Statistiques de base
| Valeur du portefeuille | $ 2 719 777 710 |
| Positions actuelles | 1 191 |
Dernières positions, performances, ASG (à partir des dépôts 13F, 13D)
PSPTX - PIMCO StocksPLUS Absolute Return Fund Institutional a déclaré un total de 1 191 positions dans ses derniers dépôts auprès de la SEC. La valeur la plus récente du portefeuille est calculée à 2 719 777 710 USD. Les actifs sous gestion réels (ASG) sont cette valeur plus les liquidités (qui ne sont pas divulguées). Les principales positions de PSPTX - PIMCO StocksPLUS Absolute Return Fund Institutional sont Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , PIMCO PRV SHORT TERM FLT III MUTUAL FUND (US:US72201W1541) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , UMBS TBA (US:US01F0406854) , and Uniform Mortgage-Backed Security, TBA (US:US01F0526800) . Les nouvelles positions de PSPTX - PIMCO StocksPLUS Absolute Return Fund Institutional incluent Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , PIMCO PRV SHORT TERM FLT III MUTUAL FUND (US:US72201W1541) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , UMBS TBA (US:US01F0406854) , and Uniform Mortgage-Backed Security, TBA (US:US01F0526800) .
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 % |
|---|---|---|---|---|
| 262,26 | 16,1278 | 12,4870 | ||
| 147,30 | 9,0582 | 9,0582 | ||
| 147,30 | 9,0582 | 9,0582 | ||
| 223,04 | 13,7159 | 7,1405 | ||
| 80,89 | 4,9743 | 5,7862 | ||
| 157,83 | 9,7057 | 4,8428 | ||
| 34,60 | 2,1275 | 2,1275 | ||
| 46,05 | 2,8316 | 1,8924 | ||
| 34,07 | 2,0952 | 1,7935 | ||
| 28,56 | 1,7562 | 1,7562 |
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 % |
|---|---|---|---|---|
| -72,37 | -4,4506 | -7,4849 | ||
| 2,39 | 0,1470 | -3,5961 | ||
| 16,51 | 1,0153 | -1,2866 | ||
| 49,96 | 3,0720 | -0,7878 | ||
| -3,07 | -0,1889 | -0,1889 | ||
| 0,45 | 0,0279 | -0,1595 | ||
| 0,45 | 0,0279 | -0,1595 | ||
| 3,72 | 0,2287 | -0,1499 | ||
| 1,11 | 0,0682 | -0,1164 | ||
| -0,84 | -0,0519 | -0,0851 |
Déclarations 13F et dépôts de fonds
Ce formulaire a été déposé le 2025-08-28 pour la période de déclaration 2025-06-30. Cet investisseur n'a pas divulgué les titres comptabilisés en actions, les colonnes relatives aux actions dans le tableau ci-dessous sont donc omises. Cliquez sur l'icône du lien pour voir l'historique complet des transactions.
Mettre à niveau pour débloquer les données premium et exporter vers Excel 
.
28-07-2022 : Note importante - Nous avons modifié le traitement de la colonne Δ Portefeuille % dans ce tableau. Auparavant, nous la rapportions en tant que variation en pourcentage de l'allocation du portefeuille. Nous la rapportons désormais en tant que variation brute de l'allocation du portefeuille (toujours en pourcentage). En termes de formule, nous la rapportions auparavant comme 100 * (allocation actuelle - allocation précédente) / allocation précédente. Nous la rapportons désormais comme (allocation actuelle - allocation précédente).
| Titre | Type | ΔActions (%) |
Valeur ($ en millions) |
Portefeuille (%) |
ΔPortefeuille (%) |
|
|---|---|---|---|---|---|---|
| US01F0626899 / Uniform Mortgage-Backed Security, TBA | 262,26 | 270,96 | 16,1278 | 12,4870 | ||
| US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 223,04 | 114,22 | 13,7159 | 7,1405 | ||
| US01F0606834 / Uniform Mortgage-Backed Security, TBA | 157,83 | 67,14 | 9,7057 | 4,8428 | ||
| CITIGROUP REPO REPO 5807 / RA (000000000) | 147,30 | 9,0582 | 9,0582 | |||
| CITIGROUP REPO REPO 5807 / RA (000000000) | 147,30 | 9,0582 | 9,0582 | |||
| US01F0406854 / UMBS TBA | 80,89 | -579,85 | 4,9743 | 5,7862 | ||
| US01F0526800 / Uniform Mortgage-Backed Security, TBA | 49,96 | -33,35 | 3,0720 | -0,7878 | ||
| US01F0426811 / UMBS TBA | 47,52 | 10,27 | 2,9224 | 0,5352 | ||
| US01F0506844 / UMBS TBA | 46,05 | 171,58 | 2,8316 | 1,8924 | ||
| TSY INFL IX N/B 07/34 1.875 / DBT (US91282CLE92) | 37,06 | 0,16 | 2,2788 | -0,0576 | ||
| US01F0306781 / UMBS TBA | 34,60 | 2,1275 | 2,1275 | |||
| US21H0506723 / Ginnie Mae | 34,07 | 454,00 | 2,0952 | 1,7935 | ||
| US21H0406734 / Ginnie Mae | 28,56 | 1,7562 | 1,7562 | |||
| SPTR TRS EQUITY FEDL01+71 *BULLET* TOR / DE (000000000) | 26,70 | 1,6418 | 1,6418 | |||
| SPTR TRS EQUITY FEDL01+71 *BULLET* TOR / DE (000000000) | 26,70 | 1,6418 | 1,6418 | |||
| TSY INFL IX N/B 04/29 2.125 / DBT (US91282CKL45) | 22,16 | 0,73 | 1,3625 | -0,0266 | ||
| TREASURY BILL 07/25 0.00000 / DBT (US912797NX17) | 20,44 | 1,2569 | 1,2569 | |||
| RFRF USD SF+26.161/1.2* 9/16/23-12Y* CME / DIR (EZHQZBNCKDQ2) | 19,86 | -2,37 | 1,2214 | -0,0634 | ||
| RFRF USD SF+26.161/1.2* 9/16/23-12Y* CME / DIR (EZHQZBNCKDQ2) | 19,86 | -2,37 | 1,2214 | -0,0634 | ||
| US715638CE05 / REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94 | 18,95 | 1,1652 | 1,1652 | |||
| FNMA POOL BM7581 FN 09/31 VARIABLE / ABS-MBS (US3140JCM768) | 16,61 | 0,82 | 1,0215 | -0,0190 | ||
| FNMA POOL BM7581 FN 09/31 VARIABLE / ABS-MBS (US3140JCM768) | 16,61 | 0,82 | 1,0215 | -0,0190 | ||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | 16,51 | -54,71 | 1,0153 | -1,2866 | ||
| US21H0426799 / Ginnie Mae | 16,30 | 1,0026 | 1,0026 | |||
| RFRF USD SF+26.161/1.2* 9/16/23-28Y* CME / DIR (EZ31ZKH6CSJ5) | 13,79 | 3,53 | 0,8480 | 0,0068 | ||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | 13,50 | 0,8299 | 0,8299 | |||
| US78485KAE55 / STWD 2022-FL3 Ltd | 13,13 | -0,03 | 0,8072 | -0,0220 | ||
| US32113JCH68 / FIRST NLC TRUST FNLC 2005 4 M1 | 13,10 | 0,73 | 0,8054 | -0,0157 | ||
| XS2404260213 / Aurium CLO IV DAC | 12,73 | 4,90 | 0,7829 | 0,0165 | ||
| US95000U3E14 / Wells Fargo & Co. | 11,88 | 0,52 | 0,7303 | -0,0158 | ||
| MX0SGO000023 / Mexican Udibonos | 11,78 | 9,73 | 0,7241 | 0,0464 | ||
| US40430KAH41 / HASC 2006-OPT4 M1 | 11,77 | -2,85 | 0,7237 | -0,0413 | ||
| MX0SGO000015 / Mexican Udibonos | 11,33 | 11,22 | 0,6969 | 0,0535 | ||
| US01F0526727 / Uniform Mortgage-Backed Security, TBA | 11,06 | 0,6801 | 0,6801 | |||
| XS2405128823 / Sculptor European CLO V DAC | 10,53 | -4,78 | 0,6475 | -0,0508 | ||
| S+P500 EMINI FUT SEP25 XCME 20250919 / DE (000000000) | 10,29 | 0,6329 | 0,6329 | |||
| US75405WAG78 / RESIDENTIAL ASSET SECURITIES C RASC 2005 KS10 M3 | 10,25 | -6,00 | 0,6306 | -0,0583 | ||
| C1CI34 / Crown Castle Inc. - Depositary Receipt (Common Stock) | 9,70 | 0,5965 | 0,5965 | |||
| C1CI34 / Crown Castle Inc. - Depositary Receipt (Common Stock) | 9,70 | 0,5965 | 0,5965 | |||
| US07386RAD17 / BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE4 1A4 | 9,64 | 0,78 | 0,5931 | -0,0112 | ||
| US76110W7F72 / RESIDENTIAL ASSET SECURITIES C RASC 2005 KS11 M3 | 9,03 | -3,26 | 0,5550 | -0,0341 | ||
| 4020 / Saudi Real Estate Company | 8,98 | 1,48 | 0,5520 | -0,0066 | ||
| US78473JAG76 / SREIT TRUST SREIT 2021 IND B 144A | 8,96 | 0,54 | 0,5513 | -0,0118 | ||
| SYNCHRONY CARD ISSUANCE TRUST SYNIT 2024 A2 A / ABS-MBS (US87166PAN15) | 8,94 | 0,18 | 0,5495 | -0,0138 | ||
| SYNCHRONY CARD ISSUANCE TRUST SYNIT 2024 A2 A / ABS-MBS (US87166PAN15) | 8,94 | 0,18 | 0,5495 | -0,0138 | ||
| CHASE ISSUANCE TRUST CHAIT 2024 A2 A / ABS-MBS (US161571HW79) | 8,87 | 0,81 | 0,5452 | -0,0102 | ||
| CHASE ISSUANCE TRUST CHAIT 2024 A2 A / ABS-MBS (US161571HW79) | 8,87 | 0,81 | 0,5452 | -0,0102 | ||
| FNMA POOL BM7579 FN 10/29 VARIABLE / ABS-MBS (US3140JCM503) | 8,84 | 1,01 | 0,5434 | -0,0091 | ||
| XS2404665460 / BNPP AM EURO CLO 2019 BV SER 2019-1A CL AR V/R REGD 144A P/P /EUR/ 0.82000000 | 8,80 | 8,70 | 0,5411 | 0,0299 | ||
| US05377RFV15 / AESOP_22-5A | 8,77 | -0,40 | 0,5393 | -0,0167 | ||
| US55284JAC36 / MF1 2022-FL8 Ltd | 8,68 | -0,60 | 0,5340 | -0,0177 | ||
| HERTZ VEHICLE FINANCING LLC HERTZ 2024 1A A 144A / ABS-O (US42806MCK36) | 8,64 | 0,22 | 0,5313 | -0,0132 | ||
| HERTZ VEHICLE FINANCING LLC HERTZ 2024 1A A 144A / ABS-O (US42806MCK36) | 8,64 | 0,22 | 0,5313 | -0,0132 | ||
| FREDDIE MAC FHR 5484 FD / ABS-MBS (US3137HHKV29) | 8,38 | -8,75 | 0,5151 | -0,0646 | ||
| FREDDIE MAC FHR 5484 FD / ABS-MBS (US3137HHKV29) | 8,38 | -8,75 | 0,5151 | -0,0646 | ||
| CDX ITRAXX XOV42 5Y 35-100% SP JPM / DCR (EZ2BLZ4YH9B3) | 8,29 | 0,5098 | 0,5098 | |||
| CDX ITRAXX XOV42 5Y 35-100% SP JPM / DCR (EZ2BLZ4YH9B3) | 8,29 | 0,5098 | 0,5098 | |||
| FNMA POOL BS9867 FN 11/30 FIXED 5.3 / ABS-MBS (US3140LL6D83) | 8,26 | 0,67 | 0,5078 | -0,0103 | ||
| FNMA POOL BS9867 FN 11/30 FIXED 5.3 / ABS-MBS (US3140LL6D83) | 8,26 | 0,67 | 0,5078 | -0,0103 | ||
| ZAG000125980 / Republic of South Africa Government Bond | 8,09 | 8,30 | 0,4977 | 0,0257 | ||
| TSY INFL IX N/B 02/54 2.125 / DBT (US912810TY47) | 8,08 | -3,68 | 0,4969 | -0,0329 | ||
| USP78024AG45 / Peruvian Government International Bond | 8,02 | 7,60 | 0,4930 | 0,0225 | ||
| US902613AP31 / UBS Group AG | 7,95 | 0,54 | 0,4888 | -0,0104 | ||
| CNQ / Canadian Natural Resources Limited | 7,93 | 0,4877 | 0,4877 | |||
| CBRE SVCS INC / DBT (US12610BUA87) | 7,90 | 0,4858 | 0,4858 | |||
| US17181KAA88 / CIM Trust 2023-R2 | 7,90 | -2,87 | 0,4855 | -0,0278 | ||
| HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (US40412BVN09) | 7,85 | 0,4829 | 0,4829 | |||
| US17330VAA44 / CMLTI_22-A | 7,85 | -2,19 | 0,4829 | -0,0241 | ||
| HOLCIM FIN US LLC 07/25 ZCP / DBT (US43475FUG52) | 7,81 | 0,4805 | 0,4805 | |||
| HOLCIM FIN US LLC 07/25 ZCP / DBT (US43475FUG52) | 7,81 | 0,4805 | 0,4805 | |||
| SPTR TRS EQUITY FEDL01+74 *BULLET* FAR / DE (000000000) | 7,81 | 0,4804 | 0,4804 | |||
| XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV | 7,60 | 0,4675 | 0,4675 | |||
| US31418CU779 / FANNIE MAE 3.50% 03/01/2048 FNMA | 7,40 | -2,12 | 0,4548 | -0,0224 | ||
| MERRION SQUARE RESIDENTIAL MERRI 2024 1A A 144A / ABS-MBS (XS2844411921) | 7,35 | 5,25 | 0,4523 | 0,0110 | ||
| MERRION SQUARE RESIDENTIAL MERRI 2024 1A A 144A / ABS-MBS (XS2844411921) | 7,35 | 5,25 | 0,4523 | 0,0110 | ||
| US78450FAA57 / SMB Private Education Loan Trust 2022-A | 7,00 | -4,17 | 0,4307 | -0,0309 | ||
| XS2683120211 / Avon Finance No.4 PLC | 6,87 | 0,94 | 0,4224 | -0,0074 | ||
| BNSB34 / The Bank of Nova Scotia - Depositary Receipt (Common Stock) | 6,86 | 1,08 | 0,4216 | -0,0067 | ||
| 5831 / Shizuoka Financial Group,Inc. | 6,70 | 0,4119 | 0,4119 | |||
| FREDDIE MAC FHR 5513 MF / ABS-MBS (US3137HKEX87) | 6,59 | -5,16 | 0,4054 | -0,0336 | ||
| US87229WAS08 / TCI SYMPHONY CLO TSYMP 2016 1A BR2 144A | 6,37 | 0,47 | 0,3917 | -0,0087 | ||
| MORGAN STANLEY BANK NA MORGAN STANLEY BANK NA / DBT (US61690U8A11) | 6,35 | 0,19 | 0,3907 | -0,0098 | ||
| FNMA POOL BZ2582 FN 12/29 FIXED 4.3 / ABS-MBS (US3140NW2Q77) | 6,16 | 1,02 | 0,3788 | -0,0063 | ||
| FNMA POOL BZ2582 FN 12/29 FIXED 4.3 / ABS-MBS (US3140NW2Q77) | 6,16 | 1,02 | 0,3788 | -0,0063 | ||
| XS2391578239 / Ares European CLO XII DAC | 6,08 | 6,72 | 0,3740 | 0,0141 | ||
| FANNIE MAE FNR 2024 77 FM / ABS-MBS (US3136BTRF25) | 5,97 | -13,32 | 0,3669 | -0,0678 | ||
| FANNIE MAE FNR 2024 77 FM / ABS-MBS (US3136BTRF25) | 5,97 | -13,32 | 0,3669 | -0,0678 | ||
| US43709XAE13 / Home Equity Mortgage Loan Asset-Backed Trust Series INABS 2006-E | 5,78 | -2,25 | 0,3554 | -0,0179 | ||
| US12564NAA00 / CLNY Trust 2019-IKPR | 5,76 | -11,41 | 0,3543 | -0,0564 | ||
| D1OM34 / Dominion Energy, Inc. - Depositary Receipt (Common Stock) | 5,69 | 0,3497 | 0,3497 | |||
| US83206NAC11 / SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B B 144A | 5,52 | -3,90 | 0,3397 | -0,0233 | ||
| US59020U4L65 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 WMC1 A1A | 5,31 | -9,08 | 0,3264 | -0,0423 | ||
| US81378EAA10 / SECURITIZED ASSET BACKED RECEI SABR 2007 BR4 A2A | 5,25 | -2,09 | 0,3229 | -0,0157 | ||
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (US48002AU933) | 5,24 | 0,3225 | 0,3225 | |||
| US48251JAN37 / KKR FINANCIAL CLO LTD KKR 18 BR 144A | 5,22 | 0,13 | 0,3208 | -0,0082 | ||
| SANDSTONE PEAK LTD. SAND 2021 1A A1R 144A / ABS-CBDO (US800130AN66) | 5,20 | 0,06 | 0,3200 | -0,0085 | ||
| SANDSTONE PEAK LTD. SAND 2021 1A A1R 144A / ABS-CBDO (US800130AN66) | 5,20 | 0,06 | 0,3200 | -0,0085 | ||
| US52607MAA71 / LENDMARK FUNDING TRUST 21-1A A 1.9% 11/20/2031 144A | 5,18 | 0,60 | 0,3185 | -0,0066 | ||
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A / ABS-MBS (XS2799791848) | 5,10 | -0,51 | 0,3137 | -0,0101 | ||
| RVPO STATE STREET GLOBAL MARKE USD RVPO FICC SSGM / RA (000000000) | 5,10 | 0,3136 | 0,3136 | |||
| FNMA POOL BS9669 FN 10/28 FIXED 4.72 / ABS-MBS (US3140LLW723) | 4,99 | 0,30 | 0,3069 | -0,0073 | ||
| FNMA POOL BS9669 FN 10/28 FIXED 4.72 / ABS-MBS (US3140LLW723) | 4,99 | 0,30 | 0,3069 | -0,0073 | ||
| XS2373706519 / Carlyle Euro CLO 2019-2 DAC | 4,97 | 8,40 | 0,3055 | 0,0161 | ||
| TSY INFL IX N/B 01/34 1.75 / DBT (US91282CJY84) | 4,97 | 0,30 | 0,3055 | -0,0073 | ||
| US86364GAD51 / STRUCTURED ASSET SECURITIES CO SASC 2007 TC1 M2 144A | 4,86 | 0,37 | 0,2989 | -0,0069 | ||
| 01626P148 / Alimentation Couche-Tard Inc | 4,83 | 0,2973 | 0,2973 | |||
| 01626P148 / Alimentation Couche-Tard Inc | 4,83 | 0,2973 | 0,2973 | |||
| US05522RDG02 / BA Credit Card Trust | 4,72 | -0,02 | 0,2903 | -0,0079 | ||
| XS2310127027 / CORDATUS CLO PLC CORDA 11A AR 144A | 4,67 | -7,00 | 0,2869 | -0,0299 | ||
| US14686JAD28 / Carvana Auto Receivables Trust 2022-P2 | 4,65 | -0,15 | 0,2860 | -0,0081 | ||
| US02582JJZ49 / American Express Credit Account Master Trust 2023-1 | 4,52 | -0,04 | 0,2782 | -0,0076 | ||
| US367910AV88 / GE-WMC Asset-Backed Pass-Through Certificates Series 2005-2 | 4,52 | -6,00 | 0,2777 | -0,0257 | ||
| RFR USD SOFR/3.50000 12/18/24-30Y CME / DIR (EZ4089K4KC85) | 4,43 | 42,12 | 0,2723 | 0,0755 | ||
| FHLMC MULTIFAMILY STRUCTURED P FHMS Q034 APT2 / ABS-MBS (US3137HLY301) | 4,41 | 0,2712 | 0,2712 | |||
| ARES STRATEGIC INCOME FU SR UNSECURED 144A 09/28 5.45 / DBT (US04020EAL11) | 4,40 | 0,2708 | 0,2708 | |||
| ARES STRATEGIC INCOME FU SR UNSECURED 144A 09/28 5.45 / DBT (US04020EAL11) | 4,40 | 0,2708 | 0,2708 | |||
| XS2310758011 / HARVEST CLO HARVT 20A AR 144A | 4,39 | -0,95 | 0,2698 | -0,0100 | ||
| US46630XAG34 / JP MORGAN MORTGAGE ACQUISITION JPMAC 2007 CH3 M1 | 4,38 | 0,41 | 0,2694 | -0,0061 | ||
| RFR USD SOFR/1.75000 06/15/22-30Y CME / DIR (EZ2TNCR649W7) | 4,37 | -2,24 | 0,2690 | -0,0136 | ||
| US69363JAA25 / PRET 2022-RN1 LLC | 4,36 | -2,55 | 0,2679 | -0,0144 | ||
| JACKSON NATL LIFE GLOBAL JACKSON NATL LIFE GLOBAL / DBT (US46849LUZ20) | 4,24 | -0,07 | 0,2605 | -0,0073 | ||
| US40431JAD54 / HSI ASSET SECURITIZATION CORPO HASC 2007 OPT1 2A3 | 4,21 | -2,89 | 0,2587 | -0,0148 | ||
| PALMER SQUARE CLO LTD PLMRS 2015 1A A2R5 144A / ABS-CBDO (US69689ABY55) | 4,20 | -0,07 | 0,2582 | -0,0071 | ||
| PALMER SQUARE CLO LTD PLMRS 2015 1A A2R5 144A / ABS-CBDO (US69689ABY55) | 4,20 | -0,07 | 0,2582 | -0,0071 | ||
| US74143JAA97 / PRET 2021-RN3 LLC | 4,13 | -4,08 | 0,2542 | -0,0180 | ||
| XS2347648961 / ARES EUROPEAN CLO ARESE 10A AR 144A | 4,13 | -3,71 | 0,2541 | -0,0169 | ||
| US89175JAE01 / TOWD POINT MORTGAGE TRUST TPMT 2017 6 B1 144A | 4,10 | 0,39 | 0,2520 | -0,0058 | ||
| US576455AB55 / MASTR ASSET BACKED SECURITIES MABS 2006 HE5 A2 | 4,03 | -0,74 | 0,2478 | -0,0086 | ||
| US05377RHL15 / Avis Budget Rental Car Funding AESOP LLC | 4,01 | 0,17 | 0,2466 | -0,0062 | ||
| US040104PT27 / ARGENT SECURITIES INC. ARSI 2005 W4 A2D | 4,01 | -1,11 | 0,2466 | -0,0095 | ||
| FNMA POOL BZ1029 FN 06/29 FIXED 4.93 / ABS-MBS (US3140NVEB95) | 4,00 | 0,25 | 0,2460 | -0,0060 | ||
| US38141GZS64 / GOLDMAN SACHS GROUP INC SR UNSECURED 03/28 VAR | 3,87 | -0,18 | 0,2382 | -0,0069 | ||
| US36361UAQ31 / GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A B1R 144A | 3,86 | -0,05 | 0,2373 | -0,0065 | ||
| US44963BAD01 / IHO Verwaltungs GmbH | 3,81 | 3,57 | 0,2340 | 0,0020 | ||
| SPTR TRS EQUITY FEDL01+72 CIB / DE (000000000) | 3,78 | 0,2327 | 0,2327 | |||
| US55379AAC80 / M360 2021-CRE3 Ltd | 3,74 | -0,05 | 0,2298 | -0,0063 | ||
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A3 / ABS-O (US448973AD90) | 3,73 | -0,03 | 0,2297 | -0,0062 | ||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 3 A3 / ABS-O (US80287LAC37) | 3,72 | -0,46 | 0,2287 | -0,0073 | ||
| RFR USD SOFR/3.00000 06/21/23-10Y CME / DIR (EZVCRM3XZB08) | 3,72 | -37,96 | 0,2287 | -0,1499 | ||
| US67113DBA19 / OZLM LTD OZLM 2019 24A A1CR 144A | 3,71 | 0,03 | 0,2279 | -0,0061 | ||
| PEP01000C5I0 / BONOS DE TESORERIA | 3,67 | 7,13 | 0,2254 | 0,0094 | ||
| US93364FAG63 / WaMu Mortgage Pass-Through Certificates Series 2007-HY7 Trust | 3,61 | -0,85 | 0,2221 | -0,0080 | ||
| US12669VAE83 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 7 2A4 | 3,55 | 0,34 | 0,2184 | -0,0051 | ||
| FED HM LN PC POOL QE8001 FR 08/52 FIXED 4.5 / ABS-MBS (US3133BH3J35) | 3,55 | -1,50 | 0,2181 | -0,0093 | ||
| US780097BG51 / NatWest Group PLC | 3,54 | 0,80 | 0,2174 | -0,0041 | ||
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2025 1A A1 144A / ABS-CBDO (XS3065225669) | 3,53 | 0,2173 | 0,2173 | |||
| US12598JAC53 / CSMC 2021-RPL7 Trust | 3,53 | -3,45 | 0,2169 | -0,0138 | ||
| EFXD / Equifax Inc. - Depositary Receipt (Common Stock) | 3,49 | 0,2148 | 0,2148 | |||
| XS2390844780 / Black Diamond CLO 2019-1 DAC | 3,49 | -1,19 | 0,2144 | -0,0084 | ||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1B 144A / ABS-O (US83207QAB59) | 3,47 | -3,07 | 0,2134 | -0,0127 | ||
| US939346AA00 / Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR9 Trust | 3,38 | -3,79 | 0,2078 | -0,0140 | ||
| OXYD / Occidental Petroleum Corporation - Depositary Receipt (Common Stock) | 3,34 | 0,42 | 0,2053 | -0,0046 | ||
| XS2357554679 / SEGOVIA EUROPEAN CLO 6 2019 SEGOV 2019 6A AR 144A | 3,32 | 8,93 | 0,2040 | 0,0117 | ||
| SPTR TRS EQUITY SOFR+43 CIB / DE (000000000) | 3,32 | 0,2039 | 0,2039 | |||
| US61753KAA43 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A1 | 3,30 | 0,12 | 0,2031 | -0,0052 | ||
| 01626P148 / Alimentation Couche-Tard Inc | 3,30 | 0,2029 | 0,2029 | |||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 C A1A 144A / ABS-O (US83206EAA55) | 3,29 | -3,09 | 0,2024 | -0,0121 | ||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 C A1A 144A / ABS-O (US83206EAA55) | 3,29 | -3,09 | 0,2024 | -0,0121 | ||
| VCAT ASSET SECURITIZATION, LLC VCAT 2025 NPL2 A1 144A / ABS-MBS (US92243PAA66) | 3,23 | -8,47 | 0,1988 | -0,0243 | ||
| XS2353412633 / DRYDEN EURO CLO DRYD 2017 52A AR 144A | 3,22 | 4,38 | 0,1980 | 0,0032 | ||
| SPACE COAST CREDIT UNION SCCU 2024 1A A3 144A / ABS-O (US78436RAE09) | 3,22 | -0,28 | 0,1980 | -0,0059 | ||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 3,21 | 0,98 | 0,1972 | -0,0033 | ||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 3,21 | 0,98 | 0,1972 | -0,0033 | ||
| US52474XAA37 / LEGACY MORTGAGE ASSET TRUST SER 2021-GS3 CL A1 V/R REGD 144A P/P 0.00000000 | 3,20 | -2,74 | 0,1966 | -0,0110 | ||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 6 A11 144A / ABS-MBS (US161931AP54) | 3,14 | -15,07 | 0,1934 | -0,0404 | ||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 6 A11 144A / ABS-MBS (US161931AP54) | 3,14 | -15,07 | 0,1934 | -0,0404 | ||
| US61747YEC57 / Morgan Stanley | 3,10 | 0,91 | 0,1909 | -0,0034 | ||
| FREDDIE MAC FHR 5480 FG / ABS-MBS (US3137HHUD11) | 3,07 | -9,49 | 0,1888 | -0,0254 | ||
| FREDDIE MAC FHR 5480 FG / ABS-MBS (US3137HHUD11) | 3,07 | -9,49 | 0,1888 | -0,0254 | ||
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (US48002AU776) | 3,05 | 0,1874 | 0,1874 | |||
| US12489WQX55 / CREDIT BASED ASSET SERVICING A CBASS 2006 CB3 AV4 | 3,02 | -3,94 | 0,1859 | -0,0128 | ||
| US12559QAF90 / CIT Mortgage Loan Trust 2007-1 | 2,96 | -6,06 | 0,1822 | -0,0170 | ||
| US15135BAT89 / CORPORATE BONDS | 2,92 | 1,50 | 0,1796 | -0,0021 | ||
| US12667GN580 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 27 2A3 | 2,92 | -4,52 | 0,1793 | -0,0136 | ||
| US76112BRR32 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC1 M6 | 2,91 | -0,65 | 0,1791 | -0,0060 | ||
| BACARDI MARTINI BV SR UNSECURED 144A 02/30 5.55 / DBT (US05634WAA09) | 2,87 | 0,98 | 0,1768 | -0,0030 | ||
| XS2350015942 / CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A | 2,83 | -11,53 | 0,1740 | -0,0280 | ||
| SCE.PRK / SCE Trust V - Preferred Security | 2,83 | 0,35 | 0,1740 | -0,0040 | ||
| SCE.PRK / SCE Trust V - Preferred Security | 2,83 | 0,35 | 0,1740 | -0,0040 | ||
| XS2305240843 / EURO GALAXY CLO DAC EGLXY 2013 3A ARRR 144A | 2,81 | 8,78 | 0,1729 | 0,0097 | ||
| US55275NAE13 / MARM 2006-0A2 2A1 | 2,80 | 7,33 | 0,1720 | 0,0074 | ||
| US52475WAA45 / LEGACY MORTGAGE ASSET TRUST 2021-GS4 SER 2021-GS4 CL A1 V/R REGD 144A P/P 1.65000000 | 2,79 | -4,09 | 0,1715 | -0,0122 | ||
| ZAG000077470 / Republic of South Africa Government Bond | 2,78 | 7,29 | 0,1710 | 0,0073 | ||
| US61753VAE20 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE4 A2D | 2,78 | -1,35 | 0,1708 | -0,0070 | ||
| XS1725823469 / MADISON PARK EURO FUNDING CADOG 10A A1 144A | 2,73 | 6,57 | 0,1676 | 0,0061 | ||
| US12658XAC11 / Credit Suisse Mortgage Capital Certificates | 2,72 | -3,86 | 0,1672 | -0,0114 | ||
| SAGB / Republic of South Africa Government Bond | 2,72 | 6,26 | 0,1670 | 0,0056 | ||
| US925650AB99 / VICI Properties LP | 2,72 | 0,52 | 0,1670 | -0,0036 | ||
| US04541GJT04 / ASSET BACKED SECURITIES CORP H ABSHE 2004 HE3 M1 | 2,70 | -0,19 | 0,1659 | -0,0047 | ||
| US17309TAC27 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 NC2 A2B | 2,67 | -0,45 | 0,1645 | -0,0052 | ||
| US06738ECE32 / Barclays PLC | 2,61 | 1,67 | 0,1606 | -0,0016 | ||
| US95000U2S19 / Wells Fargo & Co | 2,60 | 0,97 | 0,1600 | -0,0027 | ||
| CPPIB CAPITAL INC COMPANY GUAR REGS 06/34 4.3 / DBT (CA12593CAY71) | 2,53 | 4,08 | 0,1554 | 0,0020 | ||
| US539439AT62 / Lloyds Banking Group PLC | 2,51 | 0,68 | 0,1543 | -0,0030 | ||
| US03512TAF84 / AngloGold Ashanti Holdings PLC | 2,48 | 1,18 | 0,1527 | -0,0023 | ||
| US92925CCC47 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR1 1A1A | 2,46 | -0,20 | 0,1514 | -0,0044 | ||
| IRS EUR 2.25000 09/17/25-30Y LCH / DIR (EZV4L1QCFM97) | 2,46 | 50,24 | 0,1514 | 0,0479 | ||
| IRS EUR 2.25000 09/17/25-30Y LCH / DIR (EZV4L1QCFM97) | 2,46 | 50,24 | 0,1514 | 0,0479 | ||
| FNMA POOL BS9613 FN 10/28 FIXED 4.77 / ABS-MBS (US3140LLVF52) | 2,45 | 0,33 | 0,1506 | -0,0036 | ||
| FNMA POOL BS9613 FN 10/28 FIXED 4.77 / ABS-MBS (US3140LLVF52) | 2,45 | 0,33 | 0,1506 | -0,0036 | ||
| TRINITY SQUARE TRINI 2021 1A AR 144A / ABS-MBS (XS2783078087) | 2,44 | 0,66 | 0,1500 | -0,0031 | ||
| AXP / American Express Company - Depositary Receipt (Common Stock) | 2,43 | 1,29 | 0,1495 | -0,0021 | ||
| US073870AA51 / BEAR STEARNS ALT A TRUST BALTA 2007 2 1A1 | 2,43 | -0,29 | 0,1494 | -0,0045 | ||
| US89180LAA61 / TPMT_21-SJ2 | 2,43 | -10,71 | 0,1491 | -0,0224 | ||
| EW / Edwards Lifesciences Corporation | 2,39 | -96,71 | 0,1470 | -3,5961 | ||
| US12667AAD81 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 12 2A3 | 2,38 | -3,88 | 0,1462 | -0,0100 | ||
| CDX ITRAXX XOV42 5Y 35-100% SP BPS / DCR (EZ2BLZ4YH9B3) | 2,35 | 0,1445 | 0,1445 | |||
| US36267KAD90 / GM Financial Consumer Automobile Receivables Trust, Series 2023-3, Class A3 | 2,35 | -10,38 | 0,1445 | -0,0211 | ||
| US55275NAA90 / MASTR Adjustable Rate Mortgages Trust 2006-OA2 | 2,34 | 0,17 | 0,1441 | -0,0036 | ||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 2A A2A 144A / ABS-O (US96042YAB92) | 2,33 | -31,98 | 0,1434 | -0,0731 | ||
| FNMA POOL AL6924 FN 01/45 FIXED VAR / ABS-MBS (US3138EPVS07) | 2,27 | 0,1397 | 0,1397 | |||
| US67113DBC74 / OZLM LTD OZLM 2019 24A A2AR 144A | 2,26 | 0,18 | 0,1389 | -0,0035 | ||
| US89532WAA71 / TRESTLES CLO Ltd., Series 2021-4A, Class A | 2,25 | 0,13 | 0,1387 | -0,0035 | ||
| US02007WAC29 / Ally Auto Receivables Trust, Series 2023-1, Class A3 | 2,23 | -14,73 | 0,1374 | -0,0281 | ||
| US44933XAD93 / Hyundai Auto Receivables Trust, Series 2023-B, Class A3 | 2,18 | -13,53 | 0,1340 | -0,0251 | ||
| SPACE COAST CREDIT UNION SCCU 2024 1A A2 144A / ABS-O (US78436RAC43) | 2,15 | -31,72 | 0,1321 | -0,0666 | ||
| SPACE COAST CREDIT UNION SCCU 2024 1A A2 144A / ABS-O (US78436RAC43) | 2,15 | -31,72 | 0,1321 | -0,0666 | ||
| PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000 / DBT (US69828QAD97) | 2,13 | 0,90 | 0,1313 | -0,0023 | ||
| PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000 / DBT (US69828QAD97) | 2,13 | 0,90 | 0,1313 | -0,0023 | ||
| 92780JUU3 / VIRGINIA ELECT.& PWR | 2,12 | 0,1305 | 0,1305 | |||
| FIRST HELP FINANCIAL LLC FHF 2024 1A A2 144A / ABS-O (US31568AAB26) | 2,12 | -14,92 | 0,1305 | -0,0270 | ||
| US83611MKZ04 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 1 A5 | 2,11 | -5,21 | 0,1299 | -0,0108 | ||
| US00442EAC93 / ACE SECURITIES CORP. ACE 2006 NC3 A1A | 2,10 | -0,28 | 0,1294 | -0,0038 | ||
| MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock) | 2,06 | 0,54 | 0,1266 | -0,0027 | ||
| XS2350603374 / CAIRN CLO BV CRNCL 2018 10A AR 144A | 2,06 | -6,16 | 0,1264 | -0,0120 | ||
| US83611MGJ18 / Soundview Home Loan Trust | 2,05 | -4,34 | 0,1262 | -0,0092 | ||
| HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (US40412BVF74) | 2,03 | 0,1247 | 0,1247 | |||
| FNMA POOL BS9073 FN 07/30 FIXED 4.54 / ABS-MBS (US3140LLCK58) | 2,03 | 0,70 | 0,1246 | -0,0025 | ||
| US80287DAC11 / SDART 23-6 A3 5.93% 07-17-28/07-15-26 | 2,00 | -9,62 | 0,1232 | -0,0167 | ||
| LCM LTD PARTNERSHIP LCM 31A AR 144A / ABS-CBDO (US50201QAL86) | 2,00 | 0,20 | 0,1231 | -0,0031 | ||
| US542514NE09 / LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 WL2 M4 | 1,99 | -1,38 | 0,1226 | -0,0051 | ||
| US694308KK29 / Pacific Gas and Electric Co | 1,91 | -3,64 | 0,1173 | -0,0077 | ||
| US05592XAD21 / BMW Vehicle Owner Trust, Series 2023-A, Class A3 | 1,89 | -20,34 | 0,1164 | -0,0337 | ||
| US126694A329 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA1 2A1 | 1,84 | 4,25 | 0,1133 | 0,0017 | ||
| STRATTON MORTGAGE FUNDING PLC STRA 2024 1A A 144A / ABS-MBS (XS2728570248) | 1,84 | 0,22 | 0,1129 | -0,0028 | ||
| STRATTON MORTGAGE FUNDING PLC STRA 2024 1A A 144A / ABS-MBS (XS2728570248) | 1,84 | 0,22 | 0,1129 | -0,0028 | ||
| US52476DAA54 / LMAT_21-GS2 | 1,83 | -3,88 | 0,1127 | -0,0077 | ||
| SCE.PRK / SCE Trust V - Preferred Security | 1,81 | 0,22 | 0,1114 | -0,0027 | ||
| SCE.PRK / SCE Trust V - Preferred Security | 1,81 | 0,22 | 0,1114 | -0,0027 | ||
| R2037 / South Africa - Sovereign or Government Agency Debt | 1,80 | 8,41 | 0,1110 | 0,0058 | ||
| MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock) | 1,80 | 0,1107 | 0,1107 | |||
| US68403KAB17 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 6 2A2 | 1,74 | 0,46 | 0,1072 | -0,0024 | ||
| US805564TK70 / SAXON ASSET SECURITIES TRUST SAST 2005 4 M2 | 1,74 | -7,69 | 0,1070 | -0,0121 | ||
| US93364BAA89 / WaMu Mortgage Pass-Through Certificates Trust, Series 2007-OA5, Class 1A | 1,73 | -1,03 | 0,1067 | -0,0040 | ||
| TRT061124T11 / Turkey Government Bond | 1,70 | -2,30 | 0,1044 | -0,0053 | ||
| REPUBLIC OF PANAMA EUR TERM LOAN 2 / LON (BA000HCH9) | 1,66 | 9,45 | 0,1019 | 0,0063 | ||
| REPUBLIC OF PANAMA EUR TERM LOAN 2 / LON (BA000HCH9) | 1,66 | 9,45 | 0,1019 | 0,0063 | ||
| US12667FWU55 / ALTERNATIVE LOAN TRUST 2004-27CB CWALT 2004-27CB A1 | 1,66 | -3,78 | 0,1018 | -0,0068 | ||
| US320277AF35 / First Franklin Mortgage Loan Trust 2006-FF7 | 1,65 | 1,17 | 0,1012 | -0,0016 | ||
| MX0MGO0001F1 / Mexican Bonos | 1,63 | -10,62 | 0,1005 | -0,0149 | ||
| US83406TAB89 / SoFi Professional Loan Program 2020-ATrust | 1,61 | -7,24 | 0,0993 | -0,0107 | ||
| US64830NAA90 / New Residential Mortgage Loan Trust 2019-RPL3 | 1,61 | -5,34 | 0,0992 | -0,0084 | ||
| US71429MAC91 / Perrigo Finance Unlimited Co | 1,57 | 2,94 | 0,0968 | 0,0002 | ||
| US52475XAA28 / Legacy Mortgage Asset Trust 2021-GS5 | 1,57 | -2,97 | 0,0963 | -0,0056 | ||
| US32028PAE51 / First Franklin Mortgage Loan Trust 2006-FF11 | 1,57 | -2,86 | 0,0963 | -0,0055 | ||
| US61744CSY39 / MORGAN STANLEY CAPITAL INC MSAC 2005 WMC6 M4 | 1,56 | -14,72 | 0,0962 | -0,0196 | ||
| US12666CAA18 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 23 1A | 1,55 | -2,27 | 0,0953 | -0,0049 | ||
| US04012XAE58 / ARGENT SECURITIES INC. ARSI 2006 W5 A2D | 1,55 | -0,32 | 0,0952 | -0,0029 | ||
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 3A A2 144A / ABS-O (US37989EAC03) | 1,54 | -13,45 | 0,0946 | -0,0176 | ||
| MX0MGO000102 / Mexican Bonos | 1,54 | -26,87 | 0,0946 | -0,0383 | ||
| FNMA POOL BZ0976 FN 05/29 FIXED 4.85 / ABS-MBS (US3140NVCN51) | 1,53 | 0,26 | 0,0944 | -0,0023 | ||
| FNMA POOL BZ0976 FN 05/29 FIXED 4.85 / ABS-MBS (US3140NVCN51) | 1,53 | 0,26 | 0,0944 | -0,0023 | ||
| DE000DL19VP0 / DEUTSCHE BANK AG SR UNSECURED REGS 09/26 VAR | 1,53 | 9,46 | 0,0940 | 0,0058 | ||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 A3 144A / ABS-O (US14687VAC63) | 1,51 | -0,40 | 0,0929 | -0,0029 | ||
| R2032 / South Africa - Corporate Bond/Note | 1,51 | 7,55 | 0,0929 | 0,0042 | ||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 1,48 | 1,58 | 0,0912 | -0,0010 | ||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 1,48 | 1,58 | 0,0912 | -0,0010 | ||
| US694308JM04 / PACIFIC GAS and ELECTRIC CO 4.55% 07/01/2030 | 1,46 | 0,83 | 0,0901 | -0,0016 | ||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | 1,45 | 0,91 | 0,0891 | -0,0016 | ||
| US55336VBQ23 / MPLX LP | 1,45 | 1,61 | 0,0891 | -0,0009 | ||
| US87264ABV61 / T-Mobile USA Inc | 1,44 | 1,26 | 0,0888 | -0,0012 | ||
| US06738EBD67 / Barclays PLC | 1,41 | 0,71 | 0,0870 | -0,0017 | ||
| XS2304366656 / HARVEST CLO HARVT 16A ARR 144A | 1,41 | -6,80 | 0,0868 | -0,0089 | ||
| CZECH / Czech Republic Government Bond | 1,39 | 9,89 | 0,0855 | 0,0056 | ||
| FREDDIE MAC FHR 5549 BF / ABS-MBS (US3137HLS527) | 1,38 | 0,0852 | 0,0852 | |||
| FREDDIE MAC FHR 5549 BF / ABS-MBS (US3137HLS527) | 1,38 | 0,0852 | 0,0852 | |||
| SPTR TRS EQUITY FEDL01+82 *BULLET* RBC / DE (000000000) | 1,38 | 0,0848 | 0,0848 | |||
| SPTR TRS EQUITY FEDL01+82 *BULLET* RBC / DE (000000000) | 1,38 | 0,0848 | 0,0848 | |||
| CDX ITRAXX XOV42 5Y 35-100% SP BOA / DCR (EZ2BLZ4YH9B3) | 1,37 | 0,0841 | 0,0841 | |||
| US225401AU28 / Credit Suisse Group AG | 1,36 | 2,02 | 0,0838 | -0,0006 | ||
| INTC / Intel Corporation - Depositary Receipt (Common Stock) | 1,35 | 0,0830 | 0,0830 | |||
| BMW CANADA AUTO TRUST BMWC 2024 1A A2 144A / ABS-O (CA05570XCL88) | 1,34 | -9,20 | 0,0826 | -0,0108 | ||
| BMW CANADA AUTO TRUST BMWC 2024 1A A2 144A / ABS-O (CA05570XCL88) | 1,34 | -9,20 | 0,0826 | -0,0108 | ||
| US00075WAA71 / ASSET BACKED FUNDING CERTIFICA ABFC 2006 HE1 A1 | 1,30 | -0,91 | 0,0800 | -0,0029 | ||
| PROLOGIS LP SR UNSECURED 01/35 5 / DBT (US74340XCN93) | 1,30 | 0,78 | 0,0800 | -0,0016 | ||
| PROLOGIS LP SR UNSECURED 01/35 5 / DBT (US74340XCN93) | 1,30 | 0,78 | 0,0800 | -0,0016 | ||
| US74143FAA75 / PRET_21-RN2 | 1,30 | -8,27 | 0,0798 | -0,0096 | ||
| US040104TH43 / ARGENT SECURITIES INC. ARSI 2006 W4 A2D | 1,29 | -0,77 | 0,0794 | -0,0028 | ||
| XS1794675931 / Fairfax Financial Holdings Ltd | 1,29 | 10,08 | 0,0793 | 0,0053 | ||
| US61753NAA81 / MORGAN STANLEY CAPITAL INC MSAC 2007 NC2 A1 144A | 1,29 | -0,31 | 0,0791 | -0,0024 | ||
| US3140X6JR36 / Fannie Mae Pool | 1,26 | 0,0777 | 0,0777 | |||
| US16412XAJ46 / Cheniere Corpus Christi Holdings LLC | 1,25 | 1,05 | 0,0771 | -0,0013 | ||
| US35104AAB44 / FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2023-2 A2 | 1,25 | -26,60 | 0,0769 | -0,0307 | ||
| US00774MAW55 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 1,24 | 1,39 | 0,0762 | -0,0010 | ||
| US05493LAG14 / Banc of America Re-Remic Trust | 1,23 | 0,99 | 0,0757 | -0,0012 | ||
| RFRF USD SF+26.161/2.50 7/31/23-5Y* CME / DIR (EZ4FMC49GW86) | 1,20 | -35,92 | 0,0738 | -0,0444 | ||
| RFRF USD SF+26.161/2.50 7/31/23-5Y* CME / DIR (EZ4FMC49GW86) | 1,20 | -35,92 | 0,0738 | -0,0444 | ||
| US054561AJ49 / AXA EQUITABLE HOLDINGS I SR UNSECURED 04/28 4.35 | 1,20 | 0,67 | 0,0737 | -0,0015 | ||
| HPS CORPORATE LENDING FU SR UNSECURED 04/32 5.95 / DBT (US40440VAK17) | 1,19 | 0,0735 | 0,0735 | |||
| US126670TW86 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 1 MV1 | 1,19 | -4,27 | 0,0732 | -0,0053 | ||
| US74965LAA98 / RLJ Lodging Trust LP | 1,19 | 1,19 | 0,0731 | -0,0010 | ||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 1,19 | 0,0729 | 0,0729 | |||
| US14986PAE34 / CREDIT BASED ASSET SERVICING A CBASS 2006 CB6 A24 | 1,18 | -3,27 | 0,0728 | -0,0045 | ||
| US813765AC80 / SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A3 | 1,18 | -1,83 | 0,0725 | -0,0033 | ||
| US00774MAX39 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 1,18 | 2,26 | 0,0725 | -0,0003 | ||
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2024 1A A 144A / ABS-O (US76088YAA82) | 1,18 | -15,51 | 0,0724 | -0,0156 | ||
| US004421DK63 / ACE SECURITIES CORP. ACE 2004 FM1 M1 | 1,16 | -8,88 | 0,0713 | -0,0090 | ||
| FCT / Fincantieri S.p.A. | 1,15 | 1,86 | 0,0707 | -0,0005 | ||
| FCT / Fincantieri S.p.A. | 1,15 | 1,86 | 0,0707 | -0,0005 | ||
| IRS AUD 4.50000 09/20/23-10Y LCH / DIR (EZGXS4F4YYN6) | 1,13 | 100,18 | 0,0696 | 0,0339 | ||
| US78449HAB33 / SMB PRIVATE EDUCATION LOAN TRUST 2023-B SER 2023-B CL A1B V/R REGD 144A P/P 0.00000000 | 1,12 | -4,91 | 0,0692 | -0,0055 | ||
| US96041AAC09 / WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-4 SER 2023-4A CL A2 REGD 144A P/P 6.23000000 | 1,11 | -62,06 | 0,0682 | -0,1164 | ||
| US3140JANZ71 / FNMA POOL BM5807 FN 04/48 FIXED VAR | 1,11 | -1,86 | 0,0682 | -0,0032 | ||
| EXTRA SPACE STORAGE LP COMPANY GUAR 06/35 5.4 / DBT (US30225VAU17) | 1,11 | 1,10 | 0,0680 | -0,0011 | ||
| EXTRA SPACE STORAGE LP COMPANY GUAR 06/35 5.4 / DBT (US30225VAU17) | 1,11 | 1,10 | 0,0680 | -0,0011 | ||
| FNMA POOL BS9220 FN 08/30 FIXED 4.72 / ABS-MBS (US3140LLG627) | 1,10 | 0,09 | 0,0675 | -0,0017 | ||
| FNMA POOL BS9220 FN 08/30 FIXED 4.72 / ABS-MBS (US3140LLG627) | 1,10 | 0,09 | 0,0675 | -0,0017 | ||
| US694308JQ18 / PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/40 4.5 | 1,08 | -1,90 | 0,0667 | -0,0031 | ||
| US12668AZ650 / Alternative Loan Trust 2005-65CB | 1,07 | -3,95 | 0,0658 | -0,0046 | ||
| US70052LAC72 / Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | 1,07 | 3,80 | 0,0656 | 0,0007 | ||
| US694308JW85 / Pacific Gas and Electric Co | 1,04 | 0,97 | 0,0643 | -0,0011 | ||
| US07387VAC37 / BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE7 2A1 | 1,04 | -2,54 | 0,0638 | -0,0034 | ||
| US12667AAA43 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 12 1A | 1,03 | -0,86 | 0,0635 | -0,0023 | ||
| US46629BAT61 / JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CW2 MV1 | 1,03 | -0,39 | 0,0634 | -0,0019 | ||
| BOUGHT PEN SOLD USD 20251103 / DFE (000000000) | 1,03 | 0,0632 | 0,0632 | |||
| REGIONAL MANAGEMENT ISSUANCE T RMIT 2024 1 A 144A / ABS-O (US758983AA85) | 1,02 | 0,29 | 0,0629 | -0,0015 | ||
| REGIONAL MANAGEMENT ISSUANCE T RMIT 2024 1 A 144A / ABS-O (US758983AA85) | 1,02 | 0,29 | 0,0629 | -0,0015 | ||
| US933635AA29 / WaMu Mortgage Pass-Through Certificates Series 2007-OA2 Trust | 1,01 | -4,38 | 0,0619 | -0,0045 | ||
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A3 144A / ABS-O (US17331QAD88) | 1,01 | -0,20 | 0,0618 | -0,0018 | ||
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A3 144A / ABS-O (US17331QAD88) | 1,01 | -0,20 | 0,0618 | -0,0018 | ||
| US42806MBS70 / Hertz Vehicle Financing III LLC | 1,01 | -0,10 | 0,0618 | -0,0017 | ||
| US73316MAE75 / POPULAR ABS MORTGAGE PASS THRO POPLR 2006 C M1 | 1,01 | -2,14 | 0,0618 | -0,0031 | ||
| TREASURY BILL 09/25 0.00000 / DBT (US912797QU41) | 1,00 | 0,0615 | 0,0615 | |||
| SPTR TRS EQUITY SOFR+35 TOR / DE (000000000) | 0,99 | 0,0606 | 0,0606 | |||
| SPTR TRS EQUITY SOFR+53 BRC / DE (000000000) | 0,98 | 0,0604 | 0,0604 | |||
| US68402CAA27 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 2 1A1 | 0,98 | -1,81 | 0,0600 | -0,0028 | ||
| US842400FZ13 / Southern California Edison Co. Bond 4.65% Due 10/1/2043 | 0,97 | -3,38 | 0,0597 | -0,0038 | ||
| US004424AE79 / ACE Securities Corp Home Equity Loan Trust Series 2007-WM1 | 0,96 | -0,83 | 0,0589 | -0,0021 | ||
| XS2303818954 / TAURUS CMBS TAURS 2021 UK1A A 144A | 0,95 | 6,37 | 0,0586 | 0,0020 | ||
| CHASE AUTO OWNER TRUST CHAOT 2024 1A A2 144A / ABS-O (US16144BAB45) | 0,95 | -54,65 | 0,0581 | -0,0735 | ||
| FLAGSHIP CREDIT AUTO TRUST FCAT 2024 1 A2 144A / ABS-O (US33843VAC72) | 0,94 | -25,91 | 0,0579 | -0,0223 | ||
| FLAGSHIP CREDIT AUTO TRUST FCAT 2024 1 A2 144A / ABS-O (US33843VAC72) | 0,94 | -25,91 | 0,0579 | -0,0223 | ||
| US3623413V99 / GSMPS MORTGAGE LOAN TRUST GSMPS 2006 RP1 1AF2 144A | 0,93 | -2,93 | 0,0570 | -0,0033 | ||
| CDX HY44 5Y ICE / DCR (000000000) | 0,91 | 0,0562 | 0,0562 | |||
| SPTR TRS EQUITY FEDL01+81 RBC / DE (000000000) | 0,91 | 0,0557 | 0,0557 | |||
| SPTR TRS EQUITY FEDL01+81 RBC / DE (000000000) | 0,91 | 0,0557 | 0,0557 | |||
| US93363XAA19 / WaMu Asset-Backed Certificates WaMu Series | 0,90 | -0,22 | 0,0556 | -0,0016 | ||
| BOF URSA FUNDING BVABS 2024 SN1 A3 144A / ABS-O (US072926AC22) | 0,90 | -0,33 | 0,0556 | -0,0017 | ||
| BOF URSA FUNDING BVABS 2024 SN1 A3 144A / ABS-O (US072926AC22) | 0,90 | -0,33 | 0,0556 | -0,0017 | ||
| US715638BE14 / Peruvian Government International Bond | 0,88 | -15,57 | 0,0544 | -0,0118 | ||
| US23371DAG97 / DAE Funding LLC | 0,87 | 0,93 | 0,0533 | -0,0009 | ||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 12A A1 144A / ABS-CBDO (US03332DAA28) | 0,86 | -0,23 | 0,0531 | -0,0016 | ||
| US92922FYJ10 / WAMU MORTGAGE PASS THROUGH CER WAMU 2004 RP1 1F 144A | 0,86 | -2,83 | 0,0529 | -0,0030 | ||
| US74924EAA55 / RALI Series 2007-QH8 Trust | 0,84 | -3,10 | 0,0518 | -0,0031 | ||
| PCG.PRD / Pacific Gas and Electric Company - Preferred Stock | 0,84 | -4,65 | 0,0517 | -0,0040 | ||
| RFR USD SOFR/1.75000 06/15/22-5Y CME / DIR (EZG3K81HS5Q1) | 0,84 | -48,72 | 0,0516 | -0,0518 | ||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | 0,83 | 0,0510 | 0,0510 | |||
| US021466AA50 / ALTERNATIVE LOAN TRUST 2006-HY11 SER 2006-HY11 CL A1 V/R REGD 1.82800000 | 0,82 | -1,08 | 0,0506 | -0,0019 | ||
| US05401AAR23 / Avolon Holdings Funding Ltd | 0,82 | 1,48 | 0,0505 | -0,0006 | ||
| SPTR TRS EQUITY SOFR+50 TOR / DE (000000000) | 0,82 | 0,0503 | 0,0503 | |||
| SPTR TRS EQUITY SOFR+55 RBC / DE (000000000) | 0,82 | 0,0502 | 0,0502 | |||
| SPTR TRS EQUITY SOFR+55 RBC / DE (000000000) | 0,82 | 0,0502 | 0,0502 | |||
| US17313QAL23 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA | 0,81 | -3,82 | 0,0496 | -0,0034 | ||
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2024 FL14 A 144A / ABS-CBDO (US55416AAA79) | 0,80 | 0,25 | 0,0494 | -0,0012 | ||
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2024 FL14 A 144A / ABS-CBDO (US55416AAA79) | 0,80 | 0,25 | 0,0494 | -0,0012 | ||
| FREDDIE MAC FHR 5557 FM / ABS-MBS (US3137HLZ217) | 0,80 | 0,0492 | 0,0492 | |||
| US83611MEV63 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2005 2 M6 | 0,78 | -24,37 | 0,0478 | -0,0171 | ||
| FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2024 1 A2 144A / ABS-O (US35105AAB35) | 0,77 | -21,88 | 0,0474 | -0,0150 | ||
| FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2024 1 A2 144A / ABS-O (US35105AAB35) | 0,77 | -21,88 | 0,0474 | -0,0150 | ||
| US23246BAK70 / Countrywide Asset-Backed Certificates | 0,77 | -2,67 | 0,0471 | -0,0026 | ||
| US03072SC608 / Asset-Backed Pass-Through Certificates Series 2005-R4 | 0,76 | 0,40 | 0,0468 | -0,0011 | ||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 3 A 144A / ABS-O (US69547XAA00) | 0,76 | -16,56 | 0,0465 | -0,0107 | ||
| US03072SPL33 / AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R2 M4 | 0,76 | 0,40 | 0,0465 | -0,0011 | ||
| US89177HAA05 / Towd Point Mortgage Trust, Series 2019-HY2, Class A1 | 0,75 | -7,15 | 0,0463 | -0,0049 | ||
| US74923GAC78 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA1 A3 | 0,75 | -1,71 | 0,0460 | -0,0021 | ||
| US3132XVJ382 / FED HM LN PC POOL Q52981 FG 12/47 FIXED 4 | 0,75 | -0,40 | 0,0459 | -0,0014 | ||
| US83207DAB47 / SMB 23-C A1B 144A (SOFR30A+155) FRN 11-15-52/10-17-33 | 0,75 | -5,93 | 0,0458 | -0,0042 | ||
| FIRST HELP FINANCIAL LLC FHF 2024 2A A2 144A / ABS-O (US30336NAC56) | 0,73 | -15,31 | 0,0449 | -0,0095 | ||
| US46628TAA97 / JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WMC2 A1 | 0,72 | -1,50 | 0,0445 | -0,0019 | ||
| RFR USD SOFR/3.70000 02/20/24-25Y LCH / DIR (EZRM7DK4X894) | 0,72 | 54,72 | 0,0444 | 0,0149 | ||
| US23243HAA95 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 24 1A | 0,71 | -5,84 | 0,0437 | -0,0040 | ||
| RY.PRM / Royal Bank of Canada - Preferred Stock | 0,71 | 0,57 | 0,0437 | -0,0009 | ||
| FNMA POOL AX2488 FN 10/44 FIXED 4 / ABS-MBS (US3138Y3XS57) | 0,71 | 0,0436 | 0,0436 | |||
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A3 144A / ABS-O (US30336CAE57) | 0,71 | -0,14 | 0,0436 | -0,0013 | ||
| US87264ACQ67 / T-Mobile USA Inc | 0,71 | 1,88 | 0,0434 | -0,0003 | ||
| SCE.PRK / SCE Trust V - Preferred Security | 0,70 | 0,00 | 0,0433 | -0,0011 | ||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 0,70 | 1,15 | 0,0432 | -0,0006 | ||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A3 144A / ABS-O (US96043RAD98) | 0,70 | -0,14 | 0,0431 | -0,0012 | ||
| FANNIE MAE FNR 2025 54 FM / ABS-MBS (US3136BWNW23) | 0,70 | 0,0431 | 0,0431 | |||
| US41162DAA72 / HarborView Mortgage Loan Trust 2006-12 | 0,70 | -1,27 | 0,0429 | -0,0017 | ||
| US345397B280 / FORD MTR CR CO LLC 3.375% 11/13/2025 | 0,70 | 0,58 | 0,0428 | -0,0009 | ||
| US36245DAD21 / GSAMP TRUST GSAMP 2006 FM2 A2C | 0,69 | -0,58 | 0,0424 | -0,0014 | ||
| US61751TAB52 / Morgan Stanley Mortgage Loan Trust 2007-2AX | 0,69 | -3,23 | 0,0424 | -0,0026 | ||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | 0,68 | 0,0417 | 0,0417 | |||
| SPTR TRS EQUITY SOFR+53 RBC / DE (000000000) | 0,67 | 0,0411 | 0,0411 | |||
| 317U7IQA6 PIMCO SWAPTION 3.75 CALL USD 2025103 / DIR (000000000) | 0,67 | 0,0410 | 0,0410 | |||
| US61748BAC81 / MORGAN STANLEY CAPITAL INC MSAC 2006 HE4 A3 | 0,66 | -2,37 | 0,0405 | -0,0021 | ||
| XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV | 0,66 | 0,0404 | 0,0404 | |||
| CDX HY43 5Y ICE / DCR (EZ4J83TSRL27) | 0,64 | -40,86 | 0,0396 | -0,0292 | ||
| US07274EAK91 / BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.375% 11-21-30 | 0,64 | 1,43 | 0,0392 | -0,0005 | ||
| US46651QAA58 / JP Morgan Chase Commercial Mortgage Securities Trust 2019-FL12 | 0,63 | -1,87 | 0,0388 | -0,0018 | ||
| US288542AA12 / ELLINGTON LOAN ACQUISITION TRUST 2007-1 SER 2007-1 CL A1 V/R REGD 144A P/P 2.80800000 | 0,63 | -5,83 | 0,0388 | -0,0035 | ||
| US76088LAA61 / RPM_21-2A | 0,62 | -13,33 | 0,0384 | -0,0071 | ||
| US76088TAA97 / RPM 22-3 A 144A 5.38% 11-25-30 | 0,62 | -43,77 | 0,0383 | -0,0317 | ||
| US76089EAA10 / RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 1A A 144A | 0,62 | -12,04 | 0,0382 | -0,0064 | ||
| US43732VAT35 / Home Partners of America 2021-2 Trust | 0,62 | -4,76 | 0,0382 | -0,0030 | ||
| US14687TAD90 / Carvana Auto Receivables Trust FRN, due 01/10/27 | 0,62 | -40,99 | 0,0381 | -0,0282 | ||
| MORGAN STANLEY BANK NA MORGAN STANLEY BANK NA / DBT (US61690U8B93) | 0,61 | 0,16 | 0,0377 | -0,0009 | ||
| US073871AC90 / BEAR STEARNS ALT A TRUST BALTA 2006 4 12A1 | 0,61 | -3,02 | 0,0375 | -0,0022 | ||
| FCT / Fincantieri S.p.A. | 0,61 | 0,0375 | 0,0375 | |||
| US38122NB769 / GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/46 FIXED 3 | 0,61 | -12,81 | 0,0373 | -0,0066 | ||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 0,60 | 0,33 | 0,0372 | -0,0009 | ||
| UNITED AIR 2024 1 AA PTT PASS THRU CE 08/38 5.45 / DBT (US90932WAA18) | 0,60 | 0,17 | 0,0370 | -0,0009 | ||
| UNITED AIR 2024 1 AA PTT PASS THRU CE 08/38 5.45 / DBT (US90932WAA18) | 0,60 | 0,17 | 0,0370 | -0,0009 | ||
| US12669HAA77 / Countrywide Asset-Backed Certificates | 0,59 | -0,17 | 0,0365 | -0,0010 | ||
| US17312EAA47 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC3 A1 144A | 0,59 | -1,51 | 0,0363 | -0,0015 | ||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 2A ARV 144A / ABS-CBDO (US03329LAS07) | 0,59 | 1,20 | 0,0362 | -0,0005 | ||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 2A ARV 144A / ABS-CBDO (US03329LAS07) | 0,59 | 1,20 | 0,0362 | -0,0005 | ||
| US69359QAA22 / PRET 2021-RN4 LLC | 0,59 | -3,61 | 0,0362 | -0,0023 | ||
| US03329TAG94 / Anchorage Credit Funding 4 Ltd. | 0,57 | 2,70 | 0,0351 | -0,0000 | ||
| SPTR TRS EQUITY FEDL01+76 CIB / DE (000000000) | 0,56 | 0,0346 | 0,0346 | |||
| US32029AAA51 / FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF18 A1 | 0,56 | -4,27 | 0,0344 | -0,0025 | ||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | 0,56 | 0,0342 | 0,0342 | |||
| ASCENT EDUCATION FUNDING TRUST ASCNT 2024 A A 144A / ABS-O (US04362VAA35) | 0,55 | -6,52 | 0,0336 | -0,0033 | ||
| 44JQ / InterContinental Hotels Group PLC - Corporate Bond/Note | 0,53 | 7,46 | 0,0328 | 0,0014 | ||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | 0,53 | 0,0327 | 0,0327 | |||
| SPTR TRS EQUITY SOFR+40 GST / DE (000000000) | 0,53 | 0,0324 | 0,0324 | |||
| SPTR TRS EQUITY SOFR+42 GST / DE (000000000) | 0,53 | 0,0323 | 0,0323 | |||
| SPTR TRS EQUITY SOFR+42 GST / DE (000000000) | 0,53 | 0,0323 | 0,0323 | |||
| SPTR TRS EQUITY SOFR+43 CBK / DE (000000000) | 0,53 | 0,0323 | 0,0323 | |||
| RFR USD SOFR/3.00000 06/21/23-7Y CME / DIR (EZWF2F56KP17) | 0,52 | -57,32 | 0,0320 | -0,0449 | ||
| RFR USD SOFR/3.00000 06/21/23-7Y CME / DIR (EZWF2F56KP17) | 0,52 | -57,32 | 0,0320 | -0,0449 | ||
| IRS AUD 4.50000 06/18/25-10Y LCH / DIR (EZ3K0DGVSD24) | 0,51 | 0,0315 | 0,0315 | |||
| IRS AUD 4.50000 06/18/25-10Y LCH / DIR (EZ3K0DGVSD24) | 0,51 | 0,0315 | 0,0315 | |||
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A4 144A / ABS-O (US30336CAG06) | 0,51 | 0,39 | 0,0315 | -0,0007 | ||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P1 A2 144A / ABS-O (US14688NAB55) | 0,51 | -51,80 | 0,0313 | -0,0354 | ||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A3 144A / ABS-O (US14687RAC51) | 0,50 | -0,40 | 0,0310 | -0,0010 | ||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A3 144A / ABS-O (US78435VAC63) | 0,50 | 0,00 | 0,0309 | -0,0009 | ||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A3 144A / ABS-O (US78435VAC63) | 0,50 | 0,00 | 0,0309 | -0,0009 | ||
| XS0194143532 / SLM Student Loan Trust, Series 2004-5X, Class A6 | 0,50 | 5,30 | 0,0306 | 0,0007 | ||
| US345397A860 / Ford Motor Credit Co LLC | 0,49 | 1,04 | 0,0301 | -0,0004 | ||
| 01626P148 / Alimentation Couche-Tard Inc | 0,49 | 0,0300 | 0,0300 | |||
| US64032PAB85 / Nelnet Student Loan Trust 2023-A | 0,48 | -8,17 | 0,0298 | -0,0035 | ||
| US64032PAA03 / Nelnet Student Loan Trust, Series 2023-AA, Class AFL | 0,48 | -8,27 | 0,0294 | -0,0035 | ||
| US12670FAE07 / COUNTRYWIDE ASSET-BACKED CERTIFICATES SER 2007-9 CL 2A4 V/R REGD 1.95800000 | 0,47 | -2,30 | 0,0288 | -0,0015 | ||
| 952NPKII9 / CREDIT SUISSE GROUP AG COCO JR SUB 144A | 0,47 | 0,00 | 0,0288 | -0,0008 | ||
| US251526CD98 / Deutsche Bank AG/New York NY | 0,47 | 1,74 | 0,0288 | -0,0003 | ||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A2B / ABS-O (US14319FAC77) | 0,47 | -30,13 | 0,0287 | -0,0135 | ||
| US033295AA45 / Anchorage Credit Funding 14 Ltd., Series 2021-14A, Class A | 0,47 | -0,43 | 0,0287 | -0,0009 | ||
| US040104LB54 / ARGENT SECURITIES INC. ARSI 2004 W9 M1 | 0,46 | -6,85 | 0,0284 | -0,0029 | ||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2018 6A A 144A / ABS-CBDO (US03330LAA61) | 0,45 | -6,78 | 0,0280 | -0,0028 | ||
| CDX IG43 5Y ICE / DCR (EZ10N17RBN04) | 0,45 | -84,73 | 0,0279 | -0,1595 | ||
| CDX IG43 5Y ICE / DCR (EZ10N17RBN04) | 0,45 | -84,73 | 0,0279 | -0,1595 | ||
| PRESTIGE AUTO RECEIVABLES TRUS PART 2024 1A A2 144A / ABS-O (US74113QAC50) | 0,45 | -63,14 | 0,0279 | -0,0498 | ||
| PRESTIGE AUTO RECEIVABLES TRUS PART 2024 1A A2 144A / ABS-O (US74113QAC50) | 0,45 | -63,14 | 0,0279 | -0,0498 | ||
| PROLOGIS LP SR UNSECURED 02/33 4.2 / DBT (CA74340XCP48) | 0,44 | 5,73 | 0,0273 | 0,0008 | ||
| US31418CS476 / Fannie Mae Pool | 0,44 | -1,78 | 0,0272 | -0,0012 | ||
| US61753VAC63 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE4 A2B | 0,44 | -1,35 | 0,0270 | -0,0011 | ||
| US41161PLR28 / HARBORVIEW MORTGAGE LOAN TRUST 2005-2 SER 2005-2 CL 2A1A V/R REGD 2.17325000 | 0,44 | -4,79 | 0,0269 | -0,0021 | ||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 1 A 144A / ABS-O (US69548AAA97) | 0,43 | -18,34 | 0,0266 | -0,0068 | ||
| TREASURY BILL 10/25 0.00000 / DBT (US912797RD17) | 0,43 | 0,0265 | 0,0265 | |||
| US715638CE05 / REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94 | 0,42 | 6,85 | 0,0259 | 0,0010 | ||
| US48251JAL70 / KKR CLO 18 Ltd | 0,42 | -32,64 | 0,0259 | -0,0136 | ||
| FCT / Fincantieri S.p.A. | 0,41 | 0,98 | 0,0255 | -0,0004 | ||
| FCT / Fincantieri S.p.A. | 0,41 | 0,98 | 0,0255 | -0,0004 | ||
| S1MF34 / Sumitomo Mitsui Financial Group, Inc. - Depositary Receipt (Common Stock) | 0,41 | 0,73 | 0,0254 | -0,0005 | ||
| S1MF34 / Sumitomo Mitsui Financial Group, Inc. - Depositary Receipt (Common Stock) | 0,41 | 0,73 | 0,0254 | -0,0005 | ||
| F+G GLOBAL FUNDING SECURED 144A 01/30 5.875 / DBT (US30321L2J09) | 0,41 | 0,98 | 0,0253 | -0,0004 | ||
| F+G GLOBAL FUNDING SECURED 144A 01/30 5.875 / DBT (US30321L2J09) | 0,41 | 0,98 | 0,0253 | -0,0004 | ||
| GA GLOBAL FUNDING TRUST SR SECURED 144A 04/32 5.5 / DBT (US36143L2T17) | 0,41 | 0,74 | 0,0250 | -0,0004 | ||
| US404280DZ92 / HSBC HOLDINGS PLC REGD V/R 5.88700000 | 0,41 | -0,25 | 0,0250 | -0,0007 | ||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A3 / ABS-O (US14319FAD50) | 0,40 | 0,00 | 0,0249 | -0,0007 | ||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A3 / ABS-O (US14319FAD50) | 0,40 | 0,00 | 0,0249 | -0,0007 | ||
| TRICOLOR AUTO SECURITIZATION T TAST 2024 1A A 144A / ABS-O (US89616LAA08) | 0,40 | -43,38 | 0,0248 | -0,0201 | ||
| GLP CAPITAL LP / FIN II GLP CAPITAL LP / FIN II / DBT (US361841AT63) | 0,40 | 1,27 | 0,0245 | -0,0003 | ||
| US36179QUQ27 / GNMA II POOL MA2391 G2 11/44 FLOATING VAR | 0,40 | -0,50 | 0,0244 | -0,0008 | ||
| US45262BAB99 / IMPERIAL BRANDS FIN PLC REGD 144A P/P 3.50000000 | 0,40 | 0,25 | 0,0243 | -0,0006 | ||
| US3128MJ2X72 / Freddie Mac Gold Pool | 0,39 | -2,24 | 0,0242 | -0,0012 | ||
| US14686RAA05 / Carvana Auto Receivables Trust 2023-N3 | 0,38 | -52,42 | 0,0236 | -0,0273 | ||
| US03330EAJ38 / Anchorage Credit Funding 3 Ltd. | 0,38 | 0,80 | 0,0233 | -0,0004 | ||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARV 144A / ABS-CBDO (US033296AG97) | 0,38 | -0,79 | 0,0233 | -0,0008 | ||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARE 144A / ABS-CBDO (US033296AS36) | 0,38 | -0,79 | 0,0233 | -0,0008 | ||
| ROMARK CREDIT FUNDING, LTD. RCF 2021 2A A 144A / ABS-CBDO (US77588JAA43) | 0,38 | 1,08 | 0,0231 | -0,0004 | ||
| US03290AAA88 / Anchorage Credit Funding Ltd. | 0,38 | 1,08 | 0,0231 | -0,0003 | ||
| US36245YAC84 / GSAMP Trust 2007-H1 | 0,37 | -1,84 | 0,0230 | -0,0011 | ||
| M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A2 144A / ABS-O (US55286TAB17) | 0,37 | -36,52 | 0,0229 | -0,0141 | ||
| M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A2 144A / ABS-O (US55286TAB17) | 0,37 | -36,52 | 0,0229 | -0,0141 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0,36 | 0,0221 | 0,0221 | |||
| TREASURY BILL 08/25 0.00000 / DBT (US912797PQ48) | 0,35 | 0,0218 | 0,0218 | |||
| TREASURY BILL 08/25 0.00000 / DBT (US912797PQ48) | 0,35 | 0,0218 | 0,0218 | |||
| CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A 03/45 9.7 / DBT (US224939AB41) | 0,35 | 0,0218 | 0,0218 | |||
| CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A 03/45 9.7 / DBT (US224939AB41) | 0,35 | 0,0218 | 0,0218 | |||
| US91680YAY77 / UPSTART STRUCTURED PASS THROUG USPTT 2022 2A A 144A | 0,35 | -18,41 | 0,0216 | -0,0055 | ||
| US04542BHM72 / ASSET BACKED FUNDING CERTIFICA ABFC 2004 FF1 M1 | 0,35 | -3,06 | 0,0214 | -0,0013 | ||
| US31418CUA07 / Fannie Mae Pool | 0,34 | -1,74 | 0,0209 | -0,0009 | ||
| 952NPG006 / CREDIT SUISSE GROUP AG JR SUB 144A | 0,34 | 0,00 | 0,0207 | -0,0006 | ||
| US31418CXM18 / Fannie Mae Pool | 0,32 | -1,83 | 0,0198 | -0,0009 | ||
| US3132XWE647 / Freddie Mac Gold Pool | 0,32 | -0,93 | 0,0197 | -0,0007 | ||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 7A A 144A / ABS-CBDO (US03331FAA84) | 0,32 | -14,25 | 0,0197 | -0,0038 | ||
| US61755CAB81 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A2 | 0,31 | -1,87 | 0,0194 | -0,0009 | ||
| US07325QAA31 / BFAT 2007-SR1A V/R 03/25/37 2.92663000 | 0,31 | -0,96 | 0,0191 | -0,0007 | ||
| US30212PBK03 / Expedia Group Inc | 0,30 | 0,67 | 0,0185 | -0,0004 | ||
| US61750MAF23 / MORGAN STANLEY CAPITAL INC MSAC 2006 HE7 A2D | 0,30 | -2,91 | 0,0185 | -0,0010 | ||
| PCG.PRD / Pacific Gas and Electric Company - Preferred Stock | 0,30 | -1,00 | 0,0183 | -0,0007 | ||
| CENTERBRIDGE CREDIT FUNDING LT CBCF 2021 1A A 144A / ABS-CBDO (US15186PAA66) | 0,29 | 1,41 | 0,0178 | -0,0002 | ||
| US3140H37E09 / Fannie Mae Pool | 0,28 | -2,07 | 0,0175 | -0,0008 | ||
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 8A A 144A / ABS-CBDO (US03331XAA90) | 0,28 | 1,07 | 0,0175 | -0,0003 | ||
| SPTR TRS EQUITY FEDL01+72 RBC / DE (000000000) | 0,28 | 0,0172 | 0,0172 | |||
| SPTR TRS EQUITY FEDL01+72 RBC / DE (000000000) | 0,28 | 0,0172 | 0,0172 | |||
| US404280CH04 / HSBC Holdings PLC | 0,27 | 1,86 | 0,0169 | -0,0002 | ||
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 1A A2 144A / ABS-O (US37988XAB10) | 0,27 | -15,74 | 0,0168 | -0,0036 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0,27 | 0,0168 | 0,0168 | |||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 0,27 | 0,0167 | 0,0167 | |||
| AU3FN0029609 / AAI Ltd | 0,25 | 0,00 | 0,0156 | -0,0004 | ||
| AU3FN0029609 / AAI Ltd | 0,25 | 0,00 | 0,0156 | -0,0004 | ||
| RFR USD SOFR/4.0535* 09/02/25-27Y* LCH / DIR (EZRQXB0T6JR0) | 0,25 | 0,0156 | 0,0156 | |||
| RFR USD SOFR/4.0535* 09/02/25-27Y* LCH / DIR (EZRQXB0T6JR0) | 0,25 | 0,0156 | 0,0156 | |||
| VITALITY RE XVI LTD UNSECURED 144A 01/30 VAR / DBT (US92849FAA66) | 0,25 | 0,00 | 0,0154 | -0,0004 | ||
| US751152AB50 / RALI 2006 QA7 2A1 | 0,24 | -3,56 | 0,0150 | -0,0010 | ||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 A2 144A / ABS-O (US14687VAB80) | 0,24 | -38,66 | 0,0146 | -0,0099 | ||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 A2 144A / ABS-O (US14687VAB80) | 0,24 | -38,66 | 0,0146 | -0,0099 | ||
| FCT / Fincantieri S.p.A. | 0,24 | 10,28 | 0,0145 | 0,0009 | ||
| FCT / Fincantieri S.p.A. | 0,24 | 10,28 | 0,0145 | 0,0009 | ||
| BOF URSA FUNDING BVABS 2024 SN1 A2 144A / ABS-O (US072926AB49) | 0,23 | -59,93 | 0,0144 | -0,0225 | ||
| US362341ZE23 / GSAMP TRUST GSAMP 2005 HE5 M4 | 0,23 | -7,87 | 0,0144 | -0,0017 | ||
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A2A 144A / ABS-O (US17331QAB23) | 0,23 | -57,48 | 0,0144 | -0,0203 | ||
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A2A 144A / ABS-O (US17331QAB23) | 0,23 | -57,48 | 0,0144 | -0,0203 | ||
| US3140H1FD75 / FNMA POOL BJ0163 FN 12/47 FIXED 3.5 | 0,23 | -0,43 | 0,0142 | -0,0005 | ||
| RFR USD SOFR/4.04638 09/02/25-27Y* LCH / DIR (EZRQXB0T6JR0) | 0,23 | 0,0141 | 0,0141 | |||
| RFR USD SOFR/4.04638 09/02/25-27Y* LCH / DIR (EZRQXB0T6JR0) | 0,23 | 0,0141 | 0,0141 | |||
| US31418CYL26 / Federal National Mortgage Association | 0,22 | -2,19 | 0,0137 | -0,0007 | ||
| SPTR TRS EQUITY SOFR+62 RBC / DE (000000000) | 0,22 | 0,0136 | 0,0136 | |||
| BOUGHT TWD SOLD USD 20250709 / DFE (000000000) | 0,22 | 0,0136 | 0,0136 | |||
| BOUGHT TWD SOLD USD 20250709 / DFE (000000000) | 0,22 | 0,0136 | 0,0136 | |||
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A2A 144A / ABS-O (US96043RAB33) | 0,22 | -66,51 | 0,0134 | -0,0277 | ||
| US16165AAD63 / CHASEFLEX TRUST CFLX 2007 3 2A1 | 0,22 | -0,46 | 0,0134 | -0,0004 | ||
| US00764SAC89 / AEGIS ASSET BACKED SECURITIES AABST 2006 1 A3 | 0,21 | -1,39 | 0,0131 | -0,0006 | ||
| US07274EAM57 / BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.875% 11-21-53 | 0,21 | 2,91 | 0,0131 | 0,0000 | ||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 0,21 | 0,49 | 0,0128 | -0,0002 | ||
| US345397C353 / Ford Motor Credit Co LLC | 0,21 | 0,00 | 0,0128 | -0,0003 | ||
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A2A / ABS-O (US14319FAB94) | 0,21 | -30,30 | 0,0128 | -0,0060 | ||
| 952NPL005 / CREDIT SUISSE GROUP AG COCO JR SUB 144A | 0,20 | 0,00 | 0,0125 | -0,0003 | ||
| US07274EAH62 / Bayer US Finance LLC | 0,20 | 0,00 | 0,0125 | -0,0004 | ||
| US345397D260 / Ford Motor Credit Co LLC | 0,20 | -0,49 | 0,0125 | -0,0004 | ||
| US345397C437 / Ford Motor Credit Co LLC | 0,20 | -0,50 | 0,0124 | -0,0004 | ||
| HYUNDAI CAPITAL AMERICA HYUNDAI CAPITAL AMERICA / DBT (US44891ADA25) | 0,20 | 0,00 | 0,0124 | -0,0003 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0,20 | 0,0122 | 0,0122 | |||
| US31418CZG22 / Federal National Mortgage Association | 0,20 | -1,51 | 0,0121 | -0,0005 | ||
| US345397B777 / Ford Motor Credit Co LLC | 0,19 | 1,04 | 0,0120 | -0,0002 | ||
| US694308HW04 / PACIFIC GAS + ELECTRIC SR UNSECURED 12/27 3.3 | 0,19 | 1,05 | 0,0119 | -0,0002 | ||
| US345397B512 / Ford Motor Credit Co LLC | 0,19 | 1,08 | 0,0115 | -0,0002 | ||
| US452024GT30 / Illinois Municipal Electric Agency | 0,18 | 2,22 | 0,0114 | -0,0001 | ||
| TREASURY BILL 08/25 0.00000 / DBT (US912797QK68) | 0,18 | 0,0113 | 0,0113 | |||
| TREASURY BILL 08/25 0.00000 / DBT (US912797QK68) | 0,18 | 0,0113 | 0,0113 | |||
| US31398GUJ65 / FANNIE MAE FNR 2009 106 FA | 0,18 | -5,21 | 0,0112 | -0,0009 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0,18 | 0,0112 | 0,0112 | |||
| US59020USJ50 / MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLMI MLMI 2005-A2 A2 | 0,18 | -3,74 | 0,0111 | -0,0007 | ||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0,17 | 0,0103 | 0,0103 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0,17 | 0,0103 | 0,0103 | |||
| US36241KZ350 / Ginnie Mae I Pool | 0,16 | -1,81 | 0,0101 | -0,0004 | ||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A2 144A / ABS-O (US78435VAB80) | 0,16 | -72,29 | 0,0096 | -0,0260 | ||
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A2 144A / ABS-O (US78435VAB80) | 0,16 | -72,29 | 0,0096 | -0,0260 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0,15 | 0,0092 | 0,0092 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0,15 | 0,0092 | 0,0092 | |||
| RFR USD SOFR/3.50000 12/20/23-10Y CME / DIR (EZ4G8FZQ8LF2) | 0,15 | -34,80 | 0,0091 | -0,0052 | ||
| RFR USD SOFR/3.25000 06/21/23-5Y CME / DIR (EZ628FWCQP43) | 0,14 | -82,33 | 0,0085 | -0,0409 | ||
| RFR USD SOFR/3.25000 06/21/23-5Y CME / DIR (EZ628FWCQP43) | 0,14 | -82,33 | 0,0085 | -0,0409 | ||
| US45661VAA44 / IndyMac INDX Mortgage Loan Trust 2006-AR12 | 0,13 | -2,19 | 0,0082 | -0,0004 | ||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0,13 | 0,0082 | 0,0082 | |||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0,13 | 0,0082 | 0,0082 | |||
| ZCS BRL 13.3537 05/12/25-01/02/29 CME / DIR (EZSPJ72GL6V3) | 0,13 | 0,0082 | 0,0082 | |||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0,13 | 0,0079 | 0,0079 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0,12 | 0,0076 | 0,0076 | |||
| US36295QK827 / Ginnie Mae I Pool | 0,12 | -6,15 | 0,0075 | -0,0007 | ||
| US31418CWS96 / Fannie Mae Pool | 0,12 | -1,65 | 0,0074 | -0,0004 | ||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0,12 | 0,0071 | 0,0071 | |||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0,12 | 0,0071 | 0,0071 | |||
| SPTR TRS EQUITY FEDL01+70 RBC / DE (000000000) | 0,11 | 0,0069 | 0,0069 | |||
| US18085PMT83 / CLARK CNTY NV ARPT REVENUE | 0,11 | -1,77 | 0,0069 | -0,0003 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0,11 | 0,0068 | 0,0068 | |||
| US46630GAR65 / JP Morgan Mortgage Trust, Series 2007-A1, Class 5A1 | 0,11 | -4,42 | 0,0067 | -0,0005 | ||
| 952NPH004 / CREDIT SUISSE GROUP AG COCO JR SUB 144A | 0,11 | 0,00 | 0,0066 | -0,0002 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0,11 | 0,0066 | 0,0066 | |||
| US13077CTM63 / California State University | 0,11 | 0,96 | 0,0065 | -0,0001 | ||
| US694308KL02 / Pacific Gas and Electric Co | 0,10 | 0,00 | 0,0064 | -0,0002 | ||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 0,10 | 0,00 | 0,0062 | -0,0002 | ||
| US126680AA57 / Alternative Loan Trust 2007-OA7 | 0,10 | -0,99 | 0,0062 | -0,0002 | ||
| JACKSON NATL LIFE GLOBAL SECURED 144A 01/28 VAR / DBT (US46849CJN20) | 0,10 | 0,00 | 0,0062 | -0,0002 | ||
| JACKSON NATL LIFE GLOBAL SECURED 144A 01/28 VAR / DBT (US46849CJN20) | 0,10 | 0,00 | 0,0062 | -0,0002 | ||
| BOUGHT PEN SOLD USD 20250714 / DFE (000000000) | 0,10 | 0,0061 | 0,0061 | |||
| BOUGHT PEN SOLD USD 20250714 / DFE (000000000) | 0,10 | 0,0061 | 0,0061 | |||
| US466247K513 / JP Morgan Mortgage Trust 2006-A2 | 0,10 | -2,02 | 0,0060 | -0,0003 | ||
| BOUGHT PEN SOLD USD 20250703 / DFE (000000000) | 0,10 | 0,0060 | 0,0060 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0,09 | 0,0057 | 0,0057 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0,09 | 0,0057 | 0,0057 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0,09 | 0,0057 | 0,0057 | |||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | 0,09 | 0,0056 | 0,0056 | |||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0,09 | 0,0053 | 0,0053 | |||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0,09 | 0,0053 | 0,0053 | |||
| US251510DG50 / DEUTSCHE ALT A SECURITIES INC DBALT 2005 1 1A4 | 0,08 | -3,45 | 0,0052 | -0,0003 | ||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N1 A2 144A / ABS-O (US14687QAB95) | 0,08 | -67,72 | 0,0051 | -0,0110 | ||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N1 A2 144A / ABS-O (US14687QAB95) | 0,08 | -67,72 | 0,0051 | -0,0110 | ||
| US23292HAB78 / DLLAA 2023-1 LLC | 0,08 | -68,38 | 0,0050 | -0,0110 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0,07 | 0,0046 | 0,0046 | |||
| US07389QAN88 / BEAR STEARNS ASSET BACKED SECU BSABS 2007 SD1 22A1 | 0,07 | 0,00 | 0,0046 | -0,0001 | ||
| US31396XNT71 / FANNIE MAE FNR 2007 96 AF | 0,07 | -5,26 | 0,0045 | -0,0003 | ||
| US88522XAE13 / Thornburg Mortgage Securities Trust, Series 2007-3, Class 3A1 | 0,07 | -2,78 | 0,0043 | -0,0002 | ||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0,07 | 0,0043 | 0,0043 | |||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0,07 | 0,0043 | 0,0043 | |||
| XS0262719320 / GRIFONAS FINANCE PLC GRIF 1 A REGS | 0,07 | 9,52 | 0,0042 | 0,0002 | ||
| US31400YDJ29 / FANNIE MAE 4.841% 06/01/2033 FAR FNARM | 0,07 | -2,86 | 0,0042 | -0,0002 | ||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0,07 | 0,0042 | 0,0042 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0,07 | 0,0041 | 0,0041 | |||
| BOUGHT PEN SOLD USD 20250730 / DFE (000000000) | 0,07 | 0,0040 | 0,0040 | |||
| BOUGHT PEN SOLD USD 20250730 / DFE (000000000) | 0,07 | 0,0040 | 0,0040 | |||
| RFR USD SOFR/3.98235 12/02/24-2Y* LCH / DIR (EZ1P2MZR4KH2) | 0,06 | -50,81 | 0,0038 | -0,0041 | ||
| RFR USD SOFR/3.98235 12/02/24-2Y* LCH / DIR (EZ1P2MZR4KH2) | 0,06 | -50,81 | 0,0038 | -0,0041 | ||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0,06 | 0,0037 | 0,0037 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0,06 | 0,0036 | 0,0036 | |||
| US86359LPF03 / Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A3 | 0,06 | -13,64 | 0,0035 | -0,0007 | ||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0,06 | 0,0034 | 0,0034 | |||
| US36296JEM36 / GNMA POOL 692340 GN 02/39 FIXED 5 | 0,05 | -10,00 | 0,0034 | -0,0005 | ||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0,05 | 0,0033 | 0,0033 | |||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0,05 | 0,0032 | 0,0032 | |||
| EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF53) | 0,05 | 0,0032 | 0,0032 | |||
| EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF53) | 0,05 | 0,0032 | 0,0032 | |||
| US23245CAD20 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 1 2A3 | 0,05 | -63,31 | 0,0031 | -0,0056 | ||
| US86361KAC18 / STRUCTURED ASSET INVESTMENT LO SAIL 2006 BNC3 A3 | 0,05 | -28,57 | 0,0031 | -0,0013 | ||
| BANK OF AMERICA CORPORATION SNR S* ICE / DCR (EZJY8RTJK2L1) | 0,05 | -7,55 | 0,0030 | -0,0004 | ||
| US31397KC909 / Freddie Mac REMICS | 0,05 | -3,92 | 0,0030 | -0,0002 | ||
| US07386HSY89 / Bear Stearns ALT-A Trust 2005-4 | 0,05 | -2,00 | 0,0030 | -0,0001 | ||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0,05 | 0,0028 | 0,0028 | |||
| BOUGHT TRY SOLD USD 20250729 / DFE (000000000) | 0,05 | 0,0028 | 0,0028 | |||
| US126694S412 / COUNTRYWIDE ALTERNATIVE LOAN TRUST | 0,04 | 0,00 | 0,0027 | -0,0001 | ||
| US31394FHD06 / FNMA, Series 2005-79, Class NF | 0,04 | -4,44 | 0,0027 | -0,0002 | ||
| EZY2QJ3Z39M5 / CDX IG40 5Y ICE | 0,04 | 10,26 | 0,0027 | 0,0002 | ||
| RFR USD SOFR/4.09000 01/22/25-10Y LCH / DIR (EZFR659WJHH9) | 0,04 | 23,53 | 0,0026 | 0,0005 | ||
| RFR USD SOFR/4.09000 01/22/25-10Y LCH / DIR (EZFR659WJHH9) | 0,04 | 23,53 | 0,0026 | 0,0005 | ||
| EURO-BUXL 30Y BND SEP25 XEUR 20250908 / DIR (DE000F1NGF87) | 0,04 | 0,0026 | 0,0026 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0,04 | 0,0025 | 0,0025 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0,04 | 0,0024 | 0,0024 | |||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0,04 | 0,0023 | 0,0023 | |||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0,04 | 0,0023 | 0,0023 | |||
| US92925CDA71 / WaMu Mortgage Pass-Through Certificates Series 2006-AR3 Trust | 0,04 | -2,63 | 0,0023 | -0,0001 | ||
| US055682AC21 / BNC MORTGAGE LOAN TRUST BNCMT 2006 1 A3 | 0,04 | -66,02 | 0,0022 | -0,0044 | ||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0,03 | 0,0021 | 0,0021 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0,03 | 0,0021 | 0,0021 | |||
| EZ6MPW8FKYP3 / CDX EM36 ICE | 0,03 | 750,00 | 0,0021 | 0,0018 | ||
| EZG1MXP5KL27 / CDX IG41 5Y ICE | 0,03 | 13,79 | 0,0020 | 0,0002 | ||
| INF SWAP US IT 2.58125 05/16/25-5Y LCH / DIR (EZ4DL37DCX93) | 0,03 | 0,0019 | 0,0019 | |||
| US362341XE41 / GSR MORTGAGE LOAN TRUST GSR 2005 AR7 5A1 | 0,03 | 0,00 | 0,0019 | -0,0001 | ||
| US36241KYZ55 / Ginnie Mae I Pool | 0,03 | 0,00 | 0,0018 | -0,0001 | ||
| US31397KL827 / Freddie Mac REMICS | 0,03 | -6,45 | 0,0018 | -0,0002 | ||
| RFR USD SOFR/4.10000 01/21/25-10Y LCH / DIR (EZ7J947QTC64) | 0,03 | 28,57 | 0,0017 | 0,0003 | ||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0,03 | 0,0017 | 0,0017 | |||
| US3137ADX446 / FREDDIE MAC FHR 3898 AF | 0,03 | -7,14 | 0,0016 | -0,0001 | ||
| US36296JFP57 / GNMA POOL 692374 GN 02/39 FIXED 5 | 0,03 | 0,00 | 0,0016 | -0,0001 | ||
| RFR USD SOFR/4.07100 01/15/25-10Y LCH / DIR (EZZWCBP8MVY9) | 0,03 | 31,58 | 0,0015 | 0,0003 | ||
| RFR USD SOFR/4.07100 01/15/25-10Y LCH / DIR (EZZWCBP8MVY9) | 0,03 | 31,58 | 0,0015 | 0,0003 | ||
| US31397KE319 / FHLMC, Series 3360, Class FC | 0,02 | -4,00 | 0,0015 | -0,0001 | ||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0,02 | 0,0015 | 0,0015 | |||
| RFR USD SOFR/3.88000 01/13/25-10Y LCH / DIR (EZB2C5X6RDC5) | 0,02 | 84,62 | 0,0015 | 0,0006 | ||
| RFR USD SOFR/3.23200 09/10/24-10Y LCH / DIR (EZ7VRSSQ00Z9) | 0,02 | -11,54 | 0,0015 | -0,0002 | ||
| RFR GBP SONIO/4.32000 10/20/23-10Y LCH / DIR (EZ49Z4HPK8R0) | 0,02 | 130,00 | 0,0015 | 0,0008 | ||
| RFR GBP SONIO/4.32000 10/20/23-10Y LCH / DIR (EZ49Z4HPK8R0) | 0,02 | 130,00 | 0,0015 | 0,0008 | ||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0,02 | 0,0015 | 0,0015 | |||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0,02 | 0,0015 | 0,0015 | |||
| RFR USD SOFR/3.93300 01/06/25-10Y LCH / DIR (EZK6LHB5L486) | 0,02 | 53,33 | 0,0014 | 0,0004 | ||
| RFR USD SOFR/3.93300 01/06/25-10Y LCH / DIR (EZK6LHB5L486) | 0,02 | 53,33 | 0,0014 | 0,0004 | ||
| US3620A3S884 / Ginnie Mae I Pool | 0,02 | 0,00 | 0,0014 | -0,0001 | ||
| RFR USD SOFR/3.86000 11/14/24-10Y LCH / DIR (EZCMSCQLNL34) | 0,02 | 120,00 | 0,0014 | 0,0008 | ||
| RFR USD SOFR/3.86000 11/14/24-10Y LCH / DIR (EZCMSCQLNL34) | 0,02 | 120,00 | 0,0014 | 0,0008 | ||
| RFR USD SOFR/3.86000 11/14/24-10Y LCH / DIR (EZCMSCQLNL34) | 0,02 | 120,00 | 0,0014 | 0,0008 | ||
| US466247YH09 / JP Morgan Mortgage Trust 2005-A8 | 0,02 | -4,35 | 0,0014 | -0,0001 | ||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0,02 | 0,0013 | 0,0013 | |||
| EZZVSNMRWDZ0 / GENERAL ELECTRIC COMPANY SNR S* ICE | 0,02 | -22,22 | 0,0013 | -0,0004 | ||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0,02 | 0,0013 | 0,0013 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0,02 | 0,0013 | 0,0013 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0,02 | 0,0013 | 0,0013 | |||
| US31407CFW29 / FNMA POOL 826481 FN 07/35 FIXED 5.5 | 0,02 | 0,00 | 0,0012 | -0,0001 | ||
| TRT061124T11 / Turkey Government Bond | 0,02 | -4,76 | 0,0012 | -0,0001 | ||
| RFR USD SOFR/3.86600 11/14/24-10Y LCH / DIR (EZCMSCQLNL34) | 0,02 | 90,00 | 0,0012 | 0,0006 | ||
| US05951EAM93 / BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 4A1 | 0,02 | -5,00 | 0,0012 | -0,0001 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0,02 | 0,0012 | 0,0012 | |||
| US31394FAF27 / FANNIE MAE FNR 2005 75 AF | 0,02 | -5,00 | 0,0012 | -0,0001 | ||
| US31368HMV23 / Fannie Mae Pool | 0,02 | 0,00 | 0,0012 | -0,0001 | ||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0,02 | 0,0012 | 0,0012 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0,02 | 0,0011 | 0,0011 | |||
| RFR USD SOFR/3.89600 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0,02 | 157,14 | 0,0011 | 0,0006 | ||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0,02 | 0,0011 | 0,0011 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0,02 | 0,0010 | 0,0010 | |||
| BOUGHT KRW SOLD USD 20250710 / DFE (000000000) | 0,02 | 0,0010 | 0,0010 | |||
| BOUGHT KRW SOLD USD 20250710 / DFE (000000000) | 0,02 | 0,0010 | 0,0010 | |||
| US31414UZ928 / Fannie Mae Pool | 0,02 | 0,00 | 0,0010 | -0,0000 | ||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | 0,02 | 0,0010 | 0,0010 | |||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | 0,02 | 0,0010 | 0,0010 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0,02 | 0,0009 | 0,0009 | |||
| US31393XGV38 / FNMA, Series 2004-W2, Class 5AF | 0,02 | -6,25 | 0,0009 | -0,0001 | ||
| US59020UZ656 / MERRILL LYNCH MORTGAGE INVESTORS TRUST FRN 02/25/36 2005-A10 A | 0,01 | 0,00 | 0,0009 | -0,0000 | ||
| US863579VM76 / Structured Adjustable Rate Mortgage Loan Trust Series 2005-17 | 0,01 | -6,67 | 0,0009 | -0,0001 | ||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0,01 | 0,0009 | 0,0009 | |||
| US31349SNM16 / FED HM LN PC POOL 781296 FH 03/34 FLOATING VAR | 0,01 | -6,67 | 0,0009 | -0,0001 | ||
| CDX EM34 ICE / DCR (EZS59H4VYXZ5) | 0,01 | 366,67 | 0,0009 | 0,0007 | ||
| CDX EM34 ICE / DCR (EZS59H4VYXZ5) | 0,01 | 366,67 | 0,0009 | 0,0007 | ||
| OIS MXN TIIE1/8.27000 03/19/25-10Y* CME / DIR (EZCJCJ68DC78) | 0,01 | 0,0009 | 0,0009 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0,01 | 0,0009 | 0,0009 | |||
| RFR USD SOFR/3.97000 01/15/25-10Y LCH / DIR (EZZWCBP8MVY9) | 0,01 | -31,58 | 0,0008 | -0,0004 | ||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | 0,01 | 0,0008 | 0,0008 | |||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | 0,01 | 0,0008 | 0,0008 | |||
| SPTR TRS EQUITY SOFR+47 CIB / DE (000000000) | 0,01 | 0,0008 | 0,0008 | |||
| IRS EUR 2.40000 02/12/25-10Y LCH / DIR (EZNHC24BF987) | 0,01 | -18,75 | 0,0008 | -0,0002 | ||
| IRS EUR 2.40000 02/12/25-10Y LCH / DIR (EZNHC24BF987) | 0,01 | -18,75 | 0,0008 | -0,0002 | ||
| US36228F4P85 / GSR Mortgage Loan Trust 2004-7 | 0,01 | 0,00 | 0,0008 | -0,0000 | ||
| RFR USD SOFR/3.89000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0,01 | 71,43 | 0,0008 | 0,0003 | ||
| TRT061124T11 / Turkey Government Bond | 0,01 | 0,00 | 0,0008 | -0,0000 | ||
| US07386HVS74 / BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1 | 0,01 | 0,00 | 0,0008 | -0,0001 | ||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0,01 | 0,0007 | 0,0007 | |||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0,01 | 0,0007 | 0,0007 | |||
| RFR USD SOFR/3.84000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0,01 | 57,14 | 0,0007 | 0,0002 | ||
| RFR USD SOFR/3.84000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0,01 | 57,14 | 0,0007 | 0,0002 | ||
| SPTR TRS EQUITY FEDL01+64 TOR / DE (000000000) | 0,01 | 0,0007 | 0,0007 | |||
| SPTR TRS EQUITY FEDL01+64 TOR / DE (000000000) | 0,01 | 0,0007 | 0,0007 | |||
| SPTR TRS EQUITY FEDL01+68 CIB / DE (000000000) | 0,01 | 0,0007 | 0,0007 | |||
| RFR USD SOFR/3.47000 09/04/24-10Y LCH / DIR (EZSXZYY2VD17) | 0,01 | -21,43 | 0,0007 | -0,0002 | ||
| US31396WLX29 / Fannie Mae REMICS | 0,01 | 0,00 | 0,0007 | -0,0000 | ||
| US32051GQL22 / First Horizon Mortgage Pass-Through Trust 2005-AR3 | 0,01 | -9,09 | 0,0007 | -0,0000 | ||
| US542514HN71 / Long Beach Mortgage Loan Trust 2004-4 | 0,01 | -9,09 | 0,0007 | -0,0000 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0,01 | 0,0007 | 0,0007 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0,01 | 0,0007 | 0,0007 | |||
| RFR USD SOFR/4.01500 12/30/24-10Y LCH / DIR (EZVY5NK4YWD2) | 0,01 | 42,86 | 0,0007 | 0,0001 | ||
| RFR USD SOFR/4.01500 12/30/24-10Y LCH / DIR (EZVY5NK4YWD2) | 0,01 | 42,86 | 0,0007 | 0,0001 | ||
| RFR USD SOFR/3.75000 05/07/25-10Y LCH / DIR (EZ61ZS50J0P1) | 0,01 | 0,0006 | 0,0006 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0,01 | 0,0006 | 0,0006 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0,01 | 0,0006 | 0,0006 | |||
| RFR USD SOFR/3.85500 11/19/24-10Y LCH / DIR (EZVRNR667250) | 0,01 | 800,00 | 0,0006 | 0,0005 | ||
| RFR USD SOFR/3.85500 11/19/24-10Y LCH / DIR (EZVRNR667250) | 0,01 | 800,00 | 0,0006 | 0,0005 | ||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0,01 | 0,0006 | 0,0006 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0,01 | 0,0006 | 0,0006 | |||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0,01 | 0,0006 | 0,0006 | |||
| US3128M75R30 / Freddie Mac Gold Pool | 0,01 | 0,00 | 0,0006 | -0,0000 | ||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0,01 | 0,0006 | 0,0006 | |||
| US466247ZP16 / J.P. Morgan Mortgage Trust 2005-A1 | 0,01 | -11,11 | 0,0005 | -0,0000 | ||
| US07384MZV70 / BEAR STEARNS ARM TRUST 2003-8 BSARM 2003-8 4A1 | 0,01 | 0,00 | 0,0005 | -0,0000 | ||
| IRS EUR 2.45000 05/05/25-10Y LCH / DIR (EZCDFQCSBVM0) | 0,01 | 0,0005 | 0,0005 | |||
| US36296A6T61 / GNMA POOL 685882 GN 05/38 FIXED 5 | 0,01 | 0,00 | 0,0005 | -0,0000 | ||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0,01 | 0,0005 | 0,0005 | |||
| PEMEX LCDS SP DUB / DCR (000000000) | 0,01 | 0,0005 | 0,0005 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0,01 | 0,0005 | 0,0005 | |||
| US06051GDM87 / Banc of America Funding 2005-D Trust | 0,01 | 0,00 | 0,0005 | -0,0000 | ||
| US31397KZG92 / FREDDIE MAC FHR 3376 FD | 0,01 | -12,50 | 0,0005 | -0,0000 | ||
| RFR USD SOFR/3.85000 01/08/25-10Y LCH / DIR (EZKP2JSHK8F5) | 0,01 | 0,00 | 0,0005 | -0,0000 | ||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0,01 | 0,0005 | 0,0005 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0,01 | 0,0004 | 0,0004 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0,01 | 0,0004 | 0,0004 | |||
| RFR GBP SONIO/3.70000 03/28/24-10Y LCH / DIR (EZFCF73KNS79) | 0,01 | -41,67 | 0,0004 | -0,0003 | ||
| US362341XG98 / GSR Mortgage Loan Trust 2005-AR7 | 0,01 | -14,29 | 0,0004 | -0,0000 | ||
| EZGB6C4Y7HX0 / CDX HY40 5Y ICE | 0,01 | 20,00 | 0,0004 | 0,0001 | ||
| US362636AT94 / GSR Mortgage Loan Trust | 0,01 | 0,00 | 0,0004 | -0,0000 | ||
| ZCS BRL 13.32 05/08/25-01/02/29 CME / DIR (EZYLW2ZWVNG8) | 0,01 | 0,0004 | 0,0004 | |||
| ZCS BRL 13.32 05/08/25-01/02/29 CME / DIR (EZYLW2ZWVNG8) | 0,01 | 0,0004 | 0,0004 | |||
| US31406LHL53 / FNMA POOL 813035 FN 04/35 FIXED 5.5 | 0,01 | -14,29 | 0,0004 | -0,0001 | ||
| BOUGHT PEN SOLD USD 20251105 / DFE (000000000) | 0,01 | 0,0004 | 0,0004 | |||
| US92922F4M79 / WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust | 0,01 | 0,00 | 0,0004 | -0,0000 | ||
| BOUGHT TRY SOLD USD 20251217 / DFE (000000000) | 0,01 | 0,0004 | 0,0004 | |||
| US31403DAH26 / FNMA POOL 745308 FN 01/36 FLOATING VAR | 0,01 | 0,00 | 0,0003 | -0,0000 | ||
| US36292LCY83 / GNMA POOL 651787 GN 04/36 FIXED 5 | 0,01 | 0,00 | 0,0003 | -0,0000 | ||
| BARCLAYS BANK PLC SNR SE ICE / DCR (EZB88Z42LS80) | 0,01 | -16,67 | 0,0003 | -0,0001 | ||
| US929227LE40 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2002-AR2 SER 2002-AR2 CL A V/R REGD 2.37700000 | 0,01 | -16,67 | 0,0003 | -0,0000 | ||
| US12669GHG91 / COUNTRYWIDE HOME LOANS CWHL 2004 HYB9 1A1 | 0,01 | 0,00 | 0,0003 | -0,0000 | ||
| US12669E4A13 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2003 J2 A1 | 0,01 | -16,67 | 0,0003 | -0,0001 | ||
| US3128P7LU52 / FG 03/29 FIXED 4.5 | 0,01 | -16,67 | 0,0003 | -0,0001 | ||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0,01 | 0,0003 | 0,0003 | |||
| US31396WTU08 / Fannie Mae REMICS | 0,01 | 0,00 | 0,0003 | -0,0000 | ||
| BOUGHT BRL SOLD USD 20250804 / DFE (000000000) | 0,01 | 0,0003 | 0,0003 | |||
| US59020UL789 / Merrill Lynch Mortgage Capital Inc. | 0,01 | 0,00 | 0,0003 | -0,0000 | ||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0,01 | 0,0003 | 0,0003 | |||
| BOUGHT TRY SOLD USD 20250724 / DFE (000000000) | 0,00 | 0,0003 | 0,0003 | |||
| US31396L4R81 / FNMA, REMIC, Series 2006-118, Class A1 | 0,00 | 0,00 | 0,0003 | -0,0000 | ||
| US126670JY52 / COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 3A2A | 0,00 | 0,00 | 0,0003 | -0,0000 | ||
| IRS EUR 2.51000 04/09/25-10Y LCH / DIR (EZTHL4ZCB733) | 0,00 | 0,0003 | 0,0003 | |||
| IRS EUR 2.51000 04/09/25-10Y LCH / DIR (EZTHL4ZCB733) | 0,00 | 0,0003 | 0,0003 | |||
| US31395M2F53 / Freddie Mac Structured Pass-Through Certificates | 0,00 | 0,00 | 0,0003 | -0,0000 | ||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0,00 | 0,0003 | 0,0003 | |||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0,00 | 0,0003 | 0,0003 | |||
| IRS EUR 2.53000 04/23/25-10Y LCH / DIR (EZP376MT1B98) | 0,00 | 0,0003 | 0,0003 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0,00 | 0,0002 | 0,0002 | |||
| EZW8XKN63668 / GENERAL ELECTRIC COMPANY SNR S* ICE | 0,00 | -25,00 | 0,0002 | -0,0001 | ||
| US929227XB72 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2002-AR17 SER 2002-AR17 CL 1A V/R REGD 3.52644500 | 0,00 | 0,00 | 0,0002 | -0,0000 | ||
| IRS EUR 2.39000 10/01/24-10Y LCH / DIR (EZHK1QM5FKM1) | 0,00 | -85,00 | 0,0002 | -0,0011 | ||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0,00 | 0,0002 | 0,0002 | |||
| US17307GW795 / Citigroup Mortgage Loan Trust 2005-11 | 0,00 | 0,00 | 0,0002 | -0,0000 | ||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0,00 | 0,0002 | 0,0002 | |||
| US31410QK678 / FNMA POOL 894117 FN 10/36 FIXED 6.5 | 0,00 | 0,00 | 0,0002 | -0,0000 | ||
| US35729NAB10 / Fremont Home Loan Trust, Series 2006-E, Class 2A1 | 0,00 | 0,00 | 0,0002 | -0,0000 | ||
| RFR USD SOFR/3.86500 11/20/24-10Y LCH / DIR (EZZQZ45304B1) | 0,00 | 100,00 | 0,0002 | 0,0001 | ||
| BOUGHT PEN SOLD USD 20250711 / DFE (000000000) | 0,00 | 0,0002 | 0,0002 | |||
| BOUGHT PEN SOLD USD 20250711 / DFE (000000000) | 0,00 | 0,0002 | 0,0002 | |||
| US31405PRS10 / Fannie Mae Pool | 0,00 | 0,00 | 0,0002 | -0,0000 | ||
| US9393357P40 / WAMU 02-AR9 1A V/R 8/25/42 3.72644500 | 0,00 | 0,00 | 0,0001 | -0,0000 | ||
| BANK OF AMERICA CORPORATION SNR S* ICE / DCR (EZHYVHXCW214) | 0,00 | -33,33 | 0,0001 | -0,0001 | ||
| RFR USD SOFR/3.60500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0,00 | -33,33 | 0,0001 | -0,0001 | ||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | |||
| OIS MXN TIIE1/7.76000 04/09/25-4Y* CME / DIR (EZ8RRKWFNPF8) | 0,00 | 0,0001 | 0,0001 | |||
| OIS MXN TIIE1/7.76000 04/09/25-4Y* CME / DIR (EZ8RRKWFNPF8) | 0,00 | 0,0001 | 0,0001 | |||
| EZF7Y38CZFL5 / CDX EM38 ICE | 0,00 | -150,00 | 0,0001 | 0,0004 | ||
| US31402BTK07 / FANNIE MAE 3.693% 08/01/2033 FNMA ARM | 0,00 | 0,00 | 0,0001 | -0,0000 | ||
| IRS EUR 2.55000 04/16/25-10Y LCH / DIR (EZ15F0SX71M6) | 0,00 | 0,0001 | 0,0001 | |||
| US22540A7A01 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2001 HE17 A1 | 0,00 | 0,00 | 0,0001 | -0,0000 | ||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | |||
| IRS EUR 2.61000 03/24/25-10Y LCH / DIR (EZPS73SKDR02) | 0,00 | -150,00 | 0,0001 | 0,0003 | ||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | |||
| US31394VL730 / Fannie Mae REMICS | 0,00 | 0,00 | 0,0001 | -0,0000 | ||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | |||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | |||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | |||
| US31376KDU79 / FNMA POOL 357515 FN 03/34 FIXED 5.5 | 0,00 | 0,00 | 0,0001 | -0,0000 | ||
| US74160MDL37 / Prime Mortgage Trust 2004-CL1 | 0,00 | 0,00 | 0,0001 | -0,0000 | ||
| US31410FSS55 / Fannie Mae Pool | 0,00 | 0,00 | 0,0001 | -0,0000 | ||
| US36297BDL27 / GNMA POOL 706707 GN 02/39 FIXED 5 | 0,00 | 0,00 | 0,0001 | -0,0000 | ||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | |||
| BOUGHT PEN SOLD USD 20250825 / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | |||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | |||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | |||
| BOUGHT PEN SOLD USD 20250707 / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | |||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | |||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| US31393APU50 / FNMA, REMIC, Series 2003-25, Class KP | 0,00 | 0,0000 | -0,0000 | |||
| US79549AXP91 / SALOMON BROTHERS MORTGAGE SECU SBM7 2003 UP2 A1 | 0,00 | 0,0000 | -0,0000 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| EZYP3FB7TK33 / CDX EM35 ICE | 0,00 | 0,0000 | 0,0000 | |||
| BOUGHT KRW SOLD USD 20250708 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| BOUGHT KRW SOLD USD 20250708 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| US31410VJH42 / FNMA POOL 898564 FN 10/36 FIXED 6 | 0,00 | 0,0000 | -0,0000 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| US31385HJE36 / FANNIE MAE POOL P#544861 4.18600000 | 0,00 | 0,0000 | -0,0000 | |||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| US31385HJD52 / Fannie Mae Pool | 0,00 | 0,0000 | -0,0000 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| US589929F377 / Merrill Lynch Mortgage Investors Trust MLMI, Series 2003-A1, Class 3A | 0,00 | 0,0000 | -0,0000 | |||
| SOLD HKD BOUGHT USD 20250716 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| US07384MZQ85 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 1A1 | 0,00 | 0,0000 | -0,0000 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| BOUGHT JPY SOLD USD 20250804 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| US36228FNB84 / GSR MORTGAGE LOAN TRUST | 0,00 | 0,0000 | -0,0000 | |||
| US31385HU597 / FANNIE MAE 3.25% 05/01/2036 FNMA ARM | 0,00 | 0,0000 | -0,0000 | |||
| US36211YTF15 / GNMA POOL 527150 GN 02/30 FIXED 8 | 0,00 | 0,0000 | -0,0000 | |||
| US36225CBY12 / GNMA II POOL 080054 G2 03/27 FLOATING VAR | 0,00 | 0,0000 | -0,0000 | |||
| US07384MTN29 / Bear Stearns ARM Trust 2003-1 | 0,00 | 0,0000 | -0,0000 | |||
| SOLD TWD BOUGHT USD 20250703 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| 317U7NKA1 PIMCO SWAPTION 5.85 PUT USD 20251121 / DIR (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| EZ6N5RTF6TW5 / CDX EM39 ICE | 0,00 | 0,0000 | 0,0001 | |||
| 317U7NNA8 PIMCO SWAPTION 5.85 PUT USD 20251124 / DIR (EZZ8D3GWSG66) | 0,00 | 0,0000 | -0,0000 | |||
| 317U7NNA8 PIMCO SWAPTION 5.85 PUT USD 20251124 / DIR (EZZ8D3GWSG66) | 0,00 | 0,0000 | -0,0000 | |||
| 317U7ICA1 PIMCO SWAPTION 6.05 PUT USD 20251030 / DIR (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| SOLD SEK BOUGHT USD 20250804 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| AAPL / Apple Inc. | 0,00 | -100,00 | -0,0457 | |||
| WMT / Walmart Inc. | 0,00 | -100,00 | -0,0181 | |||
| BOUGHT SEK SOLD USD 20250702 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | |||
| BOUGHT TWD SOLD USD 20250703 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | |||
| 31750QMA4 PIMCO CDSOPT PUT USD 1.0 20250716 / DCR (EZ967XY50V92) | -0,00 | -100,00 | -0,0000 | 0,0003 | ||
| 31750QMA4 PIMCO CDSOPT PUT USD 1.0 20250716 / DCR (EZ967XY50V92) | -0,00 | -100,00 | -0,0000 | 0,0003 | ||
| 31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) | -0,00 | -100,00 | -0,0000 | 0,0003 | ||
| 31750QN05 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) | -0,00 | -100,00 | -0,0000 | 0,0003 | ||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | |||
| SOLD TRY BOUGHT USD 20250717 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | |||
| SOLD TRY BOUGHT USD 20250717 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | |||
| SOLD TRY BOUGHT USD 20250709 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | |||
| SOLD TRY BOUGHT USD 20250709 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | |||
| 31750QM06 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (EZ967XY50V92) | -0,00 | -100,00 | -0,0000 | 0,0003 | ||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | |||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | |||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | |||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | |||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | |||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | |||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | |||
| SOLD TRY BOUGHT USD 20250728 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | |||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | |||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | |||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | |||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | |||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0,00 | -0,0000 | -0,0000 | |||
| SOLD KRW BOUGHT USD 20250714 / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | |||
| SOLD KRW BOUGHT USD 20250714 / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | |||
| RFR USD SOFR/3.75000 06/20/24-4Y CME / DIR (EZNJSFN8FV73) | -0,00 | -0,0001 | -0,0001 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | |||
| RFR USD SOFR/3.68400 01/03/24-10Y LCH / DIR (EZDL1WQQ28Y4) | -0,00 | -133,33 | -0,0001 | -0,0003 | ||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | |||
| RFR USD SOFR/3.68400 01/03/24-10Y LCH / DIR (EZDL1WQQ28Y4) | -0,00 | -133,33 | -0,0001 | -0,0003 | ||
| SOLD TRY BOUGHT USD 20250724 / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | |||
| SOFTBANK GROUP CORP SNR JP SP GST / DCR (EZ1K1NTX2WN0) | -0,00 | 0,00 | -0,0001 | -0,0000 | ||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | |||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | |||
| SOLD KRW BOUGHT USD 20250708 / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | |||
| SOLD KRW BOUGHT USD 20250708 / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | |||
| SOLD DKK BOUGHT USD 20250804 / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | |||
| SOLD DKK BOUGHT USD 20250804 / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | |||
| IRS EUR 2.28000 03/04/25-5Y LCH / DIR (EZQH3P2675Q7) | -0,00 | -120,00 | -0,0001 | -0,0005 | ||
| IRS EUR 2.99000 12/08/23-10Y LCH / DIR (EZVMLNBFB1H7) | -0,00 | 0,00 | -0,0001 | -0,0000 | ||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | |||
| SOLD ILS BOUGHT USD 20250709 / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | |||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | |||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0,00 | -0,0001 | -0,0001 | |||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | -0,00 | -0,0002 | -0,0002 | |||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | -0,00 | -0,0002 | -0,0002 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0,00 | -0,0002 | -0,0002 | |||
| RFR USD SOFR/3.81000 01/02/24-10Y LCH / DIR (EZ29NPCQVYW2) | -0,00 | -0,0002 | -0,0001 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0,00 | -0,0002 | -0,0002 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0,00 | -0,0002 | -0,0002 | |||
| ZCS BRL 14.0087 05/12/25-01/04/27 CME / DIR (EZHTRBH6Z688) | -0,00 | -0,0002 | -0,0002 | |||
| ZCS BRL 14.0087 05/12/25-01/04/27 CME / DIR (EZHTRBH6Z688) | -0,00 | -0,0002 | -0,0002 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0,00 | -0,0002 | -0,0002 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0,00 | -0,0002 | -0,0002 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0,00 | -0,0002 | -0,0002 | |||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | -0,00 | -0,0002 | -0,0002 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0,00 | -0,0002 | -0,0002 | |||
| SOLD PEN BOUGHT USD 20250808 / DFE (000000000) | -0,00 | -0,0002 | -0,0002 | |||
| IRS EUR 2.35000 04/29/25-5Y LCH / DIR (EZ74X71XY4J2) | -0,00 | -0,0002 | -0,0002 | |||
| IRS EUR 2.35000 04/29/25-5Y LCH / DIR (EZ74X71XY4J2) | -0,00 | -0,0002 | -0,0002 | |||
| IRS EUR 2.38000 12/31/24-10Y LCH / DIR (EZT9L1T84284) | -0,00 | -76,47 | -0,0003 | 0,0008 | ||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0,00 | -0,0003 | -0,0003 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0,00 | -0,0003 | -0,0003 | |||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0,00 | -0,0003 | -0,0003 | |||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0,00 | -0,0003 | -0,0003 | |||
| SOLD TRY BOUGHT USD 20250701 / DFE (000000000) | -0,00 | -0,0003 | -0,0003 | |||
| CDX EM41 ICE / DCR (EZKFGV9S8KR7) | -0,00 | -60,00 | -0,0003 | 0,0004 | ||
| CDX EM41 ICE / DCR (EZKFGV9S8KR7) | -0,00 | -60,00 | -0,0003 | 0,0004 | ||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0,00 | -0,0003 | -0,0003 | |||
| IRS EUR 2.52000 03/27/25-10Y LCH / DIR (EZ84ZR69LPH2) | -0,00 | -50,00 | -0,0003 | 0,0002 | ||
| IRS EUR 2.52000 03/27/25-10Y LCH / DIR (EZ84ZR69LPH2) | -0,00 | -50,00 | -0,0003 | 0,0002 | ||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0,00 | -0,0003 | -0,0003 | |||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0,01 | -0,0003 | -0,0003 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0,01 | -0,0004 | -0,0004 | |||
| SOLD TRY BOUGHT USD 20251217 / DFE (000000000) | -0,01 | -0,0004 | -0,0004 | |||
| SOLD TRY BOUGHT USD 20251217 / DFE (000000000) | -0,01 | -0,0004 | -0,0004 | |||
| RFR GBP SONIO/3.93000 01/06/25-10Y LCH / DIR (EZTXWKTD4706) | -0,01 | -75,00 | -0,0004 | 0,0009 | ||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | -0,01 | -0,0004 | -0,0004 | |||
| IRS EUR 2.42000 03/07/25-10Y LCH / DIR (EZL5KMTRTV12) | -0,01 | -25,00 | -0,0004 | 0,0001 | ||
| IRS MXN 9.39000 11/15/24-1Y* (WHT) CME / DIR (EZY2ZGSDJ3P8) | -0,01 | 40,00 | -0,0004 | -0,0001 | ||
| IRS MXN 9.39000 11/15/24-1Y* (WHT) CME / DIR (EZY2ZGSDJ3P8) | -0,01 | 40,00 | -0,0004 | -0,0001 | ||
| RFR USD SOFR/3.87000 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) | -0,01 | -41,67 | -0,0005 | 0,0003 | ||
| CDX EM40 ICE / DCR (EZXWTK5G6C61) | -0,01 | -72,00 | -0,0005 | 0,0011 | ||
| IRS EUR 2.46000 04/01/25-10Y LCH / DIR (EZ53SKB9GFZ1) | -0,01 | -30,00 | -0,0005 | 0,0002 | ||
| IRS EUR 2.46000 04/01/25-10Y LCH / DIR (EZ53SKB9GFZ1) | -0,01 | -30,00 | -0,0005 | 0,0002 | ||
| IRS EUR 2.67000 04/03/24-10Y LCH / DIR (EZNZ7GSWY0V5) | -0,01 | -20,00 | -0,0005 | 0,0002 | ||
| IRS EUR 2.40000 04/09/25-5Y LCH / DIR (EZVHX3M64G11) | -0,01 | -0,0005 | -0,0005 | |||
| IRS EUR 2.68000 08/07/24-10Y LCH / DIR (EZY1BDNLL5Q4) | -0,01 | 60,00 | -0,0005 | -0,0001 | ||
| IRS EUR 2.68000 08/07/24-10Y LCH / DIR (EZY1BDNLL5Q4) | -0,01 | 60,00 | -0,0005 | -0,0001 | ||
| SOLD PEN BOUGHT USD 20250711 / DFE (000000000) | -0,01 | -0,0005 | -0,0005 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0,01 | -0,0005 | -0,0005 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0,01 | -0,0005 | -0,0005 | |||
| SOLD CZK BOUGHT USD 20250822 / DFE (000000000) | -0,01 | -0,0006 | -0,0006 | |||
| SOLD CZK BOUGHT USD 20250822 / DFE (000000000) | -0,01 | -0,0006 | -0,0006 | |||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0,01 | -0,0006 | -0,0006 | |||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0,01 | -0,0006 | -0,0006 | |||
| RFR USD SOFR/3.84200 12/26/23-10Y LCH / DIR (EZXF72WB6QT0) | -0,01 | 125,00 | -0,0006 | -0,0003 | ||
| RFR USD SOFR/3.84200 12/26/23-10Y LCH / DIR (EZXF72WB6QT0) | -0,01 | 125,00 | -0,0006 | -0,0003 | ||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0,01 | -0,0006 | -0,0006 | |||
| RFR USD SOFR/3.89000 03/03/25-10Y LCH / DIR (EZ6496BPGLD0) | -0,01 | 50,00 | -0,0006 | -0,0002 | ||
| RFR USD SOFR/3.69116 03/01/24-4Y* LCH / DIR (EZ5FK37PXZM8) | -0,01 | -125,64 | -0,0006 | -0,0031 | ||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0,01 | -0,0007 | -0,0007 | |||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | -0,01 | -0,0007 | -0,0007 | |||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | -0,01 | -0,0007 | -0,0007 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0,01 | -0,0007 | -0,0007 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0,01 | -0,0007 | -0,0007 | |||
| IRS MXN 9.43000 10/31/24-1Y* (WHT) CME / DIR (EZ5F1PDPNS31) | -0,01 | 37,50 | -0,0007 | -0,0001 | ||
| IRS EUR 2.46000 03/13/25-10Y LCH / DIR (EZYS5KMNTTM6) | -0,01 | -26,67 | -0,0007 | 0,0003 | ||
| IRS EUR 2.25000 09/17/25-5Y LCH / DIR (EZ3YW7100S99) | -0,01 | -80,00 | -0,0008 | 0,0031 | ||
| SOLD TRY BOUGHT USD 20250729 / DFE (000000000) | -0,01 | -0,0008 | -0,0008 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0,01 | -0,0008 | -0,0008 | |||
| RFR USD SOFR/4.00000 02/26/25-10Y LCH / DIR (EZ02007F7Y72) | -0,01 | 33,33 | -0,0008 | -0,0002 | ||
| RFR USD SOFR/4.00000 02/26/25-10Y LCH / DIR (EZ02007F7Y72) | -0,01 | 33,33 | -0,0008 | -0,0002 | ||
| ABX.HE.AAA.06-2 SP BOA / DCR (000000000) | -0,01 | -0,0008 | -0,0008 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0,01 | -0,0008 | -0,0008 | |||
| SOLD NZD BOUGHT USD 20250804 / DFE (000000000) | -0,01 | -0,0008 | -0,0008 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0,01 | -0,0008 | -0,0008 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0,01 | -0,0009 | -0,0009 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0,01 | -0,0009 | -0,0009 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0,01 | -0,0009 | -0,0009 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0,01 | -0,0009 | -0,0009 | |||
| CDX EM43 ICE / DCR (000000000) | -0,01 | -0,0009 | -0,0009 | |||
| CDX EM42 ICE / DCR (EZ8N8SNTCSD6) | -0,01 | -48,15 | -0,0009 | 0,0008 | ||
| CDX EM42 ICE / DCR (EZ8N8SNTCSD6) | -0,01 | -48,15 | -0,0009 | 0,0008 | ||
| IRS EUR 2.58000 08/29/24-10Y LCH / DIR (EZK1YHHFDQG6) | -0,02 | 66,67 | -0,0009 | -0,0004 | ||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0,02 | -0,0009 | -0,0009 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0,02 | -0,0010 | -0,0010 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0,02 | -0,0010 | -0,0010 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0,02 | -0,0010 | -0,0010 | |||
| IRS EUR 2.59000 08/19/24-10Y LCH / DIR (EZ89K27HY2C4) | -0,02 | 70,00 | -0,0011 | -0,0004 | ||
| IRS CZK 3.76000 11/01/24-10Y CME / DIR (EZZDBNZ60DY7) | -0,02 | -1 800,00 | -0,0011 | -0,0012 | ||
| IRS CZK 3.76000 11/01/24-10Y CME / DIR (EZZDBNZ60DY7) | -0,02 | -1 800,00 | -0,0011 | -0,0012 | ||
| RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (EZ2V6Q3C4Q52) | -0,02 | 58,33 | -0,0012 | -0,0004 | ||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0,02 | -0,0012 | -0,0012 | |||
| SOLD IDR BOUGHT USD 20250711 / DFE (000000000) | -0,02 | -0,0012 | -0,0012 | |||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0,02 | -0,0012 | -0,0012 | |||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0,02 | -0,0012 | -0,0012 | |||
| RFR USD SOFR/3.89900 03/11/25-10Y LCH / DIR (EZXJC61P0SN9) | -0,02 | 53,85 | -0,0013 | -0,0004 | ||
| RFR USD SOFR/3.63761 03/01/24-4Y* LCH / DIR (EZ5FK37PXZM8) | -0,02 | -151,28 | -0,0013 | -0,0038 | ||
| SOLD PEN BOUGHT USD 20250804 / DFE (000000000) | -0,02 | -0,0013 | -0,0013 | |||
| SOLD PEN BOUGHT USD 20250804 / DFE (000000000) | -0,02 | -0,0013 | -0,0013 | |||
| RFR USD SOFR/3.87400 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) | -0,02 | 66,67 | -0,0013 | -0,0005 | ||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0,02 | -0,0013 | -0,0013 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0,02 | -0,0014 | -0,0014 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0,02 | -0,0014 | -0,0014 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0,02 | -0,0014 | -0,0014 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0,02 | -0,0014 | -0,0014 | |||
| SOLD INR BOUGHT USD 20250709 / DFE (000000000) | -0,02 | -0,0014 | -0,0014 | |||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | -0,02 | -0,0014 | -0,0014 | |||
| RFR USD SOFR/3.90750 03/04/25-10Y LCH / DIR (EZP5RC766JJ0) | -0,02 | 53,33 | -0,0014 | -0,0005 | ||
| RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (EZH2QB9TLWH9) | -0,02 | 64,29 | -0,0015 | -0,0005 | ||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0,02 | -0,0015 | -0,0015 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0,03 | -0,0015 | -0,0015 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0,03 | -0,0016 | -0,0016 | |||
| RFR USD SOFR/4.00000 06/20/24-2Y CME / DIR (EZ33002G9XM4) | -0,03 | -116,67 | -0,0016 | -0,0111 | ||
| RFR USD SOFR/4.00000 06/20/24-2Y CME / DIR (EZ33002G9XM4) | -0,03 | -116,67 | -0,0016 | -0,0111 | ||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0,03 | -0,0016 | -0,0016 | |||
| IRS EUR 3.28000 11/22/23-10Y LCH / DIR (EZW942T998K1) | -0,03 | 52,94 | -0,0016 | -0,0005 | ||
| RFR USD SOFR/3.69387 03/01/24-4Y* LCH / DIR (EZ5FK37PXZM8) | -0,03 | -166,67 | -0,0017 | -0,0042 | ||
| RFR USD SOFR/3.69387 03/01/24-4Y* LCH / DIR (EZ5FK37PXZM8) | -0,03 | -166,67 | -0,0017 | -0,0042 | ||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0,03 | -0,0017 | -0,0017 | |||
| SOLD PEN BOUGHT USD 20250714 / DFE (000000000) | -0,03 | -0,0017 | -0,0017 | |||
| SOLD PEN BOUGHT USD 20250714 / DFE (000000000) | -0,03 | -0,0017 | -0,0017 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0,03 | -0,0017 | -0,0017 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0,03 | -0,0018 | -0,0018 | |||
| IRS EUR 2.22000 01/08/25-10Y LCH / DIR (EZHH63XJ2WL4) | -0,03 | -6,25 | -0,0019 | 0,0002 | ||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | -0,03 | -0,0019 | -0,0019 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0,03 | -0,0019 | -0,0019 | |||
| IRS EUR 3.30500 11/27/23-10Y LCH / DIR (EZRHKQRJ6LC5) | -0,04 | 50,00 | -0,0022 | -0,0007 | ||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0,04 | -0,0022 | -0,0022 | |||
| IRS EUR 3.12800 12/04/23-10Y LCH / DIR (EZ6Z02R5YJR8) | -0,04 | 56,52 | -0,0023 | -0,0008 | ||
| INF SWAP US IT 2.5025 03/25/25-5Y LCH / DIR (EZCD1478Q5K2) | -0,04 | -126,81 | -0,0023 | -0,0110 | ||
| INF SWAP US IT 2.5025 03/25/25-5Y LCH / DIR (EZCD1478Q5K2) | -0,04 | -126,81 | -0,0023 | -0,0110 | ||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0,04 | -0,0024 | -0,0024 | |||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0,04 | -0,0024 | -0,0024 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0,04 | -0,0024 | -0,0024 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0,04 | -0,0024 | -0,0024 | |||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0,04 | -0,0024 | -0,0024 | |||
| RFR USD SOFR/3.97500 03/21/25-10Y LCH / DIR (EZSTF4LLCQZ1) | -0,04 | 37,93 | -0,0025 | -0,0006 | ||
| RFR USD SOFR/3.84200 03/04/25-5Y LCH / DIR (EZSYJ06JDLK1) | -0,04 | 110,53 | -0,0025 | -0,0012 | ||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0,04 | -0,0025 | -0,0025 | |||
| IRS EUR 2.91000 12/29/23-10Y LCH / DIR (EZ6S054Q5KZ9) | -0,04 | 95,24 | -0,0026 | -0,0012 | ||
| RFR USD SOFR/3.93000 03/24/25-10Y LCH / DIR (EZKR9TWV5646) | -0,04 | 46,43 | -0,0026 | -0,0007 | ||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0,04 | -0,0027 | -0,0027 | |||
| SOLD PEN BOUGHT USD 20260209 / DFE (000000000) | -0,04 | -0,0027 | -0,0027 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0,05 | -0,0028 | -0,0028 | |||
| SOLD PEN BOUGHT USD 20251128 / DFE (000000000) | -0,05 | -0,0029 | -0,0029 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0,05 | -0,0029 | -0,0029 | |||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0,05 | -0,0030 | -0,0030 | |||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0,05 | -0,0030 | -0,0030 | |||
| SOLD PEN BOUGHT USD 20250910 / DFE (000000000) | -0,05 | -0,0030 | -0,0030 | |||
| SOLD PEN BOUGHT USD 20250910 / DFE (000000000) | -0,05 | -0,0030 | -0,0030 | |||
| ZCS BRL 13.9271 05/08/25-01/04/27 CME / DIR (EZ6MPDHN98L0) | -0,05 | -0,0030 | -0,0030 | |||
| ZCS BRL 13.9271 05/08/25-01/04/27 CME / DIR (EZ6MPDHN98L0) | -0,05 | -0,0030 | -0,0030 | |||
| US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) | -0,05 | -0,0030 | -0,0030 | |||
| US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) | -0,05 | -0,0030 | -0,0030 | |||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | -0,05 | -0,0032 | -0,0032 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0,05 | -0,0032 | -0,0032 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0,05 | -0,0034 | -0,0034 | |||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -0,06 | -0,0035 | -0,0035 | |||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -0,06 | -0,0035 | -0,0035 | |||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -0,06 | -0,0035 | -0,0035 | |||
| SOLD PEN BOUGHT USD 20250717 / DFE (000000000) | -0,06 | -0,0037 | -0,0037 | |||
| IRS EUR 3.06300 12/06/23-10Y LCH / DIR (EZCXF38PCGV4) | -0,06 | 66,67 | -0,0037 | -0,0014 | ||
| SOLD PEN BOUGHT USD 20250929 / DFE (000000000) | -0,07 | -0,0040 | -0,0040 | |||
| SOLD PEN BOUGHT USD 20250929 / DFE (000000000) | -0,07 | -0,0040 | -0,0040 | |||
| 31750R3X3 PIMCO FXVAN CALL USD TRY 54.00000000 / DFE (EZP38740M526) | -0,07 | -0,0040 | -0,0040 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0,07 | -0,0041 | -0,0041 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0,07 | -0,0041 | -0,0041 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0,07 | -0,0042 | -0,0042 | |||
| SOLD PEN BOUGHT USD 20251117 / DFE (000000000) | -0,07 | -0,0043 | -0,0043 | |||
| SOLD PEN BOUGHT USD 20251117 / DFE (000000000) | -0,07 | -0,0043 | -0,0043 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0,07 | -0,0044 | -0,0044 | |||
| IRS EUR 3.14800 11/20/23-10Y LCH / DIR (EZ0D281GPH91) | -0,07 | 57,45 | -0,0046 | -0,0016 | ||
| IRS EUR 3.14800 11/20/23-10Y LCH / DIR (EZ0D281GPH91) | -0,07 | 57,45 | -0,0046 | -0,0016 | ||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0,08 | -0,0047 | -0,0047 | |||
| IRS EUR 3.25000 11/06/23-10Y LCH / DIR (EZMRVVG7GGF9) | -0,08 | 52,00 | -0,0047 | -0,0015 | ||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0,08 | -0,0051 | -0,0051 | |||
| SOLD AUD BOUGHT USD 20250805 / DFE (000000000) | -0,09 | -0,0053 | -0,0053 | |||
| INF SWAP US IT 2.5225 03/27/25-5Y LCH / DIR (EZWDN00FCNN2) | -0,09 | -161,87 | -0,0053 | -0,0141 | ||
| OIS MXN TIIE1/9.39000 12/12/25-9Y* CME / DIR (EZB94V5ZTJT3) | -0,09 | 55,36 | -0,0054 | -0,0018 | ||
| OIS MXN TIIE1/9.00000 12/24/24-4Y* CME / DIR (EZM51TDSF7W6) | -0,09 | 45,00 | -0,0054 | -0,0015 | ||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0,09 | -0,0056 | -0,0056 | |||
| SOLD PEN BOUGHT USD 20251229 / DFE (000000000) | -0,09 | -0,0056 | -0,0056 | |||
| SOLD PEN BOUGHT USD 20250930 / DFE (000000000) | -0,10 | -0,0062 | -0,0062 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0,10 | -0,0063 | -0,0063 | |||
| SOLD PEN BOUGHT USD 20250929 / DFE (000000000) | -0,11 | -0,0066 | -0,0066 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0,11 | -0,0066 | -0,0066 | |||
| 317U7ISA4 PIMCO SWAPTION 2.83 CALL USD 2025103 / DIR (000000000) | -0,11 | -0,0070 | -0,0070 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0,12 | -0,0071 | -0,0071 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0,12 | -0,0072 | -0,0072 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0,12 | -0,0072 | -0,0072 | |||
| OIS MXN TIIE1+24/9.4300 12/25/25-9Y* CME / DIR (EZV4JXT1DTW8) | -0,12 | 52,56 | -0,0074 | -0,0024 | ||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0,12 | -0,0076 | -0,0076 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0,13 | -0,0078 | -0,0078 | |||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0,13 | -0,0078 | -0,0078 | |||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | -0,13 | -0,0079 | -0,0079 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0,13 | -0,0082 | -0,0082 | |||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | -0,13 | -0,0083 | -0,0083 | |||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | -0,14 | -0,0088 | -0,0088 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0,15 | -0,0090 | -0,0090 | |||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -0,16 | -0,0098 | -0,0098 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0,18 | -0,0108 | -0,0108 | |||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0,18 | -0,0113 | -0,0113 | |||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0,18 | -0,0113 | -0,0113 | |||
| SOLD PEN BOUGHT USD 20250731 / DFE (000000000) | -0,19 | -0,0119 | -0,0119 | |||
| SOLD BRL BOUGHT USD 20260402 / DFE (000000000) | -0,19 | -0,0119 | -0,0119 | |||
| SOLD PEN BOUGHT USD 20250804 / DFE (000000000) | -0,20 | -0,0124 | -0,0124 | |||
| SOLD PEN BOUGHT USD 20250804 / DFE (000000000) | -0,20 | -0,0124 | -0,0124 | |||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0,21 | -0,0127 | -0,0127 | |||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0,21 | -0,0127 | -0,0127 | |||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0,21 | -0,0127 | -0,0127 | |||
| RFR USD SOFR/3.75000 12/18/24-10Y CME / DIR (EZ7K2W20N534) | -0,21 | -194,98 | -0,0128 | -0,0267 | ||
| RFR USD SOFR/3.75000 12/18/24-10Y CME / DIR (EZ7K2W20N534) | -0,21 | -194,98 | -0,0128 | -0,0267 | ||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0,21 | -0,0131 | -0,0131 | |||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0,21 | -0,0132 | -0,0132 | |||
| RFR USD SOFR/3.75000 06/20/24-10Y CME / DIR (EZ52H44WTW83) | -0,23 | -187,31 | -0,0140 | -0,0304 | ||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0,23 | -0,0140 | -0,0140 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0,23 | -0,0140 | -0,0140 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0,23 | -0,0142 | -0,0142 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0,23 | -0,0143 | -0,0143 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0,24 | -0,0146 | -0,0146 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0,24 | -0,0148 | -0,0148 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0,25 | -0,0151 | -0,0151 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0,25 | -0,0154 | -0,0154 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0,25 | -0,0154 | -0,0154 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0,25 | -0,0155 | -0,0155 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0,26 | -0,0157 | -0,0157 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0,26 | -0,0158 | -0,0158 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0,26 | -0,0159 | -0,0159 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0,26 | -0,0159 | -0,0159 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0,26 | -0,0161 | -0,0161 | |||
| 317U7IRA5 PIMCO SWAPTION 3.29 CALL USD 2025103 / DIR (000000000) | -0,27 | -0,0165 | -0,0165 | |||
| 317U7IRA5 PIMCO SWAPTION 3.29 CALL USD 2025103 / DIR (000000000) | -0,27 | -0,0165 | -0,0165 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0,27 | -0,0165 | -0,0165 | |||
| RFR USD SOFR/3.75000 12/18/24-7Y LCH / DIR (EZQ9TQ7T4F86) | -0,28 | 513,33 | -0,0170 | -0,0141 | ||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0,29 | -0,0176 | -0,0176 | |||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | -0,30 | -0,0187 | -0,0187 | |||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | -0,31 | -0,0193 | -0,0193 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0,44 | -0,0273 | -0,0273 | |||
| SOLD PEN BOUGHT USD 20250703 / DFE (000000000) | -0,46 | -0,0285 | -0,0285 | |||
| SOLD PEN BOUGHT USD 20250703 / DFE (000000000) | -0,46 | -0,0285 | -0,0285 | |||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0,69 | -0,0423 | -0,0423 | |||
| CDX IG44 5Y ICE / DCR (EZPF6RHH0ZV8) | -0,84 | -260,57 | -0,0519 | -0,0851 | ||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -1,12 | -0,0689 | -0,0689 | |||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | -1,18 | -0,0728 | -0,0728 | |||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) | -1,68 | -44,23 | -0,1032 | 0,0868 | ||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) | -1,68 | -44,23 | -0,1032 | 0,0868 | ||
| IRS EUR 2.25000 09/17/25-10Y LCH / DIR (EZNLCZXFPVL3) | -1,87 | -4,50 | -0,1148 | 0,0086 | ||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -3,07 | -0,1889 | -0,1889 | |||
| US01F0326821 / Fannie Mae or Freddie Mac | -72,37 | -214,87 | -4,4506 | -7,4849 |
