Mga Batayang Estadistika
| Nilai Portofolio | $ 742,538,955 |
| Posisi Saat Ini | 540 |
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)
Pimco Income Strategy Fund Ii telah mengungkapkan total kepemilikan 540 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 742,538,955 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama Pimco Income Strategy Fund Ii adalah PIMCO PRV SHORT TERM FLT III MUTUAL FUND (US:US72201W1541) , U.S. Renal Care, Inc., 1st Lien Term Loan C (US:US90290PAS39) , Syniverse Holdings, Inc. 2022 Term Loan (US:US87168TAB70) , Northwestern Bell Telephone 7.75% Senior Notes 05/01/30 (US:US668027AT26) , and WINDSTREAM UNITS EQUITY (US:952YSX903) . Posisi baru Pimco Income Strategy Fund Ii meliputi: PIMCO PRV SHORT TERM FLT III MUTUAL FUND (US:US72201W1541) , U.S. Renal Care, Inc., 1st Lien Term Loan C (US:US90290PAS39) , Syniverse Holdings, Inc. 2022 Term Loan (US:US87168TAB70) , Northwestern Bell Telephone 7.75% Senior Notes 05/01/30 (US:US668027AT26) , and Valaris Ltd (BM:US91889FAC59) .
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 |
|---|---|---|---|---|
| 25.43 | 3.7972 | 3.7972 | ||
| 31.84 | 4.7546 | 2.4916 | ||
| 9.94 | 1.4848 | 1.4241 | ||
| 7.76 | 1.1594 | 1.1594 | ||
| 8.46 | 1.2632 | 1.1269 | ||
| 6.57 | 0.9817 | 0.9817 | ||
| 5.52 | 0.8237 | 0.8237 | ||
| 4.79 | 0.7150 | 0.7150 | ||
| 8.37 | 1.2504 | 0.7079 | ||
| 4.82 | 0.7197 | 0.6119 |
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 |
|---|---|---|---|---|
| -18.63 | -2.7821 | -2.7821 | ||
| -18.63 | -2.7821 | -2.7821 | ||
| -17.76 | -2.6521 | -2.6521 | ||
| -10.91 | -1.6294 | -1.6294 | ||
| -7.01 | -1.0476 | -1.0476 | ||
| -6.74 | -1.0063 | -1.0063 | ||
| -5.11 | -0.7637 | -0.7637 | ||
| -3.79 | -0.5659 | -0.5659 | ||
| -3.30 | -0.4935 | -0.4935 | ||
| -3.28 | -0.4903 | -0.4903 |
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 (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| RFRF USD SF+26.161/1.70 8/01/23-29Y* CME / DIR (EZR25S84QT07) | 78.42 | 2.67 | 11.7121 | 0.1434 | |||||
| US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 31.84 | 113.06 | 4.7546 | 2.4916 | |||||
| AMSURG EQUITY EQTYAS910 / EC (902RDL901) | 0.56 | 0.00 | 25.45 | -3.43 | 3.8002 | -0.1906 | |||
| PRS / Promotora de Informaciones, S.A. | 25.43 | 3.7972 | 3.7972 | ||||||
| US90290PAS39 / U.S. Renal Care, Inc., 1st Lien Term Loan C | 17.05 | 1.23 | 2.5466 | -0.0044 | |||||
| US87168TAB70 / Syniverse Holdings, Inc. 2022 Term Loan | 16.11 | -3.51 | 2.4056 | -0.1227 | |||||
| ENVISION HEALTHCARE CORPORTION 2023 LAST OUT TERM LOAN / LON (949ABFII9) | 13.47 | 1.48 | 2.0118 | 0.0013 | |||||
| US668027AT26 / Northwestern Bell Telephone 7.75% Senior Notes 05/01/30 | 11.60 | 5.20 | 1.7320 | 0.0622 | |||||
| 952YSX903 / WINDSTREAM UNITS EQUITY | 0.57 | 0.00 | 11.09 | -12.63 | 1.6560 | -0.2662 | |||
| E1CO34 / Ecopetrol S.A. - Depositary Receipt (Common Stock) | 10.92 | 32.29 | 1.6302 | 0.3805 | |||||
| INCORA NEW EQUITY / EC (955PRF008) | 0.31 | 0.00 | 10.41 | -5.46 | 1.5551 | -0.1130 | |||
| US91889FAC59 / Valaris Ltd | 9.94 | 2,385.50 | 1.4848 | 1.4241 | |||||
| US00187GAD16 / AP CORE HOLDINGS II, LLC 9/1/2027 | 9.40 | -0.47 | 1.4040 | -0.0264 | |||||
| COREWEAVE CMPTE ACQU CO II LLC 2024 DELAYED DRAW TERM LOAN / LON (BA0004JK4) | 9.31 | 1.89 | 1.3909 | 0.0065 | |||||
| INCORA TOP HOLDCO LLC CONV PIK PRE COMP / DBT (955PRK007) | 9.17 | -4.05 | 1.3689 | -0.0780 | |||||
| US91327AAB89 / Uniti Group LP | 8.97 | 8.20 | 1.3397 | 0.0841 | |||||
| BMPS / Banca Monte dei Paschi di Siena S.p.A. | 1.04 | 0.00 | 8.87 | 7.74 | 1.3251 | 0.0779 | |||
| US45824TBC80 / INTELSAT JACKSON HOLDINGS S.A. | 8.84 | 7.31 | 1.3202 | 0.0726 | |||||
| TWITTER INC TERM LOAN / LON (US90184NAG34) | 8.77 | 29.68 | 1.3104 | 0.2857 | |||||
| OIBR4 / Oi S.A. - Preferred Stock | 8.70 | -19.50 | 1.2988 | -0.3375 | |||||
| US65505PAA57 / Noble Finance II LLC | 8.46 | 839.78 | 1.2632 | 1.1269 | |||||
| WAYFAIR LLC SR SECURED 144A 09/30 7.75 / DBT (US94419NAB38) | 8.37 | 133.79 | 1.2504 | 0.7079 | |||||
| RFRF USD SF+26.161/1.7* 7/22/23-27Y* CME / DIR (EZPNTT021H26) | 8.33 | 2.20 | 1.2445 | 0.0096 | |||||
| 948FWKII5 / STEENBOK LUX FINCO 2 SARL 2023 EUR PIK TL A2 RESTRUCTURE | 8.30 | 6.45 | 1.2402 | 0.0587 | |||||
| US040114HU71 / Argentine Republic Government International Bond | 8.27 | 7.97 | 1.2347 | 0.0749 | |||||
| RFRF USD SF+26.161/1.8* 8/07/23-27Y* CME / DIR (EZ258XD43XX3) | 8.23 | 2.33 | 1.2285 | 0.0110 | |||||
| LU2445093128 / INTELSAT EMERGENCE SA | 0.23 | 0.00 | 8.06 | 2.41 | 1.2041 | 0.0118 | |||
| IVANTI SOFTWARE INC 2025 1ST LIEN TERM LOAN / LON (US46583DAH26) | 7.76 | 1.1594 | 1.1594 | ||||||
| STEPSTONE GROUP M 2 GMBH THE EUR TERM LOAN B / LON (BA000BNR8) | 7.75 | 7.31 | 1.1580 | 0.0636 | |||||
| CTEV / Claritev Corporation | 7.39 | 9.03 | 1.1034 | 0.0772 | |||||
| US25470XBE40 / DISH DBS Corp | 7.37 | 14.40 | 1.1001 | 0.1249 | |||||
| INCORA INTERMEDIATE II SR SECURED 144A 01/30 VAR / DBT (US45338XAA37) | 7.33 | 3.17 | 1.0943 | 0.0186 | |||||
| OCS GROUP HOLDINGS LTD GBP TERM LOAN B / LON (BA000BQB0) | 7.26 | 6.14 | 1.0846 | 0.0484 | |||||
| BRVALEDBS028 / VALE SA SUBORDINATED 12/49 VAR | 7.01 | 3.91 | 1.0470 | 0.0252 | |||||
| DOMINICAN REPUBLIC SR UNSECURED 144A 03/37 10.5 / DBT (US25714PFD50) | 7.00 | 5.46 | 1.0452 | 0.0400 | |||||
| SUBCALIDORA 2 2024 EUR TERM LOAN / LON (BA0007DG2) | 6.98 | 8.94 | 1.0431 | 0.0721 | |||||
| CENTRAL PARENT INC 2024 TERM LOAN B / LON (US15477BAE74) | 6.82 | -15.42 | 1.0192 | -0.2028 | |||||
| US01310QCW33 / Albertson's Inc. 6.57% Mtns 2/23/28 | 6.75 | 0.46 | 1.0080 | -0.0096 | |||||
| BAUSCH HEALTH COMPANIES INC 2025 TERM LOAN B / LON (XAC6903HAB06) | 6.57 | 0.9817 | 0.9817 | ||||||
| US345370BS81 / Ford Motor 7.7% Debs Due 5/15/2097 | 6.34 | -3.84 | 0.9470 | -0.0516 | |||||
| US25470XBF15 / DISH DBS Corp. | 6.30 | 2.64 | 0.9406 | 0.0112 | |||||
| RFRF USD SF+26.161/0.75 06/16/21-10Y LCH / DIR (EZ10BFD1R0N4) | 6.16 | -8.08 | 0.9203 | -0.0951 | |||||
| USP7721BAE13 / Peru LNG Srl | 6.15 | 1.33 | 0.9184 | -0.0007 | |||||
| GATEWY CSINS + ENTRTINMNT LTD 2024 TERM LOAN B / LON (BA000DCX3) | 6.10 | -1.20 | 0.9113 | -0.0240 | |||||
| OBOL FRANCE 3 SAS 2024 EUR TERM LOAN B / LON (BA0006XM9) | 6.01 | 12.35 | 0.8970 | 0.0873 | |||||
| CLOVER HOLDINGS 2 LLC TERM LOAN B / LON (US18914DAB47) | 5.52 | 0.8237 | 0.8237 | ||||||
| US05536LAL99 / BCAP LLC TRUST BCAP 2011 RR8 2A4 144A | 5.49 | -3.87 | 0.8195 | -0.0450 | |||||
| US12651QAQ29 / CSMC Trust 2017-CHOP | 5.33 | -0.22 | 0.7956 | -0.0132 | |||||
| US35563CAH16 / FREDDIE MAC MILITARY HOUSING B FMMHR 2015 R1 D1 144A | 5.07 | -2.27 | 0.7574 | -0.0287 | |||||
| US654744AD34 / Nissan Motor Co Ltd | 5.05 | -3.41 | 0.7541 | -0.0376 | |||||
| UNICORN BAY HKD FIXED TERM LOAN A / LON (BA00077Z7) | 4.84 | -11.96 | 0.7224 | -0.1098 | |||||
| US71360HAB33 / PERATON CORP | 4.82 | 577.78 | 0.7197 | 0.6119 | |||||
| US35729NAD75 / FREMONT HOME LOAN TRUST FHLT 2006 E 2A3 | 4.79 | -0.42 | 0.7155 | -0.0131 | |||||
| SOFTBANK VISION FUND II TRANCHE B1 TERM LOAN / LON (BA000KP88) | 4.79 | 0.7150 | 0.7150 | ||||||
| RFRF USD SF+26.161/1.75 12/15/21-10Y LCH / DIR (EZN6SV5430Y2) | 4.79 | -7.77 | 0.7147 | -0.0711 | |||||
| CTEV / Claritev Corporation | 4.72 | -0.82 | 0.7044 | -0.0158 | |||||
| US92332YAC57 / Venture Global LNG Inc | 4.61 | 57.54 | 0.6878 | 0.2450 | |||||
| 18948EAC0 / Forward Air 9/23 Cov-Lite TLB | 4.60 | 7.68 | 0.6869 | 0.0400 | |||||
| US88880LAB99 / TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/47 ZEROCPNOID 0 | 4.18 | -2.90 | 0.6245 | -0.0277 | |||||
| US35564KNE54 / Freddie Mac Structured Agency Credit Risk Debt Notes | 4.07 | -0.29 | 0.6076 | -0.0104 | |||||
| US87331BAB80 / TABERNA PREFERED FUNDING LTD TBRNA 2006 5A A1AD 144A | 4.01 | -1.72 | 0.5985 | -0.0190 | |||||
| TRT061124T11 / Turkey Government Bond | 3.95 | -2.71 | 0.5893 | -0.0250 | |||||
| US89054XAC92 / Topaz Solar Farms LLC | 3.84 | -0.13 | 0.5737 | -0.0089 | |||||
| US17311BAB99 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A2B | 3.78 | -1.74 | 0.5643 | -0.0181 | |||||
| US12643GBA94 / CREDIT SUISSE MORTGAGE TRUST CSMC 2010 2R 2A16 144A | 3.67 | -0.89 | 0.5478 | -0.0127 | |||||
| XS2348767323 / BOI Finance BV | 3.61 | 11.05 | 0.5387 | 0.0467 | |||||
| XS2264968665 / Ivory Coast Government International Bond | 3.57 | 10.77 | 0.5331 | 0.0451 | |||||
| US02156LAC54 / Altice France SA/France | 3.54 | 5.24 | 0.5281 | 0.0193 | |||||
| US46115HBZ91 / Intesa Sanpaolo SpA | 3.48 | 1.37 | 0.5191 | -0.0001 | |||||
| US46649JAQ13 / JPMCC_18-ASH8 | 3.37 | -1.00 | 0.5026 | -0.0122 | |||||
| US05535YAG35 / BCAP LLC TRUST BCAP 2011 RR6 6A1 144A | 3.36 | -3.17 | 0.5018 | -0.0237 | |||||
| US00187GAC33 / AP CORE HOLDINGS II, LLC 9/1/2027 | 3.35 | -2.42 | 0.4996 | -0.0196 | |||||
| ALIGNED DATA CENTERS INTER LP 2024 TERM LOAN / LON (BA000JN59) | 3.31 | 0.4942 | 0.4942 | ||||||
| RFR USD SOFR/4.50000 03/20/24-5Y* CME / DIR (000000000) | 3.15 | 0.4705 | 0.4705 | ||||||
| US87331AAA25 / TABERNA PREFERED FUNDING LTD TBRNA 2006 6A A1 144A | 3.13 | 1.16 | 0.4671 | -0.0011 | |||||
| US91327BAA89 / UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 6.5% 02/15/2029 144A | 3.10 | 18.63 | 0.4624 | 0.0672 | |||||
| UZBEKNEFTEGAZ SR UNSECURED 144A 05/30 8.75 / DBT (US91825MAC73) | 3.09 | 0.4618 | 0.4618 | ||||||
| XAD7001LAC72 / SCUR-Alpha 1503 GmbH USD Term Loan B1 | 3.06 | 1.06 | 0.4563 | -0.0017 | |||||
| US04965JAG85 / Atrium Hotel Portfolio Trust, Series 2017-ATRM, Class D | 3.02 | -0.69 | 0.4511 | -0.0094 | |||||
| US694308HH37 / PACIFIC GAS + ELECTRIC SR UNSECURED 02/44 4.75 | 3.01 | -2.21 | 0.4493 | -0.0166 | |||||
| VICI / VICI Properties Inc. | 0.09 | 0.00 | 2.91 | -0.03 | 0.4340 | -0.0064 | |||
| US25470MAB54 / DISH Network Corp. 3.375% Bond | 2.85 | 0.07 | 0.4255 | -0.0057 | |||||
| XS2332975007 / Altice France SA/France | 2.77 | 14.72 | 0.4143 | 0.0480 | |||||
| 936UVD902 / SYNIVERSE PFD PIK PFDJJZ917 | 2.88 | 6.25 | 2.73 | 3.37 | 0.4075 | 0.0077 | |||
| US279158AP43 / Ecopetrol SA | 2.62 | 0.3914 | 0.3914 | ||||||
| RFR GBP SONIO/0.75000 09/21/22-10Y LCH / DIR (EZ46915873M8) | 2.62 | 0.62 | 0.3909 | -0.0031 | |||||
| US29279UAB26 / ENDURE DIGITAL INC TLB 3.5 | 2.60 | 3.09 | 0.3890 | 0.0063 | |||||
| US04625PAA93 / ARMOR HOLDCO IN 8.5 11/29 | 2.59 | -1.30 | 0.3868 | -0.0107 | |||||
| US05542MAP05 / BCAP LLC TRUST BCAP 2013 RR5 4A2 144A | 2.55 | -0.51 | 0.3812 | -0.0073 | |||||
| US35564KLV97 / Freddie Mac STACR REMIC Trust 2021-DNA6 | 2.55 | 0.3811 | 0.3811 | ||||||
| REPUBLIC OF EL SALVADOR REPUBLIC OF EL SALVADOR / DBT (US283875CE06) | 2.55 | 1.68 | 0.3804 | 0.0009 | |||||
| BDO USA P C 2024 TERM LOAN A / LON (BA000BL33) | 2.51 | -0.04 | 0.3749 | -0.0053 | |||||
| JETBLUE AIRWAYS/LOYALTY JETBLUE AIRWAYS/LOYALTY / DBT (US476920AA15) | 2.48 | -1.47 | 0.3707 | -0.0108 | |||||
| TITANIUM 2L BONDCO S.? R.L. EO 01/31 6.25 / DBT (DE000A3L3AG9) | 2.44 | 2.87 | 0.3646 | 0.0051 | |||||
| XAD7001LAB99 / SCUR ALPHA 1503 GMBH EUR TERM LOAN B1 | 2.44 | 10.81 | 0.3644 | 0.0308 | |||||
| US46115HCD70 / Intesa Sanpaolo SpA | 2.36 | 1.24 | 0.3523 | -0.0006 | |||||
| VIRI / Viridien Société anonyme | 2.34 | 5.54 | 0.3500 | 0.0136 | |||||
| XS2138128314 / ALTICE FRANCE HOLDING S.A. | 2.34 | 28.37 | 0.3488 | 0.0732 | |||||
| XS1953916290 / Republic of Uzbekistan Bond | 2.29 | 11.91 | 0.3426 | 0.0322 | |||||
| US61691KAQ40 / MORGAN STANLEY CAPITAL I TRUST 2017-ASHF SER 2017-ASHF CL F V/R REGD 144A P/P 6.11538000 | 2.28 | -0.91 | 0.3398 | -0.0081 | |||||
| WINDSTREAMWARRANTS SLDENVWINDSTREAMWARRANTS / DE (000000000) | 2.21 | 0.3293 | 0.3293 | ||||||
| RFRF USD SF+26.161/1.3* 08/24/23-5Y CME / DIR (EZW1ZD4JN8J3) | 2.20 | -19.52 | 0.3284 | -0.0854 | |||||
| POSEIDON BIDCO SASU 2023 EUR TERM LOAN B / LON (953RGXII1) | 2.18 | 5.52 | 0.3254 | 0.0127 | |||||
| ARARGE3209S6 / REPUBLIC OF ARGENTINA BONDS 07/30 VAR | 2.17 | 6.63 | 0.3244 | 0.0158 | |||||
| IRS EUR 0.83000 12/09/42-10Y LCH / DIR (EZPRCT6S2FJ7) | 2.10 | 30.68 | 0.3137 | 0.0702 | |||||
| MNSH / MNSN Holdings Inc. | 0.00 | 0.00 | 2.07 | 8.16 | 0.3089 | 0.0193 | |||
| US46645WAC73 / JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT | 1.98 | -5.16 | 0.2962 | -0.0206 | |||||
| US647622AL35 / New Orleans Hotel Trust 2019-HNLA | 1.97 | 1.13 | 0.2948 | -0.0009 | |||||
| RFRF USD SF+26.161/1.4* 08/17/23-5Y CME / DIR (EZV3G8RXTDG6) | 1.97 | -19.51 | 0.2940 | -0.0763 | |||||
| US35564KSQ30 / STACR_22-DNA2 | 1.97 | 0.2939 | 0.2939 | ||||||
| US35563CAB46 / FREDDIE MAC MILITARY HOUSING B FMMHR 2015 R1 XA1 144A | 1.95 | -2.11 | 0.2911 | -0.0105 | |||||
| RFR GBP SONIO/0.75000 09/21/22-30Y LCH / DIR (EZBHYJ02MR92) | 1.94 | 8.18 | 0.2904 | 0.0182 | |||||
| XS1970750151 / AVOCA CLO AVOCA 20A SUB 144A | 1.94 | 3.64 | 0.2895 | 0.0061 | |||||
| OIBR4 / Oi S.A. - Preferred Stock | 1.92 | -35.70 | 0.2862 | -0.1653 | |||||
| US36298GAA76 / GSPA MONETIZATION TRUST PASS THRU CE 144A 10/29 6.422 | 1.90 | -3.90 | 0.2836 | -0.0157 | |||||
| US92332YAD31 / Venture Global LNG Inc | 1.89 | 1.72 | 0.2824 | 0.0008 | |||||
| RFRF USD SF+26.161/2.2* 9/12/23-26Y* CME / DIR (EZKTBHXRSKN0) | 1.87 | 2.58 | 0.2792 | 0.0032 | |||||
| US05954XAN21 / BANC OF AMERICA FUNDING CORPOR BAFC 2008 R3 3A3 144A | 1.87 | -0.64 | 0.2788 | -0.0059 | |||||
| GRYPHON DEBT MERGER SUB INC TERM LOAN B / LON (US40054QAB95) | 1.80 | 0.2691 | 0.2691 | ||||||
| TREASURY BILL 10/25 0.00000 / DBT (US912797RD17) | 1.71 | 0.2547 | 0.2547 | ||||||
| US129890AA73 / CALI Mortgage Trust 2019-101C | 1.70 | -12.81 | 0.2541 | -0.0415 | |||||
| IRS EUR 0.25000 09/21/22-10Y LCH / DIR (EZG64YQ7HVJ2) | 1.70 | 5.33 | 0.2536 | 0.0095 | |||||
| US146869AM47 / Carvana Co. | 1.69 | 6.62 | 0.2526 | 0.0123 | |||||
| US07389KAA97 / BEAR STEARNS ALT A TRUST II BSAAT 2007 1 1A1 | 1.68 | -1.64 | 0.2510 | -0.0077 | |||||
| MH SUB I LLC 2024 TERM LOAN B4 / LON (US45567YAP07) | 1.65 | -5.67 | 0.2461 | -0.0184 | |||||
| US04965JAC71 / Atrium Hotel Portfolio Trust 2017-ATRM | 1.65 | -0.96 | 0.2459 | -0.0060 | |||||
| US251093S844 / City of Detroit MI | 1.63 | -2.80 | 0.2440 | -0.0105 | |||||
| XS2264968665 / Ivory Coast Government International Bond | 1.63 | 11.34 | 0.2434 | 0.0216 | |||||
| VENTURE GLOBAL LNG INC VENTURE GLOBAL LNG INC / DBT (US92332YAE14) | 1.62 | 2.60 | 0.2418 | 0.0029 | |||||
| US71643VAB18 / Petroleos Mexicanos | 1.61 | 5.71 | 0.2406 | 0.0099 | |||||
| US48251XAC65 / KKR FINANCIAL CLO LTD KKR 30A SUB 144A | 1.60 | -7.50 | 0.2395 | -0.0232 | |||||
| GFL ENVIRONMENTAL INC 2025 TERM LOAN B / LON (US36257SAB88) | 1.60 | -14.96 | 0.2394 | -0.0462 | |||||
| COTIVITI CORPORATION 2025 2ND AMENDMENT TERM LOAN / LON (US22164MAF41) | 1.59 | 1.79 | 0.2381 | 0.0009 | |||||
| US040104RV54 / ARGENT SECURITIES INC. ARSI 2006 W2 A2B | 1.58 | -0.94 | 0.2364 | -0.0056 | |||||
| VIRI / Viridien Société anonyme | 1.58 | -3.96 | 0.2353 | -0.0132 | |||||
| DATABRICKS INC LAST OUT TERM LOAN / LON (BA000D206) | 1.57 | 0.26 | 0.2347 | -0.0027 | |||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 1.57 | 0.2341 | 0.2341 | ||||||
| H1FC34 / HF Sinclair Corporation - Depositary Receipt (Common Stock) | 1.52 | 0.99 | 0.2275 | -0.0009 | |||||
| US07386HYF27 / BEAR STEARNS ALT A TRUST BALTA 2005 9 25A1 | 1.51 | -7.01 | 0.2260 | -0.0204 | |||||
| US02156TAB08 / Altice France Holding SA | 1.50 | 18.62 | 0.2237 | 0.0324 | |||||
| DUN + BRADSTREET CORPOR THE 2025 TERM LOAN / LON (BA000K739) | 1.48 | 0.2204 | 0.2204 | ||||||
| US05533CLD82 / BCAP LLC TRUST BCAP 2010 RR6 1812 144A | 1.47 | -2.97 | 0.2194 | -0.0099 | |||||
| US71654QDL32 / Petroleos Mexicanos | 1.47 | 3.60 | 0.2192 | 0.0047 | |||||
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| US90355YAA55 / US Renal Care Inc | 1.46 | 0.14 | 0.2179 | -0.0028 | |||||
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| US92943AAG94 / WSTN 23-MAUI D 144A FRN 07-05-37/08-06-27 | 1.40 | -1.96 | 0.2096 | -0.0072 | |||||
| PRIME HEALTHCARE SERVICE PRIME HEALTHCARE SERVICE / DBT (US74165HAC25) | 1.39 | 5.14 | 0.2077 | 0.0074 | |||||
| US25714PER55 / Dominican Republic Central Bank Notes | 1.37 | -30.78 | 0.2053 | -0.0955 | |||||
| US03766YAB92 / APIDOS CLO APID 2017 28A SUB 144A | 1.36 | -13.27 | 0.2031 | -0.0344 | |||||
| XS2264968665 / Ivory Coast Government International Bond | 1.31 | 1.55 | 0.1955 | 0.0004 | |||||
| IVANTI SOFTWARE INC 2025 NEWCO TERM LOAN / LON (US46583VAB53) | 1.28 | 0.1911 | 0.1911 | ||||||
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| US281020AY36 / EDISON INTERNATIONAL | 1.19 | 0.42 | 0.1775 | -0.0018 | |||||
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| 53219LAH2 / LifePoint Health, Inc. Bond | 1.18 | -28.34 | 0.1765 | -0.0731 | |||||
| US43710EAD22 / INDYMAC RESIDENTIAL ASSET BACK INABS 2007 B 2A2 | 1.17 | -0.42 | 0.1751 | -0.0031 | |||||
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| US92943AAJ34 / WSTN TRUST WSTN 2023 MAUI E 144A | 1.12 | -2.28 | 0.1667 | -0.0062 | |||||
| US040114HV54 / Argentine Republic Government International Bond | 1.12 | 7.21 | 0.1666 | 0.0089 | |||||
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| US12564NAN21 / CLNY TRUST 2019-IKPR SER 2019-IKPR CL E V/R REGD 144A P/P 0.00000000 | 1.09 | 0.83 | 0.1628 | -0.0010 | |||||
| US197677AH07 / HCA Inc | 1.09 | 4.01 | 0.1627 | 0.0040 | |||||
| XS2053846262 / Altice France SA/France | 1.09 | 14.77 | 0.1625 | 0.0189 | |||||
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| SPRUCE BIDCO II INC TERM LOAN / LON (BA000FPP1) | 1.06 | -0.56 | 0.1590 | -0.0032 | |||||
| US07389PAD24 / BEAR STEARNS ASSET BACKED SECU BSABS 2006 AQ1 12A | 1.05 | -1.22 | 0.1570 | -0.0042 | |||||
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| XS2264968665 / Ivory Coast Government International Bond | 1.00 | 12.50 | 0.1492 | 0.0146 | |||||
| 953PAVII5 / FINASTRA USA INC 2023 TERM LOAN | 0.99 | -0.80 | 0.1479 | -0.0034 | |||||
| US05534AAP66 / BCAP LLC TRUST BCAP 2011 RR5 12A2 144A | 0.97 | 4.06 | 0.1453 | 0.0037 | |||||
| US761143AE66 / RESIDENTIAL ASSET SECURITIZATI RAST 2007 A9 A5 | 0.97 | -3.38 | 0.1452 | -0.0073 | |||||
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| US36267QAA22 / Forward Air Corp | 0.95 | -52.35 | 0.1426 | -0.1607 | |||||
| BAUSCH + LOMB CORP SR SECURED 144A 01/31 VAR / DBT (XS3102032110) | 0.95 | 0.1419 | 0.1419 | ||||||
| ASTON MARTIN CAPITAL HOL ASTON MARTIN CAPITAL HOL / DBT (US04625HAJ86) | 0.95 | 0.1416 | 0.1416 | ||||||
| CHRD / Chord Energy Corporation | 0.93 | 2.65 | 0.1389 | 0.0017 | |||||
| XS2264968665 / Ivory Coast Government International Bond | 0.93 | 11.27 | 0.1387 | 0.0123 | |||||
| PROJECT ALPHA INTERME HLDG INC 2025 2ND LIEN INC TL / LON (BA000BKS9) | 0.90 | 0.00 | 0.1339 | -0.0019 | |||||
| TREASURY BILL 10/25 0.00000 / DBT (US912797RB50) | 0.88 | 0.1313 | 0.1313 | ||||||
| UNIT / Unity Group LLC | 0.20 | 0.00 | 0.88 | -14.26 | 0.1312 | -0.0240 | |||
| US05533GCJ67 / BCAP LLC TRUST BCAP 2010 RR9 5A10 144A | 0.88 | -4.67 | 0.1310 | -0.0084 | |||||
| US90323WAN02 / Ursa Re Ltd | 0.84 | -1.30 | 0.1250 | -0.0034 | |||||
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| POLESTAR RE LTD UNSECURED 144A 01/27 VAR / DBT (US73110JAB89) | 0.84 | 0.97 | 0.1248 | -0.0006 | |||||
| TWITTER INC 2025 FIXED TERM LOAN / LON (US90184NAK46) | 0.83 | 0.1236 | 0.1236 | ||||||
| US92332YAA91 / Venture Global LNG, Inc. | 0.83 | 0.1236 | 0.1236 | ||||||
| CAPE LOOKOUT RE LTD UNSECURED 144A 04/27 VAR / DBT (US13947LAF94) | 0.81 | -1.34 | 0.1212 | -0.0034 | |||||
| HASI / HA Sustainable Infrastructure Capital, Inc. | 0.81 | 0.1210 | 0.1210 | ||||||
| RFR GBP SONIO/2.00000 03/15/23-10Y LCH / DIR (EZHLCHFHC664) | 0.81 | -3.23 | 0.1208 | -0.0059 | |||||
| US80000XAC39 / SANDERS RE III LTD UNSECURED 144A 04/29 VAR | 0.81 | -42.23 | 0.1207 | -0.0910 | |||||
| MERCURY AGGREGATOR L P TRANCHE 2 TERM LOAN / LON (BA000FDW9) | 0.80 | 0.1196 | 0.1196 | ||||||
| HASI / HA Sustainable Infrastructure Capital, Inc. | 0.80 | 0.1196 | 0.1196 | ||||||
| TRT061124T11 / Turkey Government Bond | 0.80 | -2.20 | 0.1193 | -0.0045 | |||||
| US78444A1079 / SLM STUDENT LOAN TRUST SLMA 2007 4 R | 0.78 | -5.54 | 0.1171 | -0.0087 | |||||
| US71654QDC33 / Petroleos Mexicanos | 0.77 | 5.46 | 0.1155 | 0.0044 | |||||
| CLOVER HOLDINGS 2 LLC REVOLVER / LON (US18914DAD03) | 0.77 | 0.1150 | 0.1150 | ||||||
| US15477CAA36 / Central Parent Inc / Central Merger Sub Inc | 0.76 | 0.1134 | 0.1134 | ||||||
| US12549TAA79 / CIFC FUNDING LTD CIFC 2014 3A INC 144A | 0.75 | 1,290.74 | 0.1122 | 0.1039 | |||||
| US02147LAA17 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 22R 1A1 | 0.74 | -3.15 | 0.1105 | -0.0051 | |||||
| ENVISION HEALTHCARE CORPORTION 2023 1ST LIEN FIRST OUT TL / LON (949ABEII2) | 0.73 | 0.00 | 0.1097 | -0.0015 | |||||
| 952NPKII9 / CREDIT SUISSE GROUP AG COCO JR SUB 144A | 0.72 | 0.00 | 0.1081 | -0.0015 | |||||
| LONG WALK REINSURANCE UNSECURED 144A 01/31 VAR / DBT (US54289CAA09) | 0.71 | -0.14 | 0.1060 | -0.0017 | |||||
| DOMINICAN REPUBLIC SR UNSECURED REGS 06/36 10.75 / DBT (USP3579ECV76) | 0.71 | 156.88 | 0.1059 | 0.0641 | |||||
| US05533GAK58 / BCAP LLC TRUST BCAP 2010 RR9 1A10 144A | 0.69 | 0.43 | 0.1037 | -0.0010 | |||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 0.69 | -0.86 | 0.1031 | -0.0024 | |||||
| US43289VAA17 / Hilton USA Trust 2016-SFP | 0.68 | 2.56 | 0.1016 | 0.0011 | |||||
| US3137B4PM29 / FREDDIE MAC FHR 4246 NS | 0.68 | 2.11 | 0.1016 | 0.0007 | |||||
| US17311BAS25 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A1 144A | 0.65 | -0.92 | 0.0970 | -0.0023 | |||||
| USL26915AA33 / FORESEA Holding SA | 0.65 | -1.67 | 0.0969 | -0.0030 | |||||
| US52521YAC03 / LEHMAN MORTGAGE TRUST LMT 2007 8 2A1 | 0.65 | 3.86 | 0.0964 | 0.0023 | |||||
| CCO / Clear Channel Outdoor Holdings, Inc. | 0.55 | 0.00 | 0.64 | 5.42 | 0.0959 | 0.0036 | |||
| US52524GAA04 / LEHMAN XS TRUST LXS 2007 7N 1A1A | 0.64 | -1.40 | 0.0950 | -0.0027 | |||||
| US86361QAD60 / STRUCTURED ADJUSTABLE RATE MOR SARM 2006 10 2A1 | 0.64 | -12.53 | 0.0949 | -0.0152 | |||||
| US96106JAE91 / WESTMORELAND COAL CO PIK TERM LOAN | 0.63 | 5.34 | 0.0943 | 0.0035 | |||||
| WINSTON RE LTD UNSECURED 144A 02/31 VAR / DBT (US975660AB76) | 0.63 | 0.16 | 0.0942 | -0.0011 | |||||
| US02156LAA98 / Altice France SA/France | 0.63 | 0.64 | 0.0942 | -0.0007 | |||||
| US863579L482 / STRUCTURED ADJUSTABLE RATE MOR SARM 2005 23 3A1 | 0.62 | -3.73 | 0.0925 | -0.0050 | |||||
| SOFTBANK VISION FUND II TRANCHE B2 TERM LOAN / LON (BA000KP70) | 0.61 | 0.0915 | 0.0915 | ||||||
| US31935HAD98 / First Brands Group LLC, First Lien Term Loan | 0.59 | 1.20 | 0.0881 | -0.0002 | |||||
| US87331AAB08 / TABERNA PREFERED FUNDING LTD TBRNA 2006 6A A1BF 144A | 0.58 | 1.22 | 0.0865 | -0.0002 | |||||
| US126650BS86 / CVS PASS THROUGH TRUST PASS THRU CE 144A 01/32 7.507 | 0.56 | -4.60 | 0.0837 | -0.0053 | |||||
| OIBR3 / Oi S.A. | 4.68 | 0.00 | 0.55 | -32.80 | 0.0824 | -0.0419 | |||
| WAYFAIR LLC SR SECURED 144A 10/29 7.25 / DBT (US94419NAA54) | 0.55 | 77.92 | 0.0819 | 0.0343 | |||||
| US61762DAZ42 / MSBAM 13-C9 B 3.708% 05-15-46/04-15-23 | 0.54 | -3.95 | 0.0800 | -0.0044 | |||||
| 948FWLII3 / STEENBOK LUX FINCO 2 SARL 2023 EUR PIK TL B2 RESTRUCTURE | 0.53 | -21.22 | 0.0794 | -0.0228 | |||||
| US29279XAA81 / ENDURANCE ACQ MERGER 6% 02/15/2029 144A | 0.53 | -2.59 | 0.0786 | -0.0032 | |||||
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| EVERGLADES RE II LTD SR UNSECURED 144A 05/31 VAR / DBT (US30014LAN47) | 0.52 | -1.52 | 0.0776 | -0.0023 | |||||
| US78447T1034 / SLM STUDENT LOAN TRUST SLMA 2013 M1 M1R 144A | 0.52 | -10.05 | 0.0775 | -0.0100 | |||||
| EVERGLADES RE II LTD UNSECURED 144A 05/31 VAR / DBT (US30014LAP94) | 0.52 | -1.33 | 0.0774 | -0.0022 | |||||
| US040114HX11 / Argentine Republic Government International Bond | 0.51 | 7.55 | 0.0767 | 0.0044 | |||||
| US2620512044 / Drillco Holdings Luxembourg SA | 0.02 | 0.00 | 0.51 | -18.72 | 0.0760 | -0.0187 | |||
| RFRF USD SF+26.161/2.00 7/15/23-27Y* CME / DIR (EZCKQSYF2CV2) | 0.50 | 2.27 | 0.0742 | 0.0007 | |||||
| US02156LAE11 / Altice France SA/France | 0.50 | 5.31 | 0.0741 | 0.0026 | |||||
| US17025QAJ67 / COUNTRYWIDE HOME LOANS CWHL 2007 J3 A9 | 0.49 | -0.81 | 0.0728 | -0.0017 | |||||
| US76114QAA31 / RESIDENTIAL ASSET SECURITIZATI RAST 2007 A7 A1 | 0.49 | -1.22 | 0.0725 | -0.0019 | |||||
| XAN5200EAB73 / Lealand Finance Company BV, Term Loan | 0.48 | 21.43 | 0.0712 | 0.0118 | |||||
| XS1710468239 / ADAGIO CLO ADAGI VI A SUB 144A | 0.48 | -15.30 | 0.0712 | -0.0141 | |||||
| US262051AA36 / FORESEA Holding SA | 0.46 | -1.69 | 0.0694 | -0.0021 | |||||
| US46627MDA27 / J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A1 4A1 | 0.46 | -4.35 | 0.0690 | -0.0043 | |||||
| INEOS FINANCE PLC SR SECURED 144A 08/30 5.625 / DBT (XS2991272068) | 0.46 | 6.25 | 0.0686 | 0.0031 | |||||
| US59020U5W12 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 A1 2A1 | 0.43 | 1.19 | 0.0636 | -0.0002 | |||||
| IHRT / iHeartMedia, Inc. | 0.43 | -0.23 | 0.0635 | -0.0010 | |||||
| US125475AA17 / CIFC FUNDING LTD CIFC 2014 2RA INC 144A | 0.42 | -21.79 | 0.0628 | -0.0187 | |||||
| TREASURY BILL 09/25 0.00000 / DBT (US912797QU41) | 0.42 | 0.0627 | 0.0627 | ||||||
| US078452AA72 / BELLE HAVEN ABS CDO LTD BLHV 2006 1A A1 144A | 0.42 | -3.23 | 0.0627 | -0.0030 | |||||
| INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR / DBT (US45833UAL52) | 0.42 | -3.25 | 0.0624 | -0.0030 | |||||
| C2AC34 / CACI International Inc - Depositary Receipt (Common Stock) | 0.41 | 0.0617 | 0.0617 | ||||||
| US46628GAL32 / J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A2 3A1 | 0.41 | -1.69 | 0.0608 | -0.0018 | |||||
| ANTARES HOLDINGS SR UNSECURED 144A 10/29 6.35 / DBT (US03666HAH49) | 0.40 | 1.00 | 0.0604 | -0.0003 | |||||
| RFRF USD SF+26.161/1.1* 7/12/23-8Y* CME / DIR (EZT7YRZ0DR56) | 0.40 | -8.29 | 0.0595 | -0.0062 | |||||
| INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR / DBT (US45833UAM36) | 0.40 | -4.34 | 0.0594 | -0.0035 | |||||
| 952XGJII0 / EQTYWM927 WESTMORELAND MINING | 0.17 | 0.00 | 0.39 | -28.62 | 0.0582 | -0.0244 | |||
| US650929AA08 / Newfold Digital Holdings Group Inc | 0.38 | -8.05 | 0.0564 | -0.0057 | |||||
| US154915AA07 / Central Parent LLC/CDK Global II LLC/CDK Financing Co., Inc. | 0.37 | 112.57 | 0.0556 | 0.0290 | |||||
| 61NM / KENNEDY WILSON EUR REAL SR UNSECURED REGS 11/25 3.25 | 0.37 | 9.50 | 0.0552 | 0.0041 | |||||
| US466287AR06 / J.P. MORGAN ALTERNATIVE LOAN T JPALT 2007 A1 3A1 | 0.37 | 0.00 | 0.0548 | -0.0008 | |||||
| US021482AJ36 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2008 2R 5A1 | 0.35 | -1.39 | 0.0530 | -0.0016 | |||||
| CMA CGM SA CMA CGM SA / DBT (XS3105514908) | 0.35 | 0.0528 | 0.0528 | ||||||
| REPUBLIC OF GHANA SR UNSECURED 144A 07/35 VAR / DBT (US374422AP83) | 0.35 | 9.63 | 0.0527 | 0.0039 | |||||
| DATABRICKS INC DELAYED DRAW TERM LOAN / LON (BA000D1C1) | 0.35 | 0.29 | 0.0519 | -0.0006 | |||||
| RFRF USD SF+26.161/1.4* 8/17/23-4Y* CME / DIR (EZWYVHJK0N90) | 0.34 | -121.11 | 0.0513 | 0.2975 | |||||
| RFRF USD SF+26.161/1.4* 8/17/23-4Y* CME / DIR (EZWYVHJK0N90) | 0.34 | -121.11 | 0.0513 | 0.2975 | |||||
| US78448R1068 / SMB PRIVATE EDUCATION LOAN TRU SMB 2015 C R 144A | 0.34 | -2.01 | 0.0512 | -0.0017 | |||||
| US93364FAL58 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY7 4A1 | 0.34 | -1.46 | 0.0506 | -0.0015 | |||||
| RFRF USD SF+26.161/1.3* 7/20/23-4Y* CME / DIR (EZSDJCSH40R0) | 0.33 | -118.87 | 0.0497 | 0.3161 | |||||
| RFRF USD SF+26.161/1.3* 7/20/23-4Y* CME / DIR (EZSDJCSH40R0) | 0.33 | -118.87 | 0.0497 | 0.3161 | |||||
| US02156LAH42 / Altice France SA/France | 0.33 | 4.73 | 0.0496 | 0.0015 | |||||
| US76111XYF40 / RESIDENTIAL FUNDING MTG SEC I RFMSI 2005 SA4 1A31 | 0.33 | 0.00 | 0.0488 | -0.0006 | |||||
| US92990GAJ22 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY5 3A1 | 0.32 | -0.31 | 0.0475 | -0.0008 | |||||
| US02149VAJ89 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 3T1 1A9 | 0.32 | -1.24 | 0.0475 | -0.0013 | |||||
| US05534AAM36 / BCAP LLC TRUST BCAP 2011 RR5 9A2 144A | 0.31 | -7.92 | 0.0470 | -0.0047 | |||||
| US07386HYW59 / BEAR STEARNS ALT A TRUST BALTA 2005 10 11A1 | 0.31 | -6.82 | 0.0469 | -0.0042 | |||||
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| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 0.30 | 0.66 | 0.0453 | -0.0004 | |||||
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| REPUBLIC OF GHANA SR UNSECURED 144A 07/29 VAR / DBT (US374422AM52) | 0.30 | 7.27 | 0.0442 | 0.0025 | |||||
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| XS2342932576 / NGD HOLDINGS BV SR SECURED 12/26 6.75 | 0.28 | 1.10 | 0.0412 | -0.0001 | |||||
| MOTION FINCO SARL SR SECURED 144A 02/32 8.375 / DBT (US61980LAB53) | 0.28 | -5.50 | 0.0411 | -0.0031 | |||||
| US02146VAB80 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 30T1 1A2 | 0.27 | -3.19 | 0.0409 | -0.0018 | |||||
| US55952XAC39 / Magnetite VII Ltd | 0.27 | -1.49 | 0.0397 | -0.0012 | |||||
| CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A 03/45 9.7 / DBT (US224939AB41) | 0.27 | 0.0396 | 0.0396 | ||||||
| TORREY PINES RE LTD TORREY PINES RE LTD / DBT (US89141WAJ18) | 0.26 | -0.76 | 0.0390 | -0.0008 | |||||
| NEW YORK NY NYC 02/55 FIXED 6.385 / DBT (US64966SNJ14) | 0.26 | 0.0389 | 0.0389 | ||||||
| TORREY PINES RE LTD UNSECURED 144A 06/32 VAR / DBT (US89141WAH51) | 0.26 | -1.15 | 0.0386 | -0.0010 | |||||
| POLESTAR RE LTD UNSECURED 144A 01/28 VAR / DBT (US73110JAC62) | 0.26 | -0.39 | 0.0385 | -0.0006 | |||||
| US45660L4H94 / RESIDENTIAL ASSET SECURITIZATI RAST 2005 A15 5A2 | 0.26 | -9.19 | 0.0385 | -0.0045 | |||||
| US78448P1003 / SMB PRIVATE EDUCATION LOAN TRU SMB 2015 A R 144A | 0.26 | -1.54 | 0.0382 | -0.0012 | |||||
| EAST LANE RE VII LTD UNSECURED 144A 03/26 VAR / DBT (US27332EAA91) | 0.25 | 0.80 | 0.0378 | -0.0003 | |||||
| INTEGRITY RE III UNSECURED 144A 06/27 VAR / DBT (US45870GAF37) | 0.25 | 1.21 | 0.0376 | -0.0001 | |||||
| NATURE COAST RE LTD UNSECURED 144A 04/33 VAR / DBT (US63901CAE12) | 0.25 | 0.40 | 0.0375 | -0.0004 | |||||
| GREENGROVE RE LTD UNSECURED 144A 04/32 VAR / DBT (US39526JAA97) | 0.25 | 0.00 | 0.0373 | -0.0007 | |||||
| US05951EAM93 / BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 4A1 | 0.25 | -3.53 | 0.0368 | -0.0019 | |||||
| SPRUCE BIDCO II INC REVOLVER / LON (BA000FL00) | 0.24 | -0.83 | 0.0358 | -0.0007 | |||||
| US93363NAM74 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR12 3A3 | 0.24 | 0.85 | 0.0357 | -0.0002 | |||||
| IHRT / iHeartMedia, Inc. | 0.13 | 0.00 | 0.23 | 6.54 | 0.0341 | 0.0017 | |||
| US17312DAA63 / CITICORP MORTGAGE SECURITIES, CMSI 2007 8 1A1 | 0.23 | 0.00 | 0.0341 | -0.0004 | |||||
| CLOVER HOLDINGS SPV III LLC 2024 USD TERM LOAN / LON (BA000CCJ6) | 0.22 | 4.78 | 0.0328 | 0.0011 | |||||
| RFRF USD SF+26.161/1.3* 8/15/23-4Y* CME / DIR (EZG3NPY3B4Q8) | 0.22 | -22.06 | 0.0327 | -0.0099 | |||||
| E1CO34 / Ecopetrol S.A. - Depositary Receipt (Common Stock) | 0.21 | -0.93 | 0.0317 | -0.0008 | |||||
| US02146XAB47 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 36T2 1A3 | 0.21 | -0.96 | 0.0309 | -0.0007 | |||||
| US02147BAN55 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 7T2 A13 | 0.21 | -0.96 | 0.0308 | -0.0008 | |||||
| MRX / Marex Group plc | 0.21 | 0.99 | 0.0308 | -0.0000 | |||||
| E1IX34 / Edison International - Depositary Receipt (Common Stock) | 0.20 | 0.50 | 0.0303 | -0.0003 | |||||
| US87331BAA08 / TABERNA PREFERED FUNDING LTD TBRNA 2006 5A A1A 144A | 0.20 | -1.94 | 0.0303 | -0.0010 | |||||
| HARBOUR ENERGY PLC SR UNSECURED 144A 04/35 6.327 / DBT (US411618AD32) | 0.20 | 0.00 | 0.0297 | -0.0005 | |||||
| US61751MAC82 / MORGAN STANLEY MORTGAGE LOAN T MSM 2007 10XS A2 | 0.20 | -2.48 | 0.0294 | -0.0013 | |||||
| US92925VAJ98 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 3A2 | 0.18 | 0.00 | 0.0268 | -0.0004 | |||||
| US12667FQ999 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 35T2 A5 | 0.18 | 0.00 | 0.0267 | -0.0003 | |||||
| 952NPHII6 / CREDIT SUISSE GROUP AG COCO JR SUB REGS | 0.18 | 0.00 | 0.0262 | -0.0004 | |||||
| ESKOM GG LOAN SNR EM SP DUB / DCR (000000000) | 0.17 | 0.0257 | 0.0257 | ||||||
| US02146XAF50 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 36T2 1A7 | 0.16 | -0.61 | 0.0244 | -0.0005 | |||||
| US76110HG941 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2004 QA6 CB1 | 0.16 | -3.70 | 0.0234 | -0.0012 | |||||
| IHRTB / iHeartMedia, Inc. | 0.10 | 0.00 | 0.16 | 6.85 | 0.0233 | 0.0011 | |||
| US59021AAC27 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 FM1 A2C | 0.15 | -5.03 | 0.0226 | -0.0014 | |||||
| US225470FG35 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 10 8A3 | 0.15 | -0.68 | 0.0221 | -0.0005 | |||||
| DUN + BRADSTREET CORPOR THE 2025 REVOLVER / LON (BA000K747) | 0.15 | 0.0220 | 0.0220 | ||||||
| SPRUCE BIDCO II INC JPY TERM LOAN / LON (BA000FPQ9) | 0.14 | 3.62 | 0.0214 | 0.0004 | |||||
| US12668BMX81 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 5T2 A4 | 0.14 | -5.37 | 0.0212 | -0.0014 | |||||
| CLOVER 2024 HOLDINGS INC VERITAS G PREFERRED / EP (955EHZ901) | 0.01 | 0.00 | 0.14 | 3.68 | 0.0211 | 0.0005 | |||
| SPRUCE BIDCO II INC CAD TERM LOAN / LON (BA000FPR7) | 0.14 | 5.22 | 0.0211 | 0.0008 | |||||
| USL269151134 / DRILLCO HLDG LUX SA | 0.01 | 0.00 | 0.14 | -19.16 | 0.0203 | -0.0050 | |||
| US78471C1099 / SOCIAL PROFESSIONAL LOAN PROGR SOFI 2017 D R1 144A | 0.13 | -8.22 | 0.0201 | -0.0020 | |||||
| MAGENTA SECURITY HOLDINGS LLC 2024 THIRD OUT TERM LOAN / LON (US55909UAG40) | 0.13 | -12.42 | 0.0200 | -0.0033 | |||||
| US12668BAC72 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 79CB A3 | 0.13 | -1.49 | 0.0198 | -0.0005 | |||||
| US073868BE01 / BEAR STEARNS ALT A TRUST BALTA 2006 6 32A1 | 0.13 | -2.29 | 0.0192 | -0.0006 | |||||
| US07389QAE89 / BEAR STEARNS ASSET BACKED SECU BSABS 2007 SD1 1A3A | 0.12 | -4.80 | 0.0179 | -0.0011 | |||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/36 VAR / DBT (US903724CC46) | 0.12 | -4.03 | 0.0179 | -0.0009 | |||||
| PRS / Promotora de Informaciones, S.A. | 0.26 | 0.00 | 0.12 | 11.65 | 0.0173 | 0.0016 | |||
| NEW YORK NY NYC 02/45 FIXED 6.291 / DBT (US64966SNH57) | 0.12 | 0.0172 | 0.0172 | ||||||
| MAGENTA SECURITY HOLDINGS LLC 2024 SUPER PRIORITY TERM LOAN / LON (US55909UAC36) | 0.11 | -0.87 | 0.0171 | -0.0003 | |||||
| US12669YAC66 / COUNTRYWIDE HOME LOANS CWHL 2006 J4 A3 | 0.11 | -0.88 | 0.0169 | -0.0004 | |||||
| US12668BNK51 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY3 3A1 | 0.11 | -3.45 | 0.0168 | -0.0008 | |||||
| US12667FJ556 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 30CB 2A4 | 0.11 | 0.00 | 0.0167 | -0.0003 | |||||
| US02147RAQ39 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 23CB 2A3 | 0.11 | -1.77 | 0.0166 | -0.0006 | |||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.11 | 0.0162 | 0.0162 | ||||||
| 952NPH004 / CREDIT SUISSE GROUP AG COCO JR SUB 144A | 0.11 | 0.00 | 0.0161 | -0.0002 | |||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR / DBT (US903724CB62) | 0.11 | -2.73 | 0.0161 | -0.0006 | |||||
| XAF6628DAP96 / ALTICE FRANCE S A 2023 EUR EXTENDED TL B11 | 0.11 | 9.38 | 0.0157 | 0.0011 | |||||
| 953PAWII3 / FINASTRA USA INC 2023 REVOLVER | 0.10 | 0.97 | 0.0155 | -0.0001 | |||||
| BOOZ ALLEN HAMILTON INC COMPANY GUAR 04/35 5.95 / DBT (US09951LAD55) | 0.10 | 2.02 | 0.0152 | 0.0001 | |||||
| A1LL34 / Bread Financial Holdings, Inc. - Depositary Receipt (Common Stock) | 0.10 | 3.09 | 0.0150 | 0.0002 | |||||
| MAGENTA SECURITY HOLDINGS LLC 2024 FIRST OUT TERM LOAN / LON (US55909UAE91) | 0.10 | -7.48 | 0.0149 | -0.0014 | |||||
| CLOVER 2024 HOLDINGS INC VERITAS G 1 PREFERRED / EP (955EKAII3) | 0.01 | 0.00 | 0.10 | 3.19 | 0.0146 | 0.0003 | |||
| US751155AQ50 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS10 A15 | 0.10 | -2.04 | 0.0145 | -0.0005 | |||||
| US44409MAA45 / HUDSON PACIFIC PROPERTIE COMPANY GUAR 11/27 3.95 | 0.10 | 7.95 | 0.0143 | 0.0009 | |||||
| US07386HVV04 / BEAR STEARNS ALT A TRUST BALTA 2005 7 24A1 | 0.09 | -10.31 | 0.0131 | -0.0017 | |||||
| US12667FYU38 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 28CB 5A1 | 0.09 | -5.43 | 0.0131 | -0.0009 | |||||
| XS1319592900 / CORK STREET CLO DESIGNATED ACT CRKST 1A SUB 144A | 0.09 | -26.27 | 0.0131 | -0.0049 | |||||
| US12667F2R58 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 1CB 2A2 | 0.08 | -1.19 | 0.0124 | -0.0004 | |||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR / DBT (US903724CA89) | 0.08 | -3.75 | 0.0116 | -0.0005 | |||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.08 | 0.0115 | 0.0115 | ||||||
| US466247F570 / JP MORGAN MORTGAGE TRUST JPMMT 2006 A1 3A2 | 0.08 | -7.41 | 0.0112 | -0.0011 | |||||
| US040114HW38 / Argentine Republic Government International Bond | 0.07 | 5.80 | 0.0110 | 0.0005 | |||||
| MAGENTA SECURITY HOLDINGS LLC 2024 SECOND OUT TERM LOAN / LON (US55909UAF66) | 0.07 | -8.75 | 0.0110 | -0.0012 | |||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.07 | 0.0110 | 0.0110 | ||||||
| US14986DAJ90 / CD COMMERCIAL MORTGAGE TRUST CD 2006 CD3 AJ | 0.07 | -1.47 | 0.0100 | -0.0004 | |||||
| US922646AS37 / Venezuela Government International Bond | 0.06 | -3.03 | 0.0096 | -0.0004 | |||||
| US10924BAA52 / BRIGHTHOUSE HLDGS LLC JR SUBORDINA 144A VAR | 0.07 | 0.00 | 0.06 | -1.59 | 0.0094 | -0.0002 | |||
| US31325UP919 / FREDDIEMAC STRIP FHS 304 C52 | 0.06 | -9.09 | 0.0091 | -0.0010 | |||||
| REPUBLIC OF GHANA SR UNSECURED 144A 01/30 0.0000 / DBT (US374422AN36) | 0.06 | 9.43 | 0.0087 | 0.0006 | |||||
| XAN5200EAC56 / McDermott Technology Americas Inc 2020 Make Whole Term Loan | 0.06 | 23.91 | 0.0086 | 0.0015 | |||||
| US2620511053 / Drillco Holdings Luxembourg SA | 0.00 | 0.00 | 0.06 | -18.84 | 0.0084 | -0.0021 | |||
| US55292AAD00 / MASTR ASSET SECURITIZATION TRU MASTR 2007 1 1A4 | 0.05 | -1.82 | 0.0081 | -0.0003 | |||||
| US52521NAJ90 / LEHMAN MORTGAGE TRUST LMT 2007 6 1A11 | 0.05 | -40.00 | 0.0081 | -0.0056 | |||||
| US32053EAA64 / FIRST HORIZON MORTGAGE PASS TH FHASI 2007 AR1 1A1 | 0.05 | -1.96 | 0.0076 | -0.0002 | |||||
| BOUGHT TRY SOLD USD 20250701 / DFE (000000000) | 0.05 | 0.0075 | 0.0075 | ||||||
| US225470P231 / CREDIT SUISSE MORTGAGE TRUST CSMC 2006 3 2A11 | 0.05 | 0.00 | 0.0075 | -0.0002 | |||||
| US78473NAC74 / SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 1 2A1 | 0.05 | -3.92 | 0.0074 | -0.0004 | |||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR / DBT (US903724CF76) | 0.05 | -14.04 | 0.0073 | -0.0014 | |||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR / DBT (US903724CE02) | 0.05 | -2.08 | 0.0071 | -0.0003 | |||||
| US3136AAEQ45 / FANNIE MAE FNR 2012 138 QI | 0.05 | -7.84 | 0.0071 | -0.0008 | |||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.04 | 0.0064 | 0.0064 | ||||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/36 VAR / DBT (US903724CG59) | 0.04 | -14.89 | 0.0061 | -0.0011 | |||||
| RFR USD SOFR/2.30000 01/17/24-2Y LCH / DIR (EZ7DPVG1XS64) | 0.04 | 8.33 | 0.0059 | 0.0004 | |||||
| 935ZXN908 / WESTMORELAND MINING HOLDINGS L COMMON | 0.05 | 0.00 | 0.03 | -41.07 | 0.0049 | -0.0036 | |||
| REPUBLIC OF GHANA SR UNSECURED 144A 07/26 0.0000 / DBT (US374422AL79) | 0.03 | 3.45 | 0.0045 | 0.0001 | |||||
| US3137B1ZZ82 / FREDDIE MAC FHR 4204 YI | 0.03 | -12.12 | 0.0045 | -0.0005 | |||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.03 | 0.0040 | 0.0040 | ||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.03 | 0.0040 | 0.0040 | ||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.03 | 0.0040 | 0.0040 | ||||||
| US466247WT64 / JP MORGAN MORTGAGE TRUST JPMMT 2005 A7 3A1 | 0.03 | -3.70 | 0.0040 | -0.0001 | |||||
| BOUGHT TRY SOLD USD 20250813 / DFE (000000000) | 0.02 | 0.0037 | 0.0037 | ||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0030 | 0.0030 | ||||||
| BOUGHT TRY SOLD USD 20250718 / DFE (000000000) | 0.02 | 0.0030 | 0.0030 | ||||||
| US466247VJ91 / JP MORGAN MORTGAGE TRUST JPMMT 2005 S2 2A16 | 0.02 | -5.26 | 0.0028 | -0.0001 | |||||
| US57109J1088 / MARLETTE FUNDING TRUST MFT 2020 1A CERT 144A | 0.02 | -43.75 | 0.0028 | -0.0021 | |||||
| SOLD DOP BOUGHT USD 20250721 / DFE (000000000) | 0.02 | 0.0027 | 0.0027 | ||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0027 | 0.0027 | ||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0026 | 0.0026 | ||||||
| 902LVFII8 / WEST MARINE NEW COMMON STOCK EQTYWM9A9 | 0.00 | 0.00 | 0.02 | 0.00 | 0.0026 | -0.0000 | |||
| BOUGHT TRY SOLD USD 20250807 / DFE (000000000) | 0.02 | 0.0024 | 0.0024 | ||||||
| US3136A8SR21 / FANNIE MAE FNR 2012 102 HI | 0.02 | -11.76 | 0.0024 | -0.0002 | |||||
| UKRAINE GOVERNMENT SR UNSECURED 144A 02/30 VAR / DBT (US903724CD29) | 0.02 | -6.25 | 0.0024 | -0.0002 | |||||
| MNSH / MNSN Holdings Inc. | 0.00 | 0.00 | 0.01 | -13.33 | 0.0020 | -0.0003 | |||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | 0.01 | 0.0014 | 0.0014 | ||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0014 | 0.0014 | ||||||
| US42815KAA07 / HESTIA RE LTD UNSECURED 144A 04/25 VAR | 0.01 | -98.65 | 0.0014 | -0.0994 | |||||
| SOLD HKD BOUGHT USD 20250716 / DFE (000000000) | 0.01 | 0.0013 | 0.0013 | ||||||
| BOUGHT TRY SOLD USD 20250818 / DFE (000000000) | 0.01 | 0.0013 | 0.0013 | ||||||
| US31398GUS64 / FANNIE MAE FNR 2009 106 SN | 0.01 | -12.50 | 0.0011 | -0.0002 | |||||
| US38378HT555 / GOVERNMENT NATIONAL MORTGAGE A GNR 2012 128 KI | 0.01 | 0.00 | 0.0010 | -0.0001 | |||||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | 0.01 | 0.0009 | 0.0009 | ||||||
| US38378HFV33 / GOVERNMENT NATIONAL MORTGAGE A GNR 2012 96 KI | 0.01 | -16.67 | 0.0008 | -0.0001 | |||||
| TRT061124T11 / Turkey Government Bond | 0.01 | 0.00 | 0.0008 | -0.0000 | |||||
| TRT061124T11 / Turkey Government Bond | 0.01 | 0.00 | 0.0008 | -0.0000 | |||||
| US38378HR997 / GOVERNMENT NATIONAL MORTGAGE A GNR 2012 128 BI | 0.00 | -20.00 | 0.0007 | -0.0001 | |||||
| US30162RAD35 / Exela Intermediate LLC/Exela Finance, Inc. | 0.00 | -72.73 | 0.0006 | -0.0012 | |||||
| BOUGHT TRY SOLD USD 20250729 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| US65535VLL08 / NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AP2 A5 | 0.00 | 0.00 | 0.0004 | -0.0000 | |||||
| BOUGHT TRY SOLD USD 20250724 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | ||||||
| US16162WPE39 / CHASE MORTGAGE FINANCE CORPORA CHASE 2005 A1 2A2 | 0.00 | 0.00 | 0.0004 | -0.0000 | |||||
| BOUGHT TRY SOLD USD 20250725 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| BOUGHT TRY SOLD USD 20250709 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| BOUGHT TRY SOLD USD 20250808 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| BOUGHT PEN SOLD USD 20250711 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| US57109M1018 / MARLETTE FUNDING TRUST MFT 2019 3A CERT 144A | 0.00 | -83.33 | 0.0003 | -0.0007 | |||||
| US38378HU959 / GOVERNMENT NATIONAL MORTGAGE A GNR 2012 128 CI | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| PEMEX LCDS SP DUB / DCR (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| SOLD DOP BOUGHT USD 20250807 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT TRY SOLD USD 20250811 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| LU2445093987 / INTELSAT EMERGENCE SA CALL EXP17FEB27 | 0.00 | 0.0001 | 0.0000 | ||||||
| SOLD DOP BOUGHT USD 20250811 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| SOLD DOP BOUGHT USD 20250728 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| SOLD DOP BOUGHT USD 20250728 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| SOLD DOP BOUGHT USD 20250711 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| MNSH / MNSN Holdings Inc. | 0.02 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US16162WQY83 / CHASE MORTGAGE FINANCE CORPORA CHASE 2006 S1 A2 | 0.00 | 0.0000 | -0.0000 | ||||||
| BOUGHT TRY SOLD USD 20250814 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| LU2445094365 / INTELSAT EMERGENCE SA | 0.00 | 0.0000 | 0.0000 | ||||||
| SOLD DOP BOUGHT USD 20251120 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| 948ECV905 / STEINHOFF CVR | 24.97 | 0.00 | 0.00 | 0.0000 | 0.0000 | ||||
| ADJ / Adler Group S.A. | 1.25 | 0.00 | 0.00 | 0.0000 | 0.0000 | ||||
| US92918XAA37 / Voyager Aviation Holdings LLC | 0.00 | 0.0000 | 0.0000 | ||||||
| US32051GXN05 / FIRST HORIZON MORTGAGE PASS TH FHASI 2005 AR5 1A1 | 0.00 | 0.0000 | 0.0000 | ||||||
| WEST MARINE NEW WARRANT WARRWM911 / DE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD TRY BOUGHT USD 20250725 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD PEN BOUGHT USD 20250929 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | ||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | ||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | ||||||
| SOFTBANK GROUP CORP SNR JP SP GST / DCR (EZ1K1NTX2WN0) | -0.00 | 33.33 | -0.0007 | -0.0001 | |||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0009 | -0.0009 | ||||||
| SOLD TRY BOUGHT USD 20250707 / DFE (000000000) | -0.01 | -0.0009 | -0.0009 | ||||||
| SOLD PEN BOUGHT USD 20250711 / DFE (000000000) | -0.01 | -0.0009 | -0.0009 | ||||||
| SOLD DOP BOUGHT USD 20250822 / DFE (000000000) | -0.01 | -0.0016 | -0.0016 | ||||||
| SOLD TRY BOUGHT USD 20250701 / DFE (000000000) | -0.01 | -0.0020 | -0.0020 | ||||||
| RFRF USD SF+26.161/2.50 12/20/17-10Y LCH / DIR (EZRF9VX54YC3) | -0.02 | -10.53 | -0.0026 | 0.0003 | |||||
| SOLD DOP BOUGHT USD 20250828 / DFE (000000000) | -0.02 | -0.0031 | -0.0031 | ||||||
| SOLD DOP BOUGHT USD 20250828 / DFE (000000000) | -0.02 | -0.0031 | -0.0031 | ||||||
| SOLD DOP BOUGHT USD 20250908 / DFE (000000000) | -0.03 | -0.0042 | -0.0042 | ||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.03 | -0.0051 | -0.0051 | ||||||
| REVERSE REPO CREDIT AGRICOLE 03/14 VAR / RA (000000000) | -0.05 | -0.0071 | -0.0071 | ||||||
| REVERSE REPO SOCIETE GENERALE REVERSE REPO / RA (000000000) | -0.06 | -0.0089 | -0.0089 | ||||||
| PETROLEOS MEXICANOS (PEMEX) LA SP BPS / DCR (EZPSV8B3JWB3) | -0.07 | -18.07 | -0.0102 | 0.0025 | |||||
| REVERSE REPO THE BANK OF NOVA REVERSE REPO / RA (000000000) | -0.08 | -0.0115 | -0.0115 | ||||||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | -0.08 | -0.0115 | -0.0115 | ||||||
| SOLD DOP BOUGHT USD 20250915 / DFE (000000000) | -0.08 | -0.0125 | -0.0125 | ||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -0.12 | -0.0178 | -0.0178 | ||||||
| SOLD DOP BOUGHT USD 20250721 / DFE (000000000) | -0.14 | -0.0215 | -0.0215 | ||||||
| RFR USD SOFR/3.50000 12/20/23-10Y LCH / DIR (EZ4G8FZQ8LF2) | -0.26 | -36.32 | -0.0393 | 0.0232 | |||||
| RFR USD SOFR/3.50000 12/20/23-10Y LCH / DIR (EZ4G8FZQ8LF2) | -0.26 | -36.32 | -0.0393 | 0.0232 | |||||
| RFR USD SOFR/3.75000 06/20/24-5Y CME / DIR (EZN00HJGN4H7) | -0.28 | -360.19 | -0.0421 | -0.0585 | |||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.29 | -0.0426 | -0.0426 | ||||||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) | -0.32 | -58.41 | -0.0484 | 0.0696 | |||||
| RFRF USD SF+26.161/2.2* 9/15/23-3Y* CME / DIR (EZV8ZRTSGKK0) | -0.51 | 5.18 | -0.0759 | -0.0026 | |||||
| REVERSE REPO NATEXIS BANQUE REVERSE REPO / RA (000000000) | -0.53 | -0.0786 | -0.0786 | ||||||
| REVERSE REPO MORGAN STANLEY / RA (000000000) | -0.55 | -0.0815 | -0.0815 | ||||||
| REVERSE REPO THE BANK OF NOVA REVERSE REPO / RA (000000000) | -0.58 | -0.0868 | -0.0868 | ||||||
| REVERSE REPO THE BANK OF NOVA REVERSE REPO / RA (000000000) | -0.67 | -0.1000 | -0.1000 | ||||||
| REVERSE REPO THE BANK OF NOVA REVERSE REPO / RA (000000000) | -0.67 | -0.1000 | -0.1000 | ||||||
| BARCLAYS REV REPO EUR / RA (000000000) | -0.72 | -0.1073 | -0.1073 | ||||||
| RFRF USD SF+26.161/1.60 8/15/23-4Y* CME / DIR (EZG3NPY3B4Q8) | -0.78 | -375.80 | -0.1158 | -0.1584 | |||||
| REVERSE REPO WARBURG REVERSE REPO / RA (000000000) | -0.95 | -0.1420 | -0.1420 | ||||||
| REVERSE REPO SOCIETE GENERALE REVERSE REPO / RA (000000000) | -0.98 | -0.1462 | -0.1462 | ||||||
| REVERSE REPO NATEXIS BANQUE REVERSE REPO / RA (000000000) | -1.00 | -0.1499 | -0.1499 | ||||||
| REVERSE REPO NATEXIS BANQUE REVERSE REPO / RA (000000000) | -1.01 | -0.1509 | -0.1509 | ||||||
| REVERSE REPO NATEXIS BANQUE REVERSE REPO / RA (000000000) | -1.01 | -0.1509 | -0.1509 | ||||||
| REVERSE REPO NATEXIS BANQUE REVERSE REPO / RA (000000000) | -1.01 | -0.1509 | -0.1509 | ||||||
| REVERSE REPO NATEXIS BANQUE REVERSE REPO / RA (000000000) | -1.04 | -0.1548 | -0.1548 | ||||||
| REVERSE REPO SOCIETE GENERALE REVERSE REPO / RA (000000000) | -1.05 | -0.1562 | -0.1562 | ||||||
| REVERSE REPO CREDIT AGRICOLE 03/14 VAR / RA (000000000) | -1.13 | -0.1681 | -0.1681 | ||||||
| REVERSE REPO CREDIT AGRICOLE 03/14 VAR / RA (000000000) | -1.13 | -0.1693 | -0.1693 | ||||||
| REVERSE REPO THE BANK OF NOVA REVERSE REPO / RA (000000000) | -1.21 | -0.1810 | -0.1810 | ||||||
| REVERSE REPO NATEXIS BANQUE REVERSE REPO / RA (000000000) | -1.22 | -0.1822 | -0.1822 | ||||||
| REVERSE REPO CREDIT AGRICOLE 03/14 VAR / RA (000000000) | -1.34 | -0.1998 | -0.1998 | ||||||
| RFRF USD SF+26.161/2.50 9/20/23-4Y* CME / DIR (EZJQDNYHCHJ9) | -1.41 | -8.63 | -0.2103 | 0.0231 | |||||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | -1.57 | -0.2338 | -0.2338 | ||||||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | -1.57 | -0.2338 | -0.2338 | ||||||
| RFR USD SOFR/3.25000 06/18/25-5Y LCH / DIR (EZH1N8KH2K02) | -1.59 | -0.2377 | -0.2377 | ||||||
| REVERSE REPO THE BANK OF NOVA REVERSE REPO / RA (000000000) | -1.60 | -0.2392 | -0.2392 | ||||||
| REVERSE REPO BARCLAYS REVERSE REPO / RA (000000000) | -1.70 | -0.2538 | -0.2538 | ||||||
| REVERSE REPO BARCLAYS REVERSE REPO / RA (000000000) | -1.81 | -0.2705 | -0.2705 | ||||||
| REVERSE REPO SOCIETE GENERALE REVERSE REPO / RA (000000000) | -2.07 | -0.3089 | -0.3089 | ||||||
| REVERSE REPO CREDIT AGRICOLE 03/14 VAR / RA (000000000) | -2.10 | -0.3139 | -0.3139 | ||||||
| REVERSE REPO CREDIT AGRICOLE 03/14 VAR / RA (000000000) | -2.10 | -0.3139 | -0.3139 | ||||||
| REVERSE REPO JPM CHASE / RA (000000000) | -2.41 | -0.3600 | -0.3600 | ||||||
| REV REPO STANDARD CHARTERED BA ZCP / RA (000000000) | -2.73 | -0.4083 | -0.4083 | ||||||
| REVERSE REPO PARIBAS / RA (000000000) | -2.88 | -0.4294 | -0.4294 | ||||||
| REVERSE REPO NATEXIS BANQUE REVERSE REPO / RA (000000000) | -3.03 | -0.4523 | -0.4523 | ||||||
| REVERSE REPO SOCIETE GENERALE REVERSE REPO / RA (000000000) | -3.28 | -0.4903 | -0.4903 | ||||||
| REVERSE REPO CREDIT AGRICOLE 03/14 VAR / RA (000000000) | -3.30 | -0.4935 | -0.4935 | ||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -3.79 | -0.5659 | -0.5659 | ||||||
| REVERSE REPO SOCIETE GENERALE REVERSE REPO / RA (000000000) | -5.11 | -0.7637 | -0.7637 | ||||||
| REVERSE REPO BANK OF AMERICA REVERSE REPO / RA (000000000) | -6.74 | -1.0063 | -1.0063 | ||||||
| REVERSE REPO NATEXIS BANQUE REVERSE REPO / RA (000000000) | -7.01 | -1.0476 | -1.0476 | ||||||
| RFR USD SOFR/2.00000 12/21/22-7Y CME / DIR (EZ6F4DRHB0B3) | -7.54 | -9.16 | -1.1261 | 0.1309 | |||||
| REVERSE REPO SOCIETE GENERALE REVERSE REPO / RA (000000000) | -10.91 | -1.6294 | -1.6294 | ||||||
| REVERSE REPO SOCIETE GENERALE REVERSE REPO / RA (000000000) | -17.76 | -2.6521 | -2.6521 | ||||||
| REVERSE REPO SOCIETE GENERALE REVERSE REPO / RA (000000000) | -18.63 | -2.7821 | -2.7821 | ||||||
| REVERSE REPO SOCIETE GENERALE REVERSE REPO / RA (000000000) | -18.63 | -2.7821 | -2.7821 | ||||||
| RFRF USD SF+26.161/3.50 9/19/23-21Y* CME / DIR (EZLQ05K2GQ05) | -20.43 | 18.71 | -3.0508 | -0.4447 |
