Statistiques de base
| Valeur du portefeuille | $ 986 812 113 |
| Positions actuelles | 385 |
Dernières positions, performances, ASG (à partir des dépôts 13F, 13D)
PLVLX - PIMCO RAE Low Volatility PLUS EMG Fund Institutional Class a déclaré un total de 385 positions dans ses derniers dépôts auprès de la SEC. La valeur la plus récente du portefeuille est calculée à 986 812 113 USD. Les actifs sous gestion réels (ASG) sont cette valeur plus les liquidités (qui ne sont pas divulguées). Les principales positions de PLVLX - PIMCO RAE Low Volatility PLUS EMG Fund Institutional Class sont United States Treasury Note/Bond (US:US9128286B18) , United States Treasury Note/Bond (US:US912828M805) , Uniform Mortgage-Backed Security, TBA (US:US01F0306294) , Uniform Mortgage-Backed Security, TBA (US:US01F0406284) , and Uniform Mortgage-Backed Security, TBA (US:US01F0406102) . Les nouvelles positions de PLVLX - PIMCO RAE Low Volatility PLUS EMG Fund Institutional Class incluent United States Treasury Note/Bond (US:US9128286B18) , United States Treasury Note/Bond (US:US912828M805) , Uniform Mortgage-Backed Security, TBA (US:US01F0306294) , Uniform Mortgage-Backed Security, TBA (US:US01F0406284) , and Uniform Mortgage-Backed Security, TBA (US:US01F0406102) .
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 % |
|---|---|---|---|---|
| 96,84 | 13,7423 | 13,7423 | ||
| 85,29 | 12,1038 | 12,1038 | ||
| 57,22 | 8,1201 | 8,1201 | ||
| 48,56 | 6,8919 | 6,8919 | ||
| 47,21 | 6,6993 | 6,6993 | ||
| 25,70 | 3,6471 | 3,6471 | ||
| 18,47 | 2,6218 | 2,6218 | ||
| 23,67 | 3,3591 | 1,8965 | ||
| 11,59 | 1,6444 | 1,6444 | ||
| 11,37 | 1,6131 | 1,6131 |
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 % |
|---|---|---|---|---|
| -113,54 | -16,1120 | -16,1120 | ||
| -32,64 | -4,6321 | -4,6321 | ||
| -6,12 | -0,8688 | -1,7888 | ||
| -7,51 | -1,0654 | -1,0654 | ||
| 7,87 | 1,1171 | -0,8233 | ||
| 89,61 | 12,7170 | -0,6404 | ||
| -3,73 | -0,5292 | -0,5292 | ||
| -3,30 | -0,4683 | -0,4683 | ||
| -3,10 | -0,4401 | -0,4401 | ||
| 87,55 | 12,4240 | -0,3664 |
Déclarations 13F et dépôts de fonds
Ce formulaire a été déposé le 2020-02-27 pour la période de déclaration 2019-12-31. 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 
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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 (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| PIMCO ST FLOATING NAV PORT IV MUTUAL FUND / STIV (000000000) | 96,84 | -1 383 485,71 | 13,7423 | 13,7423 | |||||
| US9128286B18 / United States Treasury Note/Bond | 89,61 | -2,17 | 12,7170 | -0,6404 | |||||
| US912828M805 / United States Treasury Note/Bond | 87,55 | -0,19 | 12,4240 | -0,3664 | |||||
| US01F0306294 / Uniform Mortgage-Backed Security, TBA | 85,29 | 12,1038 | 12,1038 | ||||||
| US01F0406284 / Uniform Mortgage-Backed Security, TBA | 57,22 | 8,1201 | 8,1201 | ||||||
| US01F0406102 / Uniform Mortgage-Backed Security, TBA | 48,56 | 6,8919 | 6,8919 | ||||||
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND / STIV (000000000) | 47,21 | -674 500,00 | 6,6993 | 6,6993 | |||||
| US912828L658 / United States Treasury Note/Bond | 36,43 | 0,23 | 5,1694 | -0,1305 | |||||
| US912828N480 / United States Treasury Note/Bond | 30,93 | 0,15 | 4,3896 | -0,1142 | |||||
| US912828T263 / United States Treasury Note/Bond | 28,89 | -0,35 | 4,0995 | -0,1277 | |||||
| US01F0326250 / Uniform Mortgage-Backed Security, TBA | 25,70 | 3,6471 | 3,6471 | ||||||
| US912828SA95 / United States Treasury Inflation Indexed Bonds | 24,55 | 1,17 | 3,4837 | -0,0545 | |||||
| US912828X398 / United States Treasury Inflation Indexed Bonds | 23,67 | 135,99 | 3,3591 | 1,8965 | |||||
| ACI12NZL6 / JAPAN GOVT CPI LINKED BONDS 03/28 0.1 | 18,59 | -1,48 | 2,6379 | -0,1135 | |||||
| US912828QV50 / United States Treasury Inflation Indexed Bonds | 18,47 | 2,6218 | 2,6218 | ||||||
| US912810SB52 / United States Treasury Inflation Indexed Bonds | 13,29 | -1,23 | 1,8863 | -0,0762 | |||||
| US912810SF66 / Us Treasury Bond | 11,72 | -5,56 | 1,6636 | -0,1465 | |||||
| US01F0426241 / Uniform Mortgage-Backed Security, TBA | 11,59 | 1,6444 | 1,6444 | ||||||
| US59024FAB04 / MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A2A | 11,43 | -4,46 | 1,6226 | -0,1226 | |||||
| RALVEIET TRS EQUITY 1ML+105 BPS / DE (000000000) | 11,37 | -162 471,43 | 1,6131 | 1,6131 | |||||
| US912828VV95 / United States Treasury Note/Bond | 10,63 | 0,05 | 1,5089 | -0,0407 | |||||
| RALVEIET TRS EQUITY 1ML+111 *BULLET* JPM / DE (000000000) | 9,81 | -140 214,29 | 1,3919 | 1,3919 | |||||
| US07386XAA46 / Bear Stearns ALT-A Trust 2007-1 | 9,49 | 13,39 | 1,3469 | 0,1263 | |||||
| US32029AAC18 / FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF18 A2B | 9,45 | -3,49 | 1,3417 | -0,0868 | |||||
| FNCL / Fidelity Covington Trust - Fidelity MSCI Financials Index ETF | 9,29 | 1,3183 | 1,3183 | ||||||
| US912828L575 / United States Treasury Note/Bond | 8,13 | -0,15 | 1,1538 | -0,0336 | |||||
| US912810SG40 / United States Treasury Inflation Indexed Bonds | 7,87 | -40,85 | 1,1171 | -0,8233 | |||||
| US9128285J52 / United States Treasury Note/Bond | 7,80 | -1,17 | 1,1063 | -0,0439 | |||||
| US9128285C00 / US TREASURY N/B 09/25 3 | 7,79 | -1,13 | 1,1057 | -0,0435 | |||||
| US01F0326177 / Uniform Mortgage-Backed Security, TBA | 7,20 | 1,0214 | 1,0214 | ||||||
| US9128283Z13 / United States Treasury Note/Bond | 6,73 | -0,91 | 0,9545 | -0,0353 | |||||
| US912828V236 / United States Treasury Note/Bond | 6,13 | -0,57 | 0,8703 | -0,0291 | |||||
| US38145GAF72 / Goldman Sachs Group (variable) Bond | 6,05 | 0,00 | 0,8582 | -0,0236 | |||||
| US06051GHC69 / Bank of America Corp | 5,97 | 0,27 | 0,8477 | -0,0210 | |||||
| US7609857G05 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 RS7 A2A | 5,94 | -7,33 | 0,8431 | -0,0918 | |||||
| US17307GFP81 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 NCM1 1A1 | 5,77 | -6,58 | 0,8183 | -0,0819 | |||||
| US912828L997 / U.S. T. NOTE | 5,59 | 0,23 | 0,7929 | -0,0200 | |||||
| US912828A420 / United States Treasury Note/Bond | 5,52 | 0,09 | 0,7831 | -0,0208 | |||||
| US86364YAA29 / STRUCTURED ADJUSTABLE RATE MOR SARM 2007 11 1A1 | 4,98 | -9,65 | 0,7070 | -0,0971 | |||||
| US74923WAB46 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS7 1A2 | 4,72 | -0,27 | 0,6702 | -0,0203 | |||||
| HWKSM / HAWKSMOOR MORTGAGES PLC HWKSM 2019 1A A 144A | 4,71 | 3,27 | 0,6682 | 0,0033 | |||||
| US03072SXE08 / AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R12 M2 | 4,57 | -0,09 | 0,6486 | -0,0185 | |||||
| US00206RDV15 / AT&T Inc | 4,24 | 0,07 | 0,6019 | -0,0162 | |||||
| US251526BS76 / DEUTSCHE BANK NY SR UNSECURED 02/23 VAR | 4,02 | 1,75 | 0,5706 | -0,0057 | |||||
| US3140Q9C847 / FNMA POOL CA1894 FN 06/48 FIXED 4 | 3,99 | -8,30 | 0,5660 | -0,0682 | |||||
| US07386HA928 / Bear Stearns ALT-A Trust 2006-1 | 3,86 | -5,51 | 0,5477 | -0,0478 | |||||
| US367910AU06 / GE-WMC Asset-Backed Pass-Through Certificates Series 2005-2 | 3,84 | -4,38 | 0,5453 | -0,0407 | |||||
| US93935EAA29 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 8 A1 | 3,75 | -2,04 | 0,5316 | -0,0261 | |||||
| US66988YAD40 / NOVASTAR HOME EQUITY LOAN NHEL 2006 5 A2C | 3,60 | -1,40 | 0,5115 | -0,0215 | |||||
| RALVEIET TRS EQUITY 1ML+109 JPM / DE (000000000) | 3,47 | -49 614,29 | 0,4920 | 0,4920 | |||||
| US161175BB96 / Charter Communications Operating LLC / Charter Communications Operating Capital | 3,36 | -0,18 | 0,4773 | -0,0141 | |||||
| US17313MAA53 / CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A8 A1 | 3,24 | -3,32 | 0,4592 | -0,0288 | |||||
| US3138WKW270 / FNMA POOL AS9664 FN 06/47 FIXED 4 | 3,21 | -9,83 | 0,4555 | -0,0635 | |||||
| US94985GAH92 / Wells Fargo Alternative Loan 2007-PA3 Trust | 3,12 | -2,90 | 0,4427 | -0,0257 | |||||
| US21H0506152 / Ginnie Mae | 3,06 | 0,4338 | 0,4338 | ||||||
| US9128285T35 / United States Treasury Note/Bond | 3,04 | -1,17 | 0,4312 | -0,0171 | |||||
| US3132Y0H290 / Freddie Mac Gold Pool | 3,02 | -11,15 | 0,4287 | -0,0671 | |||||
| US302154AX70 / Export-Import Bank of Korea | 2,96 | -0,20 | 0,4204 | -0,0125 | |||||
| US07402FAA30 / BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 1A1 | 2,96 | -8,48 | 0,4195 | -0,0516 | |||||
| US654740AZ24 / Nissan Motor Acceptance Corp | 2,91 | -0,27 | 0,4128 | -0,0125 | |||||
| US863613AA32 / Structured Asset Securities Corp Mortgage Loan Trust 2007-MLN1 | 2,90 | -3,11 | 0,4111 | -0,0248 | |||||
| XS1968576568 / TOWD POINT MORTGAGE FUNDING TPMF 2019 GR4A A1 144A | 2,78 | 1,83 | 0,3950 | -0,0037 | |||||
| US02147QAR39 / Alternative Loan Trust 2006-19CB | 2,50 | -3,85 | 0,3548 | -0,0243 | |||||
| US31418CV355 / FANNIE MAE 4.00% 04/01/2048 FNL FNCL | 2,43 | -9,74 | 0,3446 | -0,0477 | |||||
| US161175AY09 / Charter Communications Operating LLC / Charter Communications Operating Capital | 2,42 | 0,17 | 0,3439 | -0,0089 | |||||
| US46628TAA97 / JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WMC2 A1 | 2,33 | -0,60 | 0,3311 | -0,0111 | |||||
| US46630WAL46 / JP Morgan Mortgage Trust 2007-S2 | 2,27 | -4,82 | 0,3226 | -0,0257 | |||||
| CH0244100266 / UBS AG SUBORDINATED REGS 05/24 5.125 | 2,27 | 0,13 | 0,3219 | -0,0085 | |||||
| US61748BAD64 / MORGAN STANLEY CAPITAL INC MSAC 2006 HE4 A4 | 2,22 | -3,52 | 0,3155 | -0,0205 | |||||
| US576434YE84 / MASTR ALTERNATIVE LOANS TRUST MALT 2004 12 2A1 | 2,22 | -5,14 | 0,3145 | -0,0261 | |||||
| US912810RF75 / United States Treasury Inflation Indexed Bonds | 2,22 | -1,38 | 0,3144 | -0,0133 | |||||
| US86361WAA99 / Structured Asset Mortgage Investments II Trust 2006-AR8 | 2,20 | -4,06 | 0,3116 | -0,0221 | |||||
| US23246LAA70 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 BC3 1A | 2,14 | 0,23 | 0,3042 | -0,0077 | |||||
| US912828VB32 / United States Treasury Note Bond | 2,11 | -0,24 | 0,2990 | -0,0091 | |||||
| XS1043552188 / LLOYDS BANKING GROUP PLC JR SUBORDINA REGS 12/49 VAR | 2,08 | 11,03 | 0,2958 | 0,0221 | |||||
| US912810RR14 / United States Treasury Inflation Indexed Bonds | 2,03 | -1,17 | 0,2884 | -0,0114 | |||||
| US172967MA69 / Citigroup Inc | 2,02 | 0,50 | 0,2873 | -0,0065 | |||||
| US06740L8C27 / Barclays Bank Plc 7.625% 11/21/22 | 2,02 | 1,96 | 0,2872 | -0,0023 | |||||
| US06738EBC84 / Barclays PLC | 2,02 | 1,61 | 0,2872 | -0,0032 | |||||
| US12666BAA35 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 22 1A | 2,01 | -2,90 | 0,2852 | -0,0166 | |||||
| US232422AA31 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 7 1A | 1,98 | -2,32 | 0,2811 | -0,0147 | |||||
| US36184BZ674 / Ginnie Mae I Pool | 1,97 | -6,10 | 0,2799 | -0,0265 | |||||
| US12668ATB16 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J12 2A4 | 1,96 | -2,58 | 0,2788 | -0,0153 | |||||
| US040114GK09 / Argentine Republic Government International Bond | 1,94 | 22,41 | 0,2752 | 0,0441 | |||||
| US12668PAA03 / Alternative Loan Trust 2006-OA17 | 1,91 | -8,05 | 0,2707 | -0,0318 | |||||
| US LONG BOND(CBT) MAR20 XCBT 20200320 / DIR (000000000) | 1,89 | -27 157,14 | 0,2688 | 0,2688 | |||||
| US55275BAE74 / Mastr Asset Backed Securities Trust 2006-NC2 | 1,89 | -2,28 | 0,2679 | -0,0138 | |||||
| US173145AA17 / Citigroup Mortgage Loan Trust 2008-RR1 | 1,86 | -2,57 | 0,2636 | -0,0144 | |||||
| US00206RGD89 / AT&T, Inc. | 1,83 | -0,11 | 0,2600 | -0,0074 | |||||
| USY62014AA64 / NAKILAT INC SR SECURED REGS 12/33 6.067 | 1,83 | 0,44 | 0,2597 | -0,0061 | |||||
| US912828TE09 / United States Treasury Inflation Indexed Bonds | 1,80 | 0,2552 | 0,2552 | ||||||
| IRS USD 3.01000 09/28/18-5Y CME / DIR (000000000) | 1,79 | -25 614,29 | 0,2536 | 0,2536 | |||||
| RALVEIET TRS EQUITY 1ML+106 MEI / DE (000000000) | 1,79 | -25 614,29 | 0,2535 | 0,2535 | |||||
| US12669QAA76 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 BC2 1A | 1,73 | 1,46 | 0,2462 | -0,0032 | |||||
| 317U280S2 IRO USD 5Y C 2.05000 MAR21 2.05 CALL / DIR (000000000) | 1,73 | -24 800,00 | 0,2454 | 0,2454 | |||||
| US73316NAB10 / POPULAR ABS MORTGAGE PASS THRO POPLR 2007 A A2 | 1,69 | -8,24 | 0,2402 | -0,0287 | |||||
| XS1002121454 / STICHTING AK RABOBANK JR SUBORDINA REGS 12/49 6.5 | 1,16 | 1,66 | 4,14 | 0,2354 | 0,0030 | ||||
| US12670FAA84 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 9 1A | 1,62 | -0,61 | 0,2303 | -0,0077 | |||||
| US23242EAG44 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 13 2AV | 1,59 | -5,70 | 0,2253 | -0,0201 | |||||
| US780097BG51 / NatWest Group PLC | 1,58 | 2,66 | 0,2246 | -0,0001 | |||||
| US36258AAA88 / GLS Auto Receivables Issuer Trust 2019-3 | 1,58 | -13,73 | 0,2238 | -0,0428 | |||||
| US06738EBE41 / Barclays PLC | 1,57 | 0,45 | 0,2223 | -0,0050 | |||||
| RABOBK / Coöperatieve Rabobank U.A. - Corporate Bond/Note | 1,48 | 1,16 | 0,2100 | -0,0032 | |||||
| US80283LAX10 / Santander UK PLC | 1,43 | 0,63 | 0,2032 | -0,0042 | |||||
| US34540RAC07 / Ford Motor Credit Co LLC | 1,40 | 0,14 | 0,1990 | -0,0052 | |||||
| DE000DL19TX8 / DEUTSCHE BANK AG SR UNSECURED REGS 12/20 VAR | 1,34 | 3,39 | 0,1906 | 0,0011 | |||||
| US07386HZE43 / Bear Stearns ALT-A Trust 2005-10 | 1,33 | -6,61 | 0,1886 | -0,0190 | |||||
| US84751PFW41 / SPECIALTY UNDERWRITING + RESID SURF 2005 BC2 M3 | 1,32 | -7,17 | 0,1874 | -0,0201 | |||||
| US46647PAW68 / Jpmorgan Chase (variable) Bond | 1,31 | 0,46 | 0,1861 | -0,0043 | |||||
| US853254BR03 / STANDARD CHARTERED PLC SR UNSECURED 144A 09/22 VAR | 1,31 | 0,23 | 0,1860 | -0,0046 | |||||
| US80281LAJ44 / Santander UK Group Holdings PLC | 1,30 | 0,70 | 0,1839 | -0,0037 | |||||
| US12668NAA54 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 2 1A | 1,29 | -6,40 | 0,1826 | -0,0178 | |||||
| US75971FAE34 / Renaissance Home Equity Loan Trust 2007-3 | 1,27 | -2,54 | 0,1798 | -0,0098 | |||||
| US004421FG34 / ACE SECURITIES CORP. ACE 2004 IN1 M1 | 1,26 | -0,63 | 0,1789 | -0,0060 | |||||
| US813765AC80 / SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A3 | 1,26 | -2,78 | 0,1787 | -0,0101 | |||||
| US07400NAA81 / BEAR STEARNS MORTGAGE FUNDING TRUST 2007-AR5 BSMF 2007-AR5 1A1A | 1,25 | -1,73 | 0,1778 | -0,0081 | |||||
| US345838AE68 / Forest Laboratories Inc. | 1,24 | 0,16 | 0,1766 | -0,0047 | |||||
| ARGPOM / REPUBLIC OF ARGENTINA BONDS 06/20 VAR | 1,24 | 10,32 | 0,1761 | 0,0121 | |||||
| US904678AG48 / UNICREDIT SPA SR UNSECURED 144A 12/23 7.83 | 1,23 | -0,49 | 0,1739 | -0,0058 | |||||
| US126670KJ66 / COUNTRYWIDE ASSET BACKED CERTI CWL 2005 AB4 1A | 1,22 | -2,40 | 0,1734 | -0,0091 | |||||
| US654740BD03 / Nissan Motor Acceptance Corp | 1,20 | 0,1705 | 0,1705 | ||||||
| 317U293S7 IRO USD 5Y C 1.80000 MAR21 1.8 CALL / DIR (000000000) | 1,18 | -16 971,43 | 0,1677 | 0,1677 | |||||
| US126694VP00 / COUNTRYWIDE HOME LOANS CWHL 2005 HY10 4A1 | 1,17 | -10,30 | 0,1657 | -0,0241 | |||||
| US05533XAA00 / BCAP LLC 2011-RR4-I Trust | 1,17 | -15,57 | 0,1655 | -0,0360 | |||||
| US780097BH35 / ROYAL BK SCOTLND GRP PLC SR UNSECURED 06/24 VAR | 1,12 | 1,36 | 0,1586 | -0,0023 | |||||
| XS1791937441 / SAUDI INTERNATIONAL BOND SR UNSECURED REGS 04/25 4 | 1,08 | 0,1532 | 0,1532 | ||||||
| US90261AAB89 / Ubs Ag Stamford Ct 7.625% 08/17/22 | 1,07 | -0,09 | 0,1520 | -0,0044 | |||||
| US3622X7AE69 / GSR Mortgage Loan Trust, Series 2006-9F, Class 3A1 | 1,05 | -2,87 | 0,1488 | -0,0087 | |||||
| US78009PEH01 / NatWest Group PLC | 1,03 | 2,58 | 0,1468 | -0,0002 | |||||
| US654740BJ72 / Nissan Motor Acceptance Corp | 1,02 | 0,1449 | 0,1449 | ||||||
| US233851DV31 / Daimler Finance North America LLC | 1,01 | 0,30 | 0,1430 | -0,0036 | |||||
| PETBRA / Petrobras Global Finance BV | 0,99 | 2,80 | 0,1405 | -0,0001 | |||||
| US46625HHA14 / Jpmorgan 7.9 Perp/call 4/18 - Bond | 0,95 | 0,96 | -31,53 | 0,1368 | -0,0686 | ||||
| US36183QDX07 / GNMA POOL AK6418 GN 12/44 FIXED 3.5 | 0,95 | -11,10 | 0,1342 | -0,0209 | |||||
| US912828WE61 / United States Treasury Note/Bond | 0,94 | -0,64 | 0,1329 | -0,0045 | |||||
| US46628TAC53 / JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WMC2 A3 | 0,93 | -2,51 | 0,1326 | -0,0073 | |||||
| US53947BAE02 / LLOYDS BANK CORPORATE | 0,90 | -0,11 | 0,1280 | -0,0036 | |||||
| US06738EBD67 / Barclays PLC | 0,90 | 2,62 | 0,1280 | -0,0002 | |||||
| US912828P469 / United States Treasury Note/Bond | 0,89 | -1,00 | 0,1265 | -0,0048 | |||||
| US780097BB64 / Royal Bk Scotland Group Plc Bond | 0,87 | 0,93 | 0,1230 | -0,0023 | |||||
| US040114HQ69 / Argentine Republic Government International Bond | 0,85 | 15,78 | 0,1208 | 0,0135 | |||||
| US46513YJJ82 / STATE OF ISRAEL SR UNSECURED 01/48 4.125 | 0,81 | -1,46 | 0,1153 | -0,0049 | |||||
| US863576FJ82 / Structured Asset Securities Corporation Mortgage Loan Trust 2006-wf1 M2 1.33056 25-feb-2036 Bond | 0,81 | -33,14 | 0,1149 | -0,0616 | |||||
| US780099CK11 / Royal Bank of Scotland Group Plc Bond | 0,81 | 265,16 | 0,1145 | 0,0823 | |||||
| US404280BQ12 / HSBC Holdings PLC | 0,80 | 0,00 | 0,1137 | -0,0031 | |||||
| IRS USD 3.00000 12/14/18-5Y CME / DIR (000000000) | 0,79 | -11 371,43 | 0,1120 | 0,1120 | |||||
| US17313EAA38 / Citigroup Mortgage Loan Trust 2007-FS1 | 0,79 | -6,74 | 0,1120 | -0,0115 | |||||
| US539439AU36 / Lloyds Banking Group PLC | 0,79 | 145,31 | 0,1115 | 0,0648 | |||||
| HSBC26C / HSBC Holdings PLC | 0,76 | 0,67 | 0,1074 | -0,0023 | |||||
| US61753KAD81 / Morgan Stanley ABS Capital I Inc Trust 2007-HE5 | 0,76 | 0,00 | 0,1071 | -0,0030 | |||||
| US539439AS89 / Lloyds Banking Group PLC | 0,74 | 0,82 | 0,1053 | -0,0020 | |||||
| XS1394911496 / BANCO BILBAO VIZCAYA ARG JR SUBORDINA REGS 12/49 VAR | 0,74 | 2,07 | 0,1049 | -0,0007 | |||||
| FFHCN / FAIRFAX FINL HLDGS LTD SR UNSECURED 144A 03/28 2.75 | 0,73 | 1,11 | 0,1034 | -0,0017 | |||||
| XS1002801758 / BARCLAYS PLC JR SUBORDINA 12/49 VAR | 0,72 | 2,71 | 0,1021 | 0,1021 | |||||
| 317U245T4 IRO USD 3Y C 1.0230 AUG21 1.023 CALL / DIR (000000000) | 0,72 | -10 342,86 | 0,1018 | 0,1018 | |||||
| US780099CJ48 / Royal Bank of Scotland Group Plc Bond | 0,72 | 0,00 | 0,1017 | -0,0028 | |||||
| XS1989380503 / NETFLIX INC SR UNSECURED 144A 11/29 3.875 | 0,71 | 2,73 | 0,1014 | -0,0000 | |||||
| US36184HY815 / GNMA POOL AL9735 GN 04/45 FIXED 3.5 | 0,68 | -0,29 | 0,0963 | -0,0029 | |||||
| US41162NAC11 / HARBORVIEW MORTGAGE LOAN TRUST 2006-14 SER 2006-14 CL 2A1A V/R REGD 1.88325000 | 0,68 | -3,70 | 0,0960 | -0,0064 | |||||
| US539439AT62 / Lloyds Banking Group PLC | 0,67 | 1,67 | 0,0954 | -0,0010 | |||||
| US93363TAB89 / WaMu Mortgage Pass-Through Certificates Series 2006-AR11 Trust | 0,67 | -0,89 | 0,0949 | -0,0034 | |||||
| XS1791939736 / Saudi Government International Bond | 0,66 | 0,0935 | 0,0935 | ||||||
| US07387AEC53 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 8 A4 144A | 0,64 | -12,81 | 0,0909 | -0,0162 | |||||
| US780097BJ90 / Royal Bank of Scotland Group PLC | 0,64 | 0,95 | 0,0904 | -0,0016 | |||||
| US073868BE01 / BEAR STEARNS ALT A TRUST BALTA 2006 6 32A1 | 0,63 | -3,81 | 0,0896 | -0,0061 | |||||
| US02149MAX74 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 J1 2A9 | 0,62 | -4,31 | 0,0882 | -0,0065 | |||||
| US912828X703 / United States Treasury Note/Bond | 0,61 | -0,65 | 0,0863 | -0,0029 | |||||
| US74924TAC80 / RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX7 A3 | 0,60 | -9,31 | 0,0858 | -0,0113 | |||||
| XS1998799792 / BARCLAYS PLC JR SUBORDINA VAR | 0,60 | 0,0852 | 0,0852 | ||||||
| US 5YR NOTE (CBT) MAR20 XCBT 20200331 / DIR (000000000) | 0,58 | -8 314,29 | 0,0817 | 0,0817 | |||||
| US3622A2EV00 / Ginnie Mae I Pool | 0,56 | -6,37 | 0,0793 | -0,0077 | |||||
| IRS USD 1.50000 12/18/19-5Y CME / DIR (000000000) | 0,56 | -8 028,57 | 0,0789 | 0,0789 | |||||
| US23243HAA95 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 24 1A | 0,55 | -0,36 | 0,0782 | -0,0024 | |||||
| US36184AVY27 / GNMA POOL AL4231 GN 02/45 FIXED 3.5 | 0,53 | -7,14 | 0,0758 | -0,0080 | |||||
| US34540XAB91 / Ford Motor Credit Co LLC | 0,51 | -15,50 | 0,0720 | -0,0155 | |||||
| US345397ZL06 / Ford Motor Credit Co LLC | 0,51 | 0,00 | 0,0720 | -0,0021 | |||||
| US004421PT45 / ACE SECURITIES CORP. ACE 2005 HE4 M4 | 0,50 | -0,59 | 0,0715 | -0,0023 | |||||
| 934NVQII2 / AMERICAN HONDA FINANCE CORP TERM LOAN | 0,50 | 0,20 | 0,0710 | -0,0019 | |||||
| INF SWAP EM NI 1.946 03/15/18-30Y LCH / DIR (000000000) | 0,50 | -7 171,43 | 0,0704 | 0,0704 | |||||
| US949746PM79 / Wells Fargo & Co New Bond | 0,48 | 0,49 | 0,00 | 0,0696 | -0,0019 | ||||
| XS1400626690 / COOPERATIEVE RABOBANK UA JR SUBORDINA REGS 12/49 VAR | 0,49 | 2,52 | 0,0693 | -0,0002 | |||||
| US36198RXS02 / GNMA POOL AI5189 GN 02/45 FIXED 3.5 | 0,45 | -3,62 | 0,0641 | -0,0043 | |||||
| US61750SAA06 / MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A1 | 0,45 | -4,05 | 0,0639 | -0,0045 | |||||
| US912810SD19 / United States Treas Bds Bond | 0,45 | -5,46 | 0,0639 | -0,0056 | |||||
| INF SWAP EM NI 0.74 01/15/15-5Y LCH / DIR (000000000) | 0,44 | -6 428,57 | 0,0629 | 0,0629 | |||||
| US74923LAA08 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QO4 A1 | 0,44 | -4,77 | 0,0623 | -0,0049 | |||||
| XS1571333811 / BARCLAYS PLC JR SUBORDINA REGS 12/99 VAR | 0,43 | 11,86 | 0,0616 | 0,0049 | |||||
| US61744CQA70 / MORGAN STANLEY ABS CAPITAL I INC TRUST 2005-WMC3 MSAC 2005-WMC3 M4 | 0,43 | -7,99 | 0,0606 | -0,0069 | |||||
| IRS CAD 2.75000 12/18/18-30Y LCH / DIR (000000000) | 0,43 | -6 171,43 | 0,0604 | 0,0604 | |||||
| US345838AA47 / Allergan Sales LLC | 0,42 | -0,48 | 0,0594 | -0,0019 | |||||
| US004421FH17 / ACE SECURITIES CORP. ACE 2004 IN1 M2 | 0,41 | 1,23 | 0,0587 | -0,0009 | |||||
| US404280BR94 / HSBC Holdings PLC | 0,40 | 0,50 | 0,0573 | -0,0013 | |||||
| US36183PL700 / Ginnie Mae I Pool | 0,39 | -0,76 | 0,0556 | -0,0020 | |||||
| US23244AAA34 / Countrywide Asset-Backed Certificates | 0,39 | -3,01 | 0,0551 | -0,0032 | |||||
| INF SWAP GB NI 3.595 11/15/18-10Y LCH / DIR (000000000) | 0,35 | -5 085,71 | 0,0496 | 0,0496 | |||||
| US36182QB883 / GNMA POOL AH7263 GN 01/45 FIXED 3.5 | 0,34 | -0,58 | 0,0485 | -0,0017 | |||||
| US912810RA88 / United States Treasury Inflation Indexed Bonds | 0,34 | -1,45 | 0,0482 | -0,0019 | |||||
| US23243WAC29 / CWABS Asset-Backed Certificates Trust, Series 2006-18, Class 2A2 | 0,33 | -5,71 | 0,0469 | -0,0042 | |||||
| 317U226T7 IRO USD 3Y C 1.0360 JUL21 1.036 CALL / DIR (000000000) | 0,33 | -4 757,14 | 0,0464 | 0,0464 | |||||
| US03072SX422 / Ameriquest Mortgage Securities Trust 2006-R1 | 0,32 | -6,12 | 0,0457 | -0,0044 | |||||
| INF SWAP GB NI 3.49 09/15/18-10Y LCH / DIR (000000000) | 0,32 | -4 657,14 | 0,0454 | 0,0454 | |||||
| US 2YR NOTE (CBT) MAR20 XCBT 20200331 / DIR (000000000) | 0,31 | -4 471,43 | 0,0436 | 0,0436 | |||||
| US172967LL34 / Citigroup Inc | 0,30 | 0,66 | 0,0432 | -0,0010 | |||||
| US36183XNF32 / GNMA POOL AL2190 GN 02/45 FIXED 3.5 | 0,29 | -0,69 | 0,0411 | -0,0015 | |||||
| US74160MDL37 / Prime Mortgage Trust 2004-CL1 | 0,28 | -5,35 | 0,0403 | -0,0034 | |||||
| US83612HAC25 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 3 A3 | 0,28 | -9,03 | 0,0401 | -0,0051 | |||||
| US52524HAB69 / Lehman XS Trust Series 2007-4N | 0,27 | -41,70 | 0,0390 | -0,0297 | |||||
| US3137B66E61 / FREDDIE MAC FHR 4273 PF | 0,26 | -5,20 | 0,0363 | -0,0029 | |||||
| US36242DKL63 / GSAMP TRUST GSAMP 2004 WF M2 | 0,26 | -4,49 | 0,0362 | -0,0028 | |||||
| US3138WET253 / Fannie Mae Pool | 0,25 | -6,99 | 0,0360 | -0,0038 | |||||
| US912796TG47 / United States Treasury Bill 02/20/2020 Tblm Bond | 0,25 | 0,0355 | 0,0355 | ||||||
| US41161VAC46 / HarborView Mortgage Loan Trust 2006-7 | 0,25 | -2,38 | 0,0350 | -0,0018 | |||||
| US86363DAH44 / Structured Asset Mortgage Investments II Trust 2007-AR2 | 0,23 | -2,50 | 0,0332 | -0,0019 | |||||
| BOUGHT BRL/SOLD USD / DFE (000000000) | 0,23 | -3 371,43 | 0,0325 | 0,0325 | |||||
| BOUGHT COP/SOLD USD / DFE (000000000) | 0,23 | -3 357,14 | 0,0325 | 0,0325 | |||||
| XS0957135212 / CREDIT SUISSE AG SUBORDINATED REGS 08/23 6.5 | 0,22 | 0,00 | 0,0317 | -0,0008 | |||||
| US80386WAA36 / Sasol Financing USA LLC | 0,22 | 0,00 | 0,0307 | -0,0008 | |||||
| US12644VAB45 / CSN Resources SA | 0,21 | 1,91 | 0,0303 | -0,0002 | |||||
| US362341RX95 / GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 | 0,20 | -8,22 | 0,0285 | -0,0034 | |||||
| US12669GXF35 / Reperforming Loan REMIC Trust 2005-R1 | 0,19 | -4,98 | 0,0271 | -0,0022 | |||||
| US17318UAK07 / Citigroup Commercial Mortgage Trust 2012-GC8 | 0,19 | -11,43 | 0,0265 | -0,0042 | |||||
| US83612NAC92 / Soundview Home Loan Trust 2007-WMC1 | 0,19 | -1,06 | 0,0264 | -0,0011 | |||||
| BOUGHT RUB/SOLD USD / DFE (000000000) | 0,18 | -2 614,29 | 0,0251 | 0,0251 | |||||
| BOUGHT AUD/SOLD USD / DFE (000000000) | 0,16 | -2 400,00 | 0,0229 | 0,0229 | |||||
| US167486D225 / CHICAGO IL | 0,16 | -1,27 | 0,0220 | -0,0010 | |||||
| IRS CAD 2.75000 12/18/18-30Y CME / DIR (000000000) | 0,15 | -2 200,00 | 0,0209 | 0,0209 | |||||
| US362341XG98 / GSR Mortgage Loan Trust 2005-AR7 | 0,15 | -9,37 | 0,0207 | -0,0028 | |||||
| US36176XP451 / GNMA POOL 779243 GN 05/42 FIXED 3.5 | 0,14 | -5,33 | 0,0202 | -0,0017 | |||||
| US05530NAA54 / BCAP LLC Trust 2007-AA2 | 0,14 | -5,33 | 0,0202 | -0,0018 | |||||
| ARARGE520890 / REPUBLIC OF ARGENTINA BILLS 06/20 VAR | 0,14 | 0,0195 | 0,0195 | ||||||
| ARPANE560055 / PAN AMERICAN ENERGY LLC UNSECURED 11/20 VAR | 0,13 | 0,0186 | 0,0186 | ||||||
| IRS USD 1.62500 01/06/20-10Y CME / DIR (000000000) | 0,13 | -1 900,00 | 0,0180 | 0,0180 | |||||
| US36297TAB89 / GSR_06-AR2 | 0,13 | -0,79 | 0,0177 | -0,0007 | |||||
| US36183X3V05 / GNMA POOL AL2612 GN 03/45 FIXED 3.5 | 0,12 | -0,81 | 0,0174 | -0,0006 | |||||
| US36184BZL43 / Ginnie Mae I Pool | 0,12 | -6,20 | 0,0172 | -0,0017 | |||||
| BOUGHT CAD/SOLD USD / DFE (000000000) | 0,12 | -1 814,29 | 0,0171 | 0,0171 | |||||
| IRS USD 1.75000 12/21/16-10Y LCH / DIR (000000000) | 0,12 | -1 742,86 | 0,0165 | 0,0165 | |||||
| US36198RXN15 / GNMA POOL AI5185 GN 12/44 FIXED 3.5 | 0,11 | -10,48 | 0,0159 | -0,0023 | |||||
| US3138YBGZ09 / FNMA POOL AX9215 FN 12/29 FIXED 3.5 | 0,11 | -7,02 | 0,0151 | -0,0016 | |||||
| US07384MC267 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 9 2A3 | 0,11 | -14,63 | 0,0150 | -0,0030 | |||||
| INF SWAP GB NI 3.5925 11/15/18-10Y LCH / DIR (000000000) | 0,10 | -1 571,43 | 0,0146 | 0,0146 | |||||
| US83611YAD40 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 OPT4 2A3 | 0,10 | -15,00 | 0,0146 | -0,0029 | |||||
| US3132DV3N38 / UMBS, 30 Year | 0,10 | 0,0146 | 0,0146 | ||||||
| US36181AYZ91 / GNMA POOL AE7028 GN 06/43 FIXED 3.5 | 0,10 | -7,34 | 0,0144 | -0,0015 | |||||
| INF SWAP EM NI R 0.9925 03/30/15-5Y GLM / DIR (000000000) | 0,10 | -1 542,86 | 0,0144 | 0,0144 | |||||
| US36183XL654 / Ginnie Mae I Pool | 0,10 | -4,72 | 0,0144 | -0,0012 | |||||
| US36179DE303 / Ginnie Mae I Pool | 0,10 | -2,88 | 0,0144 | -0,0008 | |||||
| US36183XCJ72 / GNMA POOL AL1873 GN 01/45 FIXED 3.5 | 0,10 | 0,00 | 0,0140 | -0,0004 | |||||
| US36178CTY92 / GNMA POOL AA5067 GN 07/42 FIXED 3.5 | 0,10 | -50,75 | 0,0139 | -0,0152 | |||||
| BOUGHT MXN/SOLD USD / DFE (000000000) | 0,10 | -1 471,43 | 0,0137 | 0,0137 | |||||
| US36184EV818 / GNMA POOL AL7839 GN 03/45 FIXED 3.5 | 0,10 | -1,04 | 0,0136 | -0,0005 | |||||
| BOUGHT INR/SOLD USD / DFE (000000000) | 0,09 | -1 442,86 | 0,0134 | 0,0134 | |||||
| S03A0 / REPUBLIC OF ARGENTINA BILLS 04/20 VAR | 0,09 | 0,0128 | 0,0128 | ||||||
| US36178AAZ03 / GNMA POOL AA2724 GN 09/43 FIXED 3.5 | 0,09 | -1,14 | 0,0125 | -0,0004 | |||||
| INF SWAP GB NI 3.603 11/15/18-10Y LCH / DIR (000000000) | 0,09 | -1 342,86 | 0,0124 | 0,0124 | |||||
| BOUGHT IDR/SOLD USD / DFE (000000000) | 0,08 | -1 271,43 | 0,0117 | 0,0117 | |||||
| US61750MAB19 / MORGAN STANLEY CAPITAL INC MSAC 2006 HE7 A2FP | 0,08 | -3,66 | 0,0113 | -0,0008 | |||||
| US36180EKN49 / GNMA POOL AD3001 GN 09/44 FIXED 3.5 | 0,08 | -8,24 | 0,0111 | -0,0012 | |||||
| US78442FEJ30 / NAVIENT CORP 8.00% 03/25/2020 | 0,07 | -67,16 | 0,0096 | -0,0202 | |||||
| ARGB0N / REPUBLIC OF ARGENTINA BONDS 04/22 VAR | 0,06 | -15,94 | 0,0083 | -0,0018 | |||||
| US94983PAF53 / Wells Fargo Mortgage Backed Securities 2006-AR4 Trust | 0,06 | -10,77 | 0,0083 | -0,0014 | |||||
| US36183XRC64 / Ginnie Mae I Pool | 0,06 | 0,00 | 0,0081 | -0,0003 | |||||
| US36183X2R02 / GNMA POOL AL2584 GN 03/45 FIXED 3.5 | 0,06 | -9,68 | 0,0080 | -0,0011 | |||||
| BOUGHT CNY/SOLD USD / DFE (000000000) | 0,06 | -900,00 | 0,0080 | 0,0080 | |||||
| BOUGHT MXN/SOLD USD / DFE (000000000) | 0,06 | -885,71 | 0,0079 | 0,0079 | |||||
| ARGCER / Bonos de la Nacion Argentina con Ajuste por CER | 0,05 | 0,0069 | 0,0069 | ||||||
| US04545EAC75 / ASSET BACKED FUNDING CERTIFICA ABFC 2007 WMC1 A2B | 0,05 | -4,08 | 0,0068 | -0,0004 | |||||
| US05948XBV29 / Banc of America Mortgage Trust, Series 2003-D, Class 2A4 | 0,05 | -11,76 | 0,0065 | -0,0011 | |||||
| BOUGHT BRL/SOLD USD / DFE (000000000) | 0,04 | -714,29 | 0,0062 | 0,0062 | |||||
| XS0163731846 / SLM STUDENT LOAN TRUST SLMA 2003 2 A5 | 0,04 | -69,50 | 0,0062 | -0,0144 | |||||
| CDX IG33 5Y ICE / DCR (000000000) | 0,04 | -700,00 | 0,0060 | 0,0060 | |||||
| BOUGHT KRW/SOLD USD / DFE (000000000) | 0,04 | -671,43 | 0,0058 | 0,0058 | |||||
| US41162DAD12 / HarborView Mortgage Loan Trust 2006-12 | 0,04 | -2,63 | 0,0053 | -0,0004 | |||||
| US36180EF835 / GNMA POOL AD2891 GN 04/44 FIXED 3.5 | 0,03 | 0,00 | 0,0047 | -0,0002 | |||||
| BOUGHT KRW/SOLD USD / DFE (000000000) | 0,03 | -557,14 | 0,0046 | 0,0046 | |||||
| BOUGHT KRW/SOLD USD / DFE (000000000) | 0,03 | -457,14 | 0,0037 | 0,0037 | |||||
| US31416W6N78 / Fannie Mae Pool | 0,03 | -7,41 | 0,0037 | -0,0004 | |||||
| ARYPFS560093 / YPF SOCIEDAD ANONIMA SR UNSECURED 09/20 VAR | 0,02 | 0,0033 | 0,0033 | ||||||
| BOUGHT GBP/SOLD USD / DFE (000000000) | 0,02 | -357,14 | 0,0026 | 0,0026 | |||||
| ARARGE5207W0 / ARGENT LETRAS DEL TESORO BILLS 05/20 0.00000 | 0,01 | 18,18 | 0,0019 | 0,0002 | |||||
| UNICREDIT SPA SUB SE BP HUS / DCR (000000000) | 0,01 | -257,14 | 0,0016 | 0,0016 | |||||
| BOUGHT EUR/SOLD USD / DFE (000000000) | 0,01 | -228,57 | 0,0013 | 0,0013 | |||||
| BOUGHT ZAR/SOLD USD / DFE (000000000) | 0,01 | -214,29 | 0,0012 | 0,0012 | |||||
| US07387AFZ30 / Bear Stearns ARM Trust 2005-12 | 0,01 | -11,11 | 0,0012 | -0,0002 | |||||
| US23243LAC63 / CWABS Asset-Backed Certificates Trust 2006-14 | 0,01 | -87,72 | 0,0011 | -0,0072 | |||||
| BOUGHT TWD/SOLD USD / DFE (000000000) | 0,01 | -185,71 | 0,0009 | 0,0009 | |||||
| SOLD JPY/BOUGHT USD / DFE (000000000) | 0,01 | -171,43 | 0,0007 | 0,0007 | |||||
| UNICREDIT SPA SUB SE BP CBK / DCR (000000000) | 0,01 | -171,43 | 0,0007 | 0,0007 | |||||
| US9393357P40 / WAMU 02-AR9 1A V/R 8/25/42 3.72644500 | 0,00 | 0,00 | 0,0003 | -0,0000 | |||||
| BOUGHT CNH/SOLD USD / DFE (000000000) | 0,00 | -128,57 | 0,0003 | 0,0003 | |||||
| BOUGHT HKD/SOLD USD / DFE (000000000) | 0,00 | -128,57 | 0,0003 | 0,0003 | |||||
| 317U012Q1 IRO USD 30Y P 3.3700 MAR20 3.37 PUT / DIR (000000000) | 0,00 | -114,29 | 0,0002 | 0,0002 | |||||
| US 5YR FUTR OPTN MAR20C 128 EXP 02/21/2020 / DIR (000000000) | 0,00 | -114,29 | 0,0002 | 0,0002 | |||||
| US 2YR FUTR OPTN MAR20C 110.2 EXP 02/21/2020 / DIR (000000000) | 0,00 | -100,00 | 0,0001 | 0,0001 | |||||
| US 10YR FUT OPTN MAR20P 117.5 EXP 02/21/2020 / DIR (000000000) | 0,00 | -100,00 | 0,0001 | 0,0001 | |||||
| US BOND FUTR OPTN MAR20C 197 EXP 02/21/2020 / DIR (000000000) | 0,00 | -100,00 | 0,0000 | 0,0000 | |||||
| US 2YR FUTR OPTN MAR20C 110.3 EXP 02/21/2020 / DIR (000000000) | 0,00 | -100,00 | 0,0000 | 0,0000 | |||||
| US 2YR FUTR OPTN MAR20C 110.7 EXP 02/21/2020 / DIR (000000000) | 0,00 | -100,00 | 0,0000 | 0,0000 | |||||
| US 2YR FUTR OPTN MAR20C 111 EXP 02/21/2020 / DIR (000000000) | 0,00 | -100,00 | 0,0000 | 0,0000 | |||||
| US BOND FUTR OPTN MAR20C 188 EXP 02/21/2020 / DIR (000000000) | 0,00 | -100,00 | 0,0000 | 0,0000 | |||||
| US 10YR FUT OPTN MAR20P 115.5 EXP 02/21/2020 / DIR (000000000) | 0,00 | -100,00 | 0,0000 | 0,0000 | |||||
| US 2YR FUTR OPTN MAR20C 110.5 EXP 02/21/2020 / DIR (000000000) | 0,00 | -100,00 | 0,0000 | 0,0000 | |||||
| US 2YR FUTR OPTN MAR20C 111.1 EXP 02/21/2020 / DIR (000000000) | 0,00 | -100,00 | 0,0000 | 0,0000 | |||||
| US BOND FUTR OPTN MAR20C 195 EXP 02/21/2020 / DIR (000000000) | 0,00 | -100,00 | 0,0000 | 0,0000 | |||||
| US 2YR FUTR OPTN MAR20C 109.5 EXP 02/21/2020 / DIR (000000000) | 0,00 | -100,00 | 0,0000 | 0,0000 | |||||
| US BOND FUTR OPTN MAR20C 198 EXP 02/21/2020 / DIR (000000000) | 0,00 | -100,00 | 0,0000 | 0,0000 | |||||
| US 2YR FUTR OPTN MAR20C 110.1 EXP 02/21/2020 / DIR (000000000) | 0,00 | -100,00 | 0,0000 | 0,0000 | |||||
| US BOND FUTR OPTN MAR20C 182 EXP 02/21/2020 / DIR (000000000) | 0,00 | -100,00 | 0,0000 | 0,0000 | |||||
| US 5YR FUTR OPTN MAR20C 127 EXP 02/21/2020 / DIR (000000000) | 0,00 | -100,00 | 0,0000 | 0,0000 | |||||
| US 2YR FUTR OPTN MAR20C 109 EXP 02/21/2020 / DIR (000000000) | 0,00 | -100,00 | 0,0000 | 0,0000 | |||||
| US 2YR FUTR OPTN MAR20C 110 EXP 02/21/2020 / DIR (000000000) | 0,00 | -100,00 | 0,0000 | 0,0000 | |||||
| US 5YR FUTR OPTN MAR20C 126.2 EXP 02/21/2020 / DIR (000000000) | 0,00 | -100,00 | 0,0000 | 0,0000 | |||||
| US 10YR FUT OPTN MAR20P 118 EXP 02/21/2020 / DIR (000000000) | 0,00 | -100,00 | 0,0000 | 0,0000 | |||||
| 3175SF830 CDX.O P 1.00 IG33 5Y JAN20 1 PUT / DCR (000000000) | -0,00 | -100,00 | -0,0000 | -0,0000 | |||||
| SOLD EUR/BOUGHT USD / DFE (000000000) | -0,00 | -100,00 | -0,0000 | -0,0000 | |||||
| 3175SF780 CDX.O P 0.90 IG33 5Y JAN20 0.9 PUT / DCR (000000000) | -0,00 | -100,00 | -0,0000 | -0,0000 | |||||
| 3175JD553 CDX.O P 0.90 IG33 JAN20 0.9 PUT / DCR (000000000) | -0,00 | -100,00 | -0,0000 | -0,0000 | |||||
| 3175FL906 CDX.O P 0.90 IG33 JAN20 0.9 PUT / DCR (000000000) | -0,00 | -100,00 | -0,0000 | -0,0000 | |||||
| 3174589M1 ITRAXX.O P 0.90 EU32 FEB20 0.9 PUT / DCR (000000000) | -0,00 | -100,00 | -0,0000 | -0,0000 | |||||
| 3174589Y5 ITRAXX.O P 0.90 EU32 FEB20 0.9 PUT / DCR (000000000) | -0,00 | -100,00 | -0,0000 | -0,0000 | |||||
| 3174589Z2 ITRAXX.O P 0.80 EU32 FEB20 0.8 PUT / DCR (000000000) | -0,00 | -100,00 | -0,0000 | -0,0000 | |||||
| 317545655 ITRAXX.O P 0.80 EU3 MAR20 0.8 PUT / DCR (000000000) | -0,00 | -100,00 | -0,0000 | -0,0000 | |||||
| 317563419 ITRAXX.O P 0.80 EU MAR20 0.8 PUT / DCR (000000000) | -0,00 | -100,00 | -0,0000 | -0,0000 | |||||
| 317544484 ITRAXX.O P 0.80 EU MAR20 0.8 PUT / DCR (000000000) | -0,00 | -100,00 | -0,0000 | -0,0000 | |||||
| 317544419 ITRAXX.O P 0.80 EU MAR20 0.8 PUT / DCR (000000000) | -0,00 | -100,00 | -0,0000 | -0,0000 | |||||
| SOLD GBP/BOUGHT USD / DFE (000000000) | -0,00 | -100,00 | -0,0000 | -0,0000 | |||||
| HSBC HOLDINGS PLC SUB SE BP BOA / DCR (000000000) | -0,00 | -100,00 | -0,0001 | -0,0001 | |||||
| 317546463 ITRAXX.O C 0.45 EU MAR20 0.45 CALL / DCR (000000000) | -0,00 | -100,00 | -0,0001 | -0,0001 | |||||
| 317546448 ITRAXX.O C 0.45 EU MAR20 0.45 CALL / DCR (000000000) | -0,00 | -100,00 | -0,0001 | -0,0001 | |||||
| 317545648 ITRAXX.O C 0.45 EU3 MAR20 0.45 CALL / DCR (000000000) | -0,00 | -100,00 | -0,0001 | -0,0001 | |||||
| 317548AE5 ITRAXX.O C 0.475 EU3 FEB20 0.475 CALL / DCR (000000000) | -0,00 | -100,00 | -0,0001 | -0,0001 | |||||
| 317546471 ITRAXX.O C 0.45 EU MAR20 0.45 CALL / DCR (000000000) | -0,00 | -100,00 | -0,0001 | -0,0001 | |||||
| 317547875 ITRAXX.O C 0.45 EU32 FEB20 0.45 CALL / DCR (000000000) | -0,00 | -100,00 | -0,0001 | -0,0001 | |||||
| SOLD THB/BOUGHT USD / DFE (000000000) | -0,00 | -85,71 | -0,0002 | -0,0002 | |||||
| SOLD GBP/BOUGHT USD / DFE (000000000) | -0,00 | -85,71 | -0,0003 | -0,0003 | |||||
| HSBC HOLDINGS PLC SUB SE BP JPM / DCR (000000000) | -0,00 | -71,43 | -0,0003 | -0,0003 | |||||
| SOLD RUB/BOUGHT USD / DFE (000000000) | -0,00 | -42,86 | -0,0006 | -0,0006 | |||||
| SOLD JPY/BOUGHT USD / DFE (000000000) | -0,00 | -42,86 | -0,0006 | -0,0006 | |||||
| BOUGHT INR/SOLD USD / DFE (000000000) | -0,00 | -42,86 | -0,0006 | -0,0006 | |||||
| SOLD COP/BOUGHT USD / DFE (000000000) | -0,00 | -42,86 | -0,0007 | -0,0007 | |||||
| SOLD PLN/BOUGHT USD / DFE (000000000) | -0,00 | -42,86 | -0,0007 | -0,0007 | |||||
| SOLD HKD/BOUGHT USD / DFE (000000000) | -0,01 | -14,29 | -0,0009 | -0,0009 | |||||
| SOLD INR/BOUGHT USD / DFE (000000000) | -0,01 | 14,29 | -0,0012 | -0,0012 | |||||
| SOLD CAD/BOUGHT USD / DFE (000000000) | -0,01 | 14,29 | -0,0012 | -0,0012 | |||||
| SOLD COP/BOUGHT USD / DFE (000000000) | -0,01 | 42,86 | -0,0014 | -0,0014 | |||||
| SOLD COP/BOUGHT USD / DFE (000000000) | -0,01 | 42,86 | -0,0015 | -0,0015 | |||||
| SOLD COP/BOUGHT USD / DFE (000000000) | -0,01 | 42,86 | -0,0015 | -0,0015 | |||||
| SOLD MYR/BOUGHT USD / DFE (000000000) | -0,01 | 57,14 | -0,0016 | -0,0016 | |||||
| SOLD COP/BOUGHT USD / DFE (000000000) | -0,02 | 185,71 | -0,0029 | -0,0029 | |||||
| SOLD EUR/BOUGHT USD / DFE (000000000) | -0,03 | 328,57 | -0,0043 | -0,0043 | |||||
| SOLD BRL/BOUGHT USD / DFE (000000000) | -0,04 | 500,00 | -0,0060 | -0,0060 | |||||
| IRS USD 2.25000 03/12/20-30Y CME / DIR (000000000) | -0,05 | 557,14 | -0,0067 | -0,0067 | |||||
| SOLD CNY/BOUGHT USD / DFE (000000000) | -0,05 | 571,43 | -0,0068 | -0,0068 | |||||
| LONG GILT FUTURE MAR20 IFLL 20200327 / DIR (000000000) | -0,05 | 585,71 | -0,0069 | -0,0069 | |||||
| SOLD MXN/BOUGHT USD / DFE (000000000) | -0,06 | 700,00 | -0,0081 | -0,0081 | |||||
| SOLD KRW/BOUGHT USD / DFE (000000000) | -0,07 | 900,00 | -0,0101 | -0,0101 | |||||
| SOLD GBP/BOUGHT USD / DFE (000000000) | -0,08 | 971,43 | -0,0107 | -0,0107 | |||||
| SOLD CAD/BOUGHT USD / DFE (000000000) | -0,12 | 1 542,86 | -0,0163 | -0,0163 | |||||
| SOLD TWD/BOUGHT USD / DFE (000000000) | -0,13 | 1 728,57 | -0,0182 | -0,0182 | |||||
| INF SWAP EM NI 1.71 03/15/18-15Y LCH / DIR (000000000) | -0,20 | 2 785,71 | -0,0287 | -0,0287 | |||||
| IRS USD 2.50000 12/18/19-5Y CME / DIR (000000000) | -0,22 | 3 100,00 | -0,0318 | -0,0318 | |||||
| SOLD CAD/BOUGHT USD / DFE (000000000) | -0,23 | 3 228,57 | -0,0332 | -0,0332 | |||||
| MSCI EMGMKT MAR20 IFUS 20200320 / DE (000000000) | -0,24 | 3 342,86 | -0,0342 | -0,0342 | |||||
| SOLD EUR/BOUGHT USD / DFE (000000000) | -0,25 | 3 457,14 | -0,0355 | -0,0355 | |||||
| EURO-BUND FUTURE MAR20 XEUR 20200306 / DIR (000000000) | -0,26 | 3 600,00 | -0,0368 | -0,0368 | |||||
| US 10YR NOTE (CBT)MAR20 XCBT 20200320 / DIR (000000000) | -0,30 | 4 142,86 | -0,0423 | -0,0423 | |||||
| IRS USD 2.25000 06/20/18-10Y LCH / DIR (000000000) | -0,31 | 4 271,43 | -0,0436 | -0,0436 | |||||
| IRS USD 2.93300 09/28/18-7Y* CME / DIR (000000000) | -0,34 | 4 785,71 | -0,0487 | -0,0487 | |||||
| SOLD BRL/BOUGHT USD / DFE (000000000) | -0,39 | 5 514,29 | -0,0558 | -0,0558 | |||||
| IRS USD 2.00000 06/20/18-7Y LCH / DIR (000000000) | -0,42 | 5 957,14 | -0,0602 | -0,0602 | |||||
| 317U227T6 IRO USD 10Y C 1.4530 JUL21 1.453 CALL / DIR (000000000) | -0,44 | 6 214,29 | -0,0628 | -0,0628 | |||||
| IRS JPY 0.38000 06/18/18-10Y LCH / DIR (000000000) | -0,45 | 6 257,14 | -0,0632 | -0,0632 | |||||
| US ULTRA BOND CBT MAR20 XCBT 20200320 / DIR (000000000) | -0,54 | 7 614,29 | -0,0767 | -0,0767 | |||||
| IRS USD 2.25000 01/13/20-30Y CME / DIR (000000000) | -0,61 | 8 557,14 | -0,0861 | -0,0861 | |||||
| IRS CAD 1.70000 12/18/19-5Y LCH / DIR (000000000) | -0,85 | 12 085,71 | -0,1211 | -0,1211 | |||||
| 317U246T3 IRO USD 10Y C 1.4944 AUG21 1.4944 CALL / DIR (000000000) | -1,06 | 15 085,71 | -0,1509 | -0,1509 | |||||
| 317U294S6 IRO USD 10Y C 2.0940 MAR21 2.094 CALL / DIR (000000000) | -1,43 | 20 342,86 | -0,2031 | -0,2031 | |||||
| 317U281S1 IRO USD 10Y C 2.3225 MAR21 2.3225 CALL / DIR (000000000) | -2,00 | 28 400,00 | -0,2831 | -0,2831 | |||||
| US01F0506190 / Fannie Mae or Freddie Mac | -3,10 | -0,4401 | -0,4401 | ||||||
| REVERSE REPO STANDARD CHARTERE VAR 1 / RA (000000000) | -3,30 | 47 042,86 | -0,4683 | -0,4683 | |||||
| CDX IG32 5Y ICE / DCR (000000000) | -3,73 | 53 157,14 | -0,5292 | -0,5292 | |||||
| CA135087D358 / CANADIAN GOVERNMENT BONDS 12/48 2.75 | -6,12 | -2,95 | -0,8688 | -1,7888 | |||||
| REVERSE REPO WOOD GUNDY REVERSE REPO / RA (000000000) | -7,51 | 107 142,86 | -1,0654 | -1,0654 | |||||
| REVERSE REPO WOOD GUNDY REVERSE REPO / RA (000000000) | -32,64 | 466 185,71 | -4,6321 | -4,6321 | |||||
| REVERSE REPO WOOD GUNDY REVERSE REPO / RA (000000000) | -113,54 | 1 621 828,57 | -16,1120 | -16,1120 |
