Mga Batayang Estadistika
| Nilai Portofolio | $ 278,159,880 |
| Posisi Saat Ini | 341 |
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)
LAAAX - Western Asset Macro Opportunities Fund Class A telah mengungkapkan total kepemilikan 341 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 278,159,880 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama LAAAX - Western Asset Macro Opportunities Fund Class A adalah Republic of Poland Government Bond (PL:PL0000113783) , WA Premier Institutional Government Reserves - Premium Shares (US:US52470G4947) , South Africa - Sovereign or Government Agency Debt (ZA:R209) , Indonesia Treasury Bond (ID:IDG000015207) , and Mexican Bonos (MX:MX0MGO0000R8) . Posisi baru LAAAX - Western Asset Macro Opportunities Fund Class A meliputi: Republic of Poland Government Bond (PL:PL0000113783) , South Africa - Sovereign or Government Agency Debt (ZA:R209) , Indonesia Treasury Bond (ID:IDG000015207) , Mexican Bonos (MX:MX0MGO0000R8) , and United States Treasury Note/Bond (US:US91282CGP05) .
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 |
|---|---|---|---|---|
| 4.61 | 1.8100 | 4.3531 | ||
| 11.61 | 11.61 | 4.5607 | 4.2185 | |
| 6.37 | 2.5027 | 2.5027 | ||
| 5.34 | 2.0980 | 2.0980 | ||
| 5.34 | 2.0980 | 2.0980 | ||
| 3.82 | 1.5007 | 1.5007 | ||
| 2.35 | 0.9243 | 0.9243 | ||
| 2.35 | 0.9243 | 0.9243 | ||
| 2.03 | 0.7982 | 0.7982 | ||
| 1.92 | 0.7533 | 0.7533 |
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 |
|---|---|---|---|---|
| 2.69 | 1.0551 | -3.7418 | ||
| 7.96 | 3.1261 | -3.3214 | ||
| -6.35 | -2.4951 | -2.4951 | ||
| -6.35 | -2.4951 | -2.4951 | ||
| 3.65 | 1.4344 | -2.1196 | ||
| -4.91 | -1.9282 | -1.9282 | ||
| 2.21 | 0.8669 | -1.6779 | ||
| -0.41 | -0.1594 | -1.5938 | ||
| 0.07 | 0.0262 | -0.6763 | ||
| -0.79 | -0.3108 | -0.6216 |
Pengajuan 13F dan Dana
Formulir ini diajukan pada 2024-09-26 untuk periode pelaporan 2024-07-31. 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 (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| PL0000113783 / Republic of Poland Government Bond | 13.49 | 6.02 | 5.2978 | 0.4386 | |||||
| Inter-American Development Bank / DBT (XS2608242108) | 12.45 | -2.06 | 4.8891 | 0.0345 | |||||
| Inter-American Development Bank / DBT (XS2608242108) | 12.45 | -2.06 | 4.8891 | 0.0345 | |||||
| US52470G4947 / WA Premier Institutional Government Reserves - Premium Shares | 11.61 | 937.85 | 11.61 | 938.46 | 4.5607 | 4.2185 | |||
| R209 / South Africa - Sovereign or Government Agency Debt | 9.71 | 13.60 | 3.8154 | 0.5490 | |||||
| IDG000015207 / Indonesia Treasury Bond | 8.12 | 2.55 | 3.1898 | 0.1651 | |||||
| MX0MGO0000R8 / Mexican Bonos | 7.96 | -52.85 | 3.1261 | -3.3214 | |||||
| US91282CGP05 / United States Treasury Note/Bond | 6.50 | -5.70 | 2.5529 | -0.0798 | |||||
| US01F0306864 / FNMA 30YR TBA 3.0% AUG 20 TO BE ANNOUNCED 3.00000000 | 6.37 | 2.5027 | 2.5027 | ||||||
| XS2665173782 / European Bank for Reconstruction and Development | 5.87 | 2.33 | 2.3075 | 0.1147 | |||||
| United States Treasury Note/Bond / DBT (US912810UB25) | 5.34 | 2.0980 | 2.0980 | ||||||
| United States Treasury Note/Bond / DBT (US912810UB25) | 5.34 | 2.0980 | 2.0980 | ||||||
| MX0MGO000102 / Mexican Bonos | 4.96 | -7.94 | 1.9501 | -0.1099 | |||||
| US172967JM45 / Citigroup, Inc. Bond | 4.94 | -0.22 | 1.9408 | 0.0493 | |||||
| TEVA/46 / Teva Pharmaceutical Finance Netherlands III BV | 4.88 | 5.67 | 1.9169 | 0.1530 | |||||
| US01F0526800 / Uniform Mortgage-Backed Security, TBA | 4.61 | -142.96 | 1.8100 | 4.3531 | |||||
| US29001RAC25 / Elmwood CLO II Ltd., Series 2019-2A, Class SUB | 4.39 | -4.74 | 1.7228 | -0.0359 | |||||
| US TREASURY LONG BOND / DIR (000000000) | 3.82 | 1.5007 | 1.5007 | ||||||
| US01F0606834 / Uniform Mortgage-Backed Security, TBA | 3.65 | -75.64 | 1.4344 | -2.1196 | |||||
| IDG000020801 / Indonesia Treasury Bond | 3.50 | 0.66 | 1.3742 | 0.0467 | |||||
| US674599CN34 / Occidental Petroleum Corp | 3.48 | 5.82 | 1.3651 | 0.1102 | |||||
| US912810TT51 / United States Treasury Note/Bond | 3.44 | 7.39 | 1.3528 | 0.1278 | |||||
| US023135BJ40 / Amazon.com Inc | 3.42 | 5.26 | 1.3451 | 0.1023 | |||||
| US29273VAJ98 / PERPETUAL BONDS | 3.40 | 6.69 | 1.3338 | 0.1182 | |||||
| BHC / Bausch Health Companies Inc. | 3.19 | 20.85 | 1.2524 | 0.2447 | |||||
| US09630LAE20 / BlueMountain CLO XXIX Ltd | 2.93 | -31.91 | 1.1519 | -0.4931 | |||||
| US91282CGT27 / United States Treasury Note/Bond | 2.69 | -78.61 | 1.0551 | -3.7418 | |||||
| US05608RAQ83 / BX TR 2021-ARIA G 1ML+320 10/15/2036 144A | 2.51 | 1.33 | 0.9857 | 0.0395 | |||||
| US060505FL38 / Bank of America Corp | 2.37 | 2.82 | 0.9308 | 0.0503 | |||||
| US 5 YEAR TREASURY NOTE / DIR (000000000) | 2.35 | 0.9243 | 0.9243 | ||||||
| US 5 YEAR TREASURY NOTE / DIR (000000000) | 2.35 | 0.9243 | 0.9243 | ||||||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | 2.31 | -9.51 | 0.9083 | -0.0680 | |||||
| XS2393635391 / European Bank for Reconstruction and Development | 2.27 | 0.98 | 0.8924 | 0.0329 | |||||
| US21H0526861 / Ginnie Mae | 2.21 | -79.45 | 0.8669 | -1.6779 | |||||
| XS2353100402 / Credit Agricole SA | 2.17 | 3.74 | 0.8508 | 0.0535 | |||||
| US43103QAA67 / Highlands Holdings Bond Issuer Ltd / Highlands Holdings Bond Co-Issuer Inc | 2.10 | 1.50 | 0.8255 | 0.0346 | |||||
| XS2385150417 / Provincia de Buenos Aires/Government Bonds | 2.09 | 0.34 | 0.8194 | 0.0252 | |||||
| US143658BS00 / Carnival Corp | 2.07 | 0.10 | 0.8117 | 0.0230 | |||||
| US 2YR NOTE (CBT) / DIR (000000000) | 2.03 | 0.7982 | 0.7982 | ||||||
| US21H0606895 / Ginnie Mae | 2.02 | -64.04 | 0.7950 | -0.5392 | |||||
| XS2264968665 / Ivory Coast Government International Bond | 1.97 | 2.92 | 0.7758 | 0.0427 | |||||
| US780153BK72 / Royal Caribbean Cruises Ltd | 1.96 | 2.14 | 0.7698 | 0.0369 | |||||
| US958254AD64 / Western Midstream Operating LP | 1.95 | 4.17 | 0.7656 | 0.0510 | |||||
| IRS USD / DIR (000000000) | 1.92 | 0.7533 | 0.7533 | ||||||
| IRS USD / DIR (000000000) | 1.92 | 0.7533 | 0.7533 | ||||||
| US262485AC97 / Dryden 95 CLO Ltd | 1.85 | -8.61 | 0.7254 | -0.0463 | |||||
| US01F0626899 / Uniform Mortgage-Backed Security, TBA | 1.85 | 0.7252 | 0.7252 | ||||||
| US912810TR95 / United States Treasury Note/Bond | 1.76 | 7.52 | 0.6906 | 0.0660 | |||||
| US29268BAF85 / Enel Finance International NV | 1.74 | 6.62 | 0.6833 | 0.0602 | |||||
| US3137G0FM65 / Freddie Mac Structured Agency Credit Risk Debt Notes | 1.60 | -0.68 | 0.6275 | 0.0129 | |||||
| S56431109 / Northam Platinum Holdings Ltd | 1.47 | 3.16 | 0.5782 | 0.0331 | |||||
| S56431109 / Northam Platinum Holdings Ltd | 1.47 | 3.16 | 0.5782 | 0.0331 | |||||
| US845467AT68 / Southwestern Energy Co | 1.46 | 3.77 | 0.5730 | 0.0359 | |||||
| XS1781710543 / Kenya Government International Bond | 1.45 | -3.91 | 0.5703 | -0.0069 | |||||
| US12612WAB00 / Cnf Inc Senior Debentures 6.7% 05/01/34 | 1.42 | 3.28 | 0.5577 | 0.0326 | |||||
| US36255TAL61 / GS Mortgage Securities Corp II | 1.41 | 23.92 | 0.5538 | 0.1192 | |||||
| US197677AH07 / HCA Inc | 1.40 | 4.26 | 0.5488 | 0.0369 | |||||
| US12433RAA05 / BX Trust 2018-GW MZ | 1.38 | 0.14 | 0.5437 | 0.0156 | |||||
| US29273VAL45 / Energy Transfer LP | 1.36 | 1.64 | 0.5360 | 0.0233 | |||||
| US040114HU71 / Argentine Republic Government International Bond | 1.32 | -9.99 | 0.5205 | -0.0418 | |||||
| US969457BM15 / Williams Companies 8.75% Notes 3/15/32 | 1.32 | 3.93 | 0.5201 | 0.0336 | |||||
| BRSTNCNTF204 / Brazil Notas do Tesouro Nacional Serie F | 1.30 | -8.96 | 0.5112 | -0.0350 | |||||
| WYNMY / Wynn Macau, Limited - Depositary Receipt (Common Stock) | 1.30 | 1.25 | 0.5102 | 0.0204 | |||||
| EC26 / Ecopetrol SA | 1.29 | 1.34 | 0.5048 | 0.0203 | |||||
| US16117LCB36 / Charter Communications Operating, LLC 2023 Term Loan B4 | 1.25 | -4.93 | 0.4925 | -0.0114 | |||||
| US78448YAL56 / SMB Private Education Loan Trust 2021-A | 1.25 | -1.19 | 0.4902 | 0.0081 | |||||
| 5727 / Sands China Ltd. - Corporate Bond/Note | 1.20 | 0.42 | 0.4722 | 0.0148 | |||||
| US07325DAJ37 / Bayview Financial Mortgage Pass-Through Trust 2006-C | 1.20 | -0.42 | 0.4710 | 0.0107 | |||||
| US77340RAM97 / Rockies Express Pipeline LLC | 1.16 | 3.48 | 0.4562 | 0.0274 | |||||
| US45255RAZ01 / Impac Secured Assets Trust 2006-3 | 1.11 | -2.55 | 0.4355 | 0.0009 | |||||
| US225313AJ46 / Credit Agricole SA | 1.07 | 0.66 | 0.4212 | 0.0140 | |||||
| US21H0626851 / Ginnie Mae | 1.02 | 0.4002 | 0.4002 | ||||||
| US36256AAS15 / GS Mortgage Securities Corp Trust 2018-LUAU | 1.02 | 0.00 | 0.3994 | 0.0112 | |||||
| US25714PEW41 / Dominican Republic International Bond | 1.01 | -1.46 | 0.3986 | 0.0053 | |||||
| US040114HS26 / Argentine Republic Government International Bond | 0.98 | -45.29 | 0.3854 | -0.2998 | |||||
| US345370DB39 / Ford Motor Co. | 0.97 | 3.08 | 0.3818 | 0.0219 | |||||
| XS2384698994 / Nigeria Government International Bond | 0.95 | -0.42 | 0.3735 | 0.0089 | |||||
| US674599DJ13 / Occidental Petroleum Corp | 0.95 | 3.61 | 0.3718 | 0.0228 | |||||
| LONG GILT / DIR (000000000) | 0.94 | 0.3711 | 0.3711 | ||||||
| LONG GILT / DIR (000000000) | 0.94 | 0.3711 | 0.3711 | ||||||
| XS2241075014 / Egypt Government International Bond | 0.94 | 2.63 | 0.3674 | 0.0190 | |||||
| US78432WAG87 / SFO_21-555 | 0.90 | -1.10 | 0.3532 | 0.0060 | |||||
| US74365PAD06 / Prosus NV | 0.89 | 8.81 | 0.3496 | 0.0375 | |||||
| US80007RAN52 / Sands China Ltd | 0.88 | 2.09 | 0.3465 | 0.0165 | |||||
| US92922F7W25 / WaMu Mortgage Pass-Through Certificates Series 2005-AR17 Trust | 0.87 | -1.25 | 0.3424 | 0.0051 | |||||
| US88163VAD10 / Teva Pharmaceutical Finance Co LLC | 0.85 | 4.67 | 0.3346 | 0.0237 | |||||
| US674599CJ22 / Occidental Petroleum Corp | 0.85 | 4.43 | 0.3335 | 0.0233 | |||||
| US35564KWA32 / Freddie Mac STACR REMIC Trust, Series 2022-DNA3, Class B1 | 0.85 | 0.00 | 0.3328 | 0.0091 | |||||
| US21H0206837 / Ginnie Mae | 0.83 | 0.3257 | 0.3257 | ||||||
| E1CO34 / Ecopetrol S.A. - Depositary Receipt (Common Stock) | 0.82 | 2.38 | 0.3207 | 0.0160 | |||||
| E1CO34 / Ecopetrol S.A. - Depositary Receipt (Common Stock) | 0.82 | 2.38 | 0.3207 | 0.0160 | |||||
| US74408DAE40 / GOVERNMENT BOND | 0.80 | 4.82 | 0.3158 | 0.0225 | |||||
| US958254AL80 / Western Midstream Operating LP | 0.80 | 6.50 | 0.3155 | 0.0272 | |||||
| US037411BG97 / Apache Corp | 0.80 | 4.84 | 0.3151 | 0.0228 | |||||
| US726503AE55 / Plains All American Pipeline, LP | 0.80 | 0.88 | 0.3149 | 0.0112 | |||||
| US126307AS68 / CSC Holdings LLC | 0.79 | 0.3123 | 0.3123 | ||||||
| US21H0506806 / GNMA | 0.79 | 0.3108 | 0.3108 | ||||||
| XS2318315921 / Asian Infrastructure Investment Bank/The | 0.79 | 3.81 | 0.3106 | 0.0195 | |||||
| XS2318315921 / Asian Infrastructure Investment Bank/The | 0.79 | 3.81 | 0.3106 | 0.0195 | |||||
| US04002PAE43 / AREIT 2021-CRE5 Trust | 0.79 | 0.13 | 0.3099 | 0.0089 | |||||
| US08580BAA44 / Berry Petroleum Co LLC | 0.77 | -0.13 | 0.3036 | 0.0079 | |||||
| US25714PEE43 / Dominican Republic International Bond | 0.75 | -27.36 | 0.2965 | -0.1002 | |||||
| 1011778 BC ULC / LON (XAC6901LAM90) | 0.74 | 0.2890 | 0.2890 | ||||||
| BANORT / Banco Mercantil del Norte SA/Grand Cayman | 0.73 | -47.67 | 0.2870 | -0.2460 | |||||
| US254010AE13 / Dignity Health | 0.72 | 6.98 | 0.2831 | 0.0258 | |||||
| US912810TP30 / US TREASURY I/L 1.5% 02-15-53 | 0.72 | 8.64 | 0.2817 | 0.0295 | |||||
| US90932LAH06 / United Airlines Inc | 0.68 | 2.56 | 0.2675 | 0.0137 | |||||
| US ULTRA BOND CBT / DIR (000000000) | 0.67 | 0.2634 | 0.2634 | ||||||
| US55293AAN72 / MHC Trust 2021-MHC2 | 0.67 | -0.45 | 0.2626 | 0.0061 | |||||
| XS1819680288 / Angolan Government International Bond | 0.66 | 0.45 | 0.2610 | 0.0082 | |||||
| BNSB34 / The Bank of Nova Scotia - Depositary Receipt (Common Stock) | 0.66 | 4.26 | 0.2598 | 0.0173 | |||||
| BNSB34 / The Bank of Nova Scotia - Depositary Receipt (Common Stock) | 0.66 | 4.26 | 0.2598 | 0.0173 | |||||
| US404280AT69 / HSBC Holdings Plc Bond | 0.66 | 1.07 | 0.2593 | 0.0098 | |||||
| JAPAN YEN CURR / DFE (000000000) | 0.66 | 0.2584 | 0.2584 | ||||||
| US91832VAA26 / VOC ESCROW LTD | 0.65 | 2.35 | 0.2570 | 0.0128 | |||||
| US1248EPCP61 / CCO Holdings LLC / CCO Holdings Capital Corp | 0.64 | 9.03 | 0.2516 | 0.0271 | |||||
| 53219LAH2 / LifePoint Health, Inc. Bond | 0.63 | 0.2484 | 0.2484 | ||||||
| 53219LAH2 / LifePoint Health, Inc. Bond | 0.63 | 0.2484 | 0.2484 | ||||||
| US08162QAQ29 / Benchmark 2020-IG3 Mortgage Trust | 0.63 | 2.77 | 0.2476 | 0.0131 | |||||
| US71647NAN93 / Petrobras Global Finance BV | 0.62 | -33.33 | 0.2436 | -0.1118 | |||||
| US44965TAA51 / ILFC E-Capital Trust I | 0.62 | 5.30 | 0.2420 | 0.0182 | |||||
| US984245AL47 / YPF SA | 0.61 | 2.36 | 0.2392 | 0.0121 | |||||
| US72650RAM43 / Plains All Amern Pipeline L P Senior Notes 6.7% 05/15/36 | 0.60 | 5.24 | 0.2371 | 0.0179 | |||||
| US92943EAB20 / GTCR W MERGER SUB LLC | 0.60 | 0.00 | 0.2366 | 0.0063 | |||||
| AMBP / Ardagh Metal Packaging S.A. | 0.59 | 255.15 | 0.2305 | 0.1675 | |||||
| TRT130733T17 / Turkey Government Bond | 0.58 | 0.2289 | 0.2289 | ||||||
| XS1632632037 / Ivory Coast Government International Bond | 0.58 | 2.48 | 0.2274 | 0.0116 | |||||
| US92858RAB69 / Vmed O2 UK Financing I PLC | 0.58 | 3.04 | 0.2263 | 0.0125 | |||||
| US674599DL68 / Occidental Petroleum Corp | 0.58 | 3.42 | 0.2261 | 0.0135 | |||||
| US74408DAD66 / Provincia de Cordoba | 0.57 | 10.00 | 0.2247 | 0.0260 | |||||
| US01F0406854 / UMBS TBA | 0.56 | -200.00 | 0.2209 | 0.4418 | |||||
| US80007RAQ83 / Sands China Ltd | 0.56 | 2.59 | 0.2184 | 0.0114 | |||||
| US21H0326882 / Ginnie Mae | 0.55 | 0.2167 | 0.2167 | ||||||
| US902613BF40 / UBS Group AG | 0.55 | 2.06 | 0.2143 | 0.0100 | |||||
| US04649VBC37 / Asurion LLC, Term Loan B | 0.54 | 1.89 | 0.2122 | 0.0094 | |||||
| 3 MONTH SOFR / DIR (000000000) | 0.53 | 0.2098 | 0.2098 | ||||||
| 3 MONTH SOFR / DIR (000000000) | 0.53 | 0.2098 | 0.2098 | ||||||
| US037411AY13 / Apache Corp 5.25% Senior Notes 02/01/42 | 0.53 | -47.22 | 0.2089 | -0.1756 | |||||
| US05518VAA35 / Bac Capital Trust Xiv Fixed-to-flt Pfd Hits | 0.52 | 2.78 | 0.2036 | 0.0110 | |||||
| US949746RN35 / Wells Fargo Bk N Bond | 0.50 | 0.40 | 0.1949 | 0.0059 | |||||
| US35564KBD00 / Freddie Mac STACR REMIC Trust 2021-DNA1 | 0.49 | 0.1922 | 0.1922 | ||||||
| US958254AJ35 / Western Midstream Operating LP | 0.48 | 5.22 | 0.1903 | 0.0145 | |||||
| US20754EAB11 / Connecticut Avenue Securities Trust, Series 2023-R06, Class 1M2 | 0.47 | 0.1849 | 0.1849 | ||||||
| US674599CY98 / Occidental Petroleum Corp | 0.46 | 5.29 | 0.1802 | 0.0139 | |||||
| JAPAN YEN CURRENCY 9AM / DFE (000000000) | 0.44 | 0.1732 | 0.1732 | ||||||
| US86765BAH24 / Sunoco Logistics Partners Senior Notes 6.85% 02/15/40 | 0.43 | 5.68 | 0.1681 | 0.0133 | |||||
| US02156LAC54 / Altice France SA/France | 0.43 | 8.42 | 0.1670 | 0.0171 | |||||
| US037411AR61 / Apache Corporation 6% Notes 1/15/37 | 0.42 | 5.28 | 0.1646 | 0.0125 | |||||
| US01F0206874 / UMBS TBA 30YR 2% AUG 20 TO BE ANNOUNCED 2.00000000 | 0.40 | -200.00 | 0.1580 | 0.3161 | |||||
| EURO-BUXL 30Y BND / DIR (000000000) | 0.40 | 0.1560 | 0.1560 | ||||||
| EURO-BUXL 30Y BND / DIR (000000000) | 0.40 | 0.1560 | 0.1560 | ||||||
| US251799AA02 / Devon Energy 7.95% Debs 4/15/32 | 0.40 | 3.66 | 0.1557 | 0.0095 | |||||
| US335934AT24 / First Quantum Minerals Ltd | 0.39 | 2.08 | 0.1546 | 0.0075 | |||||
| US617734AG30 / Morongo Band of Mission Indians/The | 0.39 | 6.28 | 0.1530 | 0.0132 | |||||
| FLUTTER FINANCING BV / LON (XAN3313EAB64) | 0.39 | -0.26 | 0.1528 | 0.0038 | |||||
| XS1631415400 / Ivory Coast Government International Bond | 0.37 | -69.69 | 0.1469 | -0.3245 | |||||
| US98462YAD22 / Yamana Gold Inc | 0.37 | 2.47 | 0.1466 | 0.0074 | |||||
| US61772TBN37 / Morgan Stanley Capital I Trust 2021-L7 | 0.36 | -2.17 | 0.1416 | 0.0010 | |||||
| US035198AF76 / Angolan Government International Bond | 0.36 | -1.10 | 0.1409 | 0.0023 | |||||
| 3MTH SONIA / DIR (000000000) | 0.35 | 0.1374 | 0.1374 | ||||||
| 3MTH SONIA / DIR (000000000) | 0.35 | 0.1374 | 0.1374 | ||||||
| XAG9368PBC77 / Virgin Media Bristol LLC USD Term Loan N | 0.35 | -1.70 | 0.1365 | 0.0014 | |||||
| United Rentals North America Inc / DBT (US911365BR47) | 0.34 | 1,700.00 | 0.1344 | 0.1269 | |||||
| US01F0226831 / FEDERAL NATIONAL MORTGAGE ASSOCIATION 30YR TBA AUG | 0.34 | 0.1318 | 0.1318 | ||||||
| US29273VAM28 / Energy Transfer LP | 0.32 | 3.85 | 0.1276 | 0.0081 | |||||
| JANE STREET GROUP LLC / LON (US47077DAH35) | 0.32 | 0.00 | 0.1271 | 0.0033 | |||||
| JANE STREET GROUP LLC / LON (US47077DAH35) | 0.32 | 0.00 | 0.1271 | 0.0033 | |||||
| CREDIT SUISSE ESCROW CL / DBT (000000000) | 0.32 | 0.1250 | 0.1250 | ||||||
| BNP / BNP Paribas SA | 0.31 | 3.69 | 0.1214 | 0.0072 | |||||
| BNP / BNP Paribas SA | 0.31 | 3.69 | 0.1214 | 0.0072 | |||||
| UBSG34 / UBS Group AG - Depositary Receipt (Common Stock) | 0.29 | 2.13 | 0.1133 | 0.0053 | |||||
| UBSG34 / UBS Group AG - Depositary Receipt (Common Stock) | 0.29 | 2.13 | 0.1133 | 0.0053 | |||||
| US902613BE74 / UBS Group AG | 0.28 | 3.28 | 0.1114 | 0.0063 | |||||
| US21H0406817 / Ginnie Mae | 0.28 | 0.1113 | 0.1113 | ||||||
| US911363AM11 / United Rentals North America Inc | 0.28 | 2.94 | 0.1101 | 0.0062 | |||||
| 46090K109 / Intrawest Resorts Holdings, Inc. | 0.28 | 0.1091 | 0.1091 | ||||||
| 46090K109 / Intrawest Resorts Holdings, Inc. | 0.28 | 0.1091 | 0.1091 | ||||||
| PHOENIX GUARANTOR INC / LON (US71913BAJ17) | 0.27 | 0.75 | 0.1050 | 0.0034 | |||||
| PHOENIX GUARANTOR INC / LON (US71913BAJ17) | 0.27 | 0.75 | 0.1050 | 0.0034 | |||||
| BHC / Bausch Health Companies Inc. | 0.26 | 20.19 | 0.1007 | 0.0191 | |||||
| US25179SAD27 / Devon Financing 7.875% Due 9/30/31 | 0.25 | 3.67 | 0.0999 | 0.0060 | |||||
| XS2385150334 / PROVINCIA DE BUENOS AIRES 3.90% 9-1-37 | 0.24 | 0.41 | 0.0962 | 0.0030 | |||||
| US470160CF77 / Jamaica Government International Bond | 0.24 | 0.42 | 0.0950 | 0.0033 | |||||
| US126307BB25 / CSC HOLDINGS LLC COMPANY GUAR 144A 12/30 4.125 | 0.22 | 8.87 | 0.0872 | 0.0094 | |||||
| US89117F8Z56 / Toronto-Dominion Bank/The | 0.22 | 1.39 | 0.0862 | 0.0035 | |||||
| JAPAN YEN CURRENCY 9AM / DFE (000000000) | 0.22 | 0.0860 | 0.0860 | ||||||
| JAPAN 10Y BOND(OSE) / DIR (000000000) | 0.22 | 0.0860 | 0.0860 | ||||||
| JAPAN 10Y BOND(OSE) / DIR (000000000) | 0.22 | 0.0860 | 0.0860 | ||||||
| US05565AS207 / BNP Paribas SA | 0.22 | 1.42 | 0.0845 | 0.0034 | |||||
| FM / First Quantum Minerals Ltd. | 0.21 | 1.94 | 0.0827 | 0.0037 | |||||
| US03746AAA88 / Apache Finance Can 7.75% Notes 12/15/2029 | 0.21 | 2.94 | 0.0826 | 0.0045 | |||||
| 10 YEAR U.S. TREASURY NOTE / DIR (000000000) | 0.21 | 0.0824 | 0.0824 | ||||||
| ISNPY / Intesa Sanpaolo S.p.A. - Depositary Receipt (Common Stock) | 0.21 | 1.46 | 0.0824 | 0.0034 | |||||
| US917288BL51 / Uruguay Government International Bond | 0.21 | -5.96 | 0.0806 | -0.0030 | |||||
| US212015AQ46 / Continental Resources Inc/OK | 0.20 | 4.66 | 0.0797 | 0.0057 | |||||
| US05565AGF49 / BNP Paribas SA | 0.20 | 2.55 | 0.0790 | 0.0039 | |||||
| US25470XBE40 / DISH DBS Corp | 0.20 | 5.82 | 0.0786 | 0.0064 | |||||
| US88732JAN81 / Time Warner Cable 7.3% Senior Notes 7/1/38 | 0.20 | 7.61 | 0.0779 | 0.0073 | |||||
| U.S. TREASURY BOND / DIR (000000000) | 0.19 | 0.0742 | 0.0742 | ||||||
| U.S. TREASURY BOND / DIR (000000000) | 0.19 | 0.0742 | 0.0742 | ||||||
| JAPAN YEN CURRENCY 9AM / DFE (000000000) | 0.18 | 0.0716 | 0.0716 | ||||||
| US345397B934 / Ford Motor Credit Co., LLC | 0.18 | 4.07 | 0.0705 | 0.0045 | |||||
| AUDUSD CRNCY / DFE (000000000) | 0.18 | 0.0702 | 0.0702 | ||||||
| AUDUSD CRNCY / DFE (000000000) | 0.18 | 0.0702 | 0.0702 | ||||||
| US25470XBD66 / CORP. NOTE | 0.18 | 4.14 | 0.0693 | 0.0047 | |||||
| US02154CAH60 / Altice Financing SA | 0.17 | 2.45 | 0.0657 | 0.0031 | |||||
| 10 YEAR U.S. TREASURY NOTE / DIR (000000000) | 0.16 | 0.0612 | 0.0612 | ||||||
| THREE-MONTH SOFR / DIR (000000000) | 0.15 | 0.0601 | 0.0601 | ||||||
| US71647NAY58 / Petrobras Global Finance BV | 0.15 | 0.67 | 0.0592 | 0.0020 | |||||
| US00764MAW73 / Aegis Asset Backed Sec Corp Mort Pass Thr Certs Series 2003-3 | 0.15 | 2.80 | 0.0581 | 0.0031 | |||||
| US694308JH19 / Pacific Gas and Electric Co | 0.15 | 5.04 | 0.0575 | 0.0042 | |||||
| US023771T402 / American Airlines, Inc. | 0.14 | -0.69 | 0.0567 | 0.0009 | |||||
| US674599DK85 / Occidental Petroleum Corp | 0.14 | 5.15 | 0.0563 | 0.0042 | |||||
| US45660L4B25 / Residential Asset Securitization Trust 2005-A15 | 0.14 | 44.21 | 0.0541 | 0.0177 | |||||
| US912810SN90 / UNITED STATES TREASURY BOND 1.25% 05/15/2050 | 0.13 | 6.78 | 0.0499 | 0.0047 | |||||
| R1CL34 / Royal Caribbean Cruises Ltd. - Depositary Receipt (Common Stock) | 0.12 | 3.39 | 0.0481 | 0.0029 | |||||
| R1CL34 / Royal Caribbean Cruises Ltd. - Depositary Receipt (Common Stock) | 0.12 | 3.39 | 0.0481 | 0.0029 | |||||
| US037411AM74 / Apache Corporation 7.375% Debentures 08/15/47 | 0.10 | 5.05 | 0.0412 | 0.0030 | |||||
| US381427AA15 / Goldman Sachs Capital Ii 5.793% Fixed-to-floating Rate Normal Automatic Pfd Enhanced Capital Securities 6/1/2043 | 0.09 | 0.00 | 0.0364 | 0.0010 | |||||
| IRS MXN / DIR (000000000) | 0.09 | 0.0358 | 0.0358 | ||||||
| IRS MXN / DIR (000000000) | 0.09 | 0.0358 | 0.0358 | ||||||
| US01F0326821 / Fannie Mae or Freddie Mac | 0.09 | -200.00 | 0.0356 | 0.0713 | |||||
| THREE-MONTH SOFR / DIR (000000000) | 0.08 | 0.0308 | 0.0308 | ||||||
| US494550AW68 / Kinder Morgan Energy Partners 6.95% Senior Notes 1/15/38 | 0.08 | 5.41 | 0.0307 | 0.0022 | |||||
| IRS USD / DIR (000000000) | 0.08 | 0.0301 | 0.0301 | ||||||
| US88948ABQ94 / Toll Road Investors Partnership II LP | 0.07 | 12.50 | 0.0284 | 0.0038 | |||||
| USD/PLN FORWARD / DFE (000000000) | 0.07 | 0.0278 | 0.0278 | ||||||
| USD/PLN FORWARD / DFE (000000000) | 0.07 | 0.0278 | 0.0278 | ||||||
| ZAG000077488 / Republic of South Africa Government Bond | 0.07 | -96.41 | 0.0262 | -0.6763 | |||||
| THREE-MONTH SOFR / DIR (000000000) | 0.06 | 0.0230 | 0.0230 | ||||||
| US45660L3K33 / Residential Asset Securitization Trust 2005-A15 | 0.06 | 3.70 | 0.0222 | 0.0012 | |||||
| MXN CALL VERSUS USD PUT / DFE (000000000) | 0.05 | 0.0192 | 0.0192 | ||||||
| US517834AH06 / Las Vegas Sands Corp | 0.05 | 0.00 | 0.0192 | 0.0008 | |||||
| US912810TL26 / TREASURY BOND | 0.05 | 9.30 | 0.0185 | 0.0017 | |||||
| USD/BRL FORWARD / DFE (000000000) | 0.04 | 0.0141 | 0.0141 | ||||||
| USD/BRL FORWARD / DFE (000000000) | 0.04 | 0.0141 | 0.0141 | ||||||
| MXN CALL VERSUS USD PUT / DFE (000000000) | 0.03 | 0.0132 | 0.0132 | ||||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 0.03 | 0.0129 | 0.0129 | ||||||
| FLYX.WS / flyExclusive, Inc. - Equity Warrant | 0.06 | 0.00 | 0.03 | 28.00 | 0.0127 | 0.0028 | |||
| USD/INR FORWARD / DFE (000000000) | 0.03 | 0.0126 | 0.0126 | ||||||
| USD/INR FORWARD / DFE (000000000) | 0.03 | 0.0126 | 0.0126 | ||||||
| US517834AE74 / Las Vegas Sands Corp | 0.03 | 0.00 | 0.0114 | 0.0006 | |||||
| EURO CURRENCY 9AM / DFE (000000000) | 0.03 | 0.0107 | 0.0107 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.03 | 0.0102 | 0.0102 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.03 | 0.0102 | 0.0102 | ||||||
| EURO CURRENCY 9AM / DFE (000000000) | 0.02 | 0.0096 | 0.0096 | ||||||
| US56168P1049 / Mana Capital Acquisition Corp. | 0.02 | 0.0093 | 0.0093 | ||||||
| US56168P1049 / Mana Capital Acquisition Corp. | 0.02 | 0.0093 | 0.0093 | ||||||
| US56168P1049 / Mana Capital Acquisition Corp. | 0.02 | 0.0087 | 0.0087 | ||||||
| US25470XBF15 / DISH DBS Corp. | 0.02 | 10.00 | 0.0087 | 0.0009 | |||||
| IDR/USD FORWARD / DFE (000000000) | 0.02 | 0.0061 | 0.0061 | ||||||
| IDR/USD FORWARD / DFE (000000000) | 0.02 | 0.0061 | 0.0061 | ||||||
| US279158AS81 / Ecopetrol SA | 0.01 | 0.00 | 0.0041 | 0.0002 | |||||
| EURO FX CURR / DFE (000000000) | 0.01 | 0.0032 | 0.0032 | ||||||
| EURO CURRENCY 9AM / DFE (000000000) | 0.01 | 0.0030 | 0.0030 | ||||||
| BRITISH POUND CURRENCY / DFE (000000000) | 0.01 | 0.0024 | 0.0024 | ||||||
| BRITISH POUND CURRENCY / DFE (000000000) | 0.01 | 0.0024 | 0.0024 | ||||||
| GBP/USD FORWARD / DFE (000000000) | 0.00 | 0.0018 | 0.0018 | ||||||
| GBP/USD FORWARD / DFE (000000000) | 0.00 | 0.0018 | 0.0018 | ||||||
| EURO CURRENCY 9AM / DFE (000000000) | 0.00 | 0.0009 | 0.0009 | ||||||
| US46650BAA98 / J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-PHMZ | 0.00 | 0.00 | 0.0004 | 0.0000 | |||||
| CHME34 / CME Group Inc. - Depositary Receipt (Common Stock) | 0.00 | 0.0004 | 0.0004 | ||||||
| EURO CURRENCY 9AM / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | ||||||
| EURO CURRENCY 9AM / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | ||||||
| US85571XAS62 / Starwood Retail Property Trust 2014-STAR | 0.00 | -100.00 | 0.0002 | -0.0090 | |||||
| EURO CURRENCY 9AM / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| EURO CURRENCY 9AM / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| JAPAN YEN CURRENCY 9AM / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| USD/ZAR FORWARD / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | ||||||
| US56168P1049 / Mana Capital Acquisition Corp. | -0.00 | -0.0010 | -0.0010 | ||||||
| US56168P1049 / Mana Capital Acquisition Corp. | -0.00 | -0.0010 | -0.0010 | ||||||
| USD/MXN FORWARD / DFE (000000000) | -0.00 | -0.0016 | -0.0016 | ||||||
| USD/MXN FORWARD / DFE (000000000) | -0.00 | -0.0016 | -0.0016 | ||||||
| USD/GBP FORWARD / DFE (000000000) | -0.01 | -0.0022 | -0.0022 | ||||||
| MEXICAN PESO / DFE (000000000) | -0.01 | -0.0023 | -0.0023 | ||||||
| THREE-MONTH SOFR / DIR (000000000) | -0.01 | -0.0026 | -0.0026 | ||||||
| 10 YEAR U.S. TREASURY NOTE / DIR (000000000) | -0.01 | -0.0026 | -0.0026 | ||||||
| 10 YEAR U.S. TREASURY NOTE / DIR (000000000) | -0.01 | -0.0026 | -0.0026 | ||||||
| DE000C4SA6R6 / EURO STOXX 50 Index | -0.01 | -0.0027 | -0.0027 | ||||||
| U.S. TREASURY BOND / DIR (000000000) | -0.01 | -0.0037 | -0.0037 | ||||||
| U.S. TREASURY BOND / DIR (000000000) | -0.01 | -0.0037 | -0.0037 | ||||||
| DE000C4SA6R6 / EURO STOXX 50 Index | -0.01 | -0.0038 | -0.0038 | ||||||
| DE000C4SA6R6 / EURO STOXX 50 Index | -0.01 | -0.0038 | -0.0038 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.01 | -0.0056 | -0.0056 | ||||||
| ZAR/USD FORWARD / DFE (000000000) | -0.02 | -0.0059 | -0.0059 | ||||||
| ZAR/USD FORWARD / DFE (000000000) | -0.02 | -0.0059 | -0.0059 | ||||||
| 5 YEAR U.S. TREASURY NOTE / DIR (000000000) | -0.02 | -0.0060 | -0.0060 | ||||||
| 5 YEAR U.S. TREASURY NOTE / DIR (000000000) | -0.02 | -0.0060 | -0.0060 | ||||||
| 10 YEAR U.S. TREASURY NOTE / DIR (000000000) | -0.02 | -0.0088 | -0.0088 | ||||||
| USD/GBP FORWARD / DFE (000000000) | -0.03 | -0.0104 | -0.0104 | ||||||
| 10 YEAR U.S. TREASURY NOTE / DIR (000000000) | -0.03 | -0.0105 | -0.0105 | ||||||
| THREE-MONTH SOFR / DIR (000000000) | -0.03 | -0.0111 | -0.0111 | ||||||
| THREE-MONTH SOFR / DIR (000000000) | -0.03 | -0.0111 | -0.0111 | ||||||
| BP CURRENCY / DFE (000000000) | -0.03 | -0.0112 | -0.0112 | ||||||
| BP CURRENCY / DFE (000000000) | -0.03 | -0.0112 | -0.0112 | ||||||
| USD/BRL FORWARD / DFE (000000000) | -0.04 | -0.0141 | -0.0141 | ||||||
| USD/BRL FORWARD / DFE (000000000) | -0.04 | -0.0141 | -0.0141 | ||||||
| 5 YEAR U.S. TREASURY NOTE / DIR (000000000) | -0.04 | -0.0144 | -0.0144 | ||||||
| 5 YEAR U.S. TREASURY NOTE / DIR (000000000) | -0.04 | -0.0144 | -0.0144 | ||||||
| THREE-MONTH SOFR / DIR (000000000) | -0.04 | -0.0164 | -0.0164 | ||||||
| THREE-MONTH SOFR / DIR (000000000) | -0.05 | -0.0189 | -0.0189 | ||||||
| DE000C4SA6R6 / EURO STOXX 50 Index | -0.05 | -0.0189 | -0.0189 | ||||||
| DE000C4SA6R6 / EURO STOXX 50 Index | -0.05 | -0.0189 | -0.0189 | ||||||
| THREE-MONTH SOFR / DIR (000000000) | -0.05 | -0.0214 | -0.0214 | ||||||
| US01F0326821 / Fannie Mae or Freddie Mac | -0.09 | -0.0356 | -0.0356 | ||||||
| US56168P1049 / Mana Capital Acquisition Corp. | -0.11 | -0.0419 | -0.0419 | ||||||
| JAPAN YEN CURRENCY 9AM / DFE (000000000) | -0.11 | -0.0451 | -0.0451 | ||||||
| JAPAN YEN CURRENCY 9AM / DFE (000000000) | -0.12 | -0.0480 | -0.0480 | ||||||
| 10 YEAR U.S. TREASURY NOTE / DIR (000000000) | -0.15 | -0.0578 | -0.0578 | ||||||
| 10 YEAR US TREASURY NOTE / DIR (000000000) | -0.17 | -0.0676 | -0.0676 | ||||||
| 5 YEAR U.S. TREASURY NOTE / DIR (000000000) | -0.18 | -0.0710 | -0.0710 | ||||||
| 5 YEAR U.S. TREASURY NOTE / DIR (000000000) | -0.18 | -0.0710 | -0.0710 | ||||||
| USD/MXN FORWARD / DFE (000000000) | -0.20 | -0.0780 | -0.0780 | ||||||
| USD/MXN FORWARD / DFE (000000000) | -0.20 | -0.0780 | -0.0780 | ||||||
| EURO-BTP / DIR (000000000) | -0.22 | -0.0856 | -0.0856 | ||||||
| EURO-BTP / DIR (000000000) | -0.22 | -0.0856 | -0.0856 | ||||||
| 10 YEAR U.S. TREASURY NOTE / DIR (000000000) | -0.22 | -0.0875 | -0.0875 | ||||||
| USD CALL VERSUS MXN PUT / DFE (000000000) | -0.26 | -0.1017 | -0.1017 | ||||||
| U.S. TREASURY BOND / DIR (000000000) | -0.33 | -0.1301 | -0.1301 | ||||||
| US01F0226831 / FEDERAL NATIONAL MORTGAGE ASSOCIATION 30YR TBA AUG | -0.34 | -200.00 | -0.1318 | -0.2636 | |||||
| BRL/USD FORWARD / DFE (000000000) | -0.36 | -0.1429 | -0.1429 | ||||||
| THREE-MONTH SOFR / DIR (000000000) | -0.40 | -0.1559 | -0.1559 | ||||||
| EURO-BUND / DIR (000000000) | -0.40 | -0.1577 | -0.1577 | ||||||
| EURO-BUND / DIR (000000000) | -0.40 | -0.1577 | -0.1577 | ||||||
| US01F0206874 / UMBS TBA 30YR 2% AUG 20 TO BE ANNOUNCED 2.00000000 | -0.40 | -0.1580 | -0.1580 | ||||||
| USD/JPY FORWARD / DFE (000000000) | -0.40 | -0.1581 | -0.1581 | ||||||
| USD/JPY FORWARD / DFE (000000000) | -0.40 | -0.1581 | -0.1581 | ||||||
| US01F0606834 / Uniform Mortgage-Backed Security, TBA | -0.41 | -111.09 | -0.1594 | -1.5938 | |||||
| IRS MXN / DIR (000000000) | -0.42 | -0.1655 | -0.1655 | ||||||
| U.S. TREASURY BOND / DIR (000000000) | -0.43 | -0.1707 | -0.1707 | ||||||
| US21H0326882 / Ginnie Mae | -0.55 | -200.00 | -0.2167 | -0.4334 | |||||
| US01F0406854 / UMBS TBA | -0.56 | -0.2209 | -0.2209 | ||||||
| AUD/USD FORWARD / DFE (000000000) | -0.70 | -0.2757 | -0.2757 | ||||||
| AUD/USD FORWARD / DFE (000000000) | -0.70 | -0.2757 | -0.2757 | ||||||
| US21H0506806 / GNMA | -0.79 | -200.00 | -0.3108 | -0.6216 | |||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | -0.86 | -0.3397 | -0.3397 | ||||||
| IRS USD / DIR (000000000) | -1.43 | -0.5636 | -0.5636 | ||||||
| IRS USD / DIR (000000000) | -1.43 | -0.5636 | -0.5636 | ||||||
| IRS USD / DIR (000000000) | -4.91 | -1.9282 | -1.9282 | ||||||
| 10 YEAR US ULTRA TREASURY BOND / DIR (000000000) | -6.35 | -2.4951 | -2.4951 | ||||||
| 10 YEAR US ULTRA TREASURY BOND / DIR (000000000) | -6.35 | -2.4951 | -2.4951 |
