Statistiques de base
| Valeur du portefeuille | $ 143 208 045 |
| Positions actuelles | 335 |
Dernières positions, performances, ASG (à partir des dépôts 13F, 13D)
TILUX - Inflation-Linked Fixed Income Fund a déclaré un total de 335 positions dans ses derniers dépôts auprès de la SEC. La valeur la plus récente du portefeuille est calculée à 143 208 045 USD. Les actifs sous gestion réels (ASG) sont cette valeur plus les liquidités (qui ne sont pas divulguées). Les principales positions de TILUX - Inflation-Linked Fixed Income Fund sont U.S. Treasury Inflation Linked Notes (US:US91282CGK18) , U.S. Treasury Inflation Linked Notes (US:US91282CEZ05) , United States Treasury Inflation Indexed Bonds (US:US91282CHP95) , United States Treasury Inflation Indexed Bonds (US:US91282CCM10) , and United States Treasury Inflation Indexed Bonds (US:US91282CFR79) . Les nouvelles positions de TILUX - Inflation-Linked Fixed Income Fund incluent Uniform Mortgage-Backed Security, TBA (US:US01F0426654) , Uniform Mortgage-Backed Security, TBA (US:US01F0626717) , .
Meilleures augmentations ce trimestre
Nous utilisons la variation de l'allocation du portefeuille car il s'agit de l'indicateur le plus significatif. Les changements peuvent être dus à des transactions ou à des variations de prix des actions.
| Titre | Actions (en millions) |
Valeur ($ en millions) |
% du portefeuille | ΔPortefeuille % |
|---|---|---|---|---|
| 29,83 | 21,3334 | 21,3334 | ||
| 8,67 | 6,1969 | 6,1969 | ||
| 4,34 | 3,1011 | 3,1011 | ||
| 3,55 | 2,5401 | 2,5401 | ||
| 2,75 | 1,9674 | 1,9674 | ||
| 2,27 | 1,6246 | 1,6246 | ||
| 2,05 | 1,4668 | 1,4668 | ||
| 3,18 | 2,2731 | 1,1581 | ||
| 1,62 | 1,1575 | 1,1575 | ||
| 3,57 | 2,5510 | 1,0012 |
Principales baisses ce trimestre
Nous utilisons la variation de l'allocation du portefeuille car il s'agit de l'indicateur le plus significatif. Les changements peuvent être dus à des transactions ou à des variations de prix des actions.
| Titre | Actions (en millions) |
Valeur ($ en millions) |
% du portefeuille | ΔPortefeuille % |
|---|---|---|---|---|
| -29,82 | -21,3214 | -21,3214 | ||
| -26,06 | -18,6351 | -18,6351 | ||
| -19,50 | -13,9432 | -13,9432 | ||
| -12,96 | -9,2657 | -9,2657 | ||
| -4,14 | -2,9610 | -2,9610 | ||
| 5,18 | 3,7015 | -1,9576 | ||
| 2,22 | 1,5906 | -1,4729 | ||
| -1,66 | -1,1846 | -1,1846 | ||
| -1,58 | -1,1331 | -1,1331 | ||
| -1,16 | -0,8299 | -0,8299 |
Déclarations 13F et dépôts de fonds
Ce formulaire a été déposé le 2025-07-28 pour la période de déclaration 2025-05-31. Cet investisseur n'a pas divulgué les titres comptabilisés en actions, les colonnes relatives aux actions dans le tableau ci-dessous sont donc omises. Cliquez sur l'icône du lien pour voir l'historique complet des transactions.
Mettre à niveau pour débloquer les données premium et exporter vers Excel 
.
28-07-2022 : Note importante - Nous avons modifié le traitement de la colonne Δ Portefeuille % dans ce tableau. Auparavant, nous la rapportions en tant que variation en pourcentage de l'allocation du portefeuille. Nous la rapportons désormais en tant que variation brute de l'allocation du portefeuille (toujours en pourcentage). En termes de formule, nous la rapportions auparavant comme 100 * (allocation actuelle - allocation précédente) / allocation précédente. Nous la rapportons désormais comme (allocation actuelle - allocation précédente).
| Titre | Type | ΔActions (%) |
Valeur ($ en millions) |
Portefeuille (%) |
ΔPortefeuille (%) |
|
|---|---|---|---|---|---|---|
| FUTURE CONTRACT ON 3MO EURO EURIBOR SEP26 /EUR/ 0.00000000 / DIR (N/A) | 29,83 | 21,3334 | 21,3334 | |||
| US91282CGK18 / U.S. Treasury Inflation Linked Notes | 10,26 | 0,63 | 7,3399 | 0,3217 | ||
| FUTURE CONTRACT ON US 10YR ULTRA FUT SEP25 0.00000000 / DIR (N/A) | 8,67 | 6,1969 | 6,1969 | |||
| US91282CEZ05 / U.S. Treasury Inflation Linked Notes | 8,65 | 1,00 | 6,1833 | 0,2928 | ||
| US91282CHP95 / United States Treasury Inflation Indexed Bonds | 6,78 | 0,37 | 4,8500 | 0,2008 | ||
| US91282CCM10 / United States Treasury Inflation Indexed Bonds | 6,76 | 1,39 | 4,8355 | 0,2471 | ||
| US91282CFR79 / United States Treasury Inflation Indexed Bonds | 6,55 | 1,19 | 4,6852 | 0,2298 | ||
| US91282CJH51 / US TREASURY I/L 2.375% 10-15-28 | 6,06 | 1,09 | 4,3304 | 0,2093 | ||
| US9128283R96 / United States Treasury Inflation Indexed Bonds | 5,18 | -37,07 | 3,7015 | -1,9576 | ||
| US912828V491 / United States Treasury Inflation Indexed Bonds | 5,13 | 1,28 | 3,6693 | 0,1839 | ||
| US91282CBF77 / United States Treasury Inflation Indexed Bonds | 4,98 | 1,49 | 3,5623 | 0,1856 | ||
| US912828Z377 / United States Treasury Inflation Indexed Bonds | 4,95 | 1,60 | 3,5365 | 0,1878 | ||
| US912828S505 / United States Treasury Inflation Indexed Bonds | 4,81 | 1,35 | 3,4387 | 0,1742 | ||
| US912828Y388 / United States Treasury Inflation Indexed Bonds | 4,53 | 1,46 | 3,2399 | 0,1680 | ||
| US9128287D64 / United States Treasury Inflation Indexed Bonds | 4,50 | 1,56 | 3,2178 | 0,1696 | ||
| US01F0426654 / Uniform Mortgage-Backed Security, TBA | 4,34 | 3,1011 | 3,1011 | |||
| US91282CDC29 / UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 4,28 | 1,30 | 3,0603 | 0,1537 | ||
| UNITED STATES TREASURY INFLATION INDEXED BONDS 1.87500000 / DBT (US91282CLE92) | 4,14 | -0,19 | 2,9616 | 0,1069 | ||
| FREDDIE MAC POOL UMBS P#SD8409 6.00000000 / ABS-MBS (US3132DWKW28) | 4,07 | -4,93 | 2,9074 | -0,0349 | ||
| US91282CDX65 / United States Treasury Inflation Indexed Bonds | 3,94 | 1,31 | 2,8153 | 0,1414 | ||
| US9128282L36 / United States Treasury Inflation Indexed Bonds | 3,88 | 1,47 | 2,7735 | 0,1439 | ||
| US912828ZZ63 / United States Treasury Inflation Indexed Bonds | 3,69 | 1,60 | 2,6389 | 0,1397 | ||
| UNITED STATES TREASURY INFLATION INDEXED BONDS 2.12500000 / DBT (US91282CML27) | 3,57 | 58,39 | 2,5510 | 1,0012 | ||
| GINNIE MAE II POOL P#MB0143 3.50000000 / ABS-MBS (US3618N5ER61) | 3,55 | 2,5401 | 2,5401 | |||
| UNITED STATES TREASURY INFLATION INDEXED BONDS 1.62500000 / DBT (US91282CLV18) | 3,18 | 96,17 | 2,2731 | 1,1581 | ||
| US912810FD55 / Usa Treasury Bonds 3 5/8% Tii 30yr Bd 4/15/28 | 3,13 | 0,77 | 2,2415 | 0,1011 | ||
| US9128285W63 / United States Treasury Inflation Indexed Bonds | 3,09 | 1,48 | 2,2120 | 0,1146 | ||
| US01F0406698 / UMBS TBA | 2,93 | 61,67 | 2,0961 | 0,6398 | ||
| US91282CCA71 / United States Treasury Inflation Indexed Bonds | 2,78 | 1,28 | 1,9844 | 0,0993 | ||
| US91282CEJ62 / United States Treasury Inflation Indexed Bonds | 2,77 | 1,47 | 1,9811 | 0,1028 | ||
| FUTURE CONTRACT ON EURO-BTP FUTURE JUN25 /EUR/ 0.00000000 / DIR (N/A) | 2,75 | 1,9674 | 1,9674 | |||
| US912810FH69 / Usa Treasury Notes 3 7/8% 30yr Notes 04/15/2029 | 2,65 | 0,80 | 1,8917 | 0,0860 | ||
| US38383KCS96 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H19 CL FA V/R 6.20000000 | 2,58 | -1,11 | 1,8435 | 0,0497 | ||
| FUTURE CONTRACT ON US 5YR NOTE (CBT) SEP25 0.00000000 / DIR (N/A) | 2,27 | 1,6246 | 1,6246 | |||
| UNITED STATES TREASURY INFLATION INDEXED BONDS 1.75000000 / DBT (US91282CJY84) | 2,25 | 0,09 | 1,6069 | 0,0620 | ||
| US912828N712 / United States Treasury Inflation Indexed Bonds | 2,22 | -50,04 | 1,5906 | -1,4729 | ||
| US912810PV44 / United States Treasury Inflation Indexed Bonds | 2,16 | 1,17 | 1,5422 | 0,0760 | ||
| US01F0626717 / Uniform Mortgage-Backed Security, TBA | 2,05 | 1,4668 | 1,4668 | |||
| US912810RF75 / United States Treasury Inflation Indexed Bonds | 1,90 | -35,35 | 1,3579 | -0,6625 | ||
| US912810RL44 / United States Treasury Inflation Indexed Bonds | 1,88 | -17,81 | 1,3432 | -0,2291 | ||
| UNITED STATES TREASURY INFLATION INDEXED BONDS 2.12500000 / DBT (US912810TY47) | 1,87 | -6,40 | 1,3399 | -0,0374 | ||
| FANNIE MAE POOL UMBS P#MA5353 5.50000000 / ABS-MBS (US31418E5P14) | 1,75 | -3,80 | 1,2504 | -0,0003 | ||
| US912810PZ57 / United States Treasury Inflation Indexed Bonds | 1,69 | 1,08 | 1,2072 | 0,0578 | ||
| US912810TP30 / US TREASURY I/L 1.5% 02-15-53 | 1,67 | -6,74 | 1,1970 | -0,0374 | ||
| FUTURE CONTRACT ON AUST 10Y BOND FUT JUN25 /AUD/ 0.00000000 / DIR (N/A) | 1,62 | 1,1575 | 1,1575 | |||
| US912810QV35 / United States Treasury Inflation Indexed Bonds | 1,51 | -4,06 | 1,0831 | -0,0032 | ||
| US912810RR14 / United States Treasury Inflation Indexed Bonds | 1,50 | -32,37 | 1,0744 | -0,4541 | ||
| US912810FS25 / United States Treasury Inflation Indexed Bonds | 1,33 | -45,54 | 0,9519 | -0,7300 | ||
| US912810RW09 / United States Treasury Inflation Indexed Bonds | 1,31 | -5,74 | 0,9397 | -0,0201 | ||
| US912810RA88 / United States Treasury Inflation Indexed Bonds | 1,31 | -4,23 | 0,9392 | -0,0047 | ||
| UNITED STATES TREASURY INFLATION INDEXED BONDS 2.12500000 / DBT (US91282CKL45) | 1,17 | 1,22 | 0,8331 | 0,0408 | ||
| UNITED STATES TREASURY INFLATION INDEXED BONDS 1.62500000 / DBT (US91282CNB36) | 1,11 | 0,7923 | 0,7923 | |||
| US912810SG40 / United States Treasury Inflation Indexed Bonds | 1,09 | -6,20 | 0,7788 | -0,0206 | ||
| JP1120241K56 / Japanese Government CPI Linked Bond | 1,07 | 4,88 | 0,7681 | 0,0631 | ||
| US91282CGW55 / United States Treasury Inflation Indexed Bonds | 1,06 | 1,34 | 0,7595 | 0,0384 | ||
| US912810QP66 / United States Treasury Inflation Indexed Bonds | 0,92 | -3,48 | 0,6549 | 0,0023 | ||
| US912810QF84 / United States Treasury Inflation Indexed Bonds | 0,84 | -2,45 | 0,5988 | 0,0079 | ||
| FR0013519253 / French Republic Government Bond OAT | 0,82 | 10,04 | 0,5882 | 0,0741 | ||
| DUNEDIN PARK CLO DAC SER 1A CL AR V/R REGD 144A P/P /EUR/ 3.08100000 / ABS-CBDO (XS2401572685) | 0,79 | 9,53 | 0,5671 | 0,0685 | ||
| US912810SV17 / United States Treasury Inflation Indexed Bonds | 0,79 | -7,85 | 0,5623 | -0,0251 | ||
| UNITED STATES TREASURY INFLATION INDEXED BONDS 2.37500000 / DBT (US912810UH94) | 0,77 | -6,45 | 0,5502 | -0,0154 | ||
| IRS RER6MP00.19 11/08/52 WFSLUS33XXX FLOAT / DIR (N/A) | 0,76 | 0,5421 | 0,5421 | |||
| CASH COLLATERAL LCH FOB WFS 0.00000000 / STIV (N/A) | 0,75 | 0,5392 | 0,5392 | |||
| FANNIE MAE REMICS SER 2025-47 CL FJ V/R 5.33000000 / ABS-CBDO (US3136BWNH55) | 0,70 | 0,5010 | 0,5010 | |||
| XS2313672177 / MAN GLG EURO CLO GLGE 5A A1R 144A | 0,70 | -12,12 | 0,4982 | -0,0471 | ||
| US912810SM18 / US TII .25 02/15/2050 (TIPS) | 0,68 | -7,11 | 0,4859 | -0,0174 | ||
| FUTURE CONTRACT ON EURO-BOBL FUTURE JUN25 /EUR/ 0.00000000 / DIR (N/A) | 0,68 | 0,4837 | 0,4837 | |||
| US55067LAA52 / LUX 2023-LION | 0,61 | -0,16 | 0,4334 | 0,0154 | ||
| TRINITAS CLO XIV LTD SER 2020-14A CL A1R V/R REGD 144A P/P 5.62177000 / ABS-CBDO (US89641QAN07) | 0,60 | -0,17 | 0,4292 | 0,0154 | ||
| XS2298464939 / Dryden 44 Euro CLO 2015 BV | 0,57 | 9,67 | 0,4055 | 0,0491 | ||
| CASH COLLATERAL CME WFS /CCWFSXUS7 4.23000000 / STIV (N/A) | 0,56 | 0,4040 | 0,4040 | |||
| FUTURE CONTRACT ON US LONG BOND(CBT) SEP25 0.00000000 / DIR (N/A) | 0,56 | 0,4032 | 0,4032 | |||
| US912810TE82 / United States Treasury Inflation Indexed Bonds | 0,54 | -8,15 | 0,3873 | -0,0180 | ||
| PALMER SQUARE EUROPEAN LOAN FUNDING SER 2023-3A CL AR V/R REGD 144A P/P /EUR/ 3.11300000 / ABS-CBDO (XS2934650610) | 0,53 | -1,85 | 0,3797 | 0,0071 | ||
| XS2400757501 / St Paul's CLO IV DAC | 0,52 | 8,75 | 0,3738 | 0,0431 | ||
| TRALEE CLO VI LTD SER 2019-6A CL A1RR V/R REGD 144A P/P 5.50177000 / ABS-CBDO (US89289EBL74) | 0,51 | -17,53 | 0,3639 | -0,0600 | ||
| TRINITAS CLO VI LTD SER 2017-6A CL ARRR V/R REGD 144A P/P 5.61177000 / ABS-CBDO (US89640YBN31) | 0,50 | -0,20 | 0,3576 | 0,0126 | ||
| US38382Y5C34 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H11 CL FC V/R 6.10000000 | 0,50 | -1,39 | 0,3559 | 0,0085 | ||
| CANYON CLO 2020-1 LTD SER 2020-1A CL AR2 V/R REGD 144A P/P 5.33610000 / ABS-CBDO (US13876LAW72) | 0,50 | -0,60 | 0,3552 | 0,0112 | ||
| JGBI / JAPAN GOVT CPI LINKED BONDS 03/28 0.1 | 0,48 | 4,85 | 0,3407 | 0,0283 | ||
| TIAA CLO IV LTD SER 2018-1A CL A1AR V/R REGD 144A P/P 5.40947000 / ABS-CBDO (US88631YAL11) | 0,45 | -7,04 | 0,3215 | -0,0108 | ||
| CA135087VS05 / Canadian Government Real Return Bond | 0,43 | 5,93 | 0,3069 | 0,0282 | ||
| US288542AA12 / ELLINGTON LOAN ACQUISITION TRUST 2007-1 SER 2007-1 CL A1 V/R REGD 144A P/P 2.80800000 | 0,42 | -4,93 | 0,3038 | -0,0033 | ||
| IRS PSOFRR03.25 03/19/55 WFSLUS33XXX FLOAT / DIR (N/A) | 0,42 | 0,3033 | 0,3033 | |||
| US1248RHAC14 / CREDIT-BASED ASSET SERVICING & SECURITIZATIO SER 2007-CB6 CL A3 V/R REGD 144A P/P 2.04275000 | 0,41 | -2,39 | 0,2930 | 0,0045 | ||
| IT0005387052 / Italy Buoni Poliennali Del Tesoro | 0,41 | 10,90 | 0,2916 | 0,0391 | ||
| AIMCO CLO SERIES 2015-A SER 2015-AA CL AR3 V/R REGD 144A P/P 5.52979000 / ABS-CBDO (US00900LAY02) | 0,40 | 0,00 | 0,2864 | 0,0107 | ||
| US126694BH04 / CHL MORTGAGE PASS-THROUGH TRUST 2005-HYB6 SER 2005-HYB6 CL 2A1 V/R REGD 3.79668100 | 0,37 | -1,58 | 0,2674 | 0,0064 | ||
| US3133CESQ61 / FREDDIE MAC POOL UMBS P#QH2327 6.50000000 | 0,37 | -0,82 | 0,2616 | 0,0079 | ||
| ARBOUR CLO VI DAC SER 6A CL AR V/R REGD 144A P/P /EUR/ 3.29300000 / ABS-CBDO (XS2900383915) | 0,34 | 8,97 | 0,2435 | 0,0284 | ||
| FREDDIE MAC POOL UMBS P#QI9438 5.00000000 / ABS-MBS (US3133WGPX77) | 0,29 | -1,71 | 0,2052 | 0,0040 | ||
| US021482AA27 / ALTERNATIVE LOAN TRUST RESECURITIZATION 2008-2R SER 2008-2R CL 1A1 V/R REGD 6.00000000 | 0,29 | -3,39 | 0,2045 | 0,0015 | ||
| IRS RSOFRP02.23 11/21/53 WFSLUS33XXX FLOAT / DIR (N/A) | 0,29 | 0,2042 | 0,2042 | |||
| IRS RSOFRP02.86 02/13/54 WFSLUS33XXX FLOAT / DIR (N/A) | 0,29 | 0,2042 | 0,2042 | |||
| INF SWAP US IT 2.31125 02/24/21-10Y LCH /FIXED/ / DIR (N/A) | 0,29 | 0,2041 | 0,2041 | |||
| FR0014001N38 / French Republic | 0,26 | 10,46 | 0,1888 | 0,0239 | ||
| US36179XLE49 / GNMA | 0,25 | -5,30 | 0,1793 | -0,0026 | ||
| XS2350603374 / CAIRN CLO BV CRNCL 2018 10A AR 144A | 0,25 | -5,73 | 0,1772 | -0,0036 | ||
| US12669WAA45 / Countrywide Asset-Backed Certificates | 0,22 | -3,03 | 0,1605 | 0,0009 | ||
| US813765AC80 / SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A3 | 0,21 | -1,40 | 0,1519 | 0,0036 | ||
| US38380LJY02 / Government National Mortgage Association | 0,21 | -0,96 | 0,1483 | 0,0041 | ||
| US23245CAA80 / COUNTRYWIDE ASSET-BACKED CERTIFICATES SER 2007-1 CL 1A V/R REGD 1.84800000 | 0,21 | -1,90 | 0,1474 | 0,0026 | ||
| IRS RER6MP02.25 09/17/55 WFSLUS33XXX FLOAT / DIR (N/A) | 0,18 | 0,1303 | 0,1303 | |||
| MAGNETITE XII LTD SER 2015-12A CL AR4 V/R REGD 144A P/P 5.40610000 / ABS-CBDO (US55953HBD44) | 0,18 | -34,21 | 0,1257 | -0,0577 | ||
| XS2339017928 / CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A | 0,17 | -10,47 | 0,1224 | -0,0092 | ||
| US52525AAA25 / LEHMAN XS TRUST SERIES 2007-20N SER 2007-20N CL A1 V/R REGD 2.85800000 | 0,16 | -7,34 | 0,1178 | -0,0043 | ||
| US76113LAE74 / RESIDENTIAL ASSET SECURITIZATION TRUST 2006-A10 SER 2006-A10 CL A5 REGD 6.50000000 | 0,15 | -7,23 | 0,1105 | -0,0040 | ||
| BLUEMOUNTAIN CLO 2016-3 LTD SER 2016-3A CL A1R2 V/R REGD 144A P/P 5.52633000 / ABS-CBDO (US09628VAW46) | 0,14 | -16,37 | 0,1025 | -0,0156 | ||
| US021466AA50 / ALTERNATIVE LOAN TRUST 2006-HY11 SER 2006-HY11 CL A1 V/R REGD 1.82800000 | 0,14 | -4,11 | 0,1005 | -0,0001 | ||
| US126673EG31 / COUNTRYWIDE ASSET BACKED CERTI CWL 2004 7 MV5 | 0,13 | 0,76 | 0,0953 | 0,0042 | ||
| US12489WLH50 / Credit-Based Asset Servicing & Securitization LLC | 0,13 | -3,68 | 0,0941 | 0,0004 | ||
| XS0498768315 / HSBC HLDGS PLC | 0,13 | 3,25 | 0,0909 | 0,0062 | ||
| US83612TAA07 / Soundview Home Loan Trust 2007-OPT1 | 0,12 | -0,81 | 0,0886 | 0,0028 | ||
| US64830NAA90 / New Residential Mortgage Loan Trust 2019-RPL3 | 0,12 | -5,47 | 0,0868 | -0,0015 | ||
| INF SWAP US IT 1.89 08/27/20-7Y LCH /FIXED/ / DIR (N/A) | 0,12 | 0,0846 | 0,0846 | |||
| US3137F4CZ38 / FHLMC, Multifamily Structured Pass-Through Certificates, Series KBX1, Class A2 | 0,12 | 0,87 | 0,0831 | 0,0033 | ||
| FR001400AQH0 / FRANCE (GOVT OF) /EUR/ REGD SER OATE 0.10000000 | 0,11 | 7,62 | 0,0814 | 0,0090 | ||
| IRS RSOFRP03.25 06/18/34 WFSLUS33XXX FLOAT / DIR (N/A) | 0,11 | 0,0767 | 0,0767 | |||
| INF SWAP US IT 1.7975 08/25/20-7Y LCH /FIXED/ / DIR (N/A) | 0,11 | 0,0755 | 0,0755 | |||
| US04018LAJ44 / ARES CLO LTD ARES 2018 50A AR 144A | 0,10 | -30,56 | 0,0717 | -0,0276 | ||
| US07384YSY31 / BEAR STEARNS ASSET BACKED SECURITIES TRUST 2004-1 SER 2004-1 CL M1 V/R REGD 2.68300000 | 0,09 | -4,12 | 0,0666 | -0,0002 | ||
| US46627MCS44 / JP MORGAN ALTERNATIVE LOAN TRUST SER 2006-A1 CL 1A1 V/R REGD 2.16800000 | 0,09 | -3,23 | 0,0650 | 0,0006 | ||
| US17311WAA53 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR4 1A1A | 0,09 | -1,15 | 0,0620 | 0,0020 | ||
| US50189XAA37 / LCM LOAN INCOME FUND I LTD SER 1A CL A V/R REGD 144A P/P 6.61775000 | 0,08 | -34,92 | 0,0590 | -0,0278 | ||
| US31418EJ687 / Federal National Mortgage Association (FNMA) | 0,08 | -4,94 | 0,0556 | -0,0002 | ||
| US76113ABL44 / RASC Series 2006-KS3 Trust | 0,07 | -13,95 | 0,0535 | -0,0060 | ||
| IRS RSOFRP03.50 06/20/54 WFSLUS33XXX FLOAT / DIR (N/A) | 0,07 | 0,0529 | 0,0529 | |||
| US3132DWD674 / Freddie Mac Pool | 0,07 | -3,95 | 0,0527 | -0,0000 | ||
| US3140MKFU12 / FNMA 30YR 3% 05/01/2052#BV5578 | 0,07 | -4,00 | 0,0520 | 0,0000 | ||
| US31418EDD94 / Federal National Mortgage Association | 0,07 | -4,05 | 0,0511 | -0,0001 | ||
| CASH COLLATERAL WFS USD 4.23000000 / STIV (N/A) | 0,07 | 0,0486 | 0,0486 | |||
| IRS RSOFRP03.68 11/15/52 WFSLUS33XXX FLOAT / DIR (N/A) | 0,06 | 0,0433 | 0,0433 | |||
| BRL/USD FWD 20250603 000015298 USD / DFE (N/A) | 0,06 | 0,0431 | 0,0431 | |||
| US54251TAC36 / Long Beach Mortgage Loan Trust 2006-7 | 0,06 | 1,75 | 0,0420 | 0,0022 | ||
| US46651QAA58 / JP Morgan Chase Commercial Mortgage Securities Trust 2019-FL12 | 0,06 | 1,82 | 0,0407 | 0,0026 | ||
| US170255AA19 / CHL MORTGAGE PASS-THROUGH TRUST 2007-1 SER 2007-1 CL A1 REGD 6.00000000 | 0,05 | -1,92 | 0,0370 | 0,0006 | ||
| INF SWAP US IT 2.703 05/25/21-5Y LCH /FIXED/ / DIR (N/A) | 0,05 | 0,0366 | 0,0366 | |||
| US68400DAA28 / OPTION ONE MORTGAGE LOAN TRUST 2007-1 SER 2007-1 CL 1A1 V/R REGD 1.84800000 | 0,05 | 0,00 | 0,0365 | 0,0011 | ||
| INF SWAP US IT 2.7675 05/13/21-5Y LCH /FIXED/ / DIR (N/A) | 0,05 | 0,0351 | 0,0351 | |||
| US68401TAA60 / OPTION ONE MORTGAGE LOAN TRUST 2007-2 SER 2007-2 CL 1A1 V/R REGD 1.84800000 | 0,05 | -2,04 | 0,0349 | 0,0006 | ||
| US912810FQ68 / United States Treas Bds Treas Bond | 0,05 | 0,00 | 0,0342 | 0,0016 | ||
| US12649WAW10 / CSMC SERIES 2015-3R SER 2015-3R CL 5A2 V/R REGD 144A P/P 1.85800000 | 0,05 | -35,62 | 0,0341 | -0,0165 | ||
| US12669LAA89 / COUNTRYWIDE ASSET-BACKED CERTIFICATES SER 2007-6 CL 1A V/R REGD 1.90800000 | 0,04 | -4,55 | 0,0301 | -0,0003 | ||
| US92916MAF86 / VOYA CLO LTD VOYA 2017 1A A1R 144A | 0,04 | -25,45 | 0,0298 | -0,0084 | ||
| US81743XAA72 / Sequoia Mortgage Trust 6 | 0,04 | -12,77 | 0,0297 | -0,0027 | ||
| US126694K641 / CHL MORTGAGE PASS-THROUGH TRUST 2006-6 SER 2006-6 CL A4 REGD 6.00000000 | 0,04 | 0,00 | 0,0273 | 0,0008 | ||
| US92915UAG94 / VOYA CLO LTD VOYA 2017 2A A1R 144A | 0,04 | 0,00 | 0,0272 | 0,0009 | ||
| US83613DAD84 / SOUNDVIEW HOME LOAN TRUST 2007-OPT2 SER 2007-OPT2 CL 2A3 V/R REGD 1.88800000 | 0,04 | -2,63 | 0,0271 | 0,0009 | ||
| CA135087G997 / Canadian Government Real Return Bond | 0,04 | 0,00 | 0,0253 | 0,0009 | ||
| USD/ZAR FWD 20250623 000004334 USD / DFE (N/A) | 0,04 | 0,0252 | 0,0252 | |||
| US126670JV14 / CHL MORTGAGE PASS-THROUGH TRUST 2005-HYB9 SER 2005-HYB9 CL 2A1 V/R REGD 3.93850000 | 0,03 | 0,00 | 0,0248 | 0,0008 | ||
| US81377AAD46 / Securitized Asset Backed Receivables LLC Trust 2006-HE2 | 0,03 | 0,00 | 0,0246 | 0,0008 | ||
| INF SWAP EM NI 2.7 04/15/23- 30Y LCH /FLOAT/ / DIR (N/A) | 0,03 | 0,0245 | 0,0245 | |||
| US3140HFRU53 / FANNIE MAE POOL UMBS P#BK2298 4.00000000 | 0,03 | 0,00 | 0,0215 | 0,0002 | ||
| US45660LUD99 / IndyMac INDX Mortgage Loan Trust 2005-AR16IP | 0,03 | 3,57 | 0,0208 | 0,0009 | ||
| INF SWAP US IT 2.813 05/14/21-5Y LCH /FIXED/ / DIR (N/A) | 0,03 | 0,0205 | 0,0205 | |||
| US64830KAA51 / New Residential Mortgage Loan Trust 2018-3 | 0,03 | -3,85 | 0,0185 | -0,0000 | ||
| PLN/USD FWD 20250606 000004066 USD / DFE (N/A) | 0,02 | 0,0175 | 0,0175 | |||
| DK0004619467 / Realkredit Danmark A/S | 0,02 | 10,53 | 0,0151 | 0,0015 | ||
| US02148FBX24 / ALTERNATIVE LOAN TRUST 2007-4CB SER 2007-4CB CL 1A35 REGD 6.00000000 | 0,02 | -4,76 | 0,0149 | -0,0001 | ||
| INF SWAP EM NI 2.763 09/15/23-30Y LCH /FLOAT/ / DIR (N/A) | 0,02 | 0,0140 | 0,0140 | |||
| US16678RBL06 / Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2004-A | 0,02 | 0,00 | 0,0138 | 0,0003 | ||
| INF SWAP EM NI 2.736 10/15/23-30Y LCH /FLOAT/ / DIR (N/A) | 0,02 | 0,0133 | 0,0133 | |||
| IRS RMUTKP00.50 12/15/31 WFSLUS33XXX FLOAT / DIR (N/A) | 0,02 | 0,0120 | 0,0120 | |||
| INF SWAP GB NI 3.5 08/15/24-10Y LCH /FLOAT/ / DIR (N/A) | 0,02 | 0,0120 | 0,0120 | |||
| KRW/USD FWD 20250612 000000902 USD / DFE (N/A) | 0,02 | 0,0116 | 0,0116 | |||
| MEXICAN UDIBONOS /MXN/ REGD SER S 4.00000000 / DBT (MX0SGO0000P9) | 0,01 | -87,50 | 0,0104 | -0,0670 | ||
| INF SWAP EM NI 2.59 12/15/22 30Y LCH /FLOAT/ / DIR (N/A) | 0,01 | 0,0088 | 0,0088 | |||
| US17307GGX07 / CITIGROUP MORTGAGE LOAN TRUST INC SER 2004-NCM2 CL 1CB1 REGD 5.50000000 | 0,01 | -8,33 | 0,0086 | 0,0003 | ||
| DK0009403727 / JYSKE REALKREDIT A/S COVERED 10/53 1.5 | 0,01 | 0,00 | 0,0085 | 0,0009 | ||
| INF SWAP EM NI 2.59 03/15/22-30Y LCH /FLOAT/ / DIR (N/A) | 0,01 | 0,0082 | 0,0082 | |||
| US07384MUR14 / BEAR STEARNS ARM TRUST 2003-3 SER 2003-3 CL 3A2 V/R REGD 4.99636100 | 0,01 | 0,00 | 0,0082 | 0,0003 | ||
| DK0002050012 / NORDEA KREDIT REALKREDIT /DKK/ REGD 1.50000000 | 0,01 | 11,11 | 0,0076 | 0,0008 | ||
| US362334ND27 / GSAA TRUST SER 2006-7 CL AF4A V/R REGD 6.22000000 | 0,01 | 0,00 | 0,0066 | 0,0000 | ||
| BRL/USD FWD 20250603 000004066 USD / DFE (N/A) | 0,01 | 0,0064 | 0,0064 | |||
| KRW/USD FWD 20250618 000005286 USD / DFE (N/A) | 0,01 | 0,0062 | 0,0062 | |||
| PLN/USD FWD 20250613 000000902 USD / DFE (N/A) | 0,01 | 0,0058 | 0,0058 | |||
| INF SWAP US IT 2.573 08/26/21-7Y LCH /FIXED/ / DIR (N/A) | 0,01 | 0,0058 | 0,0058 | |||
| INF SWAP US IT 2.645 09/10/21-7Y LCH /FIXED/ / DIR (N/A) | 0,01 | 0,0052 | 0,0052 | |||
| INF SWAP GB NI 3.466 09/15/24 -10Y LCH /FLOAT/ / DIR (N/A) | 0,01 | 0,0050 | 0,0050 | |||
| IRS RSOFRP04.25 12/20/25 WFSLUS33XXX FLOAT / DIR (N/A) | 0,01 | 0,0049 | 0,0049 | |||
| EUR/USD FWD 20250603 000005198 USD / DFE (N/A) | 0,01 | 0,0047 | 0,0047 | |||
| IRS RER6MP01.89 10/08/27 WFSLUS33XXX FLOAT / DIR (N/A) | 0,01 | 0,0045 | 0,0045 | |||
| IDR/USD FWD 20250618 000015298 USD / DFE (N/A) | 0,01 | 0,0044 | 0,0044 | |||
| JPY/USD FWD 20250603 000004066 USD / DFE (N/A) | 0,01 | 0,0037 | 0,0037 | |||
| IRS RMUTKP00.55 09/14/28 WFSLUS33XXX FLOAT / DIR (N/A) | 0,00 | 0,0034 | 0,0034 | |||
| MXN/USD FWD 20250618 000005198 USD / DFE (N/A) | 0,00 | 0,0030 | 0,0030 | |||
| DK0009522815 / NYKREDIT REALKREDIT AS COVERED REGS 10/50 1 | 0,00 | 33,33 | 0,0029 | 0,0003 | ||
| CAD/USD FWD 20250603 000009049 USD / DFE (N/A) | 0,00 | 0,0027 | 0,0027 | |||
| EUR/USD FWD 20250603 000009049 USD / DFE (N/A) | 0,00 | 0,0027 | 0,0027 | |||
| US929227LE40 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2002-AR2 SER 2002-AR2 CL A V/R REGD 2.37700000 | 0,00 | -25,00 | 0,0026 | -0,0002 | ||
| JPY/USD FWD 20250603 000009049 USD / DFE (N/A) | 0,00 | 0,0025 | 0,0025 | |||
| KRW/USD FWD 20250609 000004066 USD / DFE (N/A) | 0,00 | 0,0024 | 0,0024 | |||
| IDR/USD FWD 20250610 000011553 USD / DFE (N/A) | 0,00 | 0,0019 | 0,0019 | |||
| INF SWAP EM NI 3.0 5/15/22-5Y LCH /FIXED/ / DIR (N/A) | 0,00 | 0,0019 | 0,0019 | |||
| KRW/USD FWD 20250618 000000902 USD / DFE (N/A) | 0,00 | 0,0019 | 0,0019 | |||
| US585525ED64 / MRFC Mortgage Pass-Through Trust, Series 2000-TBC2, Class A1 | 0,00 | 0,00 | 0,0019 | -0,0000 | ||
| USD/ZAR FWD 20250623 000005198 USD / DFE (N/A) | 0,00 | 0,0018 | 0,0018 | |||
| US41161PSK02 / HarborView Mortgage Loan Trust 2005-9 | 0,00 | 0,00 | 0,0018 | 0,0000 | ||
| US17307GEC87 / CITIGROUP MORTGAGE LOAN TRUST 2004-HYB2 SER 2004-HYB2 CL 2A V/R REGD 5.13268700 | 0,00 | 0,00 | 0,0018 | 0,0001 | ||
| CHF/USD FWD 20250603 000004066 USD / DFE (N/A) | 0,00 | 0,0017 | 0,0017 | |||
| DK0004616281 / REALKREDIT DKK SR SEC SF COVERED 1.0% 10-01-53 | 0,00 | 100,00 | 0,0015 | 0,0001 | ||
| SGD/USD FWD 20250702 000009049 USD / DFE (N/A) | 0,00 | 0,0015 | 0,0015 | |||
| US929227XB72 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2002-AR17 SER 2002-AR17 CL 1A V/R REGD 3.52644500 | 0,00 | 0,00 | 0,0013 | 0,0000 | ||
| AUD/USD FWD 20250603 000011553 USD / DFE (N/A) | 0,00 | 0,0011 | 0,0011 | |||
| PLN/USD FWD 20250620 000000902 USD / DFE (N/A) | 0,00 | 0,0011 | 0,0011 | |||
| GBP/USD FWD 20250603 000011553 USD / DFE (N/A) | 0,00 | 0,0011 | 0,0011 | |||
| PLN/USD FWD 20250620 000001394 USD / DFE (N/A) | 0,00 | 0,0010 | 0,0010 | |||
| INR/USD FWD 20250630 000000902 USD / DFE (N/A) | 0,00 | 0,0010 | 0,0010 | |||
| PLN/USD FWD 20250620 000004066 USD / DFE (N/A) | 0,00 | 0,0010 | 0,0010 | |||
| EUR/USD FWD 20250603 000011553 USD / DFE (N/A) | 0,00 | 0,0010 | 0,0010 | |||
| INF SWAP US IT 3.323 04/23/25-1Y LCH /FLOAT/ / DIR (N/A) | 0,00 | 0,0009 | 0,0009 | |||
| CHF/USD FWD 20250603 000009049 USD / DFE (N/A) | 0,00 | 0,0007 | 0,0007 | |||
| CNH/USD FWD 20250820 000004066 USD / DFE (N/A) | 0,00 | 0,0006 | 0,0006 | |||
| KRW/USD FWD 20250716 000005286 USD / DFE (N/A) | 0,00 | 0,0005 | 0,0005 | |||
| PLN/USD FWD 20250606 000011553 USD / DFE (N/A) | 0,00 | 0,0005 | 0,0005 | |||
| SGD/USD FWD 20250702 000004334 USD / DFE (N/A) | 0,00 | 0,0004 | 0,0004 | |||
| INR/USD FWD 20250630 000003534 USD / DFE (N/A) | 0,00 | 0,0004 | 0,0004 | |||
| IRS PMUTKR00.30 09/20/27 WFSLUS33XXX FLOAT / DIR (N/A) | 0,00 | 0,0003 | 0,0003 | |||
| INF SWAP EM NI 2.421 05/15/22-30Y LCH /FLOAT/ / DIR (N/A) | 0,00 | 0,0003 | 0,0003 | |||
| JPY/USD FWD 20250603 000011553 USD / DFE (N/A) | 0,00 | 0,0003 | 0,0003 | |||
| INR/USD FWD 20250630 000015298 USD / DFE (N/A) | 0,00 | 0,0003 | 0,0003 | |||
| NZD/USD FWD 20250603 000004334 USD / DFE (N/A) | 0,00 | 0,0002 | 0,0002 | |||
| CHF/USD FWD 20250603 000005198 USD / DFE (N/A) | 0,00 | 0,0002 | 0,0002 | |||
| DKK/USD FWD 20250603 000005198 USD / DFE (N/A) | 0,00 | 0,0001 | 0,0001 | |||
| GBP/USD FWD 20250702 000004334 USD / DFE (N/A) | 0,00 | 0,0001 | 0,0001 | |||
| AUD/USD FWD 20250603 000005198 USD / DFE (N/A) | 0,00 | 0,0001 | 0,0001 | |||
| BRL/USD FWD 20250603 000001394 USD / DFE (N/A) | 0,00 | 0,0001 | 0,0001 | |||
| USD/ZAR FWD 20250623 000011553 USD / DFE (N/A) | 0,00 | 0,0000 | 0,0000 | |||
| IDR/USD FWD 20250610 000004066 USD / DFE (N/A) | 0,00 | 0,0000 | 0,0000 | |||
| DK0004616018 / Realkredit Danmark A/S | 0,00 | 0,0000 | 0,0000 | |||
| DK0009397069 / JYSKE REALKREDIT A/S COVERED REGS 10/50 1 | 0,00 | 0,0000 | 0,0000 | |||
| DK0009527376 / Nykredit Realkredit A/S, Series 01E | 0,00 | 0,0000 | 0,0000 | |||
| DK0009527616 / NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5 | 0,00 | 0,0000 | 0,0000 | |||
| DK0009527293 / NYKREDIT REALKREDIT AS COVERED REGS 10/53 1 | 0,00 | 0,0000 | 0,0000 | |||
| DK0004612454 / REALKREDIT DANMARK A/S COVERED 10/50 1 | 0,00 | 0,0000 | 0,0000 | |||
| DK0002050368 / Nordea Kredit Realkreditaktieselskab | 0,00 | 0,0000 | 0,0000 | |||
| DK0009403644 / JYSKE REALKREDIT A/S COVERED 10/53 1.5 | 0,00 | 0,0000 | 0,0000 | |||
| DK0002044551 / NORDEA KREDIT REALKREDIT COVERED REGS 10/50 1 | 0,00 | 0,0000 | 0,0000 | |||
| SGD/USD FWD 20250702 000003534 USD / DFE (N/A) | -0,00 | -0,0000 | -0,0000 | |||
| ILS/USD FWD 20250611 000004334 USD / DFE (N/A) | -0,00 | -0,0000 | -0,0000 | |||
| TWD/USD FWD 20250623 000011553 USD / DFE (N/A) | -0,00 | -0,0000 | -0,0000 | |||
| CHF/USD FWD 20250603 000011553 USD / DFE (N/A) | -0,00 | -0,0000 | -0,0000 | |||
| IDR/USD FWD 20250716 000004066 USD / DFE (N/A) | -0,00 | -0,0000 | -0,0000 | |||
| KRW/USD FWD 20250613 000000902 USD / DFE (N/A) | -0,00 | -0,0001 | -0,0001 | |||
| TRY/USD FWD 20250707 000011553 USD / DFE (N/A) | -0,00 | -0,0001 | -0,0001 | |||
| GBP/USD FWD 20250603 000004334 USD / DFE (N/A) | -0,00 | -0,0001 | -0,0001 | |||
| INR/USD FWD 20250630 000004066 USD / DFE (N/A) | -0,00 | -0,0001 | -0,0001 | |||
| TWD/USD FWD 20250609 000000902 USD / DFE (N/A) | -0,00 | -0,0001 | -0,0001 | |||
| KRW/USD FWD 20250623 000015298 USD / DFE (N/A) | -0,00 | -0,0001 | -0,0001 | |||
| TWD/USD FWD 20250820 000005286 USD / DFE (N/A) | -0,00 | -0,0001 | -0,0001 | |||
| CNH/USD FWD 20250716 000001394 USD / DFE (N/A) | -0,00 | -0,0001 | -0,0001 | |||
| CNH/USD FWD 20250820 000011553 USD / DFE (N/A) | -0,00 | -0,0002 | -0,0002 | |||
| NZD/USD FWD 20250603 000011553 USD / DFE (N/A) | -0,00 | -0,0002 | -0,0002 | |||
| NZD/USD FWD 20250702 000004334 USD / DFE (N/A) | -0,00 | -0,0002 | -0,0002 | |||
| CNH/USD FWD 20250716 000000902 USD / DFE (N/A) | -0,00 | -0,0003 | -0,0003 | |||
| DKK/USD FWD 20250702 000004334 USD / DFE (N/A) | -0,00 | -0,0003 | -0,0003 | |||
| SGD/USD FWD 20250603 000003534 USD / DFE (N/A) | -0,00 | -0,0003 | -0,0003 | |||
| CNH/USD FWD 20250820 000001394 USD / DFE (N/A) | -0,00 | -0,0003 | -0,0003 | |||
| AUD/USD FWD 20250702 000011553 USD / DFE (N/A) | -0,00 | -0,0004 | -0,0004 | |||
| MXN/USD FWD 20250618 000004334 USD / DFE (N/A) | -0,00 | -0,0004 | -0,0004 | |||
| SGD/USD FWD 20250603 000005198 USD / DFE (N/A) | -0,00 | -0,0005 | -0,0005 | |||
| CNH/USD FWD 20250618 000001394 USD / DFE (N/A) | -0,00 | -0,0005 | -0,0005 | |||
| BRL/USD FWD 20250603 000011553 USD / DFE (N/A) | -0,00 | -0,0005 | -0,0005 | |||
| KRW/USD FWD 20250605 000005286 USD / DFE (N/A) | -0,00 | -0,0005 | -0,0005 | |||
| THB/USD FWD 20250716 000004066 USD / DFE (N/A) | -0,00 | -0,0006 | -0,0006 | |||
| INF SWAP US IT 3.0425 02/21/25-1Y LCH /FLOAT/ / DIR (N/A) | -0,00 | -0,0006 | -0,0006 | |||
| IRS RSOFRP03.86 11/15/34 WFSL FLOAT / DIR (N/A) | -0,00 | -0,0006 | -0,0006 | |||
| CHF/USD FWD 20250702 000009049 USD / DFE (N/A) | -0,00 | -0,0007 | -0,0007 | |||
| PLN/USD FWD 20250606 000005286 USD / DFE (N/A) | -0,00 | -0,0007 | -0,0007 | |||
| INF SWAP US IT R 2.70 01/14/25-1Y LCH /FLOAT/ / DIR (N/A) | -0,00 | -0,0008 | -0,0008 | |||
| THB/USD FWD 20250716 000001394 USD / DFE (N/A) | -0,00 | -0,0008 | -0,0008 | |||
| CNH/USD FWD 20250820 000000902 USD / DFE (N/A) | -0,00 | -0,0008 | -0,0008 | |||
| IRS RSOFRP03.83 11/15/34 WFSL FLOAT / DIR (N/A) | -0,00 | -0,0009 | -0,0009 | |||
| INR/USD FWD 20250630 000001394 USD / DFE (N/A) | -0,00 | -0,0010 | -0,0010 | |||
| THB/USD FWD 20250716 000000902 USD / DFE (N/A) | -0,00 | -0,0011 | -0,0011 | |||
| SGD/USD FWD 20250603 000011553 USD / DFE (N/A) | -0,00 | -0,0013 | -0,0013 | |||
| INF SWAP EM NI 2.0 02/15/25-2YLCH /FIXED/ / DIR (N/A) | -0,00 | -0,0013 | -0,0013 | |||
| JPY/USD FWD 20250702 000009049 USD / DFE (N/A) | -0,00 | -0,0016 | -0,0016 | |||
| KRW/USD FWD 20250612 000003534 USD / DFE (N/A) | -0,00 | -0,0016 | -0,0016 | |||
| EUR/USD FWD 20250702 000005198 USD / DFE (N/A) | -0,00 | -0,0019 | -0,0019 | |||
| IRS RSOFRP03.89 11/15/34 WFSL FLOAT / DIR (N/A) | -0,00 | -0,0019 | -0,0019 | |||
| KRW/USD FWD 20250605 000003534 USD / DFE (N/A) | -0,00 | -0,0020 | -0,0020 | |||
| INR/USD FWD 20250630 000005286 USD / DFE (N/A) | -0,00 | -0,0021 | -0,0021 | |||
| PLN/USD FWD 20250606 000003534 USD / DFE (N/A) | -0,00 | -0,0022 | -0,0022 | |||
| INF SWAP US IT 2.82 02/05/25-1Y LCH /FLOAT/ / DIR (N/A) | -0,00 | -0,0022 | -0,0022 | |||
| CNH/USD FWD 20250618 000005286 USD / DFE (N/A) | -0,00 | -0,0023 | -0,0023 | |||
| INF SWAP US IT 2.842 02/13/25-1Y LCH /FLOAT/ / DIR (N/A) | -0,00 | -0,0024 | -0,0024 | |||
| ILS/USD FWD 20250604 000004334 USD / DFE (N/A) | -0,00 | -0,0026 | -0,0026 | |||
| CAD/USD FWD 20250702 000009049 USD / DFE (N/A) | -0,00 | -0,0027 | -0,0027 | |||
| TWD/USD FWD 20250716 000004066 USD / DFE (N/A) | -0,00 | -0,0027 | -0,0027 | |||
| CNH/USD FWD 20250618 000000902 USD / DFE (N/A) | -0,00 | -0,0028 | -0,0028 | |||
| SGD/USD FWD 20250603 000004334 USD / DFE (N/A) | -0,00 | -0,0030 | -0,0030 | |||
| AUD/USD FWD 20250603 000004334 USD / DFE (N/A) | -0,00 | -0,0032 | -0,0032 | |||
| INF SWAP US IT 2.38 10/15/24-1Y LCH /FLOAT/ / DIR (N/A) | -0,01 | -0,0040 | -0,0040 | |||
| SGD/USD FWD 20250603 000009049 USD / DFE (N/A) | -0,01 | -0,0041 | -0,0041 | |||
| IRS R00.70PER6M 04/11/27 WFSLUS33XXX FIXED / DIR (N/A) | -0,01 | -0,0041 | -0,0041 | |||
| KRW/USD FWD 20250618 000011553 USD / DFE (N/A) | -0,01 | -0,0042 | -0,0042 | |||
| IRS RSOFRP03.88 11/15/34 WFSL FLOAT / DIR (N/A) | -0,01 | -0,0044 | -0,0044 | |||
| INF SWAP US IT 2.208 10/07/24-1Y LCH /FLOAT/ / DIR (N/A) | -0,01 | -0,0047 | -0,0047 | |||
| KRW/USD FWD 20250618 000001394 USD / DFE (N/A) | -0,01 | -0,0049 | -0,0049 | |||
| INF SWAP EM NI 2.034 09/15/24 -10Y LCH /FIXED/ / DIR (N/A) | -0,01 | -0,0053 | -0,0053 | |||
| CNH/USD FWD 20250618 000004066 USD / DFE (N/A) | -0,01 | -0,0054 | -0,0054 | |||
| USD/ZAR FWD 20250623 000009049 USD / DFE (N/A) | -0,01 | -0,0061 | -0,0061 | |||
| IRS R00.65PER6M 05/11/27 WFSLUS33XXX FIXED / DIR (N/A) | -0,01 | -0,0063 | -0,0063 | |||
| IRS R00.65PER6M 04/12/27 WFSLUS33XXX FIXED / DIR (N/A) | -0,01 | -0,0064 | -0,0064 | |||
| IRO FWD EUR 10Y P 2.74000 L 09/08/25 BRC 0.00000000 / DIR (N/A) | -0,01 | -0,0066 | -0,0066 | |||
| KRW/USD FWD 20250609 000000902 USD / DFE (N/A) | -0,01 | -0,0077 | -0,0077 | |||
| USD/ZAR FWD 20250623 000004066 USD / DFE (N/A) | -0,01 | -0,0078 | -0,0078 | |||
| TWD/USD FWD 20250820 000015298 USD / DFE (N/A) | -0,01 | -0,0079 | -0,0079 | |||
| BRL/USD FWD 20250702 000004066 USD / DFE (N/A) | -0,01 | -0,0083 | -0,0083 | |||
| TWD/USD FWD 20250716 000001394 USD / DFE (N/A) | -0,01 | -0,0095 | -0,0095 | |||
| CAD/USD FWD 20250603 000004066 USD / DFE (N/A) | -0,01 | -0,0102 | -0,0102 | |||
| KRW/USD FWD 20250612 000004066 USD / DFE (N/A) | -0,02 | -0,0110 | -0,0110 | |||
| INF SWAP EM NI 2.72 06/15/22-10Y LCH /FIXED/ / DIR (N/A) | -0,02 | -0,0144 | -0,0144 | |||
| TWD/USD FWD 20250716 000000902 USD / DFE (N/A) | -0,02 | -0,0156 | -0,0156 | |||
| TWD/USD FWD 20250820 000001394 USD / DFE (N/A) | -0,03 | -0,0181 | -0,0181 | |||
| TWD/USD FWD 20250820 000004066 USD / DFE (N/A) | -0,03 | -0,0247 | -0,0247 | |||
| KRW/USD FWD 20250618 000003534 USD / DFE (N/A) | -0,03 | -0,0249 | -0,0249 | |||
| INF SWAP US IT 2.3525 05/09/18-10Y LCH /FLOAT/ / DIR (N/A) | -0,04 | -0,0285 | -0,0285 | |||
| IRO EUR 2Y P 2.44000 L 01/25/27 BRC 0.00000000 / DIR (N/A) | -0,04 | -0,0289 | -0,0289 | |||
| IRO FWD EUR 10Y C 2.74000 L 09/08/25 BRC 0.00000000 / DIR (N/A) | -0,04 | -0,0305 | -0,0305 | |||
| INF SWAP US IT 2.36 05/09/18-10Y LCH /FLOAT/ / DIR (N/A) | -0,06 | -0,0424 | -0,0424 | |||
| INF SWAP US IT 2.364 05/10/18-10Y LCH /FLOAT/ / DIR (N/A) | -0,06 | -0,0431 | -0,0431 | |||
| TWD/USD FWD 20250820 000000902 USD / DFE (N/A) | -0,06 | -0,0438 | -0,0438 | |||
| IRO EUR 2Y C 2.44000 L 01/25/27 BRC 0.00000000 / DIR (N/A) | -0,08 | -0,0554 | -0,0554 | |||
| IRS R03.08PSOFR 02/13/34 WFSLUS33XXX FIXED / DIR (N/A) | -0,08 | -0,0595 | -0,0595 | |||
| INF SWAP US IT 2.335 02/05/18-10Y LCH /FLOAT/ / DIR (N/A) | -0,11 | -0,0795 | -0,0795 | |||
| IRS R03.50PSO/N 03/19/30 WFSLUS33XXX FIXED / DIR (N/A) | -0,14 | -0,0998 | -0,0998 | |||
| INF SWAP EM NI 1.38 03/15/21-10Y LCH /FLOAT/ / DIR (N/A) | -0,15 | -0,1055 | -0,1055 | |||
| INF SWAP US IT 1.28 05/19/20-10Y LCH /FLOAT/ / DIR (N/A) | -0,18 | -0,1274 | -0,1274 | |||
| IRS R02.34PSOFR 11/21/28 WFSLUS33XXX FIXED / DIR (N/A) | -0,21 | -0,1475 | -0,1475 | |||
| INF SWAP US IT 1.76 11/04/19-10Y LCH /FLOAT/ / DIR (N/A) | -0,21 | -0,1510 | -0,1510 | |||
| INF SWAP US IT 1.8825 11/20/19-10Y LCH /FLOAT/ / DIR (N/A) | -0,25 | -0,1757 | -0,1757 | |||
| FUTURE CONTRACT ON EURO-BUND FUTURE JUN25 /EUR/ 0.00000000 / DIR (N/A) | -0,30 | -0,2131 | -0,2131 | |||
| IRS R02.25PER6M 09/17/35 WFSLUS33XXX FIXED / DIR (N/A) | -0,34 | -0,2444 | -0,2444 | |||
| FUTURE CONTRACT ON US ULTRA BOND CBT SEP25 0.00000000 / DIR (N/A) | -1,16 | -0,8299 | -0,8299 | |||
| FUTURE CONTRACT ON EURO-SCHATZ FUT JUN25 /EUR/ 0.00000000 / DIR (N/A) | -1,58 | -1,1331 | -1,1331 | |||
| FUTURE CONTRACT ON EURO-BUXL 30Y BND JUN25 /EUR/ 0.00000000 / DIR (N/A) | -1,66 | -1,1846 | -1,1846 | |||
| FUTURE CONTRACT ON EURO-OAT FUTURE JUN25 /EUR/ 0.00000000 / DIR (N/A) | -4,14 | -2,9610 | -2,9610 | |||
| FUTURE CONTRACT ON US 10YR NOTE (CBT)SEP25 0.00000000 / DIR (N/A) | -12,96 | -9,2657 | -9,2657 | |||
| FUTURE CONTRACT ON US 2YR NOTE (CBT) SEP25 0.00000000 / DIR (N/A) | -19,50 | -13,9432 | -13,9432 | |||
| RC R/P BARCLA 4.470% 06/05/25 4.47000000 / RA (N/A) | -26,06 | -18,6351 | -18,6351 | |||
| FUTURE CONTRACT ON 3MO EURO EURIBOR SEP25 /EUR/ 0.00000000 / DIR (N/A) | -29,82 | -21,3214 | -21,3214 |
