Mga Batayang Estadistika
| Nilai Portofolio | $ 279,089,838 |
| Posisi Saat Ini | 732 |
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)
PRRSX - PIMCO RealEstateRealReturn Strategy Fund Institutional telah mengungkapkan total kepemilikan 732 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 279,089,838 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama PRRSX - PIMCO RealEstateRealReturn Strategy Fund Institutional adalah UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 (US:US91282CDC29) , US TREASURY I/L 2.375% 10-15-28 (US:US91282CJH51) , United States Treasury Inflation Indexed Bonds (US:US91282CGW55) , United States Treasury Inflation Indexed Bonds (US:US912828Z377) , and United States Treasury Inflation Indexed Bonds (US:US91282CEJ62) . Posisi baru PRRSX - PIMCO RealEstateRealReturn Strategy Fund Institutional meliputi: UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 (US:US91282CDC29) , US TREASURY I/L 2.375% 10-15-28 (US:US91282CJH51) , United States Treasury Inflation Indexed Bonds (US:US91282CGW55) , United States Treasury Inflation Indexed Bonds (US:US912828Z377) , and United States Treasury Inflation Indexed Bonds (US:US91282CEJ62) .
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 |
|---|---|---|---|---|
| 20.61 | 4.0955 | 4.0955 | ||
| 20.61 | 4.0955 | 4.0955 | ||
| 20.61 | 4.0955 | 4.0955 | ||
| 50.58 | 10.0515 | 3.2294 | ||
| 12.12 | 2.4079 | 2.4079 | ||
| 12.12 | 2.4079 | 2.4079 | ||
| 12.12 | 2.4079 | 2.4079 | ||
| 47.51 | 9.4409 | 2.3105 | ||
| 7.28 | 1.4477 | 1.4477 | ||
| 0.13 | 20.27 | 4.0290 | 0.6859 |
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 |
|---|---|---|---|---|
| -293.76 | -58.3775 | -58.3775 | ||
| -293.76 | -58.3775 | -58.3775 | ||
| -50.51 | -10.0380 | -10.0380 | ||
| -50.51 | -10.0380 | -10.0380 | ||
| -46.82 | -9.3041 | -9.3041 | ||
| 26.66 | 5.2972 | -3.1016 | ||
| 28.78 | 5.7199 | -2.5971 | ||
| 32.13 | 6.3859 | -2.5112 | ||
| 18.55 | 3.6864 | -1.4662 | ||
| 20.08 | 3.9904 | -1.2086 |
Pengajuan 13F dan Dana
Formulir ini diajukan pada 2025-08-29 untuk periode pelaporan 2025-06-30. Klik ikon tautan untuk melihat riwayat transaksi selengkapnya.
Tingkatkan ke versi premium untuk membuka data premium dan ekspor ke Excel. 
.
2022-07-28: Catatan Penting - Kami telah mengubah cara perhitungan kolom Δ Portfolio % pada tabel ini. Sebelumnya, kami melaporkannya sebagai persentase perubahan dalam alokasi portofolio. Sekarang kami melaporkannya sebagai perubahan mentah dalam alokasi portofolio (tetap dilaporkan sebagai persentase). Dalam rumus, sebelumnya kami melaporkannya sebagai 100 * (alokasi saat ini - alokasi sebelumnya) / alokasi sebelumnya. Sekarang kami melaporkannya sebagai (alokasi saat ini - alokasi sebelumnya).
| Keamanan | Ketik | Harga Saham Rata-rata | Saham (MM) |
ΔSaham (%) |
ΔSaham (%) |
Nilai ($MM) |
Portpolyo (%) |
ΔPortofolio (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| TSY INFL IX N/B 10/29 1.625 / DBT (US91282CLV18) | 50.58 | 47.90 | 10.0515 | 3.2294 | |||||
| TSY INFL IX N/B 04/29 2.125 / DBT (US91282CKL45) | 47.51 | 32.91 | 9.4409 | 2.3105 | |||||
| US91282CDC29 / UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 39.92 | 0.63 | 7.9332 | 0.0194 | |||||
| US91282CJH51 / US TREASURY I/L 2.375% 10-15-28 | 39.55 | 0.55 | 7.8595 | 0.0132 | |||||
| US91282CGW55 / United States Treasury Inflation Indexed Bonds | 32.13 | -27.95 | 6.3859 | -2.5112 | |||||
| US912828Z377 / United States Treasury Inflation Indexed Bonds | 32.13 | 1.31 | 6.3851 | 0.0582 | |||||
| US91282CEJ62 / United States Treasury Inflation Indexed Bonds | 30.70 | 0.72 | 6.1014 | 0.0203 | |||||
| US9128287D64 / United States Treasury Inflation Indexed Bonds | 29.87 | 1.25 | 5.9364 | 0.0510 | |||||
| US9128283R96 / United States Treasury Inflation Indexed Bonds | 28.97 | 0.91 | 5.7580 | 0.0299 | |||||
| US91282CFR79 / United States Treasury Inflation Indexed Bonds | 28.78 | -30.96 | 5.7199 | -2.5971 | |||||
| US9128282L36 / United States Treasury Inflation Indexed Bonds | 27.82 | 0.78 | 5.5283 | 0.0215 | |||||
| US912828V491 / United States Treasury Inflation Indexed Bonds | 26.66 | -36.69 | 5.2972 | -3.1016 | |||||
| US912828Y388 / United States Treasury Inflation Indexed Bonds | 25.63 | 0.95 | 5.0932 | 0.0284 | |||||
| US9128285W63 / United States Treasury Inflation Indexed Bonds | 20.89 | 1.00 | 4.1514 | 0.0255 | |||||
| TSY INFL IX N/B 04/30 1.625 / DBT (US91282CNB36) | 20.61 | 4.0955 | 4.0955 | ||||||
| TSY INFL IX N/B 04/30 1.625 / DBT (US91282CNB36) | 20.61 | 4.0955 | 4.0955 | ||||||
| TSY INFL IX N/B 04/30 1.625 / DBT (US91282CNB36) | 20.61 | 4.0955 | 4.0955 | ||||||
| WELL / Welltower Inc. | 0.13 | 20.57 | 20.27 | 20.98 | 4.0290 | 0.6859 | |||
| US01F0426811 / UMBS TBA | 20.08 | -22.01 | 3.9904 | -1.2086 | |||||
| PLD / Prologis, Inc. | 0.18 | 1.89 | 18.64 | -4.19 | 3.7046 | -0.1767 | |||
| US912828S505 / United States Treasury Inflation Indexed Bonds | 18.55 | -28.18 | 3.6864 | -1.4662 | |||||
| EQIX / Equinix, Inc. | 0.02 | 7.16 | 16.52 | 4.54 | 3.2830 | 0.1307 | |||
| US912810PS15 / United States Treasury Inflation Indexed Bonds | 13.76 | 0.12 | 2.7353 | -0.0071 | |||||
| US912810PV44 / United States Treasury Inflation Indexed Bonds | 13.21 | 0.62 | 2.6244 | 0.0062 | |||||
| TSY INFL IX N/B 07/34 1.875 / DBT (US91282CLE92) | 12.18 | -20.00 | 2.4207 | -0.6168 | |||||
| GNMA II POOL MB0420 G2 06/55 FIXED 3.5 / ABS-MBS (US3618N5PE30) | 12.12 | 2.4079 | 2.4079 | ||||||
| GNMA II POOL MB0420 G2 06/55 FIXED 3.5 / ABS-MBS (US3618N5PE30) | 12.12 | 2.4079 | 2.4079 | ||||||
| GNMA II POOL MB0420 G2 06/55 FIXED 3.5 / ABS-MBS (US3618N5PE30) | 12.12 | 2.4079 | 2.4079 | ||||||
| DLR / Digital Realty Trust, Inc. | 0.07 | 7.71 | 11.61 | 31.04 | 2.3074 | 0.5398 | |||
| JP1120241K56 / Japanese Government CPI Linked Bond | 10.93 | 5.65 | 2.1725 | 0.1083 | |||||
| US912810FH69 / Usa Treasury Notes 3 7/8% 30yr Notes 04/15/2029 | 10.87 | 0.33 | 2.1594 | -0.0010 | |||||
| US01F0606834 / Uniform Mortgage-Backed Security, TBA | 10.56 | -12.94 | 2.0984 | -0.3510 | |||||
| O / Realty Income Corporation | 0.17 | -3.12 | 10.05 | -3.79 | 1.9977 | -0.0866 | |||
| SPG / Simon Property Group, Inc. | 0.06 | -2.24 | 9.57 | -5.38 | 1.9026 | -0.1158 | |||
| PSA / Public Storage | 0.03 | 16.95 | 9.34 | 14.65 | 1.8557 | 0.2310 | |||
| US36179W7L60 / Ginnie Mae II Pool | 7.28 | 1.4477 | 1.4477 | ||||||
| EW / Edwards Lifesciences Corporation | 6.51 | -70.80 | 1.2936 | -0.8924 | |||||
| VTR / Ventas, Inc. | 0.10 | 2.93 | 6.35 | -5.46 | 1.2618 | -0.0781 | |||
| AVB / AvalonBay Communities, Inc. | 0.03 | -10.16 | 5.83 | -14.81 | 1.1592 | -0.2067 | |||
| EXR / Extra Space Storage Inc. | 0.04 | -4.12 | 5.62 | -4.79 | 1.1169 | -0.0607 | |||
| ACI12NZL6 / JAPAN GOVT CPI LINKED BONDS 03/28 0.1 | 5.18 | 4.99 | 1.0294 | 0.0452 | |||||
| IRS EUR 0.19700 11/08/22-30Y LCH / DIR (EZ3H5XY3RVT8) | 5.11 | 11.02 | 1.0154 | 0.0972 | |||||
| XS2274529275 / CIFC European Funding CLO III DAC | 5.07 | 8.90 | 1.0068 | 0.0787 | |||||
| INVH / Invitation Homes Inc. | 0.15 | 1.55 | 4.88 | -4.42 | 0.9703 | -0.0488 | |||
| EQR / Equity Residential | 0.07 | -12.66 | 4.62 | -17.66 | 0.9184 | -0.2012 | |||
| US01F0626899 / Uniform Mortgage-Backed Security, TBA | 4.43 | 1.35 | 0.8811 | -0.0022 | |||||
| CA135087VS05 / Canadian Government Real Return Bond | 3.93 | 5.17 | 0.7810 | 0.0356 | |||||
| XS2073824851 / BLUEMOUNTAIN EUR CLO BLUME 5A A 144A | 3.76 | 8.79 | 0.7479 | 0.0577 | |||||
| ESS / Essex Property Trust, Inc. | 0.01 | 28.68 | 3.61 | 18.93 | 0.7180 | 0.1121 | |||
| MAA / Mid-America Apartment Communities, Inc. | 0.02 | 16.50 | 3.42 | 2.92 | 0.6797 | 0.0166 | |||
| US17313BAF85 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC4 M1 | 3.22 | 0.41 | 0.6399 | 0.0003 | |||||
| TSY INFL IX N/B 01/34 1.75 / DBT (US91282CJY84) | 3.10 | 0.29 | 0.6170 | -0.0005 | |||||
| US12669WAA45 / Countrywide Asset-Backed Certificates | 3.09 | -2.37 | 0.6133 | -0.0174 | |||||
| KIM / Kimco Realty Corporation | 0.14 | -16.28 | 3.04 | -17.15 | 0.6038 | -0.1277 | |||
| SUI / Sun Communities, Inc. | 0.02 | 15.21 | 3.01 | 13.27 | 0.5973 | 0.0680 | |||
| US84751XAA00 / SPECIALTY UNDERWRITING + RESID SURF 2006 AB3 A1 | 2.98 | -2.71 | 0.5921 | -0.0188 | |||||
| FNMA POOL MA5295 FN 03/54 FIXED 6 / ABS-MBS (US31418E3D02) | 2.97 | -4.87 | 0.5896 | -0.0327 | |||||
| US52519SAM52 / LABMH 2001-B M2 7.17% 3/28 | 2.93 | -0.07 | 0.5819 | -0.0026 | |||||
| UDR / UDR, Inc. | 0.07 | -3.06 | 2.92 | -12.38 | 0.5794 | -0.0844 | |||
| RFRF USD SOFR/2.28500 11/15/23-30Y LCH / DIR (EZ6VRNVRPQ25) | 2.89 | 7.17 | 0.5735 | 0.0363 | |||||
| ELS / Equity LifeStyle Properties, Inc. | 0.05 | -16.17 | 2.79 | -22.49 | 0.5535 | -0.1633 | |||
| AMH / American Homes 4 Rent | 0.08 | -17.87 | 2.73 | -21.65 | 0.5422 | -0.1524 | |||
| US01F0406854 / UMBS TBA | 2.70 | -67.28 | 0.5358 | -1.1281 | |||||
| US74923EAA64 / Rad CLO 5 Ltd | 2.63 | -15.82 | 0.5223 | -0.1006 | |||||
| CPT / Camden Property Trust | 0.02 | 4.91 | 2.61 | -3.33 | 0.5186 | -0.0200 | |||
| HST / Host Hotels & Resorts, Inc. | 0.17 | 18.02 | 2.59 | 27.55 | 0.5154 | 0.1099 | |||
| US87229WAQ42 / TCI-Symphony CLO Ltd., Series 2016-1A, Class AR2 | 2.55 | -5.67 | 0.5060 | -0.0326 | |||||
| US81375WGV28 / SECURITIZED ASSET BACKED RECEI SABR 2005 OP2 M2 | 2.51 | -5.83 | 0.4979 | -0.0327 | |||||
| US87167WAC91 / ABS FLOAT SER.2021-25A CL.A | 2.50 | 0.40 | 0.4974 | -0.0001 | |||||
| DOC / Healthpeak Properties, Inc. | 0.14 | -15.94 | 2.49 | -27.20 | 0.4946 | -0.1875 | |||
| US23242NAC39 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 ABC1 A3 | 2.41 | -1.43 | 0.4782 | -0.0089 | |||||
| OHI / Omega Healthcare Investors, Inc. | 0.06 | 15.25 | 2.34 | 10.91 | 0.4648 | 0.0442 | |||
| IRS EUR 0.19500 11/04/22-30Y LCH / DIR (EZZLWXLX9PF2) | 2.29 | 16.77 | 0.4555 | 0.0639 | |||||
| IRS EUR 0.19500 11/04/22-30Y LCH / DIR (EZZLWXLX9PF2) | 2.29 | 16.77 | 0.4555 | 0.0639 | |||||
| REG / Regency Centers Corporation | 0.03 | -4.68 | 2.28 | -7.98 | 0.4541 | -0.0411 | |||
| ARE / Alexandria Real Estate Equities, Inc. | 0.03 | -6.10 | 2.20 | -26.29 | 0.4369 | -0.1580 | |||
| GNMA II POOL MA9961 G2 10/54 FIXED 3.5 / ABS-MBS (US36180AB691) | 2.17 | 0.4320 | 0.4320 | ||||||
| WPC / W. P. Carey Inc. | 0.03 | -12.20 | 2.08 | -13.22 | 0.4135 | -0.0648 | |||
| GOLDENTREE LOAN MANAGEMENT US GLM 2020 8A ARR 144A / ABS-CBDO (US38136NAY22) | 2.00 | 0.35 | 0.3977 | -0.0000 | |||||
| GOLDENTREE LOAN MANAGEMENT US GLM 2020 8A ARR 144A / ABS-CBDO (US38136NAY22) | 2.00 | 0.35 | 0.3977 | -0.0000 | |||||
| RFR USD SOFR/2.86500 02/13/24-30Y LCH / DIR (EZLBBPTCYY71) | 1.98 | 12.91 | 0.3928 | 0.0437 | |||||
| RFR USD SOFR/2.86500 02/13/24-30Y LCH / DIR (EZLBBPTCYY71) | 1.98 | 12.91 | 0.3928 | 0.0437 | |||||
| RFR USD SOFR/2.86500 02/13/24-30Y LCH / DIR (EZLBBPTCYY71) | 1.98 | 12.91 | 0.3928 | 0.0437 | |||||
| FED HM LN PC POOL RJ2269 FR 05/54 FIXED 5.5 / ABS-MBS (US3142GSQX97) | 1.97 | -0.35 | 0.3924 | -0.0029 | |||||
| FED HM LN PC POOL RJ2269 FR 05/54 FIXED 5.5 / ABS-MBS (US3142GSQX97) | 1.97 | -0.35 | 0.3924 | -0.0029 | |||||
| FED HM LN PC POOL RJ2269 FR 05/54 FIXED 5.5 / ABS-MBS (US3142GSQX97) | 1.97 | -0.35 | 0.3924 | -0.0029 | |||||
| CUBE / CubeSmart | 0.05 | -1.98 | 1.94 | -2.47 | 0.3851 | -0.0112 | |||
| GNMA II POOL MB0201 G2 02/55 FIXED 3.5 / ABS-MBS (US3618N5GK90) | 1.82 | 0.3621 | 0.3621 | ||||||
| US21H0326700 / GNMA2 30YR TBA(REG C) 3.5 TBA 07-01-50 | 1.82 | 0.3614 | 0.3614 | ||||||
| US83612TAA07 / Soundview Home Loan Trust 2007-OPT1 | 1.81 | -0.93 | 0.3589 | -0.0048 | |||||
| SYMPHONY CLO LTD SYMP 2020 22A A1AR 144A / ABS-CBDO (US87167GCH11) | 1.80 | -0.06 | 0.3580 | -0.0016 | |||||
| FR / First Industrial Realty Trust, Inc. | 0.04 | 13.64 | 1.75 | 1.39 | 0.3484 | 0.0034 | |||
| EPRT / Essential Properties Realty Trust, Inc. | 0.05 | -7.96 | 1.74 | -9.99 | 0.3454 | -0.0399 | |||
| KRG / Kite Realty Group Trust | 0.08 | -15.53 | 1.73 | -14.46 | 0.3433 | -0.0596 | |||
| EGP / EastGroup Properties, Inc. | 0.01 | -0.27 | 1.71 | -5.42 | 0.3402 | -0.0207 | |||
| US813765AC80 / SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A3 | 1.71 | -1.78 | 0.3392 | -0.0075 | |||||
| NNN / NNN REIT, Inc. | 0.04 | -19.49 | 1.56 | -18.45 | 0.3100 | -0.0718 | |||
| US75406XAE94 / RASC Series 2006-KS7 Trust | 1.56 | -11.57 | 0.3099 | -0.0419 | |||||
| ADC / Agree Realty Corporation | 0.02 | 17.20 | 1.56 | 10.98 | 0.3095 | 0.0294 | |||
| INF SWAP US IT 1.7975 08/25/20-7Y LCH / DIR (000000000) | 1.55 | 0.3082 | 0.3082 | ||||||
| INF SWAP US IT 1.7975 08/25/20-7Y LCH / DIR (000000000) | 1.55 | 0.3082 | 0.3082 | ||||||
| INF SWAP US IT 1.7975 08/25/20-7Y LCH / DIR (000000000) | 1.55 | 0.3082 | 0.3082 | ||||||
| US32027NXX47 / FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF12 M2 | 1.52 | -3.85 | 0.3027 | -0.0134 | |||||
| XS0498768315 / HSBC HLDGS PLC | 1.51 | 10.01 | 0.2994 | 0.0262 | |||||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | 1.49 | 0.2956 | 0.2956 | ||||||
| US59024LAC54 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 HE2 A2B | 1.48 | -0.80 | 0.2948 | -0.0034 | |||||
| XS2092257869 / DRYDEN LEVERAGED LOAN CDO DRYD 2014 35A ARR 144A | 1.48 | 1.37 | 0.2942 | 0.0028 | |||||
| FRT / Federal Realty Investment Trust | 0.02 | -41.16 | 1.45 | -42.90 | 0.2885 | -0.2184 | |||
| RFRF USD SOFR/2.23650 11/21/23-30Y LCH / DIR (EZX8X7WQFX07) | 1.43 | -413.41 | 0.2835 | 0.3744 | |||||
| RFRF USD SOFR/2.23650 11/21/23-30Y LCH / DIR (EZX8X7WQFX07) | 1.43 | -413.41 | 0.2835 | 0.3744 | |||||
| RFRF USD SOFR/2.23650 11/21/23-30Y LCH / DIR (EZX8X7WQFX07) | 1.43 | -413.41 | 0.2835 | 0.3744 | |||||
| IT0005387052 / Italy Buoni Poliennali Del Tesoro | 1.42 | 11.38 | 0.2821 | 0.0278 | |||||
| IRS EUR 2.25000 09/17/25-30Y LCH / DIR (EZV4L1QCFM97) | 1.40 | 7.72 | 0.2774 | 0.0189 | |||||
| IRS EUR 2.25000 09/17/25-30Y LCH / DIR (EZV4L1QCFM97) | 1.40 | 7.72 | 0.2774 | 0.0189 | |||||
| IRS EUR 2.25000 09/17/25-30Y LCH / DIR (EZV4L1QCFM97) | 1.40 | 7.72 | 0.2774 | 0.0189 | |||||
| STAG / STAG Industrial, Inc. | 0.04 | -2.32 | 1.34 | -1.90 | 0.2668 | -0.0062 | |||
| US912810RR14 / United States Treasury Inflation Indexed Bonds | 1.33 | -3.05 | 0.2652 | -0.0093 | |||||
| HAYFIN EMERALD CLO HAYEM 5A AR 144A / ABS-CBDO (XS2904562746) | 1.29 | 8.65 | 0.2572 | 0.0196 | |||||
| HAYFIN EMERALD CLO HAYEM 5A AR 144A / ABS-CBDO (XS2904562746) | 1.29 | 8.65 | 0.2572 | 0.0196 | |||||
| HAYFIN EMERALD CLO HAYEM 5A AR 144A / ABS-CBDO (XS2904562746) | 1.29 | 8.65 | 0.2572 | 0.0196 | |||||
| CORDATUS CLO PLC CORDA 21A A1E 144A / ABS-CBDO (XS2370710936) | 1.29 | 8.67 | 0.2567 | 0.0196 | |||||
| VNO / Vornado Realty Trust | 0.03 | 88.49 | 1.25 | 94.85 | 0.2482 | 0.1204 | |||
| US75971FAD50 / RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1 | 1.23 | -1.44 | 0.2445 | -0.0046 | |||||
| REXR / Rexford Industrial Realty, Inc. | 0.03 | 41.61 | 1.17 | 28.63 | 0.2322 | 0.0510 | |||
| RHP / Ryman Hospitality Properties, Inc. | 0.01 | -6.56 | 1.14 | 0.80 | 0.2257 | 0.0010 | |||
| US437084LR58 / Home Equity Asset Trust 2005-4 | 1.12 | -3.53 | 0.2228 | -0.0089 | |||||
| DK0009403644 / JYSKE REALKREDIT A/S COVERED 10/53 1.5 | 1.10 | 8.74 | 0.2177 | 0.0167 | |||||
| BNL / Broadstone Net Lease, Inc. | 0.07 | -17.57 | 1.09 | -22.40 | 0.2164 | -0.0634 | |||
| BRX / Brixmor Property Group Inc. | 0.04 | -3.74 | 1.08 | -5.61 | 0.2140 | -0.0135 | |||
| US45661JAA16 / IndyMac INDB Mortgage Loan Trust, Series 2006-1, Class A1 | 1.07 | -0.83 | 0.2134 | -0.0027 | |||||
| US01852TAA16 / Alliance Bancorp Trust | 1.07 | -2.37 | 0.2134 | -0.0059 | |||||
| US38380LJY02 / Government National Mortgage Association | 1.07 | -1.11 | 0.2117 | -0.0032 | |||||
| US004421MH34 / ACE SECURITIES CORP. ACE 2005 HE2 M6 | 1.03 | 0.88 | 0.2043 | 0.0009 | |||||
| US17309QAG91 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH3 M3 | 1.03 | -0.10 | 0.2042 | -0.0010 | |||||
| BXP / Boston Properties, Inc. | 0.02 | -1.98 | 1.01 | -1.65 | 0.2013 | -0.0040 | |||
| US32029AAA51 / FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF18 A1 | 1.00 | -4.42 | 0.1979 | -0.0098 | |||||
| CUZ / Cousins Properties Incorporated | 0.03 | 81.45 | 0.95 | 84.85 | 0.1893 | 0.0864 | |||
| US74924TAD63 / RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX7 A4 | 0.95 | -2.47 | 0.1882 | -0.0055 | |||||
| US45660LRU51 / IndyMac INDX Mortgage Loan Trust, Series 2005-AR14, Class 1A1A | 0.94 | -1.47 | 0.1860 | -0.0036 | |||||
| US060505FL38 / Bank of America Corp | 0.92 | 0.00 | 0.93 | 0.65 | 0.1852 | 0.0006 | |||
| COLD / Americold Realty Trust, Inc. | 0.05 | -30.36 | 0.88 | -46.06 | 0.1742 | -0.1498 | |||
| PECO / Phillips Edison & Company, Inc. | 0.02 | -23.52 | 0.87 | -26.55 | 0.1721 | -0.0632 | |||
| SLG / SL Green Realty Corp. | 0.01 | 88.27 | 0.86 | 101.88 | 0.1710 | 0.0860 | |||
| XS2357477400 / Voya Euro CLO II DAC, Series 2A, Class AR | 0.82 | 8.86 | 0.1637 | 0.0128 | |||||
| XS2326485898 / BAIN CAPITAL EURO CLO BCCE 2018 2A AR 144A | 0.78 | -10.03 | 0.1550 | -0.0181 | |||||
| US36179W5D62 / Ginnie Mae II Pool | 0.76 | 0.1517 | 0.1517 | ||||||
| DK0004619467 / Realkredit Danmark A/S | 0.76 | 8.79 | 0.1502 | 0.0116 | |||||
| US55285AAA51 / MF1 2022-FL9 LLC SER 2022-FL9 CL A V/R REGD 144A P/P 2.96000000 | 0.76 | -4.43 | 0.1501 | -0.0076 | |||||
| US03759CAS98 / Apidos CLO XXIV | 0.74 | -2.00 | 0.1463 | -0.0034 | |||||
| INF SWAP US IT 1.89 08/27/20-7Y LCH / DIR (000000000) | 0.74 | 0.1462 | 0.1462 | ||||||
| LXP / LXP Industrial Trust | 0.09 | 46.97 | 0.72 | 40.19 | 0.1437 | 0.0409 | |||
| XS2326512618 / HARVEST CLO HARVT 21A A1R 144A | 0.70 | 1.59 | 0.1394 | 0.0016 | |||||
| US57645FAC14 / MASTR ASSET BACKED SECURITIES MABS 2006 AM2 A3 | 0.69 | -0.86 | 0.1377 | -0.0017 | |||||
| DK0009406746 / JYSKE REALKREDIT A/S COVERED 10/53 2 | 0.66 | 9.42 | 0.1317 | 0.0108 | |||||
| NHI / National Health Investors, Inc. | 0.01 | 97.41 | 0.66 | 87.43 | 0.1306 | 0.0606 | |||
| RFRF USD SF+26.161/1.8* 11/15/23-5Y LCH / DIR (EZSXB4TMLK87) | 0.65 | -129.78 | 0.1300 | 0.5676 | |||||
| HIW / Highwoods Properties, Inc. | 0.02 | 87.81 | 0.65 | 96.95 | 0.1285 | 0.0630 | |||
| CBRE / CBRE Group, Inc. | 0.00 | 0.61 | 0.1208 | 0.1208 | |||||
| SANDSTONE PEAK LTD. SAND 2021 1A A1R 144A / ABS-CBDO (US800130AN66) | 0.60 | 0.00 | 0.1193 | -0.0004 | |||||
| TRNO / Terreno Realty Corporation | 0.01 | 0.69 | 0.59 | -10.64 | 0.1169 | -0.0145 | |||
| HR / Healthcare Realty Trust Incorporated | 0.04 | 2.39 | 0.58 | -3.81 | 0.1153 | -0.0051 | |||
| AHR / American Healthcare REIT, Inc. | 0.02 | -3.04 | 0.57 | 17.62 | 0.1142 | 0.0167 | |||
| EPR / EPR Properties | 0.01 | -51.98 | 0.57 | -46.88 | 0.1134 | -0.1007 | |||
| US52522HAM43 / Lehman XS Trust, Series 2006-8, Class 3A4 | 0.57 | -1.55 | 0.1133 | -0.0023 | |||||
| CTRE / CareTrust REIT, Inc. | 0.02 | -5.49 | 0.56 | 1.08 | 0.1122 | 0.0009 | |||
| US32027NVE83 / FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FFH3 M3 | 0.55 | -18.61 | 0.1096 | -0.0256 | |||||
| US86361NAD30 / Structured Asset Securities Corp Mortgage Loan Trust 2006-GEL4 | 0.53 | -2.04 | 0.1050 | -0.0027 | |||||
| APLE / Apple Hospitality REIT, Inc. | 0.04 | -3.79 | 0.51 | -13.18 | 0.1023 | -0.0158 | |||
| DK0009403727 / JYSKE REALKREDIT A/S COVERED 10/53 1.5 | 0.49 | 9.15 | 0.0973 | 0.0079 | |||||
| BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1 / DBT (IT0005588881) | 0.49 | 13.26 | 0.0968 | 0.0110 | |||||
| BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1 / DBT (IT0005588881) | 0.49 | 13.26 | 0.0968 | 0.0110 | |||||
| BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1 / DBT (IT0005588881) | 0.49 | 13.26 | 0.0968 | 0.0110 | |||||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | 0.49 | 0.0966 | 0.0966 | ||||||
| US054980AA58 / BDS 2022-FL11 LLC | 0.47 | -6.22 | 0.0930 | -0.0064 | |||||
| DK0004619384 / REALKREDIT DANMARK COVERED REGS 10/53 1.5 | 0.45 | 9.16 | 0.0902 | 0.0073 | |||||
| US912810SM18 / US TII .25 02/15/2050 (TIPS) | 0.44 | -3.97 | 0.0865 | -0.0039 | |||||
| INF SWAP US IT 2.703 05/25/21-5Y LCH / DIR (000000000) | 0.43 | 0.0850 | 0.0850 | ||||||
| INF SWAP US IT 2.703 05/25/21-5Y LCH / DIR (000000000) | 0.43 | 0.0850 | 0.0850 | ||||||
| INF SWAP US IT 2.703 05/25/21-5Y LCH / DIR (000000000) | 0.43 | 0.0850 | 0.0850 | ||||||
| IRT / Independence Realty Trust, Inc. | 0.02 | 1.29 | 0.42 | -15.66 | 0.0836 | -0.0158 | |||
| DK0004616281 / REALKREDIT DKK SR SEC SF COVERED 1.0% 10-01-53 | 0.42 | 9.14 | 0.0833 | 0.0068 | |||||
| DK0004612454 / REALKREDIT DANMARK A/S COVERED 10/50 1 | 0.42 | 9.21 | 0.0827 | 0.0068 | |||||
| MAC / The Macerich Company | 0.03 | -48.19 | 0.41 | -51.25 | 0.0817 | -0.0862 | |||
| PK / Park Hotels & Resorts Inc. | 0.04 | -6.81 | 0.40 | -10.82 | 0.0804 | -0.0100 | |||
| MADISON PARK FUNDING LTD MDPK 2021 39A AR 144A / ABS-CBDO (US55821LAJ35) | 0.40 | 0.00 | 0.0796 | -0.0003 | |||||
| MADISON PARK FUNDING LTD MDPK 2021 39A AR 144A / ABS-CBDO (US55821LAJ35) | 0.40 | 0.00 | 0.0796 | -0.0003 | |||||
| MADISON PARK FUNDING LTD MDPK 2021 39A AR 144A / ABS-CBDO (US55821LAJ35) | 0.40 | 0.00 | 0.0796 | -0.0003 | |||||
| US94981PAM23 / WELLS FARGO HOME EQUITY TRUST WFHET 2005 2 M9 | 0.39 | -16.09 | 0.0778 | -0.0153 | |||||
| FED HM LN PC POOL SD8453 FR 08/54 FIXED 5.5 / ABS-MBS (US3132DWMA89) | 0.37 | -2.86 | 0.0743 | -0.0024 | |||||
| KRC / Kilroy Realty Corporation | 0.01 | -5.10 | 0.36 | -0.55 | 0.0718 | -0.0007 | |||
| US912810RA88 / United States Treasury Inflation Indexed Bonds | 0.36 | -2.19 | 0.0710 | -0.0020 | |||||
| US36242DA604 / GSAMP TRUST GSAMP 2005 HE2 M2 | 0.36 | -1.39 | 0.0707 | -0.0013 | |||||
| TREASURY BILL 09/25 0.00000 / DBT (US912797PW16) | 0.35 | 0.0703 | 0.0703 | ||||||
| TREASURY BILL 09/25 0.00000 / DBT (US912797PW16) | 0.35 | 0.0703 | 0.0703 | ||||||
| TREASURY BILL 09/25 0.00000 / DBT (US912797PW16) | 0.35 | 0.0703 | 0.0703 | ||||||
| TREASURY BILL 09/25 0.00000 / DBT (US912797QU41) | 0.35 | 0.0701 | 0.0701 | ||||||
| RFRF USD SF+26.161/1.84 11/21/23-5Y LCH / DIR (EZRPM2SGQXB3) | 0.35 | -133.43 | 0.0696 | 0.2786 | |||||
| SKT / Tanger Inc. | 0.01 | -1.35 | 0.35 | -10.77 | 0.0693 | -0.0086 | |||
| SHO / Sunstone Hotel Investors, Inc. | 0.04 | -4.98 | 0.34 | -12.28 | 0.0683 | -0.0099 | |||
| US12667CAD48 / Countrywide Asset-Backed Certificates, Series 2006-19, Class 2A3 | 0.34 | -3.12 | 0.0681 | -0.0025 | |||||
| US35729TAA07 / Fremont Home Loan Trust, Series 2006-C, Class 1A1 | 0.34 | -0.89 | 0.0667 | -0.0008 | |||||
| US45660LJZ31 / Residential Asset Securitization Trust, Series 2005-A5, Class A3 | 0.33 | -3.80 | 0.0654 | -0.0028 | |||||
| DRH / DiamondRock Hospitality Company | 0.04 | -2.25 | 0.31 | -2.83 | 0.0614 | -0.0022 | |||
| CDP / COPT Defense Properties | 0.01 | -6.61 | 0.30 | -5.59 | 0.0605 | -0.0038 | |||
| AIMCO AIMCO 2015 AA AR3 144A / ABS-CBDO (US00900LAY02) | 0.30 | 0.00 | 0.0597 | -0.0001 | |||||
| US912810RL44 / United States Treasury Inflation Indexed Bonds | 0.30 | -2.93 | 0.0593 | -0.0020 | |||||
| JLL / Jones Lang LaSalle Incorporated | 0.00 | 0.30 | 0.0590 | 0.0590 | |||||
| XS2339017928 / CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A | 0.30 | -11.11 | 0.0590 | -0.0075 | |||||
| EZGKNZSHTVL4 / INF SWAP US IT 2.7675 05/13/21-5Y LCH | 0.29 | -3.97 | 0.0578 | -0.0026 | |||||
| US12559QAF90 / CIT Mortgage Loan Trust 2007-1 | 0.29 | -5.86 | 0.0575 | -0.0039 | |||||
| FCPT / Four Corners Property Trust, Inc. | 0.01 | 0.00 | 0.27 | -6.55 | 0.0540 | -0.0038 | |||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.27 | 0.0534 | 0.0534 | ||||||
| NORTHWOODS CAPITAL LTD WOODS 2018 12BA AR 144A / ABS-CBDO (US66858CAN74) | 0.27 | -13.87 | 0.0531 | -0.0087 | |||||
| EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF53) | 0.26 | 0.0519 | 0.0519 | ||||||
| EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF53) | 0.26 | 0.0519 | 0.0519 | ||||||
| EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF53) | 0.26 | 0.0519 | 0.0519 | ||||||
| MPW / Medical Properties Trust, Inc. | 0.06 | -1.40 | 0.26 | -29.62 | 0.0516 | -0.0219 | |||
| MAR / Marriott International, Inc. | 0.00 | -84.65 | 0.26 | -84.96 | 0.0515 | -0.2957 | |||
| SILA / Sila Realty Trust, Inc. | 0.01 | 0.26 | 0.0512 | 0.0512 | |||||
| DK0002047141 / Nordea Kredit Realkreditaktieselskab | 0.26 | 7.14 | 0.0507 | 0.0033 | |||||
| INABS / Home Equity Mortgage Loan Asset-Backed Trust Series INABS 2007-A | 0.25 | -1.17 | 0.0506 | -0.0007 | |||||
| VICI / VICI Properties Inc. | 0.01 | -85.57 | 0.25 | -85.60 | 0.0500 | -0.2977 | |||
| GLPI / Gaming and Leisure Properties, Inc. | 0.01 | -84.50 | 0.25 | -85.83 | 0.0496 | -0.3010 | |||
| SBRA / Sabra Health Care REIT, Inc. | 0.01 | -91.63 | 0.25 | -92.78 | 0.0494 | -0.2472 | |||
| AKR / Acadia Realty Trust | 0.01 | 5.41 | 0.25 | -6.42 | 0.0494 | -0.0037 | |||
| DEI / Douglas Emmett, Inc. | 0.02 | -7.32 | 0.25 | -12.72 | 0.0492 | -0.0075 | |||
| 3MO EURO EURIBOR SEP26 IFLL 20260914 / DIR (GB00J8R2ZN46) | 0.25 | 1,125.00 | 0.0489 | 0.0447 | |||||
| 3MO EURO EURIBOR SEP26 IFLL 20260914 / DIR (GB00J8R2ZN46) | 0.25 | 1,125.00 | 0.0489 | 0.0447 | |||||
| 3MO EURO EURIBOR SEP26 IFLL 20260914 / DIR (GB00J8R2ZN46) | 0.25 | 1,125.00 | 0.0489 | 0.0447 | |||||
| US07386HSY89 / Bear Stearns ALT-A Trust 2005-4 | 0.25 | -2.00 | 0.0488 | -0.0013 | |||||
| UE / Urban Edge Properties | 0.01 | -49.41 | 0.24 | -50.42 | 0.0470 | -0.0480 | |||
| RFR USD SOFR/3.50000 06/20/24-30Y CME / DIR (EZV8ZC6L7CY8) | 0.23 | 15.42 | 0.0462 | 0.0060 | |||||
| US23245CAA80 / COUNTRYWIDE ASSET-BACKED CERTIFICATES SER 2007-1 CL 1A V/R REGD 1.84800000 | 0.23 | -2.95 | 0.0457 | -0.0016 | |||||
| US126670GR39 / COUNTRYWIDE ASSET BACKED CERTI CWL 2005 13 AF4 | 0.23 | 0.00 | 0.0455 | -0.0004 | |||||
| NSA / National Storage Affiliates Trust | 0.01 | 0.00 | 0.23 | -18.93 | 0.0453 | -0.0107 | |||
| US040104MX65 / ARGENT MORTGAGE LOAN TRUST 2005-W1 SER 2005-W1 CL A1 V/R REGD 2.18800000 | 0.23 | -2.17 | 0.0448 | -0.0013 | |||||
| CH0494734418 / Credit Suisse Group AG | 0.22 | 11.40 | 0.0428 | 0.0043 | |||||
| CURB / Curbline Properties Corp. | 0.01 | -3.62 | 0.21 | -9.01 | 0.0422 | -0.0044 | |||
| INF SWAP US IT 2.813 05/14/21-5Y LCH / DIR (000000000) | 0.20 | 0.0394 | 0.0394 | ||||||
| MLPIREIL TRS EQUITY FEDL01+65 BOA / DE (000000000) | 0.20 | 0.0389 | 0.0389 | ||||||
| MLPIREIL TRS EQUITY FEDL01+65 BOA / DE (000000000) | 0.20 | 0.0389 | 0.0389 | ||||||
| MLPIREIL TRS EQUITY FEDL01+65 BOA / DE (000000000) | 0.20 | 0.0389 | 0.0389 | ||||||
| AAT / American Assets Trust, Inc. | 0.01 | 92.62 | 0.18 | 88.66 | 0.0366 | 0.0171 | |||
| INF SWAP EM NI 2.763 09/15/23-30Y LCH / DIR (EZSV4JHYN6X0) | 0.18 | 7.27 | 0.0353 | 0.0023 | |||||
| INF SWAP EM NI 2.763 09/15/23-30Y LCH / DIR (EZSV4JHYN6X0) | 0.18 | 7.27 | 0.0353 | 0.0023 | |||||
| INF SWAP EM NI 2.763 09/15/23-30Y LCH / DIR (EZSV4JHYN6X0) | 0.18 | 7.27 | 0.0353 | 0.0023 | |||||
| US05533YBC30 / BCAP LLC TRUST BCAP 2011 RR5 10A6 144A | 0.17 | -0.60 | 0.0330 | -0.0003 | |||||
| US928563AC98 / VMware Inc | 0.16 | 0.63 | 0.0317 | 0.0002 | |||||
| EURO-OAT FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGGA8) | 0.15 | 0.0299 | 0.0299 | ||||||
| GNL / Global Net Lease, Inc. | 0.02 | -4.80 | 0.15 | -10.84 | 0.0296 | -0.0036 | |||
| IIPR / Innovative Industrial Properties, Inc. | 0.00 | -10.34 | 0.15 | -8.75 | 0.0291 | -0.0028 | |||
| GTY / Getty Realty Corp. | 0.01 | 0.00 | 0.15 | -10.98 | 0.0291 | -0.0038 | |||
| US41161PLR28 / HARBORVIEW MORTGAGE LOAN TRUST 2005-2 SER 2005-2 CL 2A1A V/R REGD 2.17325000 | 0.15 | -4.61 | 0.0289 | -0.0016 | |||||
| US48250MAK36 / KKR CLO 11 Ltd | 0.14 | -23.53 | 0.0285 | -0.0089 | |||||
| ELME / Elme Communities | 0.01 | -4.65 | 0.14 | -12.96 | 0.0281 | -0.0043 | |||
| US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 0.14 | -93.02 | 0.0277 | -0.3696 | |||||
| NTST / NETSTREIT Corp. | 0.01 | -5.02 | 0.13 | 1.53 | 0.0265 | 0.0003 | |||
| ALEX / Alexander & Baldwin, Inc. | 0.01 | 0.00 | 0.13 | 3.91 | 0.0265 | 0.0008 | |||
| CH1214797172 / Credit Suisse Group AG | 0.13 | 9.09 | 0.0264 | 0.0021 | |||||
| DK0002050012 / NORDEA KREDIT REALKREDIT /DKK/ REGD 1.50000000 | 0.13 | 9.09 | 0.0263 | 0.0021 | |||||
| INF SWAP EM NI 2.68 04/15/23-30Y LCH / DIR (EZ0Y9J6GR2R2) | 0.13 | 8.26 | 0.0262 | 0.0019 | |||||
| INF SWAP EM NI 2.68 04/15/23-30Y LCH / DIR (EZ0Y9J6GR2R2) | 0.13 | 8.26 | 0.0262 | 0.0019 | |||||
| UMH / UMH Properties, Inc. | 0.01 | 0.00 | 0.13 | -10.49 | 0.0256 | -0.0030 | |||
| JBGS / JBG SMITH Properties | 0.01 | -17.68 | 0.13 | -11.97 | 0.0250 | -0.0034 | |||
| XHR / Xenia Hotels & Resorts, Inc. | 0.01 | -8.32 | 0.12 | -2.40 | 0.0244 | -0.0006 | |||
| VRE / Veris Residential, Inc. | 0.01 | -4.30 | 0.12 | -15.49 | 0.0239 | -0.0046 | |||
| PEB / Pebblebrook Hotel Trust | 0.01 | -4.72 | 0.12 | -5.56 | 0.0237 | -0.0016 | |||
| FR001400AQH0 / FRANCE (GOVT OF) /EUR/ REGD SER OATE 0.10000000 | 0.12 | 11.32 | 0.0235 | 0.0023 | |||||
| PGRE / Paramount Group, Inc. | 0.02 | 0.00 | 0.12 | 41.46 | 0.0231 | 0.0068 | |||
| RLJ / RLJ Lodging Trust | 0.02 | -52.66 | 0.12 | -56.60 | 0.0230 | -0.0299 | |||
| US54251TAC36 / Long Beach Mortgage Loan Trust 2006-7 | 0.11 | 0.00 | 0.0226 | 0.0000 | |||||
| AIV / Apartment Investment and Management Company | 0.01 | -6.28 | 0.11 | -7.56 | 0.0219 | -0.0020 | |||
| ESRT / Empire State Realty Trust, Inc. | 0.01 | -5.86 | 0.11 | -2.73 | 0.0214 | -0.0007 | |||
| US40430HFM51 / HSI Asset Securitization Corp Trust 2006-OPT3 | 0.11 | -10.83 | 0.0213 | -0.0027 | |||||
| CSR / Centerspace | 0.00 | 0.00 | 0.10 | -7.14 | 0.0207 | -0.0017 | |||
| INF SWAP EM NI 2.59 12/15/22-30Y LCH / DIR (EZQNRNKDZTL1) | 0.10 | 10.64 | 0.0207 | 0.0017 | |||||
| INF SWAP EM NI 2.59 12/15/22-30Y LCH / DIR (EZQNRNKDZTL1) | 0.10 | 10.64 | 0.0207 | 0.0017 | |||||
| TSY INFL IX N/B 01/35 2.125 / DBT (US91282CML27) | 0.10 | 0.00 | 0.0205 | -0.0001 | |||||
| US92917CAE21 / Voya CLO 2013-1 Ltd | 0.10 | -23.66 | 0.0200 | -0.0062 | |||||
| TSY INFL IX N/B 02/54 2.125 / DBT (US912810TY47) | 0.10 | -4.04 | 0.0190 | -0.0008 | |||||
| TSY INFL IX N/B 02/54 2.125 / DBT (US912810TY47) | 0.10 | -4.04 | 0.0190 | -0.0008 | |||||
| TSY INFL IX N/B 02/54 2.125 / DBT (US912810TY47) | 0.10 | -4.04 | 0.0190 | -0.0008 | |||||
| PDM / Piedmont Realty Trust, Inc. | 0.01 | 0.00 | 0.09 | -1.05 | 0.0188 | -0.0003 | |||
| DEA / Easterly Government Properties, Inc. | 0.00 | 0.09 | 0.0187 | 0.0187 | |||||
| US32052DAG60 / First Horizon Alternative Mortgage Securities Trust, Series 2006-FA8, Class 1A7 | 0.09 | -5.49 | 0.0171 | -0.0011 | |||||
| US912810RF75 / United States Treasury Inflation Indexed Bonds | 0.09 | -2.30 | 0.0170 | -0.0005 | |||||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | 0.08 | 0.0168 | 0.0168 | ||||||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | 0.08 | 0.0168 | 0.0168 | ||||||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | 0.08 | 0.0168 | 0.0168 | ||||||
| US48250LAW90 / KKR FINANCIAL CLO LTD 07/30 1 | 0.08 | -38.69 | 0.0167 | -0.0106 | |||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.08 | 0.0162 | 0.0162 | ||||||
| US07387AGE91 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 23A1 | 0.08 | -1.23 | 0.0161 | -0.0001 | |||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0.08 | 0.0156 | 0.0156 | ||||||
| BDN / Brandywine Realty Trust | 0.02 | 0.00 | 0.08 | -3.70 | 0.0155 | -0.0007 | |||
| US126694K641 / CHL MORTGAGE PASS-THROUGH TRUST 2006-6 SER 2006-6 CL A4 REGD 6.00000000 | 0.08 | 0.00 | 0.0153 | -0.0001 | |||||
| NXRT / NexPoint Residential Trust, Inc. | 0.00 | 0.00 | 0.08 | -15.73 | 0.0149 | -0.0028 | |||
| RFR JPY MUT+5.89/0.4500 03/20/19-10Y LCH / DIR (EZ372SBFZ7Z5) | 0.07 | -24.47 | 0.0143 | -0.0046 | |||||
| RFR JPY MUT+5.89/0.4500 03/20/19-10Y LCH / DIR (EZ372SBFZ7Z5) | 0.07 | -24.47 | 0.0143 | -0.0046 | |||||
| RFR JPY MUT+5.89/0.4500 03/20/19-10Y LCH / DIR (EZ372SBFZ7Z5) | 0.07 | -24.47 | 0.0143 | -0.0046 | |||||
| DHC / Diversified Healthcare Trust | 0.02 | -13.92 | 0.07 | 27.78 | 0.0139 | 0.0030 | |||
| US2254585Y02 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 9 5A1 | 0.07 | -1.47 | 0.0134 | -0.0002 | |||||
| RFR JPY MUTK/0.50000 12/15/21-10Y LCH / DIR (EZBGMDDJHGZ6) | 0.07 | -20.24 | 0.0134 | -0.0035 | |||||
| RFR JPY MUTK/0.50000 12/15/21-10Y LCH / DIR (EZBGMDDJHGZ6) | 0.07 | -20.24 | 0.0134 | -0.0035 | |||||
| RFR JPY MUTK/0.50000 12/15/21-10Y LCH / DIR (EZBGMDDJHGZ6) | 0.07 | -20.24 | 0.0134 | -0.0035 | |||||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | 0.07 | 0.0134 | 0.0134 | ||||||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | 0.07 | 0.0134 | 0.0134 | ||||||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | 0.07 | 0.0134 | 0.0134 | ||||||
| PLYM / Plymouth Industrial REIT, Inc. | 0.00 | 0.00 | 0.07 | -1.49 | 0.0132 | -0.0002 | |||
| GOOD / Gladstone Commercial Corporation | 0.00 | 0.07 | 0.0131 | 0.0131 | |||||
| US05401AAR23 / Avolon Holdings Funding Ltd | 0.06 | 1.59 | 0.0129 | 0.0001 | |||||
| RFR JPY MUTK/0.55000 09/14/23-5Y LCH / DIR (EZ0DH7NGQM44) | 0.06 | -41.90 | 0.0122 | -0.0088 | |||||
| US12669GFK22 / CHL Mortgage Pass-Through Trust 2004-J9 | 0.06 | 0.00 | 0.0121 | -0.0001 | |||||
| US761136AJ94 / RESIDENTIAL ASSET SECURITIZATI RAST 2007 A1 A9 | 0.06 | -1.64 | 0.0119 | -0.0003 | |||||
| US12669LAA89 / COUNTRYWIDE ASSET-BACKED CERTIFICATES SER 2007-6 CL 1A V/R REGD 1.90800000 | 0.06 | -4.92 | 0.0117 | -0.0007 | |||||
| FCT / Fincantieri S.p.A. | 0.06 | 9.43 | 0.0116 | 0.0010 | |||||
| FCT / Fincantieri S.p.A. | 0.06 | 9.43 | 0.0116 | 0.0010 | |||||
| FCT / Fincantieri S.p.A. | 0.06 | 9.43 | 0.0116 | 0.0010 | |||||
| INF SWAP GB NI 3.5 08/15/24-10Y LCH / DIR (EZ2T5PFXSD76) | 0.06 | 132.00 | 0.0116 | 0.0065 | |||||
| US863579V473 / Structured Adjustable Rate Mortgage Loan Trust | 0.06 | 0.00 | 0.0112 | -0.0001 | |||||
| UHT / Universal Health Realty Income Trust | 0.00 | 0.00 | 0.05 | -1.85 | 0.0106 | -0.0003 | |||
| AUST 10Y BOND FUT SEP25 XSFE 20250915 / DIR (000000000) | 0.05 | 0.0105 | 0.0105 | ||||||
| AUST 10Y BOND FUT SEP25 XSFE 20250915 / DIR (000000000) | 0.05 | 0.0105 | 0.0105 | ||||||
| AUST 10Y BOND FUT SEP25 XSFE 20250915 / DIR (000000000) | 0.05 | 0.0105 | 0.0105 | ||||||
| INF SWAP EM NI 2.3625 11/15/23-10Y LCH / DIR (EZYP97W8Q214) | 0.05 | 21.43 | 0.0103 | 0.0019 | |||||
| INF SWAP EM NI 2.3625 11/15/23-10Y LCH / DIR (EZYP97W8Q214) | 0.05 | 21.43 | 0.0103 | 0.0019 | |||||
| INF SWAP EM NI 2.3625 11/15/23-10Y LCH / DIR (EZYP97W8Q214) | 0.05 | 21.43 | 0.0103 | 0.0019 | |||||
| SITC / SITE Centers Corp. | 0.00 | -9.84 | 0.05 | -20.63 | 0.0100 | -0.0026 | |||
| INN / Summit Hotel Properties, Inc. | 0.01 | -15.40 | 0.05 | -21.31 | 0.0097 | -0.0025 | |||
| GMRE / Global Medical REIT Inc. | 0.01 | 0.00 | 0.05 | -21.05 | 0.0090 | -0.0024 | |||
| DK0009403131 / JYSKE REALKREDIT A/S COVERED 10/53 1 | 0.05 | 9.76 | 0.0090 | 0.0008 | |||||
| EURO-BTP FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF38) | 0.05 | 0.0090 | 0.0090 | ||||||
| EURO-BTP FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF38) | 0.05 | 0.0090 | 0.0090 | ||||||
| NLOP / Net Lease Office Properties | 0.00 | -10.16 | 0.05 | -6.25 | 0.0090 | -0.0007 | |||
| INF SWAP EM NI 2.682 10/15/23-30Y LCH / DIR (EZW0QN60W2Z4) | 0.04 | 7.32 | 0.0089 | 0.0006 | |||||
| RFR USD SOFR/4.25000 12/20/23-2Y LCH / DIR (EZM7XR6RB2D5) | 0.04 | -246.67 | 0.0087 | 0.0149 | |||||
| RFR USD SOFR/4.25000 12/20/23-2Y LCH / DIR (EZM7XR6RB2D5) | 0.04 | -246.67 | 0.0087 | 0.0149 | |||||
| RFR USD SOFR/4.25000 12/20/23-2Y LCH / DIR (EZM7XR6RB2D5) | 0.04 | -246.67 | 0.0087 | 0.0149 | |||||
| US69702HAA68 / Palmer Square Loan Funding Ltd | 0.04 | -59.05 | 0.0087 | -0.0123 | |||||
| CHCT / Community Healthcare Trust Incorporated | 0.00 | 0.00 | 0.04 | -8.51 | 0.0087 | -0.0008 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.04 | 0.0085 | 0.0085 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.04 | 0.0085 | 0.0085 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.04 | 0.0085 | 0.0085 | ||||||
| US3140JM5C20 / FN 03/49 FIXED 4 | 0.04 | -4.65 | 0.0083 | -0.0004 | |||||
| US912828N712 / United States Treasury Inflation Indexed Bonds | 0.04 | -97.85 | 0.0083 | -0.3731 | |||||
| SVC / Service Properties Trust | 0.02 | 0.00 | 0.04 | -8.89 | 0.0083 | -0.0008 | |||
| US12667LAA08 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 21 1A | 0.04 | -5.13 | 0.0075 | -0.0004 | |||||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0.04 | 0.0074 | 0.0074 | ||||||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0.04 | 0.0074 | 0.0074 | ||||||
| CLDT / Chatham Lodging Trust | 0.01 | 0.00 | 0.04 | -2.78 | 0.0071 | -0.0002 | |||
| HPP / Hudson Pacific Properties, Inc. | 0.01 | -20.88 | 0.03 | -27.91 | 0.0063 | -0.0023 | |||
| US07388DAS71 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 2 3A2 | 0.03 | 0.00 | 0.0062 | -0.0001 | |||||
| US93934FBT84 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 7 3CB | 0.03 | 0.00 | 0.0061 | -0.0000 | |||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.03 | 0.0060 | 0.0060 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.03 | 0.0060 | 0.0060 | ||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.03 | 0.0057 | 0.0057 | ||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.03 | 0.0057 | 0.0057 | ||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.03 | 0.0056 | 0.0056 | ||||||
| US31397PLU20 / Freddie Mac REMICS | 0.03 | -3.57 | 0.0054 | -0.0002 | |||||
| EURO-SCHATZ FUT SEP25 XEUR 20250908 / DIR (DE000F1NGF79) | 0.03 | 0.0053 | 0.0053 | ||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.02 | 0.0049 | 0.0049 | ||||||
| US12668ALH67 / Alternative Loan Trust, Series 2005-50CB, Class 1A1 | 0.02 | -4.00 | 0.0049 | -0.0003 | |||||
| INF SWAP EM NI 2.55 04/15/22-30Y LCH / DIR (EZBBB24RFW42) | 0.02 | 21.05 | 0.0047 | 0.0008 | |||||
| INF SWAP EM NI 2.55 04/15/22-30Y LCH / DIR (EZBBB24RFW42) | 0.02 | 21.05 | 0.0047 | 0.0008 | |||||
| INF SWAP EM NI 2.55 04/15/22-30Y LCH / DIR (EZBBB24RFW42) | 0.02 | 21.05 | 0.0047 | 0.0008 | |||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | 0.02 | 0.0047 | 0.0047 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.02 | 0.0046 | 0.0046 | ||||||
| US17310VAD29 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 HE3 A2D | 0.02 | 0.00 | 0.0044 | -0.0001 | |||||
| US3623414A44 / GSR MORTGAGE LOAN TRUST GSR 2006 AR1 2A1 | 0.02 | 0.00 | 0.0042 | -0.0000 | |||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.02 | 0.0041 | 0.0041 | ||||||
| RFR JPY MUT+5.89/0.3000 03/20/18-10Y LCH / DIR (EZLFVTBKWB45) | 0.02 | -20.00 | 0.0040 | -0.0011 | |||||
| RFR JPY MUT+5.89/0.3000 03/20/18-10Y LCH / DIR (EZLFVTBKWB45) | 0.02 | -20.00 | 0.0040 | -0.0011 | |||||
| INF SWAP GB NI 3.466 09/15/24-10Y LCH / DIR (EZ6H5KXS0QT8) | 0.02 | 185.71 | 0.0040 | 0.0026 | |||||
| DK0002050368 / Nordea Kredit Realkreditaktieselskab | 0.02 | 11.76 | 0.0038 | 0.0003 | |||||
| INF SWAP EM NI 2.59 03/15/22-30Y LCH / DIR (EZG97SKZBKQ4) | 0.02 | 800.00 | 0.0037 | 0.0032 | |||||
| INF SWAP EM NI 2.59 03/15/22-30Y LCH / DIR (EZG97SKZBKQ4) | 0.02 | 800.00 | 0.0037 | 0.0032 | |||||
| INF SWAP EM NI 2.6 05/15/22-10Y LCH / DIR (EZYR3JTTYH67) | 0.02 | -65.38 | 0.0037 | -0.0067 | |||||
| INF SWAP EM NI 2.6 05/15/22-10Y LCH / DIR (EZYR3JTTYH67) | 0.02 | -65.38 | 0.0037 | -0.0067 | |||||
| US3128NFFX03 / FHLMC | 0.02 | 0.00 | 0.0035 | -0.0001 | |||||
| US22616CAJ27 / Crestline Denali CLO XV Ltd | 0.02 | -83.51 | 0.0033 | -0.0160 | |||||
| US362341PU74 / GSAMP Trust, Series 2005-WMC1, Class M1 | 0.02 | -5.88 | 0.0033 | -0.0001 | |||||
| US07384M4H20 / Bear Stearns Adjustable Rate Mortgage Trust, Series 2004-10, Class 21A1 | 0.02 | -11.11 | 0.0033 | -0.0003 | |||||
| US17307GEC87 / CITIGROUP MORTGAGE LOAN TRUST 2004-HYB2 SER 2004-HYB2 CL 2A V/R REGD 5.13268700 | 0.02 | 0.00 | 0.0031 | -0.0000 | |||||
| US3140J6GR20 / Federal National Mortgage Association | 0.01 | 0.00 | 0.0029 | -0.0001 | |||||
| INF SWAP EM NI 1.636 06/15/25-2Y LCH / DIR (EZ3WDPMPJN09) | 0.01 | 0.0028 | 0.0028 | ||||||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0028 | 0.0028 | ||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0026 | 0.0026 | ||||||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0026 | 0.0026 | ||||||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0026 | 0.0026 | ||||||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0026 | 0.0026 | ||||||
| US12669GN644 / Reperforming Loan REMIC Trust 2005-R2 | 0.01 | -7.69 | 0.0025 | -0.0002 | |||||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0022 | 0.0022 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0020 | 0.0020 | ||||||
| INF SWAP US IT 2.69 06/01/21-5Y LCH / DIR (000000000) | 0.01 | 0.0020 | 0.0020 | ||||||
| DK0009527376 / Nykredit Realkredit A/S, Series 01E | 0.01 | 14.29 | 0.0017 | 0.0002 | |||||
| RFR USD SOFR/4.61100 10/31/23-2Y LCH / DIR (EZWQJ0VKNC60) | 0.01 | -38.46 | 0.0017 | -0.0010 | |||||
| RFR USD SOFR/4.61100 10/31/23-2Y LCH / DIR (EZWQJ0VKNC60) | 0.01 | -38.46 | 0.0017 | -0.0010 | |||||
| INF SWAP EM NI 3.13 05/15/22-5Y LCH / DIR (EZN2TP3YT3J6) | 0.01 | -11.11 | 0.0016 | -0.0002 | |||||
| INF SWAP EM NI 3.13 05/15/22-5Y LCH / DIR (EZN2TP3YT3J6) | 0.01 | -11.11 | 0.0016 | -0.0002 | |||||
| INF SWAP EM NI 3.13 05/15/22-5Y LCH / DIR (EZN2TP3YT3J6) | 0.01 | -11.11 | 0.0016 | -0.0002 | |||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0014 | 0.0014 | ||||||
| US12639QAA40 / CSMC Trust, Series 2007-4R, Class 1A1 | 0.01 | -14.29 | 0.0014 | -0.0000 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0012 | 0.0012 | ||||||
| US3128JRN777 / Federal Home Loan Mortgage Corporation | 0.01 | 0.00 | 0.0012 | -0.0000 | |||||
| US3128NHPT47 / FEDERAL HOME LOAN MORTGAGE CORP 3.249% 09/01/2036 FHLMC ARM | 0.01 | -28.57 | 0.0011 | -0.0003 | |||||
| DK0009399784 / JYSKE REALKREDIT A/S COVERED 10/43 0.5 | 0.01 | 0.00 | 0.0011 | 0.0001 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0011 | 0.0011 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0010 | 0.0010 | ||||||
| US59020UC291 / Merrill Lynch Mortgage Investors Trust, Series 2005-FM1, Class M1 | 0.00 | -33.33 | 0.0010 | -0.0003 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0009 | 0.0009 | ||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | 0.00 | 0.0009 | 0.0009 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0008 | 0.0008 | ||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0008 | 0.0008 | ||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0008 | 0.0008 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0008 | 0.0008 | ||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0008 | 0.0008 | ||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0008 | 0.0008 | ||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0007 | 0.0007 | ||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0007 | 0.0007 | ||||||
| US93362FAJ21 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR8 3A1 | 0.00 | 0.00 | 0.0006 | -0.0000 | |||||
| JPN 10Y BOND(OSE) SEP25 XOSE 20250912 / DIR (000000000) | 0.00 | 0.0006 | 0.0006 | ||||||
| JPN 10Y BOND(OSE) SEP25 XOSE 20250912 / DIR (000000000) | 0.00 | 0.0006 | 0.0006 | ||||||
| JPN 10Y BOND(OSE) SEP25 XOSE 20250912 / DIR (000000000) | 0.00 | 0.0006 | 0.0006 | ||||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0006 | 0.0006 | ||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | 0.00 | 0.0006 | 0.0006 | ||||||
| US31406DAF33 / Fannie Mae Pool | 0.00 | 0.00 | 0.0005 | -0.0000 | |||||
| BOUGHT GBP SOLD USD 20250804 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| US31405YPX30 / Fannie Mae Pool | 0.00 | 0.00 | 0.0005 | -0.0000 | |||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | ||||||
| INF SWAP US IT 3.323 04/23/25-1Y LCH / DIR (000000000) | 0.00 | 0.0004 | 0.0004 | ||||||
| US86360KAA60 / Structured Asset Mortgage Investments II Trust 2006-AR3 | 0.00 | 0.00 | 0.0004 | -0.0000 | |||||
| TREASURY BILL 07/25 0.00000 / DBT (US912797PE18) | 0.00 | 0.0004 | 0.0004 | ||||||
| BOUGHT EUR SOLD USD 20250804 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| BOUGHT EUR SOLD USD 20250804 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| US16162WPB99 / Chase Mortgage Finance Trust | 0.00 | 0.00 | 0.0003 | -0.0000 | |||||
| US94985AAA79 / WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR15 A1 | 0.00 | 0.00 | 0.0003 | -0.0000 | |||||
| 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 IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT ILS SOLD USD 20250702 / 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 | 0.0002 | 0.0002 | ||||||
| US362341RT83 / GSR MORTGAGE LOAN TRUST GSR 2005 AR6 1A1 | 0.00 | 0.00 | 0.0002 | -0.0001 | |||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| DK0009292559 / REALKREDIT DANMARK COVERED 07/47 2.5 | 0.00 | 0.0002 | 0.0000 | ||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| US17307GW530 / Citigroup Mortgage Loan Trust 2005-11 | 0.00 | 0.0001 | -0.0000 | ||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT THB SOLD USD 20250716 / 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 20250820 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| DK0009382707 / JYSKE REALKREDIT A/S COVERED 10/47 2.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0009798803 / NYKREDIT REALKREDIT AS COVERED REGS 10/47 2.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOLD JPY BOUGHT USD 20250702 / 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 NOK SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT KRW SOLD USD 20250708 / 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 | ||||||
| DK0002044551 / NORDEA KREDIT REALKREDIT COVERED REGS 10/50 1 | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0009522815 / NYKREDIT REALKREDIT AS COVERED REGS 10/50 1 | 0.00 | 0.0000 | 0.0000 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| NDASS / NORDEA KREDIT REALKREDIT COVERED 10/47 2.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT 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 | ||||||
| SOLD SEK BOUGHT USD 20250804 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOLD SEK BOUGHT USD 20250804 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOLD SEK BOUGHT USD 20250804 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0004620127 / REALKREDIT DANMARK COVERED REGS 10/53 2 | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0009527616 / NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0009528697 / Nykredit Realkredit A/S, Series 01E | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0009397069 / JYSKE REALKREDIT A/S COVERED REGS 10/50 1 | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0009527103 / NYKREDIT REALKREDIT AS COVERED REGS 10/43 0.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0009527293 / NYKREDIT REALKREDIT AS COVERED REGS 10/53 1 | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0009528424 / NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5 | 0.00 | 0.0000 | 0.0000 | ||||||
| DK0004616018 / Realkredit Danmark A/S | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT SEK SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD 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 TWD BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| INF SWAP EM NI 2.4875 05/15/22-15Y LCH / DIR (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| INF SWAP EM NI 2.4875 05/15/22-15Y LCH / DIR (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| INF SWAP EM NI 2.4875 05/15/22-15Y LCH / DIR (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| 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 | ||||||
| SOLD KRW BOUGHT USD 20250714 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| INF SWAP EM NI 2.47 07/15/22-10Y LCH / DIR (EZT3XW3NL5W5) | -0.00 | -0.0001 | -0.0002 | ||||||
| SOLD KRW BOUGHT USD 20250708 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD KRW BOUGHT USD 20250708 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD KRW BOUGHT USD 20250708 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| 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 PLN BOUGHT USD 20250710 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250716 / 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 JPY BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD ILS BOUGHT USD 20250709 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| INF SWAP US IT 3.0425 02/21/25-1Y LCH / DIR (EZ3BFCC1XWF6) | -0.00 | -85.71 | -0.0002 | 0.0013 | |||||
| INF SWAP US IT 3.0425 02/21/25-1Y LCH / DIR (EZ3BFCC1XWF6) | -0.00 | -85.71 | -0.0002 | 0.0013 | |||||
| INF SWAP US IT 3.0425 02/21/25-1Y LCH / DIR (EZ3BFCC1XWF6) | -0.00 | -85.71 | -0.0002 | 0.0013 | |||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| INF SWAP EM NI 2.421 05/15/22-30Y LCH / DIR (EZ2FWGWN9JD1) | -0.00 | -50.00 | -0.0003 | 0.0002 | |||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| SOLD CNH BOUGHT USD 20250716 / 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 20250716 / 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 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| SOLD KRW 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 GBP BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | ||||||
| SOLD NZD BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | ||||||
| SOLD NZD BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | ||||||
| SOLD NZD BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0008 | -0.0008 | ||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0.00 | -0.0009 | -0.0009 | ||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0.00 | -0.0009 | -0.0009 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0009 | -0.0009 | ||||||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0010 | -0.0010 | ||||||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0010 | -0.0010 | ||||||
| INF SWAP US IT 2.842 02/13/25-1Y LCH / DIR (EZL99W0M4DL3) | -0.01 | -54.55 | -0.0010 | 0.0013 | |||||
| INF SWAP US IT 2.842 02/13/25-1Y LCH / DIR (EZL99W0M4DL3) | -0.01 | -54.55 | -0.0010 | 0.0013 | |||||
| INF SWAP US IT 2.842 02/13/25-1Y LCH / DIR (EZL99W0M4DL3) | -0.01 | -54.55 | -0.0010 | 0.0013 | |||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0011 | -0.0011 | ||||||
| SOLD PLN BOUGHT USD 20250710 / DFE (000000000) | -0.01 | -0.0011 | -0.0011 | ||||||
| SOLD PLN BOUGHT USD 20250710 / DFE (000000000) | -0.01 | -0.0011 | -0.0011 | ||||||
| INF SWAP US IT 2.82 02/05/25-1Y LCH / DIR (EZW83BH7F4K3) | -0.01 | -54.55 | -0.0011 | 0.0012 | |||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0012 | -0.0012 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0012 | -0.0012 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.01 | -0.0014 | -0.0014 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0016 | -0.0016 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0018 | -0.0018 | ||||||
| INF SWAP EM NI 2.034 09/15/24-10Y LCH / DIR (EZN396K1L0G6) | -0.01 | 350.00 | -0.0018 | -0.0013 | |||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0020 | -0.0020 | ||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0020 | -0.0020 | ||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.01 | -0.0020 | -0.0020 | ||||||
| 317U84TA3 PIMCO SWAPTION 2.44 PUT EUR 20270125 / DIR (EZTFF0T0MM94) | -0.01 | -33.33 | -0.0021 | 0.0010 | |||||
| INF SWAP US IT 2.38 10/15/24-1Y LCH / DIR (000000000) | -0.01 | -0.0021 | -0.0021 | ||||||
| SOLD DKK BOUGHT USD 20250804 / DFE (000000000) | -0.01 | -0.0022 | -0.0022 | ||||||
| 317U8M5A9 PIMCO FPPSWAPTION 2.74 PUT EUR / DIR (EZX1947LJZS2) | -0.01 | -61.29 | -0.0025 | 0.0039 | |||||
| 317U8M5A9 PIMCO FPPSWAPTION 2.74 PUT EUR / DIR (EZX1947LJZS2) | -0.01 | -61.29 | -0.0025 | 0.0039 | |||||
| 317U8M5A9 PIMCO FPPSWAPTION 2.74 PUT EUR / DIR (EZX1947LJZS2) | -0.01 | -61.29 | -0.0025 | 0.0039 | |||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0026 | -0.0026 | ||||||
| SOLD DKK BOUGHT USD 20250804 / DFE (000000000) | -0.01 | -0.0026 | -0.0026 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0026 | -0.0026 | ||||||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | -0.01 | -0.0028 | -0.0028 | ||||||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | -0.01 | -0.0028 | -0.0028 | ||||||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | -0.01 | -0.0028 | -0.0028 | ||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0032 | -0.0032 | ||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0032 | -0.0032 | ||||||
| 317U84SA4 PIMCO SWAPTION 2.44 CALL EUR 2027012 / DIR (EZ3172RBNXR7) | -0.02 | 6.67 | -0.0033 | -0.0002 | |||||
| INF SWAP US IT 2.70 01/14/25-1Y LCH / DIR (000000000) | -0.02 | -0.0035 | -0.0035 | ||||||
| INF SWAP US IT 2.70 01/14/25-1Y LCH / DIR (000000000) | -0.02 | -0.0035 | -0.0035 | ||||||
| INF SWAP US IT 2.70 01/14/25-1Y LCH / DIR (000000000) | -0.02 | -0.0035 | -0.0035 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0036 | -0.0036 | ||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0042 | -0.0042 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0045 | -0.0045 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0048 | -0.0048 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0048 | -0.0048 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0048 | -0.0048 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0053 | -0.0053 | ||||||
| INF SWAP EM NI 2.049 08/15/24-10Y LCH / DIR (EZDNND6WTG36) | -0.03 | 130.77 | -0.0061 | -0.0034 | |||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0061 | -0.0061 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0069 | -0.0069 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.04 | -0.0070 | -0.0070 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.04 | -0.0070 | -0.0070 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.04 | -0.0070 | -0.0070 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.04 | -0.0071 | -0.0071 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.04 | -0.0073 | -0.0073 | ||||||
| 317U8M6A8 PIMCO FPPSWAPTION 2.74 CALL EUR / DIR (EZLZP1BQVJZ9) | -0.04 | -16.28 | -0.0073 | 0.0014 | |||||
| 317U8M6A8 PIMCO FPPSWAPTION 2.74 CALL EUR / DIR (EZLZP1BQVJZ9) | -0.04 | -16.28 | -0.0073 | 0.0014 | |||||
| 317U8M6A8 PIMCO FPPSWAPTION 2.74 CALL EUR / DIR (EZLZP1BQVJZ9) | -0.04 | -16.28 | -0.0073 | 0.0014 | |||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.04 | -0.0074 | -0.0074 | ||||||
| IRS EUR 2.12000 09/03/25-2Y LCH / DIR (EZ96RKPCNS84) | -0.04 | -331.25 | -0.0074 | -0.0107 | |||||
| IRS EUR 2.12000 09/03/25-2Y LCH / DIR (EZ96RKPCNS84) | -0.04 | -331.25 | -0.0074 | -0.0107 | |||||
| SOLD AUD BOUGHT USD 20250805 / DFE (000000000) | -0.04 | -0.0075 | -0.0075 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.04 | -0.0075 | -0.0075 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.04 | -0.0076 | -0.0076 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.04 | -0.0076 | -0.0076 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.04 | -0.0077 | -0.0077 | ||||||
| INF SWAP EM NI 2.62 11/15/23-30Y LCH / DIR (EZJWHP9H75N5) | -0.04 | 8.57 | -0.0077 | -0.0006 | |||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.04 | -0.0078 | -0.0078 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.04 | -0.0079 | -0.0079 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.04 | -0.0079 | -0.0079 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.04 | -0.0086 | -0.0086 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.04 | -0.0088 | -0.0088 | ||||||
| INF SWAP EM NI 2.975 08/15/22-5Y LCH / DIR (EZ8PCG447QQ1) | -0.04 | 46.67 | -0.0089 | -0.0028 | |||||
| EURO-BOBL FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF61) | -0.05 | -0.0095 | -0.0095 | ||||||
| 317U80OA6 PIMCO FPPSWAPTION 2.5 PUT EUR / DIR (EZX2S49T0J63) | -0.06 | -34.52 | -0.0111 | 0.0057 | |||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.06 | -0.0113 | -0.0113 | ||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.06 | -0.0113 | -0.0113 | ||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.06 | -0.0113 | -0.0113 | ||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.06 | -0.0114 | -0.0114 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.06 | -0.0118 | -0.0118 | ||||||
| RFR USD SOFR/3.08500 02/13/24-10Y LCH / DIR (EZQ51B8J0P93) | -0.06 | -92.74 | -0.0123 | 0.1581 | |||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0.07 | -0.0142 | -0.0142 | ||||||
| EZ4FMKYSPBW2 / INF SWAP FR NI 1.91 01/15/18-20Y LCH | -0.08 | 5.63 | -0.0150 | -0.0008 | |||||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | -0.08 | -0.0156 | -0.0156 | ||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.08 | -0.0162 | -0.0162 | ||||||
| INF SWAP EM NI 2.72 06/15/22-10Y LCH / DIR (EZNDJXRL9FV9) | -0.08 | 33.87 | -0.0166 | -0.0041 | |||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.09 | -0.0171 | -0.0171 | ||||||
| 317U7XUA8 PIMCO FPPSWAPTION 2.35 PUT EUR / DIR (EZ221JVG9JT4) | -0.09 | -30.77 | -0.0180 | 0.0080 | |||||
| EURO-BUXL 30Y BND SEP25 XEUR 20250908 / DIR (DE000F1NGF87) | -0.10 | -0.0190 | -0.0190 | ||||||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | -0.10 | -0.0193 | -0.0193 | ||||||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | -0.10 | -0.0193 | -0.0193 | ||||||
| 3175RWRC3 INF CAP FWD EU JUN35 3 CALL / DIR (000000000) | -0.11 | -0.0211 | -0.0211 | ||||||
| 3175RWRC3 INF CAP FWD EU JUN35 3 CALL / DIR (000000000) | -0.11 | -0.0211 | -0.0211 | ||||||
| 3175RWRC3 INF CAP FWD EU JUN35 3 CALL / DIR (000000000) | -0.11 | -0.0211 | -0.0211 | ||||||
| 317U80NA7 PIMCO FPPSWAPTION 2.5 CALL EUR / DIR (EZVYB6CMXS84) | -0.11 | 10.20 | -0.0215 | -0.0018 | |||||
| 317U80NA7 PIMCO FPPSWAPTION 2.5 CALL EUR / DIR (EZVYB6CMXS84) | -0.11 | 10.20 | -0.0215 | -0.0018 | |||||
| 317U7XVA7 PIMCO FPPSWAPTION 2.35 CALL EUR / DIR (EZM13T8B0L79) | -0.12 | 6.42 | -0.0232 | -0.0013 | |||||
| GB00HB9WVH19 / 3 Month Euro Euribor | -0.19 | 463.64 | -0.0371 | -0.0305 | |||||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) | -0.22 | -0.0444 | -0.0444 | ||||||
| RFR USD SOFR/4.10000 09/02/25-27Y* LCH / DIR (000000000) | -0.22 | -0.0445 | -0.0445 | ||||||
| RFR USD SOFR/4.10000 09/02/25-27Y* LCH / DIR (000000000) | -0.22 | -0.0445 | -0.0445 | ||||||
| RFR USD SOFR/4.10000 09/02/25-27Y* LCH / DIR (000000000) | -0.22 | -0.0445 | -0.0445 | ||||||
| DWRTFT TRS EQUITY FEDL01+59 MYI / DE (000000000) | -0.23 | -0.0467 | -0.0467 | ||||||
| RFR USD SOFR/3.75000 09/02/25-7Y* LCH / DIR (000000000) | -0.24 | -0.0480 | -0.0480 | ||||||
| INF SWAP EM NI 1.2425 08/15/19-20Y LCH / DIR (EZR3P6G02V42) | -0.26 | 7.79 | -0.0525 | -0.0036 | |||||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | -0.27 | -0.0534 | -0.0534 | ||||||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | -0.34 | -0.0671 | -0.0671 | ||||||
| DWRTFT TRS EQUITY SOFR+35 CBK / DE (000000000) | -0.36 | -0.0714 | -0.0714 | ||||||
| DWRTFT TRS EQUITY SOFR+35 CBK / DE (000000000) | -0.36 | -0.0714 | -0.0714 | ||||||
| INF SWAP US IT 2.379 07/09/18-10Y LCH / DIR (000000000) | -0.36 | -0.0715 | -0.0715 | ||||||
| MLPIREIS TRS EQUITY FEDL01+50 BOA / DE (000000000) | -0.42 | -0.0827 | -0.0827 | ||||||
| MLPIREIS TRS EQUITY FEDL01+50 BOA / DE (000000000) | -0.42 | -0.0827 | -0.0827 | ||||||
| MLPIREIS TRS EQUITY FEDL01+50 BOA / DE (000000000) | -0.42 | -0.0827 | -0.0827 | ||||||
| DWRTFT TRS EQUITY SOFR+49 CBK / DE (000000000) | -0.42 | -0.0837 | -0.0837 | ||||||
| DWRTFT TRS EQUITY SOFR+49 CBK / DE (000000000) | -0.42 | -0.0837 | -0.0837 | ||||||
| RFRF USD SF+26.161/1.8* 11/21/23-30Y LCH / DIR (EZX8X7WQFX07) | -0.48 | 5.27 | -0.0953 | -0.0045 | |||||
| RFRF USD SF+26.161/1.8* 11/21/23-30Y LCH / DIR (EZX8X7WQFX07) | -0.48 | 5.27 | -0.0953 | -0.0045 | |||||
| RFRF USD SF+26.161/1.8* 11/21/23-30Y LCH / DIR (EZX8X7WQFX07) | -0.48 | 5.27 | -0.0953 | -0.0045 | |||||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | -0.58 | -0.1160 | -0.1160 | ||||||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | -0.58 | -0.1160 | -0.1160 | ||||||
| REVERSE REPO JPM CHASE / RA (000000000) | -0.65 | -0.1286 | -0.1286 | ||||||
| RFRF USD SF+26.161/1.9* 11/15/23-30Y LCH / DIR (EZ6VRNVRPQ25) | -0.85 | -131.41 | -0.1683 | -0.7055 | |||||
| RFRF USD SOFR/2.34000 11/21/23-5Y LCH / DIR (EZRPM2SGQXB3) | -0.94 | -10.41 | -0.1864 | 0.0225 | |||||
| DWRTFT TRS EQUITY SOFR+54 MYI / DE (000000000) | -1.00 | -0.1997 | -0.1997 | ||||||
| DWRTFT TRS EQUITY SOFR+54 MYI / DE (000000000) | -1.00 | -0.1997 | -0.1997 | ||||||
| DWRTFT TRS EQUITY SOFR+54 MYI / DE (000000000) | -1.00 | -0.1997 | -0.1997 | ||||||
| INF SWAP US IT 1.9975 07/25/19-10Y LCH / DIR (000000000) | -1.02 | -0.2025 | -0.2025 | ||||||
| INF SWAP US IT 1.954 06/03/19-10Y LCH / DIR (000000000) | -1.04 | -0.2058 | -0.2058 | ||||||
| INF SWAP US IT 1.954 06/03/19-10Y LCH / DIR (000000000) | -1.04 | -0.2058 | -0.2058 | ||||||
| INF SWAP US IT 1.954 06/03/19-10Y LCH / DIR (000000000) | -1.04 | -0.2058 | -0.2058 | ||||||
| INF SWAP EM NI 1.38 03/15/21-10Y LCH / DIR (EZHGZY9N2Y63) | -1.05 | 7.46 | -0.2089 | -0.0138 | |||||
| INF SWAP EM NI 1.38 03/15/21-10Y LCH / DIR (EZHGZY9N2Y63) | -1.05 | 7.46 | -0.2089 | -0.0138 | |||||
| INF SWAP EM NI 1.38 03/15/21-10Y LCH / DIR (EZHGZY9N2Y63) | -1.05 | 7.46 | -0.2089 | -0.0138 | |||||
| EZDDQB47XR47 / INF SWAP US IT 1.28 05/19/20-10Y LCH | -1.18 | -1.51 | -0.2336 | 0.0046 | |||||
| DWRTFT TRS EQUITY SOFR+40 JPM / DE (000000000) | -1.58 | -0.3131 | -0.3131 | ||||||
| DWRTFT TRS EQUITY SOFR+40 JPM / DE (000000000) | -1.58 | -0.3131 | -0.3131 | ||||||
| DWRTFT TRS EQUITY SOFR+40 JPM / DE (000000000) | -1.58 | -0.3131 | -0.3131 | ||||||
| REPU STATE STREET GLOBAL MARKE USD REPU SSB T / RA (000000000) | -1.61 | -0.3203 | -0.3203 | ||||||
| RFRF USD SOFR/2.30000 11/15/23-5Y LCH / DIR (EZSXB4TMLK87) | -1.98 | -9.71 | -0.3937 | 0.0440 | |||||
| IRS EUR 2.25000 09/17/25-10Y LCH / DIR (EZNLCZXFPVL3) | -2.46 | -12.25 | -0.4886 | 0.0704 | |||||
| IRS EUR 2.25000 09/17/25-10Y LCH / DIR (EZNLCZXFPVL3) | -2.46 | -12.25 | -0.4886 | 0.0704 | |||||
| IRS EUR 2.25000 09/17/25-10Y LCH / DIR (EZNLCZXFPVL3) | -2.46 | -12.25 | -0.4886 | 0.0704 | |||||
| US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) | -2.47 | -0.4915 | -0.4915 | ||||||
| REVERSE REPO BANK OF MONTREAL REVERSE REPO / RA (000000000) | -46.82 | -9.3041 | -9.3041 | ||||||
| REVERSE REPO WOOD GUNDY REVERSE REPO / RA (000000000) | -50.51 | -10.0380 | -10.0380 | ||||||
| REVERSE REPO WOOD GUNDY REVERSE REPO / RA (000000000) | -50.51 | -10.0380 | -10.0380 | ||||||
| REVERSE REPO THE BANK OF NOVA REVERSE REPO / RA (000000000) | -293.76 | -58.3775 | -58.3775 | ||||||
| REVERSE REPO THE BANK OF NOVA REVERSE REPO / RA (000000000) | -293.76 | -58.3775 | -58.3775 |
