | 0.0045 | ||
| US35729PNC04 / Fremont Home Loan Trust 2005-E | 0.27 | -8.84 | 0.0622 | 0.0013 | ||
| US576433EU63 / MASTR ADJUSTABLE RATE MORTGAGE MARM 2003 4 B1 | 0.27 | -3.99 | 0.0615 | 0.0044 | ||
| US87264ACQ67 / T-Mobile USA Inc | 0.26 | 1.93 | 0.0613 | 0.0076 | ||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.26 | 0.0607 | 0.0607 | |||
| INTEGRITY RE III UNSECURED 144A 06/27 VAR / DBT (US45870GAF37) | 0.25 | 1.21 | 0.0583 | 0.0069 | ||
| CAPE LOOKOUT RE LTD UNSECURED 144A 03/32 VAR / DBT (US13947LAG77) | 0.25 | 0.40 | 0.0582 | 0.0065 | ||
| US46628TAD37 / JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WMC2 A4 | 0.25 | 6.87 | 0.0578 | 0.0096 | ||
| HESTIA RE LTD UNSECURED 144A 03/32 VAR / DBT (US42815KAD46) | 0.25 | -1.20 | 0.0572 | 0.0055 | ||
| US842400FZ13 / Southern California Edison Co. Bond 4.65% Due 10/1/2043 | 0.24 | -3.59 | 0.0562 | 0.0043 | ||
| US36267FAC23 / GLS Auto Select Receivables Trust 2023-1 | 0.24 | -63.57 | 0.0556 | -0.0801 | ||
| US76089EAA10 / RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 1A A 144A | 0.24 | -12.27 | 0.0548 | -0.0009 | ||
| US76089RAA23 / Research-Driven Pagaya Motor Asset Trust 2023-3 | 0.24 | -16.96 | 0.0545 | -0.0040 | ||
| US07384MTD47 / Bear Stearns ARM Trust, Series 2003-2, Class A5 | 0.23 | -1.28 | 0.0538 | 0.0051 | ||
| US542514KV50 / LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 2 M5 | 0.23 | -25.65 | 0.0533 | -0.0105 | ||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.23 | 0.0531 | 0.0531 | |||
| US36179QUQ27 / GNMA II POOL MA2391 G2 11/44 FLOATING VAR | 0.22 | -0.45 | 0.0517 | 0.0054 | ||
| RFR USD SOFR/3.70000 02/20/24-25Y LCH / DIR (EZRM7DK4X894) | 0.22 | 54.93 | 0.0511 | 0.0216 | ||
| US92927BAA08 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA6 1A | 0.22 | -1.37 | 0.0502 | 0.0048 | ||
| CRB SECURITIZATION TRUST CRB 2023 1 A 144A / ABS-O (US12670DAA37) | 0.22 | -46.52 | 0.0500 | -0.0331 | ||
| US07274EAL74 / BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.5% 11-21-33 | 0.21 | 1.90 | 0.0497 | 0.0062 | ||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0.21 | 0.0495 | 0.0495 | |||
| US04013BAB80 / ARGENT SECURITIES INC. ARSI 2006 M2 A2B | 0.21 | -0.93 | 0.0494 | 0.0048 | ||
| US69121PBU66 / OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2005 5 M1 | 0.21 | -3.70 | 0.0484 | 0.0036 | ||
| US57643GAE70 / MASTR Asset-Backed Securities Trust, Series 2006-FRE2, Class A5 | 0.21 | -2.36 | 0.0480 | 0.0041 | ||
| NMR / Nomura Holdings, Inc. - Depositary Receipt (Common Stock) | 0.21 | 0.49 | 0.0480 | 0.0055 | ||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | 0.21 | 0.49 | 0.0480 | 0.0055 | ||
| SCE.PRK / SCE Trust V - Preferred Security | 0.20 | 0.50 | 0.0468 | 0.0052 | ||
| VICI PROPERTIES LP SR UNSECURED 04/35 5.625 / DBT (US925650AK98) | 0.20 | 1.01 | 0.0468 | 0.0056 | ||
| UNITED AIR 2024 1 AA PTT PASS THRU CE 08/38 5.45 / DBT (US90932WAA18) | 0.20 | 0.00 | 0.0465 | 0.0051 | ||
| US345397ZW60 / Ford Motor Credit Co. LLC | 0.20 | 0.51 | 0.0460 | 0.0052 | ||
| US46625HRY89 / JPMorgan Chase & Co. | 0.20 | 0.51 | 0.0459 | 0.0051 | ||
| US07274NAL73 / Bayer Us Finance Ii Llc 4.375% 12/15/2028 144a Bond | 0.20 | 2.06 | 0.0459 | 0.0056 | ||
| US45262BAB99 / IMPERIAL BRANDS FIN PLC REGD 144A P/P 3.50000000 | 0.20 | 0.00 | 0.0458 | 0.0050 | ||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2018 6A A 144A / ABS-CBDO (US03330LAA61) | 0.19 | -7.18 | 0.0452 | 0.0019 | ||
| TRICOLOR AUTO SECURITIZATION T TAST 2024 1A A 144A / ABS-O (US89616LAA08) | 0.19 | -43.36 | 0.0446 | -0.0256 | ||
| 317U7IQA6 PIMCO SWAPTION 3.75 CALL USD 2025103 / DIR (000000000) | 0.19 | 0.0436 | 0.0436 | |||
| US76088TAA97 / RPM 22-3 A 144A 5.38% 11-25-30 | 0.19 | -43.67 | 0.0433 | -0.0254 | ||
| MMIFS RE LTD SECURED 144A 01/33 VAR / DBT (XS2969300081) | 0.18 | 5.78 | 0.0426 | 0.0068 | ||
| CDX HY43 5Y ICE / DCR (EZ4J83TSRL27) | 0.18 | -42.81 | 0.0416 | -0.0232 | ||
| ZAG000077470 / Republic of South Africa Government Bond | 0.18 | 7.32 | 0.0409 | 0.0069 | ||
| US64032PAB85 / Nelnet Student Loan Trust 2023-A | 0.17 | -8.11 | 0.0396 | 0.0011 | ||
| US64032PAA03 / Nelnet Student Loan Trust, Series 2023-AA, Class AFL | 0.17 | -8.20 | 0.0390 | 0.0010 | ||
| FNMA POOL AJ7522 FN 01/27 FIXED 3 / ABS-MBS (US3138E0LC13) | 0.17 | -18.32 | 0.0382 | -0.0037 | ||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.16 | 0.0372 | 0.0372 | |||
| US52607QAA85 / LendingPoint Pass-Through Trust Series 2022-ST2 | 0.15 | -45.39 | 0.0359 | -0.0225 | ||
| US02660CAF77 / AMERICAN HOME MORTGAGE INVESTM AHM 2007 2 13A1 | 0.15 | -1.94 | 0.0353 | 0.0032 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.15 | 0.0343 | 0.0343 | |||
| PROLOGIS LP SR UNSECURED 02/33 4.2 / DBT (CA74340XCP48) | 0.15 | 5.76 | 0.0343 | 0.0054 | ||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.15 | 0.0338 | 0.0338 | |||
| US43709XAF87 / Home Equity Mortgage Loan Asset-Backed Trust Series INABS | 0.14 | -2.04 | 0.0334 | 0.0029 | ||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 0.14 | 0.0330 | 0.0330 | |||
| US14686RAA05 / Carvana Auto Receivables Trust 2023-N3 | 0.13 | -52.31 | 0.0311 | -0.0272 | ||
| RALVEIUT TRS EQUITY SOFR+39 CBK / DE (000000000) | 0.12 | 0.0284 | 0.0284 | |||
| RALVEIUT TRS EQUITY SOFR+47 RBC / DE (000000000) | 0.12 | 0.0284 | 0.0284 | |||
| US924933AA27 / Veros Auto Receivables Trust, Series 2023-1, Class A | 0.12 | -66.11 | 0.0282 | -0.0456 | ||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0.12 | 0.0268 | 0.0268 | |||
| US882925AA84 / Theorem Funding Trust 2022-3 | 0.12 | -56.44 | 0.0267 | -0.0280 | ||
| 952NPG006 / CREDIT SUISSE GROUP AG JR SUB 144A | 0.11 | 0.00 | 0.0261 | 0.0028 | ||
| US362382AE30 / GSAA HOME EQUITY TRUST GSAA 2006 9 A2 | 0.11 | -1.87 | 0.0245 | 0.0022 | ||
| 952NPL005 / CREDIT SUISSE GROUP AG COCO JR SUB 144A | 0.10 | 0.00 | 0.0242 | 0.0026 | ||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 0.10 | 0.00 | 0.0241 | 0.0027 | ||
| US92925DAD21 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 2A | 0.10 | 0.00 | 0.0240 | 0.0026 | ||
| US91680YAY77 / UPSTART STRUCTURED PASS THROUG USPTT 2022 2A A 144A | 0.10 | -18.40 | 0.0237 | -0.0022 | ||
| VICI PROPERTIES LP SR UNSECURED 04/34 5.75 / DBT (US925650AF04) | 0.10 | 2.00 | 0.0237 | 0.0029 | ||
| US31397QZU56 / FANNIE MAE FNR 2011 17 KS | 0.10 | -0.97 | 0.0237 | 0.0023 | ||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | 0.10 | 0.00 | 0.0237 | 0.0025 | ||
| C1CI34 / Crown Castle Inc. - Depositary Receipt (Common Stock) | 0.10 | 1.01 | 0.0234 | 0.0028 | ||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | 0.10 | 0.00 | 0.0233 | 0.0026 | ||
| SCE.PRK / SCE Trust V - Preferred Security | 0.10 | 0.00 | 0.0233 | 0.0025 | ||
| US842400HQ95 / SOUTHERN CAL EDISON REGD SER D 4.70000000 | 0.10 | 1.01 | 0.0233 | 0.0026 | ||
| JACKSON NATL LIFE GLOBAL SECURED 144A 01/28 VAR / DBT (US46849CJN20) | 0.10 | 0.00 | 0.0233 | 0.0024 | ||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 0.10 | 1.01 | 0.0232 | 0.0027 | ||
| VICI PROPERTIES LP SR UNSECURED 11/31 5.125 / DBT (US925650AH69) | 0.10 | 2.04 | 0.0232 | 0.0028 | ||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.10 | 0.0231 | 0.0231 | |||
| GLP CAPITAL LP / FIN II GLP CAPITAL LP / FIN II / DBT (US361841AT63) | 0.10 | 1.02 | 0.0231 | 0.0027 | ||
| US097023DG73 / Boeing Co/The | 0.10 | 1.03 | 0.0228 | 0.0026 | ||
| US067316AD11 / Bacardi Ltd | 0.10 | 0.00 | 0.0227 | 0.0025 | ||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.10 | 0.0226 | 0.0226 | |||
| RFR USD SOFR/3.25000 06/21/23-5Y CME / DIR (EZ628FWCQP43) | 0.10 | -82.39 | 0.0223 | -0.0905 | ||
| 952NPKII9 / CREDIT SUISSE GROUP AG COCO JR SUB 144A | 0.10 | 0.00 | 0.0222 | 0.0024 | ||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.09 | 0.0208 | 0.0208 | |||
| US126680AA57 / Alternative Loan Trust 2007-OA7 | 0.09 | 0.00 | 0.0204 | 0.0021 | ||
| RALVEIUT TRS EQUITY SOFR+61 CBK / DE (000000000) | 0.09 | 0.0199 | 0.0199 | |||
| IRS AUD 4.50000 06/18/25-10Y LCH / DIR (EZ3K0DGVSD24) | 0.09 | 0.0198 | 0.0198 | |||
| US48250LAW90 / KKR FINANCIAL CLO LTD 07/30 1 | 0.08 | -38.69 | 0.0195 | -0.0089 | ||
| YEN DENOM NIKKEI SEP25 XCME 20250911 / DE (000000000) | 0.08 | 0.0195 | 0.0195 | |||
| US36169EAB65 / GECU Auto Receivables Trust 2023-1 | 0.08 | -79.22 | 0.0186 | -0.0611 | ||
| BOUGHT PEN SOLD USD 20250703 / DFE (000000000) | 0.08 | 0.0185 | 0.0185 | |||
| US61754HAD44 / MORGAN STANLEY MORTGAGE LOAN T MSM 2007 7AX 2A3 | 0.08 | -2.47 | 0.0184 | 0.0014 | ||
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A2A 144A / ABS-O (US17331QAB23) | 0.08 | -57.69 | 0.0181 | -0.0197 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.08 | 0.0179 | 0.0179 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.08 | 0.0176 | 0.0176 | |||
| US23345WAA36 / DT Auto Owner Trust 2023-3 | 0.07 | -82.71 | 0.0172 | -0.0713 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.07 | 0.0164 | 0.0164 | |||
| RFR USD SOFR/4.0535* 09/02/25-27Y* LCH / DIR (EZRQXB0T6JR0) | 0.07 | 0.0160 | 0.0160 | |||
| RFR USD SOFR/4.04638 09/02/25-27Y* LCH / DIR (EZRQXB0T6JR0) | 0.06 | 0.0144 | 0.0144 | |||
| ILGOV / Ministry Of Finance, Shachar - Corporate Bond/Note | 0.06 | 13.21 | 0.0139 | 0.0028 | ||
| BOUGHT TWD SOLD USD 20250709 / DFE (000000000) | 0.06 | 0.0138 | 0.0138 | |||
| US31396URJ15 / FREDDIE MAC FHR 3181 PS | 0.06 | -1.67 | 0.0137 | 0.0013 | ||
| US59020UL789 / Merrill Lynch Mortgage Capital Inc. | 0.06 | -3.33 | 0.0136 | 0.0011 | ||
| RALVEIIT TRS EQUITY FEDL01+104 MBC / DE (000000000) | 0.06 | 0.0135 | 0.0135 | |||
| US02152AAB52 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 16CB 1A2 | 0.06 | -3.51 | 0.0129 | 0.0011 | ||
| CPS AUTO TRUST CPS 2024 A A 144A / ABS-O (US22411CAA80) | 0.06 | -64.52 | 0.0129 | -0.0194 | ||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | 0.06 | 0.0128 | 0.0128 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.05 | 0.0126 | 0.0126 | |||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A2 144A / ABS-O (US78435VAB80) | 0.05 | -72.19 | 0.0120 | -0.0268 | ||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | 0.05 | 0.0114 | 0.0114 | |||
| XS0290416527 / EUROHOME UK MORTGAGES PLC EHMU 2007 1 A REGS | 0.05 | -16.67 | 0.0106 | -0.0007 | ||
| RFR USD SOFR/3.50000 12/20/23-7Y CME / DIR (EZPR4RDSDSJ6) | 0.05 | -78.87 | 0.0105 | -0.0336 | ||
| US12668AN276 / Alternative Loan Trust 2005-69 | 0.04 | 0.00 | 0.0098 | 0.0010 | ||
| US34706CAA71 / FORT CRE 2022-FL3 ISSUER LLC SER 2022-FL3 CL A V/R REGD 144A P/P 1.90000000 | 0.04 | -93.66 | 0.0093 | -0.1213 | ||
| US07384MR877 / Bear Stearns ARM Trust 2004-3 | 0.04 | 0.00 | 0.0093 | 0.0008 | ||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.04 | 0.0089 | 0.0089 | |||
| INF SWAP US IT 2.46625 06/17/25-10Y LCH / DIR (EZ8V5TN4JNW3) | 0.04 | 0.0087 | 0.0087 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.04 | 0.0083 | 0.0083 | |||
| ZCS BRL 13.3537 05/12/25-01/02/29 CME / DIR (EZSPJ72GL6V3) | 0.04 | 0.0082 | 0.0082 | |||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | 0.04 | 0.0082 | 0.0082 | |||
| US07386HYW59 / BEAR STEARNS ALT A TRUST BALTA 2005 10 11A1 | 0.03 | -8.11 | 0.0080 | 0.0003 | ||
| INF SWAP US IT 2.58125 05/16/25-5Y LCH / DIR (EZ4DL37DCX93) | 0.03 | 0.0080 | 0.0080 | |||
| OIS COP IBR/7.49800 11/25/24-3Y* CME / DIR (EZK9X312V5L2) | 0.03 | -10.81 | 0.0079 | 0.0001 | ||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.03 | 0.0078 | 0.0078 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.03 | 0.0078 | 0.0078 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.03 | 0.0076 | 0.0076 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.03 | 0.0075 | 0.0075 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.03 | 0.0071 | 0.0071 | |||
| SOLD HKD BOUGHT USD 20250716 / DFE (000000000) | 0.03 | 0.0070 | 0.0070 | |||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.03 | 0.0066 | 0.0066 | |||
| BOUGHT BRL SOLD USD 20250804 / DFE (000000000) | 0.03 | 0.0063 | 0.0063 | |||
| BOUGHT SEK SOLD USD 20250702 / DFE (000000000) | 0.03 | 0.0063 | 0.0063 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.03 | 0.0061 | 0.0061 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.03 | 0.0060 | 0.0060 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.03 | 0.0059 | 0.0059 | |||
| US05533XAA00 / BCAP LLC 2011-RR4-I Trust | 0.03 | 0.00 | 0.0059 | 0.0006 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.03 | 0.0058 | 0.0058 | |||
| US46630PAE51 / JP MORGAN MORTGAGE TRUST JPMMT 2007 A2 2A1 | 0.02 | -4.17 | 0.0054 | 0.0004 | ||
| US45660LUD99 / IndyMac INDX Mortgage Loan Trust 2005-AR16IP | 0.02 | 0.00 | 0.0052 | 0.0005 | ||
| US31394V6K15 / FANNIE MAE FNR 2006 16 SM | 0.02 | 0.00 | 0.0052 | 0.0004 | ||
| US12668AKQ75 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 53T2 2A2 | 0.02 | 0.00 | 0.0051 | 0.0004 | ||
| US94984UAE64 / WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA4 2A1 | 0.02 | 0.00 | 0.0051 | 0.0005 | ||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | 0.02 | 0.0050 | 0.0050 | |||
| US05952EAA47 / BANC OF AMERICA FUNDING CORPOR BAFC 2007 B A1 | 0.02 | 0.00 | 0.0049 | 0.0004 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0048 | 0.0048 | |||
| ZCS BRL 13.2914 05/08/25-01/02/29 CME / DIR (EZYLW2ZWVNG8) | 0.02 | 0.0048 | 0.0048 | |||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0044 | 0.0044 | |||
| US589929R265 / Merrill Lynch Mortgage Investors Trust MLMI Series 2003-A3 | 0.02 | -5.26 | 0.0043 | 0.0004 | ||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0041 | 0.0041 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0041 | 0.0041 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0041 | 0.0041 | |||
| US07384MXB35 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 6 2A1 | 0.02 | -5.56 | 0.0041 | 0.0004 | ||
| US3138WET253 / Fannie Mae Pool | 0.02 | 0.00 | 0.0041 | 0.0004 | ||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0039 | 0.0039 | |||
| US31396LT267 / FNMA, REMIC, Series 2006-115, Class ES | 0.02 | -5.88 | 0.0039 | 0.0003 | ||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0038 | 0.0038 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0038 | 0.0038 | |||
| RALVEIIT TRS EQUITY FEDL01+94 MYI / DE (000000000) | 0.01 | 0.0034 | 0.0034 | |||
| US86359LEV71 / Structured Asset Mortgage Investments II Trust 2004-AR6 | 0.01 | -6.67 | 0.0034 | 0.0002 | ||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0032 | 0.0032 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0032 | 0.0032 | |||
| RFR USD SOFR/4.01300 01/15/25-10Y LCH / DIR (EZZWCBP8MVY9) | 0.01 | 225.00 | 0.0031 | 0.0020 | ||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0030 | 0.0030 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0030 | 0.0030 | |||
| BOUGHT TRY SOLD USD 20250729 / DFE (000000000) | 0.01 | 0.0029 | 0.0029 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0028 | 0.0028 | |||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.01 | 0.0028 | 0.0028 | |||
| RFR USD SOFR/3.98235 12/02/24-2Y* LCH / DIR (EZ1P2MZR4KH2) | 0.01 | -52.00 | 0.0028 | -0.0023 | ||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0027 | 0.0027 | |||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | 0.01 | 0.0027 | 0.0027 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0027 | 0.0027 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0027 | 0.0027 | |||
| BOUGHT HUF SOLD USD 20250822 / DFE (000000000) | 0.01 | 0.0027 | 0.0027 | |||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0026 | 0.0026 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0026 | 0.0026 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0026 | 0.0026 | |||
| US07386HSY89 / Bear Stearns ALT-A Trust 2005-4 | 0.01 | -9.09 | 0.0025 | 0.0002 | ||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.01 | 0.0025 | 0.0025 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0024 | 0.0024 | |||
| RFR USD SOFR/4.09000 01/22/25-10Y LCH / DIR (EZFR659WJHH9) | 0.01 | 28.57 | 0.0023 | 0.0007 | ||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0023 | 0.0023 | |||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0022 | 0.0022 | |||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.01 | 0.0021 | 0.0021 | |||
| US12669GJB86 / CHL Mortgage Pass-Through Trust 2004-29 | 0.01 | -20.00 | 0.0020 | -0.0001 | ||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0019 | 0.0019 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0019 | 0.0019 | |||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0019 | 0.0019 | |||
| US07384MTM46 / Bear Stearns ARM Trust 2003-1 | 0.01 | 0.00 | 0.0019 | 0.0001 | ||
| RFR GBP SONIO/4.32000 10/20/23-10Y LCH / DIR (EZ49Z4HPK8R0) | 0.01 | 133.33 | 0.0018 | 0.0011 | ||
| BOUGHT DKK SOLD USD 20250804 / DFE (000000000) | 0.01 | 0.0018 | 0.0018 | |||
| TRT061124T11 / Turkey Government Bond | 0.01 | 0.00 | 0.0018 | 0.0001 | ||
| RFR USD SOFR/3.88000 01/13/25-10Y LCH / DIR (EZB2C5X6RDC5) | 0.01 | 75.00 | 0.0017 | 0.0008 | ||
| EZRG1QWTVHG4 / BRITISH TELECOMMUNICATIONS PL SNR SE ICE | 0.01 | 16.67 | 0.0017 | 0.0003 | ||
| BOUGHT PEN SOLD USD 20250730 / DFE (000000000) | 0.01 | 0.0016 | 0.0016 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0016 | 0.0016 | |||
| RFR USD SOFR/4.10000 01/21/25-10Y LCH / DIR (EZ7J947QTC64) | 0.01 | 20.00 | 0.0016 | 0.0004 | ||
| EZG1MXP5KL27 / CDX IG41 5Y ICE | 0.01 | 20.00 | 0.0015 | 0.0003 | ||
| RFR USD SOFR/3.89600 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.01 | 50.00 | 0.0015 | 0.0007 | ||
| BOUGHT DKK SOLD USD 20250804 / DFE (000000000) | 0.01 | 0.0015 | 0.0015 | |||
| RFR USD SOFR/3.86000 11/14/24-10Y LCH / DIR (EZCMSCQLNL34) | 0.01 | 500.00 | 0.0015 | 0.0012 | ||
| US59024NAC11 / MERRILL LYNCH MORTGAGE BACKED MLMBS 2007 1 2A1 | 0.01 | 0.00 | 0.0015 | 0.0001 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0015 | 0.0015 | |||
| RFR USD SOFR/4.07100 01/15/25-10Y LCH / DIR (EZZWCBP8MVY9) | 0.01 | 50.00 | 0.0015 | 0.0004 | ||
| RALVEIUT TRS EQUITY FEDL01+61 MYI / DE (000000000) | 0.01 | 0.0014 | 0.0014 | |||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0014 | 0.0014 | |||
| RFR USD SOFR/3.93300 01/06/25-10Y LCH / DIR (EZK6LHB5L486) | 0.01 | 66.67 | 0.0014 | 0.0005 | ||
| US007036LJ33 / Adjustable Rate Mortgage Trust, Series 2005-5, Class 2A1 | 0.01 | -16.67 | 0.0013 | 0.0000 | ||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0013 | 0.0013 | |||
| US933636AA02 / WaMu Mortgage Pass-Through Certificates Series 2007-HY4 Trust | 0.01 | 0.00 | 0.0012 | 0.0001 | ||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0012 | 0.0012 | |||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0012 | 0.0012 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0011 | 0.0011 | |||
| US31396NH417 / FREDDIE MAC FHR 3136 NS | 0.00 | -20.00 | 0.0011 | 0.0001 | ||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0011 | 0.0011 | |||
| RFR USD SOFR/3.89000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.00 | 0.00 | 0.0011 | 0.0003 | ||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0011 | 0.0011 | |||
| BOUGHT CNY SOLD USD 20250805 / DFE (000000000) | 0.00 | 0.0011 | 0.0011 | |||
| BOUGHT KRW SOLD USD 20250710 / DFE (000000000) | 0.00 | 0.0010 | 0.0010 | |||
| BOUGHT CNY SOLD USD 20250703 / DFE (000000000) | 0.00 | 0.0010 | 0.0010 | |||
| BOUGHT EUR SOLD USD 20250804 / DFE (000000000) | 0.00 | 0.0010 | 0.0010 | |||
| US88522XAC56 / Thornburg Mortgage Securities Trust 2007-3 | 0.00 | 0.00 | 0.0009 | 0.0000 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0009 | 0.0009 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0009 | 0.0009 | |||
| IRS EUR 2.40000 02/12/25-10Y LCH / DIR (EZNHC24BF987) | 0.00 | -25.00 | 0.0009 | -0.0001 | ||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | 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/3.84000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.00 | -25.00 | 0.0008 | -0.0000 | ||
| OIS MXN TIIE1/8.27000 03/19/25-10Y* CME / DIR (EZCJCJ68DC78) | 0.00 | 0.0008 | 0.0008 | |||
| RFR USD SOFR/3.90000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.00 | -25.00 | 0.0008 | -0.0001 | ||
| US22540VK434 / Credit Suisse First Boston Mortgage Securities Corp | 0.00 | 0.00 | 0.0008 | 0.0001 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0008 | 0.0008 | |||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0007 | 0.0007 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0007 | 0.0007 | |||
| RFR USD SOFR/3.75000 05/07/25-10Y LCH / DIR (EZ61ZS50J0P1) | 0.00 | 0.0007 | 0.0007 | |||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0007 | 0.0007 | |||
| IRS EUR 2.45000 05/05/25-10Y LCH / DIR (EZCDFQCSBVM0) | 0.00 | 0.0007 | 0.0007 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0006 | 0.0006 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0006 | 0.0006 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0006 | 0.0006 | |||
| RFR USD SOFR/3.86600 11/14/24-10Y LCH / DIR (EZCMSCQLNL34) | 0.00 | 100.00 | 0.0006 | 0.0003 | ||
| RFR USD SOFR/4.01500 12/30/24-10Y LCH / DIR (EZVY5NK4YWD2) | 0.00 | 100.00 | 0.0006 | 0.0002 | ||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0006 | 0.0006 | |||
| US06051GAX79 / Banc of America Funding 2004-A Trust | 0.00 | 0.00 | 0.0006 | 0.0001 | ||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0006 | 0.0006 | |||
| TRT061124T11 / Turkey Government Bond | 0.00 | 0.00 | 0.0006 | 0.0000 | ||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0006 | 0.0006 | |||
| RFR USD SOFR/3.85500 11/19/24-10Y LCH / DIR (EZVRNR667250) | 0.00 | 0.0006 | 0.0005 | |||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0006 | 0.0006 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0006 | 0.0006 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0006 | 0.0006 | |||
| RFR GBP SONIO/3.70000 03/28/24-10Y LCH / DIR (EZFCF73KNS79) | 0.00 | -50.00 | 0.0006 | -0.0003 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | |||
| US07384MB681 / Bear Stearns ARM Trust 2004-1 | 0.00 | 0.00 | 0.0005 | 0.0001 | ||
| US576433G423 / MASTR Adjustable Rate Mortgages Trust 2006-OA1 | 0.00 | 0.00 | 0.0005 | 0.0001 | ||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | |||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | |||
| US93934FQP08 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR3 A1A | 0.00 | 0.00 | 0.0005 | 0.0000 | ||
| US81744HAA14 / Sequoia Mortgage Trust 2007-1 | 0.00 | 0.00 | 0.0005 | 0.0000 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | |||
| BOUGHT TWD SOLD USD 20250820 / 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 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | |||
| US07384M4E98 / BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004 | 0.00 | -50.00 | 0.0004 | -0.0000 | ||
| BOUGHT TRY SOLD USD 20250724 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | |||
| US12668ATT24 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 62 2A1 | 0.00 | 0.00 | 0.0004 | 0.0000 | ||
| BOUGHT TRY SOLD USD 20251217 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | |||
| SOLD COP BOUGHT USD 20250917 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | |||
| US92925GAA13 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 1A1 | 0.00 | 0.00 | 0.0004 | 0.0000 | ||
| US81744FGZ45 / Sequoia Mortgage Trust, Series 2005-2, Class A2 | 0.00 | 0.00 | 0.0004 | 0.0000 | ||
| IRS EUR 2.51000 04/09/25-10Y LCH / DIR (EZTHL4ZCB733) | 0.00 | 0.0004 | 0.0004 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | |||
| US933637AA84 / WaMu Mortgage Pass-Through Certificates Series 2006-AR18 Trust | 0.00 | 0.00 | 0.0003 | 0.0000 | ||
| EURO STOXX 50 SEP25 XEUR 20250919 / DE (DE000C68D3X9) | 0.00 | 0.0003 | 0.0003 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | |||
| BARCLAYS BANK PLC SNR SE ICE / DCR (EZB88Z42LS80) | 0.00 | 0.00 | 0.0003 | -0.0000 | ||
| IRS EUR 2.52000 04/09/25-10Y LCH / DIR (EZTHL4ZCB733) | 0.00 | 0.0003 | 0.0003 | |||
| RFR USD SOFR/3.86500 11/20/24-10Y LCH / DIR (EZZQZ45304B1) | 0.00 | 0.0003 | 0.0002 | |||
| IRS EUR 2.39000 10/01/24-10Y LCH / DIR (EZHK1QM5FKM1) | 0.00 | -85.71 | 0.0003 | -0.0013 | ||
| BOUGHT NZD SOLD USD 20250804 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | |||
| RFR USD SOFR/3.85000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0.00 | -75.00 | 0.0003 | -0.0005 | ||
| US362341XG98 / GSR Mortgage Loan Trust 2005-AR7 | 0.00 | 0.00 | 0.0003 | 0.0000 | ||
| IRS EUR 2.53000 04/23/25-10Y LCH / DIR (EZP376MT1B98) | 0.00 | 0.0002 | 0.0002 | |||
| US17025RAA32 / COUNTRYWIDE HOME LOANS CWHL 2007 HY4 1A1 | 0.00 | 0.00 | 0.0002 | 0.0000 | ||
| BNP PARIBAS SNR SE ICE / DCR (EZ7F30D5N508) | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| US45660LMG13 / IndyMac INDX Mortgage Loan Trust 2005-AR12 | 0.00 | 0.0002 | 0.0000 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| IRS EUR 2.55000 04/16/25-10Y LCH / DIR (EZ15F0SX71M6) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| SOLD CNY BOUGHT USD 20250703 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT TRY SOLD USD 20250725 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT HUF SOLD USD 20250822 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT TRY SOLD USD 20250718 / 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 INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT PEN SOLD USD 20250825 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BANK OF AMERICA CORPORATION SNR S* ICE / DCR (EZHYVHXCW214) | 0.00 | 0.0001 | -0.0000 | |||
| BOUGHT TRY SOLD USD 20250811 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| US36228FNB84 / GSR MORTGAGE LOAN TRUST | 0.00 | 0.0001 | 0.0000 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| US17307GXR46 / Citigroup Mortgage Loan Trust Inc | 0.00 | 0.0001 | 0.0000 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT TWD SOLD USD 20250714 / 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 NOK SOLD USD 20250804 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US07384MSH69 / Bear Stearns ARM Trust 2002-11 | 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 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| SOLD NOK BOUGHT USD 20250702 / 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 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT TRY SOLD USD 20250814 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT PLN SOLD USD 20250718 / 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 IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| SOLD HKD BOUGHT USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT TRY SOLD USD 20250701 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| 317U7ICA1 PIMCO SWAPTION 6.05 PUT USD 20251030 / DIR (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT CNY SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| SOLD CNY BOUGHT USD 20250814 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD CNY BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| 31750QMA4 PIMCO CDSOPT PUT USD 1.0 20250716 / DCR (EZ967XY50V92) | -0.00 | -100.00 | -0.0000 | 0.0003 | ||
| 31750QN05 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) | -0.00 | -100.00 | -0.0000 | 0.0003 | ||
| 31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) | -0.00 | -100.00 | -0.0000 | 0.0003 | ||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| 31750QMB2 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (EZ967XY50V92) | -0.00 | -100.00 | -0.0000 | 0.0003 | ||
| 31750QM06 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (EZ967XY50V92) | -0.00 | -100.00 | -0.0000 | 0.0003 | ||
| BOUGHT NOK SOLD USD 20250804 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| BOUGHT SEK SOLD USD 20250804 / 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 20250729 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD KRW BOUGHT USD 20250714 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD TRY BOUGHT USD 20250718 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD KRW BOUGHT USD 20250708 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| IRS EUR 2.25000 09/17/25-5Y LCH / DIR (EZ3YW7100S99) | -0.00 | -100.00 | -0.0001 | 0.0003 | ||
| SOFTBANK GROUP CORP SNR JP SP GST / DCR (EZ1K1NTX2WN0) | -0.00 | -0.0001 | -0.0000 | |||
| SOLD TRY BOUGHT USD 20250724 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| BOUGHT PHP SOLD USD 20250717 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| IRS EUR 2.28000 03/04/25-5Y LCH / DIR (EZQH3P2675Q7) | -0.00 | -100.00 | -0.0001 | -0.0006 | ||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD SGD 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 JPY BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| INF SWAP US IT 2.5975 09/28/22-10Y LCH / DIR (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| BOUGHT PHP SOLD USD 20250717 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| BOUGHT PHP SOLD USD 20250717 / 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 | |||
| ZCS BRL 13.9255 05/08/25-01/04/27 CME / DIR (EZ6MPDHN98L0) | -0.00 | -0.0002 | -0.0002 | |||
| IRS EUR 2.35000 04/29/25-5Y LCH / DIR (EZ74X71XY4J2) | -0.00 | -0.0003 | -0.0003 | |||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| IRS EUR 2.38000 12/31/24-10Y LCH / DIR (EZT9L1T84284) | -0.00 | -75.00 | -0.0003 | 0.0007 | ||
| SOLD CZK BOUGHT USD 20250822 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| SOLD TRY BOUGHT USD 20250707 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| IRS EUR 2.52000 03/27/25-10Y LCH / DIR (EZ84ZR69LPH2) | -0.00 | -50.00 | -0.0003 | 0.0002 | ||
| RFR USD SOFR/3.87000 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) | -0.00 | -0.0003 | -0.0002 | |||
| RFR GBP SONIO/3.93000 01/06/25-10Y LCH / DIR (EZTXWKTD4706) | -0.00 | -80.00 | -0.0003 | 0.0007 | ||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | |||
| RFR USD SOFR/3.75000 06/20/24-10Y CME / DIR (EZ52H44WTW83) | -0.00 | -200.00 | -0.0004 | -0.0008 | ||
| SOLD TRY BOUGHT USD 20251217 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | |||
| IRS EUR 2.42000 03/07/25-10Y LCH / DIR (EZL5KMTRTV12) | -0.00 | -50.00 | -0.0004 | 0.0000 | ||
| SOLD PEN BOUGHT USD 20250808 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | |||
| SOLD TRY BOUGHT USD 20250701 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | |||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | |||
| IRS MXN 9.39000 11/15/24-1Y* (WHT) CME / DIR (EZY2ZGSDJ3P8) | -0.00 | 0.00 | -0.0004 | -0.0001 | ||
| SOLD PLN BOUGHT USD 20250710 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | |||
| IRS EUR 2.40000 04/09/25-5Y LCH / DIR (EZVHX3M64G11) | -0.00 | -0.0006 | -0.0006 | |||
| RFR USD SOFR/3.89000 03/03/25-10Y LCH / DIR (EZ6496BPGLD0) | -0.00 | 100.00 | -0.0006 | -0.0003 | ||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | |||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | |||
| RFR USD SOFR/4.00000 02/26/25-10Y LCH / DIR (EZ02007F7Y72) | -0.00 | 100.00 | -0.0006 | -0.0002 | ||
| IRS EUR 2.46000 03/13/25-10Y LCH / DIR (EZYS5KMNTTM6) | -0.00 | -33.33 | -0.0006 | 0.0001 | ||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | |||
| IRS EUR 2.46000 04/01/25-10Y LCH / DIR (EZ53SKB9GFZ1) | -0.00 | -33.33 | -0.0006 | 0.0001 | ||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | |||
| IRS EUR 2.67000 04/03/24-10Y LCH / DIR (EZNZ7GSWY0V5) | -0.00 | -33.33 | -0.0006 | 0.0001 | ||
| IRS EUR 2.68000 08/07/24-10Y LCH / DIR (EZY1BDNLL5Q4) | -0.00 | 100.00 | -0.0006 | -0.0002 | ||
| RFR USD SOFR/3.39500 10/17/24-10Y LCH / DIR (EZQ8GN13B6X9) | -0.00 | -33.33 | -0.0006 | 0.0001 | ||
| SOLD CZK BOUGHT USD 20250822 / DFE (000000000) | -0.00 | -0.0007 | -0.0007 | |||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | -0.00 | -0.0007 | -0.0007 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0007 | -0.0007 | |||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0007 | -0.0007 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0007 | -0.0007 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0008 | -0.0008 | |||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0008 | -0.0008 | |||
| RFR USD SOFR/3.89900 03/11/25-10Y LCH / DIR (EZXJC61P0SN9) | -0.00 | 50.00 | -0.0008 | -0.0003 | ||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0008 | -0.0008 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0008 | -0.0008 | |||
| IRS MXN 9.43000 10/31/24-1Y* (WHT) CME / DIR (EZ5F1PDPNS31) | -0.00 | 50.00 | -0.0009 | -0.0003 | ||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.00 | -0.0009 | -0.0009 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0009 | -0.0009 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0009 | -0.0009 | |||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0010 | -0.0010 | |||
| SOLD PLN BOUGHT USD 20250718 / DFE (000000000) | -0.00 | -0.0010 | -0.0010 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.00 | -0.0011 | -0.0011 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.00 | -0.0011 | -0.0011 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0011 | -0.0011 | |||
| IRS CZK 3.76000 11/01/24-10Y CME / DIR (EZZDBNZ60DY7) | -0.00 | -0.0011 | -0.0012 | |||
| IRS EUR 2.58000 08/29/24-10Y LCH / DIR (EZK1YHHFDQG6) | -0.01 | 66.67 | -0.0012 | -0.0005 | ||
| RFR USD SOFR/3.51500 11/06/24-10Y LCH / DIR (EZH37Z857HQ2) | -0.01 | -76.19 | -0.0012 | 0.0032 | ||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0012 | -0.0012 | |||
| RFR USD SOFR/3.90750 03/04/25-10Y LCH / DIR (EZP5RC766JJ0) | -0.01 | 66.67 | -0.0012 | -0.0005 | ||
| SOLD IDR BOUGHT USD 20250711 / DFE (000000000) | -0.01 | -0.0012 | -0.0012 | |||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0013 | -0.0013 | |||
| RFR USD SOFR/3.40000 10/17/24-10Y LCH / DIR (EZQ8GN13B6X9) | -0.01 | 66.67 | -0.0013 | -0.0006 | ||
| SOLD CLP BOUGHT USD 20250711 / DFE (000000000) | -0.01 | -0.0013 | -0.0013 | |||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0013 | -0.0013 | |||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0013 | -0.0013 | |||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | -0.01 | -0.0014 | -0.0014 | |||
| RFR USD SOFR/3.87400 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) | -0.01 | -0.0014 | -0.0012 | |||
| SOLD INR BOUGHT USD 20250709 / DFE (000000000) | -0.01 | -0.0014 | -0.0014 | |||
| CDX IG43 5Y ICE / DCR (EZ10N17RBN04) | -0.01 | 20.00 | -0.0014 | -0.0004 | ||
| RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (EZH2QB9TLWH9) | -0.01 | 100.00 | -0.0015 | -0.0007 | ||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0015 | -0.0015 | |||
| SOLD ILS BOUGHT USD 20250902 / DFE (000000000) | -0.01 | -0.0015 | -0.0015 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0016 | -0.0016 | |||
| IRS EUR 3.25000 11/06/23-10Y LCH / DIR (EZMRVVG7GGF9) | -0.01 | 50.00 | -0.0016 | -0.0007 | ||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0016 | -0.0016 | |||
| SOLD PEN BOUGHT USD 20250929 / DFE (000000000) | -0.01 | -0.0016 | -0.0016 | |||
| RFR USD SOFR/3.44600 10/23/24-10Y LCH / DIR (EZ0G93G4TB83) | -0.01 | -12.50 | -0.0016 | 0.0002 | ||
| SOLD TRY BOUGHT USD 20250717 / DFE (000000000) | -0.01 | -0.0016 | -0.0016 | |||
| RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (EZ2V6Q3C4Q52) | -0.01 | 75.00 | -0.0016 | -0.0007 | ||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.01 | -0.0017 | -0.0017 | |||
| IRS EUR 2.22000 01/08/25-10Y LCH / DIR (EZHH63XJ2WL4) | -0.01 | -12.50 | -0.0017 | -0.0001 | ||
| SOLD PEN BOUGHT USD 20251105 / DFE (000000000) | -0.01 | -0.0018 | -0.0018 | |||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0018 | -0.0018 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0018 | -0.0018 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0018 | -0.0018 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0018 | -0.0018 | |||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | -0.01 | -0.0019 | -0.0019 | |||
| RFR USD SOFR/3.48100 10/29/24-10Y LCH / DIR (EZL59N2WYF38) | -0.01 | -20.00 | -0.0019 | 0.0003 | ||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0019 | -0.0019 | |||
| NDUEEGF TRS EQUITY SOFR+10 BPS / DE (000000000) | -0.01 | -0.0019 | -0.0019 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.01 | -0.0019 | -0.0019 | |||
| FTSE 100 IDX FUT SEP25 IFLL 20250919 / DE (GB00MDWB7N22) | -0.01 | -0.0020 | -0.0020 | |||
| RFR USD SOFR/3.46300 10/23/24-10Y LCH / DIR (EZ0G93G4TB83) | -0.01 | 0.00 | -0.0020 | -0.0002 | ||
| IRS EUR 3.30500 11/27/23-10Y LCH / DIR (EZRHKQRJ6LC5) | -0.01 | 50.00 | -0.0021 | -0.0008 | ||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0.01 | -0.0021 | -0.0021 | |||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.01 | -0.0022 | -0.0022 | |||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.01 | -0.0022 | -0.0022 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.01 | -0.0022 | -0.0022 | |||
| RFR USD SOFR/3.49500 10/30/24-10Y LCH / DIR (EZ6NZKJMK5Y6) | -0.01 | -43.75 | -0.0022 | 0.0012 | ||
| RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (EZKR9TWV5646) | -0.01 | 50.00 | -0.0023 | -0.0009 | ||
| RFR USD SOFR/3.48500 10/30/24-10Y LCH / DIR (EZ6NZKJMK5Y6) | -0.01 | -43.75 | -0.0023 | 0.0011 | ||
| SOLD PEN BOUGHT USD 20251205 / DFE (000000000) | -0.01 | -0.0023 | -0.0023 | |||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0024 | -0.0024 | |||
| RFR USD SOFR/3.47000 11/01/24-10Y LCH / DIR (EZLFRJ136TH4) | -0.01 | -28.57 | -0.0025 | 0.0005 | ||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0025 | -0.0025 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.01 | -0.0026 | -0.0026 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0026 | -0.0026 | |||
| RFR USD SOFR/3.45500 11/01/24-10Y LCH / DIR (EZLFRJ136TH4) | -0.01 | -21.43 | -0.0026 | 0.0003 | ||
| ZCS BRL 13.9271 05/08/25-01/04/27 CME / DIR (EZ6MPDHN98L0) | -0.01 | -0.0026 | -0.0026 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0027 | -0.0027 | |||
| RFR USD SOFR/3.38500 10/17/24-10Y LCH / DIR (EZQ8GN13B6X9) | -0.01 | 266.67 | -0.0027 | -0.0020 | ||
| RFR USD SOFR/3.45000 10/11/24-10Y LCH / DIR (EZSSZHJJP5K5) | -0.01 | -21.43 | -0.0027 | 0.0003 | ||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0027 | -0.0027 | |||
| RFR USD SOFR/3.84200 03/04/25-5Y LCH / DIR (EZSYJ06JDLK1) | -0.01 | 120.00 | -0.0027 | -0.0015 | ||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0027 | -0.0027 | |||
| RFR USD SOFR/3.97500 03/21/25-10Y LCH / DIR (EZSTF4LLCQZ1) | -0.01 | 37.50 | -0.0027 | -0.0009 | ||
| RFR USD SOFR/3.37500 10/15/24-10Y LCH / DIR (EZW0Y59ZCKK7) | -0.01 | -21.43 | -0.0028 | 0.0002 | ||
| RFR USD SOFR/3.43500 11/05/24-10Y LCH / DIR (EZQZ2X045HL2) | -0.01 | -20.00 | -0.0028 | 0.0003 | ||
| SOLD PEN BOUGHT USD 20251128 / DFE (000000000) | -0.01 | -0.0029 | -0.0029 | |||
| SOLD CZK BOUGHT USD 20250822 / DFE (000000000) | -0.01 | -0.0029 | -0.0029 | |||
| RFR USD SOFR/3.46500 10/30/24-10Y LCH / DIR (EZ6NZKJMK5Y6) | -0.01 | -18.75 | -0.0030 | 0.0004 | ||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.01 | -0.0031 | -0.0031 | |||
| IRS EUR 3.06300 12/06/23-10Y LCH / DIR (EZCXF38PCGV4) | -0.01 | 62.50 | -0.0031 | -0.0014 | ||
| SOLD PEN BOUGHT USD 20250910 / DFE (000000000) | -0.01 | -0.0033 | -0.0033 | |||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.01 | -0.0034 | -0.0034 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.01 | -0.0034 | -0.0034 | |||
| IRS EUR 3.12800 12/04/23-10Y LCH / DIR (EZ6Z02R5YJR8) | -0.01 | 55.56 | -0.0034 | -0.0015 | ||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0034 | -0.0034 | |||
| IRS EUR 3.14800 11/20/23-10Y LCH / DIR (EZ0D281GPH91) | -0.01 | 55.56 | -0.0035 | -0.0015 | ||
| SOLD PLN BOUGHT USD 20250710 / DFE (000000000) | -0.02 | -0.0035 | -0.0035 | |||
| INF SWAP US IT 2.52 03/27/25-5Y LCH / DIR (EZWDN00FCNN2) | -0.02 | -157.69 | -0.0035 | -0.0089 | ||
| RFR USD SOFR/3.53500 11/06/24-10Y LCH / DIR (EZH37Z857HQ2) | -0.02 | -28.57 | -0.0035 | 0.0009 | ||
| NDUEEGF TRS EQUITY SOFR-10 MYI / DE (000000000) | -0.02 | -0.0036 | -0.0036 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0036 | -0.0036 | |||
| IRS EUR 2.91000 12/29/23-10Y LCH / DIR (EZ6S054Q5KZ9) | -0.02 | 87.50 | -0.0036 | -0.0019 | ||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.02 | -0.0036 | -0.0036 | |||
| SOLD BRL BOUGHT USD 20260402 / DFE (000000000) | -0.02 | -0.0036 | -0.0036 | |||
| US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) | -0.02 | -0.0036 | -0.0036 | |||
| SOLD CLP BOUGHT USD 20250723 / DFE (000000000) | -0.02 | -0.0039 | -0.0039 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.02 | -0.0040 | -0.0040 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.02 | -0.0040 | -0.0040 | |||
| IRS EUR 3.28000 11/22/23-10Y LCH / DIR (EZW942T998K1) | -0.02 | 54.55 | -0.0041 | -0.0016 | ||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0041 | -0.0041 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0042 | -0.0042 | |||
| 31750R3X3 PIMCO FXVAN CALL USD TRY 54.00000000 / DFE (EZP38740M526) | -0.02 | -0.0044 | -0.0044 | |||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0046 | -0.0046 | |||
| SOLD PEN BOUGHT USD 20251205 / DFE (000000000) | -0.02 | -0.0046 | -0.0046 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0046 | -0.0046 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.02 | -0.0048 | -0.0048 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.02 | -0.0048 | -0.0048 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0049 | -0.0049 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0050 | -0.0050 | |||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0050 | -0.0050 | |||
| IRS CLP 5.02000 11/05/24-6Y* CME / DIR (000000000) | -0.02 | -0.0052 | -0.0052 | |||
| OIS MXN TIIE1/9.00000 12/24/24-4Y* CME / DIR (EZM51TDSF7W6) | -0.02 | 46.67 | -0.0052 | -0.0020 | ||
| SOLD PLN BOUGHT USD 20250710 / DFE (000000000) | -0.02 | -0.0053 | -0.0053 | |||
| OIS MXN TIIE1/9.39000 12/12/25-9Y* CME / DIR (EZB94V5ZTJT3) | -0.02 | 64.29 | -0.0054 | -0.0023 | ||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.02 | -0.0054 | -0.0054 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.02 | -0.0055 | -0.0055 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0058 | -0.0058 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0059 | -0.0059 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.03 | -0.0060 | -0.0060 | |||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.03 | -0.0064 | -0.0064 | |||
| RFR USD SOFR/3.75000 12/20/23-5Y CME / DIR (EZQ1LP9YKNN9) | -0.03 | 460.00 | -0.0066 | -0.0054 | ||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.03 | -0.0067 | -0.0067 | |||
| RFR USD SOFR/4.00000 06/20/24-2Y CME / DIR (EZ33002G9XM4) | -0.03 | -116.67 | -0.0071 | -0.0445 | ||
| 317U7ISA4 PIMCO SWAPTION 2.83 CALL USD 2025103 / DIR (000000000) | -0.03 | -0.0074 | -0.0074 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0075 | -0.0075 | |||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.03 | -0.0076 | -0.0076 | |||
| SOLD BRL BOUGHT USD 20260402 / DFE (000000000) | -0.03 | -0.0081 | -0.0081 | |||
| SOLD MYR BOUGHT USD 20250716 / DFE (000000000) | -0.04 | -0.0084 | -0.0084 | |||
| SOLD BRL BOUGHT USD 20260402 / DFE (000000000) | -0.04 | -0.0088 | -0.0088 | |||
| OIS MXN TIIE1+24/9.4300 12/25/25-9Y* CME / DIR (EZV4JXT1DTW8) | -0.04 | 56.00 | -0.0092 | -0.0038 | ||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | -0.04 | -0.0093 | -0.0093 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.04 | -0.0100 | -0.0100 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.04 | -0.0103 | -0.0103 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.05 | -0.0112 | -0.0112 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.05 | -0.0113 | -0.0113 | |||
| SPTR TRS EQUITY FEDL01+70 FAR / DE (000000000) | -0.05 | -0.0116 | -0.0116 | |||
| SPTR TRS EQUITY SOFR+61 JPM / DE (000000000) | -0.05 | -0.0120 | -0.0120 | |||
| IRS PLN 4.93000 11/04/24-5Y* CME / DIR (000000000) | -0.05 | -0.0123 | -0.0123 | |||
| SOLD PEN BOUGHT USD 20250731 / DFE (000000000) | -0.06 | -0.0128 | -0.0128 | |||
| SOLD PEN BOUGHT USD 20250804 / DFE (000000000) | -0.06 | -0.0129 | -0.0129 | |||
| SOLD PEN BOUGHT USD 20251114 / DFE (000000000) | -0.06 | -0.0129 | -0.0129 | |||
| NDDUWXUS TRS EQUITY SOFR+29 JPM / DE (000000000) | -0.06 | -0.0138 | -0.0138 | |||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.06 | -0.0142 | -0.0142 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.06 | -0.0142 | -0.0142 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.06 | -0.0145 | -0.0145 | |||
| RFR USD SOFR/3.75000 06/20/24-5Y CME / DIR (EZN00HJGN4H7) | -0.07 | -368.00 | -0.0156 | -0.0209 | ||
| RFR USD SOFR/3.75000 12/18/24-10Y CME / DIR (EZ7K2W20N534) | -0.07 | -195.83 | -0.0160 | -0.0311 | ||
| RFR USD SOFR/3.75000 12/18/24-7Y LCH / DIR (EZQ9TQ7T4F86) | -0.07 | 554.55 | -0.0168 | -0.0143 | ||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.07 | -0.0173 | -0.0173 | |||
| 317U7IRA5 PIMCO SWAPTION 3.29 CALL USD 2025103 / DIR (000000000) | -0.08 | -0.0175 | -0.0175 | |||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.08 | -0.0179 | -0.0179 | |||
| SOLD PEN BOUGHT USD 20251203 / DFE (000000000) | -0.08 | -0.0179 | -0.0179 | |||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | -0.08 | -0.0185 | -0.0185 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.09 | -0.0210 | -0.0210 | |||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0.10 | -0.0224 | -0.0224 | |||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.10 | -0.0227 | -0.0227 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.10 | -0.0234 | -0.0234 | |||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | -0.10 | -0.0235 | -0.0235 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.11 | -0.0253 | -0.0253 | |||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | -0.12 | -0.0269 | -0.0269 | |||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0.13 | -0.0298 | -0.0298 | |||
| SOLD PEN BOUGHT USD 20250703 / DFE (000000000) | -0.13 | -0.0299 | -0.0299 | |||
| SOLD BRL BOUGHT USD 20250903 / DFE (000000000) | -0.14 | -0.0334 | -0.0334 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.14 | -0.0335 | -0.0335 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.15 | -0.0354 | -0.0354 | |||
| SPTR TRS EQUITY SOFR+70 BOA / DE (000000000) | -0.16 | -0.0362 | -0.0362 | |||
| ABX.HE.AAA.06-2 SP BOA / DCR (000000000) | -0.16 | -0.0365 | -0.0365 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.16 | -0.0372 | -0.0372 | |||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | -0.16 | -0.0372 | -0.0372 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.16 | -0.0381 | -0.0381 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.17 | -0.0385 | -0.0385 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.17 | -0.0389 | -0.0389 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.17 | -0.0390 | -0.0390 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.17 | -0.0394 | -0.0394 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.17 | -0.0395 | -0.0395 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.17 | -0.0398 | -0.0398 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.18 | -0.0407 | -0.0407 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.18 | -0.0412 | -0.0412 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.18 | -0.0426 | -0.0426 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.19 | -0.0432 | -0.0432 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.19 | -0.0435 | -0.0435 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.19 | -0.0438 | -0.0438 | |||
| SOLD AUD BOUGHT USD 20250805 / DFE (000000000) | -0.21 | -0.0497 | -0.0497 | |||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | -0.23 | -0.0531 | -0.0531 | |||
| NDDUWXUS TRS EQUITY SOFR+20 JPM / DE (000000000) | -0.23 | -0.0538 | -0.0538 | |||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -0.24 | -0.0552 | -0.0552 | |||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.26 | -0.0597 | -0.0597 | |||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.26 | -0.0608 | -0.0608 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.27 | -0.0631 | -0.0631 | |||
| ABX.HE.AAA.06-2 SP BRC / DCR (000000000) | -0.28 | -0.0642 | -0.0642 | |||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | -0.30 | -0.0692 | -0.0692 | |||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | -0.32 | -0.0731 | -0.0731 | |||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.35 | -0.0807 | -0.0807 | |||
| RFR USD SOFR/3.75000 06/20/24-4Y CME / DIR (EZNJSFN8FV73) | -0.35 | -261.57 | -0.0810 | -0.1258 | ||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.42 | -0.0970 | -0.0970 | |||
| NDDUWXUS TRS EQUITY SOFR+20 CBK / DE (000000000) | -0.45 | -0.1042 | -0.1042 | |||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) | -0.46 | -46.24 | -0.1059 | 0.0699 | ||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.47 | -0.1087 | -0.1087 | |||
| IRS EUR 2.25000 09/17/25-10Y LCH / DIR (EZNLCZXFPVL3) | -0.50 | -4.58 | -0.1160 | -0.0076 | ||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | -0.50 | -0.1162 | -0.1162 | |||
| SPTR TRS EQUITY FEDL01+78 JPM / DE (000000000) | -0.99 | -0.2298 | -0.2298 | |||
| CDX IG44 5Y ICE / DCR (EZPF6RHH0ZV8) | -1.05 | 34,833.33 | -0.2429 | -0.2421 | ||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -1.14 | -0.2650 | -0.2650 | |||
| SPTR TRS EQUITY FEDL01+70 BOA / DE (000000000) | -1.16 | -0.2690 | -0.2690 | |||
| SPTR TRS EQUITY FEDL01+70.5 SOG / DE (000000000) | -1.26 | -0.2925 | -0.2925 | |||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -1.28 | -0.2977 | -0.2977 | |||
| NDDUWXUS TRS EQUITY SOFR+38 CBK / DE (000000000) | -1.87 | -0.4339 | -0.4339 | |||
| SPTR TRS EQUITY FEDL01+78 JPM / DE (000000000) | -2.51 | -0.5814 | -0.5814 | |||
| NDUEEGF TRS EQUITY FEDL01+19 ULO / DE (000000000) | -3.71 | -0.8588 | -0.8588 | |||
| US01F0326821 / Fannie Mae or Freddie Mac | -19.62 | -667.30 | -4.5459 | -5.1414 |
