Mga Batayang Estadistika
| Nilai Portofolio | $ 1,862,202,159 |
| Posisi Saat Ini | 1,030 |
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)
VPVLDDV - PIMCO Low Duration Portfolio Administrative telah mengungkapkan total kepemilikan 1,030 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 1,862,202,159 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama VPVLDDV - PIMCO Low Duration Portfolio Administrative adalah TREASURY NOTE (US:US91282CHB00) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , PIMCO ST FLOATING NAV PORT IV MUTUAL FUND (US:US72202G3801) , United States Treasury Note/Bond (US:US91282CGE57) , and Edwards Lifesciences Corporation (US:EW) . Posisi baru VPVLDDV - PIMCO Low Duration Portfolio Administrative meliputi: TREASURY NOTE (US:US91282CHB00) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , PIMCO ST FLOATING NAV PORT IV MUTUAL FUND (US:US72202G3801) , United States Treasury Note/Bond (US:US91282CGE57) , and Edwards Lifesciences Corporation (US:EW) .
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 |
|---|---|---|---|---|
| 141.84 | 10.6103 | 10.6103 | ||
| 94.40 | 7.0617 | 7.0617 | ||
| 94.40 | 7.0617 | 7.0617 | ||
| 15.80 | 1.1819 | 1.1819 | ||
| 122.35 | 9.1525 | 0.4870 | ||
| 151.05 | 11.2995 | 0.4686 | ||
| 6.00 | 0.4489 | 0.4489 | ||
| 6.00 | 0.4489 | 0.4489 | ||
| 5.30 | 0.3965 | 0.3965 | ||
| 5.30 | 0.3965 | 0.3965 |
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 |
|---|---|---|---|---|
| 16.06 | 1.2017 | -1.9397 | ||
| 27.21 | 2.0353 | -0.8701 | ||
| -54.60 | -4.0841 | -0.2284 | ||
| -2.56 | -0.1915 | -0.1915 | ||
| 2.25 | 0.1681 | -0.1539 | ||
| -31.06 | -2.3232 | -0.1315 | ||
| -0.91 | -0.0683 | -0.0683 | ||
| -0.91 | -0.0683 | -0.0683 | ||
| -0.86 | -0.0646 | -0.0646 | ||
| -0.86 | -0.0646 | -0.0646 |
Pengajuan 13F dan Dana
Formulir ini diajukan pada 2025-08-29 untuk periode pelaporan 2025-06-30. Investor ini belum mengungkapkan sekuritas yang diperhitungkan dalam bentuk saham, sehingga kolom terkait saham dalam tabel di bawah ini dihilangkan. Klik ikon tautan untuk melihat riwayat transaksi selengkapnya.
Tingkatkan ke versi premium untuk membuka data premium dan ekspor ke Excel. 
.
2022-07-28: Catatan Penting - Kami telah mengubah cara perhitungan kolom Δ Portfolio % pada tabel ini. Sebelumnya, kami melaporkannya sebagai persentase perubahan dalam alokasi portofolio. Sekarang kami melaporkannya sebagai perubahan mentah dalam alokasi portofolio (tetap dilaporkan sebagai persentase). Dalam rumus, sebelumnya kami melaporkannya sebagai 100 * (alokasi saat ini - alokasi sebelumnya) / alokasi sebelumnya. Sekarang kami melaporkannya sebagai (alokasi saat ini - alokasi sebelumnya).
| Keamanan | Ketik | ΔSaham (%) |
Nilai ($MM) |
Portpolyo (%) |
ΔPortofolio (%) |
|
|---|---|---|---|---|---|---|
| US91282CHB00 / TREASURY NOTE | 151.05 | 0.07 | 11.2995 | 0.4686 | ||
| US01F0606834 / Uniform Mortgage-Backed Security, TBA | 141.84 | 10.6103 | 10.6103 | |||
| US72202G3801 / PIMCO ST FLOATING NAV PORT IV MUTUAL FUND | 122.35 | 1.31 | 9.1525 | 0.4870 | ||
| REPO BANK AMERICA REPO / RA (000000000) | 94.40 | 7.0617 | 7.0617 | |||
| REPO BANK AMERICA REPO / RA (000000000) | 94.40 | 7.0617 | 7.0617 | |||
| FNMA POOL MA5387 FN 06/54 FIXED 5 / ABS-MBS (US31418E6Z86) | 70.54 | -1.75 | 5.2769 | 0.1252 | ||
| FNMA POOL MA5387 FN 06/54 FIXED 5 / ABS-MBS (US31418E6Z86) | 70.54 | -1.75 | 5.2769 | 0.1252 | ||
| US91282CGE57 / United States Treasury Note/Bond | 53.03 | 0.03 | 3.9671 | 0.1631 | ||
| EW / Edwards Lifesciences Corporation | 38.22 | 0.40 | 2.8592 | 0.1275 | ||
| US3134GWZV19 / FHLMC | 28.77 | 0.89 | 2.1523 | 0.1062 | ||
| US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 27.21 | -32.81 | 2.0353 | -0.8701 | ||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | 23.10 | 8.57 | 1.7278 | 0.2013 | ||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | 23.10 | 8.57 | 1.7278 | 0.2013 | ||
| US3134GW5R39 / FREDDIE MAC 0.65 10/25 | 19.37 | 0.94 | 1.4489 | 0.0721 | ||
| US3134GWJN76 / FREDDIE MAC NOTES 08/25 0.68 | 18.73 | 0.90 | 1.4010 | 0.0692 | ||
| US01F0506844 / UMBS TBA | 16.06 | -65.02 | 1.2017 | -1.9397 | ||
| CITIGROUP REPO REPO 5807 / RA (000000000) | 15.80 | 1.1819 | 1.1819 | |||
| US31418ET595 / FNCL UMBS 5.0 MA5071 07-01-53 | 15.39 | -2.01 | 1.1513 | 0.0243 | ||
| US38382YC277 / GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H24 BF | 12.63 | 0.13 | 0.9447 | 0.0397 | ||
| US3140MJ6N00 / FNMA POOL BV5376 FN 04/52 FIXED 3 | 12.37 | -1.28 | 0.9254 | 0.0263 | ||
| US3134GW6C50 / FEDERAL HOME LOAN MORTGAGE CORP 0.80000000 | 11.32 | 0.86 | 0.8468 | 0.0415 | ||
| US38382YC921 / GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H24 FD | 11.04 | 0.05 | 0.8259 | 0.0341 | ||
| US01F0526800 / Uniform Mortgage-Backed Security, TBA | 10.29 | 1.31 | 0.7698 | 0.0409 | ||
| US91282CEZ05 / U.S. Treasury Inflation Linked Notes | 9.48 | 0.91 | 0.7090 | 0.0351 | ||
| US3140QNGC08 / Fannie Mae Pool | 9.32 | -1.94 | 0.6970 | 0.0153 | ||
| US91282CGK18 / U.S. Treasury Inflation Linked Notes | 9.06 | 0.75 | 0.6777 | 0.0324 | ||
| US3140Q7S730 / FNMA POOL CA0541 FN 10/47 FIXED 3.5 | 8.76 | -0.48 | 0.6551 | 0.0238 | ||
| US TREASURY N/B 04/26 4.875 / DBT (US91282CKK61) | 8.65 | -0.23 | 0.6474 | 0.0250 | ||
| US TREASURY N/B 04/26 4.875 / DBT (US91282CKK61) | 8.65 | -0.23 | 0.6474 | 0.0250 | ||
| US3140Q7XY81 / FNMA POOL CA0694 FN 11/47 FIXED 3.5 | 7.66 | -2.38 | 0.5733 | 0.0100 | ||
| US38383KEA60 / GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H21 FA | 6.94 | -1.70 | 0.5188 | 0.0125 | ||
| US3140Q75W33 / FNMA POOL CA0860 FN 12/47 FIXED 3.5 | 6.69 | -0.95 | 0.5008 | 0.0159 | ||
| US3140QNS866 / FNMA POOL CB3242 FN 04/52 FIXED 3 | 6.53 | -2.19 | 0.4885 | 0.0095 | ||
| US3140QNUC42 / Federal National Mortgage Association | 6.50 | -1.75 | 0.4861 | 0.0115 | ||
| XS2419216622 / Toro European CLO 7 DAC | 6.25 | 7.90 | 0.4679 | 0.0519 | ||
| US3140QNUB68 / Federal National Mortgage Association | 6.04 | -2.12 | 0.4519 | 0.0090 | ||
| FED HM LN PC POOL SD7578 FR 04/55 FIXED 6 / ABS-MBS (US3132DVM362) | 6.00 | 0.4489 | 0.4489 | |||
| FED HM LN PC POOL SD7578 FR 04/55 FIXED 6 / ABS-MBS (US3132DVM362) | 6.00 | 0.4489 | 0.4489 | |||
| US22877LAA52 / CRSNT Trust 2021-MOON | 5.93 | 0.24 | 0.4434 | 0.0191 | ||
| US912828XL95 / United States Treasury Inflation Indexed Bonds | 5.61 | 0.77 | 0.4197 | 0.0202 | ||
| FREDDIE MAC FHR 5513 MF / ABS-MBS (US3137HKEX87) | 5.42 | -5.18 | 0.4051 | -0.0047 | ||
| FREDDIE MAC FHR 5513 MF / ABS-MBS (US3137HKEX87) | 5.42 | -5.18 | 0.4051 | -0.0047 | ||
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2025 1A A1 144A / ABS-CBDO (XS3065225669) | 5.30 | 0.3965 | 0.3965 | |||
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2025 1A A1 144A / ABS-CBDO (XS3065225669) | 5.30 | 0.3965 | 0.3965 | |||
| US86562MCA62 / Sumitomo Mitsui Financial Group Inc | 5.30 | 0.72 | 0.3962 | 0.0190 | ||
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/28 5.05 / DBT (US928668CP53) | 5.23 | 9.00 | 0.3913 | 0.0469 | ||
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/28 5.05 / DBT (US928668CP53) | 5.23 | 9.00 | 0.3913 | 0.0469 | ||
| INTC / Intel Corporation - Depositary Receipt (Common Stock) | 5.15 | 0.3852 | 0.3852 | |||
| INTC / Intel Corporation - Depositary Receipt (Common Stock) | 5.15 | 0.3852 | 0.3852 | |||
| US05571AAQ85 / BPCE SA | 5.12 | -0.33 | 0.3830 | 0.0144 | ||
| US29278GAZ19 / Enel Finance International NV | 5.03 | -0.36 | 0.3763 | 0.0141 | ||
| US46647PCQ72 / JPMorgan Chase & Co | 5.01 | -0.12 | 0.3750 | 0.0148 | ||
| US00130HCE36 / CORP. NOTE | 5.00 | 0.87 | 0.3743 | 0.0184 | ||
| XS2418762923 / Madison Park Euro Funding XIV DAC | 4.92 | 8.25 | 0.3681 | 0.0419 | ||
| US20268JAE38 / CommonSpirit Health | 4.86 | 0.79 | 0.3636 | 0.0176 | ||
| US26210YAA47 / DROP Mortgage Trust, Series 2021-FILE, Class A | 4.86 | 2.04 | 0.3633 | 0.0218 | ||
| XS2373706519 / Carlyle Euro CLO 2019-2 DAC | 4.85 | 8.40 | 0.3632 | 0.0418 | ||
| US404280DU06 / HSBC Holdings PLC | 4.68 | 0.32 | 0.3501 | 0.0154 | ||
| US251526CN70 / Deutsche Bank AG/New York NY | 4.60 | -0.37 | 0.3442 | 0.0128 | ||
| US06738EBZ79 / Barclays PLC | 4.50 | -0.16 | 0.3367 | 0.0132 | ||
| US87166PAL58 / SYNIT 23-A2 A 5.74% 10-15-29/26 | 4.48 | -0.18 | 0.3353 | 0.0131 | ||
| US62955HAA59 / NYO COMMERCIAL MORTGAGE TRUST 2021-1290 SER 2021-1290 CL A V/R REGD 144A P/P 1.17500000 | 4.39 | 0.55 | 0.3287 | 0.0151 | ||
| US87166FAD50 / Synchrony Bank | 4.30 | -0.16 | 0.3216 | 0.0126 | ||
| US3140QNKS04 / FNMA POOL CB3004 FN 02/52 FIXED 3 | 4.25 | -1.53 | 0.3180 | 0.0082 | ||
| US225401AY40 / Credit Suisse Group AG | 4.20 | -0.31 | 0.3145 | 0.0119 | ||
| US87020PAT49 / Swedbank AB | 4.18 | 0.43 | 0.3130 | 0.0140 | ||
| US63874AAA60 / NCMS 2021 APPL A 144A | 4.16 | 0.73 | 0.3111 | 0.0148 | ||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | 4.14 | 0.3101 | 0.3101 | |||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | 4.14 | 0.3101 | 0.3101 | |||
| ABBVD / AbbVie Inc. - Depositary Receipt (Common Stock) | 4.14 | 0.00 | 0.3098 | 0.0126 | ||
| ABBVD / AbbVie Inc. - Depositary Receipt (Common Stock) | 4.14 | 0.00 | 0.3098 | 0.0126 | ||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 4.13 | 0.3092 | 0.3092 | |||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 4.13 | 0.3092 | 0.3092 | |||
| US38145GAM24 / Goldman Sachs Group Inc/The | 4.11 | -0.27 | 0.3071 | 0.0117 | ||
| US14040HCU77 / Capital One Financial Corp | 4.10 | -0.05 | 0.3067 | 0.0124 | ||
| US59217GFC87 / Metropolitan Life Global Funding I | 4.10 | 0.10 | 0.3064 | 0.0128 | ||
| US87277JAA97 / TRTX 2022-FL5 Issuer Ltd | 4.07 | -8.00 | 0.3048 | -0.0129 | ||
| US294429AV70 / Equifax, Inc. | 4.07 | 0.30 | 0.3041 | 0.0132 | ||
| US55285AAA51 / MF1 2022-FL9 LLC SER 2022-FL9 CL A V/R REGD 144A P/P 2.96000000 | 4.06 | -4.47 | 0.3037 | -0.0012 | ||
| HYUNDAI CAPITAL AMERICA HYUNDAI CAPITAL AMERICA / DBT (US44891ACW53) | 4.02 | -0.47 | 0.3011 | 0.0109 | ||
| HYUNDAI CAPITAL AMERICA HYUNDAI CAPITAL AMERICA / DBT (US44891ACW53) | 4.02 | -0.47 | 0.3011 | 0.0109 | ||
| ABN / ABN AMRO Bank N.V. - Depositary Receipt (Common Stock) | 3.94 | 0.33 | 0.2944 | 0.0129 | ||
| REPUBLIC OF POLAND REPUBLIC OF POLAND / DBT (US731011AX08) | 3.91 | 1.40 | 0.2926 | 0.0159 | ||
| REPUBLIC OF POLAND REPUBLIC OF POLAND / DBT (US731011AX08) | 3.91 | 1.40 | 0.2926 | 0.0159 | ||
| US38380QGA40 / GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H14 FH | 3.90 | -0.10 | 0.2915 | 0.0116 | ||
| US12564NAA00 / CLNY Trust 2019-IKPR | 3.83 | -11.41 | 0.2863 | -0.0236 | ||
| FANNIE MAE FNR 2024 90 FA / ABS-MBS (US3136BTXB47) | 3.74 | -9.49 | 0.2797 | -0.0167 | ||
| FANNIE MAE FNR 2024 90 FA / ABS-MBS (US3136BTXB47) | 3.74 | -9.49 | 0.2797 | -0.0167 | ||
| ATHENE GLOBAL FUNDING SECURED 144A 07/26 VAR / DBT (US04685A4J75) | 3.71 | 0.08 | 0.2772 | 0.0116 | ||
| ATHENE GLOBAL FUNDING SECURED 144A 07/26 VAR / DBT (US04685A4J75) | 3.71 | 0.08 | 0.2772 | 0.0116 | ||
| US68784HAD35 / OSCAR US FUNDING XIV LLC | 3.71 | -16.55 | 0.2772 | -0.0415 | ||
| 4020 / Saudi Real Estate Company | 3.66 | 0.41 | 0.2739 | 0.0123 | ||
| 4020 / Saudi Real Estate Company | 3.66 | 0.41 | 0.2739 | 0.0123 | ||
| US37046US851 / General Motors Financial Co Inc | 3.65 | 0.50 | 0.2733 | 0.0125 | ||
| US01F0226831 / FEDERAL NATIONAL MORTGAGE ASSOCIATION 30YR TBA AUG | 3.65 | 1.45 | 0.2730 | 0.0149 | ||
| US55284JAA79 / MF1 2022-FL8 Ltd | 3.64 | -12.57 | 0.2726 | -0.0265 | ||
| US902674ZV55 / UBS AG/London | 3.61 | -0.25 | 0.2700 | 0.0103 | ||
| US04965JAA16 / Atrium Hotel Portfolio Trust 2017-ATRM | 3.53 | -0.51 | 0.2644 | 0.0095 | ||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | 3.53 | 0.17 | 0.2638 | 0.0112 | ||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | 3.53 | 0.17 | 0.2638 | 0.0112 | ||
| LVS / Las Vegas Sands Corp. - Depositary Receipt (Common Stock) | 3.48 | 0.58 | 0.2600 | 0.0120 | ||
| LVS / Las Vegas Sands Corp. - Depositary Receipt (Common Stock) | 3.48 | 0.58 | 0.2600 | 0.0120 | ||
| US48275EAA47 / KREF 2022-FL3 Ltd | 3.46 | -13.55 | 0.2591 | -0.0284 | ||
| US53946PAA84 / LoanCore 2022-CRE7 Issuer Ltd | 3.45 | -5.51 | 0.2578 | -0.0039 | ||
| US36265LAB36 / GS MORTGAGE BACKED SECURITIES GSMBS 2022 HP1 A2 144A | 3.39 | -2.42 | 0.2539 | 0.0043 | ||
| MORGAN STANLEY BANK NA SR UNSECURED 01/29 VAR / DBT (US61690DK726) | 3.35 | 0.36 | 0.2508 | 0.0111 | ||
| MORGAN STANLEY BANK NA SR UNSECURED 01/29 VAR / DBT (US61690DK726) | 3.35 | 0.36 | 0.2508 | 0.0111 | ||
| US67114WAA99 / ONSLOW BAY FINANCIAL LLC OBX 2022 INV2 A1 144A | 3.35 | -2.02 | 0.2504 | 0.0053 | ||
| US00192NAA54 / AOA 2021-1177 Mortgage Trust | 3.26 | 1.50 | 0.2436 | 0.0134 | ||
| US61755CAD48 / Morgan Stanley ABS Capital I Incorporated Trust | 3.25 | -1.69 | 0.2434 | 0.0059 | ||
| CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 04/29 5.875 / DBT (US147918AC06) | 3.25 | 0.71 | 0.2427 | 0.0115 | ||
| CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 04/29 5.875 / DBT (US147918AC06) | 3.25 | 0.71 | 0.2427 | 0.0115 | ||
| FREDDIE MAC FHR 5511 FB / ABS-MBS (US3137HKKK92) | 3.24 | -5.95 | 0.2424 | -0.0048 | ||
| FREDDIE MAC FHR 5511 FB / ABS-MBS (US3137HKKK92) | 3.24 | -5.95 | 0.2424 | -0.0048 | ||
| US80281LAS43 / SANTANDER UK GROUP HOLDINGS PLC | 3.23 | -0.43 | 0.2414 | 0.0088 | ||
| BANK OF AMERICA CORP SR UNSECURED 05/29 VAR / DBT (US06051GMT30) | 3.22 | 0.2409 | 0.2409 | |||
| PM / Philip Morris International Inc. - Depositary Receipt (Common Stock) | 3.19 | 0.2390 | 0.2390 | |||
| US639057AG33 / NatWest Group PLC | 3.13 | -0.67 | 0.2342 | 0.0081 | ||
| US46647PDW32 / JPMorgan Chase & Co | 3.07 | -0.20 | 0.2294 | 0.0090 | ||
| US86562MCT53 / Sumitomo Mitsui Financial Group Inc | 3.02 | -0.23 | 0.2256 | 0.0087 | ||
| US74153WCR88 / Pricoa Global Funding I | 3.00 | 0.07 | 0.2242 | 0.0093 | ||
| AVGO / Broadcom Inc. - Depositary Receipt (Common Stock) | 2.95 | 0.2204 | 0.2204 | |||
| AVGO / Broadcom Inc. - Depositary Receipt (Common Stock) | 2.95 | 0.2204 | 0.2204 | |||
| ADNOC MURBAN RSC LTD ADNOC MURBAN RSC LTD / DBT (US00723L2A68) | 2.89 | 1.37 | 0.2161 | 0.0116 | ||
| US38382Y5K59 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H12 CL FA V/R 6.06629000 | 2.88 | -2.34 | 0.2152 | 0.0039 | ||
| FANNIE MAE FNR 2025 19 FC / ABS-MBS (US3136BVBY34) | 2.86 | -4.06 | 0.2140 | 0.0001 | ||
| IBM / International Business Machines Corporation - Depositary Receipt (Common Stock) | 2.83 | 0.50 | 0.2119 | 0.0097 | ||
| IBM / International Business Machines Corporation - Depositary Receipt (Common Stock) | 2.83 | 0.50 | 0.2119 | 0.0097 | ||
| MERCEDES BENZ FIN NA COMPANY GUAR 144A 03/28 4.75 / DBT (US58769JBE64) | 2.82 | 0.75 | 0.2112 | 0.0101 | ||
| MERCEDES BENZ FIN NA COMPANY GUAR 144A 03/28 4.75 / DBT (US58769JBE64) | 2.82 | 0.75 | 0.2112 | 0.0101 | ||
| US3140J5TD14 / FNMA POOL BM1447 FN 07/47 FIXED VAR | 2.81 | -1.99 | 0.2102 | 0.0045 | ||
| FNMA POOL BL0449 FN 12/25 FIXED 3.59 / ABS-MBS (US3140HRQB20) | 2.78 | 0.14 | 0.2081 | 0.0088 | ||
| FNMA POOL BL0449 FN 12/25 FIXED 3.59 / ABS-MBS (US3140HRQB20) | 2.78 | 0.14 | 0.2081 | 0.0088 | ||
| FNMA POOL BL1942 FN 03/26 FIXED 3.15 / ABS-MBS (US3140HTEQ82) | 2.77 | 0.22 | 0.2073 | 0.0089 | ||
| FNMA POOL BL1942 FN 03/26 FIXED 3.15 / ABS-MBS (US3140HTEQ82) | 2.77 | 0.22 | 0.2073 | 0.0089 | ||
| XS1150797600 / EUROSAIL PLC ESAIL 2007 4X A3 REGS | 2.74 | -9.88 | 0.2047 | -0.0131 | ||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 2.72 | 0.2036 | 0.2036 | |||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 2.72 | 0.2036 | 0.2036 | |||
| CCG RECEIVABLES TRUST CCG 2025 1 A2 144A / ABS-O (US12515XAB64) | 2.71 | 0.11 | 0.2025 | 0.0085 | ||
| US38376RJR84 / GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H26 FA | 2.70 | -16.14 | 0.2021 | -0.0290 | ||
| BMW US CAPITAL LLC COMPANY GUAR 144A 03/28 4.75 / DBT (US05565ECW30) | 2.70 | 9.09 | 0.2021 | 0.0244 | ||
| C1CI34 / Crown Castle Inc. - Depositary Receipt (Common Stock) | 2.69 | 0.2014 | 0.2014 | |||
| US03880RAA77 / Arbor Realty Collateralized Loan Obligation Ltd | 2.68 | -15.78 | 0.2005 | -0.0278 | ||
| US04002VAA98 / AREIT Trust, Series 2022-CRE6, Class A | 2.65 | -0.26 | 0.1979 | 0.0076 | ||
| US38376R6F85 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2017-H15 CL FE V/R 3.31025000 | 2.63 | -11.56 | 0.1970 | -0.0167 | ||
| US44891ACL98 / Hyundai Capital America | 2.60 | -0.15 | 0.1946 | 0.0076 | ||
| FREDDIE MAC FHR 5557 FM / ABS-MBS (US3137HLZ217) | 2.60 | 0.1946 | 0.1946 | |||
| FREDDIE MAC FHR 5557 FM / ABS-MBS (US3137HLZ217) | 2.60 | 0.1946 | 0.1946 | |||
| FHR 5557 FM SOFR30A+110BP / ABS-MBS (955TAMII5) | 2.60 | 0.1944 | 0.1944 | |||
| FHR 5557 FM SOFR30A+110BP / ABS-MBS (955TAMII5) | 2.60 | 0.1944 | 0.1944 | |||
| US86360PAE79 / STRUCTURED ASSET SECURITIES CO SASC 2006 NC1 A5 | 2.58 | -3.63 | 0.1928 | 0.0009 | ||
| CNQ / Canadian Natural Resources Limited | 2.54 | 0.1898 | 0.1898 | |||
| CNQ / Canadian Natural Resources Limited | 2.54 | 0.1898 | 0.1898 | |||
| CITIBANK NA CITIBANK NA / DBT (US17325FBF45) | 2.52 | -0.32 | 0.1885 | 0.0072 | ||
| GM FINANCIAL AUTOMOBILE LEASIN GMALT 2025 1 A3 / ABS-O (US36271VAD91) | 2.52 | 0.16 | 0.1884 | 0.0080 | ||
| GM FINANCIAL AUTOMOBILE LEASIN GMALT 2025 1 A3 / ABS-O (US36271VAD91) | 2.52 | 0.16 | 0.1884 | 0.0080 | ||
| FREDDIE MAC FHR 5442 FB / ABS-MBS (US3137HF4U64) | 2.51 | -8.02 | 0.1880 | -0.0081 | ||
| FREDDIE MAC FHR 5442 FB / ABS-MBS (US3137HF4U64) | 2.51 | -8.02 | 0.1880 | -0.0081 | ||
| FANNIE MAE FNR 2024 90 ED / ABS-MBS (US3136BTYL10) | 2.51 | -3.69 | 0.1876 | 0.0007 | ||
| FANNIE MAE FNR 2024 90 ED / ABS-MBS (US3136BTYL10) | 2.51 | -3.69 | 0.1876 | 0.0007 | ||
| US38382YV269 / GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H05 JF | 2.47 | -0.96 | 0.1850 | 0.0058 | ||
| DANSKE / Danske Bank A/S | 2.44 | 0.08 | 0.1827 | 0.0076 | ||
| DANSKE / Danske Bank A/S | 2.44 | 0.08 | 0.1827 | 0.0076 | ||
| US14686TAC27 / CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A3 144A | 2.44 | -22.47 | 0.1826 | -0.0433 | ||
| US07335YAA47 / BDS 2021-FL10 LTD / BDS 2021-FL10 LLC 1ML+135 12/18/2036 144A | 2.42 | -18.08 | 0.1807 | -0.0309 | ||
| US83206NAB38 / SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1B V/R REGD 144A P/P 1.83000000 | 2.36 | -5.06 | 0.1768 | -0.0018 | ||
| CHESAPEAKE FUNDING II LLC CFII 2024 1A A1 144A / ABS-O (US165183DE19) | 2.34 | -11.69 | 0.1747 | -0.0150 | ||
| FREDDIE MAC FHR 5517 FE / ABS-MBS (US3137HKGJ75) | 2.31 | -6.25 | 0.1728 | -0.0040 | ||
| FREDDIE MAC FHR 5517 FE / ABS-MBS (US3137HKGJ75) | 2.31 | -6.25 | 0.1728 | -0.0040 | ||
| FREDDIE MAC FHR 5505 AF / ABS-MBS (US3137HJ6H53) | 2.29 | -6.58 | 0.1711 | -0.0046 | ||
| FREDDIE MAC FHR 5505 AF / ABS-MBS (US3137HJ6H53) | 2.29 | -6.58 | 0.1711 | -0.0046 | ||
| US83206NAA54 / SMB Private Education Loan Trust 2022-B | 2.28 | -4.04 | 0.1708 | 0.0001 | ||
| H1PE34 / Hewlett Packard Enterprise Company - Depositary Receipt (Common Stock) | 2.25 | 0.40 | 0.1686 | 0.0075 | ||
| H1PE34 / Hewlett Packard Enterprise Company - Depositary Receipt (Common Stock) | 2.25 | 0.40 | 0.1686 | 0.0075 | ||
| CH1230759495 / CREDIT SUISSE SCHWEIZ AG /EUR/ REGD REG S EMTN 3.39000000 | 2.25 | 8.70 | 0.1683 | 0.0198 | ||
| ATHENE GLOBAL FUNDING SECURED REGS 02/27 VAR / DBT (XS2757986224) | 2.25 | 8.86 | 0.1683 | 0.0200 | ||
| ATHENE GLOBAL FUNDING SECURED REGS 02/27 VAR / DBT (XS2757986224) | 2.25 | 8.86 | 0.1683 | 0.0200 | ||
| US42806MBA62 / Hertz Vehicle Financing LLC | 2.25 | -49.93 | 0.1681 | -0.1539 | ||
| CVS / CVS Health Corporation - Depositary Receipt (Common Stock) | 2.25 | 0.1680 | 0.1680 | |||
| CVS / CVS Health Corporation - Depositary Receipt (Common Stock) | 2.25 | 0.1680 | 0.1680 | |||
| US69291QAA31 / PFP III PFP 2022 9 A 144A | 2.24 | -21.87 | 0.1676 | -0.0381 | ||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H11 FD / ABS-MBS (US38383KZS40) | 2.21 | -2.38 | 0.1656 | 0.0029 | ||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H11 FD / ABS-MBS (US38383KZS40) | 2.21 | -2.38 | 0.1656 | 0.0029 | ||
| US00084DBC39 / ABN AMRO Bank NV | 2.21 | -0.45 | 0.1654 | 0.0060 | ||
| SANDSTONE PEAK LTD. SAND 2021 1A A1R 144A / ABS-CBDO (US800130AN66) | 2.20 | 0.05 | 0.1647 | 0.0068 | ||
| SANDSTONE PEAK LTD. SAND 2021 1A A1R 144A / ABS-CBDO (US800130AN66) | 2.20 | 0.05 | 0.1647 | 0.0068 | ||
| ABBVD / AbbVie Inc. - Depositary Receipt (Common Stock) | 2.20 | 0.1644 | 0.1644 | |||
| ABBVD / AbbVie Inc. - Depositary Receipt (Common Stock) | 2.20 | 0.1644 | 0.1644 | |||
| SANTANDER UK GROUP HLDGS SANTANDER UK GROUP HLDGS / DBT (US80281LAU98) | 2.20 | 0.83 | 0.1644 | 0.0080 | ||
| SANTANDER UK GROUP HLDGS SANTANDER UK GROUP HLDGS / DBT (US80281LAU98) | 2.20 | 0.83 | 0.1644 | 0.0080 | ||
| US78432WAA18 / SFO Commercial Mortgage Trust 2021-555 | 2.19 | 0.97 | 0.1639 | 0.0082 | ||
| US83207DAA63 / SMB PRIVATE EDUCATION LOAN TRUST 2023-C SER 2023-C CL A1A REGD 144A P/P 5.67000000 | 2.17 | -4.67 | 0.1620 | -0.0010 | ||
| US05583JAN28 / BPCE SA | 2.11 | -0.24 | 0.1582 | 0.0061 | ||
| FREDDIE MAC FHR 5508 DF / ABS-MBS (US3137HJG849) | 2.11 | -2.90 | 0.1578 | 0.0019 | ||
| FREDDIE MAC FHR 5508 DF / ABS-MBS (US3137HJG849) | 2.11 | -2.90 | 0.1578 | 0.0019 | ||
| JETD / MAX Airlines -3X Inverse Leveraged ETNs due May 28, 2043 - Structured Product | 2.11 | 0.19 | 0.1575 | 0.0067 | ||
| JETD / MAX Airlines -3X Inverse Leveraged ETNs due May 28, 2043 - Structured Product | 2.11 | 0.19 | 0.1575 | 0.0067 | ||
| US87276WAA18 / TPG Real Estate Finance Issuer LTD | 2.11 | -4.97 | 0.1575 | -0.0015 | ||
| US17305EGP43 / Citibank Credit Card Issuance Trust | 2.10 | -0.10 | 0.1572 | 0.0062 | ||
| US38383KDE91 / GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H20 FE | 2.06 | -1.25 | 0.1542 | 0.0045 | ||
| KOREA EXPRESSWAY CORP KOREA EXPRESSWAY CORP / DBT (US50066HAD08) | 2.03 | 0.10 | 0.1520 | 0.0064 | ||
| KOREA EXPRESSWAY CORP KOREA EXPRESSWAY CORP / DBT (US50066HAD08) | 2.03 | 0.10 | 0.1520 | 0.0064 | ||
| DGZ / DB Gold Short ETN | 2.02 | 1.26 | 0.1508 | 0.0079 | ||
| DGZ / DB Gold Short ETN | 2.02 | 1.26 | 0.1508 | 0.0079 | ||
| US33830CAA80 / DBGS 2018-5BP Mortgage Trust | 2.01 | 2.39 | 0.1506 | 0.0095 | ||
| PROTECTIVE LIFE GLOBAL SECURED 144A 07/26 VAR / DBT (US743672AG20) | 2.00 | 0.00 | 0.1498 | 0.0061 | ||
| PROTECTIVE LIFE GLOBAL SECURED 144A 07/26 VAR / DBT (US743672AG20) | 2.00 | 0.00 | 0.1498 | 0.0061 | ||
| HOLCIM FIN US LLC 07/25 ZCP / DBT (US43475FUG52) | 2.00 | 0.1493 | 0.1493 | |||
| HOLCIM FIN US LLC 07/25 ZCP / DBT (US43475FUG52) | 2.00 | 0.1493 | 0.1493 | |||
| US05565ECE32 / BMW US CAPITAL LLC 144A LIFE SR UNSEC 5.05% 08-11-28 | 1.97 | 0.92 | 0.1471 | 0.0073 | ||
| US91282CEP23 / WI TREASURY N/B REGD 2.87500000 | 1.96 | 0.82 | 0.1466 | 0.0072 | ||
| FANNIE MAE FNR 2025 24 FB / ABS-MBS (US3136BVSA74) | 1.94 | -3.00 | 0.1451 | 0.0016 | ||
| FANNIE MAE FNR 2025 24 FB / ABS-MBS (US3136BVSA74) | 1.94 | -3.00 | 0.1451 | 0.0016 | ||
| US31418CLK89 / Fannie Mae Pool | 1.94 | -5.29 | 0.1448 | -0.0018 | ||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 1.92 | 0.37 | 0.1433 | 0.0063 | ||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 1.91 | -0.26 | 0.1430 | 0.0055 | ||
| STELLANTIS FINANCIAL UNDERWRIT SFUEL 2025 AA A2 144A / ABS-O (US858928AB07) | 1.91 | 0.1425 | 0.1425 | |||
| STELLANTIS FINANCIAL UNDERWRIT SFUEL 2025 AA A2 144A / ABS-O (US858928AB07) | 1.91 | 0.1425 | 0.1425 | |||
| US004421XW81 / ACE SECURITIES CORP. ACE 2006 SD1 M1 | 1.90 | -4.85 | 0.1424 | -0.0011 | ||
| ABU DHABI DEVELOPMENTAL ABU DHABI DEVELOPMENTAL / DBT (US00402D2A25) | 1.86 | 0.49 | 0.1388 | 0.0063 | ||
| ABU DHABI DEVELOPMENTAL ABU DHABI DEVELOPMENTAL / DBT (US00402D2A25) | 1.86 | 0.49 | 0.1388 | 0.0063 | ||
| US38383KCV26 / GNMA, Series 2023-H20, Class FA | 1.85 | -1.90 | 0.1387 | 0.0031 | ||
| US38375UWU05 / GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H11 FJ | 1.84 | -22.55 | 0.1374 | -0.0328 | ||
| US38382YAZ60 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-H12 CL DF V/R 6.17700000 | 1.79 | -0.56 | 0.1340 | 0.0048 | ||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 1.72 | 0.1286 | 0.1286 | |||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 1.72 | 0.1286 | 0.1286 | |||
| C1PB34 / The Campbell's Company - Depositary Receipt (Common Stock) | 1.71 | -0.18 | 0.1278 | 0.0050 | ||
| C1PB34 / The Campbell's Company - Depositary Receipt (Common Stock) | 1.71 | -0.18 | 0.1278 | 0.0050 | ||
| COOPERAT RABOBANK UA/NY 08/26 VAR / DBT (US21688ABG67) | 1.70 | -0.12 | 0.1275 | 0.0051 | ||
| US91282CAQ42 / USTN TII 0.125% 10/15/2025 | 1.66 | 0.60 | 0.1244 | 0.0057 | ||
| CITIBANK NA SR UNSECURED 11/27 VAR / DBT (US17325FBL13) | 1.61 | 0.12 | 0.1204 | 0.0051 | ||
| CITIBANK NA SR UNSECURED 11/27 VAR / DBT (US17325FBL13) | 1.61 | 0.12 | 0.1204 | 0.0051 | ||
| ACA / Crédit Agricole S.A. | 1.61 | -0.25 | 0.1204 | 0.0046 | ||
| ACA / Crédit Agricole S.A. | 1.61 | -0.25 | 0.1204 | 0.0046 | ||
| FHLMC MULTIFAMILY STRUCTURED P FHMS Q034 APT2 / ABS-MBS (US3137HLY301) | 1.60 | 0.1193 | 0.1193 | |||
| FHLMC MULTIFAMILY STRUCTURED P FHMS Q034 APT2 / ABS-MBS (US3137HLY301) | 1.60 | 0.1193 | 0.1193 | |||
| US38383KDF66 / GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H20 FG | 1.57 | -0.76 | 0.1175 | 0.0039 | ||
| US12551JAL08 / CIFC FUNDING LTD CIFC 2017 4A A1R 144A | 1.54 | -23.46 | 0.1152 | -0.0292 | ||
| US50203JAA60 / LFT CRE 2021-FL1 Ltd | 1.54 | -22.55 | 0.1149 | -0.0274 | ||
| S56431109 / Northam Platinum Holdings Ltd | 1.53 | 1.19 | 0.1145 | 0.0060 | ||
| US3132Y16V51 / FED HM LN PC POOL Q58083 FG 08/48 FIXED 4 | 1.52 | -0.39 | 0.1138 | 0.0043 | ||
| CITIBANK NA CITIBANK NA / DBT (US17325FBJ66) | 1.51 | 0.00 | 0.1130 | 0.0046 | ||
| CITIBANK NA CITIBANK NA / DBT (US17325FBJ66) | 1.51 | 0.00 | 0.1130 | 0.0046 | ||
| US78433XAA81 / Stonepeak ABS, Series 2021-1A | 1.50 | -10.11 | 0.1124 | -0.0076 | ||
| US31418CFM10 / Fannie Mae Pool | 1.44 | -5.25 | 0.1081 | -0.0013 | ||
| US36264BAA89 / GPMT LTD. GPMT 2021 FL3 A 144A | 1.44 | -19.47 | 0.1077 | -0.0205 | ||
| BANQUE FED CRED MUTUEL BANQUE FED CRED MUTUEL / DBT (US06675DCM20) | 1.43 | 0.28 | 0.1067 | 0.0047 | ||
| BANQUE FED CRED MUTUEL BANQUE FED CRED MUTUEL / DBT (US06675DCM20) | 1.43 | 0.28 | 0.1067 | 0.0047 | ||
| INDIGO CREDIT MANAGEMENT INDI 2A A 144A / ABS-CBDO (XS2916992865) | 1.42 | 9.18 | 0.1059 | 0.0128 | ||
| INDIGO CREDIT MANAGEMENT INDI 2A A 144A / ABS-CBDO (XS2916992865) | 1.42 | 9.18 | 0.1059 | 0.0128 | ||
| RFR USD SOFR/2.00000 12/21/22-10Y CME / DIR (EZFXDWH0DRR4) | 1.41 | -5.31 | 0.1054 | -0.0014 | ||
| XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV | 1.41 | 0.07 | 0.1053 | 0.0043 | ||
| XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV | 1.41 | 0.07 | 0.1053 | 0.0043 | ||
| GOLDMAN SACHS BANK USA GOLDMAN SACHS BANK USA / DBT (US38151LAH33) | 1.40 | 0.00 | 0.1051 | 0.0043 | ||
| GOLDMAN SACHS BANK USA GOLDMAN SACHS BANK USA / DBT (US38151LAH33) | 1.40 | 0.00 | 0.1051 | 0.0043 | ||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 4A A1R 144A / ABS-CBDO (US05685AAQ13) | 1.40 | 0.36 | 0.1050 | 0.0046 | ||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 4A A1R 144A / ABS-CBDO (US05685AAQ13) | 1.40 | 0.36 | 0.1050 | 0.0046 | ||
| US3140H7LS41 / FNMA POOL BJ5736 FN 04/48 FIXED 4 | 1.40 | -0.28 | 0.1049 | 0.0040 | ||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 3A A2A 144A / ABS-O (US96043CAB63) | 1.38 | -31.25 | 0.1036 | -0.0408 | ||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 3A A2A 144A / ABS-O (US96043CAB63) | 1.38 | -31.25 | 0.1036 | -0.0408 | ||
| US38375UKC35 / GNMA, Series 2014-H11, Class VA | 1.35 | -13.62 | 0.1011 | -0.0111 | ||
| C1CI34 / Crown Castle Inc. - Depositary Receipt (Common Stock) | 1.35 | 0.1007 | 0.1007 | |||
| C1CI34 / Crown Castle Inc. - Depositary Receipt (Common Stock) | 1.35 | 0.1007 | 0.1007 | |||
| FANNIE MAE FNR 2012 120 WE / ABS-MBS (US3136A9N533) | 1.34 | -15.16 | 0.1005 | -0.0131 | ||
| FANNIE MAE FNR 2012 120 WE / ABS-MBS (US3136A9N533) | 1.34 | -15.16 | 0.1005 | -0.0131 | ||
| KOREA HOUSING FINANCE CO 08/27 4.875 / DBT (US50065RAP29) | 1.32 | 0.15 | 0.0986 | 0.0042 | ||
| KOREA HOUSING FINANCE CO 08/27 4.875 / DBT (US50065RAP29) | 1.32 | 0.15 | 0.0986 | 0.0042 | ||
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/27 4.875 / DBT (US44891ADU88) | 1.31 | 0.0979 | 0.0979 | |||
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/27 4.875 / DBT (US44891ADU88) | 1.31 | 0.0979 | 0.0979 | |||
| FNMA POOL BW7013 FN 08/52 FIXED 5 / ABS-MBS (US3140MYYK23) | 1.28 | -10.50 | 0.0957 | -0.0069 | ||
| FNMA POOL BW7013 FN 08/52 FIXED 5 / ABS-MBS (US3140MYYK23) | 1.28 | -10.50 | 0.0957 | -0.0069 | ||
| US34535QAA31 / Ford Credit Auto Owner Trust 2023-REV1 | 1.27 | 0.40 | 0.0949 | 0.0042 | ||
| FREDDIE MAC FHR 5345 A / ABS-MBS (US3137HAQS82) | 1.25 | -12.90 | 0.0935 | -0.0095 | ||
| FREDDIE MAC FHR 5345 A / ABS-MBS (US3137HAQS82) | 1.25 | -12.90 | 0.0935 | -0.0095 | ||
| NOCG34 / Northrop Grumman Corporation - Depositary Receipt (Common Stock) | 1.25 | 0.0932 | 0.0932 | |||
| NOCG34 / Northrop Grumman Corporation - Depositary Receipt (Common Stock) | 1.25 | 0.0932 | 0.0932 | |||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 1.23 | 0.08 | 0.0916 | 0.0038 | ||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 1.23 | 0.08 | 0.0916 | 0.0038 | ||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | 1.22 | 0.0910 | 0.0910 | |||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | 1.22 | 0.0910 | 0.0910 | |||
| SCE.PRK / SCE Trust V - Preferred Security | 1.21 | 0.08 | 0.0902 | 0.0038 | ||
| SCE.PRK / SCE Trust V - Preferred Security | 1.21 | 0.08 | 0.0902 | 0.0038 | ||
| ELEVATION CLO LTD AWPT 2018 3A A1R2 144A / ABS-CBDO (US28623VAN91) | 1.20 | 0.08 | 0.0898 | 0.0037 | ||
| ELEVATION CLO LTD AWPT 2018 3A A1R2 144A / ABS-CBDO (US28623VAN91) | 1.20 | 0.08 | 0.0898 | 0.0037 | ||
| FREDDIE MAC SLST SLST 2023 1 A11 144A / ABS-MBS (US35564CNN38) | 1.19 | -32.92 | 0.0892 | -0.0383 | ||
| FREDDIE MAC SLST SLST 2023 1 A11 144A / ABS-MBS (US35564CNN38) | 1.19 | -32.92 | 0.0892 | -0.0383 | ||
| FANNIE MAE FNR 2024 38 FA / ABS-MBS (US3136BR4S35) | 1.15 | -5.37 | 0.0857 | -0.0012 | ||
| FANNIE MAE FNR 2024 38 FA / ABS-MBS (US3136BR4S35) | 1.15 | -5.37 | 0.0857 | -0.0012 | ||
| FANNIE MAE FNR 2024 38 AF / ABS-MBS (US3136BR5A18) | 1.14 | -5.77 | 0.0855 | -0.0016 | ||
| FANNIE MAE FNR 2024 38 AF / ABS-MBS (US3136BR5A18) | 1.14 | -5.77 | 0.0855 | -0.0016 | ||
| US3140HNY970 / FNMA POOL BK8835 FN 08/48 FIXED 4 | 1.14 | -0.26 | 0.0853 | 0.0033 | ||
| FORD AUTO SECURITIZATION TRUST FASTR 2023 BA A2 144A / ABS-O (CA345214AY60) | 1.14 | -11.47 | 0.0849 | -0.0071 | ||
| FORD AUTO SECURITIZATION TRUST FASTR 2023 BA A2 144A / ABS-O (CA345214AY60) | 1.14 | -11.47 | 0.0849 | -0.0071 | ||
| US05401AAB70 / Avolon Holdings Funding Ltd | 1.12 | 1.82 | 0.0839 | 0.0048 | ||
| US05401AAB70 / Avolon Holdings Funding Ltd | 1.12 | 1.82 | 0.0839 | 0.0048 | ||
| FREDDIE MAC FHR 5511 FG / ABS-MBS (US3137HKKP89) | 1.11 | -9.08 | 0.0831 | -0.0046 | ||
| FREDDIE MAC FHR 5511 FG / ABS-MBS (US3137HKKP89) | 1.11 | -9.08 | 0.0831 | -0.0046 | ||
| PIKES PEAK CLO PIPK 2019 4A ARR 144A / ABS-CBDO (US72132WAN92) | 1.10 | 0.27 | 0.0823 | 0.0036 | ||
| PIKES PEAK CLO PIPK 2019 4A ARR 144A / ABS-CBDO (US72132WAN92) | 1.10 | 0.27 | 0.0823 | 0.0036 | ||
| FHLMC MULTIFAMILY STRUCTURED P FHMS Q029 A / ABS-MBS (US3137HHH387) | 1.10 | -0.09 | 0.0823 | 0.0033 | ||
| FHLMC MULTIFAMILY STRUCTURED P FHMS Q029 A / ABS-MBS (US3137HHH387) | 1.10 | -0.09 | 0.0823 | 0.0033 | ||
| GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 2 A2B / ABS-O (US379931AC24) | 1.06 | -43.28 | 0.0796 | -0.0549 | ||
| GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 2 A2B / ABS-O (US379931AC24) | 1.06 | -43.28 | 0.0796 | -0.0549 | ||
| RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) | 1.01 | 0.70 | 0.0759 | 0.0036 | ||
| RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) | 1.01 | 0.70 | 0.0759 | 0.0036 | ||
| HARDWOOD FUNDING LLC CORP0HRE5 / DBT (955NUFII1) | 1.01 | 0.0756 | 0.0756 | |||
| HARDWOOD FUNDING LLC CORP0HRE5 / DBT (955NUFII1) | 1.01 | 0.0756 | 0.0756 | |||
| PIKES PEAK CLO PIPK 2018 2A ARR 144A / ABS-CBDO (US72133JAY38) | 1.00 | 0.20 | 0.0749 | 0.0033 | ||
| PIKES PEAK CLO PIPK 2018 2A ARR 144A / ABS-CBDO (US72133JAY38) | 1.00 | 0.20 | 0.0749 | 0.0033 | ||
| US38383KCS96 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H19 CL FA V/R 6.20000000 | 0.99 | -0.50 | 0.0744 | 0.0027 | ||
| CARVAL CLO LTD CARVL 2019 2A AR2 144A / ABS-CBDO (US14686WAW10) | 0.99 | -1.00 | 0.0738 | 0.0022 | ||
| CARVAL CLO LTD CARVL 2019 2A AR2 144A / ABS-CBDO (US14686WAW10) | 0.99 | -1.00 | 0.0738 | 0.0022 | ||
| FNMA POOL AN7957 FN 01/28 FIXED 3.22 / ABS-MBS (US3138LLZX68) | 0.98 | 0.82 | 0.0736 | 0.0035 | ||
| FNMA POOL AN7957 FN 01/28 FIXED 3.22 / ABS-MBS (US3138LLZX68) | 0.98 | 0.82 | 0.0736 | 0.0035 | ||
| FANNIE MAE FNR 2025 12 FG / ABS-MBS (US3136BVFH64) | 0.95 | -4.13 | 0.0712 | -0.0000 | ||
| FANNIE MAE FNR 2025 12 FG / ABS-MBS (US3136BVFH64) | 0.95 | -4.13 | 0.0712 | -0.0000 | ||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1A 144A / ABS-O (US83207QAA76) | 0.91 | -2.68 | 0.0679 | 0.0010 | ||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1A 144A / ABS-O (US83207QAA76) | 0.91 | -2.68 | 0.0679 | 0.0010 | ||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H07 FC / ABS-MBS (US38383KVE99) | 0.90 | -9.15 | 0.0676 | -0.0038 | ||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H07 FC / ABS-MBS (US38383KVE99) | 0.90 | -9.15 | 0.0676 | -0.0038 | ||
| HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (US40412BVE00) | 0.89 | 0.0669 | 0.0669 | |||
| HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (US40412BVE00) | 0.89 | 0.0669 | 0.0669 | |||
| WIND RIVER CLO LTD WINDR 2016 1KRA A1R3 144A / ABS-CBDO (US97314DAN84) | 0.89 | -0.45 | 0.0668 | 0.0024 | ||
| WIND RIVER CLO LTD WINDR 2016 1KRA A1R3 144A / ABS-CBDO (US97314DAN84) | 0.89 | -0.45 | 0.0668 | 0.0024 | ||
| FNMA POOL BL3670 FN 10/26 FIXED 2.08 / ABS-MBS (US3140HVCG74) | 0.88 | 0.69 | 0.0655 | 0.0031 | ||
| FNMA POOL BL3670 FN 10/26 FIXED 2.08 / ABS-MBS (US3140HVCG74) | 0.88 | 0.69 | 0.0655 | 0.0031 | ||
| FREDDIE MAC FHR 5426 CF / ABS-MBS (US3137HCY227) | 0.86 | -6.02 | 0.0642 | -0.0013 | ||
| FREDDIE MAC FHR 5426 CF / ABS-MBS (US3137HCY227) | 0.86 | -6.02 | 0.0642 | -0.0013 | ||
| 01626P148 / Alimentation Couche-Tard Inc | 0.85 | 0.0633 | 0.0633 | |||
| 01626P148 / Alimentation Couche-Tard Inc | 0.85 | 0.0633 | 0.0633 | |||
| US3133C23A45 / UMBS | 0.83 | -0.36 | 0.0622 | 0.0023 | ||
| 01626P148 / Alimentation Couche-Tard Inc | 0.80 | 0.0598 | 0.0598 | |||
| 01626P148 / Alimentation Couche-Tard Inc | 0.80 | 0.0598 | 0.0598 | |||
| US07384M4F63 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 14A1 | 0.78 | -1.76 | 0.0585 | 0.0014 | ||
| ORCL / Oracle Corporation - Depositary Receipt (Common Stock) | 0.75 | 0.13 | 0.0564 | 0.0024 | ||
| ORCL / Oracle Corporation - Depositary Receipt (Common Stock) | 0.75 | 0.13 | 0.0564 | 0.0024 | ||
| US3132HUCJ07 / FREDDIEMAC STRIP FHS 332 V1 | 0.75 | -1.70 | 0.0562 | 0.0014 | ||
| US17331KAD19 / Citizens Auto Receivables Trust | 0.75 | -22.43 | 0.0560 | -0.0132 | ||
| 01626P148 / Alimentation Couche-Tard Inc | 0.75 | 0.0559 | 0.0559 | |||
| 01626P148 / Alimentation Couche-Tard Inc | 0.75 | 0.0559 | 0.0559 | |||
| GNMA II POOL MA2273 G2 10/29 FIXED 3.5 / ABS-MBS (US36179QQ200) | 0.72 | -10.43 | 0.0540 | -0.0038 | ||
| AVGO / Broadcom Inc. - Depositary Receipt (Common Stock) | 0.71 | 0.28 | 0.0531 | 0.0023 | ||
| AVGO / Broadcom Inc. - Depositary Receipt (Common Stock) | 0.71 | 0.28 | 0.0531 | 0.0023 | ||
| MERCEDES BENZ FIN NA COMPANY GUAR 144A 11/27 4.9 / DBT (US58769JAZ03) | 0.71 | 0.0530 | 0.0530 | |||
| MERCEDES BENZ FIN NA COMPANY GUAR 144A 11/27 4.9 / DBT (US58769JAZ03) | 0.71 | 0.0530 | 0.0530 | |||
| US05610AAW80 / BX Trust, Series 2022-FOX2, Class A2 | 0.71 | -6.12 | 0.0528 | -0.0012 | ||
| ROMARK CREDIT FUNDING LTD RCF 2024 3A A 144A / ABS-CBDO (US77587BAA26) | 0.70 | 0.0525 | 0.0525 | |||
| ROMARK CREDIT FUNDING LTD RCF 2024 3A A 144A / ABS-CBDO (US77587BAA26) | 0.70 | 0.0525 | 0.0525 | |||
| 01626P148 / Alimentation Couche-Tard Inc | 0.70 | 0.0523 | 0.0523 | |||
| 01626P148 / Alimentation Couche-Tard Inc | 0.70 | 0.0523 | 0.0523 | |||
| CBRE SVCS INC / DBT (US12610BUA87) | 0.70 | 0.0523 | 0.0523 | |||
| CBRE SVCS INC / DBT (US12610BUA87) | 0.70 | 0.0523 | 0.0523 | |||
| A3KMYN / Air Lease Corporation - Preferred Stock | 0.70 | 0.0523 | 0.0523 | |||
| FANNIE MAE FNR 2024 54 FC / ABS-MBS (US3136BSSC02) | 0.70 | -12.47 | 0.0520 | -0.0049 | ||
| FANNIE MAE FNR 2024 54 FC / ABS-MBS (US3136BSSC02) | 0.70 | -12.47 | 0.0520 | -0.0049 | ||
| US3133BXWB37 / FED HM LN PC POOL QF9642 FR 03/53 FIXED 5 | 0.68 | -5.56 | 0.0509 | -0.0008 | ||
| US3133C2MQ84 / FED HM LN PC POOL QG2167 FR 04/53 FIXED 5 | 0.66 | -10.41 | 0.0496 | -0.0035 | ||
| US004421JH70 / ACE SECURITIES CORP. ACE 2004 HE4 M1 | 0.65 | -0.61 | 0.0485 | 0.0017 | ||
| HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (US40412BVF74) | 0.65 | 0.0483 | 0.0483 | |||
| HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (US40412BVF74) | 0.65 | 0.0483 | 0.0483 | |||
| US842400HS51 / Southern California Edison Co. | 0.62 | 0.16 | 0.0460 | 0.0019 | ||
| 01626P148 / Alimentation Couche-Tard Inc | 0.60 | 0.0448 | 0.0448 | |||
| MDLZ / Mondelez International, Inc. - Depositary Receipt (Common Stock) | 0.60 | 0.0446 | 0.0446 | |||
| MDLZ / Mondelez International, Inc. - Depositary Receipt (Common Stock) | 0.60 | 0.0446 | 0.0446 | |||
| CHASE AUTO OWNER TRUST CHAOT 2024 1A A2 144A / ABS-O (US16144BAB45) | 0.60 | -54.65 | 0.0445 | -0.0496 | ||
| CHASE AUTO OWNER TRUST CHAOT 2024 1A A2 144A / ABS-O (US16144BAB45) | 0.60 | -54.65 | 0.0445 | -0.0496 | ||
| US669884AA68 / NOVASTAR HOME EQUITY LOAN NHEL 2006 1 A1A | 0.59 | -15.11 | 0.0442 | -0.0057 | ||
| US3133BX6R70 / FHLG 30YR 5% 04/01/2053#QF9880 | 0.58 | -8.37 | 0.0434 | -0.0020 | ||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.57 | 0.0424 | 0.0424 | |||
| FORTRESS CREDIT BSL LIMITED FCBSL 2019 1A A1R 144A / ABS-CBDO (US34956NAL64) | 0.56 | -27.17 | 0.0415 | -0.0132 | ||
| FORTRESS CREDIT BSL LIMITED FCBSL 2019 1A A1R 144A / ABS-CBDO (US34956NAL64) | 0.56 | -27.17 | 0.0415 | -0.0132 | ||
| FNMA POOL MA5352 FN 05/54 FIXED 5 / ABS-MBS (US31418E5N65) | 0.55 | -2.14 | 0.0412 | 0.0008 | ||
| FNMA POOL MA5352 FN 05/54 FIXED 5 / ABS-MBS (US31418E5N65) | 0.55 | -2.14 | 0.0412 | 0.0008 | ||
| NXP BV NXP FDG NXP USA DISC CO / DBT (US67122RU186) | 0.55 | 0.0411 | 0.0411 | |||
| US3132DWFG33 / Freddie Mac Pool | 0.53 | -2.02 | 0.0400 | 0.0009 | ||
| US92916MAF86 / VOYA CLO LTD VOYA 2017 1A A1R 144A | 0.52 | -24.82 | 0.0390 | -0.0107 | ||
| LVS / Las Vegas Sands Corp. - Depositary Receipt (Common Stock) | 0.51 | 0.0382 | 0.0382 | |||
| LVS / Las Vegas Sands Corp. - Depositary Receipt (Common Stock) | 0.51 | 0.0382 | 0.0382 | |||
| MORGAN STANLEY BANK NA MORGAN STANLEY BANK NA / DBT (US61690U8E33) | 0.51 | 0.40 | 0.0379 | 0.0017 | ||
| MORGAN STANLEY BANK NA MORGAN STANLEY BANK NA / DBT (US61690U8E33) | 0.51 | 0.40 | 0.0379 | 0.0017 | ||
| US89233FHN15 / Toyota Motor Credit Corporation | 0.50 | 0.00 | 0.0375 | 0.0015 | ||
| US89233FHN15 / Toyota Motor Credit Corporation | 0.50 | 0.00 | 0.0375 | 0.0015 | ||
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (US48002AU933) | 0.50 | 0.0374 | 0.0374 | |||
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (US48002AU933) | 0.50 | 0.0374 | 0.0374 | |||
| TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A A2 144A / ABS-O (US88164AAB08) | 0.49 | -3.19 | 0.0363 | 0.0003 | ||
| TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A A2 144A / ABS-O (US88164AAB08) | 0.49 | -3.19 | 0.0363 | 0.0003 | ||
| FNMA POOL AB3968 FN 12/26 FIXED 3 / ABS-MBS (US31417AMS59) | 0.48 | -20.13 | 0.0359 | -0.0072 | ||
| FNMA POOL AB3968 FN 12/26 FIXED 3 / ABS-MBS (US31417AMS59) | 0.48 | -20.13 | 0.0359 | -0.0072 | ||
| US3138ENEW53 / Fannie Mae Pool | 0.48 | -5.17 | 0.0358 | -0.0004 | ||
| CVS / CVS Health Corporation - Depositary Receipt (Common Stock) | 0.45 | 0.0336 | 0.0336 | |||
| CVS / CVS Health Corporation - Depositary Receipt (Common Stock) | 0.45 | 0.0336 | 0.0336 | |||
| CA34527ACL22 / Ford Credit Canada Co | 0.45 | 4.92 | 0.0336 | 0.0029 | ||
| STELLANTIS FIN US INC COMPANY GUAR 144A 03/28 5.35 / DBT (US85855CAM29) | 0.40 | 0.0302 | 0.0302 | |||
| STELLANTIS FIN US INC COMPANY GUAR 144A 03/28 5.35 / DBT (US85855CAM29) | 0.40 | 0.0302 | 0.0302 | |||
| RFR USD SOFR/3.25000 06/18/25-10Y CME / DIR (EZXZ4DC8KGZ4) | 0.37 | 0.0280 | 0.0280 | |||
| RFR USD SOFR/3.25000 06/18/25-10Y CME / DIR (EZXZ4DC8KGZ4) | 0.37 | 0.0280 | 0.0280 | |||
| FORD CREDIT CANADA CO/CA COMPANY GUAR REGS 09/25 6.777 / DBT (CA34527ACK49) | 0.37 | 4.83 | 0.0276 | 0.0024 | ||
| FORD CREDIT CANADA CO/CA COMPANY GUAR REGS 09/25 6.777 / DBT (CA34527ACK49) | 0.37 | 4.83 | 0.0276 | 0.0024 | ||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.35 | 0.0263 | 0.0263 | |||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.35 | 0.0263 | 0.0263 | |||
| SCE.PRK / SCE Trust V - Preferred Security | 0.30 | 0.00 | 0.0226 | 0.0010 | ||
| US31418ELX66 / FNMA 30YR 5% 12/01/2052#MA4841 | 0.30 | -2.27 | 0.0226 | 0.0004 | ||
| US3128MJ3T51 / FEDERAL HOME LOAN MORTGAGE CORP 4.00% 04/01/2048 G30 FGLMC | 0.30 | -1.64 | 0.0225 | 0.0006 | ||
| S1YK34 / Stryker Corporation - Depositary Receipt (Common Stock) | 0.30 | 1.01 | 0.0224 | 0.0011 | ||
| RTX / RTX Corporation - Depositary Receipt (Common Stock) | 0.30 | 0.0224 | 0.0224 | |||
| RTX / RTX Corporation - Depositary Receipt (Common Stock) | 0.30 | 0.0224 | 0.0224 | |||
| US031162DP23 / Amgen Inc | 0.29 | 0.35 | 0.0216 | 0.0010 | ||
| TREASURY BILL 07/25 0.00000 / DBT (US912797LW51) | 0.27 | 0.0204 | 0.0204 | |||
| TREASURY BILL 07/25 0.00000 / DBT (US912797LW51) | 0.27 | 0.0204 | 0.0204 | |||
| US225401AZ15 / Credit Suisse Group AG | 0.27 | 1.87 | 0.0203 | 0.0011 | ||
| US38376REV42 / GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H17 FL | 0.26 | -19.06 | 0.0194 | -0.0036 | ||
| US38375UXM79 / Government National Mortgage Association | 0.26 | -17.04 | 0.0194 | -0.0030 | ||
| US31416VJD73 / Fannie Mae Pool | 0.25 | -1.56 | 0.0190 | 0.0005 | ||
| G1PI34 / Global Payments Inc. - Depositary Receipt (Common Stock) | 0.25 | 0.0187 | 0.0187 | |||
| G1PI34 / Global Payments Inc. - Depositary Receipt (Common Stock) | 0.25 | 0.0187 | 0.0187 | |||
| NXP BV NXP FDG NXP USA DISC CO / DBT (US67122RU269) | 0.25 | 0.0187 | 0.0187 | |||
| NXP BV NXP FDG NXP USA DISC CO / DBT (US67122RU269) | 0.25 | 0.0187 | 0.0187 | |||
| 01626P148 / Alimentation Couche-Tard Inc | 0.25 | 0.0187 | 0.0187 | |||
| 01626P148 / Alimentation Couche-Tard Inc | 0.25 | 0.0187 | 0.0187 | |||
| US46652LU215 / JABIL INC | 0.25 | 0.0187 | 0.0187 | |||
| BACARDI MARTINI B V / DBT (US05634EU340) | 0.25 | 0.0187 | 0.0187 | |||
| BACARDI MARTINI B V / DBT (US05634EU340) | 0.25 | 0.0187 | 0.0187 | |||
| 01626P148 / Alimentation Couche-Tard Inc | 0.25 | 0.0187 | 0.0187 | |||
| 01626P148 / Alimentation Couche-Tard Inc | 0.25 | 0.0187 | 0.0187 | |||
| BACARDI MARTINI B V / DBT (US05634EUA80) | 0.25 | 0.0187 | 0.0187 | |||
| BACARDI MARTINI B V / DBT (US05634EUA80) | 0.25 | 0.0187 | 0.0187 | |||
| ENBRIDGE (US) INC / DBT (US29251UUB24) | 0.25 | 0.0187 | 0.0187 | |||
| ENBRIDGE (US) INC / DBT (US29251UUB24) | 0.25 | 0.0187 | 0.0187 | |||
| CNQ / Canadian Natural Resources Limited | 0.25 | 0.0187 | 0.0187 | |||
| CNQ / Canadian Natural Resources Limited | 0.25 | 0.0187 | 0.0187 | |||
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (US48002AUE27) | 0.25 | 0.0187 | 0.0187 | |||
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (US48002AUE27) | 0.25 | 0.0187 | 0.0187 | |||
| HOLCIM FIN US LLC 07/25 ZCP / DBT (US43475FUF79) | 0.25 | 0.0187 | 0.0187 | |||
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (US48002AUG74) | 0.25 | 0.0187 | 0.0187 | |||
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (US48002AUG74) | 0.25 | 0.0187 | 0.0187 | |||
| A3KMYN / Air Lease Corporation - Preferred Stock | 0.25 | 0.0187 | 0.0187 | |||
| A3KMYN / Air Lease Corporation - Preferred Stock | 0.25 | 0.0187 | 0.0187 | |||
| XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV | 0.25 | 0.0186 | 0.0186 | |||
| XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV | 0.25 | 0.0186 | 0.0186 | |||
| CBRE SVCS INC 07/25 ZCP / DBT (US12610BUQ30) | 0.25 | 0.0186 | 0.0186 | |||
| CBRE SVCS INC 07/25 ZCP / DBT (US12610BUQ30) | 0.25 | 0.0186 | 0.0186 | |||
| T / TELUS Corporation | 0.25 | 0.0185 | 0.0185 | |||
| T / TELUS Corporation | 0.25 | 0.0185 | 0.0185 | |||
| US126671K623 / Countrywide Asset-Backed Certificates | 0.25 | -3.91 | 0.0184 | 0.0001 | ||
| US3132AEGL48 / FR ZT2003 | 0.23 | -8.70 | 0.0173 | -0.0009 | ||
| RFR USD SOFR/3.50000 12/18/24-1Y LCH / DIR (EZXN18T2XBB5) | 0.23 | 19.47 | 0.0170 | 0.0034 | ||
| RFR USD SOFR/3.50000 12/18/24-1Y LCH / DIR (EZXN18T2XBB5) | 0.23 | 19.47 | 0.0170 | 0.0034 | ||
| FANNIE MAE FNR 2019 51 AF / ABS-MBS (US3136B5P584) | 0.22 | -2.21 | 0.0166 | 0.0003 | ||
| FANNIE MAE FNR 2019 51 AF / ABS-MBS (US3136B5P584) | 0.22 | -2.21 | 0.0166 | 0.0003 | ||
| US76111XYD91 / RFMSI Series 2005-SA4 Trust | 0.21 | -0.95 | 0.0157 | 0.0005 | ||
| US38375B4Y56 / GNMA, Series 2013-H16, Class FA | 0.21 | -13.08 | 0.0154 | -0.0016 | ||
| US3140QQ2L85 / Fannie Mae Pool | 0.20 | -2.86 | 0.0153 | 0.0002 | ||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 0.20 | 1.00 | 0.0152 | 0.0007 | ||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 0.20 | 1.00 | 0.0152 | 0.0007 | ||
| US01F0424758 / Fannie Mae or Freddie Mac | 0.20 | 1.02 | 0.0149 | 0.0015 | ||
| US12669GBA85 / CHL Mortgage Pass-Through Trust 2004-HYB6 | 0.18 | -7.61 | 0.0137 | -0.0005 | ||
| US3133BNSV64 / FHLG 30YR 5% 10/01/2052#QF1432 | 0.17 | -6.08 | 0.0128 | -0.0003 | ||
| 317U7HTA5 PIMCO SWAPTION 3.75 CALL USD 2025103 / DIR (000000000) | 0.16 | 0.0121 | 0.0121 | |||
| 317U7HTA5 PIMCO SWAPTION 3.75 CALL USD 2025103 / DIR (000000000) | 0.16 | 0.0121 | 0.0121 | |||
| US939336X656 / WaMu Mortgage Pass-Through Certificates Series 2005-AR1 Trust | 0.15 | -4.37 | 0.0115 | -0.0000 | ||
| US31393BX754 / Fannie Mae Trust 2003-W6 | 0.15 | -4.40 | 0.0114 | -0.0001 | ||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.15 | 0.0113 | 0.0113 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.15 | 0.0113 | 0.0113 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.15 | 0.0113 | 0.0113 | |||
| US86358EGW03 / STRUCTURED ASSET INVESTMENT LO SAIL 2004 2 A4 | 0.14 | -2.74 | 0.0107 | 0.0002 | ||
| US3140J6GM33 / FANNIE MAE 4% 10/01/2047 FNL | 0.14 | -2.10 | 0.0105 | 0.0002 | ||
| 317U6RTA4 PIMCO SWAPTION 3.75 CALL USD 2025080 / DIR (000000000) | 0.12 | 0.0090 | 0.0090 | |||
| US924933AA27 / Veros Auto Receivables Trust, Series 2023-1, Class A | 0.12 | -65.80 | 0.0088 | -0.0160 | ||
| US68383NCU54 / Opteum Mortgage Acceptance Corp. Asset-Backed Pass-Through Certificates, Series 2005-5, Class 1APT | 0.12 | -6.50 | 0.0087 | -0.0002 | ||
| US126670LE60 / CHL Mortgage Pass-Through Trust 2005-HYB9 | 0.11 | -4.20 | 0.0086 | 0.0000 | ||
| SCE.PRK / SCE Trust V - Preferred Security | 0.11 | 0.00 | 0.0086 | 0.0004 | ||
| SCE.PRK / SCE Trust V - Preferred Security | 0.11 | 0.00 | 0.0086 | 0.0004 | ||
| US07402FAA30 / BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 1A1 | 0.11 | -2.65 | 0.0083 | 0.0001 | ||
| US41161PMX86 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 4 3A1 | 0.10 | -2.86 | 0.0076 | 0.0001 | ||
| US07402FAC95 / BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 2A1 | 0.10 | 1.00 | 0.0076 | 0.0004 | ||
| US842400HQ95 / SOUTHERN CAL EDISON REGD SER D 4.70000000 | 0.10 | 1.01 | 0.0075 | 0.0003 | ||
| US23308LAA26 / DBGS 2021-W52 Mortgage Trust | 0.10 | 0.00 | 0.0074 | 0.0003 | ||
| FNMA POOL BW7921 FN 08/52 FIXED 5 / ABS-MBS (US3140N0YT65) | 0.10 | -9.26 | 0.0074 | -0.0004 | ||
| FNMA POOL BW7921 FN 08/52 FIXED 5 / ABS-MBS (US3140N0YT65) | 0.10 | -9.26 | 0.0074 | -0.0004 | ||
| US3138WHZY11 / FNMA POOL AS7958 FN 08/46 FIXED 4.5 | 0.09 | -4.17 | 0.0069 | 0.0000 | ||
| US3128MJ3B44 / Freddie Mac Gold Pool | 0.09 | -2.27 | 0.0065 | 0.0001 | ||
| US76110WVV52 / RESIDENTIAL ASSET SECURITIES C RASC 2003 KS11 MII1 | 0.08 | -37.88 | 0.0062 | -0.0033 | ||
| US12669F6Z19 / CWMBS, Inc. | 0.08 | -3.66 | 0.0060 | 0.0001 | ||
| US007036LJ33 / Adjustable Rate Mortgage Trust, Series 2005-5, Class 2A1 | 0.08 | -10.34 | 0.0059 | -0.0004 | ||
| FNMA POOL AJ8540 FN 01/27 FIXED 3 / ABS-MBS (US3138E1P273) | 0.08 | -23.47 | 0.0057 | -0.0014 | ||
| FNMA POOL AJ8540 FN 01/27 FIXED 3 / ABS-MBS (US3138E1P273) | 0.08 | -23.47 | 0.0057 | -0.0014 | ||
| US05949ALH13 / BOAMS 2004 G 2A7 | 0.07 | -1.35 | 0.0055 | 0.0001 | ||
| US05949AHR41 / Banc of America Mortgage Trust, Series 2004-F, Class 1A1 | 0.07 | -2.82 | 0.0052 | 0.0001 | ||
| US863579JG47 / Structured Adjustable Rate Mortgage Loan Trust | 0.07 | -2.94 | 0.0050 | 0.0001 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.07 | 0.0049 | 0.0049 | |||
| US3140FAAZ54 / FNMA POOL BD2723 FN 08/46 FIXED 4.5 | 0.07 | 0.00 | 0.0049 | 0.0002 | ||
| US36179Q2A86 / Ginnie Mae II Pool | 0.06 | -7.35 | 0.0047 | -0.0002 | ||
| US07387QAX88 / Bear Stearns ALT-A Trust, Series 2006-8, Class 3A1 | 0.06 | -4.69 | 0.0046 | 0.0000 | ||
| US05951EAM93 / BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 4A1 | 0.06 | -5.17 | 0.0042 | 0.0000 | ||
| US362341RX95 / GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 | 0.06 | -3.51 | 0.0041 | 0.0000 | ||
| US31395M2F53 / Freddie Mac Structured Pass-Through Certificates | 0.05 | -3.77 | 0.0038 | 0.0000 | ||
| US34706CAA71 / FORT CRE 2022-FL3 ISSUER LLC SER 2022-FL3 CL A V/R REGD 144A P/P 1.90000000 | 0.05 | -93.63 | 0.0037 | -0.0526 | ||
| US69336RBM16 / PHHMC MORTGAGE PASS THROUGH CE PHHMC 2005 4 A7 | 0.05 | -2.08 | 0.0036 | 0.0001 | ||
| US32051D6B35 / FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES | 0.05 | -8.00 | 0.0035 | -0.0001 | ||
| US3140F5JF12 / FNMA POOL BC9261 FN 04/46 FIXED 4 | 0.05 | -2.13 | 0.0035 | 0.0001 | ||
| US57563NAA63 / MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY SER 2008-1 CL A1 V/R 2.88963000 | 0.05 | -6.25 | 0.0034 | -0.0000 | ||
| US3138ELA520 / FNMA POOL AL3627 FN 04/32 FIXED VAR | 0.04 | -4.44 | 0.0033 | -0.0000 | ||
| FED HM LN PC POOL ZS7743 FR 01/29 FIXED 2.5 / ABS-MBS (US3132A8S835) | 0.04 | -12.50 | 0.0032 | -0.0003 | ||
| FED HM LN PC POOL ZS7743 FR 01/29 FIXED 2.5 / ABS-MBS (US3132A8S835) | 0.04 | -12.50 | 0.0032 | -0.0003 | ||
| US07384MQ705 / Bear Stearns ARM Trust 2004-3 | 0.04 | -2.33 | 0.0032 | 0.0001 | ||
| FED HM LN PC POOL G07793 FG 06/31 FIXED 5 / ABS-MBS (US3128M97E62) | 0.04 | -10.87 | 0.0031 | -0.0002 | ||
| FED HM LN PC POOL G07793 FG 06/31 FIXED 5 / ABS-MBS (US3128M97E62) | 0.04 | -10.87 | 0.0031 | -0.0002 | ||
| US31396V4Q81 / Fannie Mae REMICS | 0.04 | 0.00 | 0.0030 | 0.0001 | ||
| US863579VM76 / Structured Adjustable Rate Mortgage Loan Trust Series 2005-17 | 0.04 | -4.88 | 0.0030 | 0.0000 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.04 | 0.0028 | 0.0028 | |||
| US31409FL309 / FNMA POOL 869846 FN 04/36 FIXED 6.5 | 0.04 | -2.63 | 0.0028 | 0.0000 | ||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.04 | 0.0027 | 0.0027 | |||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.04 | 0.0027 | 0.0027 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.03 | 0.0026 | 0.0026 | |||
| US31391XDM83 / FNMA POOL 679708 FN 09/41 FLOATING VAR | 0.03 | -5.88 | 0.0024 | -0.0000 | ||
| US3132DN3T88 / FNCL UMBS 5.0 SD1710 10-01-52 | 0.03 | -3.12 | 0.0024 | 0.0001 | ||
| US32051GQL22 / First Horizon Mortgage Pass-Through Trust 2005-AR3 | 0.03 | 0.00 | 0.0023 | 0.0001 | ||
| US17307GTK49 / Citigroup Mortgage Loan Trust 2005-3 | 0.03 | -9.09 | 0.0023 | -0.0001 | ||
| US31402LPB26 / FANNIE MAE 2.757% 06/01/2043 FAR FNARM | 0.03 | -3.45 | 0.0021 | 0.0000 | ||
| US86359LRW18 / STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A1A | 0.03 | -3.70 | 0.0020 | 0.0000 | ||
| FED HM LN PC POOL J17884 FG 01/27 FIXED 3 / ABS-MBS (US3128PXXM34) | 0.03 | -19.35 | 0.0019 | -0.0003 | ||
| FED HM LN PC POOL J17884 FG 01/27 FIXED 3 / ABS-MBS (US3128PXXM34) | 0.03 | -19.35 | 0.0019 | -0.0003 | ||
| US86359BGG05 / Structured Adjustable Rate Mortgage Loan Trust, Series 2004-1, Class 4A2 | 0.03 | -3.85 | 0.0019 | -0.0000 | ||
| US41161PLR28 / HARBORVIEW MORTGAGE LOAN TRUST 2005-2 SER 2005-2 CL 2A1A V/R REGD 2.17325000 | 0.02 | -8.00 | 0.0018 | -0.0000 | ||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0018 | 0.0018 | |||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0018 | 0.0018 | |||
| FNMA POOL BY3411 FN 06/53 FIXED 5 / ABS-MBS (US3140NKYH80) | 0.02 | 0.00 | 0.0017 | 0.0001 | ||
| FNMA POOL BY3411 FN 06/53 FIXED 5 / ABS-MBS (US3140NKYH80) | 0.02 | 0.00 | 0.0017 | 0.0001 | ||
| US92925CBA99 / WaMu Mortgage Pass-Through Certificates Series 2005-AR19 Trust | 0.02 | -4.55 | 0.0016 | -0.0000 | ||
| RFR USD SOFR/3.23100 09/18/24-10Y LCH / DIR (EZ8Z99V6R391) | 0.02 | -12.50 | 0.0016 | -0.0001 | ||
| RFR USD SOFR/3.23100 09/18/24-10Y LCH / DIR (EZ8Z99V6R391) | 0.02 | -12.50 | 0.0016 | -0.0001 | ||
| US31394JD872 / Freddie Mac Structured Pass-Through Certificates | 0.02 | 0.00 | 0.0016 | 0.0000 | ||
| US3133TSQG11 / Freddie Mac Structured Pass-Through Certificates | 0.02 | -13.04 | 0.0015 | -0.0001 | ||
| US07384M4J85 / Bear Stearns ARM Trust 2004-10 | 0.02 | 0.00 | 0.0015 | 0.0001 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.02 | 0.0015 | 0.0015 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.02 | 0.0015 | 0.0015 | |||
| US3136ABFP36 / Fannie Mae REMICS | 0.02 | 0.00 | 0.0014 | 0.0000 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.02 | 0.0014 | 0.0014 | |||
| US36242DFP33 / GSR Mortgage Loan Trust 2004-11 | 0.02 | -5.56 | 0.0013 | 0.0000 | ||
| US31407VFQ32 / FNMA POOL 841775 FN 09/35 FLOATING VAR | 0.02 | -19.05 | 0.0013 | -0.0003 | ||
| US36185MBG69 / GMAC MORTGAGE CORPORATION LOAN GMACM 2005 AR6 1A1 | 0.02 | 0.00 | 0.0013 | 0.0000 | ||
| US59020UGF66 / Merrill Lynch Mortgage Investors Trust, Series 2004-D, Class A1 | 0.02 | -5.88 | 0.0013 | -0.0000 | ||
| US00442BAB71 / ACE SECURITIES CORP. ACE 2006 HE4 A2A | 0.02 | 0.00 | 0.0012 | 0.0001 | ||
| US59020UL789 / Merrill Lynch Mortgage Capital Inc. | 0.02 | 0.00 | 0.0012 | 0.0000 | ||
| US12669GHG91 / COUNTRYWIDE HOME LOANS CWHL 2004 HYB9 1A1 | 0.02 | 0.00 | 0.0012 | 0.0000 | ||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0011 | 0.0011 | |||
| US3128JMN943 / FED HM LN PC POOL 1B2315 FH 09/35 FLOATING VAR | 0.01 | 0.00 | 0.0011 | 0.0000 | ||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0010 | 0.0010 | |||
| RFR USD SOFR/3.24000 09/16/24-10Y LCH / DIR (EZH06W9H2QV9) | 0.01 | -14.29 | 0.0010 | -0.0001 | ||
| RFR USD SOFR/3.24000 09/16/24-10Y LCH / DIR (EZH06W9H2QV9) | 0.01 | -14.29 | 0.0010 | -0.0001 | ||
| US31396L4R81 / FNMA, REMIC, Series 2006-118, Class A1 | 0.01 | 0.00 | 0.0009 | 0.0000 | ||
| US3138EQAG70 / FNMA POOL AL7206 FN 08/45 FIXED VAR | 0.01 | 0.00 | 0.0009 | 0.0000 | ||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0009 | 0.0009 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0009 | 0.0009 | |||
| US31390STH49 / FNMA POOL 654952 FN 07/42 FLOATING VAR | 0.01 | -8.33 | 0.0009 | -0.0001 | ||
| CDX IG44 5Y ICE / DCR (EZPF6RHH0ZV8) | 0.01 | 0.0008 | 0.0008 | |||
| CDX IG44 5Y ICE / DCR (EZPF6RHH0ZV8) | 0.01 | 0.0008 | 0.0008 | |||
| RFR USD SOFR/3.27750 09/16/24-10Y LCH / DIR (EZH06W9H2QV9) | 0.01 | -28.57 | 0.0008 | -0.0002 | ||
| RFR USD SOFR/3.27750 09/16/24-10Y LCH / DIR (EZH06W9H2QV9) | 0.01 | -28.57 | 0.0008 | -0.0002 | ||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0008 | 0.0008 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0008 | 0.0008 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0008 | 0.0008 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0007 | 0.0007 | |||
| US04541GCG55 / Asset Backed Securities Corp Home Equity Loan Trust | 0.01 | -25.00 | 0.0007 | -0.0002 | ||
| US31407YHH53 / FNMA POOL 844532 FN 11/35 FLOATING VAR | 0.01 | 0.00 | 0.0007 | 0.0000 | ||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | 0.01 | 0.0007 | 0.0007 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0007 | 0.0007 | |||
| US3128QJ4L75 / FED HM LN PC POOL 1G1727 FH 07/35 FLOATING VAR | 0.01 | 0.00 | 0.0006 | 0.0000 | ||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0006 | 0.0006 | |||
| US3138WDKD25 / Fannie Mae Pool | 0.01 | 0.00 | 0.0006 | 0.0000 | ||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0006 | 0.0006 | |||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0006 | 0.0006 | |||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0006 | 0.0006 | |||
| RFR USD SOFR/3.28000 09/16/24-10Y LCH / DIR (EZH06W9H2QV9) | 0.01 | -50.00 | 0.0006 | -0.0005 | ||
| RFR USD SOFR/3.28000 09/16/24-10Y LCH / DIR (EZH06W9H2QV9) | 0.01 | -50.00 | 0.0006 | -0.0005 | ||
| US31393XGV38 / FNMA, Series 2004-W2, Class 5AF | 0.01 | 0.00 | 0.0005 | -0.0000 | ||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.01 | 0.0005 | 0.0005 | |||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.01 | 0.0005 | 0.0005 | |||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.01 | 0.0005 | 0.0005 | |||
| US31371NV775 / Fannie Mae Pool | 0.01 | -14.29 | 0.0005 | -0.0000 | ||
| US31371NDS18 / Fannie Mae Pool | 0.01 | -14.29 | 0.0005 | -0.0001 | ||
| RFR USD SOFR/3.23200 09/10/24-10Y LCH / DIR (EZ7VRSSQ00Z9) | 0.01 | -14.29 | 0.0005 | -0.0000 | ||
| RFR USD SOFR/3.23200 09/10/24-10Y LCH / DIR (EZ7VRSSQ00Z9) | 0.01 | -14.29 | 0.0005 | -0.0000 | ||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0005 | 0.0005 | |||
| MORGAN STANLEY SNR S* ICE / DCR (EZ95R0LYJLM3) | 0.01 | 0.0005 | 0.0005 | |||
| MORGAN STANLEY SNR S* ICE / DCR (EZ95R0LYJLM3) | 0.01 | 0.0005 | 0.0005 | |||
| US17307GW530 / Citigroup Mortgage Loan Trust 2005-11 | 0.01 | 0.00 | 0.0004 | 0.0000 | ||
| RFR USD SOFR/3.51400 09/04/24-10Y LCH / DIR (EZSXZYY2VD17) | 0.01 | -28.57 | 0.0004 | -0.0001 | ||
| RFR USD SOFR/3.51400 09/04/24-10Y LCH / DIR (EZSXZYY2VD17) | 0.01 | -28.57 | 0.0004 | -0.0001 | ||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | 0.01 | 0.0004 | 0.0004 | |||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | 0.01 | 0.0004 | 0.0004 | |||
| RFR USD SOFR/3.40750 09/05/24-10Y LCH / DIR (EZQK0T1M7D98) | 0.01 | -16.67 | 0.0004 | -0.0001 | ||
| RFR USD SOFR/3.40750 09/05/24-10Y LCH / DIR (EZQK0T1M7D98) | 0.01 | -16.67 | 0.0004 | -0.0001 | ||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | |||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | |||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | |||
| US466247ZP16 / J.P. Morgan Mortgage Trust 2005-A1 | 0.00 | 0.00 | 0.0003 | 0.0000 | ||
| IRS EUR 2.45000 05/05/25-10Y LCH / DIR (EZCDFQCSBVM0) | 0.00 | 0.0003 | 0.0003 | |||
| IRS EUR 2.45000 05/05/25-10Y LCH / DIR (EZCDFQCSBVM0) | 0.00 | 0.0003 | 0.0003 | |||
| BARCLAYS BANK PLC SNR SE ICE / DCR (EZB88Z42LS80) | 0.00 | -20.00 | 0.0003 | -0.0001 | ||
| BARCLAYS BANK PLC SNR SE ICE / DCR (EZB88Z42LS80) | 0.00 | -20.00 | 0.0003 | -0.0001 | ||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | |||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | |||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | |||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | |||
| US12669E4A13 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2003 J2 A1 | 0.00 | -25.00 | 0.0003 | -0.0000 | ||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | |||
| US3138Y3E568 / FNMA POOL AX1955 FN 08/44 FIXED 4 | 0.00 | 0.00 | 0.0003 | 0.0000 | ||
| IRS EUR 2.39000 10/01/24-10Y LCH / DIR (EZHK1QM5FKM1) | 0.00 | -85.00 | 0.0003 | -0.0012 | ||
| IRS EUR 2.39000 10/01/24-10Y LCH / DIR (EZHK1QM5FKM1) | 0.00 | -85.00 | 0.0003 | -0.0012 | ||
| GOLDMAN SACHS GROUP INC SNR S* ICE / DCR (EZC75LZ075F3) | 0.00 | 0.0003 | 0.0003 | |||
| GOLDMAN SACHS GROUP INC SNR S* ICE / DCR (EZC75LZ075F3) | 0.00 | 0.0003 | 0.0003 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| US07384MZS42 / Bear Stearns ARM Trust 2003-8 | 0.00 | 0.00 | 0.0002 | 0.0000 | ||
| RFR USD SOFR/3.55800 08/21/24-10Y LCH / DIR (EZHZRCBWPB39) | 0.00 | -25.00 | 0.0002 | -0.0001 | ||
| RFR USD SOFR/3.55800 08/21/24-10Y LCH / DIR (EZHZRCBWPB39) | 0.00 | -25.00 | 0.0002 | -0.0001 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| US929227QB55 / WaMu Mortgage Pass-Through Certificates Series 2002-AR6 Trust | 0.00 | -33.33 | 0.0002 | 0.0000 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| US16678RAS67 / Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2004-1 | 0.00 | 0.00 | 0.0002 | 0.0000 | ||
| US36829JAA97 / GE WMC MORTGAGE SECURITIES LLC GEWMC 2006 1 A2A | 0.00 | 0.00 | 0.0002 | 0.0000 | ||
| US31418CA201 / FNMA POOL MA2724 FN 08/46 FIXED 4.5 | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| RFR USD SOFR/3.60500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0.00 | -33.33 | 0.0002 | -0.0001 | ||
| RFR USD SOFR/3.60500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0.00 | -33.33 | 0.0002 | -0.0001 | ||
| US31392GVX05 / FANNIEMAE WHOLE LOAN FNW 2003 W1 1A1 | 0.00 | 0.00 | 0.0002 | 0.0000 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| IRS EUR 2.53000 04/23/25-10Y LCH / DIR (EZP376MT1B98) | 0.00 | 0.0002 | 0.0002 | |||
| IRS EUR 2.53000 04/23/25-10Y LCH / DIR (EZP376MT1B98) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| IRS EUR 2.40000 02/12/25-10Y LCH / DIR (EZNHC24BF987) | 0.00 | -50.00 | 0.0001 | -0.0000 | ||
| IRS EUR 2.40000 02/12/25-10Y LCH / DIR (EZNHC24BF987) | 0.00 | -50.00 | 0.0001 | -0.0000 | ||
| US31393APU50 / FNMA, REMIC, Series 2003-25, Class KP | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US31402RN628 / FANNIE MAE 3.454% 07/01/2035 FNMA ARM | 0.00 | 0.00 | 0.0001 | 0.0000 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| US31416CLT17 / Fannie Mae Pool | 0.00 | 0.00 | 0.0001 | 0.0000 | ||
| US31359PK398 / FANNIE MAE FNR G97 4 FB | 0.00 | -50.00 | 0.0001 | -0.0000 | ||
| US22540A7A01 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2001 HE17 A1 | 0.00 | 0.00 | 0.0001 | 0.0000 | ||
| IRS EUR 2.52000 04/09/25-10Y LCH / DIR (EZTHL4ZCB733) | 0.00 | 0.0001 | 0.0001 | |||
| IRS EUR 2.52000 04/09/25-10Y LCH / DIR (EZTHL4ZCB733) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| IRS EUR 2.61000 03/24/25-10Y LCH / DIR (EZPS73SKDR02) | 0.00 | -200.00 | 0.0001 | 0.0002 | ||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| IRS EUR 2.55000 04/16/25-10Y LCH / DIR (EZ15F0SX71M6) | 0.00 | 0.0001 | 0.0001 | |||
| IRS EUR 2.55000 04/16/25-10Y LCH / DIR (EZ15F0SX71M6) | 0.00 | 0.0001 | 0.0001 | |||
| US3138EMAL51 / FNMA POOL AL4510 FN 01/27 FIXED VAR | 0.00 | -100.00 | 0.0001 | -0.0000 | ||
| US74160MDL37 / Prime Mortgage Trust 2004-CL1 | 0.00 | 0.0001 | -0.0000 | |||
| RFR USD SOFR/3.67900 08/13/24-10Y LCH / DIR (EZCBVMK12M33) | 0.00 | -100.00 | 0.0000 | -0.0000 | ||
| RFR USD SOFR/3.67900 08/13/24-10Y LCH / DIR (EZCBVMK12M33) | 0.00 | -100.00 | 0.0000 | -0.0000 | ||
| US31416VC441 / FNMA POOL AB0090 FN 03/29 FIXED 4.5 | 0.00 | -100.00 | 0.0000 | -0.0000 | ||
| US3138EGKN30 / FNMA POOL AL0300 FN 06/26 FIXED VAR | 0.00 | 0.0000 | -0.0000 | |||
| US31400MZF21 / FNMA POOL 692042 FN 02/33 FIXED 6 | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT IDR SOLD 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 | 0.0000 | 0.0000 | |||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US31385HJE36 / FANNIE MAE POOL P#544861 4.18600000 | 0.00 | 0.0000 | -0.0000 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US31385HJD52 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | |||
| US07384MTN29 / Bear Stearns ARM Trust 2003-1 | 0.00 | 0.0000 | 0.0000 | |||
| US79549AXP91 / SALOMON BROTHERS MORTGAGE SECU SBM7 2003 UP2 A1 | 0.00 | 0.0000 | 0.0000 | |||
| US22540VK434 / Credit Suisse First Boston Mortgage Securities Corp | 0.00 | 0.0000 | 0.0000 | |||
| US05948XBV29 / Banc of America Mortgage Trust, Series 2003-D, Class 2A4 | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US86358HNX34 / Structured Asset Mortgage Investments Trust 2002-AR3 | 0.00 | 0.0000 | -0.0000 | |||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT MYR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT MYR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US3138AFYD64 / FNMA POOL AI2507 FN 05/26 FIXED 4.5 | 0.00 | 0.0000 | -0.0000 | |||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US36228FNB84 / GSR MORTGAGE LOAN TRUST | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| 317U4UUA7 PIMCO SWAPTION 5.0 PUT USD 20250708 / DIR (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| 317U9G6A0 PIMCO SWAPTION 4.065 PUT USD 2025070 / DIR (EZJQZP36X547) | 0.00 | 0.0000 | 0.0000 | |||
| 317U9EOA5 PIMCO SWAPTION 4.101 PUT USD 2025063 / DIR (EZXJWB9HGZH3) | 0.00 | 0.0000 | 0.0000 | |||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| 317U9G6A0 PIMCO SWAPTION 4.065 PUT USD 2025070 / DIR (EZJQZP36X547) | 0.00 | 0.0000 | 0.0000 | |||
| 317U9EOA5 PIMCO SWAPTION 4.101 PUT USD 2025063 / DIR (EZXJWB9HGZH3) | 0.00 | 0.0000 | 0.0000 | |||
| 317U9EOA5 PIMCO SWAPTION 4.101 PUT USD 2025063 / DIR (EZXJWB9HGZH3) | 0.00 | 0.0000 | 0.0000 | |||
| 317U9FTA7 PIMCO SWAPTION 4.05 PUT USD 20250630 / DIR (EZXJWB9HGZH3) | 0.00 | 0.0000 | 0.0000 | |||
| 317U9GMA2 PIMCO SWAPTION 4.1 PUT USD 20250703 / DIR (EZ78N9X8M3Y4) | 0.00 | 0.0000 | 0.0000 | |||
| 317U9GMA2 PIMCO SWAPTION 4.1 PUT USD 20250703 / DIR (EZ78N9X8M3Y4) | 0.00 | 0.0000 | 0.0000 | |||
| 317U9GBA4 PIMCO SWAPTION 2.38 CALL EUR 2025070 / DIR (EZ8HHXRGV1D7) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9GBA4 PIMCO SWAPTION 2.38 CALL EUR 2025070 / DIR (EZ8HHXRGV1D7) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9IZA4 PIMCO SWAPTION 4.125 PUT USD 2025070 / DIR (EZY1VWC6W1B5) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9IZA4 PIMCO SWAPTION 4.125 PUT USD 2025070 / DIR (EZY1VWC6W1B5) | -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 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 INR BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9JKA8 PIMCO SWAPTION 4.14 PUT USD 20250709 / DIR (EZYG54DQ9CL7) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9JKA8 PIMCO SWAPTION 4.14 PUT USD 20250709 / DIR (EZYG54DQ9CL7) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9JKA8 PIMCO SWAPTION 4.14 PUT USD 20250709 / DIR (EZYG54DQ9CL7) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9JRA1 PIMCO SWAPTION 4.12 PUT USD 20250709 / DIR (EZYG54DQ9CL7) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9HMA0 PIMCO SWAPTION 4.019 PUT USD 2025070 / DIR (EZY1VWC6W1B5) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9HMA0 PIMCO SWAPTION 4.019 PUT USD 2025070 / DIR (EZY1VWC6W1B5) | -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 | |||
| 317U9JSA0 PIMCO SWAPTION 4.122 PUT USD 2025071 / DIR (EZMLYZSNFH30) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9JSA0 PIMCO SWAPTION 4.122 PUT USD 2025071 / DIR (EZMLYZSNFH30) | -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 | |||
| 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 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 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD CNH BOUGHT USD 20250716 / 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 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 CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| US 10YR FUT OPTN AUG25P 108.5 EXP 07/25/2025 / DIR (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| US 10YR FUT OPTN AUG25P 108.5 EXP 07/25/2025 / DIR (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 CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9L5A0 PIMCO SWAPTION 4.064 PUT USD 2025071 / DIR (EZQM9CB4TVR9) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9L5A0 PIMCO SWAPTION 4.064 PUT USD 2025071 / DIR (EZQM9CB4TVR9) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9L3A2 PIMCO SWAPTION 4.0525 PUT USD 202507 / DIR (EZQM9CB4TVR9) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9L3A2 PIMCO SWAPTION 4.0525 PUT USD 202507 / DIR (EZQM9CB4TVR9) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| 31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) | -0.00 | -0.0000 | -0.0000 | |||
| 31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9LGA8 PIMCO SWAPTION 4.097 PUT USD 2025071 / DIR (EZHBWHSTV570) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9LLA2 PIMCO SWAPTION 4.095 PUT USD 2025071 / DIR (EZBYVN1N6JS0) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9LLA2 PIMCO SWAPTION 4.095 PUT USD 2025071 / DIR (EZBYVN1N6JS0) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD ILS BOUGHT USD 20250709 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD ILS BOUGHT USD 20250709 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| EURO-BUND OPTION AUG25C 132.5 EXP 07/25/2025 / DIR (DE000F1674Y7) | -0.00 | -0.0000 | -0.0000 | |||
| EURO-BUND OPTION AUG25C 132.5 EXP 07/25/2025 / DIR (DE000F1674Y7) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9M3A0 PIMCO SWAPTION 4.037 PUT USD 2025071 / DIR (EZ1JLHJ8JY10) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9M3A0 PIMCO SWAPTION 4.037 PUT USD 2025071 / DIR (EZ1JLHJ8JY10) | -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 INR BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD INR BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD BRL BOUGHT USD 20250903 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD BRL BOUGHT USD 20250903 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD INR BOUGHT USD 20250820 / 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 | |||
| 317U9LFA9 PIMCO SWAPTION 2.46 CALL EUR 2025071 / DIR (EZLXC2V2MYF7) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9LFA9 PIMCO SWAPTION 2.46 CALL EUR 2025071 / DIR (EZLXC2V2MYF7) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9GAA5 PIMCO SWAPTION 2.64 PUT EUR 20250703 / DIR (EZL9GW5599J4) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9GAA5 PIMCO SWAPTION 2.64 PUT EUR 20250703 / DIR (EZL9GW5599J4) | -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 | |||
| EURO-BUND OPTION AUG25P 129 EXP 07/25/2025 / DIR (DE000F167368) | -0.00 | -0.0000 | -0.0000 | |||
| EURO-BUND OPTION AUG25P 129 EXP 07/25/2025 / DIR (DE000F167368) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9MJA3 PIMCO SWAPTION 4.05 PUT USD 20250721 / DIR (EZPXSH8F93Y9) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9MJA3 PIMCO SWAPTION 4.05 PUT USD 20250721 / DIR (EZPXSH8F93Y9) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9MPA6 PIMCO SWAPTION 3.933 PUT USD 2025072 / DIR (EZTRLD6PX319) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9MPA6 PIMCO SWAPTION 3.933 PUT USD 2025072 / DIR (EZTRLD6PX319) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9LEA0 PIMCO SWAPTION 2.72 PUT EUR 20250716 / DIR (EZMWVGHPD033) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9LEA0 PIMCO SWAPTION 2.72 PUT EUR 20250716 / DIR (EZMWVGHPD033) | -0.00 | -0.0000 | -0.0000 | |||
| EURO-BOBL OPTION AUG25C 118.5 EXP 07/25/2025 / DIR (DE000F167SZ1) | -0.00 | -0.0000 | -0.0000 | |||
| EURO-BOBL OPTION AUG25C 118.5 EXP 07/25/2025 / DIR (DE000F167SZ1) | -0.00 | -0.0000 | -0.0000 | |||
| US 10YR FUT OPTN AUG25P 109.5 EXP 07/25/2025 / DIR (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| EURO-BOBL OPTION AUG25P 117.2 EXP 07/25/2025 / DIR (DE000F167SF3) | -0.00 | -0.0001 | -0.0001 | |||
| EURO-BOBL OPTION AUG25P 117.2 EXP 07/25/2025 / DIR (DE000F167SF3) | -0.00 | -0.0001 | -0.0001 | |||
| 317U9N3A8 PIMCO SWAPTION 3.905 PUT USD 2025072 / DIR (EZBGX0TQ91B3) | -0.00 | -0.0001 | -0.0001 | |||
| 317U9N3A8 PIMCO SWAPTION 3.905 PUT USD 2025072 / DIR (EZBGX0TQ91B3) | -0.00 | -0.0001 | -0.0001 | |||
| 317U9EPA4 PIMCO SWAPTION 3.701 CALL USD 202506 / DIR (EZY1GXGHBZM5) | -0.00 | -0.0001 | -0.0001 | |||
| 317U9EPA4 PIMCO SWAPTION 3.701 CALL USD 202506 / DIR (EZY1GXGHBZM5) | -0.00 | -0.0001 | -0.0001 | |||
| COLOMBIA LA SP CBK / DCR (EZ05QB3PBRQ1) | -0.00 | -100.00 | -0.0001 | -0.0002 | ||
| COLOMBIA LA SP CBK / DCR (EZ05QB3PBRQ1) | -0.00 | -100.00 | -0.0001 | -0.0002 | ||
| 317U9FUA5 PIMCO SWAPTION 3.7 CALL USD 20250630 / DIR (EZY1GXGHBZM5) | -0.00 | -0.0001 | -0.0001 | |||
| 317U9N1A0 PIMCO SWAPTION 3.914 PUT USD 2025072 / DIR (EZBGX0TQ91B3) | -0.00 | -0.0001 | -0.0001 | |||
| 317U9N1A0 PIMCO SWAPTION 3.914 PUT USD 2025072 / DIR (EZBGX0TQ91B3) | -0.00 | -0.0001 | -0.0001 | |||
| 317U9MQA5 PIMCO SWAPTION 3.583 CALL USD 202507 / DIR (EZCLF3R2NG23) | -0.00 | -0.0001 | -0.0001 | |||
| 317U9MQA5 PIMCO SWAPTION 3.583 CALL USD 202507 / DIR (EZCLF3R2NG23) | -0.00 | -0.0001 | -0.0001 | |||
| IRS EUR 2.46000 03/13/25-10Y LCH / DIR (EZYS5KMNTTM6) | -0.00 | 0.00 | -0.0001 | 0.0000 | ||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOFTBANK GROUP CORP SNR JP SP GST / DCR (EZ1K1NTX2WN0) | -0.00 | 0.00 | -0.0001 | -0.0000 | ||
| US 10YR FUT OPTN AUG25C 112 EXP 07/25/2025 / DIR (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| US 10YR FUT OPTN AUG25C 112 EXP 07/25/2025 / DIR (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| COLOMBIA LA SP BPS / DCR (EZQJJC4KSPK3) | -0.00 | -92.86 | -0.0001 | 0.0009 | ||
| COLOMBIA LA SP BPS / DCR (EZQJJC4KSPK3) | -0.00 | -92.86 | -0.0001 | 0.0009 | ||
| 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 ILS BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| 317U9N4A7 PIMCO SWAPTION 3.555 CALL USD 202507 / DIR (EZMYNDCY8F38) | -0.00 | -0.0001 | -0.0001 | |||
| 317U9N4A7 PIMCO SWAPTION 3.555 CALL USD 202507 / DIR (EZMYNDCY8F38) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| 317U9M4A9 PIMCO SWAPTION 3.637 CALL USD 202507 / DIR (EZ7SJVNDKPC9) | -0.00 | -0.0002 | -0.0002 | |||
| 317U9M4A9 PIMCO SWAPTION 3.637 CALL USD 202507 / DIR (EZ7SJVNDKPC9) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| IRS EUR 2.52000 03/27/25-10Y LCH / DIR (EZ84ZR69LPH2) | -0.00 | -33.33 | -0.0002 | 0.0001 | ||
| IRS EUR 2.52000 03/27/25-10Y LCH / DIR (EZ84ZR69LPH2) | -0.00 | -33.33 | -0.0002 | 0.0001 | ||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| RFR GBP SONIO/3.93000 01/06/25-10Y LCH / DIR (EZTXWKTD4706) | -0.00 | -71.43 | -0.0002 | 0.0004 | ||
| RFR GBP SONIO/3.93000 01/06/25-10Y LCH / DIR (EZTXWKTD4706) | -0.00 | -71.43 | -0.0002 | 0.0004 | ||
| 317U6RVA1 PIMCO SWAPTION 2.75 CALL USD 2025080 / DIR (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| IRS EUR 2.40000 04/09/25-5Y LCH / DIR (EZVHX3M64G11) | -0.00 | -0.0002 | -0.0002 | |||
| IRS EUR 2.40000 04/09/25-5Y LCH / DIR (EZVHX3M64G11) | -0.00 | -0.0002 | -0.0002 | |||
| RFR USD SOFR/3.89000 03/03/25-10Y LCH / DIR (EZ6496BPGLD0) | -0.00 | 100.00 | -0.0002 | -0.0001 | ||
| RFR USD SOFR/3.89000 03/03/25-10Y LCH / DIR (EZ6496BPGLD0) | -0.00 | 100.00 | -0.0002 | -0.0001 | ||
| RFR USD SOFR/4.00000 02/26/25-10Y LCH / DIR (EZ02007F7Y72) | -0.00 | 100.00 | -0.0002 | -0.0001 | ||
| RFR USD SOFR/4.00000 02/26/25-10Y LCH / DIR (EZ02007F7Y72) | -0.00 | 100.00 | -0.0002 | -0.0001 | ||
| 317U9L4A1 PIMCO SWAPTION 3.6525 CALL USD 20250 / DIR (EZT5FL9WGCP1) | -0.00 | -0.0002 | -0.0002 | |||
| 317U9L4A1 PIMCO SWAPTION 3.6525 CALL USD 20250 / DIR (EZT5FL9WGCP1) | -0.00 | -0.0002 | -0.0002 | |||
| 317U9GFA0 PIMCO SWAPTION 3.725 CALL USD 202507 / DIR (EZ78XR7L6YX2) | -0.00 | -0.0002 | -0.0002 | |||
| 317U9GFA0 PIMCO SWAPTION 3.725 CALL USD 202507 / DIR (EZ78XR7L6YX2) | -0.00 | -0.0002 | -0.0002 | |||
| 317U9GFA0 PIMCO SWAPTION 3.725 CALL USD 202507 / DIR (EZ78XR7L6YX2) | -0.00 | -0.0002 | -0.0002 | |||
| 317U9L6A9 PIMCO SWAPTION 3.664 CALL USD 202507 / DIR (EZT5FL9WGCP1) | -0.00 | -0.0002 | -0.0002 | |||
| 317U9L6A9 PIMCO SWAPTION 3.664 CALL USD 202507 / DIR (EZT5FL9WGCP1) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD THB BOUGHT USD 20250716 / 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 | |||
| EURO-BOBL FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF61) | -0.00 | -0.0002 | -0.0002 | |||
| EURO-BOBL FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF61) | -0.00 | -0.0002 | -0.0002 | |||
| IRS EUR 2.30000 09/25/24-5Y LCH / DIR (EZG6CLJMHV54) | -0.00 | 200.00 | -0.0002 | -0.0001 | ||
| IRS EUR 2.30000 09/25/24-5Y LCH / DIR (EZG6CLJMHV54) | -0.00 | 200.00 | -0.0002 | -0.0001 | ||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| 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 | |||
| RFR USD SOFR/3.85000 08/05/24-10Y LCH / DIR (EZKZ3H4L0SC3) | -0.00 | -0.0003 | -0.0002 | |||
| RFR USD SOFR/3.85000 08/05/24-10Y LCH / DIR (EZKZ3H4L0SC3) | -0.00 | -0.0003 | -0.0002 | |||
| IRS EUR 2.59000 08/19/24-10Y LCH / DIR (EZ89K27HY2C4) | -0.00 | 50.00 | -0.0003 | -0.0001 | ||
| IRS EUR 2.59000 08/19/24-10Y LCH / DIR (EZ89K27HY2C4) | -0.00 | 50.00 | -0.0003 | -0.0001 | ||
| EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF53) | -0.00 | -0.0003 | -0.0003 | |||
| EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF53) | -0.00 | -0.0003 | -0.0003 | |||
| US 10YR FUT OPTN AUG25P 110.2 EXP 07/25/2025 / DIR (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| US 10YR FUT OPTN AUG25P 110.2 EXP 07/25/2025 / DIR (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| IRS EUR 2.22000 01/08/25-10Y LCH / DIR (EZHH63XJ2WL4) | -0.00 | -25.00 | -0.0003 | 0.0000 | ||
| IRS EUR 2.22000 01/08/25-10Y LCH / DIR (EZHH63XJ2WL4) | -0.00 | -25.00 | -0.0003 | 0.0000 | ||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| COLOMBIA LA SP MYC / DCR (EZXKWXGHTDT1) | -0.00 | 50.00 | -0.0003 | -0.0001 | ||
| COLOMBIA LA SP MYC / DCR (EZXKWXGHTDT1) | -0.00 | 50.00 | -0.0003 | -0.0001 | ||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| 317U9LMA1 PIMCO SWAPTION 3.695 CALL USD 202507 / DIR (EZSG2674R1G7) | -0.00 | -0.0003 | -0.0003 | |||
| 317U9LMA1 PIMCO SWAPTION 3.695 CALL USD 202507 / DIR (EZSG2674R1G7) | -0.00 | -0.0003 | -0.0003 | |||
| RFR USD SOFR/3.87000 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) | -0.00 | -60.00 | -0.0003 | 0.0004 | ||
| RFR USD SOFR/3.87000 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) | -0.00 | -60.00 | -0.0003 | 0.0004 | ||
| RFR USD SOFR/3.87000 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) | -0.00 | -60.00 | -0.0003 | 0.0004 | ||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| 317U9LHA7 PIMCO SWAPTION 3.697 CALL USD 202507 / DIR (EZ1ZLHZPLNC3) | -0.00 | -0.0004 | -0.0004 | |||
| 317U9LHA7 PIMCO SWAPTION 3.697 CALL USD 202507 / DIR (EZ1ZLHZPLNC3) | -0.00 | -0.0004 | -0.0004 | |||
| 317U9JTA9 PIMCO SWAPTION 3.772 CALL USD 202507 / DIR (EZTK0K9DDPF2) | -0.00 | -0.0004 | -0.0004 | |||
| 317U9JTA9 PIMCO SWAPTION 3.772 CALL USD 202507 / DIR (EZTK0K9DDPF2) | -0.00 | -0.0004 | -0.0004 | |||
| US 10YR FUT OPTN AUG25C 112.5 EXP 07/25/2025 / DIR (000000000) | -0.00 | -0.0004 | -0.0004 | |||
| US 10YR FUT OPTN AUG25C 112.5 EXP 07/25/2025 / DIR (000000000) | -0.00 | -0.0004 | -0.0004 | |||
| 317U9EJA1 PIMCO SWAPTION 3.727 CALL USD 202506 / DIR (EZY1GXGHBZM5) | -0.00 | -0.0004 | -0.0004 | |||
| 317U9G7A9 PIMCO SWAPTION 3.715 CALL USD 202507 / DIR (EZL4V0T519J1) | -0.00 | -0.0004 | -0.0004 | |||
| 317U9G7A9 PIMCO SWAPTION 3.715 CALL USD 202507 / DIR (EZL4V0T519J1) | -0.00 | -0.0004 | -0.0004 | |||
| IRS EUR 2.46000 04/01/25-10Y LCH / DIR (EZ53SKB9GFZ1) | -0.01 | -28.57 | -0.0004 | 0.0001 | ||
| IRS EUR 2.46000 04/01/25-10Y LCH / DIR (EZ53SKB9GFZ1) | -0.01 | -28.57 | -0.0004 | 0.0001 | ||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.01 | -0.0004 | -0.0004 | |||
| 317U9GNA1 PIMCO SWAPTION 3.75 CALL USD 2025070 / DIR (EZ78XR7L6YX2) | -0.01 | -0.0004 | -0.0004 | |||
| 317U9MKA1 PIMCO SWAPTION 3.7 CALL USD 20250721 / DIR (EZQRZMCG5093) | -0.01 | -0.0005 | -0.0005 | |||
| 317U9MKA1 PIMCO SWAPTION 3.7 CALL USD 20250721 / DIR (EZQRZMCG5093) | -0.01 | -0.0005 | -0.0005 | |||
| 317U9JLA7 PIMCO SWAPTION 3.79 CALL USD 2025070 / DIR (EZT76LRY6S63) | -0.01 | -0.0005 | -0.0005 | |||
| 317U9JLA7 PIMCO SWAPTION 3.79 CALL USD 2025070 / DIR (EZT76LRY6S63) | -0.01 | -0.0005 | -0.0005 | |||
| RFR USD SOFR/3.5815* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.01 | -158.33 | -0.0006 | -0.0015 | ||
| RFR USD SOFR/3.5815* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.01 | -158.33 | -0.0006 | -0.0015 | ||
| SOLD IDR BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0006 | -0.0006 | |||
| SOLD IDR BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0006 | -0.0006 | |||
| RFR USD SOFR/3.62330 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.01 | -166.67 | -0.0006 | -0.0015 | ||
| RFR USD SOFR/3.62330 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.01 | -166.67 | -0.0006 | -0.0015 | ||
| RFR USD SOFR/3.6766* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.01 | -166.67 | -0.0007 | -0.0016 | ||
| RFR USD SOFR/3.6766* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.01 | -166.67 | -0.0007 | -0.0016 | ||
| RFR USD SOFR/3.6637* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.01 | -175.00 | -0.0007 | -0.0016 | ||
| RFR USD SOFR/3.6637* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.01 | -175.00 | -0.0007 | -0.0016 | ||
| IRS EUR 2.42000 03/07/25-10Y LCH / DIR (EZL5KMTRTV12) | -0.01 | -16.67 | -0.0008 | 0.0002 | ||
| IRS EUR 2.42000 03/07/25-10Y LCH / DIR (EZL5KMTRTV12) | -0.01 | -16.67 | -0.0008 | 0.0002 | ||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0008 | -0.0008 | |||
| RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (EZ2V6Q3C4Q52) | -0.01 | 66.67 | -0.0008 | -0.0003 | ||
| RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (EZ2V6Q3C4Q52) | -0.01 | 66.67 | -0.0008 | -0.0003 | ||
| IRS EUR 2.65000 08/14/24-5Y LCH / DIR (EZJ6HD982SV2) | -0.01 | 25.00 | -0.0008 | -0.0002 | ||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | -0.01 | -0.0008 | -0.0008 | |||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | -0.01 | -0.0008 | -0.0008 | |||
| 317U9J0A0 PIMCO SWAPTION 3.775 CALL USD 202507 / DIR (EZJFGPMJB918) | -0.01 | -0.0009 | -0.0009 | |||
| 317U9J0A0 PIMCO SWAPTION 3.775 CALL USD 202507 / DIR (EZJFGPMJB918) | -0.01 | -0.0009 | -0.0009 | |||
| RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (EZH2QB9TLWH9) | -0.01 | 71.43 | -0.0010 | -0.0004 | ||
| RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (EZH2QB9TLWH9) | -0.01 | 71.43 | -0.0010 | -0.0004 | ||
| US 10YR FUT OPTN AUG25C 112.7 EXP 07/25/2025 / DIR (000000000) | -0.01 | -0.0010 | -0.0010 | |||
| IRS EUR 2.68000 08/07/24-10Y LCH / DIR (EZY1BDNLL5Q4) | -0.01 | 40.00 | -0.0011 | -0.0003 | ||
| SOLD NZD BOUGHT USD 20250804 / DFE (000000000) | -0.01 | -0.0011 | -0.0011 | |||
| SOLD NZD BOUGHT USD 20250804 / DFE (000000000) | -0.01 | -0.0011 | -0.0011 | |||
| 317U6RUA2 PIMCO SWAPTION 3.25 CALL USD 2025080 / DIR (000000000) | -0.01 | -0.0011 | -0.0011 | |||
| 317U6RUA2 PIMCO SWAPTION 3.25 CALL USD 2025080 / DIR (000000000) | -0.01 | -0.0011 | -0.0011 | |||
| RFR USD SOFR/3.89900 03/11/25-10Y LCH / DIR (EZXJC61P0SN9) | -0.02 | 66.67 | -0.0012 | -0.0004 | ||
| RFR USD SOFR/3.89900 03/11/25-10Y LCH / DIR (EZXJC61P0SN9) | -0.02 | 66.67 | -0.0012 | -0.0004 | ||
| RFR USD SOFR/3.90750 03/04/25-10Y LCH / DIR (EZP5RC766JJ0) | -0.02 | 60.00 | -0.0012 | -0.0004 | ||
| RFR USD SOFR/3.90750 03/04/25-10Y LCH / DIR (EZP5RC766JJ0) | -0.02 | 60.00 | -0.0012 | -0.0004 | ||
| RFR USD SOFR/3.87400 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) | -0.02 | 70.00 | -0.0013 | -0.0006 | ||
| RFR USD SOFR/3.69100 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.02 | -250.00 | -0.0014 | -0.0023 | ||
| RFR USD SOFR/3.69100 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.02 | -250.00 | -0.0014 | -0.0023 | ||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0014 | -0.0014 | |||
| RFR USD SOFR/3.73910 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.02 | -266.67 | -0.0015 | -0.0024 | ||
| RFR USD SOFR/3.73910 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.02 | -266.67 | -0.0015 | -0.0024 | ||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.02 | -0.0016 | -0.0016 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.02 | -0.0016 | -0.0016 | |||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0016 | -0.0016 | |||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0016 | -0.0016 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0017 | -0.0017 | |||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | -0.02 | -0.0018 | -0.0018 | |||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | -0.02 | -0.0018 | -0.0018 | |||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0018 | -0.0018 | |||
| IRS EUR 2.70000 08/13/24-5Y LCH / DIR (EZL20XGD37K1) | -0.03 | 28.57 | -0.0020 | -0.0005 | ||
| IRS EUR 2.70000 08/13/24-5Y LCH / DIR (EZL20XGD37K1) | -0.03 | 28.57 | -0.0020 | -0.0005 | ||
| 317U7HVA2 PIMCO SWAPTION 2.83 CALL USD 2025103 / DIR (000000000) | -0.03 | -0.0021 | -0.0021 | |||
| 317U7HVA2 PIMCO SWAPTION 2.83 CALL USD 2025103 / DIR (000000000) | -0.03 | -0.0021 | -0.0021 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0022 | -0.0022 | |||
| RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (EZKR9TWV5646) | -0.03 | 3.57 | -0.0022 | -0.0002 | ||
| RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (EZKR9TWV5646) | -0.03 | 3.57 | -0.0022 | -0.0002 | ||
| RFR USD SOFR/3.97500 03/21/25-10Y LCH / DIR (EZSTF4LLCQZ1) | -0.03 | 36.36 | -0.0023 | -0.0007 | ||
| RFR USD SOFR/3.97500 03/21/25-10Y LCH / DIR (EZSTF4LLCQZ1) | -0.03 | 36.36 | -0.0023 | -0.0007 | ||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0023 | -0.0023 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0023 | -0.0023 | |||
| RFR USD SOFR/3.7351* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.03 | -383.33 | -0.0026 | -0.0035 | ||
| RFR USD SOFR/3.7351* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.03 | -383.33 | -0.0026 | -0.0035 | ||
| RFR USD SOFR/3.7351* 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.03 | -383.33 | -0.0026 | -0.0035 | ||
| RFR USD SOFR/3.84200 03/04/25-5Y LCH / DIR (EZSYJ06JDLK1) | -0.04 | 105.88 | -0.0026 | -0.0014 | ||
| RFR USD SOFR/3.84200 03/04/25-5Y LCH / DIR (EZSYJ06JDLK1) | -0.04 | 105.88 | -0.0026 | -0.0014 | ||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | -0.04 | -0.0027 | -0.0027 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.04 | -0.0029 | -0.0029 | |||
| RFR USD SOFR/3.68900 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.04 | -433.33 | -0.0030 | -0.0039 | ||
| RFR USD SOFR/3.68900 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.04 | -433.33 | -0.0030 | -0.0039 | ||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.04 | -0.0034 | -0.0034 | |||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.04 | -0.0034 | -0.0034 | |||
| RFR USD SOFR/3.72186 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | -0.05 | -500.00 | -0.0036 | -0.0045 | ||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -0.06 | -0.0042 | -0.0042 | |||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -0.06 | -0.0042 | -0.0042 | |||
| SOLD BRL BOUGHT USD 20260402 / DFE (000000000) | -0.06 | -0.0045 | -0.0045 | |||
| SOLD BRL BOUGHT USD 20260402 / DFE (000000000) | -0.06 | -0.0045 | -0.0045 | |||
| 317U7HUA3 PIMCO SWAPTION 3.29 CALL USD 2025103 / DIR (000000000) | -0.07 | -0.0049 | -0.0049 | |||
| 317U7HUA3 PIMCO SWAPTION 3.29 CALL USD 2025103 / DIR (000000000) | -0.07 | -0.0049 | -0.0049 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.13 | -0.0094 | -0.0094 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.13 | -0.0094 | -0.0094 | |||
| RFR USD SOFR/3.75000 12/18/24-5Y CME / DIR (EZ2V74HC3Q62) | -0.17 | 369.44 | -0.0127 | -0.0100 | ||
| RFR USD SOFR/3.75000 12/18/24-5Y CME / DIR (EZ2V74HC3Q62) | -0.17 | 369.44 | -0.0127 | -0.0100 | ||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.25 | -0.0186 | -0.0186 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.25 | -0.0186 | -0.0186 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.33 | -0.0250 | -0.0250 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.33 | -0.0250 | -0.0250 | |||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | -0.35 | -0.0263 | -0.0263 | |||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | -0.35 | -0.0263 | -0.0263 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.39 | -0.0290 | -0.0290 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.39 | -0.0290 | -0.0290 | |||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) | -0.52 | -58.46 | -0.0392 | 0.0512 | ||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.54 | -0.0402 | -0.0402 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.54 | -0.0402 | -0.0402 | |||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.55 | -0.0410 | -0.0410 | |||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.55 | -0.0410 | -0.0410 | |||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | -0.75 | -0.0561 | -0.0561 | |||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | -0.75 | -0.0561 | -0.0561 | |||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.81 | -0.0603 | -0.0603 | |||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.81 | -0.0603 | -0.0603 | |||
| RFR USD SOFR/2.15000 06/15/22-5Y LCH / DIR (EZG3K81HS5Q1) | -0.83 | -51.95 | -0.0619 | 0.0616 | ||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.86 | -0.0646 | -0.0646 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.86 | -0.0646 | -0.0646 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.86 | -0.0646 | -0.0646 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.86 | -0.0646 | -0.0646 | |||
| RFR USD SOFR/3.75000 09/02/25-7Y* LCH / DIR (000000000) | -0.91 | -0.0683 | -0.0683 | |||
| RFR USD SOFR/3.75000 09/02/25-7Y* LCH / DIR (000000000) | -0.91 | -0.0683 | -0.0683 | |||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | -2.56 | -0.1915 | -0.1915 | |||
| US01F0326821 / Fannie Mae or Freddie Mac | -31.06 | 1.68 | -2.3232 | -0.1315 | ||
| US01F0306864 / FNMA 30YR TBA 3.0% AUG 20 TO BE ANNOUNCED 3.00000000 | -54.60 | 1.60 | -4.0841 | -0.2284 |
