Mga Batayang Estadistika
| Nilai Portofolio | $ 1,769,228,359 |
| Posisi Saat Ini | 681 |
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)
VPVRRDV - PIMCO Real Return Portfolio Administrative telah mengungkapkan total kepemilikan 681 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 1,769,228,359 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama VPVRRDV - PIMCO Real Return Portfolio Administrative adalah U.S. Treasury Inflation Linked Notes (US:US91282CEZ05) , United States Treasury Inflation Indexed Bonds (US:US9128283R96) , US TREASURY I/L 2.375% 10-15-28 (US:US91282CJH51) , Usa Treasury Notes 3 7/8% 30yr Notes 04/15/2029 (US:US912810FH69) , and United States Treasury Inflation Indexed Bonds (US:US91282CHP95) . Posisi baru VPVRRDV - PIMCO Real Return Portfolio Administrative meliputi: U.S. Treasury Inflation Linked Notes (US:US91282CEZ05) , United States Treasury Inflation Indexed Bonds (US:US9128283R96) , US TREASURY I/L 2.375% 10-15-28 (US:US91282CJH51) , Usa Treasury Notes 3 7/8% 30yr Notes 04/15/2029 (US:US912810FH69) , and United States Treasury Inflation Indexed Bonds (US:US91282CHP95) .
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 |
|---|---|---|---|---|
| 53.93 | 3.9045 | 1.3768 | ||
| 18.77 | 1.3588 | 1.3588 | ||
| 16.87 | 1.2212 | 1.2212 | ||
| 32.10 | 2.3243 | 1.1826 | ||
| 13.71 | 0.9927 | 0.9927 | ||
| 10.93 | 0.7915 | 0.7915 | ||
| 6.97 | 0.5046 | 0.5046 | ||
| 6.79 | 0.4913 | 0.4913 | ||
| 6.56 | 0.4749 | 0.4749 | ||
| 4.87 | 0.3528 | 0.3528 |
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 |
|---|---|---|---|---|
| 50.48 | 3.6545 | -0.7757 | ||
| 30.68 | 2.2214 | -0.4063 | ||
| -5.29 | -0.3829 | -0.3829 | ||
| 19.69 | 1.4258 | -0.2867 | ||
| -2.97 | -0.2149 | -0.2149 | ||
| 30.35 | 2.1974 | -0.1927 | ||
| -2.42 | -0.1756 | -0.1756 | ||
| -2.24 | -0.1623 | -0.1623 | ||
| 9.20 | 0.6660 | -0.1119 | ||
| -1.24 | -0.0899 | -0.0899 |
Pengajuan 13F dan Dana
Formulir ini diajukan pada 2025-08-29 untuk periode pelaporan 2025-06-30. Klik ikon tautan untuk melihat riwayat transaksi selengkapnya.
Tingkatkan ke versi premium untuk membuka data premium dan ekspor ke Excel. 
.
2022-07-28: Catatan Penting - Kami telah mengubah cara perhitungan kolom Δ Portfolio % pada tabel ini. Sebelumnya, kami melaporkannya sebagai persentase perubahan dalam alokasi portofolio. Sekarang kami melaporkannya sebagai perubahan mentah dalam alokasi portofolio (tetap dilaporkan sebagai persentase). Dalam rumus, sebelumnya kami melaporkannya sebagai 100 * (alokasi saat ini - alokasi sebelumnya) / alokasi sebelumnya. Sekarang kami melaporkannya sebagai (alokasi saat ini - alokasi sebelumnya).
| Keamanan | Ketik | Harga Saham Rata-rata | Saham (MM) |
ΔSaham (%) |
ΔSaham (%) |
Nilai ($MM) |
Portpolyo (%) |
ΔPortofolio (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| US91282CEZ05 / U.S. Treasury Inflation Linked Notes | 84.17 | 0.91 | 6.0939 | 0.1705 | |||||
| US9128283R96 / United States Treasury Inflation Indexed Bonds | 81.92 | 0.91 | 5.9310 | 0.1655 | |||||
| US91282CJH51 / US TREASURY I/L 2.375% 10-15-28 | 76.27 | 0.55 | 5.5223 | 0.1352 | |||||
| TSY INFL IX N/B 07/34 1.875 / DBT (US91282CLE92) | 62.34 | 0.17 | 4.5134 | 0.0935 | |||||
| US912810FH69 / Usa Treasury Notes 3 7/8% 30yr Notes 04/15/2029 | 59.85 | 0.34 | 4.3329 | 0.0969 | |||||
| US91282CHP95 / United States Treasury Inflation Indexed Bonds | 56.95 | 0.55 | 4.1234 | 0.1010 | |||||
| US912810PV44 / United States Treasury Inflation Indexed Bonds | 55.08 | 0.62 | 3.9881 | 0.1002 | |||||
| US01F0426811 / UMBS TBA | 53.93 | 50.88 | 3.9045 | 1.3768 | |||||
| US912810FD55 / Usa Treasury Bonds 3 5/8% Tii 30yr Bd 4/15/28 | 50.71 | 0.19 | 3.6714 | 0.0770 | |||||
| US912828N712 / United States Treasury Inflation Indexed Bonds | 50.48 | -19.08 | 3.6545 | -0.7757 | |||||
| US91282CDC29 / UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 49.20 | 0.63 | 3.5624 | 0.0899 | |||||
| US912828ZZ63 / United States Treasury Inflation Indexed Bonds | 46.91 | 1.28 | 3.3961 | 0.1071 | |||||
| US912828Y388 / United States Treasury Inflation Indexed Bonds | 41.90 | 0.95 | 3.0338 | 0.0858 | |||||
| US912828Z377 / United States Treasury Inflation Indexed Bonds | 40.53 | 1.31 | 2.9346 | 0.0932 | |||||
| US912828S505 / United States Treasury Inflation Indexed Bonds | 38.71 | 0.58 | 2.8029 | 0.0695 | |||||
| US01F0606834 / Uniform Mortgage-Backed Security, TBA | 36.35 | 9.21 | 2.6316 | 0.2779 | |||||
| US912810QV35 / United States Treasury Inflation Indexed Bonds | 33.26 | -2.40 | 2.4083 | -0.0120 | |||||
| TSY INFL IX N/B 10/29 1.625 / DBT (US91282CLV18) | 32.10 | 99.70 | 2.3243 | 1.1826 | |||||
| US01F0406854 / UMBS TBA | 30.68 | -23.50 | 2.2214 | -0.4063 | |||||
| US912810RF75 / United States Treasury Inflation Indexed Bonds | 30.35 | -9.82 | 2.1974 | -0.1927 | |||||
| US91282CCM10 / United States Treasury Inflation Indexed Bonds | 28.12 | 1.21 | 2.0357 | 0.0628 | |||||
| US912810RL44 / United States Treasury Inflation Indexed Bonds | 27.61 | -2.85 | 1.9992 | -0.0194 | |||||
| US91282CGK18 / U.S. Treasury Inflation Linked Notes | 25.32 | 0.74 | 1.8336 | 0.0482 | |||||
| US91282CFR79 / United States Treasury Inflation Indexed Bonds | 24.34 | 0.60 | 1.7624 | 0.0439 | |||||
| US01F0626899 / Uniform Mortgage-Backed Security, TBA | 21.24 | 1.36 | 1.5379 | 0.0559 | |||||
| US912810RW09 / United States Treasury Inflation Indexed Bonds | 20.53 | -3.33 | 1.4864 | -0.0218 | |||||
| TSY INFL IX N/B 01/34 1.75 / DBT (US91282CJY84) | 20.39 | 0.31 | 1.4761 | 0.0325 | |||||
| US91282CCA71 / United States Treasury Inflation Indexed Bonds | 20.20 | 0.57 | 1.4625 | 0.0361 | |||||
| US912810RR14 / United States Treasury Inflation Indexed Bonds | 19.69 | -18.33 | 1.4258 | -0.2867 | |||||
| US912810PZ57 / United States Treasury Inflation Indexed Bonds | 19.25 | 0.55 | 1.3934 | 0.0341 | |||||
| GNMA II POOL MB0420 G2 06/55 FIXED 3.5 / ABS-MBS (US3618N5PE30) | 18.77 | 1.3588 | 1.3588 | ||||||
| FR0013519253 / French Republic Government Bond OAT | 17.98 | 9.71 | 1.3019 | 0.1380 | |||||
| US912810TP30 / US TREASURY I/L 1.5% 02-15-53 | 17.97 | -3.87 | 1.3007 | -0.0265 | |||||
| US01F0526800 / Uniform Mortgage-Backed Security, TBA | 17.48 | 1.31 | 1.2659 | 0.0454 | |||||
| TSY INFL IX N/B 02/54 2.125 / DBT (US912810TY47) | 17.33 | -3.67 | 1.2545 | -0.0230 | |||||
| US21H0326700 / GNMA2 30YR TBA(REG C) 3.5 TBA 07-01-50 | 16.87 | 1.2212 | 1.2212 | ||||||
| JP1120241K56 / Japanese Government CPI Linked Bond | 15.46 | 5.64 | 1.1193 | 0.0801 | |||||
| US91282CBF77 / United States Treasury Inflation Indexed Bonds | 14.81 | 1.31 | 1.0725 | 0.0342 | |||||
| US9128285W63 / United States Treasury Inflation Indexed Bonds | 14.22 | 1.00 | 1.0297 | 0.0297 | |||||
| GNMA II POOL MB0362 G2 05/55 FIXED 3.5 / ABS-MBS (US3618N5ML00) | 13.71 | 0.9927 | 0.9927 | ||||||
| FREDDIE MAC FHR 5513 MF / ABS-MBS (US3137HKEX87) | 13.09 | -5.18 | 0.9479 | -0.0326 | |||||
| TSY INFL IX N/B 04/29 2.125 / DBT (US91282CKL45) | 12.46 | 0.73 | 0.9023 | 0.0236 | |||||
| ACI12NZL6 / JAPAN GOVT CPI LINKED BONDS 03/28 0.1 | 11.56 | 4.99 | 0.8368 | 0.0550 | |||||
| GNMA II POOL MB0143 G2 01/55 FIXED 3.5 / ABS-MBS (US3618N5ER61) | 10.93 | 0.7915 | 0.7915 | ||||||
| US91282CDX65 / United States Treasury Inflation Indexed Bonds | 9.76 | 1.14 | 0.7065 | 0.0213 | |||||
| US912810QP66 / United States Treasury Inflation Indexed Bonds | 9.40 | -2.00 | 0.6804 | -0.0006 | |||||
| US9128282L36 / United States Treasury Inflation Indexed Bonds | 9.39 | 0.77 | 0.6800 | 0.0181 | |||||
| US912810QF84 / United States Treasury Inflation Indexed Bonds | 9.27 | -1.36 | 0.6708 | 0.0037 | |||||
| TSY INFL IX N/B 02/55 2.375 / DBT (US912810UH94) | 9.25 | 27.72 | 0.6694 | 0.1553 | |||||
| TSY INFL IX N/B 01/35 2.125 / DBT (US91282CML27) | 9.20 | -16.01 | 0.6660 | -0.1119 | |||||
| US91282CEJ62 / United States Treasury Inflation Indexed Bonds | 9.12 | 0.72 | 0.6604 | 0.0172 | |||||
| US912828V491 / United States Treasury Inflation Indexed Bonds | 8.78 | 0.65 | 0.6354 | 0.0161 | |||||
| US912810SV17 / United States Treasury Inflation Indexed Bonds | 8.10 | -4.36 | 0.5861 | -0.0150 | |||||
| TIKEHAU CLO IX DAC TIKEH 9A AR 144A / ABS-CBDO (XS2931965672) | 7.30 | 8.85 | 0.5288 | 0.0523 | |||||
| US912810SM18 / US TII .25 02/15/2050 (TIPS) | 7.23 | -3.93 | 0.5236 | -0.0110 | |||||
| US36179W7L60 / Ginnie Mae II Pool | 6.97 | 0.5046 | 0.5046 | ||||||
| US912810RA88 / United States Treasury Inflation Indexed Bonds | 6.87 | -2.41 | 0.4974 | -0.0026 | |||||
| FANNIE MAE FNR 2025 47 FJ / ABS-MBS (US3136BWNH55) | 6.79 | 0.4913 | 0.4913 | ||||||
| FANNIE MAE FNR 2025 19 FC / ABS-MBS (US3136BVBY34) | 6.68 | -4.04 | 0.4833 | -0.0107 | |||||
| US36179W5D62 / Ginnie Mae II Pool | 6.56 | 0.4749 | 0.4749 | ||||||
| IRS EUR 0.19700 11/08/22-30Y LCH / DIR (EZ3H5XY3RVT8) | 5.81 | 11.02 | 0.4209 | 0.0490 | |||||
| XS2274529275 / CIFC European Funding CLO III DAC | 5.60 | 8.89 | 0.4052 | 0.0402 | |||||
| CA135087VS05 / Canadian Government Real Return Bond | 5.40 | 5.18 | 0.3913 | 0.0264 | |||||
| US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 5.32 | 137.49 | 0.3848 | 0.2259 | |||||
| US912810SB52 / United States Treasury Inflation Indexed Bonds | 5.20 | -3.37 | 0.3763 | -0.0056 | |||||
| TSY INFL IX N/B 04/30 1.625 / DBT (US91282CNB36) | 4.87 | 0.3528 | 0.3528 | ||||||
| US87241EAQ89 / TCW CLO 2019-1 AMR Ltd | 4.71 | 0.23 | 0.3408 | 0.0073 | |||||
| ATLAS SENIOR LOAN FUND LTD ATCLO 2021 18A A1R 144A / ABS-CBDO (US04943EAQ44) | 4.50 | -0.09 | 0.3256 | 0.0060 | |||||
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2025 1A A1 144A / ABS-CBDO (XS3065225669) | 4.48 | 0.3241 | 0.3241 | ||||||
| IRS EUR 2.25000 09/17/25-30Y LCH / DIR (EZV4L1QCFM97) | 4.44 | 13.10 | 0.3213 | 0.0426 | |||||
| RFR USD SOFR/2.86500 02/13/24-30Y LCH / DIR (EZLBBPTCYY71) | 4.20 | 12.94 | 0.3039 | 0.0400 | |||||
| US62432MAN92 / Mountain View Clo XIV Ltd | 4.20 | 0.50 | 0.3038 | 0.0073 | |||||
| IT0005387052 / Italy Buoni Poliennali Del Tesoro | 4.12 | 11.36 | 0.2981 | 0.0355 | |||||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | 3.71 | 0.2689 | 0.2689 | ||||||
| US912810TE82 / United States Treasury Inflation Indexed Bonds | 3.70 | -4.79 | 0.2675 | -0.0081 | |||||
| GNMA II POOL MB0255 G2 03/55 FIXED 3.5 / ABS-MBS (US3618N5H931) | 3.64 | 0.2639 | 0.2639 | ||||||
| IRS EUR 0.19500 11/04/22-30Y LCH / DIR (EZZLWXLX9PF2) | 3.29 | 11.00 | 0.2383 | 0.0277 | |||||
| IRS EUR 0.19500 11/04/22-30Y LCH / DIR (EZZLWXLX9PF2) | 3.29 | 11.00 | 0.2383 | 0.0277 | |||||
| BAIN CAPITAL CREDIT CLO LIMITE BCC 2019 3A ARR 144A / ABS-CBDO (US05683TBA60) | 3.18 | 0.00 | 0.2306 | 0.0044 | |||||
| US912810FQ68 / United States Treas Bds Treas Bond | 3.03 | 0.56 | 0.2194 | 0.0054 | |||||
| FR0014001N38 / French Republic | 2.88 | 10.63 | 0.2088 | 0.0236 | |||||
| FREDDIE MAC FHR 5508 QF / ABS-MBS (US3137HJVX22) | 2.76 | -3.73 | 0.2002 | -0.0037 | |||||
| US03880XAA46 / Arbor Realty Collateralized Loan Obligation Ltd., Series 2022-FL1, Class A | 2.70 | -10.98 | 0.1955 | -0.0199 | |||||
| INF SWAP US IT 2.31125 02/24/21-10Y LCH / DIR (EZ0098TXC0B7) | 2.67 | -4.17 | 0.1930 | -0.0046 | |||||
| XS2665045949 / HAYFIN EMERALD CLO SER 12A CL A V/R REGD 144A P/P /EUR/ 0.00000000 | 2.60 | 8.76 | 0.1879 | 0.0184 | |||||
| XS2298464939 / Dryden 44 Euro CLO 2015 BV | 2.58 | 8.79 | 0.1865 | 0.0183 | |||||
| US74923EAA64 / Rad CLO 5 Ltd | 2.57 | -15.84 | 0.1859 | -0.0308 | |||||
| US12559QAF90 / CIT Mortgage Loan Trust 2007-1 | 2.46 | -6.08 | 0.1779 | -0.0079 | |||||
| US9128287D64 / United States Treasury Inflation Indexed Bonds | 2.38 | 1.28 | 0.1724 | 0.0054 | |||||
| US91282CGW55 / United States Treasury Inflation Indexed Bonds | 2.35 | 0.77 | 0.1700 | 0.0045 | |||||
| US64830NAA90 / New Residential Mortgage Loan Trust 2019-RPL3 | 2.27 | -5.30 | 0.1643 | -0.0059 | |||||
| RFRF USD SOFR/2.28500 11/15/23-30Y LCH / DIR (EZ6VRNVRPQ25) | 2.26 | 7.16 | 0.1636 | 0.0138 | |||||
| XS2327983784 / Providus CLO IV DAC | 2.23 | 8.98 | 0.1617 | 0.0162 | |||||
| US38382YB360 / Government National Mortgage Association | 2.18 | -0.09 | 0.1579 | 0.0028 | |||||
| CVC CORDATUS OPPORTUNITY LOAN COLFR 1A AR 144A / ABS-CBDO (XS3020835339) | 2.07 | 6.58 | 0.1502 | 0.0120 | |||||
| ROCKFORD TOWER EUROPE CLO RFTE 2018 1A AR / ABS-CBDO (XS2779841050) | 1.89 | 8.90 | 0.1365 | 0.0136 | |||||
| US12669WAA45 / Countrywide Asset-Backed Certificates | 1.86 | -2.36 | 0.1350 | -0.0007 | |||||
| RFRF USD SOFR/2.23650 11/21/23-30Y LCH / DIR (EZX8X7WQFX07) | 1.80 | 6.76 | 0.1304 | 0.0106 | |||||
| FANNIE MAE FNR 2025 18 FA / ABS-MBS (US3136BU7K00) | 1.77 | -5.85 | 0.1282 | -0.0054 | |||||
| CORDATUS CLO PLC CORDA 21A A1E 144A / ABS-CBDO (XS2370710936) | 1.64 | 8.73 | 0.1190 | 0.0116 | |||||
| BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1 / DBT (IT0005588881) | 1.58 | 13.23 | 0.1147 | 0.0154 | |||||
| US32027NXX47 / FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF12 M2 | 1.57 | -3.87 | 0.1135 | -0.0023 | |||||
| US75406DAD57 / RASC Series 2006-EMX1 Trust | 1.53 | -2.60 | 0.1110 | -0.0008 | |||||
| US38380LJY02 / Government National Mortgage Association | 1.53 | -1.16 | 0.1108 | 0.0009 | |||||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | 1.52 | 0.1103 | 0.1103 | ||||||
| US55285AAA51 / MF1 2022-FL9 LLC SER 2022-FL9 CL A V/R REGD 144A P/P 2.96000000 | 1.51 | -4.49 | 0.1094 | -0.0029 | |||||
| US53946PAA84 / LoanCore 2022-CRE7 Issuer Ltd | 1.48 | -5.50 | 0.1069 | -0.0041 | |||||
| US89288CAA71 / TRAL_21-7A | 1.40 | 0.07 | 0.1016 | 0.0021 | |||||
| TRS R SOFRRATE+17/91282CCM1 MYC / DCR (000000000) | 1.38 | 0.1000 | 0.1000 | ||||||
| US87277JAA97 / TRTX 2022-FL5 Issuer Ltd | 1.33 | -7.97 | 0.0962 | -0.0064 | |||||
| HENLEY FUNDING LTD. HNLY 7A AR / ABS-CBDO (XS2874094274) | 1.29 | 8.74 | 0.0937 | 0.0092 | |||||
| FORTRESS CREDIT BSL LIMITED FCBSL 2019 1A A1R 144A / ABS-CBDO (US34956NAL64) | 1.28 | -27.21 | 0.0924 | -0.0321 | |||||
| US52525AAA25 / LEHMAN XS TRUST SERIES 2007-20N SER 2007-20N CL A1 V/R REGD 2.85800000 | 1.26 | -8.21 | 0.0915 | -0.0063 | |||||
| US78442GLL85 / SLM Student Loan Trust 2004-3 | 1.25 | -2.27 | 0.0903 | -0.0003 | |||||
| US060505FL38 / Bank of America Corp | 1.22 | 0.00 | 1.24 | 0.65 | 0.0898 | 0.0023 | |||
| XS2326512618 / HARVEST CLO HARVT 21A A1R 144A | 1.23 | 1.57 | 0.0889 | 0.0030 | |||||
| INF SWAP US IT 1.7975 08/25/20-7Y LCH / DIR (000000000) | 1.22 | 0.0883 | 0.0883 | ||||||
| INF SWAP US IT 2.41875 03/05/21-5Y LCH / DIR (EZNTBQ09RPK9) | 1.21 | -2.57 | 0.0879 | -0.0006 | |||||
| INF SWAP US IT 1.89 08/27/20-7Y LCH / DIR (000000000) | 1.19 | 0.0860 | 0.0860 | ||||||
| ALBACORE EURO CLO ALBAC 4A AR 144A / ABS-CBDO (XS2861758642) | 1.18 | 9.17 | 0.0854 | 0.0087 | |||||
| US3132HTBH86 / Freddie Mac Strips | 1.10 | -2.83 | 0.0796 | -0.0007 | |||||
| NEUBERGER BERMAN CLO LTD NEUB 2021 45A AR 144A / ABS-CBDO (US64134MAJ53) | 1.10 | -0.27 | 0.0795 | 0.0014 | |||||
| US70069FAZ09 / ASSET BACKED SECURITY | 1.08 | -7.36 | 0.0784 | -0.0046 | |||||
| US054980AA58 / BDS 2022-FL11 LLC | 1.07 | -6.06 | 0.0774 | -0.0034 | |||||
| US83609GBN43 / Sound Point CLO IX Ltd | 1.01 | -11.93 | 0.0732 | -0.0084 | |||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 1.00 | 0.0727 | 0.0727 | ||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 1.00 | 0.0727 | 0.0727 | ||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 1.00 | 0.0727 | 0.0727 | ||||||
| US885220FE80 / TMST 2004-2 A1 | 1.00 | -2.05 | 0.0727 | -0.0001 | |||||
| CAPITAL FOUR US CLO C4US 2022 1A AR 144A / ABS-CBDO (US14016CAN65) | 1.00 | -0.10 | 0.0727 | 0.0013 | |||||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 3A AR 144A / ABS-CBDO (XS2934650610) | 0.99 | -2.17 | 0.0718 | -0.0002 | |||||
| XS2330054953 / OAK HILL EUROPEAN CREDIT PARTN OHECP 2018 7A AR 144A | 0.98 | -5.58 | 0.0711 | -0.0027 | |||||
| US26251NAB64 / Dryden 60 CLO Ltd | 0.97 | -16.20 | 0.0700 | -0.0119 | |||||
| US02147DAB73 / Alternative Loan Trust 2006-OA11 | 0.96 | -2.14 | 0.0696 | -0.0002 | |||||
| ST PAULS CLO SPAUL 10A AR 144A / ABS-CBDO (XS2319913104) | 0.94 | 9.05 | 0.0681 | 0.0068 | |||||
| XS2402448703 / St Pauls CLO II DAC | 0.94 | 8.81 | 0.0680 | 0.0067 | |||||
| XS2294714220 / Contego CLO IV Designated Activity Company | 0.94 | 8.59 | 0.0677 | 0.0065 | |||||
| US437084QA78 / Home Equity Asset Trust | 0.93 | -7.73 | 0.0675 | -0.0042 | |||||
| US12551JAL08 / CIFC FUNDING LTD CIFC 2017 4A A1R 144A | 0.89 | -23.48 | 0.0647 | -0.0182 | |||||
| US23246KAA97 / Alternative Loan Trust 2007-1T1 | 0.88 | -3.28 | 0.0641 | -0.0009 | |||||
| US38375UZZ64 / Government National Mortgage Association | 0.85 | -6.53 | 0.0612 | -0.0030 | |||||
| US83612TAA07 / Soundview Home Loan Trust 2007-OPT1 | 0.84 | -0.95 | 0.0605 | 0.0006 | |||||
| US81376YAD31 / SECURITIZED ASSET BACKED RECEI SABR 2006 HE1 A2C | 0.83 | -0.12 | 0.0603 | 0.0011 | |||||
| AG TRUST AG 2024 NLP A 144A / ABS-MBS (US00792MAA18) | 0.81 | 0.12 | 0.0587 | 0.0012 | |||||
| US64360YAB11 / New Century Home Equity Loan Trust, Series 2006-2, Class A2B | 0.79 | -2.24 | 0.0570 | -0.0001 | |||||
| XS2339017928 / CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A | 0.77 | -10.97 | 0.0559 | -0.0056 | |||||
| EZGKNZSHTVL4 / INF SWAP US IT 2.7675 05/13/21-5Y LCH | 0.75 | -3.87 | 0.0540 | -0.0011 | |||||
| US52519SAM52 / LABMH 2001-B M2 7.17% 3/28 | 0.75 | 0.00 | 0.0540 | 0.0010 | |||||
| US92558NAJ19 / Vibrant CLO XI Ltd | 0.71 | -21.96 | 0.0512 | -0.0132 | |||||
| US17311WAA53 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR4 1A1A | 0.70 | -0.56 | 0.0510 | 0.0007 | |||||
| ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A AR3 144A / ABS-CBDO (US03328QBL41) | 0.70 | 0.14 | 0.0508 | 0.0010 | |||||
| ANCHORAGE CAPITAL CLO LTD ANCHC 2021 20A A1R 144A / ABS-CBDO (US03330YAJ91) | 0.70 | 0.00 | 0.0506 | 0.0010 | |||||
| 3MO EURO EURIBOR SEP26 IFLL 20260914 / DIR (GB00J8R2ZN46) | 0.67 | 1,125.45 | 0.0488 | 0.0449 | |||||
| US61750SAF92 / Morgan Stanley ABS Capital I Incorporated Trust | 0.65 | -1.36 | 0.0473 | 0.0003 | |||||
| XS2400757501 / St Paul's CLO IV DAC | 0.65 | 8.49 | 0.0473 | 0.0046 | |||||
| XS2357554679 / SEGOVIA EUROPEAN CLO 6 2019 SEGOV 2019 6A AR 144A | 0.64 | 9.00 | 0.0465 | 0.0046 | |||||
| XS2062959700 / Blackrock European CLO IX DAC | 0.64 | 2.08 | 0.0463 | 0.0018 | |||||
| TREASURY BILL 09/25 0.00000 / DBT (US912797PW16) | 0.62 | 0.0451 | 0.0451 | ||||||
| RFR USD SOFR/3.50000 06/20/24-30Y CME / DIR (EZV8ZC6L7CY8) | 0.62 | 15.19 | 0.0451 | 0.0067 | |||||
| TRS R SOFRRATE+17/91282CDX6 MYC / DCR (000000000) | 0.61 | 0.0439 | 0.0439 | ||||||
| US3137BY3C20 / Freddie Mac REMICS | 0.60 | -3.21 | 0.0437 | -0.0006 | |||||
| US38382Y5C34 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H11 CL FC V/R 6.10000000 | 0.59 | -1.66 | 0.0429 | 0.0001 | |||||
| INF SWAP US IT 2.703 05/25/21-5Y LCH / DIR (000000000) | 0.59 | 0.0428 | 0.0428 | ||||||
| US75406XAE94 / RASC Series 2006-KS7 Trust | 0.58 | -11.60 | 0.0419 | -0.0046 | |||||
| XS1850277838 / Tikehau CLO IV BV | 0.58 | -15.02 | 0.0418 | -0.0064 | |||||
| US31395HHV50 / Freddie Mac Structured Pass-Through Certificates | 0.57 | -2.88 | 0.0416 | -0.0005 | |||||
| EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF53) | 0.55 | 0.0399 | 0.0399 | ||||||
| US3137F4BX98 / Freddie Mac REMICS | 0.55 | -9.70 | 0.0398 | -0.0034 | |||||
| US83613DAD84 / SOUNDVIEW HOME LOAN TRUST 2007-OPT2 SER 2007-OPT2 CL 2A3 V/R REGD 1.88800000 | 0.53 | -1.50 | 0.0382 | 0.0002 | |||||
| US3132DWES89 / FR SD8245 | 0.50 | -2.34 | 0.0363 | -0.0001 | |||||
| US912810PS15 / United States Treasury Inflation Indexed Bonds | 0.50 | 0.20 | 0.0363 | 0.0007 | |||||
| GNMA II POOL MB0304 G2 04/55 FIXED 3.5 / ABS-MBS (US3618N5KS70) | 0.50 | 0.0363 | 0.0363 | ||||||
| US126694BH04 / CHL MORTGAGE PASS-THROUGH TRUST 2005-HYB6 SER 2005-HYB6 CL 2A1 V/R REGD 3.79668100 | 0.48 | -1.63 | 0.0351 | 0.0001 | |||||
| US35729TAA07 / Fremont Home Loan Trust, Series 2006-C, Class 1A1 | 0.48 | -0.82 | 0.0350 | 0.0004 | |||||
| US74924EAA55 / RALI Series 2007-QH8 Trust | 0.48 | -3.05 | 0.0345 | -0.0004 | |||||
| US52522EAA73 / Lehman XS Trust, Series 2006-7, Class 1A1A | 0.47 | -0.85 | 0.0338 | 0.0004 | |||||
| EURO-OAT FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGGA8) | 0.46 | 0.0335 | 0.0335 | ||||||
| VOYA CLO LTD VOYA 2019 2A AR 144A / ABS-CBDO (US92917RAL33) | 0.45 | -1.09 | 0.0327 | 0.0002 | |||||
| US80317LAJ26 / Saranac Clo VI Ltd | 0.45 | -14.45 | 0.0326 | -0.0047 | |||||
| US12667CAD48 / Countrywide Asset-Backed Certificates, Series 2006-19, Class 2A3 | 0.45 | -3.04 | 0.0324 | -0.0004 | |||||
| TRS R SOFRRATE+17/9128287D6 MYC / DCR (000000000) | 0.45 | 0.0324 | 0.0324 | ||||||
| XS0308666493 / EUROSAIL PLC ESAIL 2007 3X A3A REGS | 0.42 | -6.03 | 0.0306 | -0.0013 | |||||
| US01852TAA16 / Alliance Bancorp Trust | 0.41 | -2.16 | 0.0295 | -0.0001 | |||||
| FCT / Fincantieri S.p.A. | 0.41 | 0.0293 | 0.0293 | ||||||
| US33835NAA90 / 522 FUNDING CLO LTD MORGN 2018 3A AR 144A | 0.39 | -23.17 | 0.0281 | -0.0078 | |||||
| US36361UAL44 / Gallatin CLO VIII 2017-1 Ltd | 0.38 | -1.31 | 0.0273 | 0.0002 | |||||
| US1248RHAC14 / CREDIT-BASED ASSET SERVICING & SECURITIZATIO SER 2007-CB6 CL A3 V/R REGD 144A P/P 2.04275000 | 0.37 | -1.87 | 0.0266 | -0.0000 | |||||
| US92978GAC33 / Wachovia Mortgage Loan Trust Series 2006-ALT1 | 0.37 | -7.59 | 0.0265 | -0.0016 | |||||
| US54251TAC36 / Long Beach Mortgage Loan Trust 2006-7 | 0.36 | 0.56 | 0.0259 | 0.0006 | |||||
| US67113DAW48 / OZLM XXIV Ltd | 0.36 | -23.66 | 0.0258 | -0.0073 | |||||
| US67576FAA75 / Octagon Investment Partners 18-R Ltd | 0.35 | -17.76 | 0.0255 | -0.0049 | |||||
| US3140XJ4D27 / Federal National Mortgage Association, Inc. | 0.35 | -2.54 | 0.0251 | -0.0002 | |||||
| US170255AA19 / CHL MORTGAGE PASS-THROUGH TRUST 2007-1 SER 2007-1 CL A1 REGD 6.00000000 | 0.35 | -1.42 | 0.0251 | 0.0001 | |||||
| US52522HAM43 / Lehman XS Trust, Series 2006-8, Class 3A4 | 0.35 | -1.71 | 0.0250 | 0.0001 | |||||
| US15032AAN72 / Cedar Funding V CLO Ltd | 0.34 | -11.92 | 0.0247 | -0.0028 | |||||
| INF SWAP US IT 2.31375 02/26/21-5Y LCH / DIR (000000000) | 0.34 | 0.0244 | 0.0244 | ||||||
| US12489WLH50 / Credit-Based Asset Servicing & Securitization LLC | 0.33 | -2.95 | 0.0238 | -0.0003 | |||||
| US040104MX65 / ARGENT MORTGAGE LOAN TRUST 2005-W1 SER 2005-W1 CL A1 V/R REGD 2.18800000 | 0.33 | -2.39 | 0.0237 | -0.0001 | |||||
| INF SWAP US IT 2.813 05/14/21-5Y LCH / DIR (000000000) | 0.31 | 0.0225 | 0.0225 | ||||||
| FCT / Fincantieri S.p.A. | 0.30 | 0.0221 | 0.0221 | ||||||
| US225401AY40 / Credit Suisse Group AG | 0.30 | -0.33 | 0.0217 | 0.0003 | |||||
| US26251LAC81 / Dryden 64 CLO Ltd 2.79 | 0.30 | -23.58 | 0.0214 | -0.0061 | |||||
| US80557BAA26 / Saxon Asset Securities Trust 2007-3 | 0.29 | -3.99 | 0.0209 | -0.0005 | |||||
| RFR USD SOFR/3.25000 06/18/25-9Y LCH / DIR (EZVYZM8DK482) | 0.29 | -17.87 | 0.0207 | -0.0039 | |||||
| INF SWAP EM NI 2.7 04/15/23-30Y LCH / DIR (EZ0Y9J6GR2R2) | 0.28 | 8.24 | 0.0200 | 0.0019 | |||||
| US50189XAA37 / LCM LOAN INCOME FUND I LTD SER 1A CL A V/R REGD 144A P/P 6.61775000 | 0.28 | -34.52 | 0.0199 | -0.0099 | |||||
| US07386HVS74 / BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1 | 0.27 | -3.56 | 0.0197 | -0.0004 | |||||
| CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A 03/45 9.7 / DBT (US224939AB41) | 0.27 | 0.0192 | 0.0192 | ||||||
| XS2390844780 / Black Diamond CLO 2019-1 DAC | 0.26 | -1.13 | 0.0191 | 0.0001 | |||||
| TREASURY BILL 10/25 0.00000 / DBT (US912797RD17) | 0.26 | 0.0189 | 0.0189 | ||||||
| XS2350603374 / CAIRN CLO BV CRNCL 2018 10A AR 144A | 0.26 | -5.86 | 0.0186 | -0.0008 | |||||
| XS2353412633 / DRYDEN EURO CLO DRYD 2017 52A AR 144A | 0.25 | 4.53 | 0.0184 | 0.0011 | |||||
| US45660LJZ31 / Residential Asset Securitization Trust, Series 2005-A5, Class A3 | 0.24 | -3.64 | 0.0172 | -0.0003 | |||||
| INF SWAP EM NI 2.736 10/15/23-30Y LCH / DIR (EZW0QN60W2Z4) | 0.24 | 89.52 | 0.0170 | 0.0082 | |||||
| INF SWAP EM NI 2.736 10/15/23-30Y LCH / DIR (EZW0QN60W2Z4) | 0.24 | 89.52 | 0.0170 | 0.0082 | |||||
| US04018LAJ44 / ARES CLO LTD ARES 2018 50A AR 144A | 0.23 | -30.45 | 0.0169 | -0.0069 | |||||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | 0.23 | 0.0167 | 0.0167 | ||||||
| RFR JPY MUTK/0.50000 12/15/21-10Y LCH / DIR (EZBGMDDJHGZ6) | 0.22 | -20.36 | 0.0162 | -0.0037 | |||||
| INF SWAP EM NI 2.59 12/15/22-30Y LCH / DIR (EZQNRNKDZTL1) | 0.21 | 10.05 | 0.0151 | 0.0016 | |||||
| US70069FMT11 / Park Place Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2005-WHQ4, Class M2 | 0.21 | -12.02 | 0.0149 | -0.0017 | |||||
| XS2313672177 / MAN GLG EURO CLO GLGE 5A A1R 144A | 0.20 | -23.02 | 0.0148 | -0.0041 | |||||
| US93363CAC38 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR7 3A | 0.20 | 0.00 | 0.0148 | 0.0003 | |||||
| US69702HAA68 / Palmer Square Loan Funding Ltd | 0.20 | -58.51 | 0.0145 | -0.0197 | |||||
| US288542AA12 / ELLINGTON LOAN ACQUISITION TRUST 2007-1 SER 2007-1 CL A1 V/R REGD 144A P/P 2.80800000 | 0.19 | -6.34 | 0.0140 | -0.0006 | |||||
| SNDPT / Sounds Point CLO IV-R LTD | 0.19 | -18.45 | 0.0138 | -0.0028 | |||||
| US31395M2F53 / Freddie Mac Structured Pass-Through Certificates | 0.19 | -3.57 | 0.0137 | -0.0002 | |||||
| US928563AC98 / VMware Inc | 0.19 | 1.08 | 0.0136 | 0.0004 | |||||
| US02148FBX24 / ALTERNATIVE LOAN TRUST 2007-4CB SER 2007-4CB CL 1A35 REGD 6.00000000 | 0.18 | -4.28 | 0.0130 | -0.0003 | |||||
| US14889DAJ72 / Catamaran CLO 2014-1 Ltd | 0.18 | -38.54 | 0.0128 | -0.0077 | |||||
| OZLM LTD OZLM 2014 9A A1A4 144A / ABS-CBDO (US67109KBG85) | 0.18 | -24.24 | 0.0127 | -0.0038 | |||||
| XS2341633456 / BLUEMOUNTAIN FUJI EUR CLO BLUME 3A A1R 144A | 0.18 | -7.41 | 0.0127 | -0.0008 | |||||
| XS2347648961 / ARES EUROPEAN CLO ARESE 10A AR 144A | 0.17 | -3.87 | 0.0126 | -0.0002 | |||||
| US77587UAL61 / ROMARK CLO LTD RMRK 2017 1A A1R 144A | 0.17 | -36.96 | 0.0126 | -0.0070 | |||||
| TREASURY BILL 07/25 0.00000 / DBT (US912797LW51) | 0.17 | 0.0126 | 0.0126 | ||||||
| XS0308710143 / EUROSAIL PLC ESAIL 2007 3X A3C REGS | 0.17 | -5.71 | 0.0120 | -0.0005 | |||||
| US45661JAA16 / IndyMac INDB Mortgage Loan Trust, Series 2006-1, Class A1 | 0.16 | -1.22 | 0.0118 | 0.0001 | |||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0.16 | 0.0117 | 0.0117 | ||||||
| INF SWAP GB NI 3.5 08/15/24-10Y LCH / DIR (EZ2T5PFXSD76) | 0.16 | 128.57 | 0.0116 | 0.0066 | |||||
| US933638AB41 / WaMu Mortgage Pass-Through Certificates Series 2006-AR19 Trust | 0.16 | -4.82 | 0.0115 | -0.0004 | |||||
| US46632TAA34 / JP Morgan Mortgage Trust Series 2008-R2 | 0.16 | -1.90 | 0.0113 | 0.0000 | |||||
| US17313QAL23 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA | 0.15 | -4.37 | 0.0111 | -0.0002 | |||||
| FCT / Fincantieri S.p.A. | 0.15 | 10.07 | 0.0111 | 0.0012 | |||||
| US39539FAK03 / GreenPoint Mortgage Funding Trust Series 2006-AR4 | 0.15 | -2.65 | 0.0107 | -0.0000 | |||||
| AUST 10Y BOND FUT SEP25 XSFE 20250915 / DIR (000000000) | 0.15 | 0.0107 | 0.0107 | ||||||
| EURO-BTP FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF38) | 0.14 | 0.0105 | 0.0105 | ||||||
| US12668RAA68 / CORP CMO | 0.14 | -2.04 | 0.0104 | -0.0000 | |||||
| INF SWAP EM NI 2.763 09/15/23-30Y LCH / DIR (EZSV4JHYN6X0) | 0.14 | 7.58 | 0.0103 | 0.0009 | |||||
| EZ2RJJ2KZCW0 / INF SWAP US IT 2.645 09/10/21-7Y LCH | 0.13 | -8.22 | 0.0098 | -0.0007 | |||||
| CH1214797172 / Credit Suisse Group AG | 0.13 | 9.09 | 0.0096 | 0.0010 | |||||
| US00442JAC80 / ACE Securities Corporation Home Equity Loan Trust Series | 0.13 | 0.00 | 0.0095 | 0.0002 | |||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.13 | 0.0093 | 0.0093 | ||||||
| US07386HF711 / BEAR STEARNS ALT-A TRUST 2006 | 0.13 | -3.79 | 0.0093 | -0.0001 | |||||
| US48250LAW90 / KKR FINANCIAL CLO LTD 07/30 1 | 0.12 | -38.83 | 0.0084 | -0.0050 | |||||
| US05401AAR23 / Avolon Holdings Funding Ltd | 0.11 | 1.79 | 0.0083 | 0.0003 | |||||
| US93364CAA62 / WaMu Mortgage Pass-Through Certificates Series 2007-OA4 Trust | 0.11 | -4.24 | 0.0082 | -0.0002 | |||||
| US362334ND27 / GSAA TRUST SER 2006-7 CL AF4A V/R REGD 6.22000000 | 0.11 | -2.63 | 0.0081 | -0.0001 | |||||
| US126694K641 / CHL MORTGAGE PASS-THROUGH TRUST 2006-6 SER 2006-6 CL A4 REGD 6.00000000 | 0.11 | 0.00 | 0.0080 | 0.0001 | |||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.11 | 0.0079 | 0.0079 | ||||||
| US81744MAA09 / Sequoia Mortgage Trust 2007-3 | 0.10 | -6.36 | 0.0075 | -0.0003 | |||||
| US55283TAA60 / MF1 Multifamily Housing Mortgage Loan Trust | 0.10 | -30.77 | 0.0072 | -0.0029 | |||||
| US16165VAJ70 / ChaseFlex Trust Series 2007-1 | 0.10 | -1.04 | 0.0069 | 0.0001 | |||||
| US32052DAG60 / First Horizon Alternative Mortgage Securities Trust, Series 2006-FA8, Class 1A7 | 0.09 | -6.00 | 0.0069 | -0.0003 | |||||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0.09 | 0.0068 | 0.0068 | ||||||
| US126697AA90 / CWABS ASSET-BACKED CERTIFICATES TRUST 2007-12 SER 2007-12 CL 1A1 V/R REGD 2.44800000 | 0.09 | -2.17 | 0.0066 | -0.0000 | |||||
| US762009AK44 / RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 S6 1A10 | 0.09 | 0.00 | 0.0064 | 0.0002 | |||||
| US07387AEG67 / Bear Stearns ARM Trust 2005-9 | 0.08 | -6.82 | 0.0060 | -0.0003 | |||||
| RFR JPY MUTK/0.55000 09/14/23-5Y LCH / DIR (EZ0DH7NGQM44) | 0.08 | -41.79 | 0.0057 | -0.0039 | |||||
| US86359LPF03 / Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A3 | 0.08 | -14.44 | 0.0056 | -0.0008 | |||||
| US45660LRU51 / IndyMac INDX Mortgage Loan Trust, Series 2005-AR14, Class 1A1A | 0.08 | -1.30 | 0.0055 | 0.0000 | |||||
| US61749LAP67 / MORGAN STANLEY MORTGAGE LOAN TRUST 2006-8AR | 0.07 | -6.41 | 0.0054 | -0.0002 | |||||
| US12639QAA40 / CSMC Trust, Series 2007-4R, Class 1A1 | 0.07 | -1.35 | 0.0053 | 0.0000 | |||||
| US17307G3C01 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR1 2A1 | 0.07 | -8.86 | 0.0052 | -0.0004 | |||||
| US07387AAB17 / Bear Stearns Adjustable Rate Mortgage Trust, Series 2005-1, Class 2A1 | 0.07 | 0.00 | 0.0051 | 0.0000 | |||||
| US81377AAD46 / Securitized Asset Backed Receivables LLC Trust 2006-HE2 | 0.07 | -1.45 | 0.0050 | 0.0001 | |||||
| NATURAL GAS FUTR SEP25 XNYM 20250827 / DCO (000000000) | 0.07 | 0.0049 | 0.0049 | ||||||
| US59024LAB71 / MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES 2007-HE2 | 0.07 | -1.49 | 0.0048 | 0.0001 | |||||
| US07388DAS71 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 2 3A2 | 0.07 | -1.52 | 0.0048 | 0.0000 | |||||
| US76113LAE74 / RESIDENTIAL ASSET SECURITIZATION TRUST 2006-A10 SER 2006-A10 CL A5 REGD 6.50000000 | 0.06 | -1.54 | 0.0047 | 0.0000 | |||||
| INF SWAP US IT 2.573 08/26/21-7Y LCH / DIR (000000000) | 0.06 | 0.0046 | 0.0046 | ||||||
| US03464LAA44 / ANGEL OAK MORTGAGE TRUST 2020-4 AOMT 2020-4 A1 | 0.06 | -7.69 | 0.0044 | -0.0003 | |||||
| US64352VJJ17 / New Century Home Equity Loan Trust, Series 2004-4, Class M1 | 0.06 | -4.76 | 0.0044 | -0.0001 | |||||
| US46630GAJ40 / JP Morgan Mortgage Trust 2007-A1 | 0.06 | -10.45 | 0.0044 | -0.0004 | |||||
| US05949CRS79 / BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 A 2A1 | 0.06 | 0.00 | 0.0044 | 0.0001 | |||||
| IRS EUR 1.83000 09/17/25-2Y LCH / DIR (EZR89VG8W7K1) | 0.06 | 0.0043 | 0.0043 | ||||||
| US32051GQL22 / First Horizon Mortgage Pass-Through Trust 2005-AR3 | 0.06 | -1.67 | 0.0043 | 0.0000 | |||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | 0.06 | 0.0043 | 0.0043 | ||||||
| US92331AAU88 / Venture XXVIII CLO Ltd | 0.06 | -42.00 | 0.0042 | -0.0029 | |||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.06 | 0.0041 | 0.0041 | ||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.06 | 0.0041 | 0.0041 | ||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.06 | 0.0041 | 0.0041 | ||||||
| US36242DLF86 / GSR Mortgage Loan Trust 2004-12 | 0.06 | 0.00 | 0.0041 | 0.0000 | |||||
| CORN FUTURE SEP25 XCBT 20250912 / DCO (000000000) | 0.05 | 0.0040 | 0.0040 | ||||||
| INF SWAP GB NI 3.466 09/15/24-10Y LCH / DIR (EZ6H5KXS0QT8) | 0.05 | 200.00 | 0.0039 | 0.0026 | |||||
| US81377JAB98 / Securitized Asset Backed Receivables LLC Trust 2007-HE1 | 0.05 | 0.00 | 0.0039 | 0.0001 | |||||
| US17311XAA37 / Citigroup Mortgage Loan Trust 2007-AMC2 | 0.05 | 0.00 | 0.0038 | 0.0001 | |||||
| US058927AA22 / Banc of America Funding 2006-A Trust | 0.05 | -1.96 | 0.0037 | 0.0000 | |||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.05 | 0.0036 | 0.0036 | ||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.05 | 0.0036 | 0.0036 | ||||||
| TRS R SOFRRATE+17/9128282L3 MYC / DCR (000000000) | 0.05 | 0.0036 | 0.0036 | ||||||
| US83162CRY11 / United States Small Business Administration | 0.05 | 0.00 | 0.0036 | 0.0001 | |||||
| US07384M4E98 / BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004 | 0.05 | -18.64 | 0.0035 | -0.0007 | |||||
| US05951EAM93 / BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 4A1 | 0.05 | -4.08 | 0.0034 | -0.0001 | |||||
| IRS EUR 1.89500 10/08/25-2Y LCH / DIR (EZDVG19BJRF9) | 0.05 | 0.0034 | 0.0034 | ||||||
| PLATINUM FUTURE OCT25 XNYM 20251029 / DCO (000000000) | 0.05 | 0.0033 | 0.0033 | ||||||
| US39538WEA27 / GreenPoint Mortgage Funding Trust 2005-AR5 | 0.04 | 0.00 | 0.0032 | 0.0001 | |||||
| INF SWAP EM NI 1.636 06/15/25-2Y LCH / DIR (EZ3WDPMPJN09) | 0.04 | 0.0032 | 0.0032 | ||||||
| US31394VL730 / Fannie Mae REMICS | 0.04 | -4.44 | 0.0032 | -0.0000 | |||||
| US39538RAB50 / GreenPoint MTA Trust 2005-AR1 | 0.04 | -4.44 | 0.0031 | -0.0001 | |||||
| US126680AA57 / Alternative Loan Trust 2007-OA7 | 0.04 | 0.00 | 0.0031 | 0.0000 | |||||
| US007034BN07 / ADJUSTABLE RATE MORTGAGE TRUST ARMT 2006 2 1A4 | 0.04 | -2.27 | 0.0031 | -0.0001 | |||||
| EURO-SCHATZ FUT SEP25 XEUR 20250908 / DIR (DE000F1NGF79) | 0.04 | 0.0031 | 0.0031 | ||||||
| BOUGHT GBP SOLD USD 20250804 / DFE (000000000) | 0.04 | 0.0031 | 0.0031 | ||||||
| RFR USD SOFR/4.25000 12/20/23-2Y LCH / DIR (EZM7XR6RB2D5) | 0.04 | -241.38 | 0.0030 | 0.0051 | |||||
| SILVER FUTURE SEP25 XCEC 20250926 / DCO (000000000) | 0.04 | 0.0030 | 0.0030 | ||||||
| US86360KAA60 / Structured Asset Mortgage Investments II Trust 2006-AR3 | 0.04 | -2.38 | 0.0030 | -0.0000 | |||||
| US32051D3G58 / First Horizon Alternative Mortgage Securities Trust 2004-AA1 | 0.04 | -2.44 | 0.0029 | 0.0000 | |||||
| US362341RX95 / GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 | 0.04 | -2.44 | 0.0029 | -0.0000 | |||||
| US04942JAC53 / Atlas Senior Loan Fund X Ltd | 0.04 | -62.86 | 0.0029 | -0.0046 | |||||
| US57643LMA16 / MASTR Asset Backed Securities Trust 2006-AM1 | 0.04 | -4.88 | 0.0029 | -0.0001 | |||||
| INF SWAP US IT 2.69 06/01/21-5Y LCH / DIR (000000000) | 0.04 | 0.0029 | 0.0029 | ||||||
| US75970NAA54 / Renaissance Home Equity Loan Trust 2002-3 | 0.04 | 0.00 | 0.0028 | 0.0000 | |||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.04 | 0.0027 | 0.0027 | ||||||
| US92925CDA71 / WaMu Mortgage Pass-Through Certificates Series 2006-AR3 Trust | 0.04 | -2.70 | 0.0026 | -0.0000 | |||||
| US466247TQ62 / J.P. Morgan Mortgage Trust 2005-A1 | 0.04 | -2.78 | 0.0026 | 0.0000 | |||||
| US863579JG47 / Structured Adjustable Rate Mortgage Loan Trust | 0.03 | -2.86 | 0.0025 | -0.0000 | |||||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.03 | 0.0025 | 0.0025 | ||||||
| US1266944F22 / CHL Mortgage Pass-Through Trust, Series 2006-HYB3, Class 3A1B | 0.03 | -5.71 | 0.0024 | -0.0000 | |||||
| INF SWAP EM NI 3.0 05/15/22-5Y LCH / DIR (EZN2TP3YT3J6) | 0.03 | -2.94 | 0.0024 | -0.0000 | |||||
| INF SWAP EM NI 3.0 05/15/22-5Y LCH / DIR (EZN2TP3YT3J6) | 0.03 | -2.94 | 0.0024 | -0.0000 | |||||
| US93363QAC24 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR15 2A | 0.03 | 3.13 | 0.0024 | 0.0001 | |||||
| RFR JPY MUT+5.89/0.3000 09/20/17-10Y LCH / DIR (EZCHL9CX9GW0) | 0.03 | -23.81 | 0.0024 | -0.0006 | |||||
| US92916MAF86 / VOYA CLO LTD VOYA 2017 1A A1R 144A | 0.03 | -24.39 | 0.0023 | -0.0007 | |||||
| US86359LPD54 / Structured Asset Mortgage Investments II Trust 2005-AR5 | 0.03 | -3.23 | 0.0022 | -0.0000 | |||||
| US466247UG61 / JP Morgan Mortgage Trust 2005-A6 | 0.03 | 0.00 | 0.0022 | 0.0000 | |||||
| US45660N6S95 / IndyMac INDX Mortgage Loan Trust, Series 2004-AR11, Class 2A | 0.03 | 0.00 | 0.0022 | 0.0000 | |||||
| US36242DA604 / GSAMP TRUST GSAMP 2005 HE2 M2 | 0.03 | 0.00 | 0.0021 | 0.0000 | |||||
| US41161PWB56 / HarborView Mortgage Loan Trust 2005-13 | 0.03 | -6.67 | 0.0021 | -0.0001 | |||||
| US3622MAAB76 / GSAMP Trust 2007-FM1 | 0.03 | 0.00 | 0.0021 | 0.0000 | |||||
| US41161PSK02 / HarborView Mortgage Loan Trust 2005-9 | 0.03 | -3.45 | 0.0021 | -0.0000 | |||||
| COFFEE 'C' FUTURE SEP25 IFUS 20250918 / DCO (000000000) | 0.03 | 0.0020 | 0.0020 | ||||||
| US863579VM76 / Structured Adjustable Rate Mortgage Loan Trust Series 2005-17 | 0.03 | -3.45 | 0.0020 | -0.0000 | |||||
| TREASURY BILL 07/25 0.00000 / DBT (US912797PG65) | 0.03 | 0.0020 | 0.0020 | ||||||
| NLICE0567889 / TTF NAT GAS F SEP25 NDEX 20250828 | 0.03 | 0.0020 | 0.0020 | ||||||
| US576433UM63 / MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 3A7 | 0.03 | 0.00 | 0.0020 | -0.0000 | |||||
| INF SWAP EM NI 2.58 03/15/22-30Y LCH / DIR (EZG97SKZBKQ4) | 0.03 | -34.15 | 0.0020 | -0.0010 | |||||
| INF SWAP EM NI 2.58 03/15/22-30Y LCH / DIR (EZG97SKZBKQ4) | 0.03 | -34.15 | 0.0020 | -0.0010 | |||||
| CORN FUTURE DEC25 XCBT 20251212 / DCO (000000000) | 0.03 | 0.0019 | 0.0019 | ||||||
| US040104TG69 / Argent Securities Trust 2006-W4 | 0.03 | 0.00 | 0.0019 | 0.0000 | |||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0017 | 0.0017 | ||||||
| US761118EN47 / RALI Series 2005-QO1 Trust | 0.02 | -8.00 | 0.0017 | -0.0001 | |||||
| SUGAR 11 (WORLD) OCT25 IFUS 20250930 / DCO (000000000) | 0.02 | 0.0017 | 0.0017 | ||||||
| US41165AAB89 / HarborView Mortgage Loan Trust 2007-5 | 0.02 | 0.00 | 0.0017 | -0.0000 | |||||
| US3137F4CZ38 / FHLMC, Multifamily Structured Pass-Through Certificates, Series KBX1, Class A2 | 0.02 | 0.00 | 0.0017 | 0.0000 | |||||
| US12668ATT24 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 62 2A1 | 0.02 | 0.00 | 0.0016 | 0.0000 | |||||
| US466247LZ44 / JP MORGAN MORTGAGE TRUST 2005-A1 SER 2005-A1 CL 6T1 V/R REGD 4.64499200 | 0.02 | -16.00 | 0.0016 | -0.0003 | |||||
| US92925DAB64 / WaMu Mortgage Pass-Through Certificates Series 2006-AR17 Trust | 0.02 | -4.55 | 0.0016 | -0.0000 | |||||
| COFF ROBUSTA 10TN SEP25 IFEU 20250924 / DCO (GB00KNRFJH91) | 0.02 | 0.0015 | 0.0015 | ||||||
| US362341PU74 / GSAMP Trust, Series 2005-WMC1, Class M1 | 0.02 | -4.76 | 0.0015 | -0.0000 | |||||
| US12465MAA27 / C-BASS 2006-CB9 TRUST | 0.02 | 0.00 | 0.0015 | 0.0000 | |||||
| US41161PLR28 / HARBORVIEW MORTGAGE LOAN TRUST 2005-2 SER 2005-2 CL 2A1A V/R REGD 2.17325000 | 0.02 | -4.76 | 0.0015 | -0.0000 | |||||
| US17307GGX07 / CITIGROUP MORTGAGE LOAN TRUST INC SER 2004-NCM2 CL 1CB1 REGD 5.50000000 | 0.02 | -5.00 | 0.0014 | 0.0000 | |||||
| US92922F4F29 / WaMu Mortgage Pass-Through Certificates Series 2005-AR14 Trust | 0.02 | -5.00 | 0.0014 | 0.0000 | |||||
| US362341FR55 / GSR Mortgage Loan Trust, Series 2005-AR, Class 6A1 | 0.02 | 0.00 | 0.0014 | 0.0000 | |||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0013 | 0.0013 | ||||||
| US36242DUL53 / GSR Mortgage Loan Trust 2005-AR1 | 0.02 | 0.00 | 0.0013 | 0.0000 | |||||
| INF SWAP US IT 3.323 04/23/25-1Y LCH / DIR (000000000) | 0.02 | 0.0012 | 0.0012 | ||||||
| US86359BGG05 / Structured Adjustable Rate Mortgage Loan Trust, Series 2004-1, Class 4A2 | 0.02 | -5.88 | 0.0012 | -0.0000 | |||||
| MILL WHEAT EURO SEP25 XPAR 20250910 / DCO (FREN00432202) | 0.02 | 433.33 | 0.0012 | 0.0009 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0012 | 0.0012 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0012 | 0.0012 | ||||||
| KC HRW WHEAT FUT DEC25 XCBT 20251212 / DCO (000000000) | 0.02 | 0.0011 | 0.0011 | ||||||
| US07387AGE91 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 23A1 | 0.02 | 0.00 | 0.0011 | 0.0000 | |||||
| INF SWAP US IT 3.3 06/04/2025-1Y LCH / DIR (EZ4T3WJXC5V3) | 0.02 | 0.0011 | 0.0011 | ||||||
| US59020UL789 / Merrill Lynch Mortgage Capital Inc. | 0.02 | 0.00 | 0.0011 | -0.0000 | |||||
| US31393CX406 / FNMA, Series 2003-W8, Class 3F2 | 0.01 | -6.67 | 0.0011 | -0.0000 | |||||
| US46630GAA31 / JP Morgan Mortgage Trust 2007-A1 | 0.01 | 0.00 | 0.0010 | 0.0000 | |||||
| US86359LPE38 / Structured Asset Mortgage Investments II Trust 2005-AR5 | 0.01 | -7.14 | 0.0010 | -0.0000 | |||||
| US22616CAJ27 / Crestline Denali CLO XV Ltd | 0.01 | -83.12 | 0.0010 | -0.0045 | |||||
| US45660LZK87 / IndyMac INDA Mortgage Loan Trust 2005-AR1 | 0.01 | -40.91 | 0.0010 | -0.0006 | |||||
| US126694AF56 / CHL Mortgage Pass-Through Trust, Series 2005-19, Class 1A6 | 0.01 | 0.00 | 0.0010 | 0.0000 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0009 | 0.0009 | ||||||
| US585525EN47 / MRFC Mortgage Pass-Through Trust Series 2000-TBC3 | 0.01 | -7.69 | 0.0009 | -0.0001 | |||||
| RFR JPY MUT+5.89/0.3000 03/20/18-10Y LCH / DIR (EZLFVTBKWB45) | 0.01 | -20.00 | 0.0009 | -0.0002 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0009 | 0.0009 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0009 | 0.0009 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0009 | 0.0009 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0009 | 0.0009 | ||||||
| US585525FC72 / Mellon Residential Funding Corp Mor Pas Thr Cer Ser 01 Tbc1 | 0.01 | -8.33 | 0.0009 | -0.0000 | |||||
| US12668AVP73 / Alternative Loan Trust 2005-61 | 0.01 | -8.33 | 0.0008 | -0.0000 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0008 | 0.0008 | ||||||
| US86359LDX47 / Structured Asset Mortgage Investments II Trust 2004-AR5 | 0.01 | -9.09 | 0.0008 | -0.0001 | |||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.01 | 0.0008 | 0.0008 | ||||||
| US31406RHY45 / FNMA POOL 817547 FN 10/35 FLOATING VAR | 0.01 | -9.09 | 0.0008 | -0.0000 | |||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.01 | 0.0008 | 0.0008 | ||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.01 | 0.0008 | 0.0008 | ||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.01 | 0.0008 | 0.0008 | ||||||
| TREASURY BILL 07/25 0.00000 / DBT (US912797NX17) | 0.01 | 0.0007 | 0.0007 | ||||||
| US83611DAA63 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 NLC1 A1 144A | 0.01 | -10.00 | 0.0007 | 0.0000 | |||||
| US86360QAB14 / Structured Asset Mortgage Investments II Trust, Series 2006-AR4, Class 2A1 | 0.01 | -10.00 | 0.0007 | -0.0000 | |||||
| US86359B7K13 / Structured Asset Securities Corp Mortgage Loan Trust 2005-7XS | 0.01 | -43.75 | 0.0007 | -0.0004 | |||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0007 | 0.0007 | ||||||
| US31336CLR24 / Freddie Mac Non Gold Pool | 0.01 | 0.00 | 0.0007 | -0.0000 | |||||
| BOUGHT EUR SOLD USD 20250804 / DFE (000000000) | 0.01 | 0.0007 | 0.0007 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0006 | 0.0006 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0006 | 0.0006 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0006 | 0.0006 | ||||||
| US3133TSQG11 / Freddie Mac Structured Pass-Through Certificates | 0.01 | -11.11 | 0.0006 | -0.0001 | |||||
| KC HRW WHEAT FUT SEP25 XCBT 20250912 / DCO (000000000) | 0.01 | 0.0006 | 0.0006 | ||||||
| SOYBEAN MEAL FUTR JAN26 XCBT 20260114 / DCO (000000000) | 0.01 | 0.0006 | 0.0006 | ||||||
| US05949A6C95 / Banc of America Mortgage Securities, Inc. | 0.01 | 0.00 | 0.0006 | -0.0000 | |||||
| US46629QAW69 / J.P. Morgan Mortgage Acquisition Trust 2006-Ch2 | 0.01 | -11.11 | 0.0006 | -0.0001 | |||||
| US31396L4T48 / FNMA, REMIC, Series 2006-118, Class A2 | 0.01 | -12.50 | 0.0006 | -0.0000 | |||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0005 | 0.0005 | ||||||
| INF SWAP EM NI 2.55 04/15/22-30Y LCH / DIR (EZBBB24RFW42) | 0.01 | 20.00 | 0.0005 | 0.0001 | |||||
| US466247TZ61 / JP Morgan Mortgage Trust 2005-A6 | 0.01 | 0.00 | 0.0005 | 0.0000 | |||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | 0.01 | 0.0005 | 0.0005 | ||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | 0.01 | 0.0005 | 0.0005 | ||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | 0.01 | 0.0005 | 0.0005 | ||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | 0.01 | 0.0005 | 0.0005 | ||||||
| US161630AQ16 / Chase Mortgage Finance Trust Series 2007-A1 | 0.01 | 0.00 | 0.0005 | 0.0000 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0005 | 0.0005 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0005 | 0.0005 | ||||||
| US31405YPX30 / Fannie Mae Pool | 0.01 | -16.67 | 0.0004 | -0.0000 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0004 | 0.0004 | ||||||
| SOYBEAN FUTURE JAN26 XCBT 20260114 / DCO (000000000) | 0.01 | 0.0004 | 0.0004 | ||||||
| LME NICKEL FUTURE SEP25 XLME 20250915 / DCO (GB00H24CMP86) | 0.01 | 0.0004 | 0.0004 | ||||||
| NY HARB ULSD FUT DEC25 XNYM 20251128 / DCO (000000000) | 0.01 | 0.0004 | 0.0004 | ||||||
| US81743WAA99 / Sequoia Mortgage Trust 5 | 0.00 | -20.00 | 0.0004 | -0.0000 | |||||
| WHEAT FUTURE(CBT) DEC25 XCBT 20251212 / DCO (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| LOW SU GASOIL G DEC25 IFEU 20251211 / DCO (GB00H6D17608) | 0.00 | 0.0003 | 0.0003 | ||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| US45660N2Y00 / IndyMac INDX Mortgage Loan Trust, Series 2004-AR10, Class 2A2A | 0.00 | 0.00 | 0.0003 | 0.0000 | |||||
| US31395B6R90 / Fannie Mae REMICS | 0.00 | 0.00 | 0.0003 | -0.0000 | |||||
| NATURAL GAS FUTR JAN26 XNYM 20251229 / DCO (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| LEAN HOGS FUTURE OCT25 XCME 20251014 / DCO (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| TRS R SOFRRATE+17/912828V49 MYC / DCR (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| WHITE SUGAR (ICE) OCT25 IFEU 20250915 / DCO (GB00KFPXMP88) | 0.00 | 0.0003 | 0.0003 | ||||||
| US251513AR81 / Deutsche Alt-B Securities Mortgage Loan Trust Series 2006-AB4 | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| US929227XB72 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2002-AR17 SER 2002-AR17 CL 1A V/R REGD 3.52644500 | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| GASOLINE RBOB FUT DEC25 XNYM 20251128 / DCO (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| JPN 10Y BOND(OSE) SEP25 XOSE 20250912 / DIR (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| PALLADIUM FUTURE SEP25 XNYM 20250926 / DCO (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| US31394ANT96 / Fannie Mae REMICS | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| US617463AA25 / Morgan Stanley IXIS Real Estate Capital Trust 2006-2 | 0.00 | 0.00 | 0.0002 | 0.0000 | |||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| US59023QAB77 / MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES 2006-RM4 | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT PEN SOLD USD 20250711 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| US17307GW530 / Citigroup Mortgage Loan Trust 2005-11 | 0.00 | 0.00 | 0.0001 | 0.0000 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| US31396WTU08 / Fannie Mae REMICS | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US31405PRS10 / Fannie Mae Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| SUGAR 11 (WORLD) MAR26 IFUS 20260227 / DCO (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| US44328AAB61 / HSI Asset Securitization Corp Trust 2006-HE1 | 0.00 | 0.00 | 0.0001 | 0.0000 | |||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| COTTON NO.2 FUTR DEC25 IFUS 20251208 / DCO (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| US16678RAS67 / Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2004-1 | 0.00 | 0.0000 | -0.0000 | ||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT 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 | ||||||
| WHEAT FUTURE(CBT) SEP25 XCBT 20250912 / DCO (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| US17307GXR46 / Citigroup Mortgage Loan Trust Inc | 0.00 | 0.0000 | -0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT KRW SOLD USD 20250708 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| 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 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOYBEAN OIL FUTR JAN26 XCBT 20260114 / DCO (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOLD SEK BOUGHT USD 20250804 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| INF SWAP EM NI 2.4875 05/15/22-15Y LCH / DIR (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT SEK SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT NOK SOLD 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 TWD BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SGX IRON ORE 62 SEP25 XSIM 20250930 / DCO (SGXDB0712503) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD ILS 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 JPY BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD KRW BOUGHT USD 20250714 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD KRW BOUGHT USD 20250708 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD PEN BOUGHT USD 20250929 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD ILS BOUGHT USD 20250709 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD CNH 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 THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| INF SWAP EM NI 2.421 05/15/22-30Y LCH / DIR (EZ2FWGWN9JD1) | -0.00 | -50.00 | -0.0002 | 0.0001 | |||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| LIVE CATTLE FUTR OCT25 XCME 20251031 / DCO (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| INF SWAP US IT 3.0425 02/21/25-1Y LCH / DIR (EZ3BFCC1XWF6) | -0.00 | -86.36 | -0.0003 | 0.0014 | |||||
| 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 | ||||||
| WTI CRUDE FUTURE DEC25 XNYM 20251120 / DCO (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| LME ZINC FUTURE SEP25 XLME 20250915 / DCO (GB00H24CQ015) | -0.00 | -0.0004 | -0.0004 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0004 | -0.0004 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0004 | -0.0004 | ||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0004 | -0.0004 | ||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0004 | -0.0004 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0004 | -0.0004 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0004 | -0.0004 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0004 | -0.0004 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0004 | -0.0004 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0004 | -0.0004 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0005 | -0.0005 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0005 | -0.0005 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0005 | -0.0005 | ||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0005 | -0.0005 | ||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0005 | -0.0005 | ||||||
| SOLD PEN BOUGHT USD 20250711 / DFE (000000000) | -0.01 | -0.0005 | -0.0005 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0005 | -0.0005 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0005 | -0.0005 | ||||||
| SOLD NZD BOUGHT USD 20250804 / DFE (000000000) | -0.01 | -0.0005 | -0.0005 | ||||||
| COCOA FUTURE SEP25 IFUS 20250915 / DCO (000000000) | -0.01 | -0.0006 | -0.0006 | ||||||
| INF SWAP EM NI 2.0 02/15/25-2Y LCH / DIR (000000000) | -0.01 | -0.0007 | -0.0007 | ||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0007 | -0.0007 | ||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0007 | -0.0007 | ||||||
| SOYBEAN FUTURE NOV25 XCBT 20251114 / DCO (000000000) | -0.01 | -0.0007 | -0.0007 | ||||||
| SOYBEAN OIL FUTR DEC25 XCBT 20251212 / DCO (000000000) | -0.01 | -0.0007 | -0.0007 | ||||||
| CARBON EMISSIONS FUTURES NDEX 20251215 / DCO (NLICE1584875) | -0.01 | -0.0007 | -0.0007 | ||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0.01 | -0.0007 | -0.0007 | ||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0.01 | -0.0007 | -0.0007 | ||||||
| LME PRI ALUM FUTR SEP25 XLME 20250915 / DCO (GB00FW35KF69) | -0.01 | -0.0009 | -0.0009 | ||||||
| BRENT CRUDE FUTR MAR26 IFEU 20260130 / DCO (GB00H47KCH57) | -0.01 | -0.0009 | -0.0009 | ||||||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0009 | -0.0009 | ||||||
| GOLD 100 OZ FUTR DEC25 XCEC 20251229 / DCO (000000000) | -0.01 | -0.0009 | -0.0009 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0010 | -0.0010 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0010 | -0.0010 | ||||||
| LME LEAD FUTURE SEP25 XLME 20250915 / DCO (GB00H24CNG60) | -0.02 | -0.0011 | -0.0011 | ||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.02 | -0.0012 | -0.0012 | ||||||
| INF SWAP US IT 2.033 09/23/24-1Y LCH / DIR (000000000) | -0.02 | -0.0014 | -0.0014 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.02 | -0.0014 | -0.0014 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.02 | -0.0014 | -0.0014 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.02 | -0.0014 | -0.0014 | ||||||
| INF SWAP US IT 2.842 02/13/25-1Y LCH / DIR (EZL99W0M4DL3) | -0.02 | -56.82 | -0.0014 | 0.0017 | |||||
| INF SWAP US IT 2.82 02/05/25-1Y LCH / DIR (EZW83BH7F4K3) | -0.02 | -53.49 | -0.0015 | 0.0016 | |||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.02 | -0.0015 | -0.0015 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0015 | -0.0015 | ||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.03 | -0.0019 | -0.0019 | ||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.03 | -0.0019 | -0.0019 | ||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.03 | -0.0019 | -0.0019 | ||||||
| 317U84TA3 PIMCO SWAPTION 2.44 PUT EUR 20270125 / DIR (EZTFF0T0MM94) | -0.03 | -31.82 | -0.0022 | 0.0010 | |||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | -0.03 | -0.0022 | -0.0022 | ||||||
| IRS EUR 2.12000 09/03/25-2Y LCH / DIR (EZ96RKPCNS84) | -0.03 | -306.25 | -0.0024 | -0.0036 | |||||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | -0.03 | -0.0025 | -0.0025 | ||||||
| 317U8M5A9 PIMCO FPPSWAPTION 2.74 PUT EUR / DIR (EZX1947LJZS2) | -0.03 | -61.36 | -0.0025 | 0.0038 | |||||
| INF SWAP US IT 2.38 10/15/24-1Y LCH / DIR (000000000) | -0.04 | -0.0027 | -0.0027 | ||||||
| INF SWAP EM NI 2.034 09/15/24-10Y LCH / DIR (EZN396K1L0G6) | -0.04 | 236.36 | -0.0027 | -0.0019 | |||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.04 | -0.0030 | -0.0030 | ||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -0.04 | -0.0031 | -0.0031 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.04 | -0.0031 | -0.0031 | ||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.05 | -0.0035 | -0.0035 | ||||||
| 317U84SA4 PIMCO SWAPTION 2.44 CALL EUR 2027012 / DIR (EZ3172RBNXR7) | -0.05 | 9.09 | -0.0035 | -0.0003 | |||||
| INF SWAP US IT 2.70 01/14/25-1Y LCH / DIR (000000000) | -0.05 | -0.0036 | -0.0036 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.06 | -0.0042 | -0.0042 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.07 | -0.0048 | -0.0048 | ||||||
| SOYBEAN MEAL FUTR DEC25 XCBT 20251212 / DCO (000000000) | -0.07 | -0.0049 | -0.0049 | ||||||
| RFR USD SOFR/3.90000 09/02/25-9Y* LCH / DIR (000000000) | -0.07 | -0.0052 | -0.0052 | ||||||
| INF SWAP EM NI 2.049 08/15/24-10Y LCH / DIR (EZDNND6WTG36) | -0.07 | 131.25 | -0.0054 | -0.0031 | |||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.07 | -0.0054 | -0.0054 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.08 | -0.0056 | -0.0056 | ||||||
| INF SWAP US IT 2.208 10/07/24-1Y LCH / DIR (EZNGLYZR1MV8) | -0.09 | -40.94 | -0.0064 | 0.0042 | |||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.09 | -0.0067 | -0.0067 | ||||||
| SOLD AUD BOUGHT USD 20250805 / DFE (000000000) | -0.09 | -0.0069 | -0.0069 | ||||||
| COFFEE 'C' FUTURE DEC25 IFUS 20251218 / DCO (000000000) | -0.10 | -0.0070 | -0.0070 | ||||||
| 317U8M6A8 PIMCO FPPSWAPTION 2.74 CALL EUR / DIR (EZLZP1BQVJZ9) | -0.10 | -16.39 | -0.0074 | 0.0012 | |||||
| EURO-BUXL 30Y BND SEP25 XEUR 20250908 / DIR (DE000F1NGF87) | -0.10 | -0.0075 | -0.0075 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.10 | -0.0075 | -0.0075 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.10 | -0.0076 | -0.0076 | ||||||
| INF SWAP US IT 1.98 09/19/24-1Y LCH / DIR (000000000) | -0.11 | -0.0076 | -0.0076 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.11 | -0.0077 | -0.0077 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.11 | -0.0079 | -0.0079 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.11 | -0.0080 | -0.0080 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.11 | -0.0082 | -0.0082 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.11 | -0.0082 | -0.0082 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.11 | -0.0082 | -0.0082 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.11 | -0.0083 | -0.0083 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.12 | -0.0083 | -0.0083 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.12 | -0.0084 | -0.0084 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.12 | -0.0085 | -0.0085 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.12 | -0.0085 | -0.0085 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.12 | -0.0085 | -0.0085 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.12 | -0.0085 | -0.0085 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.12 | -0.0086 | -0.0086 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.12 | -0.0086 | -0.0086 | ||||||
| 317U7XUA8 PIMCO FPPSWAPTION 2.35 PUT EUR / DIR (EZ221JVG9JT4) | -0.13 | -30.53 | -0.0096 | 0.0039 | |||||
| 3175RWRC3 INF CAP FWD EU JUN35 3 CALL / DIR (000000000) | -0.14 | -0.0105 | -0.0105 | ||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0.15 | -0.0107 | -0.0107 | ||||||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | -0.16 | -0.0118 | -0.0118 | ||||||
| 317U80OA6 PIMCO FPPSWAPTION 2.5 PUT EUR / DIR (EZX2S49T0J63) | -0.17 | -33.86 | -0.0122 | 0.0059 | |||||
| 317U7XVA7 PIMCO FPPSWAPTION 2.35 CALL EUR / DIR (EZM13T8B0L79) | -0.17 | 6.25 | -0.0124 | -0.0010 | |||||
| EURO-BOBL FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF61) | -0.18 | -0.0129 | -0.0129 | ||||||
| RFR USD SOFR/4.10000 09/02/25-27Y* LCH / DIR (000000000) | -0.25 | -0.0181 | -0.0181 | ||||||
| RFRF USD SOFR/2.34000 11/21/23-5Y LCH / DIR (EZRPM2SGQXB3) | -0.27 | -10.56 | -0.0197 | 0.0019 | |||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.29 | -0.0207 | -0.0207 | ||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.29 | -0.0207 | -0.0207 | ||||||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | -0.31 | -0.0224 | -0.0224 | ||||||
| 317U80NA7 PIMCO FPPSWAPTION 2.5 CALL EUR / DIR (EZVYB6CMXS84) | -0.33 | 9.76 | -0.0236 | -0.0025 | |||||
| INF SWAP US IT 2.379 07/09/18-10Y LCH / DIR (000000000) | -0.39 | -0.0283 | -0.0283 | ||||||
| GB00HB9WVH19 / 3 Month Euro Euribor | -0.51 | 479.55 | -0.0370 | -0.0307 | |||||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | -0.80 | -0.0577 | -0.0577 | ||||||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) | -0.85 | -0.0616 | -0.0616 | ||||||
| INF SWAP US IT 1.954 06/03/19-10Y LCH / DIR (000000000) | -1.00 | -0.0722 | -0.0722 | ||||||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | -1.00 | -0.0727 | -0.0727 | ||||||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | -1.07 | -0.0772 | -0.0772 | ||||||
| RFR USD SOFR/3.75000 09/02/25-7Y* LCH / DIR (000000000) | -1.24 | -0.0899 | -0.0899 | ||||||
| EZ9XW7VM70L4 / INF SWAP US IT 1.76 11/04/19-10Y LCH | -2.14 | -2.55 | -0.1551 | 0.0010 | |||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -2.24 | -0.1623 | -0.1623 | ||||||
| INF SWAP US IT 2.165 04/16/19-10Y LCH / DIR (000000000) | -2.42 | -0.1756 | -0.1756 | ||||||
| RFRF USD SOFR/2.30000 11/15/23-5Y LCH / DIR (EZSXB4TMLK87) | -2.48 | -9.71 | -0.1799 | 0.0155 | |||||
| INF SWAP EM NI 1.38 03/15/21-10Y LCH / DIR (EZHGZY9N2Y63) | -2.88 | 7.50 | -0.2086 | -0.0182 | |||||
| INF SWAP US IT 1.9975 07/25/19-10Y LCH / DIR (000000000) | -2.97 | -0.2149 | -0.2149 | ||||||
| US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) | -5.29 | -0.3829 | -0.3829 | ||||||
| IRS EUR 2.25000 09/17/25-10Y LCH / DIR (EZNLCZXFPVL3) | -6.35 | -11.22 | -0.4594 | 0.0482 |
