Statistiques de base
Valeur du portefeuille $ 1 959 544 708
Positions actuelles 861
Dernières positions, performances, ASG (à partir des dépôts 13F, 13D)

PIMCO FUNDS - PIMCO All Asset: Multi-Real Fund a déclaré un total de 861 positions dans ses derniers dépôts auprès de la SEC. La valeur la plus récente du portefeuille est calculée à 1 959 544 708 USD. Les actifs sous gestion réels (ASG) sont cette valeur plus les liquidités (qui ne sont pas divulguées). Les principales positions de PIMCO FUNDS - PIMCO All Asset: Multi-Real Fund sont U.S. Treasury Inflation Linked Notes (US:US91282CGK18) , United States Treasury Inflation Indexed Bonds (US:US91282CHP95) , U.S. Treasury Inflation Linked Notes (US:US91282CEZ05) , United States Treasury Inflation Indexed Bonds (US:US91282CDX65) , and United States Treasury Inflation Indexed Bonds (US:US912828S505) . Les nouvelles positions de PIMCO FUNDS - PIMCO All Asset: Multi-Real Fund incluent U.S. Treasury Inflation Linked Notes (US:US91282CGK18) , United States Treasury Inflation Indexed Bonds (US:US91282CHP95) , U.S. Treasury Inflation Linked Notes (US:US91282CEZ05) , United States Treasury Inflation Indexed Bonds (US:US91282CDX65) , and United States Treasury Inflation Indexed Bonds (US:US912828S505) .

PIMCO FUNDS - PIMCO All Asset: Multi-Real Fund - Valeur du portefeuille
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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 %
78,20 4,3465 4,3465
71,53 3,9755 1,8778
32,43 1,8023 1,8023
31,78 1,7662 1,7662
43,88 2,4390 1,7184
56,79 3,1566 1,3229
65,79 3,6565 1,0789
51,43 2,8588 1,0586
69,98 3,8896 0,9862
55,68 3,0948 0,9389
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 %
-895,14 -49,7534 -49,7534
-431,04 -23,9583 -23,9583
3,54 0,1966 -3,6342
5,41 0,3005 -2,2025
-36,92 -2,0519 -2,0519
46,14 2,5646 -1,7112
64,37 3,5780 -1,1498
34,51 1,9184 -1,0261
1,55 0,0859 -0,8248
61,25 3,4043 -0,8055
Déclarations 13F et dépôts de fonds

Ce formulaire a été déposé le 2025-08-28 pour la période de déclaration 2025-06-30. 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 Prix moyen de l'action Actions
(en millions)		 ΔActions
(%)		 ΔActions
(%)		 Valeur
($ en millions)		 Portefeuille
(%)		 ΔPortefeuille
(%)
US91282CGK18 / U.S. Treasury Inflation Linked Notes 116,95 0,74 6,5002 0,3793
US91282CHP95 / United States Treasury Inflation Indexed Bonds 85,58 -6,72 4,7568 -0,0805
US91282CEZ05 / U.S. Treasury Inflation Linked Notes 79,43 12,60 4,4148 0,6954
GOLD CMX WR FAC 4001(BRNIKS) MSC / COMM (935MCS909) 0,02 0,00 78,26 5,48 4,3501 0,4379
REPO BANK AMERICA REPO / RA (000000000) 78,20 4,3465 4,3465
US91282CDX65 / United States Treasury Inflation Indexed Bonds 73,13 10,67 4,0648 0,5805
TSY INFL IX N/B 01/35 2.125 / DBT (US91282CML27) 71,53 79,78 3,9755 1,8778
TSY INFL IX N/B 07/34 1.875 / DBT (US91282CLE92) 70,73 12,00 3,9314 0,6015
US912828S505 / United States Treasury Inflation Indexed Bonds 69,98 27,09 3,8896 0,9862
US91282CJH51 / US TREASURY I/L 2.375% 10-15-28 66,93 -16,18 3,7201 -0,4903
US91282CFR79 / United States Treasury Inflation Indexed Bonds 66,45 0,60 3,6932 0,2105
US91282CCM10 / United States Treasury Inflation Indexed Bonds 65,79 34,57 3,6565 1,0789
TSY INFL IX N/B 01/34 1.75 / DBT (US91282CJY84) 64,37 -28,21 3,5780 -1,1498
US91282CGW55 / United States Treasury Inflation Indexed Bonds 62,35 19,86 3,4654 0,7228
TSY INFL IX N/B 04/29 2.125 / DBT (US91282CKL45) 61,25 -23,29 3,4043 -0,8055
US91282CBF77 / United States Treasury Inflation Indexed Bonds 58,28 1,32 3,2394 0,2064
US9128283R96 / United States Treasury Inflation Indexed Bonds 56,79 63,30 3,1566 1,3229
US01F0626899 / Uniform Mortgage-Backed Security, TBA 55,68 1,36 3,0948 0,9389
US91282CDC29 / UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 54,77 -18,39 3,0445 -0,4944
WELL / Welltower Inc. 0,34 17,95 52,94 18,35 2,9424 0,5840
US01F0606834 / Uniform Mortgage-Backed Security, TBA 52,29 -17,21 2,9063 0,4277
US912828ZZ63 / United States Treasury Inflation Indexed Bonds 51,96 3,63 2,8882 0,2444
US9128287D64 / United States Treasury Inflation Indexed Bonds 51,43 50,64 2,8588 1,0586
US912828Z377 / United States Treasury Inflation Indexed Bonds 49,73 -19,62 2,7638 -0,4980
US912828Y388 / United States Treasury Inflation Indexed Bonds 49,62 -18,37 2,7578 -0,4471
PLD / Prologis, Inc. 0,47 1,41 49,57 -4,64 2,7552 0,0143
US9128282L36 / United States Treasury Inflation Indexed Bonds 49,39 -23,33 2,7450 -0,6512
TSY INFL IX N/B 10/29 1.625 / DBT (US91282CLV18) 46,14 -43,10 2,5646 -1,7112
US912828V491 / United States Treasury Inflation Indexed Bonds 43,88 221,11 2,4390 1,7184
EQIX / Equinix, Inc. 0,05 5,26 43,14 2,70 2,3975 0,1829
US912810PS15 / United States Treasury Inflation Indexed Bonds 36,07 0,12 2,0047 0,1053
FED HM LN PC POOL SD8453 FR 08/54 FIXED 5.5 / ABS-MBS (US3132DWMA89) 35,52 -2,70 1,9740 0,0495
US9128285W63 / United States Treasury Inflation Indexed Bonds 34,51 -38,20 1,9184 -1,0261
BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F 33,87 8,57 1,8828 0,2377
US36179W7L60 / Ginnie Mae II Pool 32,43 1,8023 1,8023
TSY INFL IX N/B 04/30 1.625 / DBT (US91282CNB36) 31,78 1,7662 1,7662
US912810PZ57 / United States Treasury Inflation Indexed Bonds 31,25 0,55 1,7370 0,0982
US912810FS25 / United States Treasury Inflation Indexed Bonds 30,51 0,15 1,6958 0,0896
DLR / Digital Realty Trust, Inc. 0,17 6,55 30,33 29,63 1,6856 0,4521
US91282CEJ62 / United States Treasury Inflation Indexed Bonds 29,92 81,84 1,6632 0,7955
O / Realty Income Corporation 0,46 -1,97 26,73 -2,64 1,4859 0,0381
US912810RL44 / United States Treasury Inflation Indexed Bonds 25,58 -21,24 1,4218 -0,2907
SPG / Simon Property Group, Inc. 0,16 -1,84 25,37 -4,99 1,4099 0,0023
US912810TP30 / US TREASURY I/L 1.5% 02-15-53 25,32 -23,30 1,4075 -0,3333
US912810RF75 / United States Treasury Inflation Indexed Bonds 24,70 -5,26 1,3731 -0,0018
PSA / Public Storage 0,08 14,39 24,57 12,15 1,3658 0,2105
US912810QV35 / United States Treasury Inflation Indexed Bonds 24,24 -2,40 1,3473 0,0378
EW / Edwards Lifesciences Corporation 23,25 5,66 1,2922 0,0692
JP1120241K56 / Japanese Government CPI Linked Bond 22,85 5,65 1,2699 0,1297
EW / Edwards Lifesciences Corporation 22,00 -45,85 1,2230 -0,3716
US912810RW09 / United States Treasury Inflation Indexed Bonds 18,89 7,65 1,0501 0,1248
US912810PV44 / United States Treasury Inflation Indexed Bonds 18,57 0,62 1,0320 0,0590
US38383KCV26 / GNMA, Series 2023-H20, Class FA 18,41 -1,90 1,0232 0,0338
FNMA POOL MA5295 FN 03/54 FIXED 6 / ABS-MBS (US31418E3D02) 18,13 -4,89 1,0079 0,0026
US912810RA88 / United States Treasury Inflation Indexed Bonds 17,58 10,66 0,9770 0,1394
US912810RR14 / United States Treasury Inflation Indexed Bonds 17,15 -3,00 0,9530 0,0210
TSY INFL IX N/B 02/54 2.125 / DBT (US912810TY47) 17,14 -22,34 0,9524 -0,2109
VTR / Ventas, Inc. 0,26 3,42 16,54 -5,02 0,9194 0,0011
GNMA II POOL MB0362 G2 05/55 FIXED 3.5 / ABS-MBS (US3618N5ML00) 16,49 0,9166 0,9166
GNMA II POOL MB0201 G2 02/55 FIXED 3.5 / ABS-MBS (US3618N5GK90) 15,49 0,8609 0,8609
BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F 15,49 0,8607 0,8607
AVB / AvalonBay Communities, Inc. 0,08 -8,97 15,38 -13,69 0,8549 -0,0847
EXR / Extra Space Storage Inc. 0,10 -2,95 15,13 -3,63 0,8411 0,0131
TREASURY BILL 09/25 0.00000 / DBT (US912797PW16) 15,13 0,8408 0,8408
GOLD CMX WR FAC 8001 ASAHI MSC / COMM (964BJZ904) 0,00 0,00 14,91 5,48 0,8286 0,0834
US912810QF84 / United States Treasury Inflation Indexed Bonds 14,59 -1,36 0,8111 0,0310
US912810SB52 / United States Treasury Inflation Indexed Bonds 14,46 11,40 0,8037 0,1193
US912810QP66 / United States Treasury Inflation Indexed Bonds 13,90 -2,00 0,7726 0,0247
US912810SG40 / United States Treasury Inflation Indexed Bonds 13,20 11,99 0,7339 0,1123
XS2401860718 / Voya Euro CLO IV DAC 12,68 9,24 0,7046 0,0927
INVH / Invitation Homes Inc. 0,37 -0,29 12,29 -6,15 0,6831 -0,0074
EQR / Equity Residential 0,18 -11,46 12,18 -16,52 0,6768 -0,0923
US912810SM18 / US TII .25 02/15/2050 (TIPS) 11,75 -3,92 0,6532 0,0082
REPO BANK AMERICA REPO / RA (000000000) 11,70 0,6503 0,6503
ACI12NZL6 / JAPAN GOVT CPI LINKED BONDS 03/28 0.1 10,81 4,98 0,6010 0,0580
GNMA II POOL MB0420 G2 06/55 FIXED 3.5 / ABS-MBS (US3618N5PE30) 10,48 0,5823 0,5823
US912810SV17 / United States Treasury Inflation Indexed Bonds 10,35 -4,36 0,5754 0,0047
FREDDIE MAC FHR 5513 MF / ABS-MBS (US3137HKEX87) 10,17 -5,17 0,5654 -0,0002
TSY INFL IX N/B 02/55 2.375 / DBT (US912810UH94) 10,03 -39,63 0,5577 -0,3186
ESS / Essex Property Trust, Inc. 0,03 24,08 9,56 14,71 0,5313 0,0919
MAA / Mid-America Apartment Communities, Inc. 0,06 14,08 9,06 0,76 0,5033 0,0294
US912810TE82 / United States Treasury Inflation Indexed Bonds 8,07 -4,80 0,4484 0,0016
IRS EUR 2.25000 09/17/25-30Y LCH / DIR (EZV4L1QCFM97) 8,02 25,69 0,4458 0,1093
SUI / Sun Communities, Inc. 0,06 13,09 7,95 11,22 0,4420 0,0649
KIM / Kimco Realty Corporation 0,38 -14,65 7,92 -15,53 0,4404 -0,0542
US912828N712 / United States Treasury Inflation Indexed Bonds 7,86 -56,90 0,4370 -0,5249
UDR / UDR, Inc. 0,18 -3,67 7,45 -12,93 0,4143 -0,0370
TORONTO DOMINION BANK REPO DUMMY ASSET / RA (000000000) 7,34 0,4082 0,4082
GNMA II POOL MB0088 G2 12/54 FIXED 3.5 / ABS-MBS (US3618N5C239) 7,29 1 491,27 0,4051 0,3809
ELS / Equity LifeStyle Properties, Inc. 0,12 -14,44 7,22 -20,89 0,4012 -0,0799
AMH / American Homes 4 Rent 0,19 -16,71 6,97 -20,55 0,3875 -0,0751
CPT / Camden Property Trust 0,06 3,66 6,78 -4,49 0,3768 0,0026
BAIN CAPITAL CREDIT CLO, LIMIT BCC 2019 4A A1RR 144A / ABS-CBDO (US05684AAY55) 6,68 -0,30 0,3713 0,0180
HST / Host Hotels & Resorts, Inc. 0,43 14,47 6,61 23,73 0,3672 0,0857
RFR USD SOFR/2.86500 02/13/24-30Y LCH / DIR (EZLBBPTCYY71) 6,57 12,95 0,3652 0,0585
DOC / Healthpeak Properties, Inc. 0,37 -14,43 6,54 -25,90 0,3633 -0,1018
DK0004619467 / Realkredit Danmark A/S 6,08 8,79 0,3378 0,0433
OHI / Omega Healthcare Investors, Inc. 0,17 13,48 6,06 9,22 0,3371 0,0443
REG / Regency Centers Corporation 0,09 -3,82 6,05 -7,12 0,3365 -0,0072
FR0014001N38 / French Republic 6,04 10,62 0,3358 0,0478
WPC / W. P. Carey Inc. 0,09 -8,69 5,83 -9,75 0,3240 -0,0166
ARE / Alexandria Real Estate Equities, Inc. 0,08 -5,46 5,83 -25,79 0,3238 -0,0901
CARLYLE GLOBAL MARKET STRATEGI CGMS 2016 3A ARRR / ABS-CBDO (US14311UBA51) 5,71 0,48 0,3172 0,0177
OZLME OZLME 4A AR 144A / ABS-CBDO (XS3047412369) 5,66 0,3147 0,3147
GNMA II POOL MB0143 G2 01/55 FIXED 3.5 / ABS-MBS (US3618N5ER61) 5,47 0,3038 0,3038
HAYFIN EMERALD CLO HAYEM 10A AR / ABS-CBDO (XS2813167298) 5,43 8,97 0,3017 0,0391
US91282CCA71 / United States Treasury Inflation Indexed Bonds 5,41 -88,61 0,3005 -2,2025
XS2665045949 / HAYFIN EMERALD CLO SER 12A CL A V/R REGD 144A P/P /EUR/ 0.00000000 5,19 8,74 0,2885 0,0368
CUBE / CubeSmart 0,12 -1,42 5,13 -1,91 0,2850 0,0094
US55284AAA60 / MF1 2021-FL7 Ltd 5,02 -36,22 0,2789 -0,1359
US84751XAA00 / SPECIALTY UNDERWRITING + RESID SURF 2006 AB3 A1 4,73 -2,72 0,2627 0,0066
EGP / EastGroup Properties, Inc. 0,03 0,41 4,53 -4,73 0,2518 0,0011
JAMESTOWN CLO LTD JTWN 2021 16A AR 144A / ABS-CBDO (US47048RAL96) 4,49 0,04 0,2494 0,0129
FREDDIE MAC FHR 5511 FG / ABS-MBS (US3137HKKP89) 4,45 -9,06 0,2471 -0,0107
FR / First Industrial Realty Trust, Inc. 0,09 10,04 4,38 -1,84 0,2436 0,0082
EPRT / Essential Properties Realty Trust, Inc. 0,14 -8,10 4,34 -10,16 0,2413 -0,0135
US87229WAQ42 / TCI-Symphony CLO Ltd., Series 2016-1A, Class AR2 4,26 -5,69 0,2370 -0,0014
NNN / NNN REIT, Inc. 0,10 -15,14 4,25 -14,08 0,2364 -0,0246
KRG / Kite Realty Group Trust 0,18 -16,21 4,18 -15,17 0,2323 -0,0274
ARBOUR CLO ARBR 11A AR / ABS-CBDO (XS2814888132) 4,13 8,87 0,2293 0,0295
ADC / Agree Realty Corporation 0,06 15,66 4,13 9,47 0,2293 0,0306
US17312BAG77 / Citigroup Mortgage Loan Trust 2007-WFHE2 3,96 0,38 0,2198 0,0121
FRT / Federal Realty Investment Trust 0,04 -37,56 3,85 -39,37 0,2138 -0,1207
GNMA II POOL MB0022 G2 11/54 FIXED 3.5 / ABS-MBS (US3618N5AY58) 3,65 0,2026 0,2026
US69121TAA34 / OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2006 6 A1 3,60 -1,64 0,2003 0,0071
STAG / STAG Industrial, Inc. 0,10 -1,61 3,55 -1,17 0,1975 0,0079
US01F0426811 / UMBS TBA 3,54 -96,38 0,1966 -3,6342
GUGGENHEIM CLO LTD GUGG 2022 2A A1R 144A / ABS-CBDO (US40172PAL67) 3,39 -0,21 0,1886 0,0094
REXR / Rexford Industrial Realty, Inc. 0,09 36,01 3,35 23,60 0,1861 0,0432
VNO / Vornado Realty Trust 0,09 65,35 3,31 70,98 0,1837 0,0818
TRINITAS CLO LTD TRNTS 2020 14A A1R 144A / ABS-CBDO (US89641QAN07) 3,30 0,12 0,1835 0,0096
GOLD CMX WR FAC 2001 JPM MSC / COMM (966QXE900) 0,00 0,00 3,28 5,46 0,1825 0,0184
US05610AAW80 / BX Trust, Series 2022-FOX2, Class A2 3,20 -6,18 0,1780 -0,0020
BXP / Boston Properties, Inc. 0,05 4,28 3,19 4,73 0,1773 0,0167
US78486BAA26 / STARWOOD COMMERCIAL MORTGAGE T STWD 2021 FL2 A 144A 3,12 -27,31 0,1734 -0,0529
BRX / Brixmor Property Group Inc. 0,12 -0,42 3,11 -2,36 0,1728 0,0050
TRINITAS CLO LTD TRNTS 2022 20A A1R 144A / ABS-CBDO (US89640EAN85) 3,08 0,13 0,1715 0,0090
RHP / Ryman Hospitality Properties, Inc. 0,03 -6,10 3,01 1,31 0,1671 0,0107
AMERICAN MONEY MANAGEMENT CORP AMMC 2021 24A AR 144A / ABS-CBDO (US00177LAJ98) 3,00 0,33 0,1668 0,0091
AMNAX TRS EQUITY SOFR+65 JPM / DE (000000000) 2,87 0,1595 0,1595
US03880RAA77 / Arbor Realty Collateralized Loan Obligation Ltd 2,87 -15,80 0,1594 -0,0201
IT0005387052 / Italy Buoni Poliennali Del Tesoro 2,84 11,38 0,1578 0,0234
ANCHORAGE CAPITAL CLO LTD ANCHC 2021 21A AR 144A / ABS-CBDO (US03331KAJ88) 2,80 0,54 0,1557 0,0088
US3136B2AH50 / FANNIE MAE FNR 2018 42 FD 2,78 -2,63 0,1546 0,0040
SCULPTOR CLO LTD SCUL 27A A1R 144A / ABS-CBDO (US81124UAW45) 2,70 0,41 0,1501 0,0083
US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND 2,70 -79,41 0,1501 -0,5413
CUZ / Cousins Properties Incorporated 0,09 68,26 2,64 71,32 0,1467 0,0655
BNL / Broadstone Net Lease, Inc. 0,16 -18,58 2,63 -23,32 0,1461 -0,0346
US126673EG31 / COUNTRYWIDE ASSET BACKED CERTI CWL 2004 7 MV5 2,62 0,08 0,1454 0,0076
GNMA II POOL MB0255 G2 03/55 FIXED 3.5 / ABS-MBS (US3618N5H931) 2,35 0,1307 0,1307
XS2339017928 / CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A 2,32 -10,89 0,1287 -0,0083
COLD / Americold Realty Trust, Inc. 0,14 -27,48 2,31 -43,80 0,1285 -0,0884
FREDDIE MAC FHR 5517 FE / ABS-MBS (US3137HKGJ75) 2,31 -6,25 0,1284 -0,0015
PECO / Phillips Edison & Company, Inc. 0,07 -20,74 2,29 -23,91 0,1274 -0,0314
SLG / SL Green Realty Corp. 0,04 66,54 2,28 78,72 0,1270 0,0596
US17313BAF85 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC4 M1 2,27 0,40 0,1263 0,0070
GOLD 100 OZ FUTR AUG25 XCEC 20250827 / DCO (000000000) 2,24 0,1245 0,1245
HENLEY FUNDING LTD. HNLY 6A A 144A / ABS-CBDO (XS2401083303) 2,23 8,72 0,1241 0,0158
US75970HAF73 / RENAISSANCE HOME EQUITY LOAN T RAMC 2006 4 AF3 2,22 0,45 0,1232 0,0069
FANNIE MAE FNR 2025 16 FA / ABS-MBS (US3136BU5D84) 2,16 -5,47 0,1202 -0,0004
XS2350015942 / CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A 2,09 -11,56 0,1161 -0,0084
US12669WAA45 / Countrywide Asset-Backed Certificates 2,02 -2,37 0,1124 0,0032
XS2304366656 / HARVEST CLO HARVT 16A ARR 144A 2,02 -6,84 0,1120 -0,0020
XS2073824851 / BLUEMOUNTAIN EUR CLO BLUME 5A A 144A 2,00 8,82 0,1111 0,0142
XS2350603374 / CAIRN CLO BV CRNCL 2018 10A AR 144A 1,97 -6,19 0,1095 -0,0012
US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) 1,96 0,1090 0,1090
FANNIE MAE FNR 2025 19 FC / ABS-MBS (US3136BVBY34) 1,91 -4,03 0,1060 0,0012
ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A AR3 144A / ABS-CBDO (US03328QBL41) 1,90 0,16 0,1058 0,0056
CQS US CLO LTD CQS 2021 1A AR 144A / ABS-CBDO (US12659UAL61) 1,90 -0,52 0,1056 0,0049
US84752EAC75 / SPECIALTY UNDERWRITING + RESID SURF 2007 BC2 A2B 1,89 -0,21 0,1052 0,0052
TRNO / Terreno Realty Corporation 0,03 6,98 1,85 -5,07 0,1030 0,0000
GNMA II POOL MB0304 G2 04/55 FIXED 3.5 / ABS-MBS (US3618N5KS70) 1,82 0,1013 0,1013
HR / Healthcare Realty Trust Incorporated 0,11 7,38 1,82 0,78 0,1009 0,0059
AHR / American Healthcare REIT, Inc. 0,05 2,42 1,81 24,16 0,1008 0,0238
US004421MH34 / ACE SECURITIES CORP. ACE 2005 HE2 M6 1,80 0,79 0,0999 0,0059
FANNIE MAE FNR 2025 47 FJ / ABS-MBS (US3136BWNH55) 1,80 0,0998 0,0998
LXP / LXP Industrial Trust 0,22 38,03 1,79 31,76 0,0994 0,0279
CTRE / CareTrust REIT, Inc. 0,06 -0,56 1,78 6,47 0,0988 0,0108
VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A / ABS-CBDO (US92338VAA98) 1,76 -5,92 0,0980 -0,0008
NHI / National Health Investors, Inc. 0,02 76,81 1,74 67,92 0,0966 0,0420
HIW / Highwoods Properties, Inc. 0,06 66,38 1,71 74,59 0,0951 0,0434
EPR / EPR Properties 0,03 -45,06 1,67 -39,15 0,0928 -0,0519
US31418EGJ38 / FN MA4700 1,66 -2,41 0,0922 0,0026
XS2353412633 / DRYDEN EURO CLO DRYD 2017 52A AR 144A 1,61 4,35 0,0895 0,0082
LME COPPER FUTURE JUL25 XLME 20250714 / DCO (GB00FVN2W767) 1,59 469,29 0,0886 0,0738
BRSTNCLTN7Z6 / BRAZIL LTN BRL 0.0% 07-01-25 1,55 -91,05 0,0859 -0,8248
PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 1A A 144A / ABS-CBDO (XS2999623775) 1,53 9,23 0,0849 0,0112
XS2310758011 / HARVEST CLO HARVT 20A AR 144A 1,52 -0,98 0,0844 0,0036
OCTAGON INVESTMENT PARTNERS 40 OCT40 2019 1A A1RR 144A / ABS-CBDO (US67592BAY48) 1,49 -0,47 0,0829 0,0039
DK0004622925 / Realkredit Danmark A/S, Series 23S 1,47 8,65 0,0817 0,0104
AMZX TRS EQUITY SOFR+25 JPM / DE (000000000) 1,44 0,0800 0,0800
US35729PGU84 / FREMONT HOME LOAN TRUST FHLT 2004 4 M2 1,39 1,24 0,0773 0,0049
APLE / Apple Hospitality REIT, Inc. 0,12 -3,53 1,36 -12,76 0,0756 -0,0066
XS2305383288 / DRYDEN LEVERAGED LOAN CDO DRYD 2017 27A AR 144A 1,33 6,73 0,0741 0,0082
IRT / Independence Realty Trust, Inc. 0,07 6,94 1,32 -10,90 0,0736 -0,0048
US81375WGV28 / SECURITIZED ASSET BACKED RECEI SABR 2005 OP2 M2 1,31 -5,83 0,0728 -0,0005
XS2326485898 / BAIN CAPITAL EURO CLO BCCE 2018 2A AR 144A 1,30 -10,10 0,0723 -0,0040
ROCKFORD TOWER EUROPE CLO RFTE 2018 1A AR / ABS-CBDO (XS2779841050) 1,30 8,91 0,0721 0,0093
HAYFIN EMERALD CLO HAYEM 5A AR 144A / ABS-CBDO (XS2904562746) 1,29 8,65 0,0719 0,0091
MAC / The Macerich Company 0,08 -38,07 1,29 -41,63 0,0719 -0,0450
CBRE / CBRE Group, Inc. 0,01 1,29 0,0719 0,0719
US68402BAD82 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 3 2A3 1,29 0,00 0,0718 0,0037
GOLD CMX WR FAC 4202 LOOMIS MSC / COMM (955TFE006) 0,00 0,00 1,27 5,50 0,0704 0,0071
US80317LAJ26 / Saranac Clo VI Ltd 1,26 -14,27 0,0698 -0,0074
XS2313672177 / MAN GLG EURO CLO GLGE 5A A1R 144A 1,23 -23,20 0,0681 -0,0160
US59020URP20 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 NC1 M1 1,21 0,17 0,0670 0,0036
MADISON PARK FUNDING LTD MDPK 2020 46A ARR 144A / ABS-CBDO (US55822AAW71) 1,20 0,67 0,0668 0,0038
US61746RFV87 / Morgan Stanley ABS Capital I Inc Trust 2004-NC5 1,20 -2,37 0,0665 0,0019
US03880KAA25 / Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd 1,19 -19,70 0,0660 -0,0119
XS2304369759 / BLACKROCK EUROPEAN CLO DAC BECLO 7A AR 144A 1,17 0,77 0,0651 0,0038
KRC / Kilroy Realty Corporation 0,03 -0,21 1,14 4,60 0,0633 0,0058
US759950AQ19 / Renaissance Home Equity Loan Trust 2003-1 1,14 -2,82 0,0632 0,0015
US92331AAU88 / Venture XXVIII CLO Ltd 1,13 -41,98 0,0628 -0,0399
TRYSAIL CLO LTD TRYSL 2022 1A A 144A / ABS-CBDO (US89856JAA43) 1,10 0,27 0,0612 0,0033
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1 / DBT (IT0005588881) 1,10 13,22 0,0609 0,0099
RFR USD SOFR/3.50000 06/20/24-30Y CME / DIR (EZV8ZC6L7CY8) 1,09 15,16 0,0609 0,0108
SKT / Tanger Inc. 0,04 2,71 1,09 -7,07 0,0607 -0,0012
US01852TAA16 / Alliance Bancorp Trust 1,08 -2,34 0,0603 0,0017
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 1,08 0,0600 0,0600
PK / Park Hotels & Resorts Inc. 0,10 -5,93 1,07 -9,86 0,0595 -0,0031
3MO EURO EURIBOR SEP26 IFLL 20260914 / DIR (GB00J8R2ZN46) 1,07 1 112,50 0,0594 0,0547
FREDDIE MAC FHR 5500 GF / ABS-MBS (US3137HJB303) 1,03 -4,90 0,0572 0,0001
CAPITAL STREET MASTER TRUST CAPST 2024 1 A 144A / ABS-O (US14051LAA08) 1,00 0,00 0,0556 0,0028
US912810FH69 / Usa Treasury Notes 3 7/8% 30yr Notes 04/15/2029 1,00 0,40 0,0553 0,0030
US75406XAE94 / RASC Series 2006-KS7 Trust 0,97 -11,55 0,0541 -0,0039
CDP / COPT Defense Properties 0,03 -0,44 0,96 0,74 0,0533 0,0031
CA135087VS05 / Canadian Government Real Return Bond 0,96 5,16 0,0532 0,0052
US68373BAA98 / OPEN TR 2023-AIR TSFR1M+308.92 10/15/2028 144A 0,95 -39,70 0,0531 -0,0304
XS2357233100 / Palmer Square European CLO 2021-2 DAC 0,94 9,03 0,0524 0,0068
XS2307738828 / JUBILEE CDO BV JUBIL 2016 17A A1RR 144A 0,91 9,59 0,0508 0,0068
SHO / Sunstone Hotel Investors, Inc. 0,10 -4,35 0,91 -11,77 0,0504 -0,0038
FCPT / Four Corners Property Trust, Inc. 0,03 4,93 0,85 -1,62 0,0471 0,0017
US92331LBC37 / VENTURE CDO LTD VENTR 2017 27A AR 144A 0,83 -42,30 0,0463 -0,0298
DRH / DiamondRock Hospitality Company 0,11 -1,94 0,82 -2,62 0,0455 0,0011
MPW / Medical Properties Trust, Inc. 0,19 4,70 0,81 -25,18 0,0453 -0,0121
XS2305369709 / CORDATUS CLO PLC CORDA 7A ARR 144A 0,79 -8,13 0,0440 -0,0015
AKR / Acadia Realty Trust 0,04 12,21 0,78 -0,51 0,0435 0,0020
DEI / Douglas Emmett, Inc. 0,05 -0,89 0,78 -6,83 0,0433 -0,0008
US12667F5Y72 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J2 1A3 0,77 -2,17 0,0425 0,0013
XS2310127027 / CORDATUS CLO PLC CORDA 11A AR 144A 0,75 -7,05 0,0418 -0,0008
UE / Urban Edge Properties 0,04 -40,72 0,73 -41,83 0,0406 -0,0256
NSA / National Storage Affiliates Trust 0,02 4,99 0,72 -14,76 0,0398 -0,0045
US52519SAM52 / LABMH 2001-B M2 7.17% 3/28 0,71 -0,14 0,0396 0,0020
VARS GOLDLNPM 0.042025 10/22/25 JPM / DIR (000000000) 0,71 0,0393 0,0393
INF SWAP EM NI 2.7 04/15/23-30Y LCH / DIR (EZ0Y9J6GR2R2) 0,71 8,12 0,0393 0,0048
US3137F4CZ38 / FHLMC, Multifamily Structured Pass-Through Certificates, Series KBX1, Class A2 0,70 0,29 0,0388 0,0021
SILA / Sila Realty Trust, Inc. 0,03 0,68 0,0378 0,0378
US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) 0,67 0,0375 0,0375
TREASURY BILL 10/25 0.00000 / DBT (US912797RD17) 0,66 0,0368 0,0368
CURB / Curbline Properties Corp. 0,03 0,00 0,66 -5,73 0,0366 -0,0002
CROWN POINT CLO 7, LTD CRNPT 2018 7A AR 144A / ABS-CBDO (US22846MAJ27) 0,65 -32,11 0,0361 -0,0143
JLL / Jones Lang LaSalle Incorporated 0,00 0,63 0,0351 0,0351
WTI CRUDE FUTURE DEC25 XNYM 20251120 / DCO (000000000) 0,62 0,0344 0,0344
EURO-OAT FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGGA8) 0,61 0,0338 0,0338
US41162DAA72 / HarborView Mortgage Loan Trust 2006-12 0,60 -1,32 0,0332 0,0013
INF SWAP EM NI 2.763 09/15/23-30Y LCH / DIR (EZSV4JHYN6X0) 0,59 7,52 0,0326 0,0038
US23242NAC39 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 ABC1 A3 0,59 -1,52 0,0325 0,0012
WHEAT FUTURE(CBT) SEP25 XCBT 20250912 / DCO (000000000) 0,58 0,0322 0,0322
MAR / Marriott International, Inc. 0,00 -85,65 0,56 -85,95 0,0312 -0,1861
US31418EHK91 / Fannie Mae Pool 0,55 -2,33 0,0303 0,0009
US07387UDT51 / BEAR STEARNS ASSET BACKED SECU BSABS 2006 EC2 M3 0,54 -4,24 0,0302 0,0003
US38380LJY02 / Government National Mortgage Association 0,54 -1,10 0,0301 0,0012
VICI / VICI Properties Inc. 0,02 -86,56 0,54 -86,57 0,0300 -0,1816
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,54 0,0298 0,0298
SBRA / Sabra Health Care REIT, Inc. 0,03 508,30 0,53 665,22 0,0294 0,0268
GLPI / Gaming and Leisure Properties, Inc. 0,01 -85,65 0,52 -86,85 0,0292 -0,1810
INF SWAP US IT 2.41875 03/05/21-5Y LCH / DIR (EZNTBQ09RPK9) 0,52 -2,61 0,0291 0,0008
DK0009406746 / JYSKE REALKREDIT A/S COVERED 10/53 2 0,52 9,26 0,0289 0,0038
AAT / American Assets Trust, Inc. 0,02 69,59 0,49 66,21 0,0271 0,0116
AMZX TRS EQUITY FEDL01+38 JPM / DE (000000000) 0,48 0,0266 0,0266
IIPR / Innovative Industrial Properties, Inc. 0,01 -3,19 0,46 -1,07 0,0257 0,0010
GNL / Global Net Lease, Inc. 0,06 0,00 0,46 -6,11 0,0256 -0,0003
US48250MAK36 / KKR CLO 11 Ltd 0,46 -23,41 0,0255 -0,0061
RFR JPY MUTK/0.50000 12/15/21-10Y LCH / DIR (EZBGMDDJHGZ6) 0,46 -20,42 0,0254 -0,0048
GTY / Getty Realty Corp. 0,02 3,40 0,45 -8,21 0,0248 -0,0009
ELME / Elme Communities 0,03 2,68 0,44 -6,13 0,0247 -0,0003
US83612TAA07 / Soundview Home Loan Trust 2007-OPT1 0,44 -0,90 0,0244 0,0010
US61750SAA06 / MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A1 0,43 -1,81 0,0241 0,0008
NTST / NETSTREIT Corp. 0,02 0,00 0,42 6,65 0,0232 0,0026
US813765AC80 / SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A3 0,42 -1,89 0,0231 0,0008
GNMA II POOL MA9961 G2 10/54 FIXED 3.5 / ABS-MBS (US36180AB691) 0,41 0,0229 0,0229
UMH / UMH Properties, Inc. 0,02 7,47 0,41 -3,53 0,0228 0,0004
MLPIREIL TRS EQUITY FEDL01+65 BOA / DE (000000000) 0,41 0,0228 0,0228
FCT / Fincantieri S.p.A. 0,41 0,0226 0,0226
ALEX / Alexander & Baldwin, Inc. 0,02 3,61 0,41 7,41 0,0226 0,0026
FCT / Fincantieri S.p.A. 0,41 0,0225 0,0225
INF SWAP US IT 2.69 06/01/21-5Y LCH / DIR (000000000) 0,41 0,0225 0,0225
INF SWAP EM NI 2.736 10/15/23-30Y LCH / DIR (EZW0QN60W2Z4) 0,40 7,47 0,0224 0,0026
JBGS / JBG SMITH Properties 0,02 -14,06 0,40 -7,71 0,0220 -0,0006
US38382Y5C34 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H11 CL FC V/R 6.10000000 0,39 -1,75 0,0219 0,0008
S+P500 EMINI FUT SEP25 XCME 20250919 / DE (000000000) 0,39 0,0217 0,0217
INF SWAP US IT 2.573 08/26/21-7Y LCH / DIR (000000000) 0,39 0,0216 0,0216
XHR / Xenia Hotels & Resorts, Inc. 0,03 -4,24 0,39 2,39 0,0215 0,0016
VRE / Veris Residential, Inc. 0,03 0,00 0,38 -12,18 0,0209 -0,0016
US055683AD86 / BNC MORTGAGE LOAN TRUST 2006-2 SER 2006-2 CL A4 V/R REGD 0.32825000 0,37 -9,66 0,0208 -0,0010
PEB / Pebblebrook Hotel Trust 0,04 0,00 0,37 -1,32 0,0208 0,0008
US32027NXX47 / FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF12 M2 0,37 -3,64 0,0206 0,0003
XS0498768315 / HSBC HLDGS PLC 0,37 9,91 0,0204 0,0028
US59024LAC54 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 HE2 A2B 0,36 -0,55 0,0201 0,0009
US64830NAA90 / New Residential Mortgage Loan Trust 2019-RPL3 0,36 -5,29 0,0199 -0,0000
US3133BUJA61 / FED HM LN PC POOL QF6557 FR 01/53 FIXED 4 0,36 -0,83 0,0199 0,0008
DK0009397069 / JYSKE REALKREDIT A/S COVERED REGS 10/50 1 0,36 9,51 0,0199 0,0026
US61744CSK35 / MORGAN STANLEY CAPITAL INC MSAC 2005 HE3 M5 0,36 -4,83 0,0198 0,0001
RLJ / RLJ Lodging Trust 0,05 -45,05 0,35 -49,43 0,0196 -0,0171
XS2305240843 / EURO GALAXY CLO DAC EGLXY 2013 3A ARRR 144A 0,35 8,67 0,0195 0,0025
PGRE / Paramount Group, Inc. 0,06 0,00 0,35 41,70 0,0195 0,0065
AIV / Apartment Investment and Management Company 0,04 0,00 0,35 -1,70 0,0193 0,0007
US53947XAA00 / LoanCore 2021-CRE5 Issuer Ltd 0,34 -37,38 0,0189 -0,0098
AMZX TRS EQUITY FEDL01+55 JPM / DE (000000000) 0,34 0,0187 0,0187
ESRT / Empire State Realty Trust, Inc. 0,04 0,00 0,34 3,38 0,0187 0,0016
US04544NAR52 / ASSET BACKED SECURITIES CORP H ABSHE 2006 HE6 A5 0,33 -5,14 0,0185 0,0000
CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A 03/45 9.7 / DBT (US224939AB41) 0,32 0,0180 0,0180
US33835NAA90 / 522 FUNDING CLO LTD MORGN 2018 3A AR 144A 0,32 -23,28 0,0180 -0,0042
CSR / Centerspace 0,01 4,11 0,32 -3,00 0,0180 0,0004
US38381RCM97 / Government National Mortgage Association 0,32 -2,78 0,0176 0,0005
GOLD CMX WR FAC 6010 DELAWARE MSC / COMM (966RBV904) 0,00 0,00 0,32 5,70 0,0175 0,0018
GOLD CMX WR FAC 3002 SCOTIA MSC / COMM (965ZMP908) 0,00 0,00 0,32 5,70 0,0175 0,0018
GOLD CMX WR FAC 7002 MTB 2 MSC / COMM (968KSL901) 0,00 0,00 0,32 5,70 0,0175 0,0018
INF SWAP US IT 2.813 05/14/21-5Y LCH / DIR (000000000) 0,31 0,0173 0,0173
US466278AC20 / CORP CMO 0,31 2,35 0,0170 0,0013
US68383NCY76 / Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates 2005-5 0,30 -6,52 0,0168 -0,0002
US75971FAD50 / RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1 0,30 -1,32 0,0166 0,0006
US3140MAZK38 / FNMA POOL BU8845 FN 05/52 FIXED 3.5 0,29 -1,34 0,0164 0,0006
PDM / Piedmont Realty Trust, Inc. 0,04 4,29 0,29 3,18 0,0162 0,0013
DEA / Easterly Government Properties, Inc. 0,01 0,29 0,0162 0,0162
DK0009403727 / JYSKE REALKREDIT A/S COVERED 10/53 1.5 0,29 9,16 0,0159 0,0021
US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) 0,29 0,0159 0,0159
VZ / Verizon Communications Inc. - Depositary Receipt (Common Stock) 0,28 0,0158 0,0158
US1266735Z13 / COUNTRYWIDE ASSET BACKED CERTI CWL 2005 8 M6 0,28 0,35 0,0158 0,0008
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,27 0,0151 0,0151
US76113LAE74 / RESIDENTIAL ASSET SECURITIZATION TRUST 2006-A10 SER 2006-A10 CL A5 REGD 6.50000000 0,27 -1,81 0,0151 0,0006
CH1214797172 / Credit Suisse Group AG 0,27 9,05 0,0148 0,0019
US45661JAA16 / IndyMac INDB Mortgage Loan Trust, Series 2006-1, Class A1 0,26 -0,76 0,0145 0,0006
AUST 10Y BOND FUT SEP25 XSFE 20250915 / DIR (000000000) 0,26 0,0145 0,0145
INF SWAP GB NI 3.5 08/15/24-10Y LCH / DIR (EZ2T5PFXSD76) 0,26 126,55 0,0143 0,0083
US35729TAE29 / FREMONT HOME LOAN TRUST FHLT 2006 C 2A3 0,25 -0,79 0,0140 0,0006
US17309QAG91 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH3 M3 0,25 0,00 0,0139 0,0007
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0,25 0,0138 0,0138
DK0002050442 / Nordea Kredit Realkreditaktieselskab 0,24 9,26 0,0132 0,0017
US92916GBE35 / Voya 2012-4 Ltd 0,23 -15,07 0,0129 -0,0015
BDN / Brandywine Realty Trust 0,05 0,00 0,23 -4,17 0,0128 0,0002
US74924TAD63 / RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX7 A4 0,23 -2,54 0,0128 0,0004
US45660LRU51 / IndyMac INDX Mortgage Loan Trust, Series 2005-AR14, Class 1A1A 0,23 -1,73 0,0127 0,0005
US060505FL38 / Bank of America Corp 0,22 0,00 0,23 0,44 0,0126 0,0007
US23246KAA97 / Alternative Loan Trust 2007-1T1 0,22 -3,46 0,0124 0,0002
NXRT / NexPoint Residential Trust, Inc. 0,01 0,00 0,22 -15,85 0,0124 -0,0016
INF SWAP EM NI 2.682 10/15/23-30Y LCH / DIR (EZW0QN60W2Z4) 0,22 -40,80 0,0124 -0,0074
INF SWAP US IT 2.703 05/25/21-5Y LCH / DIR (000000000) 0,22 0,0123 0,0123
DHC / Diversified Healthcare Trust 0,06 -10,09 0,22 34,15 0,0122 0,0036
EZ2RJJ2KZCW0 / INF SWAP US IT 2.645 09/10/21-7Y LCH 0,22 -8,37 0,0122 -0,0004
FCT / Fincantieri S.p.A. 0,21 9,79 0,0119 0,0016
DK0004619624 / Realkredit Danmark A/S 0,21 9,23 0,0119 0,0016
GOOD / Gladstone Commercial Corporation 0,01 0,21 0,0115 0,0115
FED HM LN PC POOL SD8403 FR 02/54 FIXED 6.5 / ABS-MBS (US3132DWKQ59) 0,21 -10,04 0,0115 -0,0006
US12667LAA08 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 21 1A 0,21 -4,63 0,0115 0,0001
US36186CBY84 / Ally Financial Inc 0,20 2,04 0,0111 0,0008
PLYM / Plymouth Industrial REIT, Inc. 0,01 0,00 0,20 -1,01 0,0110 0,0004
US38380V2S96 / Government National Mortgage Association 0,20 -3,92 0,0109 0,0001
US77587UAL61 / ROMARK CLO LTD RMRK 2017 1A A1R 144A 0,20 -37,10 0,0109 -0,0055
FED HM LN PC POOL RJ0052 FR 10/53 FIXED 6.5 / ABS-MBS (US3142GQBW14) 0,19 -5,37 0,0108 0,0000
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,19 0,0108 0,0108
US92331EAF34 / XXIX Venture Limited 0,19 -37,46 0,0107 -0,0055
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0,19 0,0105 0,0105
EURO-BTP FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF38) 0,19 0,0104 0,0104
LME COPPER FUTURE AUG25 XLME 20250818 / DCO (GB00FVN4SL80) 0,18 0,0100 0,0100
OZLM LTD OZLM 2014 9A A1A4 144A / ABS-CBDO (US67109KBG85) 0,18 -24,24 0,0097 -0,0025
TREASURY BILL 07/25 0.00000 / DBT (US912797NX17) 0,17 0,0096 0,0096
US57645FAC14 / MASTR ASSET BACKED SECURITIES MABS 2006 AM2 A3 0,17 -1,18 0,0094 0,0004
US3133BFWM85 / FED HM LN PC POOL QE6052 FR 07/52 FIXED 4.5 0,17 0,00 0,0093 0,0004
SITC / SITE Centers Corp. 0,01 0,00 0,17 -11,64 0,0093 -0,0007
US3138ENEW53 / Fannie Mae Pool 0,16 -4,73 0,0090 0,0000
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0,16 0,0088 0,0088
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) 0,16 0,0088 0,0088
UHT / Universal Health Realty Income Trust 0,00 0,00 0,16 -2,47 0,0088 0,0002
INN / Summit Hotel Properties, Inc. 0,03 -11,51 0,15 -16,85 0,0085 -0,0012
US62432LAL53 / Mountain View CLO 2017-2 LLC 0,15 -90,71 0,0084 -0,0768
NLOP / Net Lease Office Properties 0,00 0,00 0,15 3,45 0,0084 0,0007
BOUGHT CAD SOLD USD 20250702 / DFE (000000000) 0,15 0,0083 0,0083
BOUGHT BRL SOLD USD 20250804 / DFE (000000000) 0,15 0,0082 0,0082
US912810FQ68 / United States Treas Bds Treas Bond 0,15 0,00 0,0082 0,0005
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,14 0,0080 0,0080
US52522HAM43 / Lehman XS Trust, Series 2006-8, Class 3A4 0,14 -2,13 0,0077 0,0003
BOUGHT BRL SOLD USD 20250903 / DFE (000000000) 0,13 0,0075 0,0075
GMRE / Global Medical REIT Inc. 0,02 0,00 0,13 -20,71 0,0075 -0,0015
US32027NVE83 / FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FFH3 M3 0,13 -18,29 0,0075 -0,0012
WHEAT FUTURE(CBT) DEC25 XCBT 20251212 / DCO (000000000) 0,13 0,0074 0,0074
BOUGHT PLN SOLD USD 20250710 / DFE (000000000) 0,13 0,0074 0,0074
US3132DPJH29 / FED HM LN PC POOL SD2064 FR 08/52 FIXED 4.5 0,13 -0,75 0,0074 0,0003
BOUGHT AUD SOLD USD 20250702 / DFE (000000000) 0,13 0,0073 0,0073
CHCT / Community Healthcare Trust Incorporated 0,01 0,00 0,13 -8,51 0,0072 -0,0003
US86361NAD30 / Structured Asset Securities Corp Mortgage Loan Trust 2006-GEL4 0,13 -2,29 0,0071 0,0002
CH1142754311 / CREDIT SUISSE GRP AG 2.125%/VAR 11/15/2029 REGS 0,13 8,62 0,0070 0,0009
RFR JPY MUTK/0.55000 09/14/23-5Y LCH / DIR (EZ0DH7NGQM44) 0,12 -41,83 0,0068 -0,0042
SVC / Service Properties Trust 0,05 -12,44 0,12 -19,87 0,0068 -0,0012
DK0002050012 / NORDEA KREDIT REALKREDIT /DKK/ REGD 1.50000000 0,12 9,01 0,0068 0,0009
DK0002050368 / Nordea Kredit Realkreditaktieselskab 0,12 9,17 0,0066 0,0008
US68400DAA28 / OPTION ONE MORTGAGE LOAN TRUST 2007-1 SER 2007-1 CL 1A1 V/R REGD 1.84800000 0,12 -0,84 0,0066 0,0003
CH0483180946 / Credit Suisse Group AG 0,12 10,48 0,0065 0,0009
CH1174335740 / CREDIT SUISSE GRP AG 2.875/VAR 04/02/2032 REGS 0,12 11,65 0,0064 0,0010
CLDT / Chatham Lodging Trust 0,02 0,00 0,11 -1,83 0,0060 0,0002
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,11 0,0059 0,0059
IRS EUR 1.83000 09/17/25-2Y LCH / DIR (EZR89VG8W7K1) 0,11 0,0059 0,0059
US48250LAW90 / KKR FINANCIAL CLO LTD 07/30 1 0,11 -38,60 0,0058 -0,0032
US25150UAA60 / Deutsche Alt-A Securities Mortgage Loan Trust Series 0,10 -0,97 0,0057 0,0002
HPP / Hudson Pacific Properties, Inc. 0,04 -15,49 0,10 -21,87 0,0056 -0,0012
US88522EAC75 / THORNBURG MORTGAGE SECURITIES TRUST 2007-1 TMST 2007-1 A2B 0,10 -0,99 0,0056 0,0002
PARIBAS REPO / RA (000000000) 0,10 0,0056 0,0056
BOUGHT GBP SOLD USD 20250702 / DFE (000000000) 0,10 0,0054 0,0054
SILVER FUTURE SEP25 XCEC 20250926 / DCO (000000000) 0,10 0,0054 0,0054
US68401TAA60 / OPTION ONE MORTGAGE LOAN TRUST 2007-2 SER 2007-2 CL 1A1 V/R REGD 1.84800000 0,10 -2,04 0,0053 0,0002
US94981PAM23 / WELLS FARGO HOME EQUITY TRUST WFHET 2005 2 M9 0,10 -15,93 0,0053 -0,0007
FED HM LN PC POOL QH9251 FR 02/54 FIXED 6 / ABS-MBS (US3133CNH476) 0,09 -4,17 0,0051 0,0000
US35729NAA37 / Fremont Home Loan Trust 2006-E 0,09 -2,22 0,0049 0,0002
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,09 0,0049 0,0049
BOUGHT PLN SOLD USD 20250710 / DFE (000000000) 0,09 0,0049 0,0049
US36242DA604 / GSAMP TRUST GSAMP 2005 HE2 M2 0,09 -1,15 0,0048 0,0002
US22616CAJ27 / Crestline Denali CLO XV Ltd 0,09 -82,79 0,0048 -0,0213
INF SWAP GB NI 3.466 09/15/24-10Y LCH / DIR (EZ6H5KXS0QT8) 0,08 189,66 0,0047 0,0032
US46628VAG14 / J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 S3 A4 0,08 -4,60 0,0047 0,0000
US12667CAD48 / Countrywide Asset-Backed Certificates, Series 2006-19, Class 2A3 0,08 -3,49 0,0046 0,0001
US35729TAA07 / Fremont Home Loan Trust, Series 2006-C, Class 1A1 0,08 -1,22 0,0045 0,0002
BOUGHT MXN SOLD USD 20250917 / DFE (000000000) 0,08 0,0045 0,0045
US31396GWQ09 / FREDDIE MAC FHR 3096 FX 0,08 -4,76 0,0045 0,0000
US45660LJZ31 / Residential Asset Securitization Trust, Series 2005-A5, Class A3 0,08 -3,61 0,0045 0,0001
CARBON EMISSIONS FUTURES NDEX 20251215 / DCO (NLICE1584875) 0,08 -109,58 0,0043 0,0473
US12669GM240 / COUNTRYWIDE HOME LOANS CWHL 2005 HYB4 2A1 0,07 -3,95 0,0041 0,0001
INF SWAP EM NI 2.59 03/15/22-30Y LCH / DIR (EZG97SKZBKQ4) 0,07 18,33 0,0040 0,0008
US456610AB03 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR15 A2 0,07 -2,94 0,0037 0,0001
US83613FAC59 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT5 2A2 0,06 -1,54 0,0036 0,0001
INABS / Home Equity Mortgage Loan Asset-Backed Trust Series INABS 2007-A 0,06 0,00 0,0034 0,0001
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) 0,06 0,0033 0,0033
US3132DV5T89 / Freddie Mac Pool 0,06 -4,92 0,0033 0,0000
US02151BBG23 / Alternative Loan Trust 2007-22 0,06 -5,00 0,0032 0,0000
LOW SU GASOIL G DEC25 IFEU 20251211 / DCO (GB00H6D17608) 0,06 0,0031 0,0031
US23245CAA80 / COUNTRYWIDE ASSET-BACKED CERTIFICATES SER 2007-1 CL 1A V/R REGD 1.84800000 0,06 -1,75 0,0031 0,0001
US126670GR39 / COUNTRYWIDE ASSET BACKED CERTI CWL 2005 13 AF4 0,06 -1,79 0,0031 0,0001
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0,06 0,0031 0,0031
US040104MX65 / ARGENT MORTGAGE LOAN TRUST 2005-W1 SER 2005-W1 CL A1 V/R REGD 2.18800000 0,05 -3,57 0,0030 0,0001
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0,05 0,0030 0,0030
INF SWAP EM NI 1.636 06/15/25-2Y LCH / DIR (EZ3WDPMPJN09) 0,05 0,0029 0,0029
US41164MAC10 / HARBORVIEW MORTGAGE LOAN TRUST 2007-1 SER 2007-1 CL 2A1A V/R REGD 1.86325000 0,05 0,00 0,0029 0,0001
INF SWAP EM NI 2.55 04/15/22-30Y LCH / DIR (EZBBB24RFW42) 0,05 21,43 0,0028 0,0006
XS0308666493 / EUROSAIL PLC ESAIL 2007 3X A3A REGS 0,05 -6,00 0,0026 -0,0000
BOUGHT GBP SOLD USD 20250804 / DFE (000000000) 0,05 0,0026 0,0026
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0,05 0,0025 0,0025
BOUGHT CHF SOLD USD 20250702 / DFE (000000000) 0,05 0,0025 0,0025
US05401AAR23 / Avolon Holdings Funding Ltd 0,04 0,00 0,0024 0,0002
INF SWAP EM NI 2.359 08/15/22-8Y LCH / DIR (000000000) 0,04 0,0024 0,0024
US80557BAA26 / Saxon Asset Securities Trust 2007-3 0,04 -4,55 0,0024 0,0000
US863579DS49 / STRUCTURED ADJUSTABLE RATE MOR SARM 2004 17 A2 0,04 0,00 0,0023 0,0001
EURO STOXX 50 SEP25 XEUR 20250919 / DE (DE000C68D3X9) 0,04 0,0023 0,0023
US92343VGN82 / Verizon Communications Inc 0,04 2,63 0,0022 0,0002
US928563AC98 / VMware Inc 0,04 0,00 0,0021 0,0001
US36245TAD72 / GSAMP TRUST GSAMP 2006 FM3 A2C 0,04 0,00 0,0021 0,0001
US36179XBS45 / Government National Mortgage Association (GNMA) 0,04 0,0020 0,0020
US004421JH70 / ACE SECURITIES CORP. ACE 2004 HE4 M1 0,04 0,00 0,0020 0,0001
US41161PLR28 / HARBORVIEW MORTGAGE LOAN TRUST 2005-2 SER 2005-2 CL 2A1A V/R REGD 2.17325000 0,04 -5,41 0,0020 0,0000
US07386HUM14 / BEAR STEARNS ALT A TRUST BALTA 2005 5 25A1 0,03 -2,86 0,0019 0,0001
US31396W3K03 / Fannie Mae REMICS 0,03 -5,71 0,0019 -0,0000
LOW SU GASOIL G SEP25 IFEU 20250911 / DCO (GB00H6D17376) 0,03 0,0018 0,0018
US31397KWR84 / FREDDIE MAC FHR 3381 FA 0,03 -3,12 0,0018 0,0001
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0,03 0,0017 0,0017
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 0,03 0,0017 0,0017
BOUGHT PLN SOLD USD 20250718 / DFE (000000000) 0,03 0,0016 0,0016
US88432CBB19 / Wind River CLO, Ltd. FRN, due 07/18/2031 0,03 -83,33 0,0016 -0,0076
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0,03 0,0016 0,0016
EURO-SCHATZ FUT SEP25 XEUR 20250908 / DIR (DE000F1NGF79) 0,03 0,0016 0,0016
US54251TAC36 / Long Beach Mortgage Loan Trust 2006-7 0,03 0,00 0,0015 0,0001
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 0,03 0,0015 0,0015
US41161PSK02 / HarborView Mortgage Loan Trust 2005-9 0,03 -3,57 0,0015 0,0000
US75115DAF24 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS13 1A6 0,03 -6,90 0,0015 -0,0000
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,03 0,0015 0,0015
US40430HFM51 / HSI Asset Securitization Corp Trust 2006-OPT3 0,03 -10,34 0,0015 -0,0001
BOUGHT DKK SOLD USD 20250702 / DFE (000000000) 0,03 0,0014 0,0014
BOUGHT PLN SOLD USD 20250718 / DFE (000000000) 0,03 0,0014 0,0014
WTI CRUDE FUTURE SEP25 IFEU 20250819 / DCO (GB00H45VR646) 0,02 -151,06 0,0014 0,0039
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,02 0,0013 0,0013
BOUGHT DKK SOLD USD 20250702 / DFE (000000000) 0,02 0,0012 0,0012
US07386UAN28 / BEAR STEARNS ASSET BACKED SECU BSABS 2007 SD2 2A2 0,02 0,00 0,0012 0,0001
BOUGHT PLN SOLD USD 20250718 / DFE (000000000) 0,02 0,0012 0,0012
US32052DAG60 / First Horizon Alternative Mortgage Securities Trust, Series 2006-FA8, Class 1A7 0,02 -4,55 0,0012 -0,0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,02 0,0011 0,0011
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) 0,02 0,0011 0,0011
US07387AGE91 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 23A1 0,02 0,00 0,0011 0,0001
US57563NAA63 / MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY SER 2008-1 CL A1 V/R 2.88963000 0,02 -5,00 0,0011 0,0000
US126694K641 / CHL MORTGAGE PASS-THROUGH TRUST 2006-6 SER 2006-6 CL A4 REGD 6.00000000 0,02 0,00 0,0010 0,0001
US126673BR23 / COUNTRYWIDE ASSET BACKED CERTI CWL 2004 6 2A5 0,02 -5,56 0,0010 0,0000
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0,02 0,0010 0,0010
US059522BE16 / BANC OF AMERICA FUNDING CORPOR BAFC 2007 C 4A3 0,02 -5,56 0,0010 -0,0000
US31397PLU20 / Freddie Mac REMICS 0,02 -5,56 0,0010 0,0000
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,02 0,0010 0,0010
INF SWAP EM NI 2.58 03/15/22-30Y LCH / DIR (EZG97SKZBKQ4) 0,02 -71,67 0,0009 -0,0022
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,02 0,0009 0,0009
US2254585Y02 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 9 5A1 0,02 0,00 0,0009 0,0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,02 0,0009 0,0009
US29880YAJ82 / EUROSAIL PLC ESAIL 2007 3A A3C 144A 0,02 -5,88 0,0009 -0,0000
US92922FD395 / CORP CMO 0,02 -11,76 0,0009 -0,0000
US939336X813 / WaMu Mortgage Pass-Through Certificates Series 2005-AR1 Trust 0,02 -6,25 0,0009 0,0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,02 0,0009 0,0009
BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) 0,01 0,0008 0,0008
US12669GFK22 / CHL Mortgage Pass-Through Trust 2004-J9 0,01 0,00 0,0008 0,0000
US761136AJ94 / RESIDENTIAL ASSET SECURITIZATI RAST 2007 A1 A9 0,01 -6,67 0,0008 0,0000
US41161PTN32 / HarborView Mortgage Loan Trust 2005-10 0,01 -6,67 0,0008 0,0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,01 0,0008 0,0008
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0,01 0,0008 0,0008
US12669LAA89 / COUNTRYWIDE ASSET-BACKED CERTIFICATES SER 2007-6 CL 1A V/R REGD 1.90800000 0,01 -6,67 0,0008 -0,0000
US456606FA54 / INDYMAC HOME EQUITY LOAN ASSET INHEL 2004 B M1 0,01 0,00 0,0008 0,0000
US863579V473 / Structured Adjustable Rate Mortgage Loan Trust 0,01 0,00 0,0008 0,0000
US12669GBZ37 / COUNTRYWIDE HOME LOANS CWHL 2004 HYB7 1A2 0,01 0,00 0,0007 0,0000
US31396UF473 / FREDDIE MAC FHR 3179 FP 0,01 -7,14 0,0007 -0,0000
BOUGHT NZD SOLD USD 20250702 / DFE (000000000) 0,01 0,0007 0,0007
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,01 0,0007 0,0007
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,01 0,0007 0,0007
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,01 0,0007 0,0007
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,01 0,0007 0,0007
US94983PAF53 / Wells Fargo Mortgage Backed Securities 2006-AR4 Trust 0,01 -8,33 0,0007 0,0000
BOUGHT PLN SOLD USD 20250710 / DFE (000000000) 0,01 0,0006 0,0006
US92922FB720 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-AR13 A2A 0,01 -8,33 0,0006 0,0000
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,01 0,0006 0,0006
US32051GHL23 / FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA2 2A1 0,01 -8,33 0,0006 -0,0000
US75115DAE58 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS13 1A5 0,01 -9,09 0,0006 -0,0000
US3140JM5C20 / FN 03/49 FIXED 4 0,01 0,00 0,0006 0,0000
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,01 0,0006 0,0006
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
US45660LZM44 / INDYMAC INDA MORTGAGE LOAN TRU INDA 2005 AR1 3A1 0,01 0,00 0,0005 0,0000
US59020UYU32 / Merrill Lynch Mortgage Investors Trust MLMI Series 2005-A5 0,01 -11,11 0,0005 -0,0000
DK0009399784 / JYSKE REALKREDIT A/S COVERED 10/43 0.5 0,01 14,29 0,0005 0,0001
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,01 0,0005 0,0005
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,01 0,0005 0,0005
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,01 0,0004 0,0004
BOUGHT THB SOLD USD 20250716 / DFE (000000000) 0,01 0,0004 0,0004
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,01 0,0004 0,0004
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,01 0,0004 0,0004
US07388DAS71 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 2 3A2 0,01 0,00 0,0004 0,0000
US93934FBT84 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 7 3CB 0,01 0,00 0,0004 0,0000
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,01 0,0004 0,0004
US576433UM63 / MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 3A7 0,01 0,00 0,0004 0,0000
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,01 0,0004 0,0004
US161630AL29 / CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 3A1 0,01 0,00 0,0004 0,0000
US07384M3X88 / Bear Stearns ARM Trust 2004-10 0,01 0,00 0,0004 0,0000
TREASURY BILL 09/25 0.00000 / DBT (US912797QU41) 0,01 0,0003 0,0003
US12668ALH67 / Alternative Loan Trust, Series 2005-50CB, Class 1A1 0,01 -16,67 0,0003 0,0000
US3623414A44 / GSR MORTGAGE LOAN TRUST GSR 2006 AR1 2A1 0,01 0,00 0,0003 0,0000
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,00 0,0003 0,0003
BOUGHT EUR SOLD USD 20250804 / DFE (000000000) 0,00 0,0003 0,0003
US3128NFFX03 / FHLMC 0,00 0,00 0,0002 0,0000
US07384M4H20 / Bear Stearns Adjustable Rate Mortgage Trust, Series 2004-10, Class 21A1 0,00 0,00 0,0002 -0,0000
US362341PU74 / GSAMP Trust, Series 2005-WMC1, Class M1 0,00 0,00 0,0002 0,0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,00 0,0002 0,0002
BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) 0,00 0,0002 0,0002
US86360JAA97 / STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 1A1 0,00 -25,00 0,0002 0,0000
US161630AA63 / Chase Mortgage Finance Trust, Series 2007-A1, Class 1A1 0,00 0,00 0,0002 0,0000
US17307GEC87 / CITIGROUP MORTGAGE LOAN TRUST 2004-HYB2 SER 2004-HYB2 CL 2A V/R REGD 5.13268700 0,00 0,00 0,0002 0,0000
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 0,00 0,0002 0,0002
US362341WZ88 / GSR MORTGAGE LOAN TRUST 0,00 0,00 0,0002 0,0000
US3140J6GR20 / Federal National Mortgage Association 0,00 0,00 0,0002 0,0000
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,00 0,0002 0,0002
BOUGHT ILS SOLD USD 20250702 / DFE (000000000) 0,00 0,0002 0,0002
US3138WD2N00 / FNMA POOL AS4380 FN 02/45 FIXED 3.5 0,00 0,00 0,0002 0,0000
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0,00 0,0002 0,0002
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0,00 0,0002 0,0002
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,00 0,0002 0,0002
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,00 0,0002 0,0002
JPN 10Y BOND(OSE) SEP25 XOSE 20250912 / DIR (000000000) 0,00 0,0002 0,0002
US12669GN644 / Reperforming Loan REMIC Trust 2005-R2 0,00 0,00 0,0002 -0,0000
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 0,00 0,0002 0,0002
US59020UNP65 / MLCC MORTGAGE INVESTORS, INC. 0,00 0,00 0,0002 0,0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,00 0,0002 0,0002
US86359LGE39 / STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 200 SAMI 2004-AR8 A1 0,00 0,00 0,0001 0,0000
BOUGHT PEN SOLD USD 20250711 / DFE (000000000) 0,00 0,0001 0,0001
US939336V916 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-AR14 A1 0,00 0,00 0,0001 0,0000
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0,00 0,0001 0,0001
US17307GW951 / Citigroup Mortgage Loan Trust 2005-11 0,00 0,00 0,0001 0,0000
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,00 0,0001 0,0001
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0,00 0,0001 0,0001
COMM SWAP TBL/BCOMF1NTC GST / DCO (000000000) 0,00 0,0001 0,0001
US92922FNH72 / WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR3, Class A1 0,00 0,00 0,0001 0,0000
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0,00 0,0001 0,0001
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,00 0,0001 0,0001
US92922FYA01 / Washington Mutual Mortgage Pass-through Certificates Series 2003-s12 2a 4.75 25-nov-2018 Bond Interm. Bond 0,00 0,00 0,0001 0,0000
US12639QAA40 / CSMC Trust, Series 2007-4R, Class 1A1 0,00 0,00 0,0001 0,0000
US83162CSD64 / SMALL BUSINESS ADMINISTRATION SBAP 2008 20K 1 0,00 0,00 0,0001 -0,0000
US3128JRN777 / Federal Home Loan Mortgage Corporation 0,00 0,00 0,0001 0,0000
BOUGHT THB SOLD USD 20250716 / DFE (000000000) 0,00 0,0001 0,0001
BOUGHT CAD SOLD USD 20250702 / DFE (000000000) 0,00 0,0001 0,0001
US3128NHPT47 / FEDERAL HOME LOAN MORTGAGE CORP 3.249% 09/01/2036 FHLMC ARM 0,00 0,00 0,0001 -0,0000
DK0009532889 / NYKREDIT REALKREDIT AS /DKK/ REGD REG S SER 01E* 2.00000000 0,00 0,00 0,0001 0,0000
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0,00 0,0001 0,0001
US83162CRA35 / Small Business Administration Participation Certs 0,00 0,00 0,0001 -0,0000
US59020UC291 / Merrill Lynch Mortgage Investors Trust, Series 2005-FM1, Class M1 0,00 0,00 0,0001 -0,0000
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0,00 0,0001 0,0001
DK0009527376 / Nykredit Realkredit A/S, Series 01E 0,00 0,0001 0,0000
US31396K5N86 / FANNIE MAE FNR 2006 98 FA 0,00 0,00 0,0001 0,0000
BOUGHT CAD SOLD USD 20250805 / DFE (000000000) 0,00 0,0001 0,0001
US83162CRP04 / United States Small Business Administration, Series 2008-20B, Class 1 0,00 0,00 0,0001 0,0000
US585525FN38 / MELLON RESIDENTIAL FUNDING COR MRFC 2002 TBC1 A 0,00 0,0001 0,0000
US3132HTBH86 / Freddie Mac Strips 0,00 0,0001 0,0000
US93362FAJ21 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR8 3A1 0,00 0,0000 0,0000
US83162CRK17 / SMALL BUSINESS ADMINISTRATION SBAP 2007 20K 1 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
US86359B7K13 / Structured Asset Securities Corp Mortgage Loan Trust 2005-7XS 0,00 -100,00 0,0000 -0,0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0,00 0,0000 0,0000
US31406DAF33 / Fannie Mae Pool 0,00 0,0000 0,0000
US83162CRX38 / United States Small Business Administration, Series 2008-20G, Class 1 0,00 0,0000 0,0000
US31405YPX30 / Fannie Mae Pool 0,00 0,0000 -0,0000
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT TRY SOLD USD 20250707 / DFE (000000000) 0,00 0,0000 0,0000
US83162CQH96 / SMALL BUSINESS ADMINISTRATION SBAP 2006 20F 1 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
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,00 0,0000 0,0000
US362341RX95 / GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 0,00 0,0000 0,0000
BOUGHT NOK 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 KRW SOLD USD 20250716 / DFE (000000000) 0,00 0,0000 0,0000
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0,00 0,0000 0,0000
COMM SWAP BCOMF1NTC BPS / DCO (000000000) 0,00 0,0000 0,0000
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0,00 0,0000 0,0000
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0,00 0,0000 0,0000
US16162WPB99 / Chase Mortgage Finance Trust 0,00 0,0000 -0,0000
US362341RT83 / GSR MORTGAGE LOAN TRUST GSR 2005 AR6 1A1 0,00 0,0000 -0,0000
SOLD NOK BOUGHT USD 20250804 / DFE (000000000) 0,00 0,0000 0,0000
DK0009292559 / REALKREDIT DANMARK COVERED 07/47 2.5 0,00 0,0000 0,0000
BOUGHT IDR SOLD USD 20250714 / DFE (000000000) 0,00 0,0000 0,0000
US585525ED64 / MRFC Mortgage Pass-Through Trust, Series 2000-TBC2, Class A1 0,00 0,0000 0,0000
BOUGHT JPY 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 PLN SOLD USD 20250718 / DFE (000000000) 0,00 0,0000 0,0000
US1266716K70 / CWABS INC ASSET-BACKED CERTIFICATES TRUST 2004-5 SER 2004-5 CL M1 V/R REGD 2.56300000 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
DK0002044551 / NORDEA KREDIT REALKREDIT COVERED REGS 10/50 1 0,00 0,0000 0,0000
US007036HW99 / ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 3 3A1 0,00 0,0000 0,0000
DK0009382707 / JYSKE REALKREDIT A/S COVERED 10/47 2.5 0,00 0,0000 0,0000
DK0009798803 / NYKREDIT REALKREDIT AS COVERED REGS 10/47 2.5 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
US590219AG66 / MLCC MORTGAGE INVESTORS INC MLCC 2006 2 4A 0,00 0,0000 0,0000
NDASS / NORDEA KREDIT REALKREDIT COVERED 10/47 2.5 0,00 0,0000 0,0000
DK0009528424 / NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5 0,00 0,0000 0,0000
WH / Wyndham Hotels & Resorts, Inc. 0,00 -100,00 0,00 -100,00 -0,0596
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317U4NEA1 PIMCO SWAPTION 2.465 PUT EUR 2025120 / DIR (000000000) -0,02 -0,0012 -0,0012
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GB00H47KCD10 / BRENT CRUDE FUTR DEC25 IFEU 20251031 -0,03 -61,76 -0,0015 0,0021
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NATURAL GAS FUTR AUG25 XNYM 20250729 / DCO (000000000) -0,03 -0,0018 -0,0018
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EURO-BUXL 30Y BND SEP25 XEUR 20250908 / DIR (DE000F1NGF87) -0,04 -0,0022 -0,0022
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COPPER FUTURE AUG25 XCEC 20250827 / DCO (000000000) -0,04 -0,0025 -0,0025
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LONG GILT FUTURE SEP25 IFLL 20250926 / DIR (GB00MP6FM953) -0,04 -0,0025 -0,0025
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317U84TA3 PIMCO SWAPTION 2.44 PUT EUR 20270125 / DIR (EZTFF0T0MM94) -0,05 -31,34 -0,0026 0,0010
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317U8M5A9 PIMCO FPPSWAPTION 2.74 PUT EUR / DIR (EZX1947LJZS2) -0,06 -60,69 -0,0032 0,0045
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317U84SA4 PIMCO SWAPTION 2.44 CALL EUR 2027012 / DIR (EZ3172RBNXR7) -0,07 8,82 -0,0041 -0,0005
IRS EUR 2.12000 09/03/25-2Y LCH / DIR (EZ96RKPCNS84) -0,08 -371,43 -0,0042 -0,0058
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EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF53) -0,09 -0,0051 -0,0051
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SOLD BRL BOUGHT USD 20251002 / DFE (000000000) -0,10 -0,0054 -0,0054
WTI CRUDE FUTURE SEP25 XNYM 20250820 / DCO (000000000) -0,10 -0,0056 -0,0056
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SGX IRON ORE 62 SEP25 XSIM 20250930 / DCO (SGXDB0712503) -0,12 -0,0067 -0,0067
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317U7XUA8 PIMCO FPPSWAPTION 2.35 PUT EUR / DIR (EZ221JVG9JT4) -0,15 -30,45 -0,0085 0,0031
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317U8M6A8 PIMCO FPPSWAPTION 2.74 CALL EUR / DIR (EZLZP1BQVJZ9) -0,17 -16,00 -0,0094 0,0012
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KC HRW WHEAT FUT DEC25 XCBT 20251212 / DCO (000000000) -0,17 -0,0097 -0,0097
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SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0,19 -0,0106 -0,0106
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0,19 -0,0107 -0,0107
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317U7XVA7 PIMCO FPPSWAPTION 2.35 CALL EUR / DIR (EZM13T8B0L79) -0,20 6,49 -0,0110 -0,0012
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RFR USD SOFR/3.90000 09/02/25-9Y* LCH / DIR (000000000) -0,22 -0,0120 -0,0120
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317U80OA6 PIMCO FPPSWAPTION 2.5 PUT EUR / DIR (EZX2S49T0J63) -0,24 -33,99 -0,0131 0,0057
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SOLD BRL BOUGHT USD 20251002 / DFE (000000000) -0,24 -0,0134 -0,0134
SOLD BRL BOUGHT USD 20251002 / DFE (000000000) -0,28 -0,0154 -0,0154
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SOLD BRL BOUGHT USD 20251002 / DFE (000000000) -0,30 -0,0169 -0,0169
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317U4NFA0 PIMCO SWAPTION 2.465 CALL EUR 202512 / DIR (000000000) -0,38 -0,0213 -0,0213
317U80NA7 PIMCO FPPSWAPTION 2.5 CALL EUR / DIR (EZVYB6CMXS84) -0,46 9,62 -0,0254 -0,0034
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US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) -0,53 -0,0296 -0,0296
DWRTFT TRS EQUITY SOFR+45 MYI / DE (000000000) -0,63 -0,0350 -0,0350
GB00H1Q11Z93 / WTI CRUDE FUTURE DEC25 IFEU 20251119 -0,74 38,06 -0,0411 -0,0128
GB00HB9WVH19 / 3 Month Euro Euribor -0,81 473,76 -0,0450 -0,0376
KC HRW WHEAT FUT SEP25 XCBT 20250912 / DCO (000000000) -0,83 -0,0459 -0,0459
MLPIREIS TRS EQUITY FEDL01+50 BOA / DE (000000000) -0,87 -0,0484 -0,0484
COPPER FUTURE SEP25 XCEC 20250926 / DCO (000000000) -0,94 -0,0524 -0,0524
RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) -1,00 -0,0557 -0,0557
SOLD EUR BOUGHT USD 20250804 / DFE (000000000) -1,08 -0,0599 -0,0599
LME COPPER FUTURE JUL25 XLME 20250714 / DCO (GB00FVN2W767) -1,12 -499,64 -0,0622 -0,0770
US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) -1,22 -0,0680 -0,0680
INF SWAP US IT 2.006 11/30/20-10Y LCH / DIR (000000000) -1,28 -0,0709 -0,0709
DWRTFT TRS EQUITY SOFR+44 CBK / DE (000000000) -1,39 -0,0773 -0,0773
US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) -1,57 -0,0874 -0,0874
RFR USD SOFR/4.10000 09/02/25-27Y* LCH / DIR (000000000) -1,68 -0,0933 -0,0933
SOLD BRL BOUGHT USD 20250702 / DFE (000000000) -1,73 -0,0961 -0,0961
DWRTFT TRS EQUITY SOFR+49 CBK / DE (000000000) -2,09 -0,1160 -0,1160
DWRTFT TRS EQUITY SOFR+35 CBK / DE (000000000) -2,40 -0,1335 -0,1335
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) -2,47 -0,1374 -0,1374
CCA VINTAGE 2026 DEC26 IFED 20261224 / DCO (000000000) -2,63 -0,1461 -0,1461
CA CARBON ALLOW 25DEC25 IFED 20251224 / DCO (000000000) -2,72 -0,1510 -0,1510
COMM SWAP PIMCODB GST / DCO (000000000) -3,79 -0,2106 -0,2106
COMM SWAP PIMCODB MAC / DCO (000000000) -3,95 -0,2194 -0,2194
COMM SWAP JMABNIC5 JPM / DCO (000000000) -4,35 -0,2417 -0,2417
COMM SWAP PIMCODB CIB / DCO (000000000) -4,60 -0,2558 -0,2558
IRS EUR 2.25000 09/17/25-10Y LCH / DIR (EZNLCZXFPVL3) -7,35 -17,00 -0,4086 0,0584
REVERSE REPO BANK OF AMERICA REVERSE REPO / RA (000000000) -10,04 -0,5582 -0,5582
US21H0326700 / GNMA2 30YR TBA(REG C) 3.5 TBA 07-01-50 -36,92 -2,0519 -2,0519
REVERSE REPO WOOD GUNDY REVERSE REPO / RA (000000000) -431,04 -23,9583 -23,9583
REPU STATE STREET GLOBAL MARKE USD REPU SSB T / RA (000000000) -895,14 -49,7534 -49,7534